securities and exchange commission form nq

SECURITIES AND EXCHANGE COMMISSION
FORM N-Q
Quarterly schedule of portfolio holdings of registered management investment company filed
on Form N-Q
Filing Date: 2007-10-30 | Period of Report: 2007-08-31
SEC Accession No. 0001104659-07-078185
(HTML Version on secdatabase.com)
FILER
DFA INVESTMENT TRUST CO
CIK:896162| IRS No.: 000000000 | State of Incorp.:DE | Fiscal Year End: 1130
Type: N-Q | Act: 40 | File No.: 811-07436 | Film No.: 071200596
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Business Address
1299 OCEAN AVE
11TH FLOOR
SANTA MONICA CA 90401
3103958005
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number
811-7436
THE DFA INVESTMENT TRUST COMPANY
(Exact name of registrant as specified in charter)
1299 Ocean Avenue, Santa Monica, CA
90401
(Address of principal executive offices)
(Zip code)
Catherine L. Newell, Esquire, Vice President and Secretary
The DFA Investment Trust Company,
1299 Ocean Avenue, Santa Monica, CA 90401
(Name and address of agent for service)
Registrant’s telephone number, including area code:
Date of fiscal year end:
November 30
Date of reporting period:
August 31, 2007
ITEM 1.
310-395-8005
SCHEDULE OF INVESTMENTS.
The DFA Investment Trust Company
Form N-Q
August 31, 2007
(Unaudited)
Table of Contents
Definitions of Abbreviations and Footnotes
Schedules of Investments
The U.S. Large Company Series
The Enhanced U.S. Large Company Series
The U.S. Large Cap Value Series
The U.S. Small Cap Value Series
The U.S. Small Cap Series
The U.S. Micro Cap Series
The DFA International Value Series
The Japanese Small Company Series
The Asia Pacific Small Company Series
The United Kingdom Small Company Series
The Continental Small Company Series
The Canadian Small Company Series
The Emerging Markets Series
The Emerging Markets Small Cap Series
The DFA One-Year Fixed Income Series
The DFA Two-Year Global Fixed Income Series
The Tax-Managed U.S. Marketwide Value Series
The Tax-Managed U.S. Equity Series
The Global Value Series
The Global Large Company Series
The Global Small Company Series
Notes to Schedules of Investments
Organizational Note
Security Valuation Note
Federal Tax Cost Note
DFA Investment Dimensions Group Inc.
Schedule of Investments
Large Cap International Portfolio
Notes to Schedule of Investments
Organizational Note
Security Valuation Note
Federal Tax Cost Note
1
THE DFA INVESTMENT TRUST COMPANY
DFA INVESTMENT DIMENSIONS GROUP INC.
DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES
Schedules of Investments
Investment Abbreviations
ADR
American Depository Receipt
FHLB
FHLMC
FNMA
GDR
Federal Home Loan Bank
Federal Home Loan Mortgage Corporation
Federal National Mortgage Association
Global Depository Receipt
GNMA
NVDR
Government National Mortgage Association
Non-Voting Depository Receipt
Investment Footnotes
†
See Security Valuation Note within the Notes to Schedules of Investments.
††
*
#
^
@
##
(r)
(y)
(t)
(e)
(g)
(j)
(s)
(f)
—
Securities have been fair valued. See Security Valuation Note within the Notes to Schedules of Investments.
Non-Income Producing Security.
Total or Partial Securities on Loan.
Denominated in local currency or the Euro, unless otherwise noted.
Security purchased with cash proceeds from securities on loan.
See Federal Tax Cost Note within the Notes to Schedules of Investments.
The adjustable rate shown is effective as of August 31, 2007.
The rate shown is the effective yield.
Face Amount Denominated in Australian Dollars.
Face Amount Denominated in Euro.
Face Amount Denominated in British Pounds.
Face Amount Denominated in Japanese Yen.
Face Amount Denominated in Swedish Krona.
Face Amount Denominated in Swiss Francs.
Amounts designated as — are either zero or rounded to zero.
2
THE U.S. LARGE COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (88.1%)
Consumer Discretionary — (8.7%)
Abercrombie & Fitch Co.
* # Amazon.com, Inc.
* Apollo Group, Inc. Class A
* AutoNation, Inc.
* Autozone, Inc.
* Bed Bath and Beyond, Inc.
# Best Buy Co., Inc.
* # Big Lots, Inc.
# Black & Decker Corp.
Brunswick Corp.
Carnival Corp.
CBS Corp. Class B
Centex Corp.
Circuit City Stores, Inc.
Clear Channel Communications, Inc.
29,319
103,331
46,495
50,197
15,872
91,000
134,498
36,378
21,916
30,022
146,987
243,387
39,684
45,948
164,917
Value †
$
2,307,405
8,257,180
2,727,862
952,739
1,925,115
3,152,240
5,911,187
1,082,973
1,901,213
755,053
6,701,137
7,669,124
1,147,264
499,914
6,144,807
*
*
#
*#
*
#
#
#
#
Coach, Inc.
Comcast Corp. Class A
D.R. Horton, Inc.
Darden Restaurants, Inc.
Dillards, Inc. Class A
Disney (Walt) Co.
Dow Jones & Co., Inc.
E.W. Scripps Co.
Eastman Kodak Co.
Family Dollar Stores, Inc.
Ford Motor Co.
Fortune Brands, Inc.
Gannett Co., Inc.
Gap, Inc.
General Motors Corp.
Genuine Parts Co.
Goodyear Tire & Rubber Co.
H&R Block, Inc.
Harley-Davidson, Inc.
Harman International Industries, Inc.
Harrah’s Entertainment, Inc.
Hasbro, Inc.
Hilton Hotels Corp.
Home Depot, Inc.
123,307
1,033,968
90,793
46,973
20,236
658,390
21,713
27,695
95,584
50,105
689,295
50,752
77,967
176,147
187,966
56,607
68,543
107,291
85,571
21,644
62,024
52,951
129,495
655,903
5,490,861
26,976,225
1,371,882
1,954,077
480,403
22,121,904
1,282,153
1,138,265
2,549,225
1,467,074
5,383,394
4,216,984
3,664,449
3,304,518
5,778,075
2,812,236
1,895,899
2,128,653
4,602,864
2,454,213
5,319,798
1,493,748
5,950,295
25,127,644
3
*
*#
#
#
*#
#
#
#
IAC/InterActiveCorp
International Game Technology
Interpublic Group of Companies, Inc.
J.C. Penney Co., Inc.
Johnson Controls, Inc.
Jones Apparel Group, Inc.
KB Home
Kohl’s Corp.
Leggett & Platt, Inc.
Lennar Corp. Class A
Limited Brands, Inc.
Liz Claiborne, Inc.
Lowe’s Companies, Inc.
Macy’s, Inc.
Marriott International, Inc. Class A
Mattel, Inc.
McDonald’s Corp.
McGraw-Hill Companies, Inc.
Meredith Corp.
72,596
110,452
155,786
74,748
65,552
36,180
25,523
107,191
58,855
46,260
113,703
34,729
500,043
152,707
109,107
130,685
396,661
114,027
12,942
$
2,017,443
4,215,953
1,705,857
5,139,672
7,413,931
694,294
774,368
6,356,426
1,200,642
1,307,770
2,633,361
1,186,690
15,531,336
4,843,866
4,846,533
2,826,717
19,535,554
5,753,802
723,458
#
*
#
*#
*#
*
#
*
*
Newell Rubbermaid, Inc.
News Corp. Class A
NIKE, Inc. Class B
Nordstrom, Inc.
Office Depot, Inc.
OfficeMax, Inc.
Omnicom Group, Inc.
Polo Ralph Lauren Corp.
Pulte Homes, Inc.
RadioShack Corp.
Sears Holdings Corp.
Sherwin-Williams Co.
Snap-On, Inc.
Staples, Inc.
Starbucks Corp.
Starwood Hotels & Resorts Worldwide, Inc.
Target Corp.
The DIRECTV Group, Inc.
The New York Times Co. Class A
The Stanley Works
The TJX Companies, Inc.
Tiffany & Co.
Time Warner, Inc.
Tribune Co.
Tyco Electronics, Ltd.
V.F. Corp.
Viacom, Inc. Class B
Wendy’s International, Inc.
Whirlpool Corp.
Wyndham Worldwide Corp.
Yum! Brands, Inc.
92,663
773,872
125,965
74,574
91,861
25,032
109,906
20,358
70,586
45,038
27,358
36,370
19,260
237,631
246,120
71,466
282,904
256,158
47,814
27,702
151,128
45,430
1,257,711
28,076
164,666
29,601
228,960
28,989
26,220
60,569
174,031
2,389,779
15,655,431
7,096,868
3,587,009
2,246,001
889,137
5,597,513
1,537,843
1,174,551
1,070,553
3,927,514
2,509,894
943,355
5,643,736
6,780,606
4,368,002
18,651,861
5,976,166
1,050,952
1,571,811
4,607,893
2,331,922
23,871,355
773,494
5,741,903
2,363,640
9,034,762
953,448
2,527,870
1,932,151
5,694,294
431,309,039
Total Consumer Discretionary
4
Consumer Staples — (8.3%)
#
#
#
#
#
Altria Group, Inc.
Anheuser-Busch Companies, Inc.
Archer-Daniels-Midland Co.
Avon Products, Inc.
Brown-Forman Corp. Class B
Campbell Soup Co.
Clorox Co.
Coca-Cola Co.
Coca-Cola Enterprises, Inc.
Colgate-Palmolive Co.
698,797
252,440
216,867
145,808
26,182
72,086
50,422
667,679
92,678
169,941
$
48,503,500
12,470,536
7,308,418
5,008,505
1,873,584
2,721,247
3,015,236
35,907,777
2,207,590
11,270,487
ConAgra, Inc.
* # Constellation Brands, Inc. Class A
# Costco Wholesale Corp.
CVS Caremark Corp.
Dean Foods Co.
Estee Lauder Companies, Inc.
General Mills, Inc.
Heinz (H.J.) Co.
Kellogg Co.
# Kimberly-Clark Corp.
Kraft Foods, Inc.
McCormick & Co., Inc.
Molson Coors Brewing Co.
Pepsi Bottling Group, Inc.
PepsiCo, Inc.
Procter & Gamble Co.
# Reynolds American, Inc.
# Safeway, Inc.
Sara Lee Corp.
SUPERVALU, Inc.
Sysco Corp.
# The Hershey Co.
The Kroger Co.
Tyson Foods, Inc. Class A
UST, Inc.
# Walgreen Co.
Wal-Mart Stores, Inc.
# Whole Foods Market, Inc.
# Wrigley (Wm.) Jr. Co.
Total Consumer Staples
165,488
64,186
148,396
512,818
43,190
39,199
115,077
107,929
83,226
141,713
532,962
43,253
15,730
43,709
541,204
1,046,221
56,846
146,719
244,061
69,043
205,313
56,956
235,217
83,991
53,215
332,522
805,426
46,968
71,634
4,254,696
1,552,017
9,163,453
19,394,777
1,160,083
1,630,286
6,430,503
4,866,519
4,571,604
9,734,266
17,086,762
1,550,188
1,407,206
1,511,894
36,818,108
68,328,694
3,758,658
4,655,394
4,056,294
2,910,162
6,853,348
2,648,454
6,252,068
1,810,006
2,622,435
14,986,767
35,140,736
2,078,804
4,172,681
411,693,743
Energy — (9.8%)
Anadarko Petroleum Corp.
Apache Corp.
Baker Hughes, Inc.
BJ Services Co.
# Chesapeake Energy Corp.
# Chevron Corp.
ConocoPhillips
# CONSOL Energy, Inc.
Devon Energy Corp.
154,137
110,026
106,430
97,459
136,041
714,078
543,024
60,499
147,787
7,549,630
8,513,812
8,925,220
2,417,958
4,388,683
62,667,485
44,468,235
2,412,700
11,129,839
5
#
El Paso Corp.
ENSCO International, Inc.
232,652
49,533
$
3,692,187
2,685,679
#
EOG Resources, Inc.
Exxon Mobil Corp.
Halliburton Co.
Hess Corp.
Marathon Oil Corp.
Murphy Oil Corp.
* # Nabors Industries, Ltd.
* # National-Oilwell, Inc.
Noble Corp.
Occidental Petroleum Corp.
Peabody Energy Corp.
Rowan Companies, Inc.
# Schlumberger, Ltd.
Smith International, Inc.
Spectra Energy Corp.
Sunoco, Inc.
The Williams Companies, Inc.
* # Transocean, Inc.
Valero Energy Corp.
* # Weatherford International, Ltd.
# XTO Energy, Inc.
Total Energy
Financials — (16.6%)
Ace, Ltd.
AFLAC, Inc.
Allstate Corp.
# AMBAC Financial Group, Inc.
# American Capital Strategies, Ltd.
American Express Co.
American International Group, Inc.
Ameriprise Financial, Inc.
AON Corp.
Assurant, Inc.
# Bank of America Corp.
# Bank of New York Mellon Corp.
BB&T Corp.
Bear Stearns Companies, Inc.
Capital One Financial Corp.
* # CB Richard Ellis Group, Inc.
Chubb Corp.
Cincinnati Financial Corp.
CIT Group, Inc.
Citigroup, Inc.
# CME Group, Inc.
Comerica, Inc.
Commerce Bancorp, Inc.
Compass Bancshares, Inc.
# Countrywide Financial Corp.
81,266
1,871,638
303,690
90,656
227,905
62,504
93,533
59,010
89,056
277,032
88,035
36,760
391,574
66,606
209,923
40,350
198,968
95,736
182,400
112,068
127,372
5,474,078
160,455,526
10,504,637
5,563,559
12,281,800
3,808,994
2,767,641
7,553,280
4,369,087
15,704,944
3,742,368
1,379,970
37,786,891
4,463,268
4,880,710
2,951,199
6,168,008
10,060,896
12,496,224
6,542,530
6,923,942
484,730,980
108,164
162,515
201,809
33,864
58,658
394,914
861,928
78,160
97,550
32,968
1,474,437
375,274
180,265
39,548
137,294
62,296
133,389
57,040
63,719
1,643,441
18,378
51,811
63,582
43,760
197,152
6,247,553
8,663,675
11,049,043
2,127,336
2,421,989
23,149,859
56,887,248
4,768,542
4,225,866
1,699,171
74,724,467
15,172,328
7,161,928
4,297,286
8,877,430
1,838,978
6,820,180
2,403,666
2,393,923
77,044,514
10,196,114
2,890,018
2,335,367
2,859,716
3,913,467
*
Discover Financial Services
175,082
4,051,397
6
*#
#
#
#
#
#
#
#
#
#
#
#
#
E*TRADE Financial Corp.
Federal Home Loan Mortgage Corporation
Federal National Mortgage Association
Federated Investors, Inc.
Fifth Third Bancorp
First Horizon National Corp.
Franklin Resources, Inc.
Genworth Financial, Inc.
Hartford Financial Services Group, Inc.
Hudson City Bancorp, Inc.
Huntington Bancshares, Inc.
Janus Capital Group, Inc.
JPMorgan Chase & Co.
KeyCorp
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
Lincoln National Corp.
Loews Corp.
M&T Bank Corp.
Marsh & McLennan Companies, Inc.
Marshall & Ilsley Corp.
MBIA, Inc.
Merrill Lynch & Co., Inc.
MetLife, Inc.
MGIC Investment Corp.
Moody’s Corp.
Morgan Stanley
National City Corp.
Northern Trust Corp.
PNC Financial Services Group
Principal Financial Group, Inc.
Progressive Corp.
Prudential Financial, Inc.
Regions Financial Corp.
SAFECO Corp.
Schwab (Charles) Corp.
SLM Corp.
Sovereign Bancorp, Inc.
State Street Corp.
SunTrust Banks, Inc.
Synovus Financial Corp.
T. Rowe Price Group, Inc.
141,824
219,794
323,292
29,427
182,761
41,778
54,739
147,079
105,209
160,983
121,384
58,265
1,134,995
130,338
43,693
176,960
89,963
148,092
25,173
184,536
86,087
43,457
289,321
246,396
27,598
76,413
350,165
191,294
62,691
114,597
88,971
244,606
155,357
234,136
35,278
313,572
136,691
119,976
131,943
118,487
108,637
88,250
$
2,209,618
13,541,508
21,211,188
1,033,182
6,522,740
1,281,749
7,212,958
4,262,349
9,354,132
2,289,178
2,089,019
1,549,266
50,529,977
4,340,255
3,793,426
9,702,717
5,476,947
6,961,805
2,665,317
4,917,884
3,762,863
2,607,420
21,322,958
15,781,664
832,356
3,503,536
21,839,791
5,147,722
3,852,989
8,064,191
4,937,001
4,975,286
13,947,951
7,328,457
2,046,830
6,208,726
6,872,823
2,169,166
8,096,022
9,330,851
3,000,554
4,528,990
#
The Goldman Sachs Group, Inc.
The Travelers Companies, Inc.
Torchmark Corp.
U.S. Bancorp
Unum Group
# Wachovia Corp.
Washington Mutual, Inc.
# Wells Fargo & Co.
# XL Capital, Ltd.
Zions Bancorporation
Total Financials
135,713
220,611
31,729
577,686
119,873
635,706
295,378
1,109,621
61,779
36,545
23,886,845
11,149,680
1,953,237
18,688,142
2,933,292
31,136,880
10,846,280
40,545,551
4,707,560
2,580,077
817,751,967
7
Health Care — (10.3%)
*
*
*
*
*
*
*
*#
*
*#
*
*
*
*#
*
Abbott Laboratories
Aetna, Inc.
Allergan, Inc.
AmerisourceBergen Corp.
Amgen, Inc.
Applera Corp. - Applied Biosystems Group
Bard (C.R.), Inc.
Barr Laboratories, Inc.
Bausch & Lomb, Inc.
Baxter International, Inc.
Becton Dickinson & Co.
Biogen Idec, Inc.
Boston Scientific Corp.
Bristol-Myers Squibb Co.
Cardinal Health, Inc.
Celgene Corp.
Cigna Corp.
Coventry Health Care, Inc.
Covidien, Ltd.
Eli Lilly & Co.
Express Scripts, Inc.
Forest Laboratories, Inc.
Genzyme Corp.
Gilead Sciences, Inc.
Hospira, Inc.
Humana, Inc.
IMS Health, Inc.
Johnson & Johnson
King Pharmaceuticals, Inc.
Laboratory Corp. of America Holdings
Manor Care, Inc.
511,780
171,572
102,168
59,861
361,067
60,984
34,310
36,462
18,052
216,464
81,395
94,939
394,230
653,883
127,797
126,219
95,619
51,941
164,666
327,800
85,667
105,607
87,333
310,262
51,767
55,829
65,199
962,373
80,955
39,071
24,310
$
26,566,500
8,734,731
6,131,102
2,864,349
18,093,067
1,927,704
2,861,111
1,855,187
1,140,886
11,853,569
6,262,531
6,059,007
5,057,971
19,060,689
8,738,759
8,104,522
4,941,590
2,979,855
6,558,647
18,799,330
4,690,268
3,973,991
5,450,453
11,284,229
2,000,795
3,578,081
1,952,058
59,465,028
1,216,754
3,034,254
1,553,166
*
#
*
*
#
*
*#
*
*
*
McKesson Corp.
Medco Health Solutions, Inc.
Medtronic, Inc.
Merck & Co., Inc.
Millipore Corp.
Mylan Laboratories, Inc.
Patterson Companies, Inc.
PerkinElmer, Inc.
Pfizer, Inc.
Quest Diagnostics, Inc.
Schering-Plough Corp.
St. Jude Medical, Inc.
Stryker Corp.
Tenet Healthcare Corp.
Thermo Fisher Scientific, Inc.
UnitedHealth Group, Inc.
Varian Medical Systems, Inc.
Waters Corp.
98,144
93,074
382,603
720,070
17,933
82,534
46,226
39,789
2,331,799
52,497
494,845
112,406
99,218
157,159
140,184
445,227
42,350
33,523
5,614,818
7,953,173
20,216,743
36,125,912
1,249,571
1,246,263
1,700,192
1,090,617
57,921,887
2,874,211
14,855,247
4,897,529
6,627,762
532,769
7,602,178
22,265,802
1,710,517
2,064,011
8
*
Watson Pharmaceuticals, Inc.
* WellPoint, Inc.
Wyeth
* Zimmer Holdings, Inc.
Total Health Care
Industrials — (10.1%)
3M Co.
* Allied Waste Industries, Inc.
American Standard Companies, Inc.
Avery Dennison Corp.
# B.F. Goodrich Co.
Boeing Co.
Burlington Northern Santa Fe Corp.
C.H. Robinson Worldwide, Inc.
# Caterpillar, Inc.
Cintas Corp.
Cooper Industries, Ltd.
CSX Corp.
Cummins, Inc.
# Danaher Corp.
Deere & Co.
Dover Corp.
Eaton Corp.
Emerson Electric Co.
34,064
203,885
446,925
78,668
$
1,015,788
16,431,092
20,692,628
6,162,064
507,640,958
239,285
84,818
58,426
30,444
41,585
261,611
118,318
56,867
212,769
44,804
60,815
145,244
34,644
79,102
74,749
67,915
48,673
264,223
21,772,542
1,083,126
2,151,830
1,820,247
2,626,509
25,297,784
9,601,506
2,788,758
16,121,507
1,642,067
3,111,904
5,955,004
4,102,542
6,143,061
10,170,349
3,355,001
4,585,970
13,007,698
#
#
#
#
#
#
*#
#
#
#
Equifax, Inc.
FedEx Corp.
Fluor Corp.
General Dynamics Corp.
General Electric Co.
Honeywell International, Inc.
Illinois Tool Works, Inc.
Ingersoll-Rand Co., Ltd. Class A
ITT Industries, Inc.
L-3 Communications Holdings, Inc.
Lockheed Martin Corp.
Masco Corp.
Monster Worldwide, Inc.
Norfolk Southern Corp.
Northrop Grumman Corp.
Paccar, Inc.
Pall Corp.
Parker Hannifin Corp.
Pitney Bowes, Inc.
Precision Castparts Corp.
R. R. Donnelley & Sons Co.
Raytheon Co.
Robert Half International, Inc.
Rockwell Automation, Inc.
Rockwell Collins, Inc.
Ryder System, Inc.
Southwest Airlines Co.
48,330
102,265
29,296
134,503
3,418,214
259,059
136,875
100,214
60,376
41,509
117,909
125,489
43,387
130,646
114,661
82,501
40,732
38,482
72,975
45,713
73,126
147,469
55,235
52,412
55,599
20,316
259,428
1,861,672
11,216,425
3,724,986
10,566,556
132,865,978
14,546,163
7,962,019
5,204,113
4,104,964
4,089,052
11,689,498
3,265,224
1,483,835
6,690,382
9,039,873
7,057,961
1,553,111
4,135,661
3,259,793
5,956,861
2,619,373
9,045,748
1,764,206
3,692,950
3,829,103
1,112,301
3,919,957
9
*
Terex Corp.
Textron, Inc.
* Tyco International, Ltd.
Union Pacific Corp.
# United Parcel Service, Inc.
United Technologies Corp.
W.W. Grainger, Inc.
# Waste Management, Inc.
Total Industrials
Information Technology — (14.2%)
* Adobe Systems, Inc.
* # Advanced Micro Devices, Inc.
* Affiliated Computer Services, Inc. Class A
* Agilent Technologies, Inc.
* # Akamai Technologies, Inc.
34,253
83,354
164,666
89,956
351,864
330,395
23,597
171,914
$
2,736,130
4,862,872
7,271,651
10,036,391
26,692,403
24,657,379
2,161,721
6,476,000
496,489,717
195,362
182,881
32,947
131,555
54,791
8,351,726
2,377,453
1,648,338
4,788,602
1,765,366
#
*
*#
*#
*
*#
#
*#
*
*#
*
*
*
*
*#
*#
*
*
*
*#
#
*
*
*
#
*
Altera Corp.
Analog Devices, Inc.
Apple, Inc.
Applied Materials, Inc.
Autodesk, Inc.
Automatic Data Processing, Inc.
Avaya, Inc.
BMC Software, Inc.
Broadcom Corp.
CA, Inc.
Ciena Corp.
Cisco Sytems, Inc.
Citrix Systems, Inc.
Cognizant Technology Solutions Corp.
Computer Sciences Corp.
Compuware Corp.
Convergys Corp.
Corning, Inc.
Dell, Inc.
eBay, Inc.
Electronic Arts, Inc.
Electronic Data Systems Corp.
EMC Corp.
Fidelity National Information Services, Inc.
First Data Corp.
Fiserv, Inc.
Google, Inc.
Hewlett-Packard Co.
Intel Corp.
International Business Machines Corp.
Intuit, Inc.
Jabil Circuit, Inc.
JDS Uniphase Corp.
Juniper Networks, Inc.
KLA-Tencor Corp.
Lexmark International, Inc.
117,969
108,677
287,376
459,154
76,815
183,811
149,464
67,766
154,580
136,665
28,369
2,017,159
59,998
47,762
57,549
100,056
45,485
522,554
754,737
376,098
103,010
169,068
697,205
54,352
250,650
55,880
72,457
870,118
1,930,357
453,858
113,817
59,544
70,166
170,809
63,665
31,418
2,808,842
4,008,008
39,795,828
9,807,529
3,558,071
8,407,515
2,515,479
2,074,995
5,333,010
3,442,591
1,074,618
64,387,715
2,180,927
3,510,985
3,219,867
811,454
761,874
12,212,087
21,321,320
12,824,942
5,453,349
3,869,967
13,707,050
2,576,285
8,326,593
2,599,538
37,333,469
42,940,323
49,706,693
52,960,690
3,108,342
1,321,877
1,021,617
5,623,032
3,658,828
1,170,635
10
#
*#
*
*
Linear Technology Corp.
LSI Corp.
Maxim Integrated Products, Inc.
MEMC Electronic Materials, Inc.
Micron Technology, Inc.
Microsoft Corp.
Molex, Inc.
73,763
237,907
106,547
74,551
251,297
2,797,122
47,189
$
2,507,204
1,639,179
3,197,475
4,578,922
2,877,351
80,361,315
1,233,992
Motorola, Inc.
# National Semiconductor Corp.
* NCR Corp.
* Network Appliance, Inc.
* Novell, Inc.
* # Novellus Systems, Inc.
* Nvidia Corp.
* Oracle Corp.
# Paychex, Inc.
* QLogic Corp.
# QUALCOMM, Inc.
* Sandisk Corp.
* Solectron Corp.
* Sun Microsystems, Inc.
* Symantec Corp.
Tektronix, Inc.
* Tellabs, Inc.
* # Teradyne, Inc.
# Texas Instruments, Inc.
* Unisys Corp.
* # VeriSign, Inc.
Western Union Co.
* Xerox Corp.
# Xilinx, Inc.
* # Yahoo!, Inc.
Total Information Technology
769,026
79,870
59,770
123,283
115,718
41,981
120,576
1,315,189
112,937
48,818
553,777
75,822
300,365
1,186,204
299,360
25,224
145,448
63,033
476,345
115,539
81,446
256,713
311,430
98,971
401,841
13,034,991
2,102,178
2,974,753
3,434,664
860,942
1,149,020
6,168,668
26,672,033
5,017,791
649,279
22,090,165
4,250,581
1,165,416
6,358,053
5,630,962
810,952
1,534,476
938,561
16,310,053
851,522
2,622,561
4,833,906
5,334,796
2,530,688
9,133,846
701,223,725
Materials — (2.7%)
Air Products & Chemicals, Inc.
Alcoa, Inc.
Allegheny Technologies, Inc.
Ashland, Inc.
# Ball Corp.
Bemis Co., Inc.
Dow Chemical Co.
# DuPont (E.I.) de Nemours & Co., Inc.
Eastman Chemical Co.
Ecolab, Inc.
Freeport-McMoRan Copper & Gold, Inc. Class B
* Hercules, Inc.
International Flavors & Fragrances, Inc.
International Paper Co.
MeadWestavco Corp.
Monsanto Co.
Newmont Mining Corp.
71,968
288,896
33,938
18,562
33,920
34,751
316,711
306,888
27,950
58,231
124,731
38,736
25,798
144,715
61,279
180,578
149,877
11
6,477,840
10,553,371
3,373,098
1,109,822
1,776,730
1,038,012
13,501,390
14,960,790
1,865,942
2,425,903
10,903,984
806,484
1,295,834
5,080,944
1,935,804
12,593,510
6,333,802
#
Nucor Corp.
Pactiv Corp.
PPG Industries, Inc.
Praxair, Inc.
Rohm & Haas Co.
# Sealed Air Corp.
Sigma-Aldrich Corp.
Temple-Inland, Inc.
United States Steel Corp.
Vulcan Materials Co.
Weyerhaeuser Co.
Total Materials
*
Real Estate Investment Trusts — (1.1%)
# Apartment Investment & Management Co. Class A
Archstone-Smith Trust
# AvalonBay Communities, Inc.
# Boston Properties, Inc.
Developers Diversified Realty Corp.
# Equity Residential
# General Growth Properties, Inc.
# Host Marriott Corp.
Kimco Realty Corp.
# Plum Creek Timber Co., Inc.
ProLogis
Public Storage, Inc.
# Simon Property Group, Inc.
# Vornado Realty Trust
Total Real Estate Investment Trusts
Telecommunication Services — (3.3%)
Alltel Corp.
AT&T, Inc.
CenturyTel, Inc.
Citizens Communications Co.
# Embarq Corp.
* Qwest Communications International, Inc.
Sprint Nextel Corp.
Verizon Communications, Inc.
Windstream Corp.
Total Telecommunication Services
Utilities — (3.0%)
* AES Corp.
* Allegheny Energy, Inc.
# Ameren Corp.
# American Electric Power Co., Inc.
100,239
43,319
54,545
105,887
47,288
53,674
43,628
35,157
39,309
31,659
71,735
$
5,302,643
1,267,081
4,000,876
8,011,410
2,673,664
1,419,677
1,954,534
1,936,448
3,713,914
2,849,627
4,890,175
134,053,309
32,278
74,062
26,461
39,538
41,513
96,599
81,428
173,449
75,357
58,726
85,252
40,783
74,219
43,392
1,442,827
4,354,846
3,026,609
3,956,568
2,220,115
3,887,144
4,047,786
3,866,178
3,226,787
2,462,381
5,128,760
3,090,536
7,044,867
4,625,153
52,380,557
114,785
2,048,490
36,388
113,766
50,190
516,086
961,401
964,634
158,393
7,835,224
81,673,296
1,745,896
1,650,745
3,132,860
4,618,970
18,189,707
40,398,872
2,261,852
161,507,422
221,802
55,056
68,529
132,488
4,016,834
2,841,440
3,479,903
5,893,066
#
#
#
CenterPoint Energy, Inc.
CMS Energy Corp.
Consolidated Edison, Inc.
Constellation Energy Group
106,580
74,588
89,878
60,030
1,728,728
1,217,276
4,128,995
4,978,888
12
#
Dominion Resources, Inc.
DTE Energy Co.
Duke Energy Corp.
* Dynegy, Inc.
# Edison International
Entergy Corp.
Exelon Corp.
FirstEnergy Corp.
FPL Group, Inc.
Integrys Energy Group, Inc.
Nicor, Inc.
NiSource, Inc.
PG&E Corp.
# Pinnacle West Capital Corp.
PPL Corp.
Progress Energy, Inc.
Public Service Enterprise Group, Inc.
# Questar Corp.
Sempra Energy
Southern Co.
# TECO Energy, Inc.
# TXU Corp.
Xcel Energy, Inc.
Total Utilities
97,154
58,497
418,451
133,658
108,249
65,539
223,485
101,279
135,030
25,144
14,959
91,056
116,783
33,303
127,946
84,456
83,982
57,282
87,649
249,786
69,634
152,551
135,860
#
$
8,275,578
2,796,742
7,674,391
1,081,293
5,705,805
6,791,151
15,793,685
6,222,582
7,945,165
1,261,474
621,696
1,715,495
5,196,844
1,326,792
6,174,674
3,874,841
7,137,630
2,862,382
4,823,324
8,864,905
1,103,003
10,281,937
2,800,075
148,616,594
TOTAL COMMON STOCKS
4,347,398,011
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (0.9%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $54,940,000 FNMA 5.58%, 03/25/37, valued at
$44,411,809) to be repurchased at $43,777,230
SECURITIES LENDING COLLATERAL — (11.0%)
@ Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $659,016,319 FNMA, rates ranging from 5.000% to 7.250%,
maturities ranging from 01/15/10 to 08/01/37, valued at $526,250,514) to be
repurchased at $510,999,392
$
43,752
43,752,000
510,923
510,922,829
@
Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$36,371,403 FNMA 5.000%, 05/01/37 & 5.500%, 03/01/36, valued at
$31,907,773) to be repurchased at $30,841,950
TOTAL SECURITIES LENDING COLLATERAL
30,837,367
30,837
541,760,196
TOTAL INVESTMENTS - (100.0%)
(Cost $3,548,071,906)##
$
4,932,910,207
13
THE ENHANCED U.S. LARGE COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Face
Amount ^
Value †
(000)
AUSTRIA — (4.5%)
BONDS — (4.5%)
Oesterreichische Kontrollbank AG
(f)
2.000%, 11/26/07
(f)
1.500%, 03/27/08
PFandBriefstelle der Oesterriechischen Landes-Hypothekenbanken
(f)
3.000%, 01/19/09
TOTAL — AUSTRIA
BELGIUM — (2.8%)
BONDS — (2.8%)
Belgium Government Bond
7.500%, 07/29/08
CANADA — (9.3%)
BONDS — (9.3%)
Canada Housing Trust
4.400%, 03/15/08
Canadian Government International Bond
(e)
4.875%, 07/07/08
Province of British Columbia
6.000%, 06/09/08
Province of Ontario
3.875%, 03/08/08
TOTAL — CANADA
DENMARK — (2.6%)
BONDS — (2.6%)
Denmark Government Bond
2,000
9,000
8,200
$
1,651,062
7,389,142
6,787,177
15,827,381
7,000
9,810,403
6,000
5,677,841
5,000
6,819,822
10,600
10,144,883
10,600
10,004,854
32,647,400
4.000%, 08/15/08
FRANCE — (8.0%)
BONDS — (8.0%)
Caisse d’Amortissement de la Dette Sociale
6.250%, 03/05/08
Caisse Nationale des Autoroutes
(f)
3.375%, 02/27/08
ERAP
3.375%, 04/25/08
50,000
9,107,083
1,000
2,017,013
5,000
4,145,475
5,000
6,776,523
14
French Treasury Note
3.000%, 07/12/08
Total Capital SA
3.500%, 01/28/08
TOTAL — FRANCE
GERMANY — (12.5%)
BONDS — (12.5%)
Bayerische Landesbank
4.000%, 07/23/08
Bundesschatzanweisungen
3.500%, 09/12/08
Landeskreditbank Baden-Wuerttemberg Foerderbank
3.000%, 07/04/08
Landwirtschaftliche Rentenbank
(j)
0.650%, 09/30/08
Norddeutsche Landesbank Girozentrale AG
(j)
0.450%, 01/19/09
TOTAL — GERMANY
NETHERLANDS — (8.3%)
BONDS — (8.3%)
Bank Nederlandse Gemeenten
(j)
0.800%, 09/22/08
Netherlands Government Bond
5.250%, 07/15/08
Rabobank Nederland
3.625%, 01/22/08
TOTAL — NETHERLANDS
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.1%)
BONDS — (6.1%)
7,500
3,750
$
10,115,621
5,081,616
28,136,248
3,000
4,059,874
7,500
10,151,686
7,000
9,406,708
1,130,000
9,731,009
1,200,000
10,291,925
43,641,202
1,107,000
9,549,464
6,500
8,931,745
7,800
10,578,803
29,060,012
Eurofima
(s)
5.625%, 02/05/08
European Investment Bank
(s)
4.000%, 04/15/09
Inter-American Development Bank
(j)
1.900%, 07/08/09
TOTAL — SUPRANATIONAL ORGANIZATION OBLIGATIONS
SWEDEN — (2.9%)
BONDS — (2.9%)
Sweden Government Bond
5.000%, 01/28/09
UNITED KINGDOM — (7.4%)
BONDS — (7.4%)
Bank of England Euro Note
(e)
2.500%, 01/28/08
Bank of Scotland P.L.C.
(e)
3.750%, 01/23/08
MBNA Europe Funding P.L.C.
20,000
2,912,259
67,000
9,660,619
1,000,000
8,782,581
21,355,459
68,000
9,980,240
7,000
9,454,806
7,000
9,496,029
15
(e)
3.000%, 02/07/08
TOTAL — UNITED KINGDOM
UNITED STATES — (35.6%)
AGENCY OBLIGATIONS — (5.6%)
Federal Home Loan Mortgage Corporation Discount Note
5.095%, 11/05/07
Federal Home Loan Mortgage Corporation
(e)
3.500%, 02/15/08
TOTAL AGENCY OBLIGATIONS
BONDS — (8.2%)
Citigroup, Inc.
(e)
4.625%, 11/14/07
General Electric Capital Corp.
(j)
0.550%, 10/14/08
Pfizer, Inc.
(j)
0.800%, 03/18/08
Toyota Motor Credit Corp.
(f)
2.000%, 11/13/07
TOTAL BONDS
5,000
$
6,758,800
25,709,635
17,000
16,859,461
2,000
2,709,263
19,568,724
6,500
8,847,643
1,000,000
8,589,680
1,100,000
9,483,493
2,000
1,651,672
28,572,488
COMMERCIAL PAPER — (21.2%)
AstraZeneca P.L.C.
5.420%, 09/25/07
BASF AG
5.240%, 09/24/07
Caisse Centrale Du Credit Mutuel
5.430%, 11/26/07
5.450%, 11/26/07
Electricite de France
5.280%, 09/28/07
Govco, Inc.
5.450%, 09/04/07
MetLife Funding, Inc.
5.270%, 09/04/07
Nstar Electric Co.
5.300%, 09/10/07
NYSE Euronext
5.410%, 09/13/07
Southern Co.
5.250%, 09/26/07
TOTAL COMMERCIAL PAPER
9,000
8,971,333
9,000
8,972,690
6,200
3,000
6,117,756
2,960,205
6,200
6,177,337
5,830
5,830,000
9,000
9,000,000
8,100
8,087,673
9,000
8,982,229
9,000
8,969,761
74,068,984
Shares
TEMPORARY CASH INVESTMENTS — (0.6%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares
2,146,441
2,146,441
TOTAL INVESTMENTS - (100.0%)
(Cost $339,295,276)##
$
349,631,700
16
THE U.S. LARGE CAP VALUE SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (89.0%)
Consumer Discretionary — (19.8%)
# American Greetings Corp. Class A
# * AutoNation, Inc.
# Belo Corp. Class A
* Big Lots, Inc.
# Blockbuster, Inc. Class A
Borders Group, Inc.
BorgWarner, Inc.
211,200
2,057,600
469,164
253,500
83,900
34,000
201,600
Value †
$
5,225,088
39,053,248
8,088,387
7,546,695
416,144
510,000
17,035,200
#
#
*
*
#
#
*
#*
#*
#
#
*
#
#*
*
#
#
#
#
#*
*
*
*
#*
Brunswick Corp.
CBS Corp. Class B
Centex Corp.
Circuit City Stores, Inc.
Citadel Broadcasting Co.
Clear Channel Communications, Inc.
Comcast Corp. Class A
Comcast Corp. Special Class A Non-Voting
D.R. Horton, Inc.
Dillards, Inc. Class A
Discovery Holding Co. Class A
Disney (Walt) Co.
Expedia, Inc.
Foot Locker, Inc.
Ford Motor Co.
Gannett Co., Inc.
General Motors Corp.
Goodyear Tire & Rubber Co.
Harrah’s Entertainment, Inc.
Hearst-Argyle Television, Inc.
Hovnanian Enterprises, Inc. Class A
IAC/InterActiveCorp
Idearc, Inc.
Jones Apparel Group, Inc.
KB Home
Leggett & Platt, Inc.
Lennar Corp. Class A
Liberty Global, Inc. Class A
Liberty Global, Inc. Series C
Liberty Media Holding Corp. Capital Class A
Liberty Media Holding Corp. Interactive Class A
Live Nation, Inc.
330,200
5,768,306
872,400
171,000
32,378
1,942,666
12,605,542
1,390,650
2,210,529
632,300
1,031,790
421,620
1,173,351
562,463
11,482,590
944,785
4,476,500
203,900
187,053
370,000
165,900
2,126,951
242,765
553,400
543,000
294,300
679,600
313,805
343,805
996,868
4,295,262
242,833
8,304,530
181,759,322
25,221,084
1,860,480
131,778
72,383,735
328,878,591
35,962,209
33,401,093
15,010,802
25,918,565
14,166,432
35,024,527
9,398,757
89,679,028
44,404,895
137,607,610
5,639,874
16,043,536
9,460,900
1,969,233
59,107,968
8,285,569
10,619,746
16,474,620
6,003,720
19,212,292
12,859,729
13,563,107
108,648,643
81,481,120
5,026,643
17
#
#*
#*
#*
*
#
#
Macy’s, Inc.
MDC Holdings, Inc.
MGM Mirage
Mohawk Industries, Inc.
News Corp. Class A
OfficeMax, Inc.
Pulte Homes, Inc.
R.H. Donnelley Corp.
Radio One, Inc. Class D
Ryland Group, Inc.
Saks, Inc.
1,764,630
321,809
304,800
410,217
35,876
388,600
1,605,300
313,870
45,200
228,900
995,050
$
55,974,064
14,317,282
25,594,056
35,816,046
725,771
13,803,072
26,712,192
18,464,972
176,732
6,555,696
16,089,959
Service Corp. International
Time Warner, Inc.
# * Toll Brothers, Inc.
Tribune Co.
* TRW Automotive Holdings Corp.
# * Viacom, Inc. Class B
Wyndham Worldwide Corp.
Total Consumer Discretionary
404,100
18,954,280
932,700
800,504
367,700
2,555,959
809,160
4,938,102
359,752,234
19,922,472
22,053,885
11,236,912
100,858,142
25,812,204
2,270,188,693
Consumer Staples — (4.7%)
Archer-Daniels-Midland Co.
Coca-Cola Enterprises, Inc.
# * Constellation Brands, Inc. Class A
Corn Products International, Inc.
Dean Foods Co.
Del Monte Foods Co.
J.M. Smucker Co.
Kraft Foods, Inc.
Molson Coors Brewing Co.
PepsiAmericas, Inc.
# Pilgrim’s Pride Corp.
# * Rite Aid Corp.
# * Smithfield Foods, Inc.
SUPERVALU, Inc.
Tyson Foods, Inc. Class A
Weis Markets, Inc.
Total Consumer Staples
2,298,560
3,631,272
258,500
490,400
121,600
1,101,941
403,402
3,840,090
293,445
407,800
239,618
969,800
810,900
1,558,542
2,054,359
11,500
77,461,472
86,496,899
6,250,530
22,166,080
3,266,176
11,614,458
22,191,144
123,113,285
26,251,590
12,070,880
9,726,095
4,916,886
26,540,757
65,692,545
44,271,436
494,270
542,524,503
Energy — (9.3%)
Anadarko Petroleum Corp.
# Apache Corp.
# Chesapeake Energy Corp.
Cimarex Energy Co.
ConocoPhillips
Devon Energy Corp.
# * Forest Oil Corp.
Hess Corp.
Marathon Oil Corp.
# * Mariner Energy, Inc.
* Newfield Exploration Co.
Noble Energy, Inc.
3,531,056
2,352,090
3,245,338
366,447
1,359,887
2,025,342
482,300
1,777,596
656,300
261,080
683,965
237,100
172,951,123
182,004,724
104,694,604
13,122,467
111,361,146
152,528,506
18,640,895
109,091,067
35,368,007
5,474,848
29,745,638
14,242,597
18
#
Overseas Shipholding Group, Inc.
Pioneer Natural Resources Co.
290,600
797,598
$
20,748,840
32,741,398
Pogo Producing Co.
# * SEACOR Holdings, Inc.
# Tidewater, Inc.
* Unit Corp.
Total Energy
Financials — (28.1%)
# * Allegheny Corp.
Allstate Corp.
# AMBAC Financial Group, Inc.
# American Capital Strategies, Ltd.
# American Financial Group, Inc.
American International Group, Inc.
American National Insurance Co.
# * AmeriCredit Corp.
Assurant, Inc.
Bank of America Corp.
# Bear Stearns Companies, Inc.
Capital One Financial Corp.
Chubb Corp.
Cincinnati Financial Corp.
# CIT Group, Inc.
CNA Financial Corp.
Comerica, Inc.
# Commerce Group, Inc.
* Conseco, Inc.
# Countrywide Financial Corp.
Fidelity National Financial, Inc.
# First American Corp.
First Citizens BancShares, Inc.
# Fulton Financial Corp.
Hanover Insurance Group, Inc.
Hartford Financial Services Group, Inc.
HCC Insurance Holdings, Inc.
# Hudson City Bancorp, Inc.
Huntington Bancshares, Inc.
# Janus Capital Group, Inc.
JPMorgan Chase & Co.
# KeyCorp
# Leucadia National Corp.
Lincoln National Corp.
Loews Corp.
MBIA, Inc.
Mercury General Corp.
# MetLife, Inc.
# MGIC Investment Corp.
Morgan Stanley
National City Corp.
Nationwide Financial Services, Inc.
458,300
173,600
437,300
2,500
22,827,923
15,242,080
28,621,285
122,650
1,069,529,798
36,502
2,157,000
795,635
268,347
895,800
1,324,200
72,652
404,700
96,800
871,600
423,770
1,629,784
1,503,600
1,347,289
1,345,312
1,956,582
101,400
315,600
408,000
4,574,013
965,659
733,000
10,300
239,999
394,266
1,173,900
70,655
1,959,873
289,100
1,580,900
5,588,380
941,600
65,852
1,108,426
3,929,202
1,128,550
113,000
5,666,498
665,947
613,800
1,990,594
398,602
15,038,824
118,095,750
49,981,791
11,080,048
25,261,560
87,397,200
9,157,785
7,005,357
4,989,072
44,172,688
46,046,848
105,381,833
76,879,068
56,774,758
50,543,372
82,098,181
5,656,092
10,061,328
5,736,480
90,794,158
17,565,337
30,661,390
1,825,675
3,527,985
16,866,699
104,371,449
1,950,785
27,869,394
4,975,411
42,036,131
248,794,678
31,355,280
2,922,512
67,480,975
184,711,786
67,713,000
5,952,840
362,939,197
20,084,962
38,282,706
53,566,885
21,333,179
#
New York Community Bancorp, Inc.
2,294,600
40,591,474
19
Odyssey Re Holdings Corp.
Old Republic International Corp.
# PMI Group, Inc.
# Principal Financial Group, Inc.
Protective Life Corp.
# Prudential Financial, Inc.
# Radian Group, Inc.
Reinsurance Group of America, Inc.
# SAFECO Corp.
# South Financial Group, Inc.
# Sovereign Bancorp, Inc.
StanCorp Financial Group, Inc.
SunTrust Banks, Inc.
# The Colonial BancGroup, Inc.
The Travelers Companies, Inc.
# Torchmark Corp.
Transatlantic Holdings, Inc.
# UnionBanCal Corp.
Unitrin, Inc.
# Unum Group
W. R. Berkley Corp.
# Washington Mutual, Inc.
# Webster Financial Corp.
Wesco Financial Corp.
# Zions Bancorporation
Total Financials
Health Care — (1.0%)
Health Management Associates, Inc.
* Invitrogen Corp.
* Medco Health Solutions, Inc.
# * Millennium Pharmaceuticals, Inc.
# Omnicare, Inc.
PerkinElmer, Inc.
# * Tenet Healthcare Corp.
UnitedHealth Group, Inc.
# * Watson Pharmaceuticals, Inc.
* WellPoint, Inc.
Total Health Care
Industrials — (11.6%)
* AGCO Corp.
356,155
1,807,554
682,600
1,210,200
554,900
1,887,800
604,042
485,800
538,400
551,433
2,041,536
226,000
298,400
127,400
5,237,509
127,200
100,393
86,200
503,679
2,480,889
142,000
1,199,381
215,100
19,200
111,000
$
12,899,934
32,879,407
21,624,768
67,153,998
23,194,820
169,486,684
10,655,301
26,383,798
31,237,968
12,655,387
36,910,971
10,644,600
23,499,000
2,703,428
264,703,705
7,830,432
7,110,836
5,066,836
22,897,247
60,707,354
4,244,380
44,041,270
9,133,146
7,579,200
7,836,600
3,222,612,993
567,997
364,024
72,056
2,100,300
243,100
66,800
1,547,300
267,740
686,400
36,000
3,868,060
28,357,470
6,157,185
21,318,045
7,932,353
1,830,988
5,245,347
13,389,677
20,468,448
2,901,240
111,468,813
686,324
29,649,197
#
*
*
#*
Alexander & Baldwin, Inc.
Allied Waste Industries, Inc.
Avis Budget Group, Inc.
Burlington Northern Santa Fe Corp.
CSX Corp.
Curtiss-Wright Corp.
GATX Corp.
IKON Office Solutions, Inc.
Kansas City Southern
Laidlaw International, Inc.
141,705
2,767,676
439,080
2,247,573
3,415,204
54,260
396,400
438,800
565,600
609,595
7,355,907
35,343,223
10,191,047
182,390,549
140,023,364
2,474,256
17,283,040
6,160,752
17,188,584
21,128,563
20
Norfolk Southern Corp.
# Northrop Grumman Corp.
Pentair, Inc.
R. R. Donnelley & Sons Co.
Raytheon Co.
Ryder System, Inc.
# Southwest Airlines Co.
Timken Co.
# * UAL Corp.
Union Pacific Corp.
* United Rentals, Inc.
* URS Corp.
# * YRC Worldwide, Inc.
Total Industrials
Information Technology — (4.5%)
* 3Com Corp.
# * Advanced Micro Devices, Inc.
# * Andrew Corp.
# * Applied Micro Circuits Corp.
* Arrow Electronics, Inc.
* Avnet, Inc.
# AVX Corp.
* Computer Sciences Corp.
* Compuware Corp.
* Convergys Corp.
Electronic Data Systems Corp.
* Fairchild Semiconductor Corp. Class A
# Fidelity National Information Services, Inc.
* Ingram Micro, Inc.
* Integrated Device Technology, Inc.
* International Rectifier Corp.
# Intersil Corp.
3,254,502
2,672,884
113,300
174,300
1,311,300
473,200
5,237,820
73,200
383,317
2,098,000
269,392
140,457
451,644
$
166,663,047
210,730,175
4,206,829
6,243,426
80,435,142
25,907,700
79,143,460
2,602,992
18,196,058
234,073,860
8,782,179
7,506,022
13,915,152
1,327,594,524
1,041,900
442,100
1,010,012
213,200
462,600
1,089,700
514,600
1,404,843
956,430
195,700
2,195,300
43,100
408,162
1,358,168
1,467,100
189,300
1,063,398
3,907,125
5,747,300
14,220,969
607,620
19,410,696
42,836,107
8,089,512
78,600,966
7,756,647
3,277,975
50,250,417
808,556
19,346,879
26,674,420
22,945,444
6,513,813
35,432,421
# * JDS Uniphase Corp.
# * Micron Technology, Inc.
* Sanmina-SCI Corp.
* Solectron Corp.
* Sun Microsystems, Inc.
* Symantec Corp.
* Tech Data Corp.
# * Tellabs, Inc.
* Unisys Corp.
# * VeriSign, Inc.
# * Vishay Intertechnology, Inc.
* Xerox Corp.
Total Information Technology
136,962
3,962,557
3,903,000
6,780,263
2,143,700
724,864
390,411
1,992,618
729,900
166,300
1,302,016
75,000
1,994,167
45,371,278
8,937,870
26,307,420
11,490,232
13,634,692
15,222,125
21,022,120
5,379,363
5,354,860
17,225,672
1,284,750
519,651,416
Materials — (3.4%)
Ashland, Inc.
# Bowater, Inc.
Chemtura Corp.
Cytec Industries, Inc.
540,111
211,700
856,130
191,500
32,293,237
3,565,028
7,884,957
12,715,600
21
*
Domtar Corp.
International Paper Co.
# Louisiana-Pacific Corp.
Lubrizol Corp.
# Lyondell Chemical Co.
MeadWestavco Corp.
* Smurfit-Stone Container Corp.
# * Titanium Metals Corp.
# Tronox, Inc. Class B
# Valhi, Inc.
Westlake Chemical Corp.
Weyerhaeuser Co.
# Worthington Industries, Inc.
Total Materials
Telecommunication Services — (6.6%)
Alltel Corp.
AT&T, Inc.
# CenturyTel, Inc.
# * Level 3 Communications, Inc.
# * Qwest Communications International, Inc.
# Sprint Nextel Corp.
# Telephone & Data Systems, Inc.
Telephone & Data Systems, Inc. Special Shares
4,641,236
1,638,145
806,600
182,000
676,494
1,413,131
1,789,694
71,926
92,517
150,600
21,400
1,460,829
133,200
$
37,129,888
57,515,271
15,107,618
11,571,560
31,362,262
44,640,808
18,899,169
2,254,880
932,571
3,539,100
579,084
99,584,713
2,818,512
382,394,258
503,463
8,333,818
292,690
195,500
2,000,600
1,618,800
419,597
179,500
34,366,384
332,269,324
14,043,266
1,022,465
17,905,370
30,627,696
27,168,906
11,039,250
*
United States Cellular Corp.
Verizon Communications, Inc.
Total Telecommunication Services
272,525
6,287,553
26,503,056
263,322,720
758,268,437
TOTAL COMMON STOCKS
10,204,233,435
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (0.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $89,680,000 FHLMC 6.50%, 12/01/36, FNMA 3.50%, 03/
25/33, valued at $74,471,681) to be repurchased at $73,406,306
SECURITIES LENDING COLLATERAL — (10.4%)
@ Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $1,429,598,226 FHLB 4.847%(y), 11/23/07 & FNMA, rates
ranging from 4.500% to 7.000%, maturities ranging from 04/01/15 to 09/01/37,
valued at $1,162,791,957) to be repurchased at $1,129,093,380
@ Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$81,349,462 FHLMC 5.000%, 06/01/27 & FNMA 5.000%, 04/01/34 &
5.500%, 04/01/36, valued at $65,217,526) to be repurchased at $63,046,661
TOTAL SECURITIES LENDING COLLATERAL
73,364
73,364,000
1,128,924
1,128,924,230
$
63,037,293
63,037
1,191,961,523
TOTAL INVESTMENTS - (100.0%)
(Cost $9,707,021,458)##
$ 11,469,558,958
22
THE U.S. SMALL CAP VALUE SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (84.2%)
Consumer Discretionary — (16.6%)
* # 4Kids Entertainment, Inc.
* 99 Cents Only Stores
* A.C. Moore Arts & Crafts, Inc.
Acme Communications, Inc.
* Advanced Marketing Services, Inc.
# Aldila, Inc.
* All American Semiconductor, Inc.
* Alloy, Inc.
438,841
2,139,500
320,035
470,621
213,600
200
69,073
467,643
Value †
$
6,587,003
26,422,825
5,981,454
1,976,608
694
3,366
8,634
3,741,144
#
#
*
*#
*
#
*#
#
*
*
*#
*
*
*#
#
#
*
*#
*
#
*
*#
*
#
#
Ambassadors International, Inc.
American Axle & Manufacturing Holdings, Inc.
American Biltrite, Inc.
American Greetings Corp. Class A
America’s Car-Mart, Inc.
AMS Health Sciences, Inc.
Arctic Cat, Inc.
Arlington Hospitality, Inc.
ArvinMeritor, Inc.
Asbury Automotive Group, Inc.
Ashworth, Inc.
Audiovox Corp. Class A
Avatar Holdings, Inc.
Bakers Footwear Group, Inc.
Ballantyne of Omaha, Inc.
Bally Total Fitness Holding Corp.
Bassett Furniture Industries, Inc.
Beasley Broadcast Group, Inc.
Beazer Homes USA, Inc.
Belo Corp. Class A
Benihana, Inc. Class A
Big Lots, Inc.
Birks & Mayors, Inc.
Blockbuster, Inc. Class A
Blockbuster, Inc. Class B
Bluegreen Corp.
Bob Evans Farms, Inc.
Bombay Co., Inc.
Bon-Ton Stores, Inc.
Books-A-Million, Inc.
Borders Group, Inc.
143,950
2,025,362
58,409
1,863,500
208,788
11,000
116,410
23,900
3,189,462
1,126,402
433,789
663,017
160,072
3,752
85,155
1,327,900
385,375
113,217
544,786
795,208
6,500
2,344,510
25,119
2,898,774
926,400
1,011,498
1,422,408
1,195,040
60,601
14,225
1,285,357
3,472,074
47,231,442
437,775
46,102,990
2,526,335
3,300
1,968,493
173
55,656,112
24,352,811
2,923,738
6,928,528
9,729,176
15,046
502,414
431,567
4,447,227
835,541
5,758,388
13,709,386
120,510
69,796,063
172,065
14,377,919
4,493,040
8,466,238
47,465,755
334,611
1,746,521
189,477
19,280,355
23
*#
*
*#
#
*
*#
*
*
*
*
Bowl America, Inc. Class A
Boyds Collection, Ltd. - Old
Buca, Inc.
California Coastal Communities, Inc.
Callaway Golf Co.
Carmike Cinemas, Inc.
Carriage Services, Inc.
Catalina Lighting, Inc.
Cavalier Homes, Inc.
Cavco Industries, Inc.
Championship Auto Racing Teams, Inc.
Champps Entertainment, Inc.
31,040
5,017
608,529
266,974
263,466
427,829
536,100
21,540
430,307
148,623
4,800
410,129
$
512,160
—
1,375,276
4,175,473
4,299,765
6,862,377
4,556,850
145,395
1,570,621
5,219,640
—
2,210,595
*
*#
*
#
#
*#
*
*
*#
*
*#
*
*#
*
*
*
*
*
*
*#
*
*
*#
*
*
*
#
*
#
*
*#
Charming Shoppes, Inc.
Charter Communications, Inc.
Chromcraft Revington, Inc.
Churchill Downs, Inc.
Citadel Broadcasting Co.
Coachmen Industries, Inc.
Coast Distribution System, Inc.
Cobra Electronics Corp.
Collectors Universe, Inc.
Comstock Homebuilding Companies, Inc.
Concord Camera Corp.
Congoleum Corp. Class A
Cooper Tire & Rubber Co.
Cost Plus, Inc.
Cost-U-Less, Inc.
Cox Radio, Inc.
CSS Industries, Inc.
Culp, Inc.
Cumulus Media, Inc. Class A
Decorator Industries, Inc.
dELiA*s, Inc.
Delta Apparel, Inc.
Delta Woodside Industries, Inc.
DG Fastchannel, Inc.
Diedrich Coffee, Inc.
Directed Electronics, Inc.
Dixie Group, Inc.
Dominion Homes, Inc.
Dorman Products, Inc.
Dover Motorsports, Inc.
Duckwall-ALCO Stores, Inc.
Dura Automotive Systems, Inc.
ELXSI Corp.
EMAK Worldwide, Inc.
Emerson Radio Corp.
Emmis Communications Corp. Class A
Enesco Group, Inc.
Entercom Communications Corp.
Entravision Communications Corp.
Escala Group, Inc.
3,654,268
114,100
16,710
57,899
2,886,987
534,000
130,300
107,747
179,669
111,950
195,554
95,000
2,261,156
385,934
30,341
1,384,500
278,150
359,918
1,669,142
34,374
20,043
231,089
93,100
13,860
28,080
101,053
358,599
227,098
373,601
483,300
112,700
612,274
27,300
50
254,361
1,155,445
453,400
1,422,427
2,312,820
322,291
33,034,583
317,198
93,075
2,886,844
11,750,037
3,524,400
797,436
693,891
2,704,018
284,353
621,862
51,300
55,262,653
1,543,736
346,494
19,078,410
10,697,649
3,671,164
17,859,819
210,369
93,400
4,004,772
205
279,161
102,492
543,665
3,646,952
492,803
5,226,678
2,885,301
4,239,774
45,921
82,582
75
651,164
7,360,185
4,081
30,297,695
20,838,508
663,919
24
*
*
Escalade, Inc.
Factory Card & Party Outlet Corp.
Fairchild Corp. Class A
17,464
41,578
682,329
$
148,444
319,319
1,555,710
#
*
*
*
*
*
#
*#
*
*
#
*
#
#
*
*
*
*
*
*
*#
*
*
*
*
*
*#
#
#
*
*
*#
#
Fedders Corp.
Federal Screw Works
Federal-Mogul Corp.
Finish Line, Inc. Class A
Finlay Enterprises, Inc.
Flanigan’s Enterprises, Inc.
Flexsteel Industries, Inc.
Footstar, Inc.
Franklin Covey Co.
Franklin Electronic Publishers, Inc.
Fred’s, Inc.
Frisch’s Restaurants, Inc.
Furniture Brands International, Inc.
Gander Mountain Co.
Gottschalks, Inc.
Gray Television, Inc.
Gray Television, Inc. Class A
Great Wolf Resorts, Inc.
Group 1 Automotive, Inc.
Hampshire Group, Ltd.
Hancock Fabrics, Inc.
Handleman Co.
Harolds Stores, Inc.
Harris Interactive, Inc.
Hartmarx Corp.
Hastings Entertainment, Inc.
Haverty Furniture Co., Inc.
Hayes Lemmerz International, Inc.
Hollywood Media Corp.
Hovnanian Enterprises, Inc. Class A
ILX Resorts, Inc.
Image Entertainment, Inc.
Interstate Hotels & Resorts, Inc.
J. Alexander’s Corp.
Jaclyn, Inc.
Jakks Pacific, Inc.
Jarden Corp.
Jo-Ann Stores, Inc.
Johnson Outdoors, Inc.
Journal Communications, Inc. Class A
Journal Register Co.
Kellwood Co.
Kenneth Cole Productions, Inc. Class A
Kimball International, Inc. Class B
Kirkland’s, Inc.
LaCrosse Footwear, Inc.
Lakeland Industries, Inc.
Lakes Entertainment, Inc.
Landry’s Restaurants, Inc.
29,966
3,125
823,500
1,464,006
223,941
56
130,668
498,700
424,271
122,774
1,256,853
9,600
1,910,736
552,191
293,879
1,480,250
39,750
347,104
782,200
41,080
590,000
737,077
2,000
1,753,056
992,100
361,470
634,400
1,962,171
277,000
79,000
95,523
48,050
705,225
130,937
32,025
889,620
183,218
776,400
176,050
40,000
996,800
968,417
29,970
757,252
222,922
40,063
126,148
248,259
908,635
1,738
35,937
564,097
8,256,994
705,414
554
1,839,805
2,064,618
3,177,790
343,767
13,071,271
264,480
21,744,176
4,533,488
1,469,395
13,248,237
350,992
4,963,587
27,423,932
698,360
1,239,000
2,668,219
440
7,555,671
7,222,488
2,692,951
6,800,768
8,927,878
1,024,900
937,730
811,945
202,290
2,750,377
1,708,728
289,826
19,989,761
6,007,718
17,469,000
3,290,374
414,800
3,139,920
19,077,815
619,780
10,169,894
392,343
771,213
1,477,193
2,691,128
26,050,565
25
*
#
*
#
*
#
#
#
*
*#
*
*
#
*
*#
*#
*
*
#
*
#
#
*#
*
*
#
*
*
*
#
*
*#
#
*
*
#
*
*
Lazare Kaplan International, Inc.
La-Z-Boy, Inc.
Lear Corp.
Lee Enterprises, Inc.
Lenox Group, Inc.
Levitt Corp. Class A
Libbey, Inc.
Lifetime Brands, Inc.
Lin TV Corp.
Lithia Motors, Inc. Class A
Lodgenet Entertainment Corp.
Lodgian, Inc.
Luby’s, Inc.
M/I Homes, Inc.
Mace Security International, Inc.
Magna Entertainment Corp.
MarineMax, Inc.
Max & Erma’s Restaurants, Inc.
McRae Industries, Inc. Class A
Meade Instruments Corp.
Media General, Inc. Class A
Merisel, Inc.
Modine Manufacturing Co.
Monaco Coach Corp.
Movado Group, Inc.
Movie Gallery, Inc.
Multimedia Games, Inc.
National Presto Industries, Inc.
National RV Holdings, Inc.
Nature Vision, Inc.
Nautilus Group, Inc.
Nitches, Inc.
Nobel Learning Communities, Inc.
Odd Job Stores, Inc.
Orleans Homebuilders, Inc.
O’Charleys, Inc.
Oxford Industries, Inc.
P & F Industries, Inc. Class A
Palm Harbor Homes, Inc.
Penske Automotive Group, Inc.
Perry Ellis International, Inc.
Phoenix Footwear Group, Inc.
Pier 1 Imports, Inc.
Pinnacle Entertainment, Inc.
Pomeroy IT Solutions, Inc.
154,461
1,888,588
1,215,573
814,599
453,900
340,400
468,097
288,472
981,590
520,375
25,800
732,147
425,132
469,351
187,474
154,700
679,019
13,134
30,453
659,120
1,018,366
3,600
1,348,916
1,005,200
7,665
62,613
612,438
146,651
281,550
2,100
148,500
12,141
75,043
175,300
224,242
784,067
225,445
8,092
531,044
2,601,000
498,716
216,237
1,644,333
26,500
407,504
$
1,203,251
18,205,988
35,531,199
14,149,585
2,292,195
796,536
8,472,556
5,881,944
13,084,595
9,319,916
675,960
8,954,158
4,872,013
8,556,269
404,944
324,870
12,453,208
93,251
398,934
1,305,058
28,432,779
15,840
37,837,094
13,459,628
226,117
22,603
5,940,649
8,089,269
225,240
4,410
1,413,720
33,631
1,045,349
9,641
1,627,997
12,764,611
8,165,618
91,156
7,514,273
51,265,710
13,609,960
733,043
10,161,978
737,230
3,418,959
*#
*
*#
*#
*
*
Proliance International, Inc.
QEP Co., Inc.
Quaker Fabric Corp.
Quantum Fuel Systems Technologies Worldwide, Inc.
Quiksilver, Inc.
Radio One, Inc. Class D
372,250
39,432
549,428
682,183
29,400
2,011,073
763,112
460,566
13,736
791,332
393,666
7,863,295
26
*
#
*#
*
*
*
*
*
*
*
*
*
*#
*
*#
*#
*
*
#
*#
#
#
*#
*#
*
*
*
*
#
RC2 Corp.
RCN Corp.
Reading International, Inc. Class A
Reading International, Inc. Class B
Red Lion Hotels Corp.
Regent Communications, Inc.
Rex Stores Corp.
Riviera Holdings Corp.
Rockford Corp.
Rocky Brands, Inc.
Russ Berrie & Co., Inc.
S&K Famous Brands, Inc.
Saga Communications, Inc. Class A
Salem Communications Corp.
Salton, Inc.
Schieb (Earl), Inc.
Scholastic Corp.
Sharper Image Corp.
Shiloh Industries, Inc.
Shoe Carnival, Inc.
Silverleaf Resorts, Inc.
Sinclair Broadcast Group, Inc. Class A
Six Flags, Inc.
Skyline Corp.
Sonic Automotive, Inc.
Source Interlink Companies, Inc.
Spanish Broadcasting System, Inc.
SPAR Group, Inc.
Speedway Motorsports, Inc.
Sport Chalet, Inc. Class A
Sport Chalet, Inc. Class B
Sport-Haley, Inc.
Stage Stores, Inc.
Standard Motor Products, Inc.
Standard Pacific Corp.
Star Buffet, Inc.
Steinway Musical Instruments, Inc.
543,971
1,167,754
205,877
14,460
487,700
1,353,567
343,350
16,400
250,500
186,383
331,738
76,900
286,120
169,884
454,700
73,900
1,826,891
496,998
398,770
370,790
121,800
1,406,826
3,291,600
206,900
1,240,793
1,566,006
797,208
4,600
1,200
124,466
12,269
61,900
1,603,497
669,150
1,014,100
7,100
245,601
$
16,612,874
16,803,980
2,079,358
147,130
4,599,011
3,722,309
6,496,182
445,260
501,000
1,623,396
4,962,800
922,800
2,060,064
1,744,709
109,128
277,125
62,260,445
2,559,540
4,199,048
6,396,127
694,260
17,529,052
13,232,232
6,192,517
33,005,094
6,514,585
2,264,071
4,416
46,188
1,166,246
112,139
228,101
27,788,603
6,550,978
10,171,423
56,622
7,851,864
#
*
*
#
#
*#
*
*#
*
*
#
*
Stewart Enterprises, Inc.
Stoneridge, Inc.
Strattec Security Corp.
Superior Industries International, Inc.
Superior Uniform Group, Inc.
Syms Corp.
Syntax-Brillian Corp.
Talon International, Inc.
Tandy Brand Accessories, Inc.
Tarragon Corp.
Tarrant Apparel Group
The Hallwood Group, Inc.
The Marcus Corp.
The Pep Boys - Manny, Moe & Jack
The Rowe Companies
3,422,365
661,300
25,455
964,500
137,800
338,200
177,642
52,900
196,378
60,142
281,000
159
643,020
1,928,500
9,300
24,538,357
6,903,972
1,216,494
19,174,260
1,605,370
5,543,098
1,154,673
50,784
2,130,701
56,533
365,300
12,561
13,580,582
31,608,115
9
27
*
The Sports Club Co., Inc.
* The Steak n Shake Co.
# TOUSA, Inc.
Traffix, Inc.
* Trans World Entertainment Corp.
* Triple Crown Media, Inc.
* # Trump Entertainment Resorts, Inc.
* Tweeter Home Entertainment Group, Inc.
* Unapix Entertainment, Inc.
* Unifi, Inc.
Unifirst Corp.
* United Retail Group, Inc.
* Virco Manufacturing Corp.
# Visteon Corp.
* Voyager Learning Co
* Warnaco Group, Inc.
* # WCI Communities, Inc.
* # Wells-Gardner Electronics Corp.
* # West Marine, Inc.
* Western Metals Corp.
* Wilsons The Leather Experts, Inc.
* Zale Corp.
Total Consumer Discretionary
Consumer Staples — (2.9%)
* Alliance One International, Inc.
# American Italian Pasta Co.
* Bridgford Foods Corp.
113,300
551,575
54,484
318,690
1,045,274
152,303
459,826
719,772
1,700
1,755,964
420,200
39,763
28,008
2,757,965
106,000
1,661,242
1,676,700
91,078
690,078
90,700
682,051
1,389,284
$
141,625
8,692,822
147,652
1,679,496
4,944,146
1,070,690
3,071,638
23,033
13
4,249,433
17,387,876
342,359
142,561
14,837,852
826,800
57,977,346
15,626,844
231,338
9,398,862
32,652
1,241,333
31,217,211
1,896,454,104
2,503,920
598,100
4,259
19,280,184
5,245,337
31,389
*#
*#
*#
*#
#
*#
#
*
*#
*
#
*
*
#
*
*
*#
*
*#
*
Cal-Maine Foods, Inc.
Caribou Coffee Co.
Carrington Laboratories, Inc.
Central Garden & Pet Co.
Central Garden & Pet Co. Class A
Chiquita Brands International, Inc.
Collective Brands, Inc.
Farmer Brothers Co.
Golden Enterprises, Inc.
Griffin Land & Nurseries, Inc. Class A
Hain Celestial Group, Inc.
Hines Horticulture, Inc.
Imperial Sugar Co.
Ingles Market, Inc. Class A
Katy Industries, Inc.
Monterey Pasta Co.
Nash Finch Co.
Natrol, Inc.
Natural Alternatives International, Inc.
Natural Health Trends Corp.
Oil-Dri Corp. of America
Omega Protein Corp.
Parlux Fragrances, Inc.
Performance Food Group Co.
119,900
1,700
112,800
702,974
1,373,256
1,583,840
848,700
94,876
16,900
30,780
1,447,774
6,400
141,952
59,680
130,300
477,202
440,733
258,027
107,798
72,842
75,355
686,818
338,792
1,538,461
2,372,821
10,625
68,808
8,998,067
17,303,026
24,707,904
20,054,781
2,182,148
50,700
1,003,736
42,361,867
2,112
4,081,120
1,796,965
211,737
1,684,523
16,531,895
905,675
771,834
217,798
1,307,409
6,250,044
1,273,858
43,753,831
28
*
#
*
*#
*#
*
#
*
*
*#
*
#
*
Prestige Brands Holdings, Inc.
PriceSmart, Inc.
Pyramid Breweries, Inc.
Redhook Ale Brewery, Inc.
San Filippo (John B.) & Son, Inc.
Scheid Vineyards, Inc.
Schiff Nutrition International, Inc.
Scope Industries
Seaboard Corp.
Seneca Foods Corp. Class B
Smithfield Foods, Inc.
Spectrum Brands, Inc.
Standard Management Corp.
Stephan Co.
Tasty Baking Co.
The Topps Co., Inc.
Universal Corp.
Weis Markets, Inc.
Zapata Corp.
299,117
398,193
218,416
175,019
253,321
6,720
113,968
8,100
15,993
10,600
21,621
133,000
130,600
50,400
236,000
825,879
844,411
96,100
341,733
$
3,281,313
9,540,704
602,828
1,170,877
2,472,413
248,640
637,081
775,575
33,249,447
294,468
707,655
750,120
14,366
197,568
2,404,840
7,672,416
41,485,912
4,130,378
2,357,958
Total Consumer Staples
334,454,753
Energy — (6.1%)
Adams Resources & Energy, Inc.
* # Basic Energy Services, Inc.
* Bois d’Arc Energy, Inc.
* # BPZ Energy, Inc.
* Brigham Exploration Co.
* # Bristow Group, Inc.
* # Bronco Drilling Co., Inc.
* Callon Petroleum Co.
* Comstock Resources, Inc.
* # Edge Petroleum Corp.
* # Encore Acquisition Co.
* # Exterran Holdings, Inc.
* # Forest Oil Corp.
Gulf Island Fabrication, Inc.
* Gulfmark Offshore, Inc.
* # Harvest Natural Resources, Inc.
* Hkn, Inc.
* # Horizon Offshore, Inc.
* # Infinity, Inc.
* Mariner Energy, Inc.
* Meridian Resource Corp.
* Natural Gas Services Group
* Newpark Resources, Inc.
* # Parker Drilling Co.
* Petrohawk Energy Corp.
* Petroleum Development Corp.
* # PHI, Inc.
* Pioneer Drilling Co.
* Quest Resource Corp.
Royale Energy, Inc.
15,395
93,900
187,800
388
534,715
809,875
670,277
675,700
1,953,767
278,543
1,759,124
2,186,736
288,563
16,580
398,873
1,094,597
8,800
7,917
60,963
1,239,592
3,242,942
155,423
1,459,913
1,323,143
1,415,192
484,940
190,513
1,524,541
1,997
3,893
338,690
1,940,913
3,372,888
2,270
2,700,311
35,108,081
9,886,586
8,196,241
53,787,206
3,637,772
48,886,056
169,472,102
11,152,960
589,916
18,288,327
12,544,082
82,456
131,026
108,514
25,994,244
7,523,625
2,628,203
8,175,513
10,307,284
21,426,007
19,412,148
5,783,975
18,538,419
18,093
14,638
29
*
Stone Energy Corp.
* Swift Energy Corp.
* T-3 Energy Services, Inc.
* # Torch Offshore, Inc.
* # Trico Marine Services, Inc.
* Union Drilling, Inc.
# USEC, Inc.
* Whiting Petroleum Corp.
Total Energy
1,087,895
1,203,905
880
4
455,390
35,355
3,177,102
1,682,135
$
35,846,140
44,809,344
27,218
—
14,964,115
509,112
42,541,396
62,508,137
701,254,008
Financials — (17.7%)
1st Independence Financial Group, Inc.
# 1st Source Corp.
21st Century Insurance Group
Access National Corp.
* Accredited Home Lenders Holding Co.
Advanta Corp. Class A
Advanta Corp. Class B Non-Voting
Affirmative Insurance Holdings, Inc.
# Alabama National Bancorporation
Alfa Corp.
Alliance Financial Corp.
* AmComp, Inc.
Ameriana Bancorp
American Bancorp of New Jersey, Inc.
* # American Business Financial Services, Inc.
# American Equity Investment Life Holding Co.
* American Independence Corp.
American National Bankshares, Inc.
* American Physicians Capital, Inc.
American Physicians Services Group, Inc.
# American West Bancorporation
Ameris Bancorp
* AmeriServe Financial, Inc.
* Argo Group International Holdings, Ltd.
ASB Financial Corp.
Asset Acceptance Capital Corp.
* Atlantic American Corp.
* B of I Holding, Inc.
Baldwin & Lyons, Inc. Class B
* Bancinsurance Corp.
Bancorp Rhode Island, Inc.
# BancTrust Financial Group, Inc.
* Bank of Florida Corp.
BankAtlantic Bancorp, Inc. Class A
BankFinancial Corp.
# BankUnited Financial Corp. Class A
Banner Corp.
Bar Harbor Bankshares
BCB Bancorp, Inc.
Benjamin Franklin Bancorp, Inc.
Berkshire Bancorp, Inc.
3,847
537,411
1,225,058
500
117,370
386,876
596,675
132,287
429,561
271,888
10,001
293,500
30,395
83,195
5,324
1,829,391
11,219
7,495
442,262
35,600
85,565
2,009
500,406
726,396
10,400
67,131
80,034
3,271
320,704
75,970
1,984
9,928
91,975
394,700
97,274
1,158,160
244,657
4,276
3,546
4,911
7,799
60,994
12,634,533
26,963,527
4,215
1,062,198
8,963,917
15,620,951
1,685,336
22,663,638
4,839,606
261,926
2,797,055
288,752
923,464
67
18,678,082
117,912
163,841
17,566,647
653,260
1,605,199
39,698
1,701,380
29,622,429
197,600
759,252
241,703
23,944
8,787,290
463,417
78,229
159,245
1,425,612
3,272,063
1,516,502
19,804,536
7,882,849
128,280
54,520
65,709
128,372
30
#
Berkshire Hills Bancorp, Inc.
293,542
$
8,697,649
*
*
*
#
*
*#
*#
#
*
#
*#
*
*
#
#
*#
*
#
*
*
#
*
*
Beverly Hills Bancorp, Inc.
BFC Financial Corp.
BNCCORP, Inc.
BNS Holding, Inc.
Boston Private Financial Holdings, Inc.
Brookline Bancorp, Inc.
Brunswick Bancorp
CabelTel International Corp.
Cadence Financial Corp.
California First National Bancorp
Camco Financial Corp.
Capital Bank Corp.
Capital Southwest Corp.
Cardinal Financial Corp.
Carrollton Bancorp
Cathay General Bancorp
Centennial Bank Holdings, Inc.
Central Bancorp, Inc.
Central Pacific Financial Corp.
Centrue Financial Corp.
CFS Bancorp, Inc.
Chemical Financial Corp.
Citizens Community Bancorp, Inc.
Citizens First Bancorp, Inc.
Citizens First Corp.
Citizens Republic Bancorp, Inc.
Citizens South Banking Corp.
Citizens, Inc.
CNA Surety Corp.
Codorus Valley Bancorp, Inc.
Commercial National Financial Corp.
Commonwealth Bankshares, Inc.
Community Bancorp
Community Bank System, Inc.
Community Banks, Inc.
Community Bankshares, Inc.
Community Capital Corp.
Community Central Bank Corp.
Community West Bancshares
CompuCredit Corp.
Consumer Portfolio Services, Inc.
Cooperative Bankshares, Inc.
Corus Bankshares, Inc.
Cowen Group, Inc.
Cowlitz Bancorporation
Crawford & Co. Class B
Crescent Financial Corp.
Dearborn Bancorp, Inc.
Delphi Financial Group, Inc. Class A
544,195
38,229
28,500
45,855
1,333,544
2,273,469
1,000
1,070
16,110
103,681
57,176
22,467
24,682
298,068
3,233
34,478
232,540
2,601
1,056,063
14,091
369,685
862,675
9,058
292,749
100
214,936
24,533
485,521
1,114,953
400
2,064
1,330
85,949
978,800
128,735
3,459
7,331
267
2,977
594,327
70,899
18,645
158,198
163,882
7,258
15,410
4,023
122,282
1,393,794
3,368,567
120,421
498,750
596,115
36,205,720
28,441,097
11,400
3,103
282,086
1,407,988
757,582
337,005
3,466,587
2,777,994
44,680
1,120,880
1,564,994
62,424
33,603,925
271,815
5,282,799
21,842,931
81,522
5,696,896
1,256
3,789,322
311,569
3,660,828
20,024,556
7,280
33,561
26,799
2,116,064
19,683,668
3,779,660
50,847
146,620
2,181
36,409
12,611,619
389,944
310,999
2,113,525
2,094,412
95,370
99,086
42,161
1,565,210
56,169,898
#
Delta Financial Corp.
Dime Community Bancshares
418,907
240,493
2,274,665
3,277,920
31
#
*#
*#
#
*
*
#
#
#
*
*
*
#
*
*#
Donegal Group, Inc. Class A
Donegal Group, Inc. Class B
Downey Financial Corp.
ECB Bancorp, Inc.
EMC Insurance Group, Inc.
Encore Capital Group, Inc.
Epoch Holding Corp.
ESB Financial Corp.
FBL Financial Group, Inc. Class A
Federal Agriculture Mortgage Corp. Class C
Fidelity Bancorp, Inc.
Fidelity Southern Corp.
Financial Institutions, Inc.
Firebrand Financial Group, Inc.
First Bancorp of Indiana, Inc.
First Bancshares, Inc.
First Bank of Delaware
First Commonwealth Financial Corp.
First Community Bancorp
First Defiance Financial Corp.
First Federal Bancshares of Arkansas, Inc.
First Federal Bankshares, Inc.
First Federal of Northern Michigan Bancorp, Inc.
First Financial Corp.
First Franklin Corp.
First Investors Financial Services Group, Inc.
First Keystone Financial, Inc.
First M&F Corp.
First Mariner Bancorp, Inc.
First Merchants Corp.
First National Lincoln Corp.
First Niagara Financial Group, Inc.
First PacTrust Bancorp, Inc.
First Place Financial Corp.
First Security Group, Inc.
First United Corp.
First West Virginia Bancorp, Inc.
Firstbank Corp.
FirstCity Financial Corp.
FirstFed Financial Corp.
Flagstar Bancorp, Inc.
632,243
61,885
244,579
2,298
423,479
220,190
106,300
31,617
1,002,111
306,000
3,200
16,395
126,642
82,400
2,300
7,107
70,003
130,986
1,007,063
183,430
123,780
5,984
13,057
326,878
4,414
118,400
41,772
24,440
31,644
583,939
10,302
2,444,726
23,901
555,534
17,192
23,778
4,275
50,848
200,725
740,987
2,125,100
$
9,502,612
1,130,020
13,840,726
58,185
10,354,062
2,422,090
1,385,089
326,920
39,212,603
9,975,600
51,232
228,874
2,474,585
10,712
36,397
115,631
176,058
1,442,156
54,643,238
4,994,799
2,228,040
105,797
104,456
9,871,716
60,030
831,760
538,859
439,920
288,593
12,373,667
157,209
34,543,978
544,943
9,788,509
178,797
485,309
80,584
882,992
1,772,402
37,234,597
26,138,730
*
*#
*#
#
*
Flushing Financial Corp.
FNB Corp.
FNB United Corp.
FPIC Insurance Group, Inc.
Franklin Bank Corp.
Franklin Credit Management Corp.
Gateway Financial Holdings, Inc.
GB&T Bancshares, Inc.
German American Bancorp, Inc.
Great American Financial Resources, Inc.
Great Lakes Bancorp, Inc.
402,355
38,354
34,751
347,273
782,693
55,658
159,728
472,138
127,249
323,600
249,490
6,606,669
1,208,151
552,541
13,936,065
7,192,949
278,290
2,276,124
6,090,580
1,753,491
7,882,896
2,953,962
32
*
#
#
#
*
*
*#
#
#
#
Greene Bancshares, Inc.
Guaranty Federal Bancshares, Inc.
Habersham Bancorp
Hallmark Financial Services, Inc.
Harleysville Group, Inc.
Harleysville Savings Financial Corp.
Harrington West Financial Group, Inc.
Hawthorn Bancshares, Inc.
Hercules Technology Growth Capital, Inc.
HF Financial Corp.
HMN Financial, Inc.
Home Federal Bancorp
HopFed Bancorp, Inc.
Horace Mann Educators Corp.
IBERIABANK Corp.
Imperial Capital Bancorp, Inc.
Independence Holding Co.
Infinity Property & Casualty Corp.
Integra Bank Corp.
Investors Title Co.
Irwin Financial Corp.
Jefferson Bancshares, Inc.
KMG America Corp.
KNBT Bancorp, Inc.
Knight Capital Group, Inc.
LaBranche & Co., Inc.
Lakeland Bancorp, Inc.
LandAmerica Financial Group, Inc.
Leesport Financial Corp.
Legacy Bancorp, Inc.
Lincoln Bancorp
LNB Bancorp, Inc.
65
14,450
2,407
17,737
1,136,444
13,081
17,686
5,169
884,330
87,267
101,433
11,499
1,300
1,707,808
9,178
150,288
165,755
728,812
9,851
29,092
978,042
16,717
319,200
907,391
1,758,239
1,323,440
151,594
641,080
16,658
80,845
21,247
23,131
$
2,306
437,112
40,221
211,070
36,661,683
193,206
263,521
155,328
10,364,348
1,444,269
3,012,560
310,473
20,150
33,029,007
460,460
5,199,965
3,290,237
30,216,546
187,563
1,192,772
10,416,147
186,227
1,225,728
13,347,722
24,158,204
8,324,438
1,947,983
35,509,421
313,670
1,154,467
334,640
337,019
#
*
#
#
*
#
LSB Corp.
LSB Financial Corp.
MAF Bancorp, Inc.
MainSource Financial Group, Inc.
Marlin Business Services, Inc.
MASSBANK Corp.
Mayflower Bancorp, Inc.
MB Financial, Inc.
MBT Financial Corp.
MCG Capital Corp.
Meadowbrook Insurance Group, Inc.
Medallion Financial Corp.
Mercantile Bancorp, Inc.
Mercantile Bank Corp.
Mercer Insurance Group, Inc.
Meta Financial Group, Inc.
MFB Corp.
MicroFinancial, Inc.
Midland Co.
MidWestOne Financial Group, Inc.
39,555
4,319
1,432,541
387,826
64,265
83,264
2,999
1,037,343
26,176
2,701,386
843,964
554,699
2,838
25,871
217,763
33,100
20,860
208,846
202,258
11,512
636,835
105,794
76,913,126
6,802,468
1,064,871
2,812,658
34,488
36,524,847
318,824
39,224,125
7,452,202
6,096,142
65,132
580,545
3,897,958
1,317,380
632,892
1,263,518
11,077,671
192,826
33
#
*
*
#
#
#
*
*
*#
*
#
*#
MutualFirst Financial, Inc.
National Penn Bancshares, Inc.
National Security Group, Inc.
National Western Life Insurance Co. Class A
Navidec Financial, Inc.
Navigators Group, Inc.
Nelnet, Inc. Class A
NetBank, Inc.
New Hampshire Thrift Bancshares, Inc.
New Westfield Financial, Inc.
NewAlliance Bancshares, Inc.
NewBridge Bancorp
Newtek Business Services, Inc.
NexCen Brands, Inc.
North Central Bancshares, Inc.
Northeast Bancorp
Northeast Community Bancorp, Inc.
Northrim BanCorp, Inc.
Northway Financial, Inc.
NYMAGIC, Inc.
Oak Hill Financial, Inc.
OceanFirst Financial Corp.
Ocwen Financial Corp.
10,185
16,419
2,714
30,160
5,188
587,373
41,600
297,582
18,255
21,087
1,068,254
56,197
143,080
536,151
39,100
21,700
21,450
10,044
3,352
199,416
105,968
38,851
1,510,330
$
175,844
291,437
45,677
7,811,440
—
31,835,617
734,656
32,734
284,778
213,190
15,927,667
706,396
231,790
3,661,911
1,524,900
365,645
223,080
257,428
120,672
5,994,445
3,339,052
682,224
14,166,895
#
*
*
*
*
*
*
*
*
*#
#
#
Omega Financial Corp.
Pacific Mercantile Bancorp
Pacific Premier Bancorp, Inc.
Pamrapo Bancorp, Inc.
Park Bancorp, Inc.
Parkvale Financial Corp.
Partners Trust Financial Group, Inc.
Patriot Capital Funding, Inc.
Patriot National Bancorp
PAULA Financial
Penn Treaty American Corp.
Pennsylvania Commerce Bancorp, Inc.
Peoples Bancorp, Inc.
Peoples Bancorp, Inc. IN
Peoples Community Bancorp
Pico Holdings, Inc.
Pinnacle Bancshares, Inc.
Piper Jaffray Companies, Inc.
PMA Capital Corp. Class A
Premier Financial Bancorp, Inc.
Presidential Life Corp.
Princeton National Bancorp, Inc.
ProAssurance Corp.
ProCentury Corp.
Prosperity Bancshares, Inc.
Provident Bankshares Corp.
Provident Financial Holdings, Inc.
Provident Financial Services, Inc.
Provident New York Bancorp
417,653
1,280
65,351
646
1,300
60,174
1,358,720
148,188
200
88,600
606,000
2,489
284,084
12,262
5,084
556,539
15,081
561,861
1,070,565
14,058
960,437
2,000
203,017
289,990
138,696
189,239
215,447
2,590,379
1,244,683
11,030,216
22,387
689,453
11,634
39,689
1,775,133
16,494,861
2,010,911
4,004
230,360
3,284,520
67,850
7,479,932
232,855
80,226
24,487,716
219,429
28,857,181
10,759,178
196,953
16,615,560
56,960
10,674,634
4,112,058
4,683,764
5,847,485
5,002,679
43,518,367
17,189,072
34
*
#
*
*
#
*
*
#
Rainier Pacific Financial Group, Inc.
Renasant Corp.
Republic First Bancorp, Inc.
Resource America, Inc.
Rewards Network, Inc.
Riverview Bancorp, Inc.
RLI Corp.
Rome Bancorp, Inc.
RTW, Inc.
Rurban Financial Corp.
Sanders Morris Harris Group, Inc.
SCPIE Holdings, Inc.
Seabright Insurance Holdings
Security Bank Corp.
168,324
147,080
45,081
86,130
109,400
229,306
208,079
142,341
162,150
7,514
109,911
206,012
520,286
57,716
$
2,720,116
2,941,600
366,058
1,312,621
443,070
3,423,539
12,515,952
1,696,705
1,345,845
95,428
1,087,020
4,017,234
8,964,528
794,749
#
#
*
*
*
*#
*
*#
*#
#
#
*#
*#
#
*
*
*
#
*
#
Selective Insurance Group, Inc.
Shore Financial Corp.
Simmons First National Corp. Class A
South Financial Group, Inc.
South Street Financial Corp.
Southcoast Financial Corp.
Southern Community Financial Corp.
Southern Connecticut Bancorp, Inc.
Southern First Bancshares, Inc.
State Auto Financial Corp.
Stewart Information Services Corp.
Stratus Properties, Inc.
Sun American Bancorp
Sun Bancorp, Inc.
Superior Bancorp
Susquehanna Bancshares, Inc.
Sussex Bancorp
SWS Group, Inc.
Synergy Financial Group, Inc.
Taylor Capital Group, Inc.
TF Financial Corp.
The Phoenix Companies, Inc.
The Ziegler Companies, Inc.
TierOne Corp.
Timberland Bancorp, Inc.
Tower Financial Corp.
Trenwick Group, Ltd.
Triad Guaranty, Inc.
UMB Financial Corp.
Umpqua Holdings Corp.
Unico American Corp.
United America Indemnity, Ltd.
United Capital Corp.
United Community Financial Corp.
United Financial Bancorp, Inc.
United Fire & Casualty Co.
United PanAm Financial Corp.
United Western Bancorp, Inc.
2,003,526
11,184
362,759
116,407
11,002
19,681
240,279
4,415
1,100
640,512
603,700
94,357
2,280
745,964
114,560
1,864,875
13,009
246,400
74,994
47,399
44,720
3,130,300
8,100
82,777
232,548
4,382
199,776
473,428
1,245,362
1,176,470
145,800
257,176
90,204
926,383
3,284
1,008,358
157,259
30,523
42,274,399
144,218
9,859,790
2,671,541
79,764
340,284
1,821,315
32,450
20,416
19,164,119
22,373,122
3,099,627
15,960
12,435,220
1,076,864
36,663,442
171,914
4,371,136
1,052,916
1,419,126
1,208,334
43,354,655
235,912
1,855,860
3,699,839
61,348
170
7,920,450
55,169,537
25,529,399
1,736,478
5,565,289
2,385,896
6,845,970
42,199
38,307,520
1,377,589
668,454
35
*
*
#
Unity Bancorp, Inc.
Universal American Financial Corp.
Vesta Insurance Group, Inc.
Vineyard National Bancorp Co.
Virginia Financial Group, Inc.
1,042
71,443
224,200
5,968
41,652
$
12,243
1,483,157
247
109,632
840,954
Wainwright Bank & Trust Co.
Washington Savings Bank, F.S.B.
Wayne Savings Bancshares, Inc.
# Wesbanco, Inc.
Willow Financial Bancorp, Inc.
* Wilshire Enterprises, Inc.
# Wintrust Financial Corp.
WVS Financial Corp.
Zenith National Insurance Corp.
* # ZipRealty, Inc.
Total Financials
Health Care — (3.8%)
* Accelrys, Inc.
* # Acusphere, Inc.
* Adolor Corp.
* Albany Molecular Research, Inc.
* Allied Healthcare International, Inc.
* Allied Healthcare Products, Inc.
* Allion Healthcare, Inc.
# Alpharma, Inc. Class A
* American Dental Partners, Inc.
American Shared Hospital Services
* AMICAS, Inc.
Analogic Corp.
* AngioDynamics, Inc.
* Applera Corp. - Celera Group
* Aradigm Corp.
Atrion Corp.
* ATS Medical, Inc.
* Avigen, Inc.
* Bioanalytical Systems, Inc.
* BioScrip, Inc.
* # Bradley Pharmaceuticals, Inc.
* Bruker BioSciences Corp.
* Caliper Life Sciences, Inc.
Cambrex Corp.
* # Cantel Medical Corp.
* # Capital Senior Living Corp.
* Cardiac Science Corp.
* Cardiotech International, Inc.
* Coley Pharmaceutical Group, Inc.
* Conmed Corp.
* Criticare Systems, Inc.
* Cross Country Healthcare, Inc.
* # CuraGen Corp.
* # Curative Health Services, Inc.
13,721
9,762
5,800
688,092
469,554
103,903
437,218
3,826
147,172
54,100
174,257
65,991
76,502
18,392,699
5,831,861
457,173
18,861,585
62,746
6,344,585
403,045
2,022,091,278
602,348
100
115,383
1,174,986
1,235,748
134,047
57,006
1,580,900
120,737
67,434
1,176,777
163,631
176,987
36,900
580
982
228,794
559,514
31,800
1,252,181
483,560
12,402
918,852
134,583
477,400
729,626
656,120
40,691
60,193
917,014
86,400
1,081,232
1,242,336
447,518
3,656,252
130
431,532
17,178,295
2,557,998
819,697
363,698
36,202,610
2,891,651
283,223
3,800,990
11,300,357
3,444,167
485,973
673
111,457
352,343
2,881,497
214,809
7,275,172
9,458,434
88,550
5,044,497
1,678,250
7,351,960
5,909,971
6,174,089
50,050
207,064
26,639,257
302,400
18,456,630
1,465,956
—
36
*
*#
*
*
*
*#
*
*#
*#
*
*
*
*#
*
*#
*#
*
*
*
*#
*
*#
*#
*#
*#
*
*#
*
*
*
*
*#
*
*#
*
*
*
*
*
*
*
Curis, Inc.
CytRx Corp.
Datascope Corp.
Del Global Technologies Corp.
Digirad Corp.
Dyax Corp.
Emisphere Technologies, Inc.
Endologix, Inc.
Enzon Pharmaceuticals, Inc.
Epicept Corp.
etrials Worldwide, Inc.
E-Z-EM, Inc.
Gene Logic, Inc.
Genitope Corp.
Gentiva Health Services, Inc.
Greatbatch, Inc.
GTC Biotherapeutics, Inc.
Hanger Orthopedic Group, Inc.
Harvard Bioscience, Inc.
HealthTronics, Inc.
Hi-Tech Pharmacal Co., Inc.
HMS Holdings Corp.
Hooper Holmes, Inc.
ImmunoGen, Inc.
Incyte Corp.
Infinity Pharmaceuticals, Inc.
Insmed, Inc.
IntegraMed America, Inc.
Invacare Corp.
I-Trax, Inc.
Kewaunee Scientific Corp.
Kindred Healthcare, Inc.
La Jolla Pharmaceutical Co.
Langer, Inc.
Lannet Co., Inc.
Lipid Sciences, Inc.
Magyar Bancorp, Inc.
Martek Biosciences Corp.
Matria Healthcare, Inc.
Maxygen, Inc.
MedCath Corp.
Medical Staffing Network Holdings, Inc.
MEDTOX Scientific, Inc.
Merge Technologies, Inc.
Microtek Medical Holdings, Inc.
20
86
59,767
135,934
152,527
208,782
73,632
75,780
52,700
36,099
1,423
149,678
1,054,548
416,797
677,744
504,500
371,069
716,900
498,576
742,932
68,455
264
2,066,200
280,738
318,278
182,303
36,625
218,487
149,200
280,920
42,750
1,810,575
3,800
61,059
3,900
82,902
8,990
240,977
30,744
551,457
487,468
464,749
64,465
164,298
1,084,393
$
20
311
1,993,827
341,194
474,359
812,162
303,364
270,535
427,397
59,202
6,219
2,222,718
1,349,821
1,454,622
14,056,411
15,135,000
378,490
7,548,957
2,293,450
3,536,356
780,387
6,217
4,607,626
1,254,899
1,858,744
1,994,395
22,744
2,270,080
3,456,964
898,944
658,350
35,885,596
16,682
311,401
19,500
87,876
98,440
6,511,199
782,742
4,918,996
14,307,186
2,458,522
1,211,297
768,915
6,614,797
*#
*#
*
#
*#
*#
*#
Monogram Biosciences, Inc.
Nanogen, Inc.
National Dentex Corp.
National Home Health Care Corp.
Neose Technologies, Inc.
Neurocrine Biosciences, Inc.
Neurogen Corp.
768,315
387,556
22,357
52,433
19,426
1,262,303
50,956
1,290,769
387,556
392,589
654,888
30,110
12,585,161
251,723
37
*
*
*
*#
*#
*
*
*#
*
*
*
*
*#
*
*#
*
*#
*
*
*
*#
*
*
*#
*#
*
*
*
*#
*
*
*
*
*
New Brunswick Scientific Co., Inc.
North American Scientific, Inc.
Novoste Corp.
OCA, Inc.
Occulogix, Inc.
Orchid Cellmark, Inc.
Orthologic Corp.
Oscient Pharmaceuticals Corp.
Osteotech, Inc.
PDI, Inc.
Pediatric Services of America, Inc.
Pharmacopia Drug Discovery, Inc.
Pharmacyclics, Inc.
Pharmanet Development Group, Inc.
PharMerica Corp.
Prospect Medical Holdings, Inc.
RadNet, Inc.
RehabCare Group, Inc.
Renovis, Inc.
Res-Care, Inc.
Rotech Healthcare, Inc.
Rural/Metro Corp.
Sequenom, Inc.
Sonic Innovations, Inc.
Span-American Medical System, Inc.
Spectrum Pharmaceuticals, Inc.
SRI/Surgical Express, Inc.
Strategic Diagnostics, Inc.
SunLink Health Systems, Inc.
Sunrise Senior Living, Inc.
Synovis Life Technologies, Inc.
Theragenics Corp.
Third Wave Technologies, Inc.
Threshold Pharmaceuticals, Inc.
Titan Pharmaceuticals, Inc.
Trestle Holdings, Inc.
130,784
134,761
2,900
573,971
57,000
242,150
368,515
3,036
465,729
453,141
244,500
144,825
9,648
658,955
662,714
9,700
125,146
560,378
621,186
479,879
5,400
131,700
208,370
198,766
31,944
38,844
143,792
700
63,900
102,540
263,835
1,077,500
4,476
46,800
295,998
3,267
$
1,483,091
126,675
6,960
5,740
48,450
1,486,801
530,662
9,078
3,385,850
4,662,821
3,968,235
797,986
21,515
18,977,904
11,749,919
55,775
1,126,314
9,117,350
1,975,371
10,231,020
5,886
478,071
1,016,846
1,647,770
541,131
158,484
777,915
2,772
403,209
3,671,957
4,733,200
4,471,625
34,241
40,248
606,796
229
* Tripos, Inc.
* United American Healthcare Corp.
* Urologix, Inc.
* # Via Pharmaceuticals, Inc.
* Vical, Inc.
* Zoll Medical Corp.
Total Health Care
200
15,300
176,958
42
259,072
277,950
148
60,894
387,538
135
1,259,090
6,423,425
433,628,469
Industrials — (15.1%)
* A. T. Cross Co. Class A
# A.O. Smith Corp.
* AAR Corp.
* Accuride Corp.
Aceto Corp.
* # Active Power, Inc.
* # AeroCentury Corp.
220,605
666,930
169,879
128,100
709,087
970,649
4,020
2,206,050
32,146,026
5,334,201
1,661,457
6,169,057
1,436,561
56,481
38
*
*
*#
*#
*
*
#
*
*
*
*
*
*
#
*
#
*
*#
*
AirNet Systems, Inc.
Alamo Group, Inc.
Alaska Air Group, Inc.
Allied Defense Group, Inc.
Amerco, Inc.
Ameron International Corp.
Amistar Corp.
Ampco-Pittsburgh Corp.
Angelica Corp.
Applied Industrial Technologies, Inc.
Applied Signal Technologies, Inc.
Argon ST, Inc.
Arkansas Best Corp.
Arotech Corp.
Avalon Holding Corp. Class A
Axsys Technologies, Inc.
AZZ, Inc.
Baldwin Technology Co., Inc. Class A
Belden, Inc.
Bowne & Co., Inc.
Breeze-Eastern Corp.
Briggs & Stratton Corp.
Butler International, Inc.
C&D Technologies, Inc.
Cannon Express, Inc.
Capstone Turbine Corp.
Catalytica Energy Systems, Inc.
306,200
242,076
1,481,600
152,323
20,027
168,959
41,400
144,016
327,356
1,560,250
40,558
30
772,791
216,161
67,200
294,338
15,125
215,100
373,087
1,012,336
70,150
1,978,267
79,500
806,600
900
150
232,100
$
863,484
6,172,938
36,773,312
685,454
1,262,502
16,135,585
34,155
6,125,000
6,664,968
49,896,795
576,735
542
27,743,197
637,675
604,800
7,002,301
429,550
1,109,916
18,135,759
17,159,095
887,398
57,745,614
84,270
3,419,984
—
165
201,927
*
*
*
*
*
*
*#
*#
*
*
*
*
*
*#
*
*
CBIZ, Inc.
Champion Industries, Inc.
Channell Commercial Corp.
Chase Corp.
Chicago Rivet & Machine Co.
CIRCOR International, Inc.
Comforce Corp.
Comfort Systems USA, Inc.
Commercial Vehicle Group, Inc.
Competitive Technologies, Inc.
Compudyne Corp.
CompX International, Inc.
Consolidated Freightways Corp.
Continental Airlines, Inc.
Cornell Companies, Inc.
Corrpro Companies, Inc.
Covenant Transport, Inc. Class A
CPI Aerostructures, Inc.
Devcon International Corp.
Distributed Energy Systems Corp.
Dollar Thrifty Automotive Group, Inc.
Ducommun, Inc.
Eastern Co.
Ecology & Environment, Inc. Class A
Electro Rent Corp.
616,131
247,551
21,058
1,000
11,100
536,549
56,700
63,583
494,453
2,491
233,844
42,823
14,900
1,706,639
462,648
86,675
397,387
27,313
51,200
594,664
904,600
314,702
29,200
29,074
586,549
4,620,983
1,562,047
90,549
17,440
255,023
22,690,657
119,637
925,133
7,031,122
5,904
1,606,508
868,450
15
56,762,813
11,145,190
175,084
2,511,486
233,526
174,080
582,771
26,667,608
9,085,447
620,792
369,246
8,522,557
39
*
*
*
*#
*
*#
*
*
*#
*
*#
*
EnerSys
Ennis, Inc.
EnPro Industries, Inc.
Espey Manufacturing & Electronics Corp.
Esterline Technologies Corp.
ExpressJet Holdings, Inc.
Federal Signal Corp.
First Aviation Services, Inc.
Frontier Airlines Holdings, Inc.
Frozen Food Express Industries, Inc.
Furmanite Corp.
G & K Services, Inc. Class A
Gehl Co.
Global Power Equipment Group, Inc.
GP Strategies Corp.
Griffon Corp.
Hardinge, Inc.
Hawaiian Holdings, Inc.
1,750,163
389,500
585,144
8,176
1,067,623
1,808,860
857,515
8,900
1,162,114
581,149
237,647
841,808
435,496
369,700
320,165
631,082
216,834
483,085
$
31,607,944
8,471,625
24,453,168
179,872
53,904,285
7,886,630
13,119,980
19,580
6,891,336
4,422,544
1,934,447
35,061,303
10,356,095
961,220
3,563,436
9,882,744
7,561,002
1,763,260
*
*
*
*
*
*
*#
*
*
*
*
*#
*
*
*
*
*#
*
*
*
*
*#
*
*#
*
*#
*#
*#
*
*
Henry Bros. Electronics, Inc.
Herley Industries, Inc.
Hudson Technologies, Inc.
Huttig Building Products, Inc.
IKON Office Solutions, Inc.
Industrial Distribution Group, Inc.
Innotrac Corp.
Integrated Electrical Services, Inc.
International Shipholding Corp.
Intersections, Inc.
JPS Industries, Inc.
Kadant, Inc.
Kaman Corp. Class A
Kansas City Southern
Kelly Services, Inc. Class A
Key Technology, Inc.
L.S. Starrett Co. Class A
LECG Corp.
LGL Group, Inc.
Lydall, Inc.
M&F Worldwide Corp.
Mac-Gray Corp.
Magnetek, Inc.
MAIR Holdings, Inc.
Marten Transport, Ltd.
MCSi, Inc.
Meadow Valley Corp.
Medialink Worldwide, Inc.
Merrimac Industries, Inc.
Mesa Air Group, Inc.
Midwest Air Group, Inc.
Milacron, Inc.
Misonix, Inc.
Mobile Mini, Inc.
1,100
490,778
48,400
386,521
3,312,307
305,175
105,695
341
105,281
110,272
42,300
466,760
669,564
1,507,700
1,069,270
33,103
78,463
17,330
11,967
500,800
572,776
328,500
925,100
611,184
652,380
1,500
1,420
150,311
44,270
1,118,546
267,257
112,476
200,682
10,784
5,115
7,091,749
58,564
2,322,991
46,504,790
2,886,956
239,928
7,966
2,234,063
1,074,049
162,644
13,302,660
22,035,351
45,819,003
24,293,814
885,505
1,289,147
265,842
141,211
5,238,368
32,304,566
4,635,135
4,301,715
3,856,571
10,216,271
—
18,602
608,760
451,554
6,308,599
4,337,581
714,223
822,796
261,081
40
*
*
#
*
*
*
*
*#
*
Modtech Holdings, Inc.
Moore Handley, Inc.
NACCO Industries, Inc. Class A
Nashua Corp.
National Patent Development Corp.
National Technical Systems, Inc.
Navigant Consulting, Inc.
North America Galvanizing & Coatings, Inc.
Orbital Sciences Corp.
452,314
2,000
115,300
125,542
230,265
173,623
50,700
5,010
329,002
$
529,207
9,600
13,659,591
1,437,456
529,610
1,152,857
894,855
33,567
7,224,884
*
*
*
*
*
*
*
#
*#
*#
*#
*
*
*
*
*
*
*#
*
*
*
*
*
*#
*
*
*
*
*
*
#
*
#
P.A.M. Transportation Services, Inc.
Paragon Technologies, Inc.
Park-Ohio Holdings Corp.
Patrick Industries, Inc.
PGT, Inc.
PHH Corp.
PPT Vision, Inc.
Preformed Line Products Co.
PRG-Schultz International, Inc.
Protection One, Inc.
Providence & Worcester Railroad Co.
Quanta Services, Inc.
RCM Technologies, Inc.
Regal-Beloit Corp.
Republic Airways Holdings, Inc.
Riviera Tool Co.
Robbins & Myers, Inc.
Rush Enterprises, Inc. Class A
Rush Enterprises, Inc. Class B
Saia, Inc.
School Specialty, Inc.
Sequa Corp. Class A
Sequa Corp. Class B
Servidyne, Inc.
Servotronics, Inc.
Shaw Group, Inc.
SIFCO Industries, Inc.
Sirva, Inc.
Skywest, Inc.
Smithway Motor Xpress Corp. Class A
SPACEHAB, Inc.
Sparton Corp.
Spherion Corp.
Standex International Corp.
Supreme Industries, Inc.
Sypris Solutions, Inc.
SYS Technologies
TeamStaff, Inc.
Technology Research Corp.
Tecumseh Products Co. Class A
Tecumseh Products Co. Class B
Titan International, Inc.
Todd Shipyards Corp.
76,313
3,056
181,612
112,193
79,400
1,914,210
21,750
64,200
54,555
43,556
57,808
3,216,826
246,357
1,033,713
1,471,815
8,100
183,869
591,789
169,807
501,132
778,165
91,800
28,300
20,194
4,600
773,718
70,059
567,910
1,524,809
72,100
116,447
148,636
2,072,689
293,596
152,838
560,937
700
84,200
128,075
452,870
17,174
775
84,850
41
1,427,816
20,078
5,003,411
1,570,702
827,348
51,549,675
6,634
3,145,800
776,863
559,259
951,520
90,939,671
1,783,625
52,212,844
28,023,358
567
9,962,022
15,007,769
3,956,503
9,416,270
28,356,333
15,068,970
4,641,200
113,288
67,620
38,724,586
1,106,932
596,306
38,318,450
736,141
57,059
952,757
18,322,571
7,348,708
1,089,735
4,554,808
1,666
77,464
448,263
7,812,008
257,782
22,460
1,967,672
*
Trailer Bridge, Inc.
* # TRC Companies, Inc.
Tredegar Industries, Inc.
* # Trex Co., Inc.
# Trinity Industries, Inc.
# Triumph Group, Inc.
* # TRM Corp.
* Tufco Technologies, Inc.
* U.S. Xpress Enterprises, Inc. Class A
* United Rentals, Inc.
Universal Forest Products, Inc.
* USA Truck, Inc.
* # Valence Technology, Inc.
* Valpey Fisher Corp.
Viad Corp.
* # Volt Information Sciences, Inc.
Wabash National Corp.
Walter Industries, Inc.
# Watts Water Technologies, Inc.
* WCA Waste Corp.
# Werner Enterprises, Inc.
* # Westaff, Inc.
* # Western Power & Equipment Corp.
* Willis Lease Finance Corp.
* Wolverine Tube, Inc.
Total Industrials
Information Technology — (14.0%)
* 3Com Corp.
* Acorn Factor, Inc.
* Actel Corp.
* ActivIdentity Corp.
* Adaptec, Inc.
* Aehr Test Systems
* Aetrium, Inc.
Agilysys, Inc.
* Allen Organ Co.
Alliance Semiconductor Corp.
* Allied Motion Technologies, Inc.
* American Technical Ceramics Corp.
* Analysts International Corp.
* Anaren, Inc.
* Andrew Corp.
* Answerthink, Inc.
* APA Enterprises, Inc.
* Applied Micro Circuits Corp.
* Aspen Technology, Inc.
* Astea International, Inc.
Astro-Med, Inc.
108,800
362,088
1,336,086
3,800
1,801,125
525,517
366,124
17,282
169,562
1,648,501
102,372
227,204
4,800
10,689
208,300
472,100
888,064
846,200
323,155
9,252
3,144,701
300,060
4,091
154,161
484,800
$
1,264,256
4,055,386
23,354,783
51,034
67,668,266
38,473,100
362,463
131,343
3,013,117
53,741,133
3,817,452
3,644,352
6,480
51,842
7,446,725
7,105,105
11,624,758
21,391,936
11,446,150
70,778
58,522,886
1,260,252
736
1,988,677
576,912
1,727,070,726
2,570,154
89,400
866,519
1,507,621
3,665,237
48,266
74,848
925,734
4,900
574,401
44,400
91,055
552,181
534,840
693,724
246,561
154,000
10,045,274
335,927
12,900
60,819
9,638,078
357,600
9,748,339
7,447,648
13,671,334
333,518
319,601
15,793,022
79,821
1,321,122
209,124
2,234,490
922,142
7,535,896
9,767,634
806,254
147,840
28,629,031
4,407,362
52,761
633,734
*#
*
*
Atari, Inc.
Atmel Corp.
Authentidate Holding Corp.
856
10,588
52,694
1,780
56,116
69,556
42
*
*#
#
*#
*
*
*
*
*#
*
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
#
*
#
*#
*
Autobytel, Inc.
Avanex Corp.
Avici Systems, Inc.
Avid Technology, Inc.
Aviza Technology, Inc.
Aware, Inc.
Axcelis Technologies, Inc.
AXT, Inc.
BearingPoint, Inc.
Bel Fuse, Inc. Class B
Bell Industries, Inc.
Bell Microproducts, Inc.
Benchmark Electronics, Inc.
Black Box Corp.
Blonder Tongue Laboratories, Inc.
Bogen Communications International, Inc.
Bookham, Inc.
Borland Software Corp.
Brocade Communications Systems, Inc.
Brooks Automation, Inc.
CalAmp Corp.
California Micro Devices Corp.
CallWave, Inc.
Captaris, Inc.
Carrier Access Corp.
Catalyst Semiconductor, Inc.
Catapult Communications Corp.
Centillium Communications, Inc.
CEVA, Inc.
Checkpoint Systems, Inc.
Ciber, Inc.
Ciprico, Inc.
Clarus Corp.
CLST Holdings, Inc.
Coherent, Inc.
Cohu, Inc.
Comarco, Inc.
Commerce One, Inc.
Communications Systems, Inc.
Computer Horizons Corp.
1,343,035
351,637
164,833
16,842
108,403
540,234
3,309,575
651,638
2,574,494
9,264
158,363
966,970
1,912,932
645,233
22,100
43,800
668,500
2,287,952
550,086
3,338,368
785,834
144,870
303,730
582,740
616,088
433,184
411,281
100,829
430,299
32,500
1,961,800
114,300
382,900
392,669
1,274,820
582,738
8,417
55,600
41,903
848,332
$
4,364,864
604,816
1,593,935
519,239
377,242
2,576,916
15,588,098
3,004,051
15,112,280
291,816
332,562
6,633,414
47,976,335
26,422,291
29,614
249,660
1,738,100
10,433,061
3,850,602
47,237,907
2,970,453
569,339
911,190
3,123,486
2,513,639
2,274,216
2,883,080
149,227
3,752,207
905,125
15,557,074
837,819
2,718,590
443,716
38,359,334
11,532,385
48,987
—
462,609
585,349
*
*#
*
*
*
*
*
*
*#
*
Computer Task Group, Inc.
Conexant Systems, Inc.
Cosine Communications, Inc.
Credence Systems Corp.
Crossroads Systems, Inc.
CSP, Inc.
CTS Corp.
Cyberoptics Corp.
Data I/O Corp.
Dataram Corp.
Delphax Technologies, Inc.
Digi International, Inc.
221,900
375,156
307,326
3,093,772
16,800
34,710
1,267,200
204,537
84,600
74,370
74,525
686,761
1,007,426
420,175
921,978
9,095,690
16,632
258,937
16,460,928
2,661,026
279,180
278,888
70,799
9,717,668
43
*
*#
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*
Digimarc Corp.
Digital Angel Corp.
Ditech Networks, Inc.
Dot Hill Systems Corp.
DSP Group, Inc.
Dynamics Research Corp.
Easylink Services International Corp.
Edgewater Technology, Inc.
EFJ, Inc.
Electro Scientific Industries, Inc.
Electroglas, Inc.
EMS Technologies, Inc.
En Pointe Technologies, Inc.
Endwave Corp.
Entegris, Inc.
Entertainment Distribution Co., Inc.
EPIQ Systems, Inc.
ePlus, Inc.
eSpeed, Inc.
ESS Technology, Inc.
Evans & Sutherland Computer Corp.
Exar Corp.
Forgent Networks, Inc.
Frequency Electronics, Inc.
FSI International, Inc.
Gateway, Inc.
Genesis Microchip, Inc.
Gerber Scientific, Inc.
Giga-Tronics, Inc.
GSE Systems, Inc.
GTSI Corp.
462,222
342,550
979,349
1,480,710
201,117
122,057
48,900
307,970
128,437
944,861
475,233
442,743
38,700
148,122
5,263,489
1,263,032
337,822
252,532
144,193
752,909
180,800
1,609,242
354,464
189,737
884,762
1,081,700
1,091,589
439,223
28,200
22,228
303,830
$
4,150,754
520,676
5,024,060
4,590,201
3,505,469
1,533,036
187,776
2,700,897
721,816
22,383,757
1,069,274
10,864,913
114,165
1,555,281
49,687,336
1,654,572
5,482,851
1,830,857
1,211,221
1,031,485
372,448
21,467,296
297,750
1,872,704
2,300,381
1,990,328
8,689,048
4,493,251
65,142
141,148
3,202,368
*
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*
*
*#
*
*
Halifax Corp.
HEI, Inc.
hi/fn, inc.
Hutchinson Technology, Inc.
Hypercom Corp.
Ibis Technology Corp.
iGATE Capital Corp.
Ikanos Communications
I-many, Inc.
Imation Corp.
InFocus Corp.
InfoSpace, Inc.
Innovex, Inc.
Insight Enterprises, Inc.
InsWeb Corp.
Integrated Silicon Solution, Inc.
Intelligent Systems Corp.
Intelligroup, Inc.
Internet Capital Group, Inc.
Interwoven, Inc.
Intest Corp.
23,500
800
415,097
881,215
1,232,100
61,440
362,604
21,039
388,700
1,472,105
1,398,787
1,166,632
430,639
1,768,216
22,666
1,241,929
51,275
70,500
1,309,197
1,422,760
37,677
58,750
592
3,387,192
20,276,757
6,000,327
70,042
3,005,987
123,078
967,863
42,823,534
2,461,865
16,344,514
533,992
41,942,084
160,249
7,699,960
171,771
155,100
14,872,478
18,538,563
124,711
44
*
*#
*
*#
*#
*
*
*
*
*
*
*
*
*#
*
*
*
*#
*#
*
*
IntriCon Corp.
Intrusion, Inc.
Iomega Corp.
iPass, Inc.
IPIX Corp.
IXYS Corp.
Jaco Electronics, Inc.
JDA Software Group, Inc.
Jupitermedia Corp.
Keithley Instruments, Inc.
Kemet Corp.
Key Tronic Corp.
Keynote Systems, Inc.
Kopin Corp.
L-1 Identity Solutions, Inc.
Lantronix, Inc.
Lattice Semiconductor Corp.
Lawson Software, Inc.
LeCroy Corp.
LightPath Technologies, Inc.
Logic Devices, Inc.
LogicVision, Inc.
75,200
23,100
1,666,300
324,346
7,400
216,151
120,680
997,578
2,600
7,536
2,971,884
245,425
435,750
367,906
2,692,729
135,516
3,648,538
155,810
381,268
30,600
90,700
153,600
$
830,960
8,778
8,864,716
1,459,557
185
2,204,740
243,774
20,699,744
15,964
75,360
20,506,000
1,097,050
6,013,350
1,350,215
44,295,392
181,591
18,206,205
1,528,496
2,848,072
129,438
188,656
122,880
*
*
*
*#
*
*
*
*
*
*
*#
*#
*#
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*#
LookSmart, Ltd.
Loral Space & Communications, Inc.
Management Network Group, Inc.
Maximus, Inc.
MDI, Inc.
MedQuist, Inc.
Mercury Computer Systems, Inc.
Merix Corp.
Methode Electronics, Inc.
Microtune, Inc.
MKS Instruments, Inc.
Moldflow Corp.
MPS Group, Inc.
MRV Communications, Inc.
MSC. Software Corp.
MTI Technology Corp.
MTM Technologies, Inc.
Nanometrics, Inc.
Napster, Inc.
NEON Communications Group, Inc.
Neoware Systems, Inc.
NetManage, Inc.
NetScout Systems, Inc.
Network Engines, Inc.
Network Equipment Technologies, Inc.
Newport Corp.
NMS Communications Corp.
Nu Horizons Electronics Corp.
NYFIX, Inc.
O.I. Corp.
189,537
213,732
301,149
303,600
184,500
461,073
622,379
677,378
1,006,044
76,584
2,051,892
11,835
3,793,692
673,000
791,112
100
6,100
442,814
20,300
591,800
502,623
81,916
159,223
18,100
470,784
1,393,169
189,400
566,317
478,227
57,260
496,587
8,566,379
707,700
12,988,008
164,205
4,564,623
7,120,016
3,989,756
14,527,275
455,675
45,223,700
195,514
52,201,202
1,695,960
10,007,567
14
6,771
3,360,958
61,509
2,840,640
8,062,073
337,494
1,480,774
31,675
5,018,557
19,239,664
274,630
5,255,422
2,649,378
743,807
45
*
#
*
*
*#
*
*
*#
*
*#
*
Omtool, Ltd.
Openwave Systems, Inc.
Oplink Communications, Inc.
OPTi, Inc.
Optical Cable Corp.
Optical Communication Products, Inc.
OSI Systems, Inc.
Overland Storage, Inc.
Palm, Inc.
PAR Technology Corp.
PC Connection, Inc.
PC-Tel, Inc.
Pegasystems, Inc.
52,214
1,225,609
154,042
164,800
108,602
323,548
573,723
364,605
2,548,378
59,384
717,524
663,560
458,220
$
99,207
5,539,753
2,007,167
748,192
508,257
520,912
14,291,440
751,086
38,251,154
488,730
9,227,359
5,142,590
5,443,654
*
*
*
*
*
*
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*#
*
*#
*
*
*
Perceptron, Inc.
Performance Technologies, Inc.
Pericom Semiconductor Corp.
Pervasive Software, Inc.
Phoenix Technologies, Ltd.
Photon Dynamics, Inc.
Photronics, Inc.
Planar Systems, Inc.
PlanetOut, Inc.
PLATO Learning, Inc.
Powerwave Technologies, Inc.
Printronix, Inc.
Qualstar Corp.
Quantum Corp.
QuickLogic Corp.
RadiSys Corp.
RealNetworks, Inc.
REMEC, Inc.
RF Monolithics, Inc.
Richardson Electronics, Ltd.
Rudolph Technologies, Inc.
S1 Corp.
Safeguard Scientifics, Inc.
Sanmina-SCI Corp.
SatCon Technology Corp.
SCM Microsystems, Inc.
Seachange International, Inc.
Secure Computing Corp.
Selectica, Inc.
SI International, Inc.
Sigmatel, Inc.
Sigmatron International, Inc.
Silicon Storage Technology, Inc.
Sirenza Microdevices, Inc.
Skyworks Solutions, Inc.
Sonic Foundry, Inc.
SonicWALL, Inc.
Spectrum Control, Inc.
Standard Microsystems Corp.
271,166
241,654
884,988
540,923
94,587
560,649
1,494,716
495,355
394,200
537,478
3,351,067
149,009
8,073
1,470,300
407,417
116,583
452,043
491,423
42,940
475,788
982,840
2,215,974
2,608,391
612,683
94,200
389,607
946,372
2,196,454
910,302
55,457
446,686
16,500
3,492,371
67,672
6,827,399
22,300
1,712,454
239,691
317,277
3,348,900
1,159,939
10,195,062
2,515,292
1,033,836
4,664,600
17,308,811
3,125,690
524,286
1,730,679
22,954,809
2,053,344
30,677
4,719,663
1,405,589
1,274,252
2,816,228
830,505
209,118
3,439,947
12,609,837
17,284,597
5,608,041
1,403,044
97,026
1,118,172
6,889,588
19,724,157
1,611,235
1,709,185
1,206,052
149,655
10,896,198
1,058,390
53,868,178
47,165
14,692,855
3,482,710
11,415,626
46
*
*
*
StarTek, Inc.
SteelCloud, Inc.
SumTotal Systems, Inc.
Sunair Electronics, Inc.
151,060
5,800
1,297
10,403
$
1,560,450
6,554
7,964
31,417
*
*
*
*
*
*
Sunrise Telecom, Inc.
Suntron Corp.
SupportSoft, Inc.
Sycamore Networks, Inc.
Symmetricom, Inc.
SYNNEX Corp.
Taitron Components, Inc.
* Technical Communications Corp.
* Technology Solutions Co.
* TechTeam Global, Inc.
* TeleCommunication Systems, Inc.
* Telular Corp.
* ThinkEngine Networks, Inc.
* Tier Technologies, Inc. Class B
* TII Network Technologies, Inc.
* Tollgrade Communications, Inc.
* Track Data Corp.
* Transcat, Inc.
* Trans-Lux Corp.
* Triquint Semiconductor, Inc.
TSR, Inc.
* TTM Technologies, Inc.
* Tumbleweed Communications Corp.
* Ulticom, Inc.
* # UTStarcom, Inc.
* Verilink Corp.
* Vicon Industries, Inc.
* # Viewpoint Corp.
* Vignette Corp.
* Virage Logic Corp.
* Vitech America, Inc.
* # Vitesse Semiconductor, Inc.
* # Vyyo, Inc.
* Web.com, Inc.
* Westell Technologies, Inc.
* White Electronics Designs Corp.
* Winland Electronics, Inc.
* Wireless Telecom Group, Inc.
* Zhone Technologies, Inc.
* ZILOG, Inc.
* Zones, Inc.
* Zoran Corp.
* Zygo Corp.
Total Information Technology
Materials — (6.2%)
A. Schulman, Inc.
* American Pacific Corp.
187,300
90,475
628,581
6,224,921
723,914
978,645
6,400
6,200
69,968
249,604
98,800
110,644
12,500
598,898
96,200
447,090
83,172
58,700
9,171
4,227,232
23,088
77,908
36,400
214,619
426,886
117,478
100,950
1,400
1,043,419
34,467
470
10,800
29,614
495,052
269,965
775,084
37,800
243,512
684,076
7,584
169,100
1,380,822
308,735
440,155
98,618
3,388,052
24,588,438
3,612,331
19,494,608
12,416
26,660
321,853
2,967,792
404,092
619,606
25,625
5,988,980
212,602
4,551,376
232,882
399,160
51,816
18,642,093
94,661
909,965
81,172
1,737,341
1,297,733
470
1,383,015
1,190
20,357,105
234,031
2
11,232
172,057
2,930,708
553,428
4,162,201
91,854
603,910
841,413
28,516
1,687,618
23,846,796
3,967,245
1,608,389,726
1,030,591
137,708
22,198,930
2,141,359
47
*#
#
*
#
*
*#
*
*
*
#
*
*#
*
*
*
#
*
#
*
*#
*
*
#
*
*
#
Atlantis Plastics, Inc.
Bowater, Inc.
Buckeye Technologies, Inc.
Calgon Carbon Corp.
Caraustar Industries, Inc.
Chaparral Steel Co.
Chesapeake Corp.
Coeur d’Alene Mines Corp.
Continental Materials Corp.
Core Molding Technologies, Inc.
Detrex Corp.
Ferro Corp.
Friedman Industries, Inc.
Georgia Gulf Corp.
Gibraltar Industries, Inc.
Glatfelter Co.
Graphic Packaging Corp.
H.B. Fuller Co.
Headwaters, Inc.
Impreso, Inc.
Louisiana-Pacific Corp.
Material Sciences Corp.
Maxxam, Inc.
Metal Management, Inc.
Minerals Technologies, Inc.
Mod-Pac Corp.
Myers Industries, Inc.
NL Industries, Inc.
NN, Inc.
Northern Technologies International Corp.
Northwest Pipe Co.
Olympic Steel, Inc.
OM Group, Inc.
Penford Corp.
PolyOne Corp.
Pope & Talbot, Inc.
Quaker Chemical Corp.
Quanex Corp.
Ready Mix, Inc.
Rock of Ages Corp.
Rock-Tenn Co. Class A
Ryerson, Inc.
Schnitzer Steel Industries, Inc. Class A
Schweitzer-Maudoit International, Inc.
Sensient Technologies Corp.
46,200
629,300
1,296,877
937,600
929,928
64,972
679,606
187,624
6,900
30,637
12,700
959,018
148,327
157,489
951,590
1,477,800
4,361,276
542,721
1,038,048
6,400
19,300
441,767
103,300
79,442
834,658
41,350
309,588
246,291
594,996
5,116
255,454
297,900
234,751
265,012
3,034,342
584,300
194,550
1,100
3,723
88,100
1,119,023
928,039
716,466
516,900
1,477,603
$
91,476
10,597,412
20,192,375
12,516,960
3,450,033
5,555,106
6,660,139
641,674
191,130
211,089
119,063
18,767,982
1,226,664
2,357,610
19,012,768
21,812,328
20,759,674
14,604,622
17,148,553
15,360
361,489
4,810,843
2,887,235
3,726,624
55,012,309
406,471
6,594,224
2,573,741
6,110,609
51,927
9,523,325
7,277,697
11,596,699
9,354,924
24,365,766
146,075
4,280,100
47,641
45,421
555,911
32,440,477
30,940,820
41,863,108
11,780,151
40,028,265
#
*#
#
*#
Spartech Corp.
Steel Dynamics, Inc.
Stepan Co.
Terra Industries, Inc.
Tronox, Inc. Class A
Tronox, Inc. Class B
U.S. Concrete, Inc.
1,153,800
713,663
207,644
3,074,200
586,400
167,499
1,237,654
24,991,308
30,958,701
6,233,473
79,836,974
6,028,192
1,688,390
9,839,349
48
#
U.S. Energy Corp.
* # U.S. Gold Corp.
Vulcan International Corp.
Wausau Paper Corp.
* Webco Industries, Inc.
# Wellman, Inc.
# Westlake Chemical Corp.
* Williams Industries, Inc.
# Worthington Industries, Inc.
Total Materials
Other — (0.0%)
* Big 4 Ranch, Inc.
* ePresence, Inc. Escrow Shares
* ioWorldMedia, Inc.
* Noel Group, Inc.
* Petrocorp, Inc. Escrow Shares
Total Other
Real Estate Investment Trusts — (0.3%)
Potlatch Corp.
Telecommunication Services — (0.9%)
Alaska Communications Systems Group, Inc.
* Arbinet-thexchange, Inc.
* Cincinnati Bell, Inc.
CT Communications, Inc.
D&E Communications, Inc.
* GoAmerica, Inc.
IDT Corp.
# IDT Corp. Class B
* LCC International, Inc. Class A
* # Level 3 Communications, Inc.
* Metro One Telecommunications, Inc.
* Point.360
25,300
444,699
11,100
1,579,999
9,290
987,500
91,102
3,400
744,269
$
116,380
2,650,406
632,700
17,743,389
868,615
2,172,500
2,465,220
7,310
15,748,732
709,035,798
73,300
312,600
18,566
95,400
102,600
—
9,378
1,021
1,670
6,156
18,225
666,898
30,037,086
113,500
206,946
121,200
659,307
452,877
559
683,248
2,214,800
601,615
584,914
88,279
73,147
1,550,410
1,078,189
591,456
20,768,171
6,444,440
2,907
5,650,461
19,933,200
2,183,862
3,059,100
173,910
189,451
*
*#
#
Price Communications Liquidation Trust
SunCom Wireless Holdings, Inc.
SureWest Communications
Verizon Communications, Inc.
* Wireless Facilities, Inc.
* Xeta Corp.
Total Telecommunication Services
1,498,306
193,840
471,935
589,819
121,295
73,120
204,639
3,876,800
13,690,834
24,701,620
308,089
231,790
104,639,329
Utilities — (0.6%)
# Black Hills Corp.
Connecticut Water Services, Inc.
Delta Natural Gas Co., Inc.
# Empire District Electric Co.
Energy West, Inc.
Florida Public Utilities Co.
* Maine & Maritimes Corp.
Middlesex Water Co.
3
238,466
26,700
12,300
2,700
3,400
6,485
115
124
5,603,951
662,427
282,039
39,960
40,120
201,035
2,156
49
New Jersey Resources Corp.
South Jersey Industries, Inc.
Southwest Gas Corp.
Unitil Corp.
Total Utilities
492,700
988,982
1,700
38,364
$
24,132,446
33,536,380
49,317
1,210,384
65,760,339
TOTAL COMMON STOCKS
9,632,833,841
RIGHTS/WARRANTS — (0.0%)
* # Angeion Corp. Warrants 10/31/07
* CSF Holding, Inc. Litigation Rights
* Del Global Technologies Corp. Warrants 03/28/08
* Imperial Credit Industries, Inc. Warrants 01/31/08
315
40,500
19,927
4,082
TOTAL RIGHTS/WARRANTS
—
—
34,374
—
34,374
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (1.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $114,290,000 FNMA 6.25%, 05/15/29, FNMA 5.50%,
02/01/37, valued at $127,138,533) to be repurchased at $125,326,230
SECURITIES LENDING COLLATERAL — (14.7%)
$
125,254
125,254,000
@
Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $1,890,287,299 FNMA, rates ranging from 5.000% to
7.000%, maturities ranging from 06/12/17 to 08/01/37, valued at
$1,631,315,180) to be repurchased at $1,584,038,452
@ Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized
by $164,925,091 FNMA, rates ranging from 5.000% to 6.000%,
maturities ranging from 09/01/33 to 04/01/37, valued at $104,797,977) to
be repurchased at $101,281,440
TOTAL SECURITIES LENDING COLLATERAL
1,583,801
1,583,801,146
101,266
101,266,391
1,685,067,537
TOTAL INVESTMENTS - (100.0%)
(Cost $10,630,955,640)##
$
11,443,189,752
50
THE U.S. SMALL CAP SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (81.1%)
Consumer Discretionary — (13.7%)
* 1-800 CONTACTS, Inc.
* 1-800-FLOWERS.COM, Inc.
* 4Kids Entertainment, Inc.
* # 99 Cents Only Stores
* A.C. Moore Arts & Crafts, Inc.
Aaron Rents, Inc.
Aaron Rents, Inc. Class A
Acme Communications, Inc.
Acme United Corp.
* Advanced Marketing Services, Inc.
* # Aeropostale, Inc.
* AFC Enterprises, Inc.
* Aftermarket Technology Corp.
Aldila, Inc.
* All American Semiconductor, Inc.
* Alloy, Inc.
Ambassadors Group, Inc.
# Ambassadors International, Inc.
American Axle & Manufacturing Holdings, Inc.
* American Biltrite, Inc.
American Greetings Corp. Class A
* America’s Car-Mart, Inc.
Ameristar Casinos, Inc.
46,671
86,120
42,500
232,100
67,200
147,800
8,550
49,802
10,600
46,150
116,375
98,512
72,904
17,933
10,300
45,005
67,276
37,010
176,977
3,955
178,400
34,100
178,372
Value †
$
1,120,104
915,456
637,925
2,866,435
1,255,968
3,782,202
200,925
209,168
148,400
150
2,408,962
1,468,814
2,180,559
301,812
1,287
360,040
2,608,291
892,681
4,127,104
29,643
4,413,616
412,610
5,156,735
*
*
*
#
*
*#
*
*#
*
*
*#
*#
AMS Health Sciences, Inc.
AnnTaylor Stores Corp.
Applebees International, Inc.
Arbitron, Inc.
Arctic Cat, Inc.
Ark Restaurants Corp.
Arlington Hospitality, Inc.
ArvinMeritor, Inc.
Asbury Automotive Group, Inc.
Ashworth, Inc.
Audible, Inc.
Audiovox Corp. Class A
Avatar Holdings, Inc.
Bakers Footwear Group, Inc.
Ballantyne of Omaha, Inc.
Bally Technologies, Inc.
Bally Total Fitness Holding Corp.
16,600
38,800
20,538
98,899
40,930
11,693
1,000
238,000
141,500
41,218
81,032
55,400
27,427
20,412
45,721
177,460
119,800
4,980
1,215,992
509,548
4,928,137
692,126
425,041
7
4,153,100
3,059,230
277,809
860,560
578,930
1,667,013
81,852
269,754
5,886,348
38,935
51
*
#
#
*
*
*#
*
*
*
#
*
*#
*
*
#
#
*
*
Barry (R.G.) Corp.
Bassett Furniture Industries, Inc.
Beasley Broadcast Group, Inc.
Beazer Homes USA, Inc.
Bebe Stores, Inc.
Belo Corp. Class A
Benihana, Inc.
Benihana, Inc. Class A
Big 5 Sporting Goods Corp.
Big Dog Holdings, Inc.
Big Lots, Inc.
Birks & Mayors, Inc.
BJ’s Restaurants, Inc.
Blockbuster, Inc. Class A
Blockbuster, Inc. Class B
Blue Nile, Inc.
Bluegreen Corp.
Blyth, Inc.
Bob Evans Farms, Inc.
Bombay Co., Inc.
Bon-Ton Stores, Inc.
Books-A-Million, Inc.
Borders Group, Inc.
Bowl America, Inc. Class A
Bright Horizons Family Solutions, Inc.
Broadview Institute, Inc.
33,670
30,904
23,252
117,500
171,399
64,700
15,837
19,350
75,700
7,926
2,974
1,765
86,992
400,900
240,300
37,500
92,865
127,100
118,638
93,900
48,314
53,954
198,276
2,700
12,600
200
$
308,080
356,632
171,600
1,241,975
2,391,016
1,115,428
295,202
358,749
1,574,560
121,664
88,536
12,090
1,970,369
1,988,464
1,165,455
3,165,750
777,280
2,841,956
3,958,950
26,292
1,392,409
718,667
2,974,140
44,550
499,842
450
*
#
*#
*#
#
*#
*#
*
*
#
*
*
*#
*#
*
*
*
*#
*
*
Brown Shoe Company, Inc.
Buca, Inc.
Buckle, Inc.
Buffalo Wild Wings, Inc.
Build-A-Bear-Workshop, Inc.
Building Materials Holding Corp.
Cabela’s, Inc.
Cache, Inc.
California Coastal Communities, Inc.
California Pizza Kitchen, Inc.
Callaway Golf Co.
Canterbury Park Holding Corp.
Carmike Cinemas, Inc.
Carriage Services, Inc.
Carter’s, Inc.
Casual Male Retail Group, Inc.
Catalina Lighting, Inc.
Catalina Marketing Corp.
Cato Corp. Class A
Cavalier Homes, Inc.
Cavco Industries, Inc.
CBRL Group, Inc.
CEC Entertainment, Inc.
Champion Enterprises, Inc.
Championship Auto Racing Teams, Inc.
Champps Entertainment, Inc.
143,875
68,247
99,700
42,109
39,000
78,942
198,600
54,355
36,162
96,918
244,100
5,208
42,628
58,300
197,080
127,340
1,760
146,500
102,950
59,649
21,082
101,481
111,077
255,600
1,697
36,090
3,286,105
154,238
3,729,777
1,464,130
641,940
1,168,342
4,692,918
912,077
565,574
1,981,973
3,983,712
65,621
683,753
495,550
3,890,359
1,286,134
11,880
4,573,730
2,272,106
217,719
740,400
3,797,419
3,410,064
2,952,180
—
194,525
52
#
*#
*
*#
*#
#
*
#
*#
#
*
Charles and Colvard, Ltd.
Charlotte Russe Holding, Inc.
Charming Shoppes, Inc.
Charter Communications, Inc.
Cheesecake Factory, Inc.
Cherokee, Inc.
Christopher & Banks Corp.
Chromcraft Revington, Inc.
Churchill Downs, Inc.
Citadel Broadcasting Co.
Citi Trends, Inc.
CKE Restaurants, Inc.
Coachmen Industries, Inc.
Coast Distribution System, Inc.
Cobra Electronics Corp.
Coinmach Service Corp. Class A
Coinstar, Inc.
55,078
84,500
394,927
1,409,875
161,433
30,918
113,913
6,100
44,893
369,490
45,554
225,500
40,300
9,251
8,178
97,615
92,800
$
228,023
1,476,215
3,570,140
3,919,452
4,024,525
1,174,884
1,376,069
33,977
2,238,365
1,503,824
990,344
3,822,225
265,980
56,616
52,666
1,250,448
3,032,704
*
*#
*
*
*#
*#
*#
*#
*
#
*
*#
*
*
*#
*
*
*
*
*
*
*
*#
*
*
*
*#
Coldwater Creek, Inc.
Collectors Universe, Inc.
Comstock Homebuilding Companies, Inc.
Concord Camera Corp.
Congoleum Corp. Class A
Conn’s, Inc.
Cooper Tire & Rubber Co.
Corinthian Colleges, Inc.
Cosi, Inc.
Cost Plus, Inc.
Cost-U-Less, Inc.
Courier Corp.
Cox Radio, Inc.
CPI Corp.
Craftmade International, Inc.
Crown Media Holdings, Inc.
CSK Auto Corp.
CSS Industries, Inc.
Culp, Inc.
Cumulus Media, Inc. Class A
Cybex International, Inc.
Cycle Country Accessories Corp.
Daily Journal Corp.
Deb Shops, Inc.
Deckers Outdoor Corp.
Decorator Industries, Inc.
dELiA*s, Inc.
Delta Apparel, Inc.
Delta Woodside Industries, Inc.
Design Within Reach, Inc.
DG Fastchannel, Inc.
Diedrich Coffee, Inc.
Directed Electronics, Inc.
Dixie Group, Inc.
Dominion Homes, Inc.
98,014
27,072
11,050
18,525
3,500
79,484
204,800
288,398
66,570
67,675
2,900
43,635
119,200
21,248
15,898
252,034
145,890
34,700
35,081
146,780
57,125
15,600
200
47,820
42,000
2,862
48,557
14,480
150
44,748
55,512
5,325
8,899
35,100
22,400
1,219,294
407,434
28,067
58,910
1,890
1,748,648
5,005,312
4,054,876
266,946
270,700
33,118
1,568,260
1,642,576
951,060
252,937
1,696,189
1,928,666
1,334,562
357,826
1,570,546
273,629
24,960
9,210
1,275,838
3,955,980
17,515
226,276
250,938
—
214,790
1,118,012
19,436
47,877
356,967
48,608
53
*
*
*
*#
Domino’s Pizza, Inc.
Dorman Products, Inc.
Dover Downs Gaming & Entertainment, Inc.
Dover Motorsports, Inc.
Drew Industries, Inc.
drugstore.com, Inc.
DRYCLEAN USA, Inc.
DSW, Inc.
183,000
32,333
52,215
54,812
72,496
295,279
300
54,200
$
3,218,970
452,339
539,381
327,228
2,846,918
856,309
525
1,650,390
*
*
*
*
*
*
*
#
*
*#
#
*
*#
#
*#
*
*
*
#
*
*
*
*#
*
*
*
*
*
*#
*
#
*#
*
*#
*
Duckwall-ALCO Stores, Inc.
Dura Automotive Systems, Inc.
E Com Ventures, Inc.
Educational Development Corp.
ELXSI Corp.
EMAK Worldwide, Inc.
Emerging Vision, Inc.
Emerson Radio Corp.
Emmis Communications Corp. Class A
Enesco Group, Inc.
Enova Systems, Inc.
Entercom Communications Corp.
Entravision Communications Corp.
Escala Group, Inc.
Escalade, Inc.
Ethan Allen Interiors, Inc.
Everlast Worldwide, Inc.
Factory Card & Party Outlet Corp.
Fairchild Corp. Class A
Famous Dave’s of America, Inc.
Fedders Corp.
Federal Screw Works
Federal-Mogul Corp.
Finish Line, Inc. Class A
Finlay Enterprises, Inc.
Flanigan’s Enterprises, Inc.
Fleetwood Enterprises, Inc.
Flexsteel Industries, Inc.
Foamex International, Inc.
Footstar, Inc.
Fossil, Inc.
Fountain Powerboat Industries, Inc.
Franklin Covey Co.
Franklin Electronic Publishers, Inc.
Fred’s, Inc.
Frisch’s Restaurants, Inc.
Fuel Systems Solutions, Inc.
Full House Resorts, Inc.
Furniture Brands International, Inc.
Gaiam, Inc.
GameTech International, Inc.
Gaming Partners International Corp.
Gander Mountain Co.
Gemstar-TV Guide International, Inc.
4,953
48,700
2,175
4,747
1,800
10,946
19,000
84,622
105,099
34,300
5,919
108,600
212,117
80,070
16,496
105,900
1,500
2,734
53,352
33,823
58,910
1,562
57,900
139,934
26,500
5,680
213,800
11,049
8,939
26,200
211,900
9,675
65,496
8,900
132,950
7,300
50,401
5,750
150,600
5,300
41,860
25,523
66,554
1,296,714
54
186,332
3,652
43,826
30,855
5,445
16,419
6,251
216,632
669,481
309
26,635
2,313,180
1,911,174
164,944
140,216
3,558,240
48,960
20,997
121,643
645,343
3,417
17,963
39,661
789,228
83,475
56,232
1,992,616
155,570
83,133
108,468
7,100,769
18,673
490,565
24,920
1,382,680
201,115
912,762
18,687
1,713,828
109,657
265,392
258,803
546,408
7,909,955
*
*#
*
*
*
*#
*#
*
*
#
*
*
*
*
*
*
*
*
*#
*
*#
*#
#
*
*#
*
*
*
*#
*#
*
#
*
*
*
*
*
Genesco, Inc.
Gentek, Inc.
G-III Apparel Group, Ltd.
Gottschalks, Inc.
Gray Television, Inc.
Gray Television, Inc. Class A
Great Wolf Resorts, Inc.
Group 1 Automotive, Inc.
GSI Commerce, Inc.
Guitar Center, Inc.
Gymboree Corp.
Hampshire Group, Ltd.
Hancock Fabrics, Inc.
Handleman Co.
Harolds Stores, Inc.
Harris Interactive, Inc.
Harte-Hanks, Inc.
Hartmarx Corp.
Hastings Entertainment, Inc.
Haverty Furniture Co., Inc.
Haverty Furniture Co., Inc. Class A
Hawk Corp.
Hayes Lemmerz International, Inc.
Hibbett Sporting Goods, Inc.
Hollywood Media Corp.
Home Solutions of America, Inc.
Hot Topic, Inc.
Hovnanian Enterprises, Inc. Class A
Iconix Brand Group, Inc.
IHOP Corp.
ILX Resorts, Inc.
Image Entertainment, Inc.
Infosonics Corp.
Insignia Systems, Inc.
Interface, Inc. Class A
International Textile Group, Inc.
Interstate Hotels & Resorts, Inc.
INVESTools, Inc.
iRobot Corp.
Isle of Capri Casinos, Inc.
J. Alexander’s Corp.
Jackson Hewitt Tax Service, Inc.
Jaclyn, Inc.
Jakks Pacific, Inc.
Jarden Corp.
Jennifer Convertibles, Inc.
Jo-Ann Stores, Inc.
Johnson Outdoors, Inc.
75,000
34,583
56,139
44,902
133,560
6,500
21,900
75,700
154,522
72,209
102,474
8,000
58,400
63,705
1,908
190,500
47,383
106,000
23,220
57,300
400
24,200
312,739
105,855
113,145
152,600
147,600
55,700
217,751
59,700
7,763
69,502
43,300
16,750
181,406
118
95,040
212,008
72,149
114,944
16,882
111,600
1,535
83,826
17,864
13,930
79,106
12,700
$
3,441,750
1,063,427
962,784
224,510
1,195,362
57,395
313,170
2,654,042
3,555,551
4,086,307
4,108,183
136,000
122,640
230,612
420
821,055
1,145,721
771,680
172,989
614,256
4,304
347,270
1,422,962
2,640,024
418,636
465,430
1,235,412
661,159
4,513,978
3,753,339
65,985
292,603
94,394
81,405
3,272,564
799
370,656
2,563,177
1,591,607
2,129,912
220,310
3,221,892
13,892
1,883,570
585,761
61,153
1,779,885
237,363
*#
#
Jos. A. Bank Clothiers, Inc.
Journal Communications, Inc. Class A
Journal Register Co.
Kellwood Co.
60,150
50,600
129,700
72,276
1,813,522
524,722
408,555
1,423,837
55
*
*
*#
*
*#
*
*
*#
#
*
#
*#
*
*
*#
#
*
*
*#
*#
*#
*
*
*
*
*
*
#
Kenneth Cole Productions, Inc. Class A
Keystone Automotive Industries, Inc.
Kimball International, Inc. Class B
Kirkland’s, Inc.
Knology, Inc.
Kona Grill, Inc.
Koss Corp.
Krispy Kreme Doughnuts, Inc.
KSW, Inc.
K-Swiss, Inc. Class A
LaCrosse Footwear, Inc.
Lakeland Industries, Inc.
Lakes Entertainment, Inc.
Landry’s Restaurants, Inc.
Lazare Kaplan International, Inc.
La-Z-Boy, Inc.
Leapfrog Enterprises, Inc.
Lear Corp.
Lee Enterprises, Inc.
Lenox Group, Inc.
Levitt Corp. Class A
Libbey, Inc.
Liberty Homes, Inc. Class A
LIFE TIME FITNESS, Inc.
Lifetime Brands, Inc.
Lin TV Corp.
Lincoln Educational Services
Lithia Motors, Inc. Class A
Live Nation, Inc.
LKQ Corp.
Lodgenet Entertainment Corp.
Lodgian, Inc.
LOUD Technologies, Inc.
Luby’s, Inc.
M/I Homes, Inc.
Mace Security International, Inc.
Magna Entertainment Corp.
Maidenform Brands, Inc.
Marine Products Corp.
39,750
52,799
87,410
55,372
102,800
7,800
8,081
215,700
20,282
83,200
10,422
13,908
71,887
65,500
9,600
167,000
16,100
130,300
130,700
39,900
51,721
48,000
200
96,500
41,598
93,200
34,737
51,109
218,726
177,900
74,034
79,806
2,380
84,300
43,700
45,800
19,800
76,700
121,298
$
822,030
2,478,913
1,173,916
97,455
1,624,240
133,848
165,418
1,432,248
152,115
2,006,784
200,623
162,863
779,255
1,877,885
74,784
1,609,880
115,759
3,808,669
2,270,259
201,495
121,027
868,800
730
5,362,505
848,183
1,242,356
485,276
915,362
4,527,628
5,511,342
1,939,691
976,027
19,611
966,078
796,651
98,928
41,580
1,306,968
1,074,700
*#
*#
*
*
*
#
*
*#
*
MarineMax, Inc.
Martha Stewart Living Omnimedia, Inc.
Matthews International Corp. Class A
Max & Erma’s Restaurants, Inc.
McCormick & Schmick’s Seafood Restaurants, Inc.
McRae Industries, Inc. Class A
Meade Instruments Corp.
Media General, Inc. Class A
Mediacom Communications Corp.
Meritage Homes Corp.
Midas, Inc.
Modine Manufacturing Co.
Monaco Coach Corp.
58,175
86,900
109,367
6,810
48,326
2,500
51,332
76,700
267,941
92,190
49,690
106,695
93,450
1,066,929
1,101,892
4,718,092
48,351
1,280,639
32,750
101,637
2,141,464
2,290,896
1,670,483
1,007,713
2,992,795
1,251,295
56
*
*
*
*
*
#
*
*
*
*
*
*
*
#
*#
*#
*
*
*
*
*
*#
*
Monarch Casino & Resort, Inc.
Monro Muffler Brake, Inc.
Morgans Hotel Group
Morgan’s Foods, Inc.
Mothers Work, Inc.
Motorcar Parts of America, Inc.
Movado Group, Inc.
Movie Gallery, Inc.
Movie Star, Inc.
MTR Gaming Group, Inc.
Multimedia Games, Inc.
Nathan’s Famous, Inc.
National Lampoon, Inc.
National Presto Industries, Inc.
National RV Holdings, Inc.
Nature Vision, Inc.
Nautilus Group, Inc.
Navarre Corp.
Netflix, Inc.
Nevada Gold & Casinos, Inc.
New Frontier Media, Inc.
New York & Co., Inc.
Nitches, Inc.
Nobel Learning Communities, Inc.
Nobility Homes, Inc.
Noble International, Ltd.
NTN Communications, Inc.
Nutri/System, Inc.
Oakley, Inc.
Odd Job Stores, Inc.
63,673
47,823
74,200
800
17,954
2,400
65,700
104,561
53,172
91,751
92,135
18,305
6,700
7,419
29,400
500
105,000
75,960
225,882
36,850
80,964
61,800
2,592
14,325
13,693
47,125
131,893
27,174
218,000
12,700
$
1,806,403
1,799,579
1,430,576
7,848
367,159
28,200
1,938,150
37,747
124,954
918,428
893,709
320,337
12,261
409,232
23,520
1,050
999,600
286,369
3,957,453
53,432
552,174
407,880
7,180
199,547
240,244
938,259
122,660
1,473,646
6,271,860
698
*
#
*
*#
*
*#
*
*#
*
*#
*
*
*
#
*
*#
*#
*#
#
Orange 21, Inc.
Orleans Homebuilders, Inc.
O’Charleys, Inc.
Outdoor Channel Holdings, Inc.
Overstock.com, Inc.
Oxford Industries, Inc.
P & F Industries, Inc. Class A
P.F. Chang’s China Bistro, Inc.
Pacific Sunwear of California, Inc.
Palm Harbor Homes, Inc.
Papa John’s International, Inc.
PC Mall, Inc.
Penske Automotive Group, Inc.
Perry Ellis International, Inc.
PetMed Express, Inc.
Phoenix Footwear Group, Inc.
Pier 1 Imports, Inc.
Pinnacle Entertainment, Inc.
Playboy Enterprises, Inc. Class A
Playboy Enterprises, Inc. Class B
PokerTek, Inc.
Polaris Industries, Inc.
1,559
58,200
75,662
80,200
76,500
57,600
3,000
85,200
226,320
74,011
106,100
39,617
75,400
42,700
78,465
18,400
282,500
146,000
4,700
91,800
12,900
39,100
7,592
422,532
1,231,777
721,800
1,699,065
2,086,272
33,795
2,873,796
3,170,743
1,047,256
2,690,696
486,101
1,486,134
1,165,283
1,176,190
62,376
1,745,850
4,061,720
51,700
1,014,390
130,548
1,867,025
57
*
#
*#
#
*#
#
*
*#
*
*
*
*#
*
*
*
*
#
*
*
*
*
Pomeroy IT Solutions, Inc.
Pool Corp.
Premier Exhibitions, Inc.
Pre-Paid Legal Services, Inc.
Priceline.com, Inc.
PRIMEDIA, Inc.
Princeton Review, Inc.
Progressive Gaming International Corp.
Proliance International, Inc.
QEP Co., Inc.
Quaker Fabric Corp.
Quantum Fuel Systems Technologies Worldwide, Inc.
Quiksilver, Inc.
Radio One, Inc. Class D
Rare Hospitality International, Inc.
RC2 Corp.
RCN Corp.
Reading International, Inc. Class A
Reading International, Inc. Class B
Red Lion Hotels Corp.
Red Robin Gourmet Burgers, Inc.
38,437
68,750
79,520
47,050
85,416
142,856
94,660
108,875
47,349
2,375
41,650
145,396
389,800
269,349
110,355
67,791
122,049
17,749
1,060
61,900
53,449
$
322,486
2,244,687
1,258,006
2,596,689
7,087,820
2,078,555
632,329
557,440
97,065
27,740
1,041
168,659
5,219,422
1,053,155
4,168,108
2,070,337
1,756,285
179,265
10,785
583,717
2,056,183
*
*
*
*
*#
*
*
*
*
*
#
*#
*
*
*#
*
*
*#
*#
*
*
*#
*
*#
*
RedEnvelope, Inc.
Regent Communications, Inc.
Regis Corp.
Rentrak Corp.
Restoration Hardware, Inc.
Retail Ventures, Inc.
Rex Stores Corp.
Riviera Holdings Corp.
Rockford Corp.
Rocky Brands, Inc.
Rubio’s Restaurants, Inc.
Ruby Tuesday, Inc.
Russ Berrie & Co., Inc.
Ruth’s Chris Steak House, Inc.
S&K Famous Brands, Inc.
Saga Communications, Inc. Class A
Salem Communications Corp.
Salton, Inc.
Sauer-Danfoss, Inc.
Schieb (Earl), Inc.
Scholastic Corp.
Select Comfort Corp.
Sharper Image Corp.
Shiloh Industries, Inc.
Shoe Carnival, Inc.
Shoe Pavilion, Inc.
Shuffle Master, Inc.
Silverleaf Resorts, Inc.
Sinclair Broadcast Group, Inc. Class A
Six Flags, Inc.
Skechers U.S.A., Inc. Class A
27,448
108,302
100,100
34,500
121,281
152,789
25,300
10,600
25,270
16,700
31,695
192,000
58,800
48,700
2,100
56,325
58,669
48,900
155,899
2,200
133,433
165,462
48,681
52,328
43,879
6,000
105,330
16,300
158,000
257,905
102,600
146,023
297,830
3,304,301
426,420
426,909
1,767,769
478,676
287,790
50,540
145,457
342,306
4,252,800
879,648
809,394
25,200
405,540
602,531
11,736
4,181,211
8,250
4,547,397
2,837,673
250,707
551,014
756,913
17,100
1,562,044
92,910
1,968,680
1,036,778
2,034,558
58
*#
*
*#
*#
*
#
*
*
Skyline Corp.
Smith & Wesson Holding Corp.
Sonesta International Hotels Corp. Class A
Sonic Automotive, Inc.
Sonic Corp.
Source Interlink Companies, Inc.
Spanish Broadcasting System, Inc.
SPAR Group, Inc.
Spartan Motors, Inc.
Speedway Motorsports, Inc.
Sport Chalet, Inc. Class A
Sport Chalet, Inc. Class B
25,500
128,600
300
100,000
291,103
152,400
121,800
2,800
103,625
91,630
4,625
3,150
$
763,215
2,700,600
12,906
2,660,000
6,351,867
633,984
345,912
2,688
1,533,650
3,526,839
43,336
28,791
*
*
#
#
*
*
#
#
*#
#
#
*
*
*#
*
#
*
*
*
*#
*
*
*
*
*#
Sport Supply Group, Inc.
Sport-Haley, Inc.
Stage Stores, Inc.
Stamps.com, Inc.
Standard Motor Products, Inc.
Standard Pacific Corp.
Stanley Furniture, Inc.
Star Buffet, Inc.
Stein Mart, Inc.
Steinway Musical Instruments, Inc.
Steven Madden, Ltd.
Stewart Enterprises, Inc.
Stoneridge, Inc.
Strattec Security Corp.
Strayer Education, Inc.
Sturm Ruger & Co., Inc.
Sun-Times Media Group, Inc. Class A
Superior Industries International, Inc.
Superior Uniform Group, Inc.
Syms Corp.
Syntax-Brillian Corp.
Systemax, Inc.
Talbots, Inc.
Talon International, Inc.
Tandy Brand Accessories, Inc.
Tandy Leather Factory, Inc.
Tarragon Corp.
Tarrant Apparel Group
Tempur-Pedic International, Inc.
Tenneco Automotive, Inc.
Texas Roadhouse, Inc.
The Children’s Place Retail Stores, Inc.
The Dress Barn, Inc.
The Hallwood Group, Inc.
The Marcus Corp.
The Pep Boys - Manny, Moe & Jack
The Rowe Companies
The Sports Club Co., Inc.
The Steak n Shake Co.
TiVo, Inc.
32,700
2,900
141,480
67,223
58,300
205,500
31,238
2,700
141,736
20,800
63,999
272,299
61,659
6,337
7,900
81,900
214,400
85,200
7,900
28,300
203,987
116,068
172,700
39,700
14,300
34,562
13,100
77,437
234,100
148,200
19,700
90,173
207,904
456
69,800
176,200
13,000
19,000
88,918
315,226
317,190
10,686
2,451,848
816,087
570,757
2,061,165
538,543
21,532
1,244,442
664,976
1,575,655
1,952,384
643,720
302,845
1,260,682
1,493,856
604,608
1,693,776
92,035
463,837
1,325,915
2,158,865
3,675,056
38,112
155,155
243,662
12,314
100,668
6,765,490
4,705,350
252,357
2,593,375
3,638,320
36,024
1,474,176
2,887,918
13
23,750
1,401,348
1,774,722
59
#
*
TOUSA, Inc.
Traffix, Inc.
Trans World Entertainment Corp.
154,340
48,351
74,600
$
418,261
254,810
352,858
Triarc Companies, Inc. Class A
Triarc Companies, Inc. Class B
* Triple Crown Media, Inc.
* True Religion Apparel, Inc.
* # Trump Entertainment Resorts, Inc.
# Tuesday Morning Corp.
Tupperware Corp.
* Tween Brands, Inc.
* Tweeter Home Entertainment Group, Inc.
* Ultimate Electronics, Inc.
* Unapix Entertainment, Inc.
* Unifi, Inc.
Unifirst Corp.
* United Retail Group, Inc.
* Universal Electronics, Inc.
* # Universal Technical Institute, Inc.
* # Vail Resorts, Inc.
* Valassis Communications, Inc.
Value Line, Inc.
* ValueVision Media, Inc. Class A
* Varsity Group, Inc.
* # VCG Holding Corp.
* Virco Manufacturing Corp.
Visteon Corp.
* Volcom, Inc.
* Voyager Learning Co.
* Warnaco Group, Inc.
* Waxman Industries, Inc.
* # WCI Communities, Inc.
* Wells-Gardner Electronics Corp.
* # West Marine, Inc.
* Western Metals Corp.
Westwood One, Inc.
* Wet Seal, Inc. Class A
# Weyco Group, Inc.
* Williams Controls, Inc.
* Wilsons The Leather Experts, Inc.
* Winmark Corp.
# Winnebago Industries, Inc.
* # WisdomTree Investments, Inc.
* WMS Industries, Inc.
Wolverine World Wide, Inc.
World Wrestling Entertainment, Inc.
* # Xanadoo Co.
Xerium Technologies, Inc.
* Young Broadcasting, Inc. Class A
* Zale Corp.
* # Zumiez, Inc.
Total Consumer Discretionary
93,090
206,563
16,355
75,907
83,459
133,955
197,700
103,500
71,400
858
6,000
184,534
46,326
41,066
46,253
91,020
28,500
155,100
15,520
120,445
53,737
54,710
31,244
417,800
55,921
81,100
147,217
600
131,400
30,538
67,068
5,300
262,600
311,078
1,000
11,156
111,345
11,589
102,334
4,500
158,821
180,000
75,600
170
48,200
64,811
158,600
65,326
1,376,801
3,172,808
114,976
1,273,719
557,506
1,413,225
6,087,183
3,053,250
2,285
—
45
446,572
1,916,970
353,578
1,341,337
1,640,180
1,629,630
1,414,512
758,152
1,015,351
61,798
407,589
159,032
2,247,764
2,182,597
632,580
5,137,873
4,485
1,224,648
77,567
913,466
1,908
758,914
1,409,183
29,460
187,309
202,648
239,197
2,729,248
17,325
4,675,690
4,732,200
1,145,340
41,225
260,762
126,381
3,563,742
3,170,271
633,336,100
60
Consumer Staples — (3.2%)
*
#
#
*
*
*
*
*
*
*#
*
*#
*
*#
#
*
*
*
*
#
*
*#
*
#
*#
*
*
*
*
#
*
#
*#
Alico, Inc.
Alliance One International, Inc.
American Italian Pasta Co.
Andersons, Inc.
Atlantic Premium Brands, Ltd.
Bactolac Pharmaceutical, Inc.
Boston Beer Co., Inc. Class A
Bridgford Foods Corp.
Cagle’s, Inc. Class A
Calavo Growers, Inc.
Cal-Maine Foods, Inc.
Caribou Coffee Co.
Carrington Laboratories, Inc.
Casey’s General Stores, Inc.
CCA Industries, Inc.
Central European Distribution Corp.
Central Garden & Pet Co.
Central Garden & Pet Co. Class A
Chattem, Inc.
Chiquita Brands International, Inc.
Coca-Cola Bottling Co. Consolidated
Collective Brands, Inc.
Cuisine Solutions, Inc.
Darling International, Inc.
Diamond Foods, Inc.
Elizabeth Arden, Inc.
Farmer Brothers Co.
Flowers Foods, Inc.
Galaxy Nutritional Foods, Inc.
Gatehouse Media, Inc.
Genesee Corp. Class B
Glacier Water Services, Inc.
Golden Enterprises, Inc.
Great Atlantic & Pacific Tea, Inc.
Green Mountain Coffee, Inc.
Griffin Land & Nurseries, Inc. Class A
Hain Celestial Group, Inc.
Hines Horticulture, Inc.
IGI, Inc.
Imperial Sugar Co.
Ingles Market, Inc. Class A
Integrated Biopharma, Inc.
Inter Parfums, Inc.
Interstate Bakeries Corp.
24,095
319,316
57,100
60,510
1,900
1
32,200
10,700
2,000
32,504
70,500
3,582
32,107
168,610
19,866
133,739
69,600
139,200
63,100
143,396
5,800
226
53,122
269,700
21,028
92,700
27,900
268,405
400
44,100
200
3,500
12,900
139,500
75,003
2,471
131,595
22,240
2,100
25,220
40,759
40,600
65,936
79,800
$
1,232,459
2,458,733
500,767
2,859,703
1,548
1,525
1,570,072
78,859
19,100
585,722
1,395,195
22,387
19,585
4,781,780
196,673
5,865,793
890,880
1,753,920
3,893,901
2,236,978
340,286
5,340
342,637
2,278,965
351,168
2,280,420
641,700
5,539,879
180
574,182
—
133,000
38,700
4,374,720
2,555,352
80,579
3,850,470
7,339
2,047
725,075
1,227,253
175,798
1,368,831
90,174
*
*#
J & J Snack Foods Corp.
Katy Industries, Inc.
Lancaster Colony Corp.
Lance, Inc.
Lifeway Foods, Inc.
Longs Drug Stores Corp.
61,817
11,399
105,485
103,192
55,870
113,700
2,321,228
18,523
4,290,075
2,570,513
791,119
5,995,401
61
#
*#
*#
#
*
#
#
*
*
*#
*
*#
*
*
*#
*
*
*
*
*
*
#
*#
*
*
*
Mannatech, Inc.
Maui Land & Pineapple Co., Inc.
Medifast, Inc.
MGP Ingredients, Inc.
Monterey Pasta Co.
Nash Finch Co.
National Beverage Corp.
Natrol, Inc.
Natural Alternatives International, Inc.
Natural Health Trends Corp.
Nature’s Sunshine Products, Inc.
Nu Skin Enterprises, Inc. Class A
Oil-Dri Corp. of America
Omega Protein Corp.
Pantry, Inc.
Parlux Fragrances, Inc.
Pathmark Stores, Inc.
Peet’s Coffee & Tea, Inc.
Performance Food Group Co.
Pizza Inn, Inc.
Playtex Products, Inc.
Prestige Brands Holdings, Inc.
PriceSmart, Inc.
Pyramid Breweries, Inc.
Ralcorp Holdings, Inc.
Reddy Ice Holdings, Inc.
Redhook Ale Brewery, Inc.
Reliv International, Inc.
Revlon, Inc.
Rocky Mountain Chocolate Factory, Inc.
Ruddick Corp.
San Filippo (John B.) & Son, Inc.
Sanderson Farms, Inc.
Scheid Vineyards, Inc.
Schiff Nutrition International, Inc.
Seaboard Corp.
Seneca Foods Corp. Class A
85,600
24,428
41,900
51,855
54,287
42,840
151,060
26,100
20,009
13,974
39,984
219,000
6,525
43,723
71,300
59,046
163,678
44,857
121,287
9,500
204,800
36,500
95,368
28,463
84,300
45,000
24,893
53,547
1,331,416
19,971
154,892
25,490
65,200
440
11,000
1,190
700
$
705,344
709,633
270,255
749,823
191,633
1,606,928
1,589,151
91,611
143,264
41,782
491,803
3,407,640
113,209
397,879
2,376,429
222,013
2,099,989
1,133,088
3,449,402
19,380
3,727,360
400,405
2,285,017
78,558
5,208,897
1,301,850
166,534
537,612
1,531,128
319,736
5,046,381
248,782
2,734,488
16,280
61,490
2,474,010
19,026
*
*#
*
*
*
#
*
*#
#
Seneca Foods Corp. Class B
Spartan Stores, Inc.
Spectrum Brands, Inc.
Standard Management Corp.
Star Scientific, Inc.
Stephan Co.
Tasty Baking Co.
The Topps Co., Inc.
Tofutti Brands, Inc.
Tootsie Roll Industries, Inc.
United Natural Foods, Inc.
United-Guardian, Inc.
Universal Corp.
USANA Health Services, Inc.
Vector Group, Ltd.
1,300
70,075
158,400
7,200
240,895
3,400
22,700
121,548
15,330
118,005
133,613
6,600
84,100
59,260
184,833
36,114
1,782,708
893,376
792
240,895
13,328
231,313
1,129,181
47,523
3,197,935
3,586,173
67,650
4,131,833
2,256,621
4,247,462
62
*
Vermont Pure Holdings, Ltd.
Village Super Market, Inc.
WD-40 Co.
Weis Markets, Inc.
* Zapata Corp.
Total Consumer Staples
Energy — (4.8%)
* Abraxas Petroleum Corp.
Adams Resources & Energy, Inc.
* # Allis-Chalmers Energy, Inc.
# Alon USA Energy, Inc.
* Alpha Natural Resources, Inc.
* # American Oil & Gas, Inc.
* Arena Resources, Inc.
Atlas America, Inc.
* # ATP Oil & Gas Corp.
* Atwood Oceanics, Inc.
Barnwell Industries, Inc.
* # Basic Energy Services, Inc.
Berry Petroleum Corp. Class A
* # Bill Barret Corp.
* Bois d’Arc Energy, Inc.
* # Bolt Technology Corp.
* Boots & Coots International Well Control, Inc.
* # BPZ Energy, Inc.
* Brigham Exploration Co.
* Bristow Group, Inc.
16,500
1,141
53,489
87,403
24,592
$
29,205
54,585
1,859,813
3,756,581
169,685
147,037,117
119,700
13,200
114,300
70,200
157,300
125,971
48,900
97,129
97,700
100,452
21,690
98,100
136,100
106,500
63,900
18,600
192,700
544
143,013
73,600
428,526
290,400
2,276,856
2,688,660
3,037,463
730,632
3,000,504
4,940,952
4,205,985
7,633,347
383,696
2,027,727
4,638,288
3,753,060
1,147,644
708,846
246,656
3,182
722,216
3,190,560
*
*
#
*
*#
*
*
*
*#
*
*#
*
*#
*#
*#
*
*
*#
*
*
*
*
Bronco Drilling Co., Inc.
Callon Petroleum Co.
CARBO Ceramics, Inc.
Carrizo Oil & Gas, Inc.
Cheniere Energy, Inc.
CKX Lands, Inc.
Clayton Williams Energy, Inc.
Complete Production Services, Inc.
Comstock Resources, Inc.
Contango Oil & Gas Co.
Dawson Geophysical Co.
Delta Petroleum Corp.
Dril-Quip, Inc.
Dune Energy, Inc.
Edge Petroleum Corp.
Encore Acquisition Co.
Endeavour International Corp.
Energy Partners, Ltd.
Evergreen Energy, Inc.
Evolution Petroleum Corp.
EXCO Resources, Inc.
Exterran Holdings, Inc.
Foundation Coal Holdings, Inc.
FX Energy, Inc.
46,600
66,562
81,550
86,596
66,200
2,000
37,876
193,460
146,300
51,250
25,300
185,315
128,800
74,300
55,813
169,140
283,100
104,300
229,400
13,700
67,300
94,504
93,100
118,754
687,350
807,397
3,816,540
3,400,625
2,388,496
26,500
1,062,422
4,294,812
4,027,639
1,875,750
1,716,858
2,744,515
6,061,328
161,231
728,918
4,700,401
328,396
1,425,781
945,128
29,455
1,130,640
7,324,060
3,157,952
745,775
63
*#
*#
*#
*#
*
*
*
*
*
*
*#
*#
*#
*
*
*
Gasco Energy, Inc.
Goodrich Petroleum Corp.
Grey Wolf, Inc.
GSV, Inc.
Gulf Island Fabrication, Inc.
Gulfmark Offshore, Inc.
Gulfport Energy Corp.
Harvest Natural Resources, Inc.
Hkn, Inc.
Horizon Offshore, Inc.
Hornbeck Offshore Services, Inc.
Houston American Energy Corp.
Infinity, Inc.
Input/Output, Inc.
Key Energy Group, Inc.
Lufkin Industries, Inc.
Mariner Energy, Inc.
MarkWest Hydrocarbon, Inc.
Matrix Service Co.
237,895
96,200
618,200
1,340
45,277
76,014
115,818
125,200
300
29,159
83,600
93,156
50,811
277,100
109,800
48,712
248,600
40,023
85,994
$
473,411
2,848,482
4,104,848
402
1,610,956
3,485,242
2,085,882
1,434,792
2,811
482,581
3,189,340
339,088
90,444
3,932,049
1,625,040
2,770,251
5,213,142
2,012,757
1,627,006
*#
*
*
*
*
*
*#
*
*
*#
*
*
*#
*
*
*
*
*
*
*
*#
*
*#
#
*
*#
*
*
*#
*
McMoran Exploration Co.
Meridian Resource Corp.
Mexco Energy Corp.
Miller Petroleum, Inc.
Mitcham Industries, Inc.
NATCO Group, Inc. Class A
National Coal Corp.
Natural Gas Services Group
Newpark Resources, Inc.
Ngas Resources, Inc.
Oil States International, Inc.
OMNI Energy Services Corp.
Pacific Ethanol, Inc.
Panhandle Royalty Co.
Parallel Petroleum Corp.
Parker Drilling Co.
Penn Virginia Corp.
Petrohawk Energy Corp.
Petroleum Development Corp.
PetroQuest Energy, Inc.
PHI, Inc.
Pioneer Drilling Co.
PowerSecure International, Inc.
Quest Resource Corp.
Rentech, Inc.
Royale Energy, Inc.
RPC, Inc.
Stone Energy Corp.
SulphCo, Inc.
Superior Well Services, Inc.
Swift Energy Corp.
Syntroleum Corp.
T-3 Energy Services, Inc.
87,664
271,200
300
569
32,100
56,100
66,200
38,389
291,400
43,818
159,653
58,300
132,960
12,965
121,600
356,300
121,100
124,273
49,133
154,700
39,700
157,200
51,200
53,091
430,300
11,645
333,300
71,463
195,500
53,863
96,600
158,726
1,250
1,191,354
629,184
1,545
119
619,851
2,801,634
198,600
649,158
1,631,840
312,422
6,737,357
461,153
1,537,018
317,513
2,151,104
2,775,577
4,833,101
1,881,493
1,966,794
1,726,452
1,205,292
1,911,552
692,224
481,004
1,002,599
43,785
4,596,207
2,354,706
1,339,175
1,162,902
3,595,452
303,167
38,662
64
*
*
*
*#
*#
*#
*
*#
*#
*
Teton Energy Corp.
TETRA Technologies, Inc.
TGC Industries, Inc.
Torch Offshore, Inc.
Toreador Resources Corp.
Transmeridian Exploration, Inc.
Trico Marine Services, Inc.
Tri-Valley Corp.
TXCO Resources, Inc.
Union Drilling, Inc.
50,786
158,500
53,551
30
53,518
288,400
48,019
75,510
129,034
31,592
$
257,485
3,168,415
498,024
—
551,771
585,452
1,577,904
556,509
1,256,791
454,925
USEC, Inc.
* VAALCO Energy, Inc.
* # Verenium Corp.
* # Warren Resources, Inc.
* # Westmoreland Coal Co.
* Westside Energy Corp.
* W-H Energy Services, Inc.
* Whiting Petroleum Corp.
World Fuel Services Corp.
Total Energy
282,131
183,200
155,730
124,600
28,200
54,600
98,000
119,660
95,100
3,777,734
718,144
856,515
1,472,772
583,740
161,070
6,228,880
4,446,566
3,666,105
218,940,491
Financials — (11.3%)
* 1st Constitution Bancorp
1st Independence Financial Group, Inc.
1st Source Corp.
# 21st Century Holding Co.
21st Century Insurance Group
Abigail Adams National Bancorp, Inc.
Access National Corp.
* Accredited Home Lenders Holding Co.
Advance America Cash Advance Centers, Inc.
Advanta Corp. Class A
Advanta Corp. Class B
Affirmative Insurance Holdings, Inc.
* # Agility Capital, Inc.
Alabama National Bancorporation
Alfa Corp.
Alliance Financial Corp.
* AmComp, Inc.
Amcore Financial, Inc.
Ameriana Bancorp
American Bancorp of New Jersey, Inc.
* # American Business Financial Services, Inc.
American Equity Investment Life Holding Co.
* American Independence Corp.
American National Bankshares, Inc.
* American Physicians Capital, Inc.
American Physicians Services Group, Inc.
American River Bankshares
* American Spectrum Realty, Inc.
American West Bancorporation
# Ameris Bancorp
579
3,373
67,774
25,050
254,332
1,563
10,571
63,556
183,700
47,245
97,111
13,878
500
68,751
268,519
1,575
25,300
79,165
2,912
26,300
253
175,900
8,100
2,255
33,900
100
15,897
100
50,006
40,924
9,241
53,479
1,593,367
351,702
5,597,847
21,569
89,114
575,182
2,305,435
1,094,667
2,542,366
176,806
5
3,627,303
4,779,638
41,249
241,109
2,120,039
27,664
291,930
3
1,795,939
85,131
49,294
1,346,508
1,835
365,631
1,960
938,113
808,658
65
*
Amerisafe, Inc.
42,729
$
702,892
*
#
*
#
*
#
*
#
*
#
#
#
*
*
*
*
#
*
#
#
#
AmeriServe Financial, Inc.
Anchor Bancorp Wisconsin, Inc.
Argo Group International Holdings, Ltd.
Arrow Financial Corp.
ASB Financial Corp.
Asset Acceptance Capital Corp.
ASTA Funding, Inc.
Atlantic American Corp.
Atlantic Coast Federal Corp.
Baldwin & Lyons, Inc. Class B
BancFirst Corp.
Bancinsurance Corp.
Bancorp Rhode Island, Inc.
BancTrust Financial Group, Inc.
Bank of Commerce Holdings
Bank of Florida Corp.
Bank of Granite Corp.
Bank of the Ozarks, Inc.
BankAtlantic Bancorp, Inc. Class A
BankFinancial Corp.
BankUnited Financial Corp. Class A
Banner Corp.
Bar Harbor Bankshares
BCB Bancorp, Inc.
Beach First National Bancshares, Inc.
Benjamin Franklin Bancorp, Inc.
Berkshire Hills Bancorp, Inc.
Beverly Hills Bancorp, Inc.
BFC Financial Corp.
BNCCORP, Inc.
BNS Holding, Inc.
Boston Private Financial Holdings, Inc.
Brooke Corp.
Brookline Bancorp, Inc.
Bryn Mawr Bank Corp.
C&F Financial Corp.
CabelTel International Corp.
Cadence Financial Corp.
California First National Bancorp
Camco Financial Corp.
Camden National Corp.
Capital Bank Corp.
Capital City Bank Group, Inc.
Capital Corp. of the West
Capital Southwest Corp.
Capitol Bancorp, Ltd.
Cardinal Financial Corp.
Carver Bancorp, Inc.
Cash America International, Inc.
60,295
72,992
67,823
25,275
900
116,344
46,100
21,640
14,375
27,925
50,953
5,600
5,600
784
4,954
27,428
53,488
55,900
171,885
78,368
109,875
41,043
1,300
600
6,917
200
28,553
66,237
74,538
3,900
4,020
122,300
27,753
202,419
6,357
715
674
700
11,500
9,161
21,734
1,960
27,938
33,719
1,200
53,874
80,487
1,000
99,190
205,003
1,922,609
2,765,822
570,204
17,100
1,315,851
1,697,402
65,353
201,537
765,145
2,297,471
34,160
220,808
12,575
52,463
425,134
740,809
1,709,981
1,424,927
1,221,757
1,878,862
1,322,405
39,000
9,225
126,235
2,676
846,025
410,007
234,795
68,250
52,260
3,320,445
294,459
2,532,262
143,795
30,573
1,955
12,257
156,170
121,383
791,118
29,400
872,504
650,440
168,540
1,357,086
750,139
15,000
3,576,791
*#
Cash Systems, Inc.
Cathay General Bancorp
60,252
122,639
378,985
3,986,994
66
*#
#
*
#
*#
*
*
#
#
#
#
*
#
*
#
*
Centennial Bank Holdings, Inc.
Center Bancorp, Inc.
Center Financial Corp.
Centerstate Banks of Florida, Inc.
Central Bancorp, Inc.
Central Pacific Financial Corp.
Central Virginia Bankshares, Inc.
Centrue Financial Corp.
Century Bancorp, Inc. Class A
CFS Bancorp, Inc.
Charter Financial Corp.
Chemical Financial Corp.
Chittenden Corp.
Citizens Community Bancorp, Inc.
Citizens First Bancorp, Inc.
Citizens First Corp.
Citizens Republic Bancorp, Inc.
Citizens South Banking Corp.
Citizens, Inc.
City Holding Co.
Clayton Holdings, Inc.
CNA Surety Corp.
CNB Financial Corp.
CoBiz, Inc.
Codorus Valley Bancorp, Inc.
Cohen & Steers, Inc.
Colony Bankcorp, Inc.
Columbia Banking System, Inc.
Comm Bancorp, Inc.
Commercial National Financial Corp.
Commonwealth Bankshares, Inc.
Community Bancorp
Community Bank System, Inc.
Community Banks, Inc.
Community Bankshares, Inc.
Community Central Bank Corp.
Community Trust Bancorp, Inc.
Community West Bancshares
CompuCredit Corp.
Consolidated-Tokoma Land Co.
Consumer Portfolio Services, Inc.
96,198
43,474
52,238
6,148
1,600
101,900
3,032
1,076
1,000
26,720
23,869
82,063
150,442
100
26,377
400
240,549
16,429
133,560
57,930
13,000
141,931
3,800
45,375
731
124,600
9,272
53,787
532
3,500
1,998
8,948
96,994
24,364
610
1,764
50,694
6,650
163,060
17,621
71,168
$
647,413
517,775
827,972
101,135
38,400
3,242,458
55,940
20,756
20,500
381,829
1,103,464
2,077,835
5,232,373
900
513,296
5,026
4,240,879
208,648
1,007,042
2,142,251
110,500
2,549,081
52,630
828,547
13,304
4,140,458
168,287
1,641,041
26,424
56,910
40,260
220,300
1,950,549
715,327
8,967
14,412
1,622,715
81,329
3,460,133
1,211,091
391,424
#
*
*
#
#
*
#
Cooperative Bankshares, Inc.
Corus Bankshares, Inc.
Cowen Group, Inc.
Cowlitz Bancorporation
Crawford & Co. Class A
Crawford & Co. Class B
CVB Financial Corp.
Dearborn Bancorp, Inc.
Delphi Financial Group, Inc. Class A
Delta Financial Corp.
Dime Community Bancshares
5,911
159,288
53,899
1,870
27,800
26,455
264,575
11,355
107,875
77,300
120,203
98,595
2,128,088
688,829
24,572
153,178
170,106
3,151,088
145,344
4,347,362
419,739
1,638,367
67
*#
*
*#
*
#
*
*
#
#
*
*
*#
#
*
#
*
Dollar Financial Corp.
Donegal Group, Inc. Class A
Donegal Group, Inc. Class B
East West Bancorp, Inc.
ECB Bancorp, Inc.
EMC Insurance Group, Inc.
Empire Financial Holding Co.
Encore Capital Group, Inc.
Enstar Group, Ltd.
Enterprise Financial Services Corp.
Epoch Holding Corp.
ESB Financial Corp.
Evans Bancorp, Inc.
EZCORP, Inc. Class A
F.N.B. Corp.
FBL Financial Group, Inc. Class A
Federal Agriculture Mortgage Corp. Class C
Federal Agriculture Mortgage Corp. Class A
Federal Trust Corp.
Fidelity Bancorp, Inc.
Fidelity Southern Corp.
Financial Federal Corp.
Financial Industries Corp.
Financial Institutions, Inc.
Firebrand Financial Group, Inc.
First Acceptance Corp.
First Albany Companies, Inc.
First Bancorp
First Bancshares, Inc.
First Bank of Delaware
First Busey Corp.
First Cash Financial Services, Inc.
55,153
63,459
5,080
135
600
46,160
1,972
71,500
411
37,404
8,000
13,862
214
30,900
201,620
93,470
29,300
800
1,293
296
8,700
91,800
11,882
12,934
8,100
152,247
40,488
47,865
145
6,667
68,843
107,462
$
1,322,569
953,789
92,761
4,833
15,192
1,128,612
2,603
786,500
52,415
843,834
104,240
143,333
4,233
376,053
3,423,508
3,657,481
955,180
18,160
6,142
4,739
121,452
2,800,818
71,292
252,730
1,053
1,280,397
55,469
935,761
2,359
16,768
1,356,207
2,301,836
#
#
#
#
*
*
*
First Charter Corp.
First Commonwealth Financial Corp.
First Community Bancorp
First Community Bancshares, Inc.
First Defiance Financial Corp.
First Federal Bancshares of Arkansas, Inc.
First Federal Bankshares, Inc.
First Financial Bancorp
First Financial Bankshares, Inc.
First Financial Corp.
First Financial Holdings, Inc.
First Financial Service Corp.
First Franklin Corp.
First Indiana Corp.
First Investors Financial Services Group, Inc.
First Keystone Financial, Inc.
First M&F Corp.
First Mariner Bancorp, Inc.
First Merchants Corp.
First Midwest Bancorp, Inc.
114,432
243,572
99,233
37,122
15,887
6,839
1,703
130,148
69,206
41,587
40,272
3,311
300
50,702
5,300
2,200
8,214
6,300
59,743
113,956
3,423,805
2,681,728
5,384,383
1,230,594
432,603
123,102
30,109
1,755,697
2,927,414
1,255,927
1,282,663
92,046
4,080
1,567,706
37,232
28,380
147,852
57,456
1,265,954
3,907,551
68
*
#
*
*
*#
#
*
*
*#
First Mutual Bancshares, Inc.
First National Lincoln Corp.
First Niagara Financial Group, Inc.
First PacTrust Bancorp, Inc.
First Place Financial Corp.
First Regional Bancorp
First Republic Bank
First Security Group, Inc.
First South Bancorp, Inc.
First State Bancorporation
First State Financial Corp.
First United Corp.
Firstbank Corp.
FirstCity Financial Corp.
FirstFed Financial Corp.
FirstMerit Corp.
Flagstar Bancorp, Inc.
Flushing Financial Corp.
FNB Corp.
FNB United Corp.
FPIC Insurance Group, Inc.
Franklin Bank Corp.
Franklin Credit Management Corp.
12,370
2,330
364,704
8,200
54,858
39,700
85,059
1,300
13,078
62,576
2,600
5,366
9,282
36,000
55,300
112,665
203,800
70,194
3,103
4,780
29,646
74,757
2,400
$
323,723
35,556
5,153,268
186,960
966,598
932,950
4,639,968
13,520
362,522
1,208,343
38,428
109,520
161,184
317,880
2,778,825
2,176,688
2,506,740
1,152,585
97,744
76,002
1,189,694
687,017
12,000
#
#
#
*
#
#
*
*
#
#
#
Frontier Financial Corp.
GAMCO Investors, Inc.
Gateway Financial Holdings, Inc.
GB&T Bancshares, Inc.
German American Bancorp, Inc.
Glacier Bancorp, Inc.
Gouverneur Bancorp, Inc.
Great American Financial Resources, Inc.
Great Lakes Bancorp, Inc.
Great Pee Dee Bancorp, Inc.
Great Southern Bancorp, Inc.
Greater Bay Bancorp
Greater Community Bancorp
Greene Bancshares, Inc.
Greenhill & Co., Inc.
Grubb & Ellis Co.
GS Financial Corp.
Guaranty Bancshares, Inc.
Guaranty Federal Bancshares, Inc.
Hallmark Financial Services, Inc.
Hancock Holding Co.
Hanmi Financial Corp.
Harleysville Group, Inc.
Harleysville National Corp.
Harrington West Financial Group, Inc.
Heartland Financial USA, Inc.
Hercules Technology Growth Capital, Inc.
Heritage Commerce Corp.
Heritage Financial Corp.
145,863
25,200
36,861
44,418
6,200
175,498
195
70,900
18,755
262
44,332
170,312
5,334
32,822
39,900
85,774
900
2,900
6,215
7,900
92,729
158,947
98,235
90,948
800
10,320
77,395
38,956
21,710
3,585,313
1,353,996
525,269
572,992
85,436
3,853,936
2,155
1,727,124
222,059
5,578
1,196,964
4,794,283
77,343
1,164,196
2,310,210
777,112
16,402
131,950
188,004
94,010
3,709,160
2,460,500
3,169,061
1,519,741
11,920
209,599
907,069
796,650
498,462
69
Heritage Financial Group
HF Financial Corp.
Hilb Rogal Hamilton Co.
Hingham Institution for Savings
HMN Financial, Inc.
Home Federal Bancorp
Home Federal Bancorp, Inc.
HopFed Bancorp, Inc.
Horace Mann Educators Corp.
Horizon Financial Corp.
IBERIABANK Corp.
IBT Bancorp, Inc.
Imperial Capital Bancorp, Inc.
Independence Holding Co.
200
6,435
118,400
709
6,897
4,936
900
2,100
131,938
40,867
38,757
4,700
13,700
7,616
$
2,686
106,499
5,529,280
21,376
204,841
133,272
12,465
32,550
2,551,681
848,399
1,944,439
86,480
474,020
151,178
*
*
*
*
#
*
*
*#
*#
#
#
#
#
*
*
*
Independent Bank Corp. MA
Independent Bank Corp. MI
Infinity Property & Casualty Corp.
Integra Bank Corp.
International Bancshares Corp.
International Securities Exchange Holdings, Inc.
Intervest Bancshares Corp.
Investment Technology Group, Inc.
Investors Bancorp, Inc.
Investors Capital Holdings, Ltd.
Investors Title Co.
Irwin Financial Corp.
James River Group, Inc.
Kennedy-Wilson, Inc.
Kentucky First Federal Bancorp
K-Fed Bancorp
KMG America Corp.
KNBT Bancorp, Inc.
Knight Capital Group, Inc.
LaBranche & Co., Inc.
Ladenburg Thalmann Financial Services, Inc.
Lakeland Bancorp, Inc.
Lakeland Financial Corp.
LandAmerica Financial Group, Inc.
Leesport Financial Corp.
Legacy Bancorp, Inc.
Lincoln Bancorp
LNB Bancorp, Inc.
LSB Corp.
Macatawa Bank Corp.
MAF Bancorp, Inc.
MainSource Financial Group, Inc.
MarketAxess Holdings, Inc.
Marlin Business Services, Inc.
MASSBANK Corp.
Mayflower Bancorp, Inc.
Mays (J.W.), Inc.
MB Financial, Inc.
47,323
69,824
62,246
55,738
37,111
26,200
23,100
120,100
46,421
100
1,985
96,600
3,454
8,400
1,150
9,100
29,150
86,984
284,723
110,100
24,769
36,231
37,876
59,200
3,437
10,719
1,800
2,559
5,762
51,715
107,023
52,030
65,725
40,333
7,200
700
200
119,093
1,393,662
817,639
2,580,719
1,061,252
854,295
1,739,680
592,284
4,860,447
659,178
485
81,385
1,028,790
115,018
318,780
11,356
124,852
111,936
1,279,535
3,912,094
692,529
52,263
465,568
882,132
3,279,088
64,719
153,067
28,350
37,285
92,768
734,870
5,746,065
912,606
1,145,587
668,318
243,216
8,050
4,575
4,193,265
70
#
*
MBT Financial Corp.
MCG Capital Corp.
Meadowbrook Insurance Group, Inc.
Medallion Financial Corp.
Mercantile Bancorp, Inc.
51,325
202,334
78,900
54,422
485
$
625,138
2,937,890
696,687
598,098
11,131
#
*#
#
*
*
#
#
#
*
*
*
*
*
#
*
*#
#
#
Mercantile Bank Corp.
Mercer Insurance Group, Inc.
Merchants Bancshares, Inc.
Meta Financial Group, Inc.
MetroCorp Bancshares, Inc.
MFB Corp.
MicroFinancial, Inc.
Mid Penn Bancorp, Inc.
Midland Co.
MidSouth Bancorp, Inc.
Midwest Banc Holdings, Inc.
MidWestOne Financial Group, Inc.
Monroe Bancorp
Move, Inc.
MutualFirst Financial, Inc.
Nara Bancorp, Inc.
National Interstate Corp.
National Penn Bancshares, Inc.
National Western Life Insurance Co. Class A
Navidec Financial, Inc.
Navigators Group, Inc.
NBT Bancorp, Inc.
Nelnet, Inc. Class A
NetBank, Inc.
New England Bancshares, Inc.
New Hampshire Thrift Bancshares, Inc.
New Westfield Financial, Inc.
NewAlliance Bancshares, Inc.
NewBridge Bancorp
Newtek Business Services, Inc.
NexCen Brands, Inc.
Nexity Financial Corp.
North Central Bancshares, Inc.
North Valley Bancorp
Northeast Bancorp
Northeast Community Bancorp, Inc.
Northrim BanCorp, Inc.
Northway Financial, Inc.
Northwest Bancorp, Inc.
NYMAGIC, Inc.
Oak Hill Financial, Inc.
Ocean Shore Holding Co.
OceanFirst Financial Corp.
Ocwen Financial Corp.
Ohio Valley Banc Corp.
Old National Bancorp
Old Second Bancorp, Inc.
20,345
19,900
21,481
3,602
14,701
1,300
23,300
210
20,773
2,027
75,220
296
1,200
525,537
2,484
84,511
14,902
158,936
1,100
644
55,784
110,699
45,000
55,733
1,499
1,100
8,537
161,728
9,995
87,488
168,203
500
1,700
2,455
900
5,300
13,223
2,500
166,805
27,756
16,720
402
38,580
207,534
2,100
221,900
34,573
456,542
356,210
519,625
143,360
251,387
39,442
140,965
5,302
1,137,737
49,560
1,125,291
4,958
22,500
1,576,611
42,886
1,338,654
488,488
2,821,114
284,900
—
3,023,493
2,428,736
794,700
6,131
18,003
17,160
86,309
2,411,364
125,637
141,731
1,148,826
4,125
66,300
51,825
15,165
55,120
338,905
90,000
4,864,034
834,345
526,847
4,502
677,465
1,946,669
53,550
3,523,772
1,028,201
71
#
#
*
*
*
#
*
*#
*
*
*
*#
*
*
#
#
*#
#
#
Omega Financial Corp.
optionsXpress Holding, Inc.
PAB Bankshares, Inc.
Pacific Capital Bancorp
Pacific Continental Corp.
Pacific Mercantile Bancorp
Pacific Premier Bancorp, Inc.
Pacific State Bancorp
Pamrapo Bancorp, Inc.
Park Bancorp, Inc.
Parkvale Financial Corp.
Partners Trust Financial Group, Inc.
Patriot Capital Funding, Inc.
Patriot National Bancorp
PAULA Financial
Peapack-Gladstone Financial Corp.
Pelican Financial, Inc. Escrow Shares
Penn Treaty American Corp.
Penns Woods Bancorp, Inc.
Pennsylvania Commerce Bancorp, Inc.
Peoples Bancorp of North Carolina
Peoples Bancorp, Inc.
Peoples Bancorp, Inc. IN
PFF Bancorp, Inc.
Pico Holdings, Inc.
Pinnacle Bancshares, Inc.
Pinnacle Financial Partners, Inc.
Piper Jaffray Companies, Inc.
PMA Capital Corp. Class A
Portfolio Recovery Associates, Inc.
Premier Financial Bancorp, Inc.
Presidential Life Corp.
Princeton National Bancorp, Inc.
PrivateBancorp, Inc.
ProAssurance Corp.
ProCentury Corp.
Prosperity Bancshares, Inc.
Providence Community Bancshares, Inc.
Provident Bankshares Corp.
Provident Financial Holdings, Inc.
Provident Financial Services, Inc.
Provident New York Bancorp
Pulaski Financial Corp.
QC Holdings, Inc.
Rainier Pacific Financial Group, Inc.
40,667
127,392
5,098
153,027
11,936
29,820
5,305
2,400
8,401
1,650
6,304
141,789
12,395
600
5,900
9,350
300
73,100
2,286
8,846
3,281
32,418
555
83,800
74,910
35
46,735
51,200
102,408
51,805
5,300
75,492
1,801
68,071
90,550
42,890
141,511
400
104,193
20,425
215,753
141,347
26,061
20,647
20,466
$
1,074,015
2,996,260
85,442
3,859,341
182,621
521,552
55,968
40,800
151,302
50,374
185,968
1,721,318
168,200
12,012
15,340
244,035
—
396,202
74,638
241,142
56,597
853,566
10,539
1,468,176
3,296,040
509
1,336,621
2,629,632
1,029,200
2,660,705
74,253
1,306,012
51,292
2,279,017
4,761,119
608,180
4,778,826
7,902
3,219,564
474,268
3,624,650
1,952,002
365,896
298,349
330,731
#
*
#
*
Renasant Corp.
Republic Bancorp, Inc. Class A
Republic First Bancorp, Inc.
Resource America, Inc.
Rewards Network, Inc.
Riverview Bancorp, Inc.
RLI Corp.
46,560
61,017
12,871
56,953
86,970
36,783
79,100
931,200
927,458
104,513
867,964
352,228
549,170
4,757,865
72
*
#
#
#
#
*
*
#
#
#
#
#
*
*
*
#
#
Rockville Financial, Inc.
Rome Bancorp, Inc.
Royal Bancshares of Pennsylvania, Inc. Class A
RTW, Inc.
Rurban Financial Corp.
S&T Bancorp, Inc.
S.Y. Bancorp, Inc.
Salisbury Bancorp, Inc.
Sanders Morris Harris Group, Inc.
Sandy Spring Bancorp, Inc.
SCBT Financial Corp.
SCPIE Holdings, Inc.
Seabright Insurance Holdings
Seacoast Banking Corp. of Florida
Security Bank Corp.
Selective Insurance Group, Inc.
Shore Financial Corp.
Siebert Financial Corp.
Sierra Bancorp
Simmons First National Corp. Class A
South Financial Group, Inc.
South Street Financial Corp.
Southcoast Financial Corp.
Southern Banc Co., Inc.
Southern Community Financial Corp.
Southern Connecticut Bancorp, Inc.
Southern First Bancshares, Inc.
Southside Bancshares, Inc.
Southwest Bancorp, Inc.
Southwest Georgia Financial Corp.
State Auto Financial Corp.
State Bancorp, Inc.
Sterling Bancorp
Sterling Bancshares, Inc.
Sterling Financial Corp.
Sterling Financial Corp. (PA)
4,026
17,100
4,731
13,050
790
82,081
45,300
152
56,639
50,850
12,349
11,511
51,000
57,653
35,162
185,822
400
21,700
30,707
45,938
15,500
400
7,456
200
16,800
300
4,645
20,705
47,576
300
133,112
37,860
58,743
233,382
160,307
95,543
$
58,176
203,832
99,871
108,315
10,033
2,890,072
1,200,903
5,145
560,160
1,593,130
440,365
224,464
878,730
1,010,657
484,181
3,920,844
5,158
78,337
884,362
1,248,595
355,725
2,900
128,914
2,600
127,344
2,205
86,211
436,875
1,015,272
5,763
3,982,711
617,118
868,222
2,667,556
4,083,019
1,672,958
*#
*
*#
*
*#
*#
*#
Stewart Information Services Corp.
Stifel Financial Corp.
Stratus Properties, Inc.
Suffolk Bancorp
Sun American Bancorp
Sun Bancorp, Inc.
Superior Bancorp
Susquehanna Bancshares, Inc.
Sussex Bancorp
SVB Financial Group
SWS Group, Inc.
Synergy Financial Group, Inc.
Taylor Capital Group, Inc.
Team Financial, Inc.
Teche Holding Co.
Tejon Ranch Co.
53,900
48,300
13,435
33,188
2,560
69,867
109,430
164,191
600
108,727
88,707
19,338
35,143
2,751
700
54,400
1,997,534
2,614,962
441,340
1,049,405
17,920
1,164,683
1,028,642
3,227,995
7,929
5,410,256
1,573,662
271,506
1,052,181
42,503
29,225
2,251,072
73
#
*
*
#
*
#
*
*
#
*
*#
*#
#
*
Temecula Valley Bancorp, Inc.
Texas Capital Bancshares, Inc.
TF Financial Corp.
The Bancorp, Inc.
The Colonial BancGroup, Inc.
The Intergroup Corp.
The Phoenix Companies, Inc.
The Savannah Bancorp, Inc.
The Wilber Corp.
Thomas Weisel Partners Group, Inc.
TIB Financial Corp.
Tidelands Bancshares, Inc.
TierOne Corp.
Timberland Bancorp, Inc.
Tompkins County Trustco, Inc.
Tower Financial Corp.
Tower Group, Inc.
Tradestation Group, Inc.
Trenwick Group, Ltd.
Triad Guaranty, Inc.
Trico Bancshares
TrustCo Bank Corp. NY
Trustmark Corp.
UCBH Holdings, Inc.
UMB Financial Corp.
Umpqua Holdings Corp.
Unico American Corp.
30,641
11,300
2,900
44,641
7,159
1,960
256,500
925
3,866
5,000
6,425
500
55,312
25,754
10,338
2,600
53,156
135,987
11,975
45,214
49,800
227,704
27,700
145,219
136,601
183,126
12,100
$
507,415
246,566
78,358
905,319
151,914
35,750
3,552,525
22,662
36,630
67,900
70,418
6,875
1,240,095
409,746
399,047
36,400
1,334,747
1,505,376
10
756,430
1,115,520
2,545,731
782,248
2,413,540
6,051,424
3,973,834
144,111
#
*
*
#
*
#
#
*
#
*#
#
*#
Union Bankshares Corp.
Union Bankshares, Inc.
United America Indemnity, Ltd.
United Bancshares, Inc.
United Bankshares, Inc.
United Capital Corp.
United Community Banks, Inc.
United Community Financial Corp.
United Financial Bancorp, Inc.
United Fire & Casualty Co.
United PanAm Financial Corp.
United Security Bancshares CA
United Western Bancorp, Inc.
Unity Bancorp, Inc.
Universal American Financial Corp.
Univest Corporation of Pennsylvania
USB Holding Co., Inc.
Vesta Insurance Group, Inc.
Vineyard National Bancorp Co.
Virginia Commerce Bancorp, Inc.
Virginia Financial Group, Inc.
Wainwright Bank & Trust Co.
Washington Banking Co.
Washington Savings Bank, F.S.B.
Washington Trust Bancorp, Inc.
41,152
708
22,943
300
128,101
10,750
144,012
93,972
17,124
89,286
52,952
13,126
7,431
6,755
172,152
40,352
70,414
800
35,043
77,310
5,558
105
22,382
3,500
43,657
954,726
14,351
496,487
4,467
4,009,561
284,337
3,498,051
694,453
220,043
3,391,975
463,860
249,394
162,739
79,371
3,573,876
941,009
1,641,372
1
643,740
1,132,592
112,216
1,334
353,188
23,660
1,132,463
74
Wayne Savings Bancshares, Inc.
Wesbanco, Inc.
# West Bancorporation
West Coast Bancorp
# Westamerica Bancorporation
* # Western Alliance Bancorp
Westwood Holdings Group, Inc.
Willow Financial Bancorp, Inc.
Wilshire Bancorp, Inc.
* Wilshire Enterprises, Inc.
Wintrust Financial Corp.
* World Acceptance Corp.
WVS Financial Corp.
Yardville National Bancorp
Zenith National Insurance Corp.
* # ZipRealty, Inc.
Total Financials
1,800
67,561
54,458
50,495
97,757
93,397
11,052
48,586
88,750
7,207
79,319
63,709
100
37,783
92,700
11,448
$
23,742
1,805,906
830,485
1,384,573
4,746,102
2,508,643
314,761
603,438
1,000,213
31,711
3,421,822
1,975,616
1,640
1,291,801
3,996,297
85,288
521,637,754
Health Care — (12.2%)
* A.D.A.M., Inc.
* Abaxis, Inc.
* # Abiomed, Inc.
* # Acadia Pharmaceuticals, Inc.
* Accelr8 Technology Corp.
* Accelrys, Inc.
* # Access Pharmaceuticals, Inc.
* # Acusphere, Inc.
* # Adams Respiratory Therapeutics, Inc.
* # Adolor Corp.
* Advanced Life Sciences Holdings, Inc.
* # Advanced Medical Optics, Inc.
* # ADVENTRX Pharmaceuticals, Inc.
* # Affymetrix, Inc.
* Air Methods Corp.
* # Akorn, Inc.
* # Aksys, Ltd.
* Albany Molecular Research, Inc.
* # Alexion Pharmaceuticals, Inc.
* # Align Technology, Inc.
* Alkermes, Inc.
* Alliance Imaging, Inc.
* Allied Healthcare International, Inc.
* Allied Healthcare Products, Inc.
* Allion Healthcare, Inc.
* # Allos Therapeutics, Inc.
* # Allscripts Healthcare Solutions, Inc.
* Almost Family, Inc.
* # Alnylam Pharmaceuticals, Inc.
Alpharma, Inc. Class A
* Alteon, Inc.
* Amag Pharmaceuticals, Inc.
* Amedisys, Inc.
700
69,770
89,280
120,004
880
88,298
5,300
73,430
82,173
135,100
96,300
36,000
215,300
161,699
39,670
254,643
78,570
112,381
119,313
219,710
335,639
166,500
143,807
7,100
20,035
219,703
186,202
3,200
123,505
144,084
1,136
47,224
86,234
5,348
1,356,329
1,099,037
1,726,858
1,914
535,969
18,285
95,459
3,168,591
505,274
170,451
1,034,640
445,671
3,664,099
1,572,122
1,935,287
1,827
1,643,010
7,214,857
4,994,008
5,655,517
1,466,865
297,680
43,417
127,823
1,036,998
4,210,027
49,728
2,886,312
3,299,524
4,851
2,580,792
3,257,921
75
*
*
*
*
*#
*
*
*
America Services Group, Inc.
American Caresource Holding, Inc.
American Claims Evaluation, Inc.
American Dental Partners, Inc.
American Medical Systems Holdings, Inc.
American Shared Hospital Services
AMERIGROUP Corp.
AMICAS, Inc.
AMN Healthcare Services, Inc.
32,758
367
1,000
42,292
240,036
9,444
174,600
140,571
115,700
$
377,045
789
1,000
1,012,893
4,416,662
39,665
5,529,582
454,044
2,062,931
*
*
*
*
*
*#
*#
*#
*
*#
*
*
*
*#
*#
*#
*
*
#
*
*#
*#
*
*
*
*#
*#
*
*#
*
*
*
*
*
*#
*
*#
*#
*
*#
*#
Amsurg Corp.
Analogic Corp.
Anesiva, Inc.
Angeion Corp.
AngioDynamics, Inc.
Anika Therapeutics, Inc.
Antigenics, Inc.
AP Pharma, Inc.
Aphton Corp.
Applera Corp. - Celera Group
Apria Healthcare Group, Inc.
Aradigm Corp.
Arcadia Resources, Inc.
Ardea Biosciences, Inc.
Arena Pharmaceuticals, Inc.
Ariad Pharmaceuticals, Inc.
Arqule, Inc.
Array BioPharma, Inc.
Arrhythmia Research Technology, Inc.
Arrow International, Inc.
Arthrocare Corp.
Aspect Medical Systems, Inc.
AtheroGenics, Inc.
AtriCure, Inc.
Atrion Corp.
ATS Medical, Inc.
Auxilium Pharmaceuticals, Inc.
Avalon Pharmaceuticals, Inc.
AVANIR Pharmaceuticals Class A
Avant Immunotherapeutics, Inc.
AVI BioPharma, Inc.
Avigen, Inc.
AXM Pharma, Inc.
Barrier Therapeutics, Inc.
Bentley Pharmaceuticals, Inc.
Bioanalytical Systems, Inc.
BioCryst Pharmaceuticals, Inc.
Bio-Imaging Technologies, Inc.
BioLase Technology, Inc.
BioMarin Pharmaceutical, Inc.
Bio-Rad Laboratories, Inc. Class A
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
100,213
46,600
49,989
215
37,214
36,371
151,413
10,905
87,688
185,900
144,600
13,657
127,043
18,400
190,916
222,468
119,512
133,303
9,000
150,439
84,710
74,476
126,200
4,974
5,249
93,197
50,702
20,758
102,225
203,834
171,600
97,151
26,400
97,683
66,760
5,717
94,636
37,620
78,108
318,882
13,300
45,386
76,056
76
2,364,025
3,218,196
325,428
1,662
724,184
663,043
375,504
23,010
88
2,448,303
3,850,698
15,842
82,578
131,560
2,558,274
1,105,666
979,998
1,512,989
114,210
6,789,312
4,745,454
936,908
345,788
52,277
595,762
143,523
983,619
128,077
220,806
107,013
447,876
500,328
3,036
657,407
819,813
38,618
1,054,245
244,906
540,507
6,849,585
1,121,456
1,316,194
441,125
*
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*
*#
*#
*#
*
*#
*
*#
*#
*
*#
*
*
*#
*
*
*#
*#
*#
*#
*#
BioScrip, Inc.
BioSphere Medical, Inc.
BioTime, Inc.
Bovie Medical Corp.
Bradley Pharmaceuticals, Inc.
Bruker BioSciences Corp.
BSD Medical Corp.
Caliper Life Sciences, Inc.
Cambrex Corp.
Candela Corp.
Cantel Medical Corp.
Capital Senior Living Corp.
Caraco Pharmaceutical Laboratories, Ltd.
Cardiac Science Corp.
CardioDynamics International Corp.
Cardiotech International, Inc.
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cellegy Pharmaceuticals, Inc.
Centene Corp.
Cepheid, Inc.
Cerus Corp.
Chad Therapeutics, Inc.
Chemed Corp.
Cholestech Corp.
Clarient, Inc.
Clinical Data, Inc.
Coley Pharmaceutical Group, Inc.
Collagenex Pharmaceuticals, Inc.
Columbia Laboratories, Inc.
Combimatrix Corp.
Combinatorx, Inc.
Computer Programs & Systems, Inc.
Conceptus, Inc.
Conmed Corp.
Corcept Therapeutics, Inc.
Cortex Pharmaceuticals, Inc.
Corvel Corp.
Critical Therapeutics, Inc.
Criticare Systems, Inc.
Cross Country Healthcare, Inc.
CryoCor, Inc.
CryoLife, Inc.
Cubist Pharmaceuticals, Inc.
CuraGen Corp.
Curative Health Services, Inc.
Curis, Inc.
Cutera, Inc.
CV Therapeutics, Inc.
125,367
59,453
4,200
50,292
52,951
351,219
70,246
157,274
94,280
77,210
51,760
87,910
87,733
65,213
120,402
56,263
220,926
41,425
3,220
145,100
183,606
95,100
9,500
88,900
51,776
19,800
18,055
6,964
71,043
156,151
7,513
96,373
33,600
98,036
90,554
64,406
125,600
46,950
92,903
36,480
103,557
30,686
83,400
183,900
182,631
37,800
128,359
45,100
184,105
$
728,382
309,156
1,344
339,471
1,035,722
2,507,704
488,210
863,434
1,175,672
557,456
797,104
712,071
1,297,571
613,654
50,569
69,203
835,100
158,244
229
2,932,471
3,429,760
658,092
8,930
5,515,356
1,071,245
36,828
469,430
23,956
910,771
327,917
40,495
644,735
892,752
1,715,630
2,630,594
206,743
238,640
1,177,037
187,664
127,680
1,767,718
120,903
769,782
4,207,632
215,505
—
128,359
1,004,377
1,778,454
*#
*
*
Cyberonics, Inc.
Cyclacel Pharmaceuticals, Inc.
Cynosure, Inc. Class A
85,336
63,877
18,400
1,287,720
338,548
577,392
77
*
*#
*
*#
*#
*
*
*#
*#
*
*
*
*
*#
*
*
*#
*
*#
*
*#
*
*#
*#
*#
*
*#
*
*#
*
*
*#
*#
*#
*
*#
*
*
*
Cypress Bioscience, Inc.
Cytogen Corp.
Cytomedix, Inc.
Cytori Therapeutics, Inc.
CytRx Corp.
Datascope Corp.
Daxor Corp.
Del Global Technologies Corp.
Dendreon Corp.
DepoMed, Inc.
Dexcom, Inc.
Dialysis Corporation of America
Digirad Corp.
Dionex Corp.
Discovery Laboratories, Inc.
DJO, Inc.
DOV Pharmaceutical, Inc.
Durect Corp.
DUSA Pharmaceuticals, Inc.
Dyadic International, Inc.
Dyax Corp.
Dynacq Healthcare, Inc.
Dynavax Technologies Corp.
Eclipsys Corp.
Elite Pharmaceuticals, Inc.
Emageon, Inc.
Emeritus Corp.
Emisphere Technologies, Inc.
Encision, Inc.
Encysive Pharmaceuticals, Inc.
Endocare, Inc.
Endologix, Inc.
Entremed, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EP Medsystems, Inc.
Epicept Corp.
EPIX Pharmaceuticals, Inc.
eResearch Technology, Inc.
Escalon Medical Corp.
107,763
95,900
31,300
47,285
1,700
50,821
7,389
21,254
280,279
116,834
15,465
2,484
27,800
63,715
277,248
78,200
63,528
231,216
63,010
33,800
160,730
21,100
128,692
50,200
66,400
39,006
70,651
85,242
2,013
183,698
8,166
149,285
176,100
122,304
136,600
14,200
12,901
108,783
195,128
3,100
$
1,428,937
91,105
34,430
244,936
6,154
1,695,389
126,721
53,348
2,228,218
212,638
142,278
24,666
86,458
4,614,877
640,443
3,806,776
14,611
1,172,265
134,841
162,139
625,240
135,040
512,194
1,159,118
159,360
335,062
1,918,175
351,197
5,979
338,004
64,511
532,947
190,188
2,202,695
1,107,826
18,957
21,158
478,645
2,122,993
22,289
*
*#
*
*
*
*
*#
*#
*#
*
*#
*#
etrials Worldwide, Inc.
ev3, Inc.
Exact Sciences Corp.
Exactech, Inc.
Exelixis, Inc.
E-Z-EM, Inc.
Farville, Inc.
Five Star Quality Care, Inc.
Genaera Corp.
Gene Logic, Inc.
Genitope Corp.
Genomic Health, Inc.
41,371
202,532
88,468
33,697
322,421
37,462
6,310
105,700
3,716
83,372
118,400
12,960
180,791
3,100,765
253,903
541,174
3,627,236
556,311
20,129
838,201
10,516
106,716
413,216
263,347
78
*#
*
*#
*#
*
*
*#
*
*
*#
*
*
*
*
*#
*
*
*
*#
*#
*
*#
*
*
*#
*
*
*
*#
*#
Genta, Inc.
Gentiva Health Services, Inc.
GenVec, Inc.
Geron Corp.
Greatbatch, Inc.
GTC Biotherapeutics, Inc.
GTx, Inc.
Haemonetics Corp.
Halozyme Therapeutics, Inc.
Hana Biosciences, Inc.
Hanger Orthopedic Group, Inc.
Harvard Bioscience, Inc.
HealthAxis, Inc.
HealthExtras, Inc.
HEALTHSOUTH Corp.
Healthspring, Inc.
HealthStream, Inc.
HealthTronics, Inc.
Healthways, Inc.
Hemispherx Biopharma, Inc.
HemoSense, Inc.
Hi-Tech Pharmacal Co., Inc.
HMS Holdings Corp.
Hollis-Eden Pharmaceuticals, Inc.
Hooper Holmes, Inc.
Human Genome Sciences, Inc.
Icagen, Inc.
ICU Medical, Inc.
Idera Pharmaceuticals, Inc.
IDM Pharma, Inc.
I-Flow Corp.
47,345
91,363
249,689
243,109
73,800
57,064
61,932
88,147
107,600
6,900
55,252
101,036
750
140,010
39,100
37,800
71,272
110,536
116,500
177,300
8,200
37,725
78,134
76,053
223,694
416,108
6,400
47,350
68,708
19,739
78,400
$
40,243
1,894,869
586,769
1,747,954
2,214,000
58,205
990,912
4,375,617
947,956
10,971
581,804
464,766
1,305
3,935,681
713,966
706,482
228,070
526,151
5,801,700
203,895
106,190
430,065
1,840,056
117,882
498,838
3,832,355
11,904
1,790,304
587,453
33,162
1,408,848
*#
*
*
*#
*#
*#
*#
*
*
*
*
*#
*
*
*#
*
*
*#
*#
*
*
Illumina, Inc.
Immtech International, Inc.
Immucor, Inc.
Immunicon Corp.
ImmunoGen, Inc.
Immunomedics, Inc.
IMPATH Bankruptcy Liquidating Trust
IMPATH, Inc.
Impax Laboratories, Inc.
Implant Sciences Corp.
Incyte Corp.
Indevus Pharmaceuticals, Inc.
Infinity Pharmaceuticals, Inc.
Inhibitex, Inc.
Inovio Biomedical Corp.
Insite Vision, Inc.
Insmed, Inc.
Inspire Pharmaceuticals, Inc.
Integra LifeSciences Holdings
IntegraMed America, Inc.
Interleukin Genetics, Inc.
125,451
47,217
159,773
84,063
138,953
210,300
21,200
21,600
144,644
37,100
280,215
239,390
60,884
31,500
123,690
17,700
149,618
140,875
91,258
25,260
43,633
6,058,029
339,962
5,328,430
95,832
621,120
439,527
24,380
—
1,511,530
79,765
1,636,456
1,625,458
666,071
41,265
253,565
19,293
92,913
779,039
4,432,401
262,451
58,905
79
*#
*#
*#
*
*#
*
*
*#
*#
*#
*#
*
*#
*#
*
*#
*
*#
*
*
InterMune, Inc.
Interpharm Holdings, Inc.
Introgen Therapeutics, Inc.
Invacare Corp.
Inventiv Health, Inc.
Inverness Medical Innovations, Inc.
Iridex Corp.
IRIS International, Inc.
Isis Pharmaceuticals, Inc.
Isolagen, Inc.
Ista Pharmaceuticals, Inc.
I-Trax, Inc.
IVAX Diagnostics, Inc.
Javelin Pharmaceuticals, Inc.
Kendle International, Inc.
Kensey Nash Corp.
Keryx Biopharmaceuticals, Inc.
Kewaunee Scientific Corp.
Kindred Healthcare, Inc.
Kosan Biosciences, Inc.
K-V Pharmaceutical Co. Class A
K-V Pharmaceutical Co. Class B
114,500
59,000
136,893
94,400
97,677
7,161
24,549
60,424
280,413
114,700
87,445
133,411
16,300
132,900
48,303
38,402
135,550
2,737
137,178
141,449
123,648
19,875
$
2,263,665
74,930
550,310
2,187,248
3,873,870
344,731
94,023
1,126,908
3,460,296
290,191
618,236
426,915
13,692
709,686
1,891,545
915,120
1,363,633
42,150
2,718,868
735,535
3,379,300
539,606
*
*#
*
*
#
*
*#
*#
*
#
*
*#
*
*
*#
*#
*
*
*
*
*#
*
*
*
*
*
*
*
Kyphon, Inc.
La Jolla Pharmaceutical Co.
Landauer, Inc.
Langer, Inc.
Lannet Co., Inc.
LCA-Vision, Inc.
Lexicon Pharmaceuticals, Inc.
LHC Group, Inc.
Lifecell Corp.
Lifecore Biomedical, Inc.
Ligand Pharmaceuticals, Inc. Class B
Lipid Sciences, Inc.
Luminex Corp.
Magellan Health Services, Inc.
Magyar Bancorp, Inc.
Mannkind Corp.
Martek Biosciences Corp.
Matria Healthcare, Inc.
Matritech, Inc.
Matrixx Initiatives, Inc.
Maxygen, Inc.
Medarex, Inc.
MedCath Corp.
Medical Action Industries, Inc.
Medical Staffing Network Holdings, Inc.
MEDTOX Scientific, Inc.
Memory Pharmaceuticals Corp.
Memry Corp.
Merge Technologies, Inc.
Meridian Bioscience, Inc.
120,925
126,251
30,500
8,100
76,065
66,325
247,023
43,200
109,520
44,590
182,800
66,108
95,743
79,425
1,800
156,593
99,520
71,839
26,400
31,975
122,352
402,362
70,549
52,748
82,900
26,545
196,407
85,100
64,833
127,734
8,086,255
554,242
1,546,045
41,310
380,325
2,278,264
778,122
865,296
3,626,207
518,136
1,146,156
70,074
1,356,678
3,224,655
19,710
1,388,980
2,689,030
1,829,021
3,498
679,149
1,091,380
6,900,508
2,070,613
1,196,852
438,541
498,781
428,167
119,140
303,418
3,295,537
80
*
*
*
*
*
*#
*
*
*#
*#
*#
*
*#
*#
Merit Medical Systems, Inc.
Metabasis Therapeutics, Inc.
Metropolitan Health Networks, Inc.
MGI Pharma, Inc.
MicroIslet, Inc.
Micromet, Inc.
Microtek Medical Holdings, Inc.
Micrus Endovascular Corp.
MiddleBrook Pharmaceuticals, Inc.
Milestone Scientific, Inc.
Minrad International, Inc.
Molina Healthcare, Inc.
Momenta Pharmaceuticals, Inc.
Monogram Biosciences, Inc.
89,376
98,117
158,500
258,324
22,200
52,496
128,816
36,798
95,301
17,200
160,886
88,400
75,247
306,035
$
1,095,750
293,370
332,850
6,088,697
11,322
108,667
785,778
876,528
202,991
36,980
754,555
3,010,020
797,618
514,139
*
*
*#
*#
*#
*#
*
#
*#
*#
*#
*
*#
*#
*
*#
*
*#
*#
*
*#
*
*
*#
*#
*#
*
*
*
*
*#
*#
*
*
*#
*
MTS Medication Technologies
MWI Veterinary Supply, Inc.
Myriad Genetics, Inc.
Nabi Biopharmaceuticals
Nanogen, Inc.
Nastech Pharmaceutical Co., Inc.
National Dentex Corp.
National Healthcare Corp.
National Home Health Care Corp.
National Medical Health Card Systems, Inc.
National Research Corp.
Natus Medical, Inc.
Nektar Therapeutics
Neogen Corp.
Neopharm, Inc.
Neose Technologies, Inc.
Nephros, Inc.
Neurobiological Technologies, Inc.
Neurocrine Biosciences, Inc.
Neurogen Corp.
Neurometric, Inc.
New Brunswick Scientific Co., Inc.
NitroMed, Inc.
NMT Medical, Inc.
North American Scientific, Inc.
Northfield Laboratories, Inc.
NovaMed, Inc.
Novavax, Inc.
Noven Pharmaceuticals, Inc.
Novoste Corp.
NPS Pharmaceuticals, Inc.
Nutraceutical International Corp.
Nutrition 21, Inc.
NuVasive, Inc.
Nuvelo, Inc.
NxStage Medical, Inc.
Occulogix, Inc.
Odyssey Healthcare, Inc.
19,992
27,730
133,345
205,150
118,210
68,033
5,617
39,708
6,965
17,249
12,685
71,600
254,783
30,104
84,817
138,743
1,275
2,700
150,400
128,649
35,430
24,830
124,359
40,499
38,650
81,485
74,467
193,671
82,608
6,450
148,720
36,381
500
114,852
157,981
69,053
12,200
112,500
218,912
1,052,908
5,861,846
726,231
118,210
941,577
98,635
2,088,244
86,993
183,012
317,252
1,152,044
2,104,508
958,210
78,880
215,052
1,160
2,322
1,499,488
635,526
275,291
281,572
281,051
301,313
36,331
135,265
366,378
635,241
1,260,598
15,480
632,060
547,170
600
3,663,779
344,399
857,638
10,370
1,100,250
81
*
*#
*#
*
*
Omnicell, Inc.
Onyx Pharmaceuticals, Inc.
OraSure Technologies, Inc.
Orchid Cellmark, Inc.
Orthologic Corp.
93,973
155,520
149,450
97,989
104,463
$
2,268,508
6,161,702
1,374,940
601,652
150,427
*#
*
*
*#
*#
*
*
*#
*
*
*
*
*#
*
*#
*
*#
*#
*
*
*
#
*
*#
*
*#
*#
*
*
*#
*
*
*
*
*
*
*
*#
*
*
*
*#
*
*
Oscient Pharmaceuticals Corp.
Osteotech, Inc.
Owens & Minor, Inc.
Oxigene, Inc.
Pain Therapeutics, Inc.
PainCare Holdings, Inc.
Palatin Technologies, Inc.
Palomar Medical Technologies, Inc.
Panacos Pharmaceuticals, Inc.
Par Pharmaceutical Companies, Inc.
Parexel International Corp.
PDI, Inc.
Pediatric Services of America, Inc.
Penwest Pharmaceuticals Co.
Perrigo Co.
Pharmacopia Drug Discovery, Inc.
Pharmacyclics, Inc.
Pharmanet Development Group, Inc.
Pharmanetics, Inc.
PharMerica Corp.
Pharmion Corp.
PhotoMedex, Inc.
Point Therapeutics, Inc.
PolyMedica Corp.
Possis Medical, Inc.
Pozen, Inc.
PRA International
Premier Laser Systems, Inc. Class A
Progenics Pharmaceuticals, Inc.
Prospect Medical Holdings, Inc.
Providence Service Corp.
ProxyMed, Inc.
PSS World Medical, Inc.
Psychemedics Corp.
Psychiatric Solutions, Inc.
Qiagen N.V.
QuadraMed Corp.
Questcor Pharmaceuticals, Inc.
Quidel Corp.
Quigley Corp.
Radiation Therapy Services, Inc.
RadNet, Inc.
Regeneration Technologies, Inc.
Regeneron Pharmaceuticals, Inc.
RegeneRx Biopharmaceuticals, Inc.
RehabCare Group, Inc.
Renovis, Inc.
37,249
58,139
134,500
94,030
143,022
134,100
186,562
60,394
153,237
116,500
92,762
43,559
22,180
70,000
290,947
25,150
66,201
59,718
100
50,210
103,840
124,544
660
73,149
55,754
95,067
12,500
3,400
85,200
18,500
37,453
40,279
218,300
16,225
86,686
112,561
141,411
25,400
104,835
25,142
75,900
28,500
95,740
205,237
16,060
56,500
92,800
111,375
422,671
5,366,550
302,777
1,341,546
25,466
124,810
1,902,411
442,855
2,608,435
3,989,694
448,222
359,981
864,500
6,025,512
138,577
147,628
1,719,878
1
890,223
4,258,478
112,090
33
3,786,924
602,701
949,719
364,375
10
1,965,564
106,375
1,125,837
116,406
4,165,164
287,020
3,195,246
1,915,788
381,810
14,478
1,780,098
110,876
1,716,858
256,500
1,036,864
3,993,912
28,587
919,255
295,104
82
*
*
*
*
*#
*#
*#
*
*#
*#
*#
*
*#
*#
*#
*#
*#
*#
*
*
*#
*#
*
*
*
*#
*
*#
*#
*#
*
*
*#
*
*
*
*#
*
*#
*#
*#
*
*
Repligen Corp.
Repros Therapeutics, Inc.
Res-Care, Inc.
Retractable Technologies, Inc.
Rigel Pharmaceuticals, Inc.
Rochester Medical Corp.
Rotech Healthcare, Inc.
Rural/Metro Corp.
Salix Pharmaceuticals, Ltd.
Sangamo BioSciences, Inc.
Santarus, Inc.
Savient Pharmaceuticals, Inc.
SciClone Pharmaceuticals, Inc.
Sciele Pharma, Inc.
SCOLR Pharma, Inc.
Seattle Genetics, Inc.
Senesco Technologies, Inc.
Senomyx, Inc.
Sequenom, Inc.
SeraCare Life Sciences, Inc.
Signalife, Inc.
Sirona Dental Systems, Inc.
Somanetics Corp.
Somaxon Pharmaceuticals, Inc.
Sonic Innovations, Inc.
SonoSite, Inc.
Sonus Pharmaceuticals, Inc.
Span-American Medical System, Inc.
Specialized Health Products International, Inc.
Spectranetics Corp.
Spectrum Pharmaceuticals, Inc.
SRI/Surgical Express, Inc.
Staar Surgical Co.
StemCells, Inc.
Stereotaxis, Inc.
Steris Corp.
Strategic Diagnostics, Inc.
Sun Healthcare Group, Inc.
Sunesis Pharmaceuticals, Inc.
SunLink Health Systems, Inc.
Sunrise Senior Living, Inc.
SuperGen, Inc.
SurModics, Inc.
Symmetry Medical, Inc.
Synovis Life Technologies, Inc.
98,338
41,370
90,030
11,000
81,222
29,038
19,674
13,300
152,657
115,697
158,036
182,100
150,061
113,864
28,200
183,935
26,600
94,498
114,558
42,521
3,100
42,700
42,479
23,900
85,084
53,145
65,950
9,392
18,267
96,772
87,408
12,700
76,900
254,697
84,709
203,800
65,250
138,892
10,542
1,048
153,130
180,259
59,592
101,600
39,439
$
424,820
442,245
1,919,440
22,000
743,994
463,156
21,445
48,279
1,758,609
1,271,510
391,929
2,400,078
273,111
2,627,981
67,962
1,887,173
23,674
1,262,493
559,043
259,378
4,030
1,244,705
825,792
294,926
705,346
1,549,708
284,904
159,100
13,518
1,425,452
356,625
68,707
225,317
550,146
1,120,700
5,720,666
258,390
2,065,324
28,463
6,613
5,483,585
731,852
2,875,314
1,628,648
707,536
*#
*#
*#
*
*
*#
*
Telik, Inc.
Tercica, Inc.
The Medicines Co.
Theragenics Corp.
Third Wave Technologies, Inc.
Thoratec Corp.
Threshold Pharmaceuticals, Inc.
162,000
41,807
184,592
97,400
135,273
171,643
83,800
466,560
276,762
3,082,686
404,210
1,034,838
3,547,861
72,068
83
*
*
*
*#
*
*
*
*#
*
*#
*#
*
*
*
*
*
*#
*#
*#
*
*
*
*
*#
*#
*
*
*#
*
*#
Titan Pharmaceuticals, Inc.
TLC Vision Corp.
Torreypines Therapeutics, Inc.
Trestle Holdings, Inc.
Trimeris, Inc.
Tripos, Inc.
TriZetto Group, Inc.
U.S. Physical Therapy, Inc.
United Therapeutics Corp.
Urologix, Inc.
Uroplasty, Inc.
Utah Medical Products, Inc.
Valeant Pharmaceuticals International
Vanda Pharmaceuticals, Inc.
Varian, Inc.
Vasamed, Inc.
Vascular Solutions, Inc.
Vaxgen, Inc.
Ventana Medical Systems, Inc.
Vermillion, Inc.
Via Pharmaceuticals, Inc.
ViaCell, Inc.
Vical, Inc.
ViroPharma, Inc.
Vision-Sciences, Inc.
VistaCare, Inc.
Vital Images, Inc.
Vital Signs, Inc.
Vivus, Inc.
West Pharmaceutical Services, Inc.
Wright Medical Group, Inc.
Xenoport, Inc.
Young Innovations, Inc.
Zila, Inc.
Zoll Medical Corp.
Zymogenetics, Inc.
125,683
30,460
1,446
250
69,478
220
156,632
37,341
74,258
45,542
25,891
13,724
307,087
22,900
94,199
1,633
49,776
40,300
101,787
72,186
102
69,747
126,923
228,174
5,000
48,445
54,992
42,840
188,265
107,000
114,326
79,751
1,134
130,829
64,824
223,614
$
257,650
111,788
9,327
18
519,695
163
2,448,158
513,439
5,085,930
99,737
100,975
432,718
4,842,762
341,897
5,653,824
1,796
393,230
61,256
8,325,159
68,577
327
299,912
616,846
2,261,204
7,600
339,115
1,019,552
2,147,998
1,022,279
4,285,350
2,994,198
3,312,059
31,106
156,995
1,498,083
2,701,257
Total Health Care
564,119,959
Industrials — (13.5%)
* # 3-D Systems Corp.
* A. T. Cross Co. Class A
A.O. Smith Corp.
AAON, Inc.
* AAR Corp.
ABM Industries, Inc.
* ABX Air, Inc.
* # Acco Brands Corp.
* Accuride Corp.
Aceto Corp.
* # Active Power, Inc.
Actuant Corp.
Administaff, Inc.
61,830
23,000
74,950
61,654
124,483
163,289
195,783
179,909
84,000
75,475
140,156
91,478
93,100
1,239,073
230,000
3,612,590
1,291,035
3,908,766
3,817,697
1,343,071
4,078,537
1,089,480
656,633
207,431
5,579,243
3,211,950
84
*
*
*
*
*
#
*#
*
*
*
#
*#
#
*
#
*
#
*#
*
AeroCentury Corp.
Aerosonic Corp.
AirNet Systems, Inc.
Airtran Holdings, Inc.
Alamo Group, Inc.
Alaska Air Group, Inc.
Albany International Corp. Class A
Allied Defense Group, Inc.
Amerco, Inc.
American Ecology Corp.
American Locker Group, Inc.
American Reprographics Co.
American Science & Engineering, Inc.
American Superconductor Corp.
American Woodmark Corp.
Ameron International Corp.
Amistar Corp.
Ampco-Pittsburgh Corp.
Amrep Corp.
Angelica Corp.
APAC Customer Services, Inc.
Apogee Enterprises, Inc.
Applied Industrial Technologies, Inc.
Applied Signal Technologies, Inc.
Argon ST, Inc.
Arkansas Best Corp.
Arotech Corp.
800
10,400
21,100
303,200
29,105
130,507
86,825
16,300
7,800
60,850
300
106,400
30,600
115,899
52,176
29,399
1,600
35,255
22,270
31,599
166,875
94,610
120,025
40,514
74,025
78,100
37,820
$
11,240
73,840
59,502
3,186,632
742,178
3,239,184
3,380,966
73,350
491,712
1,216,392
1,200
2,599,352
2,210,850
2,088,500
1,574,150
2,807,605
1,320
1,499,395
748,272
643,356
488,944
2,381,334
3,838,400
576,109
1,337,632
2,803,790
111,569
*
*
*#
*
*
*
*#
#
*
*
#
*
#
*
*
*#
*
#
*
*#
Art’s-Way Manufacturing Co., Inc.
Astec Industries, Inc.
Astronics Corp.
ASV, Inc.
Atlas Air Worldwide Holding, Inc.
Avalon Holding Corp. Class A
Axsys Technologies, Inc.
AZZ, Inc.
Badger Meter, Inc.
Baker (Michael) Corp.
Baldor Electric Co.
Baldwin Technology Co., Inc. Class A
Barnes Group, Inc.
Barrett Business Services, Inc.
Blount International, Inc.
BlueLinx Holdings, Inc.
Bowne & Co., Inc.
Breeze-Eastern Corp.
Briggs & Stratton Corp.
BTU International, Inc.
Builders FirstSource, Inc.
Butler International, Inc.
C&D Technologies, Inc.
Cannon Express, Inc.
Capstone Turbine Corp.
200
72,700
22,986
89,232
89,336
5,050
34,073
38,900
47,370
28,200
143,533
23,829
175,569
37,600
156,800
77,900
80,360
13,825
164,900
30,700
117,938
8,000
81,779
200
292,400
3,336
3,677,166
722,220
1,267,094
4,532,909
45,450
810,597
1,104,760
1,486,944
1,170,864
5,976,714
122,958
5,523,401
916,688
2,148,160
634,885
1,362,102
174,886
4,813,431
369,935
1,544,988
8,480
346,743
—
321,640
85
*
*
*
*
*
*#
*#
*
*
*
*
Cascade Corp.
Casella Waste Systems, Inc. Class A
Catalytica Energy Systems, Inc.
CBIZ, Inc.
CDI Corp.
CECO Environmental Corp.
Celadon Group, Inc.
Cenveo, Inc.
Ceradyne, Inc.
Champion Industries, Inc.
Channell Commercial Corp.
Chase Corp.
Chicago Rivet & Machine Co.
CIRCOR International, Inc.
Clarcor, Inc.
Clean Harbors, Inc.
Columbus McKinnon Corp.
Comforce Corp.
41,500
78,589
18,891
222,495
66,700
39,171
75,902
179,100
90,565
29,529
7,100
23,479
200
47,690
171,200
65,964
62,795
12,677
$
3,054,815
877,839
16,435
1,668,713
1,907,620
495,513
1,184,071
3,513,942
6,546,038
186,328
30,530
409,474
4,595
2,016,810
6,628,864
3,112,841
1,706,140
26,748
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*#
*
*#
*
*
*
#
#
*
#
Comfort Systems USA, Inc.
Commercial Vehicle Group, Inc.
Competitive Technologies, Inc.
Compudyne Corp.
CompX International, Inc.
COMSYS IT Partners, Inc.
Conrad Industries, Inc.
Consolidated Freightways Corp.
Consolidated Graphics, Inc.
Cornell Companies, Inc.
Corrpro Companies, Inc.
CoStar Group, Inc.
Covenant Transport, Inc. Class A
CPI Aerostructures, Inc.
CRA International, Inc.
Cubic Corp.
Curtiss-Wright Corp.
Deluxe Corp.
Devcon International Corp.
DHB Industries, Inc.
Diamond Management & Technology Consultants, Inc.
Distributed Energy Systems Corp.
Document Securities Systems, Inc.
Dollar Thrifty Automotive Group, Inc.
Ducommun, Inc.
Dynamex, Inc.
Dynamic Materials Corp.
Eagle Bulk Shipping, Inc.
Eastern Co.
Ecology & Environment, Inc. Class A
EDO Corp.
Electro Rent Corp.
EMCOR Group, Inc.
Encore Wire Corp.
135,819
72,456
26,772
26,496
5,700
64,799
6,900
150
45,082
36,800
6,975
63,883
30,355
14,666
39,100
89,095
142,300
183,430
3,500
130,100
105,150
102,250
46,500
72,100
34,396
35,399
40,350
139,224
19,360
2,100
70,400
82,456
179,000
75,569
1,976,166
1,030,324
63,450
182,028
115,596
1,231,829
102,810
—
2,988,035
886,512
14,090
3,515,481
191,844
125,394
1,941,706
3,521,925
6,488,880
6,974,009
11,900
611,470
1,058,861
100,205
615,660
2,125,508
993,013
889,223
1,734,647
3,669,945
411,594
26,670
3,030,016
1,198,086
5,611,650
1,964,794
86
*#
*
*
*#
*
*
*#
Energy Conversion Devices, Inc.
Energy Focus, Inc.
EnerSys
ENGlobal Corp.
Ennis, Inc.
EnPro Industries, Inc.
Environmental Tectonics Corp.
ESCO Technologies, Inc.
Espey Manufacturing & Electronics Corp.
131,860
34,500
156,500
87,300
84,600
66,400
7,400
86,400
4,374
$
3,416,493
179,400
2,826,390
800,541
1,840,050
2,774,856
28,120
2,839,968
96,228
*
*
*#
*
*#
*
*
*
*#
*#
*
*
#
*#
*
*#
*
*
*
#
*
*
*
*
*
*
*
*
#
#
#
*
*
Esterline Technologies Corp.
Evercel, Inc.
Evergreen Solar, Inc.
Exponent, Inc.
ExpressJet Holdings, Inc.
Federal Signal Corp.
First Advantage Corp.
First Aviation Services, Inc.
First Consulting Group, Inc.
Flanders Corp.
Flow International Corp.
FLYi, Inc.
Fortune Industries, Inc.
Forward Air Corp.
Franklin Electric Co., Inc.
Frontier Airlines Holdings, Inc.
Frozen Food Express Industries, Inc.
FTI Consulting, Inc.
FuelCell Energy, Inc.
Furmanite Corp.
G & K Services, Inc. Class A
Gardner Denver Machinery, Inc.
Gehl Co.
Gencorp, Inc.
General Employment Enterprises, Inc.
Genesee & Wyoming, Inc.
GeoEye, Inc.
Global Cash Access, Inc.
Global Payment Technologies, Inc.
Gorman-Rupp Co.
GP Strategies Corp.
Graftech International, Ltd.
Graham Corp.
Greenbrier Companies, Inc.
Griffon Corp.
Hardinge, Inc.
Hawaiian Holdings, Inc.
Healthcare Services Group, Inc.
Heartland Express, Inc.
Heico Corp.
Heico Corp. Class A
Heidrick & Struggles International, Inc.
Henry Bros. Electronics, Inc.
85,400
466
231,027
49,410
170,100
160,000
31,738
6,000
88,803
82,697
113,078
97
454
101,500
74,420
92,862
50,982
141,225
211,954
114,070
71,555
24,576
39,350
190,011
4,817
124,975
19,784
129,400
5,300
44,656
53,952
338,700
3,700
50,200
99,580
34,860
150,875
138,263
318,241
70,500
50,463
59,407
13,944
87
4,311,846
1,049
2,072,312
1,203,628
741,636
2,448,000
617,304
13,200
840,964
368,829
928,370
—
1,067
3,556,560
3,072,058
550,672
387,973
7,417,137
2,038,997
928,530
2,980,266
980,828
935,743
2,173,726
8,382
3,421,816
466,111
1,436,340
1,913
1,520,537
600,486
5,686,773
134,310
1,474,876
1,559,423
1,215,568
550,694
2,961,593
4,955,012
3,219,735
1,843,918
2,783,218
64,840
*
*
*#
*
#
#
*
*
*
*
*
*
*#
*
*
*
*#
*#
#
*#
*#
*
*
*
*#
*
*
*#
*
*
*
#
*
*
*
*
*
*
*
*
*
*
Herley Industries, Inc.
Hexcel Corp.
Hill International, Inc.
Hirsch International Corp. Class A
Hi-Shear Technology Corp.
Horizon Lines, Inc. Class A
Hub Group, Inc. Class A
Hudson Highland Group, Inc.
Hudson Technologies, Inc.
Hurco Companies, Inc.
Huron Consulting Group, Inc.
Huttig Building Products, Inc.
ICT Group, Inc.
II-VI, Inc.
IKON Office Solutions, Inc.
Industrial Distribution Group, Inc.
Innotrac Corp.
Innovative Solutions & Support, Inc.
Insituform Technologies, Inc. Class A
Insteel Industries, Inc.
Integrated Electrical Services, Inc.
InterDigital, Inc.
Interline Brands, Inc.
International Shipholding Corp.
Intersections, Inc.
Ionatron, Inc.
JPS Industries, Inc.
Kadant, Inc.
Kaman Corp. Class A
Kaydon Corp.
Kelly Services, Inc. Class A
Kenexa Corp.
Key Technology, Inc.
Kforce, Inc.
Kirby Corp.
Knight Transportation, Inc.
Knoll, Inc.
Korn/Ferry International
K-Tron International, Inc.
L.B. Foster Co. Class A
L.S. Starrett Co. Class A
LaBarge, Inc.
Labor Ready, Inc.
Ladish Co., Inc.
Lawson Products, Inc.
Layne Christensen Co.
Learning Tree International, Inc.
LECG Corp.
LGL Group, Inc.
41,200
290,613
82,366
3,200
21,962
80,696
129,976
83,600
4,700
21,360
44,710
66,100
50,307
95,504
341,560
23,806
16,000
56,230
88,219
56,700
51,928
161,200
63,430
9,900
55,970
268,486
8,700
35,020
81,000
91,212
102,466
81,809
16,002
132,255
700
278,479
113,800
142,420
9,113
9,500
6,100
50,710
169,100
48,400
19,195
51,328
54,881
74,600
4,660
$
595,340
6,332,457
614,450
8,256
211,714
2,276,434
4,337,299
1,172,072
5,687
1,056,466
2,953,096
397,261
764,666
2,979,725
4,795,502
225,205
36,320
1,015,514
1,454,731
1,071,630
1,213,038
3,725,332
1,537,543
210,078
545,148
880,634
33,452
998,070
2,665,710
4,815,994
2,328,028
2,273,472
428,054
2,012,921
26,796
5,121,229
2,163,338
3,163,148
815,614
356,820
100,223
626,269
3,530,808
2,540,032
701,001
2,534,063
827,057
1,144,364
54,988
#
*
Lindsay Corp.
LMI Aerospace, Inc.
LSI Industries, Inc.
37,700
36,941
69,570
1,527,981
844,471
1,410,880
88
*
*
*
*
*
*
*
*
*#
*
*
*
*
*#
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*
*#
*#
*#
*
Lydall, Inc.
M&F Worldwide Corp.
Mac-Gray Corp.
Magnetek, Inc.
MAIR Holdings, Inc.
Marten Transport, Ltd.
Maxco, Inc.
McGrath Rentcorp.
Meadow Valley Corp.
Media Sciences International, Inc.
Medialink Worldwide, Inc.
Merrimac Industries, Inc.
Mesa Air Group, Inc.
Met-Pro Corp.
MFRI, Inc.
Microvision, Inc.
Middleby Corp.
Midwest Air Group, Inc.
Milacron, Inc.
Millennium Cell, Inc.
Miller Industries, Inc.
Mine Safety Appliances Co.
Misonix, Inc.
Mobile Mini, Inc.
Modtech Holdings, Inc.
Moog, Inc. Class A
Moog, Inc. Class B
MTC Technologies, Inc.
Mueller Industries, Inc.
Multi-Color Corp.
M-Wave, Inc.
NACCO Industries, Inc. Class A
Nashua Corp.
National Patent Development Corp.
National Technical Systems, Inc.
Navigant Consulting, Inc.
NCI Building Systems, Inc.
Nordson Corp.
North America Galvanizing & Coatings, Inc.
NuCo2, Inc.
39,900
61,500
28,100
99,378
52,016
69,582
3,000
83,914
2,300
2,800
20,400
2,960
104,935
35,204
21,804
144,119
44,174
57,700
14,730
57,100
38,480
120,200
21,500
115,530
49,450
120,046
4,850
49,248
112,445
23,320
575
6,300
6,300
13,860
20,700
177,900
63,100
112,475
38,300
51,100
$
417,354
3,468,600
396,491
462,108
328,221
1,089,654
11,850
2,687,765
30,130
14,644
82,620
30,192
591,833
535,805
512,394
690,330
3,248,556
936,471
93,536
35,402
704,569
5,759,984
88,150
2,796,981
57,857
5,110,358
205,398
982,990
3,895,095
866,338
1,150
746,361
72,135
31,878
137,448
3,139,935
2,927,209
5,647,370
256,610
1,343,419
*#
*
*
*
*
*
*
*
*
*#
*
Odyssey Marine Exploration, Inc.
Old Dominion Freight Line, Inc.
Omega Flex, Inc.
On Assignment, Inc.
Orbit International Corp.
Orbital Sciences Corp.
P.A.M. Transportation Services, Inc.
Paragon Technologies, Inc.
Park-Ohio Holdings Corp.
Patrick Industries, Inc.
Patriot Transportation Holding, Inc.
Peerless Manufacturing Co.
156,500
120,722
24,600
120,015
1,977
197,252
20,959
9,200
34,835
6,183
9,221
16,256
960,910
3,476,794
377,856
1,269,759
17,971
4,331,654
392,143
60,444
959,704
86,562
848,332
376,652
89
*
*
*
*#
*#
*
*#
*
#
*#
*
*
*
#
*
*
*
*
*
*
*
*
Pemco Aviation Group, Inc.
Perini Corp.
PHH Corp.
Pinnacle Airlines Corp.
Plug Power, Inc.
Portec Rail Products, Inc.
Powell Industries, Inc.
Power-One, Inc.
PPT Vision, Inc.
Preformed Line Products Co.
PRG-Schultz International, Inc.
Protection One, Inc.
Providence & Worcester Railroad Co.
Quality Distribution, Inc.
Quanta Services, Inc.
Quipp, Inc.
Quixote Corp.
Raven Industries, Inc.
RBC Bearings, Inc.
RCM Technologies, Inc.
Regal-Beloit Corp.
Republic Airways Holdings, Inc.
Resources Connection, Inc.
Robbins & Myers, Inc.
Rollins, Inc.
Rush Enterprises, Inc. Class A
Rush Enterprises, Inc. Class B
Saia, Inc.
Schawk, Inc.
School Specialty, Inc.
Schuff International, Inc.
2,150
85,700
159,800
71,500
217,343
20,200
38,730
271,761
1,700
9,717
15,822
6,715
3,900
57,700
153,853
1,400
28,040
58,530
49,275
38,534
100,904
138,867
158,736
57,600
221,050
54,251
13,800
36,754
85,760
68,300
6,700
$
22,231
4,850,620
4,303,414
1,171,885
586,826
219,978
1,298,230
1,184,878
519
476,133
225,305
86,221
64,194
559,690
4,349,436
6,300
548,182
2,385,098
1,749,263
278,986
5,096,661
2,644,028
4,762,080
3,120,768
5,871,088
1,375,805
321,540
690,608
1,852,416
2,488,852
187,600
*
*
*
*
*#
#
*
*
*
*
*
*
*
*
*
*#
*
Sequa Corp. Class A
Sequa Corp. Class B
Servidyne, Inc.
Servotronics, Inc.
SIFCO Industries, Inc.
Simclar, Inc.
Simpson Manufacturing Co., Inc.
Sirva, Inc.
Skywest, Inc.
SL Industries, Inc.
SmartPros, Ltd.
Smithway Motor Xpress Corp. Class A
SPACEHAB, Inc.
Sparton Corp.
Spherion Corp.
Spherix, Inc.
Spire Corp.
Standard Automotive Corp.
Standard Parking Corp.
Standard Register Co.
Standex International Corp.
6,800
2,500
330
1,300
17,549
6,300
156,041
239,600
195,726
9,300
10,500
3,900
25,366
9,193
159,820
46,095
26,626
4,400
31,680
78,400
39,700
1,116,220
410,000
1,851
19,110
277,274
52,668
5,149,353
251,580
4,918,594
203,670
63,525
39,819
12,429
58,927
1,412,809
84,815
247,622
—
1,104,365
1,002,736
993,691
90
*
*
*
*
*
*#
*
*
*
*
*
*
*
#
Sterling Construction Co., Inc.
Stonepath Group, Inc.
Sun Hydraulics, Inc.
Superior Essex, Inc.
Supreme Industries, Inc.
Sypris Solutions, Inc.
SYS Technologies
TAL International Group, Inc.
Target Logistics, Inc.
Taser International, Inc.
Team, Inc.
TeamStaff, Inc.
Tech/Ops Sevcon, Inc.
Technology Research Corp.
Tecumseh Products Co. Class A
Teledyne Technologies, Inc.
Tennant Co.
Tetra Tech, Inc.
The Advisory Board Co.
The Geo Group, Inc.
The Lamson & Sessions Co.
Thomas Group, Inc.
Titan International, Inc.
34,000
63,800
52,603
66,018
15,608
53,547
41,600
48,300
10,800
204,300
51,000
19,100
9,755
18,250
42,100
109,300
60,700
187,796
60,597
163,500
52,820
5,332
87,300
$
752,080
1,276
1,456,577
2,330,435
111,285
434,802
99,008
1,211,364
19,872
2,923,533
1,196,460
17,572
78,040
63,875
726,225
5,455,163
2,550,614
3,680,802
3,486,145
4,867,395
1,397,617
48,148
2,529,954
*
*
*#
*#
*
*
*#
*
*
*
#
*
*
*#
*
*
*#
*
*
*
Todd Shipyards Corp.
Trailer Bridge, Inc.
TransDigm Group, Inc.
TRC Companies, Inc.
Tredegar Industries, Inc.
Trex Co., Inc.
Triumph Group, Inc.
TRM Corp.
Tufco Technologies, Inc.
TurboChef Technologies, Inc.
Twin Disc, Inc.
U.S. Home Systems, Inc.
U.S. Xpress Enterprises, Inc. Class A
UAP Holding Corp.
Ultralife Batteries, Inc.
United Industrial Corp.
United Stationers, Inc.
Universal Forest Products, Inc.
Universal Security Instruments, Inc.
Universal Truckload Services, Inc.
UQM Technologies, Inc.
USA Truck, Inc.
Valence Technology, Inc.
Valmont Industries, Inc.
Valpey Fisher Corp.
Veri-Tek International Corp.
Versar, Inc.
Viad Corp.
Vicor Corp.
10,340
9,300
17,700
57,796
106,191
49,800
51,015
55,200
4,700
96,738
18,440
26,949
12,416
150,300
47,230
36,100
93,209
61,105
7,549
19,500
81,900
31,235
20,900
82,850
4,045
5,390
25,500
68,899
90,242
239,785
108,066
719,505
647,315
1,856,219
668,814
3,734,808
54,648
35,720
1,238,246
1,000,739
214,245
220,632
4,495,473
545,507
2,495,593
5,501,195
2,278,605
169,702
400,920
286,650
501,009
28,215
7,388,563
19,618
38,000
211,395
2,463,139
1,063,953
91
*
*
*
#
*
Volt Information Sciences, Inc.
VSE Corp.
Wabash National Corp.
Wabtec Corp.
Walter Industries, Inc.
Washington Group International, Inc.
Waste Connections, Inc.
Waste Industries USA, Inc.
Watsco, Inc. Class A
Watsco, Inc. Class B
Watson Wyatt & Co. Holdings
Watts Water Technologies, Inc.
WCA Waste Corp.
Werner Enterprises, Inc.
76,050
10,578
100,500
156,200
168,500
46,635
112,050
43,970
78,200
1,800
120,400
101,180
8,576
244,084
$
1,144,553
459,403
1,315,545
5,852,814
4,259,680
3,949,985
3,408,561
1,426,827
3,762,984
86,670
5,696,124
3,583,796
65,606
4,542,403
*
*#
*
*
*
Westaff, Inc.
Western Power & Equipment Corp.
Williams Scotsman International, Inc.
Willis Lease Finance Corp.
Wolverine Tube, Inc.
Woodward Governor Co.
WSI Industries, Inc.
* Zareba Systems, Inc.
Total Industrials
43,832
3,273
99,985
10,300
42,900
110,918
2,000
300
184,094
589
2,730,590
132,870
51,051
6,514,214
9,280
2,094
624,106,054
Information Technology — (15.1%)
* 3Com Corp.
* # 8X8, Inc.
* Acacia Research-Acacia Technologies
* # Access Integrated Technologies, Inc.
* ACE*COMM Corp.
* ACI Worldwide, Inc.
* Acorn Factor, Inc.
* Actel Corp.
* ActivIdentity Corp.
* Actuate Corp.
* Adaptec, Inc.
* ADDvantage Technologies Group, Inc.
* Adept Technology, Inc.
Adtran, Inc.
* Advanced Analogic Technologies, Inc.
* Advanced Energy Industries, Inc.
* # Advanced Photonix, Inc.
* # Advent Software, Inc.
* Aehr Test Systems
* Aetrium, Inc.
Agilysys, Inc.
* Airspan Networks, Inc.
* Allen Organ Co.
Alliance Semiconductor Corp.
* Allied Motion Technologies, Inc.
American Software, Inc. Class A
* American Technical Ceramics Corp.
360,075
18,800
82,560
69,900
7,200
121,539
7,000
84,335
152,203
201,866
368,900
18,575
2,150
257,726
147,709
149,864
13,500
89,585
18,819
34,318
80,988
138,200
800
47,150
2,800
78,505
21,457
1,350,281
23,688
1,236,749
434,079
5,544
3,157,583
28,000
948,769
751,883
1,431,230
1,375,997
146,928
12,943
6,889,016
1,342,675
2,432,293
24,300
3,589,671
130,039
146,538
1,381,655
344,118
13,032
108,445
13,188
887,892
526,555
92
*
*#
*
*
*#
AMIS Holdings, Inc.
Amkor Technology, Inc.
Ampex Corp. Class A
Amtech Systems, Inc.
Anadigics, Inc.
299,828
373,288
5,725
21,170
196,400
$
3,109,216
4,300,278
40,361
233,929
3,232,744
*
*
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*
*
*
*
*
*#
*
*
*
*
*
*#
*#
*
*
*
*
*#
*
*
*#
*
*
*
*
*
*#
Analysts International Corp.
Anaren, Inc.
Andrew Corp.
Ansoft Corp.
Answerthink, Inc.
Ansys, Inc.
APA Enterprises, Inc.
Apogee Technology, Inc.
Applied Micro Circuits Corp.
Applix, Inc.
Aptimus, Inc.
Ardent Communications, Inc.
Ariba, Inc.
Arris Group, Inc.
Art Technology Group, Inc.
ASA International, Ltd.
Ascendia Brands, Inc.
Aspen Technology, Inc.
Astea International, Inc.
Astro-Med, Inc.
Asyst Technologies, Inc.
Atari, Inc.
Atheros Communications
ATMI, Inc.
Authentidate Holding Corp.
Authorize.Net Holdings, Inc.
Autobytel, Inc.
Avanex Corp.
Avici Systems, Inc.
Avid Technology, Inc.
Aviza Technology, Inc.
Avocent Corp.
Aware, Inc.
Axcelis Technologies, Inc.
Axesstel, Inc.
AXS-One, Inc.
AXT, Inc.
Bankrate, Inc.
BearingPoint, Inc.
Bel Fuse, Inc. Class A
Bel Fuse, Inc. Class B
Bell Industries, Inc.
Bell Microproducts, Inc.
Benchmark Electronics, Inc.
Bitstream, Inc.
Black Box Corp.
Blackboard, Inc.
59,486
55,600
309,714
78,978
141,833
156,976
11,200
5,300
932,138
47,800
20,501
12,900
256,921
360,500
351,185
640
39,500
293,789
2,800
12,764
163,900
28,958
183,396
117,633
98,000
93,436
143,145
422,395
46,843
132,763
67,330
156,465
78,692
338,800
57,700
81,700
98,190
58,657
680,861
8,609
30,647
8,500
95,471
224,592
8,000
55,600
94,364
99,342
783,404
4,360,773
2,360,652
463,794
5,200,615
10,752
3,868
2,656,593
697,880
121,571
32
2,260,905
5,472,390
1,092,185
2,368
27,650
3,854,512
11,452
133,001
962,093
60,233
5,485,374
3,547,811
129,360
1,700,535
465,221
726,519
452,972
4,093,083
234,308
4,618,847
375,361
1,595,748
65,778
58,824
452,656
2,295,248
3,996,654
306,653
965,381
17,850
654,931
5,632,767
53,680
2,276,820
3,941,584
93
*
*
*#
*#
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*#
*
Blonder Tongue Laboratories, Inc.
Blue Coat Systems, Inc.
Bogen Communications International, Inc.
Bookham, Inc.
Borland Software Corp.
Bottomline Technologies, Inc.
BPO Management Services, Inc.
Brightpoint, Inc.
Broadcaster, Inc.
BroadVision, Inc.
Brooks Automation, Inc.
BSQUARE Corp.
Cabot Microelectronics Corp.
CACI International, Inc. Class A
CalAmp Corp.
California Micro Devices Corp.
Callidus Software, Inc.
CallWave, Inc.
CAM Commerce Solutions, Inc.
Captaris, Inc.
Carrier Access Corp.
Cascade Microtech, Inc.
Cass Information Systems, Inc.
Catalyst Semiconductor, Inc.
Catapult Communications Corp.
C-COR, Inc.
Centillium Communications, Inc.
CEVA, Inc.
Checkpoint Systems, Inc.
Cherokee International Corp.
Chordiant Software, Inc.
Ciber, Inc.
Ciprico, Inc.
Cirrus Logic, Inc.
Clarus Corp.
CLST Holdings, Inc.
CMGI, Inc.
CNET Networks, Inc.
Cognex Corp.
Coherent, Inc.
Cohu, Inc.
Comarco, Inc.
Commerce One, Inc.
Communications Systems, Inc.
Computer Horizons Corp.
9,300
49,686
11,900
223,416
246,200
81,939
176
160,880
600
512,806
252,534
32,068
79,800
26,100
76,328
77,097
40,496
64,100
9,900
91,728
103,489
8,310
4,405
54,740
45,891
162,900
114,689
64,067
131,400
64,269
109,200
166,712
11,397
292,090
32,100
28,318
203,210
619,485
148,340
104,293
74,898
18,136
45,000
9,460
104,533
$
12,462
4,144,309
67,830
580,882
1,122,672
1,079,956
132
1,874,252
1,440
1,153,814
3,573,356
172,847
3,329,256
1,331,622
288,520
302,991
337,332
192,300
391,050
491,662
422,235
88,169
148,933
287,385
321,696
1,874,979
169,740
558,664
3,659,490
221,728
1,631,448
1,322,026
83,540
1,989,133
227,910
31,999
317,008
4,534,630
2,736,873
3,138,176
1,482,231
105,552
—
104,438
72,128
*
*
*
*
*#
*#
*
Computer Task Group, Inc.
Comtech Telecommunications Corp.
Concur Technologies, Inc.
Concurrent Computer Corp.
Conexant Systems, Inc.
Convera Corp.
Cosine Communications, Inc.
48,900
77,200
121,083
203,200
1,042,706
125,474
22,221
222,006
3,285,632
3,242,603
276,352
1,167,831
415,319
66,663
94
*
*
*
*
*
*#
*
*
*
*#
*
#
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
*#
*#
C-Phone Corp.
CPI International, Inc.
Cray, Inc.
Credence Systems Corp.
Crossroads Systems, Inc.
CSG Systems International, Inc.
CSP, Inc.
CTS Corp.
CVD Equipment Corp.
Cyberoptics Corp.
Cybersource Corp.
Cymer, Inc.
Daktronics, Inc.
Data I/O Corp.
Datalink Corp.
Dataram Corp.
DataTRAK International, Inc.
Datawatch Corp.
DealerTrack Holdings, Inc.
Delphax Technologies, Inc.
Digi International, Inc.
Digimarc Corp.
Digital Angel Corp.
Digital River, Inc.
Diodes, Inc.
Ditech Networks, Inc.
Document Sciences Corp.
Dot Hill Systems Corp.
DPAC Technologies Corp.
DSP Group, Inc.
DTS, Inc.
Dycom Industries, Inc.
Dynamics Research Corp.
EarthLink, Inc.
Easylink Services International Corp.
Echelon Corp.
8,700
40,057
54,562
332,498
21,269
150,832
8,585
94,359
11,029
29,611
117,000
124,486
131,216
7,300
35,200
27,100
7,500
4,032
90,922
6,200
81,326
71,265
130,100
74
126,058
109,212
13,900
141,378
1,261
95,000
60,489
135,666
27,908
413,597
3,900
131,006
$
50
775,504
385,208
977,544
21,056
3,487,236
64,044
1,225,723
68,380
385,239
1,426,230
4,934,625
3,608,440
24,090
168,960
101,625
14,850
18,708
3,473,220
5,890
1,150,763
639,960
197,752
3,431
3,820,818
560,258
143,170
438,272
78
1,655,850
1,581,182
4,006,217
350,524
3,151,609
14,976
3,666,858
*#
*
*
*
*
*
*
*
*
*#
*
*
*
*
*#
*
EDGAR Online, Inc.
Edgewater Technology, Inc.
EFJ, Inc.
eFunds Corp.
Elecsys Corp.
Electro Scientific Industries, Inc.
Electroglas, Inc.
Electronics for Imaging, Inc.
eLoyalty Corp.
EMCORE Corp.
EMS Technologies, Inc.
Emulex Corp.
En Pointe Technologies, Inc.
Endwave Corp.
Entegris, Inc.
Entertainment Distribution Co., Inc.
80,084
39,255
81,894
95,006
5,511
97,293
62,300
189,566
30,389
170,050
51,068
281,900
6,300
38,600
434,395
208,077
212,223
344,266
460,244
3,446,818
34,719
2,304,871
140,175
4,943,881
467,991
1,598,470
1,253,209
5,508,326
18,585
405,300
4,100,689
272,581
95
*
*
*
*
*#
*
*#
*
*
*
*
*
*
*#
*
*#
*#
*
*
*
*
*
*
*
*
Entrust, Inc.
Epicor Software Corp.
EPIQ Systems, Inc.
ePlus, Inc.
eSpeed, Inc.
ESS Technology, Inc.
Euronet Worldwide, Inc.
Evans & Sutherland Computer Corp.
Evolving Systems, Inc.
Exar Corp.
Excel Technology, Inc.
Extreme Networks, Inc.
Ezenia!, Inc.
FalconStor Software, Inc.
Faro Technologies, Inc.
FEI Co.
Finisar Corp.
Firstwave Technologies, Inc.
Forgent Networks, Inc.
FormFactor, Inc.
Forrester Research, Inc.
Frequency Electronics, Inc.
FSI International, Inc.
Gateway, Inc.
Genesis Microchip, Inc.
Gerber Scientific, Inc.
Gevity HR, Inc.
201,589
193,022
97,449
24,690
99,880
108,500
125,936
12,543
12,000
135,938
33,172
397,714
200
163,905
48,870
115,750
1,048,888
2,500
69,300
63,556
76,587
16,200
91,700
815,313
91,762
68,800
80,810
$
443,496
2,567,193
1,581,597
179,003
838,992
148,645
3,410,347
25,839
21,000
1,813,426
902,942
1,376,090
208
1,796,399
1,965,063
3,244,473
3,964,797
3,850
58,212
2,882,900
1,946,076
159,894
238,420
1,500,176
730,426
703,824
930,931
*
*#
*
*#
*
*
*
*
*
*
*
*
#
*
*
*
*
*#
*#
*#
*
*#
*
*
*
Giga-Tronics, Inc.
Global e-Point, Inc.
Globecomm Systems, Inc.
GlobeTel Communications Corp.
Goldleaf Financial Solutions, Inc.
Greenfield Online, Inc.
GSE Systems, Inc.
GTSI Corp.
Halifax Corp.
Harmonic, Inc.
Harris Stratex Networks, Inc. Class A
Hauppauge Digital, Inc.
Heartland Payment Systems, Inc.
HEI, Inc.
hi/fn, inc.
Hittite Microwave Corp.
Hutchinson Technology, Inc.
Hypercom Corp.
I.D. Systems, Inc.
i2 Technologies, Inc.
iBasis, Inc.
Ibis Technology Corp.
iCAD, Inc.
iGATE Capital Corp.
Ikanos Communications
4,500
2,908
25,674
236,100
58,425
86,600
43,196
31,222
1,000
264,847
74,603
32,457
125,097
23,850
45,200
102,236
86,800
187,700
34,040
71,200
110,687
33,100
3,500
177,165
2,800
10,395
785
355,842
37,776
213,836
1,250,504
274,295
329,080
2,500
2,640,525
1,276,457
123,337
3,725,389
17,649
368,832
4,331,739
1,997,268
914,099
398,608
1,130,656
1,070,343
37,734
9,800
1,468,698
16,380
96
*#
*
#
*
*
*
*
*
*
*
*
*
*
#
*
ImageWare Systems, Inc.
I-many, Inc.
Imation Corp.
Imergent, Inc.
Immersion Corp.
Infocrossing, Inc.
InFocus Corp.
Informatica Corp.
InfoSpace, Inc.
infoUSA, Inc.
Innodata Isogen, Inc.
Innovex, Inc.
InPlay Technologies, Inc.
Insight Enterprises, Inc.
Insightful Corp.
InsWeb Corp.
Integral Systems, Inc.
Integrated Silicon Solution, Inc.
45,400
69,206
112,801
41,500
84,200
73,391
123,613
281,457
104,946
131,505
77,693
54,800
10,000
151,841
6,100
1,633
35,775
121,451
$
85,806
172,323
3,281,381
786,425
1,262,158
1,362,137
217,559
3,929,140
1,470,293
1,333,461
296,787
67,952
16,000
3,601,669
12,383
11,545
865,040
752,996
*#
*
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
Intelli-Check, Inc.
Intelligent Systems Corp.
Intelligroup, Inc.
Interactive Intelligence, Inc.
Interlink Electronics, Inc.
Intermec, Inc.
Internap Network Services Corp.
Internet Capital Group, Inc.
Interphase Corp.
Intervoice, Inc.
Interwoven, Inc.
Intest Corp.
Intevac, Inc.
IntriCon Corp.
Intrusion, Inc.
INX, Inc.
Iomega Corp.
iPass, Inc.
IPIX Corp.
Island Pacific, Inc.
Iteris, Inc.
Itron, Inc.
Ixia
IXYS Corp.
j2 Global Communications, Inc.
Jaco Electronics, Inc.
JDA Software Group, Inc.
JMAR Industries, Inc.
Jupitermedia Corp.
Keithley Instruments, Inc.
Kemet Corp.
Key Tronic Corp.
Keynote Systems, Inc.
Kintera, Inc.
40,667
14,381
29,800
55,941
35,200
203,600
160,800
126,765
19,339
129,018
144,823
27,232
71,436
15,310
4,050
11,300
177,295
92,900
4,350
53,700
49,630
47,800
204,128
109,724
163,364
6,475
82,812
22,700
111,469
45,170
222,423
30,077
36,900
45,236
168,768
48,176
65,560
1,093,647
51,040
4,998,380
2,256,024
1,440,050
183,140
1,033,434
1,887,044
90,138
1,167,264
169,176
1,539
117,520
943,209
418,050
109
4,028
109,186
4,058,220
1,857,565
1,119,185
5,554,376
13,081
1,718,349
2,497
684,420
451,700
1,534,719
134,444
509,220
81,425
97
*
*
*#
*
*#
*
*#
*
*
Komag, Inc.
Kopin Corp.
Kulicke & Soffa Industries, Inc.
KVH Industries, Inc.
L-1 Identity Solutions, Inc.
Lantronix, Inc.
LaserCard Corp.
Lattice Semiconductor Corp.
Lawson Software, Inc.
100,909
222,236
191,934
45,028
236,439
14,300
39,524
382,951
608,706
$
3,243,215
815,606
1,639,116
432,719
3,889,422
19,162
444,250
1,910,925
5,971,406
*#
*
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
*
*
#
*
*
*#
*#
*
*#
*
*
*
*
*#
*
*
*#
*#
*#
*
*
*#
LeCroy Corp.
LightPath Technologies, Inc.
Lionbridge Technologies, Inc.
Littlefuse, Inc.
Logic Devices, Inc.
LogicVision, Inc.
Logility, Inc.
LoJack Corp.
LookSmart, Ltd.
Loral Space & Communications, Inc.
LTX Corp.
Lumera Corp.
Macrovision Corp.
Magma Design Automation, Inc.
Mai Systems Corp. Escrow Shares
Management Network Group, Inc.
Manatron, Inc.
Manhattan Associates, Inc.
ManTech International Corp. Class A
Marchex, Inc. Class B
Mastec, Inc.
Mattson Technology, Inc.
Maximus, Inc.
Maxwell Technologies, Inc.
MDI, Inc.
Measurement Specialties, Inc.
Mechanical Technology, Inc.
MedQuist, Inc.
Mentor Graphics Corp.
Mercury Computer Systems, Inc.
Merix Corp.
Mesa Laboratories, Inc.
Methode Electronics, Inc.
Micrel, Inc.
Microsemi Corp.
MicroStrategy, Inc.
Microtune, Inc.
Midway Games, Inc.
Mindspeed Technologies, Inc.
MIPS Technologies, Inc.
MIVA, Inc.
MKS Instruments, Inc.
Mobility Electronics, Inc.
39,213
1,850
181,846
76,813
6,400
51,141
40,457
60,700
74,172
66,943
207,296
66,184
168,893
128,183
3
69,600
1,102
91,594
64,400
98,043
212,350
175,745
72,400
53,379
13,600
12,300
88,120
61,500
283,486
71,400
62,013
9,327
122,020
253,673
237,102
31,800
179,447
283,100
355,070
148,600
108,500
190,507
102,830
98
292,921
7,826
745,569
2,565,554
13,312
40,913
402,952
1,155,728
194,331
2,683,075
845,768
225,026
4,007,831
1,761,234
—
163,560
9,698
2,645,235
2,302,944
894,152
3,138,533
1,850,595
3,097,272
658,697
12,104
296,799
102,219
608,850
3,957,465
816,816
365,257
205,381
1,761,969
2,777,719
6,012,907
2,201,832
1,067,710
1,531,571
603,619
1,162,052
488,250
4,198,774
375,330
*
*
*
*
*
*#
*
*
*
*#
*
*#
*
*#
*
*
*
*
*
*#
*
*
*
*
*
*#
*
*
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
Mocon, Inc.
Moldflow Corp.
Monolithic Power Systems
MoSys, Inc.
Motive, Inc.
MPS Group, Inc.
MRV Communications, Inc.
MSC. Software Corp.
MTI Technology Corp.
MTM Technologies, Inc.
MTS Systems Corp.
Multi-Fineline Electronix, Inc.
Nanometrics, Inc.
Napco Security Systems, Inc.
Napster, Inc.
NeoMagic Corp.
NEON Communications Group, Inc.
Neonode, Inc.
Neoware Systems, Inc.
Net Perceptions, Inc.
NETGEAR, Inc.
Netlogic Microsystems, Inc.
NetManage, Inc.
NetScout Systems, Inc.
Network Engines, Inc.
Network Equipment Technologies, Inc.
Newport Corp.
NIC, Inc.
NMS Communications Corp.
Novatel Wireless, Inc.
Nu Horizons Electronics Corp.
NumereX Corp. Class A
NYFIX, Inc.
O.I. Corp.
OmniVision Technologies, Inc.
Omtool, Ltd.
On2 Technologies, Inc.
Online Resources Corp.
Onvia, Inc.
OpenTV Corp.
Openwave Systems, Inc.
Oplink Communications, Inc.
OPNET Technologies, Inc.
Opsware, Inc.
OPTi, Inc.
Optical Cable Corp.
Optical Communication Products, Inc.
OSI Systems, Inc.
Overland Storage, Inc.
18,700
37,712
104,019
102,560
25,500
327,000
419,681
146,706
800
4,800
60,887
76,872
36,494
65,060
3,129
43,418
124,753
680
64,600
22,200
114,493
68,378
29,679
105,550
123,298
84,300
132,918
208,065
149,300
101,002
43,207
19,932
77,014
3,540
154,400
3,470
270,900
84,270
9,586
38,046
301,852
68,500
70,111
318,392
11,000
14,700
134,150
50,800
40,351
$
210,562
623,002
2,130,309
671,768
61,200
4,499,520
1,057,596
1,855,831
112
5,328
2,564,560
975,506
276,989
400,119
9,481
172,804
598,814
3,210
1,036,184
46,620
3,212,674
2,005,527
122,277
981,615
215,772
898,638
1,835,598
1,404,439
216,485
2,306,886
400,961
163,442
426,658
45,985
3,222,328
6,593
403,641
1,075,285
79,564
49,840
1,364,371
892,555
715,833
4,508,431
49,940
68,796
215,982
1,265,428
83,123
*
*#
*#
OYO Geospace Corp.
Packeteer, Inc.
Palm, Inc.
19,511
114,148
271,471
1,474,641
841,271
4,074,780
99
*
*#
*#
*
*
*
*#
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
#
*
*
*
*
*
*
*
*#
*
*#
#
*
*
*
PAR Technology Corp.
Parametric Technology Corp.
Park Electrochemical Corp.
Parkervision, Inc.
Path 1 Network Technologies, Inc.
PC Connection, Inc.
PC-Tel, Inc.
PDF Solutions, Inc.
Peerless Systems Corp.
Pegasystems, Inc.
Perceptron, Inc.
Perficient, Inc.
Performance Technologies, Inc.
Pericom Semiconductor Corp.
Pervasive Software, Inc.
Pfsweb, Inc.
Phoenix Technologies, Ltd.
Photon Dynamics, Inc.
Photronics, Inc.
Pinnacle Data Systems, Inc.
Pixelworks, Inc.
Planar Systems, Inc.
PlanetOut, Inc.
Plantronics, Inc.
PLATO Learning, Inc.
Plexus Corp.
PLX Technology, Inc.
PMC-Sierra, Inc.
Porta Systems Corp.
Power Integrations, Inc.
Powerwave Technologies, Inc.
Presstek, Inc.
Printronix, Inc.
Progress Software Corp.
Proxim Corp.
QAD, Inc.
Quality Systems, Inc.
Qualstar Corp.
Quantum Corp.
Quest Software, Inc.
33,669
18,482
65,450
80,486
17,300
86,850
72,300
90,213
23,200
114,667
21,668
87,937
37,000
79,236
70,339
34,442
77,336
53,600
135,326
4,400
48,600
47,100
34,100
177,500
71,566
130,161
92,738
688,619
300
84,100
331,994
117,598
6,600
132,100
6,626
104,659
87,418
5,300
634,800
328,830
$
277,096
325,468
1,934,702
1,070,464
69
1,116,891
560,325
880,479
54,520
1,362,244
267,600
2,050,691
177,600
912,799
327,076
49,941
845,282
445,952
1,567,075
7,524
53,460
297,201
45,353
5,041,000
230,443
3,093,927
1,003,425
5,288,594
42
2,353,959
2,274,159
743,219
90,948
4,031,692
53
851,924
3,221,353
20,140
2,037,708
4,787,765
*
*#
*
*
*
*
*
*
*
#
*#
QuickLogic Corp.
Quokka Sports, Inc.
Radiant Systems, Inc.
RadiSys Corp.
Radyne Corp.
RAE Systems, Inc.
Ramtron International Corp.
RealNetworks, Inc.
Relm Wireless Corp.
REMEC, Inc.
Renaissance Learning, Inc.
Research Frontiers, Inc.
93,400
1,128
100,234
71,662
29,400
185,700
82,400
460,019
41,800
69,545
91,615
4,700
322,230
31
1,508,522
783,266
309,582
490,248
240,608
2,865,918
210,254
117,531
1,045,327
55,037
100
*#
*
*#
*
*
*#
*
*
*#
*
*
*
*#
*
*
*
*
*
*#
*
*#
*
*
*#
*
*
*
*
*
*#
*
RF Micro Devices, Inc.
RF Monolithics, Inc.
Richardson Electronics, Ltd.
RightNow Technologies, Inc.
Rimage Corp.
Rofin-Sinar Technologies, Inc.
Rogers Corp.
Rudolph Technologies, Inc.
S1 Corp.
Saba Software, Inc.
Safeguard Scientifics, Inc.
Sanmina-SCI Corp.
Sapient Corp.
SatCon Technology Corp.
ScanSource, Inc.
Schmitt Industries, Inc.
Scientific Learning Corp.
SCM Microsystems, Inc.
Seachange International, Inc.
Secure Computing Corp.
Selectica, Inc.
Semitool, Inc.
Semtech Corp.
SI International, Inc.
Sigma Designs, Inc.
Sigmatel, Inc.
Sigmatron International, Inc.
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Storage Technology, Inc.
Simulations Plus, Inc.
Sirenza Microdevices, Inc.
606,055
25,000
43,825
106,508
32,040
50,077
53,300
94,194
216,006
92,636
391,100
367,458
403,707
109,500
78,200
2,366
6,797
50,472
91,800
216,642
74,960
103,560
234,157
39,243
73,800
93,110
2,200
259,805
72,776
335,500
20,439
166,736
$
3,606,027
121,750
316,855
1,560,342
805,486
3,488,865
2,195,427
1,208,509
1,684,847
426,126
840,865
841,479
2,599,873
112,785
2,166,140
18,431
41,394
144,855
668,304
1,945,445
132,679
1,001,425
4,177,361
1,209,469
3,122,478
251,397
19,954
1,501,673
2,686,890
1,046,760
272,861
2,607,751
*
*
*#
*#
*
*
*
*#
*
*
*
*
*
*
*#
*
*#
*
*#
Skyworks Solutions, Inc.
SM&A
Smith Micro Software, Inc.
Sonic Foundry, Inc.
Sonic Solutions, Inc.
SonicWALL, Inc.
Sonus Networks, Inc.
SourceForge, Inc.
Spectrum Control, Inc.
SPSS, Inc.
SRA International, Inc.
SRS Labs, Inc.
Staktek Holdings, Inc.
Standard Microsystems Corp.
StarTek, Inc.
STEC, Inc.
SteelCloud, Inc.
Stratasys, Inc.
SumTotal Systems, Inc.
Sunair Electronics, Inc.
517,793
58,800
96,009
114,300
84,200
201,600
768,243
225,600
42,545
63,842
135,200
54,268
147,095
73,217
44,800
161,215
11,500
65,200
87,717
7,700
4,085,387
371,028
1,583,188
241,745
639,920
1,729,728
4,440,445
577,536
618,179
2,601,562
3,813,992
401,583
417,750
2,634,348
462,784
1,213,949
12,995
1,639,780
538,582
23,254
101
*
*
*#
*
*
*
*
*
*
*
*#
*
*
*
*
*#
*#
*
*#
*
Sunrise Telecom, Inc.
Suntron Corp.
Supertex, Inc.
SupportSoft, Inc.
Sycamore Networks, Inc.
Sykes Enterprises, Inc.
Symmetricom, Inc.
Synaptics, Inc.
SYNNEX Corp.
Synplicity, Inc.
Syntel, Inc.
Taitron Components, Inc.
Take-Two Interactive Software, Inc.
Technical Communications Corp.
Technitrol, Inc.
Technology Solutions Co.
TechTeam Global, Inc.
Tekelec
TeleCommunication Systems, Inc.
Telkonet, Inc.
Telular Corp.
Terremark Worldwide, Inc.
Tessco Technologies, Inc.
18,500
5,165
43,100
147,291
899,288
131,587
160,867
84,420
93,300
85,801
133,082
4,900
240,701
400
132,000
1,500
28,852
224,012
114,099
188,100
58,575
180,745
19,103
$
43,475
5,630
1,545,566
793,898
3,552,188
2,169,870
802,726
3,655,386
1,858,536
560,281
4,600,645
9,506
3,846,402
1,720
3,630,000
6,900
343,050
2,755,348
466,665
282,150
328,020
1,221,836
291,512
*
*#
*
*
*
*
*
*
*#
*
*
*
*#
*#
*
#
*
*
*
*
*
*
*
*
*
Tessera Technologies, Inc.
The Knot, Inc.
TheStreet.com, Inc.
Think Partnership, Inc.
ThinkEngine Networks, Inc.
TIBCO Software, Inc.
Tier Technologies, Inc. Class B
TII Network Technologies, Inc.
TNS, Inc.
Tollgrade Communications, Inc.
Track Data Corp.
Transact Technologies, Inc.
Transcat, Inc.
Transmeta Corp.
Transwitch Corp.
Travelzoo, Inc.
Trident Microsystems, Inc.
Trio-Tech International
Triquint Semiconductor, Inc.
Troy Group, Inc.
TSR, Inc.
TTM Technologies, Inc.
Tumbleweed Communications Corp.
Tyler Technologies, Inc.
Ulticom, Inc.
Ultimate Software Group, Inc.
Ultra Clean Holdings, Inc.
Ultratech, Inc.
Unica Corp.
137,045
9,400
90,425
224,259
7,700
111,719
55,400
10,660
71,000
44,213
21,535
30,650
5,900
3,205
204,023
49,400
184,960
8,469
450,419
13,200
7,088
124,300
168,095
129,800
127,630
81,399
48,775
74,899
47,620
5,019,958
196,930
924,144
331,903
15,785
883,697
554,000
23,559
1,060,030
450,088
60,298
198,919
40,120
26,634
320,316
951,938
2,724,461
149,478
1,986,348
51,414
29,061
1,451,824
374,852
1,924,934
1,033,165
2,533,951
728,699
1,073,303
486,676
102
*#
*
*#
*#
*#
*
*
*#
*
*
*
*
*
United Online, Inc.
Universal Display Corp.
USDATA Corp.
UTStarcom, Inc.
Veeco Instruments, Inc.
VendingData Corp.
Verilink Corp.
Verint Systems, Inc.
Vertical Communications, Inc.
Viasat, Inc.
Vicon Industries, Inc.
Video Display Corp.
Viewpoint Corp.
Vignette Corp.
214,703
105,248
2,820
376,757
100,900
98,100
53,158
97,994
1,200
93,791
15,100
9,050
132,416
98,527
$
3,085,282
1,553,460
106
1,145,341
1,775,840
282,528
213
2,415,552
1,500
2,862,501
206,870
71,043
112,554
1,922,262
*
*
*
*#
*
*
Virage Logic Corp.
Visual Sciences, Inc.
Vitech America, Inc.
Vitesse Semiconductor, Inc.
Vocus, Inc.
Vyyo, Inc.
Wayside Technology Group, Inc.
* Web.com, Inc.
* Websense, Inc.
* # Website Pros, Inc.
* Westell Technologies, Inc.
* White Electronics Designs Corp.
* Wind River Systems, Inc.
* Winland Electronics, Inc.
* Wireless Telecom Group, Inc.
* Wireless Xcessories Group, Inc.
* WJ Communications, Inc.
* # WorldGate Communications, Inc.
* Wright Express Corp.
X-Rite, Inc.
* Zhone Technologies, Inc.
* ZILOG, Inc.
* # Zix Corp.
* Zones, Inc.
* Zoran Corp.
* Zygo Corp.
Total Information Technology
72,227
63,500
1,380
608,553
39,500
59,599
5,100
54,408
145,172
22,045
173,419
77,393
269,583
5,100
71,750
9,500
186,828
6,400
90,810
94,063
392,317
54,368
118,993
12,900
160,135
59,780
490,421
1,170,305
7
632,895
987,500
346,270
73,440
322,095
2,986,188
192,673
355,509
415,600
2,844,101
12,393
177,940
22,420
287,715
2,945
3,349,981
1,345,101
482,550
204,424
207,048
128,742
2,765,531
768,173
697,421,837
Materials — (4.0%)
A. Schulman, Inc.
A.M. Castle & Co.
* AEP Industries, Inc.
# AMCOL International Corp.
* American Pacific Corp.
# American Vanguard Corp.
Arch Chemicals, Inc.
* Atlantis Plastics, Inc.
Balchem Corp.
86,055
62,237
25,510
100,175
10,882
87,289
81,642
4,300
54,837
1,853,625
1,812,964
944,380
3,226,637
169,215
1,366,946
3,536,731
8,514
1,126,352
103
#
*
*
#
*
Bowater, Inc.
Brush Engineered Materials, Inc.
Buckeye Technologies, Inc.
Calgon Carbon Corp.
Canyon Resources Corp.
176,613
67,923
122,483
133,400
59,500
$
2,974,163
3,280,681
1,907,060
1,780,890
21,414
*
*#
*#
*
*
*
*
#
*#
#
*
*#
*
*
*
*#
*
#
#
#
#
*
*#
*#
*
*
*#
*
*#
#
Caraustar Industries, Inc.
Century Aluminum Co.
Chesapeake Corp.
Coeur d’Alene Mines Corp.
Compass Minerals International, Inc.
Constar International, Inc.
Continental Materials Corp.
Core Molding Technologies, Inc.
Deltic Timber Corp.
Detrex Corp.
Empire Resources, Inc.
Ferro Corp.
Flamemaster Corp.
Flotek Industries, Inc.
Friedman Industries, Inc.
Georgia Gulf Corp.
Gibraltar Industries, Inc.
Glatfelter Co.
Graphic Packaging Corp.
H.B. Fuller Co.
Hawkins, Inc.
Headwaters, Inc.
Hecla Mining Co.
Hercules, Inc.
ICO, Inc.
Idaho General Mines, Inc.
Impreso, Inc.
Innophos Holdings, Inc.
Kaiser Aluminum Corp.
KMG Chemicals, Inc.
Koppers Holdings, Inc.
Kronos Worldwide, Inc.
Landec Corp.
Liquidmetal Technologies, Inc.
Louisiana-Pacific Corp.
LSB Industries, Inc.
Material Sciences Corp.
Maxxam, Inc.
Metal Management, Inc.
Minerals Technologies, Inc.
Mines Management, Inc.
Mod-Pac Corp.
Myers Industries, Inc.
Nanophase Technologies Corp.
Nevada Chemicals, Inc.
NewMarket Corp.
NL Industries, Inc.
91,335
108,590
60,102
900,500
107,200
41,802
300
34,384
41,501
500
32,513
144,030
189
60,072
22,381
104,100
96,704
112,900
667,100
198,918
35,150
132,400
400,800
230,100
82,142
129,610
5,200
17,400
66,421
20,265
11,300
20,322
85,390
68,495
6,100
47,200
47,330
10,590
87,800
61,400
41,800
7,627
111,296
61,398
7,462
52,500
150,690
338,853
5,340,456
589,000
3,079,710
3,652,304
233,255
8,310
236,906
2,373,857
4,688
219,463
2,818,667
1,134
2,268,919
185,091
1,558,377
1,932,146
1,666,404
3,175,396
5,352,883
506,863
2,187,248
3,006,000
4,790,682
942,990
845,057
12,480
256,302
4,511,314
475,214
415,049
416,398
1,152,765
54,796
114,253
1,039,344
515,424
295,991
4,118,698
4,046,874
125,818
74,973
2,370,605
365,318
71,337
2,452,275
1,574,711
104
*
*
*
*
*
*
#
*
#
*
*#
*#
#
*
*
*
#
*#
*
*
*#
*
#
*
*
NN, Inc.
Northern Technologies International Corp.
Northwest Pipe Co.
Olin Corp.
Olympic Steel, Inc.
OM Group, Inc.
OMNOVA Solutions, Inc.
Penford Corp.
Pioneer Companies, Inc.
PolyOne Corp.
Pope & Talbot, Inc.
Quaker Chemical Corp.
Quanex Corp.
Rock of Ages Corp.
Rock-Tenn Co. Class A
Royal Gold, Inc.
RTI International Metals, Inc.
Ryerson, Inc.
Schnitzer Steel Industries, Inc. Class A
Schweitzer-Maudoit International, Inc.
Sensient Technologies Corp.
Silgan Holdings, Inc.
Spartech Corp.
Stepan Co.
Stillwater Mining Co.
Symyx Technologies, Inc.
Synalloy Corp.
Terra Industries, Inc.
Texas Industries, Inc.
Tronox, Inc. Class A
Tronox, Inc. Class B
U.S. Aggregates, Inc.
U.S. Concrete, Inc.
U.S. Energy Corp.
U.S. Gold Corp.
UFP Technologies, Inc.
United States Lime & Minerals, Inc.
Universal Stainless & Alloy Products, Inc.
Vulcan International Corp.
Wausau Paper Corp.
Webco Industries, Inc.
Wellman, Inc.
Williams Industries, Inc.
Worthington Industries, Inc.
Zoltek Companies, Inc.
55,375
6,025
28,664
245,752
26,000
95,100
140,394
28,200
38,200
278,300
52,800
33,520
123,675
4,400
129,800
91,335
67,000
85,800
74,051
50,500
151,600
113,826
101,300
28,900
296,700
96,000
12,636
295,778
72,400
43,500
14,500
1,600
126,800
11,100
147,300
3,700
10,096
20,855
700
164,326
600
102,800
1,200
193,529
87,500
$
568,701
61,154
1,068,594
5,268,923
635,180
4,697,940
829,729
995,460
1,337,382
2,234,749
13,200
737,440
5,356,364
27,764
3,762,902
2,535,460
4,671,240
2,860,572
4,326,800
1,150,895
4,106,844
5,815,370
2,194,158
867,578
2,786,013
859,200
253,225
7,681,355
5,337,328
447,180
146,160
4
1,008,060
51,060
877,908
18,759
349,019
676,119
39,900
1,845,381
56,100
226,160
2,580
4,095,074
3,612,875
Total Materials
182,278,029
Other — (0.0%)
* Big 4 Ranch, Inc.
* Breed Technologies, Inc.
* DLB Oil & Gas, Inc.
* ePresence, Inc. Escrow Shares
3,200
36,100
1,300
25,100
—
108
—
753
105
*#
EquiMed, Inc.
* iGo Escrow Shares
* ioWorldMedia, Inc.
* Noel Group, Inc.
* PDS Gaming Corp. Escrow Shares
* Petrocorp, Inc. Escrow Shares
Total Other
Real Estate Investment Trusts — (0.1%)
# Potlatch Corp.
Telecommunication Services — (1.1%)
Alaska Communications Systems Group, Inc.
* Arbinet-thexchange, Inc.
* # Cbeyond, Inc.
* Centennial Communications Corp.
* Cincinnati Bell, Inc.
* Cogent Communications Group, Inc.
Consolidated Communications Holdings, Inc.
* Covista Communications, Inc.
CT Communications, Inc.
D&E Communications, Inc.
* Dobson Communications Corp.
* Eschelon Telecom, Inc.
# FairPoint Communications, Inc.
* # FiberTower Corp.
* General Communications, Inc. Class A
* GoAmerica, Inc.
Hickory Tech Corp.
IDT Corp.
IDT Corp. Class B
# Iowa Telecommunications Services, Inc.
* LCC International, Inc. Class A
* # Level 3 Communications, Inc.
* Metro One Telecommunications, Inc.
* # Network Plus Corp.
2,250
4,100
1,655
8,000
1,100
6,900
$
—
—
91
140
1,650
414
3,156
68,837
3,100,418
141,281
44,100
66,988
353,852
825,800
163,489
86,775
2,900
67,260
47,574
506,246
34,489
81,400
285,994
168,281
56
43,845
42,178
218,100
74,100
72,575
309,411
5,337
14,500
1,929,898
229,761
2,603,154
3,326,209
4,029,904
4,082,320
1,612,280
2,842
2,118,690
676,978
6,393,887
1,034,670
1,361,822
1,075,337
2,128,755
291
413,897
348,812
1,962,900
1,371,591
263,447
1,618,220
10,514
24
#
*
*#
*
*
*
*#
*
*
*#
*
North Pittsburgh Systems, Inc.
Pac-West Telecomm, Inc.
PAETEC Holding Corp.
Point.360
Premiere Global Services, Inc.
Price Communications Liquidation Trust
Primus Telecommunications Group, Inc.
Rural Cellular Corp. Class A
Shared Technologies Cellular, Inc.
Shenandoah Telecommunications Co.
SunCom Wireless Holdings, Inc.
SureWest Communications
Syniverse Holdings, Inc.
USA Mobility, Inc.
Verizon Communications, Inc.
Warwick Valley Telephone Co.
45,606
20,500
293,567
12,784
229,737
159,870
38,596
47,986
9,900
600
17,930
45,112
6,400
40,300
16,152
300
1,053,043
103
3,502,254
33,111
3,004,960
21,835
27,789
2,061,479
15
12,324
358,600
1,308,699
90,432
743,535
676,446
4,068
106
*
Wireless Facilities, Inc.
* Xeta Corp.
Total Telecommunication Services
Utilities — (2.1%)
ALLETE, Inc.
* AMEN Properties, Inc.
# American States Water Co.
* Aquila, Inc.
Artesian Resources Corp. Class A
Avista Corp.
BIW, Ltd.
# Black Hills Corp.
* # Cadiz, Inc.
# California Water Service Group
# Central Vermont Public Service Corp.
CH Energy Group, Inc.
Chesapeake Utilities Corp.
Cleco Corp.
Connecticut Water Services, Inc.
Delta Natural Gas Co., Inc.
* El Paso Electric Co.
# Empire District Electric Co.
Energy West, Inc.
# EnergySouth, Inc.
* Environmental Power Corp.
197,404
15,800
$
501,406
50,086
52,046,388
101,666
1,975
56,931
1,062,800
6,222
175,750
800
125,658
5,146
68,900
34,900
52,600
22,410
190,087
27,471
7,020
153,600
101,300
3,800
26,018
32,253
4,281,155
11,811
2,223,725
4,229,944
120,085
3,439,428
18,168
5,175,853
102,560
2,668,497
1,259,890
2,486,402
708,380
4,379,604
645,569
174,166
3,428,352
2,322,809
56,240
1,253,807
166,103
Florida Public Utilities Co.
IDACORP, Inc.
ITC Holdings Corp.
Laclede Group, Inc.
* Maine & Maritimes Corp.
# MGE Energy, Inc.
Middlesex Water Co.
# New Jersey Resources Corp.
Northwest Natural Gas Co.
# NorthWestern Corp.
# Ormat Technologies, Inc.
# Otter Tail Corp.
# Piedmont Natural Gas Co.
# Portland General Electric Co.
RGC Resources, Inc.
SEMCO Energy, Inc.
# SJW Corp.
South Jersey Industries, Inc.
Southern Union Co.
Southwest Gas Corp.
# Southwest Water Co.
UIL Holdings Corp.
Unisource Energy Corp.
Unitil Corp.
WGL Holdings, Inc.
York Water Co.
Total Utilities
5,749
134,900
102,028
71,900
1,600
70,027
42,308
90,700
91,000
57,499
78,600
98,560
1,500
143,800
3,464
107,700
59,250
95,028
1
136,000
77,417
78,666
113,885
6,900
159,172
5,069
67,838
4,380,203
4,538,205
2,346,816
49,600
2,306,689
793,275
4,442,486
4,227,860
1,543,273
3,383,730
3,597,440
39,600
3,823,642
91,865
819,597
2,032,868
3,222,399
22
3,945,360
1,082,290
2,437,859
3,373,274
217,695
5,235,167
87,339
97,238,940
TOTAL COMMON STOCKS
3,741,266,243
107
RIGHTS/WARRANTS — (0.0%)
*#
*
*
*
*
*
*
*
*
Angeion Corp. Warrants 10/31/07
Caliper Life Sciences, Inc. Warrants 08/10/11
CSF Holding, Inc. Litigation Rights
Del Global Technologies Corp. Warrants 03/28/08
DOV Pharmaceutical, Inc. Warrants 12/31/09
Imperial Credit Industries, Inc. Warrants 01/31/08
Mossimo, Inc. Contingent Rights
Optical Cable Corp. Warrants 10/24/07
Tengasco, Inc. Warrants 09/12/08
TOTAL RIGHTS/WARRANTS
215
44
3,250
971
72,741
22
16,100
2,823
683
$
—
55
—
1,675
—
—
—
—
—
1,730
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $16,460,000 FNMA 5.50%, 02/01/37, valued at
$15,722,034) to be repurchased at $15,496,931
SECURITIES LENDING COLLATERAL — (18.6%)
@ Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $907,675,566 FHLB 4.847(y), 11/23/07 & FNMA, rates
ranging from 4.500% to 8.000%, maturities ranging from 10/01/20 to 09/01/37,
valued at $834,243,995) to be repurchased at $810,066,999
@ Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$63,844,380 FHLMC 4.500%, 09/01/35 & FNMA 5.500%, 05/01/19 &
6.100%, 08/01/37, valued at $51,301,433) to be repurchased at $49,595,804
15,488
15,488,000
809,946
809,945,626
49,588
49,588,435
$
TOTAL SECURITIES LENDING COLLATERAL
859,534,061
TOTAL INVESTMENTS - (100.0%)
(Cost $4,195,482,839)##
$
4,616,290,034
108
THE U.S. MICRO CAP SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (80.5%)
Consumer Discretionary — (12.5%)
* 1-800 CONTACTS, Inc.
* 1-800-FLOWERS.COM, Inc.
* # 4Kids Entertainment, Inc.
* # 99 Cents Only Stores
* A.C. Moore Arts & Crafts, Inc.
Acme Communications, Inc.
Acme United Corp.
* Advanced Marketing Services, Inc.
* AFC Enterprises, Inc.
* Aftermarket Technology Corp.
# Aldila, Inc.
* All American Semiconductor, Inc.
* Alloy, Inc.
Ambassadors Group, Inc.
133,858
251,448
123,488
620,800
199,406
145,810
31,807
135,675
292,429
216,255
53,836
45,140
134,453
193,354
Value †
$
3,212,592
2,672,892
1,853,555
7,666,880
3,726,898
612,402
445,298
441
4,360,116
6,468,187
906,060
5,642
1,075,624
7,496,335
#
*
*
*#
*
#
*#
*
*#
*
*#
*
*
*#
*
*
*
*#
*
*#
#
Ambassadors International, Inc.
AMCON Distributing Co.
American Biltrite, Inc.
America’s Car-Mart, Inc.
AMS Health Sciences, Inc.
Arctic Cat, Inc.
Ark Restaurants Corp.
Arlington Hospitality, Inc.
Asbury Automotive Group, Inc.
Ashworth, Inc.
Audible, Inc.
Audiovox Corp. Class A
Avatar Holdings, Inc.
Bakers Footwear Group, Inc.
Ballantyne of Omaha, Inc.
Bally Total Fitness Holding Corp.
Barry (R.G.) Corp.
Bassett Furniture Industries, Inc.
Beasley Broadcast Group, Inc.
Benihana, Inc.
Benihana, Inc. Class A
Big 5 Sporting Goods Corp.
Big Dog Holdings, Inc.
Birks & Mayors, Inc.
BJ’s Restaurants, Inc.
Blockbuster, Inc. Class A
109,760
1,858
57,750
105,056
42,900
121,389
35,274
22,265
322,198
133,600
239,519
165,885
80,366
60,195
134,735
359,400
163,435
105,200
65,543
56,912
57,312
224,459
22,012
13,946
248,236
706,100
2,647,411
53,882
432,836
1,271,178
12,870
2,052,688
1,282,210
161
6,965,921
900,464
2,543,692
1,733,498
4,884,645
241,382
794,936
116,805
1,495,430
1,214,008
483,707
1,060,840
1,062,564
4,668,747
337,884
95,530
5,622,545
3,502,256
109
*
*#
*#
*
#
*
*
#
*#
*#
*#
*#
*#
Blockbuster, Inc. Class B
Blue Nile, Inc.
Bluegreen Corp.
Blyth, Inc.
Bombay Co., Inc.
Bon-Ton Stores, Inc.
Books-A-Million, Inc.
Bowl America, Inc. Class A
Broadview Institute, Inc.
Buca, Inc.
Buckle, Inc.
Buffalo Wild Wings, Inc.
Build-A-Bear-Workshop, Inc.
Cache, Inc.
California Coastal Communities, Inc.
California Pizza Kitchen, Inc.
Canterbury Park Holding Corp.
256,000
16,851
277,229
84,200
302,900
132,972
171,700
55,406
15,800
182,540
205,790
156,089
103,900
159,586
107,476
287,596
23,435
$
1,241,600
1,422,561
2,320,407
1,882,712
84,812
3,832,253
2,287,044
914,199
35,550
412,540
7,698,604
5,427,215
1,710,194
2,677,853
1,680,925
5,881,338
295,281
#
*
*#
*#
*
*
*#
*#
#
*#
#
*
*#
#
*
#
*#
*
*#
*#
*#
*#
*
#
*#
*
Carmike Cinemas, Inc.
Carriage Services, Inc.
Casual Male Retail Group, Inc.
Catalina Lighting, Inc.
Cato Corp. Class A
Cavalier Homes, Inc.
Cavco Industries, Inc.
Champion Enterprises, Inc.
Champps Entertainment, Inc.
Charles and Colvard, Ltd.
Charlotte Russe Holding, Inc.
Cherokee, Inc.
Christopher & Banks Corp.
Chromcraft Revington, Inc.
Churchill Downs, Inc.
Citi Trends, Inc.
Coachmen Industries, Inc.
Coast Distribution System, Inc.
Cobra Electronics Corp.
Coinmach Service Corp. Class A
Coinstar, Inc.
Collectors Universe, Inc.
Comstock Homebuilding Companies, Inc.
Concord Camera Corp.
Congoleum Corp. Class A
Conn’s, Inc.
Cooper Tire & Rubber Co.
Cosi, Inc.
Cost Plus, Inc.
Cost-U-Less, Inc.
Courier Corp.
CPI Corp.
Craftmade International, Inc.
Crown Media Holdings, Inc.
CSK Auto Corp.
126,443
168,400
369,462
11,080
304,890
169,400
56,747
758,260
116,585
164,798
250,547
88,942
216,900
97,750
109,516
135,311
117,100
41,382
114,900
289,522
260,062
79,356
33,200
49,560
35,300
235,758
39,877
224,255
191,199
13,600
141,318
63,379
61,350
385,182
433,495
2,028,146
1,431,400
3,731,566
74,790
6,728,922
618,310
1,992,955
8,757,903
628,393
682,264
4,377,056
3,379,796
2,620,152
544,467
5,460,468
2,941,661
772,860
253,258
739,956
3,708,777
8,498,826
1,194,308
84,328
157,601
19,062
5,186,676
974,594
899,263
764,796
155,312
5,078,969
2,836,844
976,078
2,592,275
5,730,804
110
*
*#
*
*
*
CSS Industries, Inc.
Culp, Inc.
Cumulus Media, Inc. Class A
Cybex International, Inc.
Cycle Country Accessories Corp.
Daily Journal Corp.
Deb Shops, Inc.
Decorator Industries, Inc.
53,050
152,480
138,366
156,350
60,200
200
141,852
20,587
$
2,040,303
1,555,296
1,480,516
748,916
96,320
9,210
3,784,611
125,992
*
*
*
*#
*
*
*
*#
*
#
*
*
*#
*
*#
*
*
*
*
*
#
*
*#
*#
*#
*
*
*
*
#
*
*
*#
*#
*
*
dELiA*s, Inc.
Delta Apparel, Inc.
Delta Woodside Industries, Inc.
Design Within Reach, Inc.
DG Fastchannel, Inc.
Diedrich Coffee, Inc.
Directed Electronics, Inc.
Dixie Group, Inc.
Dominion Homes, Inc.
Dorman Products, Inc.
Dover Downs Gaming & Entertainment, Inc.
Dover Motorsports, Inc.
Dover Saddlery, Inc.
Drew Industries, Inc.
drugstore.com, Inc.
Duckwall-ALCO Stores, Inc.
Dura Automotive Systems, Inc.
E Com Ventures, Inc.
Educational Development Corp.
ELXSI Corp.
EMAK Worldwide, Inc.
Emerging Vision, Inc.
Emerson Radio Corp.
Emmis Communications Corp. Class A
Enesco Group, Inc.
Enova Systems, Inc.
Escala Group, Inc.
Escalade, Inc.
Everlast Worldwide, Inc.
Factory 2-U Stores, Inc.
Factory Card & Party Outlet Corp.
Fairchild Corp. Class A
Famous Dave’s of America, Inc.
Fedders Corp.
Federal Screw Works
Finish Line, Inc. Class A
Finlay Enterprises, Inc.
Flanigan’s Enterprises, Inc.
Fleetwood Enterprises, Inc.
Flexsteel Industries, Inc.
Foamex International, Inc.
Footstar, Inc.
Fountain Powerboat Industries, Inc.
Franklin Covey Co.
142,905
77,280
800
119,594
171,899
28,625
25,913
104,300
71,300
147,175
154,879
163,171
1,200
215,100
855,582
41,000
140,700
10,825
21,823
7,100
58,100
91,300
243,478
303,222
122,400
26,101
245,312
49,533
5,600
23,754
12,867
148,929
100,330
92,582
33,750
410,964
82,206
20,600
614,206
60,900
30,369
83,700
39,065
189,294
111
665,937
1,339,262
2
574,051
3,462,046
104,481
139,412
1,060,731
154,721
2,058,978
1,599,900
974,131
6,600
8,446,977
2,481,188
1,542,420
10,552
218,124
141,849
21,477
87,150
30,038
623,304
1,931,524
1,102
117,454
505,343
421,030
182,784
38
98,819
339,558
1,914,296
5,370
388,125
2,317,837
258,949
203,940
5,724,400
857,472
282,432
346,518
75,395
1,417,812
*
*#
*
#
*#
*
#
*#
*
*#
*
*
*
#
*
*#
*
#
#
*
*
*
*
#
*
*
*
*#
*
*
*#
*
*
*
*#
*#
*
#
*
*#
*
Franklin Electronic Publishers, Inc.
Fred’s, Inc.
Frisch’s Restaurants, Inc.
Fuel Systems Solutions, Inc.
Full House Resorts, Inc.
Furniture Brands International, Inc.
Gaiam, Inc.
GameTech International, Inc.
Gaming Partners International Corp.
Gander Mountain Co.
Genesco, Inc.
Gentek, Inc.
G-III Apparel Group, Ltd.
Global Entertainment Corp.
Gottschalks, Inc.
Gray Television, Inc.
Gray Television, Inc. Class A
Great Wolf Resorts, Inc.
GSI Commerce, Inc.
Hampshire Group, Ltd.
Hancock Fabrics, Inc.
Handleman Co.
Harolds Stores, Inc.
Harris Interactive, Inc.
Hartmarx Corp.
Hastings Entertainment, Inc.
Haverty Furniture Co., Inc.
Haverty Furniture Co., Inc. Class A
Hawk Corp.
Hayes Lemmerz International, Inc.
Hollywood Media Corp.
Home Solutions of America, Inc.
Hot Topic, Inc.
ILX Resorts, Inc.
Image Entertainment, Inc.
Infosonics Corp.
Insignia Systems, Inc.
Interface, Inc. Class A
International Textile Group, Inc.
Interstate Hotels & Resorts, Inc.
INVESTools, Inc.
iRobot Corp.
Isle of Capri Casinos, Inc.
J. Alexander’s Corp.
Jackson Hewitt Tax Service, Inc.
Jaclyn, Inc.
Jakks Pacific, Inc.
Jarden Corp.
81,300
394,596
63,868
149,650
8,610
14,700
3,551
123,000
78,434
198,165
147,400
102,584
157,405
585
130,400
352,972
41,200
52,329
414,999
25,800
182,600
188,705
31,937
559,304
323,000
95,270
168,200
12,000
80,416
911,489
332,328
442,946
437,908
26,797
202,118
127,200
51,150
300,973
1,180
286,750
589,224
148,245
294,889
104,550
135,500
20,127
227,958
46,202
$
227,640
4,103,798
1,759,563
2,710,161
27,982
167,286
73,470
779,820
795,321
1,626,935
6,764,186
3,154,458
2,699,496
2,758
652,000
3,159,099
363,796
748,305
9,549,127
438,600
383,460
683,112
7,026
2,410,600
2,351,440
709,761
1,803,104
129,120
1,153,970
4,147,275
1,229,614
1,350,985
3,665,290
227,774
850,917
277,296
248,589
5,429,553
7,994
1,118,325
7,123,718
3,270,285
5,464,293
1,364,377
3,911,885
182,149
5,122,216
1,514,964
*
*#
*#
Jennifer Convertibles, Inc.
Jo-Ann Stores, Inc.
Johnson Outdoors, Inc.
Jos. A. Bank Clothiers, Inc.
60,720
231,900
64,833
176,578
266,561
5,217,750
1,211,729
5,323,827
112
#
#
*
*#
*#
*
*#
*
*
*#
#
*
#
*#
*
#
#
#
*
*
*#
*
*
*
#
*
*#
*
#
*#
*#
*
Journal Register Co.
Kellwood Co.
Kenneth Cole Productions, Inc. Class A
Keystone Automotive Industries, Inc.
Kimball International, Inc. Class B
Kirkland’s, Inc.
Knology, Inc.
Kona Grill, Inc.
Koss Corp.
Krispy Kreme Doughnuts, Inc.
KSW, Inc.
K-Swiss, Inc. Class A
LaCrosse Footwear, Inc.
Lakeland Industries, Inc.
Lakes Entertainment, Inc.
Landry’s Restaurants, Inc.
Lazare Kaplan International, Inc.
La-Z-Boy, Inc.
Leapfrog Enterprises, Inc.
Lenox Group, Inc.
Levitt Corp. Class A
Libbey, Inc.
Liberty Homes, Inc. Class A
Lifetime Brands, Inc.
Lin TV Corp.
Lincoln Educational Services
Lithia Motors, Inc. Class A
Lodgenet Entertainment Corp.
Lodgian, Inc.
LOUD Technologies, Inc.
Luby’s, Inc.
M/I Homes, Inc.
Mace Security International, Inc.
Magna Entertainment Corp.
Maidenform Brands, Inc.
Marine Products Corp.
MarineMax, Inc.
Martha Stewart Living Omnimedia, Inc.
Max & Erma’s Restaurants, Inc.
379,100
136,000
119,000
154,997
256,195
150,751
145,300
26,854
83,900
620,604
59,720
82,347
25,533
40,544
176,333
34,900
68,200
488,000
46,900
123,650
160,400
140,891
200
124,920
258,800
93,629
119,400
212,244
229,691
22,580
247,150
127,800
136,938
15,700
225,200
322,455
171,676
28,300
24,044
$
1,194,165
2,679,200
2,460,920
7,277,109
3,440,699
265,322
2,295,740
460,815
1,717,433
4,120,811
447,900
1,986,210
491,510
474,770
1,911,450
1,000,583
531,278
4,704,320
337,211
624,432
375,336
2,550,127
730
2,547,119
3,449,804
1,307,997
2,138,454
5,560,793
2,809,121
186,059
2,832,339
2,329,794
295,786
32,970
3,837,408
2,856,951
3,148,538
358,844
170,712
*
*
#
*
*
*
#
*
*
*
McCormick & Schmick’s Seafood Restaurants, Inc.
McRae Industries, Inc. Class A
Meade Instruments Corp.
Media General, Inc. Class A
Mediacom Communications Corp.
Merisel, Inc.
Midas, Inc.
Modine Manufacturing Co.
Monaco Coach Corp.
Monarch Casino & Resort, Inc.
Monro Muffler Brake, Inc.
Morgans Hotel Group
Morgan’s Foods, Inc.
141,960
8,800
152,660
6,900
755,583
5
147,200
92,201
276,700
186,899
140,403
204,607
500
3,761,940
115,280
302,267
192,648
6,460,235
22
2,985,216
2,586,238
3,705,013
5,302,325
5,283,365
3,944,823
4,905
113
*
*
#
*
*
*#
*
*
*
*
#
*#
*
*
*
*
*
*
*
#
*#
*#
Mothers Work, Inc.
Motorcar Parts of America, Inc.
Movado Group, Inc.
Movie Gallery, Inc.
Movie Star, Inc.
MTR Gaming Group, Inc.
Multimedia Games, Inc.
Nathan’s Famous, Inc.
National Lampoon, Inc.
National Presto Industries, Inc.
National RV Holdings, Inc.
Nature Vision, Inc.
Nautilus Group, Inc.
Navarre Corp.
Nevada Gold & Casinos, Inc.
New Frontier Media, Inc.
New York & Co., Inc.
Nitches, Inc.
Nobel Learning Communities, Inc.
Nobility Homes, Inc.
Noble International, Ltd.
NTN Communications, Inc.
Odd Job Stores, Inc.
Ohio Art Co.
Orange 21, Inc.
Orleans Homebuilders, Inc.
O’Charleys, Inc.
Outdoor Channel Holdings, Inc.
Overstock.com, Inc.
Oxford Industries, Inc.
53,619
24,500
192,200
311,973
108,429
269,508
266,909
57,075
11,700
6,335
102,650
500
308,710
226,457
117,950
237,806
107,800
33,639
63,472
43,800
138,509
363,891
83,400
3,600
12,023
169,600
221,831
233,849
210,331
141,900
$
1,096,509
287,875
5,669,900
112,622
254,808
2,697,775
2,589,017
998,812
21,411
349,439
82,120
1,050
2,938,919
853,743
171,027
1,621,837
711,480
93,180
884,165
768,471
2,757,714
338,419
4,587
36,450
58,552
1,231,296
3,611,409
2,104,641
4,671,452
5,139,618
*
*#
*#
*
*#
*
*#
*
#
*#
*#
*#
*
*#
#
#
*
*#
*#
*
*#
*#
P & F Industries, Inc. Class A
P.F. Chang’s China Bistro, Inc.
Palm Harbor Homes, Inc.
Papa John’s International, Inc.
PC Mall, Inc.
Perry Ellis International, Inc.
PetMed Express, Inc.
Phoenix Footwear Group, Inc.
Pier 1 Imports, Inc.
Playboy Enterprises, Inc. Class A
Playboy Enterprises, Inc. Class B
PokerTek, Inc.
Pomeroy IT Solutions, Inc.
Premier Exhibitions, Inc.
Pre-Paid Legal Services, Inc.
PRIMEDIA, Inc.
Princeton Review, Inc.
Progressive Gaming International Corp.
Proliance International, Inc.
QEP Co., Inc.
Quaker Fabric Corp.
Quantum Fuel Systems Technologies Worldwide, Inc.
3,412
39,774
206,034
182,512
121,582
119,400
237,313
62,100
694,850
300
277,942
36,300
114,040
250,935
139,400
276,461
275,609
318,923
92,420
17,722
147,950
459,583
38,436
1,341,577
2,915,381
4,628,504
1,491,811
3,258,426
3,557,322
210,519
4,294,173
3,300
3,071,259
367,356
956,796
3,969,792
7,693,486
4,022,508
1,841,068
1,632,886
189,461
206,993
3,699
533,116
114
*
*
#
*#
*#
*
*#
*
*
*
*#
*#
*
*
*#
*
*
*#
*
*
Radio One, Inc. Class D
RC2 Corp.
RCN Corp.
Reading International, Inc. Class A
Reading International, Inc. Class B
Red Lion Hotels Corp.
Red Robin Gourmet Burgers, Inc.
RedEnvelope, Inc.
Regent Communications, Inc.
Rentrak Corp.
Restoration Hardware, Inc.
Retail Ventures, Inc.
Rex Stores Corp.
Riviera Holdings Corp.
Rockford Corp.
Rocky Brands, Inc.
Rubio’s Restaurants, Inc.
Russ Berrie & Co., Inc.
Ruth’s Chris Steak House, Inc.
S&K Famous Brands, Inc.
Saga Communications, Inc. Class A
253,017
194,880
51,155
143,863
10,140
167,896
156,691
85,748
482,407
104,800
358,683
414,056
141,475
66,300
80,475
50,100
95,838
184,100
156,041
24,600
144,761
$
989,296
5,951,635
736,120
1,453,016
103,174
1,583,259
6,027,903
456,179
1,326,619
1,295,328
1,262,564
4,790,628
2,676,707
1,800,045
160,950
436,371
1,035,050
2,754,136
2,593,401
295,200
1,042,279
*#
*
*#
*#
*
*
*
#
*#
#
*#
*#
*#
*
#
*
*
#
*
*
#
#
Salem Communications Corp.
Salton, Inc.
Schieb (Earl), Inc.
Select Comfort Corp.
Sharper Image Corp.
Shiloh Industries, Inc.
Shoe Carnival, Inc.
Shoe Pavilion, Inc.
Silverleaf Resorts, Inc.
Sinclair Broadcast Group, Inc. Class A
Six Flags, Inc.
Skyline Corp.
Smith & Wesson Holding Corp.
Sonesta International Hotels Corp. Class A
Source Interlink Companies, Inc.
Spanish Broadcasting System, Inc.
SPAR Group, Inc.
Spartan Motors, Inc.
Sport Chalet, Inc. Class A
Sport Chalet, Inc. Class B
Sport Supply Group, Inc.
Sport-Haley, Inc.
Stage Stores, Inc.
Stamps.com, Inc.
Standard Motor Products, Inc.
Stanley Furniture, Inc.
Star Buffet, Inc.
Stein Mart, Inc.
Steinway Musical Instruments, Inc.
Steven Madden, Ltd.
Stewart Enterprises, Inc.
170,251
142,405
71,500
379,635
141,768
145,400
132,720
5,700
30,700
37,474
545,500
74,794
377,134
2,095
470,569
368,786
1,000
313,585
107,975
15,525
94,800
32,100
354,974
204,998
172,400
141,600
16,400
415,795
79,000
191,350
472,798
1,748,478
34,177
268,125
6,510,740
730,105
1,531,062
2,289,420
16,245
174,990
466,926
2,192,910
2,238,584
7,919,814
90,127
1,957,567
1,047,352
960
4,641,058
1,011,726
141,898
919,560
118,288
6,151,699
2,488,676
1,687,796
2,441,184
130,790
3,650,680
2,525,630
4,711,037
3,389,962
115
*
*
#
#
#
*#
#
*
*
Stoneridge, Inc.
Strattec Security Corp.
Sturm Ruger & Co., Inc.
Sun-Times Media Group, Inc. Class A
Superior Industries International, Inc.
Superior Uniform Group, Inc.
Syms Corp.
Syntax-Brillian Corp.
Systemax, Inc.
Talon International, Inc.
Tandy Brand Accessories, Inc.
Tandy Leather Factory, Inc.
196,900
40,900
244,900
600,400
250,100
86,600
143,200
593,853
351,300
110,300
60,077
101,294
$
2,055,636
1,954,611
4,466,976
1,693,128
4,971,988
1,008,890
2,347,048
3,860,044
6,534,180
105,888
651,835
714,123
*#
*
*
#
*
*
*
*#
#
*
*
*
*#
#
*
*
*
*
*
*#
*
*
*#
*#
*
*
*
*#
*#
*#
*
#
*
#
*
*#
Tarragon Corp.
Tarrant Apparel Group
The Hallwood Group, Inc.
The Marcus Corp.
The Pep Boys - Manny, Moe & Jack
The Rowe Companies
The Sports Club Co., Inc.
The Steak n Shake Co.
TiVo, Inc.
TOUSA, Inc.
Traffix, Inc.
Trans World Entertainment Corp.
Triple Crown Media, Inc.
True Religion Apparel, Inc.
Trump Entertainment Resorts, Inc.
Tuesday Morning Corp.
Tweeter Home Entertainment Group, Inc.
Ultimate Electronics, Inc.
Unifi, Inc.
Unifirst Corp.
United Retail Group, Inc.
Universal Electronics, Inc.
Universal Technical Institute, Inc.
Valassis Communications, Inc.
Value Line, Inc.
ValueVision Media, Inc. Class A
Varsity Group, Inc.
VCG Holding Corp.
Virco Manufacturing Corp.
Voyager Learning Co.
Waxman Industries, Inc.
WCI Communities, Inc.
Wells-Gardner Electronics Corp.
West Marine, Inc.
Western Metals Corp.
Westwood One, Inc.
Wet Seal, Inc. Class A
Weyco Group, Inc.
Williams Controls, Inc.
Wilsons The Leather Experts, Inc.
13,800
232,085
3,756
204,760
61,800
120,268
142,200
268,600
939,095
10,208
142,900
218,126
51,065
215,705
96,651
406,028
220,725
2,190
485,300
139,982
121,600
139,890
276,017
392,700
30,218
366,543
164,622
151,800
155,131
27,100
975
336,100
90,613
201,702
4,600
516,600
912,440
8,080
13,680
346,520
12,972
301,710
296,724
4,324,531
1,012,902
120
177,750
4,233,136
5,287,105
27,664
753,083
1,031,736
358,987
3,619,530
645,629
4,283,595
7,063
—
1,174,426
5,792,455
1,046,976
4,056,810
4,973,826
3,581,424
1,476,149
3,089,957
189,315
1,130,910
789,617
211,380
7,288
3,132,452
230,157
2,747,181
1,656
1,492,974
4,133,353
238,037
229,687
630,666
116
*
#
*#
Winmark Corp.
Winnebago Industries, Inc.
WisdomTree Investments, Inc.
53,554
52,100
6,700
$
1,105,355
1,389,507
25,795
*#
Xanadoo Co.
Xerium Technologies, Inc.
* Young Broadcasting, Inc. Class A
Total Consumer Discretionary
Consumer Staples — (3.0%)
# Alico, Inc.
* Alliance One International, Inc.
# American Italian Pasta Co.
# Andersons, Inc.
Arden Group, Inc. Class A
* Atlantic Premium Brands, Ltd.
* Boston Beer Co., Inc. Class A
* Bridgford Foods Corp.
* Cagle’s, Inc. Class A
Calavo Growers, Inc.
Cal-Maine Foods, Inc.
* # Caribou Coffee Co.
* # Carrington Laboratories, Inc.
CCA Industries, Inc.
# Chiquita Brands International, Inc.
* Coffee Holding Co, Inc.
* Cuisine Solutions, Inc.
* Darling International, Inc.
Diamond Foods, Inc.
* Elizabeth Arden, Inc.
# Farmer Brothers Co.
* Genesee Corp. Class B
Glacier Water Services, Inc.
Golden Enterprises, Inc.
* # Green Mountain Coffee, Inc.
* Griffin Land & Nurseries, Inc. Class A
* Hines Horticulture, Inc.
* IGI, Inc.
# Imperial Sugar Co.
Ingles Market, Inc. Class A
* # Integrated Biopharma, Inc.
# Inter Parfums, Inc.
* # Interstate Bakeries Corp.
J & J Snack Foods Corp.
* Katy Industries, Inc.
Lance, Inc.
* # Lifeway Foods, Inc.
# Mannatech, Inc.
* # Maui Land & Pineapple Co., Inc.
* # Medifast, Inc.
# MGP Ingredients, Inc.
* Monterey Pasta Co.
# Nash Finch Co.
566
70,000
196,237
137,255
378,700
382,662
774,099,573
69,000
877,124
166,700
176,200
851
23,300
131,700
91,667
94,800
76,070
208,919
4,666
95,640
56,230
414,500
100
130,816
788,025
85,226
277,862
18,675
800
24,500
68,706
229,200
24,000
195,700
16,400
69,917
113,498
116,875
200,313
238,400
181,697
76,100
302,509
133,457
253,670
73,210
123,000
152,173
162,493
126,284
3,529,350
6,753,855
1,461,959
8,327,212
115,949
18,989
6,421,692
675,586
905,340
1,370,781
4,134,507
29,162
58,340
556,677
6,466,200
525
843,763
6,658,811
1,423,274
6,835,405
429,525
—
931,000
206,118
7,808,844
782,640
64,581
15,990
2,010,114
3,417,425
506,069
4,158,498
269,392
6,822,722
123,662
7,535,499
1,889,751
2,090,241
2,126,750
793,350
2,200,422
573,600
4,736,913
117
#
National Beverage Corp.
Natrol, Inc.
Natural Alternatives International, Inc.
Natural Health Trends Corp.
Nature’s Sunshine Products, Inc.
Oil-Dri Corp. of America
* Omega Protein Corp.
* # Parlux Fragrances, Inc.
* Pathmark Stores, Inc.
* # Peet’s Coffee & Tea, Inc.
* Pizza Inn, Inc.
* Playtex Products, Inc.
* Prestige Brands Holdings, Inc.
# PriceSmart, Inc.
* Pyramid Breweries, Inc.
Reddy Ice Holdings, Inc.
* # Redhook Ale Brewery, Inc.
# Reliv International, Inc.
Rocky Mountain Chocolate Factory, Inc.
* # San Filippo (John B.) & Son, Inc.
Sanderson Farms, Inc.
* Scheid Vineyards, Inc.
Schiff Nutrition International, Inc.
Scope Industries
* Seneca Foods Corp. Class A
* Seneca Foods Corp. Class B
# Spartan Stores, Inc.
* # Spectrum Brands, Inc.
* Standard Management Corp.
* # Star Scientific, Inc.
Stephan Co.
Tasty Baking Co.
# The Topps Co., Inc.
* Tofutti Brands, Inc.
United-Guardian, Inc.
* # USANA Health Services, Inc.
* Vermont Pure Holdings, Ltd.
Village Super Market, Inc.
* Vita Food Products, Inc.
# WD-40 Co.
* Zapata Corp.
Total Consumer Staples
*
*
*#
Energy — (3.4%)
* Abraxas Petroleum Corp.
450,402
107,900
61,798
44,545
153,100
70,375
138,247
181,000
474,424
135,649
39,700
558,300
82,300
271,921
82,298
60,800
72,600
160,559
79,954
75,747
197,109
2,900
74,900
16,650
2,750
6,800
211,866
482,600
68,815
716,798
33,500
80,500
352,347
49,530
39,320
174,170
20,600
4,843
100
158,258
119,982
$
4,738,229
378,729
442,474
133,190
1,883,130
1,221,006
1,258,048
680,560
6,086,860
3,426,494
80,988
10,161,060
902,831
6,515,227
227,142
1,758,944
485,694
1,612,012
1,280,064
739,291
8,266,751
107,300
418,691
1,594,237
74,745
188,904
5,389,871
2,721,864
7,570
716,798
131,320
820,295
3,273,304
153,543
403,030
6,632,394
36,462
231,689
152
5,502,631
827,876
187,591,883
389,500
1,394,410
*#
*#
*
*#
*#
Adams Resources & Energy, Inc.
Allis-Chalmers Energy, Inc.
American Oil & Gas, Inc.
Arena Resources, Inc.
Barnwell Industries, Inc.
Basic Energy Services, Inc.
Bolt Technology Corp.
68,250
335,700
376,235
145,142
74,626
256,800
55,420
1,501,500
6,687,144
2,182,163
8,905,913
1,320,134
5,308,056
2,112,056
118
*
*#
*
*#
*
*#
*
*#
*
*#
*#
*#
*
*#
*#
*#
*#
*#
*#
*
*#
*#
*#
*#
*
*#
*
*
*
*
*
*#
*
Boots & Coots International Well Control, Inc.
BPZ Energy, Inc.
Brigham Exploration Co.
Bronco Drilling Co., Inc.
Callon Petroleum Co.
Carrizo Oil & Gas, Inc.
CKX Lands, Inc.
Clayton Williams Energy, Inc.
Contango Oil & Gas Co.
Dawson Geophysical Co.
Dune Energy, Inc.
Edge Petroleum Corp.
Endeavour International Corp.
Evolution Petroleum Corp.
FX Energy, Inc.
Gasco Energy, Inc.
Goodrich Petroleum Corp.
GSV, Inc.
Gulf Island Fabrication, Inc.
Gulfport Energy Corp.
Harvest Natural Resources, Inc.
Hkn, Inc.
Horizon Offshore, Inc.
Houston American Energy Corp.
Infinity, Inc.
Input/Output, Inc.
Lufkin Industries, Inc.
MarkWest Hydrocarbon, Inc.
Matrix Service Co.
McMoran Exploration Co.
Meridian Resource Corp.
Mexco Energy Corp.
Miller Petroleum, Inc.
Mitcham Industries, Inc.
NATCO Group, Inc. Class A
National Coal Corp.
Natural Gas Services Group
567,362
2,616
406,871
139,500
195,500
243,881
4,531
111,180
155,652
75,050
227,817
160,285
781,460
15,875
352,192
757,800
215,600
2,740
138,349
330,742
487,800
5,300
59,739
266,977
136,487
373,214
101,530
117,517
252,394
261,900
810,972
1,400
1,921
94,300
170,198
130,700
103,600
$
726,223
15,304
2,054,699
2,057,625
2,371,415
9,577,207
60,036
3,118,599
5,696,863
5,092,893
494,363
2,093,322
906,494
34,131
2,211,766
1,508,022
6,383,916
822
4,922,457
5,956,663
5,590,188
49,661
988,680
971,796
242,947
5,295,907
5,774,011
5,909,930
4,775,294
3,559,221
1,881,455
7,210
403
1,820,933
8,499,688
392,100
1,751,876
*
*#
*#
*#
*#
*#
*
*
*
*#
*
*#
*
*
Newpark Resources, Inc.
Ngas Resources, Inc.
OMNI Energy Services Corp.
Pacific Ethanol, Inc.
Panhandle Royalty Co.
Parallel Petroleum Corp.
Parker Drilling Co.
Petroleum Development Corp.
PetroQuest Energy, Inc.
PHI, Inc. (69336T106)
PHI, Inc. (69336T205)
Pioneer Drilling Co.
PowerSecure International, Inc.
Pyramid
Quest Resource Corp.
880,469
53,365
171,145
394,786
42,627
346,786
198,300
145,178
458,562
514
114,859
281,200
151,500
4,476
94,790
4,930,626
380,492
1,353,757
4,563,726
1,043,935
6,134,644
1,544,757
5,811,475
5,117,552
15,060
3,487,119
3,419,392
2,048,280
14,681
858,797
119
*#
Rentech, Inc.
Royale Energy, Inc.
* Stone Energy Corp.
* # SulphCo, Inc.
* Superior Well Services, Inc.
* # Syntroleum Corp.
* T-3 Energy Services, Inc.
* # Teton Energy Corp.
* TGC Industries, Inc.
* # Toreador Resources Corp.
* # Transmeridian Exploration, Inc.
* # Trico Marine Services, Inc.
* # Tri-Valley Corp.
* # TXCO Resources, Inc.
* Union Drilling, Inc.
* # VAALCO Energy, Inc.
* # Verenium Corp.
* # Warren Resources, Inc.
* # Westmoreland Coal Co.
* Westside Energy Corp.
Total Energy
Financials — (11.3%)
* 1st Constitution Bancorp
1st Independence Financial Group, Inc.
# 1st Source Corp.
# 21st Century Holding Co.
Abigail Adams National Bancorp, Inc.
1,286,825
48,257
28,900
637,900
152,797
492,496
9,270
148,193
157,111
158,909
831,700
145,226
225,222
326,057
86,112
534,600
438,434
467,074
86,167
185,798
$
2,998,302
181,446
952,255
4,369,615
3,298,887
940,667
286,721
751,339
1,461,132
1,638,352
1,688,351
4,772,126
1,659,886
3,175,795
1,240,013
2,095,632
2,411,387
5,520,815
1,783,657
548,104
214,704,271
5,883
6,285
204,017
74,434
8,656
93,893
99,649
4,796,440
1,045,053
119,453
#
*
*
*
#
#
*
*
#
#
*
Access National Corp.
Advanta Corp. Class A
Affirmative Insurance Holdings, Inc.
Alliance Financial Corp.
Amcore Financial, Inc.
Ameriana Bancorp
American Bancorp of New Jersey, Inc.
American Equity Investment Life Holding Co.
American Independence Corp.
American National Bankshares, Inc.
American Physicians Capital, Inc.
American Physicians Services Group, Inc.
American River Bankshares
American Spectrum Realty, Inc.
American West Bancorporation
Ameris Bancorp
Amerisafe, Inc.
AmeriServe Financial, Inc.
Anchor Bancorp Wisconsin, Inc.
Arrow Financial Corp.
ASB Financial Corp.
Asset Acceptance Capital Corp.
ASTA Funding, Inc.
Atlantic American Corp.
40,641
4,278
41,508
8,453
234,932
20,650
74,138
509,800
16,276
8,302
98,047
36,700
48,924
1,290
130,313
121,250
122,197
189,054
216,528
99,798
4,400
288,037
136,969
159,332
342,604
99,121
528,812
221,384
6,291,479
196,175
822,932
5,205,058
171,061
181,482
3,894,427
673,445
1,125,252
25,284
2,444,672
2,395,900
2,010,141
642,784
5,703,348
2,251,443
83,600
3,257,698
5,043,199
481,183
120
#
*
#
*
#
#
*
#
Atlantic Coast Federal Corp.
Baldwin & Lyons, Inc. Class A
Baldwin & Lyons, Inc. Class B
BancFirst Corp.
Bancinsurance Corp.
Bancorp Rhode Island, Inc.
BancTrust Financial Group, Inc.
Bank of Commerce Holdings
Bank of Florida Corp.
Bank of Granite Corp.
Bank of the Ozarks, Inc.
BankFinancial Corp.
Banner Corp.
Bar Harbor Bankshares
BCB Bancorp, Inc.
Beach First National Bancshares, Inc.
Benjamin Franklin Bancorp, Inc.
Berkshire Bancorp, Inc.
Berkshire Hills Bancorp, Inc.
55,512
330
77,512
152,633
39,480
17,532
2,242
20,282
83,250
144,524
158,935
212,776
123,297
4,287
2,938
22,763
700
1,605
79,135
$
778,278
8,955
2,123,829
6,882,222
240,828
691,287
35,962
214,786
1,290,375
2,001,657
4,861,822
3,317,178
3,972,629
128,610
45,172
415,425
9,366
26,418
2,344,770
*
*
*
*
*#
#
#
#
*#
*#
#
#
Beverly Hills Bancorp, Inc.
BFC Financial Corp.
BNCCORP, Inc.
BNS Holding, Inc.
Brooke Corp.
Brookline Bancorp, Inc.
Brunswick Bancorp
Bryn Mawr Bank Corp.
C&F Financial Corp.
CabelTel International Corp.
Cadence Financial Corp.
California First National Bancorp
Camco Financial Corp.
Camden National Corp.
Capital Bank Corp.
Capital City Bank Group, Inc.
Capital Corp. of the West
Capital Properties, Inc.
Capital Southwest Corp.
Capitol Bancorp, Ltd.
Cardinal Financial Corp.
Carrollton Bancorp
Carver Bancorp, Inc.
Cash Systems, Inc.
Centennial Bank Holdings, Inc.
Center Bancorp, Inc.
Center Financial Corp.
Centerstate Banks of Florida, Inc.
Central Bancorp, Inc.
Central Virginia Bankshares, Inc.
Centrue Financial Corp.
Century Bancorp, Inc. Class A
CFS Bancorp, Inc.
193,155
192,630
12,210
26,480
87,084
459,669
100
24,793
5,615
3,430
3,867
80,050
22,882
65,556
6,697
92,990
97,918
308
4,918
151,490
223,885
1,250
4,249
168,056
217,459
127,896
150,354
13,801
10,000
5,919
7,151
7,600
101,673
1,195,629
606,784
213,675
344,240
923,961
5,750,459
1,140
560,818
240,097
9,947
67,711
1,087,079
303,186
2,386,238
100,455
2,904,078
1,888,838
7,454
690,733
3,816,033
2,086,608
17,275
63,735
1,057,072
1,463,499
1,523,241
2,383,111
227,026
240,000
109,206
137,943
155,800
1,452,907
121
#
*
*#
*
Charter Financial Corp.
Chemical Financial Corp.
Citizens Community Bancorp, Inc.
Citizens First Bancorp, Inc.
Citizens First Corp.
Citizens Holding Co.
Citizens South Banking Corp.
Citizens, Inc.
City Holding Co.
Clayton Holdings, Inc.
750
235,414
100
79,838
1,300
1,212
45,473
388,983
174,419
37,900
$
34,672
5,960,682
900
1,553,647
16,334
25,294
577,507
2,932,932
6,450,015
322,150
*
#
#
*
#
*
#
#
#
#
*
#
*
*
#
*
#
*#
*
*#
*
#
*#
*
#
CNA Surety Corp.
CNB Financial Corp.
CoBiz, Inc.
Codorus Valley Bancorp, Inc.
Colonial Bankshares, Inc.
Colony Bankcorp, Inc.
Columbia Banking System, Inc.
Comm Bancorp, Inc.
Commercial National Financial Corp.
Commonwealth Bankshares, Inc.
Community Bancorp
Community Bank System, Inc.
Community Banks, Inc.
Community Bankshares, Inc.
Community Capital Corp.
Community Trust Bancorp, Inc.
Community West Bancshares
Consolidated-Tokoma Land Co.
Consumer Portfolio Services, Inc.
Cooperative Bankshares, Inc.
Corus Bankshares, Inc.
Cowen Group, Inc.
Cowlitz Bancorporation
Crawford & Co. Class A
Crawford & Co. Class B
Dearborn Bancorp, Inc.
Delta Financial Corp.
Dime Community Bancshares
Dollar Financial Corp.
Donegal Group, Inc. Class A
Donegal Group, Inc. Class B
ECB Bancorp, Inc.
EMC Insurance Group, Inc.
Empire Financial Holding Co.
Encore Capital Group, Inc.
Enstar Group, Ltd.
Enterprise Financial Services Corp.
Epoch Holding Corp.
ESB Financial Corp.
Evans Bancorp, Inc.
EZCORP, Inc. Class A
Federal Agriculture Mortgage Corp. Class C
322,342
12,415
113,807
4,128
2,830
32,091
159,361
2,555
3,800
8,512
33,680
282,197
32,795
4,330
1,276
150,480
26,455
51,100
208,967
22,375
35,100
99,876
8,003
101,223
137,712
21,086
219,200
346,112
219,451
180,377
34,026
2,822
133,763
2,025
207,755
2,522
71,731
75,975
97,162
1,989
275,700
86,200
5,789,262
171,948
2,078,116
75,130
33,224
582,452
4,862,104
126,907
61,788
171,517
829,202
5,674,982
962,861
63,651
25,520
4,816,865
323,545
3,512,103
1,149,318
373,215
468,936
1,276,415
105,159
557,739
885,488
269,901
1,190,256
4,717,507
5,262,435
2,711,066
621,315
71,453
3,270,505
2,673
2,285,305
321,631
1,618,251
989,954
1,004,655
39,342
3,355,269
2,810,120
122
Federal Agriculture Mortgage Corp. Class A
2,600
$
59,020
#
*
*
*#
#
*
#
*
*
#
#
#
#
#
#
*
*
*#
*
#
*
#
*
*
Federal Trust Corp.
Fidelity Bancorp, Inc.
Fidelity Southern Corp.
Financial Federal Corp.
Financial Industries Corp.
Financial Institutions, Inc.
Firebrand Financial Group, Inc.
First Acceptance Corp.
First Albany Companies, Inc.
First Bancorp
First Bancorp of Indiana, Inc.
First Bancshares, Inc.
First Bank of Delaware
First Busey Corp.
First Business Financial Services, Inc.
First Cash Financial Services, Inc.
First Charter Corp.
First Community Bancshares, Inc.
First Defiance Financial Corp.
First Federal Bancshares of Arkansas, Inc.
First Federal Bankshares, Inc.
First Federal of Northern Michigan Bancorp, Inc.
First Financial Bancorp
First Financial Bankshares, Inc.
First Financial Corp.
First Financial Holdings, Inc.
First Financial Service Corp.
First Franklin Corp.
First Indiana Corp.
First Investors Financial Services Group, Inc.
First Keystone Financial, Inc.
First M&F Corp.
First Mariner Bancorp, Inc.
First Merchants Corp.
First Mutual Bancshares, Inc.
First National Bancshares, Inc.
First National Lincoln Corp.
First PacTrust Bancorp, Inc.
First Place Financial Corp.
First Regional Bancorp
First Security Group, Inc.
First South Bancorp, Inc.
First State Bancorporation
First State Financial Corp.
First United Corp.
First West Virginia Bancorp, Inc.
Firstbank Corp.
FirstCity Financial Corp.
Flushing Financial Corp.
5,930
2,916
82,500
272,250
9,148
40,454
59,300
437,902
110,420
142,162
300
891
50,014
203,873
859
318,654
330,970
109,410
68,692
46,800
1,350
1,600
375,426
98,117
122,845
122,500
11,479
1,653
154,125
43,200
16,800
11,961
23,048
167,116
48,408
1,499
11,011
17,541
158,911
116,649
5,362
26,697
179,336
10,320
21,053
1,000
31,722
106,795
201,469
28,167
46,685
1,151,700
8,306,347
54,888
790,471
7,709
3,682,756
151,275
2,779,267
4,747
14,497
125,785
4,016,298
16,536
6,825,569
9,902,622
3,626,941
1,870,483
842,400
23,868
12,800
5,064,497
4,150,349
3,709,919
3,901,625
319,133
22,481
4,765,545
303,480
216,720
215,298
210,198
3,541,188
1,266,837
21,173
168,028
399,935
2,800,012
2,741,251
55,765
740,041
3,462,978
152,530
429,692
18,850
550,853
943,000
3,308,121
FNB Corp.
FNB United Corp.
12,640
18,643
398,160
296,424
123
*
*#
*#
#
#
*
#
*
*
*
#
#
#
#
#
FPIC Insurance Group, Inc.
Franklin Bank Corp.
Franklin Credit Management Corp.
Gateway Financial Holdings, Inc.
GB&T Bancshares, Inc.
German American Bancorp, Inc.
Gouverneur Bancorp, Inc.
Great Lakes Bancorp, Inc.
Great Pee Dee Bancorp, Inc.
Great Southern Bancorp, Inc.
Greater Atlantic Financial Corp.
Greater Community Bancorp
Greene Bancshares, Inc.
Grubb & Ellis Co.
GS Financial Corp.
Guaranty Bancshares, Inc.
Guaranty Federal Bancshares, Inc.
Habersham Bancorp
Hallmark Financial Services, Inc.
Hanmi Financial Corp.
Harleysville Group, Inc.
Harleysville National Corp.
Harleysville Savings Financial Corp.
Harrington West Financial Group, Inc.
Hawthorn Bancshares, Inc.
Heartland Financial USA, Inc.
Hercules Technology Growth Capital, Inc.
Heritage Commerce Corp.
Heritage Financial Corp.
Heritage Financial Group
HF Financial Corp.
Hingham Institution for Savings
HMN Financial, Inc.
Home Federal Bancorp
Home Federal Bancorp, Inc.
HopFed Bancorp, Inc.
Horace Mann Educators Corp.
Horizon Financial Corp.
IBERIABANK Corp.
IBT Bancorp, Inc.
Imperial Capital Bancorp, Inc.
93,997
214,374
17,800
102,746
128,167
35,365
700
59,710
1,585
135,067
200
6,710
93,731
252,149
7,906
1,600
23,157
340
14,635
7,100
632
264,106
2,944
4,859
651
32,024
239,681
114,368
87,885
300
33,192
7,184
35,646
37,400
1,400
4,655
23,400
117,723
108,162
5,052
51,800
$
3,772,100
1,970,097
89,000
1,464,130
1,653,354
487,330
7,735
706,966
33,745
3,646,809
1,090
97,295
3,324,639
2,284,470
144,087
72,800
700,499
5,681
174,156
109,908
20,388
4,413,211
43,483
72,399
19,563
650,407
2,809,061
2,338,826
2,017,840
4,029
549,328
216,598
1,058,686
1,009,800
19,390
72,152
452,556
2,443,929
5,426,488
92,957
1,792,280
#
#
*
Independence Holding Co.
Independent Bank Corp. MA
Independent Bank Corp. MI
Infinity Property & Casualty Corp.
Integra Bank Corp.
Intervest Bancshares Corp.
Investors Title Co.
Irwin Financial Corp.
James River Group, Inc.
Jefferson Bancshares, Inc.
Kennedy-Wilson, Inc.
36,903
140,701
214,800
159,371
161,455
70,600
20,202
280,400
4,700
4,542
76,600
732,525
4,143,644
2,515,308
6,607,522
3,074,103
1,810,184
828,282
2,986,260
156,510
50,598
2,906,970
124
*
#
*
*#
*#
#
#
#
#
*
*
*
#
*
#
Kent Financial Services, Inc.
Kentucky First Federal Bancorp
K-Fed Bancorp
KMG America Corp.
KNBT Bancorp, Inc.
LaBranche & Co., Inc.
Ladenburg Thalmann Financial Services, Inc.
Lakeland Bancorp, Inc.
Lakeland Financial Corp.
Landmark Bancorp, Inc.
Leesport Financial Corp.
Legacy Bancorp, Inc.
Lincoln Bancorp
LNB Bancorp, Inc.
LSB Corp.
LSB Financial Corp.
Macatawa Bank Corp.
MainSource Financial Group, Inc.
MarketAxess Holdings, Inc.
Marlin Business Services, Inc.
MASSBANK Corp.
Mayflower Bancorp, Inc.
Mays (J.W.), Inc.
MBT Financial Corp.
Meadowbrook Insurance Group, Inc.
Medallion Financial Corp.
Mercantile Bancorp, Inc.
Mercantile Bank Corp.
Mercer Insurance Group, Inc.
Merchants Bancshares, Inc.
Meta Financial Group, Inc.
MetroCorp Bancshares, Inc.
49,712
5,450
21,182
87,400
259,924
166,500
67,599
59,163
63,529
424
4,273
26,635
5,099
13,195
21,451
413
154,898
78,981
190,295
118,674
32,327
2,950
2,700
168,253
236,200
161,000
1,631
34,131
59,656
62,524
19,082
50,250
$
104,395
53,819
290,617
335,616
3,823,482
1,047,285
142,634
760,245
1,479,590
11,554
80,461
380,348
80,309
192,251
345,361
10,116
2,201,101
1,385,327
3,316,842
1,966,428
1,092,006
33,925
61,762
2,049,322
2,085,646
1,769,390
37,431
765,900
1,067,842
1,512,456
759,464
859,275
#
*#
#
*
*
#
#
MFB Corp.
MicroFinancial, Inc.
Mid Penn Bancorp, Inc.
Midland Co.
MidSouth Bancorp, Inc.
Midwest Banc Holdings, Inc.
MidWestOne Financial Group, Inc.
Monroe Bancorp
Move, Inc.
MutualFirst Financial, Inc.
Nara Bancorp, Inc.
National Interstate Corp.
National Penn Bancshares, Inc.
National Security Group, Inc.
National Western Life Insurance Co. Class A
Navidec Financial, Inc.
Navigators Group, Inc.
NBT Bancorp, Inc.
NetBank, Inc.
New England Bancshares, Inc.
8,594
49,265
1,527
97,075
9,185
212,864
2,268
6,631
1,396,321
5,104
255,746
32,606
3,600
12,602
3,367
3,516
150,925
335,433
112,237
2,680
260,742
298,053
38,557
5,316,798
224,573
3,184,445
37,989
124,331
4,188,963
88,121
4,051,017
1,068,825
63,900
212,092
872,053
—
8,180,135
7,359,400
12,346
32,187
125
*
*
*#
*
*
*#
#
*#
#
#
New Hampshire Thrift Bancshares, Inc.
New Westfield Financial, Inc.
NewBridge Bancorp
Newtek Business Services, Inc.
NexCen Brands, Inc.
Nexity Financial Corp.
North Central Bancshares, Inc.
North Valley Bancorp
Northeast Bancorp
Northeast Community Bancorp, Inc.
Northrim BanCorp, Inc.
Northway Financial, Inc.
Norwood Financial Corp.
NYMAGIC, Inc.
Oak Hill Financial, Inc.
Ocean Shore Holding Co.
OceanFirst Financial Corp.
Ocwen Financial Corp.
Ohio Valley Banc Corp.
Old Second Bancorp, Inc.
Omega Financial Corp.
PAB Bankshares, Inc.
Pacific Continental Corp.
6,306
34,006
52,500
243,027
493,934
500
17,500
9,800
12,600
5,298
50,048
491
1,439
81,344
39,978
1,799
112,591
388,403
2,604
93,805
120,760
19,183
44,779
$
98,374
343,801
659,925
393,704
3,373,569
4,125
682,500
206,878
212,310
55,099
1,282,730
17,676
43,925
2,445,201
1,259,707
20,149
1,977,098
3,643,220
66,402
2,789,761
3,189,272
321,507
685,119
*
*
*
#
*
#
*
*
#
*
*#
*
#
#
Pacific Mercantile Bancorp
Pacific Premier Bancorp, Inc.
Pacific State Bancorp
Pamrapo Bancorp, Inc.
Park Bancorp, Inc.
Parkvale Financial Corp.
Partners Trust Financial Group, Inc.
Patriot Capital Funding, Inc.
Patriot National Bancorp
PAULA Financial
Peapack-Gladstone Financial Corp.
Penn Treaty American Corp.
Penns Woods Bancorp, Inc.
Pennsylvania Commerce Bancorp, Inc.
Peoples Bancorp of North Carolina
Peoples Bancorp, Inc.
Peoples Bancorp, Inc. IN
Peoples Community Bancorp
PFF Bancorp, Inc.
Pico Holdings, Inc.
Pinnacle Bancshares, Inc.
Pinnacle Financial Partners, Inc.
PMA Capital Corp. Class A
Portfolio Recovery Associates, Inc.
Premier Financial Bancorp, Inc.
Presidential Life Corp.
Princeton National Bancorp, Inc.
ProCentury Corp.
Providence Community Bancshares, Inc.
92,217
27,112
8,290
40,181
2,800
50,795
424,019
43,823
1,900
49,300
42,434
198,867
7,456
29,150
11,621
96,416
2,931
900
241,200
170,271
1,500
139,835
303,756
156,728
8,630
226,349
7,304
129,949
1,960
1,612,875
286,032
140,930
723,660
85,484
1,498,452
5,147,591
594,678
38,038
128,180
1,107,527
1,077,859
243,438
794,629
200,462
2,538,633
55,660
14,202
4,225,824
7,491,924
21,825
3,999,281
3,052,748
8,049,550
120,906
3,915,838
208,018
1,842,677
38,720
126
#
#
#
#
*
#
*
#
Provident Financial Holdings, Inc.
Provident New York Bancorp
Pulaski Financial Corp.
QC Holdings, Inc.
Rainier Pacific Financial Group, Inc.
Renasant Corp.
Republic Bancorp, Inc. Class A
Republic First Bancorp, Inc.
Resource America, Inc.
Rewards Network, Inc.
Riverview Bancorp, Inc.
Rockville Financial, Inc.
Rome Bancorp, Inc.
Royal Bancshares of Pennsylvania, Inc. Class A
72,400
413,654
84,052
69,666
51,047
141,380
177,655
69,817
172,380
254,850
96,249
9,961
53,296
17,220
$
1,681,128
5,712,562
1,180,090
1,006,674
824,920
2,827,600
2,700,356
566,914
2,627,071
1,032,142
1,436,998
143,936
635,288
363,514
*
#
#
#
#
#
*
*
#
#
*
#
#
#
*
*
*
#
#
#
#
*#
*#
#
*#
*#
*#
RTW, Inc.
Rurban Financial Corp.
S&T Bancorp, Inc.
S.Y. Bancorp, Inc.
Salisbury Bancorp, Inc.
Sanders Morris Harris Group, Inc.
Sandy Spring Bancorp, Inc.
SCBT Financial Corp.
SCPIE Holdings, Inc.
Seabright Insurance Holdings
Seacoast Banking Corp. of Florida
Security Bank Corp.
Security National Financial Corp. Class A
Shore Financial Corp.
Siebert Financial Corp.
Sierra Bancorp
Simmons First National Corp. Class A
South Street Financial Corp.
Southcoast Financial Corp.
Southern Community Financial Corp.
Southern Connecticut Bancorp, Inc.
Southern First Bancshares, Inc.
SouthFirst Bancshares, Inc.
Southside Bancshares, Inc.
Southwest Bancorp, Inc.
Southwest Georgia Financial Corp.
State Bancorp, Inc.
Sterling Bancorp
Sterling Bancshares, Inc.
Sterling Financial Corp. (PA)
Stewart Information Services Corp.
Stifel Financial Corp.
Stratus Properties, Inc.
Suffolk Bancorp
Sun American Bancorp
Sun Bancorp, Inc.
Superior Bancorp
Sussex Bancorp
46,750
1,610
132,139
131,985
1,200
181,686
152,497
47,291
37,494
163,200
173,713
63,802
4,418
3,360
42,300
89,538
138,653
2,945
23,509
42,900
1,100
17,031
100
55,053
139,840
3,215
104,971
309,669
632,637
163,600
52,200
137,583
61,357
99,389
7,880
206,176
302,453
3,160
388,025
20,447
4,652,614
3,498,922
40,620
1,796,875
4,777,731
1,686,397
731,133
2,811,936
3,045,189
878,554
20,279
43,327
152,703
2,578,694
3,768,589
21,351
406,471
325,182
8,085
316,095
1,195
1,161,618
2,984,186
61,760
1,711,027
4,576,908
7,231,041
2,864,636
1,934,532
7,448,744
2,015,577
3,142,680
55,160
3,436,954
2,843,058
41,759
127
#
SWS Group, Inc.
Synergy Financial Group, Inc.
Taylor Capital Group, Inc.
Team Financial, Inc.
Teche Holding Co.
268,423
49,192
59,077
3,892
3,484
$
4,761,824
690,656
1,768,765
60,131
145,457
*#
#
*
#
*
#
*
#
*
#
*
#
*
*#
*#
#
#
*
#
*
*
#
*
#
#
#
#
#
*#
#
#
#
Tejon Ranch Co.
Temecula Valley Bancorp, Inc.
Texas Capital Bancshares, Inc.
TF Financial Corp.
The Bancorp, Inc.
The Colonial BancGroup, Inc.
The Intergroup Corp.
The Savannah Bancorp, Inc.
The Wilber Corp.
The Ziegler Companies, Inc.
Thomas Weisel Partners Group, Inc.
TIB Financial Corp.
Tidelands Bancshares, Inc.
TierOne Corp.
Timberland Bancorp, Inc.
Tompkins County Trustco, Inc.
Tower Financial Corp.
Tower Group, Inc.
Tradestation Group, Inc.
Trenwick Group, Ltd.
Triad Guaranty, Inc.
Trico Bancshares
TrustCo Bank Corp. NY
Unico American Corp.
Union Bankshares Corp.
Union Bankshares, Inc.
United America Indemnity, Ltd.
United Bancshares, Inc.
United Capital Corp.
United Community Financial Corp.
United Financial Bancorp, Inc.
United PanAm Financial Corp.
United Security Bancshares CA
United Western Bancorp, Inc.
Unity Bancorp, Inc.
Univest Corporation of Pennsylvania
USB Holding Co., Inc.
Vineyard National Bancorp Co.
Virginia Commerce Bancorp, Inc.
Virginia Financial Group, Inc.
Wainwright Bank & Trust Co.
Washington Banking Co.
Washington Savings Bank, F.S.B.
Washington Trust Bancorp, Inc.
Wayne Savings Bancshares, Inc.
Wesbanco, Inc.
West Bancorporation
164,529
73,925
33,900
15,154
135,000
11,375
6,500
6,122
12,300
4,200
14,700
25,472
2,630
163,324
75,326
82,112
738
194,624
410,037
12,662
133,979
150,603
327,683
114,100
120,442
4,880
79,809
1,640
90,008
278,553
24,096
150,147
37,779
19,277
22,871
98,522
209,599
91,127
234,056
19,837
4,302
68,961
44,668
132,221
1,389
202,414
159,296
6,808,210
1,224,198
739,698
409,461
2,737,800
241,377
118,560
149,989
116,542
122,325
199,626
279,173
36,162
3,661,724
1,198,437
3,169,523
10,332
4,887,009
4,539,110
11
2,241,469
3,373,507
3,663,496
1,358,931
2,794,254
98,918
1,727,067
24,420
2,380,712
2,058,507
309,634
1,315,288
717,801
422,166
268,734
2,297,533
4,885,772
1,674,003
3,428,920
400,509
54,635
1,088,205
301,956
3,429,813
18,321
5,410,526
2,429,264
128
West Coast Bancorp
Westwood Holdings Group, Inc.
Willow Financial Bancorp, Inc.
Wilshire Bancorp, Inc.
* Wilshire Enterprises, Inc.
* # World Acceptance Corp.
WSFS Financial Corp.
WVS Financial Corp.
Yardville National Bancorp
* # ZipRealty, Inc.
Total Financials
Health Care — (13.5%)
* A.D.A.M., Inc.
* Abaxis, Inc.
* # Abiomed, Inc.
* # Acadia Pharmaceuticals, Inc.
* Accelr8 Technology Corp.
* Accelrys, Inc.
* # Access Pharmaceuticals, Inc.
* # Acusphere, Inc.
* # Adolor Corp.
* Advanced Life Sciences Holdings, Inc.
* # ADVENTRX Pharmaceuticals, Inc.
* Air Methods Corp.
* # Akorn, Inc.
* # Aksys, Ltd.
* Albany Molecular Research, Inc.
* Alliance Imaging, Inc.
* Allied Healthcare International, Inc.
* Allied Healthcare Products, Inc.
* Allion Healthcare, Inc.
* # Allos Therapeutics, Inc.
* Almost Family, Inc.
* # Alnylam Pharmaceuticals, Inc.
* Alteon, Inc.
* Amag Pharmaceuticals, Inc.
* Amedisys, Inc.
* America Services Group, Inc.
* American Caresource Holding, Inc.
* American Claims Evaluation, Inc.
* American Dental Partners, Inc.
American Shared Hospital Services
* AMICAS, Inc.
* AMN Healthcare Services, Inc.
* Amsurg Corp.
149,461
26,823
146,353
264,376
130,375
177,000
12,200
900
110,232
28,708
$
4,098,221
763,919
1,817,704
2,979,518
573,650
5,488,770
734,928
14,760
3,768,832
213,875
699,310,124
5,100
200,562
256,989
342,908
10,362
262,039
15,200
251,791
90,443
280,200
668,600
117,580
667,800
204,113
326,551
473,700
351,608
65,800
25,700
651,602
23,000
362,730
4,418
133,040
240,143
99,692
204
3,100
123,120
35,563
434,714
332,900
297,081
38,964
3,898,925
3,163,535
4,934,446
22,537
1,590,577
52,440
327,328
338,257
495,954
1,384,002
4,659,695
5,075,280
4,746
4,774,176
4,173,297
727,829
402,367
163,966
3,075,561
357,420
8,477,000
18,865
7,270,636
9,072,603
1,147,455
439
3,100
2,948,724
149,365
1,404,126
5,935,607
7,008,141
*
*
*
*#
*#
Analogic Corp.
Anesiva, Inc.
Angeion Corp.
AngioDynamics, Inc.
Anika Therapeutics, Inc.
Antigenics, Inc.
128,346
77,483
1,294
148,530
104,533
429,428
8,863,575
504,414
10,003
2,890,394
1,905,637
1,064,981
129
*#
*#
*
*#
*
*#
*#
*#
*
*
*#
*#
*
*#
*#
*#
*#
*
*#
*
*
*#
*#
*
*#
*
*#
*#
*#
*
*
*
*#
*#
*
*#
AP Pharma, Inc.
Aphton Corp.
Aradigm Corp.
Arcadia Resources, Inc.
Ardea Biosciences, Inc.
Arena Pharmaceuticals, Inc.
Ariad Pharmaceuticals, Inc.
Arqule, Inc.
Array BioPharma, Inc.
Arrhythmia Research Technology, Inc.
Aspect Medical Systems, Inc.
AtheroGenics, Inc.
AtriCure, Inc.
Atrion Corp.
ATS Medical, Inc.
Auxilium Pharmaceuticals, Inc.
Avalon Pharmaceuticals, Inc.
AVANIR Pharmaceuticals Class A
Avant Immunotherapeutics, Inc.
AVI BioPharma, Inc.
Avigen, Inc.
AXM Pharma, Inc.
Barrier Therapeutics, Inc.
Bentley Pharmaceuticals, Inc.
Bioanalytical Systems, Inc.
BioCryst Pharmaceuticals, Inc.
Bio-Imaging Technologies, Inc.
BioLase Technology, Inc.
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
BioScrip, Inc.
BioSphere Medical, Inc.
BioTime, Inc.
Bovie Medical Corp.
Bradley Pharmaceuticals, Inc.
Bruker BioSciences Corp.
BSD Medical Corp.
5,100
200,562
256,989
342,908
10,362
262,039
15,200
251,791
90,443
280,200
668,600
117,580
667,800
204,113
326,551
473,700
351,608
65,800
25,700
651,602
23,000
362,730
4,418
133,040
240,143
99,692
204
3,100
123,120
35,563
434,714
332,900
297,081
128,346
77,483
1,294
148,530
$
102,018
202
33,881
82,355
360,768
7,425,999
3,140,215
3,185,019
4,487,552
337,237
2,724,124
983,197
40,043
1,971,154
219,450
4,395,439
278,841
679,216
283,233
1,260,035
1,349,753
10,235
1,927,082
2,516,786
102,000
3,028,966
719,192
1,597,724
3,905,372
1,319,326
2,071,044
901,196
864
1,019,918
3,085,570
5,635,109
1,447,622
*#
*#
*
*#
*#
*
*
*
*
*#
*#
*
*
*
BSML, Inc.
Caliper Life Sciences, Inc.
Cambrex Corp.
Candela Corp.
Cantel Medical Corp.
Capital Senior Living Corp.
Caraco Pharmaceutical Laboratories, Ltd.
Cardiac Science Corp.
CardioDynamics International Corp.
Cardiotech International, Inc.
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Centene Corp.
Cepheid, Inc.
Cerus Corp.
104,533
429,428
5,100
200,562
256,989
342,908
10,362
262,039
15,200
251,791
90,443
280,200
668,600
117,580
667,800
2,090
2,546,981
3,489,605
1,624,182
2,304,918
2,119,673
3,871,460
1,675,112
137,048
215,078
2,390,975
453,889
788,190
10,179,535
1,958,526
130
*
*
*
*
*
*#
*#
*#
*#
*#
*
*#
*#
*
*#
*
*
*#
*
*#
*#
*#
*#
*#
*#
*
*
Chad Therapeutics, Inc.
Cholestech Corp.
Clarient, Inc.
Clinical Data, Inc.
Coley Pharmaceutical Group, Inc.
Collagenex Pharmaceuticals, Inc.
Columbia Laboratories, Inc.
Combimatrix Corp.
Combinatorx, Inc.
Computer Programs & Systems, Inc.
Conceptus, Inc.
Conmed Corp.
Corcept Therapeutics, Inc.
Cortex Pharmaceuticals, Inc.
Corvel Corp.
Critical Therapeutics, Inc.
Criticare Systems, Inc.
Cross Country Healthcare, Inc.
CryoCor, Inc.
CryoLife, Inc.
CuraGen Corp.
Curative Health Services, Inc.
Curis, Inc.
Cutera, Inc.
CV Therapeutics, Inc.
Cyberonics, Inc.
Cyclacel Pharmaceuticals, Inc.
Cynosure, Inc. Class A
24,500
153,612
44,200
65,600
20,198
210,573
434,462
19,545
234,874
100,981
282,206
266,279
199,501
368,140
139,347
263,704
107,480
304,069
62,340
247,429
533,496
115,100
404,216
129,828
523,992
250,000
156,847
70,655
$
23,030
3,178,232
82,212
1,705,600
69,481
2,699,546
912,370
105,348
1,571,307
2,683,065
4,938,605
7,735,405
640,398
699,466
3,493,429
532,682
376,180
5,190,458
245,620
2,283,770
629,525
—
404,216
2,891,270
5,061,763
3,772,500
831,289
2,217,154
*
*#
*
*#
*#
*
*
*#
*#
*#
*
*
*#
*
*
*#
*#
*#
*
*#
*#
*#
*#
Cypress Bioscience, Inc.
Cytogen Corp.
Cytomedix, Inc.
Cytori Therapeutics, Inc.
CytRx Corp.
Datascope Corp.
Daxor Corp.
Del Global Technologies Corp.
Dendreon Corp.
DepoMed, Inc.
Dexcom, Inc.
Dialysis Corporation of America
Digirad Corp.
Discovery Laboratories, Inc.
DJO, Inc.
DOV Pharmaceutical, Inc.
Durect Corp.
DUSA Pharmaceuticals, Inc.
Dyadic International, Inc.
Dyax Corp.
Dynacq Healthcare, Inc.
Dynavax Technologies Corp.
Elite Pharmaceuticals, Inc.
Emageon, Inc.
340,354
232,077
56,700
91,052
6,400
151,010
46,300
157,042
687,460
391,048
75,998
30,600
72,200
733,463
146,600
196,523
661,389
158,876
96,800
458,567
67,234
369,482
170,713
113,471
4,513,094
220,473
62,370
471,649
23,168
5,037,694
794,045
394,175
5,465,307
711,707
699,182
303,858
224,542
1,694,300
7,136,488
45,200
3,353,242
339,995
464,350
1,783,826
430,298
1,470,538
409,711
974,716
131
*#
*#
*
*#
*
*
*#
*#
*#
*
*#
*#
*
*
*
*
*
*
*#
Emeritus Corp.
Emisphere Technologies, Inc.
Encision, Inc.
Encysive Pharmaceuticals, Inc.
Endocare, Inc.
Endologix, Inc.
Entremed, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EP Medsystems, Inc.
Epicept Corp.
EPIX Pharmaceuticals, Inc.
eResearch Technology, Inc.
etrials Worldwide, Inc.
Exact Sciences Corp.
Exactech, Inc.
Exelixis, Inc.
E-Z-EM, Inc.
Farville, Inc.
207,568
254,928
3,700
539,269
23,766
411,756
493,456
337,687
132,200
193,300
35,693
298,596
532,178
92,049
264,863
100,152
484,743
108,518
8,110
$
5,635,471
1,050,303
10,989
992,255
187,751
1,469,969
532,932
6,081,743
1,072,142
258,055
58,537
1,313,822
5,790,097
402,254
760,157
1,608,441
5,453,359
1,611,492
25,871
*#
*#
*
*#
*#
*#
*
*#
*#
*#
*#
*#
*#
*#
*
*
*
*
*
*#
*
*#
*
*
*
*#
*
*#
*#
*#
*#
*#
Five Star Quality Care, Inc.
Genaera Corp.
Gene Logic, Inc.
Genitope Corp.
Genomic Health, Inc.
Genta, Inc.
Gentiva Health Services, Inc.
GenVec, Inc.
Geron Corp.
Greatbatch, Inc.
GTC Biotherapeutics, Inc.
GTx, Inc.
Halozyme Therapeutics, Inc.
Hana Biosciences, Inc.
Hanger Orthopedic Group, Inc.
Harvard Bioscience, Inc.
HealthAxis, Inc.
HealthStream, Inc.
HealthTronics, Inc.
Hemispherx Biopharma, Inc.
HemoSense, Inc.
Hi-Tech Pharmacal Co., Inc.
HMS Holdings Corp.
Hollis-Eden Pharmaceuticals, Inc.
Hooper Holmes, Inc.
Icagen, Inc.
ICU Medical, Inc.
Idera Pharmaceuticals, Inc.
IDM Pharma, Inc.
I-Flow Corp.
Immtech International, Inc.
Immunicon Corp.
ImmunoGen, Inc.
316,450
29,683
259,660
339,525
50,821
141,120
273,736
701,062
721,387
218,900
145,853
135,633
321,600
37,579
178,800
302,596
5,710
212,266
322,905
550,400
8,100
108,675
231,922
227,168
672,769
19,600
137,591
154,451
71,779
233,186
141,446
251,597
412,276
2,509,448
84,003
332,365
1,184,942
1,032,683
119,952
5,677,285
1,647,496
5,186,773
6,567,000
148,770
2,170,128
2,833,296
59,751
1,882,764
1,391,942
9,935
679,251
1,537,028
632,960
104,895
1,238,895
5,461,763
352,110
1,500,275
36,456
5,202,316
1,320,556
120,589
4,190,352
1,018,411
286,821
1,842,874
132
*#
*#
*
*#
*#
*#
*#
*
*#
*
Immunomedics, Inc.
IMPATH Bankruptcy Liquidating Trust
IMPATH, Inc.
Implant Sciences Corp.
Incyte Corp.
Indevus Pharmaceuticals, Inc.
Infinity Pharmaceuticals, Inc.
Inhibitex, Inc.
Inovio Biomedical Corp.
Insite Vision, Inc.
663,327
70,200
70,200
99,817
823,007
681,291
118,185
97,500
366,304
179,500
$
1,386,353
80,730
—
214,607
4,806,361
4,625,966
1,292,944
127,725
750,923
195,655
*#
*#
*
*#
*#
*#
*#
*
*
*#
*#
*#
*#
*
*#
*#
*
*#
*#
*#
*
*
#
*
*#
*#
*
#
*#
*#
*
*#
*#
*#
*#
*
*
*
*
Insmed, Inc.
Inspire Pharmaceuticals, Inc.
IntegraMed America, Inc.
Interleukin Genetics, Inc.
InterMune, Inc.
Interpharm Holdings, Inc.
Introgen Therapeutics, Inc.
Invacare Corp.
Iridex Corp.
IRIS International, Inc.
Isis Pharmaceuticals, Inc.
Isolagen, Inc.
Ista Pharmaceuticals, Inc.
I-Trax, Inc.
IVAX Diagnostics, Inc.
Javelin Pharmaceuticals, Inc.
Kendle International, Inc.
Kensey Nash Corp.
Keryx Biopharmaceuticals, Inc.
Kewaunee Scientific Corp.
Kosan Biosciences, Inc.
La Jolla Pharmaceutical Co.
Landauer, Inc.
Langer, Inc.
Lannet Co., Inc.
LCA-Vision, Inc.
Lexicon Pharmaceuticals, Inc.
LHC Group, Inc.
Lifecell Corp.
Lifecore Biomedical, Inc.
Ligand Pharmaceuticals, Inc. Class B
Lipid Sciences, Inc.
Luminex Corp.
Magyar Bancorp, Inc.
Martek Biosciences Corp.
Matria Healthcare, Inc.
Matritech, Inc.
Matrixx Initiatives, Inc.
Maxygen, Inc.
MedCath Corp.
Medical Action Industries, Inc.
Medical Staffing Network Holdings, Inc.
462,593
413,933
76,638
91,221
309,720
139,900
401,004
189,100
75,054
177,276
808,307
338,100
256,833
372,455
47,200
395,170
141,840
122,700
397,294
19,400
388,907
363,497
89,595
18,400
208,170
122,391
732,293
91,778
558
131,197
39,100
188,800
295,513
8,299
151,121
211,012
234,500
93,800
359,381
219,005
154,955
227,000
287,270
2,289,049
796,269
123,148
6,123,164
177,673
1,612,036
4,381,447
287,457
3,306,197
9,974,508
855,393
1,815,809
1,191,856
39,648
2,110,208
5,554,454
2,923,941
3,996,778
298,760
2,022,316
1,595,752
4,541,571
93,840
1,040,850
4,204,131
2,306,723
1,838,313
18,475
1,524,509
245,157
200,128
4,187,419
90,874
4,083,289
5,372,366
31,071
1,992,312
3,205,679
6,427,797
3,515,929
1,200,830
133
*
MEDTOX Scientific, Inc.
79,672
$
1,497,037
*#
*
*
*
*
*
*#
*#
*
*
*#
*#
*#
*
*#
*#
*
*
*#
*#
*#
*
#
#
*#
*#
*
*#
*#
*#
*#
*#
*#
*
*#
*
*
*#
*#
*#
*
*
*
*
*#
*#
*#
Memory Pharmaceuticals Corp.
Memry Corp.
Merge Technologies, Inc.
Meridian Bioscience, Inc.
Merit Medical Systems, Inc.
Metabasis Therapeutics, Inc.
Metropolitan Health Networks, Inc.
MicroIslet, Inc.
Micromet, Inc.
Microtek Medical Holdings, Inc.
Micrus Endovascular Corp.
MiddleBrook Pharmaceuticals, Inc.
Milestone Scientific, Inc.
Minrad International, Inc.
Molina Healthcare, Inc.
Momenta Pharmaceuticals, Inc.
Monogram Biosciences, Inc.
MTS Medication Technologies
MWI Veterinary Supply, Inc.
Nabi Biopharmaceuticals
Nanogen, Inc.
Nastech Pharmaceutical Co., Inc.
National Dentex Corp.
National Healthcare Corp.
National Home Health Care Corp.
National Medical Health Card Systems, Inc.
National Research Corp.
Natus Medical, Inc.
Neogen Corp.
Neopharm, Inc.
Neose Technologies, Inc.
Neurobiological Technologies, Inc.
Neurocrine Biosciences, Inc.
Neurogen Corp.
Neurometric, Inc.
New Brunswick Scientific Co., Inc.
NitroMed, Inc.
NMT Medical, Inc.
North American Scientific, Inc.
Northfield Laboratories, Inc.
NovaMed, Inc.
Novavax, Inc.
Noven Pharmaceuticals, Inc.
Novoste Corp.
NPS Pharmaceuticals, Inc.
Nutraceutical International Corp.
Nutrition 21, Inc.
NuVasive, Inc.
Nuvelo, Inc.
340,223
287,100
190,749
386,475
262,180
290,653
468,252
57,900
130,650
393,145
97,978
277,090
27,100
434,568
72,356
123,718
789,657
43,048
73,960
598,665
341,867
197,420
41,732
102,675
24,566
51,121
57,634
212,592
90,514
252,632
374,618
14,600
368,927
358,098
109,772
86,930
365,125
118,700
107,400
243,732
219,315
550,279
240,127
19,302
440,805
106,537
1,085
324,651
354,782
741,686
401,940
892,705
9,971,055
3,214,327
869,052
983,329
29,529
270,445
2,398,184
2,333,836
590,202
58,265
2,038,124
2,463,722
1,311,411
1,326,624
471,376
2,808,261
2,119,274
341,867
2,732,293
732,814
5,399,678
306,829
542,394
1,441,426
3,420,605
2,881,061
234,948
580,658
12,556
3,678,202
1,769,004
852,928
985,786
825,182
883,128
100,956
404,595
1,079,030
1,804,915
3,664,338
46,325
1,873,421
1,602,316
1,302
10,356,367
773,425
*#
*#
NxStage Medical, Inc.
Occulogix, Inc.
180,544
49,200
2,242,356
41,820
134
*
*
*
*#
*
*
*#
*
*
*#
*#
*
*#
*#
*
*
*
*
*#
*
*#
*
*#
*
*
*
*
*
*#
*
*#
*#
*
*
*#
*
*
*
*
*#
Odyssey Healthcare, Inc.
Omnicell, Inc.
Opexa Therapeutics, Inc.
OraSure Technologies, Inc.
Orchid Cellmark, Inc.
Orthologic Corp.
Oscient Pharmaceuticals Corp.
Osteotech, Inc.
Oxigene, Inc.
Pain Therapeutics, Inc.
PainCare Holdings, Inc.
Palatin Technologies, Inc.
Palomar Medical Technologies, Inc.
Panacos Pharmaceuticals, Inc.
Par Pharmaceutical Companies, Inc.
Parexel International Corp.
PDI, Inc.
Pediatric Services of America, Inc.
Penwest Pharmaceuticals Co.
Pharmacopia Drug Discovery, Inc.
Pharmacyclics, Inc.
Pharmanet Development Group, Inc.
Pharmanetics, Inc.
Pharmion Corp.
PhotoMedex, Inc.
Point Therapeutics, Inc.
Poniard Pharmaceuticals, Inc.
Possis Medical, Inc.
Pozen, Inc.
PRA International
Premier Laser Systems, Inc. Class A
Progenics Pharmaceuticals, Inc.
Prospect Medical Holdings, Inc.
Providence Service Corp.
ProxyMed, Inc.
Psychemedics Corp.
QuadraMed Corp.
Questcor Pharmaceuticals, Inc.
Quidel Corp.
Quigley Corp.
Radiation Therapy Services, Inc.
330,171
284,303
12,604
452,018
287,604
336,100
95,072
170,725
276,040
410,909
409,400
640,337
177,971
456,566
216,560
161,214
131,394
64,300
209,134
103,050
190,734
181,781
1,500
258,775
344,874
5,640
16
168,764
288,796
12,661
16,400
252,425
32,100
108,845
121,529
50,095
416,508
124,400
307,000
71,195
229,536
$
3,229,072
6,863,074
53,882
4,158,566
1,765,889
483,984
284,265
1,241,171
888,849
3,854,326
77,745
428,385
5,606,087
1,319,476
4,848,778
6,933,814
1,352,044
1,043,589
2,582,805
567,806
425,337
5,235,293
10
10,612,363
310,387
282
98
1,824,339
2,885,072
369,068
49
5,823,445
184,575
3,271,881
351,219
886,181
1,124,572
70,908
5,212,860
313,970
5,192,104
*#
*
*#
*
*
*
*#
*
*
*#
*#
RadNet, Inc.
Regeneration Technologies, Inc.
RegeneRx Biopharmaceuticals, Inc.
RehabCare Group, Inc.
Renovis, Inc.
Repligen Corp.
Repros Therapeutics, Inc.
Res-Care, Inc.
Retractable Technologies, Inc.
Rigel Pharmaceuticals, Inc.
Rochester Medical Corp.
88,050
291,837
16,459
158,700
266,145
289,573
106,040
263,391
33,500
240,963
98,576
792,450
3,160,595
29,297
2,582,049
846,341
1,250,955
1,133,568
5,615,496
67,000
2,207,221
1,572,287
135
*#
*
*#
*#
*#
*
*#
*#
*#
*#
*#
*#
*#
*
*#
*
*#
*#
*#
*#
*#
*#
*#
*
*#
*#
*#
*#
*
*#
*
Rotech Healthcare, Inc.
Rural/Metro Corp.
Salix Pharmaceuticals, Ltd.
Sangamo BioSciences, Inc.
Santarus, Inc.
Savient Pharmaceuticals, Inc.
SciClone Pharmaceuticals, Inc.
Sciele Pharma, Inc.
SCOLR Pharma, Inc.
Seattle Genetics, Inc.
Senesco Technologies, Inc.
Senomyx, Inc.
Sequenom, Inc.
SeraCare Life Sciences, Inc.
Signalife, Inc.
Somanetics Corp.
Somaxon Pharmaceuticals, Inc.
Sonic Innovations, Inc.
SonoSite, Inc.
Sonus Pharmaceuticals, Inc.
Span-American Medical System, Inc.
Specialized Health Products International, Inc.
Spectranetics Corp.
Spectrum Pharmaceuticals, Inc.
SRI/Surgical Express, Inc.
Staar Surgical Co.
StemCells, Inc.
Stereotaxis, Inc.
Strategic Diagnostics, Inc.
Sun Healthcare Group, Inc.
Sunesis Pharmaceuticals, Inc.
SunLink Health Systems, Inc.
17,100
110,300
452,529
343,507
460,119
556,578
452,990
344,976
84,300
557,925
39,100
278,963
329,191
127,485
25,700
124,105
79,117
257,476
161,570
192,175
36,600
50,874
286,611
255,548
46,400
227,575
764,823
229,465
197,317
420,360
23,900
33,465
$
18,639
400,389
5,213,134
3,775,142
1,141,095
7,335,698
824,442
7,962,046
203,163
5,724,311
34,799
3,726,946
1,606,452
777,659
33,410
2,412,601
976,304
2,134,476
4,711,381
830,196
620,004
37,647
4,221,780
1,042,636
251,024
666,795
1,652,018
3,035,822
781,375
6,250,753
64,530
211,164
*#
*#
*
*
*#
*
*
*#
*
*
*
*
*#
*
*#
*
*
*#
SuperGen, Inc.
SurModics, Inc.
Symmetry Medical, Inc.
Synovis Life Technologies, Inc.
Tercica, Inc.
Theragenics Corp.
Third Wave Technologies, Inc.
Thoratec Corp.
Threshold Pharmaceuticals, Inc.
Titan Pharmaceuticals, Inc.
TLC Vision Corp.
Torreypines Therapeutics, Inc.
Trestle Holdings, Inc.
Trimeris, Inc.
Tripos, Inc.
TriZetto Group, Inc.
U.S. Physical Therapy, Inc.
Urologix, Inc.
Uroplasty, Inc.
Utah Medical Products, Inc.
545,346
180,264
226,882
119,202
56,905
280,300
411,141
229,282
250,900
382,520
125,065
1,500
940
205,654
1,300
416,255
113,006
123,100
40,807
53,100
2,214,105
8,697,738
3,636,918
2,138,484
376,711
1,163,245
3,145,229
4,739,259
215,774
784,166
458,989
9,675
66
1,538,292
962
6,506,066
1,553,833
269,589
159,147
1,674,243
136
*
Vasamed, Inc.
* Vascular Solutions, Inc.
* # Vaxgen, Inc.
* # Vermillion, Inc.
* # Via Pharmaceuticals, Inc.
* # ViaCell, Inc.
* Vical, Inc.
* Vision-Sciences, Inc.
* VistaCare, Inc.
* # Vital Images, Inc.
Vital Signs, Inc.
* # Vivus, Inc.
* # Wright Medical Group, Inc.
* Xenoport, Inc.
Young Innovations, Inc.
* # Zila, Inc.
* Zoll Medical Corp.
Total Health Care
Industrials — (13.7%)
* # 3-D Systems Corp.
* A. T. Cross Co. Class A
AAON, Inc.
1,133
150,435
129,700
199,606
240
160,586
383,982
23,250
152,897
166,379
129,553
570,937
326,544
242,266
9,113
409,121
196,158
$
1,246
1,188,437
197,144
189,626
770
690,520
1,866,153
35,340
1,070,279
3,084,667
6,495,787
3,100,188
8,552,187
10,061,307
249,970
490,945
4,533,211
839,870,487
176,164
131,366
212,587
3,530,327
1,313,660
4,451,572
*
*
*#
*#
*
*
#
*#
*#
#
*#
#
#
*
#
*
*#
*
*
*
*#
*
ABX Air, Inc.
Accuride Corp.
Aceto Corp.
Active Power, Inc.
AeroCentury Corp.
Aerosonic Corp.
AirNet Systems, Inc.
Alamo Group, Inc.
Allied Defense Group, Inc.
American Ecology Corp.
American Locker Group, Inc.
American Science & Engineering, Inc.
American Superconductor Corp.
American Woodmark Corp.
Ameron International Corp.
Amistar Corp.
Ampco-Pittsburgh Corp.
Amrep Corp.
Angelica Corp.
APAC Customer Services, Inc.
Apogee Enterprises, Inc.
Applied Signal Technologies, Inc.
Argon ST, Inc.
Arotech Corp.
Art’s-Way Manufacturing Co., Inc.
Astec Industries, Inc.
Astronics Corp.
ASV, Inc.
Avalon Holding Corp. Class A
581,006
298,100
228,797
435,150
2,100
34,700
96,100
90,749
51,640
176,798
32,200
89,984
343,974
154,920
88,994
27,800
86,200
65,210
93,962
495,143
280,770
120,204
216,502
99,723
100
198,740
66,536
264,742
20,575
3,985,701
3,866,357
1,990,534
644,022
29,505
246,370
271,002
2,314,100
232,380
3,534,192
128,800
6,501,344
6,198,411
4,673,936
8,498,927
22,935
3,666,086
2,191,056
1,913,066
1,450,769
7,066,981
1,709,301
3,912,191
294,183
1,668
10,052,269
2,090,561
3,759,336
185,175
137
*
*#
#
*
*
#
*
#
*#
*
*
*#
*
Axsys Technologies, Inc.
AZZ, Inc.
Badger Meter, Inc.
Baker (Michael) Corp.
Baldwin Technology Co., Inc. Class A
Barrett Business Services, Inc.
Blount International, Inc.
BlueLinx Holdings, Inc.
BOLDER Technologies Corp.
Bowne & Co., Inc.
Breeze-Eastern Corp.
BTU International, Inc.
Builders FirstSource, Inc.
Butler International, Inc.
101,363
119,452
249,540
85,237
131,900
110,289
456,000
250,800
40,300
214,283
94,300
86,300
326,290
69,690
$
2,411,426
3,392,437
7,833,061
3,539,040
680,604
2,688,846
6,247,200
2,044,020
8
3,632,097
1,192,895
1,039,915
4,274,399
73,872
#
*
*#
*
*
*#
#
*#
*#
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
*#
*
*#
*#
*#
C&D Technologies, Inc.
Cannon Express, Inc.
Capstone Turbine Corp.
Cascade Corp.
Casella Waste Systems, Inc. Class A
Catalytica Energy Systems, Inc.
CBIZ, Inc.
CDI Corp.
CECO Environmental Corp.
Celadon Group, Inc.
Champion Industries, Inc.
Channell Commercial Corp.
Chase Corp.
Chicago Rivet & Machine Co.
CIRCOR International, Inc.
Clean Harbors, Inc.
Columbus McKinnon Corp.
Comforce Corp.
Comfort Systems USA, Inc.
Commercial Vehicle Group, Inc.
Competitive Technologies, Inc.
Compudyne Corp.
CompX International, Inc.
COMSYS IT Partners, Inc.
Conrad Industries, Inc.
Consolidated Graphics, Inc.
Cornell Companies, Inc.
Corrpro Companies, Inc.
Covanta Holding Corp.
Covenant Transport, Inc. Class A
CPI Aerostructures, Inc.
CRA International, Inc.
Cubic Corp.
Devcon International Corp.
DHB Industries, Inc.
Diamond Management & Technology Consultants, Inc.
Distributed Energy Systems Corp.
Document Securities Systems, Inc.
230,400
50
905,071
123,134
222,777
58,500
681,623
198,022
115,488
225,065
96,894
24,400
74,503
20,000
136,680
170,615
184,400
108,466
400,300
211,435
102,100
79,131
10,400
190,136
18,700
123,797
106,200
42,775
1
91,000
47,933
115,855
259,197
29,000
399,000
311,934
325,311
132,096
976,896
—
995,578
9,063,894
2,488,419
50,895
5,112,173
5,663,429
1,460,923
3,511,014
611,401
104,920
1,299,332
459,500
5,780,197
8,051,322
5,010,148
228,863
5,824,365
3,006,606
241,977
543,630
210,912
3,614,485
278,630
8,205,265
2,558,358
86,406
17
575,120
409,827
5,753,359
10,246,057
98,600
1,875,300
3,141,175
318,805
1,748,951
138
*
*
#
#
Ducommun, Inc.
Dynamex, Inc.
Dynamic Materials Corp.
Eagle Bulk Shipping, Inc.
Eastern Co.
Ecology & Environment, Inc. Class A
99,023
104,998
111,300
358,308
55,650
14,595
$
2,858,794
2,637,550
4,784,787
9,444,999
1,183,119
185,357
#
#
*#
*
*#
*
*
*
*#
*
*#
*
*
*
*
*#
*#
*
*
*#
*#
*
*
#
*
*
#
*
*
#
*#
*
#
#
*
*
EDO Corp.
Electro Rent Corp.
Encore Wire Corp.
Energy Focus, Inc.
EnerSys
ENGlobal Corp.
Ennis, Inc.
EnPro Industries, Inc.
Environmental Tectonics Corp.
Espey Manufacturing & Electronics Corp.
Evercel, Inc.
Evergreen Solar, Inc.
Exponent, Inc.
ExpressJet Holdings, Inc.
EXX, Inc. Class A
EXX, Inc. Class B
Federal Signal Corp.
First Aviation Services, Inc.
First Consulting Group, Inc.
Flanders Corp.
Flow International Corp.
FLYi, Inc.
Fortune Industries, Inc.
Frontier Airlines Holdings, Inc.
Frozen Food Express Industries, Inc.
FuelCell Energy, Inc.
Furmanite Corp.
G & K Services, Inc. Class A
Gehl Co.
Gencorp, Inc.
General Employment Enterprises, Inc.
GeoEye, Inc.
Global Payment Technologies, Inc.
Gorman-Rupp Co.
GP Strategies Corp.
Graftech International, Ltd.
Graham Corp.
Greenbrier Companies, Inc.
Griffon Corp.
Hardinge, Inc.
Hawaiian Holdings, Inc.
Healthcare Services Group, Inc.
Heico Corp.
Heico Corp. Class A
Heidrick & Struggles International, Inc.
Henry Bros. Electronics, Inc.
202,420
238,205
219,225
103,463
294,100
247,000
251,658
196,900
60,400
41,000
2,566
746,844
145,900
497,400
4,600
100
466,747
1,700
263,432
251,600
338,092
1,195
3,200
278,557
161,875
625,050
330,948
149,828
114,303
555,400
21,900
102,229
52,900
132,228
152,856
582,090
26,080
148,500
295,450
102,200
588,481
410,100
98,710
140,104
165,119
29,514
139
8,712,157
3,461,119
5,699,850
538,008
5,311,446
2,264,990
5,473,562
8,228,451
229,520
902,000
5,774
6,699,191
3,554,124
2,168,664
14,950
335
7,141,229
3,740
2,494,701
1,122,136
2,775,735
—
7,520
1,651,843
1,231,869
6,012,981
2,693,917
6,240,336
2,718,125
6,353,776
38,106
2,408,515
19,097
4,502,363
1,701,287
9,773,291
946,704
4,362,930
4,626,747
3,563,714
2,147,956
8,784,342
4,508,086
5,119,400
7,735,825
137,240
*
*#
*
#
*
*
*
*
*#
*
*
*
*#
*#
#
*#
*
*
*
*#
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
#
*
*
*#
*
*
*
*#
Herley Industries, Inc.
Hill International, Inc.
Hirsch International Corp. Class A
Hi-Shear Technology Corp.
Hudson Highland Group, Inc.
Hudson Technologies, Inc.
Hurco Companies, Inc.
Huttig Building Products, Inc.
ICT Group, Inc.
II-VI, Inc.
Industrial Distribution Group, Inc.
Innotrac Corp.
Innovative Solutions & Support, Inc.
Insituform Technologies, Inc. Class A
Insteel Industries, Inc.
Integrated Electrical Services, Inc.
Interline Brands, Inc.
International Shipholding Corp.
Intersections, Inc.
Ionatron, Inc.
JPS Industries, Inc.
Kadant, Inc.
Kaman Corp. Class A
Kenexa Corp.
Key Technology, Inc.
Kforce, Inc.
Korn/Ferry International
K-Tron International, Inc.
L.B. Foster Co. Class A
L.S. Starrett Co. Class A
LaBarge, Inc.
Ladish Co., Inc.
Lawson Products, Inc.
Layne Christensen Co.
Learning Tree International, Inc.
LECG Corp.
LGL Group, Inc.
Lindsay Corp.
LMI Aerospace, Inc.
LSI Industries, Inc.
Lydall, Inc.
M&F Worldwide Corp.
Mac-Gray Corp.
Magnetek, Inc.
MAIR Holdings, Inc.
Marten Transport, Ltd.
127,372
236,206
4,550
65,001
248,195
25,484
63,300
161,870
147,645
279,394
81,400
156,400
165,303
258,860
168,144
151,776
199,015
51,950
163,946
781,939
24,500
106,800
237,610
247,427
49,005
401,879
253,000
54,706
120,700
38,200
211,950
142,155
44,485
159,000
161,606
222,675
39,334
113,970
107,266
260,130
141,300
154,330
116,200
291,599
151,940
206,500
$
1,840,525
1,762,097
11,739
626,610
3,479,694
30,836
3,130,818
972,839
2,244,204
8,717,093
770,044
355,028
2,985,372
4,268,601
3,177,922
3,545,487
4,824,124
1,102,379
1,596,834
2,564,760
94,203
3,043,800
7,819,745
6,875,996
1,310,884
6,116,598
5,619,130
4,896,187
4,533,492
627,626
2,617,583
7,460,294
1,624,592
7,849,830
2,435,402
3,415,835
464,141
4,619,204
2,452,101
5,275,436
1,477,998
8,704,212
1,639,582
1,355,935
958,741
3,233,790
*#
*
*
*#
Maxco, Inc.
McGrath Rentcorp.
MCSi, Inc.
Meadow Valley Corp.
Media Sciences International, Inc.
Medialink Worldwide, Inc.
18,800
246,518
2,000
22,900
11,400
60,009
74,260
7,895,972
—
299,990
59,622
243,036
140
*
*#
*
*#
*#
*#
*#
*#
*
*
*#
*
*
*
*
*
*
*
*#
*#
*
*#
*
*
*
*
*
*
*#
*
*
*
*#
Merrimac Industries, Inc.
Mesa Air Group, Inc.
Met-Pro Corp.
MFRI, Inc.
Microvision, Inc.
Middleby Corp.
Midwest Air Group, Inc.
Milacron, Inc.
Millennium Cell, Inc.
Miller Industries, Inc.
Misonix, Inc.
Mobile Mini, Inc.
Modtech Holdings, Inc.
Moore Handley, Inc.
MTC Technologies, Inc.
Mueller (Paul) Co.
Multi-Color Corp.
M-Wave, Inc.
Nashua Corp.
National Patent Development Corp.
National Technical Systems, Inc.
Navigant Consulting, Inc.
North America Galvanizing & Coatings, Inc.
NuCo2, Inc.
Odyssey Marine Exploration, Inc.
Omega Flex, Inc.
On Assignment, Inc.
Orbit International Corp.
P.A.M. Transportation Services, Inc.
Paragon Technologies, Inc.
Park-Ohio Holdings Corp.
Patrick Industries, Inc.
Patriot Transportation Holding, Inc.
Peerless Manufacturing Co.
Pemco Aviation Group, Inc.
PGT, Inc.
Pinnacle Airlines Corp.
14,968
331,800
195,196
63,151
434,531
37,168
167,400
42,943
165,950
112,829
62,750
3,400
156,574
1,500
143,133
26,300
66,907
650
54,500
109,400
83,600
33,027
112,700
150,152
448,045
115,650
350,304
14,582
65,143
39,425
125,525
44,200
31,700
57,583
8,074
19,800
217,187
$
152,674
1,871,352
2,970,883
1,484,049
2,081,403
2,733,335
2,716,902
272,688
102,889
2,065,899
257,275
82,314
183,192
7,200
2,856,935
1,709,500
2,485,595
1,300
624,025
251,620
555,104
582,927
755,090
3,947,496
2,750,996
1,776,384
3,706,216
132,550
1,218,826
259,022
3,458,214
618,800
2,916,400
1,334,198
83,485
206,316
3,559,695
*#
*
*#
*
#
*#
*#
*
*#
#
#
*
Plug Power, Inc.
Portec Rail Products, Inc.
Powell Industries, Inc.
Power-One, Inc.
PPT Vision, Inc.
Preformed Line Products Co.
PRG-Schultz International, Inc.
Protection One, Inc.
Providence & Worcester Railroad Co.
Quality Distribution, Inc.
Quanta Services, Inc.
Quipp, Inc.
Quixote Corp.
Raven Industries, Inc.
RBC Bearings, Inc.
659,946
60,269
108,256
787,298
11,750
25,867
44,242
17,609
13,609
172,513
445,172
14,300
87,303
349,469
136,811
1,781,854
656,329
3,628,741
3,432,619
3,584
1,267,483
630,006
226,100
224,004
1,673,376
12,585,012
64,350
1,706,774
14,240,862
4,856,791
141
*
*
*
*
*
*
*#
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*#
*
*
RCM Technologies, Inc.
Republic Airways Holdings, Inc.
Riviera Tool Co.
Robbins & Myers, Inc.
Rush Enterprises, Inc. Class A
Rush Enterprises, Inc. Class B
Saia, Inc.
Schawk, Inc.
School Specialty, Inc.
Schuff International, Inc.
Servidyne, Inc.
Servotronics, Inc.
SIFCO Industries, Inc.
Simclar, Inc.
Sirva, Inc.
SL Industries, Inc.
SmartPros, Ltd.
Smithway Motor Xpress Corp. Class A
SPACEHAB, Inc.
Sparton Corp.
Spherion Corp.
Spherix, Inc.
Spire Corp.
Standard Automotive Corp.
Standard Parking Corp.
Standard Register Co.
Standex International Corp.
Sterling Construction Co., Inc.
112,993
386,391
4,300
167,822
159,556
63,200
112,832
254,089
207,467
53,200
18,810
24,804
51,683
23,400
483,189
88,385
32,537
35,000
87,275
92,971
474,893
135,435
102,842
21,700
95,090
232,340
116,377
102,171
$
818,069
7,356,885
301
9,092,596
4,046,340
1,472,560
2,120,113
5,488,322
7,560,097
1,489,600
105,524
364,619
816,591
195,624
507,348
1,935,632
196,849
357,350
42,765
595,944
4,198,054
249,200
956,431
2
3,314,837
2,971,629
2,912,916
2,260,023
*
#
*
*
*
*#
*
*
#
*
*
*
#
*
*#
Stonepath Group, Inc.
Sun Hydraulics, Inc.
Superior Essex, Inc.
Supreme Industries, Inc.
Sypris Solutions, Inc.
SYS Technologies
TAL International Group, Inc.
Target Logistics, Inc.
Taser International, Inc.
Team, Inc.
TeamStaff, Inc.
Tech/Ops Sevcon, Inc.
Technology Research Corp.
Tecumseh Products Co. Class A
Tecumseh Products Co. Class B
Tennant Co.
The Geo Group, Inc.
The Lamson & Sessions Co.
Thomas Group, Inc.
Titan International, Inc.
Todd Shipyards Corp.
Trailer Bridge, Inc.
TRC Companies, Inc.
Tredegar Industries, Inc.
207,500
160,570
199,863
93,883
167,114
108,100
135,200
16,100
595,694
156,000
16,600
60,800
56,121
123,298
400
184,600
166,600
155,100
35,100
260,689
50,512
42,500
146,830
337,450
4,150
4,446,183
7,055,164
669,386
1,356,966
257,278
3,390,816
29,624
8,524,381
3,659,760
15,272
486,400
196,424
2,126,891
6,004
7,756,892
4,959,682
4,103,946
316,953
7,554,767
1,171,373
493,850
1,644,496
5,898,626
142
*#
#
*#
*
*#
*
*
*#
#
*
*#
*#
*
*#
*
*
*
Trex Co., Inc.
Triumph Group, Inc.
TRM Corp.
Tufco Technologies, Inc.
TurboChef Technologies, Inc.
Twin Disc, Inc.
U.S. Home Systems, Inc.
U.S. Xpress Enterprises, Inc. Class A
Ultralife Batteries, Inc.
United Industrial Corp.
Universal Forest Products, Inc.
Universal Security Instruments, Inc.
Universal Truckload Services, Inc.
UQM Technologies, Inc.
USA Truck, Inc.
Valence Technology, Inc.
Valpey Fisher Corp.
Veri-Tek International Corp.
Versar, Inc.
143,400
118,300
159,886
4,098
284,090
82,200
80,559
100,900
141,146
124,900
29,776
23,362
63,800
247,770
100,052
67,400
35,700
3,100
79,581
$
1,925,862
8,660,743
158,287
31,145
3,636,352
4,460,994
640,444
1,792,993
1,630,236
8,634,337
1,110,347
525,178
1,311,728
867,195
1,604,834
90,990
173,145
21,855
659,726
Viad Corp.
# Vicor Corp.
* # Volt Information Sciences, Inc.
VSE Corp.
Wabash National Corp.
Waste Industries USA, Inc.
* WCA Waste Corp.
* # Westaff, Inc.
* # Western Power & Equipment Corp.
* Willis Lease Finance Corp.
* # Wolverine Tube, Inc.
* Zareba Systems, Inc.
Total Industrials
208,359
273,354
230,056
33,434
301,940
133,024
21,766
152,017
18,448
67,737
135,600
750
7,448,834
3,222,844
3,462,343
1,452,039
3,952,395
4,316,629
166,510
638,471
3,321
873,807
161,364
5,235
848,610,089
Information Technology — (17.3%)
* # 8X8, Inc.
* Acacia Research-Acacia Technologies
* # Access Integrated Technologies, Inc.
* ACE*COMM Corp.
* Acorn Factor, Inc.
* Actel Corp.
* ActivIdentity Corp.
* Actuate Corp.
* Adaptec, Inc.
* ADDvantage Technologies Group, Inc.
* Adept Technology, Inc.
* Advanced Analogic Technologies, Inc.
* Advanced Energy Industries, Inc.
* # Advanced Photonix, Inc.
* Aehr Test Systems
* Aetrium, Inc.
Agilysys, Inc.
* Airspan Networks, Inc.
84,000
280,483
172,982
78,700
86,500
247,416
433,354
598,987
1,028,638
53,629
8,100
386,278
407,372
72,700
67,700
94,699
241,695
404,222
105,840
4,201,635
1,074,218
60,599
346,000
2,783,430
2,140,769
4,246,818
3,836,820
424,205
48,762
3,511,267
6,611,648
130,860
467,807
404,365
4,123,317
1,006,513
143
*
*
*
*
*
*
*#
*
Allen Organ Co.
Alliance Semiconductor Corp.
Allied Motion Technologies, Inc.
American Software, Inc. Class A
American Technical Ceramics Corp.
AMIS Holdings, Inc.
Ampex Corp. Class A
Amtech Systems, Inc.
Anadigics, Inc.
Analysts International Corp.
4,700
151,255
34,580
277,700
78,573
19,700
7,565
58,544
564,960
190,092
$
76,563
347,887
162,872
3,140,787
1,928,181
204,289
53,333
646,911
9,299,242
317,454
*
*
*
*
*
*
*#
*
*#
*#
*#
*
*
*
*#
*
*
*
*#
#
*
*
*
*#
*
*
*#
#
*
*#
*
*#
*
*
*#
*#
*
Anaren, Inc.
Ansoft Corp.
Answerthink, Inc.
APA Enterprises, Inc.
Apogee Technology, Inc.
Applix, Inc.
Aptimus, Inc.
Ardent Communications, Inc.
Ariba, Inc.
Art Technology Group, Inc.
Ascendia Brands, Inc.
Aspen Technology, Inc.
Astea International, Inc.
Astro-Med, Inc.
Asyst Technologies, Inc.
Atari, Inc.
Authentidate Holding Corp.
Authorize.Net Holdings, Inc.
Autobytel, Inc.
Avanex Corp.
Avici Systems, Inc.
Aviza Technology, Inc.
Aware, Inc.
Axcelis Technologies, Inc.
Axesstel, Inc.
AXS-One, Inc.
AXT, Inc.
Bankrate, Inc.
Bel Fuse, Inc. Class A
Bel Fuse, Inc. Class B
Bell Industries, Inc.
Bell Microproducts, Inc.
Bitstream, Inc.
Black Box Corp.
Blackboard, Inc.
Blonder Tongue Laboratories, Inc.
Blue Coat Systems, Inc.
Bogen Communications International, Inc.
Bookham, Inc.
Borland Software Corp.
Bottomline Technologies, Inc.
BPO Management Services, Inc.
162,146
234,300
399,644
41,400
4,500
146,369
48,933
20,000
762,420
1,016,403
123,400
420,156
21,160
68,027
476,594
81,814
295,902
274,520
391,202
1,220,990
138,942
116,068
218,179
1,005,230
160,500
245,500
289,963
179,072
42,550
93,150
88,500
228,950
81,600
160,930
117,128
76,300
147,365
64,200
605,936
698,336
243,096
434
2,284,637
7,003,227
1,306,836
39,744
3,284
2,136,987
290,173
50
6,709,296
3,161,013
86,380
5,512,447
86,544
708,841
2,797,607
170,173
390,591
4,996,264
1,271,407
2,100,103
1,343,569
403,917
1,040,714
4,734,633
182,970
176,760
1,336,729
7,007,087
1,515,631
2,934,225
185,850
1,570,597
547,536
6,590,084
4,892,437
102,242
12,291,715
365,940
1,575,434
3,184,412
3,204,005
326
144
*#
Brightpoint, Inc.
431,724
$
5,029,585
*
*#
*
*
*
*
*
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
*
*
*
#
#
*#
*
*
*#
*#
*
*#
*
*
*
*#
*
*
*
*
*
*#
Broadcaster, Inc.
BroadVision, Inc.
Brocade Communications Systems, Inc.
BSQUARE Corp.
Cabot Microelectronics Corp.
CalAmp Corp.
California Micro Devices Corp.
Callidus Software, Inc.
CallWave, Inc.
CAM Commerce Solutions, Inc.
Captaris, Inc.
Carrier Access Corp.
Cascade Microtech, Inc.
Cass Information Systems, Inc.
Catalyst Semiconductor, Inc.
Catapult Communications Corp.
C-COR, Inc.
Centillium Communications, Inc.
CEVA, Inc.
Checkpoint Systems, Inc.
Cherokee International Corp.
Chordiant Software, Inc.
Ciber, Inc.
Ciprico, Inc.
Cirrus Logic, Inc.
Clarus Corp.
CLST Holdings, Inc.
Cognex Corp.
Cohu, Inc.
Comarco, Inc.
Commerce One, Inc.
Communications Systems, Inc.
Computer Horizons Corp.
Computer Task Group, Inc.
Comtech Telecommunications Corp.
Concur Technologies, Inc.
Concurrent Computer Corp.
Convera Corp.
Cosine Communications, Inc.
C-Phone Corp.
CPI International, Inc.
Cray, Inc.
Credence Systems Corp.
Crossroads Systems, Inc.
CSP, Inc.
CTS Corp.
CVD Equipment Corp.
Cyberoptics Corp.
Cybersource Corp.
1,950
1,336,825
372,662
95,225
234,301
221,484
203,800
170,395
179,741
35,916
271,921
309,759
5,900
17,346
149,542
127,358
483,238
351,310
186,703
25,600
190,958
316,181
487,964
49,200
866,516
138,650
1,652
96,746
221,068
65,231
4,800
118,400
305,933
178,200
214,711
355,389
627,992
415,272
64,479
23,600
88,134
137,378
987,302
91,727
78,328
280,819
31,867
86,095
517,800
4,680
3,007,856
2,608,634
513,263
9,775,038
837,210
800,934
1,419,390
539,223
1,418,682
1,457,497
1,263,817
62,599
586,468
785,096
892,780
5,562,069
519,939
1,628,050
712,960
658,805
4,723,744
3,869,555
360,636
5,900,974
984,415
1,867
1,784,964
4,374,936
379,644
—
1,307,136
211,094
809,028
9,138,100
9,517,317
854,069
1,374,550
193,437
136
1,706,274
969,889
2,902,668
90,810
584,327
3,647,839
197,575
1,120,096
6,311,982
#
*
Daktronics, Inc.
Data I/O Corp.
112,274
77,000
3,087,535
254,100
145
*
*#
*
*#
*
*
*#
*
*
*
*
*
*#
*
*
*#
*#
*#
*
*
*
*
*
*
*#
*
*
*#
*
*
*#
*#
*
*#
*
*
*
*
*
Datalink Corp.
Dataram Corp.
DataTRAK International, Inc.
Datawatch Corp.
Delphax Technologies, Inc.
Digi International, Inc.
Digimarc Corp.
Digital Angel Corp.
Ditech Networks, Inc.
Document Sciences Corp.
Dot Hill Systems Corp.
DPAC Technologies Corp.
DSP Group, Inc.
DTS, Inc.
Dynamics Research Corp.
EarthLink, Inc.
Easylink Services International Corp.
Echelon Corp.
EDGAR Online, Inc.
Edgewater Technology, Inc.
EFJ, Inc.
Elecsys Corp.
Electro Scientific Industries, Inc.
Electroglas, Inc.
Electro-Sensors, Inc.
eLoyalty Corp.
EMCORE Corp.
EMS Technologies, Inc.
En Pointe Technologies, Inc.
Endwave Corp.
Entertainment Distribution Co., Inc.
Entrust, Inc.
Epicor Software Corp.
EPIQ Systems, Inc.
ePlus, Inc.
eSpeed, Inc.
ESS Technology, Inc.
Evans & Sutherland Computer Corp.
Evolving Systems, Inc.
Exar Corp.
Excel Technology, Inc.
102,131
83,150
43,350
18,488
52,900
232,351
211,333
391,000
316,660
15,400
407,666
3,630
275,627
179,451
82,812
440,595
13,900
376,833
230,999
87,305
228,174
20,635
285,786
192,800
3,450
84,791
459,541
151,599
57,200
111,900
622,309
597,298
560,873
289,576
71,645
296,275
317,393
99,891
71,600
395,970
106,096
$
490,229
311,813
85,833
85,784
50,255
3,287,767
1,897,770
594,320
1,624,466
158,620
1,263,765
225
4,804,179
4,690,849
1,040,119
3,357,334
53,376
10,547,556
612,147
765,665
1,282,338
130,001
6,770,270
433,800
20,390
1,305,781
4,319,685
3,720,239
168,740
1,174,950
815,225
1,314,056
7,459,611
4,699,818
519,426
2,488,710
434,828
205,775
125,300
5,282,244
2,887,933
*
*
*#
*
*#
*
*
*
*
*
Extreme Networks, Inc.
Ezenia!, Inc.
FalconStor Software, Inc.
Faro Technologies, Inc.
Finisar Corp.
Firstwave Technologies, Inc.
Forgent Networks, Inc.
Forrester Research, Inc.
Frequency Electronics, Inc.
FSI International, Inc.
Genesis Microchip, Inc.
1,170,472
2,900
486,352
145,602
7,506
19,200
263,300
224,649
89,100
276,071
285,800
4,049,833
3,016
5,330,418
5,854,656
28,373
29,568
221,172
5,708,331
879,417
717,785
2,274,968
146
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*
*#
*#
*#
*
*#
*
*
*
*#
*
#
*#
*
*
Gerber Scientific, Inc.
Gevity HR, Inc.
Giga-Tronics, Inc.
Global e-Point, Inc.
Globecomm Systems, Inc.
GlobeTel Communications Corp.
Goldleaf Financial Solutions, Inc.
Greenfield Online, Inc.
GSE Systems, Inc.
GTSI Corp.
Halifax Corp.
Harmonic, Inc.
Harris Stratex Networks, Inc. Class A
Hauppauge Digital, Inc.
HEI, Inc.
hi/fn, inc.
Hutchinson Technology, Inc.
Hypercom Corp.
I.D. Systems, Inc.
i2 Technologies, Inc.
iBasis, Inc.
Ibis Technology Corp.
iCAD, Inc.
iGATE Capital Corp.
Ikanos Communications
ImageWare Systems, Inc.
I-many, Inc.
Imergent, Inc.
Immersion Corp.
Infocrossing, Inc.
InFocus Corp.
InfoSpace, Inc.
212,589
245,268
49,100
18,731
112,300
716,600
170,531
254,623
115,362
88,426
8,650
768,602
207,241
96,300
73,849
127,506
240,529
538,300
101,679
205,275
328,374
98,930
37,500
525,324
11,200
129,400
206,088
113,382
249,810
217,875
357,788
302,720
$
2,174,785
2,825,487
113,421
5,057
1,556,478
114,656
624,143
3,676,756
732,549
932,010
21,625
7,662,962
3,545,894
365,940
54,648
1,040,449
5,534,572
2,621,521
1,190,661
3,259,767
3,175,377
112,780
105,000
4,354,936
65,520
244,566
513,159
2,148,589
3,744,652
4,043,760
629,707
4,241,107
*
*
*
*
*
#
*
*#
*
*
*
*
*#
*#
*
*
*
*
*
infoUSA, Inc.
Innodata Isogen, Inc.
Innovex, Inc.
InPlay Technologies, Inc.
Insightful Corp.
InsWeb Corp.
Integral Systems, Inc.
Integrated Silicon Solution, Inc.
Intelli-Check, Inc.
Intelligent Systems Corp.
Intelligroup, Inc.
Interactive Intelligence, Inc.
Interlink Electronics, Inc.
Internap Network Services Corp.
Internet Capital Group, Inc.
Interphase Corp.
Intervoice, Inc.
Interwoven, Inc.
Intest Corp.
Intevac, Inc.
370,489
231,328
166,500
8,800
40,100
12,966
118,700
350,649
120,742
42,582
116,800
169,465
100,780
472,118
368,125
62,700
378,755
420,929
84,141
209,510
3,756,758
883,673
206,460
14,080
81,403
91,670
2,870,166
2,174,024
501,079
142,650
256,960
3,313,041
146,131
6,623,816
4,181,900
593,769
3,033,828
5,484,705
278,507
3,423,393
147
*
*#
*
*#
*#
*#
*
*
*
*
*
*
*
*
*#
*
*
*
*
*#
*
*
IntriCon Corp.
Intrusion, Inc.
INX, Inc.
Iomega Corp.
iPass, Inc.
IPIX Corp.
Island Pacific, Inc.
Iteris, Inc.
Ixia
IXYS Corp.
Jaco Electronics, Inc.
JDA Software Group, Inc.
JMAR Industries, Inc.
Jupitermedia Corp.
Keithley Instruments, Inc.
Kemet Corp.
Key Tronic Corp.
Keynote Systems, Inc.
Kintera, Inc.
Kopin Corp.
Kulicke & Soffa Industries, Inc.
KVH Industries, Inc.
Lantronix, Inc.
47,772
20,825
43,500
519,891
310,000
2,000
34,300
73,144
103,720
322,323
63,009
266,911
183,900
316,551
134,195
666,900
96,300
113,450
54,204
650,320
563,563
134,800
15,000
$
527,881
7,914
452,400
2,765,820
1,395,000
50
2,573
160,917
943,852
3,287,695
127,279
5,538,403
20,229
1,943,623
1,341,950
4,601,610
430,461
1,565,610
97,567
2,386,674
4,812,828
1,295,428
20,100
*#
*
*#
*#
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
#
*
*
*#
*#
*
*#
*
*
LaserCard Corp.
Lattice Semiconductor Corp.
LeCroy Corp.
LightPath Technologies, Inc.
Lionbridge Technologies, Inc.
Littlefuse, Inc.
Logic Devices, Inc.
LogicVision, Inc.
Logility, Inc.
LoJack Corp.
LookSmart, Ltd.
Loral Space & Communications, Inc.
LTX Corp.
Lumera Corp.
Magma Design Automation, Inc.
Mai Systems Corp. Escrow Shares
Management Network Group, Inc.
Manatron, Inc.
Manhattan Associates, Inc.
Marchex, Inc. Class B
Mastec, Inc.
Mattson Technology, Inc.
Maximus, Inc.
Maxwell Technologies, Inc.
MDI, Inc.
Measurement Specialties, Inc.
Mechanical Technology, Inc.
MedQuist, Inc.
Mercury Computer Systems, Inc.
115,990
1,053,119
115,888
8,650
543,910
204,498
45,800
156,450
135,800
184,140
225,420
65,481
608,826
196,504
376,370
18
96,999
115
267,770
279,201
636,600
504,517
212,800
160,332
107,900
78,500
260,780
133,500
196,106
1,303,728
5,255,064
865,683
36,590
2,230,031
6,830,233
95,264
125,160
1,352,568
3,506,026
590,600
2,624,478
2,484,010
668,114
5,171,324
—
227,948
1,012
7,733,198
2,546,313
9,408,948
5,312,564
9,103,584
1,978,497
96,031
1,894,205
302,505
1,321,650
2,243,453
148
*
*
*#
*#
*#
*
*#
*
*#
*#
*
Merix Corp.
Mesa Laboratories, Inc.
Methode Electronics, Inc.
Micrel, Inc.
Microtune, Inc.
Midway Games, Inc.
Mindspeed Technologies, Inc.
MIPS Technologies, Inc.
MIVA, Inc.
Mobility Electronics, Inc.
Mocon, Inc.
Moldflow Corp.
Monolithic Power Systems
MoSys, Inc.
Motive, Inc.
185,600
30,608
358,276
450,931
524,888
150,000
1,042,980
433,092
320,469
283,590
72,775
111,837
283,490
303,966
79,300
$
1,093,184
673,988
5,173,505
4,937,694
3,123,084
811,500
1,773,066
3,386,779
1,442,111
1,035,104
819,447
1,847,547
5,805,875
1,990,977
190,320
*#
*#
*
*
#
*#
*
*#
*
*#
*
*
*
*
*
*#
*
*
*
*
*#
#
*#
*
*
*
*#
*
*#
*#
*
*
#
*
*
*
MRV Communications, Inc.
MSC. Software Corp.
MTI Technology Corp.
MTM Technologies, Inc.
MTS Systems Corp.
Multi-Fineline Electronix, Inc.
Nanometrics, Inc.
Napco Security Systems, Inc.
Napster, Inc.
NeoMagic Corp.
NEON Communications Group, Inc.
Neonode, Inc.
Neoware Systems, Inc.
Net Perceptions, Inc.
NETGEAR, Inc.
Netlogic Microsystems, Inc.
NetManage, Inc.
NetScout Systems, Inc.
Network Engines, Inc.
Network Equipment Technologies, Inc.
Newport Corp.
NIC, Inc.
NMS Communications Corp.
Novatel Wireless, Inc.
Nu Horizons Electronics Corp.
NumereX Corp. Class A
NYFIX, Inc.
O.I. Corp.
Omtool, Ltd.
On2 Technologies, Inc.
Online Resources Corp.
Onvia, Inc.
OpenTV Corp.
Openwave Systems, Inc.
Oplink Communications, Inc.
OPNET Technologies, Inc.
Opsware, Inc.
1,232,392
398,108
2,000
44,200
188,648
29,470
119,851
323,601
4,500
118,974
364,743
6,920
178,488
13,400
133,116
199,008
86,312
313,868
348,071
247,610
389,742
618,030
452,908
296,494
129,666
114,353
214,349
25,700
30,770
785,500
247,131
31,170
159,125
232,009
200,513
204,034
932,528
3,105,628
5,036,066
280
49,062
7,945,854
373,974
909,669
1,990,146
13,635
473,517
1,750,766
32,662
2,862,948
28,140
3,735,235
5,836,905
355,605
2,918,972
609,124
2,639,523
5,382,337
4,171,703
656,717
6,771,923
1,203,300
937,695
1,187,493
333,843
58,463
1,170,395
3,153,392
258,711
208,454
1,048,681
2,612,684
2,083,187
13,204,596
149
*
*#
*#
*
*
OPTi, Inc.
Optical Cable Corp.
Optical Communication Products, Inc.
OSI Systems, Inc.
Overland Storage, Inc.
OYO Geospace Corp.
118,200
48,605
414,695
156,242
122,200
57,140
$
536,628
227,471
667,659
3,891,988
251,732
4,318,641
*#
*#
*#
*
*#
*
*#
*
*
*#
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*
*
*#
*#
*#
*
*
*
*#
*#
*#
*
*#
*
*
#
*#
*
Packeteer, Inc.
PAR Technology Corp.
Park Electrochemical Corp.
Parkervision, Inc.
Path 1 Network Technologies, Inc.
PC Connection, Inc.
PC-Tel, Inc.
PDF Solutions, Inc.
Peerless Systems Corp.
Pegasystems, Inc.
Perceptron, Inc.
Perficient, Inc.
Performance Technologies, Inc.
Pericom Semiconductor Corp.
Pervasive Software, Inc.
Pfsweb, Inc.
Phoenix Technologies, Ltd.
Photon Dynamics, Inc.
Photronics, Inc.
Pinnacle Data Systems, Inc.
Pixelworks, Inc.
Planar Systems, Inc.
PlanetOut, Inc.
PLATO Learning, Inc.
PLX Technology, Inc.
Porta Systems Corp.
Power Integrations, Inc.
Powerwave Technologies, Inc.
Presstek, Inc.
Printronix, Inc.
Proxim Corp.
QAD, Inc.
Qualstar Corp.
Quantum Corp.
QuickLogic Corp.
Quokka Sports, Inc.
Radiant Systems, Inc.
RadiSys Corp.
Radyne Corp.
RAE Systems, Inc.
Ramtron International Corp.
Relm Wireless Corp.
REMEC, Inc.
Renaissance Learning, Inc.
Research Frontiers, Inc.
RF Monolithics, Inc.
338,625
132,150
191,800
238,960
48,700
254,559
217,017
258,046
101,700
342,478
76,350
267,417
131,275
241,295
225,700
113,830
220,119
162,600
396,926
7,619
113,400
131,939
99,200
196,730
275,101
1,490
260,001
692,092
342,415
67,150
20,861
299,569
300
1,920,823
259,468
480
303,201
210,368
111,100
551,500
241,261
115,041
212,010
269,886
6,000
83,700
150
2,495,666
1,087,595
5,669,608
3,178,168
195
3,273,629
1,681,882
2,518,529
238,995
4,068,639
942,923
6,236,164
630,120
2,779,718
1,049,505
165,054
2,405,901
1,352,832
4,596,403
13,028
124,740
832,535
131,936
633,471
2,976,593
209
7,277,428
4,740,830
2,164,063
925,327
167
2,438,492
1,140
6,165,842
895,165
13
4,563,175
2,299,322
1,169,883
1,455,960
704,482
578,656
358,297
3,079,399
70,260
407,619
*#
*
*
*
*
*#
*#
*
*#
*#
*
*
*
*
*#
*
*#
*
*#
*
*
*
*#
*#
*
*#
*#
*#
*
*#
*
*
*
*
*
*#
*
*#
*
*#
*
*
*#
*
Richardson Electronics, Ltd.
RightNow Technologies, Inc.
Rimage Corp.
Rofin-Sinar Technologies, Inc.
Rudolph Technologies, Inc.
S1 Corp.
Saba Software, Inc.
Safeguard Scientifics, Inc.
Sapient Corp.
SatCon Technology Corp.
ScanSource, Inc.
Schmitt Industries, Inc.
Scientific Learning Corp.
SCM Microsystems, Inc.
Seachange International, Inc.
Secure Computing Corp.
Selectica, Inc.
Semitool, Inc.
SI International, Inc.
Sigma Designs, Inc.
Sigmatel, Inc.
Sigmatron International, Inc.
Silicon Storage Technology, Inc.
Simulations Plus, Inc.
Sirenza Microdevices, Inc.
SM&A
Smith Micro Software, Inc.
Sonic Foundry, Inc.
Sonic Solutions, Inc.
SonicWALL, Inc.
SourceForge, Inc.
Spectrum Control, Inc.
SPSS, Inc.
SRS Labs, Inc.
Staktek Holdings, Inc.
Standard Microsystems Corp.
StarTek, Inc.
STEC, Inc.
SteelCloud, Inc.
Stratasys, Inc.
SumTotal Systems, Inc.
Sunair Electronics, Inc.
Sunrise Telecom, Inc.
Suntron Corp.
Supertex, Inc.
SupportSoft, Inc.
131,104
318,982
97,543
132,600
267,647
638,990
280,253
1,183,600
874,927
315,637
237,698
17,800
4,400
127,744
265,482
643,355
261,300
310,427
119,583
223,397
144,652
18,200
1,014,948
61,386
473,567
179,751
266,703
346,008
254,917
597,182
662,665
130,127
194,669
164,100
436,518
214,865
129,900
446,325
75,500
200,026
265,874
46,583
275,600
36,507
128,300
445,419
$
947,882
4,673,086
2,452,231
9,238,242
3,433,911
4,984,122
1,289,164
2,544,740
5,634,530
325,106
6,584,235
138,662
26,796
366,625
1,932,709
5,777,328
462,501
3,001,829
3,685,548
9,451,927
390,560
165,074
3,166,638
819,503
7,406,588
1,134,229
4,397,932
731,807
1,937,369
5,123,822
1,696,422
1,890,745
7,932,762
1,214,340
1,239,711
7,730,843
1,341,867
3,360,827
85,315
5,030,654
1,632,466
140,681
647,660
39,793
4,600,838
2,400,808
*
*#
*
*
*
Sykes Enterprises, Inc.
Symmetricom, Inc.
Synaptics, Inc.
SYNNEX Corp.
Synplicity, Inc.
Taitron Components, Inc.
373,892
455,290
250,162
278,000
258,762
15,500
6,165,479
2,271,897
10,832,015
5,537,760
1,689,716
30,070
151
*
*
*
*
*#
*#
*
*#
*
*#
#
*
*
*
*
#
*
*#
*
*
*
*
*#
*#
#
*
*
*
*
*#
*
*
*
*#
*#
Technical Communications Corp.
Technology Solutions Co.
TechTeam Global, Inc.
Tekelec
TeleCommunication Systems, Inc.
Telkonet, Inc.
Telular Corp.
Terremark Worldwide, Inc.
Tessco Technologies, Inc.
The Knot, Inc.
TheStreet.com, Inc.
Think Partnership, Inc.
ThinkEngine Networks, Inc.
Tier Technologies, Inc. Class B
TII Network Technologies, Inc.
TNS, Inc.
Tollgrade Communications, Inc.
Track Data Corp.
Transact Technologies, Inc.
Transcat, Inc.
Trans-Lux Corp.
Transmeta Corp.
Transwitch Corp.
Travelzoo, Inc.
Trio-Tech International
Tripath Technology, Inc.
Triquint Semiconductor, Inc.
Troy Group, Inc.
TSR, Inc.
TTM Technologies, Inc.
Tumbleweed Communications Corp.
Tyler Technologies, Inc.
Ulticom, Inc.
Ultimate Software Group, Inc.
Ultra Clean Holdings, Inc.
Ultratech, Inc.
Unica Corp.
7,300
22,600
89,657
175,298
326,415
558,600
177,284
519,821
80,250
9,600
274,595
637,978
82,975
169,900
57,160
214,400
128,895
18,673
91,000
42,500
7,545
3,154
339,260
149,470
24,775
2,041
1,347,578
14,400
100,400
388,141
498,605
388,250
386,764
243,491
167,928
227,787
98,069
$
31,390
103,960
1,066,022
2,156,165
1,335,037
837,900
992,790
3,513,990
1,224,615
201,120
2,806,361
944,207
170,099
1,699,000
126,324
3,200,992
1,312,151
52,284
590,590
289,000
42,629
26,210
532,638
2,880,287
437,279
8
5,942,819
56,088
411,640
4,533,487
1,111,889
5,757,748
3,130,855
7,579,875
2,508,844
3,264,188
1,002,265
*#
*
*#
*#
*
*#
*
*
*
*#
*
*
*
*
United Online, Inc.
Universal Display Corp.
USDATA Corp.
Veeco Instruments, Inc.
VendingData Corp.
Verilink Corp.
Vertical Communications, Inc.
Viasat, Inc.
Vicon Industries, Inc.
Video Display Corp.
Viewpoint Corp.
Vignette Corp.
Virage Logic Corp.
Visual Sciences, Inc.
Vitech America, Inc.
574,653
316,031
24,040
305,293
272,481
150,492
20,016
257,152
45,650
96,880
360,721
283,065
208,635
188,014
94,080
8,257,764
4,664,618
902
5,373,157
784,745
602
25,020
7,848,279
625,405
760,508
306,613
5,522,598
1,416,632
3,465,098
470
152
*#
Vitesse Semiconductor, Inc.
* # Vocus, Inc.
* # Vyyo, Inc.
Wayside Technology Group, Inc.
* Web.com, Inc.
* # Website Pros, Inc.
* Westell Technologies, Inc.
* White Electronics Designs Corp.
* Wind River Systems, Inc.
* Winland Electronics, Inc.
* Wireless Telecom Group, Inc.
* Wireless Xcessories Group, Inc.
* WJ Communications, Inc.
* # WorldGate Communications, Inc.
X-Rite, Inc.
* # Zhone Technologies, Inc.
* ZILOG, Inc.
* # Zix Corp.
* Zones, Inc.
* Zoran Corp.
* Zygo Corp.
Total Information Technology
Materials — (3.4%)
A. Schulman, Inc.
A.M. Castle & Co.
* AEP Industries, Inc.
# AMCOL International Corp.
1,141,911
142,819
177,401
48,200
164,506
44,344
507,227
224,456
106,815
20,500
225,386
13,300
558,094
24,000
281,730
949,622
152,239
229,525
147,800
163,156
180,963
$
1,187,587
3,570,475
1,030,700
694,080
973,876
387,567
1,039,815
1,205,329
1,126,898
49,815
558,957
31,388
859,465
11,042
4,028,739
1,168,035
572,419
399,374
1,475,044
2,817,704
2,325,375
1,073,257,351
248,233
187,261
78,051
281,330
5,346,939
5,454,913
2,889,448
9,061,639
*
#
*#
#
*
*
#
*
*
#
*#
*
*
*
*
#
*#
#
#
American Pacific Corp.
American Vanguard Corp.
Arch Chemicals, Inc.
Atlantis Plastics, Inc.
Balchem Corp.
Brush Engineered Materials, Inc.
Buckeye Technologies, Inc.
Calgon Carbon Corp.
Canyon Resources Corp.
Caraustar Industries, Inc.
Chesapeake Corp.
Coeur d’Alene Mines Corp.
Constar International, Inc.
Continental Materials Corp.
Core Molding Technologies, Inc.
Deltic Timber Corp.
Detrex Corp.
Empire Resources, Inc.
Ferro Corp.
Flamemaster Corp.
Flotek Industries, Inc.
Friedman Industries, Inc.
Georgia Gulf Corp.
Gibraltar Industries, Inc.
68,037
258,715
239,906
35,150
158,512
95,800
266,790
385,472
173,600
258,224
166,322
10,573
124,477
14,900
101,972
123,292
10,200
95,500
237,000
189
178,400
145,488
17,800
286,490
1,057,975
4,051,477
10,392,728
69,597
3,255,836
4,627,140
4,153,920
5,146,051
62,479
958,011
1,629,956
36,160
694,582
412,730
702,587
7,052,302
95,625
644,625
4,638,090
1,134
6,738,168
1,203,186
266,466
5,724,070
153
*
*#
*
*#
*
#
#
*
*#
*#
*
*
*#
*
Glatfelter Co.
Graphic Packaging Corp.
Hawkins, Inc.
Hecla Mining Co.
ICO, Inc.
Idaho General Mines, Inc.
Impreso, Inc.
Innophos Holdings, Inc.
KMG Chemicals, Inc.
Koppers Holdings, Inc.
Landec Corp.
Liquidmetal Technologies, Inc.
LSB Industries, Inc.
Material Sciences Corp.
Maxxam, Inc.
Metal Management, Inc.
Mines Management, Inc.
Mod-Pac Corp.
Myers Industries, Inc.
338,800
588,300
102,018
1,087,200
240,599
347,900
31,500
50,500
53,468
33,000
250,749
106,651
171,054
138,299
26,199
127,997
125,517
26,617
326,847
$
5,000,688
2,800,308
1,471,100
8,154,000
2,762,077
2,268,308
75,600
743,865
1,253,825
1,212,090
3,385,112
85,321
3,766,609
1,506,076
732,262
6,004,339
377,806
261,645
6,961,841
*#
#
*
*#
*
*#
*
#
*
#
#
*
#
#
#
*#
#
*#
*
*
*#
*
Nanophase Technologies Corp.
Nevada Chemicals, Inc.
NewMarket Corp.
NL Industries, Inc.
NN, Inc.
Northern Technologies International Corp.
Northwest Pipe Co.
Olympic Steel, Inc.
OMNOVA Solutions, Inc.
Penford Corp.
Pioneer Companies, Inc.
PolyOne Corp.
Pope & Talbot, Inc.
Quaker Chemical Corp.
Rock of Ages Corp.
Royal Gold, Inc.
Ryerson, Inc.
Schweitzer-Maudoit International, Inc.
Solitario Resources Corp.
Spartech Corp.
Stepan Co.
Synalloy Corp.
Tronox, Inc. Class A
Tronox, Inc. Class B
U.S. Concrete, Inc.
U.S. Energy Corp.
U.S. Gold Corp.
UFP Technologies, Inc.
United States Lime & Minerals, Inc.
Universal Stainless & Alloy Products, Inc.
Vulcan International Corp.
Wausau Paper Corp.
Webco Industries, Inc.
177,915
26,407
96,600
208,089
162,400
28,900
84,859
78,200
412,100
84,454
115,652
588,452
153,300
98,329
32,900
253,781
27,900
146,820
2,937
290,589
85,071
87,058
129,900
42,100
375,166
71,870
370,981
11,800
55,745
64,399
8,251
482,100
3,750
1,058,594
252,451
4,512,186
2,174,530
1,667,848
293,335
3,163,544
1,910,426
2,435,511
2,981,226
4,048,977
4,725,270
38,325
2,163,238
207,599
7,044,961
930,186
3,346,028
12,629
6,294,158
2,553,831
1,744,642
1,335,372
424,368
2,982,570
330,602
2,211,047
59,826
1,927,105
2,087,816
470,307
5,413,983
350,625
154
#
Wellman, Inc.
* Williams Industries, Inc.
* # Zoltek Companies, Inc.
Total Materials
Other — (0.0%)
* Big 4 Ranch, Inc.
* Breed Technologies, Inc.
* DLB Oil & Gas, Inc.
279,600
5,800
103,499
$
615,120
12,470
4,273,474
211,244,886
35,000
5,600
7,600
—
17
—
* ePresence, Inc. Escrow Shares
* # EquiMed, Inc.
* iGo Escrow Shares
* ioWorldMedia, Inc.
* # KeraVision, Inc.
* Krause’s Furniture, Inc.
* Noel Group, Inc.
* Petrocorp, Inc. Escrow Shares
Total Other
191,500
6,533
11,200
11,633
7,800
23,000
43,600
37,100
5,745
1
—
640
47
16
763
2,226
9,455
Telecommunication Services — (1.1%)
Alaska Communications Systems Group, Inc.
* Arbinet-thexchange, Inc.
* # Cbeyond, Inc.
* Centennial Communications Corp.
Consolidated Communications Holdings, Inc.
* Covista Communications, Inc.
CT Communications, Inc.
D&E Communications, Inc.
* Eschelon Telecom, Inc.
# FairPoint Communications, Inc.
* # FiberTower Corp.
* General Communications, Inc. Class A
* GoAmerica, Inc.
Hickory Tech Corp.
# Iowa Telecommunications Services, Inc.
* LCC International, Inc. Class A
* Lynch Interactive Corp.
* Metro One Telecommunications, Inc.
* # Network Plus Corp.
# North Pittsburgh Systems, Inc.
* Pac-West Telecomm, Inc.
* # PAETEC Holding Corp.
* Point.360
* Premiere Global Services, Inc.
* # Primus Telecommunications Group, Inc.
* Rural Cellular Corp. Class A
* Shared Technologies Cellular, Inc.
Shenandoah Telecommunications Co.
* # SunCom Wireless Holdings, Inc.
# SureWest Communications
* Wireless Facilities, Inc.
* Xeta Corp.
Total Telecommunication Services
419,255
140,928
9,900
183,936
257,396
21,500
193,674
133,862
99,906
230,600
460,843
499,175
117
124,300
200,449
198,248
1
18,385
10,000
136,562
167,800
309,121
84,700
690,525
14,679
143,338
24,600
2,100
30,967
132,297
579,804
85,800
5,727,023
734,235
384,714
1,728,998
4,782,418
21,070
6,100,731
1,904,856
2,997,180
3,857,938
1,732,770
6,314,564
608
1,173,392
3,710,311
719,640
2,308
36,218
17
3,153,217
839
3,687,814
219,373
9,032,067
10,569
6,157,800
37
43,134
619,340
3,837,936
1,472,702
271,986
70,435,805
155
Utilities — (1.3%)
*
#
*
AMEN Properties, Inc.
American States Water Co.
Aquila, Inc.
Artesian Resources Corp. Class A
* # Cadiz, Inc.
# California Water Service Group
# Central Vermont Public Service Corp.
CH Energy Group, Inc.
Chesapeake Utilities Corp.
Connecticut Water Services, Inc.
Delta Natural Gas Co., Inc.
# Empire District Electric Co.
Energy West, Inc.
# EnergySouth, Inc.
* Environmental Power Corp.
Florida Public Utilities Co.
Laclede Group, Inc.
* Maine & Maritimes Corp.
# MGE Energy, Inc.
Middlesex Water Co.
# Otter Tail Corp.
RGC Resources, Inc.
# SEMCO Energy, Inc.
# SJW Corp.
# Southwest Water Co.
UIL Holdings Corp.
Unitil Corp.
York Water Co.
Total Utilities
12,375
165,279
33,130
3,800
19,844
204,531
140,100
151,294
65,850
93,287
20,000
300,150
11,941
76,425
95,593
36,800
211,400
29,300
205,779
115,248
46,924
4,698
321,420
179,225
234,202
171,201
41,401
26,326
$
74,003
6,455,798
131,857
73,340
395,491
7,921,486
5,057,610
7,151,667
2,081,519
2,192,245
496,200
6,882,440
176,727
3,682,921
492,304
434,240
6,900,096
908,300
6,778,360
2,160,900
1,712,726
124,591
2,446,006
6,149,210
3,274,144
5,305,519
1,306,202
453,597
81,219,499
TOTAL COMMON STOCKS
5,000,353,423
RIGHTS/WARRANTS — (0.0%)
* # Angeion Corp. Warrants 10/31/07
* Caliper Life Sciences, Inc. Warrants 08/10/11
* Del Global Technologies Corp. Warrants 03/28/08
* DOV Pharmaceutical, Inc. Warrants 12/31/09
* Imperial Credit Industries, Inc. Warrants 01/31/08
* Mossimo, Inc. Contingent Rights
* Optical Cable Corp. Warrants 10/24/07
* Tengasco, Inc. Warrants 09/12/08
1,294
112
4,265
220,685
1,010
149,150
655
2,306
TOTAL RIGHTS/WARRANTS
—
141
7,357
—
—
—
—
—
7,498
156
TEMPORARY CASH INVESTMENTS — (0.4%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares
23,971,780
$
23,971,780
Face
Amount
(000)
SECURITIES LENDING COLLATERAL — (19.1%)
@ Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $1,257,318,986 FHLB 4.847(y), 11/23/07 & FNMA, rates
ranging from 4.500% to 7.000%, maturities ranging from 07/01/20 to 08/01/37,
valued at $1,151,184,911) to repurchased at $1,117,822,740
@ Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$159,713,290 FNMA 5.500%, 04/01/33 & 5.996%(r), 04/01/33, & 6.000%, 04/
01/33, valued at $70,452,776) to be repurchased at $68,081,750
$
1,117,655
1,117,655,253
68,072
68,071,634
TOTAL SECURITIES LENDING COLLATERAL
1,185,726,887
TOTAL INVESTMENTS - (100.0%)
(Cost $5,553,563,578)##
$
6,210,059,588
157
THE DFA INTERNATIONAL VALUE SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
AUSTRALIA — (4.4%)
COMMON STOCKS — (4.4%)
# ABC Learning Centres, Ltd.
Amcor, Ltd.
Amcor, Ltd. Sponsored ADR
Ansell, Ltd.
APN News & Media, Ltd.
Australand Property Group
Australia & New Zealand Banking Group, Ltd.
Australia & New Zealand Banking Group, Ltd. Sponsored ADR
AWB, Ltd.
AXA Asia Pacific Holdings, Ltd.
# Bendigo Bank, Ltd.
BlueScope Steel, Ltd.
# Boral, Ltd.
81,727
1,120,122
77,103
200,167
509,371
1,180,763
1,373,998
33,432
406,278
2,837,724
152,448
1,599,574
1,113,412
Value ††
$
458,822
7,002,062
1,906,904
2,147,491
2,294,287
2,299,131
32,652,022
3,942,439
984,000
17,526,085
1,880,966
13,925,121
7,179,432
#
#
#
#
#
#
#
#
#
#
#
Brickworks, Ltd.
Caltex Australia, Ltd.
Challenger Financial Services Group, Ltd.
Commonwealth Bank of Australia
CSR, Ltd.
Downer EDI, Ltd.
Fairfax Media, Ltd.
Foster’s Group, Ltd.
Futuris Corp., Ltd.
Goodman Fielder, Ltd.
Iluka Resources, Ltd.
Insurance Australia Group, Ltd.
Lend Lease Corp., Ltd.
Mirvac, Ltd.
Multiplex Group
National Australia Bank, Ltd.
National Australia Bank, Ltd. Sponsored ADR
Nufarm, Ltd.
Oil Search, Ltd.
Onesteel, Ltd.
Orica, Ltd.
Origin Energy, Ltd.
Paperlinx, Ltd.
Publishing and Broadcasting, Ltd.
Qantas Airways, Ltd.
Santos, Ltd.
Seven Network, Ltd.
Sims Group, Ltd.
78,415
265,507
89,502
1,961,135
1,514,337
439,016
2,065,361
4,250,544
539,719
1,645,429
192,645
2,372,838
605,974
1,382,607
103,559
2,657,277
3,700
52,021
1,264,103
835,745
1
1,626,462
746,071
190,851
1,646,339
1,070,468
136,508
136,999
849,793
5,237,523
396,456
88,521,794
4,161,044
2,326,805
7,847,471
21,963,340
1,079,947
3,501,532
873,570
9,778,125
9,528,741
6,082,903
423,369
87,052,295
601,124
596,004
3,792,575
4,142,440
23
13,260,449
2,063,748
2,796,989
7,522,006
11,659,470
1,314,299
3,131,699
158
#
*
#
Suncorp-Metway, Ltd.
Symbion Health, Ltd.
TABCORP Holdings, Ltd.
Tower Australia Group, Ltd.
Virgin Blue Holdings, Ltd.
Washington H. Soul Pattinson & Co., Ltd.
Zinifex, Ltd.
1,380,785
1,381,525
1,214,296
33,918
228,228
113,801
110,268
TOTAL — AUSTRALIA
AUSTRIA — (0.4%)
COMMON STOCKS — (0.4%)
Erste Bank der Oesterreichischen Sparkassen AG
OMV AG
Voestalpine AG
$
22,722,790
4,700,515
15,203,604
60,382
391,472
875,363
1,513,930
440,172,352
21,886
293,342
108,211
1,589,193
18,176,952
8,852,004
Wienerberger AG
221,811
15,834,846
TOTAL — AUSTRIA
44,452,995
BELGIUM — (1.0%)
COMMON STOCKS — (1.0%)
Ackermans & Van Haaren SA
Agfa Gevaert NV
Banque Nationale de Belgique
Bekaert SA
* Cumerio NV SA- Strip
Delhaize Group
Delhaize Group Sponsored ADR
Dexia SA
D’Ieteren NV SA
# Fortis
InBev NV
KBC Groep NV
TOTAL — COMMON STOCKS
29,381
53,361
1,047
2,787
2,009
231,485
52,900
1,401,717
431
179,701
45,465
77,882
2,878,858
1,115,401
4,837,633
367,197
28
22,706,597
5,181,555
38,655,374
171,537
6,590,843
3,733,294
9,773,985
96,012,302
RIGHTS/WARRANTS — (0.0%)
* Umicore Contingent Preferred Rights
2,009
191
TOTAL — BELGIUM
96,012,493
CANADA — (6.4%)
COMMON STOCKS — (6.4%)
# * Abitibi-Consolidated, Inc.
AGF Management, Ltd. Class B
# Alcan, Inc.
Astral Media, Inc. Class A
# Bank of Montreal
Barrick Gold Corp.
# BCE, Inc.
# Biovail Corp.
# Canadian Pacific Railway, Ltd.
# Canadian Tire Corp. Class A
Canadian Utilities, Ltd. Class A
* Canfor Corp.
* CanWest Global Communications Corp.
491,000
68,266
856,137
44,538
279,600
1,914,820
589,125
212,600
263,700
58,200
1,600
105,200
93,800
962,472
2,265,190
84,357,060
1,784,894
17,212,875
62,304,181
22,555,231
3,730,566
18,566,378
4,277,369
73,318
1,241,280
700,835
159
*
*
#
Celestica, Inc.
CGI Group, Inc.
Corus Entertainment, Inc. Class B
292,800
515,500
58,800
$
1,744,046
5,696,861
2,712,261
*
#
#
*
#
*
#
#
#
#
#
#
*
#
#
#
#
#
#
#
#
#
Domtar Corp.
E-L Financial Corp., Ltd.
Empire Co., Ltd. Class A
EnCana Corp.
Fairfax Financial Holdings, Inc.
Fortis, Inc.
George Weston, Ltd.
Gerdau Ameristeel Corp.
Goldcorp, Inc.
IAMGOLD Corp.
Industrial Alliance Insurance & Financial Services, Inc.
ING Canada, Inc.
Jean Coutu Group PJC, Inc. Class A
Kingsway Financial Services, Inc.
Kinross Gold Corp.
Loblaw Companies, Ltd.
Lundin Mining Corp.
Magna International, Inc. Class A
Manitoba Telecom Services, Inc.
Manulife Financial Corp.
MDS, Inc.
Metro, Inc. Class A
Mi Developments, Inc.
National Bank of Canada
New Maple Leaf Foods, Inc.
Northbridge Financial Corp.
Onex Corp.
Petro-Canada
Power Corp. of Canada, Ltd.
Quebecor World, Inc.
Quebecor, Inc. Class B
Russel Metals, Inc.
Sherritt International Corp.
Sun Life Financial, Inc.
Teck Cominco Class B
The Thomson Corp.
Torstar Corp. Class B
Transalta Corp.
TransCanada Corp.
Transcontinental, Inc. Class A
West Fraser Timber Co., Ltd.
312,700
600
72,700
1,459,886
48,400
57,600
138,400
189,600
156,200
299,300
125,900
132,500
249,200
29,400
144,700
34,600
409,800
281,168
40,500
1,031,100
351,364
12,100
69,600
262,300
87,700
22,000
186,800
927,000
442,796
128,400
78,500
82,200
408,100
1,279,900
5,800
26,000
78,600
381,455
422,900
108,900
51,000
TOTAL — CANADA
DENMARK — (0.9%)
COMMON STOCKS — (0.9%)
A P Moller - Maersk A.S.
* Alm. Brand A.S.
# Carlsberg A.S. Series B
2,499,231
349,466
3,415,385
85,560,932
10,037,500
1,448,182
9,383,939
2,188,659
3,684,604
1,983,996
4,677,137
5,661,364
3,664,845
535,381
1,770,383
1,478,691
4,691,744
25,158,678
1,890,767
40,091,824
6,874,224
398,521
2,208,614
13,641,587
1,278,958
714,583
6,101,072
47,280,511
16,902,563
1,152,682
2,692,491
2,314,989
6,144,688
61,570,947
247,159
1,100,568
1,473,750
10,804,279
14,725,410
2,075,906
1,883,523
641,944,550
1,893
11,571
76,475
24,775,389
716,139
10,307,501
160
#
#
*
*
Dampskibsselsk Torm A.S.
Dampskibsselskabet Torm A.S. ADR
Danisco A.S.
Danske Bank A.S.
Jyske Bank A.S.
Sydbank A.S.
Vestas Wind Systems A.S.
29,600
15,086
100,730
824,953
106,550
71,200
34,100
TOTAL — DENMARK
FINLAND — (1.0%)
COMMON STOCKS — (1.0%)
Fortum Oyj
Huhtamaki Oyj
Kemira Oyj
Kesko Oyj
# M-Real Oyj Series B
OKO Bank P.L.C. Class A
Outokumpu Oyj Series A
Rautaruukki Oyj Series K
Sampo Oyj
Stora Enso Oyj Series R
Stora Enso Oyj Sponsored ADR
UPM-Kymmene Oyj
UPM-Kymmene Oyj Sponsored ADR
Wartsila Corp. Oyj Series B
1,280,202
597,707
7,420,434
33,871,903
7,929,173
3,255,075
2,309,843
92,463,366
458,600
2,300
101,377
157,000
253,400
130,000
351,300
84,300
429,590
922,500
91,500
865,900
69,300
9,400
TOTAL — FINLAND
FRANCE — (9.2%)
COMMON STOCKS — (9.2%)
# Air France-KLM
Air Liquide, SA
Alcatel-Lucent SA Sponsored ADR
* Atos Origin SA
AXA SA
AXA SA Sponsored ADR
BNP Paribas SA
Bongrain SA
* Business Objects SA
Capgemini SA
Casino Guichard Perrachon SA
Ciments Francais SA
CNP Assurances
Compagnie de Saint-Gobain
$
15,197,548
34,711
2,449,269
9,250,943
1,396,645
2,590,869
10,664,928
4,609,440
12,349,957
16,620,077
1,641,510
19,651,971
1,567,566
586,583
98,612,017
192,225
21,800
182,100
34,367
2,905,543
39,700
1,645,915
7,145
94,856
181,712
66,890
30,740
71,302
598,264
7,955,662
2,761,824
1,993,995
1,928,665
116,123,553
1,595,543
172,778,424
854,033
4,162,131
11,713,979
6,812,370
6,379,318
9,083,427
64,790,414
#
#*
#
Compagnie Generale des Establissements Michelin Series B
Credit Agricole SA
Esso SA
Euler Hermes SA
European Aeronautic Defence & Space Co.
Faurecia SA
Fimalac SA
242,490
1,058,261
2,114
10,758
497,789
30,445
16,123
30,435,940
39,751,283
634,237
1,507,347
14,707,022
2,339,538
1,151,095
161
*
*
France Telecom SA
France Telecom SA Sponsored ADR
Havas SA
Imerys SA
Lafarge SA
Lafarge SA Prime Fidelity
Lagardere S.C.A.
Nexans SA
Peugeot SA
PPR SA
Remy Cointreau SA
Renault SA
Safran SA
Schneider Electric SA
SCOR SE (4797364)
SCOR SE (B1LB9P6)
SEB SA
Societe BIC SA
Societe Generale Paris
Technip SA
Thomson
Vivendi SA
967,032
123,605
300,744
39,277
270,758
85,542
31,254
21,540
308,070
111,479
56,022
390,588
162,598
329,932
6
108,471
9,900
52,288
293,528
105,512
345,508
2,554,386
TOTAL — FRANCE
GERMANY — (11.2%)
COMMON STOCKS — (11.2%)
Allianz SE
Allianz SE Sponsored ADR
Altana AG ADR
# AMB Generali Holding AG
BASF AG
Bayerische Motoren Werke AG
Bilfinger Berger AG
Commerzbank AG
DaimlerChrysler AG
$
29,129,220
3,747,704
1,660,160
3,586,975
41,919,312
13,303,012
2,544,122
3,464,748
26,133,250
19,228,359
3,990,241
52,471,222
3,828,933
43,622,129
17
2,649,373
1,737,245
3,961,557
47,133,646
8,415,616
5,661,203
104,125,714
921,773,558
464,749
2,705,040
26,900
38,497
184,626
711,895
23,702
1,093,688
1,734,297
99,840,504
58,104,259
616,080
5,569,395
24,457,521
43,498,254
1,964,856
44,964,451
154,509,778
#
#
*
#
#
*
*
DaimlerChrysler AG Sponsored ADR
Deutsche Bank AG
Deutsche Bank AG ADR
Deutsche Lufthansa AG
Deutsche Telekom AG
Deutsche Telekom AG Sponsored ADR
E.ON AG
E.ON AG Sponsored ADR
Fraport AG
GEA Group AG
Hannover Rueckversicherung AG
Heidelberger Druckmaschinen AG
Hochtief AG
Hypo Real Estate Holding AG
Infineon Technologies AG
Infineon Technologies AG ADR
34,800
801,377
94,963
368,078
2,048,449
2,767,950
677,579
1,091,708
36,806
208,328
110,141
34,552
120,552
84,277
1,247,436
98,600
3,100,680
99,560,787
11,775,412
10,740,672
38,173,192
51,483,870
113,868,315
61,113,814
2,521,321
6,786,951
5,116,347
1,563,050
12,118,354
4,638,174
19,461,447
1,538,160
162
#
#
#
#*
Lanxess AG
Linde AG
Munchener Rueckversicherungs-Gesellschaft AG
Salzgitter AG
SCA Hygiene Products AG
Suedzucker AG
ThyssenKrupp AG
TUI AG
Vattenfall Europe AG
Volkswagen AG
49,885
134,699
388,524
26,816
3,550
102,666
563,346
329,789
45,861
499,652
TOTAL — GERMANY
GREECE — (0.5%)
COMMON STOCKS — (0.5%)
Alpha Bank A.E.
Bank of Greece
Coca-Cola Hellenic Bottling Co. S.A.
Coca-Cola Hellenic Bottling Co. S.A. ADR
* Emporiki Bank of Greece S.A.
Hellenic Petroleum S.A.
Hellenic Telecommunication Organization Co. S.A.
Hellenic Telecommunication Organization Co. S.A. Sponsored ADR
National Bank of Greece S.A.
National Bank of Greece S.A. ADR
Viohalco S.A.
$
2,499,965
15,848,415
67,269,780
5,310,770
1,493,983
1,970,945
32,976,879
8,577,216
2,945,285
103,465,096
1,119,443,978
126,890
11,360
126,652
42,000
23,212
465,844
625,009
86,500
38,000
725,141
62,810
4,108,994
1,422,338
6,029,074
2,016,420
628,094
6,543,016
20,374,224
1,424,655
2,254,151
8,701,692
944,120
TOTAL — GREECE
54,446,778
HONG KONG — (2.5%)
COMMON STOCKS — (2.5%)
Cathay Pacific Airways, Ltd.
Cheung Kong Holdings, Ltd.
Cheung Kong Infrastructure Holdings, Ltd.
China Unicom, Ltd. ADR
# CITIC International Financial Holdings, Ltd.
Dah Sing Financial Holdings, Ltd.
Great Eagle Holdings, Ltd.
Hang Lung Group, Ltd.
Henderson Land Development Co., Ltd.
# Hong Kong and Shanghai Hotels, Ltd.
Hopewell Holdings, Ltd.
Hutchison Whampoa, Ltd.
Hysan Development Co., Ltd.
Industrial & Commercial Bank of China (Asia), Ltd.
# Kerry Properties, Ltd.
# MTR Corp., Ltd.
# New World China Land, Ltd.
New World Development Co., Ltd.
Shangri-La Asia, Ltd.
# Sino Land Co., Ltd.
1,151,000
3,320,000
381,000
57,800
1,425,000
54,000
513,745
2,518,000
1,769,000
1,137,066
1,455,000
4,541,000
2,178,723
418,638
1,223,856
3,664,000
1,963,600
3,986,022
2,220,733
4,751,166
3,017,479
48,812,083
1,410,246
1,098,200
1,159,271
436,388
1,626,647
12,021,057
12,302,317
1,781,041
6,933,691
45,158,098
5,487,319
1,003,525
9,005,817
8,923,433
1,944,615
9,548,062
5,307,685
11,122,263
163
Sun Hung Kai Properties, Ltd.
Tsim Sha Tsui Properties, Ltd.
Wharf Holdings, Ltd.
Wheelock and Co., Ltd.
Wheelock Properties, Ltd.
Wing Lung Bank, Ltd.
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Shangri-La Asia, Ltd. Rights 09/05/07
2,892,000
483,154
3,212,214
3,940,000
1,565,000
159,700
38,563,775
1,778,202
13,242,313
10,320,732
1,645,199
1,596,074
255,245,532
246,748
TOTAL — HONG KONG
IRELAND — (1.3%)
COMMON STOCKS — (1.3%)
Allied Irish Banks P.L.C.
Allied Irish Banks P.L.C. Sponsored ADR
Bank of Ireland P.L.C.
CRH P.L.C.
$
9,019
255,254,551
688,656
368,637
1,216,162
1,259,311
17,634,475
18,936,883
22,511,997
54,657,610
Irish Life & Permanent P.L.C.
740,650
18,467,165
TOTAL — IRELAND
132,208,130
ITALY — (2.9%)
COMMON STOCKS — (2.9%)
# Banca Monte Dei Paschi di Siena SpA
Banca Popolare di Milano Scarl
* Banco Popolare Scarl
Benetton Group SpA
# Buzzi Unicem SpA
C.I.R. SpA - Compagnie Industriali Riunite
# Caltagirone Editore SpA
Capitalia SpA
Compagnia Assicuratrice Unipol SpA
Fiat SpA
Fondiaria - Sai SpA
Intesa Sanpaolo SpA
# Italcementi SpA
# Italmobiliare SpA
Milano Assicurazioni SpA
# * Pirelli & Co. SpA
# Societe Cattolica di Assicurazoni Scrl SpA
Telecom Italia SpA
# Telecom Italia SpA Sponsored ADR
UniCredito Italiano SpA
Unione di Banche Italiane Scpa
2,567,238
1,011,678
227,880
181,249
181,398
500,000
184,888
2,992,113
1,822,774
1,054,970
167,605
1,451,314
341,502
32,455
182,000
1,486,658
8,800
2,976,292
1,466,900
8,193,397
920,797
16,335,310
14,726,023
5,699,483
2,779,109
5,219,066
1,828,299
1,420,529
28,543,050
6,224,025
28,134,773
7,882,070
10,968,113
8,468,193
4,164,636
1,452,216
1,673,655
522,780
8,418,094
41,425,256
70,384,803
23,579,255
TOTAL — ITALY
289,848,738
164
JAPAN — (9.6%)
COMMON STOCKS — (9.6%)
Adeka Corp.
# Aichi Steel Corp.
Aioi Insurance Co., Ltd.
Aisin Seiki Co., Ltd.
Ajinomoto Co., Inc.
Alpine Electronics, Inc.
Alps Electric Co., Ltd.
Amada Co., Ltd.
# Anritsu Corp.
Aoyama Trading Co., Ltd.
Asahi Breweries, Ltd.
Asatsu-Dk, Inc.
87,000
136,000
1,277,735
182,500
1,292,000
36,800
166,000
480,000
67,000
73,200
479,800
32,500
$
871,430
716,181
7,183,196
6,878,754
16,300,069
592,300
1,947,521
5,183,942
293,717
1,972,398
7,127,549
1,089,335
#
#
#
#
#
#
#
#
*
#
#
#
#
#
#
#
#
Autobacs Seven Co., Ltd.
Calsonic Kansei Corp.
Canon Marketing Japan, Inc.
Central Glass Co., Ltd.
Chudenko Corp.
Citizen Holdings Co., Ltd.
Coca-Cola West Japan Co., Ltd.
Comsys Holdings Corp.
Cosmo Oil Co., Ltd.
Credit Saison Co., Ltd.
Dai Nippon Printing Co., Ltd.
Daibiru Corp.
Daicel Chemical Industries, Ltd.
Daihatsu Motor Co., Ltd.
Daio Paper Corp.
Daiwa House Industry Co., Ltd.
Ebara Corp.
Edion Corp.
Ezaki Glico Co., Ltd.
Fuji Electric Holdings Co., Ltd.
Fuji Heavy Industries, Ltd.
Fuji Oil Co., Ltd.
FUJIFILM Holdings Corp.
Fujikura, Ltd.
Fukuoka Financial Group, Inc.
Fukuyama Transporting Co., Ltd.
Futaba Corp.
Futaba Industrial Co., Ltd.
Glory, Ltd.
Gunze, Ltd.
Hankyu Department Stores, Inc.
Hankyu Hanshin Holdings, Inc.
Heiwa Corp.
Heiwado Co., Ltd.
Hino Motors, Ltd.
Hitachi Cable, Ltd.
Hitachi Kokusai Electric, Inc.
Hitachi Maxell, Ltd.
Hitachi Software Engineering Co., Ltd.
Hitachi Transport System, Ltd.
37,500
190,000
124,900
235,000
41,100
462,000
58,400
105,000
764,000
69,500
1,125,000
42,000
485,000
236,000
87,000
111,000
253,000
53,900
174,600
525,780
850,000
55,200
949,100
320,000
702,000
266,000
16,000
62,500
83,700
248,000
128,000
104,000
81,500
43,000
217,000
236,000
87,000
96,000
46,200
111,000
990,089
692,772
2,440,396
1,211,898
689,537
4,301,581
1,294,769
1,176,642
3,451,230
1,827,125
16,420,593
521,287
3,422,536
2,266,995
712,097
1,474,592
1,138,026
570,533
1,705,445
2,279,205
3,562,882
407,176
40,882,382
1,903,542
4,045,004
1,237,808
355,351
1,575,745
2,437,844
1,245,672
1,116,864
528,247
972,564
703,091
1,552,493
1,374,786
1,111,967
1,032,859
928,159
1,274,693
165
Hitachi, Ltd.
Hitachi, Ltd. Sponsored ADR
Hokkoku Bank, Ltd.
5,924,000
54,300
351,000
$
38,197,797
3,499,635
1,581,965
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
Hokuetsu Paper Mills, Ltd.
House Foods Corp.
INPEX Holdings, Inc.
Itoham Foods, Inc.
Japan Airport Terminal Co., Ltd.
JS Group Corp.
Juroku Bank, Ltd.
Kadokawa Holdings, Inc.
Kajima Corp.
Kamigumi Co., Ltd.
Kandenko Co., Ltd.
Kaneka Corp.
Kanto Auto Works, Ltd.
Katokichi Co., Ltd.
Kikkoman Corp.
Kinden Corp.
Kirin Brewery Co., Ltd.
Kissei Pharmaceutical Co., Ltd.
Koito Manufacturing Co., Ltd.
Kokuyo Co., Ltd.
Komori Corp.
Kuraray Co., Ltd.
Kyocera Corp.
Kyorin Co., Ltd.
Kyowa Hakko Kogyo Co., Ltd.
Mabuchi Motor Co., Ltd.
Maeda Corp.
Marui Co., Ltd.
Maruichi Steel Tube, Ltd.
Matsushita Electric Industrial Co., Ltd.
Matsushita Electric Industrial Co., Ltd. Sponsored ADR
Matsushita Electric Works, Ltd.
Meiji Seika Kaisha, Ltd. Tokyo
Millea Holdings, Inc.
Mitsubishi Heavy Industries, Ltd.
Mitsubishi Logistics Corp.
Mitsui Chemicals, Inc.
Mitsui Sumitoma Insurance Co., Ltd.
Mitsui Trust Holdings, Inc.
Morinaga Milk Industry Co., Ltd.
Musashino Bank, Ltd.
Nagase & Co., Ltd.
NEC Corp.
NEC Corp. Sponsored ADR
Nichicon Corp.
Nippon Express Co., Ltd.
Nippon Kayaku Co., Ltd.
Nippon Light Metal Co., Ltd.
Nippon Meat Packers, Inc.
162,000
117,000
1
132,000
68,300
415,500
349,000
15,200
248,000
357,000
129,000
255,000
12,600
117,100
159,000
185,000
1,399,000
41,000
35,000
107,300
77,000
592,000
286,400
74,000
425,000
36,300
196,000
498,500
117,000
3,676,135
92,000
496,000
326,000
1,295,900
5,553,000
106,000
1,056,800
2,160,000
99,000
160,000
21,300
162,000
838,000
1,181,101
72,900
1,329,000
128,000
632,000
248,000
825,404
1,903,602
2,191
579,667
1,366,609
8,235,716
1,950,061
363,833
1,033,731
3,067,010
682,059
2,065,263
166,206
549,681
2,151,437
1,581,874
17,407,700
761,915
395,804
1,085,587
1,807,354
7,769,726
26,218,664
1,021,869
4,123,089
2,365,234
757,342
5,706,960
3,106,161
64,078,774
1,606,320
6,058,959
1,518,412
50,198,907
33,922,606
1,447,392
9,566,093
24,373,989
825,532
617,629
1,025,621
1,968,009
3,951,497
5,562,986
955,383
6,985,088
1,019,120
1,383,526
2,685,892
166
#
#
#
#
#
#*
#
#
#
#
#*
#
#
#
Nippon Mining Holdings, Inc.
Nippon Mitsubishi Oil Corp.
Nippon Paint Co., Ltd.
Nippon Paper Group, Inc.
Nippon Sheet Glass Co., Ltd.
Nippon Shokubai Co., Ltd.
Nippon Suisan Kaisha, Ltd.
Nippon Television Network Corp.
Nipponkoa Insurance Co., Ltd.
Nipro Corp.
Nishimatsu Construction Co., Ltd.
Nishi-Nippon Bank, Ltd.
Nishi-Nippon Railroad Co., Ltd.
Nissay Dowa General Insurance Co., Ltd.
Nisshin Seifun Group, Inc.
Nisshin Steel Co., Ltd.
Nisshinbo Industries, Inc.
Nissin Food Products Co., Ltd.
Obayashi Corp.
Oji Paper Co., Ltd.
Oki Electric Industry Co., Ltd.
Okumura Corp.
Ono Pharmaceutical Co., Ltd.
Onward Kashiyama Co., Ltd.
Oriental Land Co., Ltd.
PanaHome Corp.
Pioneer Electronic Corp.
Promise Co., Ltd.
Q.P. Corp.
Rengo Co., Ltd.
RICOH COMPANY, Ltd.
Rinnai Corp.
Rohm Co., Ltd.
Ryosan Co., Ltd.
Sankyo Co., Ltd.
Sanwa Shutter Corp.
Sanyo Chemical Industries, Ltd.
Sanyo Electric Co., Ltd.
Sapporo Hokuyo Holdings, Inc.
Seiko Epson Corp.
Seino Holdings Co., Ltd.
Sekisui Chemical Co., Ltd.
Sekisui House, Ltd.
SFCG Co., Ltd.
Shiga Bank, Ltd.
296,500
2,522,050
295,000
1,411
663,000
163,000
254,000
9,400
290,000
42,000
364,000
520,000
78,000
383,000
260,500
1,174,000
305,000
83,000
973,000
1,199,000
481,000
311,000
215,000
125,000
73,200
106,000
218,000
60,500
136,600
286,000
802,000
50,200
6,900
33,600
53,200
238,000
54,000
1,159,000
408
212,000
216,000
689,000
942,000
8,010
272,000
$
2,674,973
21,220,410
1,428,211
4,746,790
3,900,510
1,447,552
1,158,376
1,293,064
2,691,542
833,063
1,185,190
1,632,061
273,345
2,284,858
2,388,776
4,680,381
3,741,496
2,637,875
5,025,273
5,993,432
858,809
1,739,269
11,059,074
1,479,439
4,131,402
631,784
2,649,359
1,664,838
1,271,820
1,782,823
17,652,775
1,563,602
614,418
887,466
2,193,693
1,389,796
344,572
1,800,594
4,363,094
5,512,622
2,130,753
5,100,000
12,251,379
1,114,923
1,800,855
#
#
#
#
Shikoku Bank, Ltd.
Shima Seiki Manufacturing Co., Ltd.
Shimachu Co., Ltd.
Shimizu Corp.
Shinko Securities Co., Ltd.
Shinsei Bank, Ltd.
Shizuoka Bank, Ltd.
186,000
23,700
59,100
163,000
615,000
192,000
971,000
736,634
1,038,899
1,602,524
1,039,078
2,927,239
640,430
10,157,088
167
#
#
#
#
#
#
Sohgo Security Services Co.,Ltd.
Sompo Japan Insurance, Inc.
Sony Corp.
Sony Corp. Sponsored ADR
Sumitomo Bakelite Co., Ltd.
Sumitomo Corp.
Sumitomo Electric Industries, Ltd.
Sumitomo Forestry Co., Ltd.
Sumitomo Osaka Cement Co., Ltd.
Sumitomo Trust & Banking Co., Ltd.
Sumitomo Warehouse Co., Ltd.
Suzuken Co., Ltd.
Taiheiyo Cement Corp.
Taisei Corp.
Taisho Pharmaceutical Co., Ltd.
Taiyo Yuden Co., Ltd.
Takara Standard Co., Ltd.
Takashimaya Co., Ltd.
Tanabe Seiyaku Co., Ltd.
TDK Corp.
Teijin, Ltd.
The 77 Bank, Ltd.
The Aichi Bank, Ltd.
The Akita Bank, Ltd.
The Awa Bank, Ltd.
The Bank of Iwate, Ltd.
The Bank of Kyoto, Ltd.
The Bank of Nagoya, Ltd.
The Chiba Bank, Ltd.
The Chugoku Bank, Ltd.
The Daishi Bank, Ltd.
The Fuji Fire & Marine Insurance Co., Ltd.
The Fukui Bank, Ltd.
The Gunma Bank, Ltd.
The Hachijuni Bank, Ltd.
The Higo Bank, Ltd.
The Hiroshima Bank, Ltd.
101,300
1,937,000
784,000
260,616
105,000
667,000
899,000
158,000
534,000
954,000
174,000
99,700
1,209,800
769,000
248,000
152,000
118,000
105,000
546,000
117,400
828,000
464,000
11,100
115,000
246,600
19,600
363,400
213,000
365,000
247,800
381,000
297,000
343,000
529,000
695,000
308,000
70,000
$
1,592,763
21,664,010
37,534,338
12,452,232
668,578
11,505,979
14,288,193
1,405,140
1,312,933
7,875,250
1,122,336
3,296,848
4,777,561
2,458,162
4,852,851
3,044,758
645,788
1,127,697
6,587,704
10,038,749
4,136,471
3,131,740
1,116,705
514,661
1,197,144
1,118,790
4,336,931
1,594,646
2,941,782
3,322,337
1,581,946
1,033,313
1,005,144
3,665,807
5,386,718
1,991,753
398,923
#
#
#
#
The Hyakugo Bank, Ltd.
The Hyakujishi Bank, Ltd.
The Iyo Bank, Ltd.
The Joyo Bank, Ltd.
The Kagoshima Bank, Ltd.
The Keiyo Bank, Ltd.
The Nanto Bank, Ltd.
The Nisshin Oillio Group, Ltd.
The Ogaki Kyoritsu Bank, Ltd.
The Oita Bank, Ltd.
The San-in Godo Bank, Ltd.
Toda Corp.
Toho Bank, Ltd.
Tokai Rubber Industries, Ltd.
Tokai Tokyo Securities Co., Ltd.
266,000
329,000
329,000
1,554,000
273,000
212,000
317,000
147,000
297,000
147,000
267,000
269,000
285,000
6,000
155,000
1,608,342
1,605,966
3,117,953
8,524,499
1,978,632
1,206,444
1,581,521
790,158
1,631,869
863,031
2,182,491
1,460,544
1,151,502
111,688
729,999
168
#
*
#
#
Tokyo Steel Manufacturing Co., Ltd.
Tokyo Style Co., Ltd.
Toppan Forms Co., Ltd.
Toppan Printing Co., Ltd.
Toshiba TEC Corp.
Toyo Ink Manufacturing Co., Ltd.
Toyo Seikan Kaisha, Ltd.
Toyo Suisan Kaisha, Ltd.
Toyoda Gosei Co., Ltd.
Toyota Auto Body Co., Ltd.
TV Asahi Corp.
UNY Co., Ltd.
Victor Co. of Japan, Ltd.
Wacoal Corp.
Yamaguchi Financial Group, Inc.
Yamaha Corp.
Yamanashi Chuo Bank, Ltd.
Yamatake Corp.
Yamazaki Baking Co., Ltd.
Yodogawa Steel Works, Ltd.
Yokohama Rubber Co., Ltd.
148,400
133,000
48,500
933,000
181,000
213,000
287,600
88,000
57,300
105,100
931
218,000
160,000
149,000
205,000
250,100
241,000
47,700
155,000
176,000
410,000
TOTAL — JAPAN
MALAYSIA — (0.0%)
COMMON STOCKS — (0.0%)
* Rekapacific Berhad
$
1,962,177
1,457,384
511,074
9,376,244
1,094,749
764,414
5,466,278
1,540,407
1,846,876
1,646,227
1,670,290
1,901,988
383,789
1,867,562
2,432,871
5,294,546
1,337,476
1,547,682
1,165,104
928,095
2,684,228
966,594,760
691,000
—
NETHERLANDS — (5.5%)
COMMON STOCKS — (5.5%)
ABN AMRO Holding NV
ABN AMRO Holding NV Sponsored ADR
Aegon NV
Arcelor Mittal NV
Corporate Express NV
Heineken Holding NV
Hunter Douglas NV
ING Groep NV
ING Groep NV Sponsored ADR
* Koninklijke Ahold NV
# Koninklijke DSM NV
Koninklijke Philips Electronics NV
Koninklijke Philips Electronics NV ADR
Sns Reaal
# Telegraaf Media Groep NV
TOTAL COMMON STOCKS
1,785,798
1,148,732
3,298,073
1,141,257
137,429
82,904
47,815
3,203,383
214,000
1,452,514
270,057
2,293,346
133,700
60,000
6,800
82,995,279
53,439,013
60,165,872
75,186,292
1,540,345
4,551,968
4,439,841
128,924,952
8,600,660
19,466,035
13,811,354
90,665,906
5,287,835
1,280,263
226,339
550,581,954
169
RIGHTS/WARRANTS — (0.0%)
*
Aegon Coupons
3,298,073
TOTAL — NETHERLANDS
NEW ZEALAND — (0.1%)
COMMON STOCKS — (0.1%)
Air New Zealand, Ltd.
Contact Energy, Ltd.
Fisher & Paykel Appliances Holdings, Ltd.
Fletcher Building, Ltd.
* Tower, Ltd.
—
550,581,954
562,252
389,947
296,231
441,740
19,130
TOTAL — NEW ZEALAND
NORWAY — (0.9%)
COMMON STOCKS — (0.9%)
DNB Nor ASA Series A
Norsk Hydro ASA
Norske Skogindustrier ASA Series A
Orkla ASA
Storebrand ASA
Wilhelmsen (Wilhelm), Ltd. ASA Series A
$
815,536
2,503,163
766,970
3,639,847
30,959
7,756,475
1,363,794
672,814
353,571
1,759,250
713,900
11,850
18,695,240
24,782,673
4,307,705
28,556,660
10,994,988
518,402
TOTAL — NORWAY
87,855,668
PORTUGAL — (0.3%)
COMMON STOCKS — (0.3%)
Banco BPI SA
# Banco Comercial Portugues SA (BCP)
Banco Espirito Santo SA (BES)
# Cimpor Cimentos de Portugal SA
Portucel-Empresa Produtora de Pasta de Papel SA
232,343
2,008,205
320,446
310,009
1,442,478
2,048,979
9,381,010
6,934,231
2,911,831
5,551,015
TOTAL — PORTUGAL
26,827,066
SINGAPORE — (0.8%)
COMMON STOCKS — (0.8%)
Allgreen Properties, Ltd.
# * Chartered Semiconductor Manufacturing, Ltd.
* Chartered Semiconductor Manufacturing, Ltd. Sponsored ADR
# Creative Technology Co., Ltd.
DBS Group Holdings, Ltd.
Fraser & Neave, Ltd.
Jardine Cycle & Carriage, Ltd.
# K-REIT Asia
Neptune Orient Lines, Ltd.
Singapore Airlines, Ltd.
Singapore Land, Ltd.
United Industrial Corp., Ltd.
United Overseas Bank, Ltd.
UOL Group, Ltd.
831,000
1,416,000
67,987
39,550
2,131,000
2,421,450
192,024
51,600
925,000
1,596,000
723,000
744,000
66,000
1,740,600
933,125
993,665
471,830
154,159
28,006,888
7,898,336
1,979,685
82,099
2,970,351
19,924,576
4,708,994
1,368,152
901,943
5,697,060
TOTAL — SINGAPORE
76,090,863
170
SPAIN — (3.9%)
COMMON STOCKS — (3.9%)
# Abertis Infraestructuras SA
# Acciona SA
# Acerinox SA
Banco Bilbao-Vizcaya Argentaria SA Sponsored ADR
Banco de Andalucia SA
# Banco de Sabadell SA
# Banco Espanol de Credito SA
# Banco Pastor SA
Banco Popular Espanol SA
Banco Santander Central Hispano SA
Banco Santander Central Hispano SA Sponsored ADR
305,940
51,491
261,360
309,400
900
2,010,647
206,789
320,162
392,498
7,329,732
1,152,000
$
9,287,949
12,922,068
6,579,214
7,184,268
96,170
19,568,111
4,032,129
5,954,064
7,164,906
133,914,140
21,047,040
#
#
#
#
#
#
#
Bankinter SA
Cementos Portland Valderrivas SA
Ebro Puleva SA
Endesa SA
Gas Natural SDG SA
Grupo Ferrovial SA
Iberia Lineas Aereas de Espana SA
Mapfre SA
Repsol YPF SA
Repsol YPF SA Sponsored ADR
Sociedad General de Aguas de Barcelona SA Class A
Sol Melia SA
233,725
21,016
120,322
1,261,942
242,623
18,144
617,500
732,775
1,547,213
67,300
121,884
157,217
3,593,842
2,423,000
2,644,919
68,595,764
12,935,192
1,593,066
2,812,260
3,235,393
55,752,887
2,420,108
4,436,142
3,107,608
TOTAL — SPAIN
391,300,240
SWEDEN — (2.7%)
COMMON STOCKS — (2.7%)
Cardo AB
# Electrolux AB Series B
Fabege AB
Holmen AB Series A
Holmen AB Series B
# * Lundin Petroleum AB
NCC AB Series B
Nordea Bank AB
Skandinaviska Enskilda Banken AB Series A
Skandinaviska Enskilda Banken Series C
SKF AB Series A
SKF AB Series B
# SSAB Svenskt Stal AB Series A
SSAB Svenskt Stal AB Series B
# Svenska Cellulosa AB
Svenska Cellulosa AB Series B
Svenska Handelsbanken AB Series A
Tele2 AB Series B
TeliaSonera AB
# Trelleborg AB Series B
2,900
324,100
347,960
6,300
155,700
186,224
59,700
4,414,518
672,400
9,800
90,600
118,800
542,400
181,500
57,000
749,100
688,700
386,800
3,742,500
160,600
103,945
7,291,377
3,924,664
287,544
5,968,964
1,800,501
1,580,529
67,445,498
20,373,213
281,006
1,852,943
2,434,144
18,529,882
5,725,291
997,518
13,026,036
19,195,066
7,085,871
29,252,401
3,881,244
171
Volvo AB Series A
Volvo AB Series B
Wihlborgs Fastigheter AB
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
1,216,000
2,217,000
69,592
$
21,128,733
38,447,936
1,269,472
271,883,778
*
SSAB Svenskt Stal AB Series B Rights 08/23/07
29,308
TOTAL — SWEDEN
29,317
271,913,095
SWITZERLAND — (5.6%)
COMMON STOCKS — (5.6%)
Baloise-Holding AG
Banque Cantonale Vaudoise
Ciba Specialty Chemicals AG
Ciba Specialty Chemicals AG ADR
Clariant AG
Compagnie Financiere Richemont AG Series A
Credit Suisse Group
Credit Suisse Group Sponsored ADR
Givaudan SA
Holcim, Ltd.
Julius Baer Holdings, Ltd. AG
PSP Swiss Property AG
St. Galler Kantonalbank
Swiss Life Holding
# Swiss Re
Syngenta AG
Syngenta AG ADR
UBS AG
Vontobel Holdings AG
Zurich Financial SVCS AG
214,760
12,608
124,089
44,300
413,535
1,251,000
1,826,488
591,859
11,970
405,984
42,330
109,600
10,146
132,137
613,976
165,100
241,589
244,801
10,000
290,788
TOTAL — SWITZERLAND
19,731,868
5,961,159
6,801,456
1,211,716
5,523,951
77,640,720
119,869,093
38,849,625
10,828,682
44,021,871
2,814,023
5,922,043
4,295,534
31,454,224
51,802,434
30,928,753
9,064,419
12,817,770
489,360
83,514,426
563,543,127
UNITED KINGDOM — (22.1%)
COMMON STOCKS — (22.1%)
Alliance & Leicester P.L.C.
Amlin P.L.C.
Amvesco P.L.C. Sponsored ADR
Anglo American P.L.C.
Arriva P.L.C.
Associated British Foods P.L.C.
Aviva P.L.C.
BAE Systems P.L.C.
Barclays P.L.C. Sponsored ADR
Barratt Developments P.L.C.
BBA Aviation P.L.C.
Bellway P.L.C.
Biffa P.L.C.
Bovis Homes Group P.L.C.
498,106
219,129
362,437
2,642,872
231,050
1,289,611
6,613,868
1,100,575
1,886,390
961,338
526,332
300,856
210,597
133,412
172
10,607,905
1,352,868
8,948,569
151,728,183
3,540,715
22,526,185
94,745,754
10,302,222
93,564,944
18,053,065
2,568,933
7,729,716
1,073,976
2,075,617
*
*
*
Bradford & Bingley P.L.C.
British Airways P.L.C.
Cable and Wireless P.L.C.
Carnival P.L.C.
Close Brothers Group P.L.C.
Colt Telecom Group P.L.C.
Compass Group P.L.C.
DSG International P.L.C.
easyJet P.L.C.
Enterprise Inns P.L.C.
Fiberweb P.L.C.
Friends Provident P.L.C.
GKN P.L.C.
Greene King P.L.C.
HBOS P.L.C.
Henderson Group P.L.C.
HSBC Holdings P.L.C. Sponsored ADR
Iberdrola S.A.
International Power P.L.C.
Invesco P.L.C.
ITV P.L.C.
Johnston Press P.L.C.
Kingfisher P.L.C.
Ladbrokes P.L.C.
Legal and General Group P.L.C.
Marston’s P.L.C.
Millennium and Copthorne Hotels P.L.C.
Mitchells & Butlers P.L.C.
Mondi P.L.C.
Northern Rock P.L.C.
Old Mutual P.L.C.
Pearson P.L.C.
Pearson P.L.C. Sponsored ADR
Persimmon P.L.C.
Punch Taverns, Ltd.
Resolution P.L.C.
Royal & Sun Alliance Insurance Group P.L.C.
Royal Bank of Scotland Group P.L.C.
Royal Dutch Shell P.L.C. ADR
SABmiller P.L.C.
Sainsbury (J.) P.L.C.
Schroders P.L.C.
Schroders P.L.C. Non-Voting
Scottish & Newcastle P.L.C.
Signet Group P.L.C. Sponsored ADR
Tate & Lyle P.L.C.
Taylor Woodrow P.L.C.
1,525,049
2,585,631
3,714,187
422,306
156,381
232,908
3,204,915
3,049,878
1,133,862
1,212,242
174,503
4,365,221
851,321
538,382
8,397,157
590,214
1,688,443
358,746
2,525,271
655,026
10,369,351
209,975
5,401,607
1,212,438
8,749,167
429,464
659,638
718,888
726,064
347,558
6,721,058
924,664
1,353,509
1,030,910
592,747
2,746,810
16,985,058
25,287,722
986,445
57,339
3,326,622
123,678
63,155
2,545,730
5,200
32,994
3,248,929
$
11,723,168
22,203,486
12,849,822
18,766,238
2,441,740
736,988
21,061,665
9,569,354
13,256,699
15,802,175
466,875
15,791,581
6,338,714
10,927,312
149,266,381
1,815,474
152,483,287
20,007,086
20,639,782
7,995,087
23,008,262
1,637,329
22,770,372
10,683,749
25,664,429
3,239,016
7,170,561
10,356,314
7,165,924
5,173,474
21,704,608
13,901,501
20,207,889
24,139,650
13,181,627
34,310,336
48,576,396
293,847,462
76,755,285
1,577,229
37,241,184
3,314,984
1,462,925
31,855,278
99,944
376,681
22,836,844
The Berkeley Group Holdings P.L.C.
Tomkins P.L.C. Sponsored ADR
Unilever P.L.C. Sponsored ADR
Vodafone Group P.L.C.
Vodafone Group P.L.C. Sponsered ADR
228,802
152,200
205,200
61,674,811
5,748,018
7,437,121
2,929,850
6,459,696
199,311,846
186,235,783
173
Whitbread P.L.C.
William Morrison Supermarkets P.L.C.
Woolworths Group P.L.C.
WPP Group P.L.C.
WPP Group P.L.C. Sponsored ADR
Xstrata P.L.C.
314,325
5,420,007
2,125,199
1,459,435
24,445
827,417
TOTAL — UNITED KINGDOM
$
10,436,320
31,411,374
988,235
20,808,386
1,741,462
48,681,727
2,221,662,619
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $24,450,000 FNMA 6.50%, 09/01/36, valued at
$21,928,102) to be repurchased at $21,616,458
SECURITIES LENDING COLLATERAL — (6.6%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $911,613,342 FHLMC, rates ranging from 5.000% to
5.762%, maturities ranging from 05/01/35 to 06/01/37; FNMA, rates ranging
from 5.430% to 6.964%, maturities ranging from 09/01/33 to 08/01/37; &
GNMA, rates ranging from 6.500% to 7.000%, maturities ranging from 05/20/
26 to 01/15/37, valued at $671,537,235) to be repurchased at $658,468,593
TOTAL INVESTMENTS - (100.0%)
(Cost $7,323,502,104)##
$
21,604
21,604,000
658,370
658,369,838
$ 10,030,733,211
174
THE JAPANESE SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (72.9%)
Consumer Discretionary — (16.1%)
# ABILIT Corp.
# Aeon Fantasy Co., Ltd.
Ahresty Corp.
# Ai Holdings Corp.
Aichi Machine Industry Co., Ltd.
# Aigan Co., Ltd.
Aisan Industry Co., Ltd.
# Akebono Brake Industry Co., Ltd.
# Akindo Sushiro Co., Ltd.
# Alpha Corp.
Alpine Electronics, Inc.
# Amiyaki Tei Co., Ltd.
Amuse, Inc.
# Anrakutei Co., Ltd.
# AOI Advertising Promotion, Inc.
AOKI Holdings, Inc.
Araya Industrial Co., Ltd.
# Arealink Co., Ltd.
# * Asahi Tec Corp.
Ashimori Industry Co., Ltd.
# Asics Trading Co., Ltd.
Asti Corp.
# * Atom Corp.
Atsugi Co., Ltd.
Aucnet, Inc.
Autobacs Seven Co., Ltd.
# Avex Group Holdings, Inc.
# * Banners Co., Ltd.
# Belluna Co., Ltd.
Best Denki Co., Ltd.
# Bookoff Corp.
# Calsonic Kansei Corp.
Catena Corp.
# * Cecile Co., Ltd.
# Chiyoda Co., Ltd.
Chofu Seisakusho Co., Ltd.
# * Chori Co., Ltd.
Chuo Corp.
Chuo Spring Co., Ltd.
# Circle K Sunkus Co., Ltd.
110,900
62,032
77,200
187,600
292,000
63,200
191,300
386,000
18,400
31,700
237,300
245
25,000
50,000
39,000
166,900
209,000
3,000
854,000
182,000
20,000
50,000
133,200
719,000
31,600
28,900
155,500
86,000
194,060
280,500
65,000
458,000
92,000
102,600
145,000
127,700
597,000
81,000
210,000
43,800
175
Value ††
$
317,367
1,228,209
1,692,554
1,089,493
649,904
503,540
2,140,304
2,366,355
540,361
580,545
3,819,366
586,983
357,602
341,051
234,723
3,166,985
577,625
1,283,793
943,213
345,618
307,475
229,207
541,218
985,642
520,839
763,029
1,916,210
26,722
2,069,505
1,757,031
781,195
1,669,945
182,937
371,077
2,421,532
2,257,775
662,772
251,902
847,801
706,481
#
#
#
#*
#
#
#
#
#
#
#
#*
#
#
#
#*
#
#
#
#*
*
#
#
#
#
#
#
#*
*
#
Clarion Co., Ltd.
Cleanup Corp.
Colowide Co., Ltd.
Columbia Music Entertainment, Inc.
Corona Corp.
Cross Plus, Inc.
Culture Convenience Club Co., Ltd.
Cybozu, Inc.
D&M Holdings, Inc.
Daido Kogyo Co., Ltd.
Daido Metal Co., Ltd.
Daidoh, Ltd.
Daifuku Co., Ltd.
Daikoku Denki Co., Ltd.
Daikyo, Inc.
Daimaruenawin Co., Ltd
Dainichi Co., Ltd.
Daisyo Corp.
Daito Woolen Spinning & Weaving Co., Ltd.
Daiwa Seiko, Inc.
Daiwabo Co., Ltd.
DCM Japan Holdings Co., Ltd.
Descente, Ltd.
Dia Kensetsu Co., Ltd.
Don Quijote Co., Ltd.
Doshisha Co., Ltd.
Doutor Coffee Co., Ltd.
Dynic Corp.
Eagle Industry Co., Ltd.
Econach Co., Ltd.
Edion Corp.
Edosawa Co., Ltd.
Eikoh, Inc.
Exedy Corp.
Ezaki Glico Co., Ltd.
F&A Aqua Holdings, Inc.
Fine Sinter Co., Ltd.
Foster Electric Co., Ltd.
France Bed Holdings Co., Ltd.
Fuji Co., Ltd.
Fuji Corp., Ltd.
Fuji Kiko Co., Ltd.
Fuji Kyuko Co., Ltd.
Fujibo Holdings, Inc.
Fujii & Co., Ltd.
Fujikura Rubber, Ltd.
Fujita Kanko, Inc.
Fujitsu Business Systems, Ltd.
933,000
160,000
205,450
477,000
101,200
22,000
463,900
1,538
314,000
145,000
147,000
129,000
69,000
50,700
257,236
400
59,200
74,200
82,000
444,000
478,000
42,800
270,000
284,800
41,900
66,600
92,700
127,000
170,000
177,000
67,500
12,000
41,800
126,600
64,000
62,238
49,000
84,100
826,000
120,400
117,000
151,000
378,000
332,000
44,000
74,000
422,000
90,900
$
1,241,243
1,014,253
924,102
366,230
1,571,790
272,425
1,747,071
464,078
1,109,643
422,815
1,035,259
1,703,991
810,827
747,974
923,751
2,400
459,296
993,231
96,896
854,934
1,009,670
341,707
1,418,376
147,244
863,412
1,145,309
1,616,495
283,474
1,946,948
193,796
714,490
25,020
164,186
3,665,000
625,134
423,825
212,212
1,317,455
1,283,170
1,983,326
395,831
373,141
1,873,295
382,724
380
488,229
3,362,576
1,510,325
*
#*
*
Fujitsu General, Ltd.
Furukawa Battery Co., Ltd.
G-7 Holdings, Inc.
Gajoen Kanko
348,000
73,000
29,200
37,000
1,286,200
113,590
166,529
—
176
#
#
#
*
#
#*
#
#
#*
#
#
#
#
*
#*
#
#
#
*
#
#
Gakken Co., Ltd.
Genki Sushi Co., Ltd.
GEO Co., Ltd.
Global-Dining, Inc.
Goldwin, Inc.
Gourmet Kineya Co., Ltd.
GSI Creos Corp.
Gulliver International Co., Ltd.
Gunze, Ltd.
Happinet Corp.
Haruyama Trading Co., Ltd.
Heiwa Corp.
Himaraya Co., Ltd.
HIS Co., Ltd.
Hitachi Powdered Metal Co., Ltd.
Horipro, Inc.
I Metal Technology Co., Ltd.
Ichida & Co., Ltd.
Ichikawa Co., Ltd.
Ichikoh Industries, Ltd.
Imasen Electric Industrial Co., Ltd.
Imperial Hotel, Ltd.
Impress Holdings, Inc.
Inaba Seisakusho Co., Ltd.
Ishizuka Glass Co., Ltd.
Izuhakone Railway Co., Ltd.
Izutsuya Co., Ltd.
Janome Sewing Machine Co., Ltd.
Japan Vilene Co., Ltd.
Jeans Mate Corp.
Jidosha Buhin Kogyo Co., Ltd.
Joban Kosan Co., Ltd.
Joint Corp.
Joshin Denki Co., Ltd.
Juki Corp.
Juntendo Co., Ltd.
Jyomo Co., Ltd.
Kabuki-Za Co., Ltd.
Kadokawa Holdings, Inc.
363,000
19,200
762
13,300
175,000
68,000
194,000
36,120
154,000
37,000
49,900
41,800
38,300
118,200
97,000
48,200
153,000
60,400
63,000
296,000
55,800
2,800
1,124
62,400
109,000
300
350,000
668,000
229,000
38,208
67,000
226,000
16,900
201,000
455,000
35,000
186,000
39,000
94,400
$
996,926
220,572
1,529,880
55,769
281,338
549,026
229,745
1,824,152
773,522
462,191
437,692
498,812
225,354
2,982,512
477,757
547,096
436,514
75,015
257,612
745,170
932,175
126,870
194,765
980,871
262,850
13,991
392,220
771,006
1,397,269
336,956
310,703
342,910
479,496
1,387,094
4,119,414
53,324
307,039
1,628,781
2,259,597
#*
#
#
#
#*
Kanto Auto Works, Ltd.
Kasai Kogyo Co., Ltd.
Kato Sangyo Co., Ltd.
Kawai Musical Instruments Manufacturing Co., Ltd.
Kawashima Textile Manufacturers, Ltd.
Kayaba Industry Co., Ltd.
Keiiyu Co., Ltd.
Keiyo Co., Ltd.
Kentucky Fried Chicken Japan, Ltd.
Kenwood Corp.
Kinki Nippon Tourist Co., Ltd.
Kinugawa Rubber Industrial Co., Ltd.
243,500
119,000
130,700
263,000
289,000
763,000
68,200
200,400
80,000
1,294,000
304,000
203,000
3,211,999
436,703
1,613,609
485,122
354,234
3,554,916
406,531
1,238,667
1,489,718
1,891,483
600,481
263,175
177
#
#
#
#
#*
*
#
#
#*
#
#
#*
#*
#
#
#
*
#*
#
Kisoji Co., Ltd.
Koekisha Co., Ltd.
Kohnan Shoji Co., Ltd.
Kojima Co., Ltd.
Komatsu Seiren Co., Ltd.
Komeri Co., Ltd.
Konaka Co., Ltd.
Kosugi Sangyo Co., Ltd.
Kura Corp.
Kurabo Industries, Ltd.
Kuraudia Co., Ltd.
Kuroganeya Co., Ltd.
K’s Holdings Corp.
Kyoritsu Maintenance Co., Ltd.
Kyoto Kimono Yuzen Co., Ltd.
Kyowa Leather Cloth Co., Ltd.
Laox Co., Ltd.
Lintec Corp.
Look, Inc.
Maezawa Kyuso Industries Co., Ltd.
Magara Construction Co., Ltd.
Mamiya-Op Co., Ltd.
Marche Corp.
Mars Engineering Corp.
Marubeni Telecom Co., Ltd.
Maruei Department Store Co., Ltd.
Maruishi Holdings Co., Ltd.
Maruzen Co., Ltd.
Maruzen Co., Ltd. (5982)
Matsumotokiyoshi Co., Ltd.
Matsuya Co., Ltd.
89,300
13,600
94,100
130,100
148,000
34,100
107,760
416,000
58
879,000
4,800
14,000
137,572
50,960
572
75,400
206,000
27,500
102,000
51,700
135,000
285,000
23,000
77,900
207
136,000
214,000
329,000
46,000
34,300
189,000
$
1,657,621
237,015
1,366,661
995,471
772,652
897,713
871,669
179,782
120,627
2,048,180
50,099
56,719
3,533,962
979,882
468,111
451,728
249,258
514,195
218,857
917,654
188,450
262,718
196,305
1,664,924
168,211
390,996
1,848
496,576
233,196
691,992
3,261,453
#
#
#
#*
#
#
#
#
#*
#
#
#
#
Matsuya Foods Co., Ltd.
Matsuzakaya Holdings Co., Ltd.
Meiwa Industry Co., Ltd.
Mikuni Corp.
Misawa Homes Holdings, Inc.
Misawa Resort Co., Ltd.
MISUMI Group, Inc.
Mitsuba Corp.
Mitsui Home Co., Ltd.
Miyuki Keori Co., Ltd.
Mizuno Corp.
MOS Food Services, Inc.
MR Max Corp.
Mutow Co., Ltd.
Naigai Co., Ltd.
Nexyz Corp.
Nice Corp.
Nichimo Corp.
Nichirei Corp.
Nidec Copal Corp.
Nidec Tosok Corp.
66,600
529,077
38,000
114,000
128,100
194,000
61,300
155,690
228,000
106,000
462,000
113,000
127,200
79,400
236,000
3,700
409,000
667,000
162,000
202,800
62,600
778,541
4,122,071
108,625
409,879
1,428,488
843,322
1,053,630
1,046,512
1,269,779
324,053
2,411,171
1,571,930
561,710
273,324
209,954
162,374
1,713,502
453,800
760,610
2,246,823
435,715
178
#
#
#
#
#
#
#*
#
#*
*
#
#
#
Nihon Eslead Corp.
Nihon Tokushu Toryo Co., Ltd.
Nihon Unisys, Ltd.
Nikko Travel Co., Ltd.
Nippon Felt Co., Ltd.
Nippon Piston Ring Co., Ltd.
Nippon Restaurant System, Inc.
Nippon Seiki Co., Ltd.
Nishimatsuya Chain Co., Ltd.
Nissan Shatai Co., Ltd.
Nissen Co., Ltd.
Nittan Valve Co., Ltd.
Nitto Kako Co., Ltd.
Nitto Seimo Co., Ltd.
Noritake Co., Ltd.
Noritsu Koki Co., Ltd.
Omikenshi Co., Ltd.
Orient Watch Co., Ltd.
Pacific Industrial Co., Ltd.
PanaHome Corp.
Parco Co., Ltd.
Paris Miki, Inc.
53,048
56,000
36,000
12,200
69,000
262,000
51,800
155,000
228,900
537,000
213,100
85,000
98,000
50,000
557,000
121,100
176,000
12,000
187,000
546,000
285,000
191,900
$
832,245
303,380
446,233
60,370
435,135
483,215
1,529,541
3,924,071
3,009,655
3,252,100
1,273,205
541,024
101,502
59,427
2,679,555
2,498,013
154,881
4,249
981,037
3,254,283
3,868,003
2,445,591
#*
#
#
#
#
#
#
#
#
#
#
#
#
#
#
*
#
Piolax, Inc.
Press Kogyo Co., Ltd.
Q.P. Corp.
Renown, Inc.
Resorttrust, Inc.
Rhythm Watch Co., Ltd.
Right On Co., Ltd.
Riken Corp.
Ringer Hut Co., Ltd.
Roland Corp.
Round One Corp.
Royal Co., Ltd.
Sagami Chain Co., Ltd.
Sagami Co., Ltd.
Sagami Rubber Industries Co., Ltd.
Saint Marc Holdings Co., Ltd.
Saizeriya Co., Ltd.
Sakai Ovex Co., Ltd.
Sanden Corp.
Sanei-International Co., Ltd.
Sankyo Seiko Co., Ltd.
Sanoh Industrial Co., Ltd.
Sanrio Co., Ltd.
Sansui Electric Co., Ltd.
Sanyo Housing Nagoya Co., Ltd.
Sanyo Shokai, Ltd.
Seiko Corp.
Seiren Co., Ltd.
Senshukai Co., Ltd.
Shikibo, Ltd.
45,600
385,000
93,100
162,800
178,608
454,000
103,225
368,000
76,800
90,700
1,227
142,000
78,000
80,000
15,000
38,300
176,900
205,000
499,000
61,800
209,000
118,000
291,900
4,135,000
363
474,000
401,407
221,000
164,000
421,000
840,872
1,622,342
866,811
1,368,043
3,916,989
650,131
1,076,717
1,868,599
961,662
2,431,011
2,877,106
1,711,083
759,621
153,237
45,219
1,657,900
2,540,460
317,654
2,555,610
1,297,556
862,945
944,132
3,362,308
393,021
461,097
4,046,724
2,309,837
1,650,720
2,101,404
530,014
179
#
#
#
#
*
*
#*
#
Shimachu Co., Ltd.
Shinyei Kaisha
Shiroki Co., Ltd.
Shobunsha Publications, Inc.
Shochiku Co., Ltd.
Showa Corp.
Showa Rubber Co., Ltd.
Silver Ox, Inc.
Silver Seiko, Ltd.
Simree Co., Ltd.
SK Japan Co., Ltd.
SKY Perfect JSAT Corp.
SNT Corp.
40,500
96,000
310,000
53,500
449,000
254,100
41,300
50,000
1,091,000
41,000
17,550
4,196
96,300
$
1,098,176
211,620
730,032
551,442
3,343,330
3,140,274
39,833
94,219
460,858
166,762
75,735
1,805,333
559,747
*
#*
#
#*
#
#
#
#
#
#
#
#
#
#*
*
#*
#
#
#*
Sofmap Co., Ltd.
Soft99 Corp.
Solid Group Holdings Co., Ltd.
Sotoh Co., Ltd.
SPK Corp.
Suminoe Textile Co., Ltd.
Suzutan Co., Ltd.
SxL Corp.
Tachikawa Corp.
Tachi-S Co., Ltd.
Takamatsu Corp.
Taka-Q Co., Ltd.
Take and Give. Needs Co., Ltd.
Tasaki Shinju Co., Ltd.
Taya Co., Ltd.
TBK Co., Ltd.
TDF Corp.
Tecmo, Ltd.
Teikoku Piston Ring Co., Ltd.
Teikoku Sen-I Co., Ltd.
Ten Allied Co., Ltd.
Tenma Corp.
The Japan General Estate Co., Ltd.
The Japan Wool Textile Co., Ltd.
Tigers Polymer Corp.
Toabo Corp.
Toei Co., Ltd.
Tohoku Misawa Homes Co., Ltd.
Tokai Kanko Co., Ltd.
Tokai Senko KK, Nagoya
Tokyo Dome Corp.
Tokyo Kaikan Co., Ltd.
Tokyo Soir Co., Ltd.
Tokyo Style Co., Ltd.
Tokyotokeiba Co., Ltd.
Tokyu Recreation Co., Ltd.
Tomy Co., Ltd.
Tonichi Carlife Group, Inc.
Toppan Forms Co., Ltd.
43,100
73,400
710,600
51,000
16,800
267,000
26,200
493,000
50,800
122,640
135,500
73,500
1,213
116,000
5,000
90,000
27,000
79,800
111,000
80,000
50,000
111,000
121,900
316,000
59,000
219,000
438,000
37,500
286,999
102,000
671,000
12,000
49,000
354,000
971,000
77,000
321,793
108,000
43,100
146,676
576,641
245,711
616,647
236,648
623,608
93,770
315,281
353,491
972,101
1,692,532
164,354
241,685
458,104
39,059
360,277
72,194
995,559
862,811
309,798
173,729
1,907,641
2,229,021
2,575,106
377,595
215,519
2,535,179
124,893
135,780
135,411
3,121,442
64,669
143,190
3,879,051
2,296,055
451,971
1,803,539
134,149
454,171
180
*
#
Topre Corp.
Tosco Co., Ltd.
Totenko Co., Ltd.
Touei Housing Corp.
185,000
81,000
57,000
92,440
$
1,531,996
293,269
128,706
927,893
#
#
Toyo Radiator Co., Ltd.
Toyo Tire & Rubber Co., Ltd.
Tsukamoto Co., Ltd.
Tsutsumi Jewelry Co., Ltd.
# Unitika, Ltd.
U-Shin, Ltd.
* Verite Co., Ltd.
* Victor Co. of Japan, Ltd.
Watabe Wedding Corp.
# Watami Food Service Co., Ltd.
Wondertable, Ltd.
Xebio Co., Ltd.
# XNET Corp.
# Yamatane Corp.
Yamato International, Inc.
Yellow Hat, Ltd., Tokyo
Yokohama Reito Co., Ltd.
# Yomiuri Land Co., Ltd.
Yonex Co., Ltd.
# Yorozu Corp.
Yoshimoto Kogyo Co., Ltd.
# Yoshinoya D&C Co., Ltd.
# Zenrin Co., Ltd.
Zensho Co., Ltd.
Total Consumer Discretionary
Consumer Staples — (6.8%)
# Aderans Co., Ltd.
Ahjikan Co., Ltd.
# Ariake Japan Co., Ltd.
# Asahi Soft Drinks Co., Ltd.
Calpis Co., Ltd.
Cawachi, Ltd.
CFS Corp.
# Chubu Shiryo Co., Ltd.
Chuo Gyorui Co., Ltd.
Coca-Cola Central Japan Co., Ltd.
CVS Bay Area, Inc.
# DyDo Drinco, Inc.
# Echo Trading Co., Ltd.
Ensuiko Sugar Refining Co., Ltd.
Fancl Corp.
# * First Baking Co., Ltd.
# Fuji Oil Co., Ltd.
Fujicco Co., Ltd.
# * Fujiya Co., Ltd.
Hagoromo Foods Corp.
Harashin Narus Holdings Co., Ltd.
260,000
730,000
67,000
69,300
1,673,000
97,000
24,000
403,000
29,500
144,800
97,000
24,700
91
338,000
43,000
75,600
179,000
276,000
41,000
75,400
120,000
2,227
134,000
381,800
1,396,740
3,982,829
107,988
1,651,368
2,091,626
471,266
41,013
966,669
480,326
2,221,646
118,025
638,428
107,643
425,754
293,451
553,413
1,409,730
1,237,465
257,691
911,700
1,743,664
3,591,323
3,266,256
3,885,171
337,375,134
146,350
10,500
116,800
186,500
281,000
83,400
90,500
91,000
93,000
311
55,000
57,200
11,000
103,000
244,600
140,000
304,700
121,600
564,000
41,000
63,100
2,672,886
77,825
2,442,462
2,682,913
3,385,357
2,309,478
325,174
835,098
288,651
2,370,055
104,445
2,254,005
103,481
216,119
3,434,961
159,354
2,247,585
1,296,503
1,014,377
380,429
747,880
181
#*
#
#*
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
Hayashikane Sangyo Co., Ltd.
Heiwado Co., Ltd.
Hohsui Corp.
Hokkaido Coca-Cola Bottling Co., Ltd.
Hokuto Corp.
Inageya Co., Ltd.
Itochu Shokuh Co., Ltd.
Itoham Foods, Inc.
Izumiya Co., Ltd.
J-Oil Mills, Inc.
Kameda Seika Co., Ltd.
Kasumi Co., Ltd.
Katokichi Co., Ltd.
Key Coffee, Inc.
Kibun Food Chemifa Co., Ltd.
Kirindo Co., Ltd.
Kyodo Shiryo Co., Ltd.
Kyokuyo Co., Ltd.
Life Corp.
Mandom Corp.
Marudai Food Co., Ltd.
Maruha Group, Inc.
Maruya Co., Ltd.
Maxvalu Tohok Co., Ltd.
Maxvalu Tokai Co., Ltd.
Meito Sangyo Co., Ltd.
Mercian Corp.
Mikuni Coca-Cola Bottling Co., Ltd.
Milbon Co., Ltd.
Ministop Co., Ltd.
Mitsui Sugar Co., Ltd.
Miyoshi Oil & Fat Co., Ltd.
Morinaga & Co., Ltd.
Morinaga Milk Industry Co., Ltd.
Morishita Jinton Co., Ltd.
Morozoff, Ltd.
Nagatanien Co., Ltd.
Nakamuraya Co., Ltd.
Nichimo Co., Ltd.
Nichiro Corp.
Nihon Chouzai Co., Ltd.
Niitaka Co., Ltd.
Nippon Beet Sugar Manufacturing Co., Ltd.
Nippon Flour Mills Co., Ltd.
Nippon Formula Feed Manufacturing Co., Ltd.
267,000
209,000
120,000
89,000
113,300
179,000
44,300
729,000
300,000
563,000
71,800
216,000
549,300
78,700
95,000
22,800
313,000
380,000
188,900
84,400
454,000
1,249,000
14,000
18,200
61,000
79,900
424,000
189,000
43,940
100,000
477,850
246,000
933,000
875,000
47,800
110,000
121,000
208,000
112,000
494,000
23,000
7,260
527,000
620,000
216,000
$
273,933
3,417,349
172,025
511,157
1,872,421
1,424,999
1,396,323
3,201,342
1,843,606
1,800,603
921,253
1,144,935
2,578,478
1,107,896
955,460
172,463
408,285
697,991
2,453,563
2,167,160
1,535,029
2,090,254
45,853
156,540
1,017,572
1,624,296
916,674
2,105,297
1,314,931
1,744,986
1,656,016
407,122
2,028,481
3,377,661
127,964
330,351
917,046
980,859
199,268
745,973
388,386
57,602
1,266,508
2,281,655
333,912
#
Nissin Sugar Manufacturing Co., Ltd.
Nitto Flour Milling Co., Ltd.
Oenon Holdings, Inc.
Oie Sangyo Co., Ltd.
Okuwa Co., Ltd.
Olympic Corp.
Oriental Yeast Co., Ltd.
152,000
64,000
201,000
20,900
156,000
66,700
103,000
298,960
195,117
439,993
149,715
1,912,209
415,240
598,755
182
#
*
*
#
#
#
#
#*
#
#
#
#
#
#
*
#
#
#
#
*
Pietro Co., Ltd.
Pigeon Corp.
Poplar Co., Ltd.
Posful Corp.
Prima Meat Packers, Ltd.
Riken Vitamin Co., Ltd.
Rock Field Co., Ltd.
Ryoshoku, Ltd.
S Foods, Inc.
Sakata Seed Corp.
Seijo Corp.
Seiyu, Ltd.
Shikoku Coca-Cola Bottling Co., Ltd.
Shoei Foods Corp.
Showa Sangyo Co., Ltd.
Snow Brand Milk Products Co., Ltd.
Snow Brand Seed Co., Ltd.
Sogo Medical Co., Ltd.
Sonton Food Industry Co., Ltd.
Sotetsu Rosen Co., Ltd.
Starzen Corp.
Sugi Pharmacy Co., Ltd.
T.Hasegawa Co., Ltd.
Takara Holdings, Inc.
The Maruetsu, Inc.
The Nisshin Oillio Group, Ltd.
Three F Co., Ltd.
Tobu Store Co., Ltd.
Toho Co., Ltd.
Tohto Suisan Co., Ltd.
Tokyu Store Chain Corp.
Torigoe Co., Ltd.
Toyo Sugar Refining Co., Ltd.
Tsukiji Uoichiba Co., Ltd.
Tsuruha Holdings, Inc.
U. Store Co., Ltd.
10,300
69,600
25,760
58,800
724,000
81,400
42,100
157,300
103,500
175,600
33,600
1,479,000
81,900
44,000
620,000
924,500
30,000
23,500
43,000
70,000
286,000
203,700
142,700
365,000
428,000
601,000
17,700
220,000
162,000
120,000
240,000
80,000
157,000
57,000
46,400
63,600
$
88,027
1,167,974
180,451
212,917
799,213
2,114,776
593,876
3,632,363
869,386
2,311,661
752,917
1,273,432
954,069
216,372
1,453,272
2,707,325
114,272
627,725
383,249
278,122
691,363
4,879,896
2,505,543
2,087,411
2,099,277
3,230,508
130,154
664,900
501,259
286,890
1,154,666
561,015
170,820
112,784
1,793,694
433,081
#
#
Unicafe, Inc.
Unicharm Petcare Corp.
Unimat Offisco Corp.
# Valor Co., Ltd.
Warabeya Nichiyo Co., Ltd.
Yaizu Suisankagaku Industry Co., Ltd.
# Yaoko Co., Ltd.
# Yomeishu Seizo Co., Ltd.
Yonekyu Corp.
Yuasa Funashoku Co., Ltd.
# Yukiguni Maitake Co., Ltd.
Yutaka Foods Corp.
Total Consumer Staples
14,260
50,000
87,400
178,400
52,760
42,100
70,900
102,000
100,500
112,000
77,180
6,000
198,545
2,096,371
1,055,607
2,073,514
723,264
448,179
1,809,901
1,075,854
1,026,267
290,138
253,721
85,468
142,701,994
Energy — (1.0%)
# AOC Holdings, Inc.
121,800
1,776,946
183
#
BP Castrol K.K.
# * Fuji Kosan Co., Ltd.
Itochu Enex Co., Ltd.
Japan Oil Transportation Co., Ltd.
Kanto Natural Gas Development Co., Ltd.
# Kyoei Tanker Co., Ltd.
Mitsuuroko Co., Ltd.
# Modec, Inc.
# Nippon Gas Co., Ltd.
Nippon Seiro Co., Ltd.
Sala Corp.
San-Ai Oil Co., Ltd.
# Shinko Plantech Co., Ltd.
Sinanen Co., Ltd.
# Toa Oil Co., Ltd.
# Toyo Kanetsu K.K.
Total Energy
Financials — (6.4%)
# Azel Corp.
Bank of the Ryukyus, Ltd.
# Central Finance Co., Ltd.
Century Leasing System, Inc.
# Cosmo Securities Co., Ltd.
# Credia Co., Ltd.
# Daiko Clearing Services Corp.
69,800
264,000
330,300
79,000
202,000
115,000
234,200
130,400
153,000
64,000
121,000
266,000
159,000
266,000
369,000
478,000
$
234,772
357,672
2,301,844
201,346
1,282,993
448,390
1,506,775
4,046,398
1,421,752
246,902
593,840
1,170,972
2,011,672
1,409,029
577,489
1,138,907
20,727,699
214,000
125,080
341,000
186,200
1,419,000
28,000
51,000
646,975
1,999,909
952,162
2,267,655
2,128,393
60,082
351,985
#
*
#*
#
#
#
#*
#
#
*
*
#
#
#
Fukushima Bank, Ltd.
Fuyo General Lease Co., Ltd.
Gro-BeLS Co., Ltd.
Higashi-Nippon Bank, Ltd.
Hokkoku Bank, Ltd.
Ichiyoshi Securities Co., Ltd.
Kakuei (L.) Corp.
Keihanshin Real Estate Co., Ltd.
Kenedix, Inc.
Kirayaka Holdings, Inc.
Kiyo Holdings, Inc.
Kobayashi Yoko Co., Ltd.
Kosei Securities Co., Ltd.
Kyushu-Shinwa Holdings, Inc.
Marusan Securities Co., Ltd.
Meiwa Estate Co., Ltd.
Mito Securities Co., Ltd.
Mitsubishi UFJ Financial Group, Inc.
Miyazaki Bank, Ltd.
New Real Property KK
Nichiboshin, Ltd.
NIS Group Co., Ltd.
Nisshin Fudosan Co., Ltd.
Odakyu Real Estate Co., Ltd.
Okasan Holdings, Inc.
OMC Card, Inc.
790,000
108,000
177,000
643,000
232,000
165,000
100,000
144,000
381
98,000
2,247,000
30,400
295,000
1,490,000
263,000
89,300
278,000
1
507,000
43,900
1,190
82,425
81,100
146,000
142,000
59,800
805,757
3,075,307
295,661
2,465,560
1,045,629
1,873,510
864
810,765
556,683
158,524
3,354,807
266,769
401,803
605,034
2,654,939
1,050,737
1,043,472
8,532
2,031,913
—
1,028
409,313
1,045,892
582,594
841,553
279,984
184
#
*
#
#*
#
*
#
#
#
Osaka Securities Finance Co., Ltd.
Pocket Card Co., Ltd.
Ricoh Leasing Co., Ltd.
RISA Partners, Inc.
Sankei Building Co., Ltd.
Seven Seas Holdings Co., Ltd.
Shikoku Bank, Ltd.
Shimizu Bank, Ltd.
Shinki Co., Ltd.
Shoei Co., Ltd.
Suruga Corp.
Tachihi Enterprise Co., Ltd.
Takagi Securities Co., Ltd.
The Aichi Bank, Ltd.
The Akita Bank, Ltd.
The Aomori Bank, Ltd.
The Awa Bank, Ltd.
The Bank of Ikeda, Ltd.
54,000
82,000
107,900
152
235,000
194,000
762,000
32,900
217,500
38,332
134,600
42,650
208,000
35,000
701,000
627,000
158,000
70,300
$
154,496
448,287
2,263,644
292,766
1,975,739
243,201
3,017,823
1,369,641
304,634
621,334
2,360,746
2,562,072
691,249
3,521,141
3,137,196
2,435,013
767,027
3,094,225
#
*
#
#
#
#
#
#
The Bank of Iwate, Ltd.
The Bank of Nagoya, Ltd.
The Bank of Okinawa, Ltd.
The Bank of Saga, Ltd.
The Chiba Kogyo Bank, Ltd.
The Chukyo Bank, Ltd.
The Daisan Bank, Ltd.
The Daito Bank, Ltd.
The Ehime Bank, Ltd.
The Eighteenth Bank, Ltd.
The Fukui Bank, Ltd.
The Hokuetsu Bank, Ltd.
The Kagawa Bank, Ltd.
The Kagoshima Bank, Ltd.
The Kanto Tsukuba Bank, Ltd.
The Kita-Nippon Bank, Ltd.
The Michinoku Bank, Ltd.
The Minato Bank, Ltd.
The Nagano Bank, Ltd.
The Nanto Bank, Ltd.
The Ogaki Kyoritsu Bank, Ltd.
The Oita Bank, Ltd.
TOC Co., Ltd.
Tochigi Bank, Ltd.
Toho Bank, Ltd.
Toho Real Estate Co., Ltd.
Tohoku Bank, Ltd.
Tokushima Bank, Ltd.
Tokyo Rakutenchi Co., Ltd.
Tokyo Theatres Co., Inc.
Tokyo Tomin Bank, Ltd.
Tokyu Community Corp.
Tokyu Livable, Inc.
Tomato Bank, Ltd.
66,500
120,297
76,500
599,000
174,200
751,000
637,000
432,000
609,000
630,000
864,000
898,000
276,350
104,500
193,900
30,506
538,000
1,470,000
322,000
165,000
195,000
517,000
443,950
396,000
799,000
195,000
340,000
274,200
227,000
281,000
25,900
49,400
132,300
407,000
3,795,894
900,616
2,727,204
1,931,603
2,180,197
2,295,176
2,081,496
566,039
2,069,450
2,336,866
2,531,907
2,171,588
1,368,717
757,389
1,362,791
1,289,511
1,692,314
3,342,679
936,890
823,189
1,071,429
3,035,284
3,718,031
2,196,804
3,228,245
1,533,973
596,582
1,941,834
842,515
671,194
822,568
1,487,063
2,563,723
871,423
185
#
Tottori Bank, Ltd.
Towa Bank, Ltd.
Towa Real Estate Development Co., Ltd.
Toyo Securities Co., Ltd.
Yamagata Bank, Ltd.
Yamanashi Chuo Bank, Ltd.
Yuraku Real Estate Co., Ltd.
Total Financials
#*
#
336,000
833,000
371,000
315,000
615,000
89,000
212,000
$
914,186
1,476,986
1,083,387
1,140,259
3,222,023
493,923
877,364
134,284,337
Health Care — (3.1%)
Aloka Co., Ltd.
As One Corp.
ASKA Pharmaceutical Co., Ltd.
Create Medic Co., Ltd.
Eiken Chemical Co., Ltd.
FALCO biosystems, Ltd.
# Fuso Pharmaceutical Industries, Ltd.
Hitachi Medical Corp.
Hogy Medical Co., Ltd.
Iwaki & Co., Ltd.
# * Japan Medical Dynamic Marketing, Inc.
# Jeol, Ltd.
JMS Co., Ltd.
# Kaken Pharmaceutical Co., Ltd.
Kawamoto Corp.
Kawanishi Holdings, Ltd.
Kawasumi Laboratories, Inc.
Kissei Pharmaceutical Co., Ltd.
Kobayashi Pharmaceutical Co., Ltd.
# Kyorin Co., Ltd.
Miraca Holdings, Inc.
Mochida Pharmaceutical Co., Ltd.
# Nichii Gakkan Co.
Nihon Kohden Corp.
Nikkiso Co., Ltd.
# Nippon Chemiphar Co., Ltd.
Nippon Kayaku Co., Ltd.
Nippon Shinyaku Co., Ltd.
# Nipro Corp.
Nissui Pharmaceutical Co., Ltd.
# Paramount Bed Co., Ltd.
Rion Co., Ltd.
# Rohto Pharmaceutical Co., Ltd.
Seikagaku Corp.
# SSP Co., Ltd.
Sundrug Co., Ltd.
Torii Pharmaceutical Co., Ltd.
Towa Pharmaceutical Co., Ltd.
# * Toyama Chemicals Co., Ltd.
Vital-Net, Inc.
Wakamoto Pharmaceutical Co., Ltd.
# Zeria Pharmaceutical Co., Ltd.
Total Health Care
104,000
64,880
103,000
28,000
81,000
35,200
330,000
138,000
56,000
55,000
44,900
275,000
129,000
397,000
4,000
7,400
45,000
196,000
27,400
203,000
156,000
430,000
124,500
159,000
243,000
119,000
121,000
243,000
211,000
67,800
109,400
5,000
399,000
203,900
436,000
29,600
98,900
57,800
75,000
146,300
102,000
163,000
1,355,973
1,672,442
846,532
268,998
722,235
284,499
891,874
1,428,228
2,388,134
138,028
141,102
1,222,913
344,393
3,134,395
16,208
93,856
296,586
3,642,325
921,336
2,803,236
3,317,143
3,953,198
1,931,952
3,157,796
1,860,825
496,734
963,387
2,124,886
4,185,152
516,372
1,419,180
32,711
4,592,837
2,419,529
2,063,301
677,973
1,718,640
2,901,276
435,226
937,470
382,628
1,526,232
64,227,741
186
Industrials — (21.2%)
#
#
#
#*
#
#
#
#*
#
#
#
#
#
#
#
#
#
#
#
#*
#
A&A Material Corp.
Advan Co., Ltd.
ADVANEX, Inc.
Aeon Delight Co., Ltd.
Aica Kogyo Co., Ltd.
Aichi Corp.
Aida Engineering, Ltd.
Airport Facilities Co., Ltd.
Airtech Japan, Ltd.
Alps Logistics Co., Ltd.
Altech Co., Ltd.
Altech Corp.
Amano Corp.
Ando Corp.
Anest Iwata Corp.
Arai-Gumi, Ltd.
ART Corp.
Asahi Diamond Industrial Co., Ltd.
Asahi Kogyosha Co., Ltd.
Asahi Pretec Corp.
Asanuma Corp.
Asia Air Survey Co., Ltd.
Asunaro Aoki Construction Co., Ltd.
Ataka Construction & Engineering Co., Ltd.
Bando Chemical Industries, Ltd.
Biken Techno Corp.
Bunka Shutter Co., Ltd.
Central Glass Co., Ltd.
Central Security Patrols Co., Ltd.
Chudenko Corp.
Chugai Ro Co., Ltd.
Chuo Denki Kogyo Co., Ltd.
CKD Corp.
Commuture Corp.
Cosel Co., Ltd.
CTI Engineering Co., Ltd.
Dai-Dan Co., Ltd.
Daihen Corp.
Daiho Corp.
Daiichi Chuo Kisen Kaisha
Dai-Ichi Jitsugyo Co., Ltd.
Daimei Telecom Engineering Corp.
Daiseki Co., Ltd.
Daisue Construction Co., Ltd.
Daiwa Industries, Ltd.
Danto Holdings Corp.
DENSEI-LAMBDA K.K.
235,000
102,100
121,000
71,400
243,000
267,800
273,000
190,970
26,700
53,900
23,000
38,150
283,000
264,000
152,000
131,150
38,000
251,000
101,000
126,550
234,000
32,000
171,000
60,000
349,000
14,100
245,000
617,000
45,800
220,000
335,000
92,000
236,000
157,202
147,100
45,100
160,000
471,000
202,000
317,000
198,000
143,000
140,712
316,500
173,000
92,000
70,084
$
299,906
898,374
196,404
2,525,503
2,615,220
3,153,283
1,633,190
1,305,888
218,683
642,090
87,395
492,252
3,436,217
465,300
764,178
87,942
1,179,880
1,769,527
392,529
3,585,527
393,686
91,007
984,323
161,766
2,176,031
74,326
1,254,344
3,181,878
470,818
3,690,951
1,229,236
820,331
2,421,319
1,110,955
2,222,835
310,641
843,098
2,981,120
312,550
2,371,464
984,930
1,561,893
3,596,183
231,894
1,343,982
265,469
784,786
Denyo Co., Ltd.
DMW Corp.
93,000
1,600
984,814
84,775
187
#*
#
#
#
*
#
#
#
#
#
#
*
#
#
#
#
#
#
#
#
#
#*
Eneserve Corp.
Enshu, Ltd.
Freesia Macross Corp.
Fudo Tetra Corp.
Fuji Electric Engineering & Construction Co., Ltd.
Fujisash Co., Ltd.
Fujita Corp.
Fujitec Co., Ltd.
Fukuda Corp.
Fukusima Industries Corp.
Fukuyama Transporting Co., Ltd.
Funai Consulting, Co., Ltd.
Furukawa Co., Ltd.
Furusato Industries, Ltd.
Futaba Corp.
Gecoss Corp.
GS Yuasa Corp.
Hakuyosha Co., Ltd.
Haltec Corp.
Hamai Co., Ltd.
Hanwa Co., Ltd.
Hazama Corp.
Hibiya Engineering, Ltd.
Hisaka Works, Ltd.
Hitachi Metals Techno, Ltd.
Hitachi Plant Technologies, Ltd.
Hitachi Tool Engineering, Ltd.
Hitachi Transport System, Ltd.
Hokuetsu Industries Co., Ltd.
Hokuriku Electrical Construction Co., Ltd.
Hosokawa Micron Corp.
Howa Machinery, Ltd.
IBJ Leasing Co., Ltd.
Ichiken Co., Ltd.
Ichinen Co., Ltd.
Idec Corp.
Iino Kaiun Kaisha, Ltd.
i-Logistics Corp.
Inaba Denki Sangyo Co., Ltd.
Inabata and Co., Ltd.
Inoue Kogyo Co., Ltd.
110,900
215,000
1,355,000
619,800
41,000
106,300
115,010
312,000
136,000
30,500
959,000
102,000
1,428,000
52,000
163,800
116,700
1,282,000
88,000
62,000
97,000
745,000
293,600
133,000
41,000
57,500
681,570
96,500
358,000
96,000
56,000
147,000
389,000
127,800
105,000
73,000
135,500
355,000
91,000
88,300
226,000
425,000
$
610,913
394,905
362,576
666,995
80,668
127,045
313,501
2,112,960
492,154
292,892
4,462,625
638,272
2,918,051
731,839
3,637,902
642,409
3,138,676
230,069
59,411
204,867
3,569,140
350,348
1,106,073
860,298
332,292
3,478,352
1,242,453
4,111,172
339,753
163,779
1,317,440
389,058
2,571,539
251,214
408,028
2,005,492
4,486,244
237,591
3,193,503
1,519,183
344,835
#
#*
*
*
#
#
#*
#
Inui Steamship Co., Ltd.
Iseki & Co., Ltd.
Ishikawa Seisakusho, Ltd.
Ishikawajima Construction Materials Co., Ltd.
Ishikawajima Transport Machinery Co., Ltd.
Itoki Crebio Corp.
Iwasaki Electric Co., Ltd.
Iwatani International Corp.
J Bridge Corp.
Jalux, Inc.
Jamco Corp.
83,000
779,000
154,000
43,000
73,000
179,000
266,000
870,000
276,000
44,400
84,000
1,343,284
1,269,270
145,909
72,607
362,171
1,196,531
642,401
2,555,591
199,896
808,514
817,261
188
#*
#
#
*
#
#
#
#*
#*
#
#*
*
*
#
#*
#*
#
#
#
Japan Bridge Corp.
Japan Cash Machine Co., Ltd.
Japan Foundation Engineering Co., Ltd.
Japan Kenzai Co., Ltd.
Japan Pulp & Paper Co., Ltd.
Japan Servo Co., Ltd.
Japan Steel Tower Co., Ltd.
Japan Transcity Corp.
K.R.S. Corp.
Kamagai Gumi Co., Ltd.
Kamei Corp.
Kanaden Corp.
Kanagawa Chuo Kotsu Co., Ltd.
Kanamoto Co., Ltd.
Kandenko Co., Ltd.
Kanematsu Corp.
Kanematsu-NNK Corp.
Katakura Industries Co., Ltd.
Kato Works Co., Ltd.
Kawada Industries, Inc.
Kawagishi Bridge Works Co., Ltd.
Kawaguchi Metal Industries Co., Ltd.
Kawasaki Kinkai Kisen Kaisha, Ltd.
Kimmon Manufacturing Co., Ltd.
Kimura Chemical Plants Co., Ltd.
Kinki Sharyo Co., Ltd.
Kinsho Corp.
Kintetsu World Express, Inc.
Kioritz Corp.
Kitagawa Iron Works Co., Ltd.
Kitano Construction Corp.
Kitazawa Sangyo Co., Ltd.
44,350
102,115
95,600
95,940
514,000
80,000
44,000
236,000
39,200
532,800
121,000
121,000
196,000
114,000
150,000
1,481,625
125,000
119,000
202,000
158,000
38,000
11,000
100,000
180,000
61,000
212,000
91,000
120,000
239,000
344,000
258,000
57,000
$
109,819
958,050
283,144
590,089
1,976,768
372,258
266,919
1,092,166
408,298
870,125
720,033
723,860
921,008
1,009,425
793,091
2,231,679
153,236
2,143,761
1,117,602
376,637
144,362
50,111
627,321
214,037
571,718
720,836
270,752
4,391,623
668,823
690,438
610,280
168,870
#
*
#
#
#
#
#*
#*
#
Kitz Corp.
Koike Sanso Kogyo Co., Ltd.
Koito Industries, Ltd.
Kokusai Kogyo Co., Ltd.
Komai Tekko, Inc.
Komatsu Wall Industry Co., Ltd.
Kondotec, Inc.
Kosaido Co., Ltd.
Kuroda Electric Co., Ltd.
Kyodo Printing Co., Ltd.
Kyoei Sangyo Co., Ltd.
Kyokuto Boeki Kaisha, Ltd.
Kyokuto Kaihatsu Kogyo Co., Ltd.
Kyosan Electric Manufacturing Co., Ltd.
Kyowa Exeo Corp.
Kyudenko Corp.
Link Consulting Associates - Japan Corp.
Lonseal Corp.
Maeda Corp.
Maeda Road Construction Co., Ltd.
420,000
155,000
102,000
129,000
109,000
33,700
40,500
79,000
112,900
311,000
97,000
82,000
150,400
218,000
354,000
281,000
63,500
127,000
641,000
327,000
3,670,295
1,322,629
355,602
618,359
244,597
503,136
336,824
514,145
1,738,701
989,850
310,559
235,334
1,130,217
794,507
3,773,814
1,472,669
116,066
151,977
2,476,819
2,837,014
189
#
#
#
*
#
#*
#
#
#*
*
#
#
#
Maezawa Industries, Inc.
Maezawa Kaisei Industries Co., Ltd.
Marubeni Construction Material Lease Co., Ltd.
Maruka Machinery Co., Ltd.
Maruwn Corp.
Maruyama Manufacturing Co., Inc.
Maruzen Showa Unyu Co., Ltd.
Matsuda Sangyo Co., Ltd.
Matsui Construction Co., Ltd.
Matsuo Bridge Co., Ltd.
Max Co., Ltd.
Meidensha Corp.
Meiji Machine Co., Ltd.
Meiji Shipping Co., Ltd.
Meisei Industrial Co., Ltd.
Meitec Corp.
Meito Transportation Co., Ltd.
Meiwa Trading Co., Ltd.
Mirai Group Co., Ltd.
Mitani Corp.
Mitsubishi Cable Industries, Ltd.
Mitsubishi Kakoki Kaisha, Ltd.
Mitsubishi Pencil Co., Ltd.
59,300
54,700
78,000
28,100
66,000
150,000
335,000
90,530
98,600
72,000
188,000
785,050
213,000
109,000
29,000
138,800
22,000
140,000
100,000
54,000
736,000
254,000
121,500
$
249,513
788,174
139,028
256,040
230,069
421,042
1,223,550
2,371,392
459,410
79,406
2,758,374
2,364,296
121,342
807,543
97,383
4,453,193
169,704
352,300
83,541
613,540
1,009,514
982,951
1,533,086
#
#
#
*
#*
#*
*
#
#
#
#
#
#
Mitsuboshi Belting, Ltd.
Mitsui Matsushima Co., Ltd.
Mitsui-Soko Co., Ltd.
Mitsumura Printing Co., Ltd.
Miura Co., Ltd.
Miura Printing Corp.
Miyairi Valve Manufacturing Co., Ltd.
Miyaji Engineering Group
Miyakoshi Corp.
Mori Denki Mfg. Co., Ltd.
Morita Corp.
Moshi Moshi Hotline, Inc.
Mystar Engineering Corp.
NAC Co., Ltd.
Nachi-Fujikoshi Corp.
Naikai Zosen Corp.
Nakano Corp.
Narasaki Sangyo Co., Ltd.
NEC Leasing, Ltd.
NEC System Integration & Construction, Ltd.
New Tachikawa Aircraft Co., Ltd.
Nichias Corp.
Nichiban Co., Ltd.
Nichiha Corp.
Nihon Spindle Manufacturing Co., Ltd.
Nikko Co., Ltd.
Nippei Toyama Corp.
Nippo Corp.
Nippon Carbon Co., Ltd.
281,000
347,000
487,000
95,000
148,600
19,000
43,000
203,000
48,400
628,000
163,000
61,350
15,600
28,900
604,000
75,000
103,000
68,000
72,600
172,100
10,100
435,000
125,000
126,180
115,000
127,000
173,000
409,000
406,000
1,514,689
449,558
2,416,031
333,512
4,514,411
52,138
54,180
229,279
693,949
81,565
875,347
2,850,627
75,322
297,474
2,548,461
517,473
242,922
109,555
1,220,731
1,859,146
297,407
4,556,490
438,456
1,422,702
353,418
312,907
1,468,878
3,224,398
2,449,650
190
#*
#
#
#
#
Nippon Conveyor Co., Ltd.
Nippon Densetsu Kogyo Co., Ltd.
Nippon Denwa Shisetu Co., Ltd.
Nippon Filcon Co., Ltd.
Nippon Hume Corp.
Nippon Jogesuido Sekkei Co., Ltd.
Nippon Kanzai Co., Ltd.
Nippon Koei Co., Ltd., Tokyo
Nippon Konpo Unyu Soko Co., Ltd.
Nippon Parking Development Co., Ltd.
Nippon Seisen Co., Ltd.
Nippon Sharyo, Ltd.
Nippon Shindo Co., Ltd.
Nippon Signal Co., Ltd.
168,000
225,000
208,000
75,000
91,000
289
71,000
279,000
259,000
10,609
95,000
506,000
50,000
216,000
$
150,270
1,630,920
700,971
536,870
348,409
279,234
2,019,695
782,864
3,743,232
567,744
664,877
1,050,499
93,936
1,305,329
#
#
#
#
#*
#
#
#*
*
#
#
#
#
#
#
Nippon Steel Trading Co., Ltd.
Nippon Thompson Co., Ltd.
Nippon Tungsten Co., Ltd.
Nippon Yusoki Co., Ltd.
Nishimatsu Construction Co., Ltd.
Nishi-Nippon Railroad Co., Ltd.
Nishishiba Electric Co., Ltd.
Nissei Corp.
Nissei Plastic Industrial Co., Ltd.
Nissha Printing Co., Ltd.
Nissin Corp.
Nissin Electric Co., Ltd.
Nitchitsu Co., Ltd.
Nitta Corp.
Nitto Boseki Co., Ltd.
Nitto Electric Works, Ltd.
Nitto Kohki Co., Ltd.
Nitto Seiko Co., Ltd.
Nittoc Construction Co., Ltd.
Noda Corp.
Nomura Co., Ltd.
Noritz Corp.
Oak Capital Corp.
Obayashi Road Corp.
Odakyu Construction Co., Ltd.
Ohmori Co., Ltd.
Oiles Corp.
Okabe Co., Ltd.
Okamoto Machine Tool Works, Ltd.
Okamura Corp.
Okano Valve Manufacturing Co.
Oki Electric Cable Co., Ltd.
OKK Corp.
Okumura Corp.
O-M, Ltd.
Onoken Co., Ltd.
Organo Corp.
Oriental Construction Co., Ltd.
399,000
262,000
82,000
141,000
979,000
306,000
101,000
107,400
68,000
108,200
351,000
370,000
60,000
104,200
870,000
154,800
78,300
143,000
156,000
33,800
210,000
177,100
649,354
106,000
63,500
95,400
101,952
192,000
164,000
389,000
58,000
117,000
262,000
789,000
107,000
72,800
203,000
65,900
1,075,770
2,423,553
230,574
680,424
3,187,640
1,072,352
220,205
1,373,424
392,116
3,006,861
1,262,780
1,472,021
298,793
2,127,707
2,469,110
2,218,856
1,792,487
1,190,525
119,741
125,169
1,266,069
2,699,250
346,904
178,804
158,722
21,459
2,108,229
998,742
569,353
3,093,846
466,891
238,246
868,883
4,412,485
827,886
1,046,377
3,962,248
196,181
191
#
#
#*
Original Engineering Consultants Co., Ltd.
OSG Corp.
Oyo Corp.
P.S. Mitsubishi Construction Co., Ltd.
Pasco Corp.
9,000
68,000
110,400
76,800
242,500
$
27,207
846,679
1,408,216
245,350
454,162
#
#
#*
#*
#
#
#
#
#
#*
#
#*
*
#*
#
#
#
#
#*
#
#
#
#*
#
#
#
#
#
#
Pasona, Inc.
Patlite Corp.
Penta-Ocean Construction Co., Ltd.
PIA Corp.
Pilot Corp.
Pronexus, Inc.
Raito Kogyo Co., Ltd.
Rasa Industries, Ltd.
Rheon Automatic Machinery Co., Ltd.
Riken Electric Wire Co., Ltd.
Ryobi, Ltd.
Saeki Kensetsu Kogyo Co., Ltd.
Sagami Railway Co., Ltd.
Sailor Pen Co., Ltd.
Sakai Heavy Industries, Ltd.
Sakurada Co., Ltd.
Sanix, Inc.
Sanki Engineering Co., Ltd.
Sanko Metal Industrial Co., Ltd.
Sankyo-Tateyama Holdings, Inc.
Sankyu, Inc., Tokyo
Sanritsu Corp.
Sanyo Denki Co., Ltd.
Sanyo Engineering & Construction, Inc.
Sanyo Industries, Ltd., Tokyo
Sasebo Heavy Industries Co., Ltd., Tokyo
Sata Construction Co., Ltd.
Sato Corp.
Sato Shoji Corp.
Sawafuji Electric Co., Ltd.
Secom Joshinetsu Co., Ltd.
Secom Techno Service Co., Ltd.
Seibu Electric Industry Co., Ltd.
Seika Corp.
Seikitokyu Kogyo Co., Ltd.
Sekisui Jushi Co., Ltd.
Senko Co., Ltd.
Senshu Electric Co., Ltd.
Shibaura Mechatronics Corp.
Shibusawa Warehouse Co., Ltd.
Shibuya Kogyo Co., Ltd.
Shima Seiki Manufacturing Co., Ltd.
Shin Nippon Air Technologies Co., Ltd.
Shin-Keisei Electric Railway Co., Ltd.
Shinko Electric Co., Ltd.
Shin-Kobe Electric Machinery Co., Ltd.
Shinmaywa Industries, Ltd.
1,474
72,080
864,000
29,500
156
137,000
199,000
277,000
64,000
39,000
587,000
211,000
318,000
127,000
126,000
225,000
161,700
268,000
118,000
1,132,000
229,000
17,800
219,000
48,000
102,000
561,000
234,000
111,500
67,000
48,000
34,800
44,500
67,000
274,000
335,000
166,000
381,000
37,300
175,000
266,000
84,500
68,800
87,280
178,000
509,000
178,000
413,000
2,050,614
613,194
1,432,750
446,334
1,517,973
1,152,293
518,486
724,340
203,724
60,886
3,741,473
148,762
1,089,095
135,770
296,021
75,782
427,491
1,756,661
212,887
1,698,797
1,265,770
158,439
1,253,028
251,928
245,326
3,418,783
254,721
2,155,485
563,059
159,491
798,996
1,578,505
334,327
731,372
259,679
1,458,646
1,216,613
829,053
965,947
1,423,502
688,886
3,015,875
529,504
601,188
1,479,093
829,463
2,007,923
192
#
#
#
#
#
#*
#*
#
#
#*
#*
#
#
#
#
#
#
#
Shinnihon Corp.
Shinsho Corp.
Shinwa Kaiun Kaisha, Ltd.
Shiraishi Corp.
Sho-Bond Corp.
Shoko Co., Ltd.
Showa Aircraft Industry Co., Ltd.
Showa KDE Co., Ltd.
Sintokogio, Ltd.
Soda Nikka Co., Ltd.
Sodick Co., Ltd.
Space Co., Ltd.
Subaru Enterprise Co., Ltd.
Sugimoto & Co., Ltd.
Sumitomo Coal Mining Co., Ltd.
Sumitomo Densetsu Co., Ltd.
Sumitomo Mitsui Construction Co., Ltd.
Sumitomo Precision Products Co., Ltd.
Sumitomo Warehouse Co., Ltd.
Sun Wave Corp.
Suzuki Metal Industry Co., Ltd.
SWCC Showa Holdings Co., Ltd.
Taihei Dengyo Kaisha, Ltd.
Taihei Kogyo Co., Ltd.
Taiheiyo Kaiun Co., Ltd.
Taiheiyo Kouhatsu, Inc.
Taiho Kogyo Co., Ltd.
Taikisha, Ltd.
Taisei Rotec Corp.
Takada Kiko Co., Ltd.
Takano Co., Ltd.
Takaoka Electric Manufacturing Co., Ltd.
Takara Printing Co., Ltd.
Takara Standard Co., Ltd.
Takasago Thermal Engineering Co., Ltd.
Takashima & Co., Ltd.
Takigami Steel Construction Co., Ltd.
Takisawa Machine Tool Co., Ltd.
Takuma Co., Ltd.
Tanseisha Co., Ltd.
Tatsuta Electric Wire & Cable Co., Ltd.
TCM Corp.
Techno Associe Co., Ltd.
Techno Ryowa, Ltd.
Teikoku Electric Manufacturing Co., Ltd.
215,900
291,000
540,000
25,000
100,800
324,000
114,000
124,000
197,000
67,000
187,000
75,320
59,000
35,000
851,500
107,400
419,560
180,000
144,000
155,000
71,000
853,000
155,000
264,000
167,000
198,000
97,700
129,000
271,000
48,000
53,400
361,000
39,055
529,000
299,000
137,000
50,000
191,000
305,000
74,000
220,000
359,000
59,900
66,600
27,300
$
984,576
987,705
4,712,696
21,579
1,145,664
452,356
1,372,350
197,274
2,719,187
269,018
1,272,764
565,118
189,079
545,532
748,060
584,336
767,443
885,959
928,830
338,655
209,261
1,177,577
1,137,559
1,287,257
464,451
182,366
1,320,240
1,707,116
451,489
168,013
495,255
544,717
369,104
2,895,100
3,061,852
240,173
215,784
378,762
1,926,443
294,983
524,513
1,131,451
722,989
471,711
676,634
#*
#
*
Tekken Corp.
Teraoka Seisakusho Co., Ltd.
The Keihin Co., Ltd.
The Kodensha Co., Ltd.
The Nippon Road Co., Ltd.
The Yasuda Warehouse Co., Ltd.
Toa Corp.
535,000
55,000
204,000
25,000
333,000
100,900
764,000
777,107
398,560
386,699
66,273
562,832
1,011,638
850,872
193
#*
#
#
#
#
#
#
#
#
#*
#
#
#
#
#
#
#
Toa Doro Kogyo Co., Ltd.
Tobishima Corp.
Tocalo Co., Ltd.
Todentu Corp.
Toenec Corp.
Tokai Lease Co., Ltd.
Tokimec, Inc.
Toko Electric Corp.
Tokyo Biso Kogyo Corp.
Tokyo Energy & Systems, Inc.
Tokyo Kikai Seisakusho, Ltd.
Tokyo Leasing Co., Ltd.
Tokyo Sangyo Co., Ltd.
Tokyu Construction Co., Ltd.
Toli Corp.
Tomoe Corp.
Tonami Transportation Co., Ltd.
Tori Holdings Co., Ltd.
Torishima Pump Manufacturing Co., Ltd.
Toshiba Plant Kensetsu Co., Ltd.
Tosho Printing Co., Ltd.
Totetsu Kogyo Co., Ltd.
Toyo Construction Co., Ltd.
Toyo Electric Co., Ltd.
Toyo Engineering Corp.
Toyo Machinery & Metal Co., Ltd.
Toyo Shutter Co., Ltd.
Toyo Wharf & Warehouse Co., Ltd.
Trusco Nakayama Corp.
Tsubakimoto Chain Co.
Tsubakimoto Kogyo Co., Ltd.
Tsudakoma Corp.
Tsugami Corp.
Tsukishima Kikai Co., Ltd.
Tsurumi Manufacturing Co., Ltd.
Tsuzuki Denki Co., Ltd.
155,000
1,365,500
53,000
121,000
324,000
86,000
272,000
88,000
19,000
129,000
312,000
223,800
78,000
366,290
212,000
115,500
340,000
2,969,000
105,000
337,000
249,000
125,000
1,005,000
159,000
661,000
61,000
11,800
281,000
114,100
609,000
97,000
204,000
272,000
152,000
96,000
75,000
$
252,181
815,447
1,070,089
328,767
1,416,023
150,107
610,800
279,522
121,243
973,863
917,321
2,376,944
269,606
1,999,272
495,926
326,414
990,705
563,747
1,291,528
3,087,365
715,395
775,408
775,883
496,095
3,628,206
274,954
154,155
569,510
2,003,724
3,910,785
349,025
881,855
1,236,307
1,359,347
930,225
253,424
#
#
#
#*
*
#
TTK Co., Ltd.
Uchida Yoko Co., Ltd.
Ueki Corp.
Union Tool Co.
Utoc Corp.
Venture Link Co., Ltd.
Wakachiku Construction Co., Ltd.
Wavelock Holdings Co., Ltd.
Weathernews, Inc.
Yahagi Construction Co., Ltd.
Yamato Corp.
Yamaura Corp.
Yamazen Co., Ltd.
Yokogawa Bridge Corp.
Yondenko Corp.
Yuasa Trading Co., Ltd.
62,000
175,000
47,000
79,000
99,000
405,500
395,000
31,500
20,000
154,000
82,000
40,500
315,000
142,400
136,800
800,000
365,842
794,197
86,507
3,525,706
586,303
675,926
378,078
137,702
90,597
577,652
251,249
117,652
2,015,607
842,364
689,470
1,263,533
194
Yuken Kogyo Co., Ltd.
Yurtec Corp.
Yushin Precision Equipment Co., Ltd.
Total Industrials
Information Technology — (9.3%)
Aichi Tokei Denki Co., Ltd.
Aiphone Co., Ltd.
# * Allied Telesis Holdings K.K.
# Alpha Systems, Inc.
# Anritsu Corp.
AOI Electronics Co., Ltd.
* Apic Yamada Corp.
# Arisawa Manufacturing Co., Ltd.
# CAC Corp.
Canon Electronics, Inc.
Canon Finetech, Inc.
# Capcom Co., Ltd.
# Chino Corp.
CMK Corp.
Computer Engineering & Consulting, Ltd.
Core Corp.
Cresco, Ltd.
Daiko Denshi Tsushin, Ltd.
# Daiwabo Information System Co., Ltd.
# Denki Kogyo Co., Ltd.
DKK TOA Corp.
156,000
285,000
49,940
$
552,970
1,599,726
928,592
445,128,850
113,000
72,800
279,600
43,500
446,000
38,400
36,000
139,400
70,900
70,000
151,070
217,500
162,000
216,000
63,100
45,700
11,600
23,000
62,000
243,000
31,000
326,602
1,118,302
110,948
936,259
1,955,193
570,740
125,899
1,340,233
523,549
1,887,565
2,630,644
4,668,175
494,084
2,234,749
521,777
321,933
103,192
44,089
776,307
1,820,076
110,895
#
#*
#
*
#
#
#*
*
#
#
#*
#
#
#
#
#
DTS Corp.
Dwango Co., Ltd.
eAccess, Ltd.
Eizo Nanao Corp.
Elna Co., Ltd.
Enplas Corp.
Epson Toyocom Corp.
ESPEC Corp.
FDK Corp.
Fuji Soft, Inc.
Fujitsu Component, Ltd.
Fujitsu Fronttec, Ltd.
Fuso Dentsu Co., Ltd.
Future System Consulting Corp.
GMO Internet, Inc.
Hakuto Co., Ltd.
Hitachi Business Solution Co., Ltd.
Hitachi Information Systems, Ltd.
Hitachi Kokusai Electric, Inc.
Hitachi Maxell, Ltd.
Hitachi Software Engineering Co., Ltd.
Hitachi Systems & Services, Ltd.
Hochiki Corp.
Hokuriku Electric Industry Co., Ltd.
Hosiden Corp.
43,600
140
4,747
77,600
97,000
72,200
437,000
82,000
436,000
131,400
177
80,700
16,000
1,504
242,500
82,500
43,200
150,600
319,000
158,100
194,800
86,000
99,000
316,000
255,600
1,543,828
126,602
2,460,224
2,566,890
167,678
1,041,072
2,989,473
978,217
644,888
2,714,142
185,933
653,977
68,168
768,164
867,837
1,205,561
266,969
3,403,520
4,077,214
1,700,990
3,913,535
1,687,005
530,046
580,547
3,648,300
195
#*
#
#
#
#
#*
#
#
#*
Icom, Inc.
Ikegami Tsushinki Co., Ltd.
Ines Corp.
I-Net Corp.
Information Services International-Dentsu, Ltd.
INTEC Holdings, Ltd.
Invoice, Inc.
Ishii Hyoki Co., Ltd.
Iwatsu Electric Co., Ltd.
Japan Aviation Electronics Industry, Ltd.
Japan Business Computer Co., Ltd.
Japan Digital Laboratory Co., Ltd.
Japan Radio Co., Ltd.
Jastec Co., Ltd.
JBIS Holdings, Inc.
JIEC Co., Ltd.
Kaga Electronics Co., Ltd.
Kakaku.com, Inc.
51,000
174,000
177,200
47,800
106,600
180,128
40,368
24,300
311,000
316,000
76,900
116,500
446,000
63,000
81,700
199
100,000
24
$
1,466,526
270,621
1,278,388
360,807
1,100,754
2,590,193
1,364,909
450,111
392,040
4,566,227
677,305
1,512,621
1,583,253
572,150
371,672
182,152
1,720,286
63,811
*
#
#*
#
#
#*
#
#
#
#
#*
#*
#*
#
*
#
#
#
Kanematsu Electronics, Ltd.
Kasuga Electric Works, Ltd.
Kawatetsu Systems, Inc.
Koa Corp.
Koei Co., Ltd.
Kubotek Corp.
Kyoden Co., Ltd.
Kyowa Electronic Instruments Co., Ltd.
Macnica, Inc.
Marubun Corp.
Maruwa Co., Ltd.
Maspro Denkoh Corp.
Megachips Corp.
Meisei Electric Co., Ltd.
Melco Holdings, Inc.
Mimasu Semiconductor Industry Co., Ltd.
Miroku Jyoho Service Co., Ltd.
Mitsui High-Tec, Inc.
Mitsui Knowledge Industry Co., Ltd.
Moritex Corp.
Mutoh Holdings Co., Ltd.
Nagano Japan Radio Co., Ltd.
Nakayo Telecommunications, Inc.
NEC Fielding, Ltd.
NEC Mobiling, Ltd.
NEC Tokin Corp.
Net One Systems Co., Ltd.
Netmarks, Inc.
New Japan Radio Co., Ltd.
Nichicon Corp.
Nidec Sankyo Corp.
Nihon Dempa Kogyo Co., Ltd.
Nihon Inter Electronics Corp.
Nippon Avionics Co., Ltd.
85,300
44,000
174
152,800
244,400
285
160,000
52,000
62,500
98,700
34,000
62,600
89,600
318,000
9,000
114,581
107,000
145,700
3,790
35,100
164,000
85,000
49,000
194,800
50,900
392,000
1,941
523
112,000
272,300
205,000
72,400
94,700
83,000
727,911
39,513
181,650
2,130,047
4,170,938
162,358
468,952
155,714
1,555,883
1,136,507
573,246
518,516
1,620,826
385,729
181,669
2,835,300
271,444
1,775,604
922,485
172,896
974,203
150,594
159,766
2,597,537
875,229
1,372,501
2,363,323
106,901
587,519
3,568,597
1,378,982
4,233,631
340,060
278,315
196
#
#*
#
Nippon Ceramic Co., Ltd.
Nippon Chemi-Con Corp.
Nippon Systemware Co., Ltd.
Nissho Electronics Corp.
Niws Co. HQ, Ltd.
Nohmi Bosai, Ltd.
NS Solutions Corp.
NSD Co., Ltd.
Okaya Electric Industries Co., Ltd.
89,000
443,000
30,000
81,600
2,400
191,000
30,800
178,600
73,000
$
1,261,108
4,371,077
146,313
617,345
242,253
1,171,586
863,944
3,008,886
559,800
#*
#
#*
*
#
#
#
*
#
#
*
#
#*
#
#*
#
Oki Electric Industry Co., Ltd.
Ono Sokki Co., Ltd.
Origin Electric Co., Ltd.
Osaki Electric Co., Ltd.
PCA Corp.
Pixela Corp.
Pulstec Industrial Co., Ltd.
Ricoh Elemex Corp.
Rikei Corp.
Riken Keiki Co., Ltd.
Roland DG Corp.
Ryoden Trading Co., Ltd.
Ryosan Co., Ltd.
Ryoyo Electro Corp.
Sanken Electric Co., Ltd.
Sanko Co., Ltd.
Sanshin Electronics Co., Ltd.
Satori Electric Co., Ltd.
Sekonic Corp.
Shindengen Electric Manufacturing Co., Ltd.
Shinkawa, Ltd.
Shinko Shoji Co., Ltd.
Shizuki Electric Co., Inc.
Siix Corp.
SMK Corp.
Sokkisha Co., Ltd.
Sorun Corp.
SPC Electronics Corp.
SRA Holdings
Star Micronics Co., Ltd.
Sumida Corp.
Sumisho Computer Systems Corp.
SUNX, Ltd.
SystemPro Co., Ltd.
Tachibana Eletech Co., Ltd.
Tamura Corp.
Tamura Taiko Holdings, Inc.
Teac Corp.
Teikoku Tsushin Kogyo Co., Ltd.
TIS, Inc.
TKC Corp.
Toko, Inc.
Tokyo Denpa Co., Ltd.
1,850,000
105,000
107,000
131,000
17,500
33,000
21,200
77,000
22,500
79,900
61,400
155,000
128,300
110,900
190,000
22,000
111,000
57,880
36,000
304,000
70,200
78,000
103,000
43,000
272,000
107,000
95,100
48,200
51,000
177,400
67,949
172,700
120,600
210
64,100
260,000
194,000
872,000
176,000
158,600
103,300
309,000
24,900
197
3,303,113
818,580
613,466
835,893
191,442
167,297
35,882
623,737
54,536
659,534
2,705,291
1,199,331
3,388,748
1,463,629
1,316,985
104,468
1,560,935
746,568
130,487
1,255,409
1,358,482
1,467,211
342,116
976,020
2,025,665
445,908
658,464
106,161
801,336
5,100,092
1,157,753
3,503,776
719,429
143,115
664,213
1,250,067
494,777
833,968
778,747
3,416,864
1,828,100
751,653
304,378
Tokyo Electron Device, Ltd.
# Tomen Electronics Corp.
# Tose Co., Ltd.
# Totoku Electric Co., Ltd.
Toukei Computer Co., Ltd.
Towa Corp.
* Towa Meccs Corp.
# Toyo Corp.
# Trans Cosmos, Inc.
Trinity Industrial Corp.
Tsuzuki Densan Co., Ltd.
# Uniden Corp.
* Union Holdings Co., Ltd.
Yamaichi Electronics Co., Ltd.
Yaskawa Information Systems Corp.
Ye Data, Inc.
# Yokowo Co., Ltd.
# Zuken, Inc.
Total Information Technology
Materials — (8.5%)
Achilles Corp.
Adeka Corp.
Agro-Kanesho Co., Ltd.
# Aichi Steel Corp.
Arakawa Chemical Industries, Ltd.
Aronkasei Co., Ltd.
Asahi Organic Chemicals Industry Co., Ltd.
# Chuetsu Pulp and Paper Co., Ltd.
Chugai Mining Co., Ltd.
Chugoku Marine Paints, Ltd.
# Chugokukogyo Co., Ltd.
* Co-Op Chemical Co., Ltd.
# Dai Nippon Toryo, Ltd.
# Daiichi Kigenso Kagaku-Kyogyo Co., Ltd.
# Dai-ichi Kogyo Seiyaku Co., Ltd.
Daiken Corp.
Daiki Aluminium Industry Co., Ltd.
Dainichiseika Colour & Chemicals Manufacturing Co., Ltd.
# Daio Paper Corp.
# Daiso Co., Ltd.
DC Co., Ltd.
Dijet Industrial Co., Ltd.
Dynapac Co., Ltd.
FP Corp.
Fujikura Kasei Co., Ltd.
Fumakilla, Ltd.
Geostar Corp.
Godo Steel, Ltd.
361
51,900
23,100
129,000
28,410
74,800
127,000
113,600
167,900
56,000
22,500
221,000
148,000
64,400
40,000
43,000
71,300
97,700
$
647,685
733,406
305,076
199,539
365,768
606,709
54,842
1,681,563
3,104,398
388,439
94,271
1,549,114
224,465
433,744
166,003
105,373
669,449
975,812
195,761,757
688,000
359,000
7,000
376,000
69,500
127,000
343,000
405,000
875,900
238,000
105,000
163,000
501,000
14,300
121,000
450,000
148,000
320,000
446,000
383,000
117,000
81,000
25,000
77,300
97,000
87,000
43,000
556,000
1,111,411
3,595,901
50,273
1,980,031
794,041
570,104
1,277,797
856,310
506,031
2,686,820
143,797
178,483
756,543
370,829
307,140
1,407,681
730,936
1,440,694
3,650,522
1,446,010
663,049
173,109
80,723
2,628,394
950,230
247,854
75,922
2,113,138
#
Gun-Ei Chemical Industry Co., Ltd.
Harima Chemicals, Inc.
285,000
80,000
696,336
452,038
198
#
#
#
#
#
#*
#
#
#
#*
#
#
#
#
#
#
#*
#
#
#
#
#
Hodogaya Chemical Co., Ltd.
Hokkan Holdings, Ltd.
Hokko Chemical Industry Co., Ltd.
Hokuetsu Paper Mills, Ltd.
Hokushin Co., Ltd.
Honshu Chemical Industry Co., Ltd.
Ihara Chemical Industry Co., Ltd.
ISE Chemicals Corp.
Ishihara Sangyo Kaisha, Ltd.
Ishii Iron Works Co., Ltd.
Japan Carlit Co., Ltd.
JSP Corp.
Kanto Denka Kogyo Co., Ltd.
Kasei (C.I.) Co., Ltd.
Katakura Chikkarin Co., Ltd.
Kawasaki Kasei Chemicals, Ltd.
Kishu Paper Co., Ltd.
Koatsu Gas Kogyo Co., Ltd.
Kohsoku Corp.
Konishi Co., Ltd.
Kumiai Chemical Industry Co., Ltd.
Kureha Corp.
Kurimoto, Ltd.
Kurosaki Harima Corp.
MEC Co., Ltd.
Mesco, Inc.
Mitsubishi Paper Mills, Ltd.
Mitsubishi Shindoh Co., Ltd.
Mitsubishi Steel Manufacturing Co., Ltd.
Mitsui Mining Co., Ltd.
Mory Industries, Inc.
Nakabayashi Co., Ltd.
Nakayama Steel Works, Ltd.
Neturen Co., Ltd., Tokyo
Nichia Steel Works, Ltd.
Nichireki Co., Ltd.
Nifco, Inc.
Nihon Kagaku Sangyo Co., Ltd.
Nihon Matai Co., Ltd.
Nihon Nohyaku Co., Ltd.
Nihon Parkerizing Co., Ltd.
288,000
215,000
90,000
658,000
64,000
35,000
155,000
88,000
1,327,500
110,000
59,800
109,600
198,000
119,000
43,000
121,000
267,000
194,000
64,500
69,300
296,000
660,000
458,000
293,000
62,800
30,000
1,124,000
200,000
537,000
793,500
154,000
185,000
454,000
158,000
179,900
96,000
171,000
81,000
111,000
224,000
235,000
$
788,923
823,323
324,439
3,352,569
166,681
235,344
404,082
907,271
2,728,191
236,497
350,913
1,465,692
938,258
354,550
119,938
203,575
467,799
1,204,340
346,578
729,002
583,154
2,959,061
1,304,595
1,049,767
637,799
181,867
2,337,596
528,129
2,571,318
1,677,276
636,255
359,389
1,134,561
2,023,156
743,229
325,078
4,010,079
643,333
219,284
1,239,322
3,274,932
#*
#
*
#
#
#
Nihon Seiko Co., Ltd.
Nippon Carbide Industries Co., Inc.
Nippon Chemical Industrial Co., Ltd.
Nippon Chutetsukan K.K.
Nippon Chuzo K.K.
Nippon Concrete Industries Co., Ltd.
Nippon Denko Co., Ltd.
Nippon Fine Chemical Co., Ltd.
Nippon Foil Mfg., Co., Ltd.
Nippon Kasei Chemical Co., Ltd.
Nippon Kinzoku Co., Ltd.
18,000
201,000
288,000
97,000
136,000
157,000
382,000
93,000
51,000
364,000
227,000
48,164
346,606
864,574
161,599
245,750
338,617
2,976,501
674,070
78,746
748,006
752,698
199
#
#
#
#
#
#
#
#
#
#
#
#
#
Nippon Koshuha Steel Co., Ltd.
Nippon Light Metal Co., Ltd.
Nippon Metal Industry Co., Ltd.
Nippon Paint Co., Ltd.
Nippon Pigment Co., Ltd.
Nippon Pillar Packing Co., Ltd.
Nippon Soda Co., Ltd.
Nippon Valqua Industries, Ltd.
Nippon Yakin Kogyo Co., Ltd.
Nittetsu Mining Co., Ltd.
Nitto FC Co., Ltd.
NOF Corp.
Okamoto Industries, Inc.
Okura Industrial Co., Ltd.
Osaka Organic Chemical Industry, Ltd.
Osaka Steel Co., Ltd.
Riken Technos Corp.
S Science Co., Ltd.
S.T. Chemical Co., Ltd.
Sakai Chemical Industry Co., Ltd.
Sakata INX Corp.
Sanyo Chemical Industries, Ltd.
Sanyo Special Steel Co., Ltd.
Sekisui Plastics Co., Ltd.
Shikoku Chemicals Corp.
Shinagawa Refractories Co., Ltd.
Shin-Etsu Polymer Co., Ltd.
Shinko Wire Co., Ltd.
Showa Tansan Co., Ltd.
Somar Corp.
Stella Chemifa Corp.
Sumitomo Light Metal Industries, Ltd.
449,000
361,000
608,000
798,000
43,000
85,000
539,000
321,000
406,000
288,000
72,000
719,000
412,000
216,000
67,700
151,000
202,000
3,265,000
102,700
364,000
219,000
410,000
582,000
352,000
207,000
229,000
286,100
189,000
49,000
43,000
43,200
1,282,000
$
916,559
790,274
2,731,866
3,863,432
177,217
778,515
2,325,510
1,049,767
3,644,816
2,147,463
404,399
3,226,662
1,479,311
585,645
368,095
2,565,630
670,713
592,067
1,275,354
2,342,338
1,160,945
2,616,195
4,859,123
1,108,703
1,178,849
865,360
3,308,418
362,003
163,958
160,821
1,221,549
2,384,494
#
#*
#*
*
#*
#
Sumitomo Osaka Cement Co., Ltd.
Sumitomo Pipe & Tube Co., Ltd.
Sumitomo Seika Chemicals Co., Ltd.
Taisei Lamick Co., Ltd.
Takasago International Corp.
Takiron Co., Ltd.
Tayca Corp.
The Nippon Synthetic Chemical Industry Co., Ltd.
The Pack Corp.
Titan Kogyo Kabushiki Kaisha
Toagosei Co., Ltd.
Toda Kogyo Corp.
Tohcello Co., Ltd.
Toho Rayon Co., Ltd.
Toho Zinc Co., Ltd.
Tohpe Corp.
Tokushu Tokai Holdings Co., Ltd.
Tokyo Ohka Kogyo Co., Ltd.
Tokyo Rope Manufacturing Co., Ltd.
Tokyo Tekko Co., Ltd.
286,000
111,000
244,000
18,900
348,000
249,000
154,000
342,000
67,900
59,000
921,000
162,000
119,000
511,000
436,000
36,000
518,580
114,900
572,000
162,000
703,181
792,272
1,190,428
429,827
2,092,157
775,010
458,685
2,022,315
1,308,682
121,455
3,324,229
649,376
889,508
2,907,379
3,742,184
41,686
1,140,681
2,454,798
1,043,606
840,058
200
Tomoegawa Paper Co., Ltd.
Tomoku Co., Ltd.
Topy Industries, Ltd.
Toyo Ink Manufacturing Co., Ltd.
Toyo Kohan Co., Ltd.
TYK Corp.
Ube Material Industries, Ltd.
Wood One Co., Ltd.
Yamamura Glass Co., Ltd.
Yodogawa Steel Works, Ltd.
Yuki Gosei Kogyo Co., Ltd.
# Yushiro Chemical Industry Co., Ltd.
Total Materials
Utilities — (0.5%)
# Hokkaido Gas Co., Ltd.
Hokuriku Gas Co., Ltd.
Okinawa Electric Power Co., Ltd.
# Saibu Gas Co., Ltd.
Shizuoka Gas Co., Ltd.
Tokai Corp.
Total Utilities
125,000
302,000
768,000
555,000
335,000
145,000
282,000
173,000
369,000
657,000
49,000
53,000
$
360,375
643,664
2,561,337
1,991,783
2,071,355
337,115
882,336
1,142,252
902,405
3,464,536
144,386
904,631
177,424,366
215,000
99,000
61,171
1,331,000
265,000
265,000
541,801
286,198
3,721,972
2,975,185
1,257,215
992,819
9,775,190
TOTAL COMMON STOCKS
1,527,407,068
RIGHTS/WARRANTS — (0.0%)
* Showa Rubber Co., Ltd. Warrants 01/01/10
16,520
—
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $1,695,000 FHLMC 5.875%, 05/15/16, valued at
$1,270,492) to be repurchased at $1,249,720
1,249
1,249,000
24,807
24,806,684
541,375
541,374,918
$
SECURITIES LENDING COLLATERAL — (27.0%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $36,134,851 FNMA, rates ranging from 6.000% to 7.000%,
maturities ranging from 12/01/33 to 07/01/37, valued at $25,302,818) to be
repurchased at $24,810,405
@ Repurchase Agreement, Merrill Lynch 5.30%, 09/04/07 (Collateralized by
$672,009,804 FHLMC, rates ranging from 4.000% to 6.500%, maturities
ranging from 02/01/10 to 08/01/37 & FNMA, rates ranging from 4.500% to
6.500%, maturities ranging from 07/01/14 to 08/01/37, valued at $552,204,878)
to be repurchased at $541,454,620
TOTAL SECURITIES LENDING COLLATERAL
566,181,602
TOTAL INVESTMENTS - (100.0%)
(Cost $2,125,060,574)##
$
2,094,837,670
201
THE ASIA PACIFIC SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Value ††
Shares
AUSTRALIA — (37.8%)
COMMON STOCKS — (37.7%)
A.I., Ltd.
# ABB Grain, Ltd.
* Acclaim Exploration NL
* Adacel Technologies, Ltd.
* Adamus Resources, Ltd.
# ADCorp Australia, Ltd.
173,082
610,540
435,905
113,249
284,933
229,411
$
41,081
4,123,133
12,359
52,581
116,310
58,854
#
*
*
#*
*
#*
#*
*
#
#*
#
*
#*
#*
*
#*
*
*
*
*
#*
#
*
#
#*
Adelaide Bank, Ltd.
Adelaide Brighton, Ltd.
Admiralty Resources NL
Adtrans Group, Ltd.
Advanced Magnesium, Ltd.
AED Oil, Ltd.
Aevum, Ltd.
AFT Corp., Ltd.
Agenix, Ltd.
Aim Resources, Ltd.
Ainsworth Game Technology, Ltd.
AJ Lucas Group, Ltd.
Alchemia, Ltd.
Alesco Corp., Ltd.
Alkane Exploration, Ltd.
Allegiance Mining NL
Alliance Resources, Ltd.
Allied Medical, Ltd.
Altium, Ltd.
Amadeus Energy, Ltd.
Amalgamated Holdings, Ltd.
Amcom Telecommunications, Ltd.
Ammtec, Ltd.
Anadis, Ltd.
Andean Resources, Ltd.
Anglo Australian Resources NL
Ansell, Ltd.
Antares Energy, Ltd.
Anzon Australia, Ltd.
AP Eagers, Ltd.
APA Group
Aquila Resources, Ltd.
ARB Corporation, Ltd.
ARC Energy, Ltd.
Ariadne Australia, Ltd.
443,609
2,191,287
2,558,090
32,047
16,619
319,063
387,674
495,284
707,478
3,007,455
393,653
214,698
565,630
298,850
782,100
2,701,235
1,027,029
11,746
162,100
737,757
369,847
1,135,725
8,165
136,900
1,346,617
1,799,335
602,086
627,352
1,169,500
33,899
1,824,677
188,086
267,440
1,075,512
291,838
5,645,541
6,423,996
837,856
117,034
1,840
1,947,920
1,000,287
1,627
89,411
559,124
133,603
370,185
356,614
3,346,868
183,561
1,328,983
1,153,868
—
125,235
433,840
1,960,336
176,287
26,215
16,185
1,061,621
120,955
6,459,479
211,966
1,450,439
441,720
5,539,772
776,010
934,420
1,213,194
142,884
202
#*
*
#
#
#
*
Arrow Energy NL
ASG Group, Ltd.
Asian Pacific, Ltd.
Aspen Group, Ltd.
Astron, Ltd.
Atlas Group Holding, Ltd.
Atlas South Sea Pearl, Ltd.
Aurora Oil and Gas, Ltd.
2,258,440
128,045
454,331
983,812
75,215
416,827
82,585
574,181
$
4,873,040
134,749
46,191
2,041,135
194,984
305,980
30,302
284,662
#
#*
#
*
*
#
#
#
#*
*
*
#*
#*
*
#*
#
*
*
*
#
*
#
*
*
*
#
#*
#*
*
*
#*
#
#*
*
#
*
Ausdrill, Ltd.
Ausmelt, Ltd.
Auspine, Ltd.
Ausron, Ltd.
Austal, Ltd.
Austar United Communications, Ltd.
Austereo Group, Ltd.
Austin Group, Ltd.
Austpac Resources NL
Australand Property Group
Australian Agricultural Co., Ltd.
Australian Infrastructure Fund
Australian Pharmaceutical Industries, Ltd.
Australian Worldwide Exploration, Ltd.
Auto Group, Ltd.
Automotive Holdings Group
Autron Corporation, Ltd.
Avatar Industries, Ltd.
Avexa, Ltd.
AVJennings Homes, Ltd.
AWB, Ltd.
Babcock & Brown Environmental Investments, Ltd.
Babcock and Brown Communities, Ltd.
Ballarat South Gold, Ltd.
Bank of Queensland, Ltd.
Batavia Mining, Ltd.
Beach Petroleum, Ltd.
Beaconsfield Gold NL
Becton Property Group
Bemax Resources, Ltd.
Bendigo Bank, Ltd.
Bendigo Mining NL
Beyond International, Ltd.
Biota Holdings, Ltd.
Blackmores, Ltd.
Blina Diamonds, Ltd.
BMA Gold, Ltd.
Bolnisi Gold NL
Boom Logistics, Ltd.
Boulder Steel, Ltd.
BQT Solutions, Ltd.
Bradken, Ltd.
Breakaway Resporces. Ltd.
Brickworks, Ltd.
533,077
44,782
210,501
60,281
791,629
5,107,520
1,574,384
70,265
2,298,702
833,886
1,043,457
1,613,797
1,073,604
1,845,281
41,309
103,804
989,247
195,019
167,778
891,113
1,445,326
534,224
673,327
1,996
456,004
34,868
3,615,242
89,078
345,884
2,936,157
451,255
2,080,818
61,256
757,558
66,470
15,073
710,924
1,170,501
714,055
1,667,795
659,898
443,476
692,280
78,257
203
1,043,305
33,593
1,061,487
2,273
2,291,739
6,092,385
2,721,940
14,063
170,286
1,623,707
2,291,384
4,479,675
1,624,896
4,929,303
6,086
339,286
50,341
286,592
77,087
940,557
3,500,561
203,107
551,085
14,742
6,911,492
3,405
4,024,464
18,226
1,268,239
551,432
5,567,770
482,090
47,628
1,099,993
1,197,879
3,980
61,095
2,475,693
1,556,543
517,521
85,328
3,823,719
254,576
848,081
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BSA, Ltd.
Cabcharge Australia, Ltd.
Calliden Group, Ltd.
Campbell Brothers, Ltd.
Candle Australia, Ltd.
Cape Range Wireless, Ltd.
Capral Aluminium, Ltd.
Cardno, Ltd.
Carnarvon Petroleum, Ltd.
Carnegie Corp., Ltd.
Cash Converters International, Ltd.
CBH Resources, Ltd.
CDS Technologies, Ltd.
CEC Group, Ltd.
Cedar Woods Properties, Ltd.
Cellestis, Ltd.
Cellnet Group, Ltd.
Centamin Egypt, Ltd.
Centennial Coal, Ltd.
Centralian Minerals, Ltd.
Ceramic Fuel Cells, Ltd.
Chandler Macleod, Ltd.
Charter Hall Group
Chemeq, Ltd.
ChemGenex Pharmaceuticals, Ltd.
Chrome Corp., Ltd.
Circadian Technologies, Ltd.
Citigold Corp., Ltd.
City Pacific, Ltd.
Clinical Cell Culture, Ltd.
Clinuvel Pharmaceuticals, Ltd.
Clive Peeters, Ltd.
Clough, Ltd.
Clover Corp., Ltd.
Cluff Resources Pacific NL
CMI, Ltd.
CO2 Group, Ltd.
Coates Hire, Ltd.
Codan, Ltd.
Coffey International, Ltd.
Collection House, Ltd.
Commander Communications, Ltd.
CommodiTel, Ltd.
Compass Resources NL
Coneco, Ltd.
ConnectEast Group
Conquest Mining, Ltd.
Consolidated Minerals, Ltd.
451,336
491,485
590,393
219,697
214,050
3,581,304
743,515
212,168
2,036,817
706,760
955,600
3,239,096
13,276
177,289
90,386
395,742
154,345
1,755,553
1,264,222
41,182
1,152,980
83,883
1,095,800
166,742
576,457
4,800
64,591
2,561,146
614,968
595,955
1,128,482
15,395
2,019,486
269,348
1,215,661
81,810
780,559
1,086,100
142,942
491,636
385,044
929,503
2,410,294
523,704
27,850
5,166,635
976,783
833,699
$
266,883
3,990,316
287,956
4,590,382
576,831
11,724
268,876
1,256,744
279,948
62,915
484,348
1,414,429
10,322
353,172
362,429
777,541
89,955
1,785,260
3,513,678
1,508
844,470
65,159
2,468,912
11,327
418,451
485
64,789
823,236
1,946,110
17,952
738,821
24,121
905,862
24,192
12,866
88,270
204,767
4,843,996
125,752
1,447,543
249,185
518,018
39,336
1,534,463
6,480
7,330,450
589,354
2,771,597
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Consolidated Rutile, Ltd.
Coplex Resources NL
Copperco, Ltd.
Corporate Express Australia, Ltd.
1,468,122
231,400
1,623,150
743,408
715,286
17,045
1,203,873
4,286,764
204
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Count Financial, Ltd.
Coventry Group, Ltd.
CP1, Ltd.
CPI Group, Ltd.
Crane Group, Ltd.
Credit Corp. Group, Ltd.
Crescent Gold, Ltd.
Croesus Mining NL
CuDeco, Ltd.
Cue Energy Resources, Ltd.
Customers, Ltd.
Cytopia, Ltd.
Danks Holdings, Ltd.
David Jones, Ltd.
Deep Yellow, Ltd.
Devine, Ltd.
Dioro Exploration NL
Dkn Financial Group, Ltd.
Dominion Mining, Ltd.
Downer EDI, Ltd.
Dragon Mining, Ltd.
Drillsearch Energy, Ltd.
DUET Group
Dyno Nobel, Ltd.
Eastern Star Gas, Ltd.
Echelon Resources, Ltd.
Ellex Medical Lasers, Ltd.
Emporer Mines, Ltd.
Energy Developments, Ltd.
Energy World Corp., Ltd.
engin, Ltd.
Envestra, Ltd.
Environmental Clean Technologies, Ltd.
Envirozel, Ltd.
Epsilon Energy, Ltd.
Equigold NL
ERG, Ltd.
Espreon, Ltd.
Euroz, Ltd.
1,001,022
129,401
297,500
68,585
258,257
144,300
1,124,856
878,058
273,378
452,354
3,251,890
187,724
10,425
1,811,835
3,542,111
580,457
2,497,132
750
418,308
956,944
1,665,100
1,263,357
2,459,415
2,360,213
2,177,532
7,950
162,000
1,284,668
610,339
4,669,617
674,773
3,567,552
13,473
710,966
14,624
747,635
3,388,940
178,000
4,019
$
2,346,021
371,455
168,546
19,956
3,672,984
1,261,865
302,086
197,628
737,852
88,450
557,615
96,536
76,258
7,676,011
1,171,241
568,741
234,361
1,111
970,457
5,071,847
149,103
179,209
6,798,409
4,815,152
824,500
5,929
104,840
71,042
1,768,451
3,625,298
80,337
3,242,580
1,321
302,358
2,139
1,319,610
346,053
84,400
13,416
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Falcon Minerals, Ltd.
Fantastic Holdings, Ltd.
Felix Resources, Ltd.
First Australian Resources, Ltd.
FKP, Ltd.
Fleetwood Corp., Ltd.
Flight Centre, Ltd.
Forest Enterprises Australia, Ltd.
Forge Group, Ltd.
Funtastic, Ltd.
Futuris Corp., Ltd.
Gale Pacific, Ltd.
Gazal Corp., Ltd.
595,369
363,333
790,316
1,610,976
924,056
201,720
350,031
1,513,062
170,828
658,433
2,990,467
125,851
104,542
164,805
1,192,860
3,048,268
151,852
5,292,042
1,549,323
5,620,905
767,291
85,287
807,025
5,983,753
52,995
206,461
205
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Genetic Technologies, Ltd.
Geodynamics, Ltd.
Gindalbie Metals, Ltd.
Giralia Resources NL
Glengarry Resources, Ltd.
Globe International, Ltd.
Gold Aura, Ltd.
Golden Gate Petroleum, Ltd.
Goldsearch, Ltd.
Goldstream Mining NL
Gowing Bros., Ltd.
Graincorp, Ltd. Series A
Grange Resources, Ltd.
GRD, Ltd.
Great Gold Mines NL
Great Southern, Ltd.
Greater Pacific Gold, Ltd.
GUD Holdings, Ltd.
Gunns, Ltd.
GVM Metals, Ltd.
GWA International, Ltd.
Hastie Group, Ltd.
Havilah Resources NL
Healthscope, Ltd.
Herald Resources, Ltd.
Heron Resources, Ltd.
HGL, Ltd.
Highlands Pacific, Ltd.
Hills Industries, Ltd.
Home Building Society, Ltd.
830,383
626,294
1,817,381
599,030
768,955
88,283
61,645
480,988
1,044,199
564,840
79,311
240,483
422,979
804,346
17,866
1,324,686
2,677,443
251,647
1,457,920
161,382
1,166,276
385,000
255,570
967,031
763,346
673,833
99,995
2,651,500
728,235
130,458
$
98,198
840,185
2,722,417
264,530
71,751
93,329
4,259
125,701
61,206
216,487
238,695
2,107,872
799,846
1,520,368
437
2,540,214
52,143
2,278,912
3,879,346
128,232
4,069,490
1,350,711
395,849
4,347,782
760,369
470,742
180,143
303,020
4,003,183
1,868,837
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Horizon Oil, Ltd.
Housewares International, Ltd.
HPAL, Ltd.
Hutchison Telecommunications (Australia), Ltd.
Hyro, Ltd.
IBA Health, Ltd.
IBT Education, Ltd.
ICSGlobal, Ltd.
iiNet, Ltd.
Iluka Resources, Ltd.
Imdex, Ltd.
Imugene, Ltd.
Incitec Pivot, Ltd.
Independence Group NL
Independent Practitioner Network, Ltd.
Indo Mines, Ltd.
Indophil Resources NL
Industrea, Ltd.
Infomedia, Ltd.
Institute of Drug Technology Australia, Ltd.
Integrated Research, Ltd.
Intellect Holdings, Ltd.
2,936,144
521,039
478,879
1,839,781
1,500,097
2,008,834
1,120,509
177,934
487,339
974,850
703,684
474,785
226,180
464,362
457,414
108,199
1,510,858
2,261,223
1,307,138
82,205
261,513
48,362
749,486
978,450
980,661
232,653
314,480
1,690,389
1,945,058
34,654
666,190
4,420,567
770,300
85,033
12,108,940
2,187,559
111,950
96,410
1,081,776
763,070
658,410
143,685
89,906
3,880
206
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Intermoco, Ltd.
International All Sports, Ltd.
Intrepid Mines, Ltd.
Investika, Ltd.
Invocare, Ltd.
IOOF Holdings, Ltd.
Iress Market Technology, Ltd.
IWL, Ltd.
Ixla, Ltd.
Jabiru Metals, Ltd.
JB Hi-Fi, Ltd.
Jervois Mining, Ltd.
Jubilee Mines NL
Jumbuck Entertainment, Ltd.
Just Group, Ltd.
K&S Corp., Ltd.
Kagara Zinc, Ltd.
Keycorp, Ltd.
Kimberley Diamond Co. NL
Kings Minerals NL
Kingsgate Consolidated, Ltd.
2,462,900
58,815
320,115
3,500
407,279
269,945
466,639
231,277
89,921
1,535,794
436,528
6,501,013
494,194
7,000
911,500
146,366
831,710
215,466
1,696,958
1,545,562
374,761
$
59,801
13,025
59,835
12,952
2,067,415
2,200,839
3,124,374
1,195,493
1,693
1,567,956
4,463,369
105,419
6,205,544
6,822
3,360,511
408,287
3,446,418
55,105
924,231
959,927
1,405,268
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Kresta Holdings, Ltd.
Lafayette Mining, Ltd.
Lakes Oil NL
Lemarne Corp., Ltd.
Leyshon Resources, Ltd.
Life Therapeutics, Ltd.
Lighting Corp., Ltd.
Lion Selection Ltd
Lipa Pharmaceuticals, Ltd.
Longreach Group, Ltd.
Lycopodium, Ltd.
Lynas Corp., Ltd.
MacArthur Coal, Ltd.
MacMahon Holdings, Ltd.
Macmin Silver, Ltd.
Macquarie Corporate Telecommunications, Ltd.
Macquarie Media Group, Ltd.
Magnesium International, Ltd.
Marion Energy, Ltd.
Maryborough Sugar Factory, Ltd.
Matrix Oil NL
MaxiTRANS Industries, Ltd.
McGuigan Simeon Wines, Ltd.
McMillan Shakespeare, Ltd
McPherson’s, Ltd.
Melbourne IT, Ltd.
Mercury Mobility, Ltd.
Mermaid Marine Australia, Ltd.
Metabolic Pharmaceuticals, Ltd.
Metal Storm, Ltd.
MFS Diversified Group
507,262
3,463,956
8,526,651
30,790
103,357
393,649
180,200
151,880
311,120
92,007
30,000
1,790,301
764,173
2,127,439
1,807,467
35,019
683,714
60,138
892,824
2,512
2,091
637,133
528,112
189,224
256,544
317,833
232,538
562,366
1,162,738
2,280,892
425,546
120,663
121,889
76,857
74,250
39,416
119,838
116,544
182,730
235,407
2,544
100,595
1,354,944
4,335,682
2,649,996
307,521
26,236
2,551,523
2,628
790,503
5,714
374
343,480
802,145
701,396
690,325
921,118
56,145
736,982
54,937
236,005
316,648
207
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MFS Living and Leisure Group
MFS, Ltd.
Midwest Corp., Ltd.
Mikoh Corp., Ltd.
Mincor Resources NL
Mineral Deposits, Ltd.
Mineral Securities, Ltd.
Mitchell Communications Group, Ltd.
Molopo Australia, Ltd.
Monadelphous Group, Ltd.
Morning Star Gold NL
Mortgage Choice, Ltd.
576,176
674,980
721,271
611,820
786,558
1,248,975
34,829
892,141
2,305,213
345,529
25,000
492,300
$
422,810
2,492,569
1,430,277
198,589
2,110,638
1,355,338
44,333
852,064
421,436
3,797,597
6,117
1,005,806
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Mosaic Oil NL
Mount Gibson Iron, Ltd.
Multiemedia, Ltd.
Murchison Metals, Ltd.
Murchison United NL
MXL, Ltd.
MYOB, Ltd.
Namoi Cotton Cooperative, Ltd.
National Can Industries, Ltd.
National Hire Group, Ltd.
New Hope Corp., Ltd.
Nexus Energy, Ltd.
Niagara Mining, Ltd.
Nido Petroleum, Ltd.
North Australian Diamonds, Ltd.
Norwood Abbey, Ltd.
Novogen, Ltd.
Nufarm, Ltd.
NuSep, Ltd.
Nylex, Ltd.
Oakton, Ltd.
Occupational & Medical Innovations, Ltd.
OceanaGold Corp.
Onesteel, Ltd.
Optiscan Imaging, Ltd.
Orbital Corp., Ltd.
OrotonGroup, Ltd.
Over Fifty Group, Ltd.
Pacific Brands, Ltd.
Pan Australian Resources, Ltd.
Pan Pacific Petroleum NL
Panbio, Ltd.
Paperlinx, Ltd.
Payce Consolidated, Ltd.
PCH Group, Ltd.
Peet, Ltd.
People Telecom, Ltd.
Peplin, Ltd.
Peptech, Ltd.
Perilya, Ltd.
1,892,182
3,240,121
13,645,745
413,000
850,000
2,132,080
1,540,742
196,490
97,017
102,000
3,369,563
1,775,189
535,990
3,072,766
3,646,488
326,063
391,594
410,674
17,442
146,174
351,231
31,208
554,539
1,339,697
37,101
1,883,099
79,968
38,567
2,102,119
5,869,638
1,477,858
58,078
1,840,157
29,670
730,056
923,558
535,431
391,543
686,367
780,778
215,611
4,013,952
100,515
1,460,025
75,954
64,843
1,523,146
96,618
140,235
145,768
5,464,898
2,574,407
379,326
649,069
92,531
12,531
608,704
4,705,091
5,853
178,995
1,549,572
15,340
1,384,282
6,640,320
12,253
338,595
197,712
67,348
5,800,510
3,255,273
294,749
17,002
5,090,160
68,236
651,276
2,984,130
26,377
275,819
749,174
2,439,484
208
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Perseverance Corp., Ltd.
Petra Diamonds, Ltd.
Petsec Energy, Ltd.
2,968,383
65,193
639,916
$
208,197
201,157
694,206
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Pharmaxis, Ltd.
Photon Group, Ltd.
Planet Gas, Ltd.
Plantcorp NL
Platinum Australia, Ltd.
PMP, Ltd.
Polartechnics, Ltd.
Port Bouvard, Ltd.
Portman, Ltd.
PPK Group, Ltd.
Prana Biotechnology, Ltd.
Precious Metals Australia, Ltd.
Primary Health Care, Ltd.
Prime Television, Ltd.
Progen Pharmaceuticals, Ltd.
Programmed Maintenance Service, Ltd.
pSvida, Ltd.
Ramsay Health Care, Ltd.
Raptis Group, Ltd.
RCR Tomlinson, Ltd.
Reckon, Ltd.
Redflex Holdings, Ltd.
Redport, Ltd.
Reece Australia, Ltd.
Renison Consolidated Mines NL
Repcol, Ltd.
Resolute Mining, Ltd.
Resonance Health, Ltd.
Resource Pacific Holdings, Ltd.
Reverse Corp., Ltd.
Ridley Corp., Ltd.
Riversdale Mining, Ltd.
Roc Oil Co., Ltd.
Rock Building Society, Ltd.
Ross Human Directions, Ltd.
Rubicon Resources, Ltd.
Ruralco Holdings, Ltd.
SAI Global, Ltd.
Salinas Energy, Ltd.
Sally Malay Mining, Ltd.
Salmat, Ltd.
Samson Oil & Gas, Ltd.
Schaffer Corp., Ltd.
SDI, Ltd.
Seek, Ltd.
Select Harvests, Ltd.
Senetas Corp., Ltd.
Servcorp, Ltd.
Service Stream, Ltd.
774,099
78,462
735,200
4,329
772,845
1,261,196
396,423
433,220
369,800
99,965
195,424
403,073
530,504
421,327
190,880
369,399
1,918,197
587,531
12,000
448,851
141,500
365,903
1,380,196
251,463
1,364,371
554,848
965,575
51,212
860,300
213,432
1,186,778
592,839
1,247,124
25,092
143,511
50,164
69,600
600,131
684,885
747,085
491,833
677,329
33,766
371,254
254,100
164,364
1,846,596
275,907
719,455
2,579,279
402,675
180,038
—
1,100,905
1,613,413
150,375
669,018
2,869,317
78,033
44,018
665,270
4,733,715
1,249,387
615,630
1,706,108
180,628
5,048,017
10,756
885,904
160,807
935,023
248,517
5,663,565
63,442
45,412
1,114,996
594
1,260,805
759,155
1,051,854
1,711,115
3,296,688
104,750
70,210
5,117
227,745
1,609,473
257,811
2,445,082
1,927,144
101,906
249,373
153,119
1,699,563
1,293,508
158,065
1,116,561
1,274,584
209
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Shield Mining, Ltd.
Silex System, Ltd.
Sino Gold Mining, Ltd.
Sino Strategic International, Ltd.
Sipa Resources International N.L.
Sirtex Medical, Ltd.
Skilled Group, Ltd.
SMS Management & Technology, Ltd.
Southern Cross Broadcasting (Australia), Ltd.
Southern Pacific Petroleum NL
SP Telemedia, Ltd.
Specialty Fashion Group, Ltd.
Sphere Investments, Ltd.
Sphere Investments, Ltd.
Spotless Group, Ltd.
ST Synergy, Ltd.
St. Barbara, Ltd.
Staging Connections Group, Ltd.
Starpharma Holdings, Ltd.
Straits Resources, Ltd.
Strategic Minerals Corp. NL
Strathfield Group, Ltd.
Structural Systems, Ltd.
Stuart Petroleum, Ltd.
STW Communications Group, Ltd.
Sundance Resources, Ltd.
Sunland Group, Ltd.
Super Cheap Auto Group, Ltd.
Sydney Attractions Group, Ltd.
Sydney Gas, Ltd.
Symex Holdings, Ltd.
Symex Holdings, Ltd.
Talent2 International, Ltd.
Tamaya Resources, Ltd.
Tandou, Ltd.
Tap Oil, Ltd.
Tassal Group, Ltd.
Technology One, Ltd.
Tectonic Resources NL
Ten Network Holdings, Ltd.
Tennant Creek Gold, Ltd.
TFS Corp., Ltd.
Thakral Holdings Group
The Reject Shop, Ltd.
Timbercorp, Ltd.
72,292
568,711
722,503
130,864
250,000
216,786
421,410
264,793
273,824
698,740
1,630,898
807,082
445,662
7,555
904,373
33,420
3,302,450
307,232
497,958
799,500
358,100
492,553
129,682
201,731
865,493
5,993,157
1,306,299
444,706
83,067
661,636
311,160
44,451
402,414
1,972,779
10,230
626,490
519,693
1,235,590
259,183
1,658,273
418,423
582,530
2,527,142
106,726
1,270,296
$
19,188
3,996,941
3,557,306
191,684
22,433
637,760
1,894,828
1,445,111
3,902,591
—
638,382
1,120,477
1,204,178
—
3,181,241
15,044
1,282,090
389,200
150,243
2,879,665
29,578
17,739
278,898
141,583
1,872,810
2,324,730
4,190,503
1,742,143
386,200
175,243
177,821
25,467
921,478
415,900
3,970
950,676
1,429,174
1,079,218
17,980
3,557,617
212,286
471,797
2,181,803
1,207,962
2,033,144
*
*
*
#*
#
#
Toodyay Resources, Ltd.
Tooth & Co., Ltd.
Tower Australia Group, Ltd.
Tox Free Solutions, Ltd.
Transfield Services, Ltd.
Troy Resources NL
Trust Co., Ltd.
20,163
153,000
626,340
256,486
768,280
211,665
80,260
363
8,014
1,115,029
457,930
8,235,653
485,189
762,059
210
*
*
#
*
*
Unilife Medical Solutions, Ltd.
Union Resources, Ltd.
United Group, Ltd.
Universal Resources, Ltd.
Unwired Group, Ltd.
UXC, Ltd.
# * Ventracor, Ltd.
* Victoria Petroleum NL
* View Resources, Ltd.
* Village Life, Ltd.
Village Roadshow, Ltd.
# Vision Group Holdings, Ltd.
Waterco, Ltd.
# Watpac, Ltd.
# Wattyl, Ltd.
* Webjet, Ltd.
Webster, Ltd.
* Wedgetail Mining, Ltd.
* Wentworth Holdings, Ltd.
# * Western Areas NL
# WHK Group, Ltd.
Wide Bay Australia, Ltd.
Willmott Forests, Ltd.
* Zinc Co. Australia, Ltd.
TOTAL COMMON STOCKS
544,389
1,290,000
495,348
109,414
892,774
756,873
1,048,486
747,800
1,186,369
203,651
604,343
297,734
34,448
416,151
378,352
323,932
135,392
904,454
316,666
694,336
955,148
47,718
51,672
120,894
$
109,047
21,040
7,020,725
6,863
233,722
1,518,843
539,381
88,525
293,535
6,002
1,571,526
797,437
34,105
1,801,373
1,022,437
338,067
153,970
125,035
54,565
2,488,428
1,579,357
474,240
67,423
53,431
573,884,819
PREFERRED STOCKS — (0.1%)
Village Roadshow, Ltd. Class A
334,417
865,223
RIGHTS/WARRANTS — (0.0%)
* Agenix, Ltd. Options 06/30/11
* Amcom Telecommunications, Ltd. Options 12/31/09
* Aurora Oil and Gas, Ltd. Rights 11/01/07
* Ballarat South Gold, Ltd. Warrants
* ChemGenex Pharmaceuticals, Ltd. Options 02/08/12
27,831
596,711
57,418
6,458
14,656
2,563
24,419
3,760
—
4,918
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Chrome Corp., Ltd. Options 09/30/09
Cluff Resources Pacific NL Rights 06/07/07
Emerald Oil & Gas NL Warrants 05/31/08
Geodynamics, Ltd. Rights 01/31/08
Gold Aura, Ltd. Options 03/31/09
Havilah Resources NL Issue 2007 Warrants 04/30/10
Horizon Oil, Ltd. Options 02/28/08
Lakes Oil NL Rights 09/21/07
Macmin Silver, Ltd. Options 10/30/08
Magnesium International, Ltd. Rights 05/31/12
Morning Star Gold NL Options 12/31/08
Nylex, Ltd. Options 12/08/09
OceanaGold Corp. Options 01/01/09
Thor Mining P.L.C. Warrants 06/15/09
Victoria Petroleum NL Rights 01/31/10
1,600
303,915
2,091
71,334
10,274
2,017
132,777
2,842,217
56,483
13,667
12,500
37,267
75,419
16,736
127,012
38
746
188
23,645
227
1,832
7,064
2,326
3,698
447
1,279
14,336
25,925
1,301
6,757
211
*
Waterco, Ltd. Rights 09/20/07
TOTAL RIGHTS/WARRANTS
8,612
70
125,539
TOTAL — AUSTRALIA
HONG KONG — (20.4%)
COMMON STOCKS — (20.4%)
* 139 Holdings, Ltd.
ABC Communications (Holdings), Ltd.
Aeon Credit Service (Asia) Co., Ltd.
Alco Holdings, Ltd.
Allan International Holdings, Ltd.
Allied Group, Ltd.
# Allied Properties, Ltd.
* A-Max Holdings, Ltd.
# AMVIG Holdings, Ltd.
* Anex International Holdings, Ltd.
* Applied Development Holdings, Ltd.
* APT Satellite Holdings, Ltd.
* Artel Solutions Group Holdings, Ltd.
* Artfield Group, Ltd.
Arts Optical International Holdings, Ltd.
* Asia Commercial Holdings, Ltd.
# Asia Financial Holdings, Ltd.
Asia Satellite Telecommunications Holdings, Ltd.
Asia Standard Hotel Group, Ltd.
Asia Standard International Group, Ltd.
$
574,875,581
620,000
930,000
740,000
1,468,000
592,000
683,200
12,686,000
16,500,000
1,855,900
152,000
1,243,000
850,000
2,315,000
466,000
730,000
72,800
2,768,908
982,500
25,610,000
17,351,298
25,756
65,592
599,871
905,857
103,021
2,412,844
2,619,310
448,597
2,701,716
8,046
100,592
203,501
10,985
80,682
297,219
12,124
1,600,450
1,920,444
400,250
601,551
*
*
*
*
*
*
*
*
*
*
#*
#
*
*
*
*
*
Asia TeleMedia, Ltd.
Asia Tele-Net & Technology Corp., Ltd.
Asian Union New Media Group, Ltd.
Associated International Hotels, Ltd.
Automated Systems Holdings, Ltd.
B.A.L. Holdings, Ltd.
Baltrans Holdings, Ltd.
Beijing Development (Hong Kong), Ltd.
Belle International Holdings, Ltd.
Bestway International Holdings, Ltd.
Bossini International Holdings, Ltd.
Bright International Group, Ltd.
Build King Holdings, Ltd.
Burwill Holdings, Ltd.
C C Land Holdings, Ltd.
Cafe de Coral Holdings, Ltd.
Capital Estate, Ltd.
Capital Strategic Investment, Ltd.
Carico Holdings, Ltd.
Cash Financial Services Group, Ltd.
Casil Telecommunications Holdings, Ltd.
CATIC International Holdings, Ltd.
CCT Telecom Holdings, Ltd.
CEC International Holdings, Ltd.
Celestial Asia Securities Holdings, Ltd.
Century City International Holdings, Ltd.
Champion Technology Holdings, Ltd.
Chaoda Modern Agriculture (Holdings), Ltd.
2,832,000
521,000
28,920,000
974,000
340,000
974
676,000
166,000
619,120
801,600
3,871,500
710,000
375,756
2,553,200
1,132,000
1,516,000
14,160,000
12,032,500
2,948
427,018
1,420,000
5,332,000
1,724,970
220,279
639,054
39,346,000
4,271,748
3,853,500
301,445
33,365
675,003
1,514,936
103,892
11
381,212
89,602
710,615
46,444
243,543
65,668
18,477
469,616
1,255,616
2,808,961
351,345
548,540
102
34,922
218,679
412,201
336,514
7,355
93,026
1,154,792
898,136
2,968,088
212
*
#*
*
*
*
#
#
#
#*
#
Chen Hsong Holdings, Ltd.
Cheuk Nang (Holdings), Ltd.
Chevalier International Holdings, Ltd.
Chevalier Pacific Holdings, Ltd.
Chia Hsin Cement Greater China Holding Corp.
China Aerospace International Holdings, Ltd.
China Best Group Holding, Ltd.
China Credit Holdings, Ltd.
China Digicontent Co., Ltd.
China Electronics Corp. Holdings Co., Ltd.
China Everbright International, Ltd.
China Foods, Ltd.
China Gas Holdings, Ltd.
China Grand Forestry Resources, Ltd.
China Green (Holdings), Ltd.
1,576,000
246,825
733,482
355,250
642,000
5,213,980
9,296,000
3,464,000
2,710,000
890,250
3,023,200
3,622,800
7,602,500
10,932,000
1,529,200
$
1,272,475
202,930
822,811
206,214
282,666
826,116
196,187
133,096
3,475
420,795
1,175,087
2,317,943
2,553,694
3,783,226
1,296,054
*
*
#
#*
*
*
*
*
*
*
#*
#*
*
#
*
#
#*
China Haidian Holdings, Ltd.
China Hong Kong Photo Products Holdings, Ltd.
China Investments Holdings, Ltd.
China Metal International Holdings, Ltd.
China Mining Resources Group, Ltd.
China Motion Telecom International, Ltd.
China Motor Bus Co., Ltd.
China Oil & Gas Group, Ltd.
China Oriental Group Co., Ltd.
China Pharmaceutical Group, Ltd.
China Power International Development, Ltd.
China Rare Earth Holdings, Ltd.
China Resources Logic, Ltd.
China Rich Holdings, Ltd.
China Sciences Conservational Power, Ltd.
China Sci-Tech Holdings, Ltd.
China Seven Star Shopping, Ltd.
China Shineway Pharmaceutical Group, Ltd.
China Solar Energy Holdings, Ltd.
China Star Entertainment, Ltd.
China Wireless Technologies, Ltd.
China Zirconium, Ltd.
Chinese People Gas Holdings Co., Ltd.
Chinney Investments, Ltd.
Chitaly Holdings, Ltd.
Chong Hing Bank, Ltd.
Chow Sang Sang Holdings International, Ltd.
Chu Kong Shipping Development Co., Ltd.
Chuang’s China Investments, Ltd.
Chuang’s Consortium International, Ltd.
Chun Wo Holdings, Ltd.
Chung Tai Printing Holdings, Ltd.
CITIC 21CN Co., Ltd.
City e-Solutions, Ltd.
City Telecom (HK), Ltd.
4,061,000
1,909,000
210,000
2,844,000
9,768,100
5,080,000
74,000
1,573,200
6,922,974
3,810,000
5,559,800
2,313,700
7,086,000
676,000
210,400
278,600
8,410,000
1,927,800
9,802,905
440,292
2,576,000
1,164,000
7,760,000
1,144,000
550,000
1,197,000
1,513,680
1,584,000
3,082,500
3,534,884
2,002,926
548,000
7,698,800
186,000
1,402,000
564,944
216,768
12,919
1,170,719
1,626,001
508,153
573,941
214,611
3,489,165
1,690,496
2,762,437
637,510
946,389
31,995
19,427
9,111
681,629
1,273,925
678,867
16,092
959,435
173,331
587,470
159,625
157,956
2,777,890
1,655,892
425,299
501,528
652,723
408,820
157,351
975,835
30,849
339,592
213
#*
*
#
#
*
Clear Media, Ltd.
Climax International Co., Ltd.
CNT Group, Ltd.
Coastal Greenland, Ltd.
COL Capital, Ltd.
Comba Telecom Systems Holdings, Ltd.
Compass Pacific Holdings, Ltd.
Computer & Technologies Holdings, Ltd.
1,135,000
40,700
3,182,693
5,792,000
480,240
1,950,400
624,000
432,000
$
1,162,436
2,140
124,041
1,029,787
413,556
678,255
19,963
62,603
#
#
*
*
*
#*
#
#*
*
#
*
*
*
#
*
*
#
*
*
*
#*
#*
*
#
*
*
#
*
#
*
*
Continental Holdings, Ltd.
Convenience Retail Asia, Ltd.
COSCO International Holdings, Ltd.
Coslight Technology International Group, Ltd.
Cosmos Machinery Enterprises, Ltd.
Crocodile Garments, Ltd.
Cross-Harbour Holdings, Ltd.
Culturecom Holdings, Ltd.
Daisho Microline Holdings, Ltd.
Dan Form Holdings Co., Ltd.
Daqing Petroleum & Chemical Group, Ltd.
Dawnrays Pharmaceutical (Holdings), Ltd.
Dickson Concepts International, Ltd.
Digital China Holdings, Ltd.
DVN Holdings, Ltd.
Dynamic Global Holdings, Ltd.
Dynamic Holdings, Ltd.
Dynasty Fine Wines Group, Ltd.
Eagle Nice (International) Holdings, Ltd.
Easyknit Enterprises Holdings, Ltd.
Easyknit International Holdings, Ltd.
EcoGreen Fine Chemical Group
Eforce Holdings, Ltd.
EganaGoldpfeil Holdings, Ltd.
E-Kong Group, Ltd.
Emperor Capital Group, Ltd.
Emperor Entertainment Hotel, Ltd.
Emperor International Holdings, Ltd.
Enerchina Holdings, Ltd.
ENM Holdings, Ltd.
EPI (Holdings), Ltd.
eSun Holdings, Ltd.
Extrawell Pharmaceutical Holdings, Ltd.
Ezcom Holdings, Ltd.
Fairwood Holdings, Ltd.
Far East Consortium International, Ltd.
Far East Hotels & Entertainment, Ltd.
Far East Pharmaceutical Technology Co., Ltd.
First Natural Foods Holdings, Ltd.
First Pacific Co., Ltd.
First Sign International Holdings, Ltd.
Fong’s Industries Co., Ltd.
Forefront International Holdings, Ltd.
Fortuna International Holdings, Ltd.
98,825
64,000
3,030,600
1,134,000
1,616,400
1,539,000
586,520
9,183,000
1,236,000
2,866,600
8,037,500
1,832,000
816,630
1,908,200
2,398,516
3,522,000
384,000
1,965,400
70,000
2,930,000
1,299,716
1,112,000
2,620,000
4,121,757
620,000
749,672
2,410,000
3,748,360
3,068,800
3,816,000
157,951
2,167,600
5,700,000
72,576
316,600
4,040,750
1,853,000
3,216,000
2,055,000
280,000
1,424,000
1,470,000
658,000
420,480
214
26,496
27,944
3,095,280
560,512
245,091
107,592
649,347
220,584
246,446
313,515
549,398
183,559
843,854
929,398
433,632
109,757
168,975
737,854
20,636
91,272
57,342
535,015
155,726
1,152,325
63,244
105,755
559,540
1,114,607
191,816
245,228
13,233
1,390,530
1,458,981
447
397,831
1,763,122
82,010
—
297,328
188,623
69,483
1,089,480
76,790
14,534
*
*
*
#
*
#*
#
*
*
*
#
*
*
#
*
#
*
#
*
#*
*
#
#
#
*
Founder Holdings, Ltd.
Fountain Set Holdings, Ltd.
Four Seas Food Investment Holdings, Ltd.
Four Seas Mercantile Holdings, Ltd.
Frasers Property China, Ltd.
Freeman Corp., Ltd.
FU JI Food & Catering Services
Fubon Bank Hong Kong, Ltd.
Fujian Holdings, Ltd.
Fujikon Industrial Holdings, Ltd.
Fushan International Energy Group, Ltd.
Geely Automobile Holdings, Ltd.
Genesis Energy Holdings, Ltd.
Get Nice Holdings, Ltd.
GFT Holdings, Ltd.
Giordano International, Ltd.
Global Bio-Chem Technology Group Co., Ltd.
Global Green Tech Group, Ltd.
Global Tech (Holdings), Ltd.
Glorious Sun Enterprises, Ltd.
Gold Peak Industries (Holdings), Ltd.
Goldbond Group Holdings, Ltd.
Golden Harvest Entertainment (Holdings), Ltd.
Golden Meditech Company, Ltd.
Golden Resorts Group, Ltd.
Golden Resources Development International, Ltd.
Gold-Face Holdings, Ltd.
Goldlion Holdings, Ltd.
Golik Holdings, Ltd.
Grande Holdings, Ltd.
Group Sense (International), Ltd.
Guangnan Holdings, Ltd.
Guangzhou Investment Co., Ltd.
Guo Xin Group, Ltd.
GZI Transport, Ltd.
Hang Fung Gold Technology, Ltd.
Hang Ten Group Holdings, Ltd.
Hans Energy Co., Ltd.
Harbour Centre Development, Ltd.
Heng Tai Consumables Group, Ltd.
Hi Sun Technology (China), Ltd.
High Fashion International, Ltd.
HKC (Holdings), Ltd.
HKR International, Ltd.
Hon Kwok Land Investment Co., Ltd
Honesty Treasure International Holdings, Ltd.
Hong Kong Catering Management, Ltd.
Hong Kong Ferry (Holdings) Co., Ltd.
2,047,100
2,150,000
347,184
592,000
16,477,000
260,491
1,152,200
2,938,000
237,800
912,000
5,614,000
5,938,100
5,810,000
1,566,000
192,000
4,322,000
5,466,600
2,674,000
5,612,000
2,756,000
1,059,250
2,609,500
195,400
1,500,119
16,420,000
1,456,500
2,003,600
2,343,000
930,500
882,000
2,448,000
1,779,600
3,476,000
3,640,000
4,266,700
1,860,482
1,705,850
6,376,000
593,000
2,798,000
3,684,000
268,000
9,073,313
3,715,936
1,132,535
6,280,000
542,796
809,300
207,615
840,220
51,894
265,721
656,533
4,430
3,400,240
1,643,845
24,786
426,077
2,285,197
899,143
356,478
132,751
2,835
2,088,614
2,390,939
1,030,846
35,985
1,329,463
161,704
284,206
75,382
710,356
1,399,567
154,551
—
618,158
51,305
356,792
156,941
497,070
963,655
117,563
2,832,289
344,807
157,987
515,052
1,069,775
534,133
1,006,009
127,390
2,837,358
2,578,596
440,262
369,938
75,990
830,127
*
#*
*
Hong Kong Parkview Group, Ltd.
Hong Kong Pharmaceuticals Holdings, Ltd.
Hongkong Chinese, Ltd.
Hop Hing Holdings, Ltd.
1,130,000
183,400
3,320,000
660,265
108,687
19,522
686,259
52,370
215
*
#
*
#
#*
*
#
*
*
*
#
*
*
*
#
*
*
*
*
Hsin Chong Construction Group, Ltd.
Hua Han Bio-Pharmaceutical Holdings, Ltd.
Huafeng Textile International Group, Ltd.
Hualing Holdings, Ltd.
Hung Hing Printing Group, Ltd.
Hutchison Harbour Ring, Ltd.
Hycomm Wireless, Ltd.
I.T, Ltd.
I-Cable Communications, Ltd.
IDT International, Ltd.
Imagi International Holdings, Ltd.
Integrated Distribution Services Group, Ltd.
Interchina Holdings Co., Ltd.
IPE Group, Ltd.
ITC Corp., Ltd.
Jinhui Holdings Co., Ltd.
Jiuzhou Development Co., Ltd.
Joyce Boutique Holdings, Ltd.
Junefield Department Store Group, Ltd.
K Wah International Holdings, Ltd.
Kader Holdings Co., Ltd.
Kanstar Environmental Paper Products Holdings, Ltd.
Kantone Holdings, Ltd.
Karl Thomson Holdings, Ltd.
Karrie International Holdings, Ltd.
Keck Seng Investments (Hong Kong), Ltd.
Kee Shing Holdings
Kin Yat Holdings, Ltd.
King Fook Holdings, Ltd.
King Pacific International Holdings, Ltd.
Kingdee International Software Group Co., Ltd.
Kingmaker Footwear Holdings, Ltd.
Kingway Brewery Holdings, Ltd.
Kong Sun Holdings, Ltd.
KPI Co., Ltd.
KTP Holdings, Ltd.
Kwoon Chung Bus Holdings, Ltd.
Lai Fung Holdings, Ltd.
Lai Sun Development Co., Ltd.
1,569,658
1,888,000
1,496,400
12,708,000
1,603,275
17,106,000
4,709,000
2,734,000
4,440,000
6,240,183
3,037,000
775,000
15,155,000
1,740,000
4,553,728
1,348,000
2,632,000
1,530,000
256,000
6,104,405
545,600
1,220,000
7,744,894
1,238,000
1,024,000
924,600
886,000
586,000
1,000,000
1,404,200
638,000
1,476,955
4,376,199
2,198,000
396,000
560,400
556,000
18,003,000
36,841,000
$
249,473
642,313
125,066
1,078,982
862,200
1,272,120
78,601
553,334
895,739
244,538
740,685
2,499,004
341,420
243,463
402,845
1,038,605
355,254
76,780
12,682
2,576,820
35,203
42,903
837,112
272,506
177,885
647,612
108,016
173,033
112,985
21,970
606,872
175,126
1,560,593
7,047
27,557
58,923
90,309
979,970
1,119,506
*
*
*
#
Lai Sun Garment (International), Ltd.
Lam Soon (Hong Kong), Ltd.
Le Saunda Holdings, Ltd.
Leading Spirit High-Tech Holdings Co., Ltd.
Lee & Man Holdings, Ltd.
Lerado Group (Holding) Co., Ltd.
LifeTec Group, Ltd.
Lippo, Ltd.
Liu Chong Hing Investment, Ltd.
Luen Thai Holdings, Ltd.
Luk Fook Holdings (International), Ltd.
Luks Industrial Group, Ltd.
Lung Kee (Bermuda) Holdings, Ltd.
4,010,000
302,310
1,424,000
2,310,000
1,780,000
1,602,000
3,969,000
1,171,760
829,200
1,345,000
1,192,000
1,301,555
1,631,875
344,729
184,313
261,256
2,962
637,937
182,812
134,885
1,051,896
1,222,035
174,562
768,929
1,427,177
798,827
216
*
*
#*
*
*
*
#
#
#
#
#
#*
#*
*
#
*
*
*
#
M Dream Inworld Group, Ltd.
Macau Prime Properties Holdings, Ltd.
Macau Success, Ltd.
MACRO-LINK International Investment Co., Ltd.
Mae Holdings, Ltd.
Magnificent Estates, Ltd.
Magnum International Holdings, Ltd.
Mainland Headwear Holdings, Ltd.
Man Yue International Holdings, Ltd.
Matrix Holdings, Ltd.
Matsunichi Communications Holdings, Ltd.
Mei Ah Entertainment Group, Ltd.
Melbourne Enterprises, Ltd.
Midas International Holdings, Ltd.
Midland Holdings, Ltd.
Min Xin Holdings, Ltd.
Mingyuan Medicare Development Co., Ltd.
Minmetals Holdings, Ltd.
Minmetals Resources, Ltd.
Mirabell International Holdings, Ltd.
Miramar Hotel & Investment Co., Ltd.
Morning Star Resources, Ltd.
Moulin Global Eyecare Holdings, Ltd.
Nam Tai Electronic & Electrical Products, Ltd.
Nan Hai Corp., Ltd.
Nanyang Holdings, Ltd.
National Electronics Holdings, Ltd.
Natural Beauty Bio-Technology, Ltd.
Neo-China Group (Holdings), Ltd.
New Century Group Hong Kong, Ltd.
3,054
5,460,920
5,560,000
1,036,250
11,100
12,744,000
112,500
765,600
1,084,000
987,965
1,914,000
1,142,000
45,500
774,000
2,078,000
1,137,200
5,978,100
1,780,000
4,045,780
436,000
788,000
1,845,000
699,274
1,920,000
181,172,743
137,500
2,156,000
4,980,000
12,673,900
11,523,680
$
4
335,433
598,644
114,953
1,457
480,899
38,653
255,377
301,047
227,067
1,295,110
146,454
292,897
135,362
1,465,326
592,920
999,312
695,544
2,534,594
188,443
1,244,838
34,482
—
438,885
4,324,482
322,471
148,902
1,082,014
3,174,962
411,099
*
*
#
*
#
#
#
*
#
*
#
#
New Island Printing Holdings, Ltd.
New Smart Energy Group, Ltd.
New World Mobile Holdings, Ltd.
Newocean Green Energy Holdings, Ltd.
Next Media, Ltd.
Ngai Lik Industrial Holdings, Ltd.
Norstar Founders Group, Ltd.
Orient Power Holdings, Ltd.
Oriental Press Group, Ltd.
Oriental Watch Holdings, Ltd.
Pacific Andes International Holdings, Ltd.
Pacific Basin Shipping, Ltd.
Pacific Century Premium Developments, Ltd.
Pacific Plywood Holdings, Ltd.
Paliburg Holdings, Ltd.
Paul Y Engineering Group, Ltd.
Peace Mark Holdings, Ltd.
Pearl Oriental Innovation, Ltd.
Pegasus International Holdings, Ltd.
Perfectech International Holdings, Ltd.
Pico Far East Holdings, Ltd.
Playmates Holdings, Ltd.
176,000
432,800
22,140
513,120
6,410,000
1,730,000
3,256,000
804,000
6,256,000
610,000
4,656,000
1,202,000
6,470,000
886,000
16,858,000
62,822
2,738,022
775,200
226,000
571,450
3,238,000
5,047,000
18,960
20,822
16,633
52,028
1,835,958
124,373
1,209,434
19,384
1,005,176
252,863
1,336,870
2,156,593
1,885,323
38,137
691,213
10,606
4,075,087
107,684
42,214
82,932
954,858
584,201
217
*
#
*
#
*
#
#
#
*
*
#
*
*
#
Pokfulam Development Co., Ltd.
Pokphand (C.P.) Co., Ltd.
Poly Hong Kong Investment, Ltd.
Poly Investments Holdings, Ltd.
Ports Design, Ltd.
Premium Land, Ltd.
Prime Success International Group, Ltd.
Proview International Holdings, Ltd.
Public Financial Holdings, Ltd.
PYI Corp., Ltd.
Pyxis Group, Ltd.
Qin Jia Yuan Media Services Co., Ltd.
QPL International Holdings, Ltd.
Quality Healthcare Asia, Ltd.
Raymond Industrial, Ltd.
Regal Hotels International Holdings, Ltd.
Riche Multi-Media Holdings, Ltd.
Rivera Holdings, Ltd.
Riverhill Holdings, Ltd.
Road King Infrastructure, Ltd.
Roadshow Holdings, Ltd.
234,000
5,970,000
3,438,000
267,000
1,507,500
645,000
4,538,000
1,584,884
2,876,000
4,094,129
1,936,000
1,303,382
2,009,000
478,995
675,400
24,144,000
706,000
5,710,000
4,072
1,862,000
1,456,000
$
197,998
234,431
3,439,949
64,257
4,064,435
104,409
2,884,701
244,693
1,891,234
1,706,246
57,116
607,053
121,404
193,407
136,767
1,862,504
42,337
388,781
56
3,385,892
147,494
#
*
*
*
*
#*
*
#
*
#
*
#
*
*
#
#
*
*
S.A.S. Dragon Holdings, Ltd.
Sa Sa International Holdings, Ltd.
Safety Godown Co., Ltd.
San Miguel Brewery Hong Kong, Ltd.
Sanyuan Group, Ltd.
SCMP Group, Ltd.
Sea Holdings, Ltd.
Seapower Resources International, Ltd.
SEEC Media Group, Ltd.
Shanghai Allied Cement, Ltd.
Shanghai Zenghai Property, Ltd.
Shaw Brothers Hong Kong, Ltd.
Shell Electric Manufacturing Co., Ltd.
Shenyin Wanguo (Hong Kong), Ltd.
Shenzhen International Holdings, Ltd.
Shougang Concord Century Holdings, Ltd.
Shougang Concord Grand (Group), Ltd.
Shougang Concord International Enterprises Co., Ltd.
Shougang Concord Technology Holdings, Ltd.
Shui On Construction & Materials, Ltd.
Shun Ho Resources Holdings, Ltd.
Shun Ho Technology Holdings, Ltd.
Silver Grant International Industries, Ltd.
Sincere Co., Ltd.
Sing Tao News Corp., Ltd.
Singamas Container Holdings, Ltd.
Sino Biopharmaceutical, Ltd.
Sino Gas Group, Ltd.
Sino Golf Holdings, Ltd.
Sino Prosper Holdings, Ltd.
SinoCom Software Group, Ltd.
1,696,000
3,260,000
408,000
612,800
415,000
4,380,000
832,000
16,551,680
2,550,000
1,152,080
13,402,000
780,000
1,254,172
1,212,500
25,905,700
3,916,000
2,451,000
14,673,900
2,639,809
736,000
483,000
1,037,452
5,033,000
505,500
1,842,000
1,608,000
5,880,000
3,277,600
438,000
2,390,000
2,316,800
284,927
1,084,468
283,710
132,006
7,983
1,507,458
627,163
671,794
98,099
635,312
837,053
1,477,385
1,159,143
2,151,921
2,988,322
509,167
282,134
5,070,244
339,508
2,320,582
114,755
186,132
1,216,488
33,379
354,740
996,216
1,338,598
163,086
47,146
81,981
337,377
218
*
*
#*
*
*
#
Sinocan Holdings, Ltd.
Sino-i Technology, Ltd.
Sinolink Worldwide Holdings, Ltd.
Sinopec Kantons Holdings, Ltd.
Skyfame Realty Holdings, Ltd.
Skyworth Digital Holdings, Ltd.
Smartone Telecommunications Holdings, Ltd.
SMI Publishing Group, Ltd.
Softbank Investment International (Strategic), Ltd.
Solartech International Holdings, Ltd.
Solomon Systech International, Ltd.
South China Financial Holdings
350,000
51,703,158
7,838,500
2,451,700
2,737,750
5,303,700
1,313,000
250,511
7,398,000
49,600
6,810,000
4,872,000
$
1,751
1,097,221
2,347,401
758,737
649,597
680,770
1,647,479
482
180,254
4,771
568,061
98,505
#
#
*
*
#
*
#
*
#
*
*
#*
*
#
*
#
*
*
*
*
#
South China (China), Ltd.
Southeast Asia Properties & Finance, Ltd.
SRE Group, Ltd.
Starlight International Holdings, Ltd.
Starlite Holdings, Ltd.
Stelux Holdings International, Ltd.
Styland Holdings, Ltd.
Sun Hing Vision Group Holdings, Ltd.
Sun Hung Kai & Co., Ltd.
Sun Innovation Holdings, Ltd.
Sunway International Holdings, Ltd.
SW Kingsway Capitol Holdings, Ltd.
Symphony Holdings, Ltd.
Tack Fat Group International, Ltd.
Tack Hsin Holdings, Ltd.
Tai Cheung Holdings, Ltd.
Tai Fook Securities Group, Ltd.
Tai Sang Land Development, Ltd.
Tak Shun Technology Group, Ltd.
Tak Sing Alliance Holdings, Ltd.
Tan Chong International, Ltd.
TCC International Holdings, Ltd.
TCL Communication Technology Holdings, Ltd.
TCL Multimedia Technology Holdings, Ltd.
Technology Venture Holdings, Ltd.
Techtronic Industries Co., Ltd.
Termbray Industries International (Holdings), Ltd.
Tern Properties Co., Ltd.
Texhong Textile Group, Ltd.
Texwinca Holdings, Ltd.
The Sun’s Group, Ltd.
Tian An China Investments Co., Ltd.
Tian Teck Land, Ltd.
Tianjin Development Holdings, Ltd.
Tidetime Sun (Group), Ltd.
Titan Petrochemicals Group, Ltd.
Tomorrow International Holdings, Ltd.
Tongda Group Holdings, Ltd.
Tonic Industries Holdings, Ltd.
Top Form International, Ltd.
5,620,000
263,538
5,047,508
1,903,792
694,000
1,307,702
101,808
358,000
2,913,600
14,203
866,000
2,206,000
4,305,000
4,448,000
542,000
1,641,000
1,506,000
576,984
3,723,200
2,909,865
1,212,000
1,124,000
4,161,000
12,608,300
586,000
1,010,000
2,304,900
61,200
1,930,000
3,610,000
25,506
3,081,275
1,098,000
2,210,200
196,280
10,420,000
1,296,420
8,210,000
1,380,000
2,760,000
533,340
63,539
2,209,721
423,396
38,242
155,508
287
188,103
4,000,899
3,399
42,004
104,967
491,260
709,585
28,363
1,092,219
867,270
282,011
449,295
933,317
350,506
1,118,180
136,322
777,690
41,415
1,139,705
449,295
39,086
297,353
2,955,266
5,051
3,984,976
786,751
2,593,423
7,265
812,873
53,217
527,601
43,134
420,880
219
*
Topsearch International (Holdings), Ltd.
Tristate Holdings, Ltd.
Truly International Holdings, Ltd.
234,000
188,000
1,288,000
$
20,502
62,452
2,368,551
Tungtex (Holdings) Co., Ltd.
Tysan Holdings, Ltd.
* United Power Investment, Ltd.
Universe International Holdings, Ltd.
Upbest Group, Ltd.
U-Right International Holdings, Ltd.
USI Holdings, Ltd.
Van Shung Chong Holdings, Ltd.
Varitronix International, Ltd.
Vedan International (Holdings), Ltd.
Veeko International Holdings, Ltd.
# Victory City International Holdings, Ltd.
Vital Biotech Holdings, Ltd.
Vitasoy International Holdings, Ltd.
* VODone, Ltd.
# * Vongroup, Ltd.
VS International Group, Ltd.
VST Holdings, Ltd.
Vtech Holdings, Ltd.
Wah Ha Realty Co., Ltd.
* Wah Nam International Holdings, Ltd.
Wai Kee Holdings, Ltd.
Wang On Group, Ltd.
* Warderly International Holdings, Ltd.
* Willie International Holdings, Ltd.
* Winfoong International, Ltd.
# Wing On Co. International, Ltd.
* Wing Shan International, Ltd.
Wong’s International (Holdings), Ltd.
* Wonson International Holdings, Ltd.
* World Houseware (Holdings), Ltd.
# Xinyi Glass Holding Co., Ltd.
Y. T. Realty Group, Ltd.
Yangtzekiang Garment Manufacturing Co., Ltd.
* Yaohan International Holdings, Ltd.
Yau Lee Holdings, Ltd.
YGM Trading, Ltd.
Yip’s Chemical Holdings, Ltd.
Yugang International, Ltd.
* Yunnan Enterprises Holdings, Ltd.
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Allied Properties, Ltd. Warrants 06/06/09
* Asia Commercial Holdings, Ltd. Rights 09/18/07
* Asia Standard Hotel Group, Ltd. Rights 08/27/10
* Asia Standard International Group, Ltd. Rights 08/27/08
910,000
1,040,773
5,696,000
573,339
3,280,000
4,746,000
988,999
359,335
907,293
640,000
1,420,000
1,787,856
470,000
2,805,000
2,216,000
7,170,000
1,068,000
2,202,000
330,000
278,600
38,696
2,057,738
9,344,460
520,000
9,856,000
1,210,000
802,000
896,000
737,641
2,020,000
605,700
3,170,000
965,000
607,500
974,000
534,000
284,000
1,176,000
21,940,000
240,000
243,539
111,988
304,785
16,558
433,320
241,137
630,303
58,253
733,587
76,588
44,799
575,572
23,892
1,189,478
661,259
725,628
42,378
848,218
2,498,515
94,328
2,729
899,593
367,448
32,010
96,073
51,221
1,286,989
74,910
82,627
45,396
30,294
3,457,221
252,747
180,401
—
75,908
234,222
755,651
579,462
25,293
309,507,665
204,120
58,240
5,122,000
3,470,259
160,989
6,722
—
—
220
*
*
*
*
*
*
*
*
*
*
*
*
*
Cheuk Nang (Holdings), Ltd. Warrants 02/11/09
Cheuk Nang (Holdings), Ltd. Warrants 04/30/08
China Zenith Chemical Group, Ltd. Warrants 04/18/08
Chun Wo Holdings, Ltd. Warrants 02/28/09
Global Bio-Chem Technology Group Co., Ltd. Rights 09/13/07
Global Green Tech Group, Ltd. Warrants 07/07/08
Honesty Treasure International Holdings, Ltd. Warrants 06/06/09
Hop Hing Holdings, Ltd. Warrants 04/30/09
Man Yue International Holdings, Ltd. Warrants 06/05/09
Matsunichi Communications Holdings, Ltd. Rights 08/17/07
Matsunichi Communications Holdings, Ltd. Warrants 08/17/07
Skyfame Realty Holdings, Ltd. Warrants 08/02/08
Topsearch International (Holdings), Ltd. Warrants 10/31/08
TOTAL RIGHTS/WARRANTS
48,828
11,097
1,607,500
334,383
35,497
133,600
410,800
132,053
108,400
638,000
191,400
427,500
23,400
309,850,746
10,000
1,143,000
473,000
TOTAL — MALAYSIA
NEW ZEALAND — (2.8%)
COMMON STOCKS — (2.8%)
Abano Healthcare Group, Ltd.
AFFCO Holdings, Ltd.
Cavalier Corp., Ltd.
CDL Hotels New Zealand, Ltd.
CDL Investments New Zealand, Ltd.
Colonial Motor Co., Ltd.
Ebos Group, Ltd.
# Fisher & Paykel Appliances Holdings, Ltd.
Fisher & Paykel Healthcare Corp.
Freightways, Ltd.
# Hallenstein Glassons Holdings, Ltd.
Hellaby Holdings, Ltd.
Horizon Energy Distribution, Ltd.
# Infratil, Ltd.
# Mainfreight, Ltd.
Michael Hill International, Ltd.
New Zealand Exchange, Ltd.
* New Zealand Oil & Gas, Ltd.
New Zealand Refining Co., Ltd.
11,271
1,466
31,954
34,306
—
28,955
12,117
6,435
8,619
—
—
40,022
225
343,081
TOTAL — HONG KONG
MALAYSIA — (0.0%)
COMMON STOCKS — (0.0%)
* Autoways Holdings Berhad
* Promet Berhad
* Rekapacific Berhad
$
3,684
—
—
3,684
31,300
1,806,887
283,674
1,387,344
370,498
126,795
149,477
1,310,460
1,022,800
599,375
241,638
225,492
40,420
1,155,600
475,810
156,746
50,000
1,265,327
467,742
74,714
480,436
616,989
777,756
106,008
312,212
519,926
3,392,905
2,426,425
1,659,782
770,459
418,342
94,789
2,365,958
2,359,599
1,100,174
345,250
922,550
2,362,287
#
#
Northland Port Corp. (New Zealand), Ltd.
Nuplex Industries, Ltd.
Port of Tauranga, Ltd.
Provenco Group, Ltd.
Pumpkin Patch, Ltd.
219,997
400,416
601,252
524,201
606,913
532,911
1,957,277
2,956,534
203,129
1,509,819
221
#
Pyne Gould Guinness, Ltd.
Restaurant Brand New Zealand, Ltd.
* Richina Pacific, Ltd.
* Rubicon, Ltd.
# Ryman Healthcare Group, Ltd.
Sanford, Ltd.
Scott Technology, Ltd.
* Seafresh New Zealand, Ltd.
* Skellerup Holdings, Ltd.
Sky City Entertainment Group, Ltd.
South Port New Zealand, Ltd.
# Steel & Tube Holdings, Ltd.
* Tasman Farms, Ltd.
Taylors Group, Ltd.
* Tenon, Ltd.
Tourism Holdings, Ltd.
* Tower, Ltd.
Trustpower, Ltd.
Warehouse Group, Ltd.
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Infratil, Ltd. Rights 06/29/12
* New Zealand Oil & Gas, Ltd. Rights 06/30/08
TOTAL RIGHTS/WARRANTS
974,384
369,175
309,644
995,760
2,510,698
418,047
60,843
80,520
120,886
1,197,041
30,744
404,138
157,056
29,646
19,132
402,452
954,231
12,900
45,000
1,253,263
217,473
97,660
719,431
3,564,658
1,332,686
81,030
1,583
84,481
3,844,564
58,816
1,278,092
—
39,649
26,972
645,604
1,544,292
74,766
177,800
43,309,051
55,160
350,923
25,555
30,791
56,346
TOTAL — NEW ZEALAND
SINGAPORE — (8.2%)
COMMON STOCKS — (8.1%)
* Acma, Ltd.
* Addvalue Technologies, Ltd.
# Advanced Holdings, Ltd.
AEM-Evertech Holdings, Ltd.
Allgreen Properties, Ltd.
Apollo Enterprises, Ltd.
Aqua-Terra Supply Co., Ltd.
Armstrong Industrial Corp.
$
43,365,397
3,040,700
1,043,000
343,000
558,000
590,000
193,000
465,000
1,460,000
189,501
75,247
103,202
56,674
662,508
251,329
141,648
416,460
*
*
#
*
#*
#
ASA Group Holdings, Ltd.
Ascott Group, Ltd.
ASI Marine Holdings, Ltd.
Asia Environment Holdings, Ltd.
Asia-Pacific Strategic Inv Ltd
A-Sonic Aerospace, Ltd.
Aussino Group, Ltd.
Ban Joo - Company, Ltd.
Benjamin (F.J.) Holdings, Ltd.
Best World International, Ltd.
Beyonics Technology, Ltd.
Bonvests Holdings, Ltd.
BRC Asia, Ltd.
586,000
683,000
497,000
503,000
1,410
626,996
967,000
550,000
1,095,000
246,000
1,945,800
990,000
794,000
42,111
697,537
490,989
198,121
241
78,156
231,133
55,925
582,376
176,192
528,504
865,677
93,281
222
*
#*
*
#
*
*
#
*
#
*
*
*
#
*
Broadway Industrial Group, Ltd.
Brothers (Holdings), Ltd.
Bukit Sembawang Estates, Ltd
CEI Contract Manufacturing, Ltd.
Cerebos Pacific, Ltd.
CH Offshore, Ltd.
Chartered Semiconductor Manufacturing, Ltd.
Chemical Industries (Far East), Ltd.
China Dairy Group, Ltd.
China Merchants Holdings Pacific, Ltd.
China Petrotech Holdings
Chip Eng Seng Corp., Ltd.
Chosen Holdings, Ltd.
Chuan Hup Holdings, Ltd.
Chuan Soon Huat Industrial Group, Ltd.
Compact Metal Industries, Ltd.
Cougar Logistics Corp.
Courts Singapore, Ltd.
Creative Technology Co., Ltd.
CSC Holdings, Ltd.
CSE Global, Ltd.
CWT, Ltd.
Delong Holdings, Ltd.
Digiland International, Ltd.
Eagle Brand Holdings, Ltd.
Eastern Asia Technology, Ltd.
Eastgate Technology, Ltd.
ECS Holdings, Ltd.
Ellipsiz, Ltd.
Eng Wah Organisation, Ltd.
461,000
252,314
214,002
432,000
457,000
1,304,200
860,000
105,910
1,502,000
652,000
460,000
1,775,000
1,284,000
4,385,000
614,000
643,000
482,500
495,000
181,150
1,829,000
1,893,000
1,384,500
856,000
12,033,000
5,158,000
1,844,260
870,000
1,375,000
453,000
265,000
$
219,423
65,188
1,402,224
50,843
1,180,840
706,756
603,497
67,911
408,290
341,696
137,253
1,047,094
167,863
1,019,555
38,897
12,818
198,016
192,134
706,092
394,767
1,561,274
785,236
1,800,412
236,991
270,695
151,086
34,491
578,146
129,552
107,255
*
*
#
#
*
*
#*
#
Engro Corp., Ltd.
Enviro-Hub Holdings, Ltd.
Eu Yan Sang International, Ltd.
Eucon Holdings, Ltd.
Ezra Holdings Pte, Ltd.
Federal International (2000), Ltd.
Firstlink Investments Corp., Ltd.
Fischer Tech, Ltd.
Food Empire Holdings, Ltd.
Freight Links Express Holdings, Ltd.
Frontline Technologies Corp., Ltd.
Fu Yu Manufacturing, Ltd.
Fuji Offset Plates Manufacturing, Ltd.
GB Holdings, Ltd.
GK Goh Holdings, Ltd.
Global Voice Group, Ltd.
Goodpack, Ltd.
GP Industries, Ltd.
Hersing Corp., Ltd.
Hiap Moh Corp., Ltd.
Hi-P International, Ltd.
Ho Bee Investment, Ltd.
354,000
1,086,666
182,000
755,000
530,000
502,000
995,000
244,000
892,000
3,893,000
3,170,000
2,273,750
33,750
200,000
1,494,000
2,054,000
1,592,000
3,120,209
385,500
34,874
1,684,000
1,471,000
259,929
346,418
69,130
54,337
2,051,554
262,555
65,817
45,284
525,958
255,159
291,945
403,816
14,600
145,546
1,129,087
235,822
2,232,304
1,050,437
126,589
13,573
762,675
1,757,012
223
*
*
#
#
#
#
#
*
*
*
Hong Fok Corp., Ltd.
Hong Fok Land, Ltd.
Hong Leong Asia, Ltd.
Hotel Grand Central, Ltd.
Hotel Plaza, Ltd.
Hotel Properties, Ltd.
Hour Glass, Ltd.
HTL International Holdings, Ltd.
Huan Hsin Holdings, Ltd.
HupSteel, Ltd.
Hwa Hong Corp., Ltd.
Hyflux, Ltd.
IDT Holdings, Ltd.
IFS Capital, Ltd.
Informatics Education, Ltd.
Inno-Pacific Holdings, Ltd.
Innovalues, Ltd.
Internet Technology Group, Ltd.
Interra Resources, Ltd.
Intraco, Ltd.
IPC Corp., Ltd.
1,796,000
1,210,000
1,048,000
1,016,814
1,189,000
1,842,500
311,372
1,839,843
1,138,400
1,350,300
2,488,000
927,000
718,000
348,000
1,339,000
680,000
1,040,000
874,408
37,086
292,500
700,000
$
1,720,824
7,938
2,182,013
707,435
1,598,456
5,196,402
286,711
1,038,367
395,935
458,118
1,197,396
1,602,315
219,897
180,458
65,753
17,698
364,567
45,594
6,450
89,414
68,777
*
#
#
*
#
*
*
*
*
*
#*
Isetan (Singapore), Ltd.
Jadason Enterprises, Ltd.
Jasper Investments, Ltd.
Jaya Holdings, Ltd.
JK Yaming International, Ltd.
Jurong Technologies Industrial Corp., Ltd.
K1 Ventures, Ltd.
Keppel Telecommunications and Transportation, Ltd.
Khong Guan Flour Milling, Ltd.
Kian Ann Engineering, Ltd.
Kian Ho Bearings, Ltd.
Kim Eng Holdings, Ltd.
Koh Brothers, Ltd.
KS Energy Services, Ltd.
L & M Group Investments, Ltd.
Labroy Marine, Ltd.
LanTroVision (S), Ltd.
LC Development, Ltd.
Lee Kim Tah Holdings, Ltd.
Liang Huat Aluminium, Ltd.
Lion Asiapac, Ltd.
Low Keng Huat Singapore, Ltd.
Lum Chang Holdings, Ltd.
Magnecomp International, Ltd.
Manhattan Resources, Ltd.
Manufacturing Integration Technology, Ltd.
MDR, Ltd.
Mediaring.Com, Ltd.
Memtech International, Ltd.
Metro Holdings, Ltd.
Midas Holdings, Ltd.
122,500
1,108,000
2,267,000
2,733,000
907,000
1,590,600
5,340,500
2,058,000
38,000
1,302,000
781,500
1,117,000
1,494,000
433,000
7,107,100
3,343,000
1,676,250
2,041,254
1,600,000
295,400
473,000
1,116,000
1,134,030
931,000
668,000
588,000
2,040,000
4,262,500
1,322,000
2,256,960
1,148,000
364,160
115,950
37,180
3,466,171
220,153
720,130
1,000,454
5,485,883
47,738
230,422
136,082
1,340,278
425,169
974,623
23,312
4,337,147
77,115
628,587
614,464
13,480
80,622
456,613
282,540
548,628
306,437
73,504
86,962
601,551
156,224
1,325,525
1,066,756
224
#
*
*
*
#
Miyoshi Precision, Ltd.
MobileOne, Ltd.
Multi-Chem, Ltd.
Natsteel, Ltd.
Nera Telecommunications, Ltd.
New Toyo International Holdings, Ltd.
Orchard Parade Holdings, Ltd.
Osim International, Ltd.
Ossia International, Ltd.
Pan-United Corp., Ltd.
Parkway Holdings, Ltd.
PCI, Ltd.
553,500
1,155,000
1,263,000
414,000
1,450,000
1,043,000
1,084,022
1,965,600
750,554
2,193,000
441,000
734,000
$
72,757
1,597,852
154,174
453,250
341,526
205,097
1,276,283
771,490
112,563
1,134,969
1,148,202
230,634
#
#
*
*
#
*
#
#*
*
*
*
*
*
Penguin Boat International, Ltd.
Pertama Holdings, Ltd.
Petra Foods, Ltd.
Popular Holdings, Ltd.
PSC Corp., Ltd.
QAF, Ltd.
Qian Hu Corp., Ltd.
Raffles Education Corp., Ltd.
Robinson & Co., Ltd.
Rotary Engineering, Ltd.
San Teh, Ltd.
SBS Transit, Ltd.
SC Global Developments, Ltd.
Sea View Hotel, Ltd.
Seksun Corpororation, Ltd.
Sembawang Kimtrans, Ltd.
Sim Lian Group, Ltd.
Sin Soon Huat, Ltd.
Sing Investments & Finance, Ltd.
Singapore Food Industries, Ltd.
Singapore Post, Ltd.
Singapore Reinsurance Corp., Ltd
Singapore Shipping Corp., Ltd.
Singapura Finance, Ltd.
Sinomem Technology, Ltd.
Sinwa, Ltd.
SMB United, Ltd.
SMRT Corp., Ltd.
SNP Corp., Ltd.
SP Chemicals, Ltd.
SP Corp., Ltd.
Stamford Land Corp., Ltd.
Straco Corp., Ltd.
Straits Trading Co., Ltd.
Sunningdale Tech, Ltd.
Sunright, Ltd.
Superbowl Holdings, Ltd.
Superior Metal Printing, Ltd.
Tat Hong Holdings, Ltd.
Thakral Corp., Ltd.
320,000
459,750
617,000
1,813,000
6,578,067
881,000
408,200
997,000
284,832
2,273,600
838,406
1,011,000
331,000
66,000
530,000
1,437,750
951,000
1,307,000
198,450
1,707,000
2,693,000
1,695,028
1,930,000
174,062
902,000
259,000
2,010,000
1,088,000
466,495
750,000
454,000
3,229,000
130,000
1,117,200
1,332,000
378,000
980,000
490,500
948,000
6,028,000
47,239
149,641
615,410
351,062
474,439
295,171
49,366
1,342,941
848,866
1,877,409
299,524
2,016,491
1,148,418
—
233,164
746,406
429,562
316,681
219,749
926,980
2,195,911
361,376
506,093
196,695
792,005
106,118
493,654
1,241,407
324,533
441,466
35,099
1,195,321
14,535
3,293,070
344,431
96,864
188,567
50,122
1,307,323
434,891
225
Tiong Woon Corp. Holding, Ltd.
Transmarco, Ltd.
Trek 2000 International, Ltd.
1,359,000
106,500
1,004,000
$
885,974
54,647
220,260
TT International, Ltd.
Tuan Sing Holdings, Ltd.
Ultro Technologies, Ltd.
UMS Holdings, Ltd.
# Unisteel Technology, Ltd.
United Engineers, Ltd.
* United Envirotech, Ltd.
United Overseas Insurance, Ltd.
* United Pulp & Paper Co., Ltd.
# * United Test & Assembly Center, Ltd.
UOB-Kay Hian Holdings, Ltd.
Vicom, Ltd.
# WBL Corp., Ltd.
Xpress Holdings, Ltd.
* Yellow Pages (Singapore), Ltd.
YHI International, Ltd.
* Yoma Strategic Holdings, Ltd.
# * Yongnam Holdings, Ltd.
* Zhongguo Jilong, Ltd.
TOTAL COMMON STOCKS
2,742,480
3,362,000
530,000
941,000
1,521,875
846,666
352,000
188,250
708,000
2,655,000
1,681,000
120,000
647,000
2,342,000
299,000
1,134,000
132,000
1,970,000
249,876
*
*
376,917
661,601
34,832
349,046
1,978,207
1,834,754
62,123
471,493
118,393
2,044,150
2,292,910
137,858
1,868,503
214,511
236,160
298,095
26,729
564,411
7,250
123,592,653
RIGHTS/WARRANTS — (0.1%)
* Bukit Sembawang Estates, Ltd. Warrants 11/13/07
* Eastgate Technology, Ltd. Warrants 05/14/12
* Eastgate Technology, Ltd. Warrants 09/11/11
* Goodpack, Ltd. Warrants 07/16/09
* LanTroVision (S), Ltd. Rights 09/21/07
* Qian Hu Corp., Ltd. Rights 08/31/07
* Singapura Finance, Ltd. Warrants 02/24/09
* United Pulp & Paper Co., Ltd. Warrants 05/29/12
TOTAL RIGHTS/WARRANTS
107,001
174,000
174,000
199,000
3,352,500
816,400
34,812
177,000
421,167
2,854
3,995
100,522
125,360
85,692
15,301
5,806
760,697
TOTAL — SINGAPORE
124,353,350
UNITED KINGDOM — (0.2%)
COMMON STOCKS — (0.2%)
* Thor Mining P.L.C.
Tullow Oil P.L.C.
32,186
290,689
TOTAL — UNITED KINGDOM
4,954
3,004,203
3,009,157
UNITED STATES — (0.0%)
COMMON STOCKS — (0.0%)
* Exergy, Inc.
7,260
226
—
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.2%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $5,345,000 FNMA 5.50%, 12/25/32, valued at $3,956,288)
to be repurchased at $3,897,246
3,895
3,895,000
461,989
461,988,580
$
SECURITIES LENDING COLLATERAL — (30.4%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $559,341,801 FNMA, rates ranging from 5.000% to 7.000%,
maturities ranging from 03/01/18 to 08/01/37, valued at $471,228,352) to be
repurchased at $462,057,878
TOTAL INVESTMENTS - (100.0%)
(Cost $1,206,314,011)##
$
1,521,341,495
227
THE UNITED KINGDOM SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (98.1%)
Consumer Discretionary — (17.5%)
4imprint P.L.C.
* Abbeycrest P.L.C.
Aga Foodservice Group P.L.C.
Alba P.L.C.
Alexandra P.L.C.
Alexon Group P.L.C.
Arena Leisure P.L.C.
Avesco Group P.L.C.
Avon Rubber P.L.C.
Barratt Developments P.L.C.
Beale P.L.C.
Bellway P.L.C.
# Blacks Leisure Group P.L.C.
Bloomsbury Publishing P.L.C.
Bovis Homes Group P.L.C.
BPP Holdings P.L.C.
Caffyns P.L.C.
96,735
42,590
482,646
184,693
124,343
229,363
1,411,547
44,438
126,434
7,452
22,161
298,107
181,058
281,545
496,620
222,896
6,000
Value ††
$
841,732
18,033
4,166,457
618,079
314,901
1,062,039
1,717,967
104,149
374,459
139,942
26,457
7,659,087
1,141,965
930,906
7,726,389
2,443,408
131,863
*#
*
*
*
Carpetright P.L.C.
Celtic P.L.C.
Centaur Media P.L.C.
Character Group P.L.C.
Chime Communications P.L.C.
Chrysalis Group P.L.C.
Churchill China P.L.C.
Clinton Cards P.L.C.
Colefax Group P.L.C.
Cosalt P.L.C.
Creston P.L.C.
Dawson Holdings P.L.C.
Dawson International P.L.C.
Dignity P.L.C.
Entertainment Rights P.L.C.
Euromoney Institutional Investor P.L.C.
Findel P.L.C.
First Choice Holidays P.L.C.
Forminster P.L.C.
French Connection Group P.L.C.
Fuller Smith &Turner P.L.C.
Future P.L.C.
141,976
61,138
599,070
97,314
1,055,433
526,419
30,000
740,506
60,000
54,491
213,773
253,045
100,688
252,324
2,258,940
360,841
380,020
1,764,534
43,333
384,233
132,742
1,363,027
3,427,483
74,990
1,566,804
315,774
1,071,497
1,367,877
200,732
931,092
304,610
355,144
593,950
568,684
8,367
3,486,468
1,347,678
3,943,854
5,504,602
10,572,915
3,276
1,487,716
1,811,188
1,268,044
228
*
*
*
*
*
Galiform P.L.C.
Game Group P.L.C.
Games Workshop Group P.L.C.
Gaskell P.L.C.
GCAP Media P.L.C.
Global Natural Energy P.L.C.
Greene King P.L.C.
Halfords Group P.L.C.
Haynes Publishing Group P.L.C.
Headlam Group P.L.C.
Henry Boot P.L.C.
Highbury House Communications P.L.C.
HMV Group P.L.C.
Holidaybreak P.L.C.
Hornby P.L.C.
Huntsworth P.L.C.
Instore P.L.C.
J.D. Wetherspoon P.L.C.
Jessops P.L.C.
JJB Sports P.L.C.
John David Group P.L.C.
2,349,090
1,507,827
104,823
36,000
688,164
11,004
411,407
954,932
14,703
317,864
424,450
439,166
1,650,324
182,382
154,220
818,058
818,461
552,111
461,640
949,037
126,388
$
6,173,474
5,819,396
695,969
1,815
3,143,286
19,746
8,350,154
7,829,007
95,605
3,715,764
2,081,986
—
4,119,607
3,057,015
802,391
1,616,915
189,776
6,530,592
121,243
4,029,085
996,250
*
*
*
*
*#
*
*
*
#
*
*
Johnston Press P.L.C.
Kesa Electricals P.L.C.
Lambert Howarth Group P.L.C.
Land of Leather Holdings P.L.C.
Laura Ashley Holdings P.L.C.
Lookers P.L.C.
Luminar P.L.C.
Mallett P.L.C.
Manganese Bronze Holdings P.L.C.
Marchpole Holdings P.L.C.
Mayflower Corp. P.L.C.
Menzies (John) P.L.C.
Mice Group P.L.C.
Millennium and Copthorne Hotels P.L.C.
Monsoon P.L.C.
Moss Bros Group P.L.C.
Mothercare P.L.C.
N Brown Group P.L.C.
Next Fifteen Communications P.L.C.
Nord Anglia Education P.L.C.
Northamber P.L.C.
NXT P.L.C.
Owen (H.R.) P.L.C.
Pace Micro Technology P.L.C.
Partridge Fine Arts P.L.C.
Pendragon P.L.C.
Photo-Me International P.L.C.
Pinewood Shep P.L.C.
Pittards P.L.C.
Portmeirion Group P.L.C.
Pressac P.L.C.
476,099
28,332
43,203
194,670
2,887,571
709,211
295,294
46,337
68,818
111,635
550,636
244,534
844,000
209,263
71,000
234,511
305,941
1,002,689
25,000
130,842
75,888
339,588
71,542
769,447
26,127
2,285,154
1,340,534
187,350
60,985
22,856
78,129
3,712,493
177,371
16,115
933,958
1,462,841
2,333,392
4,228,505
191,793
1,187,786
283,558
—
2,803,455
102,103
2,274,783
563,255
248,827
2,449,656
5,689,622
38,654
821,221
103,281
90,722
180,813
1,582,640
21,862
3,506,206
1,753,686
972,708
7,109
150,669
1,181
229
*
*
#
*
*
*
QXL Ricardo P.L.C.
Redrow P.L.C.
Regent Inns P.L.C.
Restaurant Group P.L.C.
SCS Upholstery P.L.C.
Sinclair (William) Holdings P.L.C.
Sirdar P.L.C.
SMG P.L.C.
Smith News P.L.C.
Southampton Leisure Holdings P.L.C.
SPG Media Group P.L.C.
Sportech P.L.C.
70,899
644,914
459,957
753,607
127,472
53,000
69,754
965,594
635,227
19,615
75,298
1,995,849
$
1,620,593
6,717,253
708,447
4,622,922
567,169
108,770
49,583
876,547
1,879,155
21,176
13,495
553,130
St. Ives P.L.C.
St. Jame’s Place P.L.C.
* Stylo P.L.C.
Taylor Nelson Sofres P.L.C.
Ted Baker P.L.C.
* TG21 P.L.C.
* Thomas Cook Group P.L.C.
* Tinopolis P.L.C.
Topps Tiles P.L.C.
* Torotrak P.L.C.
* Tottenham Hotspur P.L.C.
UTV P.L.C.
Victoria P.L.C.
Vitec Group P.L.C.
Wagon P.L.C.
* Wembley P.L.C.
* Westcity P.L.C.
WH Smith P.L.C.
Wilmington Group P.L.C.
Woolworths Group P.L.C.
Total Consumer Discretionary
432,276
56,601
64,096
1,771,993
161,948
85,507
1,643,447
175,752
783,092
449,280
150,000
217,432
12,000
150,307
227,775
68,694
96,111
635,227
356,207
5,587,422
1,903,592
395,085
86,069
8,234,051
1,920,214
9,494
9,476,901
127,829
3,624,957
293,641
348,537
1,820,874
74,162
1,794,667
233,762
13,850
80,062
5,277,397
1,696,381
2,598,198
224,657,882
Consumer Staples — (4.3%)
Anglo-Eastern Plantations P.L.C.
Barr (A.G.) P.L.C.
* Britvic P.L.C.
Cranswick P.L.C.
Dairy Crest Group P.L.C.
Devro P.L.C.
EMAP P.L.C.
* European Home Retail P.L.C.
Greggs P.L.C.
Marston’s P.L.C.
McBride P.L.C.
Nichols P.L.C.
Northern Foods P.L.C.
Premier Foods P.L.C.
PZ Cussons P.L.C.
R.E.A. Holdings P.L.C.
Robert Wiseman Dairies P.L.C.
111,453
66,137
30,492
179,621
540,816
623,198
14,761
109,256
44,668
1,247,442
935,102
66,550
2,023,798
1,020,492
1,506,491
44,233
290,033
877,661
1,588,527
204,681
2,853,558
7,884,663
1,105,565
270,422
—
4,782,607
9,408,203
3,620,302
340,503
4,194,807
4,978,766
5,151,190
457,842
2,625,900
230
*
Signet Group P.L.C.
Swallowfield P.L.C.
Thorntons P.L.C.
102,550
15,000
313,060
$
196,220
25,237
1,078,376
Uniq P.L.C.
Young & Co’s Brewery P.L.C.
# Young & Co’s Brewery P.L.C. Class A
Total Consumer Staples
Energy — (7.2%)
Abbot Group P.L.C.
Anglo Pacific Group P.L.C.
Burren Energy P.L.C.
* Dana Petroleum P.L.C.
* Emerald Energy P.L.C.
Expro International Group P.L.C.
Fisher (James) & Sons P.L.C.
* Fortune Oil P.L.C.
Hunting P.L.C.
JKX Oil and Gas P.L.C.
John Wood Group P.L.C.
KBC Advanced Technologies P.L.C.
Lupus Capital P.L.C.
Melrose Resources P.L.C.
* Premier Oil P.L.C.
* Soco International P.L.C.
Sondex P.L.C.
* U.K. Coal P.L.C.
Venture Production P.L.C.
Total Energy
Financials — (15.8%)
A & J Mucklow Group P.L.C.
Aberdeen Asset Management P.L.C.
Amlin P.L.C.
Arbuthnot Banking Group P.L.C.
* Aries Insurance Services P.L.C.
Atrium Underwriting P.L.C.
Beazley Group P.L.C.
Benfield Group, Ltd. P.L.C.
* Bradstock Group P.L.C.
Brewin Dolphin Holdings P.L.C.
Brit Insurance Holdings P.L.C.
Brixton P.L.C.
Capital & Regional P.L.C.
Catlin Group, Ltd.
Chesnara P.L.C.
Close Brothers Group P.L.C.
* CLS Holdings P.L.C.
Collins Stewart P.L.C.
Daejan Holdings P.L.C.
Derwent London P.L.C.
Development Securities P.L.C.
463,373
10,000
5,234
2,118,050
506,535
297,288
54,566,903
896,741
342,167
422,639
337,760
220,639
429,435
192,145
5,933,254
441,804
592,186
1,504,358
163,011
429,989
388,991
335,038
294,449
252,247
590,118
437,094
5,230,773
1,105,318
6,924,484
6,598,096
891,986
8,774,410
2,636,942
724,992
6,492,583
4,648,224
10,985,551
139,632
167,270
2,517,831
6,878,138
11,868,040
2,153,509
6,221,384
6,583,308
91,542,471
221,136
2,493,376
84,429
67,329
62,500
201,408
132,501
159,560
5,200
895,086
1,320,379
952,536
279,419
242,131
92,900
1,178
268,490
407,502
43,621
400,762
177,708
1,539,701
8,994,290
521,251
711,519
—
1,473,937
477,104
988,374
4,613
3,655,561
9,438,148
7,621,022
5,301,782
2,378,582
308,231
18,393
2,998,589
1,513,076
3,094,343
14,544,214
2,154,155
231
#
#
*
*
#
*
*
*
*
*
*
*
*
*
*
*
Domestic & General Group P.L.C.
DTZ Holdings P.L.C.
Erinaceous Group P.L.C.
Evolution Group P.L.C.
F&C Asset Management P.L.C.
Grainger Trust P.L.C.
Great Portland Estates P.L.C.
Guiness Peat Group P.L.C.
Hampton Trust P.L.C.
Hardy Underwriting Group P.L.C.
Hawtin P.L.C.
Helical Bar P.L.C.
Henderson Group P.L.C.
Highway Insurance Holdings P.L.C.
Hiscox, Ltd.
IG Group Holdings P.L.C.
Industrial & Commercial Holdings P.L.C.
Intermediate Capital Group P.L.C.
Investec P.L.C.
Jardine Lloyd Thompson Group P.L.C.
Kiln, Ltd.
Liontrust Asset Management P.L.C.
London Scottish Bank P.L.C.
Marylebone Warwick Balfour Group P.L.C.
McKay Securities P.L.C.
Minerva P.L.C.
Panmure Gorden & Co. P.L.C.
Paragon Group of Companies P.L.C.
Park Group P.L.C.
Pisces Property Services P.L.C.
Primary Health Properties P.L.C.
Probus Estates P.L.C.
Quintain Estates & Development P.L.C.
Rathbone Brothers P.L.C.
Rensburg Sheppards P.L.C.
Rugby Estates P.L.C.
S & U P.L.C.
Safeland P.L.C.
Savills P.L.C.
Secure Ventures (No. 6) P.L.C.
Secure Ventures (No. 7) P.L.C.
SFI Holdings, Ltd. Series A
Shaftesbury P.L.C.
Shore Capital Group P.L.C.
St. Modwen Properties P.L.C.
150,694
209,951
465,172
1,152,902
1,670,683
436,048
722,131
1,567,011
232,050
138,704
196,500
379,164
3,717,144
844,999
1,606,168
1,025,499
5,000
181,009
173,952
800,292
1,128,975
109,644
491,096
379,622
97,232
601,226
15,272
153,200
291,600
62,500
66,520
83,333
161,208
150,689
174,975
15,328
21,140
25,000
443,892
62,500
62,500
26,713
572,839
1,227,370
459,287
$
3,637,083
2,294,077
1,174,765
2,968,793
6,584,304
4,600,480
9,446,125
2,193,837
—
910,847
63,441
3,527,715
11,433,781
1,220,974
8,771,502
6,500,551
151
5,445,623
1,904,310
6,161,578
2,669,636
884,019
904,412
2,251,212
699,675
3,382,879
41,250
1,290,625
123,273
—
522,670
168
2,638,180
4,085,882
2,855,685
169,858
214,350
36,908
4,415,934
—
—
—
6,751,136
1,792,869
4,848,267
Stanley (Charles) Group P.L.C.
* Terence Chapman Group P.L.C.
Town Centre Securities P.L.C.
Tullett Prebon P.L.C.
Unite Group P.L.C.
Warner Estate Holdings P.L.C.
Workspace Group P.L.C.
Total Financials
127,317
62,500
206,327
247,502
457,428
172,730
663,597
846,594
400
1,867,294
2,094,981
3,742,837
1,936,509
4,875,797
202,520,122
232
Health Care — (2.9%)
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Acambis P.L.C.
Alizyme P.L.C.
Antisoma P.L.C.
Ark Theraputics Group P.L.C.
Asterand P.L.C.
Axis-Shield P.L.C.
BBI Holdings P.L.C.
Bespak P.L.C.
Biocompatibles International P.L.C.
Bionostics P.L.C.
Bioquell P.L.C.
BTG P.L.C.
Care U.K. P.L.C.
Clinical Computing P.L.C.
Corin Group P.L.C.
Dechra Pharmaceuticals P.L.C.
Genetix Group P.L.C.
Global Health Partner P.L.C.
Goldshield Group P.L.C.
Gyrus Group P.L.C.
Hikma Pharmaceuticals P.L.C.
iSOFT Group P.L.C.
MDY Healthcare P.L.C.
Medical Solutions P.L.C.
Nestor Healthcare Group P.L.C.
Osmetech P.L.C.
Oxford Biomedica P.L.C.
Phytopharm P.L.C.
Pinnacle Staffing Group P.L.C.
Protherics P.L.C.
Provalis P.L.C.
Ransom (William) & Son P.L.C.
SkyePharma P.L.C.
SSL International P.L.C.
372,178
660,805
1,755,079
654,350
160,000
215,716
40,315
114,539
150,111
171,391
90,893
489,797
205,547
46,666
151,637
204,340
151,246
932
123,034
623,812
116,681
737,364
11,736
140,731
443,850
66,935
2,007,523
111,349
303,219
1,046,492
796,584
30,000
2,745,363
779,371
$
851,611
1,162,568
1,099,317
1,487,739
20,191
1,206,320
119,879
1,469,645
524,222
80,652
279,134
903,005
2,695,867
4,116
1,936,694
1,404,281
181,668
2,309
551,422
5,609,969
971,888
1,020,585
18,457
18,799
1,205,706
26,075
1,725,574
98,258
35,820
1,072,902
4,818
24,897
917,938
6,949,863
* Vectura Group P.L.C.
* Vernalis P.L.C.
Total Health Care
491,081
1,131,506
739,348
1,067,316
37,488,853
Industrials — (34.2%)
* AEA Technology P.L.C.
Aggreko P.L.C.
Air Partner P.L.C.
* Airflow Streamlines P.L.C.
Alfred McAlpine P.L.C.
Alumasc Group P.L.C.
Amec P.L.C.
Arriva P.L.C.
Ashtead Group P.L.C.
Atkins (WS) P.L.C.
539,970
1,047,234
38,153
20,500
407,456
131,547
762,317
577,614
1,413,642
445,124
1,316,581
11,372,227
927,622
24,180
3,923,369
595,303
10,084,854
8,851,620
3,677,077
9,623,817
233
*
*#
*
*
*
*
Autologic Holdings P.L.C.
Avis Europe P.L.C.
Babcock International Group P.L.C.
Bailey (C.H.) P.L.C.
Balfour Beatty P.L.C.
BB Holdings, Ltd.
BBA Aviation P.L.C.
Biffa P.L.C.
Black Arrow Group P.L.C.
Bodycote International P.L.C.
Braemar Seascope Group P.L.C.
Brammer P.L.C.
BSS Group P.L.C.
Business Post Group P.L.C.
Camellia P.L.C.
Carillion P.L.C.
Carlisle Group, Ltd.
Carr’s Milling Industries P.L.C.
Carter & Carter Group P.L.C.
Castings P.L.C.
Charles Taylor Consulting P.L.C.
Charter P.L.C.
Chemring Group P.L.C.
Chloride Group P.L.C.
Christian Salvesen P.L.C.
Christie Group P.L.C.
Clarkson P.L.C.
Communisis P.L.C.
96,590
3,154,308
857,669
20,950
30,053
8,709
624,129
52,323
56,500
1,195,464
73,913
189,691
489,028
204,928
2,437
1,160,755
3,400
35,330
122,848
163,887
143,225
575,200
134,781
1,054,622
950,714
53,263
54,733
577,296
$
184,702
3,069,392
9,485,736
32,501
288,705
37,410
3,046,262
266,830
89,426
6,424,375
561,010
1,205,245
4,881,633
1,864,876
420,264
9,436,325
8,838
373,620
299,042
972,647
1,103,686
12,975,927
5,467,339
3,341,976
1,112,767
213,441
1,061,764
815,046
*
*
*
*
*
*
*
Cookson Group P.L.C.
Corporate Services Group P.L.C.
Costain Group P.L.C.
Danka Business Systems P.L.C.
Dart Group P.L.C.
Davis Service Group P.L.C.
De La Rue P.L.C.
Dewhurst P.L.C. Class A
Dewhurst P.L.C. ORD
Domino Printing Sciences P.L.C.
easyJet P.L.C.
Eleco P.L.C.
Enodis P.L.C.
Fenner P.L.C.
FKI P.L.C.
Forth Ports P.L.C.
Fortress Holdings P.L.C.
Galliford Try P.L.C.
Garton Engineering P.L.C.
Gibbs & Dandy P.L.C.
Gleeson (M.J.) Group P.L.C.
Go-Ahead Group P.L.C.
Hampson Industries P.L.C.
Harvey Nash Group P.L.C.
780,702
3,685,688
1,306,155
1,029,605
296,000
701,142
631,439
15,500
9,000
449,538
742,283
104,685
1,641,473
609,311
2,265,782
187,302
120,728
1,475,611
10,248
37,672
195,875
178,245
320,091
261,144
12,125,624
409,880
1,096,925
210,331
580,977
8,371,477
9,506,370
53,441
34,932
2,871,163
8,678,501
219,129
6,058,930
2,914,179
4,842,056
6,786,414
6,694
4,354,553
—
300,098
1,482,168
9,900,180
1,112,672
377,849
234
*
*
Havelock Europa P.L.C.
Heath (Samuel) & Sons P.L.C.
Helphire Group P.L.C.
Heywood Williams Group P.L.C.
Homeserve P.L.C.
Hyder Consulting P.L.C.
IMI P.L.C.
Interserve P.L.C.
Intertek Group P.L.C.
Invensys P.L.C.
ITE Group P.L.C.
James Halstead P.L.C.
Johnson Service Group P.L.C.
Keller Group P.L.C.
Kier Group P.L.C.
Latchways P.L.C.
Lavendon Group P.L.C.
Lincat Group P.L.C.
Litho Supplies P.L.C.
141,758
7,500
570,202
323,020
238,474
159,637
21,934
512,988
572,226
1,628,063
1,007,435
104,416
206,862
277,971
145,769
42,476
154,941
14,452
20,000
$
397,896
73,719
4,365,262
574,470
8,252,306
1,563,388
250,656
4,808,957
11,370,983
11,272,004
3,442,153
1,229,764
1,239,234
6,217,497
5,668,359
993,847
2,064,516
178,656
25,342
*
*
*
*
*
Low & Bonar P.L.C.
Management Consulting Group P.L.C.
Meggitt P.L.C.
Metalrax Group P.L.C.
Michael Page International P.L.C.
Mitie Group P.L.C.
Molins P.L.C.
Morgan Crucible Company P.L.C.
Morgan Sindall P.L.C.
Mouchel Parkman P.L.C.
MS International P.L.C.
National Express Group P.L.C.
Northern Recruitment Group P.L.C.
Northgate P.L.C.
Ocean Wilsons Holdings, Ltd.
OneSource Services, Inc.
OPD Group P.L.C.
Parkwood Holdings P.L.C.
Paypoint P.L.C.
Penna Consulting P.L.C.
Quantica P.L.C.
Regus Group P.L.C.
Reliance Security Group P.L.C.
Renold P.L.C.
Ricardo P.L.C.
Richmond Oil & Gas P.L.C.
Robert Walters P.L.C.
ROK P.L.C.
RPS Group P.L.C.
Senior P.L.C.
Serco Group P.L.C.
Severfield-Rowan P.L.C.
Shanks Group P.L.C.
707,849
1,055,808
81,050
508,719
1,224,495
1,263,634
82,233
1,212,085
175,758
437,972
71,500
22,000
36,500
293,546
84,250
544
102,094
72,980
53,251
91,728
245,300
3,865,759
49,710
270,995
220,336
220,000
326,957
633,380
824,831
1,562,041
134,385
88,593
969,620
1,957,886
1,061,788
522,057
680,727
11,881,315
6,632,726
301,341
7,556,290
6,259,022
3,644,344
273,646
558,673
69,827
6,624,089
1,373,571
7,127
777,818
158,180
646,869
153,506
228,852
10,482,569
921,051
751,638
1,465,553
—
2,058,866
2,866,939
6,398,971
3,572,568
1,148,405
4,210,438
4,637,806
235
*
*
*
SIG P.L.C.
Smart (J.) & Co. (Contractors) P.L.C.
Speedy Hire P.L.C.
Spirax-Sarco Engineering P.L.C.
Spring Group P.L.C.
Stagecoach Group P.L.C.
Stanelco P.L.C.
Sthree P.L.C.
T. Clarke P.L.C.
Tandem Group P.L.C.
446,605
22,500
183,252
318,471
596,238
1,492,069
2,148,370
38,975
148,717
327,365
$
11,562,609
391,279
4,376,009
6,278,919
848,765
6,708,550
22,156
272,507
585,869
—
Tarsus Group P.L.C.
TDG P.L.C.
Tex Holdings P.L.C.
* The 600 Group P.L.C.
Thorpe (F.W.) P.L.C.
* Tinsley (Eliza) Group P.L.C.
* Trafficmaster P.L.C.
Tribal Group P.L.C.
Trifast P.L.C.
Ultra Electronics Holdings P.L.C.
Umeco P.L.C.
* # Volex Group P.L.C.
Vp P.L.C.
VT Group P.L.C.
Waterman Group P.L.C.
* Watermark Group P.L.C.
Weir Group P.L.C.
Whatman P.L.C.
White Young Green P.L.C.
* Whitecroft P.L.C.
* Wilshaw P.L.C.
Wincanton P.L.C.
WSP Group P.L.C.
* XP Power, Ltd.
Total Industrials
218,489
326,296
14,000
218,038
24,000
19,844
553,279
125,000
359,985
279,339
177,143
241,088
172,286
708,023
108,139
189,106
853,629
520,176
183,454
105,000
198,409
478,403
270,216
73,546
889,123
1,728,739
37,260
211,245
272,165
3,601
658,994
366,582
576,750
6,637,708
2,089,990
927,554
1,348,079
8,201,231
357,054
75,351
14,229,668
2,337,365
1,673,349
—
15,502
3,701,532
3,852,528
597,619
437,441,097
Information Technology — (11.7%)
Abacus Group P.L.C.
Acal P.L.C.
Aegis Group P.L.C.
* Alphameric P.L.C.
* Alterian P.L.C.
Amstrad P.L.C.
Anite Group P.L.C.
* ARC International P.L.C.
ARM Holdings P.L.C.
* Autonomy Corp. P.L.C.
Aveva Group P.L.C.
Axon Group P.L.C.
* Bede P.L.C.
* Blinkx P.L.C.
CML Microsystems P.L.C.
285,469
104,729
198,073
486,081
179,139
311,793
1,273,342
623,793
88,911
734,610
288,041
251,554
135,978
696,972
28,361
487,355
660,821
528,609
309,238
527,681
944,588
2,058,598
561,704
265,110
13,790,741
5,408,527
3,769,084
17,136
541,029
76,491
236
Computacenter P.L.C.
397,656
$
1,446,062
*
*
*
*
*
*
*
*
*
*
*
*
*
*
CSR P.L.C.
Detica Group P.L.C.
Dialight P.L.C.
Dicom Group P.L.C.
Dimension Data Holdings P.L.C.
Diploma P.L.C.
DRS Data & Research Services P.L.C.
E2V Technologies P.L.C.
Electrocomponents P.L.C.
Electronic Data Processing P.L.C.
Eurodis Electron P.L.C.
Fidessa Group P.L.C.
Filtronic P.L.C.
Financial Objects P.L.C.
Full Circle Future, Ltd.
GB Group P.L.C.
Gresham Computing P.L.C.
Halma P.L.C.
Imagination Technologies Group P.L.C.
Independent Media Distribution P.L.C.
Innovation Group P.L.C.
Intec Telecom Systems P.L.C.
Intelek P.L.C.
Kewill Systems P.L.C.
Laird Group P.L.C.
Macro 4 P.L.C.
Micro Focus International P.L.C.
Microgen P.L.C.
Misys P.L.C.
Monitise P.L.C.
Morse P.L.C.
MTL Instruments Group P.L.C.
nCipher P.L.C.
Netstore P.L.C.
Northgate Information Solutions P.L.C.
NSB Retail Systems P.L.C.
Oxford Instruments P.L.C.
Parity Group P.L.C.
Phoenix IT Group, Ltd.
Plasmon P.L.C.
Premier Farnell P.L.C.
Psion P.L.C.
Raymarine P.L.C.
Renishaw P.L.C.
Revenue Assurance Services P.L.C.
RM P.L.C.
RMS Communications P.L.C.
Rotork P.L.C.
SCi Entertainment Group P.L.C.
110,204
485,719
111,362
325,477
939,000
89,213
26,825
254,720
1,509,894
55,200
2,118,657
134,098
338,741
17,000
135,600
415,333
204,631
1,554,692
908,378
21,621
2,537,718
1,201,847
99,880
309,597
696,658
68,736
465,120
404,360
2,032,165
450,565
450,565
71,580
110,961
143,737
2,006,015
1,498,343
194,358
7,621
162,845
259,985
1,411,409
513,902
289,080
222,795
30,304
369,199
15,000
368,996
286,579
1,447,657
3,087,601
383,015
1,122,458
1,065,617
1,660,181
16,324
1,567,469
7,760,188
75,077
44,853
2,773,672
1,094,630
20,644
—
229,029
517,530
6,831,653
2,426,773
20,092
1,641,354
1,293,113
41,277
534,709
8,164,474
274,362
2,736,693
383,904
9,495,411
122,641
864,412
782,552
476,406
74,733
2,943,582
802,274
909,175
12,772
1,395,656
233,877
5,193,624
1,258,490
1,680,239
3,184,711
116,762
1,438,254
—
7,512,457
1,714,625
*
*
Scipher P.L.C.
SDL P.L.C.
34,563
279,025
784
2,230,551
237
*
Servicepower Technologies P.L.C.
Spectris P.L.C.
* Spirent Communications P.L.C.
* Superscape Group P.L.C.
* Surfcontrol P.L.C.
* Tadpole Technology P.L.C.
* Telent P.L.C.
* Telspec P.L.C.
TT electronics P.L.C.
United Business Media P.L.C.
Vega Group P.L.C.
Vislink P.L.C.
* Wolfson Microelectronics P.L.C.
* Workplace Systems International P.L.C.
XAAR P.L.C.
XANSA P.L.C.
Zetex P.L.C.
Total Information Technology
Materials — (3.5%)
* Amberley Group P.L.C.
* API Group P.L.C.
British Polythene Industries P.L.C.
Carclo P.L.C.
Chamberlin & Hill P.L.C.
* Chapelthorpe P.L.C.
* Coral Products P.L.C.
Croda International P.L.C.
Cropper (James) P.L.C.
Delta P.L.C.
DS Smith P.L.C.
Dyson Group P.L.C.
Elementis P.L.C.
Ennstone P.L.C.
Filtrona P.L.C.
* Foseco P.L.C.
Hill & Smith Holdings P.L.C.
Inmarsat P.L.C.
* Inveresk P.L.C.
Macfarlane Group P.L.C.
Marshalls P.L.C.
235,191
508,179
2,769,967
508,419
104,638
1,690,333
263,768
25,000
543,437
29,519
80,607
588,460
453,006
238,739
220,887
1,401,080
324,690
$
72,316
9,146,600
3,695,532
77,380
1,461,003
154,239
2,595,131
3,556
1,917,112
452,665
386,444
910,752
2,315,358
49,538
942,735
3,622,646
493,086
149,347,204
200,000
103,483
102,332
214,230
18,000
65,680
50,000
506,879
22,000
500,743
1,629,320
127,757
1,911,621
1,940,949
724,553
145,540
280,223
61,466
150,000
378,287
662,347
35,284
167,961
790,871
516,821
73,075
52,971
9,073
6,767,234
104,595
1,217,851
7,477,176
633,609
3,726,324
1,667,608
3,506,884
632,007
2,132,497
506,343
46,972
228,589
4,263,823
OpSec Security Group P.L.C.
Porvair P.L.C.
RPC Group P.L.C.
* Scapa Group P.L.C.
Treatt P.L.C.
Victrex P.L.C.
Yule Catto & Co. P.L.C.
Zotefoams P.L.C.
Total Materials
117,822
158,128
402,719
456,918
14,957
314,861
540,291
96,852
171,076
402,988
2,392,799
275,104
93,053
4,459,139
2,622,206
228,182
45,202,115
238
Telecommunication Services — (0.8%)
*
Colt Telecom Group P.L.C.
Kingston Communications P.L.C.
* Redstone P.L.C.
Telecom Plus P.L.C.
* Thus Group P.L.C.
Trinity Mirror P.L.C.
* # Vanco P.L.C.
Total Telecommunication Services
858,120
1,880,740
125,910
294,204
600,824
22,442
232,704
$
2,715,338
2,707,202
211,092
1,075,917
1,803,959
213,021
1,364,311
10,090,840
Utilities — (0.2%)
Dee Valley Group P.L.C.
Hydro International P.L.C.
Northumbrian Water Group P.L.C.
Pennon Group P.L.C.
Total Utilities
12,109
27,669
212,662
43,182
242,985
119,518
1,488,126
525,985
2,376,614
TOTAL COMMON STOCKS
1,255,234,101
RIGHTS/WARRANTS — (0.0%)
* SFI Holdings, Ltd. Litigation Certificate
* Ultraframe Litigation Notes
26,713
319,285
—
—
TOTAL RIGHTS/WARRANTS
—
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $2,640,000 FNMA 5.50%, 12/25/32, valued at $1,954,088)
to be repurchased at $1,925,110
$
1,924
1,924,000
SECURITIES LENDING COLLATERAL — (1.8%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $160,035,278 FHLMC 5.642%, 04/01/31; FNMA 5.714%,
06/01/34; & GNMA, rates ranging from 6.000% to 7.000%, maturities ranging
from 12/15/32 to 08/15/37, valued at $23,468,528) to be repurchased at
$23,011,811
23,008,360
23,008
TOTAL INVESTMENTS - (100.0%)
(Cost $815,565,903)##
$
1,280,166,461
239
THE CONTINENTAL SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
AUSTRIA — (1.8%)
COMMON STOCKS — (1.8%)
Agrana Beteiligungs AG
Andritz AG
Austria Email AG
* Austrian Airlines AG
BKS Bank AG
* # BWIN Interactive Entertainment AG
BWT AG
* CA Immobilien Anlagen AG
* Christ Water Techology AG
Constantia Packaging AG
* Conwert Immobilien Invest AG
# Eybl International AG
Flughafen Wien AG
Frauenthal Holding AG
* Intercell AG
* Josef Manner & Co. AG
# Lenzing AG
# Mayr-Melnhof Karton AG
Oberbank AG
Palfinger AG
* RHI AG
Rosenbauer International AG
* S&T System Integration & Technology Distribution AG
Schoeller-Bleckmann Oilfield Equipment AG
* Sparkassen Immobilien AG
UBM Realitaetenentwicklung AG
17,295
109,548
715
133,921
520
81,529
28,425
134,542
24,819
28,088
54,426
3,191
32,850
10,460
75,624
870
3,948
26,804
8,153
47,348
96,015
11,816
6,404
33,158
58,185
1,440
Value ††
$
1,763,383
7,101,575
8,818
1,495,878
81,463
2,124,653
1,728,714
3,495,341
469,608
2,026,405
1,000,319
55,518
3,288,255
313,781
2,661,991
60,443
1,992,530
2,890,771
1,499,937
2,269,182
4,699,917
565,853
487,762
2,388,499
715,573
101,962
*
Uniqa Versicherungen AG
Wolford AG
111,710
8,054
3,395,546
382,854
TOTAL — AUSTRIA
49,066,531
BELGIUM — (3.6%)
COMMON STOCKS — (3.6%)
* Abfin SA
Ackermans & Van Haaren SA
Agfa Gevaert NV
Banque Nationale de Belgique
Barco NV
Bekaert SA
Brantano Group NV
Brederode SA
2,560
85,898
64,397
980
54,729
59,440
6,251
12,180
—
8,416,601
1,346,085
4,528,062
5,196,988
7,831,423
364,844
519,768
240
*
#
#
#
#
#
*
*#
*#
*
*
#
Co.Br.Ha Societe Commerciale de Brasserie SA
Cofinimmo SA
Compagnie du Bois Sauvage SA
Compagnie du Bois Sauvage SA VVPR STRIP
Compagnie d’Entreprises CFE
Compagnie Immobiliere de Belgique SA
Compagnie Maritime Belge SA
Cumerio NV SA
Deceuninck NV
Dolmen Computer Applications NV
D’Ieteren NV SA
Duvel Moorgat SA
Econocom Group SA
Elia System Operator SA NV
Euronav SA
EVS Broadcast Equipment SA
Exmar NV
Floridienne SA
ICOS Vision Systems NV
Image Recognition Integrated Systems (I.R.I.S.)
Innogenetics NV
Integrated Production & Test Engineering NV
International Brachtherapy SA
Ion Beam Application SA
Jensen-Group NV
Kinepolis
Lotus Bakeries SA
Melexis NV
115
17,021
87
87
2,080
10,849
64,297
9,586
63,700
18,960
13,235
9,169
67,440
117,849
89,385
5,500
78,816
2,033
35,433
6,471
75,886
9,275
35,773
69,021
14,485
16,788
1,401
88,696
$
236,041
2,930,209
45,569
26
4,086,953
593,713
4,211,812
391,066
1,792,017
339,961
5,267,500
505,442
802,572
4,707,835
2,822,823
502,958
2,539,081
267,069
1,587,526
450,093
852,720
98,702
422,135
2,256,725
152,709
1,029,872
429,307
1,505,738
Nord-Sumatra Investissements SA
Omega Pharma SA
* # Option NV
* Papeteries Catala SA
Picanol
* # Real Software SA
# Recticel SA
* Resilux
Rosier SA
# Roularta Media Group NV
Sapec SA
* SAPEC SA Strip VVPR
Sioen Industries NV
Sipef NV
Societe Anonyme Des Glaces de Moustier-sur-Sambre
* Spector Photo Group SA
* Systemat-Datarelay SA
Ter Beke NV
Tessenderlo Chemie NV
Unibra SA
Van De Velde NV
VPK Packaging Group SA
Warehouses De Pauw SCA
* # Zenitel
TOTAL COMMON STOCKS
650
87,533
114,120
315
16,620
639,542
52,387
4,095
655
17,839
3,635
75
52,140
2,481
13,370
81,828
26,232
2,281
94,663
1,600
28,456
13,446
10,753
28,851
477,488
7,714,005
1,587,493
65,654
342,935
356,540
768,353
239,301
165,781
1,570,560
526,023
297
680,657
1,140,778
948,279
156,266
210,812
195,586
5,324,831
245,876
1,452,878
816,199
709,302
107,801
94,835,640
241
RIGHTS/WARRANTS — (0.0%)
* Carrieres Unies Porphyre SA Coupons
* Zenitel Contingent Preferred Rights
TOTAL RIGHTS/WARRANTS
45
8,654
—
118
118
TOTAL — BELGIUM
DENMARK — (3.1%)
COMMON STOCKS — (3.1%)
* Aarhus Lokalbank A.S.
* Aktieselskabet Ringkjoebing Bank A.S.
# Aktieselskabet Roskilde Bank A.S.
# Aktieselskabet Skjern Bank A.S.
# Alk-Abello A.S.
* # Alm. Brand A.S.
Amagerbanken A.S.
Ambu A.S.
Arkil Holdings A.S. Series B
$
94,835,758
8,030
5,665
32,685
3,276
15,055
28,360
32,195
22,100
780
308,290
900,903
3,263,946
470,528
2,916,149
1,755,224
1,987,103
392,396
156,530
#
#
*#
#
*
*
*
*#
*#
*
*
#
#
*
*
#
Auriga Industries A.S. Series B
Bang & Olufsen Holding A.S. Series B
Bavarian Nordic A.S.
Biomar Holding A.S.
BoConcept Holding A.S.
Bonusbanken A.S.
Brodrene Hartmann A.S. Series B
Brondbyernes I.F. Fodbold A.S. Series B
Capinordic A.S.
Dampskibs Norden
Danionics A.S. Series A
Dantherm Holding A.S.
Danware A.S.
DFDS A.S.
DiBa Bank A.S.
Dicentia A.S.
Djursland Bank A.S.
DLH A.S. Series B
East Asiatic Co., Ltd.
EDB Gruppen A.S.
F.E. Bording A/S
Fionia Bank A.S.
Fluegger A.S. Series B
Forstaedernes Bank A.S.
Glunz & Jensen A.S.
GPV Industi A.S.
H&H International A.S. Series B
Harboes Bryggeri A.S.
Hedegaard A.S.
Hojgaard Holding A.S. Series B
IC Companys A.S.
35,850
31,337
17,626
22,198
5,650
69,455
5,865
10,300
216,300
16,800
32,000
13,100
7,585
11,910
11,660
6,000
4,485
32,000
50,573
5,780
600
6,516
4,198
65,613
2,870
2,200
1,920
10,250
1,560
2,750
33,305
826,315
3,419,086
1,334,126
979,678
593,826
458,873
182,377
169,759
1,026,123
1,493,738
98,760
451,971
126,199
1,715,403
959,937
19,652
622,900
632,769
3,414,249
169,247
87,755
1,931,373
521,614
2,745,677
28,378
109,354
899,333
289,605
146,811
118,279
2,009,414
242
*
*
*
#
*#
#
Incentive A.S.
ITH Industri Invest A.S.
Lan & Spar Bank A.S.
Lastas A.S. Series B
Lollands Bank A.S.
Maconomy A.S.
Migatronic A.S. Series B
Mols-Linien A.S.
NeuroSearch A.S.
NKT Holding A.S.
Nordjyske Bank A.S.
Norresundby Bank A.S.
3,575
3,600
5,150
11,200
750
63,000
800
5,700
35,390
49,245
17,600
735
$
12,095
115,311
418,632
404,183
64,957
190,180
56,442
704,396
1,733,540
5,213,397
675,662
509,079
*#
*#
#
*#
*#
#
#
#
#
#
#
*
*#
NTR Holdings A.S.
Ostjydsk Bank A.S.
Parken Sport & Emtertainment A.S.
Per Aarsleff A.S. Series B
Pharmexa A.S.
Ringkjoebing Landbobank Aktieselskab A.S.
Roblon A.S. Series B
Royal Unibrew A.S.
RTX Telecom A.S.
Salling Bank A.S.
Sanistal A.S. Series B
SAS AB
Satair A.S.
Schouw & Co. A.S.
SimCorp A.S.
Sjaelso Gruppen A.S.
SKAKO Industries A.S.
Skandinavian Brake Systems A.S.
Sondagsavisen A.S.
Spar Nord Bank A.S.
Sparbank
Sparekassen Faaborg A.S.
Sydbank A.S.
Thrane & Thrane A.S.
Tivoli A.S.
TK Development A.S.
TopoTarget A.S.
Vestfyns Bank A.S.
Vestjysk Bank A.S.
3,130
2,554
8,474
6,145
142,740
15,330
540
12,690
14,000
910
4,436
34,300
8,525
25,435
16,940
68,030
5,130
1,925
36,665
120,825
10,930
2,027
71,161
8,858
997
91,456
151,600
680
29,755
42,420
570,351
2,367,403
808,812
413,326
2,650,689
98,950
1,481,561
139,603
169,921
733,311
659,446
454,364
2,404,306
3,605,439
2,428,455
236,832
111,343
445,477
2,896,350
835,005
897,321
3,253,292
542,742
675,696
2,048,840
625,564
170,072
1,845,385
TOTAL — DENMARK
83,443,800
FINLAND — (5.6%)
COMMON STOCKS — (5.6%)
Alandsbanken AB Series B
* # Aldata Solutions Oyj
Alma Media Corp.
Amanda Capital Oyj
# Amer Sports Oyj Series A
Aspo Oyj
18,190
194,535
292,300
67,120
269,460
70,175
656,061
387,115
4,314,620
316,129
6,140,584
660,124
243
*
*
Aspocomp Group Oyj
BasWare Oyj
Benefon Oyj
42,026
34,550
686,900
$
17,224
555,443
65,689
*
*
*
#
*
#
#
#
#
*
*
*
#
*
*
Biohit Oyj
Biotie Therapies Oyj
Capman Oyj Series B
Cargotec Oyj Series B
Cencorp Oyj
Componenta Oyj
Comptel Oyj
Cramo P.L.C.
Efore Oyj
Elcoteq SE
Elecster Oyj
Elektrobit Corp. Oyj
Etteplan Oyj
Finnair Oyj
Finnlines Oyj
Fiskars Oyj Abp Series A
F-Secure Oyj
HKScan Oyj Series A
Honkarakenne Oyj Series B
Huhtamaki Oyj
Ilkka-Yhtyma Oyj
Incap Oyj
Ixonos P.L.C.
Julius Tallberg-Kiinteistoet Oyj Series B
KCI Konecranes Oyj
Kemira GrowHow Oyj
Kemira Oyj
Kyro Oyj Abp
Laennen Tehtaat Oyj
Lassila & Tikanoja Oyj
Lemminkainen Oyj
Martela Oyj
M-Real Oyj Series B
Neomarkka Oyj
Nokian Renkaat Oyj
Nordic Aluminium Oyj
Okmetic Oyj
OKO Bank P.L.C. Class A
Olvi Oyj Series A
Oriola-KD Oyj Class A
Oriola-KD Oyj Class B
Orion Oyj Series A
Orion Oyj Series B
Perlos Oyj
PKC Group Oyj
Ponsse Oyj
Poyry Oyj
Proha Oyj
Raisio Group P.L.C.
9,400
265,590
12,485
12,807
89,510
34,400
334,565
107,300
129,540
66,810
2,200
401,120
31,300
164,950
110,260
178,328
447,078
74,560
15,330
348,750
35,460
36,800
26,100
27,000
255,800
163,960
261,200
131,940
18,920
121,476
52,700
1,060
775,393
16,652
384,580
10,440
54,904
147,497
32,290
26,000
16,000
52,493
102,330
130,761
48,390
82,280
189,640
198,232
476,433
27,712
354,990
62,958
624,492
42,580
498,150
881,082
4,189,686
186,381
509,899
17,445
940,740
529,369
2,895,150
2,217,271
3,213,868
1,500,226
1,809,676
139,765
5,263,174
512,570
91,776
226,245
134,627
9,760,491
2,683,726
6,310,593
701,075
502,718
3,778,173
3,668,476
13,012
4,273,672
215,036
13,569,877
429,532
254,752
2,939,580
1,191,399
108,461
66,870
1,238,842
2,442,229
907,107
694,729
1,950,545
4,282,724
83,926
1,314,586
244
#
*
*
#
*
#
#
#
#
#
Ramirent Oyj
Rapala VMC Oyj
Raute Oyj Series A
Rocla Oyj
Satama Interactive Oyj
Scanfil Oyj
Sponda Oyj
SSH Communications Oyj
Stockmann Oyj Abp Series A
Stockmann Oyj Abp Series B
Stonesoft Oyj
Suominen Oyj
SYSOPENDIGIA P.L.C.
Talentum Oyj
Tecnomen Oyj
Teleste Oyi
TietoEnator Oyj
Tiimari P.L.C.
Tulikivi Oyj
Turkistuottajat Oyj
Uponor Oyj Series A
Vacon Oyj
Vaisala Oyj Series A
Viking Line AB
YIT Oyj
314,560
116,640
10,390
12,300
107,200
123,479
159,511
88,050
44,196
104,804
117,212
17,955
55,020
133,500
196,570
53,559
291,429
16,680
79,440
8,490
216,400
44,337
40,300
10,710
151,498
TOTAL — FINLAND
FRANCE — (10.8%)
COMMON STOCKS — (10.8%)
* Actielec Technologies
Affine
# Akka Technologies SA
* Alain Afflelou SA
Ales Groupe SA
* # Alten SA
* # Altran Technologies SA
April Group SA
* # Archos
Assystem
* Atos Origin SA
# Aubay SA
# Audika SA
* # Avanquest Software
* Axorys SA
$
7,487,670
892,958
199,854
190,201
209,772
375,722
2,183,716
191,179
1,947,669
4,650,286
71,935
83,158
298,542
615,094
364,523
659,404
6,780,766
108,117
271,021
122,052
8,310,948
1,994,392
2,028,924
554,415
4,586,663
148,543,933
26,862
7,578
5,500
480
33,613
56,620
322,216
74,259
22,331
47,658
26,906
28,405
22,509
19,360
11,700
111,063
449,621
121,404
24,308
846,945
2,000,978
2,765,365
4,143,530
705,156
840,969
1,509,956
320,478
857,245
328,982
11,476
*#
*
Baccarat SA
Bacou-Dalloz
Banque Tarneaud SA
Beneteau SA
Bigben Interactive
bioMerieux designs
Boiron SA
1,090
18,169
1,430
185,495
7,762
14,590
22,509
433,391
2,486,665
342,899
4,600,768
42,295
1,330,426
635,008
245
#
*
*#
*
#
#
#
*
*
*
*
*
*
*
#
*
*
*
#
#
*
*
Boizel Chanoine Champagne SA
Bonduelle SA
Bongrain SA
Bourbon SA
Bull SA (4547235)
Bull SA (B0V2C19)
Burelle SA
Business Objects SA
Cafom SA
Canal Plus SA
Carbone Lorraine SA
CBo Territoria
Cegedim SA
Cegid Group
Cesar SA
Cibox Inter@ctive SA
Clarins SA
Club Mediterranee SA
Compagnie Industrielle et Financiere D’Entreprises
Compagnie International Andre Trigano SA
CS Communication & Systemes designs
Cybergun
Damartex SA
Dane-Elec Memory SA
Delachaux SA
Didot-Bottin SA
Dollfus Mieg & Cie SA
Dynaction SA
Electricite de Strasbourg
Encres Dubuit SA
Entrepose Contracting
Esso SA
Establissements Maurel et Prom
Etablissements Gantois Series A
Etam Developpement SA
Euro Disney SCA
6,304
13,165
14,306
119,730
4
298,028
4,030
63,268
5,092
280,788
56,469
28,320
11,509
22,866
142,196
232,424
19,296
46,578
300
983
7,938
6,818
22,900
65,202
28,440
1,620
54,239
10,660
23,784
4,176
10,237
4,451
268,473
647
23,815
4,981,489
$
814,146
1,649,421
1,709,978
7,849,210
3
2,083,656
1,044,590
2,776,100
166,361
2,998,665
4,035,047
176,034
1,275,028
1,299,789
135,386
69,283
1,531,044
3,206,630
93,579
66,875
250,751
116,843
748,997
349,282
2,422,100
153,155
179,948
215,388
4,993,890
40,022
896,088
1,335,377
5,295,608
5,473
1,717,270
610,743
*#
#
*#
#
*
Evialis SA
Exel Industries SA
Explosifs et de Produits Chimiques
Faurecia SA
Fimalac SA
Finuchem SA
Fleury Michon SA
Francois Freres (Tonnellerie) SA
Gascogne SA
Gaumont SA
GECI International
Geodis SA
Gevelot SA
GFI Informatique SA
Gifi
Ginger (Groupe Ingenierie Europe)
4,093
5,582
524
60,033
19,312
18,510
4,507
3,839
7,112
14,607
64,225
17,364
3,584
126,539
7,579
10,357
190,086
675,609
299,609
4,613,219
1,378,773
399,843
340,445
227,825
768,118
1,216,730
329,484
3,559,327
317,804
1,263,338
645,131
288,054
246
*
#
*#
*
#
*
*#
#
*
*#
GL Events
GPe Pizzorno
Grands Moulins de Strasbourg
Groupe Ares SA
Groupe Crit
Groupe Flo SA
Groupe Go Sport SA
Groupe Guillin SA
Groupe Open SA
Groupe Steria SCA
Guerbet SA
Guyenne et Gascogne SA
Haulotte Group SA
Havas SA
Idsud
IEC Professionnel Media
IMS International Metal Service SA
Infogrames Entertainment SA
Ingenico SA
Ipsen SA
Ipsos SA
Lafuma SA
Laurent-Perrier
Lectra
Lisi SA
LVL Medical Groupe SA
34,299
5,200
110
21,994
24,673
22,019
2,740
1,200
27,590
51,952
5,997
26,000
57,491
1,144,241
2,227
34,930
51,946
2,249,212
87,639
15,549
80,658
6,384
12,172
85,992
16,534
24,346
$
2,291,912
261,695
87,061
158,055
1,253,304
434,004
272,337
118,457
437,244
2,746,269
1,209,037
4,482,154
2,271,752
6,316,413
146,931
85,663
2,252,199
639,867
2,250,507
816,145
2,925,713
466,277
1,926,410
717,419
1,924,836
661,693
*
#
#
#
#
*#
*
*
*#
Maisons Franc
Manitou BF SA
Manutan International SA
Metaleurop SA
MGI Coutier SA
MoneyLine SA
Montupet SA
Mr. Bricolage SA
Naturex
Nexans SA
Nexity
Norbert Dentressangle
NRJ Group
Oberthur Card Systems SA
Oeneo
Orco Property Group
Orpea
Osiatis
Paris Orleans et Cie SA
Passat SA
Penauille Polyservices SA
Petit Forestier SA
Pierre & Vacances
Plastic Omnium SA
Plastivaloire SA
PSB Industries SA
12,826
48,280
13,920
35,449
2,753
11
32,450
23,846
6,954
80,936
82,640
12,697
177,024
117,901
102,487
21,505
102,622
1,400
2,832
8,835
639,328
11,101
16,031
30,846
4,552
8,438
1,060,695
2,689,803
1,135,691
1,152,936
104,488
—
829,329
746,405
462,105
13,018,703
5,468,414
1,271,686
2,463,571
985,939
364,956
3,231,798
5,756,042
13,098
1,407,580
108,075
5,656,817
1,422,994
2,322,882
1,469,213
135,861
491,657
247
*
*
#
*
Radiall SA
Rallye SA
Remy Cointreau SA
Rhodia SA
Robertet SA
Rodriguez Group SA
Rougier SA
Rubis SA
S.T. Dupont SA
Sabeton SA
Saft Groupe SA
SAMSE SA
SCOR SE
SEB SA
Sechilienne SA
Securidev SA
Signaux Girod SA
5,387
80,915
66,282
72,888
3,167
27,733
6,120
31,132
39,440
13,500
42,516
8,800
282,143
29,833
44,000
2,500
894
$
733,526
5,249,814
4,721,023
2,968,505
586,566
1,315,044
532,115
2,615,480
20,348
256,187
1,805,015
1,340,571
6,891,262
5,235,074
3,218,982
97,132
91,106
*
#
*#
*#
#
*
*#
*
#
*
*#
#
Smoby SA
Societe BIC SA
Societe de Developpement Regional de la Bretagne
Societe des Bains de Mer et du Cercle des Etrangers a Monaco
Societe Immobiliere de Location pour l’Industrie et le Commerce
Societe Industrielle D’Aviations Latecoere SA
Societe Marseillaise du Tunnel Prado Carenage
Societe Pour l’Informatique Industrielle SA
Sogeclair SA
Soitec SA
Solving International SA
Somfy SA
Sopra Group SA
Spir Communication SA
Stallergenes SA
STEF-TFE SA
Sucriere de Pithiviers Le Vieil
Sylis SA
Synergie SA
Teamlog SA
Teleperformance SA
Tessi SA
Theolia SA
Tipiak SA
Toupargel Groupe
Trigano SA
UbiSoft Entertainment SA
Union Financiere de France Banque SA
Valeo SA
Valtech
Viel et Compagnie
Vilmorin et Cie SA
Virbac SA
VM Materiaux SA
Vranken Pommery Monopole
1,172
30,097
5,106
4,615
23,530
21,731
9,698
5,844
1,463
231,215
13,265
22,900
23,668
7,977
33,674
29,698
1,825
23,228
33,924
34,132
135,031
5,050
88,858
518
21,016
59,181
96,348
16,369
57,052
295,958
162,852
19,383
16,735
5,966
9,879
44,704
2,280,274
25,805
4,408,790
3,732,068
686,912
521,185
349,410
62,791
4,355,452
78,730
7,019,942
2,181,093
863,440
2,778,856
2,042,829
1,476,148
123,357
1,360,814
174,425
5,515,659
363,820
2,468,920
56,518
838,796
2,646,255
5,970,276
995,063
2,752,491
237,632
1,104,063
2,258,551
1,423,022
693,553
753,556
248
XRT
Zodiac SA
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Ales Groupe SA Warrants 03/23/09
* Bigben Interactive Warrants 12/31/08
* Cybergun Warrants Series A 01/31/08
102,875
10,384
$
212,853
749,469
285,943,447
316
2,100
1,136
3,663
1,030
139
* Cybergun Warrants Series B 07/15/10
* Groupe Ares SA Warrants 12/18/08
* Groupe Focal SA Warrants 02/21/10
* Infogrames Entertainment SA Warrants 12/31/09
TOTAL RIGHTS/WARRANTS
1,136
4,713
466
77,830
356
23,434
—
12,723
41,345
TOTAL — FRANCE
285,984,792
GERMANY — (12.6%)
COMMON STOCKS — (12.6%)
* 3U Telecom AG
A.S. Creation Tapeton AG
* AAP Implantate AG
Aareal Bank AG
* Abacho AG
* AC-Service AG
ADCapital AG
* # Adlink Internet Media AG
* # ADVA AG Optical Networking
Agrob AG
* # Aixtron AG
* Allbecon AG
Altana AG
Amadeus Fire AG
* Analytik Jena AG
Andreae-Noris Zahn AG
* Artnet AG
Atoss Software AG
* Augusta Technologie AG
AWD Holding AG
* AZEGO AG
# Baader Wertpapierhandelsbank AG
* # Balda AG
* Basler AG
Beate Uhse AG
# Bechtle AG
# Bertrandt AG
* # Beta Systems Software AG
BHS Tabletop AG
Bilfinger Berger AG
* Biolitec AG
Biotest AG
* BKN International AG
117,766
6,853
47,250
110,018
34,175
13,512
33,040
71,772
96,672
5,800
266,763
21,017
5,151
16,192
11,215
27,200
16,292
10,108
27,184
99,539
16,940
142,376
155,088
8,861
56,241
40,189
23,282
5,700
2,800
136,777
26,843
22,203
35,508
249
160,088
400,415
169,834
5,272,495
195,247
88,132
528,861
1,269,265
829,118
97,726
2,213,924
229,043
117,840
463,065
96,225
1,255,141
268,921
118,324
633,802
3,373,652
6,344
795,202
1,672,070
140,785
251,376
1,590,047
828,513
35,373
46,345
11,338,586
446,852
950,440
105,468
*#
*#
*
*#
*
*
*#
#
*#
*
*
#
*
*
*
#
#
*
*
*#
*
*#
*
*#
#
*#
*
*
*#
*#
#
BMP AG
Boewe Systec AG
Borussia Dortmund GmbH & Co. KGaA
Broadnet AG
Business Media China AG
CBB Holding AG
CEAG AG
Cenit AG Systemhaus
CENTROTEC Sustainable AG
Cewe Color Holding AG
ComBOTS AG
Comdirect Bank AG
Computerlinks AG
Concord Effekten AG
Condomi AG
Conergy AG
CTS Eventim AG
Curanum AG
Cybio AG
D. Logistics AG
D+S europe AG
DAB Bank AG
Data Modul AG
DEAG Deutsche Entertainment AG
Deutsche Euroshop AG
Deutsche Steinzeug Cremer & Breuer AG
Deutsche Wohnen AG
Deutz AG
Dierig Holding AG
Douglas Holding AG
Dr. Hoenle AG
Drillisch AG
Duerr AG
DVB Bank AG
Easy Software AG
Eckert and Ziegler Strahlen - und Medizintechnik AG
Elexis AG
Elmos Semiconductor AG
ElreingKlinger AG
EM.TV AG
Emprise AG
EMS New Media AG
Energiekontor AG
Epcos AG
Erlus AG
Escada AG
Euwax AG
Evotec AG
Fielmann AG
50,479
15,333
208,512
36,856
15,212
102,602
20,670
18,394
42,280
13,917
58,253
135,842
16,965
30,962
1,800
94,598
53,393
83,165
13,145
113,203
77,965
133,926
10,414
51,845
87,386
23,889
69,977
257,064
10,500
105,237
14,858
92,184
38,845
15,114
13,167
6,103
32,938
34,592
6,000
160,173
24,502
42,609
38,401
233,608
297
40,309
18,514
196,039
58,362
$
173,148
758,903
545,919
200,673
446,081
11,242
242,065
264,965
848,765
646,632
854,094
1,567,379
334,243
80,206
—
7,678,084
2,028,736
563,160
70,470
351,557
1,505,604
1,236,947
257,570
137,692
3,047,463
59,221
2,471,539
3,019,874
131,537
6,321,922
172,965
919,919
1,596,119
5,599,824
122,293
91,491
970,896
342,304
551,686
963,148
19,796
10,484
233,336
4,443,211
165,625
1,595,277
1,296,288
811,175
3,819,108
*
#
FJA AG
Fortec Elektronik AG
Freenet AG
77,417
7,433
236,364
263,090
100,960
5,541,772
250
#
#
#
#
*#
*#
*
*
*
*
*
*
*
*#
*
#
*
*#
*
*
*
*#
*#
*#
*
#
Fuchs Petrolub AG
GBWAG Bayerische Wohnungs AG
Geratherm Medical AG
Gerry Weber International AG
Gesco AG
GFK AG
GFT Technologies AG
GPC Biotech AG
Grenkeleasing AG
Grundstuecks & Baugesellschaft AG
Hamborner AG
Hansa Group AG
Hawesko Holding AG
Heidelberger Druckmaschinen AG
Herlitz AG
Hoeft & Wessel AG
Hucke AG
Hugo Boss AG
Hyrican Informations Systeme AG
I-D Media AG
IFA Hotel & Touristik AG
IKB Deutsche Industriebank AG
IM International Media AG
Indus Holding AG
Innovation in Traffic Systems AG
Integralis AG
INTERSEROH AG
Intershop Communications AG
Intertainment AG
Isra Vision Systems AG
itelligence AG
IVU Traffic Technologies AG
IWKA AG
Jack White Productiions AG
Jenoptik AG
K&S AG
Kampa AG
KERAMAG Keramische Werke AG
Kontron AG
Krones AG
30,747
20,298
14,057
49,579
9,455
77,709
66,050
106,084
32,424
3,567
63,000
146,815
20,044
17,753
6,962
20,622
11,123
25,100
11,943
23,140
7,000
21,843
152,932
41,345
23,949
34,269
22,803
58,426
8,500
10,917
64,543
56,838
85,711
15,810
157,826
16,078
28,404
13,000
181,781
71,235
$
2,693,403
429,972
109,481
1,552,347
731,340
3,105,210
300,634
1,196,566
1,250,882
294,577
860,942
334,032
691,046
803,103
33,220
131,712
2,551
1,648,957
154,605
56,019
88,676
418,959
26,652
1,529,384
244,150
193,914
1,497,417
219,011
18,683
220,273
350,189
88,415
3,485,229
37,411
1,473,143
2,317,489
263,402
1,252,606
3,743,441
5,547,471
*
*
*
*
*
*
KSB AG
KWS Saat AG
Leifheit AG
Leoni AG
Loewe AG
LPKF Laser & Electronics AG
Mania Technologie AG
Marbert AG
Masterflex AG
Maxdata AG
Mediclin AG
Medigene AG
4,521
24,461
12,500
117,961
25,187
28,874
74,770
2,600
10,531
32,897
79,703
90,111
3,511,505
4,030,239
312,243
6,185,401
554,737
229,947
94,752
9,455
304,926
60,393
369,236
518,702
251
*
#
*
*#
*
#
*
#
*
*
*
#
*#
*
*
#
*
*
#
*
*
Medion AG
Mensch und Maschine Software AG
MLP AG
Mologen AG
Morphosys AG
Mosaic Software AG
MTU Aero Engines Holding AG
Muehlabauer Holdings AG & Co. KGAA
MVV Energie AG
MWB Wertpapierhandelsbank AG
MWG-Biotech AG
Nemetschek AG
Neschen AG
Net AG Infrastructure, Software & Solutions
Nexus AG
Norddeutsche Affinerie AG
Norddeutsche Steingut AG
Nordex AG
Nordwest Handel AG
november AG
OHB Technology AG
Oldenburgische Landesbank AG
P&I Personal & Informatik AG
Paion AG
Pandatel AG
Paragon AG
ParSytec AG
PC-Ware AG
Pfeiffer Vacuum Technology AG
Pfleiderer AG
Pironet NDH AG
84,110
27,532
220,135
22,062
19,723
5,200
156,988
15,349
143,467
13,341
22,400
23,340
8,700
72,185
37,949
158,096
5,960
87,845
12,443
9,018
37,069
4,234
17,889
51,500
5,700
22,134
14,807
15,184
31,639
171,935
36,682
$
1,596,802
226,579
3,529,573
240,255
1,012,410
2,826
9,985,014
464,337
5,628,384
86,325
62,018
839,669
15,177
128,969
184,048
6,928,940
74,209
4,155,732
135,366
12,771
702,048
315,830
515,419
124,882
2,879
391,332
112,823
329,395
2,944,932
4,451,656
172,958
*
*
*
*
*
*
*
*
*#
*#
*#
#
*
*
Pixelpark AG
Plambeck Neue Energien AG
Plasmaselect AG
Plenum AG
Premiere AG
Primacom AG
Progress-Werk Oberkirch AG
PSI AG fuer Produkte und Systeme der Informationstechnologie
Pulsion Medical Systems AG
PVATepla AG
QIAGEN NV
QSC AG
R. Stahl AG
Rational AG
REALTECH AG
Renk AG
REpower Systems AG
Rheinmetall AG
Rhoen-Klinikum AG
Rinol AG
Rohwedder AG
89,712
148,115
35,172
11,418
280,161
52,801
6,250
40,859
26,674
51,882
516,893
255,715
14,839
15,083
13,541
19,400
21,093
61,085
298,808
1,475
12,979
157,132
745,983
98,923
17,372
6,154,160
708,669
289,992
319,187
229,801
494,065
8,858,705
1,367,860
705,556
2,794,437
194,730
1,761,635
3,218,513
5,069,754
9,174,389
583
111,434
252
*
*
*#
*
*
*#
*#
#
*
*#
*
Ruecker AG
S.A.G. Solarstrom AG
Sartorius AG
Schlott Sebaldus AG
Secunet Security AG
Sektkellerei Schloss Wachenheim AG
Senator Entertainment AG
SGL Carbon AG
SHB Stuttgarter Invest AG
SHS Viveon AG
Silicon Sensor International AG
Singulus Technologies AG
Sinner AG
SinnerSchrader AG
Sixt AG
SM Wirtschaftsberatungs AG
Software AG
Solar Millenn
Solon AG fuer Solartechnik
Stada Arzneimittel AG
Stoehr & Co. AG
Strabag AG
21,675
47,672
32,181
15,429
16,078
15,120
980
228,535
36,048
36,949
12,195
112,455
4,160
26,169
38,312
18,841
73,445
35,500
18,988
177,118
16,000
10,386
$
233,165
191,187
1,851,916
406,951
129,224
200,825
3,675
11,034,590
1,586,726
66,626
306,855
1,347,028
111,944
56,374
2,008,083
404,030
7,325,201
1,867,063
1,533,765
11,383,757
108,740
3,817,986
#
*
#
*
*#
*
*
*
*
#
*
Stratec Biomedical Systems AG
Sued-Chemie AG
Suedzucker AG
Suess Microtec AG
Synaxon AG
Syskoplan AG
Syzygy AG
Takkt AG
TDS Informationstechnologie AG
Techem AG
Technotrans AG
Telegate AG
Teles AG
Textilgruppe Hof AG
TFG Capital AG & Co. KGAA
Tomorrow Focus AG
TRIA IT-solutions AG
TTL Information Technology AG
UMS United Medical Systems International AG
Umweltbank AG
United Internet AG
Utimaco Safeware AG
Value Management & Research AG
Varetis AG
VBH Holding AG
VDN Vereinigte Deutsche Nickel-Werke AG
Vivacon AG
Vossloh AG
Wanderer-Werke AG
Washtec AG
27,297
29,146
35,773
59,969
11,212
9,363
30,656
146,687
89,063
74,865
21,735
20,500
41,582
12,170
36,723
101,081
5,514
6,400
17,056
17,805
125,696
35,121
42,250
16,571
9,415
12,150
60,307
34,930
7,903
54,420
823,372
3,303,750
686,757
636,238
90,479
95,785
146,928
2,548,095
341,306
4,659,674
542,197
600,843
187,133
133,470
136,682
400,011
3,910
10,995
112,708
415,462
2,399,226
455,030
318,044
111,644
101,339
1,513
1,793,404
3,765,097
378,196
1,037,386
253
*#
WaveLight AG
* WCM Beteiligungs-und Grundbesitz AG
Westag & Getalit AG
Wincor Nixdorf AG
* Wirecard AG
Wuerttembergische Lebensversicherung AG
Wuerttembergische Metallwarenfabrik AG
* # Zapf Creation AG
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* S.A.G. Solarstrom Rights 07/30/07
11,800
617,895
7,000
117,600
210,816
28,123
30,330
21,120
$
242,800
60,595
193,777
10,156,059
2,913,589
1,286,570
1,275,978
132,345
333,373,563
47,672
141,325
TOTAL — GERMANY
333,514,888
GREECE — (4.4%)
COMMON STOCKS — (4.4%)
A. Kalpinis - N. Simos Steel Service Center
* Aegek S.A.
* Agrotiki Insurance Co. S.A.
* Alapis Holdings Industrial & Commercial S.A.
* Alco Hellas ABEE S.A.
* Alfa Alfa Energy S.A.
* Alfa Alfa Holdings S.A.
Alfa-Beta Vassilopoulos S.A.
Allatini Industrial & Commercial Co. S.A.
* Alte Technical Co.
* Altec Information & Communication Systems S.A.
Alumil Milonas Aluminum Industry S.A.
* Alysida S.A.
Anek Lines S.A.
AS Co. S.A.
Aspis Bank S.A.
* Aspis Pronia General Insurance S.A.
* Astir Palace Hotels S.A.
Athens Medical Center S.A.
* Atlantic Supermarkets S.A.
Attica Holdings S.A.
Attica Publications S.A.
Atti-Kat S.A.
Autohellas S.A.
* Babis Vovos International Construction S.A.
* Balafas S.A.
* Balkan Export S.A.
* Bank of Attica S.A.
Bank of Greece
Benrubi S.A.
Betanet S.A.
Bitros Holdings S.A.
Blue Star Maritime S.A.
Byte Computers S.A.
29,862
437,330
59,277
1,117,524
103,281
3,810
104,982
21,502
34,470
85,048
80,278
52,886
2,376
639,521
47,540
228,007
165,110
98,660
150,874
35,080
244,076
16,674
196,084
83,520
61,592
15,200
41,970
202,121
61,332
27,741
27,328
38,892
216,430
22,730
377,818
398,751
309,866
3,044,693
192,371
7,214
—
819,347
148,163
9,269
221,998
352,048
6,444
1,947,727
130,838
985,907
226,612
955,125
1,054,938
101,454
1,839,270
93,211
364,935
665,262
1,945,512
3,934
217,818
1,019,574
7,679,123
149,316
75,453
174,787
1,064,795
115,171
254
*
*
C. Rokas S.A.
Centric Multimedia S.A.
Compucon Computer Applications S.A.
Computer Peripherals International S.A.
44,569
34,628
11,260
9,110
$
1,187,706
209,392
10,249
12,459
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Crown Hellas Can S.A.
Cyclon Hellas S.A
Daios Plastics S.A.
Diagnostic & Therapeutic Center of Athens “Hygeia” S.A.
Dionic S.A.
Domiki Krittis S.A.
Dromeas S.A.
Dynamic Life S.A.
Edrasis-C.Psalllidas Technical Co.
EL. D. Mouzakis S.A.
Elbisco Holding S.A.
Elektrak S.A.
Elektroniki Athinon S.A.
Elephant S.A.
Elgeka S.A.
Elmec Sport S.A.
Elton Chemicals S.A.
Empedos S.A.
ETEM S.A.
Ethniki General Insurance Co. S.A.
Etma Rayon S.A.
Euro Reliance General Insurance Co. S.A.
Eurodrip S.A.
Euromedica S.A.
European Technical S.A.
Everest S.A.
Evrofarma S.A.
EYDAP Athens Water Supply & Sewage Co. S.A.
F.G. Europe S.A. Common Registered Shares
Forthnet S.A. Issue 06
Fourlis S.A.
Frigoglass S.A.
Galaxidi Fish Farming S.A.
GEK Group of Cos S.A.
General Commercial S.A.
Geniki Bank
Gregorys Mikrogeumata S.A.
Halkor S.A.
Hatziioannou Holdings S.A.
Hellenic Cables S.A.
Hellenic Duty Free Shops S.A.
Hellenic Fabrics S.A.
Hellenic Sugar Industry S.A.
Hellenic Technodomiki Tev S.A.
Heracles General Cement Co. S.A.
Hippotour S.A.
Iaso S.A.
Iktinos Hellas S.A.
30,452
62,191
16,350
141,580
13,336
23,720
10,400
16,440
69,338
40,703
56,000
36,580
34,490
26,310
76,460
128,306
53,834
15,974
72,082
178,148
11,242
55,110
83,040
64,900
32,750
68,950
26,707
53,245
4,536
115,475
133,615
88,060
12,940
155,884
64,410
127,174
53,530
226,556
89,750
65,236
101,270
32,310
87,664
477,519
93,293
13,891
175,950
64,850
236,298
161,118
278,285
953,936
17,895
65,372
24,463
—
126,422
122,693
154,285
312,711
332,341
—
235,467
599,251
98,472
1,741
256,489
1,162,482
21,593
225,961
137,792
773,652
10,261
217,248
70,128
557,689
15,825
1,643,282
4,021,216
2,556,723
29,925
2,636,757
160,051
1,105,566
85,113
1,266,232
200,909
539,224
1,822,289
103,015
624,980
6,289,434
2,119,652
13,791
3,127,562
92,294
255
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Inform P. Lykos S.A.
Informatics S.A.
Intersat S.A.
Intertech S.A.
Intracom Holdings S.A.
Intracom Technical & Steel Constructions S.A.
Ionian Hotel Enterprises S.A.
Ipirotiki Software & Publications S.A.
J Boutaris & Son Holding S.A.
J&P-Avax S.A.
Karatzis S.A.
Karelia Tobacco Co., Inc. S.A.
Kathimerini Publishing S.A.
Katselis Sons S.A. Bread Industry
Kego S.A.
Kekrops S.A.
Keramia-Allatini
Klonatex Group S.A. Bearer Shares
Kordellou Brothers S.A.
Ktima Kostas Lazaridis S.A.
Lambrakis Press S.A.
Lampsa Hotel Co.
Lan-Net S.A.
Lavipharm S.A.
Loulis Mills S.A.
M.J. Mailis S.A.
Maritime Company of Lesvos S.A.
Maxim S.A.
Medicon Hellas S.A.
Mesochoritis Brothers S.A.
Metka S.A.
Michaniki S.A.
Minerva Knitwear SA
Minoan Lines S.A.
MLS Multimedia S.A.
Mochlos S.A.
Motor Oil (Hellas) Corinth Refineries S.A.
Multirama S.A.
Mytilineos Holdings S.A.
N. Levederis S.A.
Nafpaktos Textile Industry S.A.
Naytemporiki S.A.
Neochimiki Lv Lavrentiadis S.A.
Neorion New S.A. Holdings
Newsphone Hellas S.A.
35,570
3,778
19,392
23,746
313,706
105,050
16,914
22,110
48,870
163,746
28,610
5,810
47,170
41,545
32,045
6,444
10,368
20,351
50,600
18,326
118,587
50,326
126,887
96,324
41,702
154,984
299,836
16,360
2,860
23,700
100,500
165,545
5,140
248,689
8,300
98,304
30,960
10,990
108,090
8,355
10,580
49,480
97,500
37,500
55,010
$
206,376
1,595
—
107,935
1,949,571
185,627
345,957
58,432
54,437
1,698,703
94,148
546,169
490,197
166,580
148,467
199,684
18,926
9,969
102,936
35,508
468,259
1,166,250
128,872
589,617
176,261
533,808
419,214
13,688
19,270
22,263
2,149,369
1,464,693
19,949
1,799,017
14,663
98,478
758,054
128,774
5,494,457
13,382
14,992
127,871
2,666,615
104,295
103,012
*
*
*
*
Nexans Hellas S.A.
Nirefs Acquaculture S.A.
Pantechniki S.A.
Parnassos Enterprises S.A.
Pegasus Publishing S.A.
Perseys S.A.
Petropoulos S.A.
11,443
143,700
89,570
50,700
95,510
34,972
8,832
99,517
810,560
495,729
296,668
445,156
85,515
86,351
256
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Petzetakis S.A.
Philippos Nakas S.A.
Pilias S.A.
Pipeworks L. Girakian Profil S.A.
Piraeus Leasing S.A.
Prodeftiki Technical Co.
Promota Hellas S.A.
Reds S.A.
Regency Entertainment S.A.
Rilken S.A.
S&B Industrial Minerals S.A.
Sanyo Hellas S.A.
Sarantis S.A.
Sato S.A.
Selected Textile Industry Assoc. S.A.
Sfakianakis S.A.
Sheet Steel Co.
Shelman Hellenic-Swiss Wood S.A.
Singularlogic S.A.
Spyroy Agricultural Products S.A.
Stabilton S.A.
Technical Olympic S.A.
Technodomi M.Travlos Brothers S.A.
Teletypos S.A. Mega Channel
Terna Tourist Technical & Maritime S.A.
Themeliodomi S.A.
Thrace Plastics Co. S.A.
Unisystems S.A.
United Textiles S.A.
Vardas S.A.
Varvaressos S.A. European Spinning Mills
Viohalco S.A.
Vioter S.A.
Vis Container Manufacturing Co.
Vivartia S.A.
Xylemporia S.A.
Zampa S.A.
49,310
12,310
51,791
11,730
5,765
16,128
8,860
94,497
130,260
11,092
56,301
168,151
77,120
62,978
87,690
91,320
25,850
73,402
100,470
61,348
27,530
298,025
13,910
72,717
101,190
37,422
109,280
86,560
52,191
26,020
7,200
426,755
145,986
4,259
199,276
17,975
830
$
66,501
59,509
33,783
22,101
45,194
22,155
2,776
535,114
2,415,933
194,572
913,427
278,182
1,071,327
254,117
104,469
843,798
10,267
178,069
475,498
249,648
3,000
624,473
3,979
458,906
1,811,562
18,862
297,038
245,073
23,604
104,122
8,162
6,414,708
246,954
17,403
6,777,734
57,117
16,774
TOTAL COMMON STOCKS
115,868,182
RIGHTS/WARRANTS — (0.0%)
* Elbisco Holding S.A. Rights 09/17/07
56,000
7,629
TOTAL — GREECE
115,875,811
IRELAND — (2.6%)
COMMON STOCKS — (2.6%)
Abbey P.L.C.
* Aminex P.L.C.
* Blackrock International Land P.L.C.
* Datalex P.L.C.
DCC P.L.C.
86,889
440,966
897,420
227,588
324,316
1,066,342
169,350
540,063
247,927
8,601,480
257
*
*
*
*
*
*
*
*
*
*
Donegal Creameries P.L.C.
Dragon Oil P.L.C.
FBD Holdings P.L.C.
Fyffes P.L.C.
Glanbia P.L.C.
Greencore Group P.L.C.
Horizon Technology Group P.L.C.
IAWS Group P.L.C.
IFG Group P.L.C.
Independent News & Media P.L.C.
IONA Technologies P.L.C.
Irish Continental Group P.L.C.
Kenmare Resources P.L.C.
Kingspan Group P.L.C.
Lantor
Lantor Escrow Shares 2009
McInerney Holdings P.L.C.
Paddy Power P.L.C.
Providence Resources P.L.C.
Qualceram Shires P.L.C.
Readymix P.L.C.
Total Produce P.L.C.
United Drug P.L.C.
Waterford Wedgwood P.L.C.
TOTAL — IRELAND
ITALY — (7.2%)
COMMON STOCKS — (7.2%)
26,085
1,510,561
132,521
1,051,012
788,830
606,995
236,352
368,887
205,432
745,387
100,946
93,833
2,225,548
190,024
34,575
34,575
657,135
189,465
6,258,198
40,136
323,262
897,420
829,752
7,869,750
$
231,196
6,548,214
4,623,771
1,149,268
4,334,057
3,809,593
304,230
7,235,427
546,351
3,512,302
370,041
3,199,727
2,462,102
4,934,526
—
—
1,947,214
5,724,490
802,304
101,149
836,589
818,226
4,216,777
342,242
68,674,958
*
#
#
#
#
#
#
#
#
#
#
A.S. Roma SpA
ACEA SpA
Acegas-APS SpA
Actelios SpA
Aedes SpA
Aeroporto de Firenze SpA
Amplifon SpA
Astaldi SpA
Azimut Holding SpA
Banca Finnat Euramerica SpA
Banca Ifis SpA
Banca Intermobiliare SpA
Banca Piccolo Credito Valtellinese Scarl SpA
Banca Popolare dell’Etruria e del Lazio Scrl
Banca Profilo SpA
Banco di Desio e della Brianza SpA
Beghelli SpA
Benetton Group SpA
Beni Stabili SpA, Roma
Biesse SpA
Bonifica Terreni Ferraresi e Imprese Agricole SpA
Brembo SpA
C.I.R. SpA - Compagnie Industriali Riunite
Caltagirone Editore SpA
270,930
60,136
114,287
343,329
324,161
17,918
521,701
200,189
445,446
706,431
54,527
319,984
314,205
280,346
253,156
242,974
427,981
43,583
1,309,500
55,616
11,191
108,591
1,218,721
161,554
243,637
1,096,567
1,241,899
3,440,164
2,166,245
434,433
4,696,455
1,793,081
6,818,730
902,074
709,964
3,278,923
4,344,807
5,143,012
758,651
2,894,789
716,872
668,262
1,622,618
1,714,035
634,481
1,501,194
4,456,373
1,241,250
258
#
*
*
#
*
*
#
*#
*#
Caltagirone SpA
Cam Finanziaria SpA
Carraro SpA
Cembre SpA
Cementir SpA
Centrale del Latte di Torino & Co. SpA
Ciccolella SpA
Cirio Finanziaria SpA
Class Editore SpA
Compagnia Immobiliare Azionaria SpA
Credito Artigiano SpA
Credito Bergamasco SpA
Cremonini SpA
CSP International Industria Calze SpA
Danieli & Co. SpA
Davide Campari - Milano SpA
De Longhi SpA
Digital Multimedia Technologies SpA
Ducati Motor Holding SpA
255,879
36,527
85,800
40,330
262,430
21,168
30,000
175,000
165,655
44,000
297,576
139,720
218,517
87,961
86,438
358,312
314,782
25,000
749,005
$
2,600,085
83,720
911,817
455,571
3,318,620
135,533
172,628
—
429,346
25,178
1,592,241
6,606,879
669,968
313,924
2,716,701
3,904,950
1,944,100
1,885,688
2,177,826
*#
#
*
*
*
#
*
#
#
*
*
*#
*#
*
*
*
Emak SpA
EnerTad SpA
ERG SpA
Ergo Previdenza SpA
Esprinet SpA
Fiera Milano SpA
Fin.Part SpA
Finarte Casa d’Aste SpA
Gabetti SpA
Gefran SpA
Gemina SpA
Gewiss SpA
Giovanni Crespi SpA
Granitifiandre SpA
Gruppo Ceramiche Ricchetti SpA
Gruppo Editoriale L’Espresso SpA
Hera SpA
I Grandi Viaggi SpA
Immobiliare Lombardia SpA
Immsi SpA
Impregilo SpA
Indesit Co. SpA
Industria Macchine Automatique SpA
Industria Romagnola Conduttori Elettrici SpA
Intek SpA
Interpump Group SpA
Iride SpA
Isagro SpA
Italmobiliare SpA
Juventus Football Club SpA
KME Group SpA
La Doria SpA
Lavorwash SpA
57,399
95,849
42,840
112,421
81,154
37,863
133,481
56,266
64,201
31,849
835,842
249,008
121,789
82,117
127,131
676,817
190,779
98,547
9,036,502
717,616
1,144,479
167,073
72,957
43,452
524,083
248,737
849,866
16,993
20,975
403,805
479,432
59,783
25,065
485,921
505,521
955,630
649,758
1,306,591
345,274
—
49,940
246,339
221,890
3,060,429
2,061,490
170,658
1,104,731
285,307
3,490,575
764,620
346,975
2,556,632
1,961,578
8,309,954
3,462,981
1,653,971
175,270
585,960
2,492,810
3,100,705
154,751
2,691,518
781,179
1,276,417
172,061
77,649
259
#
#
*
*
Linificio e Canapificio Nazionale SpA
Mariella Burani SpA
Marr SpA
Marzotto SpA
Meliorbanca SpA
Mirato SpA
Mondadori (Arnoldo) Editore SpA
Monrif SpA
Montefibre SpA
Navigazione Montanari SpA
66,833
48,185
131,000
80
249,443
36,779
226,405
315,834
260,521
263,594
$
261,581
1,560,454
1,356,820
433
1,116,133
429,005
2,135,307
439,040
218,338
1,296,031
*
*
*
*
*
*
#
*
*
#
*
*
*#
#
*
*
*
#
#
*
*
*
*#
*#
#
*
*
Negri Bossi SpA
NGP SpA
Olidata SpA
Opengate Group SpA
Pagnossin SpA
PanariaGroup Industrie Ceramiche SpA
Permasteelisa SpA
Pininfarina SpA
Pirelli & C.Real Estate SpA
Poligrafici Editoriale SpA
Premafin Finanziaria SpA
Premuda SpA
Ratti SpA
RDM Realty SpA
Recordati SpA
Reno de Medici SpA
Richard-Ginori 1735 SpA
Risanamento Napoli SpA
Sabaf SpA
SAES Getters SpA
SAVE SpA
Schiapparelli 1824 SpA
Sirti SpA
Smurfit SISA SpA
Snia SpA
Societa Partecipazioni Finanziarie SpA
Societe Cattolica di Assicurazoni Scrl SpA
Socotherm SpA
Sogefi SpA
Sol SpA
Sorin SpA
Stefanel SpA
Targetti Sankey SpA
Tecnodiffusione Italia SpA
Telecom Italia Media SpA
Tiscali SpA
Tod’s SpA
Trevi Finanziaria SpA
Valentino Fashion Group SpA
Vemer Siber Group SpA
Viaggi del Ventaglio SpA
Vianini Industria SpA
76,000
17,891
82,236
4,000
9,000
42,000
67,249
31,285
31,148
257,869
1,000,904
296,107
159,537
5,771
340,005
683,435
140,800
354,557
23,325
30,068
32,606
1,322,152
29,967
72,500
232,689
959,063
58,191
66,740
324,310
194,092
880,027
96,348
34,593
3,332
4,300,248
1,060,244
42,015
91,694
150,000
197,276
173,948
59,070
97,542
8,530
154,186
10,408
9,830
400,927
1,882,982
1,065,860
1,681,316
470,578
3,032,269
661,023
146,402
28,849
2,900,976
594,041
79,024
2,470,305
905,993
1,139,406
1,236,037
101,498
105,146
237,089
384,814
740,036
3,456,943
876,501
2,824,429
1,515,110
1,998,064
394,564
339,899
9,078
1,482,017
3,062,529
3,698,807
1,626,726
7,144,265
159,090
188,727
278,967
260
Vianini Lavori SpA
180,752
$
3,206,594
* Vincenzo Zucchi SpA
# Vittoria Assicurazioni SpA
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Intek SpA Rights 06/13/08
* Negri Bossi SpA Warrants 06/30/10
* Societa Partecipazioni Finanziarie SpA Rights 08/10/07
TOTAL RIGHTS/WARRANTS
144,350
62,484
191,425,129
178,760
38,000
148,396
32,875
20,654
20
53,549
TOTAL — ITALY
NETHERLANDS — (8.0%)
COMMON STOCKS — (8.0%)
Aalberts Industries NV
# Accell Group NV
* AFC Ajax NV
Amsterdam Commodities NV
Arcadis NV
# ASM International NV
* Atag Group NV
Batenburg Beheer NV
* Begemann Groep NV Series B
Beter Bed Holding NV
Brunel International NV
# Corporate Express NV
Crown Van Gelder NV
* # Crucell NV
* Crucell NV ADR
* De Vries Robbe Groep NV
DOCdata NV
Draka Holding NV
* Econosto NV
Eriks Group NV
Exact Holding NV
# Fornix Biosciences NV
Gamma Holding NV
* Getronics
Grolsche NV
Grontmij NV
Hagemeyer NV
Heijmans NV
Hitt NV
Hunter Douglas NV
ICT Automatisering NV
Imtech NV
# Innoconcepts NV
# Jetix Europe NV
Kas Bank NV
671,161
1,165,073
191,478,678
372,614
34,374
18,134
60,689
62,073
205,931
4,630
5,153
13,451
69,403
65,086
441,331
18,307
237,868
45,768
9,110
22,463
48,947
58,746
43,983
97,790
29,890
21,255
544,961
48,829
78,112
1,941,147
91,720
20,431
9,703
35,281
87,055
78,009
133,537
49,050
8,897,265
1,643,644
207,870
364,137
4,986,724
5,629,996
1,829
428,255
4,939
2,122,462
1,846,361
4,946,567
446,358
4,761,166
918,106
12,086
201,775
2,396,488
420,631
3,646,899
3,552,265
804,122
1,747,558
4,550,745
1,888,367
3,366,982
8,238,001
4,507,100
171,034
900,968
625,395
7,672,469
1,584,538
3,296,275
1,556,892
*
Kendrion NV
41,018
1,118,113
261
*#
*
#
*#
*#
*#
*
*#
#
*
#
*
*
*#
Koninklijke Bam Groep NV
Koninklijke Boskalis Westminster NV
Koninklijke Ten Cate NV
Koninklijke Vopak NV
Laurus NV
Macintosh Retail Group NV
Maverix Capital NV
Nederlandsche Apparatenfabriek NV
Nutreco Holding NV
Oce NV
OPG Groep NV
Ordina NV
Pharming Group NV
Punch Technix NV
Qurius NV
Roto Smeets de Boer NV
Royal Reesink NV
Samas NV
Semiconductor Industries NV
Sligro Food Group NV
Smit Internationale NV
Stern Groep NV
Stork NV
Tele Atlas NV
Telegraaf Media Groep NV
Textielgroep Twenthe NV
TKH Group NV
Tulip Computers NV
Unit 4 Agresso NV
Univar NV
USG People NV
Van der Moolen Holding NV
Wegener Arcade NV
436,318
223,109
98,255
73,543
262,779
99,784
1,500
29,670
146,191
353,653
218,634
155,263
285,229
12,412
351,539
12,436
2,050
114,215
142,819
157,640
46,180
1,258
105,189
351,470
176,535
1,000
101,120
47,757
76,624
99,157
196,365
117,201
105,955
TOTAL — NETHERLANDS
NORWAY — (2.7%)
COMMON STOCKS — (2.7%)
Acta Holding ASA
Aker Yards ASA
* Aktiv Kapital ASA
Arendals Fosse Kompani ASA
$
11,842,278
9,661,558
3,817,375
4,316,462
1,516,960
3,546,715
77,648
1,413,261
10,123,438
7,611,695
6,512,287
3,148,702
1,081,727
106,606
498,507
674,773
315,452
819,700
905,795
7,311,189
3,842,587
66,156
6,813,221
9,761,226
5,876,004
3,406
2,629,324
501,845
2,151,646
7,148,668
6,237,676
562,766
2,559,284
212,920,319
584,100
155,605
72,417
100
2,851,164
1,873,793
1,168,135
32,583
*#
*
*
*
*#
#
*#
Birdstep Technology ASA
Blom ASA
Bonheur ASA
Camillo Eitze
CorrOcean ASA
Det Norske Oljeselskap ASA
DOF ASA
EDB Elektronisk Data Behandling ASA
Ekornes ASA
Eltek ASA
71,000
68,367
67,400
58,200
83,321
1,774,304
115,506
149,417
110,190
126,859
149,882
521,889
2,977,998
719,010
85,672
3,163,154
1,131,094
1,188,887
2,233,775
1,023,998
262
*
*
*#
*
*#
*#
#
*
*#
*
*
#
*
*#
*
*#
*
#
*#
*#
*
*#
*
Ementor ASA
Fara ASA
Farstad Shipping ASA
Fast Search & Transfer ASA
Ganger Rolf ASA
Havila Shipping ASA
Ignis ASA
Independent Oil Tools ASA
Itera Consulting Group ASA
Kongsberg Automotive ASA
Kongsberg Gruppen ASA
Kverneland ASA
Leroy Seafood Group ASA
Nordic Semiconductor ASA
Norse Energy Corp. ASA
Norwegian Air Shuttle ASA
Ocean Rig ASA
Odfjell ASA Series A
Olav Thon Eiendomsselskap ASA
Otrum ASA
Petrolia Drilling ASA
Photocure ASA
Q-Free ASA
Rieber and Son ASA Series A
Scan Subsea ASA
Scana Industrier ASA
Sevan Marine ASA
Software Innovation ASA
Solstad Offshore ASA
Sparebanken Midt-Norge
Synnove Finden ASA
Tandberg ASA Series A
Tandberg Data ASA
Tandberg Storage ASA
142,551
56,000
60,790
487,050
50,060
22,400
37,371
75,603
168,000
86,200
49,500
258,080
92,100
51,200
549,400
31,600
505,762
94,900
13,360
31,800
1,520,000
33,562
85,000
109,654
68,367
252,423
385,800
51,795
59,900
134,100
27,317
276,210
122,130
48,450
$
1,187,689
23,383
1,514,516
834,779
2,042,877
414,917
64,810
33,068
178,323
634,452
2,338,236
555,029
2,203,256
325,445
327,743
687,330
3,196,631
1,858,380
1,783,001
67,799
805,718
334,176
211,485
998,324
205,217
736,796
3,755,187
126,354
1,605,874
1,739,361
103,243
6,022,825
103,511
19,634
*
*
#
#
TGS Nopec Geophysical Co. ASA
Thin Film Electronics ASA
Tomra Systems ASA
TTS Marine ASA
Veidekke ASA
Wilh. Wilhelmsen ASA
316,440
16,200
616,328
32,900
319,230
60,800
5,422,703
38,902
4,256,933
582,206
2,924,211
2,659,819
TOTAL — NORWAY
72,045,177
PORTUGAL — (1.1%)
COMMON STOCKS — (1.1%)
Corticeira Amorim Sociedad Gestora Participacoes Sociais SA
* Fibras Sinteticas de Portugal SA
Finibanco Holdings SGPS SA
Ibersol SGPS SA
* # Impresa Sociedade Gestora de Participacoes SA
* # Investimentos Participacoes e Gestao SA Inapa
Jeronimo Martins SGPS SA
230,410
195,903
197,573
20,401
380,332
43,702
853,785
634,584
51,658
1,103,478
305,598
1,408,133
113,201
4,878,688
263
*#
*#
#
*
*#
*
*
#
Mota-Engil SGPS SA
Novabase SGPS
ParaRede SGPS SA
Portucel-Empresa Produtora de Pasta de Papel SA
Sag Gest - Solucoes Automovel Globais SGPS SA
Sociedade de Investimento e Gestao SGPS SA
Sonae Industria SGPS SA
Sonaecom SGPS SA
Sporting Sociedade Desportiva de Futebol
Sumolis - Companhia Industrial de Fruitas e Bebidas SA
Teixeira Duarte Engenharia e Construcoes SA
Toyota Caetano Portugal SA
344,465
56,005
545,591
466,977
283,240
241,216
280,469
583,911
23,339
67,967
756,680
54,900
TOTAL — PORTUGAL
SPAIN — (4.7%)
COMMON STOCKS — (4.7%)
# Abengoa SA
# Adolfo Dominguez SA
# Amper SA
* # Avanzit SA
* # Azkoyen SA
# Banco de Andalucia SA
Banco de Credito Balear SA
# Banco Guipuzcoano SA
$
2,671,340
354,899
162,318
1,797,044
802,554
4,042,987
3,628,802
3,181,932
81,621
185,079
3,040,821
635,694
29,080,431
105,048
20,351
90,745
571,836
64,591
9,800
35,424
337,402
4,689,513
976,630
1,460,929
3,182,243
759,230
1,047,180
1,308,486
5,697,549
*
*#
#
#
*#
*#
#
#
*#
*
*
#
*
*#
#
#
*#
*
Baron de Ley SA
Bodegas Riojanas SA
Campofrio Alimentacion SA
Cementos Portland Valderrivas SA
Compania de Distribucion Integral Logista SA
Compania Vinicola del Norte de Espana SA
Construcciones y Auxiliar de Ferrocarriles SA
Corporacion Dermoestetica
Dogi International Fabrics SA
Duro Felguera SA
Electnor SA
Ercros SA
Espanola del Zinc SA
Estacionamientos Urbanos SA
Faes Farma SA
Federico Partenina SA
Funespana SA
Grupo Catalana Occidente SA
Grupo Empresarial Ence SA
Iberpapel Gestion SA
Inbesos SA
Indo Internacional SA
Indra Sistemas SA
Inmobiliaria del Sur SA
La Seda de Barcelona SA
Lingotes Especiales SA
Mecalux SA Issue 2007
14,325
12,365
96,666
16,881
29,600
16,600
7,500
65,100
111,418
177,786
103,987
2,189,041
29,250
4,200
229,090
1,190
22,107
70,364
368,840
26,621
12,494
37,172
47,420
2,513
2,019,534
22,080
5,575
1,013,211
164,288
1,803,565
1,946,263
2,137,405
403,095
2,416,213
776,480
307,129
2,031,717
5,455,758
1,252,861
73,316
—
4,475,936
14,120
226,374
2,404,714
4,411,415
776,634
335,402
435,564
1,241,126
231,021
6,727,333
198,987
219,118
264
#
#
#
*#
*#
*
#
#
#
*#
#
#
*
Mecalux SA
Miquel y Costas & Miquel SA
Natra SA
Natraceutical SA
NH Hoteles SA
Nicolas Correa SA
Obrascon Huarte Lain SA
Papeles y Cartones de Europa SA
Pescanova SA
Prim SA
Prosegur Cia de Seguridad SA
Service Point Solutions SA
Sociedad Nacional Inds. Aplicaciones Celulosa Espanola
Sol Melia SA
SOS Cuetara SA
Tavex Algodonera SA
55,754
26,111
88,094
746,798
265,195
26,994
107,743
183,826
26,443
29,620
80,342
459,595
220,774
148,509
363,709
185,541
$
2,192,369
889,982
1,285,766
1,385,288
5,477,323
264,406
4,251,126
2,612,003
1,278,705
693,482
2,862,738
2,188,791
1,238,293
2,935,482
7,262,807
695,864
*
*#
#
Tecnocom, Telecomunicaciones y Energia SA Issue 2007
Tecnom,Telecomunicaciones y Energia SA
Tubacex SA
Tubos Reunidos SA
Unipapel SA
Uralita SA
* # Urbanizaciones y Transportes SA
* Vertice Trescientos Sesenta Grados SA
# Vidrala SA
Viscofan SA
* # Zeltia SA, Madrid
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Avanzit SA Rights 09/13/07
9,422
94,222
448,449
104,798
46,477
338,493
267,319
571,836
59,088
184,330
584,553
81,376
813,763
3,848,482
2,906,645
1,590,453
3,040,026
653,582
116,847
2,187,901
4,427,300
5,832,982
123,614,587
571,836
194,746
TOTAL — SPAIN
123,809,333
SWEDEN — (5.3%)
COMMON STOCKS — (5.3%)
* Acando AB
* # Active Biotech AB
Addtech AB Series B
Angpanneforeningen AB Series B
* # Anoto Group AB
Aros Quality Group AB
* Artimplant AB Series B
Axfood AB
Axis AB
# B&B Tools AB
Ballingslov International AB
Beiger Electronics AB
Beijer Alma AB
Bergs Timber AB Series B
Bilia AB Series A
160,086
77,400
56,300
48,500
261,833
41,400
144,000
92,000
183,494
66,900
27,625
14,700
58,800
8,000
116,725
334,557
719,462
1,401,022
1,153,299
418,923
330,991
100,910
3,291,686
3,971,462
2,232,932
963,428
343,039
845,974
73,223
2,050,948
265
*
*
*
#
Billerud AB
BioGaia AB Series B
Biotage AB
Bong Ljungdahl AB
Boras Waefveri AB Series B
Boss Media AB
Cantena AB
Cardo AB
150,300
38,000
141,240
24,800
11,200
125,700
58,362
63,000
$
2,098,474
195,394
245,873
175,848
27,258
231,319
963,141
2,258,120
*
#
#
*
*
#
*
*
#
*#
#
*
*
#
#
*
#
#
*
*
*
Carl Lamm AB
Castellum AB
Cision AB
Clas Ohlson AB Series B
Cloetta AB Series B
Concordia Maritime AB Series B
Consilium AB Series B
Consilium Components AB
D. Carnegie & Co. AB
DORO AB
Duroc AB Series B
Elekta AB Series B
Elverket Vallentuna AB
Enea Data AB Series B
Eniro AB
Expanda AB
Fabege AB
Fagerhult AB
Forshem Group AB Series B
G & L Beijer AB Series B
Geveko AB
Gunnebo AB
Gunnebo Industrier AB
Haldex AB
Heba Fastighets AB Series B
Hiq International AB
HL Display AB Series B
Hoganas AB Series B
Home Properties AB
IBS AB Series B
Industrial & Financial Systems AB Series B
Intellecta AB Series B
Intrum Justitia AB
JM AB
Klovern AB
Kungsleden AB
Lagercrantz Group AB Series B
LBI International AB
Lennart Wallenstam Byggnads AB Class B
Lindex AB
LjungbergGruppen AB Series B
Lundin Petroleum AB
Mandator AB
Medivir Series B
33,280
428,900
245,156
102,500
27,700
70,300
16,994
16,994
186,300
13,200
2,700
317,200
8,650
1,012,000
480,100
19,547
410,700
16,800
9,400
28,200
10,800
106,800
10,000
64,700
14,500
111,889
14,400
77,300
25,400
195,200
487,600
5,500
163,100
280,673
303,476
432,600
64,300
107,651
123,900
235,900
15,200
90,000
455,520
44,650
266
256,629
5,335,451
865,749
2,490,318
911,991
421,760
131,449
—
3,026,914
10,529
12,732
4,858,260
52,417
456,518
5,837,979
210,280
4,632,313
374,362
80,461
886,552
285,462
1,223,035
282,377
1,506,953
423,597
645,213
399,304
2,214,624
438,353
481,531
528,641
48,128
2,094,797
7,446,017
1,180,128
5,330,346
334,523
743,498
2,711,401
3,562,930
180,948
870,162
157,231
384,299
*#
*
*
*#
*
#
*
*
#
*
*
#
*
*
*
*
*
*
*#
*#
*#
*
*
Micronic Laser Systems AB
Midelfart Sonesson AB Series A
Midelfart Sonesson AB Series B
Munters AB
NCC AB Series B
Nefab AB
Net Insight AB Series B
New Wave Group AB Series B
NIBE Industrier AB
Nobia AB
Nolato AB Series B
OEM International AB Series B
OMX AB
Orc Software AB
Ortivus AB
Partnertech AB
PEAB AB Series B
Poolia AB Series B
Prevas AB Series B
Pricer AB Series B
Proact It Group AB
Proffice AB
Profilgruppen AB
Q-Med AB
RaySearch Laboratories AB
Readsoft AB Series B
Rederi AB Transatlantic Series B
rnb Retail and Brands AB
Rottneros Bruk AB
Salus Ansvar AB Series B
Scribona AB Series A
Scribona AB Series B
Semcon AB
Sigma AB Series B
Sintercast AB
Skanditek Industrifoervaltnings AB
Skistar AB
Studsvik AB
SWECO AB Series B
Switchcore AB
Teleca AB Series B
Telelogic AB
Teligent AB
Ticket Travel Group AB
Trelleborg AB Series B
Uniflex AB Series B
VBG AB Series B
Vitrolife AB
105,400
4,160
4,160
171,000
118,100
55,300
924,000
107,400
185,200
433,500
66,440
44,400
189,900
36,300
48,010
28,800
125,200
36,150
16,000
1,711,500
29,000
215,400
16,300
159,200
12,700
48,800
95,600
130,200
425,600
38,900
40,100
226,140
39,900
25,800
11,800
156,975
94,800
21,900
184,000
185,784
157,200
777,200
111,400
41,152
230,400
3,630
1,084
41,500
$
651,744
9,951
9,012
2,419,568
3,126,640
766,905
659,992
1,105,523
2,669,736
4,836,424
587,701
334,879
6,573,767
839,852
77,896
338,978
3,793,133
220,291
73,393
111,872
146,769
595,985
196,468
2,208,626
415,624
132,000
652,343
1,378,782
306,957
191,951
29,067
175,930
373,432
31,910
235,655
874,906
1,572,989
619,768
1,810,505
3,496
361,528
2,324,335
58,263
116,566
5,568,111
58,869
19,570
224,757
*
Wedins Skor & Accessoarer AB
Westergyllen AB Series B
Wihlborgs Fastigheter AB
Xponcard Group AB
113,400
9,400
65,658
7,300
133,053
64,384
1,197,709
134,020
TOTAL — SWEDEN
140,175,030
267
SWITZERLAND — (12.2%)
COMMON STOCKS — (12.1%)
* 4M Technologies Holding SA
# A. Hiestad Holding AG
* Actelion, Ltd.
AFG Arbonia-Forster Holding AG
Allreal Holding AG
Also Holding AG
* Ascom Holding AG
Bachem AG
Baloise-Holding AG
Bank Coop AG
Bank Sarasin & Cie Series B
Banque Cantonale de Geneve
Banque Cantonale du Jura
Banque Cantonale Vaudoise
Banque Privee Edmond de Rothschild SA
Barry Callebaut AG
Basellandschaftliche Kantonalbank
* Basilea Pharmaceutica AG
Basler Kantonalbank
Belimo Holdings AG
Bellevue Group AG
Berner Kantonalbank
Bobst Group AG
Bossard Holding AG
Bucher Industries AG
BVZ (Brig Visp Zermatt) Holding AG
Calida Holding AG
* Card Guard AG
Carlo Gavazzi Holding AG
Charles Voegele Holding AG
Clariant AG
Compagnie Financiere Tradition
Conzzeta Holdings AG
* COS Computer Systems AG
Crealogix Holding AG
18,445
1,426
179,720
4,799
28,047
16,678
92,504
26,438
24,030
31,715
1,778
4,141
4,500
11,172
161
10,927
600
2,629
5,250
1,884
27,315
25,110
36,682
8,467
33,989
580
396
32,013
1,065
29,471
794,519
5,202
1,415
4,391
3,388
$
39,779
2,659,658
9,984,533
2,004,738
3,204,347
948,741
1,013,924
2,151,544
2,207,845
2,058,357
7,221,775
995,421
222,733
5,282,207
5,214,047
7,895,573
482,259
573,569
499,639
1,928,789
1,943,772
4,429,926
2,534,216
634,296
5,746,687
184,708
223,011
170,740
273,439
2,752,396
10,613,090
836,215
2,934,471
108,256
269,372
*
Daetwyler Holding AG
Edipresse SA
Eichhof Holding AG
Elektrizitaets-Gesellschaft Laufenberg AG
ELMA Electronic AG
Emmi AG
Ems-Chemie Holding AG
Energiedienst Holding AG
Escor Casino & Entertainment AG
Feintol International Holding AG
Flughafen Zuerich AG
Forbo Holding AG
34,800
1,572
458
3,207
472
13,638
31,716
8,265
2,010
1,601
13,645
5,990
2,445,260
728,381
795,781
3,565,800
244,807
1,775,059
4,228,759
4,445,557
41,425
577,486
5,049,742
3,481,177
268
*
*
*
*
*#
*
*
Fuchs Petrolub AG
Galenica Holding AG
George Fisher AG
Golay-Buchel Holding SA
Gurit Holding AG
Helvetia Holding AG
Hexagon AB
Implenia AG
Industrieholding Cham AG
Interroll-Holding SA
Intershop Holding AG
IsoTis, Inc. SA
Jelmoli Holding AG (4382641)
Jelmoli Holding AG (4382652)
Kaba Holding AG
Kardex AG
Komax Holding AG
Kudelski SA
Kuoni Reisen Holding AG
Lem Holdings SA
Logitech International SA
Lonza Group AG
Luzerner Kantonalbank
Medisize Holding AG
Metraux Services SA
Micronas Semiconductor Holding AG
Mikron Holding AG
Mobilezone Holding AG
Orell Fuessli Holding AG
Parco Industriale e Immobiliare SA
Phoenix Mecano AG
19,809
15,936
11,518
40
1,326
12,833
81,720
49,554
1,704
2,475
3,444
25,184
1,521
2,835
10,381
17,985
9,005
106,944
13,794
3,651
247,190
129,327
18,593
13,260
1,853
78,808
43,452
115,610
5,076
600
3,041
$
1,710,950
5,951,867
8,721,291
82,627
1,495,620
4,505,340
1,704,952
1,486,929
657,419
1,147,646
885,091
175,532
4,523,649
1,716,113
2,903,026
878,421
1,367,597
3,346,279
6,971,200
1,069,692
6,696,275
12,699,420
4,182,756
934,920
314,949
1,079,795
509,104
717,985
809,886
1,737
1,326,668
*
#
*
*
PSP Swiss Property AG
PubliGroupe SA
Rieters Holdings AG
Romande Energie Holding SA
Schaffner Holding AG
Schulthess Group AG
Schweiter Technology AG
Schweizerhall Holding AG
Schweizerische National Versicherungs Gesellschaft
SEZ Holding AG
SIA Abrasives Holding AG
Siegfried Holding AG
Sihl
Sika AG
Societa Elettrica Sopracenerina SA
Societe Generale d’Affichage
Spirt Avert AG
St. Galler Kantonalbank
Straumann Holding AG
Sulzer AG
Swiss Prime Site AG
148,025
6,325
15,890
2,839
1,830
14,570
4,193
8,648
1,881
53,128
2,381
8,560
150
8,623
2,409
5,872
1,409
9,217
12,103
14,002
81,434
7,998,270
2,195,758
8,479,411
4,006,914
364,968
1,799,116
1,375,286
1,404,033
1,496,546
1,235,727
916,638
1,367,880
372
17,431,340
543,201
1,336,418
11,809
3,902,221
3,325,697
18,607,479
4,523,142
269
*
Swisslog Holding AG
Swissquote Group Holding SA
Tamedia AG
Tecan Group AG
* # Temenos Group AG
* Tornos SA
* UMS Schweizerische Metallwerke Holding AG
* Unilabs SA
Valartis Group AG
Valiant Holding AG
Valora Holding AG
Vaudoise Assurances Holdings SA
Villars Holding SA
* # Von Roll Holding AG
Vontobel Holdings AG
Walliser Kantonalbank
WMH Walter Meier Holding AG
* # Ypsomed Holdings AG
Zehnder Holding AG
Zueblin Immobilien Holding AG
Zuger Kantonalbank
TOTAL COMMON STOCKS
798,972
41,220
15,322
40,139
152,630
38,028
17,585
23,874
10,374
60,231
12,004
3,233
150
379,814
114,466
1,457
4,878
2,419
786
78,908
630
$
1,233,673
2,127,734
2,120,066
2,420,158
3,623,238
707,483
348,612
1,133,951
763,821
8,776,855
2,288,987
515,809
70,725
2,957,157
5,601,508
596,579
858,864
183,462
1,669,672
702,276
1,802,779
321,023,678
PREFERRED STOCKS — (0.1%)
Fuchs Petrolub AG
19,809
1,865,639
RIGHTS/WARRANTS — (0.0%)
* Unilabs SA Warrants 12/15/08
23,874
33,573
TOTAL — SWITZERLAND
322,922,890
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.0%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $1,850,000 FNMA 5.50%, 12/25/32, valued at $1,369,342)
to be repurchased at $1,347,777
1,347
1,347,000
56,823
56,822,984
$
SECURITIES LENDING COLLATERAL — (14.3%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $163,285,115 FNMA, rates ranging from 5.000% to 7.000%,
maturities ranging from 04/01/21 to 08/01/37, valued at $57,959,444) to be
repurchased at $56,831,507
270
@
Repurchase Agreement, Merrill Lynch 5.30%, 09/04/07 (Collateralized by
$426,119,254 FNMA, rates ranging from 4.500% to 6.000%, maturities
ranging from 06/01/13 to 08/01/37, valued at $328,440,595) to be repurchased
at $322,047,406
TOTAL SECURITIES LENDING COLLATERAL
$
322,000
$
322,000,000
378,822,984
TOTAL INVESTMENTS - (100.0%)
(Cost $1,751,454,269)##
$
2,652,542,313
271
THE CANADIAN SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
Value ††
COMMON STOCKS — (90.4%)
Consumer Discretionary — (10.5%)
Astral Media, Inc. Class A
* Azure Dynamics Corp.
* # Ballard Power Systems, Inc.
BMTC Group, Inc.
* CanWest Global Communications Corp.
* Coastal Contacts, Inc.
Cogeco Cable, Inc.
Corus Entertainment, Inc. Class B
Dorel Industries, Inc. Class B
* easyhome, Ltd.
* Forzani Group, Ltd. Class A
* Glacier Ventures International Corp.
* Great Canadian Gaming Corp.
* Indigo Books & Music, Inc.
* Kangaroo Media, Inc.
Le Chateau, Inc.
Leon’s Furniture Ltd.
Linamar Corp.
* Mad Catz Interactive, Inc.
* Martinrea International, Inc.
* MDC Partners, Inc. Class A
* Mega Bloks, Inc.
Reitmans Canada, Ltd.
* RONA, Inc.
# Torstar Corp. Class B
TVA Group, Inc. Class B
Uni-Select, Inc.
Wescast Industries, Inc.
* West 49, Inc.
* Westport Innovations, Inc.
Total Consumer Discretionary
45,700
213,850
61,900
10,400
38,100
21,400
14,800
42,400
25,700
1,500
26,000
31,600
75,800
19,800
17,900
20,500
42,100
54,000
70,200
50,500
21,900
17,800
43,900
120,900
47,600
3,000
22,100
5,200
45,700
92,600
$
1,831,462
97,205
277,260
216,667
284,668
21,886
641,193
1,955,780
753,721
26,719
516,799
123,587
845,572
300,000
38,648
286,146
515,884
1,312,159
69,801
774,238
237,872
328,693
1,010,615
2,464,940
892,500
43,693
637,259
70,170
53,230
154,333
16,782,700
Consumer Staples — (3.5%)
* Brick Brewing Co., Ltd.
Canada Bread Co., Ltd.
* CoolBrands International, Inc.
Corby Distilleries, Ltd.
* Cott Corp.
New Maple Leaf Foods, Inc.
Rothmans, Inc.
20,100
3,700
38,200
8,100
43,900
55,000
51,400
38,068
212,330
34,727
189,844
493,044
802,083
1,096,144
272
*
Saskatchewan Wheat Pool, Inc.
188,900
$
2,012,429
* SunOpta, Inc.
Total Consumer Staples
Energy — (21.7%)
* Accrete Energy, Inc.
Akita Drilling, Ltd.
* Alberta Clipper Energy, Inc.
* Anderson Energy, Ltd.
* Antrim Energy, Inc.
* Arawak Energy Corp.
* # Aurora Energy Resources, Inc.
* Bankers Petroleum, Ltd.
* Berens Energy, Ltd.
* Birch Mountain Resources, Ltd.
* Birchcliff Energy, Ltd.
* Bow Valley Energy, Ltd.
* Breaker Energy
* Bulldog Resouces, Inc.
* Burmis Energy, Inc.
Calfrac Well Services, Ltd.
* Calvalley Petroleum, Inc.
* # Canadian Superior Energy, Inc.
* Candax Energy
* Canyon Services Group, Inc.
* # Caspian Energy, Inc.
* CE Franklin, Ltd.
* Celtic Exploration, Ltd.
CHC Helicopter Corp. Class A
* Cinch Energy Corp.
* Coalcorp Mining, Inc.
* Compton Petroleum Corp.
* # Connacher Oil & Gas, Ltd.
* Cordero Energy, Inc.
* Corridor Resources, Inc.
* Crew Energy, Inc.
* Cyries Energy, Inc.
* Delphi Energy Corp.
* Duvernay Oil Corp.
* Ember Resources, Inc.
* Endev Energy, Inc.
Ensign Energy Services, Inc.
* First Calgary Petroleums, Ltd. Class A
* Galleon Energy, Inc. Class A
* Gentry Resources, Ltd.
* Great Plains Exploration, Inc.
* # Grey Wolf Exploration, Inc.
* Heritage Oil Corp.
* Highpine Oil & Gas, Ltd.
* Hillsborough Resources, Ltd.
56,400
731,170
5,609,839
13,200
12,700
10,400
63,600
81,000
151,000
47,100
287,800
69,400
2,700
63,100
80,100
26,500
23,600
25,700
21,600
59,800
112,300
142,500
16,600
37,500
11,200
28,000
15,800
35,300
77,471
86,700
187,000
31,000
60,900
26,200
36,700
41,900
42,500
22,500
34,700
45,800
245,300
50,900
24,000
21,100
23,200
10,300
42,100
42,400
50,625
175,587
25,409
234,284
517,756
376,070
534,335
109,015
51,919
5,062
239,015
439,943
156,340
133,867
55,975
421,364
252,564
313,717
101,207
51,246
15,980
98,848
344,167
381,534
36,102
275,110
788,182
646,354
118,305
587,662
176,652
270,037
55,946
1,277,817
40,909
28,588
801,934
1,173,073
776,032
53,409
19,182
55,583
502,320
421,797
20,076
*
*
Innova Exploration, Ltd.
Iteration Energy, Ltd.
44,100
60,700
258,503
267,862
273
*#
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Ivanhoe Energy, Inc.
Kereco Energy, Ltd.
Mahalo Energy
Midnight Oil Exploration, Ltd.
Nuvista Energy, Ltd.
Oilexco, Inc.
Open Range Energy Corp.
Pacific Stratus Energy, Ltd.
Paramount Resources, Ltd. Class A
Pason Systems, Inc.
Peerless Energy
Petrobank Energy & Resources, Ltd.
Petrolifera Petroleum, Ltd.
ProEx Energy, Ltd.
ProspEx Resouces, Ltd.
Pulse Data, Inc.
Pure Energy Services, Ltd.
Rally Energy Corp.
Real Resources, Inc.
Rider Resources, Ltd.
Rock Energy, Inc.
Rockyview Energy, Inc.
Savanna Energy Services Corp.
Saxon Energy Services, Inc.
Shawcor, Ltd.
Storm Exploration, Inc.
SXR Uranium One, Inc.
Synenco Energy, Inc.
Technicoil Corp.
Tesco Corp.
Transglobe Energy Corp.
Trican Well Service, Ltd.
Turnkey E&P, Inc.
TUSK Energy Corp.
UEX Corp.
Ur-Energy, Inc.
UTS Energy Corp.
Verenex Energy, Inc.
Vero Energy, Inc.
Wenzel Downhole Tools, Ltd.
West Energy, Ltd.
198,600
42,200
39,400
17,400
43,700
147,400
12,800
43,409
34,500
49,300
31,200
65,900
32,400
44,900
49,100
44,800
4,900
81,000
11,738
33,100
12,200
13,600
57,300
87,400
46,300
37,600
50,535
50,100
86,200
28,200
52,800
117,400
21,000
45,100
131,700
54,900
393,900
25,500
28,300
21,200
72,700
$
366,733
149,458
117,528
26,364
543,767
1,802,021
35,758
492,051
587,415
759,575
88,932
1,940,181
466,364
571,880
160,412
127,273
27,841
554,574
91,038
199,979
38,125
27,561
937,636
435,345
1,523,603
281,288
545,548
597,784
49,794
772,028
211,500
2,108,975
134,233
57,229
591,153
150,767
2,114,974
313,196
158,919
30,114
247,841
* Xtreme Coil Drilling Corp.
* ZCL Composite, Inc.
Total Energy
26,700
17,600
255,369
166,167
34,595,557
Financials — (5.3%)
Canacord Capital, Inc.
Canadian Western Bank
Clairvest Group, Inc.
* Dundee Corp. Class A
Dundee Wealth Management, Inc.
* Egi
35,700
54,800
1,900
61,600
51,100
2,200
586,548
1,353,394
23,930
1,101,333
631,008
25,542
274
Equitable Group, Inc.
* Gluskin Shef & Associates, Inc.
Home Capital Group, Inc.
Kingsway Financial Services, Inc.
Laurentian Bank of Canada
Northbridge Financial Corp.
Quest Capital Corp.
Sceptre Invesment Counsel, Ltd.
Western Financial Group, Inc.
Xceed Mortgage Corp.
Total Financials
Health Care — (5.0%)
* Adherex Technologies, Inc.
* Aeterna Zentaris, Inc.
* Akela Pharma, Inc.
* Ambrilia Biopharma, Inc.
* Angiotech Pharmaceuticals, Inc.
* Aspreva Pharmaceuticals Corp.
* Axcan Pharma, Inc.
* Biomira, Inc.
* BioMS Medical Corp.
* Bioniche Life Sciences, Inc.
* Cangene Corp.
* Cardiome Pharma Corp.
* CryoCath Technologies, Inc.
* DiagnoCure, Inc.
* Draxis Health, Inc.
* Isotechnika, Inc.
* # Labopharm, Inc.
MDS, Inc.
* MedcomSoft, Inc.
11,200
7,500
28,200
55,000
19,900
26,700
118,600
11,000
40,700
32,800
$
318,182
166,193
930,653
1,001,562
699,892
867,244
302,116
96,458
227,010
99,394
8,430,459
49,000
12,500
21,200
13,200
125,800
17,900
49,600
21,900
28,200
35,400
44,000
29,800
37,400
20,800
46,500
118,300
26,000
108,200
35,000
17,169
36,222
18,068
29,875
740,981
346,643
955,364
22,812
56,347
25,142
319,167
264,701
140,250
54,167
215,767
159,078
49,242
2,116,867
16,572
* Medicure, Inc.
* Microbix Biosystems, Inc.
* Migenix, Inc.
* # Neurochem, Inc.
* Oncolytics Biotech, Inc.
* Ondine Biopharma Corp.
* Paladin Labs, Inc.
* Parkbridge Lifestyles Communities, Inc.
* Patheon, Inc.
* ProMetic Life Sciences, Inc.
* QLT, Inc.
* # Resverlogix Corp.
* Sembiosys Genetics, Inc.
* Systems Xcellence, Inc.
* Theratechnologies, Inc.
* TLC Vision Corp.
* Transition Therapeutics, Inc.
* TSO3, Inc.
* Vasogen, Inc.
* ViRexx Medical Corp.
Total Health Care
114,600
27,900
2,000
5,100
22,900
60,500
12,300
6,600
50,900
230,200
27,600
12,200
17,200
21,500
62,500
57,100
12,133
39,800
12,500
28,700
137,824
28,270
919
12,315
35,131
68,750
112,983
38,750
175,933
86,107
162,307
136,903
51,144
385,412
488,281
208,718
165,450
81,032
28,883
16,307
8,005,853
275
Industrials — (10.7%)
*
*
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
*
*
Aecon Group, Inc.
Alexco Resource Corp.
ATS Automation Tooling System, Inc.
Avcorp Industries, Inc.
Buhler Industries, Inc.
Carmanah Technologies Corp.
Ceramic Protection Corp.
Clarke, Inc.
Commercial Solutions, Inc.
Denison Mines Corp.
Discovery Air, Inc. Class A
Evertz Technologies, Ltd.
Exco Technologies, Ltd.
Flint Energy Services, Ltd.
Garda World Security Corp. Class A
Gbs Gold International, Inc.
GLV, Inc.
Heroux-Devtek, Inc.
Husky Injection Molding Systems, Ltd.
Hydrogenics Corp.
Intermap Technologies, Inc.
34,200
24,800
38,720
24,100
5,200
12,200
4,700
23,500
4,100
144,500
81,900
12,700
8,500
24,300
27,100
60,300
4,800
32,800
74,500
96,130
36,700
$
416,489
84,545
229,167
39,938
29,004
19,409
28,930
212,301
14,366
1,252,060
106,253
319,424
37,027
574,824
449,100
110,778
49,091
302,841
493,845
109,239
219,644
*
Magellan Aerospace Corp.
Marsulex, Inc.
Methanex Corp.
* Northstar Aerospace, Inc.
* Peregrine Diamonds, Ltd.
* Quebecor World, Inc.
Richelieu Hardware, Ltd.
Ritchie Brothers Auctioneers, Inc.
* Royal Laser Corp.
# Russel Metals, Inc.
* Silver Standard Resources, Inc.
* Stantec, Inc.
* Steeplejack Industrial Group, Inc.
* The Churchill Corp.
Toromont Industries, Ltd.
Transat A.T., Inc. Class A
Transcontinental, Inc. Class A
* Uranium Participation Corp.
* Vector Aerospace Corp.
* Vitran Corp., Inc.
* West Timmins Mining, Inc.
* Xantrex Technology, Inc.
Total Industrials
60,300
19,400
63,300
6,700
25,300
55,300
14,700
23,700
33,300
60,600
20,750
41,700
9,800
15,600
62,800
2,400
60,400
46,000
21,300
7,100
81,400
25,800
123,912
256,278
1,424,849
31,406
28,750
496,443
333,952
1,534,665
12,614
1,706,670
606,387
1,358,409
105,610
229,125
1,539,670
67,795
1,151,375
439,962
98,835
150,404
75,542
241,142
17,112,070
Information Technology — (7.4%)
* 20-20 Technologies, Inc.
* Aastra Technologies, Ltd.
* # Absolute Software Corp.
15,300
15,800
18,800
103,594
541,330
502,936
276
*
*
*
*
*
*
*
*
*
*
*
*
AXIA NetMedia Corp.
Belzberg Techologies, Inc.
Calian Technologies, Ltd.
Celestica, Inc.
Certicom Corp.
COM DEV International, Ltd.
Computer Modelling Group, Ltd.
Constellation Software, Inc.
Dalsa Corp.
Datamirror Corp.
Divestco, Inc.
Emergis, Inc.
Enghouse Systems, Ltd.
Exfo Electro-Optical Engineering, Inc.
Gemcom Software International, Inc.
79,600
15,400
400
174,000
18,200
63,300
6,500
5,900
16,200
2,800
38,200
72,100
10,200
36,900
41,100
$
408,553
91,146
5,019
1,036,420
35,676
326,091
91,406
145,824
154,176
71,591
122,992
499,101
74,858
247,048
66,165
Gennum Corp.
* Hemisphere GPS, Inc.
* Intrinsyc Software International, Inc.
* Kaboose, Inc.
* MacDonald Dettweiler & Associates, Ltd.
* March Networks Corp.
* Matrikon, Inc.
* Miranda Technologies, Inc.
* Mks, Inc.
Mosaid Technologies, Inc.
* Nurun, Inc.
* # Open Text Corp.
* Points International, Ltd.
* Q9 Networks, Inc.
Quebecor, Inc. Class B
* RDM Corp.
* Sierra Wireless, Inc.
* SIRIT, Inc.
Softchoice Corp.
* SR Telecom, Inc.
* The Descartes Systems Group, Ltd.
* Tundra Semiconductor Corp.
* Vecima Network, Inc.
* Wi-LAN, Inc.
* # Zarlink Semiconductor, Inc.
Total Information Technology
24,100
62,400
80,700
86,800
30,200
18,600
17,300
10,700
22,600
10,600
9,600
45,600
95,400
16,200
41,600
9,500
24,900
108,500
17,530
171,100
48,200
25,150
14,900
50,400
74,500
232,328
138,864
38,210
205,492
1,367,866
219,290
45,052
105,176
33,814
213,506
34,182
1,133,955
155,386
222,443
1,426,848
33,826
569,210
39,557
291,337
8,101
173,447
202,677
114,995
147,955
114,995
11,792,438
Materials — (25.1%)
Aber Diamond Corp.
* # Adanac Molybdenum Corp.
* Allen-Vanguard Corp.
* Almaden Minerals, Ltd.
* Altius Minerals Corp.
Amerigo Resources, Ltd.
* Anvil Mining, Ltd.
* Aquiline Resources, Inc.
* Atna Resource, Ltd.
38,400
95,600
53,000
39,800
23,100
92,300
51,900
51,100
53,700
1,363,636
125,837
532,008
84,047
421,094
216,765
857,628
415,187
73,736
277
*
*
*
*
*
*
Atrium Biotechnologies, Inc.
Augusta Resource Corp.
Aurelian Resources, Inc.
Aurizon Mines, Ltd.
Baffinland Iron Mines Corp.
Baja Mining Corp.
15,700
56,100
72,800
108,700
61,400
98,200
$
368,563
131,750
441,212
333,511
200,597
176,686
*
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*
*#
*
*
Breakwater Resources, Ltd.
Caledonia Mining Corp.
Campbell Resources, Inc.
Canadian Gold Hunt, Corp.
Canadian Royalties, Inc.
Canadian Zinc Corp.
Canam Group, Inc. Class A
Candente Resource Corp.
Canfor Corp.
Capstone Mining Corp.
Cardero Resource Corp.
Carpathian Gold, Inc.
Cascades, Inc.
Catalyst Paper Corp.
CCL Industries, Inc. Class B
Chariot Resouces, Ltd.
Claude Resources, Inc.
Constellation Copper Corp.
Crew Gold Corp.
Crystallex International Corp.
Dundee Precious Metals, Inc.
Dynacor Mines, Inc.
Eastern Platinum, Ltd.
Eastmain Resources, Inc.
Eldorado Gold Corp.
Endeavour Silver Corp.
Entree Gold, Inc.
Equinox Minerals, Ltd.
Erdene Gold, Inc.
Etruscan Resources, Inc.
Euro Goldfields, Ltd.
Far West Mining, Ltd.
Farallon Resources, Ltd.
First Nickel, Inc.
FNX Mining Co., Inc.
Formation Capital Corp.
Forsys Metals Corp.
Fortune Minerals, Ltd.
Fraser Papers, Inc.
Fronteer Development Group, Inc.
Frontera Copper Corp.
Glencairn Gold Corp.
Globestar Mining Corp.
Globex Mining Enterprises, Inc.
Gold Eagle Mines, Ltd.
Golden Peaks Resources
329,500
99,500
55,450
40,750
46,700
98,700
38,200
63,100
89,200
71,000
53,400
103,100
30,600
135,600
22,200
298,700
70,000
151,800
22,300
189,100
34,200
37,000
478,600
21,500
150,400
36,000
64,200
451,200
47,300
46,700
111,700
27,800
228,000
135,300
32,325
171,500
43,200
31,000
27,600
50,500
56,700
178,500
74,000
3,100
72,000
5,500
278
864,313
11,307
7,614
64,830
104,810
70,099
501,737
98,594
1,052,492
181,534
70,795
92,751
289,773
331,295
879,591
268,717
86,174
155,250
34,844
539,007
278,523
24,176
1,037,873
14,252
746,303
124,432
157,460
1,504,000
54,646
131,786
536,287
105,303
127,386
107,625
881,613
86,075
156,273
81,903
149,500
383,054
322,159
29,581
131,742
11,860
398,182
11,979
*
*#
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*#
*
*
*
#
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*
Golden Star Resources, Ltd.
Grande Cache Coal Corp.
Great Basin Gold, Ltd.
Great Panther Resources, Inc.
Greystar Resources, Ltd.
Guyana Goldfields, Inc.
Hanfeng Evergreen, Inc.
High River Gold Mines, Ltd.
IAMGOLD Corp.
Imperial Metals Corp.
Inter-Citic Minerals, Inc.
International Forest Products, Ltd. Series A
International Royalty Corp.
Ivernia, Inc.
Jinshan Gold Mines, Inc.
Kirkland Lake Gold, Inc.
La Mancha Resources, Inc.
Lake Shore Gold Corp.
Laramide Resources, Ltd.
Linear Gold Corp.
Major Drilling Group International, Inc.
Mega Uranium, Ltd.
Metallic Ventures Gold, Ltd.
Migao Corp.
Minco Gold Corp.
Minco Silver Corp.
Minieres DU Nord, Ltd.
Miramar Mining Corp.
Mundoro Mining, Inc.
Neo Material Technologies, Inc.
Norbord, Inc.
North American Palladium, Ltd.
Northern Peru Copper Corp.
Northern Orion Resources, Inc.
Northgate Minerals Corp.
Nuinsco Resources, Ltd.
Olympus Pacific Minerals, Inc.
Pacific Rim Mining Corp.
Pan Amer Silver Corp.
Pelangio Mines, Inc.
Petaquilla Minerals, Ltd.
Platinum Group Metals Ltd.
Polaris Miner
PolyMet Mining Corp.
Qgx, Ltd.
Quadra Mining
168,600
42,500
165,400
39,100
16,100
18,400
44,900
198,700
139,400
27,900
41,500
49,700
52,800
105,000
103,800
39,400
11,000
83,300
36,700
14,200
21,000
77,700
12,200
34,600
13,900
15,300
67,100
150,900
34,700
77,200
60,500
28,300
22,400
113,500
160,100
19,000
70,000
57,500
33,300
51,300
72,800
36,000
29,500
95,600
30,200
36,000
$
514,102
39,441
360,246
49,986
98,491
157,341
531,062
468,526
924,053
380,719
49,124
348,277
306,000
125,284
191,676
392,881
6,875
112,802
207,828
29,583
874,403
264,886
23,222
256,223
10,267
24,051
74,344
657,330
25,959
325,322
440,000
194,294
200,242
542,779
483,635
6,207
39,773
53,362
832,500
69,469
186,136
120,682
323,215
286,076
72,354
576,818
*
*
*
*
*#
Queenston Mining, Inc.
Redcorp Ventures, Ltd.
Resin Systems, Inc.
Richmont Mines, Inc.
Rubicon Minerals Corp.
Samuel Manu Tech, Inc.
22,000
110,500
121,900
19,300
134,300
7,700
39,583
30,869
168,536
50,626
213,659
91,146
279
*
Scandinavian Minerals, Ltd.
Scorpio Minining Corp.
SEMAFO, Inc.
Shore Gold, Inc.
Silvercorp Metals, Inc.
Sino-Forest Corp.
Skye Resources, Inc.
St. Andrew Goldfields, Ltd.
Starfield Resources, Inc.
Stelco, Inc.
Stella-Jones, Inc.
* Stornoway Diamond Corp.
* Suramina Resources, Inc.
* Tanzanian Royalty Exploration Corp.
* Taseko Mines, Ltd.
* Teal Exploration & Mining, Inc.
* # Tembec, Inc.
* Thompson Creek Metals Company, Inc.
* Timminco, Ltd.
* Tiomin Resources, Inc.
* TVI Pacific, Inc.
* # Vaaldiam Resources, Ltd.
* Wesdome Gold mines, Ltd.
West Fraser Timber Co., Ltd.
* Western Canadian Coal Corp.
Winpak, Ltd.
* Yukon-Nevada Gold Corp.
Total Materials
*#
*
*
*
*
*
*
*
*
11,600
56,800
142,900
67,300
41,800
71,600
35,200
6,900
79,800
1,300
9,800
144,000
5,700
47,900
114,100
18,700
58,300
92,900
83,500
154,000
130,500
53,400
8,900
32,300
77,500
18,600
18,300
$
70,303
68,311
204,336
207,763
742,187
1,220,455
411,667
4,378
91,437
46,349
388,845
102,273
6,477
229,521
438,680
84,115
43,063
1,564,169
551,922
16,771
13,594
36,409
10,535
1,192,898
147,514
147,250
23,395
39,958,639
Telecommunication Services — (0.0%)
* Wireless Matrix Corp.
81,000
64,432
Utilities — (1.2%)
* BioteQ Environmental Technologies, Inc.
* Boralex, Inc. Class A
* Canadian Hydro Developers, Inc.
Emera, Inc.
61,200
31,100
87,400
26,000
231,239
452,069
463,485
487,992
*
MAXIM Power Corp.
Pacific Northern Gas, Ltd.
Total Utilities
34,200
1,500
232,858
25,909
1,893,552
TOTAL COMMON STOCKS
144,245,539
RIGHTS/WARRANTS — (0.0%)
* Dundee Precious Metals, Inc. Rights 07/05/12
4,050
8,629
280
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (5.6%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $9,480,000 FNMA 5.50%, 03/01/37, valued at $9,044,875)
to be repurchased at $8,915,138
$
SECURITIES LENDING COLLATERAL — (4.0%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $546,902 FHLMC, rates ranging from 5.000% to 5.762%,
maturities ranging from 05/01/35 to 06/01/37; FNMA, rates ranging from
5.430% to 6.964%, maturities ranging from 09/01/33 to 08/01/37; & GNMA
rates ranging from 6.500% to 7.000%, maturities ranging from 05/20/26 to 01/
15/37, valued at $402,873) to be repurchased at $395,033
@ Repurchase Agreement, Merrill Lynch 5.30%, 09/04/07 (Collateralized by
$5,990,000 FNMA 6.500%, 08/01/37, valued at $6,121,448) to be repurchased
at $6,000,883
Value †
8,910
8,910,000
395
394,974
6,000
6,000,000
TOTAL SECURITIES LENDING COLLATERAL
6,394,974
TOTAL INVESTMENTS - (100.0%)
(Cost $166,099,674)##
$
159,559,142
281
THE EMERGING MARKETS SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
Value ††
ARGENTINA — (0.3%)
COMMON STOCKS — (0.3%)
Acindar Industria Argentina de Aceros SA Series B
* Alpargatas SAIC
Alto Palermo SA Series A
BBVA Banco Frances SA
* Capex SA Series A
* Celulosa Argentina SA Series B
* Central Puerto SA Series B
* Endesa Costanera SA Series B
* Gas Natural Ban SA
* IRSA Inversiones y Representaciones SA
* Juan Minetti SA
Ledesma S.A.A.I.
* Metrogas SA Series B
* Molinos Rio de la Plata SA Series B
Siderar S.A.I.C. Series A
Solvay Indupa S.A.I.C.
* Transportadora de Gas del Sur SA Series B
601,249
1,078
5,000
399,900
52,893
24,922
16,000
114,100
345,000
657,649
353,151
242,632
543,115
596,060
649,191
555,366
445,280
TOTAL — ARGENTINA
$
733,672
1,597
21,735
1,204,421
274,265
23,679
25,585
155,881
217,455
1,092,454
256,585
210,941
252,952
1,665,665
4,071,730
641,471
590,359
11,440,447
BRAZIL — (10.8%)
COMMON STOCKS — (1.3%)
Brasil Telecom Participacoes SA
Companhia de Bebidas das Americas
Companhia Siderurgica Nacional SA
Copesul Companhia Petroquimica do Sul
CPFL Energia SA
Empresa Brasileira de Aeronautica SA
Lojas Renner SA
Perdigao SA
Souza Cruz SA
* Tele Norte Celular Participacoes SA
Tele Norte Leste Participacoes SA
Tractebel Energia SA
* Vivo Participacoes SA
Weg SA
TOTAL COMMON STOCKS
59,520
90,424
241,404
55,860
1,935
696,921
15,810
7,898
291,700
1,152
59,254
203,300
64,140
489,800
1,356,037
6,221,835
13,699,246
1,058,835
34,518
7,921,171
272,606
153,774
5,991,595
40,631
2,008,052
2,321,060
456,041
5,195,075
46,730,476
PREFERRED STOCKS — (9.5%)
Ambev Cia de Bebidas das Americas
125,183
282
8,714,319
Ambev Cia de Bebidas das Americas ADR
Aracruz Celulose SA Series B
Aracruz Celulose SA Sponsored ADR
Banci Itau Holding Financeira SA
Banco Bradesco SA
Brasil Telecom Participacoes SA
Brasil Telecom Participacoes SA ADR
Brasil Telecom SA
Braskem SA Preferred A
Companhia Brasileira de Distribuicao Grupo Pao de Acucar
Companhia Energetica de Minas Gerais
Companhia Energetica de Minas Gerais SA Sponsored ADR
Companhia Paranaense de Energia-Copel Series B
Companhia Vale do Rio Doce Series A
Companhia Vale do Rio Doce Sponsored ADR
* Empresa Nasional de Comercio Redito e Participacoes SA
Gerdau SA
Gol Linhas Aereas Inteligentes SA
Investimentos Itau SA
Klabin SA
Metalurgica Gerdau SA
Suzano Papel e Celullose SA
Tele Norte Leste Participacoes SA
Tele Norte Leste Participacoes SA ADR
Telecomunicacoes de Sao Paulo SA
Telemar Norte Leste SA
Tim Participacoes SA ADR
Unibanco-Uniao de Bancos Brasileiros SA
Unibanco-Uniao de Bancos Brasileiros SA GDR
Unibanco-Uniao de Bancos Brasileiros Units SA
Usinas Siderurgicas de Minas Gerais SA Series A
Usinas Siderurgicas de Minas Gerais SA Series B
Vale do Rio Doce Series B
Vivo Participacoes SA
# Vivo Participacoes SA ADR
Votorantim Celulose e Papel SA
TOTAL PREFERRED STOCKS
382,700
711,999
48,400
868,000
1,604,316
234,026
6,200
626,729
435,600
58,650,000
329,700
12,600
100,000
1,395,560
170,800
480
697,734
70,500
3,669,626
682,875
148,275
143,545
180,034
137,000
621,100
165,100
109,680
40,000
46,000
1,026,260
200,539
325
81,160
1,148,746
110,000
71,336
26,777,519
4,499,892
3,021,612
38,046,891
40,026,131
3,399,460
443,176
5,510,232
4,018,532
1,880,268
6,352,018
239,400
1,637,615
58,041,639
7,130,900
4,891
17,069,945
1,545,107
22,144,940
2,032,615
4,594,107
1,974,658
3,973,227
3,026,330
20,291,799
5,637,972
3,871,704
206,728
5,132,680
11,512,733
11,945,460
17,161
—
5,433,416
522,500
1,702,320
332,379,897
TOTAL — BRAZIL
CHILE — (2.9%)
COMMON STOCKS — (2.9%)
Banco de Chile Series F ADR
Banco de Credito e Inversiones SA Series A
Banco Santander Chile SA ADR
CAP SA (Compania de Aceros del Pacifico)
Colbun SA
Compania Cervecerias Unidas SA ADR
Compania General de Electricidad SA
$
379,110,373
49,995
20,909
295,998
106,751
8,086,230
115,400
9,700
2,427,257
668,689
14,089,505
2,466,228
1,798,810
4,186,712
78,711
*
Compania SudAmericana de Vapores SA
Compania Telecomunicaciones de Chile SA Sponsored ADR
Corpbanca SA
64,252
421,400
69,972,500
158,867
3,611,398
464,925
283
Distribucion y Servicio D&S SA ADR
Embotelladora Andina SA Series A ADR
Embotelladora Andina SA Series B ADR
Empresa Nacional de Electricidad SA Sponsored ADR
Empresa Nacional de Telecomunicaciones SA
Empresas CMPC SA
Empresas Copec SA
Enersis SA Sponsored ADR
Lan Airlines SA Sponsored ADR
* Madeco Manufacturera de Cobre SA Sponsored ADR
# Masisa SA ADR
S.A.C.I. Falabella SA
Sociedad Quimica y Minera de Chile SA Sponsored ADR
Sociedad Quimica y Minera de Chile SA Sponsored ADR Class A
Vina de Concha y Toro SA Sponsored ADR
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* S.A.C.I. Falabllea SA Rights 09/05/07
208,828
109,600
89,100
514,018
23,317
29,572
201,001
410,203
629,500
4,450
38,553
359,738
61,300
902
67,750
6,183,397
1,939,920
1,721,412
22,812,119
397,112
1,072,779
3,141,180
7,375,450
10,103,475
58,918
492,322
1,730,864
9,770,607
187,571
3,209,995
100,148,223
2,742
TOTAL — CHILE
CHINA — (1.8%)
COMMON STOCKS — (1.8%)
* # Air China, Ltd.
* # Aluminum Corp of China, Ltd.
* Aluminum Corp of China, Ltd. ADR
* Angang Steel Co., Ltd.
* Anhui Conch Cement Co., Ltd.
* # Bank of China, Ltd.
# Bank of Communications Co., Ltd.
* Beijing Capital International Airport Co., Ltd.
* # Beijing Enterprises Holdings, Ltd.
* Byd Co., Ltd.
* China Construction Bank Corp.
* # China Everbright, Ltd.
* China Life Insurance Co., Ltd.
* China Life Insurance Co., Ltd. ADR
China Merchants Holdings (International) Co., Ltd.
$
209
100,148,432
1,176,000
28,000
26,000
106,000
8,000
3,960,000
48,000
464,000
252,000
44,500
3,479,000
200,000
9,000
31,700
510,000
1,470,502
76,167
1,762,540
359,032
56,570
2,037,084
53,974
755,285
1,104,088
322,119
2,920,569
629,287
42,629
2,311,881
2,676,823
*
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
China Mobile, Ltd.
China Mobile, Ltd. Sponsored ADR
China Netcom Group Corp (Hong Kong), Ltd.
China Oilfield Services, Ltd.
China Petroleum and Chemical Corp. (Sinopec)
China Petroleum and Chemical Corp. (Sinopec) ADR
China Resources Enterprise, Ltd.
China Resources Power Holdings Co., Ltd.
China Shenhua Energy Co., Ltd.
China Shipping Container Lines Co., Ltd.
China Southern Airlines Co., Ltd.
China Telecom Corp., Ltd.
China Travel International Investment Hong Kong, Ltd.
China Unicom, Ltd. ADR
Citic Pacific, Ltd.
CNOOC, Ltd.
CNOOC, Ltd. ADR
Cosco Pacific, Ltd.
Datang International Power Generation Co., Ltd.
Dongfeng Motor Corp.
Guangdong Investment, Ltd.
Guangshen Railway Co., Ltd. Sponsored ADR
Hopson Development Holdings, Ltd.
Huadian Power International Corp.
Huaneng Power International, Inc.
Industrial and Commercial Bank of China, Ltd.
4,500
29,400
36,300
362,000
46,000
41,600
576,000
98,000
14,000
1,520,550
8,100
54,700
1,382,000
120,800
428,000
45,000
38,400
456,000
34,000
1,386,000
1,182,000
10,100
168,000
694,000
28,600
4,130,000
61,172
1,993,026
1,776,885
701,420
50,664
4,582,240
2,348,281
276,385
60,843
1,170,814
529,335
3,182,446
871,751
2,295,200
2,350,676
55,217
4,719,360
1,270,756
36,045
898,119
744,792
399,758
562,817
399,915
1,325,324
2,693,146
592,000
165,000
1,036,000
840,000
22,000
26,700
7,500
380,000
235,000
164,000
11,300
574,000
14,700
696,000
48,600
618,884
384,625
686,889
751,769
65,709
3,853,611
78,297
243,176
1,030,958
432,273
775,858
285,841
1,297,422
927,946
239,253
284
*
*
*
*
*
*
*
*
*#
*
*
Jiangsu Express Co., Ltd.
Jiangxi Copper Co., Ltd.
Lenova Group, Ltd.
Maanshan Iron and Steel Co., Ltd.
Nine Dragons Paper Holdings, Ltd.
Petrochina Co., Ltd.
Ping An Insurance (Group) Co. of China, Ltd.
Shanghai Electric Group Co., Ltd.
Shanghai Industrial Holdings, Ltd.
Shimao Property Holdings, Ltd.
Sinopec Shanghai Petrochemical Co., Ltd. Sponsored ADR
Sinopec Yizheng Chemical Fibre Co., Ltd.
Yanzhou Coal Mining Co., Ltd.
Zhejiang Expressway Co., Ltd.
Zte Corp.
TOTAL — CHINA
63,607,448
CZECH REPUBLIC — (1.1%)
COMMON STOCKS — (1.1%)
CEZ A.S.
Komercni Banka A.S.
# Phillip Morris CR A.S.
Telefonica 02 Czech Republic A.S.
* Unipetrol A.S.
# Zentiva NV
381,144
27,759
954
230,085
119,768
38,106
TOTAL — CZECH REPUBLIC
HUNGARY — (1.8%)
COMMON STOCKS — (1.8%)
ELMU NYRT
20,118,000
6,032,410
457,441
6,878,999
1,658,727
2,243,327
37,388,904
185
31,466
285
#
#
#
*
Magyar Telekom Telecommunications P.L.C.
MOL Hungarian Oil & Gas NYRT
OTP Bank NYRT
Richter Gedeon NYRT
Tiszai Vegyi Kombinat RT
1,050,555
168,429
404,689
46,937
88,824
TOTAL — HUNGARY
INDIA — (11.5%)
COMMON STOCKS — (11.5%)
Aban Offshore, Ltd.
Adani Enterprises, Ltd.
Aditya Birla Nuvo, Ltd.
Ambuja Cements, Ltd.
Amtek Auto, Ltd.
Apollo Hospitals Enterprise, Ltd.
Arvind Mills, Ltd.
Asea Brown Boveri India, Ltd.
Ashok Leyland, Ltd.
Asian Paints (India), Ltd.
Aventis Pharma, Ltd.
Bajaj Auto, Ltd.
Bajaj Hindusthan, Ltd.
Balrampur Chini Mills, Ltd.
Bharat Earth Movers, Ltd.
Bharat Forge, Ltd.
Biocon, Ltd.
$
5,254,278
23,997,428
20,321,632
9,232,567
3,670,355
62,507,726
16,521
51,000
26,368
1,452,686
55,615
21,437
90,436
202,695
621,735
81,536
8,241
102,119
49,677
41,380
32,527
174,384
87,444
1,177,938
426,680
893,277
4,746,844
503,458
253,531
106,265
5,579,293
578,074
1,889,034
246,315
5,865,238
163,063
59,649
972,468
1,128,581
972,072
*
Cadila Healthcare, Ltd.
Century Textiles & Industries, Ltd.
Chennai Petroleum Corp., Ltd.
Cipla, Ltd.
Colgate-Palmolive (India), Ltd.
Crompton Greaves, Ltd.
Cummins India, Ltd.
Dabur India, Ltd.
Dish TV India, Ltd.
Dr. Reddy’s Laboratories, Ltd.
EIH, Ltd.
Gammon India, Ltd.
GlaxoSmithKline Pharmaceuticals, Ltd.
Glenmark Pharmaceuticals, Ltd.
Godrej Consumer Products, Ltd.
Godrej Industries, Ltd.
Great Eastern Shipping Co., Ltd.
Great Offshore, Ltd.
HCL Infosystems, Ltd.
HCL Technologies, Ltd.
HDFC Bank, Ltd.
Hero Honda Motors, Ltd. Series B
Hindustan Construction Co., Ltd.
Hindustan Lever, Ltd.
ICICI Bank Sponsored ADR
43,470
51,740
63,105
880,500
84,376
184,828
135,892
226,618
304,209
174,080
141,150
46,112
89,046
70,430
95,928
124,636
110,304
27,576
86,934
530,870
386,733
286,616
40,914
2,697,394
629,447
326,552
985,012
403,225
3,600,847
798,367
1,383,717
1,241,174
558,579
624,791
2,732,359
394,728
521,449
2,550,432
1,183,337
316,020
559,533
853,581
552,618
423,183
3,934,437
11,205,838
4,545,731
130,777
13,750,239
27,978,919
286
*
India Cements, Ltd.
Indiabulls Financial Services, Ltd.
Indian Hotels Co., Ltd.
Indian Petrochemicals Corp., Ltd.
Industrial Development Bank of India, Ltd.
Infosys Technologies, Ltd.
ITC, Ltd.
IVRCL Infrastructures & Projects, Ltd.
Jaiprakash Associates, Ltd.
Jammu & Kashmir Bank, Ltd.
Jindal Steel & Power, Ltd.
JSW Steel, Ltd.
Jubilant Organosys, Ltd.
Lakshmi Machine Works, Ltd.
Larsen & Toubro, Ltd.
Lupin, Ltd.
Madras Cements, Ltd.
60,633
150,621
644,960
251,964
678,674
657,429
3,899,423
22,647
20,000
20,547
20,902
106,526
95,560
3,903
216,588
65,216
4,361
$
365,013
1,977,962
2,002,662
2,385,013
2,063,206
29,907,153
16,276,375
209,483
446,317
335,152
2,013,633
1,674,067
683,765
278,074
13,671,139
934,421
382,477
*
*
*
Mahindra & Mahindra, Ltd.
Mangalore Refinery & Petrochemicals, Ltd.
Maruti Udyog, Ltd.
Matrix Laboratories, Ltd.
Mcdowell Holdings, Ltd.
Moser Baer (India), Ltd.
Motor Industries Co., Ltd.
Nagarjuna Construction Co., Ltd.
Nicholas Piramal India, Ltd.
Nirma, Ltd.
Pantaloon Retail India, Ltd.
Patni Computer Systems, Ltd.
Petronet LNG, Ltd.
Proctor & Gamble Hygiene & Health Care, Ltd.
Ranbaxy Laboratories, Ltd.
Raymond, Ltd.
Reliance Capital, Ltd.
Reliance Communications, Ltd.
Reliance Energy, Ltd.
Reliance Industries, Ltd.
Reliance Natural Resources, Ltd.
Satyam Computer Services, Ltd.
Sesa Goa, Ltd.
Shree Cement, Ltd.
Siemens India, Ltd.
Sterling Biotech, Ltd.
Sterlite Industries (India), Ltd. Series A
Sun Pharma Advanced Research Co., Ltd.
Sun Pharmaceuticals Industries, Ltd.
Tata Chemicals, Ltd.
Tata Consultancy Services, Ltd.
Tata Motors, Ltd.
Tata Power Co., Ltd.
Tata Steel, Ltd.
Tata Tea, Ltd.
267,561
846,013
162,177
95,511
4,382
88,443
24,968
37,276
76,008
91,336
58,580
116,382
97,953
11,227
411,794
35,367
86,097
1,721,955
339,176
1,721,955
1,721,955
772,898
26,750
12,572
142,115
83,096
431,495
162,432
162,432
130,261
504,652
408,049
170,018
592,597
41,503
4,644,197
875,136
3,439,757
558,976
20,197
659,041
2,503,097
185,724
501,321
359,584
719,935
1,498,467
147,660
206,922
3,935,365
223,340
2,525,545
22,864,630
6,456,049
82,651,427
1,915,360
8,475,838
1,272,522
377,108
4,448,792
322,807
6,636,122
308,174
3,699,270
803,460
13,133,674
6,984,604
2,844,540
10,018,271
762,041
287
*
Tata Teleservices Maharashtra, Ltd.
Thermax, Ltd.
Titan Industries, Ltd.
TVS Motor Co., Ltd.
Unitech, Ltd.
United Phosphorus, Ltd.
United Spirits, Ltd.
1,648,110
46,429
7,547
33,921
343,920
69,388
41,145
$
1,286,496
720,112
229,178
54,419
2,028,207
563,659
1,405,931
*
*
UTI Bank, Ltd.
Videsh Sanchar Nigam, Ltd.
Wipro, Ltd.
Wire & Wireless India, Ltd.
Wockhardt, Ltd.
Zee Entertainment Enterprises, Ltd.
Zee News, Ltd.
349,044
155,496
440,456
264,530
38,730
529,060
239,188
TOTAL — INDIA
5,407,442
1,536,544
5,216,015
340,631
364,402
4,003,886
362,948
403,221,960
INDONESIA — (2.5%)
COMMON STOCKS — (2.5%)
PT Astra Agro Lestari Tbk
PT Astra International Tbk
PT Bank Central Asia Tbk
PT Bank Danamon Indonesia Tbk
PT Bumi Resources Tbk
PT Gudang Garam Tbk
PT Indocement Tunggal Prakarsa Tbk
PT Indofood Sukses Makmur Tbk
PT Indosat Tbk
PT International Nickel Indonesia Tbk
PT Kalbe Farma Tbk
PT Medco Energi International Tbk
* PT Panasia Indosyntec Tbk
PT Semen Gresik Tbk
PT Telekomunikasi Indonesia Tbk
PT Unilever Indonesia Tbk
PT United Tractors Tbk
TOTAL COMMON STOCKS
250,000
8,046,961
6,630,000
2,896,000
4,150,000
2,543,500
1,135,000
5,300,000
7,961,500
331,000
5,200,000
240,000
75,100
8,171,000
33,437,640
9,414,500
943,000
380,740
15,301,176
4,235,093
2,486,609
1,126,324
2,583,397
773,988
1,046,529
6,145,110
1,899,868
752,830
99,849
3,199
4,304,587
39,087,822
6,827,014
812,224
87,866,359
RIGHTS/WARRANTS — (0.0%)
* Lippo Karawaci Free Warrants 11/30/07
91,754
TOTAL — INDONESIA
8,794
87,875,153
ISRAEL — (4.0%)
COMMON STOCKS — (4.0%)
Africa-Israel Investments, Ltd.
Bank Hapoalim B.M.
Bank Leumi Le-Israel
Bezeq Israeli Telecommunication Corp., Ltd.
Clal Industries, Ltd.
Clal Insurance Enterprise Holdings, Ltd.
31,387
2,309,640
2,521,861
3,036,759
215,443
42,165
288
2,726,548
11,007,385
9,851,605
4,838,835
1,189,809
1,001,720
*
*
*
*
Delek Group, Ltd.
Discount Investment Corp.
Elbit Systems, Ltd.
First International Bank of Israel, Ltd. (6123804)
First International Bank of Israel, Ltd. (6123815)
IDB Development Corp., Ltd. Series A
IDB Holding Corp., Ltd.
Israel Chemicals, Ltd.
Israel Corp., Ltd. Series A
Koor Industries, Ltd.
Makhteshim-Agan Industries, Ltd.
Migdal Insurance Holdings, Ltd.
NICE Systems, Ltd. Sponsored ADR
Ormat Industries, Ltd.
Osem Investment, Ltd.
Partner Communications Co., Ltd.
Strauss Group, Ltd.
Teva Pharmaceutical Industries, Ltd.
Teva Pharmaceutical Industries, Ltd. Sponsored ADR
United Mizrahi Bank, Ltd.
4,584
66,100
56,043
205,277
48,660
60,607
36,578
1,410,154
5,500
22,390
843,283
600,593
76,314
113,997
108,870
124,006
55,697
173,280
1,322,025
384,693
TOTAL — ISRAEL
MALAYSIA — (4.2%)
COMMON STOCKS — (4.2%)
Affin Holdings Berhad
* Airasia Berhad
AmInvestment Group Berhad
* AMMB Holdings Berhad
Asiatic Development Berhad
Batu Kawan Berhad
Berjaya Sports Toto Berhad
British American Tobacco Berhad
Bumiputra-Commerce Asset Holdings Berhad
Digi.Com Berhad
EON Capital Berhad
Fraser & Neave Holdings Berhad
Gamuda Berhad
Genting Berhad
Golden Hope Plantations Berhad
Highlands and Lowlands Berhad
Hong Leong Bank Berhad
Hong Leong Financial Group Berhad
IGB Corp. Berhad
IJM Corp. Berhad
IOI Corp. Berhad
IOI Properties Berhad
$
1,034,531
1,921,991
2,525,317
478,449
577,295
2,186,589
1,190,829
11,148,246
3,868,210
1,558,119
6,518,208
927,810
2,699,989
1,531,267
1,069,247
1,965,832
657,437
7,439,890
56,847,075
2,654,948
139,417,181
747,600
1,839,000
406,882
2,103,331
573,300
170,000
1,044,800
295,300
3,850,827
767,162
405,700
61,000
1,111,800
3,486,500
948,200
107,500
1,607,150
738,729
907,900
883,200
5,147,195
151,300
546,693
998,119
426,051
2,625,074
922,650
388,578
1,493,722
3,535,747
12,156,307
4,453,025
809,258
124,637
2,381,173
7,396,824
2,153,396
217,549
2,756,285
1,190,160
639,336
1,857,358
7,371,662
618,393
KLCC Property Holdings Berhad
KNM Group Berhad
Kuala Lumpur Kepong Berhad
Lion Diversified Holdings Berhad
Magnum Corp. Berhad
580,000
608,000
1,120,500
263,900
1,487,600
575,079
786,983
3,540,261
768,510
1,193,416
289
*
*
*
*
Malayan Banking Berhad
Malayan Cement Berhad
Malaysian Airlines System Berhad
Malaysian Bulk Carriers Berhad
Malaysian Pacific Industries Berhad
Malaysian Plantations Berhad
MISC Berhad
MMC Corp. Berhad
Nestle (Malaysia) Berhad
Oriental Holdings Berhad
Petronas Dagangan Berhad
Petronas Gas Berhad
Plus Expressways Berhad
Pos Malaysia & Services Holdings Berhad
PPB Group Berhad
Proton Holdings Berhad
Public Bank Berhad
Resorts World Berhad
RHB Capital Berhad
Sarawak Energy Berhad
Shell Refining Co. Federation of Malaysia Berhad
Sime Darby Berhad
SP Setia Berhad
Star Publications (Malaysia) Berhad
Telekom Malaysia Berhad
Tenaga Nasional Berhad
Top Glove Corp. Berhad
Transmile Group Berhad
UEM World Berhad
UMW Holdings Berhad
United Plantations Berhad
YTL Corp. Berhad
YTL Power International Berhad
Zelan Berhad
TOTAL — MALAYSIA
MEXICO — (9.9%)
COMMON STOCKS — (9.9%)
3,065,000
1,650,800
904,100
437,200
170,000
927,500
3,003,132
828,700
229,200
241,300
813,400
1,304,200
3,046,800
460,300
1,159,200
389,000
1,550,201
5,603,500
525,900
327,200
227,000
2,334,600
758,300
485,600
2,832,800
3,262,000
111,600
164,000
672,500
364,533
12,600
1,578,966
2,335,412
204,000
$
10,251,164
771,828
1,205,307
489,700
441,388
768,485
7,783,534
1,772,572
1,582,584
427,245
1,970,740
3,952,190
2,780,411
398,719
2,426,984
582,656
4,228,856
6,123,803
811,438
207,891
708,760
6,284,751
1,574,558
473,782
7,938,557
9,382,463
225,688
157,249
800,081
1,454,511
42,895
3,360,260
1,604,378
307,760
145,219,434
#
#
*#
#
#
*#
*
*#
Alfa S.A.B. de C.V. Series A
America Movil S.A.B. de C.V. Series L
America Movil S.A.B. de C.V. Series L ADR
Carso Global Telecom S.A. de C.V. Telecom Series A1
Cementos de Mexico S.A.B de C.V. Series B
Cemex S.A.B. de C.V. Sponsored ADR
Coca-Cola Femsa S.A.B. de C.V. Series L
Corporacion Interamericana de Entramiento S.A. de C.V. Series B
Corporacion Mexicana de Restaurantes S.A. de C.V. Series B
Corporativo Fragua S.A.B. de C.V. Series B
Desc S.A. de C.V. Series B
Dine S.A.B. de C.V.
640,590
33,632,459
376,240
2,883,271
4,347,633
687,324
1,122,100
87,127
1,107
21
123,968
123,968
4,607,162
101,510,095
22,747,470
13,719,906
14,083,604
22,193,692
4,521,759
228,222
767
205
107,867
112,136
290
#
*#
#
#
#
#
*
#
#
*
*
#
*#
#
#
#
*
*
#
#
*
El Puerto de Liverpool S.A.B. de C.V. Series C1
Embotelladora Arca S.A. de C.V., Mexico
Empresas ICA S.A.B. de C.V.
Fomento Economico Mexicano S.A.B. de C.V. Series B & D
Fomento Economico Mexicano S.A.B. de C.V. Sponsored ADR
Gruma S.A.B. de C.V. Series B
Grupo Carso S.A. de C.V. Series A-1
Grupo Continental S.A. de C.V.
Grupo Elektra S.A. de C.V.
Grupo Financiero Banorte S.A.B. de C.V.
Grupo Financiero Inbursa S.A. de C.V. Series O
Grupo Gigante S.A. de C.V. Series B
Grupo Industrial Bimbo S.A.B. de C.V. Series A
Grupo Industrial Maseca S.A. de C.V. Series B
Grupo Mexico S.A.B. de C.V. Series B
Grupo Modelo S.A.B. de C.V. Series C
Grupo Nutrisa S.A. de C.V.
Grupo Qumma S.A. de C.V. Series B
Grupo Televisa S.A. (Certificate Representing Series A, Series D & Series L)
Grupo Televisa S.A. de C.V. Sponsored ADR
Impulsora del Desarrollo Economico de America Latina S.A. de C.V.
Industrias Penoles S.A. de C.V.
Kimberly Clark de Mexico S.A.B. de C.V. Series A
Organizacion Soriana S.A.B. de C.V. Series B
Promotora y Operadora de Infraestructura S.A. de C.V.
Savia S.A. de C.V.
Telefonos de Mexico S.A. de C.V.
Telefonos de Mexico S.A. de C.V. Series A
Telefonos de Mexico S.A. de C.V. Sponsored ADR
US Commercial Corp. S.A. de C.V.
339,500
334,100
103,950
2,264,400
57,800
90,406
2,238,032
358,600
104,000
2,275,936
2,069,088
117,282
1,011,700
229,000
2,792,574
1,951,800
129
1,591
2,117,800
174,400
3,161,776
324,600
980,200
1,997,700
2,120
120,000
12,016,800
200,000
16,900
892,032
$
1,890,282
1,241,557
574,255
7,860,647
2,013,752
323,669
8,775,244
763,808
2,063,410
9,282,799
5,044,726
200,909
5,960,346
214,824
17,616,528
9,490,988
131
26
11,129,343
4,544,864
4,840,243
4,318,978
4,220,022
6,436,892
6,917
8,701
21,271,468
348,047
597,246
103,490
#
Vitro S.A.B. de C.V.
Wal-Mart de Mexico SAB de C.V. Series V
147,450
8,883,165
347,476
31,601,942
TOTAL — MEXICO
346,926,415
PHILIPPINES — (1.0%)
COMMON STOCKS — (1.0%)
Aboitiz Equity Ventures, Inc.
Ayala Corp. Series A
Ayala Land, Inc.
Banco de Oro Universal Bank
Bank of the Philippine Islands
* Filipina Water Bottling Corp.
Metro Bank & Trust Co.
Petron Corp.
Philippine Long Distance Telephone Co.
* Pilipino Telephone Corp.
SM Prime Holdings, Inc.
Universal Robina Corp.
TOTAL COMMON STOCKS
3,075,000
395,778
16,781,718
2,464,008
3,533,947
2,006,957
1,726,035
9,977,000
147,400
876,000
15,076,168
587,900
428,774
4,179,358
5,218,519
3,000,332
4,603,174
—
2,048,870
1,228,298
8,426,508
133,291
3,869,314
205,740
33,342,178
291
RIGHTS/WARRANTS — (0.0%)
*
Ayala Land, Inc. Rights 09/14/07
16,781,718
TOTAL — PHILIPPINES
POLAND — (2.0%)
COMMON STOCKS — (2.0%)
Agora SA
Bank Millennium SA
Bank Pekao SA
Bank Przemyslowo Handlowy BPH SA
Bank Zackodni WBK SA
* Bioton SA
Browary Zywiec SA
* Cersanit SA
* Getin Holdings SA
Grupa Lotos SA
Kredyt Bank SA
Mondi Packaging Paper Swiecie SA
* Netia Holdings SA
* Polski Koncern Naftowy Orlen SA
Telekomunikacja Polska SA
$
—
33,342,178
98,779
1,380,447
156,792
31,526
88,646
622,844
15,020
172,287
351,058
72,750
197,082
77,963
390,681
369,958
940,603
1,816,609
6,151,286
13,695,458
10,196,381
8,015,618
269,183
3,584,938
2,415,295
1,654,831
1,134,320
1,626,770
2,461,360
557,115
7,586,500
7,274,405
TVN SA
140,923
1,178,624
TOTAL — POLAND
69,618,693
SOUTH AFRICA — (10.4%)
COMMON STOCKS — (10.4%)
ABSA Group, Ltd.
# African Bank Investments, Ltd.
African Oxygen, Ltd.
* African Rainbow Minerals, Ltd.
# Anglo American Platinum Corp., Ltd.
AngloGold Ashanti, Ltd.
Aspen Pharmacare Holdings, Ltd.
Aveng, Ltd.
Barloworld, Ltd.
Bidvest Group, Ltd.
Discovery Holdings, Ltd.
Exxaro Resources, Ltd.
FirstRand, Ltd.
Foschini, Ltd.
Gold Fields, Ltd.
Gold Fields, Ltd. Sponsored ADR
* Harmony Gold Mining Co., Ltd.
Impala Platinum Holdings, Ltd.
Imperial Holdings, Ltd.
Investec, Ltd.
JD Group, Ltd.
Kumba Iron Ore, Ltd.
475,143
434,209
354,545
84,358
180,856
402,684
430,278
544,500
311,893
412,943
640,846
94,989
7,981,316
247,044
306,889
429,700
416,418
749,481
289,896
255,661
238,923
94,989
8,669,208
1,926,623
1,637,688
1,390,941
24,184,821
15,764,474
2,135,998
4,032,626
5,360,973
8,052,272
2,423,333
970,479
26,135,540
2,017,873
4,672,912
6,514,252
3,740,562
22,326,970
5,813,373
2,891,307
2,331,413
2,770,993
292
Liberty Group, Ltd.
Massmart Holdings, Ltd.
Mittal Steel South Africa, Ltd.
MTN Group, Ltd.
Murray & Roberts Holdings, Ltd.
Nampak, Ltd.
Naspers, Ltd. Series N
Nedbank Group, Ltd.
Network Healthcare Holdings, Ltd.
Pick’n Pay Stores, Ltd.
Pretoria Portland Cement Co., Ltd.
Reunert, Ltd.
Sanlam, Ltd.
Sappi, Ltd.
Sappi, Ltd. Sponsored ADR
356,007
251,962
573,955
2,048,030
426,289
796,643
461,853
565,855
2,027,252
654,640
1,021,327
272,528
2,778,470
243,332
50,800
$
4,485,344
3,257,389
9,948,720
31,246,562
4,503,441
2,260,582
11,581,370
10,707,732
3,631,215
3,049,467
6,476,404
2,554,642
8,391,502
3,853,785
812,800
Sasol, Ltd. Sponsored ADR
Shoprite Holdings, Ltd.
Standard Bank Group, Ltd.
Steinhoff International Holdings, Ltd.
Sun International, Ltd.
Telkom South Africa, Ltd.
Tiger Brands, Ltd.
Truworths International, Ltd.
Woolworths Holdings, Ltd.
934,800
640,645
1,631,952
1,363,005
128,281
710,238
197,495
711,817
1,238,949
37,607,004
3,061,543
23,929,541
4,388,815
2,792,564
17,556,773
5,192,631
3,275,945
3,419,863
TOTAL — SOUTH AFRICA
363,750,265
SOUTH KOREA — (10.8%)
COMMON STOCKS — (10.8%)
# Amorepacific Corp.
Cheil Industrial, Inc.
# CJ Corp.
Daegu Bank Co., Ltd.
# Daelim Industrial Co., Ltd.
# Daewoo Engineering & Construction Co., Ltd.
# Daewoo International Corp.
# Daewoo Securities Co., Ltd.
Daewoo Shipbuilding & Marine Engineering Co., Ltd.
Dong Bu Insurance Co., Ltd.
# Doosan Heavy Industries & Construction Co., Ltd.
# Doosan Infracore Co., Ltd.
GS Engineering & Construction Corp.
GS Holdings Corp.
Han Wha Corp.
Hana Financial Group, Inc.
* Hanjin Heavy Industries and Construction Co., Ltd.
Hanjin Heavy Industry Co., Ltd.
# Hankook Tire Manufacturing Co., Ltd.
# Hite Brewery Co., Ltd.
* # Hynix Semiconductor, Inc.
Hyundai Department Store Co., Ltd.
Hyundai Development Co.
3,527
20,690
8,888
58,240
18,800
267,270
45,870
103,195
142,290
16,740
28,950
97,520
27,320
42,945
22,240
112,261
15,169
5,610
84,420
13,530
118,050
7,630
37,270
2,500,378
1,132,487
1,174,584
1,085,232
3,144,659
7,645,016
1,940,609
3,184,418
8,495,574
700,125
2,778,914
3,549,891
4,306,823
2,219,099
1,430,641
5,308,981
1,301,435
255,027
1,849,022
1,763,678
4,253,502
862,136
3,334,597
293
#
#
#
#
Hyundai Heavy Industries Co., Ltd.
Hyundai Merchant Marine Co., Ltd.
Hyundai Mobis
Hyundai Motor Co., Ltd.
Hyundai Securities Co., Ltd.
Hyundai Steel Co.
49,890
24,600
53,070
122,979
5,180
58,560
$
19,659,139
1,301,099
5,705,835
9,112,853
157,867
4,684,717
Kangwon Land, Inc.
# KCC Corp.
* # Kia Motors Corp.
Kookmin Bank
Kookmin Bank Sponsored ADR
Korea Electric Power Corp.
# Korea Exchange Bank
Korea Gas Corp.
Korea Investment Holdings Co., Ltd.
KT Corp.
KT Freetel, Ltd.
KT&G Corp.
# LG Chemical, Ltd.
LG Corp.
LG Dacom Corp.
LG Electronics, Inc.
# LG Household & Healthcare Co., Ltd.
* # LG Phillips LCD Co., Ltd.
Lotte Confectionary Co., Ltd.
* # NCsoft Corp.
Pacific Corp.
POSCO
POSCO ADR
Pusan Bank
S1 Corp.
Samsung Corp.
# Samsung Electro-Mechanics Co., Ltd.
Samsung Electronics Co., Ltd.
Samsung Engineering Co., Ltd.
Samsung Fire and Marine Insurance, Ltd.
Samsung Heavy Industries Co., Ltd.
# Samsung SDI Co., Ltd.
# Samsung Securities Co., Ltd.
Samsung Techwin Co., Ltd.
# Shinhan Financial Group Co., Ltd.
Shinhan Financial Group Co., Ltd. ADR
Shinsegae Co., Ltd.
# SK Corp., Ltd.
* Sk Energy Co., Ltd.
* # SK Networks Co., Ltd.
SK Telecom Co., Ltd.
# S-Oil Corp.
Woongjin Coway Co., Ltd.
# Woori Investment & Securities Co., Ltd.
TOTAL — SOUTH KOREA
150,410
7,410
263,640
161,175
117,300
295,290
200,200
47,100
18,640
195,930
47,030
103,590
36,776
136,225
6,470
88,910
5,120
106,110
350
6,150
2,152
46,060
73,100
57,230
3,130
77,520
37,767
97,139
1,140
27,229
126,000
24,812
33,780
1,500
190,952
2,400
10,460
21,194
51,889
111,390
56,085
47,310
13,260
67,386
3,605,320
3,790,373
3,564,853
13,074,407
9,554,085
13,182,800
3,170,902
2,888,860
1,200,080
9,294,804
1,528,339
7,876,483
3,826,805
7,819,415
168,919
6,821,656
780,693
4,513,936
596,389
511,394
427,387
28,187,894
11,206,961
1,066,467
171,107
5,277,065
2,088,460
61,235,445
131,219
5,295,892
6,353,742
1,630,964
2,879,287
108,278
11,707,294
297,600
6,912,659
3,260,261
7,106,188
2,706,942
12,309,078
3,813,355
416,958
1,892,770
379,092,124
294
TAIWAN — (9.7%)
COMMON STOCKS — (9.7%)
Acer, Inc.
Advanced Semiconductor Engineering, Inc.
Advanced Semiconductor Engineering, Inc. ADR
Advantech Co., Ltd.
Asia Cement Corp.
Asustek Computer, Inc.
AU Optronics Corp.
AU Optronics Corp. Sponsored ADR
* Benq Corp.
* Catcher Co., Ltd.
Cathay Financial Holdings Co., Ltd.
Cathay Real Estate Development Co., Ltd.
Chang Hwa Commercial Bank
Cheng Shin Rubber Industry Co., Ltd.
Cheng Uei Precision Industry Co., Ltd.
Chi Mei Optoelectronic Corp.
China Airlines
China Development Financial Holding Corp.
China Motor Co., Ltd.
China Steel Corp.
* Chinatrust Financial Holdings Co., Ltd.
* Chungwa Picture Tubes Co., Ltd.
* CMC Magnetics Corp.
Compal Communications, Inc.
Compal Electronics, Inc.
Delta Electronics Industrial Co., Ltd.
D-Link Corp.
* E.Sun Financial Holding Co., Ltd.
Epistar Corp.
Eternal Chemical Co., Ltd.
* Eva Airways Corp.
Evergreen Marine Corp., Ltd.
Everlight Electronics Co., Ltd.
Far East Textile, Ltd.
Far Eastern International Bank
First Financial Holding Co., Ltd.
Formosa Chemicals & Fiber Co., Ltd.
Formosa Plastics Corp.
Formosa Taffeta Co., Ltd.
Foxconn Technology Co., Ltd.
Fubon Financial Holding Co., Ltd.
* Fuh-Hwa Financial Holding Co., Ltd.
High Tech Computer Corp.
Hon Hai Precision Industry Co., Ltd.
Hotai Motor Co., Ltd.
1,861,463
2,906,803
37,700
336,424
2,245,937
2,632,710
5,013,256
160,495
1,973,318
191,628
8,465,487
692,000
3,763,796
852,799
225,390
4,619,528
2,565,970
8,277,080
1,190,196
8,142,745
5,894,283
5,710,226
2,482,400
270,270
2,706,112
1,637,090
563,040
2,185,070
304,734
404,400
2,660,444
2,253,869
113,291
4,125,344
1,165,841
5,023,209
5,426,141
4,721,167
484,000
546,086
7,768,052
1,526,885
365,227
4,986,007
387,000
$
3,273,767
2,873,493
188,500
1,019,302
3,150,440
7,856,750
7,312,833
2,357,679
925,341
1,532,366
18,840,962
322,994
2,361,010
1,564,941
552,179
4,677,273
1,006,333
3,375,350
1,055,465
11,071,338
4,433,181
1,467,942
1,090,280
636,294
2,995,840
6,103,815
1,242,907
1,153,587
1,433,563
470,816
983,370
1,459,283
492,125
4,851,198
521,136
3,472,604
13,213,440
11,728,338
549,795
4,963,485
6,697,610
870,734
4,961,591
37,002,608
990,960
Hua Nan Financial Holding Co., Ltd.
Inventec Corp.
Johnson Health Tech Co., Ltd.
King Yuan Electronics Co., Ltd.
5,737,122
1,500,193
84,000
164,985
3,786,768
955,053
331,706
102,072
295
*
*
*
*
*
*
*
Kinsus Interconnect Technology Corp.
Largan Precision Co., Ltd.
Lite-On Technology Corp.
Macronix International Co., Ltd.
Media Tek, Inc.
Mega Financial Holding Co., Ltd.
Mitac International Corp.
Nan Ya Plastic Corp.
Nanya Technology Co., Ltd.
Pacific Electric Wire & Cable Corp.
Pan-International Industrial Corp.
Phoenix Precision Technology Corp.
Pou Chen Corp.
President Chain Store Corp.
Quanta Computer, Inc.
Realtek Semiconductor Corp.
Richtek Technology Corp.
Shin Kong Financial Holding Co., Ltd.
Silicon Integrated Systems Corp.
Siliconware Precision Industries Co., Ltd.
SinoPac Holdings Co., Ltd.
Sunplus Technology Co., Ltd.
Synnex Technology International Corp.
Taishin Financial Holdings Co., Ltd.
Taiwan Business Bank
Taiwan Cement Corp.
Taiwan Cooperative Bank
Taiwan Glass Ind. Corp.
Taiwan Life Insurance Co., Ltd
Taiwan Semiconductor Manufacturing Co., Ltd.
Tatung Co., Ltd.
Transcend Information, Inc.
Tung Ho Steel Enterprise Corp.
U-Ming Marine Transport Corp.
Uni-President Enterprises Corp.
United Microelectronics Corp.
Via Technologies, Inc.
Walsin Lihwa Corp.
210,100
81,855
1,428,428
1,240,000
817,386
9,477,535
1,082,013
6,878,218
3,664,634
233,200
196,524
175,866
1,737,978
776,260
3,113,430
269,396
69,000
3,336,636
1,007,400
1,984,067
4,089,033
240,591
700,331
3,774,225
2,272,325
2,391,976
303,160
1,176,915
242,000
21,433,693
2,839,000
202,000
503,000
648,860
2,663,801
15,993,868
813,000
2,278,539
$
724,994
664,762
2,253,782
768,378
13,816,108
5,900,720
1,350,614
16,690,987
2,695,027
3,675
635,320
203,684
1,737,835
2,016,017
5,065,654
1,318,262
758,947
3,249,992
494,471
4,048,084
1,939,446
428,892
1,930,119
1,891,620
638,303
3,078,016
209,086
1,070,742
386,564
40,694,463
1,337,100
759,715
675,091
1,936,129
3,093,385
9,029,134
582,254
1,119,290
*
*
Wan Hai Lines Co., Ltd.
Winbond Electronics Corp.
Wintek Corp.
Wistron Corp.
Ya Hsin Industrial Co., Ltd.
Yageo Corp.
Yang Ming Marine Transport Corp.
Yulon Motor Co., Ltd.
Zyxel Communication Corp.
1,625,914
3,308,000
747,438
1,031,020
738,018
613,000
2,024,894
1,239,238
315,070
1,147,738
994,269
856,825
1,873,788
133,291
235,144
1,430,505
1,355,107
547,980
TOTAL — TAIWAN
338,051,726
296
THAILAND — (1.6%)
COMMON STOCKS — (1.6%)
# Advance Info Service PCL (Foreign)
Aromatics (Thailand) PCL (Foreign)
Bangkok Bank PCL
Bangkok Bank PCL (Foreign)
# Bangkok Dusit Medical Services PCL (Foreign)
Bangkok Expressway PCL (Foreign)
Bank of Ayudhya PCL (Foreign)
Banpu PCL (Foreign)
BEC World PCL (Foreign)
Big C Supercenter PCL (Foreign) NVDR
# Bumrungrad Hospital PCL (Foreign)
C.P. Seven Eleven PCL (Foreign)
# Cal-Comp Electronics (Thailand) PCL (Foreign)
Central Pattana PCL (Foreign)
Charoen Pokphand Foods PCL (Foreign)
Delta Electronics (Thailand) PCL (Foreign)
Hana Microelectronics PCL (Foreign)
* Italian-Thai Development PCL
Kasikornbank PCL (Foreign)
Krung Thai Bank PCL (Foreign)
# Land & Houses PCL (Foreign)
Land and Houses PCL
Precious Shipping PCL (Foreign) NVDR
PTT Chemical PCL (Foreign)
Ratchaburi Electricity Generating Holding PCL (Foreign)
Sahaviriya Steel Industries PCL (Foreign)
Siam Cement PCL (Foreign)
# Siam City Cement PCL (Foreign)
Siam Commercial Bank PCL (Foreign)
2,764,500
906,200
301,200
650,000
398,700
250,000
2,779,900
132,000
1,992,000
25,000
297,000
2,614,700
1,506,300
888,500
7,587,100
1,629,610
387,400
1,617,400
1,860,300
11,073,770
2,130,310
2,249,700
320,400
693,060
1,458,000
6,094,000
270,000
296,013
2,549,166
$
7,573,973
1,994,115
1,044,675
2,254,445
447,390
177,062
2,167,366
1,154,182
1,346,966
35,339
378,716
830,668
296,343
789,835
1,034,906
1,011,679
268,730
315,843
4,283,407
3,679,422
493,616
445,875
315,170
2,221,994
1,944,142
168,735
1,998,834
2,363,963
5,832,397
Siam Makro PCL (Foreign)
Thai Oil PCL (Foreign)
Thai Union Frozen Products PCL (Foreign)
Thanachart Capital PCL (Foreign)
The Siam Cement PCL (Foreign)
Thoresen Thai Agencies PCL (Foreign)
* TMB Bank PCL (Foreign)
TPI Polene PCL (Foreign)
* # True Corp. PCL (Foreign)
TOTAL COMMON STOCKS
45,500
915,200
2,387,520
890,550
117,900
276,000
15,028,781
812,200
5,239,000
119,353
2,187,304
1,711,833
402,318
859,079
426,348
841,016
397,696
1,045,968
54,860,703
RIGHTS/WARRANTS — (0.0%)
* True Corp. PCL (Foreign) Rights 03/31/08
1,444,563
—
TOTAL — THAILAND
54,860,703
TURKEY — (3.5%)
COMMON STOCKS — (3.5%)
Akbank T.A.S.
Akcansa Cimento Sanayi ve Ticaret A.S.
Aksigorta A.S.
Anadolu Efes Biracilik ve Malt Sanayi A.S.
3,944,861
49,600
122,669
182,246
25,203,595
379,532
827,545
6,634,445
297
*
*
*
*
Arcelik A.S
Dogan Sirketler Grubu Holding A.S.
Dogan Yayin Holding A.S.
Enka Insaat ve Sanayi A.S.
Eregli Demir ve Celik Fabrikalari Turk A.S.
Ford Otomotiv Sanayi A.S.
Koc Holding A.S. Series B
Migros Turk A.S.
Tofas Turk Otomobil Fabrikasi A.S.
Tupras-Turkiye Petrol Rafinerileri A.S.
Turk Sise ve Cam Fabrikalari A.S.
Turkcell Iletisim Hizmetleri A.S.
Turkcell Iletisim Hizmetleri A.S. ADR
Turkiye Garanti Bankasi A.S.
Turkiye Is Bankasi A.S.
Yapi ve Kredi Bankasi A.S.
289,702
1,473,018
542,814
546,871
611,279
367,171
1,286,388
8,644
28,914
289,886
539,099
257,680
32,100
3,760,431
3,364,999
3,112,892
TOTAL — TURKEY
$
2,034,789
2,819,190
1,981,567
5,986,992
4,800,334
3,513,396
5,885,484
143,480
132,858
6,620,486
2,262,032
1,872,149
578,121
24,178,913
16,443,662
8,955,106
121,253,676
Face
Amount
(000)
Value †
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $14,980,000 FNMA 6.50%, 11/01/36, valued at
$12,284,376) to be repurchased at $12,107,978
$
SECURITIES LENDING COLLATERAL — (9.9%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $434,309,825 FHLMC, rates ranging from 4.836% o
6.697%, maturities ranging from 03/01/35 to 04/01/37; FNMA, rates ranging
from 5.885% to 6.276%, maturities ranging from 06/01/16 to 01/01/37; &
GNMA, rates ranging from 5.500% to 7.000%, maturities ranging from 09/15/
36 to 11/20/36, valued at $351,360,608) to be repurchased at $344,522,855
12,101
12,101,000
344,471
344,471,184
TOTAL INVESTMENTS - (100.0%)
(Cost $1,844,088,865)##
$
3,493,405,022
298
THE EMERGING MARKETS SMALL CAP SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
ARGENTINA — (0.2%)
COMMON STOCKS — (0.2%)
* Alpargatas SAIC
Banco Macro SA
* Banco Suquia SA
* Capex SA Series A
* Carboclor SA
* Celulosa Argentina SA Series B
* Central Puerto SA Series B
Cresud SA Comercial Industrial Financiera y Agropecuaria
Dycasa SA Series B
* Endesa Costanera SA Series B
Ferrum SA de Ceramica y Metalurgica Series B
Fiplasto SA
* Grupo Estrella SA Series B
Importadora y Exportadora de la Patagonia Series B
Introductora de Buenos Aires SA Series A
* IRSA Inversiones y Representaciones SA
* Juan Minetti SA
Ledesma S.A.A.I.
* Metrogas SA Series B
1,007
99,961
76,789
26,370
50,662
8,473
61,000
201,401
23,052
50,000
32,699
18,000
30,460
24,999
9,832
379,635
131,531
387,128
90,000
Value ††
$
1,491
269,405
11,802
136,736
25,011
8,051
97,542
415,852
30,062
68,309
31,982
10,507
8,039
141,270
3,633
630,631
95,565
336,564
41,917
*
Polledo SA Industrial y Constructora y Financiera
Solvay Indupa S.A.I.C.
88,891
440,500
13,524
508,796
TOTAL — ARGENTINA
2,886,689
BRAZIL — (10.0%)
COMMON STOCKS — (1.8%)
Acesita SA
Acos Villares SA Avil
* Avipal SA Avicultura e Agropecua
Cia de Saneamento do Parana
Copesul Companhia Petroquimica do Sul
Energias do Brazil SA
Eternit SA
* Gradiente Electronica SA
* IdeiasNet SA
Industrias Romi SA
* M&G Poliester SA
* Mangels Industrial SA
Metalurgica Gerdau SA
Perdigao SA
Perdigao SA ADR
4,290
120,000
101,900
151,000
269,500
8,202
265,770
2,600
201,300
12,600
640,780
7,300
2,907
311,716
61,500
181,483
48,318
933,304
222,421
5,108,412
128,674
1,163,590
17,479
666,896
118,807
75,117
106,635
86,751
6,069,088
2,324,700
299
Sao Paulo Alpargatas SA
Weg SA
TOTAL COMMON STOCKS
PREFERRED STOCKS — (8.2%)
Acesita SA
Banco Mercantil do Brasil SA
* Bardella SA Industrias Mecanicas
Braskem SA Preferred A
Braskem SA Special Preferred A Sponsored ADR
Centrais Electricas de Santa Catarina SA
Companhai Energetica do Ceara Coelce Series A
Companhia Brasileira de Petroleo Ipiranga SA
Companhia de Tecidos Norte de Minas
Companhia Paranaense de Energia-Copel Series B
Companhia Paranaense de Energia-Copel Sponsored ADR
Confab Industrial SA
Distribuidora de Produtos de Petroleo Ipiranga SA
Duratex SA
Eletropaulo Metropolita SA Preferred A
5,100
890,600
$
480,887
9,446,170
27,178,732
124,376
130,000
1,100
146,000
301,000
80,900
128,000
208,600
184,142
478,800
1,200
634,252
18,600
370,000
69,600,000
4,754,434
47,084
85,499
1,346,891
5,493,250
1,587,487
1,653,823
2,817,482
1,135,636
7,840,899
19,464
2,117,409
394,278
9,165,138
3,760,245
*
*
*
*
#
*
*
*
*
*
Empressa Metropolitanade Aguas e Energia SA
Energisa SA Prf NPV
Forjas Taurus SA
Fras-le SA
Globex Utilidades SA
Industria de Bebidas Antarctica Polar SA
Inepar Industria e Construcoes SA
Klabin SA
Lojas Americanas SA
Magnesita SA Series A
Magnesita SA Series C
Mahle-Metal Leve SA Industria e Comercio
Marcopolo SA
Metalurgica Gerdau SA
Net Servicos de Comunicacao SA
Net Servicos de Comunicacao SA Preferred ADR
Paranapanema SA
Petroquimica Uniao SA
Randon Implementos e Participacoes SA
Rasip Agro-Pastoril SA
Refinaria de Petroleo Ipiranga SA
SA Fabrica de Produtos Alimenticios Vigor
Sadia SA
Sadia SA ADR
Santista Textil SA
Sao Paulo Alpargatas SA
Saraiva Livreiros Editores
Sharp SA Equipamentos Eletronicos
Suzano Papel e Celullose SA
Suzano Petroquimica SA
Tele Norte Celular Participacoes SA
24,000,000
27,760
203,700
20,200
42,468
23,000
21,390
3,038,300
721,903
87,900,000
202,338
28,666
506,800
145,929
400,902
176,445
119,150
32,400
272,500
51,000
61,500
225,000
1,138,000
90,000
16,400
26,200
53,300
30,200,000
573,534
531,705
10,990
137,615
155,496
1,152,431
72,790
925,876
30,772
299,918
9,043,666
5,887,084
1,814,449
4,297
493,108
2,071,629
4,521,419
5,976,750
2,662,555
2,125,510
244,404
2,305,556
19,755
1,586,086
315,367
5,730,601
4,477,500
205,794
2,163,303
893,767
308
7,889,746
2,574,514
148,999
300
Telemig Celular Participacoes SA
Ultrapar Participacoes SA
Uniao des Industrias Petroquimicas SA Series B
* Varig Participacoes Em Transportes
* Varig Particpacoes Em Servicos
* Viacao Aerea Rio-Grandense SA
Vivo Participacoes SA
Votorantim Celulose e Papel SA
Votorantim Celulose e Papel SA Sponsored ADR
Whirlpool SA
TOTAL PREFERRED STOCKS
86,801
137,030
2,060,709
122,026
116,823
16,000
980,412
12,623
149,200
301,516
$
2,556,705
4,727,605
2,289,677
948
271
12,477
4,637,219
301,228
3,488,296
843,692
127,008,202
TOTAL — BRAZIL
154,186,934
CHILE — (1.5%)
COMMON STOCKS — (1.5%)
Banmedica SA
Cementos Bio-Bio SA
Cintac SA
Compania de Consumidores de Gas Santiago SA
* Compania SudAmericana de Vapores SA
Corpbanca SA
Cristalerias de Chile SA
Empresas Iansa SA
Farmacias Ahumada SA
Industrias Forestales SA
* Madeco Manufacturera de Cobre SA Sponsored ADR
* Madeco SA
Masisa SA
Parque Arauco SA
Soquimic Comercial SA
Vina de Concha y Toro SA
* Vina San Pedro SA
1,355,107
454,753
305,977
69,187
1,682,905
466,016,129
163,363
9,232,481
252,608
20,000
22,200
14,534,460
2,083,112
1,284,368
562,478
1,256,613
40,113,498
TOTAL — CHILE
1,707,629
1,302,395
201,550
356,668
4,161,073
3,096,394
2,245,785
858,467
1,109,305
6,052
293,928
1,928,678
535,226
1,557,181
295,764
2,999,076
474,852
23,130,023
CHINA — (3.1%)
COMMON STOCKS — (3.1%)
* Advanced Semiconductor Manufacturing Corp.
AMVIG Holdings, Ltd.
* Anhui Expressway Co., Ltd.
* AviChina Industry and Technology Co., Ltd.
* Baoye Group Co., Ltd.
* # Beijing Capital Land, Ltd.
* # Beijing Enterprises Holdings, Ltd.
* # Byd Co., Ltd.
* Catic Shenzhen Holdings, Ltd.
Chaoda Modern Agriculture (Holdings), Ltd.
* China Aerospace International Holdings, Ltd.
# China Everbright International, Ltd.
# China Foods, Ltd.
# China Gas Holdings, Ltd.
# China Green (Holdings), Ltd.
524,000
367,100
536,000
352,000
312,000
1,108,000
96,000
9,000
254,000
1,050,500
732,500
1,002,800
527,200
1,029,500
327,800
301
41,490
534,404
454,370
65,173
586,432
834,089
420,605
65,148
191,723
809,128
116,059
389,778
337,313
345,811
277,823
*#
*#
*
*#
*
*#
#
*#
#
*
*
#
#
*
*
*
*
*
*
#
*#
*
*
#
#
*#
*#
#
*#
*
#
*
*#
*#
*
#
*
*
China Haidian Holdings, Ltd.
China Infrastructure Machinery Holdings, Ltd.
China Mining Resources Group, Ltd.
China Power International Development, Ltd.
China Rare Earth Holdings, Ltd.
China Shineway Pharmaceutical Group, Ltd.
China State Construction International Holdings, Ltd.
China Yurun Food Group, Ltd.
Chongqing Iron and Steel Co., Ltd.
CITIC 21CN Co., Ltd.
CNPC (Hong Kong), Ltd.
Comba Telecom Systems Holdings, Ltd.
COSCO International Holdings, Ltd.
Dalian Port (PDA) Co., Ltd.
Digital China Holdings, Ltd.
Dynasty Fine Wines Group, Ltd.
First Tractor Co., Ltd.
Founder Holdings, Ltd.
FU JI Food & Catering Services
Geely Automobile Holdings, Ltd.
Global Bio-Chem Technology Group Co., Ltd.
Golden Eagle Retail Group, Ltd.
Great Wall Motor Co., Ltd.
Great Wall Technology Co., Ltd.
Guangzhou Pharmaceutical Co., Ltd.
GZI Transport, Ltd.
Hainan Meilan International Airport Co., Ltd.
Harbin Power Equipment Co., Ltd.
HKC (Holdings), Ltd.
Hunan Non-Ferrous Metal Corp., Ltd.
Jiaoda Kunji High-Tech Co., Ltd.
Jingwei Textile Machinery Co., Ltd.
Kingway Brewery Holdings, Ltd.
Li Ning Co., Ltd.
Lianhua Supermarket Holdings Co., Ltd.
Lingbao Gold Co., Ltd.
Mingyuan Medicare Development Co., Ltd.
Minmetals Resources, Ltd.
Nanjing Panda Electronics Co., Ltd.
Neo-China Group (Holdings), Ltd.
Qingling Motors Co., Ltd.
Shandong Molong Petroleum Machinery Co., Ltd.
Shanghai Prime Machinery Co., Ltd.
Shenzhen Expressway Co., Ltd.
Shenzhen International Holdings, Ltd.
Shenzhou International Group
Shougang Concord International Enterprises Co., Ltd.
Sichuan Expressway Co., Ltd.
SinoCom Software Group, Ltd.
923,000
1,042,000
1,491,900
1,194,200
622,300
366,200
514,000
1,455,000
584,000
1,021,200
5,260,000
267,600
643,000
1,154,000
443,800
364,600
432,000
562,900
179,800
1,411,900
713,400
1,742,000
435,000
442,000
230,000
707,300
293,000
704,000
1,526,600
1,418,000
70,000
234,000
309,800
1,288,000
207,000
290,000
751,900
518,000
76,000
1,566,100
1,380,000
1,132,000
796,000
1,622,000
5,996,800
703,000
1,328,100
1,154,000
359,200
128,403
2,248,383
248,342
593,349
171,467
241,991
728,320
1,748,897
361,508
129,439
2,793,048
93,058
656,723
845,777
216,155
136,879
217,044
57,089
530,605
213,789
312,021
1,679,764
533,936
175,213
239,662
469,515
302,538
1,527,891
477,390
827,608
161,539
197,241
110,477
3,662,450
281,459
192,151
125,689
324,516
37,483
392,327
339,841
250,337
328,090
1,582,706
691,754
360,573
458,896
379,022
52,307
*
#
Sinolink Worldwide Holdings, Ltd.
Sinopec Kantons Holdings, Ltd.
Sinotrans, Ltd.
Skyworth Digital Holdings, Ltd.
SRE Group, Ltd.
Stone Group Holdings, Ltd.
1,673,300
552,300
3,102,000
1,094,300
674,000
1,404,000
501,104
170,922
1,709,622
140,462
295,067
142,142
2,483,000
1,800,700
326,000
485,800
1,780,000
2,760,000
1,149,000
899,500
1,272,000
1,042,000
870,000
67,000
81,348
111,069
212,755
570,032
1,050,781
1,731,516
926,330
1,996,559
456,734
1,722,449
429,714
70,278
302
*#
*
*#
*#
*
*#
*
*
*
*#
*
TCL Communication Technology Holdings, Ltd.
TCL Multimedia Technology Holdings, Ltd.
Tianjin Capital Environmental Protection
Tianjin Development Holdings, Ltd.
Towngas China Co., Ltd.
Tpv Technology, Ltd.
Travelsky Technology, Ltd.
Weiqiao Textile Co., Ltd.
Xiamen International Port Co., Ltd.
Xinao Gas Holdings, Ltd.
Xiwang Sugar Holdings Co., Ltd.
Zhejiang Glass Co., Ltd.
TOTAL — COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Global Bio-Chem Technology Group Co., Ltd. Rights 09/13/07
46,622,892
4,632
TOTAL — CHINA
HUNGARY — (0.6%)
COMMON STOCKS — (0.6%)
* Danubius Hotel & Spa NYRT
Egis Gyogyszergyar NYRT
* Fotex NYRT
* Pannonplast RT
* RABA Automotive Holding P.L.C.
* Synergon Information Systems
* Tiszai Vegyi Kombinat RT
Zwack Unicum RT
46,622,892
47,091
10,308
299,751
39,441
102,964
37,006
5,850
1,100
TOTAL — HUNGARY
INDIA — (9.7%)
COMMON STOCKS — (9.7%)
* 3M India, Ltd.
—
2,437,584
1,254,975
1,545,071
1,528,767
1,308,559
335,887
241,732
106,747
8,759,322
4,899
206,563
*
*
*
Aarti Industries, Ltd.
Abhishek Industries, Ltd.
Adani Enterprises, Ltd.
Adlabs Films, Ltd.
Ador Welding, Ltd.
Aftek, Ltd.
Agro Tech Foods, Ltd.
93,754
216,492
225,340
66,472
17,588
125,900
39,674
68,777
99,032
1,885,258
765,745
112,868
191,639
170,556
303
*
*
*
*
*
*
*
Alembic, Ltd.
Alfa Laval (India), Ltd.
Alok Industries, Ltd.
Ansal Properties & Infrastructure, Ltd.
Apollo Hospitals Enterprise, Ltd.
Apollo Tyres, Ltd.
Aptech, Ltd.
Arvind Mills, Ltd.
Asahi India Glass, Ltd.
Ashapura Minechem, Ltd.
Asian Electronics, Ltd.
Asian Hotels, Ltd.
Astra Microwave Products, Ltd.
Aurobindo Pharma, Ltd.
Automotive Axles, Ltd.
Avaya Globalconnect, Ltd.
Aventis Pharma, Ltd.
Aztecsoft, Ltd.
Bajaj Auto Finance, Ltd.
Bajaj Hindusthan, Ltd.
Balaji Telefilms, Ltd.
Ballarpur Industries, Ltd.
Balmer Lawrie & Co., Ltd.
Balrampur Chini Mills, Ltd.
Bank of Maharashtra, Ltd.
Bank of Rajasthan, Ltd.
Bannari Amman Sugars, Ltd.
BASF India, Ltd.
Bata India, Ltd.
Berger Paints India, Ltd.
Bharati Shipyard, Ltd.
Bhushan Steel & Strips, Ltd.
Birla Corp., Ltd.
Blue Dart Express, Ltd.
Blue Star, Ltd.
280,835
7,075
315,146
28,540
124,821
880,050
69,254
279,573
319,030
55,491
23,677
26,208
101,837
84,761
19,185
27,160
17,006
76,802
54,772
81,444
131,073
340,543
23,290
876,659
660,031
215,182
15,919
53,833
86,199
606,884
50,252
82,431
190,628
16,011
137,056
$
496,894
170,758
519,923
174,624
1,476,232
874,036
506,816
328,507
824,969
532,551
480,394
467,455
380,510
1,250,414
224,161
198,520
508,293
141,098
500,558
267,338
846,824
1,158,309
227,860
1,263,690
856,541
506,424
255,348
349,756
333,727
727,886
672,991
1,531,737
1,355,045
244,856
1,078,391
*
*
*
BOC India, Ltd.
Bombay Burmah Trading Co.
Bombay Dyeing & Manufacturing Co., Ltd.
Bongaigaon Refinery & Petrochemicals, Ltd.
Bosch Chassis Systems India
Britannia Industries, Ltd.
Cadila Healthcare, Ltd.
Cambridge Solutions, Ltd.
Carborundum Universal, Ltd.
Ceat, Ltd.
Century Enka, Ltd.
CESC, Ltd.
Chambal Fertilizers & Chemicals, Ltd.
Chemplast Sanmar, Ltd.
Chennai Petroleum Corp., Ltd.
Cholamandalam DBS Finance, Ltd.
City Union Bank, Ltd.
110,022
3,100
79,721
292,513
17,108
24,618
8,706
130,152
152,175
110,159
37,178
164,998
850,651
79,745
158,173
25,462
50,425
346,325
35,359
1,121,069
361,025
167,964
947,702
65,401
366,514
662,628
439,343
108,095
1,877,068
1,036,091
13,291
1,010,685
115,910
265,068
304
*
*
*
*
Clariant Chemicals (India), Ltd.
CMC, Ltd.
Coromandel Fertilisers, Ltd.
Cranes Software International, Ltd.
Crisil, Ltd.
Dabur Pharma, Ltd.
Dalmia Cement (Bharat), Ltd.
DCM Shriram Consolidated, Ltd.
Deepak Fertilizers & Petrochemicals Corp., Ltd.
Dhampur Sugar Mills, Ltd.
Dishman Pharmaceuticals & Chemicals, Ltd.
D-Link (India), Ltd.
E.I.D. - Parry (India), Ltd.
Eicher Motors, Ltd.
EIH, Ltd.
Elder Pharmaceuticals, Ltd.
Electrosteel Casings, Ltd.
Elgi Equipments, Ltd.
Esab India, Ltd.
Escorts, Ltd.
Essar Steel, Ltd.
Essel Propack, Ltd.
Eveready Industries (India), Ltd.
Everest Industries, Ltd.
Exide Industries, Ltd.
25,417
29,521
236,478
167,995
7,898
156,360
60,289
199,958
172,498
67,667
167,467
46,638
178,726
51,963
158,145
45,749
38,406
112,237
31,753
105,268
603,667
172,455
149,446
19,415
1,410,790
$
182,161
751,416
537,577
492,234
711,759
289,701
534,760
354,209
446,054
83,056
1,169,405
77,184
594,551
463,697
442,255
427,836
422,279
143,763
384,622
245,288
588,392
251,026
189,590
47,863
2,176,013
*
*
*
FAG Bearings (India), Ltd.
FDC, Ltd.
Federal Bank, Ltd.
Finolex Cables, Ltd.
Finolex Industries, Ltd.
Gammon India, Ltd.
Garden Silk Mills, Ltd.
Geodesic Information Systems, Ltd.
Geometric Software Solutions Co., Ltd.
GHCL, Ltd.
Gillette India, Ltd.
GlaxoSmithKline Consumer Healthcare, Ltd.
Godfrey Phillips India, Ltd.
Godrej Consumer Products, Ltd.
Goetze (India), Ltd.
Graphite India, Ltd.
Great Eastern Shipping Co., Ltd.
Greaves Cotton, Ltd.
GTL Infrastructure, Ltd.
GTL, Ltd.
Gujarat Alkalies & Chemicals, Ltd.
Gujarat Ambuja Exports, Ltd.
Gujarat Fluorochemicals, Ltd.
Gujarat Gas Co., Ltd.
Gujarat Narmada Valley Fertilizers Co., Ltd.
Gujarat State Fertilizers & Chemicals, Ltd.
H.E.G., Ltd.
26,817
287,026
139,649
253,437
229,394
141,799
41,526
144,811
103,884
194,236
8,591
51,969
2,778
258,703
60,504
221,802
68,888
75,608
258,243
258,243
135,835
90,000
82,480
85,660
246,752
129,079
76,619
448,364
207,327
1,174,785
478,798
410,423
1,603,509
64,095
830,264
255,748
541,961
180,850
790,467
86,774
852,256
245,346
300,745
533,085
570,262
213,478
1,446,217
432,359
67,329
1,282,312
592,188
780,787
696,988
383,300
305
*
*
*
*
*
HCL Infosystems, Ltd.
Helios & Matheson Information Technology, Ltd.
Hexaware Technologies, Ltd.
Hikal, Ltd.
Himachal Futuristic Communications, Ltd.
Himatsingka Seide, Ltd.
Hinduja TMT, Ltd.
Hindustan Construction Co., Ltd.
Hindustan Motors, Ltd.
Hindustan Oil Exploration Co., Ltd.
Hindustan Sanitaryware & Industries, Ltd.
Honeywell Automation India, Ltd.
Hotel Leelaventure, Ltd.
HTMT Global Solutions, Ltd.
ICI India, Ltd.
280,963
30,779
234,745
17,498
1,315,900
115,558
36,075
454,872
280,005
124,222
69,904
5,771
852,415
36,075
50,985
$
1,367,689
96,316
696,901
198,535
654,028
320,038
348,896
1,453,949
213,226
313,429
124,328
260,300
895,084
343,187
658,445
*
*
*
*
*
*
*
*
*
iGate Global Solutions, Ltd.
India Glycols, Ltd.
Indo Rama Synthetics (India), Ltd.
Indoco Remedies, Ltd.
IndusInd Bank, Ltd.
Infomedia India, Ltd.
Infotech Enterprises, Ltd.
IPCA Laboratories, Ltd.
Ispat Industries, Ltd.
J.B. Chemicals & Pharmaceuticals, Ltd.
Jain Irrigation Systems, Ltd.
Jammu & Kashmir Bank, Ltd.
JBF Industries, Ltd.
Jindal Poly Films, Ltd.
Jindal Saw, Ltd.
Jindal Stainless, Ltd.
JK Tyre and Industries, Ltd.
Jubilant Organosys, Ltd.
Jyoti Structures, Ltd.
K.S.B. Pumps, Ltd.
Kajaria Ceram
Karnataka Bank, Ltd.
Karur Vysya Bank, Ltd.
KEC Infrastructures, Ltd.
KEC International, Ltd.
Kesoram Industries, Ltd.
Kirloskar Oil Engines, Ltd.
Kohinoor Foods, Ltd.
KPIT Cummins Infosystems, Ltd.
L. G. Balakrishnan & Brothers, Ltd.
Lakshmi Machine Works, Ltd.
LANXESS ABS, Ltd.
LIC Housing Finance, Ltd.
LML, Ltd.
Macmillan India, Ltd.
Madras Cements, Ltd.
Maharashtra Scooters, Ltd.
46,346
47,189
136,867
12,300
447,357
23,790
87,418
49,456
930,933
136,681
104,258
87,581
99,101
29,404
86,416
232,194
50,801
69,904
135,753
15,895
52,155
198,190
82,719
50,258
50,258
83,108
145,453
27,660
141,710
41,164
5,560
23,441
148,431
48,896
8,169
1,770
4,550
248,559
207,559
184,228
79,116
580,991
144,083
586,531
830,120
440,551
229,801
1,198,417
1,428,575
351,870
144,706
1,237,866
933,716
168,029
500,188
693,537
193,584
34,189
922,338
661,049
31,116
711,272
966,879
1,145,772
38,050
406,168
23,428
396,129
111,270
674,634
15,387
52,707
155,236
33,080
306
*
Maharashtra Seamless, Ltd.
Mahindra Gesco Developers, Ltd.
Mahindra Ugine Steel Co., Ltd.
Mangalam Cement, Ltd.
Marico, Ltd.
99,628
43,486
21,140
49,704
1,201,360
$
1,422,491
550,223
40,988
198,524
1,702,366
*
*
*
*
*
*
*
*
*
*
*
*
*
Mastek, Ltd.
Matrix Laboratories, Ltd.
Max India, Ltd.
Megasoft, Ltd.
Mercator Lines, Ltd.
Merck, Ltd.
Micro Inks, Ltd.
MIRC Electronics, Ltd.
Mirza International, Ltd.
Monnet Ispat, Ltd.
Monsanto India, Ltd.
Moser Baer (India), Ltd.
Motherson Sumi Systems, Ltd.
Mphasis, Ltd.
MRF, Ltd.
Mukand, Ltd.
Mukta Arts, Ltd.
Mysore Cements, Ltd.
Nagarjuna Construction Co., Ltd.
Nagarjuna Fertilizers & Chemicals, Ltd.
Nahar Capital & Financial Services, Ltd.
Nahar Exports, Ltd.
Nahar Spinning Mills, Ltd.
Natco Pharma, Ltd.
National Organic Chemical Industries, Ltd.
Navneet Publications (India), Ltd.
Nelco, Ltd.
Netflier Finco, Ltd.
NIIT Technologies, Ltd.
NIIT, Ltd.
Nirma, Ltd.
Nucleus Software Exports, Ltd.
OCL India, Ltd.
Omax Autos, Ltd.
Opto Circuits India, Ltd.
Orchid Chemicals & Pharmaceuticals, Ltd.
Orient Paper & Industries, Ltd.
Panacea Biotec, Ltd.
Pantaloon Retail India, Ltd.
Patel Engineering, Ltd.
Pentamedia Graphics, Ltd.
Petronet LNG, Ltd.
Pfizer, Ltd.
Pidilite Industries, Ltd.
Polaris Software Lab, Ltd.
Polyplex Corp., Ltd.
Praj Industries, Ltd.
66,016
276,239
318,985
21,301
350,017
20,256
11,233
233,585
50,000
67,091
11,378
372,370
666,405
214,746
7,798
111,752
1,572
210,450
326,167
836,022
31,896
45,938
67,990
42,713
307,183
67,988
40,558
16,931
114,330
340,635
14,900
42,062
56,194
40,939
128,425
113,459
29,662
131,578
2,575
95,283
295,907
624,101
58,104
481,710
157,531
11,792
268,545
414,540
1,616,681
1,570,475
60,778
478,612
194,600
104,495
96,996
25,398
494,683
417,652
2,774,752
1,568,162
1,526,087
737,840
217,502
3,194
261,210
1,625,096
827,113
—
26,802
137,477
115,276
201,444
97,369
91,543
15,410
864,140
1,044,257
58,660
355,850
198,116
64,086
1,428,026
563,882
314,455
1,221,324
31,646
1,007,836
37,197
940,808
979,790
1,749,209
437,413
48,712
1,239,810
307
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Pricol, Ltd.
Prism Cements, Ltd.
PSL, Ltd.
PTC India, Ltd.
Punjab Tractors, Ltd.
Radico Khaitan, Ltd.
Rain Calcining, Ltd.
Rajasthan Spinning & Weaving Mills, Ltd.
Rallis India, Ltd.
Rama Newsprint & Papers, Ltd.
Raymond, Ltd.
REI Agro, Ltd.
Reliance Industrial Infrastructure, Ltd.
Rico Auto Industries, Ltd.
Rolta India, Ltd.
Ruchi Soya Industries, Ltd.
Sakthi Sugars, Ltd.
Saregama India, Ltd.
Selectron Ems India, Ltd.
Shanthi Gears, Ltd.
Shasun Chemicals & Drugs, Ltd.
Shree Precoated Steel, Ltd.
Shriram Transport Finance Co., Ltd.
Shyam Telecom, Ltd.
Shyam Telekink, Ltd.
Sical Logistics, Ltd.
SKF India, Ltd.
Solectron Centum Electronics, Ltd.
Sona Koyo Steering Systems, Ltd.
Sonata Software, Ltd.
South East Asia Marine Engineering Services, Ltd.
South India Bank, Ltd.
Srei Infrastructure Finance, Ltd.
SRF, Ltd.
SSI, Ltd.
Sterling Biotech, Ltd.
Sterlite Optical Technologies, Ltd.
Strides Arcolab, Ltd.
Subex Azure, Ltd.
Subros, Ltd.
Sundaram-Clayton, Ltd.
Sundram Fastners, Ltd.
Supreme Industries, Ltd.
Supreme Petrochem, Ltd.
Swaraj Engines, Ltd.
132,536
488,874
63,467
264,901
121,158
218,080
269,093
35,412
26,769
83,017
83,766
107,592
24,104
202,391
133,108
74,342
61,507
27,039
9,432
79,510
54,483
95,800
280,556
20,740
470,508
41,648
95,810
18,865
174,060
155,438
58,658
189,050
186,033
118,415
71,696
469,728
95,694
64,472
59,420
21,956
3,890
465,052
22,265
144,830
3,100
$
93,738
664,951
500,223
520,006
696,407
890,849
254,819
68,959
212,366
57,634
528,977
843,795
282,193
165,204
1,525,131
713,947
112,572
163,517
—
137,976
123,919
725,985
1,168,071
44,255
50,871
240,633
956,375
128,651
203,962
191,848
315,971
701,188
418,897
387,500
317,288
1,824,777
522,938
431,992
770,902
116,969
66,791
596,089
112,460
91,171
12,931
*
Taj GVK Hotels and Resorts, Ltd.
Tata Elxsi, Ltd.
Tata Investment Corp., Ltd.
Tata Metaliks, Ltd.
Tata Sponge Iron, Ltd.
Tata Teleservices Maharashtra, Ltd.
Tele Data Informatics, Ltd.
69,666
67,874
50,540
42,871
25,066
2,195,240
304,790
239,150
519,974
539,098
151,010
95,904
1,713,579
510,334
308
Texmaco, Ltd.
Thomas Cook (India), Ltd.
* Tinplate Company of India, Ltd.
Torrent Pharmaceuticals, Ltd.
Torrent Power, Ltd.
Trent, Ltd.
Tube Investments of India, Ltd.
TVS Motor Co., Ltd.
Ucal Fuel Systems, Ltd.
Unichem Laboratories, Ltd.
Usha Martin, Ltd.
* Uttam Galva Steels, Ltd.
Vardhman Textiles, Ltd.
Varun Shipping Co.
Vesuvius India, Ltd.
* Welspun India, Ltd.
Welspun-Gujarat Stahl Rohren, Ltd.
Wockhardt, Ltd.
Wyeth, Ltd.
Zensar Technologies, Ltd.
Zuari Industries, Ltd.
TOTAL COMMON STOCKS
18,169
73,470
55,301
173,636
49,230
18,895
338,984
419,055
16,389
64,944
433,015
127,929
76,291
261,746
12,502
92,659
292,491
10,466
40,457
41,117
55,762
$
508,220
113,709
64,048
874,570
101,636
315,521
482,037
672,286
31,691
352,310
601,328
104,992
278,798
400,768
67,273
133,827
1,769,985
98,472
486,593
212,804
319,629
149,271,442
PREFERRED STOCKS — (0.0%)
* Ispat Industries, Ltd.
620,622
31,430
RIGHTS/WARRANTS — (0.0%)
* GTL Infrastructure, Ltd. Rights 09/14/07
258,243
150,050
TOTAL — INDIA
INDONESIA — (3.0%)
COMMON STOCKS — (3.0%)
* PT Agis Tbk
PT Apexindo Pratama Tbk
149,452,922
4,773,000
2,187,000
393,503
472,631
*
*
*
*
*
*
*
*
*
*
PT Asahimas Flat Glass Tbk
PT Astra Graphia Tbk
PT Bakrie & Brothers Tbk
PT Bakrieland Development Tbk
PT Bank Niaga Tbk
PT Bank Pan Indonesia Tbk
PT Batu Buana Tbk
PT Berlian Laju Tanker Tbk
PT Bhakti Investama Tbk
PT Budi Acid Jaya Tbk
PT Charoen Pokphand Indonesia Tbk
PT Ciputra Surya Tbk
PT Citra Marga Nusaphala Persada Tbk
PT Clipan Finance Indonesia Tbk
PT Davomas Adabi Tbk
1,012,000
4,549,000
55,119,500
42,469,250
24,456,000
27,710,375
77,715
11,737,700
24,551,100
7,007,000
3,974,250
4,043,000
7,106,000
3,133,000
41,920,000
353,275
260,839
1,579,796
1,782,703
2,346,961
1,974,873
1,029
1,929,311
2,377,410
290,908
452,864
439,045
1,817,214
114,923
979,850
309
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
PT Delta Dunia Petronda Tbk
PT Dharmala Intiland Tbk
PT Dynaplast Tbk
PT Energi Mega Persada Tbk
PT Enseval Putera Megatrading Tbk
PT Eterindo Wahanatama Tbk
PT Ever Shine Textile Tbk
PT Global Mediacom Tbk
PT Hanson International Tbk
PT Hero Supermarket Tbk
PT Holcim Indonesia Tbk
PT Indal Aluminium Industry Tbk
PT Indofood Sukses Makmur Tbk
PT Indo-Rama Synthetics Tbk
PT Jaya Real Property Tbk
PT Kalbe Farma Tbk
PT Karwell Indonesia Tbk
PT Kawasan Industry Jababeka Tbk
PT Keramika Indonesia Assosiasi Tbk
PT Lautan Luas Tbk
PT Lippo Karawaci Tbk
PT Mas Murni Indonesia Tbk
PT Matahari Putra Prima Tbk
PT Mayorah Indah Tbk
PT Medco Energi International Tbk
PT Metrodata Electronics Tbk
PT Mitra Adiperkasa Tbk
PT Modern Photo Tbk
6,110,000
1,097,400
1,038,000
20,511,000
6,380,000
397,000
4,029,640
7,250,000
5,038,000
33,000
15,377,500
47,000
13,128,500
2,211,000
1,967,500
23,404,238
138,000
43,401,000
100,000
2,745,500
12,277,000
2,000,000
9,751,500
2,473,500
4,344,000
3,981,000
2,585,000
40,000
$
675,192
58,258
83,460
1,699,959
571,872
14,524
33,044
780,663
35,775
13,442
1,685,432
1,397
2,592,332
165,316
315,791
3,388,348
5,217
1,013,358
1,864
124,147
2,353,860
25,832
830,018
465,944
1,807,263
110,027
217,113
3,110
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
PT Mulia Industrindo Tbk
PT Mustika Ratu Tbk
PT Pakuwon Jati Tbk
PT Panasia Indosyntec Tbk
PT Panin Insurance Tbk
PT Panin Life Tbk
PT Petrosea Tbk
PT Pioneerindo Gourmet International Tbk
PT Polychem Indonesia Tbk
PT Prasidha Aneka Niaga Tbk
PT Pudjiadi Prestige, Ltd. Tbk
PT Ramayana Lestari Sentosa Tbk
PT Samudera Indonesia Tbk
PT Selamat Semp Tbk
PT Sinar Mas Agro Resources & Technology Tbk
PT Sumalindo Lestari Jaya Tbk
PT Summarecon Agung Tbk
PT Sunson Textile Manufacturer Tbk
PT Suparma Tbk
PT Surabaya Agung Industri Pulp & Kertas Tbk
PT Surya Dumai Industri Tbk
PT Suryainti Permata Tbk
PT Suryamas Dutamakmur Tbk
PT Tempo Scan Pacific Tbk
542,000
723,000
63,000
79,000
9,119,500
47,214,500
15,000
29,000
7,963,500
84,000
45,500
11,021,000
223,000
1,920,000
1,071,460
2,011,250
10,342,266
2,325,500
2,400,000
64,500
3,298,500
2,334,500
125,000
9,251,000
14,382
23,059
20,159
3,365
311,236
957,604
9,087
1,235
161,463
577
1,201
996,725
153,905
61,342
502,404
791,553
1,573,359
74,297
71,186
2,473
126,460
343,987
2,743
778,206
310
*
PT Texmaco Jaya Tbk
PT Timah Tbk
PT Trias Sentosa Tbk
PT Trimegah Sec Tbk
PT Tunas Ridean Tbk
* PT Ultrajaya Milk Industry & Trading Co. Tbk
* PT Unggul Indah Cahaya Tbk
* PT Wicaksana Overseas International Tbk
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* PT Bakrieland Development Tbk Warrants 04/30/10
* PT Budi Acid Jaya Tbk Warrants 07/17/07
* PT Clipan Finance Indonesia Tbk Rights 08/24/07
* PT Matahari Putra Prima Tbk Warrants 07/12/10
* PT Summarecon Agung Tbk Rights 07/13/07
TOTAL RIGHTS/WARRANTS
93,000
1,549,500
9,198,400
9,961,000
2,728,000
390,000
48,239
28,560
$
29,217
2,030,143
225,063
276,820
261,338
20,156
12,522
282
46,477,242
3,886,925
483,000
4,699,500
1,126,125
738,733
79,477
12,859
—
9,594
25,962
127,892
TOTAL — INDONESIA
46,605,134
ISRAEL — (2.8%)
COMMON STOCKS — (2.8%)
* Afcon Industries, Ltd.
Albad Massuot Yitzhak, Ltd.
Alony Hetz Properties & Investments, Ltd.
* Alvarion, Ltd.
* American Israeli Paper Mills, Ltd.
Analyst I.M.S.
* AudioCodes, Ltd.
Azorim Investment Development & Construction Co., Ltd.
Baran Group, Ltd.
Beit Shemesh Engines Holdings (1997), Ltd.
Blue Square Chain Stores Properties & Investments, Ltd.
Blue Square-Israel, Ltd.
* Cham Foods (Israel), Ltd.
Clal Industries, Ltd.
* Compugen, Ltd.
Dan Vehicle & Transportation
Danya Cebus, Ltd.
Delek Automotive Systems, Ltd.
Delek Drilling LP, Ltd.
* Delta-Galil Industries, Ltd.
* Direct Insurance - I.D.I. Insurance Co., Ltd.
Elbit Medical Imaging, Ltd.
* Electra (Israel), Ltd.
* Elron Electronic Industries, Ltd.
* Feuchtwanger Investments 1984, Ltd.
* First International Bank of Israel, Ltd.
FMS Enterprises Migun, Ltd.
* Formula Systems (1985), Ltd.
* Formula Vision Technologies, Ltd.
795
17,916
212,923
173,421
8,541
19,892
95,696
76,479
26,753
3,351
47,576
100,987
14,289
234,629
11,938
52,579
38,937
223,460
1,333,958
42,862
132,217
50,761
9,403
73,914
4,200
249,710
23,637
18,238
62,990
7,076
186,221
934,099
2,007,019
496,827
288,904
481,500
681,923
520,630
15,513
486,458
1,397,113
17,710
1,295,766
30,348
415,354
486,192
2,593,380
737,702
263,185
621,447
2,362,756
1,398,441
961,242
12
582,011
857,085
239,698
35,507
311
*
*
*
*
Frutarom
Granite Hacarmel Investments, Ltd.
Hamlet (Israel-Canada), Ltd.
Hot-Cable Systems Media, Ltd.
Housing & Construction Holding Co., Ltd.
IBI Investment House, Ltd.
Industrial Building Corp., Ltd.
Israel Petrochemical Enterprises, Ltd.
Israel Salt Industries, Ltd.
155,741
19,200
32,984
72,776
1,033,771
22,725
541,431
60,196
100,478
$
1,251,563
45,455
422,880
734,168
1,939,251
257,667
1,239,060
713,053
755,379
Ituran Location & Control, Ltd.
* Jerusalem Oil Exploration, Ltd.
* Knafaim Arkia Holdings, Ltd.
Leader Holding & Investments, Ltd.
* Magal Security Systems, Ltd.
* Magic Software Enterprises, Ltd.
Medtechnica, Ltd.
* Mer Industries, Ltd.
* Metalink, Ltd.
* Metis Capital, Ltd.
* Middle East Tube Co., Ltd.
* Miloumor, Ltd.
Mivtach Shamir Holdings, Ltd.
* Naphtha Israel Petroleum Corp.
* Neto M.E. Holdings, Ltd.
* NICE Systems, Ltd.
* Nisko Industries (1992), Ltd.
O.R.T. Technologies, Ltd.
* OCIF Investments and Development, Ltd.
* Orckit Communications, Ltd.
Osem Investment, Ltd.
Packer Plada, Ltd.
* Property and Building Corp., Ltd.
* RADVision, Ltd.
Rapac Communication & Infrastructure, Ltd.
* Retalix, Ltd.
* Scailex Corp., Ltd.
Shrem Fudim Kelner & Co., Ltd.
Spectronix, Ltd.
Suny Electronic Inc., Ltd.
* Super-Sol, Ltd. Series B
* Team Computer & Systems, Ltd.
Telsys, Ltd.
* The Israel Land Development Co., Ltd.
* Tower Semiconductor, Ltd.
* TTI Team Telecom International, Ltd. ADR
Union Bank of Israel, Ltd.
Urdan Industries, Ltd.
* VeriFone Holdings, Inc.
Ytong Industries, Ltd.
TOTAL COMMON STOCKS
45,195
30,624
27,233
74,777
18,398
43,946
37,742
12,927
32,556
2,418
19,000
28,615
20,802
484,656
10,537
54,006
7,691
6,000
5,002
29,519
72,777
1,161
9,425
36,193
8,851
59,381
95,694
37,724
9,752
76,519
449,336
1,400
24,609
55,310
189,824
3,220
120,682
303,535
1
52,500
42,107,678
312
RIGHTS/WARRANTS — (0.0%)
525,873
515,336
231,302
177,605
164,813
94,113
232,133
68,944
209,624
11,685
47,261
107,433
481,968
324,896
361,815
1,897,451
65,730
68,460
180,558
191,444
714,769
129,585
1,393,322
630,472
55,415
955,904
875,390
133,721
42,262
218,658
1,671,861
52,243
141,809
288,266
259,742
8,887
550,950
220,570
12
45,801
*
Alony Hetz Properties & Investments, Ltd. Warrants 11/20/07
16,263
TOTAL — ISRAEL
MALAYSIA — (7.5%)
COMMON STOCKS — (7.5%)
A&M Realty Berhad
Acoustech Berhad
* Advance Synergy Berhad
Aeon Co. (M) Berhad
* Amalgamated Containers Berhad
Amalgamated Industrial Steel Berhad
* AMBD Berhad
Amway (Malaysia) Holdings Berhad
Ancom Berhad
Ann Joo Resources Berhad
* Anson Perdana Berhad
APM Automotive Holdings Berhad
Asas Dunia Berhad
Asia Pacific Land Berhad
Ayer Hitam Planting Syndicate Berhad
Bandar Raya Developments Berhad
Batu Kawan Berhad
* Berjaya Capital Berhad
* Berjaya Corp. Berhad
* Berjaya Corp. Berhad ICULS
Berjaya Land Berhad
Bernas Padiberas Nasional Berhad
* Bimb Holdings Berhad
* Bintai Kinden Corp. Berhad
Bolton Properties Berhad
Boustead Holdings Berhad
Boustead Properties Berhad
Cahya Mata Sarawak Berhad
Carlsberg Brewery Malaysia Berhad
Cement Industries of Malaysia Berhad
Chemical Co. of Malaysia Berhad
Chin Teck Plantations Berhad
Choo Bee Metal Industries Berhad
* Compugates Holdings Berhad
Crest Builder Holdings Berhad
Cycle & Carriage Bintang Berhad
* Damansara Realty Berhad
* Datuk Keramik Holdings Berhad
Dijaya Corp. Berhad
* DNP Holdings Berhad
DRB-Hicom Berhad
Dreamgate Corp. Berhad
Dutch Lady Milk Industries Berhad
$
36,685
42,144,363
130,000
541,900
986,400
511,300
80,000
11,250
2,148,100
396,700
400,500
881,900
10,000
215,100
173,000
1,888,600
6,000
1,190,200
195,000
93,840
6,344,500
5,706,561
2,043,200
1,478,200
894,600
16,000
674,600
1,707,100
378,000
823,600
943,100
405,000
472,600
33,000
26,000
600
113,000
15,000
1,962,200
24,000
144,200
1,204,000
3,143,000
795,400
125,700
29,266
167,377
95,731
1,467,705
41,185
1,797
256,375
769,011
121,123
886,832
129
125,717
52,550
288,421
6,788
1,013,779
445,721
77,720
716,230
317,801
1,004,671
857,738
394,973
2,665
198,350
2,440,346
553,585
598,027
1,266,688
706,805
394,849
52,623
15,659
227
36,298
10,115
243,148
—
57,034
636,076
1,561,851
385,232
421,492
E&O Property Development Berhad
Eastern & Oriental Berhad (6468754)
12,000
1,095,600
13,020
945,854
313
*
*
*
*
*
*
*
*
*
*
*
*
Eastern & Oriental Berhad (B19ZLW1)
Eastern Pacific Industrial Corp. Berhad
ECM Libra Avenue Berhad
Ecofirst Consolidated Berhad
Edaran Otomobil Nasional Berhad
Encorp BHD
Eng Kah Corp. Berhad
Engtex Group Berhad
Equine Capital Berhad
Esso Malaysia Berhad
Faber Group Berhad
FACB Industries, Inc. Berhad
Far East Holdings Berhad
FCW Holdings Berhad
Fountain View Development Berhad
Fraser & Neave Holdings Berhad
General Corp. Berhad
George Kent (Malaysia) Berhad
GHL Systems Berhad
Globetronics Technology Berhad
Glomac Berhad
Gold IS Berhad
Golden Plus Holdings Berhad
Gopeng Berhad
Grand United Holdings Berhad
Guiness Anchor Berhad
Gula Perak Berhad
GuocoLand (Malaysia) Berhad
Guthrie Ropel Berhad
Hap Seng Consolidated Berhad
Harn Len Corporation Berhad
Heitech Padu Berhad
HIL Industries Berhad
HLG Capital Berhad
Hock Seng Lee Berhad
Hong Leong Industries Berhad
Hovid Berhad
Hume Industries (Malaysia) Berhad
Hunza Properties Berhad
Hwang-DBS (Malaysia) Berhad
36,000
526,100
2,118,877
216,700
587,800
196,700
32,000
240,200
423,300
420,600
692,300
51,400
61,500
24,000
808,200
382,000
279,100
124,200
365,710
3,567,800
670,500
279,600
216,000
17,000
787,000
1,041,700
1,875,775
1,277,800
35,900
1,364,600
613,800
26,000
56,810
100,400
202,060
605,900
1,624,000
412,267
500,400
308,500
$
25,035
383,346
561,319
8,391
305,525
84,089
32,426
129,304
338,136
312,001
282,109
17,274
93,294
1,044
50,779
780,511
86,440
20,104
58,716
293,594
289,444
189,272
36,080
4,413
166,737
1,659,458
73,882
1,031,416
64,140
1,179,236
125,300
7,109
8,592
49,859
279,691
690,909
185,896
474,068
397,242
205,637
*
*
*
*
IJM Plantations Berhad
Insas Berhad
Integrated Logistics Berhad
Jaks Resources Berhad
Java, Inc. Berhad
Jaya Tiasa Holdings Berhad
Johan Holdings Berhad
Johor Land Berhad
Jotech Holdings Berhad
JT International Berhad
K & N Kenanga Holdings Berhad
Karambunai Corp. Berhad
1,459,900
1,642,200
544,300
1,077,000
37
491,800
1,131,200
69,910
1,812,700
550,600
890,000
5,564,900
889,559
293,395
235,284
290,673
27
554,456
84,521
28,691
66,121
627,588
275,220
229,494
314
*
*
*
*
*
*
*
*
*
*
*
*
Keck Seng (Malaysia) Berhad
KFC Holdings (Malaysia) Berhad
Kian Joo Can Factory Berhad
Kim Hin Industry Berhad
Kim Loong Resources Berhad
KNM Group Berhad
KPJ Healthcare Berhad
Kretam Holdings Berhad
KrisAssets Holdings Berhad
KSL Holdings Berhad
Kub Malaysia Berhad
Kuchai Development Berhad
Kulim Malaysia Berhad
Kumpulan Europlus Berhad
Kumpulan Fima Berhad
Kumpulan Hartanah Selangor Berhad
Kurnia Asia Berhad
Kwantas Corp. Berhad
Ladang Perbadanan-Fima Berhad
Land & General Berhad
Landmarks Berhad
LBS Bina Group Berhad
Leader Universal Holdings Berhad
Leong Hup Holdings Berhad
Lien Hoe Corp. Berhad
Lingkaran Trans Kota Holdings Berhad
Lion Corp Berhad
Lion Industries Corp. Berhad
Liqua Health Corp. Berhad
London Biscuits Berhad
622,400
562,000
1,342,080
52,000
158,400
2,308,000
327,700
15,000
98,863
516,500
2,296,100
87,100
705,350
1,268,800
802,300
1,269,800
2,375,800
171,800
235,900
4,180,400
2,156,300
1,288,600
2,698,700
427,700
606,800
1,370,400
800,300
1,870,400
1,015,873
198,800
$
788,132
1,067,237
565,648
20,730
101,889
2,987,430
319,453
4,449
77,384
324,094
650,166
27,600
1,192,744
291,766
161,462
404,691
700,644
321,036
290,988
915,534
1,103,891
242,812
807,776
148,529
46,423
1,528,303
180,329
998,618
146,918
85,378
*
*
*
*
*
*
*
*
*
MAA Holdings Berhad
Malaysia Aica Berhad
Malaysia Building Society Berhad
Malaysia Industrial Development Finance Berhad
Malaysian Bulk Carriers Berhad
Malaysian Mosaics Berhad
Malaysian National Reinsurance Berhad
Malaysian Pacific Industries Berhad
Malaysian Resources Corp. Berhad
Mancon Berhad
Manulife Insurance (M) Berhad
Marco Holdings Berhad
Matrix International Berhad
MBM Resources Berhad
Measat Global Berhad
Mechmar Corp. (Malaysia) Berhad
Meda, Inc. Berhad
Media Prima Berhad
Mega First Corp. Berhad
Melewar Industrial Group Berhad
MEMS Technology Berhad
Metro Kajang Holdings Berhad
986,866
48,200
362,700
2,729,000
1,511,750
71,460
497,100
339,500
5,864,866
12,000
100,800
2,835,400
504,000
322,366
176,800
62,000
26,000
2,383,433
394,700
490,000
1,917,000
138,900
525,092
10,202
161,198
1,459,934
1,693,286
26,712
715,740
881,478
4,472,432
2,982
94,929
144,961
66,098
283,769
90,181
8,318
1,530
1,848,373
168,828
213,996
318,825
64,762
315
*
*
*
*
*
*
*
MHC Plantations Berhad
Mieco Chipboard Berhad
Minho (M) Berhad
MK Land Holdings Berhad
MoBif Berhad
MTD ACPI Engineering Berhad
MTD Infraperdana Berhad
Muhibbah Engineering Berhad
MUI Properties Berhad
Mulpha International Berhad
Multi-Purpose Holdings Berhad
Mutiara Goodyear Development Berhad
Mycron Steel Berhad
Naim Cendera Berhad
Naluri Berhad
Nam Fatt Berhad
Narra Industries Berhad
NCB Holdings Berhad
New Straits Times Press (Malaysia) Berhad
Nikko Electronics Berhad
26,000
253,000
181,100
3,356,000
792,000
601,000
3,284,300
395,100
75,200
4,921,650
457,000
225,300
14,650
622,300
1,571,300
765,500
16,000
1,147,200
749,600
36,600
$
8,979
65,792
41,097
871,771
110,108
333,014
702,432
1,014,778
4,732
1,989,042
231,707
48,791
3,629
1,021,252
314,613
153,488
3,780
980,789
429,403
4,381
*
*
*
*
*
*
*
*
*
*
Notion VTEC Berhad
NTPM Holdings Berhad
NV Multi Corp. Berhad
NWP Holdings Berhad
Nylex (Malaysia) Berhad
OKS Property Holdings Berhad
Oriental Holdings Berhad
OSK Holdings Berhad
OSK Ventures Interantional Berhad
P.I.E. Industrial Berhad
Pacific & Orient Berhad
Pacificmas Berhad
Pan Malaysia Cement Works Berhad
Pan Malaysian Industries Berhad
Panasonic Manufacturing Malaysia Berhad
Panglobal Berhad
Paramount Corp. Berhad
PBA Holdings Berhad
Pelikan International Corp. Berhad
Permaju Industries Berhad
PJ Development Holdings Berhad
PK Resources Berhad
Pos Malaysia & Services Holdings Berhad
Prime Utilities Berhad
Promet Berhad
Protasco Berhad
Puncak Niaga Holdings Berhad
QL Resources Berhad
QSR Brand Berhad
Ramunia Holdings Berhad
Ranhill Berhad
Ranhill Utilities Berhad
1,093,000
550,600
430,900
112,000
551,000
3,393
141,500
1,971,271
8,700
140,100
46,509
219,900
766,600
2,778,000
157,184
14,000
24,000
274,100
599,560
730,000
1,394,900
14,000
510,000
3,000
52,000
575,600
779,520
448,700
32,000
519,000
1,532,180
605,560
116,898
75,988
80,387
9,559
233,589
1,163
250,540
1,400,277
6,055
152,471
20,330
215,560
53,644
56,024
529,077
7,557
16,971
98,393
783,875
117,254
369,008
3,240
441,770
387
—
166,950
898,580
454,872
28,369
156,351
1,367,813
464,773
316
*
*
*
RB Land Holdings Berhad
Rekapacific Berhad
Salcon Berhad
Sapura Resources Berhad
Sapuracrest Petroleum Berhad
Sarawak Oil Palms Berhad
Scientex Inc. Berhad
Scomi Group Berhad
Selangor Dredging Berhad
Shangri-La Hotels (Malaysia) Berhad
1,195,000
55,000
1,144,800
43,000
64,846
69,100
338,100
4,300,100
1,118,200
273,200
$
873,968
—
364,682
5,942
34,372
78,574
133,091
1,836,231
321,879
188,294
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
SHL Consolidated Berhad
Sime Engineering Services Berhad
Sime UEP Properties Berhad
Sino Hua-an International
Sitt Tatt Berhad
South East Asia Lumber, Inc. Berhad
Southern Acids (Malaysia) Berhad
Southern Steel Berhad
SPK Sentosa Corp. Berhad
SRI Hartemas Berhad
Star Publications (Malaysia) Berhad
Subur Tiasa Holdings Berhad
Sumatec Resources Berhad
Sunrise Berhad
Sunway City Berhad
Sunway Holdings, Inc. Berhad
Supermax Corp. Berhad
Suria Capital Holdings Berhad
Symphony House Berhad
Ta Ann Holdings Berhad
TA Enterprise Berhad
Talam Corp. Berhad
Tamco Corp. Holdings Berhad
Tan Chong Motor Holdings Berhad
Tanah Emas Corp. Berhad
Tasek Corp. Berhad
Tebrau Teguh Berhad
Tekala Corp. Berhad
TH Group Berhad
Thong Guan Industries Berhad
Time Dotcom Berhad
Time Engineering Berhad
Top Glove Corp. Berhad
Tradewinds (Malaysia) Berhad
Tradewinds Corp. Berhad
Tradewinds Plantation Berhad
TRC Synergy Berhad
Trengganu Development & Management Berhad
UAC Berhad
Uchi Technologies Berhad
UEM Builders Berhad
Unico-Desa Plantations Berhad
277,400
825,200
133,000
11,500
168,000
702,000
41,000
502,800
274,000
65,000
418,400
367,700
345,800
959,720
912,500
2,059,000
708,700
1,453,600
20,571
475,680
3,938,200
2,096,350
83,000
2,293,000
65,000
87,600
1,655,500
99,000
907,000
215,100
2,976,300
1,980,100
782,880
371,600
2,510,500
1,105,500
54,000
355,500
44,715
1,138,500
2,024,900
2,414,775
317
143,299
540,250
221,389
3,085
16,819
97,979
17,847
236,565
68,546
—
408,218
431,802
81,597
944,967
1,292,611
891,930
453,988
625,217
2,128
965,803
1,769,571
195,146
26,840
813,021
13,683
96,779
681,897
31,089
180,697
73,448
924,081
390,880
1,583,216
331,327
1,006,136
854,544
30,335
132,611
58,518
933,748
897,411
444,276
Unisem (M) Berhad
United Malacca Rubber Estates Berhad
United Malayan Land Berhad
United Plantations Berhad
* United U-Li Corp. Berhad
* Utama Banking Group Berhad
Utusan Melayu (Malaysia) Berhad
VADS Berhad
VS Industry Berhad
Wah Seong Corp. Berhad
* Weida (Malaysia) Berhad
Worldwide Holdings Berhad
WTK Holdings Berhad
Yeo Hiap Seng (Malaysia) Berhad
Yi-Lai Berhad
* YTL e-Solutions Berhad
Yu Neh Huat Berhad
Zelan Berhad
TOTAL COMMON STOCKS
PREFERRED STOCKS — (0.0%)
* Malayan United Industries Berhad A1 08/03/13
* Malayan United Industries Berhad A2 08/03/13
* Ramunia Holdings Berhard Non Cumulative Irredeemable Convertible
Preferred Shares
TOTAL PREFERRED STOCKS
RIGHTS/WARRANTS — (0.0%)
* Bandar Raya Developments Berhad Rights 09/21/07
* Liqua Health Corp. Berhad Warrants 09/09/08
* Mieco Chipboard Berhad Warrants 04/21/09
* OKS Property Holdings Berhad Rights 09/13/07
* Salcon Berhad Warrants 05/23/14
TOTAL RIGHTS/WARRANTS
1,226,200
330,400
13,000
663,600
110,000
1,802,000
144,500
75,900
364,570
925,800
414,700
385,600
1,218,000
56,760
358,800
3,546,600
816,500
1,434,800
494,145
532,793
9,854
2,259,119
15,711
1,262,592
48,170
196,711
370,710
963,476
102,657
404,014
768,468
29,812
123,575
556,697
583,934
2,164,579
114,539,758
176,957
176,957
11,118
10,613
1,840
323
22,054
535,590
34
23,000
3,393
286,200
273,799
2
2,036
174
56,398
332,409
TOTAL — MALAYSIA
MEXICO — (5.9%)
COMMON STOCKS — (5.9%)
Consorcio ARA S.A. de C.V.
* Consorcio Hogar S.A. de C.V. Series B
# Controladora Comercial Mexicana S.A. de C.V. Series B
* # Corporacion GEO S.A.B. de C.V. Series B
* # Corporacion Interamericana de Entramiento S.A. de C.V. Series B
Corporacion Mexicana de Restaurantes S.A. de C.V. Series B
Corporacion Moctezuma S.A.B. de C.V.
Corporativo Fragua S.A.B. de C.V. Series B
* Desc S.A. de C.V. Series B
$
114,894,221
4,060,800
425,370
2,191,700
2,382,300
960,372
1,623
96,400
31
196,367
6,142,912
252,724
6,098,540
12,394,092
2,515,612
1,125
293,577
302
170,862
*
#
*
Dine S.A.B. de C.V.
Embotelladora Arca S.A. de C.V., Mexico
Empaques Ponderosa S.A. de C.V. Series B
196,367
1,840,400
206,000
177,626
6,839,155
16,804
318
*
*
*
#
*
#
*
*
*
*
*
*
*
*
*
#
Empresas ICA S.A. de C.V. Sponsored ADR
Empresas ICA S.A.B. de C.V.
Gruma S.A. de C.V. ADR
Gruma S.A.B. de C.V. Series B
Grupo Aeroportuario del Pacifico S.A. de C.V.
Grupo Aeroportuario del Sureste S.A.B. de C.V.
Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR
Grupo Cementos de Chihuahua S.A. de C.V.
Grupo Continental S.A. de C.V.
Grupo Corvi S.A. Series A
Grupo Elektra S.A. de C.V.
Grupo Herdez S.A.B. de C.V.
Grupo Industrial Maseca S.A. de C.V. Series B
Grupo Industrial Saltillo S.A.B. de C.V.
Grupo Iusacell S.A. de C.V.
Grupo Nutrisa S.A. de C.V.
Grupo Posadas S.A. de C.V. Series L
Grupo Qumma S.A. de C.V. Series B
Industrias Bachoco S.A. Series B
Industrias CH S.A.B. de C.V. Series B
Industrias Penoles S.A. de C.V.
Jugos de Valle S.A.B. de C.V. Series B
Promotora y Operadora de Infraestructura S.A. de C.V.
Sanluis Corporacion S.A. de C.V. Series A
Sanluis Corporacion S.A. de C.V. Series C & Series B
Savia S.A. de C.V.
TV Azteca S.A. de C.V. Series A
Vitro S.A. de C.V. Sponsored ADR
Vitro S.A.B. de C.V.
57,600
1,694,008
40,200
1,069,600
96,200
652,200
45,200
812,900
973,700
100,000
128,500
107,000
564,800
230,552
145,310
188
199,000
105,334
152,000
1,502,948
223,500
50,900
67,110
3,300
4,642
610,700
6,581,300
62,500
1,062,102
TOTAL — MEXICO
PHILIPPINES — (1.2%)
COMMON STOCKS — (1.2%)
A. Soriano Corp.
Aboitiz Equity Ventures, Inc.
Alaska Milk Corp.
* Bacnotan Consolidated Industries, Inc.
* Belle Corp.
$
1,272,960
9,358,270
580,488
3,829,348
4,855,214
3,252,429
2,243,728
5,009,433
2,073,955
34,623
2,549,502
142,078
529,836
380,318
1,639,726
191
234,478
1,719
403,248
5,980,188
2,973,788
295,260
218,976
1,306
4,367
44,282
3,936,969
438,125
2,502,914
89,691,050
3,430,211
5,867,000
1,404,000
168,681
20,937,000
250,043
818,086
153,275
45,237
519,196
*
*
*
*
*
*
*
*
*
Benpres Holdings Corp.
C & P Homes, Inc.
Cebu Holdings, Inc.
China Banking Corp.
Cyber Bay Corp.
Digital Telecommunications Phils., Inc.
DMCI Holdings, Inc.
EDSA Properties Holdings, Inc.
EEI Corp.
Empire East Land Holdings, Inc.
Fil-Estate Land, Inc.
Filinvest Development Corp.
Filinvest Land, Inc.
First Philippines Holdings Corp.
12,098,000
647,700
2,284,000
1,200
2,000,000
20,973,000
3,286,000
1,759,970
1,929,000
12,140,000
5,450,700
4,664,500
40,309,452
1,177,800
1,146,643
56,364
193,251
21,170
20,119
557,823
587,701
102,776
193,868
181,662
139,829
593,044
1,371,127
2,013,870
319
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Ginebra San Miguel, Inc.
Global Equities, Inc.
House of Investments, Inc.
Ionics, Inc.
iVantage Corp.
Jollibee Food Corp.
Lepanto Consolidated Mining Co. Series B
Mabuhay Holdings Corp.
Macroasia Corp.
Manila Jockey Club, Inc.
Manila Mining Corp.
Megaworld Properties & Holdings, Inc.
Metro Pacific Corp. Series A
Paxys, Inc.
Petron Corp.
Philex Mining Corp.
Philippine Bank of Communications
Philippine National Bank
Philippine National Construction Corp.
Philippine Realty & Holdings Corp.
Philippine Savings Bank
Philippine Stock Exchange Inc.
PhilWeb Corp.
Prime Orion Philippines, Inc.
Republic Glass Holding Corp.
RFM Corp.
Rizal Commercial Banking Corp.
Robinson’s Land Corp. Series B
1,003,200
3,968,308
732,000
769,825
593,400
710,000
2,598,750
516,000
2,617,500
163,277
149,300,000
4,524,880
1,827,193
864,000
8,768,000
2,068,000
14,726
1,029,893
173,000
6,270,000
356,863
4,200
33,000,000
2,920,000
507,500
2,378,934
1,471,449
1,525,870
$
521,274
132,594
29,322
27,570
19,076
826,877
14,531
6,375
242,222
17,541
77,715
340,819
81,662
274,226
1,079,455
255,689
15,583
1,060,671
21,560
58,873
482,147
69,305
35,434
27,253
18,538
84,277
775,493
588,968
*
*
*
*
*
Security Bank Corp.
Semirara Mining Corp.
SM Development Corp.
Union Bank of the Philippines
United Paragon Mining Corp.
Universal Rightfield Property Holdings, Inc.
Universal Robina Corp.
Victorias Milling Co., Inc.
Vitarich Corp.
Yehey! Corp.
492,542
266,900
5,965,200
55,252
322,500
1,062,000
3,563,015
139,680
176,000
29,670
763,956
174,656
525,441
64,227
6,378
639
1,246,904
2,611
1,437
—
TOTAL — PHILIPPINES
18,936,383
POLAND — (4.5%)
COMMON STOCKS — (4.5%)
Agora SA
* Alchemia SA
* Amica Wronki SA
Apator SA
Asseco Poland SA
* Boryszew SA
* Budimex SA
* Cersanit SA
153,560
190,214
25,532
24,153
91,150
87,261
75,333
244,907
2,824,067
799,554
206,687
192,175
2,665,204
651,014
2,127,746
3,433,356
320
*
*
*
*
*
*
*
*
*
*
Debica SA
Decora SA
Echo Investment SA
Elektrobudowa SA
Elstar Oils SA
Eurocash SA
Fabryki Mebli Forte SA
Farmacol SA
Ferrum SA
Firma Chemiczna Dwory SA
Grupa Kety SA
Grupa Lotos SA
Impexmetal SA
Koelner SA
Kredyt Bank SA
Kroscienskie Huty Szkla Krosno SA
Lentex SA
LPP SA
MNI SA
30,666
2,709
118,198
10,898
47,937
130,981
55,216
61,368
309
35,229
44,298
107,580
31,024
23,068
18,184
45,176
30,128
2,416
253,024
$
1,148,008
44,302
3,773,421
915,782
162,669
469,424
190,072
1,073,489
1,489
2,329,704
3,398,610
1,677,391
3,271,756
419,574
150,096
128,836
493,803
2,097,241
406,469
Mondi Packaging Paper Swiecie SA
* Mostostal Export SA
Mostostal Plock SA
Mostostal Siedlce SA
* Mostostal Warszawa SA
* Mostostal Zabrze Holding SA
* Netia Holdings SA
NG2 SA
* Ocean Company SA
* Opoczno SA
* Optimus SA
Orbis SA
* PBG SA
* Pekaes SA
Pfleiderer Grajewo SA
Polska Grupa Farmaceutyczna SA
* Polski Koncern Miesny Duda SA
* Praterm SA
Prokom Software SA
Prosper SA
* Raciborska Fabryka Kotlow SA
Sniezka SA
* Stalexport SA
Ster-Projekt SA
Sygnity SA
* Vistula SA
* Zaklad Przetworstwa Hutniczego Stalprodukt SA
Zaklady Tluszcowe Kruszwica SA
Zelmer SA
TOTAL COMMON STOCKS
15,912
408,285
3,877
46,569
37,200
341,066
1,021,505
64,565
8,530
10,845
7,500
161,652
16,567
20,371
38,091
39,991
314,370
7,576
65,251
16,575
265,220
5,612
641,224
122,099
33,221
23,249
13,102
37,250
11,580
502,356
1,122,638
142,923
3,847,412
597,008
1,523,745
1,456,677
1,588,956
365
221,869
10,714
4,049,337
2,245,656
102,097
854,777
1,424,104
1,271,273
138,055
3,049,064
125,100
1,192,916
125,848
1,056,887
296,377
722,250
1,285,602
4,747,757
676,902
261,943
69,692,547
321
RIGHTS/WARRANTS — (0.0%)
* Ferrum SA Rights 11/12/07
* Optimus SA Rights
TOTAL RIGHTS/WARRANTS
309
7,500
1,143
16,091
17,234
TOTAL — POLAND
SOUTH AFRICA — (10.1%)
COMMON STOCKS — (10.1%)
Adcorp Holdings, Ltd.
* Advtech, Ltd.
Aeci, Ltd.
$
69,709,781
157,366
1,246,834
373,412
794,711
770,363
4,149,642
*
*
*
*
*
*
*
Afgri, Ltd.
Aflease Gold, Ltd.
African Oxygen, Ltd.
African Rainbow Minerals, Ltd.
AG Industries, Ltd.
Allied Electronics Corp., Ltd.
Allied Technologies, Ltd.
Amalgamated Appliance Holdings, Ltd.
Argent Industrial, Ltd.
Aspen Pharmacare Holdings, Ltd.
AST Group, Ltd.
Astral Foods, Ltd.
Aveng, Ltd.
AVI, Ltd.
Bell Equipment, Ltd.
Business Connexion Group
Bytes Technology Group, Ltd.
Capitec Bank Holdings, Ltd.
Cashbuild, Ltd.
Caxton & CTP Publishers & Printers, Ltd.
Ceramic Industries, Ltd.
City Lodge Hotels, Ltd.
Corpgro, Ltd.
Cullinan Holdings, Ltd.
Datacentrix Holdings, Ltd.
Datatec, Ltd.
Delta Electrical Industries, Ltd.
Dimension Data Holdings PLC
Distell Group, Ltd.
Distribution & Warehousing Network, Ltd.
Dorbyl, Ltd.
Durban Roodeport Deep, Ltd.
Ellerine Holdings, Ltd.
Enaleni Pharmaceuticals, Ltd.
Enviroserv Holdings, Ltd.
ERP.com Holdings, Ltd.
Famous Brands, Ltd.
Foschini, Ltd.
Gold Reef Resorts, Ltd.
Grindrod, Ltd.
Group Five, Ltd.
1,403,768
195,228
629,814
429,344
307,400
202,262
196,345
447,721
314,605
528,377
873,528
127,287
1,002,160
887,251
192,091
229,687
323,480
110,504
63,343
769,907
31,493
101,136
241,136
434,430
322,644
497,485
83,032
3,458,471
317,735
428,543
38,250
511,456
287,292
170,680
211,884
339,582
215,752
269,613
345,549
1,331,239
396,982
1,219,304
68,495
2,909,191
7,079,259
187,159
1,167,462
1,732,928
239,135
861,390
2,622,983
113,962
2,197,184
7,422,105
2,424,333
1,091,909
215,526
803,780
572,880
550,005
1,709,371
772,760
1,069,733
—
41,366
223,379
2,929,686
165,350
3,998,562
2,801,418
1,143,003
61,233
282,238
3,014,819
87,272
371,353
88,927
498,014
2,202,218
1,522,257
4,602,919
3,084,864
322
Highveld Steel & Vanadilum Corp., Ltd.
216,434
$
3,062,028
*
*
*
*
*
*
#
*
*
*
Hudaco Industries, Ltd.
Hulamin, Ltd.
Iliad Africa, Ltd.
Illovo Sugar, Ltd.
JCI, Ltd.
Johnic Communications, Ltd.
Johnnic Holdings, Ltd.
Kap International Holdings, Ltd.
Lewis Group, Ltd.
M Cubed Holdings, Ltd.
Massmart Holdings, Ltd.
Medi-Clinic Corp., Ltd.
Merafe Resources, Ltd.
Metair Investments, Ltd.
Metorex, Ltd.
Metropolitan Holdings, Ltd.
Mr. Price Group, Ltd.
Murray & Roberts Holdings, Ltd.
Mustek, Ltd.
Mvelaphanda Group, Ltd.
Nampak, Ltd.
New Clicks Holdings, Ltd.
New Corpcapital, Ltd.
Northam Platinum, Ltd.
Nu-World Holdings, Ltd.
Oceana Group, Ltd.
Omnia Holdings, Ltd.
Palabora Mining Co., Ltd.
Peregrine Holdings, Ltd.
Primedia, Ltd. N Shares
PSG Group, Ltd.
Randgold & Exploration Co., Ltd.
Redefine Income Fund, Ltd.
Reunert, Ltd.
Scharrig Mining, Ltd.
Shoprite Holdings, Ltd.
Spur Corp., Ltd.
Sun International, Ltd.
Super Group, Ltd.
The Spar Group, Ltd.
Tiger Automotive, Ltd.
Tiger Wheels, Ltd.
Tongaat-Hulett
Tourism Investment Corp., Ltd.
Trans Hex Group, Ltd.
Trencor, Ltd.
Truworths International, Ltd.
UCS Group, Ltd.
Value Group, Ltd.
58,055
230,678
295,164
522,701
1,622,051
340,496
12,764
146,864
305,911
385,000
188,040
737,399
4,526,666
488,557
1,453,388
1,684,538
661,413
651,864
195,398
809,804
920,365
1,295,590
241,136
497,325
50,644
167,923
113,405
75,393
482,474
345,346
406,307
60,670
34,692
202,373
755,455
473,300
201,006
199,766
748,605
532,985
153,255
153,255
220,297
1,286,533
153,546
354,831
1,011,805
650,134
321,111
695,806
804,606
888,819
1,686,785
—
4,206,866
27,268
67,045
2,654,845
10,786
2,430,999
2,246,223
971,065
925,171
4,645,437
3,492,274
2,478,005
6,886,480
246,113
1,167,404
2,611,660
2,778,353
3,040
3,832,828
220,390
426,936
1,181,306
855,983
1,240,689
1,216,461
1,509,954
—
35,973
1,897,018
2,250,708
2,261,827
278,686
4,348,736
1,292,511
3,902,356
267,716
156,931
3,085,659
487,256
290,059
1,736,425
4,656,558
419,340
99,187
Wilson Bayly Holme-Ovcon, Ltd.
166,336
2,376,141
TOTAL — SOUTH AFRICA
155,179,160
323
SOUTH KOREA — (12.8%)
COMMON STOCKS — (12.8%)
# Aekyung Petrochemical Co., Ltd.
* # Anam Electronics Co., Ltd.
Asia Cement Manufacturing Co., Ltd.
Asia Paper Manufacturing Co., Ltd.
# AUK Corp.
Baek Kwang Mineral Products Co., Ltd.
Baiksan Co., Ltd.
# Bing Grae Co., Ltd.
Bohae Brewery Co., Ltd.
# Bong Shin Co., Ltd.
Boo Kook Securities Co., Ltd.
# Boryung Pharmaceutical Co., Ltd.
* # Brain Technology Industries Co., Ltd.
# Bu Kwang Pharmaceutical Co., Ltd.
BYC Co., Ltd.
Byuck San Corp.
# Byuck San Engineering and Construction Co., Ltd.
* # C&Heavy Industries Co., Ltd.
Cambridge Members Co., Ltd.
* Capro Corp.
* # Celrun Co., Ltd.
Cheil Communications, Inc.
* Cho Kwang Leather Co., Ltd.
Cho Kwang Paint Co., Ltd.
Choil Aluminum Manufacturing Co., Ltd.
Chon Bang Co., Ltd.
# Chong Kun Dang Pharmaceutical Corp.
* # Choongwae Holdings Co., Ltd.
# Choongwae Pharmaceutical Corp.
# Chosun Refractories Co., Ltd.
# Chungho Comnet Co., Ltd.
Chunil Express Co., Ltd.
# CJ CGV Co., Ltd.
* CKD Bio Corp.
* # Comtec Systems Co., Ltd.
* Cosmochemical Co., Ltd.
# Crown Confectionery Co., Ltd.
7,150
13,250
3,603
8,880
8,160
1,860
21,190
9,540
2,680
85,930
7,410
3,442
5,515
24,926
710
5,300
38,300
22,433
2,280
38,750
22,630
5,487
10,640
12,070
8,700
130
11,531
5,482
4,808
2,210
720
572
19,000
5,230
25,030
14,640
1,360
$
295,844
128,991
306,985
167,609
41,322
38,706
29,238
407,099
79,852
287,664
243,757
152,216
25,298
781,439
156,618
109,084
310,642
200,792
73,280
318,391
138,970
1,585,274
104,404
43,932
110,973
6,597
345,793
92,608
329,105
230,413
27,269
58,968
321,936
31,943
34,205
143,636
202,245
*#
#
*
#
*#
#
*#
*#
#
#
D.I Corp.
Dae Chang Industrial Co.
Dae Dong Industrial Co., Ltd.
Dae Ho Corp.
Dae Hyun Co., Ltd.
Dae Sang Corp.
Dae Won Kang Up Co., Ltd.
Dae Young Packaging Co., Ltd.
Dae Yu Co., Ltd.
Daeduck Electronics Co., Ltd.
Daeduck Industries Co., Ltd.
30,950
6,390
6,090
543
51,280
34,350
8,080
147,692
29,780
68,417
21,536
94,834
54,182
138,387
75
63,953
426,318
182,077
76,444
57,836
525,765
235,314
324
#
#
*
#
*#
*#
#
#
*#
#
#
#
#
#
#
#
*#
#
#
Daehan City Gas Co., Ltd.
Daehan Fire & Marine Insurance Co., Ltd.
Daehan Flour Mills Co., Ltd.
Daehan Pulp Co., Ltd.
Daehan Synthetic Fiber Co., Ltd.
Daekyo Co., Ltd.
Daekyung Machinery & Engineering Co., Ltd.
Daelim Trading Co., Ltd.
Daerim Corp.
Daesang Farmsco
Daesang Holdings Co., Ltd.
Daesung Industrial Co., Ltd.
Daewon Pharmaceutical Co., Ltd.
Daewoo Electronic Components Co., Ltd.
Daewoo Motor Sales Corp.
Daewoong Co., Ltd.
Daewoong Pharmaceutical Co., Ltd.
Dahaam E-Tec Co., Ltd.
Daishin Securities Co., Ltd.
Daiyang Metal Co., Ltd.
Daou Technology, Inc.
DC Chemical Co., Ltd.
Digital Power Communications Co., Ltd.
Dong Ah Tire Industrial Co., Ltd.
Dong IL Rubber Belt Co., Ltd.
Dong Wha Pharmaceutical Industries Co.
Dong Won Co., Ltd.
Dong-A Pharmaceutical Co., Ltd.
Dongbang Agro Co., Ltd.
Dongbang Transport Logistics Co., Ltd.
Dongbu Corp.
11,541
48,040
2,110
7,772
1,750
9,840
3,750
17,730
4,770
13,210
7,072
6,130
4,560
11,938
31,830
6,546
9,470
2,200
68,700
22,400
56,480
19,866
50,540
22,245
12,158
9,470
6,100
13,762
19,470
5,200
25,950
$
522,288
394,483
416,703
51,804
320,775
1,019,019
191,697
97,960
133,019
37,193
44,856
1,534,657
63,637
88,494
1,602,427
225,160
694,282
83,736
2,336,183
152,541
680,012
3,470,739
99,770
202,354
48,736
731,736
77,012
1,760,296
144,526
197,569
855,161
#
#
#
#
#
#
*#
*#
*#
#
*#
#
*
Dongbu HiTek Co., Ltd.
Dongbu Securities Co., Ltd.
Dongbu Steel Co., Ltd.
Dong-Il Corp.
Dongil Paper Manufacturing Co., Ltd.
Dongkuk Steel Mill Co., Ltd.
Dongsu Industrial Co., Ltd.
Dongsung Chemical Co., Ltd.
Dongsung Pharmaceutical Co., Ltd.
Dongwon F&B Co., Ltd.
Dongwon Industries Co., Ltd.
Dongwon Systems Corp.
Dongyang Engineering & Construction Corp.
Dongyang Mechatronics Corp.
Doosan Construction & Engineering Co., Ltd.
Doosan Corp.
DPI Co., Ltd.
Ducsung Co., Ltd.
DuzonBIzon Co., Ltd.
E1 Corp.
Eagon Industrial Co., Ltd.
32,873
16,623
30,980
2,974
3,770
64,487
7,558
5,720
4,190
3,360
1,970
138,447
2,200
25,260
83,770
13,000
8,565
12,680
29,690
7,720
3,120
598,712
325,780
749,228
280,687
68,353
2,966,025
134,014
99,699
60,922
254,232
123,698
370,554
140,456
327,706
1,393,369
2,064,020
153,814
48,659
68,536
1,190,112
98,530
325
*
#
*
*#
#
*
#
#
#
#
*#
*#
*
#
#
#
En Paper Manufacturing Co., Ltd.
Enex Co., Ltd.
e-Starco Co., Ltd.
F&F Co., Ltd.
Feelux Co., Ltd.
First Fire & Marine Insurance Co., Ltd.
Firstech Co., Ltd.
FNC Kolon Corp.
Foosung Co., Ltd.
Fursys, Inc.
Gaon Cable Co., Ltd.
GIIR, Inc.
Global & Yuasa Battery Co., Ltd.
Green Cross Corp.
Green Cross Corp.
Green Fire Marine Insurance Co., Ltd.
GS Instruments Co., Ltd.
Gwangju Shinsegae Co., Ltd.
H.S. Industries Co., Ltd.
Hae In Co., Ltd.
Halla Climate Control Corp.
23,440
3,440
59,320
21,060
35,140
23,310
29,829
10,844
46,809
13,170
4,470
14,410
12,280
1,825
2,050
4,250
30
1,820
3,510
10,894
106,070
$
89,874
37,640
58,597
115,491
82,099
283,985
56,044
289,959
293,656
372,319
240,895
220,277
100,729
174,919
184,549
104,646
62
340,266
36,813
76,432
1,196,525
#
#
#
#
#
#
#
*
#
#
#
#
#
#
#
#
*#
#
*#
*#
#
#
*
Halla Engineering & Construction Corp.
Han All Pharmaceutical Co., Ltd.
Han Kuk Carbon Co., Ltd.
Han Yang Securities Co., Ltd.
Handok Pharmaceuticals Co., Ltd.
Handsome Corp.
Hanil Cement Manufacturing Co., Ltd.
Hanil Construction Co., Ltd.
Hanil E-Wha Co., Ltd.
Hanil Iron & Steel Co., Ltd.
Hanjin Transportation Co., Ltd.
Hankook Cosmetics Co., Ltd.
Hankook Shell Oil Co., Ltd.
Hankook Synthetics, Inc.
Hankuk Electric Glass Co., Ltd.
Hankuk Glass Industries, Inc.
Hankuk Paper Manufacturing Co., Ltd.
Hanmi Capital Co., Ltd.
Hanmi Pharm Co., Ltd.
Hansae Co., Ltd.
Hansol Chemical Co., Ltd.
Hansol CSN Co., Ltd.
Hansol LCD, Inc.
Hansol Paper Co., Ltd.
Hanssem Co., Ltd.
Hansung Enterprise Co., Ltd.
Hanwha Non-Life Insurance Co., Ltd.
Hanwha Securities Co., Ltd.
Hanwha Timeworld Co., Ltd.
Heung-A Shipping Co., Ltd.
Hi-Tron Systems, Inc.
13,160
34,948
28,623
12,760
12,760
44,050
8,558
6,460
38,970
2,450
13,211
25,320
1,620
550
5,240
12,660
5,840
20,620
9,994
22,080
12,170
65,160
5,777
53,310
22,380
5,340
24,410
43,380
5,120
16,400
4,780
362,686
181,385
275,981
274,853
340,131
663,866
986,837
160,365
129,927
98,755
745,886
102,500
143,329
56
126,261
525,533
286,268
367,194
1,629,839
178,686
155,030
230,614
276,208
923,610
155,015
46,901
521,323
841,169
103,029
74,020
21,212
326
#
*
#
*
*#
#
*#
Hotel Shilla, Ltd.
HS R&A Co., Ltd.
Huchems Fine Chemical Corp.
Huneed Technologies
HungKuk Ssangyong Fire & Marine Insurance Co., Ltd.
Husteel Co., Ltd.
Hwa Sung Industrial Co.
Hwacheon Machinery Works Co., Ltd.
Hwashin Co., Ltd.
Hyosung T & C Co., Ltd.
Hyundae Metal Co., Ltd.
60,958
6,360
31,846
7,121
43,244
7,220
12,520
2,200
22,220
40,358
6,642
$
1,623,486
107,120
858,543
96,389
420,894
196,308
257,370
53,341
82,871
2,951,820
14,119
#
*#
#
#
#
*
*#
#
*
*#
#
#
#
#
#
#
*#
#
#
*#
*#
*#
#
*#
#
Hyundai Auton Co., Ltd.
Hyundai Cement Co., Ltd.
Hyundai Corp.
Hyundai Department Store Co., Ltd.
Hyundai Department Store H & S Co., Ltd.
Hyundai DSF Co., Ltd.
Hyundai Elevator Co., Ltd.
Hyundai Hysco
Hyundai Marine & Fire Insurance Co., Ltd.
Hyundai Mobis
Hyundai Pharmaceutical Ind. Co., Ltd.
IB Sports, Inc.
IHQ, Inc.
Il Dong Pharmaceutical Co., Ltd.
Il Sung Construction Co., Ltd.
Il Yang Pharmaceutical Co., Ltd.
Iljin Diamond Co., Ltd.
Iljin Display Co., Ltd.
Iljin Electric, Ltd.
Ilkyung Co., Ltd.
Ilshin Spinning Co., Ltd.
Ilsung Pharmaceutical Co., Ltd.
InziControls Co., Ltd.
ISU Chemical Co., Ltd.
Isupetasys Co., Ltd.
Jahwa Electronics Co., Ltd.
Jeil Mutual Savings Bank
Jeil Pharmaceutical Co.
Jeonbuk Bank, Ltd.
Jindo F& Co., Ltd.
Jinheung Mutual Savings Bank Co., Ltd.
Joongang Construction Co., Ltd.
K.C. Tech Co., Ltd.
Keangnam Enterprises, Ltd.
KEC Corp.
KEC Holdings Co., Ltd.
Kedcom Co., Ltd.
Keyang Electric Machinery Co., Ltd.
KG Chemical Corp.
KIRIN Co., Ltd.
KISWIRE, Ltd.
106,880
10,020
21,801
6,000
6,210
7,510
7,294
91,740
103,080
1,570
1,410
14,500
44,450
7,553
4,300
18,270
4,272
2,568
43,730
22,850
1,730
2,040
14,290
7,920
39,800
16,460
7,990
18,840
49,872
2,877
17,919
6,890
24,770
20,050
54,690
18,229
90,960
40,210
8,410
61,710
12,848
843,126
562,368
661,598
677,957
658,860
107,587
1,262,411
1,245,787
2,107,391
168,799
67,666
108,363
151,036
401,165
63,052
1,554,939
93,267
42,357
377,328
15,347
136,653
292,284
108,488
130,845
66,357
121,821
79,933
215,645
517,144
13,518
112,675
147,750
169,764
899,638
70,149
36,685
65,686
133,683
107,568
81,105
624,152
327
#
Kodenshi Korea Corp.
25,020
$
88,062
#
*#
#
*#
#
*#
#
#
#
*#
#
#
#
#
*#
#
*#
*
#
*#
#
*
#
#
#
#
#
*#
#
#
*
#
Kolon Engineering & Construction Co., Ltd.
Kolon Industries, Inc.
Korea Cast Iron Pipe Co., Ltd.
Korea Circuit Co.
Korea Cottrell Co., Ltd.
Korea Data Systems Co., Ltd.
Korea Development Co., Ltd.
Korea Development Leasing Corp.
Korea Electric Terminal Co., Ltd.
Korea Export Packing Industries Co., Ltd.
Korea Express Co., Ltd.
Korea Fine Chemical Co., Ltd.
Korea Flange Co., Ltd.
Korea Iron & Steel Co., Ltd.
Korea Kolmar Co., Ltd.
Korea Komho Petrochemical Co., Ltd.
Korea Line Corp.
Korea Mutual Savings Bank
Korea Petrochemical Industry Co., Ltd.
Korea Polyol Co., Ltd.
Korea Reinsurance Co., Ltd.
Korea Schnell Pharma Co., Ltd.
Korea Zinc Co., Ltd.
Korean Air Terminal Service Co., Ltd.
Korean French Banking Corp.
KP Chemical Corp.
KP Co., Ltd.
KPC Holdings Corp.
KTB Network, Ltd.
Kukdo Chemical Co., Ltd.
Kukdong Corp.
Kukdong Oil & Chemicals Co., Ltd.
Kukje Pharm Ind. Co., Ltd.
Kumbi Corp.
Kumho Electronics Co., Ltd.
Kumho Industrial Co., Ltd.
Kumho Investment Bank
Kumho Tire Co., Inc.
Kumkang Industrial Co., Ltd.
Kunsul Chemical Industrial Co., Ltd.
Kwang Dong Pharmaceutical Co., Ltd.
Kwang Myung Electric Engineering Co., Ltd.
Kyeryong Construction Industrial Co., Ltd.
Kyobo Securities Co., Ltd.
Kyung Dong Navien Co., Ltd.
Kyungbang Co., Ltd.
Kyungdong City Gas Co., Ltd.
Kyung-in Synthetic Corp.
Kyungnam Energy Co., Ltd.
21,890
23,890
26,090
19,330
13,330
35,613
14,820
4,545
14,990
3,990
12,720
2,776
6,900
14,150
18,210
26,400
11,600
6,040
10,960
3,250
110,464
38,600
14,094
3,350
63,770
121,051
13,366
3,008
59,730
8,450
26,380
3,623
12,950
670
7,221
36,430
9,640
90,000
5,810
7,190
74,760
36,360
10,770
44,300
1,740
1,100
2,270
2,110
28,770
375,289
881,526
197,878
84,693
198,787
41,447
441,287
290,226
398,535
59,737
1,640,344
291,502
121,235
1,354,627
79,514
2,076,456
2,200,849
191,125
883,148
249,773
1,498,492
51,458
2,826,120
227,626
168,648
1,540,853
34,570
207,922
535,417
304,195
99,082
47,098
62,731
37,838
292,236
2,609,435
122,098
1,522,794
97,625
180,060
423,595
90,516
694,179
1,232,078
46,139
322,788
179,896
37,313
126,036
Lee Ku Industrial Co., Ltd.
LG Dacom Corp.
35,635
60,620
72,326
1,582,669
328
#
#
*#
#
#
#
*#
#
#
#
#
#
#
#
#
#
*
*
*
*#
#
#
#
*#
#
#
#
*
*
LG Fashion Corp.
LG Household & Healthcare Co., Ltd.
LG International Corp.
LG Life Sciences, Ltd.
LG Petrochemical Co., Ltd.
LIG Non-Life Insurance Co., Ltd.
Lotte Chilsung Beverage Co., Ltd.
Lotte Confectionary Co., Ltd.
Lotte Midopa Co., Ltd.
Lotte Sam Kang Co., Ltd.
LS Cable, Ltd.
LS Industrial Systems Co., Ltd.
Manho Rope & Wire Co., Ltd.
Meritz Fire Marine Insurance Co., Ltd.
Meritz Securities Co., Ltd.
Mi Chang Oil Industrial Co., Ltd.
Miwon Commercial Co., Ltd.
MonAmi Co., Ltd.
Moorim Paper Co., Ltd.
Motonic Corp.
Namhae Chemical Corp.
Namkwang Engineering & Construction Co., Ltd.
Namsun Aluminum Co., Ltd.
Namyang Dairy Products Co., Ltd.
Nasan Co., Ltd.
National Plastic Co., Ltd.
NCsoft Corp.
Nexen Corp.
NH Investment & Securities Co., Ltd.
Nong Shim Co., Ltd.
Nong Shim Holdings Co., Ltd.
Noroo Paint Co., Ltd.
Orientbio, Inc.
ORION Corp.
Ottogi Corp.
Pacific Corp.
Pacific Pharmaceutical Co., Ltd.
Pang Rim Co., Ltd.
Pantech & Curitel Communications, Inc.
Pantech Co., Ltd.
26,035
12,740
65,552
15,845
45,770
63,770
1,112
990
61,160
1,770
33,500
22,980
790
80,248
38,890
1,790
1,280
3,240
21,778
2,090
63,074
13,780
7,140
745
5,900
3,250
22,620
3,320
59,219
4,490
5,210
14,277
56,370
5,470
3,910
6,730
2,030
4,800
4,954
4,493
$
774,304
1,942,584
2,174,331
918,086
2,214,295
1,760,189
1,708,530
1,686,930
952,862
489,455
3,439,812
1,314,205
79,779
799,257
584,797
67,566
66,179
51,776
310,511
174,192
487,754
259,207
80,140
780,764
164,560
46,789
1,880,933
132,631
1,073,151
1,148,779
498,742
100,362
136,446
1,482,124
675,077
1,336,577
110,801
124,359
—
—
#
#
*#
#
#
*
*#
PaperCorea, Inc.
Pohang Coated Steel Co., Ltd.
Poong Lim Industrial Co., Ltd.
Poong San Corp.
Prime Entertainment Co., Ltd.
Pulmuone Co., Ltd.
Pum Yang Construction Co., Ltd.
Pusan Bank
Pusan City Gas Co., Ltd.
Pyung Hwa Holdings Co., Ltd.
Pyung Hwa Industrial Co., Ltd.
Quality & Technology Korea, Inc.
13,740
6,320
31,880
41,500
26,770
7,480
8,260
106,400
14,730
8,013
10,456
54,820
141,963
167,034
336,786
1,128,183
26,017
357,599
167,054
1,982,739
442,511
26,166
64,791
37,943
329
*#
*#
#
#
#
*#
*#
*
*
*#
#
#
#
*#
*#
*#
#
#
#
*
#
RNL BIO Co., Ltd.
Rocket Electric Co., Ltd.
S&T Corp.
S&T Daewoo Co., Ltd.
S&T Dynamics Co., Ltd.
S&T Motors Co., Inc.
S1 Corp.
Saehan Industries, Inc.
Saehan Media Corp.
Sajo Industries Co., Ltd.
Sajo O&F Corp.
Sam Jin Pharmaceutical Co., Ltd.
Sam Kwang Glass Industrial Co., Ltd.
Sam Whan Camus Co., Ltd.
Sam Yung Trading Co., Ltd.
Sambu Construction Co., Ltd.
Samchully Co., Ltd.
Samho F&G, Inc.
Samho International Co., Ltd.
Samhwa Crown and Closure Co., Ltd.
Samhwa Paints Industrial Co., Ltd.
Samick Musical Instruments Co., Ltd.
Samil Pharmaceutical Co., Ltd.
Samsung Climate Control Co., Ltd.
Samsung Fine Chemicals Co., Ltd.
Samwhan Corp.
Samyang Corp.
Samyang Foods Co., Ltd.
Samyang Genex Co., Ltd.
Samyang Tongsang Co., Ltd.
18,074
1,469
14,092
12,330
29,822
92,190
28,630
65,180
46,590
4,820
1,696
4,877
4,820
5,270
13,450
10,690
4,720
32,880
12,681
2,400
26,400
146,160
2,680
6,810
29,280
13,660
8,815
7,360
4,026
1,760
$
40,452
25,269
796,317
545,037
476,866
145,271
1,565,109
825,553
118,565
188,687
16,555
292,605
207,919
78,254
92,573
754,432
1,101,660
51,600
371,291
75,751
109,209
156,532
61,076
70,293
1,652,365
484,043
686,246
160,328
446,682
63,640
*
#
*
#
#
*#
#
#
#
*#
*#
*#
*#
*
*
#
*
#
Samyoung Chemical Co., Ltd.
Samyoung Electronics Co., Ltd.
SC Engineering Co., Ltd.
Seah Besteel Corp.
Seah Holdings Corp.
Seah Steel Corp.
Sean Co., Ltd.
Sebang Co., Ltd.
Sejong Industrial Co., Ltd.
Sempio Foods Co.
Seondo Electric Co., Ltd.
Seoul City Gas Co., Ltd.
Seoul Securities Co., Ltd.
Serim Paper Manufacturing Co., Ltd.
Seshin Co., Ltd.
Sewon Cellontech Co., Ltd.
Sewoo Global Co., Ltd.
SGWICUS Corp.
SH Chemical Co., Ltd.
Shin Heung Securities Co., Ltd.
Shin Poong Paper Manufacturing Co., Ltd.
Shin Won Corp.
2,420
17,870
4,248
16,050
4,160
5,500
6,810
15,655
21,610
4,490
13,050
3,590
254,494
24,240
19,902
14,221
20,620
16,060
12,650
11,094
3,550
6,010
22,976
181,736
29,699
413,854
638,093
361,550
13,186
288,789
153,013
110,257
70,685
370,464
776,421
472,854
56,837
154,930
25,343
68,216
116,224
172,729
54,063
201,868
330
#
#
#
*#
#
#
*
#
#
#
*#
*
Shin Young Securities Co., Ltd.
Shinhan Engineering & Construction Co., Ltd.
Shinil Engineering Co., Ltd.
Shinpoong Pharmaceutical Co., Ltd.
Shinsegae Engineering & Construction Co., Ltd.
Shinsung Engineering & Construction Co., Ltd.
Shinsung Engineering Co., Ltd.
Shinsung Tongsang Co., Ltd.
Sindo Ricoh Co., Ltd.
SJM Co., Ltd.
SK Chemicals Co., Ltd.
SK Gas Co., Ltd.
SK Incheon Oil Co., Ltd.
SKC Co., Ltd.
SL Corp.
Solomon Mutual Savings Bank
Songwon Industrial Co., Ltd.
Soosan Heavy Industries Co., Ltd.
Ssangyong Cement Industry Co., Ltd.
Ssangyong Corp.
10,600
3,676
4,010
4,680
2,990
13,650
30,420
8,700
11,169
22,510
22,820
9,960
373
34,460
19,820
15,008
12,420
40,700
79,381
4,186
$
694,987
110,158
60,912
152,194
143,133
145,210
152,089
59,296
849,246
148,593
1,805,456
850,965
22
1,138,192
202,304
263,213
54,401
81,506
1,393,527
81,913
*#
#
#
*#
*#
#
*#
#
*#
#
#
#
#
#
*#
*#
#
*#
#
*
*#
*#
*#
Ssangyong Motor Co.
STX Corp.
STX Engine Co., Ltd.
STX Shipbuilding Co., Ltd.
Sudo Pharmaceutical Industry Co., Ltd.
Suheung Capsule Co., Ltd.
Sung Bo Chemicals Co., Ltd.
Sung Chang Enterprise Co., Ltd.
Sung Shin Cement Co., Ltd.
Sungjee Construction Co., Ltd.
Sungwon Corp.
Sunjin Co., Ltd.
Sunkyong Securities Co., Ltd.
SY Co., Ltd.
Tae Kwang Industrial Co., Ltd.
Tae Kyung Industrial Co., Ltd.
Taegu Department Store Co., Ltd.
Taeyoung Engineering & Contruction
Tai Han Electric Wire Co., Ltd.
Tai Lim Packaging Industries Co., Ltd.
TCC Steel
Telcoware Co., Ltd.
Telewin, Inc.
The Will-Bes & Co., Ltd.
Tong Yang Investment Bank
Tong Yang Major Corp.
Tong Yang Moolsan Co., Ltd.
Trigem Computer, Inc.
TRYBRANDS, Inc.
TS Corp.
Uangel Corp.
Uni Chem Co., Ltd.
137,030
33,194
28,692
34,756
66,850
16,030
1,930
6,150
22,350
4,690
49,310
2,840
268,610
37,700
880
29,140
13,040
90,740
48,661
6,200
2,888
9,000
41,460
11,120
126,472
65,446
5,500
528
38,370
5,500
12,280
56,800
837,070
2,843,499
1,850,762
2,163,386
110,505
130,385
89,375
217,884
454,950
91,533
850,268
118,040
1,189,460
36,744
1,388,039
133,799
240,149
1,207,260
2,332,747
81,267
92,415
106,035
47,503
52,086
2,390,818
856,861
56,962
—
210,116
266,181
122,984
73,832
331
#
*#
*
#
*#
#
Unid Co., Ltd.
Union Steel Manufacturing Co., Ltd.
Uniquest Corp.
VGX International, Inc.
Whanin Pharmaceutical Co., Ltd.
Wiscom Co., Ltd.
Woongjin Thinkbig Co, Ltd.
Woongjin.Com Co., Ltd.
WooSung Feed Co., Ltd.
YESCO Co., Ltd.
6,000
13,912
11,050
16,954
13,650
7,880
22,329
7,907
17,000
5,950
$
256,372
422,633
77,576
110,386
257,734
38,300
423,592
141,450
38,582
243,882
Yoosung Enterprise Co., Ltd.
# Youlchon Chemical Co., Ltd.
* Young Poong Mining & Construction Corp.
Young Poong Paper Manufacturing Co., Ltd.
Youngbo Chemical Co., Ltd.
Youngone Corp.
Youngpoong Corp.
Yuhan Corp.
Yuhwa Securities Co., Ltd.
* # Yungjin Pharmaceutical Co., Ltd.
* Yuyang Telecom Co., Ltd.
* ZeroOne Interactive Co., Ltd.
TOTAL COMMON STOCKS
33,540
32,710
1,580
2,170
12,640
68,080
2,040
9,473
12,910
102,000
5,530
32,840
174,340
383,494
93
84,672
37,710
700,673
1,388,515
2,069,294
320,035
209,814
78,904
36,768
196,129,181
RIGHTS/WARRANTS — (0.0%)
* Hanil Construction Co., Ltd. Rights 09/20/07
* S&T Corp. Rights 09/20/07
* Yungjin Pharmaceutical Co., Ltd. Rights 09/28/07
TOTAL RIGHTS/WARRANTS
1,667
1,466
21,866
13,145
26,006
11,070
50,221
TOTAL — SOUTH KOREA
196,179,402
TAIWAN — (10.7%)
COMMON STOCKS — (10.7%)
* A.G.V. Products Corp.
Aaeon Technology, Inc.
Ability Enterprise Co., Ltd.
* Abocom Systems, Inc.
* Acbel Polytech, Inc.
* Accton Technology Corp.
Allis Electric Co., Ltd.
* Altek Corp.
Ampoc Far East Co., Ltd.
Amtran Technology Co., Ltd.
Apex Biotechnology Corp.
* Apex Science & Engineering Corp.
Arima Communication Corp.
* Arima Computer Corp.
Arima Optoelectronics Corp.
Asia Chemical Corp.
Asia Polymer Corp.
646,000
91,746
510,532
150,000
703,560
876,000
273,000
343,016
153,830
627,949
178,592
124,000
407,808
1,453,000
224,593
559,000
495,936
291,402
255,083
1,000,204
102,027
451,234
430,731
86,954
759,470
75,123
968,431
449,661
32,632
325,500
354,725
311,027
265,719
323,338
332
*
Asia Vital Components Co., Ltd.
317,980
$
324,015
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Aten International Co., Ltd.
Audix Co., Ltd.
Aurora Corp.
Aurora Systems Corp.
Avermedia Technologies, Inc.
Avision, Inc.
Awea Mechantronic Co., Ltd.
Bank of Kaohsiung Co., Ltd.
Basso Industry Corp., Ltd.
Behavior Tech Computer Corp.
Bes Engineering Corp.
Biostar Microtech International Corp.
C Sun Manufacturing, Ltd.
Carnival Industrial Corp.
Cathay Chemical Works, Inc.
Central Reinsurance Co., Ltd.
Chain Qui Development Co., Ltd.
Champion Building Materials Co., Ltd.
Charoen Pokphand Enterprises Co., Ltd.
Cheng Loong Corp.
Chenming Mold Industrial Corp.
Chia Her Industrial Co., Ltd.
Chia Hsin Cement Corp.
Chia Hsin Food & Synthetic Fiber Co., Ltd.
Chicony Electronics Co., Ltd.
Chien Shing Stainless Steel Co., Ltd.
Chilisin Electronics Corp.
China Chemical & Pharmaceutical Co.
China Ecotek Corp.
China Electric Manufacturing Co., Ltd.
China General Plastics Corp.
China Glaze Co., Ltd.
China Hi-Ment Corp.
China Life Insurance Co., Ltd.
China Man-Made Fiber Co., Ltd.
China Metal Products Co., Ltd.
China Petrochemical Development Corp.
China Rebar Co., Ltd.
China Steel Chemical Corp.
China Steel Structure Co., Ltd.
China Synthetic Rubber Corp.
China United Trust & Investment Corp.
China Wire & Cable Co., Ltd.
Chinese Maritime Transport, Ltd.
Ching Feng Home Fashions Industries Co., Ltd.
Chin-Poon Industrial Co., Ltd.
Choice Lithograph, Inc.
Chou Chin Industrial Co., Ltd.
Chroma Ate, Inc.
118,728
228,877
303,195
190,000
246,276
333,143
86,900
686,966
220,537
484,938
2,563,572
223,053
181,483
656,000
229,000
575,050
194,000
434,000
351,000
1,760,330
264,073
539,000
971,000
97,211
492,769
480,000
203,466
408,000
170,000
520,900
665,000
240,555
273,804
1,429,418
2,202,879
315,772
3,185,000
55,174
300,909
232,000
627,954
164,804
521,000
313,500
192,474
469,649
146,000
42,180
407,252
581,227
221,770
318,706
112,269
490,552
196,263
223,847
480,834
302,252
271,983
813,869
233,897
123,123
182,139
95,988
263,184
318,638
228,045
198,855
687,864
96,820
53,726
756,622
11,282
987,037
158,848
153,862
263,693
226,397
269,910
171,901
121,846
298,067
803,726
838,356
468,848
1,424,988
7,557
691,205
131,016
794,190
—
134,984
1,066,542
104,623
463,515
21,325
—
1,027,158
Chun Yu Works & Co., Ltd.
Chun Yuan Steel Industrial Co., Ltd.
469,000
847,976
147,242
354,868
333
*
*
*
*
*
*
*
*
*
*
Chung Hsin Electric & Machinery Co., Ltd.
Chung Hung Steel Corp.
Chung Hwa Pulp Corp.
Clevo Co.
CMC Magnetics Corp.
Collins Co., Ltd.
Compeq Manufacturing Co., Ltd.
Continental Engineering Corp.
Cosmo Electronics Corp.
Cosmos Bank Taiwan
CTCI Corp.
CX Technology Co., Ltd..
Cybertan Technology, Inc.
Cyntec Co., Ltd.
Da-Cin Construction Co., Ltd.
Data Systems Consulting Co., Ltd.
De Licacy Industries Co., Ltd.
Delpha Construction Co., Ltd.
Depo Auto Parts Industrial Co., Ltd.
Der Pao Construction Co., Ltd.
Diamond Flower Electric Instrument Co., Ltd.
D-Link Corp.
Eastern Media International
Eclat Textile Co., Ltd.
Edom Technology Co., Ltd.
Elan Microelectronics Corp.
E-Lead Electronic Co., Ltd.
Elite Material Co., Ltd.
Elite Semiconductor Memory Technology, Inc.
Elitegroup Computer Systems Co., Ltd.
Enlight Corp.
EnTie Commercial Bank
Eten Information Systems, Ltd.
Everest Textile Co., Ltd.
Evergreen International Storage & Transport Corp.
Everlight Chemical Industrial Corp.
Everspring Industry Co., Ltd.
Evertop Wire Cable Corp.
Excel Cell Electronics Co., Ltd.
Far Eastern Department Stores, Ltd.
643,000
1,655,000
818,594
749,944
808,000
523,000
1,918,000
1,262,067
155,000
2,495,000
836,748
200,368
412,012
237,550
438,711
207,995
100,000
462,000
215,000
476,000
141,514
828,451
1,651,128
229,317
238,776
487,728
57,000
312,479
300,534
1,848,335
442,895
2,440,246
205,486
830,562
1,479,000
479,000
417,530
276,629
143,000
1,732,885
$
710,050
758,371
456,931
1,316,463
354,877
195,668
823,629
731,434
198,984
417,829
639,781
147,263
1,266,654
409,154
198,735
274,118
25,132
131,600
808,866
11,828
422,694
1,828,801
409,177
142,695
156,289
920,391
137,690
164,119
830,700
1,197,829
147,059
571,188
300,219
221,238
753,968
375,406
144,673
98,247
91,720
1,728,852
*
*
*
Far Eastern International Bank
Federal Corp.
Feng Hsin Iron & Steel Co., Ltd.
Feng Tay Enterprise Co., Ltd.
FIC Global, Inc.
First Copper Technology Co., Ltd.
First Hotel
First Steamship Co., Ltd.
Flytech Technology Co., Ltd.
Formosa Epitaxy, Inc.
Formosa International Hotels Corp.
Formosan Rubber Group, Inc.
2,759,048
717,144
809,098
625,561
54,578
476,000
263,874
328,000
85,500
223,000
73,478
710,000
1,233,306
487,689
1,092,020
532,678
8,789
195,478
304,364
796,563
430,177
310,094
625,850
437,633
334
*
*
*
*
*
*
*
*
Fortune Electric Co., Ltd.
Fortune Information Systems Corp.
Fu I Industrial Co., Ltd.
Fwuson Industry Co., Ltd.
G Shank Enterprise Co., Ltd.
G.T.M. Corp.
Gem Terminal Industries Co., Ltd.
Giant Manufacture Co., Ltd.
Giga Storage Corp.
Giga-Byte Technology Co., Ltd.
Globe Union Industrial Corp.
Gold Circuit Electronics, Ltd.
Goldsun Development & Construction Co., Ltd.
Good Will Instrument Co., Ltd.
Gordon Auto Body Parts Co., Ltd.
Grand Pacific Petrochemical Corp.
Grape King, Inc.
Great China Metal Industry Co., Ltd.
Great Taipei Gas Co., Ltd.
Great Wall Enterprise Co., Ltd.
Greatek Co., Ltd.
Hanpin Co., Ltd.
Hey Song Corp.
Highwealth Construction Corp.
Hitron Technologies, Inc.
Ho Tung Holding Corp.
Hocheng Corp.
Hold-Key Electric Wire & Cable Co., Ltd.
Hong Tai Electric Industrial Co., Ltd.
Hong Yi Fiber Industry Co., Ltd.
354,000
107,100
97,900
347,000
233,408
219,000
142,922
373,170
501,859
1,200,800
329,437
689,904
1,842,976
134,400
233,789
921,000
183,000
439,000
776,000
668,543
616,887
151,000
765,000
737,909
188,000
880,486
603,000
330,470
567,000
216,000
$
596,253
48,906
34,593
117,297
390,864
177,202
188,590
893,154
175,516
1,094,081
389,296
625,162
1,043,432
126,442
110,883
352,973
154,608
229,218
372,356
952,989
961,931
131,851
333,153
940,431
77,081
307,088
290,598
118,479
641,914
64,683
*
*
*
*
Honmyue Enterprise Co., Ltd.
Hota Industrial Manufacturing Co., Ltd.
Hsin Kuang Steel Co., Ltd.
Hsing Ta Cement Co., Ltd.
Hua Eng Wire & Cable Co., Ltd.
Huang Hsiang Construction Corp.
Hung Ching Development & Construction Co., Ltd.
Hung Poo Construction Corp.
Hung Sheng Construction Co., Ltd.
Hwa Fong Rubber Co., Ltd.
Ichia Technologies, Inc.
I-Chiun Precision Industry Co., Ltd.
Inernational Semiconductor Technology, Ltd.
Infortrend Technology, Inc.
ITE Technology, Inc.
Jean Co., Ltd.
Johnson Health Tech Co., Ltd.
Jui Li Enterprise Co., Ltd.
K Laser Technology, Inc.
Kang Na Hsiung Co., Ltd.
Kao Hsing Chang Iron & Steel Corp.
Kaulin Manufacturing Co., Ltd.
252,000
158,200
283,826
570,000
911,565
295,000
409,000
383,800
747,000
382,000
387,939
198,256
555,065
313,918
135,000
140,000
36,000
336,000
158,343
302,000
715,000
212,770
76,905
223,397
213,330
201,991
321,502
621,381
190,453
408,281
514,473
125,848
302,129
275,928
421,311
570,459
466,219
78,896
142,160
142,763
184,529
206,660
208,612
275,931
335
*
*
*
*
*
*
*
*
*
*
*
Kee Tai Properties Co., Ltd.
Kenda Rubber Industrial Co., Ltd.
King Yuan Electronics Co., Ltd.
Kingdom Construction Co., Ltd.
King’s Town Bank
King’s Town Construction Co., Ltd.
Kinpo Electronics, Inc.
Knowledge-Yield-Excellence Systems Corp.
Kung Long Batteries Industrial Co., Ltd.
Kuoyang Construction Co., Ltd.
Kwong Fong Industries Corp.
Lan Fa Textile Co., Ltd.
Lead Data Co., Ltd.
Leader Electronics, Inc.
Leadtek Research, Inc.
Lealea Enterprise Co., Ltd.
Lee Chang Yung Chemical Industry Corp.
Lee Chi Enterprises Co., Ltd.
Lelon Co., Ltd.
Leofoo Development Co., Ltd.
731,850
685,879
1,790,335
668,000
1,702,701
394,994
2,238,037
376,744
64,000
393,000
996,000
535,340
617,920
174,477
331,000
1,054,000
717,328
326,000
176,170
311,000
$
695,345
736,555
1,107,633
285,099
580,729
287,265
855,117
693,673
60,032
280,638
283,456
213,195
204,221
127,083
202,984
328,824
912,165
210,945
101,706
166,009
*
*
*
*
*
*
*
Les Enphants Co., Ltd.
Li Peng Enterprise Co., Ltd.
Lian Hwa Foods Corp.
Lien Chang Electronic Enterprise Co., Ltd.
Lien Hwa Industrial Corp.
Lingsen Precision Industries, Ltd.
Lite-On Technology Corp.
Long Bon Development Co., Ltd.
Long Chen Paper Co., Ltd.
Lucky Cement Corp.
Makalot Industrial Co., Ltd.
Mayer Steel Pipe Corp.
Maywufa Co., Ltd.
Meiloon Co., Ltd.
Mercuries & Associates, Ltd.
Mercuries Data Co., Ltd.
Merida Industry Co., Ltd.
Merry Electronics Co., Ltd.
Microelectronics Technology, Inc.
Micro-Star International Co., Ltd.
Microtek International, Inc.
Min Aik Technology Co., Ltd.
Mirle Automation Corp.
Mitac Technology Corp.
Mobiletron Electronics Co., Ltd.
Mospec Seminconductor Corp.
Mustek Systems, Inc.
Nak Sealing Technologies Corp.
Namchow Chemical Industrial Co., Ltd.
Nankang Rubber Tire Co., Ltd.
Nantex Industry Co., Ltd.
National Petroleum Co., Ltd.
178,080
930,600
196,000
147,000
986,302
462,000
136,787
696,062
759,663
620,000
153,200
198,584
177,632
366,119
940,455
285,292
326,800
211,363
624,000
1,568,361
387,000
155,769
196,637
486,360
135,000
117,000
591,708
121,954
473,000
690,171
338,200
381,824
173,513
388,529
73,007
54,002
583,991
220,519
215,824
400,770
318,960
239,501
444,589
219,066
111,628
440,804
676,688
70,389
747,675
718,503
464,339
1,617,926
74,869
245,616
229,100
517,910
185,826
178,003
226,913
141,755
173,523
1,071,358
375,705
348,442
336
*
*
*
*
*
*
New Asia Construction & Development Co., Ltd.
Nien Hsing Textile Co., Ltd.
Nien Made Enterprise Co., Ltd.
Ocean Plastics Co., Ltd.
Optimax Technology Corp.
Opto Tech Corp.
Orient Semiconductor Electronics, Ltd.
Oriental Union Chemical Corp.
Pacific Construction Co., Ltd.
Pacific Electric Wire & Cable Corp.
352,618
746,000
546,397
342,200
968,674
1,054,000
226,487
1,074,302
1,054,000
726,000
$
89,757
520,290
668,882
236,861
439,733
991,373
82,228
1,091,071
213,166
11,440
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Pan Jit International, Inc.
PC Home Online
Phihong Technology Co., Ltd.
Phoenix Precision Technology Corp.
Phoenixtec Power Co., Ltd.
Picvue Electronics, Ltd.
Pihsiang Machinery Mfg. Co., Ltd.
Potrans Electrical Corp.
Primax Electronics, Ltd.
Prince Housing & Development Corp.
Procomp Informatics, Ltd.
Prodisc Technology, Inc.
Promise Technology, Inc.
Protop Technology Co., Ltd.
Quintain Steel Co., Ltd.
Radium Life Tech Corp.
Ralec Electronic Corp.
Rectron, Ltd.
Reward Wool Industry Corp.
Rexon Industrial Corp., Ltd.
Richtek Technology Corp.
Ritek Corp.
Ruentex Development Co., Ltd.
Ruentex Industries, Ltd.
Sainfoin Technology Corp.
Sampo Corp.
San Fang Chemical Industry Co., Ltd.
Sanyang Industrial Co., Ltd.
Sanyo Electric Co., Ltd.
SDI Corp.
Senao International Co., Ltd.
Shan-Loong Transportation Co., Ltd.
Sheng Yu Steel Co., Ltd.
Shihlin Electric & Engineering Corp.
Shihlin Paper Corp.
Shin Shin Co., Ltd.
Shinkong Co., Ltd.
Shinkong Synthetic Fibers Co., Ltd.
Shuttle, Inc.
Sigurd Microelectronics Corp.
Silicon Integrated Systems Corp.
Silitech Technology Corp.
340,003
49,000
458,180
1,083,336
636,725
72,760
230,534
228,000
525,186
1,235,646
21,675
1,665,199
217,223
192,000
613,000
500,586
91,717
262,000
314,000
347,000
53,532
4,864,000
1,013,000
1,066,000
131,260
1,721,124
243,770
1,118,000
406,000
207,000
278,883
135,385
419,980
743,000
312,000
49,000
394,316
2,171,961
290,152
304,397
2,091,137
195,299
337
492,241
53,698
457,493
1,254,691
615,483
—
554,534
30,124
277,409
805,499
—
384,174
149,665
16,787
152,879
599,251
166,648
46,142
102,076
123,138
588,816
1,461,880
1,231,843
922,704
—
355,958
194,671
839,990
364,899
302,602
423,177
68,661
417,677
809,011
371,742
39,393
228,036
812,619
148,913
207,057
1,026,411
818,978
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Sincere Navigation Corp.
Sinkang Industries Co., Ltd.
Sinkong Spinning Co., Ltd.
Sinon Corp.
Sintek Photronics Corp.
Sinyi Realty, Inc.
Sitronix Technology Corp.
Siward Crystal Technology Co., Ltd.
Solelytex Enterprise Corp.
Solomon Technology Corp.
South East Soda Manufacturing Co., Ltd.
Southeast Cement Co., Ltd.
SPI Electronic Co., Ltd.
Spirox Corp.
Springsoft, Inc.
Standard Chemical & Pharmaceutical Co., Ltd.
Standard Foods Taiwan, Ltd.
Stark Technology, Inc.
Sunonwealth Electric Machine Industry Co., Ltd.
Sunrex Technology Corp.
Syscom Computer Engineering Co.
Sysware Systex Corp.
T JOIN Transportation Co.
Ta Chen Stainless Pipe Co., Ltd.
Ta Chong Bank, Ltd.
Ta Ya Electric Wire & Cable Co., Ltd.
Ta Yih Industrial Co., Ltd.
Tah Hsin Industrial Corp.
Tai Roun Products Co., Ltd.
Ta-I Technology Co., Ltd.
Taichung Commercial Bank
Tainan Enterprises Co., Ltd.
Tainan Spinning Co., Ltd.
Taisun Enterprise Co., Ltd.
Taita Chemical Co., Ltd.
Taiwan Acceptance Corp.
Taiwan Business Bank
Taiwan Fire & Marine Insurance Co., Ltd.
Taiwan Flourescent Lamp Co., Ltd.
Taiwan Fu Hsing Industrial Co., Ltd.
Taiwan Hon Chuan Enterprise Co., Ltd.
Taiwan Kai Yih Industrial Co., Ltd.
Taiwan Kolin Co., Ltd.
Taiwan Life Insurance Co., Ltd
Taiwan Line Tek Electronic Co., Ltd.
Taiwan Mask Corp.
Taiwan Navigation Co., Ltd.
Taiwan Paiho Co., Ltd.
Taiwan Polypropylene Co., Ltd.
591,669
135,000
427,125
551,000
1,352,463
256,360
130,927
184,691
158,200
512,000
263,000
829,700
188,718
242,475
267,242
206,490
457,000
311,100
305,077
415,962
140,000
290,432
762,000
554,134
2,882,212
846,472
194,000
311,000
258,000
193,800
2,047,112
183,835
2,227,000
542,000
439,000
229,480
4,751,718
513,602
176,000
333,300
236,118
230,722
1,136,000
739,165
69,680
476,720
553,777
329,410
427,615
$
1,252,848
121,673
311,696
198,236
424,825
849,425
438,533
152,210
270,164
425,512
169,175
329,942
290,953
264,118
410,261
224,670
255,746
170,886
207,202
526,581
60,622
398,004
329,598
801,203
913,305
308,697
143,514
214,326
79,941
301,195
837,961
284,535
1,125,282
164,683
141,167
144,442
1,334,773
424,391
15,893
251,843
226,054
123,489
482,055
1,180,723
48,239
276,123
1,208,189
483,636
376,985
*
*
Taiwan Pulp & Paper Corp.
Taiwan Sakura Corp.
Taiwan Secom Co., Ltd.
618,000
411,080
618,332
206,193
183,997
1,021,952
338
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Taiwan Sogo Shinkong Security Co., Ltd.
Taiwan Styrene Monomer Corp.
Taiwan Tea Corp.
Taiyen Biotech Co., Ltd.
Teapo Electronic Corp.
Teco Electric & Machinery Co., Ltd.
Tecom, Ltd.
Ten Ren Tea Co., Ltd.
Test-Rite International Co., Ltd.
Tex-Ray Industrial Co., Ltd.
The Ambassador Hotel
The Chinese Bank
The First Insurance Co., Ltd.
Thinking Electronic Industrial Co., Ltd.
Thye Ming Industrial Co., Ltd.
Ton Yi Industrial Corp.
Tong Yang Industry Co., Ltd.
Tong-Hwa Synthetic Fiber Co., Ltd.
Tsann Kuen Enterprise Co., Ltd.
TSRC Corp.
TTET Union Corp.
Tung Ho Spinning, Weaving & Dyeing Co., Ltd.
Tung Ho Steel Enterprise Corp.
Twinhead International Corp.
TYC Brother Industrial Co., Ltd.
Tycoons Group Enterprise Co., Ltd.
Tyntek Corp.
Tze Shin International Co., Ltd.
Uniform Industrial Corp.
Union Bank of Taiwan
Union Insurance Co., Ltd.
Unitech Electronics Co., Ltd.
Unitech Printed Circuit Board Corp.
United Integration Service Co., Ltd.
Unity Opto Technology Co., Ltd.
Universal Cement Corp.
Universal Microelectronics Co., Ltd.
Universal Scientific Industrial Co., Ltd.
Universal, Inc.
453,724
921,680
1,241,714
438,000
569,000
2,204,000
417,114
123,980
561,332
188,000
511,000
1,694,000
375,760
184,203
180,000
1,917,280
559,864
382,000
433,340
872,975
48,000
382,000
935,683
766,504
338,886
719,000
326,774
298,920
84,530
2,512,488
936,147
313,503
559,857
336,439
257,753
806,251
158,000
1,425,548
123,000
$
488,229
430,264
690,464
343,503
161,048
1,236,629
376,841
109,500
394,154
109,705
426,926
—
181,220
244,246
296,591
1,090,475
661,221
58,494
580,915
1,209,634
38,260
85,655
1,255,808
142,648
238,323
160,052
454,573
191,348
166,638
633,170
75,002
162,383
564,243
311,818
290,460
391,774
111,245
956,430
48,049
*
*
*
*
*
*
*
UPC Technology Corp.
USI Corp.
U-TECH Media Corp.
Ve Wong Corp.
Veutron Corp.
Visual Photonics Epitacy Co., Ltd.
Walsin Technology Corp., Ltd.
Walton Chaintech Corp.
Wan Hwa Enterprise Co., Ltd.
Waterland Financial Holdings
Wei Chih Steel Industrial Co., Ltd.
Wei Chuan Food Corp.
Weltrend Semiconductor, Inc.
1,054,599
1,110,000
317,000
311,000
62,000
120,000
866,682
108,000
410,830
3,277,260
433,000
640,000
286,884
728,644
480,475
112,016
219,373
49,337
242,696
882,485
45,040
231,996
1,013,312
118,903
463,155
383,854
339
*
*
*
*
Wintek Corp.
Wistron NeWeb Corp.
WPG Holdings Co., Ltd.
Wus Printed Circuit Co., Ltd.
Ya Hsin Industrial Co., Ltd.
Yageo Corp.
Yeung Cyang Industrial Co., Ltd.
Yi Jinn Industrial Co., Ltd.
Yieh Phui Enterprise Co., Ltd.
Yosun Industrial Corp.
Yuen Foong Yu Paper Manufacturing Co., Ltd.
Yung Chi Paint & Varnish Manufacturing Co., Ltd.
Yung Shin Pharmaceutical Industrial Co., Ltd.
Yung Tay Engineering Co., Ltd.
Zig Sheng Industrial Co., Ltd.
Zinwell Corp.
Zippy Technology Corp.
Zyxel Communication Corp.
496,403
259,381
387,102
836,205
1,032,578
2,828,000
302,142
528,000
1,978,675
377,130
2,469,458
207,672
382,300
729,000
781,378
316,374
207,570
748,030
TOTAL — TAIWAN
THAILAND — (2.9%)
COMMON STOCKS — (2.9%)
A.J. Plast PCL (Foreign)
Aapico Hitech PCL (Foreign)
* Adkinson Securities PCL (Foreign)
* Advance Agro PCL (Foreign)
Aeon Thana Sinsap (Thailand) PCL (Foreign)
# Amata Corp. PCL (Foreign)
$
569,051
628,810
493,438
273,437
186,490
1,084,809
381,735
99,638
876,203
323,764
1,042,832
314,751
410,408
554,496
229,254
1,298,828
195,708
1,300,995
164,827,105
619,600
265,000
13,031,600
809,000
142,500
2,369,800
49,481
100,408
376,021
707,374
197,801
1,029,147
#
#
*
*
*
*
*
*#
*
Asia Plus Securities PCL (Foreign)
Asian Property Development PCL (Foreign)
Asian Property Development PCL (Foreign) NVDR
Bangkok Aviation Fuel Services PCL (Foreign)
Bangkok Chain Hospital PCL (Foreign)
Bangkok Expressway PCL (Foreign)
Bangkok First Investment & Trust PCL (Foreign)
Bangkok Insurance PCL (Foreign)
Bangkok Land PCL (Foreign)
Bangkok Land PCL (Foreign) NVDR
Bangkok Rubber PCL (Foreign)
Big C Supercenter PCL (Foreign)
Bualuang Securities PCL (Foreign)
Bumrungrad Hospital PCL (Foreign)
Cal-Comp Electronics (Thailand) PCL (Foreign)
Capital Nomura Securities PCL (Foreign)
Capital Nomura Securities PCL (Foreign) NVDR
Central Paper Industry PCL (Foreign)
Central Plaza Hotel PCL (Foreign)
Ch. Karnchang PCL (Foreign)
Charoong Thai Wire & Cable PCL (Foreign)
Compass East Industry (Thailand) PCL (Foreign)
Dynasty Ceramic PCL (Foreign)
5,068,950
4,535,100
1,911,600
854,917
1,855,500
1,458,800
702,200
84,734
14,748,970
21,859,700
14,600
48,000
240,000
382,400
6,854,500
46,000
45,000
20
916,100
2,746,200
672,400
122,000
882,400
552,547
766,645
323,150
266,616
484,020
1,033,193
148,381
676,687
399,783
592,525
1,055
67,852
174,876
487,613
1,348,524
50,612
49,512
1,224
145,519
676,345
148,943
7,467
411,495
340
*
*
*
*
*
*#
*
*
Eastern Water Resources Development & Management PCL (Foreign)
Erawan Group PCL (Foreign)
Fancy Wood Industries PCL (Foreign)
Finansa PCL (Foreign)
GFPT PCL (Foreign)
GMM Grammy PCL (Foreign)
Golden Land Property Development PCL (Foreign)
Golden Land Property Development Public Co., Ltd. (Foreign) NVDR
Hana Microelectronics PCL (Foreign)
Hermraj Land & Development PCL (Foreign)
Home Product Center PCL (Foreign)
ICC International PCL (Foreign)
Indorama Polymers PCL (Foreign)
International Engineering PCL (Foreign)
Italian-Thai Development PCL (Foreign)
ITV PCL (Foreign)
Jasmine International PCL (Foreign)
Kang Yong Electric PCL (Foreign)
KCE Electronics PCL (Foreign)
2,199,400
3,710,340
260,800
230,000
240,100
928,000
485,616
41,200
1,190,796
15,236,900
4,526,470
204,600
77,000
3,782,600
4,707,000
2,785,600
22,596,400
7,200
846,450
$
326,929
447,706
15,811
62,008
83,276
233,961
109,692
9,306
826,026
590,646
659,643
238,531
21,769
121,272
919,175
85,249
309,540
11,122
88,321
*
#
#
#
*#
#
*
*
*
*
*
*
*
Keppel Thai Properties PCL (Foreign)
KGI Securities One PCL (Foreign)
Khon Kaen Sugar Industry PCL (Foreign)
Kiatnakin Bank PCL (Foreign) NVDR
Kiatnakin Finance PCL (Foreign)
Kim Eng Securities Thailand PCL (Foreign)
Krungthai Card PCL (Foreign)
L.P.N. Development PCL (Foreign)
L.P.N. Development PCL (Foreign) NVDR
Laguna Resorts & Hotels PCL (Foreign)
Lalin Property PCL (Foreign)
Lanna Resources PCL (Foreign)
Loxley PCL (Foreign)
Magnecomp Precision Technology (Foreign)
Major Cineplex Group PCL (Foreign)
MBK Development PCL (Foreign)
Media of Medias PCL (Foreign)
MFC Asset Management PCL (Foreign)
Mida Assets PCL (Foreign)
Minor Corp. PCL (Foreign)
MK Real Estate Development PCL (Foreign)
M-Link Asia Corp. PCL (Foreign)
Muramoto Electronic (Thailand) PCL (Foreign)
Nakornthai Strip Mill PCL (Foreign)
Nation Multimedia Group PCL (Foreign)
Natural Park PCL (Foreign)
Nep Realty and Industry PCL (Foreign)
Noble Development PCL (Foreign)
Pacific Assets PCL (Foreign)
Padaeng Industry PCL (Foreign)
Padaeng Industry PCL (Foreign)
Patum Rice Mill & Granary PCL (Foreign)
Phatra Insurance PCL (Foreign)
8,360
6,065,846
581,600
62,800
834,300
989,700
576,700
415,250
5,839,800
80,500
1,650,500
833,500
5,615,220
5,561,898
2,031,200
330,900
9,100
5,000
2,026,100
350,180
1,960,260
747,700
17,000
39,252,000
146,259
15,005,100
1,000,000
848,600
141,000
588,500
73,800
5,500
10,000
658
516,242
177,989
53,538
711,258
700,953
487,447
87,746
1,234,000
100,302
173,180
410,555
302,773
411,752
1,006,424
554,554
1,618
2,390
81,493
130,641
141,692
20,267
93,646
366,093
35,382
91,841
22,151
116,247
20,137
630,352
79,048
4,609
56,252
341
*
*
Picnic Gas & Engineering PCL (Foreign)
Polyplex PCL (Foreign)
Power Line Engineering PCL (Foreign)
Pranda Jewelry PCL (Foreign)
Property Perfect PCL (Foreign)
Quality Houses PCL (Foreign)
Regional Container Lines PCL (Foreign)
Robinson Department Store PCL (Foreign)
Rojana Industrial Park PCL (Foreign)
4,305,800
650,000
1,369,100
118,000
2,485,300
17,899,800
1,185,300
1,875,025
1,122,800
$
37,649
122,195
229,447
30,609
252,079
897,338
993,220
573,820
572,690
#
*
*
*#
*
*
*
*
*
*
Saha Pathana Inter-Holding PCL (Foreign)
Saha-Union PCL (Foreign)
Sahaviriya Steel Industries PCL (Foreign)
Samart Corporation PCL (Foreign)
Samart I-Mobile PCL (Foreign)
Sammakorn PCL (Foreign)
Sansiri PCL (Foreign)
SC Asset Corp. PCL (Foreign)
Seamico Securities PCL (Foreign)
SE-Education PCL (Foreign)
Serm Suk PCL
Serm Suk PCL (Foreign)
Shinawatra Satellite PCL (Foreign)
Siam Future Development PCL (Foreign)
Siam Industrial Credit PCL (Foreign)
Siam Makro PCL (Foreign)
Sino-Thai Engineering & Construction PCL (Foreign)
Solartron PCL (Foreign)
Sri Trang Agro Industry PCL (Foreign)
Srithai Superware PCL (Foreign)
STP & I PCL (Foreign)
Sun Tech Group PCL (Foreign)
Supalai PCL (Foreign)
SVI PCL (Foreign)
SVOA PCL (Foreign)
Syntec Construction PCL (Foreign)
Tanayong PCL (Foreign)
Tata Steel (Thailand) PCL (Foreign)
Thai Carbon Black PCL (Foreign)
Thai Plastic & Chemicals PCL (Foreign)
Thai Reinsurance PCL (Foreign)
Thai Rung Union Car PCL (Foreign)
Thai Stanley Electric (Thailand) PCL (Foreign)
Thai Union Frozen Products PCL (Foreign)
Thai Vegetable Oil PCL (Foreign)
Thai Wacoal PCL (Foreign)
Thai-German Ceramic Industry PCL (Foreign)
Thanachart Capital PCL (Foreign)
Thoresen Thai Agencies PCL (Foreign)
Ticon Industrial Connection PCL (Foreign)
Ticon Industrial Connection PCL (Foreign) NVDR
Tipco Asphalt PCL (Foreign)
TIPCO Foods (Thailand) PCL (Foreign)
350,000
636,600
22,178,500
2,154,900
950,300
75,000
2,901,166
580,100
1,759,022
253,600
39,000
10,000
2,372,000
220,000
1,398,162
512,100
2,310,900
790,500
370,998
439,300
586,000
3,536
2,640,533
2,448,660
1,007,100
4,546,100
378,521
8,845,300
87,900
1,857,400
1,484,700
759,600
153,600
410,000
609,500
78,000
2,229,600
3,592,300
449,600
971,600
105,200
352,190
835,982
342
214,223
348,822
614,094
471,051
517,943
5,421
312,862
146,251
204,049
60,610
20,574
5,275
732,824
71,175
154,038
1,343,311
394,018
62,669
148,140
100,510
81,982
2,220
284,756
104,912
39,920
135,151
11,143
425,379
60,974
1,006,926
268,293
73,060
622,279
293,967
252,256
76,158
70,183
1,622,869
694,515
555,038
60,097
287,418
175,432
Tisco Bank PCL (Foreign) NVDR
# TISCO Finance PCL (Foreign)
TPI Polene PCL (Foreign)
* TT&T PCL (Foreign)
* Tuntex (Thailand) PCL (Foreign)
* Tycoons Worldwide Group PCL (Foreign)
* Union Mosaic Industry PCL (Foreign)
United Palm Oil Industry PCL (Foreign)
Univentures PCL (Foreign)
Vanachai Group PCL (Foreign)
Vibhavadi Medical Center PCL (Foreign)
Vinythai PCL (Foreign)
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Bangkok Land PCL (Foreign) Warrants 01/07/10
* Cal-Comp Electronics (Thailand) PCL (Foreign) Warrants 04/18/09
* Erawan Group PCL (Foreign) Warrants 12/17/07
* SVI PCL (Foreign) Warrants 12/06/10
TOTAL RIGHTS/WARRANTS
167,800
745,900
866,600
7,453,700
126,728
804,700
1,081,900
21,000
1,801,100
2,859,066
1,247,400
2,273,034
136,940
608,720
424,333
271,557
7,092
146,586
33,740
30,603
174,283
391,653
111,979
500,187
44,937,537
217,333
1,099,600
671,860
612,160
887
71,149
19,582
14,452
106,070
TOTAL — THAILAND
TURKEY — (3.3%)
COMMON STOCKS — (3.3%)
Acibadem Saglik Hizmetleri ve Ticares A.S.
Adana Cimento Sanayi Ticaret A.S.
Adel Kalemcilik Ticaret Ve Sanayi A.S.
Afyon Cimento Sanayii Ticaret A.S.
* Ak-Al Tekstil A.S.
Akcansa Cimento Sanayi ve Ticaret A.S.
* Akenerji Elektrik Uretim A.S.
Aksa Akrilik Kimya Sanayii A.S.
Aksigorta A.S.
* Aksu Iplik Dokuma ve Boya Apre Fabrikalari A.S.
* Aktas Elektrik Ticaret A.S.
Alarko Carrier Sanayii ve Ticaret A.S.
Alarko Holding A.S.
* Alcatel Telekomunikasyon Endustri ve Ticaret A.S.
Alkim Alkali Kimya A.S.
* Alkim Kagitt A.S.
* Alternatifbank A.S.
* Altinyildiz mensucat ve Konfeksiyon Fabrikalari A.S.
Anadolu Anonim Turk Sigorta Sirketi A.S.
Anadolu Cam Sanayii A.S.
Anadolu Hayat Sigorta A.S.
Anadolu Isuzu Otomotiv Sanayi ve Ticaret A.S.
* Ayen Enerji A.S.
$
45,043,607
114,753
1,029,251
8,096
201
28,765
324,378
80,193
206,894
583,604
40,391
370
14,579
290,609
54,101
37,197
56,928
98,944
72,764
566,671
277,157
209,393
31,571
161,469
836,103
610,162
45,428
152,265
28,690
2,482,095
543,894
517,085
3,937,086
62,698
42,701
182,872
739,112
105,267
170,865
60,852
173,798
229,045
976,951
1,036,782
917,109
198,403
353,062
*
Aygaz A.S.
Bagfas Bandirma Gubre Fabrikalari A.S.
Banvit Bandirma Vitaminli Yem Sanayii Ticaret A.S.
386,771
5,146
147,698
1,388,936
180,456
388,330
343
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Bati Anabolu Cimento A.S.
Bati Soeke Cimento Sanayi A.S.
Beko Elektronik A.S.
Besiktas Futbol Yatirimlari Sanayi ve Ticaret A.S.
Bolu Cimento Sanayii A.S.
Borusan Mannesmann Boru Sanayi ve Ticaret A.S.
Bosch Fren Sistemleri Sanayi ve Ticaret A.S.
Bossa Ticaret ve Sanayi Isletmeleri Ticaret A.S.
Boyner Buyuk Magazacilik A.S.
Brisa Bridgestone Sabanci Lastik San ve Ticaret A.S.
BSH ev Aletleri Sanayi ve Ticaret A.S.
Bursa Cimento Fabrikasi A.S.
Celebi Hava Servisi A.S.
Celik Halat Ve Tel Sanayii A.S.
Cemtas Celik Makina Sanayi ve Ticaret A.S.
Cimsa Cimento Sanayi ve Ticaret A.S.
Demisas Dokum Mamulleri Sanayi A.S.
Dentas Ambalaj ve Kagit Sanayi A.S.
Deva Holding A.S.
Dogan Burda Rizzoli Dergi Yacincilik ve Pazarlame A.S.
Dogan Gazetecilik A.S.
Dogus Otomotiv Servis ve Ticaret A.S.
Dyo Boya Fabrikalari Sanayi ve Ticaret A.S.
Eczacibasi Ilac Sanayi ve Ticaret A.S.
Eczacibasi Yapi Gerecleri Sanayi ve Ticaret A.S.
Edip Iplik Sanayi ve Ticaret A.S.
Ege Endustri Ve Ticaret A.S.
Ege Plstik Ticaret ve Sanayi A.S.
EGE Seramik Sanayi ve Ticaret A.S.
Federal - Mogul Izmit Piston ve Pim Uretim Tesisleri A.S.
Fortis Bank A.S.
Gentas Clenel Metal Sanayi ve Ticaret A.S.
Global Yatirim Holding A.S.
Goldas Kuyumculuk Sanayi A.S.
Goltas Goller Bolgesi Cimento Sanayi ve Ticaret A.S.
Goodyear Lastikleri T.A.S.
GSD Holding A.S.
Gubre Fabrikalari Ticaret A.S.
Gunes Sigorta A.S.
110,525
67,601
234,899
35,138
284,896
36,993
1,664
205,147
189,233
5,857
5,040
115,360
28,354
10,062
123,629
259,130
22,067
80,336
114,830
15,000
105,300
135,234
308,642
294,407
116,012
13,000
3,837
36,919
69,443
229
1
124,213
462,834
186,432
7,128
16,988
850,017
10,324
179,660
$
948,522
172,081
308,345
65,636
606,468
340,119
222,640
259,029
332,627
344,089
117,638
958,524
582,855
41,973
177,195
1,901,657
32,517
91,988
1,213,157
39,332
329,752
738,750
205,317
1,118,277
266,902
47,795
38,216
44,565
116,973
153,511
1
162,279
541,286
288,906
370,713
205,736
991,895
62,570
337,510
*
*
*
*
*
*
*
*
*
*
Haznader Refrakter Sanayii A.S.
Hektas Ticaret T.A.S.
Hurriyet Gazetecilik ve Matbaacilik A.S.
Ihlas Holding A.S.
Isiklar Ambalaj A.S.
Izmir Demir Celik Sanayii A.S.
Kardemir Karabuk Demir Sanayi ve Ticaret A.S.
Karsu Tekstil Sanayii ve Ticaret A.S.
Karton Sanayi ve Ticaret A.S.
Kav Danismanlik Pazarlama ve Ticaret A.S.
Kerevitas Gida Sanayii ve Ticaret A.S.
Klimasan Klima Sanayi ve Ticaret A.S.
Konya Cimento Sanayii A.S.
16,127
130,556
333,451
1,237,042
199,020
154,263
460,442
38,609
3,514
15,564
2,532
23,281
5,645
53,171
122,889
885,347
711,484
162,471
313,647
614,898
36,790
221,675
27,778
14,311
118,544
251,777
344
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Kordsa Global Endustriyel Iplik ve Kord Bezi Sanayi ve Ticaret A.S.
Kutahya Porselen Sanayii A.S.
Mardin Cimento Sanayii ve Ticaret A.S.
Marmari Marti Otel Isletmeleri A.S.
Marshall Boya ve Vernik Sanayii A.S.
Medya Holdings A.S.
Menderes Tekstil Sanayi ve Ticaret A.S.
Merko Gida Sanayi ve Ticaret A.S.
Migros Turk A.S.
Milpa Ticari ve Sinai Urunler Pazarlama Sanayi ve Ticaret A.S.
Mudurnu Tavukculuk A.S.
Multu Aku ve Malzemeleri Sanayi A.S.
Nergis Holding A.S.
Net Holding A.S.
Net Turizm Ticaret ve Sanayi A.S.
Nortel Networks Netas Telekomuenikasyon A.S.
Olmuksa International Paper Sabanci Ambalaj Sanayi ve Ticaret A.S.
Otobus Karoseri Sanayi A.S.
Parsan Makina Parcalari Sanayii A.S.
Pimas Plastik Insaat Malzemeleri A.S.
Pinar Entegre et ve Un Sanayii A.S.
Pinar Sut Mamulleri Sanayii A.S.
Raks Elektronik Sanayi ve Ticaret A.S.
Sanko Pazarlama Ithalat Ihracat A.S.
Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S.
Sasa Dupont Sabanci Polyester Sanayi A.S.
Soktas Pamuk ve Tarim Urunlerini Degerlendirme Sanayi Ve Ticaret A.S.
Sonmez Filament Sentetik Iplik ve Elyaf Sanayi A.S.
Tat Konserve Sanayii A.S.
250,232
4,782
155,584
226,058
10,097
15,849
433,857
10,580
1
47,670
1,740
76,677
1,784
1,212,996
159,396
9,206
20,976
44,321
102,576
17,000
79,952
78,327
2,730
48,903
109,462
373,182
17,461
6,570
284,243
$
811,138
77,863
905,977
209,447
109,688
—
247,530
16,024
12
95,830
602
167,836
5,079
692,812
159,850
225,320
91,855
687,097
186,480
44,745
255,139
436,590
1,659
134,016
305,000
210,138
67,275
8,998
641,831
*
*
*
*
*
*
*
*
Tekstil Bankasi A.S.
Tire Kutsan Oluklu Mukavva Kutu ve Kagit Sanayii A.S.
Tofas Turk Otomobil Fabrikasi A.S.
Trakya Cam Sanayii A.S.
Turk Demir Dokum Fabrikalari A.S.
Turk Ekonomi Bankasi A.S.
Turk Prysmian Kablo ve Sistemleri A.S.
Ulker Gida Sanayi ve Ticaret A.S.
USAS Ucak Servisi A.S.
Uzel Makina Sanayii A.S.
Vakif Finansal Kiralama A.S.
Vestel Elektronik Sanayi ve Ticaret A.S.
Yapi Kredi Finansal Kiralama A.S.
Yapi Kredi Sigorta A.S.
Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S.
Yunsa Yunlu Sanayi ve Ticaret A.S.
Zorlu Enerji Elektrik Uretim A.S.
359,314
55,927
1
453,096
72,898
75,467
46,921
354,505
71,628
156,941
24,721
302,726
163,135
102,412
29,821
10,027
115,876
581,711
315,536
5
1,547,227
520,305
1,120,344
134,273
1,478,275
162,894
299,296
120,734
687,567
456,112
1,085,547
45,185
13,160
407,230
TOTAL — TURKEY
50,443,407
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $5,830,000 FNMA 5.50%, 03/01/37, valued at $5,562,407)
to be repurchased at $5,481,159
5,478
5,478,000
151,772
151,772,243
$
SECURITIES LENDING COLLATERAL — (9.9%)
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $185,327,501 FHLMC, rates ranging from 4.500% to
6.000%, maturities ranging from 01/01/19 to 08/01/37; FNMA 5.512%, 01/01/
36; & GNMA 7.000%, maturities ranging from 10/15/36 to 12/15/36, valued at
$154,807,689) to be repurchased at $151,795,009
Value †
TOTAL INVESTMENTS - (100.0%)
(Cost $1,023,489,541)##
$
1,535,942,638
345
THE DFA ONE-YEAR FIXED INCOME SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Face
Amount
(000)
Value †
UNITED STATES — (99.5%)
AGENCY OBLIGATIONS — (0.1%)
Federal Home Loan Bank Discount Notes
5.090%, 09/11/07
$
BONDS — (8.8%)
American Express Centurion Series Floating Rate Note
(r)
5.561%, 06/12/09
Deutsche Bank Financial Floating Rate Note
(r)
5.370%, 07/30/09
General Electric Capital Corp. Floating Rate Note
(r)
5.390%, 08/22/08
(r)
5.320%, 10/24/08
(r)
5.360%, 10/24/08
(r)
5.390%, 01/05/09
Hewlett-Packard Co. Floating Rate Note
(r)
5.370%, 06/15/09
Western Corp. Credit Union Floating Rate Note
(r)
5.340%, 09/25/08
TOTAL BONDS
2,100
$
2,098,020
91,700
91,630,033
63,000
62,978,076
10,730
53,300
9,500
10,385
10,730,236
53,210,349
9,479,470
10,377,004
38,000
37,946,230
5,000
5,000,820
281,352,218
CERTIFICATES OF DEPOSITS — (6.8%)
Barclays Bank
5.330%, 11/05/07
Credit Suisse
5.420%, 09/24/07
UBS AG
5.445%, 10/24/07
TOTAL CERTIFICATES OF DEPOSITS
63,000
63,000,000
90,000
90,000,000
64,000
64,000,000
217,000,000
COMMERCIAL PAPER — (83.8%)
Alfa Corp.
5.260%, 09/04/07
5.300%, 09/07/07
5.300%, 09/14/07
AstraZeneca P.L.C.
5.400%, 09/19/07
5.420%, 09/25/07
Bank of America Corp.
5.280%, 09/24/07
5.260%, 09/25/07
12,000
46,790
34,400
12,000,000
46,768,907
34,326,370
60,000
33,500
59,863,248
33,393,302
29,000
4,800
28,911,518
4,784,628
346
5.330%, 10/15/07
$
60,000
$
59,585,250
Barton Capital Corp.
5.300%, 09/04/07
BASF AG
5.240%, 09/21/07
5.260%, 10/01/07
BNP Paribas Finance, Inc.
5.360%, 09/27/07
Cafco LLC
5.750%, 09/04/07
5.310%, 09/18/07
Caisse Centrale Desjardins Du Quebec
5.520%, 09/17/07
5.450%, 11/26/07
CBA (Delaware) Finance, Inc.
5.270%, 09/10/07
CC (USA), Inc.
5.290%, 10/16/07
Ciesco L.P.
5.300%, 09/13/07
CRC Funding LLC
5.270%, 09/13/07
Danske Corp.
5.500%, 09/14/07
Deutsche Bank Financial
5.300%, 09/04/07
Dexia Delaware LLC
5.480%, 09/14/07
Electricite de France
5.260%, 09/06/07
5.280%, 09/28/07
Govco, Inc.
5.450%, 09/04/07
5.310%, 10/11/07
HBOS Treasury Services P.L.C.
5.500%, 10/09/07
5.430%, 10/29/07
ING America Insurance Holdings
5.500%, 09/05/07
Kittyhawk Funding Corp.
5.300%, 09/17/07
MetLife Funding, Inc.
5.250%, 09/04/07
5.270%, 09/04/07
MetLife, Inc.
5.350%, 10/19/07
National Rural Utilities
5.300%, 10/09/07
New Center Asset Trust
5.280%, 09/04/07
30,000
30,000,000
83,000
11,200
82,785,727
11,153,742
90,000
89,685,126
25,600
23,000
25,600,000
22,927,032
66,000
27,000
65,870,158
26,641,842
14,600
14,577,901
59,000
58,531,310
18,800
18,756,585
37,000
36,914,556
90,000
89,808,408
20,000
20,000,000
90,000
89,808,408
56,000
37,000
55,983,262
36,864,754
64,000
28,900
64,000,000
28,694,848
15,900
75,000
15,814,161
74,326,297
53,500
53,492,007
23,000
22,930,892
21,000
47,000
21,000,000
47,000,000
90,000
89,323,191
31,002
30,823,997
90,000
90,000,000
Nordea North America, Inc.
5.460%, 09/27/07
45,000
44,841,704
347
5.520%, 10/01/07
Nstar Electric Co.
5.250%, 09/07/07
NYSE Euronext
5.400%, 09/12/07
Paccar Financial Corp.
5.220%, 09/10/07
5.250%, 09/14/07
5.270%, 10/11/07
Rabobank USA Financial Corp.
5.260%, 09/04/07
5.300%, 09/26/07
Royal Bank of Scotland P.L.C.
5.375%, 09/12/07
Sheffield Receivables Corp.
5.350%, 09/07/07
5.360%, 09/11/07
Sigma Finance Corp.
5.290%, 10/09/07
5.550%, 10/09/07
Societe Generale North America
5.500%, 09/18/07
5.500%, 09/20/07
5.290%, 09/21/07
Southern Co.
5.270%, 09/10/07
5.280%, 09/12/07
5.300%, 09/19/07
5.250%, 09/24/07
Swedish Export Credit Corp.
5.440%, 09/18/07
Total Capital SA
5.250%, 10/05/07
UBS Finance Delaware, Inc.
5.270%, 09/04/07
5.310%, 09/17/07
US Central Credit Union
5.300%, 09/14/07
5.350%, 09/14/07
Windmill Funding Corp.
$
48,000
$
47,800,670
18,990
18,970,614
88,000
87,839,814
14,893
11,630
2,000
14,870,458
11,605,242
1,987,479
87,000
7,200
87,000,000
7,175,940
90,000
89,836,173
46,000
47,600
45,975,160
47,540,024
50,000
43,000
49,662,000
42,709,320
40,902
23,000
29,000
40,815,169
22,944,105
28,925,134
26,000
17,300
28,500
22,400
25,960,431
17,268,336
28,434,687
22,331,655
75,000
74,840,783
12,700
12,639,469
37,000
56,500
37,000,000
56,388,848
33,800
56,100
33,728,047
55,980,574
5.700%, 09/11/07
TOTAL COMMERCIAL PAPER
38,950,860
39,000
2,686,970,123
TOTAL — UNITED STATES
3,187,420,361
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $85,625,000 FNMA 3.50%, 03/25/33, valued at
$16,738,289) to be repurchased at $16,499,509
16,490,000
16,490
TOTAL INVESTMENTS - (100.0%)
(Cost $3,204,029,714)##
$
3,203,910,361
348
THE DFA TWO-YEAR GLOBAL FIXED INCOME SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Face
Amount ^
Value †
(000)
AUSTRALIA — (1.8%)
BONDS — (1.8%)
Commonwealth Bank of Australia
5.200%, 05/28/08
Toyota Finance Australia, Ltd.
5.050%, 07/28/08
Western Australia Treasury Corp.
4.280%, 06/12/08
4.050%, 06/19/08
TOTAL — AUSTRALIA
AUSTRIA — (3.3%)
BONDS — (3.3%)
Bundesimmobiliengesellschaft M.B.H.
(f)
3.500%, 08/22/08
Oesterreichische Kontrollbank AG
(f)
2.000%, 11/26/07
(f)
3.500%, 02/18/08
(f)
1.500%, 03/27/08
3.750%, 11/28/08
TOTAL — AUSTRIA
BELGIUM — (2.8%)
BONDS — (2.8%)
Belgium Government Bond
10,000
$
8,079,193
22,588
18,199,699
12,435
22,900
9,981,535
18,368,937
54,629,364
19,200
15,949,230
13,000
54,475
21,000
11,000
10,731,898
45,189,061
17,241,332
14,831,119
103,942,640
7.500%, 07/29/08
CANADA — (11.6%)
BONDS — (11.6%)
Canada Housing Trust
4.400%, 03/15/08
Canadian Government International Bond
(e)
4.875%, 07/07/08
(j)
1.900%, 03/23/09
Ontario Electricity Financial Corp.
5.600%, 06/02/08
Province of British Columbia
(f)
2.125%, 03/26/08
6.000%, 06/09/08
Province of Ontario
3.875%, 03/08/08
TOTAL — CANADA
63,000
88,293,631
77,000
72,865,625
28,700
2,650,000
39,145,779
23,205,431
69,000
65,830,966
20,000
72,300
16,473,422
69,195,756
74,564,479
79,000
361,281,458
349
DENMARK — (2.8%)
BONDS — (2.8%)
Denmark Government Bond
7.000%, 11/15/07
4.000%, 08/15/08
TOTAL — DENMARK
FRANCE — (7.5%)
BONDS — (7.5%)
Caisse D’Amortissement de la Dette Sociale SA
6.250%, 10/25/07
(g)
4.625%, 12/07/07
5.125%, 10/25/08
Caisse Nationale des Autoroutes
(f)
3.375%, 02/27/08
ERAP
3.375%, 04/25/08
French Treasury Note
3.000%, 07/12/08
Total Capital SA
(f)
2.500%, 10/01/07
3.500%, 01/28/08
TOTAL — FRANCE
GERMANY — (14.3%)
400,000
70,000
$
73,471,051
12,749,916
86,220,967
13,104
17,500
14,000
17,881,923
35,153,205
19,167,707
5,000
4,145,475
44,850
60,785,411
60,000
80,924,967
5,000
9,000
4,134,548
12,195,878
234,389,114
BONDS — (14.3%)
Bayerische Landesbank
(g)
5.250%, 12/07/07
3.250%, 02/28/08
4.000%, 07/23/08
Bundesschatzanweisungen
3.500%, 09/12/08
DEPFA Deutsche Pfandbriefbank AG
(f)
1.750%, 02/18/08
Kreditanstalt fuer Wiederaufbau
2.375%, 09/01/08
5.625%, 09/01/08
3.750%, 12/15/08
Landesbank Hessen-Thuringen Girozentrale
(g)
5.125%, 12/07/07
Landeskreditbank Baden-Wuerttemberg Foerderbank
3.000%, 07/04/08
Landwirtschaftliche Rentenbank
(f)
1.750%, 02/12/08
3.000%, 03/14/08
(j)
0.650%, 09/30/08
Norddeutsche Landesbank Girozentrale AG
(j)
0.450%, 01/19/09
TOTAL — GERMANY
10,803
19,600
27,000
21,729,327
26,502,533
36,538,862
58,000
78,506,375
14,640
12,046,629
2,200
15,298
32,000
2,939,959
21,089,162
43,204,403
4,000
8,043,672
17,000
22,844,862
10,000
10,000
6,915,000
8,230,168
13,501,144
59,548,607
91,924,044
10,718,000
446,649,747
350
IRELAND — (1.1%)
BONDS — (1.1%)
General Electric Capital European Funding
2.750%, 04/18/08
NETHERLANDS — (8.9%)
BONDS — (8.9%)
Bank Nederlandse Gemeenten
(j)
0.800%, 09/22/08
Nederlandse Waterschapsbank NV
3.250%, 06/01/08
Netherlands Government Bond
5.250%, 07/15/08
Rabobank Nederland
3.625%, 01/22/08
TOTAL — NETHERLANDS
NORWAY — (1.9%)
BONDS — (1.9%)
25,000
$
33,587,586
9,300,000
80,225,853
32,000
43,124,150
64,000
87,943,330
50,000
67,812,841
279,106,174
Eksportfinans A/S
3.500%, 04/16/08
SPAIN — (0.6%)
BONDS — (0.6%)
Instituto de Credito Oficial
3.000%, 06/16/08
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.8%)
BONDS — (6.8%)
Eurofima
(s)
5.625%, 02/05/08
European Investment Bank
(e)
5.000%, 04/15/08
(s)
4.000%, 04/15/09
Inter-American Development Bank
(j)
1.900%, 07/08/09
Nordic Investment Bank
(t)
5.090%, 12/20/07
(t)
4.320%, 06/02/08
TOTAL — SUPRANATIONAL ORGANIZATION OBLIGATIONS
SWEDEN — (2.7%)
BONDS — (2.7%)
Sweden Government Bond
5.000%, 01/28/09
45,000
60,845,814
13,000
17,480,031
89,000
12,959,554
50,000
163,000
68,343,982
23,502,700
10,900,000
95,730,128
5,000
9,200
4,070,231
7,383,809
211,990,404
85,565,885
583,000
351
UNITED KINGDOM — (6.1%)
BONDS — (6.1%)
Bank of England Euro Note
(e)
2.500%, 01/28/08
Bank of Scotland P.L.C.
(e)
3.750%, 01/23/08
(j)
0.800%, 10/02/08
BP Capital Markets P.L.C.
5.000%, 12/27/07
GlaxoSmithKline Capital P.L.C.
(e)
3.375%, 04/15/08
Nework Rail Infrastructure Finance P.L.C.
4.500%, 03/14/08
TOTAL — UNITED KINGDOM
UNITED STATES — (27.3%)
57,550
$
77,732,012
12,700
5,922,000
17,228,510
50,951,294
4,025
8,082,657
17,200
23,231,926
6,000
12,009,243
189,235,642
AGENCY OBLIGATIONS — (3.2%)
Federal Home Loan Mortgage Corporation
(e)
3.500%, 02/15/08
BONDS — (11.7%)
American Express Centurion Series Floating Rate Note
(r)
5.561%, 06/12/09
Citigroup, Inc.
(e)
4.625%, 11/14/07
(f)
1.500%, 04/07/08
General Electric Capital Corp.
(j)
0.550%, 10/14/08
(j)
0.750%, 02/05/09
(f)
2.250%, 02/09/09
Pfizer, Inc.
(j)
0.800%, 03/18/08
Toyota Motor Credit Corp.
(f)
2.000%, 11/13/07
(j)
0.750%, 06/09/08
TOTAL BONDS
COMMERCIAL PAPER — (12.4%)
AstraZeneca P.L.C.
5.490%, 10/01/07
BASF AG
5.240%, 09/21/07
Govco, Inc.
5.450%, 09/04/07
Greyhawk Funding LLC
5.350%, 09/04/07
MetLife Funding, Inc.
5.270%, 09/04/07
New Center Asset Trust
5.280%, 09/04/07
73,000
98,888,110
84,000
83,935,908
13,000
25,000
17,695,287
20,487,468
3,688,000
4,497,000
21,000
31,678,738
38,655,636
17,129,201
7,539,000
64,996,415
22,900
8,456,000
18,911,642
72,878,320
366,368,615
42,300
42,125,292
17,000
16,956,138
44,500
44,500,000
44,989
44,989,000
61,200
61,200,000
20,000
20,000,000
352
NYSE Euronext
5.340%, 09/06/07
Sheffield Receivables Corp.
5.320%, 09/04/07
US Central Credit Union
5.270%, 09/17/07
5.280%, 09/17/07
Windmill Funding Corp.
5.330%, 09/06/07
76,800
$
76,777,044
5,300
5,300,000
18,500
24,245
18,463,605
24,197,303
31,600
31,588,624
TOTAL COMMERCIAL PAPER
386,097,006
TOTAL — UNITED STATES
851,353,731
TEMPORARY CASH INVESTMENTS — (0.5%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $19,280,000 FNMA 6.50%, 11/01/36, valued at
$15,810,599) to be repurchased at $15,581,980
$
15,573,000
15,573
TOTAL INVESTMENTS - (100.0%)
(Cost $3,032,325,345)##
$
3,120,145,188
353
THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (88.0%)
Consumer Discretionary — (13.4%)
* 4Kids Entertainment, Inc.
* # 99 Cents Only Stores
* A.C. Moore Arts & Crafts, Inc.
Acme Communications, Inc.
* Aftermarket Technology Corp.
# Aldila, Inc.
* Alloy, Inc.
# Ambassadors International, Inc.
# American Axle & Manufacturing Holdings, Inc.
American Greetings Corp. Class A
* # America’s Car-Mart, Inc
* # AnnTaylor Stores Corp.
Arctic Cat, Inc.
# ArvinMeritor, Inc.
Asbury Automotive Group, Inc.
* Ashworth, Inc.
* Audiovox Corp. Class A
* AutoNation, Inc.
* # Avatar Holdings, Inc.
* Ballantyne of Omaha, Inc.
Barnes & Noble, Inc.
Bassett Furniture Industries, Inc.
Beasley Broadcast Group, Inc.
# Beazer Homes USA, Inc.
.
11,700
12,700
20,000
23,312
7,800
6,697
14,950
3,900
75,030
73,700
15,114
39,375
8,344
102,800
50,300
6,800
18,600
305,400
9,800
15,921
28,700
5,279
9,281
54,403
Value †
$
175,617
156,845
373,800
97,910
233,298
112,711
119,600
94,068
1,749,700
1,823,338
182,879
1,234,012
141,097
1,793,860
1,087,486
45,832
194,370
5,796,492
595,644
93,934
1,035,209
60,920
68,494
575,040
#
*
*#
#
*
*#
#
#
*
#
Belo Corp. Class A
Benihana, Inc. Class A
Big Lots, Inc.
Blockbuster, Inc. Class A
Blockbuster, Inc. Class B
Bluegreen Corp.
Bob Evans Farms, Inc.
Bon-Ton Stores, Inc.
Books-A-Million, Inc.
Borders Group, Inc.
BorgWarner, Inc.
Brown Shoe Company, Inc.
Brunswick Corp.
Buca, Inc.
Building Materials Holding Corp.
127,113
300
55,800
113,200
53,510
21,700
56,700
14,349
12,800
54,400
77,400
39,075
135,700
27,000
17,800
2,191,428
5,562
1,661,166
561,472
259,523
181,629
1,892,079
413,538
170,496
816,000
6,540,300
892,473
3,412,855
61,020
263,440
354
*#
#
*
*
*
#
*#
*#
*
*
*
*#
*
*#
*
*#
California Coastal Communities, Inc.
Callaway Golf Co.
Carmike Cinemas, Inc.
Carriage Services, Inc.
Cavalier Homes, Inc.
Cavco Industries, Inc.
CBS Corp. Class A
CBS Corp. Class B
Centex Corp.,
Champps Entertainment, Inc.
Charming Shoppes, Inc.,
Chromcraft Revington, Inc.
Churchill Downs, Inc.
Circuit City Stores, Inc.
Citadel Broadcasting Co.
Clear Channel Communications, Inc.
Coachmen Industries, Inc.
Coast Distribution System, Inc.
Cobra Electronics Corp.
Collectors Universe, Inc.
Comcast Corp. Class A
Comcast Corp. Special Class A Non-Voting
Comstock Homebuilding Companies, Inc.
Concord Camera Corp.
Cooper Tire & Rubber Co.
Cost Plus, Inc.
Cox Radio, Inc.
Crown Media Holdings, Inc.
16,509
104,400
19,300
24,265
22,327
8,850
60,226
1,074,561
121,900
8,700
78,200
100
10,000
169,700
199,335
339,300
9,300
400
1,200
12,888
2,016,437
1,015,674
1,550
9,474
88,500
5,848
34,800
4,277
$
258,201
1,703,808
309,572
206,252
81,494
310,812
1,894,710
33,859,417
3,524,129
46,893
706,928
557
498,600
1,846,336
811,293
12,642,318
61,380
2,448
7,728
193,964
52,608,841
26,265,330
3,937
30,128
2,162,940
23,392
479,544
28,784
*
*#
*
*
*
*
*
*
*
*
*
*#
*
*#
*
*
#
#
CSS Industries, Inc.
Culp, Inc.
Cumulus Media, Inc. Class A
Cycle Country Accessories Corp.
D.R. Horton, Inc.
Deckers Outdoor Corp.
Delta Apparel, Inc.
Design Within Reach, Inc.
DG Fastchannel, Inc.
Diedrich Coffee, Inc.
Dillards, Inc. Class A
Directed Electronics, Inc.
Discovery Holding Co. Class A
Discovery Holding Co. Class B
Disney (Walt) Co.
Dixie Group, Inc.
Dominion Homes, Inc.
Dorman Products, Inc.
Dover Motorsports, Inc.
drugstore.com, Inc.
Duckwall-ALCO Stores, Inc.
Emerson Radio Corp.
Emmis Communications Corp. Class A
Entercom Communications Corp.
17,550
14,994
22,400
3,220
462,840
1,800
879
18,220
132
4,517
123,800
1,368
80,960
3,096
498,700
11,800
11
3,150
16,800
19,204
700
31,640
18,000
47,700
674,973
152,939
239,680
5,152
6,993,512
169,542
15,233
87,456
2,658
16,487
2,939,012
7,360
2,033,715
78,019
16,756,320
120,006
24
44,068
100,296
55,692
26,334
80,998
114,660
1,016,010
355
*#
*#
*#
*
*
*
*
*#
*
*
*#
#
*#
*
*#
Entravision Communications Corp.
Escala Group, Inc.
Expedia, Inc.
Fairchild Corp. Class A
Famous Dave’s of America, Inc.
Finish Line, Inc. Class A
Finlay Enterprises, Inc.
Flanigan’s Enterprises, Inc.
Foot Locker, Inc.
Ford Motor Co.
Franklin Covey Co.
Franklin Electronic Publishers, Inc.
Fred’s, Inc.
Fuel Systems Solutions, Inc.
Furniture Brands International, Inc.
GameStop Corp. Class A
GameTech International, Inc.
Gander Mountain Co.
Gannett Co., Inc.
36,000
742
109,511
5,600
200
64,400
4,124
200
183,800
2,102,708
27,287
10,500
66,100
2,073
48,200
12,986
2,500
25,380
345,400
$
324,360
1,529
3,268,903
12,768
3,816
363,216
12,991
1,980
3,071,298
16,422,149
204,380
29,400
687,440
37,542
548,516
651,118
15,850
208,370
16,233,800
*#
*
*
*#
#
#
*
*
*
#
*
*
#
*#
*
*
*#
*
*#
*
*#
#
*#
#
Gaylord Entertainment Co.
General Motors Corp.
G-III Apparel Group, Ltd.
Gottschalks, Inc.
Gray Television, Inc.
Great Wolf Resorts, Inc.
Group 1 Automotive, Inc.
Handleman Co.
Harrah’s Entertainment, Inc.
Harris Interactive, Inc.
Hartmarx Corp.
Hastings Entertainment, Inc.
Haverty Furniture Co., Inc.
Hawk Corp.
Hayes Lemmerz International, Inc.
Hearst-Argyle Television, Inc.
Hovnanian Enterprises, Inc. Class A
IAC/InterActiveCorp
Idearc, Inc.
ILX Resorts, Inc.
Image Entertainment, Inc.
Infosonics Corp.
Interstate Hotels & Resorts, Inc.
J. Alexander’s Corp.
J.C. Penney Co., Inc.
Jakks Pacific, Inc.
Jarden Corp.
Jo-Ann Stores, Inc.
Johnson Outdoors, Inc.
Jones Apparel Group, Inc.
Jos. A. Bank Clothiers, Inc.
Journal Communications, Inc. Class A
Journal Register Co.
35,582
523,400
2,050
22,476
66,879
4,800
31,900
25,500
266,873
48,600
2,000
1,572
31,500
600
92,690
80,638
41,200
261,037
17,580
900
2,500
600
12,000
10,598
124,300
18,275
23,315
28,900
10,226
139,900
1,202
8,100
43,700
1,827,136
16,089,316
35,157
112,380
598,567
68,640
1,118,414
92,310
22,889,697
209,466
14,560
11,711
337,680
8,610
421,739
2,061,914
489,044
7,254,218
600,005
7,650
10,525
1,308
46,800
138,304
8,546,868
410,639
764,499
650,250
191,124
2,684,681
36,240
83,997
137,655
356
#
#
*#
*
*#
#
*
KB Home
Kellwood Co.
Kenneth Cole Productions, Inc. Class A
Kimball International, Inc. Class B
Kirkland’s, Inc.
LaCrosse Footwear, Inc.
Lakeland Industries, Inc.
Lakes Entertainment, Inc.
Landry’s Restaurants, Inc.
Lazare Kaplan International, Inc.
101,500
50,700
985
35,282
17,225
95
7,057
31,400
25,100
5,900
$
3,079,510
998,790
20,370
473,837
30,316
1,829
82,637
340,376
719,617
45,961
#
*
#
#
*
#
#
*#
*
*
*
*
*#
#
*
*#
*
*
#
*
*#
*
*#
#
*#
#
*#
#
*#
*#
*
#
#
La-Z-Boy, Inc.
Lear Corp.
Lee Enterprises, Inc.
Leggett & Platt, Inc.
Lennar Corp. Class A
Lennar Corp. Class B
Lenox Group, Inc.
Levitt Corp. Class A
Libbey, Inc.
Liberty Global, Inc. Class A
Liberty Global, Inc. Series C
Liberty Media Holding Corp. Capital Class A
Liberty Media Holding Corp. Capital Class B
Liberty Media Holding Corp. Interactive Class A
Liberty Media Holding Corp. Interactive Class B
Lifetime Brands, Inc.
Limited Brands, Inc.
Lin TV Corp.
Lithia Motors, Inc. Class A
Live Nation, Inc.
Lodgian, Inc.
Luby’s, Inc.
M/I Homes, Inc.
Mace Security International, Inc.
Macy’s, Inc.
MarineMax, Inc.
Max & Erma’s Restaurants, Inc.
MDC Holdings, Inc.
Meade Instruments Corp.
Media General, Inc. Class A
MGM Mirage
Modine Manufacturing Co.
Mohawk Industries, Inc.
Monaco Coach Corp.
Monro Muffler Brake, Inc.
Mothers Work, Inc.
Movado Group, Inc.
Multimedia Games, Inc.
National RV Holdings, Inc.
Nautilus Group, Inc.
News Corp. Class A
News Corp. Class B
50,500
32,100
23,000
117,800
64,900
15,829
9,524
100
15,000
32,020
191,169
130,917
1,630
603,699
5,949
17,600
10,200
28,500
12,500
31,462
28,478
22,200
22,200
9,231
681,504
15,800
800
70,464
10,614
29,000
99,400
46,500
68,100
40,000
600
300
14,700
32,288
6,603
10,000
936,620
39,500
486,820
938,283
399,510
2,403,120
1,834,723
425,009
48,096
234
271,500
1,312,180
7,541,617
14,268,644
177,279
11,452,170
113,209
358,864
236,232
379,905
223,875
651,263
348,286
254,412
404,706
19,939
21,617,307
289,772
5,680
3,134,943
21,016
809,680
8,346,618
1,304,325
5,945,811
535,600
22,578
6,135
433,650
313,194
5,282
95,200
18,947,823
858,730
357
*
Nobel Learning Communities, Inc.
320
$
4,458
*
#
*#
*#
#
*
#
*
*
*
#
*#
*
*#
*
*
#
*
*
*#
*#
*
*#
*
*
#
*
#
*#
*
*#
*#
*
*
#
*#
#
#
*#
Office Depot, Inc.
OfficeMax, Inc.
Orleans Homebuilders, Inc.
O’Charleys, Inc.
Oxford Industries, Inc.
Palm Harbor Homes, Inc.
PC Mall, Inc.
Penske Automotive Group, Inc.
Phillips-Van Heusen Corp.
Phoenix Footwear Group, Inc.
Pier 1 Imports, Inc.
Pinnacle Entertainment, Inc.
Pomeroy IT Solutions, Inc.
Proliance International, Inc.
Pulte Homes, Inc.
Quantum Fuel Systems Technologies Worldwide, Inc.
Quiksilver, Inc.
R.H. Donnelley Corp.
Radio One, Inc. Class D
RC2 Corp.
RCN Corp.
Red Lion Hotels Corp.
Regent Communications, Inc.
Restoration Hardware, Inc.
Retail Ventures, Inc.
Rex Stores Corp.
Rockford Corp.
Rocky Brands, Inc.
Rubio’s Restaurants, Inc.
Russ Berrie & Co., Inc.
Ryland Group, Inc.
Saga Communications, Inc. Class A
Saks, Inc.
Salem Communications Corp.
Salton, Inc.
Sauer-Danfoss, Inc.
Scholastic Corp.
Sears Holdings Corp.
Service Corp. International
Sharper Image Corp.
Shiloh Industries, Inc.
Shoe Carnival, Inc.
Silverleaf Resorts, Inc.
Sinclair Broadcast Group, Inc. Class A
Six Flags, Inc.
Skyline Corp.
Snap-On, Inc.
Sonic Automotive, Inc.
Source Interlink Companies, Inc.
1,237
100,000
18,400
28,308
21,300
19,936
8,700
144,800
700
9,600
95,700
11,300
10,322
8,943
368,944
13,200
12,900
60,000
71,400
20,200
32,737
24,440
16,889
1,700
500
4,050
3,760
6,564
252
15,700
65,600
22,100
134,050
19,181
21,800
6,000
38,300
479
441,800
22,200
19,812
5,400
13,700
69,500
36,300
12,700
41,800
45,500
29,100
30,245
3,552,000
133,584
460,854
771,486
282,094
106,749
2,854,008
40,761
32,544
591,426
314,366
86,602
18,333
6,139,228
15,312
172,731
3,529,800
279,174
616,908
471,085
230,469
46,445
5,984
5,785
76,626
7,520
57,172
2,722
234,872
1,878,784
159,120
2,167,588
196,989
5,232
160,920
1,305,264
68,765
5,398,796
114,330
208,620
93,150
78,090
865,970
145,926
380,111
2,047,364
1,210,300
121,056
*#
Spanish Broadcasting System, Inc.
35,700
101,388
358
*
*
#
*
#
#
#
*
#
#
#
*#
#
*#
#
#
*#
*#
#
*#
*
*#
*
*#
*
*#
*#
*
*#
*#
Speedway Motorsports, Inc.
Sport Chalet, Inc. Class A
Sport Chalet, Inc. Class B
Sport Supply Group, Inc.
Stage Stores, Inc.
Stamps.com, Inc.
Standard Motor Products, Inc.
Standard Pacific Corp.
Steinway Musical Instruments, Inc.
Steven Madden, Ltd.
Stewart Enterprises, Inc.
Stoneridge, Inc.
Sturm Ruger & Co., Inc.
Superior Industries International, Inc.
Superior Uniform Group, Inc.
Syms Corp.
Syntax-Brillian Corp.
Systemax, Inc.
Tandy Brand Accessories, Inc.
Tarragon Corp.
The Marcus Corp.
The McClatchey Co.
The Men’s Wearhouse, Inc.
The Pep Boys - Manny, Moe & Jack
The Steak n Shake Co.
Time Warner, Inc.
Toll Brothers, Inc.
TOUSA, Inc.
Traffix, Inc.
Trans World Entertainment Corp.
Tribune Co.
Triple Crown Media, Inc.
Trump Entertainment Resorts, Inc.
TRW Automotive Holdings Corp.
Tweeter Home Entertainment Group, Inc.
Unifi, Inc.
Unifirst Corp.
Vail Resorts, Inc.
ValueVision Media, Inc. Class A
Warnaco Group, Inc.
WCI Communities, Inc.
West Marine, Inc.
40,800
16,282
500
10,523
59,950
1,853
23,500
86,300
8,553
1,101
25,202
23,350
6,800
42,100
9,078
6,000
1,375
29,000
9,967
24,386
17,900
255
1,500
81,600
35,600
5,762,400
1,28,100
5,295
12,489
39,700
136,132
4,025
10,300
89,375
2,100
78,604
20,100
10,900
300
41,700
34,300
27,000
$
1,570,392
152,562
4,570
102,073
1,038,933
22,495
230,065
865,589
273,439
27,107
180,698
243,774
124,032
836,948
105,759
98,340
8,937
539,400
108,142
22,923
378,048
5,758
76,020
1,337,424
561,056
109,370,352
2,736,216
14,349
65,817
187,781
3,750,437
28,296
68,804
2,731,300
67
190,222
831,738
623,262
2,529
1,455,330
319,676
367,740
*#
Wilsons The Leather Experts, Inc.
Wyndham Worldwide Corp.
* Zale Corp.
Total Consumer Discretionary
19,900
189,216
33,800
36,218
6,035,990
759,486
608,921,212
Consumer Staples — (4.2%)
Alberto-Culver Co.
* Alliance One International, Inc.
# American Italian Pasta Co.
Archer-Daniels-Midland Co.
61,600
33,900
16,600
638,865
1,427,272
261,030
145,582
21,529,750
359
*
#
*#
*#
*#
#
*#
*#
*
#
#
*
*#
*
#
#
#
*
#
*
*
*#
Bridgford Foods Corp.
Cal-Maine Foods, Inc.
Caribou Coffee Co.
Central Garden & Pet Co.
Central Garden & Pet Co. Class A
Chiquita Brands International, Inc.
Coca-Cola Enterprises, Inc.
Collective Brands, Inc.
Constellation Brands, Inc. Class A
Constellation Brands, Inc. Class B
Corn Products International, Inc.
CVS Caremark Corp.
Dean Foods Co.
Del Monte Foods Co.
Farmer Brothers Co.
Flowers Foods, Inc.
Great Atlantic & Pacific Tea, Inc.
Griffin Land & Nurseries, Inc. Class A
Hain Celestial Group, Inc.
Hines Horticulture, Inc.
Imperial Sugar Co.
Ingles Market, Inc. Class A
J & J Snack Foods Corp.
J.M. Smucker Co.
Kraft Foods, Inc.
Longs Drug Stores Corp.
MGP Ingredients, Inc.
Molson Coors Brewing Co.
Monterey Pasta Co.
Nash Finch Co.
Natrol, Inc.
Natural Alternatives International, Inc.
Natural Health Trends Corp.
100
27,317
300
20,900
28,200
48,500
626,700
23,300
85,936
925
106,700
600,114
55,200
315,300
12,926
9,553
18,700
400
41,100
1,800
2,000
11,001
1,400
72,782
1,161,691
28,900
15,600
66,900
11,700
20,900
20,197
300
10,600
$
737
540,603
1,875
267,520
355,320
756,600
14,927,994
550,579
2,077,932
22,450
4,822,840
22,696,311
1,482,672
3,323,262
297,298
197,174
586,432
13,044
1,202,586
594
57,500
331,240
52,570
4,003,738
37,243,813
1,523,897
225,576
5,984,874
41,301
783,959
70,891
2,148
31,694
*
*#
*
*
*
#
*#
*#
#
*#
#
#
*#
#
*#
#
Omega Protein Corp.
Parlux Fragrances, Inc.
Pathmark Stores, Inc.
PepsiAmericas, Inc.
Performance Food Group Co.
Pilgrim’s Pride Corp.
Prestige Brands Holdings, Inc.
PriceSmart, Inc.
Pyramid Breweries, Inc.
Redhook Ale Brewery, Inc.
Reynolds American, Inc.
Ruddick Corp.
San Filippo (John B.) & Son, Inc.
Sanderson Farms, Inc.
Seaboard Corp.
Smithfield Foods, Inc.
Spartan Stores, Inc.
Spectrum Brands, Inc.
SUPERVALU, Inc.
15,527
17,700
577
183,900
36,600
101,800
29,000
25,050
10,226
9,200
266,100
41,100
9,000
29,200
1,100
97,113
6,800
27,200
307,501
141,296
66,552
7,403
5,443,440
1,040,904
4,132,062
318,130
600,198
28,224
61,548
17,594,532
1,339,038
87,840
1,224,648
2,286,900
3,178,508
172,992
153,408
12,961,167
360
Tasty Baking Co.
The Topps Co., Inc.
TreeHouse Foods, Inc.
Tyson Foods, Inc. Class A
Universal Corp.
Weis Markets, Inc.
* Zapata Corp.
Total Consumer Staples
#
*
Energy — (10.7%)
Adams Resources & Energy, Inc.
Anadarko Petroleum Corp.
Apache Corp.
* # Basic Energy Services, Inc.
* # Bill Barret Corp.
* Bois d’Arc Energy, Inc.
* Brigham Exploration Co.
* # Bristow Group, Inc.
* Bronco Drilling Co., Inc.
Cabot Oil & Gas Corp.
* Callon Petroleum Co.
* Carrizo Oil & Gas, Inc.
# Chesapeake Energy Corp.
Cimarex Energy Co.
4,500
60,400
9,200
405,030
39,000
32,900
1,164
$
45,855
561,116
247,664
8,728,396
1,916,070
1,414,042
8,032
191,600,623
1,200
598,568
487,346
26,160
1,140
31,325
23,877
23,100
11,500
51,300
21,700
100
540,200
73,300
26,400
29,317,861
37,710,833
540,727
40,174
562,597
120,579
1,001,385
169,625
1,710,342
263,221
3,927
17,426,852
2,624,873
*
*
*
*
*#
*#
*#
*
#
#
*#
*#
*
*
*#
*
*
*
*
*#
*#
#
Clayton Williams Energy, Inc.
Complete Production Services, Inc.
Comstock Resources, Inc.
ConocoPhillips
Dawson Geophysical Co.
Delta Petroleum Corp.
Devon Energy Corp.
Diamond Offshore Drilling, Inc.
Edge Petroleum Corp.
Encore Acquisition Co.
Energy Partners, Ltd.
ENSCO International, Inc.
EOG Resources, Inc.
Exterran Holdings, Inc.
Forest Oil Corp.
Grey Wolf, Inc.
Gulf Island Fabrication, Inc.
Gulfmark Offshore, Inc.
Harvest Natural Resources, Inc.
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Hess Corp.
Hkn, Inc.
Horizon Offshore, Inc.
Hornbeck Offshore Services, Inc.
Infinity, Inc.
Input/Output, Inc.
Marathon Oil Corp.
18,190
8,900
42,199
2,125,046
400
8,728
617,500
16,900
5,200
40,040
9,800
85,046
20,900
47,289
61,229
14,300
3,100
16,800
35,500
11,700
86,900
302,400
1,100
5,400
6,100
14,571
20,000
612,990
510,229
197,580
1,161,738
174,020,017
27,144
129,262
46,503,925
1,777,204
67,912
1,112,712
133,966
4,611,194
1,407,824
3,664,934
2,366,501
94,952
110,298
770,280
406,830
449,631
2,736,481
18,558,288
10,307
89,370
232,715
25,936
283,800
33,034,031
361
*
*
*
*#
*
*
*
*#
*#
*
*
Mariner Energy, Inc.
Massey Energy Co.
Matrix Service Co.
Meridian Resource Corp.
National-Oilwell, Inc.
Natural Gas Services Group
Newfield Exploration Co.
Newpark Resources, Inc.
Noble Energy, Inc.
Occidental Petroleum Corp.
Oil States International, Inc.
Overseas Shipholding Group, Inc.
Parker Drilling Co.
Petrohawk Energy Corp.
Petroleum Development Corp.
85,000
33,400
4,000
116,405
3,579
15,260
67,180
143,200
242,940
28,852
17,600
54,800
76
139,962
16,200
$
1,782,450
693,050
75,680
270,060
458,112
258,047
2,921,658
801,920
14,593,406
1,635,620
742,720
3,912,720
592
2,119,025
648,486
*
*
#
*
PHI, Inc.
Pioneer Drilling Co.
Pioneer Natural Resources Co.
Plains Exploration & Production Co.
Pogo Producing Co.
* Pride International, Inc.
* Quest Resource Corp.
Range Resources Corp.
Rowan Companies, Inc.
Royale Energy, Inc.
* # SEACOR Holdings, Inc.
* Stone Energy Corp.
* Swift Energy Corp.
Tesoro Petroleum Corp.
# Tidewater, Inc.
* # Trico Marine Services, Inc.
* Union Drilling, Inc.
* # Unit Corp.
USEC, Inc.
# Valero Energy Corp.
W&T Offshore, Inc.
* Whiting Petroleum Corp.
Total Energy
15,400
32,500
156,600
20,710
73,100
98,500
2,100
28,650
66,200
2,500
24,508
24,415
29,500
61,800
88,400
16,600
13,400
35,000
126,300
432,200
6,100
41,766
467,544
395,200
6,428,430
777,246
3,641,111
3,464,245
19,026
1,040,281
2,485,148
9,400
2,151,802
804,474
1,097,990
3,048,594
5,785,780
545,476
192,960
1,717,100
1,691,157
29,610,022
135,969
1,552,025
483,988,983
Financials — (29.5%)
1st Independence Financial Group, Inc.
# 1st Source Corp.
21st Century Insurance Group
Access National Corp.
Advanta Corp. Class A
Advanta Corp. Class B
Affirmative Insurance Holdings, Inc.
# Alabama National Bancorporation
Alfa Corp.
* Allegheny Corp.
Allstate Corp.
# AMBAC Financial Group, Inc.
100
31,017
126,200
600
19,950
26,550
6,456
6,100
57,857
7,554
706,000
153,300
1,585
729,210
2,777,662
5,058
462,241
695,079
82,249
321,836
1,029,855
3,112,248
38,653,500
9,630,306
362
*
#
#
#
#
AmComp, Inc.
Amcore Financial, Inc.
American Bancorp of New Jersey, Inc.
American Capital Strategies, Ltd.
American Equity Investment Life Holding Co.
American Financial Group, Inc.
4,100
6,965
12,200
80,923
88,700
189,900
$
39,073
186,523
135,420
3,341,311
905,627
5,355,180
*
*
*#
*#
#
*
*
*
#
#
*
#
#
#
#
*
#
#
#
#
*#
#
American Independence Corp.
American International Group, Inc.
American National Insurance Co.
American Physicians Capital, Inc.
American West Bancorporation
AmeriCredit Corp.
Ameris Bancorp
AmeriServe Financial, Inc.
Anchor Bancorp Wisconsin, Inc.
AON Corp.
Appalachian Bancshares, Inc.
Argo Group International Holdings, Ltd.
Asset Acceptance Capital Corp.
Assurant, Inc.
Astoria Financial Corp.
B of I Holding, Inc.
Baldwin & Lyons, Inc. Class B
BancTrust Financial Group, Inc.
Bank of America Corp.
Bank of Florida Corp.
Bank of Granite Corp.
BankAtlantic Bancorp, Inc. Class A
BankFinancial Corp.
BankUnited Financial Corp. Class A
Banner Corp.
BB&T Corp.
Bear Stearns Companies, Inc.
Benjamin Franklin Bancorp, Inc.
Berkshire Hills Bancorp, Inc.
Beverly Hills Bancorp, Inc.
Blackrock, Inc.
BNCCORP, Inc.
Boston Private Financial Holdings, Inc.
Brookline Bancorp, Inc.
Capital City Bank Group, Inc.
Capital One Financial Corp.
Capital Southwest Corp.
Cardinal Financial Corp.
Cash America International, Inc.
Centennial Bank Holdings, Inc.
Center Bancorp, Inc.
Central Pacific Financial Corp.
CFS Bancorp, Inc.
Chemical Financial Corp.
Chubb Corp.
Cincinnati Financial Corp.
866
1,293,875
24,100
4,950
7,786
105,100
1,849
25,273
3,900
201,300
1,000
15,721
23,421
113,300
6,500
4,100
3,900
93
1,690,310
2700
375
71,700
6,300
56,000
10,066
437
143,122
900
14,700
29,286
111,100
494
51,600
70,934
1,200
387,603
5,976
19,029
4,600
7,900
63
45,300
14,248
38,575
610,605
178,850
363
9,102
85,395,750
3,037,805
196,614
146,065
1,819,281
36,536
85,928
102,726
8,720,316
14,960
641,102
264,892
5,839,482
169,455
30,012
106,860
1,492
85,664,911
41,850
5,194
594,393
98,217
957,600
324,327
17,362
15,551,637
12,042
435,561
181,280
17,231,610
8,645
1,400,940
887,384
37,476
25,062,410
839,329
177,350
165,876
53,167
750
1,441,446
203,604
976,719
31,220,234
7,536,739
*#
#
*
#
*
#
#
*#
*
*
#
#
*
*#
*
#
#
*#
*#
#
#
#
#
#
CIT Group, Inc.
Citizens Community Bancorp, Inc.
Citizens First Bancorp, Inc.
Citizens Republic Bancorp, Inc.
Citizens South Banking Corp.
Citizens, Inc.
City Holding Co.
CNA Financial Corp.
CNA Surety Corp.
Columbia Banking System, Inc.
Comerica, Inc.
Commerce Group, Inc.
Community Bancorp
Community Bank System, Inc.
Community Banks, Inc.
Community Trust Bancorp, Inc.
Community West Bancshares
CompuCredit Corp.
Conseco, Inc.
Consumer Portfolio Services, Inc.
Corus Bankshares, Inc.
Countrywide Financial Corp.
Cowen Group, Inc.
Crescent Financial Corp.
Dearborn Bancorp, Inc.
Delphi Financial Group, Inc. Class A
Delta Financial Corp.
Dime Community Bancshares
Donegal Group, Inc. Class A
Downey Financial Corp.
E*TRADE Financial Corp.
EMC Insurance Group, Inc.
Encore Capital Group, Inc.
ESB Financial Corp.
FBL Financial Group, Inc. Class A
Federal Agriculture Mortgage Corp. Class C
Federal Agriculture Mortgage Corp. Class A
Fidelity National Financial, Inc.
Fidelity Southern Corp.
Financial Federal Corp.
Financial Institutions, Inc.
First American Corp.
First Charter Corp.
First Citizens BancShares, Inc.
First Commonwealth Financial Corp.
First Community Bancorp
293,400
3,300
11,100
31,100
1,842
12,636
6,500
241,900
38,330
6,623
65,500
93,900
1,000
47,100
10,100
2,100
400
37,805
50,480
18,679
26,800
852,998
24,048
6,770
5,880
59,050
27,635
26,512
31,969
42,900
35,127
24,800
27,072
500
41,500
13,100
277
296,064
9,015
14,000
1,550
142,100
7,900
4,263
72,200
26,900
$
11,023,038
29,700
216,006
548,293
23,393
95,275
240,370
10,150,124
688,407
202,068
3,653,590
2,993,532
24,620
947,181
296,536
67,221
4,892
802,222
709,749
102,734
358,048
16,932,010
307,333
70,950
75,264
2,379,715
150,058
361,359
480,494
2,427,711
547,279
606,360
297,792
5,170
1,623,895
427,060
6,288
5,385,404
125,849
427,140
30,287
5,944,043
236,368
755,617
794,922
1,459,594
#
#
First Community Bancshares, Inc.
First Defiance Financial Corp.
First Financial Corp.
First Indiana Corp.
First Merchants Corp.
First National Lincoln Corp.
2,977
400
22,275
10,936
31,341
100
98,688
10,892
672,705
338,141
664,116
1,526
364
#
*
*#
#
#
*
*#
*#
#
#
*#
*
#
#
#
First Niagara Financial Group, Inc.
First PacTrust Bancorp, Inc.
First Place Financial Corp.
First Republic Bank
First State Bancorporation
Firstbank Corp.
FirstCity Financial Corp.
FirstFed Financial Corp.
Flagstar Bancorp, Inc.
Flushing Financial Corp.
FNB Corp.
FNB United Corp.
FPIC Insurance Group, Inc.
Franklin Bank Corp.
Franklin Credit Management Corp.
Fremont General Corp.
Fulton Financial Corp.
Gateway Financial Holdings, Inc.
GB&T Bancshares, Inc.
German American Bancorp, Inc.
Great American Financial Resources, Inc.
Great Lakes Bancorp, Inc.
Greene Bancshares, Inc.
GS Financial Corp.
Hallmark Financial Services, Inc.
Hancock Holding Co.
Hanover Insurance Group, Inc.
Harleysville Group, Inc.
Hartford Financial Services Group, Inc.
HCC Insurance Holdings, Inc.
Hercules Technology Growth Capital, Inc.
HMN Financial, Inc.
Horace Mann Educators Corp.
Horizon Financial Corp.
Hudson City Bancorp, Inc.
Huntington Bancshares, Inc.
161,480
600
28,703
10,200
4,000
210
11,300
15,300
61,500
12,800
276
25
10,600
27,700
1,300
60,200
18,913
15,452
23,003
13,800
50,800
9,890
100
100
16,700
1,500
72,600
47,300
466,933
20,565
12,880
3,596
63,400
841
685,228
118,918
$
2,281,712
13,680
505,747
556,410
77,240
3,647
99,779
768,825
756,450
210,176
8,694
397
425,378
254,563
6,500
270,900
278,021
220,191
296,739
190,164
1,237,488
117,098
3,547
1,823
198,730
60,000
3,105,828
1,525,898
41,515,013
567,800
150,954
106,801
1,226,156
17,459
9,743,942
2,046,579
#
#
#
#
#
#
*
*#
*#
#
#
Imperial Capital Bancorp, Inc.
Independence Holding Co.
IndyMac Bancorp, Inc.
Infinity Property & Casualty Corp.
Integra Bank Corp.
Irwin Financial Corp.
Janus Capital Group, Inc.
Jefferies Group, Inc.
JPMorgan Chase & Co.
KeyCorp
KMG America Corp.
KNBT Bancorp, Inc.
Knight Capital Group, Inc.
LaBranche & Co., Inc.
Lakeland Bancorp, Inc.
LandAmerica Financial Group, Inc.
2,000
10,500
105,400
32,000
20,600
47,400
294,229
45,600
3,122,448
194,400
3,250
48,100
71,507
2,500
19,034
25,100
69,200
208,425
2,550,680
1,326,720
392,224
504,810
7,823,549
1,177,392
139,011,385
6,473,520
12,480
707,551
982,506
15,725
244,587
1,390,289
365
#
#
#
#
*
#
#
#
#
*
#
#
#
#
Legacy Bancorp, Inc.
Lehman Brothers Holdings, Inc.
Leucadia National Corp.
Lincoln National Corp.
LNB Bancorp, Inc.
Loews Corp.
MAF Bancorp, Inc.
MainSource Financial Group, Inc.
Marlin Business Services, Inc.
Marshall & Ilsley Corp.
MB Financial, Inc.
MBIA, Inc.
MBT Financial Corp.
MCG Capital Corp.
Meadowbrook Insurance Group, Inc.
Medallion Financial Corp.
Mercantile Bank Corp.
Mercer Insurance Group, Inc.
Mercury General Corp.
Merrill Lynch & Co., Inc.
MetLife, Inc.
MGIC Investment Corp.
MicroFinancial, Inc.
Midland Co.
Morgan Stanley
National City Corp.
12,700
74,515
285,600
414,107
7,630
802,700
46,900
24,430
12,600
980
47,000
200,950
13,200
84,200
44,200
20,360
354
8,842
57,100
349,900
1,031,200
120,300
700
2,000
409,250
656,887
$
181,356
4,085,657
12,674,928
25,210,834
111,169
37,734,927
2,518,061
428,502
208,782
42,836
1,654,870
12,057,000
160,776
1,222,584
390,286
223,756
7,944
158,272
3,008,028
25,787,630
66,048,360
3,628,248
4,235
109,540
25,524,923
17,676,829
#
*
#
#
*
*
*
*
#
*#
#
*
*
#
*#
National Penn Bancshares, Inc.
National Western Life Insurance Co. Class A
Nationwide Financial Services, Inc.
Navigators Group, Inc.
Nelnet, Inc. Class A
New York Community Bancorp, Inc.
NewAlliance Bancshares, Inc.
Newtek Business Services, Inc.
NexCen Brands, Inc.
North Pointe Holdings Corp.
Northeast Community Bancorp, Inc.
Northrim BanCorp, Inc.
Northwest Bancorp, Inc.
NYMAGIC, Inc.
Oak Hill Financial, Inc.
OceanFirst Financial Corp.
Ocwen Financial Corp.
Odyssey Re Holdings Corp.
Old Republic International Corp.
Omega Financial Corp.
Pacific Mercantile Bancorp
Pacific Premier Bancorp, Inc.
Pamrapo Bancorp, Inc.
Partners Trust Financial Group, Inc.
Patriot Capital Funding, Inc.
Pelican Financial, Inc. Escrow Shares
32,307
700
80,500
16,100
1,300
419,633
167,400
4,600
17,690
721
15,978
700
2,100
13,520
6,400
2,474
40,100
111,800
339,812
21,511
1,000
300
100
77,727
20,339
300
573,449
181,300
4,308,360
872,620
22,958
7,423,308
2,495,934
7,452
120,823
7,412
166,171
17,941
61,236
406,411
201,664
43,443
376,138
4,049,396
6,181,180
568,106
17,490
3,165
1,801
943,606
276,000
—
366
*
*
#
*
*#
*
*#
Penn Treaty American Corp.
Pennsylvania Commerce Bancorp, Inc.
Peoples Bancorp of North Carolina
Peoples Bancorp, Inc.
PFF Bancorp, Inc.
Pico Holdings, Inc.
Piper Jaffray Companies, Inc.
PMA Capital Corp. Class A
PMI Group, Inc.
Premier Financial Bancorp, Inc.
Presidential Life Corp.
Princeton National Bancorp, Inc.
Principal Financial Group, Inc.
ProAssurance Corp.
ProCentury Corp.
Protective Life Corp.
12,764
100
300
13,862
31,500
18,700
3,100
38,757
125,700
400
23,958
200
273,100
29,375
16,960
105,900
$
69,181
2,726
5,175
364,986
551,880
822,800
159,216
389,508
3,982,176
5,604
414,473
5,696
15,154,319
1,544,538
240,493
4,426,620
#
#
*
#
*
*#
#
#
*
*
#
#
#
*
#
#
#
#
*#
*#
*#
#
Provident Financial Holdings, Inc.
Provident Financial Services, Inc.
Provident New York Bancorp
Prudential Financial, Inc.
Radian Group, Inc.
Rainier Pacific Financial Group, Inc.
Regions Financial Corp.
Reinsurance Group of America, Inc.
Renasant Corp.
Republic First Bancorp, Inc.
Resource America, Inc.
Rewards Network, Inc.
Riverview Bancorp, Inc.
RLI Corp.
Rome Bancorp, Inc.
RTW, Inc.
SAFECO Corp.
Sanders Morris Harris Group, Inc.
SCBT Financial Corp.
SCPIE Holdings, Inc.
Seabright Insurance Holdings
Security Bank Corp.
Selective Insurance Group, Inc.
Simmons First National Corp. Class A
South Financial Group, Inc.
Southcoast Financial Corp.
Southern Community Financial Corp.
Sovereign Bancorp, Inc.
StanCorp Financial Group, Inc.
State Auto Financial Corp.
Sterling Financial Corp.
Stewart Information Services Corp.
Stratus Properties, Inc.
Sun American Bancorp
Sun Bancorp, Inc.
SunTrust Banks, Inc.
9,189
105,828
68,600
453,800
124,904
10,000
708,511
97,700
21,450
744
17,900
22,100
10,981
34,200
11,221
2,300
162,566
29,275
600
700
6,700
23,611
82,800
22,502
94,679
300
23,587
700,083
27,000
58,300
19,188
27,600
500
560
26,155
463,620
213,369
1,777,910
947,366
40,742,164
2,203,307
161,600
22,176,394
5,306,087
429,000
6,041
272,796
89,505
163,946
2,057,130
133,754
19,090
9,432,079
289,530
21,396
13,650
115,441
325,123
1,747,080
611,604
2,172,883
5,187
178,789
12,657,501
1,271,700
1,744,336
488,718
1,022,856
16,425
3,920
436,004
36,510,075
367
*#
#
*
#
Superior Bancorp
Susquehanna Bancshares, Inc.
Susser Holdings Corp.
SWS Group, Inc.
Synergy Financial Group, Inc.
Taylor Capital Group, Inc.
4,100
78,102
5,000
16,200
10,364
5,299
$
38,540
1,535,485
83,850
287,388
145,511
158,652
#
The Phoenix Companies, Inc.
The Travelers Companies, Inc.
The Wilber Corp.
TierOne Corp.
Timberland Bancorp, Inc.
Torchmark Corp.
Transatlantic Holdings, Inc.
* # Triad Guaranty, Inc.
UMB Financial Corp.
# Umpqua Holdings Corp.
* Unico American Corp.
# UnionBanCal Corp.
United Community Financial Corp.
United Financial Bancorp, Inc.
# United Fire & Casualty Co.
* # United PanAm Financial Corp.
# United Western Bancorp, Inc.
Unitrin, Inc.
Unity Bancorp, Inc.
* Universal American Financial Corp.
Unum Group
# Vineyard National Bancorp Co.
# Virginia Financial Group, Inc.
W. R. Berkley Corp.
# Wachovia Corp.
# Washington Federal, Inc.
# Washington Mutual, Inc.
Washington Savings Bank, F.S.B.
Webster Financial Corp.
# Wesbanco, Inc.
Wesco Financial Corp.
Whitney Holding Corp.
Willow Financial Bancorp, Inc.
* Wilshire Enterprises, Inc.
# Wintrust Financial Corp.
Yardville National Bancorp
Zenith National Insurance Corp.
Total Financials
Health Care — (2.9%)
* # Accelrys, Inc.
* Adolor Corp.
# Aetna, Inc.
* # Air Methods Corp.
* Albany Molecular Research, Inc.
* # Allied Healthcare International, Inc.
88,600
1,009,200
600
24,600
3,000
74,800
80,903
14,400
46,740
84,900
1,900
500
53,200
11,637
38,623
16,400
9,560
109,700
1,786
46,291
498,400
13,010
583
53,155
1,459,854
135,145
1,162,678
100
87,000
34,658
3,944
8,775
20,695
600
500
2,500
14,400
1,227,110
51,004,968
5,685
551,532
47,730
4,604,688
5,730,359
240,912
2,070,582
1,842,330
22,629
29,390
393,148
149,535
1,467,288
143,664
209,364
4,986,962
20,986
961,001
12,195,848
238,994
11,771
1,588,803
71,503,649
3,586,748
42,693,536
676
3,694,020
926,408
1,556,894
243,068
257,032
2,640
21,570
85,475
620,784
1,335,050,844
10,000
1,602
218,373
3,200
34,810
51,255
60,700
5,991
11,117,369
126,816
508,922
106,098
368
*
#
*
*
*
*
*
*#
*#
*#
*
*
*
*#
*
*#
*#
*#
*
*
*
*
*
#
*
*#
*#
*
*#
*#
*
*#
*#
*
*#
*
*
*
Allion Healthcare, Inc.
Alpharma, Inc. Class A
American Dental Partners, Inc.
AmerisourceBergen Corp.
AMICAS, Inc.
AMN Healthcare Services, Inc.
Analogic Corp.
AngioDynamics, Inc.
Applera Corp. - Celera Group
Arena Pharmaceuticals, Inc.
Arqule, Inc.
Atrion Corp.
ATS Medical, Inc.
Avigen, Inc.
BioScrip, Inc.
Boston Scientific Corp.
Bradley Pharmaceuticals, Inc.
Bruker BioSciences Corp.
Caliper Life Sciences, Inc.
Cantel Medical Corp.
Capital Senior Living Corp.
Cardiac Science Corp.
Charles River Laboratories International, Inc.
Chemed Corp.
Cigna Corp.
Coley Pharmaceutical Group, Inc.
Community Health Systems, Inc.
Conmed Corp.
Cooper Companies, Inc.
Cross Country Healthcare, Inc.
Datascope Corp.
Dendreon Corp.
Digirad Corp.
Dyax Corp.
Emisphere Technologies, Inc.
Enzon Pharmaceuticals, Inc.
E-Z-EM, Inc.
Gene Logic, Inc.
Genitope Corp.
Gentiva Health Services, Inc.
Greatbatch, Inc.
Hanger Orthopedic Group, Inc.
Harvard Bioscience, Inc.
Health Management Associates, Inc.
HealthTronics, Inc.
17,400
48,730
2,650
132,444
52,798
150
19,133
4,150
83,600
2,400
2,300
100
17,700
3,116
53,700
1,150,257
20,400
8,300
58,600
20,847
29,778
30,940
1,200
1,900
96,800
834
700
32,750
61,837
36,400
7,345
14,800
21,185
12,578
1,000
100
14,200
41,880
50,340
29,100
23,760
9,000
575
10,969
20,819
$
111,012
1,115,917
63,468
6,337,445
170,538
2,675
1,321,325
80,759
1,101,012
32,160
18,860
11,350
27,258
16,047
311,997
14,757,797
399,024
59,262
321,714
321,044
241,202
291,145
62,976
117,876
5,002,624
2,869
24,311
951,388
3,015,172
621,348
245,029
117,660
65,885
48,928
4,120
811
210,870
53,606
175,687
603,534
712,800
94,770
2,645
74,699
99,098
*#
*#
*#
*
*#
*
Hi-Tech Pharmacal Co., Inc.
Hooper Holmes, Inc.
Humana, Inc.
ImmunoGen, Inc.
IMPATH, Inc.
Infinity Pharmaceuticals, Inc.
Inspire Pharmaceuticals, Inc.
13,209
63,800
4,300
900
600
4,925
5,100
150,583
142,274
275,587
4,023
—
53,880
28,203
369
*
*
*
*
*#
*
*
*
*#
*#
*
*
*#
*
*
*
*
*
*#
*#
*#
*
*
*
#
*
*
*#
*
*
#
*#
IntegraMed America, Inc.
Invacare Corp.
Invitrogen Corp.
Iridex Corp.
Kindred Healthcare, Inc.
La Jolla Pharmaceutical Co.
Langer, Inc.
Lannet Co., Inc.
LifePoint Hospitals, Inc.
Martek Biosciences Corp.
Matria Healthcare, Inc.
Maxygen, Inc.
McKesson Corp.
MedCath Corp.
Medco Health Solutions, Inc.
Medical Staffing Network Holdings, Inc.
MEDTOX Scientific, Inc.
Merge Technologies, Inc.
Microtek Medical Holdings, Inc.
Millennium Pharmaceuticals, Inc.
Nabi Biopharmaceuticals
Neurocrine Biosciences, Inc.
Neurogen Corp.
New Brunswick Scientific Co., Inc.
North American Scientific, Inc.
Nutraceutical International Corp.
Omnicare, Inc.
Orchid Cellmark, Inc.
Osteotech, Inc.
Parexel International Corp.
PDI, Inc.
Pediatric Services of America, Inc.
PerkinElmer, Inc.
Perrigo Co.
Pharmacyclics, Inc.
7,750
15,800
35,600
1,200
43,700
2,400
13,247
6,800
2,871
4,700
1,700
43,400
110,200
17,400
81,500
15,900
6,750
17,899
39,800
257,735
12,200
36,600
500
800
301
7,510
64,800
3,350
23,010
7,800
14,000
8,400
152,800
1,900
500
$
80,523
366,086
2,773,240
4,596
866,134
10,536
67,560
34,000
80,675
126,994
43,282
387,128
6,304,542
510,690
6,964,175
84,111
126,833
83,767
242,780
2,616,010
43,188
364,902
2,470
9,072
283
112,950
2,114,424
20,569
167,283
335,478
144,060
136,332
4,188,248
39,349
1,115
*
*#
*
*
*
*
*
*
*#
*
*#
*#
*
*
*
*
Pharmanet Development Group, Inc.
PharMerica Corp.
Prospect Medical Holdings, Inc.
Quidel Corp.
Regeneration Technologies, Inc.
RehabCare Group, Inc.
Renovis, Inc.
Res-Care, Inc.
Rotech Healthcare, Inc.
Savient Pharmaceuticals, Inc.
Sciele Pharma, Inc.
Span-American Medical System, Inc.
Spectrum Pharmaceuticals, Inc.
SRI/Surgical Express, Inc.
Symmetry Medical, Inc.
Synovis Life Technologies, Inc.
Theragenics Corp.
28,040
27,037
2,000
500
900
22,081
16,944
9,560
100
19,920
3,665
900
2,400
1,600
18,200
7,880
26,800
807,552
479,366
11,500
8,490
9,747
359,258
53,882
203,819
109
262,546
84,588
15,246
9,792
8,656
291,746
141,367
111,220
370
*
Thermo Fisher Scientific, Inc.
* Thoratec Corp.
* # Urologix, Inc.
* Vical, Inc.
* # Watson Pharmaceuticals, Inc.
* WellPoint, Inc.
* Zoll Medical Corp.
Total Health Care
Industrials — (8.4%)
# A.O. Smith Corp.
* AAR Corp.
* ABX Air, Inc.
* Accuride Corp.
Aceto Corp.
* # Active Power, Inc.
* AGCO Corp.
# Alamo Group, Inc.
* # Alaska Air Group, Inc.
# Albany International Corp. Class A
Alexander & Baldwin, Inc.
* # Allied Defense Group, Inc.
* Allied Waste Industries, Inc.
* # American Superconductor Corp.
Ameron International Corp.
120,400
5,930
19,972
21,530
94,400
438,192
7,600
$
6,529,292
122,573
43,739
104,636
2,815,008
35,313,893
175,636
129,419,209
24,700
12,400
1,746
20,100
31,800
10,134
91,300
13,035
38,800
17,000
63,000
1,700
324,200
3,800
7,300
1,190,540
389,360
11,978
260,697
276,660
14,998
3,944,160
332,393
963,016
661,980
3,270,330
7,650
4,140,034
68,476
697,150
*#
#
#
*#
#
*#
*
*
*#
*
#
#
#
*
#
*#
*
Ampco-Pittsburgh Corp.
AMR Corp.
Amrep Corp.
Angelica Corp.
Apogee Enterprises, Inc.
Applied Industrial Technologies, Inc.
Applied Signal Technologies, Inc.
Argon ST, Inc.
Arkansas Best Corp.
Arotech Corp.
Avis Budget Group, Inc.
Axsys Technologies, Inc.
AZZ, Inc.
Baldwin Technology Co., Inc. Class A
Barnes Group, Inc.
Belden, Inc.
Bowne & Co., Inc.
Briggs & Stratton Corp.
Burlington Northern Santa Fe Corp.
C&D Technologies, Inc.
Casella Waste Systems, Inc. Class A
CDI Corp.
Celadon Group, Inc.
Champion Industries, Inc.
CIRCOR International, Inc.
Comfort Systems USA, Inc.
Commercial Vehicle Group, Inc.
2,100
2,200
500
10,500
8,500
53,325
15,594
1,440
24,300
15,400
103,018
12,900
2,100
2,100
15,000
64,950
19,714
47,000
523,260
34,177
1,600
8,600
4,500
3,043
18,850
900
31,670
89,313
53,922
16,800
213,780
213,945
1,705,334
221,747
26,021
872,370
45,430
2,391,048
306,891
59,640
10,836
471,900
3,157,220
334,152
1,371,930
42,462,549
144,910
17,872
245,960
70,200
19,201
797,167
13,095
450,347
371
*
*#
*
*
*
*
*
*#
*
#
*
Competitive Technologies, Inc.
Compudyne Corp.
Consolidated Graphics, Inc.
Cornell Companies, Inc.
Corrections Corporation of America
Covenant Transport, Inc. Class A
CPI Aerostructures, Inc.
CSX Corp.
Cubic Corp.
Curtiss-Wright Corp.
Deere & Co.
Distributed Energy Systems Corp.
Dollar Thrifty Automotive Group, Inc.
DRS Technologies, Inc.
Ducommun, Inc.
1,300
9,009
5,500
3,700
12,900
4,850
7,194
672,000
37,500
2,144
2,300
1,900
22,900
62,400
19,378
$
3,081
61,892
364,540
89,133
331,014
30,652
61,509
27,552,000
1,482,375
97,766
312,938
1,862
675,092
3,274,752
559,443
#
#
#
*
*
*
*
*#
*
*
*#
*#
*
*#
*
*
#
*#
#
*
*
*
*
*
#
*
*#
Eastern Co.
Eaton Corp.
EDO Corp.
Electro Rent Corp.
Encore Wire Corp.
EnerSys
Ennis, Inc.
EnPro Industries, Inc.
Esterline Technologies Corp.
Exponent, Inc.
ExpressJet Holdings, Inc.
Federal Signal Corp.
First Advantage Corp.
First Consulting Group, Inc.
Frontier Airlines Holdings, Inc.
Frozen Food Express Industries, Inc.
FuelCell Energy, Inc.
G & K Services, Inc. Class A
Gardner Denver Machinery, Inc.
GATX Corp.
Gehl Co.
Genesee & Wyoming, Inc.
GP Strategies Corp.
Granite Construction, Inc.
Greenbrier Companies, Inc.
Griffon Corp.
Hardinge, Inc.
Heico Corp.
Heico Corp. Class A
Henry Bros. Electronics, Inc.
Herley Industries, Inc.
Hub Group, Inc. Class A
Hudson Highland Group, Inc.
Huttig Building Products, Inc.
IKON Office Solutions, Inc.
Industrial Distribution Group, Inc.
Innovative Solutions & Support, Inc.
115
200
6,100
24,437
17,880
41,200
40,100
24,200
22,300
1,600
60,900
14,600
4,062
1,900
15,400
6,500
13,772
29,943
3,910
80,297
13,350
7,050
14,909
4,800
12,369
26,670
13,749
9,400
4,770
8,600
5,800
2,000
3,780
23,900
208,000
1,300
1,200
2,445
18,844
262,544
355,070
464,880
744,072
872,175
1,011,318
1,125,927
38,976
265,524
223,380
79,006
17,993
91,322
49,465
132,487
1,247,126
156,048
3,500,949
317,463
193,029
165,937
261,312
363,401
417,652
479,428
429,298
174,296
39,990
83,810
66,740
52,996
143,639
2,920,320
12,298
21,672
372
*#
*
#
*#
*
Insituform Technologies, Inc. Class A
Intersections, Inc.
J.B. Hunt Transport Services, Inc.
JetBlue Airways Corp.
Kadant, Inc.
Kaman Corp. Class A
9,500
21,209
89,731
109,500
5,957
38,097
$
156,655
206,576
2,581,561
1,042,440
169,775
1,253,772
*#
#
*
*
*
*
*
*
*
*
*
*
*
*
*
*#
*#
*#
*
*#
*
*
*
*
*
#
*
*
*
#
*
*
*
#
*
*
Kansas City Southern
Kelly Services, Inc. Class A
Kennametal, Inc.
Key Technology, Inc.
Kforce, Inc.
K-Tron International, Inc.
L.B. Foster Co. Class A
Labor Ready, Inc.
Ladish Co., Inc.
Laidlaw International, Inc.
Layne Christensen Co.
LECG Corp.
Lennox International, Inc.
LGL Group, Inc.
LSI Industries, Inc.
Lydall, Inc.
M&F Worldwide Corp.
Mac-Gray Corp.
Magnetek, Inc.
MAIR Holdings, Inc.
Manpower, Inc.
Marten Transport, Ltd.
McGrath Rentcorp.
Medialink Worldwide, Inc.
Merrimac Industries, Inc.
Mesa Air Group, Inc.
MFRI, Inc.
Miller Industries, Inc.
Misonix, Inc.
Mobile Mini, Inc.
MTC Technologies, Inc.
Mueller Industries, Inc.
Mueller Water Products, Inc. Class B
NACCO Industries, Inc. Class A
Nashua Corp.
National Technical Systems, Inc.
NCI Building Systems, Inc.
Norfolk Southern Corp.
Northrop Grumman Corp.
Orbital Sciences Corp.
Owens Corning, Inc.
P.A.M. Transportation Services, Inc.
Paccar, Inc.
Paragon Technologies, Inc.
Parker Hannifin Corp.
Park-Ohio Holdings Corp.
69,900
50,004
63,100
5,100
900
200
700
20
3,000
131,475
800
24,120
34,200
400
7,550
11,600
16,200
7,000
14,100
1,415
27,200
18,455
5,108
10,000
1,100
25,000
1,200
2,800
5,200
15,500
960
17,300
49,804
9,700
400
9,182
12,600
571,500
459,310
25,013
51,222
1,094
5,737
3,227
2,600
12,500
2,124,261
1,136,091
5,089,646
136,425
13,698
17,900
26,292
418
157,440
4,556,924
39,496
370,001
1,230,174
4,720
153,114
121,336
913,680
98,770
65,565
8,929
1,911,072
289,005
163,609
40,500
11,220
141,000
28,200
51,268
21,320
375,255
19,162
599,272
545,354
1,149,159
4,580
60,968
584,514
29,266,515
36,212,000
549,285
1,278,501
20,469
490,800
21,201
279,422
344,375
373
*
*#
*
*
*#
#
*#
*#
*
*
*
*
*
*#
*
*
*
*
#
*#
#
*
*
*
#
Patrick Industries, Inc.
Patriot Transportation Holding, Inc.
Pentair, Inc.
PHH Corp.
Portec Rail Products, Inc.
Powell Industries, Inc.
Power-One, Inc.
Precision Castparts Corp.
Preformed Line Products Co.
Protection One, Inc.
Providence & Worcester Railroad Co.
Quanta Services, Inc.
R. R. Donnelley & Sons Co.
Raytheon Co.
RCM Technologies, Inc.
Regal-Beloit Corp.
Republic Airways Holdings, Inc.
Robbins & Myers, Inc.
Rush Enterprises, Inc. Class A
Rush Enterprises, Inc. Class B
Ryder System, Inc.
Saia, Inc.
Schawk, Inc.
School Specialty, Inc.
Sequa Corp. Class B
Servidyne, Inc.
Shaw Group, Inc.
Sirva, Inc.
Skywest, Inc.
Southwest Airlines Co.
Spherion Corp.
SPX Corp.
Standex International Corp.
Steelcase, Inc. Class A
Supreme Industries, Inc.
Sypris Solutions, Inc.
SYS Technologies
TAL International Group, Inc.
Technology Research Corp.
Tecumseh Products Co. Class A
Teleflex, Inc.
Terex Corp.
The Geo Group, Inc.
Thomas & Betts Corp.
Timken Co.
Todd Shipyards Corp.
200
206
79,800
51,338
300
1,700
9,900
96,110
850
2,918
1,000
43,000
133,300
392,600
19,400
42,000
48,800
1,030
25,071
300
98,100
10,800
34,800
19,000
700
4,871
25,300
50,000
95,630
938,800
22,800
89,900
16,800
37,300
1,610
19,563
3,800
1,100
9,673
12,300
23,500
23,600
4,800
31,400
123,300
1,700
$
2,800
18,952
2,962,974
1,382,532
3,267
56,984
43,164
12,524,094
41,650
37,467
16,460
1,215,610
4,774,806
24,082,084
140,456
2,121,420
929,152
55,805
635,801
6,990
5,370,975
202,932
751,680
692,360
114,800
27,326
1,266,265
52,500
2,403,182
14,185,268
201,552
8,095,495
420,504
657,972
11,479
158,852
9,044
27,588
33,856
212,175
1,827,595
1,885,168
142,896
1,739,246
4,384,548
39,423
*#
*#
#
#
*#
TRC Companies, Inc.
Tredegar Industries, Inc.
Trex Co., Inc.
Trinity Industries, Inc.
Triumph Group, Inc.
TRM Corp.
23,229
50,900
3,000
79,350
5,400
17,750
260,165
889,732
40,290
2,981,180
395,334
17,573
374
*
U.S. Xpress Enterprises, Inc. Class A
UAL Corp.
Union Pacific Corp.
* United Rentals, Inc.
* United Stationers, Inc.
Universal Forest Products, Inc.
* URS Corp.
* US Airways Group, Inc.
* USA Truck, Inc.
Viad Corp.
# Vicor Corp.
* # Volt Information Sciences, Inc.
Wabash National Corp.
Walter Industries, Inc.
* Waste Connections, Inc.
Waste Industries USA, Inc.
# Watts Water Technologies, Inc.
* WCA Waste Corp.
# Werner Enterprises, Inc.
* # Westaff, Inc.
* Willis Lease Finance Corp.
* Wolverine Tube, Inc.
Woodward Governor Co.
* # YRC Worldwide, Inc.
Total Industrials
*#
Information Technology — (5.6%)
* 3Com Corp.
* Actel Corp.
* ActivIdentity Corp.
* Adaptec, Inc.
* ADC Telecommunications, Inc.
* # Advanced Micro Devices, Inc.
* Aetrium, Inc.
# Agilysys, Inc.
Alliance Semiconductor Corp.
1,104
26,600
409,400
71,400
9,700
16,700
48,900
1
1,600
22,000
12,800
20,100
40,300
24,440
19,425
7,504
16,200
7,000
103,998
21,300
1,200
2,400
670
48,891
$
19,618
1,262,702
45,676,758
2,327,640
572,494
622,743
2,613,216
31
25,664
786,500
150,912
302,505
527,527
617,843
590,909
243,505
573,804
53,550
1,935,403
89,460
15,480
2,856
39,349
1,506,332
380,955,792
317,265
34,100
60,023
100,753
1,839
58,700
148
32,970
1,961
1,189,744
383,625
296,514
375,809
33,654
763,100
632
562,468
4,510
*
*
*
*
*#
*
*#
*#
*
*
*
*
#
*#
American Software, Inc. Class A
American Technical Ceramics Corp.
Anadigics, Inc.
Anaren, Inc.
Andrew Corp.
Anixter International, Inc.
Answerthink, Inc.
Applied Micro Circuits Corp.
Ariba, Inc.
Arrow Electronics, Inc.
Astro-Med, Inc.
Authentidate Holding Corp.
Authorize.Net Holdings, Inc.
Autobytel, Inc.
Avici Systems, Inc.
Avid Technology, Inc.
8,900
1,002
2,000
17,130
168,594
12,544
47,473
303,408
23,700
121,300
250
9,600
4,413
32,900
16,500
15,217
100,659
24,589
32,920
241,362
2,373,804
963,003
155,237
864,713
208,560
5,089,748
2,605
12,672
80,317
106,925
159,555
469,140
375
*
*
*
#
*
*
*
*#
#
*
*#
*
*#
*#
*
*
*
*
*#
*
*#
*
*
*
Aviza Technology, Inc.
Avnet, Inc.
Avocent Corp.
AVX Corp.
Aware, Inc.
Axcelis Technologies, Inc.
AXT, Inc.
BearingPoint, Inc.
Bel Fuse, Inc. Class A
Bel Fuse, Inc. Class B
Bell Industries, Inc.
Bell Microproducts, Inc.
Benchmark Electronics, Inc.
Black Box Corp.
Bookham, Inc.
Borland Software Corp.
Brooks Automation, Inc.
CACI International, Inc. Class A
CalAmp Corp.
California Micro Devices Corp.
CallWave, Inc.
Captaris, Inc.
Carrier Access Corp.
Cascade Microtech, Inc.
Catalyst Semiconductor, Inc.
Catapult Communications Corp.
7,636
113,700
17,500
240,700
19,335
103,900
20,100
29,000
870
11,564
2,700
14,400
67,436
25,500
45,000
77,200
82,600
7,500
22,300
28,394
26,944
63,000
30,000
11,500
18,745
21,123
$
26,573
4,469,547
516,600
3,783,804
92,228
489,369
92,661
170,230
30,989
364,266
5,670
98,784
1,691,295
1,044,225
117,000
352,032
1,168,790
382,650
84,294
111,588
80,832
337,680
122,400
122,015
98,411
148,072
*
*
*
*
*
*#
*
*
*#
#
*#
*
*
*
*
*#
*
*#
*
*
*
*
*
C-COR, Inc.
Centillium Communications, Inc.
CEVA, Inc.
Checkpoint Systems, Inc.
Ciber, Inc.
Ciena Corp.
Ciprico, Inc.
Clarus Corp.
Coherent, Inc.
Cohu, Inc.
Comarco, Inc.
CommScope, Inc.
Computer Horizons Corp.
Computer Sciences Corp.
Computer Task Group, Inc.
Compuware Corp.
Conexant Systems, Inc.
Credence Systems Corp.
Cree, Inc.
CTS Corp.
Cyberoptics Corp.
Dataram Corp.
Digi International, Inc.
Digimarc Corp.
Digital Angel Corp.
Ditech Networks, Inc.
15,400
6,100
29,874
25,700
31,700
316
460
2,366
33,080
32,281
8,700
15,600
17,000
166,800
2,500
231,000
5,910
133,953
2,000
34,200
11,797
8,928
16,900
16,300
5,200
48,300
177,254
9,028
260,501
715,745
251,381
11,970
3,372
16,799
995,377
638,841
50,634
882,960
11,730
9,332,460
11,350
1,873,410
6,619
393,822
53,200
444,258
153,479
33,480
239,135
146,374
7,904
247,779
376
*
*
*
*#
*
*
*
*
*#
*
*#
*#
*
*#
*
Dot Hill Systems Corp.
Dynamics Research Corp.
EarthLink, Inc.
Echelon Corp.
Edgewater Technology, Inc.
EFJ, Inc.
Electro Scientific Industries, Inc.
Electronic Data Systems Corp.
Electronics for Imaging, Inc.
EMCORE Corp.
EMS Technologies, Inc.
Endwave Corp.
Entegris, Inc.
Entertainment Distribution Co., Inc.
EPIQ Systems, Inc.
ePlus, Inc.
55,670
11,110
22,700
9,400
8,693
7,519
34,300
516,200
18,300
14,100
19,900
14,400
126,900
32,544
19,500
4,765
$
172,577
139,542
172,974
263,106
76,238
42,257
812,567
11,815,818
477,264
132,540
488,346
151,200
1,197,936
42,633
316,485
34,546
*#
*
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
#
*
#
*
*
*
#
*
*
*
*#
*
*
*
*
*#
eSpeed, Inc.
Exar Corp.
Extreme Networks, Inc.
Fairchild Semiconductor Corp. Class A
Faro Technologies, Inc.
Fidelity National Information Services, Inc.
Frequency Electronics, Inc.
FSI International, Inc.
Genesis Microchip, Inc.
Gerber Scientific, Inc.
Globecomm Systems, Inc.
Greenfield Online, Inc.
GTSI Corp.
Hewlett-Packard Co.
hi/fn, inc.
Hutchinson Technology, Inc.
Hypercom Corp.
iGATE Capital Corp.
Ikanos Communications
Imation Corp.
InFocus Corp.
InfoSpace, Inc.
Ingram Micro, Inc.
Innovex, Inc.
Insight Enterprises, Inc.
Integral Systems, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solution, Inc.
International Rectifier Corp.
Internet Capital Group, Inc.
Interphase Corp.
Intersil Corp.
Interwoven, Inc.
Intest Corp.
IntriCon Corp.
Iomega Corp.
26,680
14,580
23,332
50,966
1,300
91,521
12,100
12,400
26,330
3,700
10,200
5,800
7,118
1,795,200
14,705
28,000
57,354
6,138
2,460
49,600
31,900
38,600
166,100
9,800
40,070
32
158,830
33,750
70,500
50,872
2,500
207,865
47,100
12,966
500
7,200
224,112
194,504
80,729
956,122
52,273
4,338,095
119,427
32,240
209,587
37,851
141,372
83,752
75,024
88,593,120
119,993
644,280
279,314
50,884
14,391
1,442,864
56,144
540,786
3,262,204
12,152
950,460
774
2,484,101
209,250
2,425,905
577,906
23,675
6,926,062
613,713
42,917
5,525
38,304
377
*#
*#
*
*
*
*
iPass, Inc.
IXYS Corp.
Jaco Electronics, Inc.
JDA Software Group, Inc.
Juniper Networks, Inc.
Jupitermedia Corp.
23,300
40,394
1,300
10,300
88,746
600
$
104,850
412,019
2,626
213,725
2,921,518
3,684
*
*
*
*
*
*#
*
*
*#
*
*
*
*#
*
*
*#
*#
*
*
*
*
*
*
*#
*
*#
*
*#
*
*
*
*
*#
*
*#
*
*#
#
*
*
*
*
*#
Keithley Instruments, Inc.
Kemet Corp.
Key Tronic Corp.
Keynote Systems, Inc.
Komag, Inc.
Kopin Corp.
L-1 Identity Solutions, Inc.
Lattice Semiconductor Corp.
Lawson Software, Inc.
LeCroy Corp.
Logility, Inc.
LookSmart, Ltd.
Loral Space & Communications, Inc.
LSI Corp.
LTX Corp.
Management Network Group, Inc.
Maximus, Inc.
Mercury Computer Systems, Inc.
Merix Corp.
Methode Electronics, Inc.
Micron Technology, Inc.
Microtune, Inc.
MIVA, Inc.
MKS Instruments, Inc.
Moldflow Corp.
Motive, Inc.
MPS Group, Inc.
MRV Communications, Inc.
MSC. Software Corp.
Nanometrics, Inc.
Napco Security Systems, Inc.
Napster, Inc.
NEON Communications Group, Inc.
NetScout Systems, Inc.
Network Equipment Technologies, Inc.
Newport Corp.
Novell, Inc.
Novellus Systems, Inc.
Nu Horizons Electronics Corp.
Nuance Communications, Inc.
Openwave Systems, Inc.
Oplink Communications, Inc.
OPNET Technologies, Inc.
Optical Cable Corp.
Optical Communication Products, Inc.
OSI Systems, Inc.
13,351
18,400
13,783
10,900
4,100
53,700
77,023
133,600
61,900
13,800
443
27,080
22,254
121,700
14,651
13,800
28,300
27,500
20,900
57,888
419,800
5,400
5,400
61,990
5,100
3,700
103,700
57,400
400
2,600
180
300
8,200
25,200
14,285
56,016
150,500
54,600
17,400
24,400
62,500
4,800
23,600
900
8,300
17,900
133,510
126,960
61,610
150,420
131,774
197,079
1,267,028
666,664
607,239
103,086
4,412
70,950
891,940
838,513
59,776
32,430
1,210,674
314,600
123,101
835,903
4,806,710
32,130
24,300
1,366,260
84,252
8,880
1,426,912
144,648
5,060
19,734
1,107
909
39,360
234,360
152,278
773,581
1,119,720
1,494,402
161,472
458,720
282,500
62,544
240,956
4,212
13,363
445,889
378
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*#
*#
*
*
*
*#
*
*
*#
*
*
*
*
*#
*
*
*
*
*#
*
*#
*
*
*
*
*
Overland Storage, Inc.
OYO Geospace Corp.
Palm, Inc.
PAR Technology Corp.
Park Electrochemical Corp.
PC Connection, Inc.
PC-Tel, Inc.
Pegasystems, Inc.
Perceptron, Inc.
Performance Technologies, Inc.
Pericom Semiconductor Corp.
Perot Systems Corp.
Pervasive Software, Inc.
Phoenix Technologies, Ltd.
Photon Dynamics, Inc.
Photronics, Inc.
Planar Systems, Inc.
PlanetOut, Inc.
PLATO Learning, Inc.
Plexus Corp.
PLX Technology, Inc.
Powerwave Technologies, Inc.
Presstek, Inc.
Printronix, Inc.
Quantum Corp.
QuickLogic Corp.
RadiSys Corp.
RealNetworks, Inc.
RF Monolithics, Inc.
Richardson Electronics, Ltd.
Rudolph Technologies, Inc.
S1 Corp.
Safeguard Scientifics, Inc.
Sandisk Corp.
Sanmina-SCI Corp.
SCM Microsystems, Inc.
Seachange International, Inc.
Secure Computing Corp.
Selectica, Inc.
Semitool, Inc.
SI International, Inc.
Sigmatel, Inc.
Silicon Storage Technology, Inc.
Sirenza Microdevices, Inc.
Skyworks Solutions, Inc.
5,500
200
87,430
17,250
8,700
23,361
28,078
14,790
1,800
3,500
22,633
12,640
33,568
7,700
21,460
43,100
7,900
5,400
14,200
10,100
2,800
81,910
3,498
10,046
80,800
95
5,500
37,800
11,003
11,478
30,643
84,600
101,600
936
525,500
18,612
28,300
57,200
25,139
27,700
11,229
11,550
136,526
1,460
169,480
$
11,330
15,116
1,312,324
141,968
257,172
300,422
217,605
175,705
22,230
16,800
260,732
197,563
156,091
84,161
178,547
499,098
49,849
7,182
45,724
240,077
30,296
561,084
22,107
138,434
259,368
328
60,115
235,494
53,585
82,986
393,150
659,880
218,440
52,472
1,203,395
53,416
206,024
513,656
44,496
267,859
346,078
31,185
425,961
22,834
1,337,197
*
*
*
*#
*#
*
Solectron Corp.
SonicWALL, Inc.
Spectrum Control, Inc.
Standard Microsystems Corp.
StarTek, Inc.
STEC, Inc.
SumTotal Systems, Inc.
654,599
35,915
9,829
18,100
8,560
20,196
400
2,539,844
308,151
142,815
651,238
88,425
152,076
2,456
379
*
*
*
*
*
*#
*
*
*
*
*#
*#
*
*
*
*
*
*#
*
*
*
*
*#
*
*#
*#
*#
*
*
*
*
*
*
Sun Microsystems, Inc.
SupportSoft, Inc.
Sycamore Networks, Inc.
Sykes Enterprises, Inc.
Symantec Corp.
Symmetricom, Inc.
SYNNEX Corp.
Tech Data Corp.
Technitrol, Inc.
Technology Solutions Co.
TechTeam Global, Inc.
Tektronix, Inc.
TeleCommunication Systems, Inc.
Tellabs, Inc.
Telular Corp.
Tessco Technologies, Inc.
ThinkEngine Networks, Inc.
Tier Technologies, Inc. Class B
Tollgrade Communications, Inc.
Track Data Corp.
Trimble Navigation, Ltd.
Triquint Semiconductor, Inc.
TTM Technologies, Inc.
Ulticom, Inc.
Ultratech, Inc.
Unisys Corp.
UTStarcom, Inc.
ValueClick, Inc.
Veeco Instruments, Inc.
Vicon Industries, Inc.
Vignette Corp.
Virage Logic Corp.
Vishay Intertechnology, Inc.
Web.com, Inc.
Westell Technologies, Inc.
758,400
27,340
261,854
16,000
610,928
65,341
29,200
46,800
14,000
3,555
13,534
1,172
8,900
323,672
19,155
1,400
100
8,900
17,487
8,032
2,135
169,600
22,288
30,649
28,475
7,244
65,200
16,700
11,300
4,810
35,100
5,223
150,200
3,692
60,903
$
4,065,024
147,363
1,034,323
263,840
11,491,556
326,052
581,664
1,824,732
385,000
16,353
160,919
37,680
36,401
3,414,740
107,268
21,364
205
89,000
178,018
22,490
75,387
747,936
260,324
248,104
408,047
53,388
198,208
334,668
198,880
65,897
684,801
35,464
1,987,146
21,857
124,851
*
*
*
*
White Electronics Designs Corp.
Winland Electronics, Inc.
Wireless Telecom Group, Inc.
Xerox Corp.
X-Rite, Inc.
* ZILOG, Inc.
* Zoran Corp.
* Zygo Corp.
Total Information Technology
23,400
300
29,295
69,200
3,200
1,300
32,652
15,000
125,658
729
72,652
1,185,396
45,760
4,888
563,900
192,750
251,688,147
Materials — (4.5%)
A. Schulman, Inc.
A.M. Castle & Co.
Airgas, Inc.
Albemarle Corp.
# Alcoa, Inc.
* American Pacific Corp.
26,800
6,600
77,640
99,800
711,352
400
577,272
192,258
3,588,521
4,038,906
25,985,689
6,220
380
#
*
#
#
*
#
#
*#
*
*
#
*#
#
Aptargroup, Inc.
Arch Chemicals, Inc.
Ashland, Inc.
Bowater, Inc.
Buckeye Technologies, Inc.
Cabot Corp.
Calgon Carbon Corp.
Caraustar Industries, Inc.
Carpenter Technology Corp.
Chemtura Corp.
Chesapeake Corp.
Cleveland-Cliffs, Inc.
Commercial Metals Co.
Continental Materials Corp.
Core Molding Technologies, Inc.
Cytec Industries, Inc.
Domtar Corp.
Eastman Chemical Co.
Ferro Corp.
Freeport-McMoRan Copper & Gold, Inc. Class B
Friedman Industries, Inc.
Gibraltar Industries, Inc.
Glatfelter Co.
Graphic Packaging Corp.
Greif, Inc. Class A
12,600
30,600
107,200
63,400
22,600
40,100
37,400
27,638
14,100
370,379
18,600
1,000
82,800
100
3,230
57,100
506,201
18,600
49,700
94,872
10,535
42,000
36,600
163,500
27,200
$
457,758
1,325,592
6,409,488
1,067,656
351,882
1,617,634
499,290
102,537
1,647,444
3,411,191
182,280
76,270
2,392,092
2,770
22,255
3,791,440
4,049,608
1,241,736
972,629
8,293,710
87,124
839,160
540,216
778,260
1,583,584
*#
#
#
#
*
#
*
#
*
*#
#
*
*
*
#
H.B. Fuller Co.
Hawkins, Inc.
Headwaters, Inc.
International Paper Co.
Kronos Worldwide, Inc.
Louisiana-Pacific Corp.
Lubrizol Corp.
Lyondell Chemical Co.
Material Sciences Corp.
MeadWestavco Corp.
Metal Management, Inc.
Minerals Technologies, Inc.
Mod-Pac Corp.
Monsanto Co.
Myers Industries, Inc.
NL Industries, Inc.
NN, Inc.
Northern Technologies International Corp.
Northwest Pipe Co.
Olympic Steel, Inc.
OM Group, Inc.
Owens-Illinois, Inc.
Penford Corp.
PolyOne Corp.
Pope & Talbot, Inc.
Quaker Chemical Corp.
Quanex Corp.
25,400
600
24,000
469,912
3
160,600
61,000
385,355
17,700
268,498
15,100
27,400
3,773
111,000
45,050
57,100
22,500
400
11,300
2,500
23,000
27,100
16,638
79,000
7,180
2,700
27,225
683,514
8,652
396,480
16,498,610
61
3,008,038
3,878,380
17,865,058
192,753
8,481,852
708,341
1,805,934
37,089
7,741,140
959,565
596,695
231,075
4,060
421,264
61,075
1,136,200
1,089,962
587,321
634,370
1,795
59,400
1,179,115
381
*
#
#
#
#
*
*#
Ready Mix, Inc.
Reliance Steel & Aluminum Co.
Rock-Tenn Co. Class A
Rohm & Haas Co.
RPM International, Inc.
Ryerson, Inc.
Schnitzer Steel Industries, Inc. Class A
Schweitzer-Maudoit International, Inc.
Sensient Technologies Corp.
Smurfit-Stone Container Corp.
Spartech Corp.
Steel Dynamics, Inc.
Stepan Co.
Temple-Inland, Inc.
Terra Industries, Inc.
3,691
101,500
32,200
700
34,525
21,600
30,900
24,400
71,500
113,800
44,200
85,412
11,049
38,200
61,900
$
45,030
5,376,455
933,478
39,578
781,646
720,144
1,805,487
556,076
1,936,935
1,201,728
957,372
3,705,173
331,691
2,104,056
1,607,543
Texas Industries, Inc.
# Tronox, Inc. Class A
# Tronox, Inc. Class B
* # U.S. Concrete, Inc.
* # U.S. Gold Corp.
United States Steel Corp.
# Valhi, Inc.
Wausau Paper Corp.
# Wellman, Inc.
Westlake Chemical Corp.
Weyerhaeuser Co.
# Worthington Industries, Inc.
Total Materials
3,700
7,400
13,872
50,060
31,000
80,600
102,400
72,900
28,600
86,800
281,168
115,300
272,764
76,072
139,830
397,977
184,760
7,615,088
2,406,400
818,667
62,920
2,348,808
19,167,223
2,439,748
202,432,920
Other — (0.0%)
* # ePresence, Inc. Escrow Shares
* Petrocorp, Inc. Escrow Shares
Total Other
6,400
900
192
54
246
Telecommunication Services — (8.6%)
Alltel Corp.
* # Arbinet-thexchange, Inc.
AT&T, Inc.
# CenturyTel, Inc.
CT Communications, Inc.
D&E Communications, Inc.
* General Communications, Inc. Class A
IDT Corp.
# IDT Corp. Class B
* # LCC International, Inc. Class A
* # Leap Wireless International, Inc.
* # Point.360
* Premiere Global Services, Inc.
* Price Communications Liquidation Trust
Sprint Nextel Corp.
# SureWest Communications
Telephone & Data Systems, Inc.
346,700
21,744
4,334,318
122,000
30,841
19,708
15,980
6,935
54,100
16,700
34,284
700
3,900
47,738
2,686,386
22,739
80,700
23,665,742
113,286
172,809,259
5,853,560
971,492
280,445
202,147
57,352
486,900
60,621
2,485,590
1,813
51,012
6,520
50,826,423
659,658
5,225,325
382
Telephone & Data Systems, Inc. Special Shares
* United States Cellular Corp.
Verizon Communications, Inc.
* Wireless Facilities, Inc.
* Xeta Corp.
Total Telecommunication Services
49,700
20,200
2,860,119
30,800
12,537
$
3,056,550
1,964,450
119,781,784
78,232
39,742
388,677,903
Utilities — (0.2%)
Connecticut Water Services, Inc.
* Dynegy, Inc.
Middlesex Water Co.
* # NRG Energy, Inc.
# Questar Corp.
* Reliant Energy, Inc.
South Jersey Industries, Inc.
Southern Union Co.
Unitil Corp.
Total Utilities
10,288
2,287
2,500
3,400
31,000
2,84,800
14,600
1
200
241,768
18,502
46,875
129,506
1,549,070
7,265,248
495,086
—
6,310
9,752,365
TOTAL COMMON STOCKS
3,982,488,244
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares
15,100,318
15,100,318
Face
Amount
(000)
SECURITIES LENDING COLLATERAL — (11.7%)
@ Repurchase Agreement, Deutsche Bank Scurities 5.39%, 09/04/07
(Collateralized by $566,751,192 FHLB 5.250%, 08/05/09 & FNMA, rates
ranging from 4.500% to 7.000%, maturities ranging from 05/01/20 to 09/01/37,
valued at $514,695,442) to be repurchased at $499,779,184
@ Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$49,035,207 FNMA 5.000%, 09/01/35 & 5.500%, 06/01/33, valued at
$30,378,278) to be repurchased at $29,366,759
TOTAL SECURITIES LENDING COLLATERAL
$
499,704
499,704,312
29,362
29,362,395
529,066,707
TOTAL INVESTMENTS - (100.0%)
(Cost $3,568,037,348)##
$
4,526,655,269
383
THE TAX-MANAGED U.S. EQUITY SERIES
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
COMMON STOCKS — (92.1%)
Consumer Discretionary — (10.7%)
* 1-800 CONTACTS, Inc.
* 1-800-FLOWERS.COM, Inc.
* 4Kids Entertainment, Inc.
Value †
1,635
3,200
1,000
$
39,240
34,016
15,010
*#
*
*#
*
*
#
*
*#
#
*#
*
*
*
*#
*
*
*#
*#
*
*#
99 Cents Only Stores
A.C. Moore Arts & Crafts, Inc.
Aaron Rents, Inc.
Abercrombie & Fitch Co.
Acme Communications, Inc.
Acme United Corp.
Advance Auto Parts, Inc.
Aeropostale, Inc.
AFC Enterprises, Inc.
Aftermarket Technology Corp.
Aldila, Inc.
Alloy, Inc.
Amazon.com, Inc.
Ambassadors Group, Inc.
Ambassadors International, Inc.
American Axle & Manufacturing Holdings, Inc.
American Eagle Outfitters, Inc.
American Greetings Corp. Class A
America’s Car-Mart, Inc.
Ameristar Casinos, Inc.
AnnTaylor Stores Corp.
Apollo Group, Inc. Class A
Applebees International, Inc.
Arbitron, Inc.
Arctic Cat, Inc.
ArvinMeritor, Inc.
Asbury Automotive Group, Inc.
Ashworth, Inc.
Audible, Inc.
AutoNation, Inc.
Autozone, Inc.
Avatar Holdings, Inc.
Bakers Footwear Group, Inc.
Ballantyne of Omaha, Inc.
Bally Technologies, Inc.
Barnes & Noble, Inc.
8,800
2,600
5,700
9,900
1,889
500
12,300
8,850
4,000
2,700
700
1,275
45,345
2,300
1,100
7,120
24,750
5,530
1,800
6,900
7,775
19,003
8,300
3,500
1,500
8,643
4,500
600
4,200
24,500
8,000
1,000
600
2,600
6,400
7,600
108,680
48,594
145,863
779,130
7,934
7,000
437,388
183,195
59,640
80,757
11,781
10,200
3,623,519
89,171
26,532
166,038
639,292
136,812
21,780
199,479
243,668
1,114,906
205,923
174,405
25,365
150,820
97,290
4,044
44,604
465,010
970,320
60,780
2,406
15,340
212,288
274,132
384
*
*
Barry (R.G.) Corp.
Beasley Broadcast Group, Inc.
Beazer Homes USA, Inc.
Bebe Stores, Inc.
Bed Bath and Beyond, Inc.
Belo Corp. Class A
Best Buy Co., Inc.
1,300
405
3,400
10,100
31,130
10,700
52,650
$
11,895
2,989
35,938
140,895
1,078,343
184,468
2,313,967
*#
*
*#
#
*
*#
*
#
*
#
*#
*#
*#
*#
*#
*#
*#
*#
*
#
*
*
*#
*
*
*
Big 5 Sporting Goods Corp.
Big Dog Holdings, Inc.
Big Lots, Inc.
BJ’s Restaurants, Inc.
Black & Decker Corp.
Blockbuster, Inc. Class A
Blockbuster, Inc. Class B
Blue Nile, Inc.
Bluegreen Corp.
Blyth, Inc.
Bob Evans Farms, Inc.
Bon-Ton Stores, Inc.
Books-A-Million, Inc.
Borders Group, Inc.
BorgWarner, Inc.
Boyd Gaming Corp.
Brinker International, Inc.
Brown Shoe Company, Inc.
Brunswick Corp.
Buca, Inc.
Buckle, Inc.
Buffalo Wild Wings, Inc.
Build-A-Bear-Workshop, Inc.
Building Materials Holding Corp.
Cabela’s, Inc.
Cablevision Systems New York Group Class A
Cache, Inc.
California Coastal Communities, Inc.
California Pizza Kitchen, Inc.
Callaway Golf Co.
Career Education Corp.
CarMax, Inc.
Carmike Cinemas, Inc.
Carriage Services, Inc.
Carter’s, Inc.
Casual Male Retail Group, Inc.
Catalina Marketing Corp.
Cato Corp. Class A
Cavalier Homes, Inc.
Cavco Industries, Inc.
CBRL Group, Inc.
CBS Corp. Class A
CBS Corp. Class B
CEC Entertainment, Inc.
Centex Corp.
2,400
1,483
12,400
3,000
7,300
15,000
8,000
2,000
3,600
4,900
4,520
1,800
2,300
7,400
6,817
10,120
13,800
5,075
9,430
2,400
3,350
2,100
700
2,800
7,900
20,300
1,800
1,600
3,150
9,800
11,004
24,558
1,400
3,100
7,400
4,900
5,000
4,150
1,900
931
3,400
6,800
77,850
3,600
10,700
385
49,920
22,764
369,148
67,950
633,275
74,400
38,800
168,840
30,132
109,564
150,832
51,876
30,636
111,000
576,036
413,402
397,992
115,913
237,164
5,424
125,323
73,017
11,522
41,440
186,677
681,065
30,204
25,024
64,417
159,936
326,819
556,484
22,456
26,350
146,076
49,490
156,100
91,590
6,935
32,697
127,228
213,928
2,453,053
110,520
309,337
*#
*#
#
*#
*#
*#
*#
*#
*
#
*
*#
#
*
#
*
*
*
*
*#
*#
*#
*#
*
*#
*
*
*#
*
*
Champion Enterprises, Inc.
Champps Entertainment, Inc.
Charles and Colvard, Ltd.
Charlotte Russe Holding, Inc.
Charming Shoppes, Inc.
Charter Communications, Inc.
Cheesecake Factory, Inc.
Cherokee, Inc.
Chicos FAS, Inc.
Chipotle Mexican Grill, Inc. Class B
Choice Hotels International, Inc.
Christopher & Banks Corp.
Chromcraft Revington, Inc.
Churchill Downs, Inc.
Circuit City Stores, Inc.
Citadel Broadcasting Co.
Citi Trends, Inc.
CKE Restaurants, Inc.
Clear Channel Communications, Inc.
Coach, Inc.
Coinmach Service Corp. Class A
Coinstar, Inc.
Coldwater Creek, Inc.
Collectors Universe, Inc.
Columbia Sportswear Co.
Comcast Corp. Class A
Comcast Corp. Special Class A Non-Voting
Conn’s, Inc.
Cooper Tire & Rubber Co.
Corinthian Colleges, Inc.
Cosi, Inc.
Cost Plus, Inc.
Courier Corp.
Cox Radio, Inc.
CPI Corp.
Craftmade International, Inc.
Crown Media Holdings, Inc.
CSK Auto Corp.
CSS Industries, Inc.
Culp, Inc.
Cumulus Media, Inc. Class A
Cybex International, Inc.
D.R. Horton, Inc.
Darden Restaurants, Inc.
Deb Shops, Inc.
Deckers Outdoor Corp.
8,900
200
1,425
3,300
12,550
44,870
8,500
77
19,200
2,200
7,500
3,850
100
1,644
10,600
26,866
1,500
7,600
42,835
40,050
2,900
3,300
10,745
1,137
4,052
232,271
114,565
2,800
7,700
9,800
800
1,600
109
2,500
731
500
8,100
4,900
1,450
1,566
300
2,599
26,486
15,675
1,595
1,426
$
102,795
1,078
5,899
57,651
113,452
124,739
211,905
2,926
306,816
206,558
281,100
46,508
557
81,970
115,328
109,345
32,610
128,820
1,596,032
1,783,426
37,149
107,844
133,668
17,112
242,796
6,059,950
2,962,651
61,600
188,188
137,788
3,208
6,400
3,917
34,450
32,720
7,955
54,513
64,778
55,767
15,973
3,210
12,449
400,203
652,080
42,555
134,315
*
*#
*
*
Design Within Reach, Inc.
DeVry, Inc.
DG Fastchannel, Inc.
Dillards, Inc. Class A
Directed Electronics, Inc.
Discovery Holding Co. Class A
2,500
8,000
2,300
8,400
1
16,202
12,000
276,240
46,322
199,416
5
406,994
386
*
*
*
*
*#
*#
#
*#
*
#
*#
#
*
*
*
*#
*#
*#
*
*#
*
*#
*
#
Discovery Holding Co. Class B
Disney (Walt) Co.
Dixie Group, Inc.
Dollar Tree Stores, Inc.
Domino’s Pizza, Inc.
Dover Downs Gaming & Entertainment, Inc.
Dover Motorsports, Inc.
Dow Jones & Co., Inc.
Drew Industries, Inc.
drugstore.com, Inc.
DSW, Inc.
E.W. Scripps Co.
Eastman Kodak Co.
EchoStar Communications Corp. Class A
Emerson Radio Corp.
Emmis Communications Corp. Class A
Entercom Communications Corp.
Entravision Communications Corp.
Ethan Allen Interiors, Inc.
Expedia, Inc.
Family Dollar Stores, Inc.
Famous Dave’s of America, Inc.
Finish Line, Inc. Class A
Finlay Enterprises, Inc.
Fleetwood Enterprises, Inc.
Foot Locker, Inc.
Ford Motor Co.
Fortune Brands, Inc.
Fossil, Inc.
Franklin Covey Co.
Fred’s, Inc.
Fuel Systems Solutions, Inc.
Full House Resorts, Inc.
GameStop Corp. Class A
GameTech International, Inc.
Gaming Partners International Corp.
190
231,347
812
11,400
7,599
2,000
2,200
7,000
2,600
10,300
1,900
14,000
31,898
23,373
2,300
3,600
4,200
7,800
4,100
1,914
16,800
1,300
4,700
200
7,610
18,300
201,102
17,760
8,050
2,300
4,800
2,050
2,580
17,497
996
800
$
4,788
7,773,259
8,258
495,330
133,666
20,660
13,134
413,350
102,102
29,870
57,855
575,400
850,720
989,145
5,888
22,932
89,460
70,278
137,760
57,133
491,904
24,804
26,508
630
70,925
305,793
1,570,607
1,475,678
269,755
17,227
49,920
37,125
8,385
877,300
6,315
8,112
*#
*#
*
*
*#
#
*#
*
*
*
*#
Gander Mountain Co.
Gannett Co., Inc.
Gap, Inc.
Gaylord Entertainment Co.
Gemstar-TV Guide International, Inc.
General Motors Corp.
Genesco, Inc.
Gentek, Inc.
Gentex Corp.
Genuine Parts Co.
Getty Images, Inc.
G-III Apparel Group, Ltd.
Goodyear Tire & Rubber Co.
Gottschalks, Inc.
Gray Television, Inc.
Great Wolf Resorts, Inc.
3,200
26,500
88,630
4,837
48,794
62,895
2,800
1,100
16,600
19,378
6,900
1,875
23,252
1,900
1,000
2,000
26,272
1,245,500
1,662,699
248,380
297,643
1,933,392
128,492
33,825
332,664
962,699
215,211
32,156
643,150
9,500
8,950
28,600
387
*
#
*#
*#
#
*
*
*
#
*
*
*#
*
*#
*
*#
Group 1 Automotive, Inc.
GSI Commerce, Inc.
Guess?, Inc.
Guitar Center, Inc.
Gymboree Corp.
H&R Block, Inc.
Handleman Co.
Hanesbrands, Inc.
Harley-Davidson, Inc.
Harman International Industries, Inc.
Harrah’s Entertainment, Inc.
Harris Interactive, Inc.
Harte-Hanks, Inc.
Hartmarx Corp.
Hasbro, Inc.
Haverty Furniture Co., Inc.
Hawk Corp.
Hayes Lemmerz International, Inc.
Hearst-Argyle Television, Inc.
Hibbett Sporting Goods, Inc.
Hilton Hotels Corp.
Hollywood Media Corp.
Home Depot, Inc.
Home Solutions of America, Inc.
Hot Topic, Inc.
Hovnanian Enterprises, Inc. Class A
2,700
5,250
10,506
3,000
3,500
35,700
1,800
10,187
28,400
7,100
11,904
6,323
8,500
2,100
18,600
1,200
1,220
13,158
5,900
3,517
42,600
6,200
221,569
6,300
5,525
4,200
$
94,662
120,802
556,818
169,770
140,315
708,288
6,516
305,203
1,527,636
805,069
1,021,006
27,252
205,530
15,288
524,706
12,864
17,507
59,869
150,863
87,714
1,957,470
22,940
8,488,308
19,215
46,244
49,854
*
*#
#
*
*#
*#
*
*#
*#
*#
*
*#
*#
*
*#
#
IAC/InterActiveCorp
Iconix Brand Group, Inc.
Idearc, Inc.
IHOP Corp.
Image Entertainment, Inc.
Infosonics Corp.
Interactive Data Corp.
Interface, Inc. Class A
International Game Technology
International Speedway Corp. Class A
Interpublic Group of Companies, Inc.
Interstate Hotels & Resorts, Inc.
INVESTools, Inc.
iRobot Corp.
Isle of Capri Casinos, Inc.
ITT Educational Services, Inc.
J. Alexander’s Corp.
J.C. Penney Co., Inc.
Jack in the Box, Inc.
Jackson Hewitt Tax Service, Inc.
Jakks Pacific, Inc.
Jarden Corp.
Jo-Ann Stores, Inc.
Johnson Controls, Inc.
Johnson Outdoors, Inc.
Jones Apparel Group, Inc.
28,873
7,600
16,375
2,200
1,800
800
11,200
6,400
39,800
3,700
45,516
3,400
7,400
1,700
4,030
4,900
800
26,000
3,900
3,800
3,600
9,117
3,100
21,974
1,287
11,600
802,381
157,548
558,879
138,314
7,578
1,744
306,208
115,456
1,519,166
174,196
498,400
13,260
89,466
37,502
74,676
538,020
10,440
1,787,760
242,658
109,706
80,892
298,946
69,750
2,485,259
24,054
222,604
388
*#
#
*
*#
*#
*#
*
*#
*
*
*#
#
#
Jos. A. Bank Clothiers, Inc.
KB Home
Kenneth Cole Productions, Inc. Class A
Keystone Automotive Industries, Inc.
Kimball International, Inc. Class B
Kirkland’s, Inc.
Knology, Inc.
Kohl’s Corp.
Kona Grill, Inc.
Krispy Kreme Doughnuts, Inc.
KSW, Inc.
K-Swiss, Inc. Class A
Lakeland Industries, Inc.
Lakes Entertainment, Inc.
Lamar Advertising Co.
Landry’s Restaurants, Inc.
2,406
7,820
1,300
1,920
2,500
2,700
300
38,100
800
6,500
208
3,000
1,000
3,500
9,800
400
$
72,541
237,259
26,884
90,144
33,575
4,752
4,740
2,259,330
13,728
43,160
1,560
72,360
11,710
37,940
518,616
11,468
*
*
#
*
*
#
#
*#
*
*
*
*
*
*#
#
*
*
*#
*#
*#
*
#
*
#
*
#
*#
Las Vegas Sands Corp.
Lazare Kaplan International, Inc.
La-Z-Boy, Inc.
Lear Corp.
Lee Enterprises, Inc.
Leggett & Platt, Inc.
Lennar Corp. Class A
Lennar Corp. Class B
Lenox Group, Inc.
Levitt Corp. Class A
Libbey, Inc.
Liberty Global, Inc. Class A
Liberty Global, Inc. Class B
Liberty Global, Inc. Series C
Liberty Media Holding Corp. Capital Class A
Liberty Media Holding Corp. Capital Class B
Liberty Media Holding Corp. Interactive Class A
LIFE TIME FITNESS, Inc.
Lifetime Brands, Inc.
Limited Brands, Inc.
Lin TV Corp.
Lincoln Educational Services
Lithia Motors, Inc. Class A
Live Nation, Inc.
Liz Claiborne, Inc.
LKQ Corp.
Lodgenet Entertainment Corp.
Lodgian, Inc.
Lowe’s Companies, Inc.
Luby’s, Inc.
M/I Homes, Inc.
Macy’s, Inc.
Maidenform Brands, Inc.
Marine Products Corp.
MarineMax, Inc.
Marriott International, Inc. Class A
33,200
400
5,890
7,200
4,100
20,900
9,520
2,960
2,900
1,400
1,800
6,144
95
21,888
14,573
95
67,861
4,200
1,400
44,910
3,400
3,100
1,800
8,491
11,200
6,500
2,500
3,193
165,700
2,800
800
55,924
2,400
5,076
1,800
44,400
3,310,040
3,116
56,780
210,456
71,217
426,360
269,130
79,476
14,645
3,276
32,580
251,781
3,890
863,482
1,588,311
10,332
1,287,323
233,394
28,546
1,040,116
45,322
43,307
32,238
175,764
382,704
201,370
65,500
39,050
5,146,642
32,088
14,584
1,773,909
40,896
44,973
33,012
1,972,248
389
*#
*#
*
Martha Stewart Living Omnimedia, Inc.
Marvel Entertainment, Inc.
Mattel, Inc.
Matthews International Corp. Class A
McCormick & Schmick’s Seafood Restaurants, Inc.
McDonald’s Corp.
2,500
9,400
44,927
3,800
2,000
136,469
$
31,700
212,440
971,771
163,932
53,000
6,721,098
*
*#
*
*
*#
*
*
*
*#
#
*#
*#
*
*
#
*#
*
*#
*#
*
#
*#
*#
*#
*#
McGraw-Hill Companies, Inc.
MDC Holdings, Inc.
Media General, Inc. Class A
Mediacom Communications Corp.
Meredith Corp.
Meritage Homes Corp.
MGM Mirage
Midas, Inc.
Modine Manufacturing Co.
Mohawk Industries, Inc.
Monaco Coach Corp.
Monarch Casino & Resort, Inc.
Monro Muffler Brake, Inc.
Morgans Hotel Group
Morningstar, Inc.
Mothers Work, Inc.
Movado Group, Inc.
Movie Gallery, Inc.
MTR Gaming Group, Inc.
Multimedia Games, Inc.
Nathan’s Famous, Inc.
National RV Holdings, Inc.
Nautilus Group, Inc.
Netflix, Inc.
New Frontier Media, Inc.
New York & Co., Inc.
Newell Rubbermaid, Inc.
News Corp. Class A
News Corp. Class B
NIKE, Inc. Class B
Nobility Homes, Inc.
Noble International, Ltd.
Nordstrom, Inc.
Nutri/System, Inc.
NVR, Inc.
Oakley, Inc.
Office Depot, Inc.
OfficeMax, Inc.
Omnicom Group, Inc.
Orleans Homebuilders, Inc.
O’Charleys, Inc.
O’Reilly Automotive, Inc.
Outdoor Channel Holdings, Inc.
Overstock.com, Inc.
Oxford Industries, Inc.
P.F. Chang’s China Bistro, Inc.
39,500
4,703
3,100
9,700
4,600
1,400
31,179
1,600
3,100
8,026
3,300
2,100
1,900
4,000
5,000
500
2,400
2,600
3,100
3,800
1,109
300
4,100
6,700
2,900
2,200
30,980
242,015
110,977
42,151
35
2,000
28,200
4,100
800
7,700
30,850
8,700
37,200
1,500
2,600
13,276
2,500
2,830
2,100
2,800
1,993,170
209,236
86,552
82,935
257,140
25,368
2,618,101
32,448
86,955
700,750
44,187
59,577
71,497
77,120
322,600
10,225
70,800
939
31,031
36,860
19,407
240
39,032
117,384
19,778
14,520
798,974
4,895,963
2,412,640
2,374,787
614
39,820
1,356,420
222,343
447,600
221,529
754,282
309,024
1,894,596
10,890
42,328
471,829
22,500
62,854
76,062
94,444
390
*
*
*#
*
*#
*
*
*#
#
*
*#
*#
*
#
*#
#
*#
#
*
*#
*
*
*
*
#
*
*
#
*
*#
*
*
*
*#
*#
*
*
Pacific Sunwear of California, Inc.
Palm Harbor Homes, Inc.
Panera Bread Co.
Papa John’s International, Inc.
PC Mall, Inc.
Penn National Gaming, Inc.
Penske Automotive Group, Inc.
Perry Ellis International, Inc.
PetMed Express, Inc.
PETsMART, Inc.
Phillips-Van Heusen Corp.
Pier 1 Imports, Inc.
Pinnacle Entertainment, Inc.
Playboy Enterprises, Inc. Class B
PokerTek, Inc.
Polaris Industries, Inc.
Polo Ralph Lauren Corp.
Pomeroy IT Solutions, Inc.
Pool Corp.
Premier Exhibitions, Inc.
Pre-Paid Legal Services, Inc.
Priceline.com, Inc.
PRIMEDIA, Inc.
Princeton Review, Inc.
Progressive Gaming International Corp.
Proliance International, Inc.
Pulte Homes, Inc.
Quiksilver, Inc.
R.H. Donnelley Corp.
Radio One, Inc. Class D
RadioShack Corp.
Rare Hospitality International, Inc.
RC2 Corp.
RCN Corp.
Red Lion Hotels Corp.
Red Robin Gourmet Burgers, Inc.
RedEnvelope, Inc.
Regis Corp.
Rent-A-Center, Inc.
Rentrak Corp.
Restoration Hardware, Inc.
Retail Ventures, Inc.
Rocky Brands, Inc.
Ross Stores, Inc.
Rubio’s Restaurants, Inc.
7,850
3,300
2,500
3,700
1,600
9,320
10,400
2,100
3,200
15,600
6,900
10,500
6,500
3,600
1,189
4,220
7,000
300
5,750
3,000
1,600
4,400
4,933
2,959
4,700
100
16,200
16,190
8,231
10,200
15,840
3,400
2,800
3,100
2,834
1,900
600
5,200
8,650
1,500
4,000
5,000
300
15,500
1,297
$
109,978
46,695
109,350
93,832
19,632
548,016
204,984
57,309
47,968
541,320
401,787
64,890
180,830
39,780
12,033
201,505
528,780
2,517
187,737
47,460
88,304
365,112
71,775
19,766
24,064
205
269,568
216,784
484,230
39,882
376,517
128,418
85,512
44,609
26,725
73,093
3,192
171,652
166,253
18,540
14,080
57,850
2,613
431,365
14,008
#
*#
#
*
#
Ruby Tuesday, Inc.
Russ Berrie & Co., Inc.
Ruth’s Chris Steak House, Inc.
Ryland Group, Inc.
Saga Communications, Inc. Class A
Saks, Inc.
Salem Communications Corp.
6,500
500
2,500
4,300
2,025
16,800
1,848
143,975
7,480
41,550
123,152
14,580
271,656
18,979
391
*
*#
*#
*
*
*#
*#
*
*#
*
#
*#
*
*#
*
*#
*#
#
*
#
*
#
#
Sally Beauty Holdings, Inc.
Salton, Inc.
Sauer-Danfoss, Inc.
Scholastic Corp.
Scientific Games Corp.
Sears Holdings Corp.
Select Comfort Corp.
Service Corp. International
Sharper Image Corp.
Sherwin-Williams Co.
Shiloh Industries, Inc.
Shoe Carnival, Inc.
Shuffle Master, Inc.
Silverleaf Resorts, Inc.
Sinclair Broadcast Group, Inc. Class A
Six Flags, Inc.
Skechers U.S.A., Inc. Class A
Skyline Corp.
Smith & Wesson Holding Corp.
Snap-On, Inc.
Sonic Automotive, Inc.
Sonic Corp.
Sotheby’s Class A
Source Interlink Companies, Inc.
Spanish Broadcasting System, Inc.
Spartan Motors, Inc.
Speedway Motorsports, Inc.
Sport Chalet, Inc. Class A
Sport Supply Group, Inc.
Stage Stores, Inc.
Stamps.com, Inc.
Standard Motor Products, Inc.
Standard Pacific Corp.
Stanley Furniture, Inc.
Staples, Inc.
4,350
100
5,400
5,200
10,500
16,838
5,400
34,947
1,600
14,600
2,092
2,000
3,725
200
6,900
5,200
3,400
900
4,800
6,900
4,105
8,388
7,652
3,900
4,200
3,375
5,500
1,591
1,597
5,300
2,750
1,900
5,800
200
80,250
$
37,062
24
144,828
177,216
366,345
2,417,263
92,610
427,052
8,240
1,007,546
22,029
34,500
55,242
1,140
85,974
20,904
67,422
26,937
100,800
337,962
109,193
183,026
331,179
16,224
11,928
49,950
211,695
14,908
15,491
91,849
33,385
18,601
58,174
3,448
1,905,937
*
*
#
#
#
*#
#
Starbucks Corp.
Starwood Hotels & Resorts Worldwide, Inc.
Station Casinos, Inc.
Stein Mart, Inc.
Steinway Musical Instruments, Inc.
Steven Madden, Ltd.
Stoneridge, Inc.
Strayer Education, Inc.
Sturm Ruger & Co., Inc.
Sun-Times Media Group, Inc. Class A
Superior Industries International, Inc.
Superior Uniform Group, Inc.
Syms Corp.
Syntax-Brillian Corp.
Systemax, Inc.
Talbots, Inc.
Tandy Brand Accessories, Inc.
74,400
23,448
3,700
3,800
1,097
2,250
2,900
1,600
3,700
5,900
3,494
162
400
6,200
4,200
6,795
800
2,049,720
1,433,142
324,934
33,364
35,071
55,395
30,276
255,328
67,488
16,638
69,461
1,887
6,556
40,300
78,120
144,598
8,680
392
*
*#
*
*
*
*
*#
#
*#
#
*
*#
*#
#
*
Tandy Leather Factory, Inc.
Target Corp.
Tarragon Corp.
Tempur-Pedic International, Inc.
Tenneco Automotive, Inc.
Texas Roadhouse, Inc.
The Children’s Place Retail Stores, Inc.
The DIRECTV Group, Inc.
The Dress Barn, Inc.
The Marcus Corp.
The McClatchey Co.
The Men’s Wearhouse, Inc.
The New York Times Co. Class A
The Pep Boys - Manny, Moe & Jack
The Stanley Works
The Steak n Shake Co.
The TJX Companies, Inc.
Thor Industries, Inc.
Tiffany & Co.
Timberland Co. Class A
Time Warner, Inc.
TiVo, Inc.
Toll Brothers, Inc.
TOUSA, Inc.
Tractor Supply Co.
663
95,494
700
9,400
5,500
100
3,100
133,100
6,300
2,400
5,198
5,935
16,200
5,900
9,580
2,000
52,850
6,500
15,665
5,200
435,000
11,500
15,800
8
4,482
$
4,674
6,295,919
658
271,660
174,625
1,281
89,156
3,105,223
110,250
50,688
117,371
300,786
356,076
96,701
543,569
31,520
1,611,396
285,935
804,084
104,468
8,256,300
64,745
337,488
22
215,853
*#
*#
*
#
*#
*
*
*
*
*
*
*#
*
*#
*#
*
*
#
*#
*
Traffix, Inc.
Triarc Companies, Inc. Class A
Triarc Companies, Inc. Class B
Tribune Co.
True Religion Apparel, Inc.
Trump Entertainment Resorts, Inc.
TRW Automotive Holdings Corp.
Tuesday Morning Corp.
Tupperware Corp.
Tween Brands, Inc.
Under Armour, Inc. Class A
Unifi, Inc.
Unifirst Corp.
United Retail Group, Inc.
Universal Electronics, Inc.
Universal Technical Institute, Inc.
Urban Outfitters, Inc.
V.F. Corp.
Vail Resorts, Inc.
Valassis Communications, Inc.
ValueVision Media, Inc. Class A
VCG Holding Corp.
Viacom, Inc. Class A
Viacom, Inc. Class B
Visteon Corp.
Volcom, Inc.
Voyager Learning Co.
1,269
3,400
7,000
9,473
3,100
500
12,100
4,800
7,340
3,500
4,000
7,900
1,800
900
1,700
3,200
18,233
12,785
4,578
6,000
4,267
2,400
6,750
70,466
13,600
2,760
50
6,688
50,286
107,520
260,981
52,018
3,340
369,776
50,640
225,999
103,250
260,040
19,118
74,484
7,749
49,300
57,664
417,536
1,020,882
261,770
54,720
35,971
17,880
266,287
2,780,588
73,168
107,723
390
393
*
*#
*#
#
*
*#
#
*#
*
WABCO Holdings, Inc.
Warnaco Group, Inc.
Warner Music Group Corp.
WCI Communities, Inc.
Weight Watchers International, Inc.
Wendy’s International, Inc.
West Marine, Inc.
Westwood One, Inc.
Wet Seal, Inc. Class A
Whirlpool Corp.
Wiley (John) & Sons, Inc. Class A
Williams Controls, Inc.
Williams-Sonoma, Inc.
Wilsons The Leather Experts, Inc.
Winnebago Industries, Inc.
WMS Industries, Inc.
7,733
6,102
16,100
3,200
8,800
12,300
2,092
9,600
9,500
9,375
5,600
800
11,600
400
3,700
6,050
$
349,996
212,960
185,150
29,824
457,072
404,547
28,493
27,744
43,035
903,844
232,232
13,432
386,628
728
98,679
178,112
Wolverine World Wide, Inc.
World Wrestling Entertainment, Inc.
Wyndham Worldwide Corp.
# Wynn Resorts, Ltd.
Xerium Technologies, Inc.
* XM Satellite Radio Holdings, Inc.
* Young Broadcasting, Inc. Class A
Yum! Brands, Inc.
* Zale Corp.
* # Zumiez, Inc.
Total Consumer Discretionary
6,450
3,100
21,825
11,110
100
17,900
2,900
58,143
5,500
3,500
169,570
46,965
696,217
1,374,640
541
223,213
5,655
1,902,439
123,585
169,855
208,104,238
Consumer Staples — (8.4%)
Alberto-Culver Co.
Alico, Inc.
* Alliance One International, Inc.
Altria Group, Inc.
# American Italian Pasta Co.
# Andersons, Inc.
Anheuser-Busch Companies, Inc.
Archer-Daniels-Midland Co.
Avon Products, Inc.
* # BJ’s Wholesale Club, Inc.
* Boston Beer Co., Inc. Class A
Brown-Forman Corp. Class A
Brown-Forman Corp. Class B
# Cal-Maine Foods, Inc.
Campbell Soup Co.
Casey’s General Stores, Inc.
CCA Industries, Inc.
* Central European Distribution Corp.
* # Central Garden & Pet Co.
* # Central Garden & Pet Co. Class A
* # Chattem, Inc.
# Chiquita Brands International, Inc.
Church & Dwight Co., Inc.
10,850
900
11,000
235,095
250
2,200
84,417
72,220
49,240
7,800
1,100
110
7,275
3,200
44,500
6,400
100
5,375
2,100
3,600
2,300
5,100
7,550
251,394
46,035
84,700
16,317,944
2,192
103,972
4,170,200
2,433,814
1,691,394
273,000
53,636
8,298
520,599
63,328
1,679,875
181,504
990
235,747
26,880
45,360
141,933
79,560
339,221
394
#
*#
Clorox Co.
Coca-Cola Co.
Coca-Cola Enterprises, Inc.
Colgate-Palmolive Co.
Collective Brands, Inc.
ConAgra, Inc.
16,852
259,058
55,643
57,400
7,500
56,417
$
1,007,750
13,932,139
1,325,416
3,806,768
177,225
1,450,481
*#
*
*
*
*
#
#
*
*#
#
*#
*#
#
*#
*#
#
#
#
*
*
*
Constellation Brands, Inc. Class A
Corn Products International, Inc.
Costco Wholesale Corp.
Cuisine Solutions, Inc.
CVS Caremark Corp.
Darling International, Inc.
Dean Foods Co.
Del Monte Foods Co.
Diamond Foods, Inc.
Elizabeth Arden, Inc.
Energizer Holdings, Inc.
Estee Lauder Companies, Inc.
Farmer Brothers Co.
Flowers Foods, Inc.
General Mills, Inc.
Great Atlantic & Pacific Tea, Inc.
Green Mountain Coffee, Inc.
Hain Celestial Group, Inc.
Heinz (H.J.) Co.
Hormel Foods Corp.
Imperial Sugar Co.
Ingles Market, Inc. Class A
Integrated Biopharma, Inc.
Inter Parfums, Inc.
J & J Snack Foods Corp.
J.M. Smucker Co.
Kellogg Co.
Kimberly-Clark Corp.
Kraft Foods, Inc.
Lancaster Colony Corp.
Lance, Inc.
Lifeway Foods, Inc.
Loews Corp. - Carolina Group
Longs Drug Stores Corp.
Mannatech, Inc.
Maui Land & Pineapple Co., Inc.
McCormick & Co., Inc.
Medifast, Inc.
MGP Ingredients, Inc.
Molson Coors Brewing Co.
Nash Finch Co.
National Beverage Corp.
Natrol, Inc.
Natural Alternatives International, Inc.
NBTY, Inc.
Nu Skin Enterprises, Inc. Class A
22,100
9,100
49,900
1,464
172,702
8,700
14,690
24,730
1,735
3,500
7,400
13,900
2,000
10,518
38,575
4,800
2,791
4,600
36,600
16,100
100
1,500
800
2,501
2,400
7,006
43,370
50,400
195,803
3,600
3,600
2,400
12,452
5,100
2,600
1,000
13,200
900
1,600
8,319
1,300
5,040
1,100
300
7,600
7,694
395
534,378
411,320
3,081,325
9,443
6,531,590
73,515
394,573
260,654
28,974
86,100
783,882
578,101
46,000
217,092
2,155,571
150,528
95,089
134,596
1,650,294
573,643
2,875
45,165
3,464
51,921
90,120
385,400
2,382,314
3,461,976
6,277,444
146,412
89,676
33,984
947,846
268,923
21,424
29,050
473,088
5,805
23,136
744,218
48,763
53,021
3,861
2,148
278,920
119,719
*
*
*#
*
*#
*
*
*
#
#
#
*#
*#
#
*
*#
*#
#
#
#
*
*#
*#
#
#
Omega Protein Corp.
Pantry, Inc.
Parlux Fragrances, Inc.
Pathmark Stores, Inc.
Peet’s Coffee & Tea, Inc.
PepsiAmericas, Inc.
PepsiCo, Inc.
Performance Food Group Co.
Pilgrim’s Pride Corp.
Playtex Products, Inc.
Prestige Brands Holdings, Inc.
PriceSmart, Inc.
Procter & Gamble Co.
Ralcorp Holdings, Inc.
Reddy Ice Holdings, Inc.
Reliv International, Inc.
Reynolds American, Inc.
Rite Aid Corp.
Rocky Mountain Chocolate Factory, Inc.
Ruddick Corp.
Safeway, Inc.
San Filippo (John B.) & Son, Inc.
Sanderson Farms, Inc.
Sara Lee Corp.
Smithfield Foods, Inc.
Spartan Stores, Inc.
Spectrum Brands, Inc.
Star Scientific, Inc.
SUPERVALU, Inc.
Sysco Corp.
Tasty Baking Co.
The Hershey Co.
The Kroger Co.
The Topps Co., Inc.
Tootsie Roll Industries, Inc.
TreeHouse Foods, Inc.
Tyson Foods, Inc. Class A
United Natural Foods, Inc.
Universal Corp.
USANA Health Services, Inc.
UST, Inc.
Vector Group, Ltd.
Walgreen Co.
Wal-Mart Stores, Inc.
WD-40 Co.
Weis Markets, Inc.
700
2,800
1,200
5,800
1,600
15,700
177,790
4,640
8,200
7,300
4,890
3,800
349,760
3,100
2,100
2,000
32,310
86,160
1,050
6,500
49,630
600
2,550
83,012
15,548
2,559
1,800
6,300
24,875
66,300
100
18,200
79,148
3,800
4,308
780
33,350
5,000
3,700
1,900
17,800
7,007
106,620
463,646
2,100
3,520
$
6,370
93,324
4,512
74,414
40,416
464,720
12,095,054
131,962
332,838
132,860
53,643
91,048
22,842,826
191,549
60,753
20,080
2,136,337
436,831
16,810
211,770
1,574,760
5,856
106,947
1,379,659
508,886
65,101
10,152
6,300
1,048,481
2,213,094
1,019
846,300
2,103,754
35,302
116,747
20,998
718,692
134,200
181,781
72,352
877,184
161,021
4,805,363
20,228,875
73,017
151,290
# Whole Foods Market, Inc.
# Wrigley (Wm.) Jr. Co.
Total Consumer Staples
9,600
23,862
424,896
1,389,961
162,938,801
Energy — (8.9%)
* # Abraxas Petroleum Corp.
6,900
24,702
396
*
*
*#
*
*#
*
*#
*#
*
*#
*
*
*
*#
*
*
#
*
*#
*
*#
*
*
Adams Resources & Energy, Inc.
Allis-Chalmers Energy, Inc.
Alon USA Energy, Inc.
Alpha Natural Resources, Inc.
American Oil & Gas, Inc.
Anadarko Petroleum Corp.
Apache Corp.
Arch Coal, Inc.
Arena Resources, Inc.
Atlas America, Inc.
ATP Oil & Gas Corp.
Atwood Oceanics, Inc.
Baker Hughes, Inc.
Basic Energy Services, Inc.
Berry Petroleum Corp. Class A
Bill Barret Corp.
BJ Services Co.
Bois d’Arc Energy, Inc.
Bolt Technology Corp.
Boots & Coots International Well Control, Inc.
Brigham Exploration Co.
Bristow Group, Inc.
Bronco Drilling Co., Inc.
Cabot Oil & Gas Corp.
Callon Petroleum Co.
Cameron International Corp.
CARBO Ceramics, Inc.
Carrizo Oil & Gas, Inc.
Cheniere Energy, Inc.
Chesapeake Energy Corp.
Chevron Corp.
Cimarex Energy Co.
Clayton Williams Energy, Inc.
CNX Gas Corp.
Complete Production Services, Inc.
Comstock Resources, Inc.
600
4,400
5,800
8,070
5,400
52,419
37,124
15,500
2,000
3,141
3,400
3,500
35,440
5,200
5,140
5,620
33,330
7,771
700
5,300
1,800
2,856
1,200
11,500
1,600
12,439
2,950
2,900
6,500
51,838
243,564
9,233
1,300
16,998
9,699
5,400
$
13,200
87,648
222,140
155,832
31,320
2,567,483
2,872,655
457,095
122,720
159,783
146,370
265,965
2,971,998
107,484
175,171
198,049
826,917
139,567
26,677
6,784
9,090
123,808
17,700
383,410
19,408
1,017,137
138,060
113,883
234,520
1,672,294
21,375,177
330,634
36,465
452,997
215,318
148,662
*#
*
*#
*
*
*#
*#
*#
*#
*
ConocoPhillips
CONSOL Energy, Inc.
Contango Oil & Gas Co.
Dawson Geophysical Co.
Delta Petroleum Corp.
Denbury Resources, Inc.
Devon Energy Corp.
Diamond Offshore Drilling, Inc.
Dresser-Rand Group, Inc.
Dril-Quip, Inc.
Dune Energy, Inc.
Edge Petroleum Corp.
El Paso Corp.
Encore Acquisition Co.
Energy Partners, Ltd.
ENSCO International, Inc.
183,838
20,180
2,100
900
5,533
13,500
49,777
15,385
10,030
4,800
300
1,800
77,684
6,725
2,400
17,522
15,054,494
804,778
76,860
61,074
81,944
537,030
3,748,706
1,617,887
369,806
225,888
651
23,508
1,232,845
186,888
32,808
950,043
397
*#
*
*#
*
*#
*#
*#
*#
*
*#
*
*
*#
*
*
*
*#
EOG Resources, Inc.
Evergreen Energy, Inc.
Evolution Petroleum Corp.
Exterran Holdings, Inc.
Exxon Mobil Corp.
FMC Technologies, Inc.
Forest Oil Corp.
Foundation Coal Holdings, Inc.
Frontier Oil Corp.
FX Energy, Inc.
Gasco Energy, Inc.
Goodrich Petroleum Corp.
Grant Prideco, Inc.
Grey Wolf, Inc.
Gulf Island Fabrication, Inc.
Gulfmark Offshore, Inc.
Gulfport Energy Corp.
Halliburton Co.
Harvest Natural Resources, Inc.
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Hess Corp.
Holly Corp.
Horizon Offshore, Inc.
Hornbeck Offshore Services, Inc.
Infinity, Inc.
27,066
8,900
4,053
7,076
661,100
7,591
9,567
5,500
11,917
5,000
9,800
3,800
14,441
23,300
1,700
2,900
4,300
101,238
4,500
10,546
11,991
34,590
6,600
1,500
3,500
900
$
1,823,166
36,668
8,714
548,396
56,676,103
718,868
369,765
186,560
488,955
31,400
19,502
112,518
798,587
154,712
60,486
132,965
77,443
3,501,822
51,570
405,283
377,597
2,122,788
439,890
24,825
133,525
1,602
*#
*
*
*#
*
*
*
*#
*#
*
*
*
*#
*
*#
*#
*#
*
Input/Output, Inc.
Lufkin Industries, Inc.
Marathon Oil Corp.
Mariner Energy, Inc.
MarkWest Hydrocarbon, Inc.
Massey Energy Co.
Matrix Service Co.
McMoran Exploration Co.
Meridian Resource Corp.
Mitcham Industries, Inc.
Murphy Oil Corp.
NATCO Group, Inc. Class A
National Coal Corp.
National-Oilwell, Inc.
Natural Gas Services Group
Newfield Exploration Co.
Newpark Resources, Inc.
Ngas Resources, Inc.
Noble Energy, Inc.
Occidental Petroleum Corp.
Oceaneering International, Inc.
Oil States International, Inc.
OMNI Energy Services Corp.
Overseas Shipholding Group, Inc.
Pacific Ethanol, Inc.
Parallel Petroleum Corp.
10,100
2,010
77,570
9,941
1,363
10,100
3,000
4,100
11,536
1,600
22,084
2,000
900
19,798
1,600
15,660
11,300
2,900
19,915
92,165
6,139
6,100
2,000
4,400
3,100
4,700
143,319
114,309
4,180,247
208,463
68,545
209,575
56,760
55,719
26,764
30,896
1,345,799
99,880
2,700
2,534,144
27,056
681,053
63,280
20,677
1,196,294
5,224,834
412,295
257,420
15,820
314,160
35,836
83,143
398
*#
*
*
*
*
*
*
*#
*
*
*#
Parker Drilling Co.
Patterson-UTI Energy, Inc.
Peabody Energy Corp.
Penn Virginia Corp.
Petrohawk Energy Corp.
Petroleum Development Corp.
PetroQuest Energy, Inc.
PHI, Inc.
Pioneer Drilling Co.
Pioneer Natural Resources Co.
Plains Exploration & Production Co.
Pogo Producing Co.
PowerSecure International, Inc.
Pride International, Inc.
Quest Resource Corp.
Quicksilver Resources, Inc.
Range Resources Corp.
14,900
18,335
29,560
4,500
14,764
1,800
5,600
800
6,075
14,731
8,774
6,370
1,600
19,447
3,600
9,170
17,300
$
116,071
393,652
1,256,596
179,595
223,527
72,054
62,496
24,288
73,872
604,708
329,288
317,290
21,632
683,951
32,616
366,341
628,163
*#
#
*#
*
*
*#
*
*
*
*#
*#
*
*
*#
*#
*#
*#
*#
*
*
#
*#
*#
*#
*
Rentech, Inc.
Rowan Companies, Inc.
RPC, Inc.
SEACOR Holdings, Inc.
Smith International, Inc.
Southwestern Energy Co.
Spectra Energy Corp.
St. Mary Land & Exploration Co.
Stone Energy Corp.
SulphCo, Inc.
Sunoco, Inc.
Superior Energy Services, Inc.
Superior Well Services, Inc.
Swift Energy Corp.
Syntroleum Corp.
Tesoro Petroleum Corp.
Teton Energy Corp.
TETRA Technologies, Inc.
TGC Industries, Inc.
The Williams Companies, Inc.
Tidewater, Inc.
Toreador Resources Corp.
Transmeridian Exploration, Inc.
Trico Marine Services, Inc.
Tri-Valley Corp.
TXCO Resources, Inc.
Union Drilling, Inc.
Unit Corp.
USEC, Inc.
Valero Energy Corp.
Verenium Corp.
W&T Offshore, Inc.
Warren Resources, Inc.
Westmoreland Coal Co.
Westside Energy Corp.
17,900
12,978
11,000
2,900
23,200
18,640
61,282
7,700
3,030
7,400
13,795
9,326
2,900
4,030
7,300
15,843
2,100
8,650
2,971
65,400
6,900
2,100
9,500
1,800
2,200
4,300
2,600
5,420
11,600
63,494
5,100
7,400
6,540
1,200
1,300
41,707
487,194
151,690
254,620
1,554,632
693,222
1,424,806
256,795
99,838
50,690
1,008,966
362,035
62,611
149,997
13,943
781,535
10,647
172,913
27,630
2,027,400
451,605
21,651
19,285
59,148
16,214
41,882
37,440
265,905
155,324
4,349,974
28,050
164,946
77,303
24,840
3,835
399
*
W-H Energy Services, Inc.
* Whiting Petroleum Corp.
World Fuel Services Corp.
XTO Energy, Inc.
Total Energy
Financials — (16.4%)
3,600
4,450
3,200
41,390
$
228,816
165,362
123,360
2,249,960
173,089,942
#
#
*
*#
*
#
*
*#
#
*
*#
#
*
#
#
*
#
1st Source Corp.
21st Century Holding Co.
21st Century Insurance Group
A.G. Edwards, Inc.
Accredited Home Lenders Holding Co.
Advance America Cash Advance Centers, Inc.
Advanta Corp. Class A
Advanta Corp. Class B
Affiliated Managers Group, Inc.
Affirmative Insurance Holdings, Inc.
AFLAC, Inc.
Alabama National Bancorporation
Alfa Corp.
Allegheny Corp.
Allstate Corp.
AMBAC Financial Group, Inc.
Amcore Financial, Inc.
American Bancorp of New Jersey, Inc.
American Capital Strategies, Ltd.
American Equity Investment Life Holding Co.
American Express Co.
American Financial Group, Inc.
American International Group, Inc.
American National Insurance Co.
American Physicians Capital, Inc.
American West Bancorporation
AmeriCredit Corp.
Ameriprise Financial, Inc.
Ameris Bancorp
Amerisafe, Inc.
AmeriServe Financial, Inc.
Anchor Bancorp Wisconsin, Inc.
AON Corp.
Argo Group International Holdings, Ltd.
Arrow Financial Corp.
Asset Acceptance Capital Corp.
Associated Banc-Corp
Assurant, Inc.
ASTA Funding, Inc.
Astoria Financial Corp.
Atlantic Coast Federal Corp.
B of I Holding, Inc.
BancFirst Corp.
BancorpSouth, Inc.
BancTrust Financial Group, Inc.
2,390
400
7,000
8,100
900
9,200
1,800
3,890
3,786
400
55,075
2,400
8,604
926
68,072
11,900
2,700
1,200
21,350
6,690
133,900
13,370
291,967
500
900
2,033
13,900
26,744
1,300
2,300
2,300
2,700
34,606
1,361
32
4,000
14,914
14,430
2,000
10,850
1,799
900
1,900
9,803
3
400
56,189
5,616
154,070
676,998
8,145
115,460
41,706
101,840
428,764
5,096
2,936,048
126,624
153,151
381,512
3,726,942
747,558
72,306
13,320
881,541
68,305
7,849,218
377,034
19,269,822
63,025
35,748
38,139
240,609
1,631,651
25,688
37,835
7,820
71,118
1,499,132
55,502
722
45,240
420,724
743,722
73,640
282,859
25,222
6,588
85,671
244,977
48
#
#
#
#
#
#
#
*#
#
*#
*#
#
#
*#
Bank of America Corp.
Bank of Granite Corp.
Bank of Hawaii Corp.
Bank of New York Mellon Corp.
Bank of the Ozarks, Inc.
BankAtlantic Bancorp, Inc. Class A
BankFinancial Corp.
BankUnited Financial Corp. Class A
Banner Corp.
BB&T Corp.
Bear Stearns Companies, Inc.
Benjamin Franklin Bancorp, Inc.
Berkshire Hills Bancorp, Inc.
Beverly Hills Bancorp, Inc.
Blackrock, Inc.
BOK Financial Corp.
Boston Private Financial Holdings, Inc.
Brooke Corp.
Brookline Bancorp, Inc.
Brown & Brown, Inc.
Camden National Corp.
Capital Corp. of the West
Capital One Financial Corp.
Capital Southwest Corp.
Capitol Bancorp, Ltd.
Capitol Federal Financial
Cardinal Financial Corp.
Cash America International, Inc.
Cash Systems, Inc.
Cathay General Bancorp
CB Richard Ellis Group, Inc.
Centennial Bank Holdings, Inc.
Center Bancorp, Inc.
Center Financial Corp.
Central Pacific Financial Corp.
Chemical Financial Corp.
Chittenden Corp.
Chubb Corp.
Cincinnati Financial Corp.
CIT Group, Inc.
Citigroup, Inc.
Citizens Community Bancorp, Inc.
Citizens First Bancorp, Inc.
Citizens Republic Bancorp, Inc.
Citizens, Inc.
City Holding Co.
City National Corp.
492,503
1,600
5,700
124,307
1,700
5,300
2,400
3,200
1,300
60,082
12,410
500
1,100
1,800
12,610
8,229
4,200
1,400
6,600
14,300
900
1,100
46,217
408
1,800
8,389
2,800
4,000
2,400
6,452
25,000
2,300
2,058
1,700
2,900
2,676
5,650
45,008
20,071
21,740
555,909
400
300
6,914
5,015
2,200
5,652
$
24,960,052
22,160
293,037
5,025,732
52,003
43,937
37,416
54,720
41,886
2,387,058
1,348,471
6,690
32,593
11,142
1,955,811
419,103
114,030
14,854
82,566
384,956
32,760
21,219
2,988,391
57,304
45,342
292,105
26,096
144,240
15,096
209,755
738,000
15,479
24,511
26,945
92,278
67,756
196,507
2,301,259
845,792
816,772
26,061,014
3,600
5,838
121,894
37,813
81,356
403,496
*
#
CNA Financial Corp.
CNA Surety Corp.
CoBiz, Inc.
Cohen & Steers, Inc.
Columbia Banking System, Inc.
31,689
5,300
600
4,600
1,855
1,329,670
95,188
10,956
152,858
56,596
401
*#
*
#
*
*
*#
#
*
#
*
*
#
*#
*#
#
Comerica, Inc.
Commerce Bancorp, Inc.
Commerce Bancshares, Inc.
Commerce Group, Inc.
Community Bank System, Inc.
Community Banks, Inc.
Community Trust Bancorp, Inc.
Compass Bancshares, Inc.
CompuCredit Corp.
Conseco, Inc.
Consolidated-Tokoma Land Co.
Consumer Portfolio Services, Inc.
Corus Bankshares, Inc.
Countrywide Financial Corp.
Cowen Group, Inc.
Crescent Financial Corp.
Cullen Frost Bankers, Inc.
CVB Financial Corp.
Dearborn Bancorp, Inc.
Delphi Financial Group, Inc. Class A
Delta Financial Corp.
Dime Community Bancshares
Discover Financial Services
Dollar Financial Corp.
Donegal Group, Inc. Class A
Downey Financial Corp.
E*TRADE Financial Corp.
East West Bancorp, Inc.
Eaton Vance Corp.
EMC Insurance Group, Inc.
Encore Capital Group, Inc.
Enterprise Financial Services Corp.
Erie Indemnity Co.
F.N.B. Corp.
FBL Financial Group, Inc. Class A
Federal Agriculture Mortgage Corp. Class C
Federal National Mortgage Association
Federated Investors, Inc.
18,200
21,564
8,315
8,100
2,187
200
1,600
13,500
5,700
18,895
600
2,100
4,788
62,598
2,000
740
7,200
8,913
105
5,500
3,283
4,300
57,470
2,600
2,440
3,100
48,100
7,300
14,500
1,000
3,200
600
6,694
6,525
3,496
300
107,875
12,000
$
1,015,196
792,046
388,310
258,228
43,981
5,872
51,216
882,225
120,954
265,664
41,238
11,550
63,968
1,242,570
25,560
7,755
371,376
106,154
1,344
221,650
17,827
58,609
1,329,856
62,348
36,673
175,429
749,398
261,340
556,655
24,450
35,200
13,536
374,128
110,794
136,798
9,780
7,077,679
421,320
#
*#
#
*
#
#
#
Fidelity National Financial, Inc.
Fidelity Southern Corp.
Fifth Third Bancorp
Financial Federal Corp.
Financial Institutions, Inc.
First Acceptance Corp.
First American Corp.
First Bancorp
First Busey Corp.
First Cash Financial Services, Inc.
First Charter Corp.
First Citizens BancShares, Inc.
First Commonwealth Financial Corp.
First Community Bancorp
25,899
1,000
61,128
3,450
50
5,500
11,800
1,900
2,200
4,000
3,300
100
7,100
3,800
471,103
13,960
2,181,658
105,259
977
46,255
493,594
37,145
43,340
85,680
98,736
17,725
78,171
206,188
402
#
#
*
*
*#
*
*#
#
First Community Bancshares, Inc.
First Financial Bancorp
First Financial Bankshares, Inc.
First Financial Corp.
First Financial Holdings, Inc.
First Horizon National Corp.
First Indiana Corp.
First Marblehead Corp.
First Merchants Corp.
First Midwest Bancorp, Inc.
First Niagara Financial Group, Inc.
First Place Financial Corp.
First Regional Bancorp
First Republic Bank
First State Bancorporation
FirstCity Financial Corp.
FirstFed Financial Corp.
FirstMerit Corp.
Flagstar Bancorp, Inc.
Flushing Financial Corp.
FNB United Corp.
Forest City Enterprises, Inc. Class A
Forest City Enterprises, Inc. Class B
FPIC Insurance Group, Inc.
Franklin Bank Corp.
Franklin Resources, Inc.
Fremont General Corp.
Frontier Financial Corp.
1,100
4,900
2,600
1,200
1,300
14,700
1,825
10,350
1,745
6,500
10,285
1,100
1,300
2,850
1,900
100
1,870
6,440
4,100
2,400
300
600
300
1,000
1,800
27,843
6,000
4,600
$
36,465
66,101
109,980
36,240
41,405
450,996
56,429
346,621
36,977
222,885
145,327
19,382
30,550
155,467
36,689
883
93,967
124,421
50,430
39,408
4,770
33,330
16,590
40,130
16,542
3,668,872
27,000
113,068
#
*
#
*
#
*
*
Fulton Financial Corp.
Gallagher (Arthur J.) & Co.
GAMCO Investors, Inc.
Gateway Financial Holdings, Inc.
GB&T Bancshares, Inc.
German American Bancorp, Inc.
GFI Group, Inc.
Glacier Bancorp, Inc.
Great American Financial Resources, Inc.
Great Lakes Bancorp, Inc.
Great Southern Bancorp, Inc.
Greater Bay Bancorp
Greene Bancshares, Inc.
Greenhill & Co., Inc.
Grubb & Ellis Co.
Hallmark Financial Services, Inc.
Hancock Holding Co.
Hanmi Financial Corp.
Hanover Insurance Group, Inc.
Harleysville Group, Inc.
Harleysville National Corp.
Hartford Financial Services Group, Inc.
HCC Insurance Holdings, Inc.
Heartland Financial USA, Inc.
20,304
11,300
1,148
2,100
700
2,000
3,400
6,234
400
960
1,895
5,400
1,000
3,300
3,500
2,700
3,400
5,000
6,200
3,595
3,059
35,661
13,350
500
298,469
333,689
61,682
29,925
9,030
27,560
251,600
136,899
9,744
11,366
51,165
152,010
35,470
191,070
31,710
32,130
136,000
77,400
265,236
115,975
51,116
3,170,620
368,593
10,155
403
#
#
#
#
Hercules Technology Growth Capital, Inc.
Heritage Commerce Corp.
Heritage Financial Group
Hilb Rogal Hamilton Co.
Home Federal Bancorp, Inc.
Horace Mann Educators Corp.
Horizon Financial Corp.
Hudson City Bancorp, Inc.
Huntington Bancshares, Inc.
IBERIABANK Corp.
Imperial Capital Bancorp, Inc.
Independence Holding Co.
Independent Bank Corp. MA
Independent Bank Corp. MI
IndyMac Bancorp, Inc.
Infinity Property & Casualty Corp.
Integra Bank Corp.
International Bancshares Corp.
International Securities Exchange Holdings, Inc.
2,966
1,300
1,785
4,400
1,500
2,800
2,100
61,455
34,213
1,025
300
1,500
1,500
2,263
6,600
800
1,800
8,540
4,100
$
34,762
26,585
23,973
205,480
20,775
54,152
43,596
873,890
588,806
51,424
10,380
29,775
44,175
26,500
159,720
33,168
34,272
196,591
272,240
*
#
#
*#
#
#
#
#
*
*
*
#
Intervest Bancshares Corp.
Investment Technology Group, Inc.
Irwin Financial Corp.
James River Group, Inc.
Janus Capital Group, Inc.
Jefferies Group, Inc.
Jones Lang LaSalle, Inc.
JPMorgan Chase & Co.
KeyCorp
K-Fed Bancorp
KNBT Bancorp, Inc.
Knight Capital Group, Inc.
Lakeland Bancorp, Inc.
Lakeland Financial Corp.
LandAmerica Financial Group, Inc.
Legacy Bancorp, Inc.
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
Leucadia National Corp.
Lincoln National Corp.
LNB Bancorp, Inc.
Loews Corp.
M&T Bank Corp.
Macatawa Bank Corp.
MAF Bancorp, Inc.
MainSource Financial Group, Inc.
Markel Corp.
MarketAxess Holdings, Inc.
Marlin Business Services, Inc.
Marsh & McLennan Companies, Inc.
Marshall & Ilsley Corp.
MB Financial, Inc.
MBIA, Inc.
800
5,163
2,000
1,200
21,385
13,780
4,200
381,172
44,880
1,944
1,900
11,500
2,300
600
2,040
1,100
15,290
57,190
25,260
30,407
840
90,356
12,338
1,686
4,400
2,600
1,100
3,500
1,500
62,495
29,822
4,250
14,430
20,512
208,947
21,300
39,960
568,627
355,800
469,056
16,969,777
1,494,504
26,672
27,949
158,010
29,555
13,974
112,996
15,708
1,327,478
3,135,728
1,121,039
1,851,178
12,239
4,247,636
1,306,347
23,958
236,236
45,604
523,226
61,005
24,855
1,665,492
1,303,520
149,642
865,800
404
#
*
#
MBT Financial Corp.
MCG Capital Corp.
Meadowbrook Insurance Group, Inc.
Medallion Financial Corp.
Mercantile Bank Corp.
Mercer Insurance Group, Inc.
Mercury General Corp.
Merrill Lynch & Co., Inc.
MetLife, Inc.
MGIC Investment Corp.
2,100
8,000
4,400
1,900
105
1,116
6,430
95,500
82,591
9,600
$
25,578
116,160
38,852
20,881
2,356
19,976
338,732
7,038,350
5,289,954
289,536
#
*#
#
*#
*
*
*#
*
*
#
#
*#
#
#
#
*
#
#
Midland Co.
Midwest Banc Holdings, Inc.
Moody’s Corp.
Morgan Stanley
Move, Inc.
Nara Bancorp, Inc.
Nasdaq Stock Market, Inc.
National City Corp.
National Interstate Corp.
National Penn Bancshares, Inc.
Nationwide Financial Services, Inc.
Navigators Group, Inc.
NBT Bancorp, Inc.
Nelnet, Inc. Class A
New England Bancshares, Inc.
New York Community Bancorp, Inc.
NewAlliance Bancshares, Inc.
Newtek Business Services, Inc.
NexCen Brands, Inc.
North Pointe Holdings Corp.
Northeast Community Bancorp, Inc.
Northern Trust Corp.
Northwest Bancorp, Inc.
Nuveen Investments, Inc.
NYMAGIC, Inc.
NYSE Euronext
Oak Hill Financial, Inc.
OceanFirst Financial Corp.
Ocwen Financial Corp.
Odyssey Re Holdings Corp.
Old National Bancorp
Old Republic International Corp.
Old Second Bancorp, Inc.
Omega Financial Corp.
optionsXpress Holding, Inc.
Pacific Capital Bancorp
Pacific Mercantile Bancorp
Park National Corp.
Partners Trust Financial Group, Inc.
Patriot Capital Funding, Inc.
Peapack-Gladstone Financial Corp.
Peoples Bancorp, Inc.
100
2,500
30,800
116,960
16,700
2,700
13,630
70,438
2,200
5,224
6,200
2,200
4,484
2,800
1,000
36,235
14,000
400
5,700
1,000
1,300
24,550
6,300
8,600
400
28,400
500
726
6,455
8,800
8,240
26,632
1,900
1,192
7,600
5,233
1,596
1,500
4,900
2,415
1,170
1,400
405
5,477
37,400
1,412,180
7,294,795
50,100
42,768
445,156
1,895,487
72,116
92,726
331,824
119,240
98,379
49,448
12,010
640,997
208,740
648
38,931
10,280
13,520
1,508,843
183,708
534,748
12,024
2,066,100
15,755
12,749
60,548
318,736
130,851
484,436
56,506
31,481
178,752
131,976
27,914
136,380
59,486
32,772
30,537
36,862
#
*
*
*#
*#
*
#
#
*#
#
#
#
#
#
*
#
*
#
#
People’s United Financial, Inc.
PFF Bancorp, Inc.
Philadelphia Consolidated Holding Corp.
Pico Holdings, Inc.
Pinnacle Financial Partners, Inc.
Piper Jaffray Companies, Inc.
PMA Capital Corp. Class A
PMI Group, Inc.
PNC Financial Services Group, Inc.
Portfolio Recovery Associates, Inc.
Presidential Life Corp.
Principal Financial Group, Inc.
PrivateBancorp, Inc.
ProAssurance Corp.
ProCentury Corp.
Progressive Corp.
Prosperity Bancshares, Inc.
Protective Life Corp.
Provident Bankshares Corp.
Provident Financial Holdings, Inc.
Provident Financial Services, Inc.
Provident New York Bancorp
Prudential Financial, Inc.
QC Holdings, Inc.
Radian Group, Inc.
Rainier Pacific Financial Group, Inc.
Raymond James Financial, Inc.
Regions Financial Corp.
Reinsurance Group of America, Inc.
Renasant Corp.
Republic Bancorp, Inc. Class A
Resource America, Inc.
Rewards Network, Inc.
Riverview Bancorp, Inc.
RLI Corp.
Rockville Financial, Inc.
Rome Bancorp, Inc.
S&T Bancorp, Inc.
S.Y. Bancorp, Inc.
SAFECO Corp.
Sanders Morris Harris Group, Inc.
Sandy Spring Bancorp, Inc.
Schwab (Charles) Corp.
Seabright Insurance Holdings
Seacoast Banking Corp. of Florida
Security Bank Corp.
SEI Investments Co.
Selective Insurance Group, Inc.
Sierra Bancorp
32,802
2,460
8,200
2,400
1,700
1,004
1,000
10,200
38,153
1,800
1,100
29,400
800
4,100
1,600
81,490
5,520
8,300
4,186
100
6,100
5,330
52,019
2,100
7,400
700
13,538
76,052
7,400
1,800
105
2,300
1,700
1,700
2,900
700
1,100
3,317
1,530
12,578
3,518
1,600
139,977
2,400
2,500
100
22,320
7,200
1,400
$
579,939
43,099
328,164
105,600
48,620
51,565
10,050
323,136
2,684,827
92,448
19,030
1,631,406
26,784
215,578
22,688
1,657,507
186,410
346,940
129,347
2,322
102,480
73,607
4,670,266
30,345
130,536
11,312
443,911
2,380,428
401,894
36,000
1,596
35,052
6,885
25,381
174,435
10,115
13,112
116,792
40,560
729,776
34,793
50,128
2,771,545
41,352
43,825
1,377
566,258
151,920
40,320
#
Simmons First National Corp. Class A
SLM Corp.
South Financial Group, Inc.
1,379
20,000
7,001
37,481
1,005,600
160,673
406
#
#
*#
*#
*#
*#
#
*
*#
*
*#
#
*
#
#
Southern Community Financial Corp.
Southside Bancshares, Inc.
Southwest Bancorp, Inc.
Sovereign Bancorp, Inc.
StanCorp Financial Group, Inc.
State Auto Financial Corp.
State Bancorp, Inc.
State Street Corp.
Sterling Bancorp
Sterling Bancshares, Inc.
Sterling Financial Corp.
Sterling Financial Corp. (PA)
Stewart Information Services Corp.
Stifel Financial Corp.
Student Loan Corp.
Suffolk Bancorp
Sun American Bancorp
Sun Bancorp, Inc.
SunTrust Banks, Inc.
Superior Bancorp
Susquehanna Bancshares, Inc.
Susser Holdings Corp.
SVB Financial Group
SWS Group, Inc.
Synergy Financial Group, Inc.
Synovus Financial Corp.
T. Rowe Price Group, Inc.
Taylor Capital Group, Inc.
TCF Financial Corp.
TD Ameritrade Holding Corp.
Tejon Ranch Co.
Temecula Valley Bancorp, Inc.
The Bancorp, Inc.
The Colonial BancGroup, Inc.
The Goldman Sachs Group, Inc.
The Phoenix Companies, Inc.
The St. Joe Corp.
The Travelers Companies, Inc.
TierOne Corp.
1,600
1,125
1,400
51,925
6,300
4,440
1,892
42,327
1,824
6,600
4,711
3,585
2,175
1,700
2,372
1,000
200
2,313
39,552
3,900
5,106
100
4,100
3,000
1,300
38,215
30,285
1,300
14,900
66,746
1,800
700
1,500
18,600
45,900
4,100
8,000
74,271
1,800
$
12,128
23,737
29,876
938,804
296,730
132,845
30,840
2,597,185
26,959
75,438
119,989
62,773
80,605
92,038
467,877
31,620
1,400
38,558
3,114,720
36,660
100,384
1,677
204,016
53,220
18,252
1,055,498
1,554,226
38,922
376,523
1,211,440
74,484
11,592
30,420
394,692
8,078,859
56,785
252,960
3,753,656
40,356
#
*#
*#
#
Tompkins County Trustco, Inc.
Torchmark Corp.
Tower Group, Inc.
Tradestation Group, Inc.
Transatlantic Holdings, Inc.
Triad Guaranty, Inc.
Trico Bancshares
TrustCo Bank Corp. NY
Trustmark Corp.
U.S. Bancorp
UCBH Holdings, Inc.
UMB Financial Corp.
Umpqua Holdings Corp.
1,040
11,298
2,600
4,500
7,702
1,100
1,700
8,900
6,249
192,700
12,900
5,200
3,711
40,144
695,505
65,286
49,815
545,533
18,403
38,080
99,502
176,472
6,233,845
214,398
230,360
80,529
407
*
*
*#
#
#
Union Bankshares Corp.
UnionBanCal Corp.
United Bankshares, Inc.
United Community Banks, Inc.
United Community Financial Corp.
United Financial Bancorp, Inc.
United Fire & Casualty Co.
United PanAm Financial Corp.
United Western Bancorp, Inc.
Unitrin, Inc.
Universal American Financial Corp.
Univest Corporation of Pennsylvania
Unum Group
USB Holding Co., Inc.
Valley National Bancorp
Vineyard National Bancorp Co.
Virginia Commerce Bancorp, Inc.
Virginia Financial Group, Inc.
W. R. Berkley Corp.
Wachovia Corp.
Waddell & Reed Financial, Inc.
Washington Federal, Inc.
Washington Mutual, Inc.
Washington Trust Bancorp, Inc.
Webster Financial Corp.
Wells Fargo & Co.
Wesbanco, Inc.
Wesco Financial Corp.
West Bancorporation
1,550
15,975
4,200
4,650
2,100
2,099
3,500
1,873
900
7,700
5,671
1,400
40,899
2,300
13,804
1,425
2,585
19
23,230
213,091
9,800
10,507
98,351
1,408
6,500
375,434
2,232
60
2,633
$
35,960
939,010
131,460
112,948
15,519
26,972
132,965
16,407
19,710
350,042
117,730
32,648
1,000,799
53,613
313,351
26,177
37,870
384
694,345
10,437,197
243,432
278,856
3,611,449
36,524
275,990
13,718,358
59,661
23,685
40,153
#
#
*#
West Coast Bancorp
Westamerica Bancorporation
Western Alliance Bancorp
Whitney Holding Corp.
Willow Financial Bancorp, Inc.
Wilmington Trust Corp.
Wilshire Bancorp, Inc.
* Wilshire Enterprises, Inc.
# Wintrust Financial Corp.
* # World Acceptance Corp.
Yardville National Bancorp
Zenith National Insurance Corp.
Zions Bancorporation
* # ZipRealty, Inc.
Total Financials
1,700
3,100
2,800
7,500
1,210
8,400
3,100
400
2,150
1,900
1,100
4,700
12,440
3,231
46,614
150,505
75,208
207,750
15,028
336,840
34,937
1,760
92,751
58,919
37,609
202,617
878,264
24,071
316,633,329
Health Care — (11.3%)
* Abaxis, Inc.
Abbott Laboratories
* # Abiomed, Inc.
* # Abraxis Bioscience, Inc.
* # Acadia Pharmaceuticals, Inc.
* # Accelrys, Inc.
2,500
169,985
2,900
17,450
4,700
3,600
48,600
8,823,921
35,699
382,853
67,633
21,852
408
*#
*#
*
*#
*#
*#
*
*#
*
*#
*#
*
*
*#
*
*#
*#
Acusphere, Inc.
Adams Respiratory Therapeutics, Inc.
Adolor Corp.
Advanced Medical Optics, Inc.
ADVENTRX Pharmaceuticals, Inc.
Aetna, Inc.
Affymetrix, Inc.
Air Methods Corp.
Akorn, Inc.
Albany Molecular Research, Inc.
Alexion Pharmaceuticals, Inc.
Align Technology, Inc.
Alkermes, Inc.
Allergan, Inc.
Alliance Imaging, Inc.
Allied Healthcare International, Inc.
Allion Healthcare, Inc.
Allos Therapeutics, Inc.
Allscripts Healthcare Solutions, Inc.
2,100
3,600
38
7,081
11,748
57,484
7,900
1,400
7,800
4,200
4,200
7,700
11,370
34,600
5,700
5,200
700
9,100
6,300
$
2,730
138,816
142
203,508
24,318
2,926,510
179,014
55,482
59,280
61,404
253,974
175,021
191,584
2,076,346
50,217
10,764
4,466
42,952
142,443
*#
#
*#
*
*
*
*#
*
*
*
*
*
*#
*#
*#
*#
*
*#
*#
*#
*#
*#
*
*#
*
*#
*#
*
*#
Alnylam Pharmaceuticals, Inc.
Alpharma, Inc. Class A
Amag Pharmaceuticals, Inc.
Amedisys, Inc.
America Services Group, Inc.
American Dental Partners, Inc.
American Medical Systems Holdings, Inc.
AMERIGROUP Corp.
AmerisourceBergen Corp.
Amgen, Inc.
AMICAS, Inc.
AMN Healthcare Services, Inc.
Amsurg Corp.
Amylin Pharmaceuticals, Inc.
Analogic Corp.
Anesiva, Inc.
Anika Therapeutics, Inc.
Antigenics, Inc.
Applera Corp. - Applied Biosystems Group
Applera Corp. - Celera Group
Apria Healthcare Group, Inc.
Arcadia Resources, Inc.
Arena Pharmaceuticals, Inc.
Ariad Pharmaceuticals, Inc.
Arqule, Inc.
Array BioPharma, Inc.
Arrhythmia Research Technology, Inc.
Arrow International, Inc.
Arthrocare Corp.
Aspect Medical Systems, Inc.
AtheroGenics, Inc.
AtriCure, Inc.
ATS Medical, Inc.
5,000
5,400
1,900
3,234
1,200
1,437
8,400
5,800
22,230
112,360
5,900
3,400
3,950
14,707
1,900
2,800
1,588
5,200
22,300
10,400
5,500
4,900
7,400
5,400
6,700
4,500
400
5,200
3,300
1,900
2,800
900
700
116,850
123,660
103,835
122,181
13,812
34,416
154,560
183,686
1,063,705
5,630,360
19,057
60,622
93,180
721,084
131,214
18,228
28,949
12,896
704,903
136,968
146,465
3,185
99,160
26,838
54,940
51,075
5,076
234,676
184,866
23,902
7,672
9,459
1,078
409
*#
*#
*#
*#
*
*
*#
Auxilium Pharmaceuticals, Inc.
Avalon Pharmaceuticals, Inc.
AVANIR Pharmaceuticals Class A
AVI BioPharma, Inc.
Avigen, Inc.
Bard (C.R.), Inc.
Barr Laboratories, Inc.
Barrier Therapeutics, Inc.
Bausch & Lomb, Inc.
3,800
1,200
5,000
8,600
2,900
11,630
12,725
3,400
5,900
$
73,720
7,404
10,800
22,446
14,935
969,826
647,448
22,882
372,880
*#
*#
*
*
*#
*#
*#
*#
*
*
*
*
*#
#
*
*#
*#
*
*#
*
*
*
*
*#
*#
*
*
*
*#
*
*
*
*#
*
*
Baxter International, Inc.
Beckman Coulter, Inc.
Becton Dickinson & Co.
Bentley Pharmaceuticals, Inc.
BioCryst Pharmaceuticals, Inc.
Biogen Idec, Inc.
Bio-Imaging Technologies, Inc.
BioLase Technology, Inc.
BioMarin Pharmaceutical, Inc.
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
BioScrip, Inc.
BioSphere Medical, Inc.
Boston Scientific Corp.
Bovie Medical Corp.
Bradley Pharmaceuticals, Inc.
Bristol-Myers Squibb Co.
Brookdale Senior Living, Inc.
Bruker BioSciences Corp.
BSD Medical Corp.
Caliper Life Sciences, Inc.
Cambrex Corp.
Candela Corp.
Cantel Medical Corp.
Capital Senior Living Corp.
Caraco Pharmaceutical Laboratories, Ltd.
Cardiac Science Corp.
Cardinal Health, Inc.
Celgene Corp.
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Centene Corp.
Cephalon, Inc.
Cepheid, Inc.
Cerner Corp.
Cerus Corp.
Charles River Laboratories International, Inc.
Chemed Corp.
Cholestech Corp.
Cigna Corp.
Clinical Data, Inc.
Coley Pharmaceutical Group, Inc.
Collagenex Pharmaceuticals, Inc.
73,121
6,900
27,200
3,300
2,897
36,975
700
2,300
11,250
1,800
2,100
5,400
2,293
161,783
2,244
2,200
220,780
11,800
12,300
2,800
4,474
3,000
2,400
2,144
3,600
3,200
3,085
43,522
41,940
9,800
425
5,500
7,450
6,400
9,000
4,400
8,220
3,000
1,800
34,500
1,400
23
1,800
410
4,004,106
496,455
2,092,768
40,524
32,273
2,359,744
4,557
15,916
241,650
52,200
12,180
31,374
11,924
2,075,676
15,147
43,032
6,435,737
432,116
87,822
19,460
24,562
37,410
17,328
33,018
29,160
47,328
29,030
2,976,034
2,692,967
37,044
1,623
111,155
559,122
119,552
513,360
30,448
431,386
186,120
37,242
1,782,960
36,400
79
23,076
*#
*#
*
*#
*
#
*#
*
*
*
*#
*
*
*
*
*
*#
*#
*
*#
*#
*
*
*#
*#
*#
*
*#
*#
*
*
*#
*
*#
*
*
*#
*
*#
*#
*#
*#
*
Columbia Laboratories, Inc.
Combinatorx, Inc.
Community Health Systems, Inc.
Computer Programs & Systems, Inc.
Conceptus, Inc.
Conmed Corp.
Cooper Companies, Inc.
Cortex Pharmaceuticals, Inc.
Corvel Corp.
Covance, Inc.
Coventry Health Care, Inc.
Critical Therapeutics, Inc.
Criticare Systems, Inc.
Cross Country Healthcare, Inc.
CryoCor, Inc.
CryoLife, Inc.
Cubist Pharmaceuticals, Inc.
CuraGen Corp.
Cutera, Inc.
CV Therapeutics, Inc.
Cyberonics, Inc.
Cyclacel Pharmaceuticals, Inc.
Cynosure, Inc. Class A
Cypress Bioscience, Inc.
Cytomedix, Inc.
Cytori Therapeutics, Inc.
Cytyc Corp.
Dade Behring Holdings, Inc.
Datascope Corp.
DaVita, Inc.
Dendreon Corp.
Dentsply International, Inc.
DepoMed, Inc.
Digirad Corp.
Dionex Corp.
Discovery Laboratories, Inc.
DJO, Inc.
Durect Corp.
DUSA Pharmaceuticals, Inc.
Dyax Corp.
Dynavax Technologies Corp.
Edwards Lifesciences Corp.
Eli Lilly & Co.
Elite Pharmaceuticals, Inc.
Emageon, Inc.
Emeritus Corp.
Emisphere Technologies, Inc.
Encision, Inc.
3,900
2,600
11,091
1,200
3,300
3,785
5,465
5,000
1,650
7,239
18,036
7,500
200
4,000
1,800
3,100
6,900
4,200
1,400
3,200
2,300
2,790
900
4,400
1,450
3,100
12,700
9,500
2,000
11,370
9,200
17,191
6,000
1,000
2,100
10,300
2,400
7,300
1,000
5,067
3,800
6,600
124,015
4,219
100
3,394
2,000
100
$
8,190
17,394
385,190
31,884
57,750
109,954
266,473
9,500
41,365
530,763
1,034,725
15,150
700
68,280
7,092
28,613
157,872
4,956
31,178
30,912
34,707
14,787
28,242
58,344
1,595
16,058
542,798
717,345
66,720
654,002
73,140
676,982
10,920
3,110
152,103
23,793
116,832
37,011
2,140
19,711
15,124
318,780
7,112,260
10,126
859
92,147
8,240
297
*#
*#
*#
*#
Encysive Pharmaceuticals, Inc.
Endologix, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
3,700
4,900
4,167
300
6,808
17,493
75,048
2,433
411
*
*
*#
*#
*
*
*#
*
*
*#
*#
*
*
*
*#
*
*
*#
*
*#
*
*#
*#
*
*
*#
*
*
*
*
*
*
*#
*
*
*#
EPIX Pharmaceuticals, Inc.
eResearch Technology, Inc.
etrials Worldwide, Inc.
ev3, Inc.
Exact Sciences Corp.
Exactech, Inc.
Exelixis, Inc.
Express Scripts, Inc.
E-Z-EM, Inc.
Farville, Inc.
Five Star Quality Care, Inc.
Forest Laboratories, Inc.
Gene Logic, Inc.
Genentech, Inc.
Genitope Corp.
Gen-Probe, Inc.
Gentiva Health Services, Inc.
GenVec, Inc.
Genzyme Corp.
Geron Corp.
Gilead Sciences, Inc.
Greatbatch, Inc.
GTx, Inc.
Haemonetics Corp.
Halozyme Therapeutics, Inc.
Hana Biosciences, Inc.
Hanger Orthopedic Group, Inc.
Harvard Bioscience, Inc.
Health Management Associates, Inc.
Health Net, Inc.
HealthExtras, Inc.
HealthStream, Inc.
HealthTronics, Inc.
Healthways, Inc.
Hemispherx Biopharma, Inc.
HemoSense, Inc.
Henry Schein, Inc.
Hillenbrand Indutries, Inc.
3,600
6,200
1,900
6,828
3,985
1,795
11,600
29,815
1,500
5,217
3,400
32,300
2,900
113,900
7,260
5,310
3,677
8,900
25,568
7,400
103,918
3,100
3,700
3,200
300
700
1,000
4,200
14,800
13,020
5,200
1,400
2,500
4,100
2,100
1,600
9,800
7,300
$
15,840
67,456
8,303
104,537
11,437
28,828
130,500
1,632,371
22,275
16,642
26,962
1,215,449
3,712
8,520,859
25,337
339,946
76,261
20,915
1,595,699
53,206
3,779,498
93,000
59,200
158,848
2,643
1,113
10,530
19,320
100,788
713,366
146,172
4,480
11,900
204,180
2,415
20,720
570,262
420,115
*
*
*
*#
*#
*
*#
*
*#
*
*
*#
*#
Hi-Tech Pharmacal Co., Inc.
HLTH Corp.
HMS Holdings Corp.
Hollis-Eden Pharmaceuticals, Inc.
Hologic, Inc.
Hooper Holmes, Inc.
Hospira, Inc.
Human Genome Sciences, Inc.
Humana, Inc.
ICU Medical, Inc.
Idera Pharmaceuticals, Inc.
IDEXX Laboratories, Inc.
IDM Pharma, Inc.
I-Flow Corp.
750
33,500
2,500
1,600
6,200
6,600
17,720
14,000
19,030
1,750
2,400
3,028
1,500
3,000
8,550
495,130
58,875
2,480
329,530
14,718
684,878
128,940
1,219,633
66,168
20,520
338,379
2,520
53,910
412
*#
*
*#
*
*#
*#
*
*
*#
*#
*#
*
*#
*
*#
*#
*#
*#
*#
*
*
*
*
*#
*#
*#
Illumina, Inc.
ImClone Systems, Inc.
Immtech International, Inc.
Immucor, Inc.
ImmunoGen, Inc.
Immunomedics, Inc.
IMPATH, Inc.
IMS Health, Inc.
Incyte Corp.
Indevus Pharmaceuticals, Inc.
Infinity Pharmaceuticals, Inc.
Inovio Biomedical Corp.
Inspire Pharmaceuticals, Inc.
Integra LifeSciences Holdings
IntegraMed America, Inc.
Interleukin Genetics, Inc.
InterMune, Inc.
Interpharm Holdings, Inc.
Introgen Therapeutics, Inc.
Intuitive Surgical, Inc.
Invacare Corp.
Inventiv Health, Inc.
Invitrogen Corp.
Iridex Corp.
IRIS International, Inc.
Isis Pharmaceuticals, Inc.
Isolagen, Inc.
Ista Pharmaceuticals, Inc.
7,041
9,778
1,700
7,656
5,000
7,700
1,000
21,882
9,600
8,000
1,100
4,295
6,000
3,100
1,542
300
4,100
1,114
6,700
4,052
1,900
3,500
5,434
300
2,600
9,100
3,600
3,920
$
340,010
333,039
12,240
255,328
22,350
16,093
—
655,147
56,064
54,320
12,034
8,805
33,180
150,567
16,021
405
81,057
1,415
26,934
896,627
44,023
138,810
423,309
1,149
48,490
112,294
9,108
27,714
*#
*
*#
*#
*
*#
*
*
*#
*#
*#
*
*#
*
*
*
*
*#
*
*
*
I-Trax, Inc.
IVAX Diagnostics, Inc.
Javelin Pharmaceuticals, Inc.
Johnson & Johnson
Kendle International, Inc.
Kensey Nash Corp.
Keryx Biopharmaceuticals, Inc.
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals, Inc.
Kosan Biosciences, Inc.
K-V Pharmaceutical Co. Class A
Kyphon, Inc.
La Jolla Pharmaceutical Co.
Laboratory Corp. of America Holdings
Landauer, Inc.
Langer, Inc.
Lannet Co., Inc.
LCA-Vision, Inc.
Lexicon Pharmaceuticals, Inc.
LHC Group, Inc.
Lifecell Corp.
Lifecore Biomedical, Inc.
LifePoint Hospitals, Inc.
5,200
300
5,600
321,900
1,600
1,300
5,000
5,200
7,670
29,700
5,007
4,550
5,120
5,000
14,100
1,100
1,756
3,087
2,150
8,700
1,900
4,200
1,700
612
16,640
252
29,904
19,890,201
62,656
30,979
50,300
103,064
461,044
446,391
26,036
124,352
342,374
21,950
1,095,006
55,759
8,956
15,435
73,853
27,405
38,057
139,062
19,754
17,197
413
#
*
*#
*
*#
*#
*#
*#
*
*#
*
*
*
*
#
*
#
Ligand Pharmaceuticals, Inc. Class B
Lincare Holdings, Inc.
Luminex Corp.
Magellan Health Services, Inc.
Mannkind Corp.
Manor Care, Inc.
Martek Biosciences Corp.
Matria Healthcare, Inc.
Matrixx Initiatives, Inc.
Maxygen, Inc.
McKesson Corp.
Medarex, Inc.
MedCath Corp.
Medco Health Solutions, Inc.
Medical Action Industries, Inc.
Medical Staffing Network Holdings, Inc.
Medicis Pharmaceutical Corp. Class A
MEDTOX Scientific, Inc.
Medtronic, Inc.
375
10,172
3,634
5,165
5,200
8,400
3,700
2,750
1,200
4,600
33,420
14,500
3,200
31,250
1,650
1,500
5,900
1,100
126,200
$
2,351
366,090
51,494
209,699
46,124
536,676
99,974
70,015
25,488
41,032
1,911,958
248,675
93,920
2,670,313
37,439
7,935
180,186
20,669
6,668,408
*#
*
#
*
*
*
*
*
*#
*
*
*#
*
*#
*#
*
*#
*#
*
*
*#
*#
*#
*#
*#
*
*
*#
*#
Memory Pharmaceuticals Corp.
Memry Corp.
Mentor Corp.
Merck & Co., Inc.
Merge Technologies, Inc.
Meridian Bioscience, Inc.
Merit Medical Systems, Inc.
Metabasis Therapeutics, Inc.
Metropolitan Health Networks, Inc.
MGI Pharma, Inc.
Micromet, Inc.
Microtek Medical Holdings, Inc.
Micrus Endovascular Corp.
MiddleBrook Pharmaceuticals, Inc.
Millennium Pharmaceuticals, Inc.
Millipore Corp.
Minrad International, Inc.
Molina Healthcare, Inc.
Momenta Pharmaceuticals, Inc.
Monogram Biosciences, Inc.
MTS Medication Technologies
MWI Veterinary Supply, Inc.
Mylan Laboratories, Inc.
Myriad Genetics, Inc.
Nabi Biopharmaceuticals
Nastech Pharmaceutical Co., Inc.
National Healthcare Corp.
National Medical Health Card Systems, Inc.
Natus Medical, Inc.
Nektar Therapeutics
Neogen Corp.
Neose Technologies, Inc.
Neurocrine Biosciences, Inc.
7,200
400
5,000
242,854
4,178
4,775
2,911
3,400
3,900
9,200
2,750
1,300
1,780
4,000
37,600
6,200
5,300
2,700
2,200
540
1,095
1,300
9,245
4,900
6,800
3,000
1,600
987
2,200
4,100
1,300
5,700
5,200
15,696
560
222,950
12,183,985
19,553
123,195
35,689
10,166
8,190
216,844
5,693
7,930
42,400
8,520
381,640
432,016
24,857
91,935
23,320
907
11,990
49,361
139,600
215,404
24,072
41,520
84,144
10,472
35,398
33,866
41,379
8,835
51,844
414
*#
*#
*
*
*
*#
*#
*
*
*
Neurogen Corp.
Neurometric, Inc.
NitroMed, Inc.
NMT Medical, Inc.
Northfield Laboratories, Inc.
NovaMed, Inc.
Novavax, Inc.
Noven Pharmaceuticals, Inc.
NPS Pharmaceuticals, Inc.
Nutraceutical International Corp.
5,300
1,300
5,696
900
2,800
1,500
5,300
2,800
5,995
1,500
$
26,182
10,101
12,873
6,696
4,648
7,380
17,384
42,728
25,479
22,560
*#
*#
*#
*
*
*#
*
*
*
*
*
*#
*
*
*
*
*#
*
*
*#
*
*#
*#
*
*#
*
*#
*#
*#
*
*
*#
*
NuVasive, Inc.
Nuvelo, Inc.
NxStage Medical, Inc.
Odyssey Healthcare, Inc.
Omnicare, Inc.
Omnicell, Inc.
Onyx Pharmaceuticals, Inc.
OraSure Technologies, Inc.
Orchid Cellmark, Inc.
OSI Pharmaceuticals, Inc.
Osteotech, Inc.
Owens & Minor, Inc.
Oxigene, Inc.
Pain Therapeutics, Inc.
Palatin Technologies, Inc.
Palomar Medical Technologies, Inc.
Panacos Pharmaceuticals, Inc.
Par Pharmaceutical Companies, Inc.
Parexel International Corp.
Patterson Companies, Inc.
PDI, Inc.
PDL BioPharma, Inc.
Pediatric Services of America, Inc.
Pediatrix Medical Group, Inc.
Penwest Pharmaceuticals Co.
PerkinElmer, Inc.
Perrigo Co.
Pfizer, Inc.
Pharmaceutical Products Development Service, Inc.
Pharmanet Development Group, Inc.
PharMerica Corp.
Pharmion Corp.
PolyMedica Corp.
Possis Medical, Inc.
Pozen, Inc.
Progenics Pharmaceuticals, Inc.
Prospect Medical Holdings, Inc.
Providence Service Corp.
ProxyMed, Inc.
PSS World Medical, Inc.
Psychemedics Corp.
3,900
2,243
3,200
4,250
11,400
4,100
6,700
5,500
4,500
6,700
2,000
5,000
4,200
4,700
1,100
2,000
3,500
4,300
3,400
16,100
800
13,000
819
5,500
2,500
14,700
12,467
786,077
12,086
2,550
3,740
4,100
2,700
2,900
3,300
2,900
1,583
1,340
700
7,900
688
124,410
4,890
39,744
41,565
371,982
98,974
265,454
50,600
27,630
228,537
14,540
199,500
13,524
44,086
736
63,000
10,115
96,277
146,234
592,158
8,232
253,630
13,292
328,075
30,875
402,927
258,192
19,526,153
423,373
73,440
66,310
168,141
139,779
31,349
32,967
66,903
9,102
40,280
2,023
150,732
12,171
415
*
*
Psychiatric Solutions, Inc.
Qiagen N.V.
6,400
352
$
235,904
5,991
*
*
*
*#
*#
*
*
*
*
*
*
*#
*
*#
*
*
*
*#
*#
*#
*
*#
*#
*#
*#
*
*
*
*
*#
*
*#
*
*#
*#
*
*#
*
*#
*#
*#
*#
*#
*#
*#
QuadraMed Corp.
Quest Diagnostics, Inc.
Quidel Corp.
Quigley Corp.
Radiation Therapy Services, Inc.
RadNet, Inc.
Regeneration Technologies, Inc.
Regeneron Pharmaceuticals, Inc.
RegeneRx Biopharmaceuticals, Inc.
RehabCare Group, Inc.
Renovis, Inc.
Repligen Corp.
Repros Therapeutics, Inc.
Res-Care, Inc.
ResMed, Inc.
Respironics, Inc.
Retractable Technologies, Inc.
Rigel Pharmaceuticals, Inc.
Salix Pharmaceuticals, Ltd.
Sangamo BioSciences, Inc.
Santarus, Inc.
Savient Pharmaceuticals, Inc.
Schering-Plough Corp.
SciClone Pharmaceuticals, Inc.
Sciele Pharma, Inc.
Seattle Genetics, Inc.
Senomyx, Inc.
Sepracor, Inc.
Sequenom, Inc.
SeraCare Life Sciences, Inc.
Sierra Health Services, Inc.
Sirona Dental Systems, Inc.
Somanetics Corp.
Somaxon Pharmaceuticals, Inc.
Sonic Innovations, Inc.
SonoSite, Inc.
Sonus Pharmaceuticals, Inc.
Spectranetics Corp.
Spectrum Pharmaceuticals, Inc.
St. Jude Medical, Inc.
Staar Surgical Co.
StemCells, Inc.
Stereotaxis, Inc.
Steris Corp.
Strategic Diagnostics, Inc.
Stryker Corp.
Sun Healthcare Group, Inc.
Sunrise Senior Living, Inc.
SuperGen, Inc.
5,500
20,100
3,800
100
2,600
300
4,018
6,500
500
2,300
4,100
2,199
1,300
3,700
8,700
9,050
1,298
2,100
5,200
5,500
1,700
7,600
166,353
6,000
4,860
6,920
3,700
10,900
4,479
208
3,800
5,719
1,300
200
4,200
2,100
600
3,200
3,200
37,050
1,900
6,000
4,200
8,700
3,491
45,400
5,300
6,100
7,300
14,850
1,100,475
64,524
441
58,812
2,700
43,515
126,490
890
37,421
13,038
9,500
13,897
78,884
353,742
429,242
2,596
19,236
59,904
60,445
4,216
100,168
4,993,917
10,920
112,169
70,999
49,432
317,953
21,858
1,269
159,600
166,709
25,272
2,468
34,818
61,236
2,592
47,136
13,056
1,614,269
5,567
12,960
55,566
244,209
13,824
3,032,720
78,811
218,441
29,638
*#
SurModics, Inc.
2,100
101,325
416
*
*
*
*#
*
*#
*#
*
*
*#
*
*#
*#
*
*
*#
*#
*#
*
*
*
*#
*
*
*#
*
*#
*#
*
*#
*
*
*
*
*#
Symmetry Medical, Inc.
Synovis Life Technologies, Inc.
Techne Corp.
Telik, Inc.
Tenet Healthcare Corp.
Tercica, Inc.
The Medicines Co.
Thermo Fisher Scientific, Inc.
Third Wave Technologies, Inc.
Thoratec Corp.
Titan Pharmaceuticals, Inc.
Torreypines Therapeutics, Inc.
Trimeris, Inc.
TriZetto Group, Inc.
U.S. Physical Therapy, Inc.
United Therapeutics Corp.
UnitedHealth Group, Inc.
Universal Health Services, Inc.
Uroplasty, Inc.
Utah Medical Products, Inc.
Valeant Pharmaceuticals International
Vanda Pharmaceuticals, Inc.
Varian Medical Systems, Inc.
Varian, Inc.
Vascular Solutions, Inc.
VCA Antech, Inc.
Ventana Medical Systems, Inc.
Vertex Pharmaceuticals, Inc.
ViaCell, Inc.
Vical, Inc.
ViroPharma, Inc.
VistaCare, Inc.
Vital Images, Inc.
Vital Signs, Inc.
Vivus, Inc.
Waters Corp.
Watson Pharmaceuticals, Inc.
WellCare Health Plans, Inc.
WellPoint, Inc.
West Pharmaceutical Services, Inc.
Wright Medical Group, Inc.
Wyeth
4,900
1,700
4,233
5,600
39,900
5,500
5,500
46,296
4,800
6,060
5,800
1,400
1,500
5,400
1,400
2,500
149,114
5,900
1,745
34
11,000
100
12,600
3,600
2,000
9,300
4,100
14,000
4,100
2,400
7,900
2,100
1,800
1,853
6,900
12,300
12,600
4,700
67,986
3,895
4,417
150,448
$
78,547
30,498
266,721
16,128
135,261
36,410
91,850
2,510,632
36,720
125,260
11,890
9,030
11,220
84,402
19,250
171,225
7,457,191
311,520
6,806
1,072
173,470
1,493
508,914
216,072
15,800
380,277
335,339
545,440
17,630
11,664
78,289
14,700
33,372
92,909
37,467
757,311
375,732
463,890
5,478,992
155,995
115,681
6,965,742
* Xenoport, Inc.
* # Zila, Inc.
* Zimmer Holdings, Inc.
* Zoll Medical Corp.
* # Zymogenetics, Inc.
Total Health Care
2,900
3,300
26,248
2,200
7,900
120,437
3,960
2,056,006
50,842
95,432
218,376,279
Industrials — (11.1%)
* # 3-D Systems Corp.
3M Co.
2,300
80,439
46,092
7,319,145
417
*
*
*
*
#
*
*
*
#
*
*
*#
*
*#
#
*
#
*#
*#
A.O. Smith Corp.
AAON, Inc.
AAR Corp.
ABM Industries, Inc.
ABX Air, Inc.
Acco Brands Corp.
Accuride Corp.
Aceto Corp.
Actuant Corp.
Acuity Brands, Inc.
Administaff, Inc.
Aerosonic Corp.
AGCO Corp.
Airtran Holdings, Inc.
Alamo Group, Inc.
Alaska Air Group, Inc.
Albany International Corp. Class A
Alexander & Baldwin, Inc.
Alliant Techsystems, Inc.
Allied Defense Group, Inc.
Allied Waste Industries, Inc.
Amerco, Inc.
American Ecology Corp.
American Reprographics Co.
American Science & Engineering, Inc.
American Standard Companies, Inc.
American Superconductor Corp.
American Woodmark Corp.
Ameron International Corp.
Ametek, Inc.
Ampco-Pittsburgh Corp.
AMR Corp.
2,700
2,250
4,800
6,200
7,700
5,818
4,500
1,500
3,400
4,752
2,800
100
10,765
9,300
1,100
4,300
3,400
4,952
3,850
100
44,247
2,000
2,400
4,245
1,100
23,200
4,704
1,700
1,200
12,215
1,100
25,300
$
130,140
47,115
150,720
144,956
52,822
131,894
58,365
13,050
207,366
249,670
96,600
710
465,048
97,743
28,050
106,726
132,396
257,058
405,444
450
565,034
126,080
47,976
103,705
79,475
854,456
84,766
51,289
114,600
488,478
46,783
620,103
#
*#
#
*#
#
*#
*#
*#
*
*
*#
*
*
Amrep Corp.
Angelica Corp.
APAC Customer Services, Inc.
Apogee Enterprises, Inc.
Applied Industrial Technologies, Inc.
Applied Signal Technologies, Inc.
Argon ST, Inc.
Arkansas Best Corp.
Astec Industries, Inc.
ASV, Inc.
Atlas Air Worldwide Holding, Inc.
Avery Dennison Corp.
Avis Budget Group, Inc.
Axsys Technologies, Inc.
AZZ, Inc.
B.F. Goodrich Co.
Badger Meter, Inc.
Baker (Michael) Corp.
Baldor Electric Co.
Baldwin Technology Co., Inc. Class A
700
1,300
6,000
3,400
2,475
1,400
2,900
3,100
2,560
3,069
2,900
11,900
12,496
1,500
1,400
14,052
1,600
1,199
5,400
2,868
23,520
26,468
17,580
85,578
79,151
19,908
52,403
111,290
129,485
43,580
147,146
711,501
290,032
35,685
39,760
887,524
50,224
49,782
224,856
14,799
418
*
*
#
*
*#
#
*
*#
*#
*#
*#
Barnes Group, Inc.
Barrett Business Services, Inc.
BE Aerospace, Inc.
Belden, Inc.
Blount International, Inc.
BlueLinx Holdings, Inc.
Boeing Co.
Brady Co. Class A
Briggs & Stratton Corp.
BTU International, Inc.
Builders FirstSource, Inc.
Burlington Northern Santa Fe Corp.
C&D Technologies, Inc.
C.H. Robinson Worldwide, Inc.
Carlisle Companies, Inc.
Cascade Corp.
Casella Waste Systems, Inc. Class A
Caterpillar, Inc.
CBIZ, Inc.
CDI Corp.
CECO Environmental Corp.
Celadon Group, Inc.
Cenveo, Inc.
6,100
1,400
10,500
5,500
4,500
3,400
87,841
6,300
5,976
2,200
4,300
39,565
2,600
18,830
7,100
1,500
1,100
71,704
7,800
2,500
2,100
2,550
5,800
$
191,906
34,132
409,185
267,355
61,650
27,710
8,494,225
245,259
174,439
26,510
56,330
3,210,700
11,024
923,423
349,533
110,415
12,287
5,433,012
58,500
71,500
26,565
39,780
113,796
*#
*
*
*
*
*
*
*#
*
*
*#
*#
*
*
*#
#
Ceradyne, Inc.
ChoicePoint, Inc.
Cintas Corp.
CIRCOR International, Inc.
Clarcor, Inc.
Clean Harbors, Inc.
Columbus McKinnon Corp.
Comfort Systems USA, Inc.
Commercial Vehicle Group, Inc.
COMSYS IT Partners, Inc.
Consolidated Graphics, Inc.
Continental Airlines, Inc.
Con-way, Inc.
Copart, Inc.
Corporate Executive Board Co.
Corrections Corporation of America
CoStar Group, Inc.
Covanta Holding Corp.
Covenant Transport, Inc. Class A
CPI Aerostructures, Inc.
CRA International, Inc.
Crane Co.
CSX Corp.
Cubic Corp.
Cummins, Inc.
Curtiss-Wright Corp.
Danaher Corp.
Deere & Co.
Deluxe Corp.
3,075
8,800
18,130
1,604
5,900
2,300
2,400
5,689
2,400
2,000
1,800
10,600
5,400
10,764
3,900
14,500
2,200
18,110
100
1,400
1,500
7,300
49,200
3,400
11,652
5,500
35,700
25,224
6,090
222,261
346,192
664,465
67,833
228,448
108,537
65,208
82,775
34,128
38,020
119,304
352,556
261,792
315,816
265,317
372,070
121,066
409,105
632
11,970
74,490
326,967
2,017,200
134,402
1,379,830
250,800
2,772,462
3,431,977
231,542
419
*#
*
*
*
*
Diamond Management & Technology Consultants, Inc.
Document Securities Systems, Inc.
Dollar Thrifty Automotive Group, Inc.
Donaldson Co., Inc.
Dover Corp.
DRS Technologies, Inc.
Ducommun, Inc.
Dynamex, Inc.
Dynamic Materials Corp.
Eagle Bulk Shipping, Inc.
Eaton Corp.
EDO Corp.
Electro Rent Corp.
EMCOR Group, Inc.
3,500
1,600
1,600
10,900
23,854
5,020
1,300
1,200
1,400
5,000
16,639
2,600
2,900
7,300
$
35,245
21,184
47,168
416,162
1,178,388
263,450
37,531
30,144
60,186
131,800
1,567,727
111,904
42,137
228,855
#
*#
*#
*
*#
*
*
*
*#
*
*#
#
*
*#
*#
#
*
*#
*
*
*#
#
*#
*
Emerson Electric Co.
Encore Wire Corp.
Energy Conversion Devices, Inc.
Energy Focus, Inc.
EnerSys
ENGlobal Corp.
Ennis, Inc.
EnPro Industries, Inc.
Equifax, Inc.
ESCO Technologies, Inc.
Esterline Technologies Corp.
Evergreen Solar, Inc.
Expeditors International of Washington, Inc.
Exponent, Inc.
ExpressJet Holdings, Inc.
Fastenal Co.
Federal Signal Corp.
FedEx Corp.
First Consulting Group, Inc.
Flanders Corp.
Flow International Corp.
Flowserve Corp.
Fluor Corp.
Forward Air Corp.
Franklin Electric Co., Inc.
FTI Consulting, Inc.
FuelCell Energy, Inc.
Furmanite Corp.
G & K Services, Inc. Class A
Gardner Denver Machinery, Inc.
GATX Corp.
Gehl Co.
Gencorp, Inc.
General Cable Corp.
General Dynamics Corp.
General Electric Co.
Genesee & Wyoming, Inc.
87,740
3,200
4,900
2,200
6,500
3,300
3,200
2,776
15,657
2,900
3,475
10,900
23,260
2,100
4,000
15,847
5,300
33,800
2,800
1,783
4,100
6,800
9,353
3,380
2,400
5,325
7,800
4,200
2,900
6,291
6,200
800
5,800
6,100
45,120
1,142,189
4,775
4,319,440
83,200
126,959
11,440
117,390
30,261
69,600
116,009
603,108
95,323
175,453
97,773
1,027,394
51,156
17,440
722,782
81,090
3,707,184
26,516
7,952
33,661
485,588
1,189,234
118,435
99,072
279,669
75,036
34,188
120,785
251,074
270,320
19,024
66,352
354,898
3,544,627
44,396,886
130,740
420
*
*
*
*
Genlyte Group, Inc.
GeoEye, Inc.
Global Cash Access, Inc.
Gorman-Rupp Co.
GP Strategies Corp.
Graco, Inc.
3,300
1,526
9,600
1,375
1,986
7,325
$
239,481
35,953
106,560
46,819
22,104
296,003
*#
#
*#
*#
#
#
*
*
*#
*
#
*
*
*
*
*#
*#
*
*
*#
*#
*
*#
*
*
*#
*
*#
*
Graftech International, Ltd.
Granite Construction, Inc.
Greenbrier Companies, Inc.
Griffon Corp.
Hardinge, Inc.
Harsco Corp.
Hawaiian Holdings, Inc.
Healthcare Services Group, Inc.
Heartland Express, Inc.
Heico Corp.
Heico Corp. Class A
Heidrick & Struggles International, Inc.
Herman Miller, Inc.
Hexcel Corp.
Hill International, Inc.
Hi-Shear Technology Corp.
HNI Corp.
Honeywell International, Inc.
Horizon Lines, Inc. Class A
Hub Group, Inc. Class A
Hubbell, Inc. Class B
Hudson Highland Group, Inc.
Hurco Companies, Inc.
Huron Consulting Group, Inc.
Huttig Building Products, Inc.
ICT Group, Inc.
IDEX Corp.
IHS, Inc.
II-VI, Inc.
IKON Office Solutions, Inc.
Illinois Tool Works, Inc.
Industrial Distribution Group, Inc.
Innovative Solutions & Support, Inc.
Insituform Technologies, Inc. Class A
Insteel Industries, Inc.
Integrated Electrical Services, Inc.
InterDigital, Inc.
Interline Brands, Inc.
Intersections, Inc.
Ionatron, Inc.
ITT Industries, Inc.
J.B. Hunt Transport Services, Inc.
Jacobs Engineering Group, Inc.
JetBlue Airways Corp.
Joy Global, Inc.
Kadant, Inc.
11,300
4,900
2,100
3,400
1,430
9,838
3,300
5,250
11,792
1,500
1,790
2,100
7,100
11,050
2,800
1,200
5,400
88,150
4,190
4,600
6,100
2,720
900
2,150
2,100
1,400
9,140
5,400
3,700
14,264
62,200
100
1,900
3,000
1,900
2,000
5,900
3,128
2,400
10,300
20,665
16,200
13,426
19,500
12,715
900
421
189,727
266,756
61,698
53,244
49,864
547,485
12,045
112,455
183,601
68,505
65,407
98,385
206,042
240,780
20,888
11,568
220,536
4,949,623
118,200
153,502
330,498
38,134
44,514
142,008
12,621
21,280
351,616
272,538
115,440
200,267
3,618,174
946
34,314
49,470
35,910
46,720
136,349
75,823
23,376
33,784
1,405,013
466,074
887,324
185,640
551,704
25,650
*#
*
*#
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
*
*
*
*#
#
*#
*
*#
*#
*
*
*
Kaman Corp. Class A
Kansas City Southern
Kaydon Corp.
KBR, Inc.
Kelly Services, Inc. Class A
Kenexa Corp.
Kennametal, Inc.
Key Technology, Inc.
Kforce, Inc.
Kirby Corp.
Knight Transportation, Inc.
Knoll, Inc.
Korn/Ferry International
K-Tron International, Inc.
L-3 Communications Holdings, Inc.
LaBarge, Inc.
Labor Ready, Inc.
Ladish Co., Inc.
Laidlaw International, Inc.
Landstar Systems, Inc.
Layne Christensen Co.
Learning Tree International, Inc.
LECG Corp.
Lennox International, Inc.
Lincoln Electric Holdings, Inc.
Lindsay Corp.
LMI Aerospace, Inc.
Lockheed Martin Corp.
LSI Industries, Inc.
Lydall, Inc.
M&F Worldwide Corp.
Mac-Gray Corp.
Magnetek, Inc.
MAIR Holdings, Inc.
Manpower, Inc.
Marten Transport, Ltd.
Masco Corp.
McGrath Rentcorp.
Mesa Air Group, Inc.
Met-Pro Corp.
MFRI, Inc.
Microvision, Inc.
Middleby Corp.
Midwest Air Group, Inc.
Milacron, Inc.
Miller Industries, Inc.
2,800
9,400
3,400
28,301
2,200
2,900
4,504
844
5,700
6,200
9,988
5,700
6,300
23
14,692
1,700
5,700
1,600
8,300
6,500
2,030
2,492
2,200
7,700
5,171
1,300
1,400
46,910
2,625
600
1,500
400
3,300
700
9,791
2,939
40,800
3,334
2,400
1,545
1,091
5,100
1,800
1,100
300
1,500
$
92,148
285,666
179,520
929,405
49,984
80,591
363,293
22,577
86,754
237,336
183,679
108,357
139,923
2,059
1,447,309
20,995
119,016
83,968
287,678
279,565
100,221
37,554
33,748
276,969
372,002
52,689
32,004
4,650,657
53,235
6,276
84,600
5,644
15,345
4,417
687,916
46,025
1,061,616
106,788
13,536
23,515
25,639
24,429
132,372
17,853
1,905
27,465
*#
*
*#
*
Mine Safety Appliances Co.
Mobile Mini, Inc.
Modtech Holdings, Inc.
Monster Worldwide, Inc.
Moog, Inc. Class A
MSC Industrial Direct Co., Inc. Class A
4,100
4,460
400
13,200
5,125
5,500
196,472
107,977
468
451,440
218,171
284,900
422
*
*
*
*
*#
*#
*
*#
*#
*
*
*
*
*
*#
*
*
*#
*
*#
*
*#
MTC Technologies, Inc.
Mueller Industries, Inc.
Mueller Water Products, Inc. Class B
NACCO Industries, Inc. Class A
National Technical Systems, Inc.
Navigant Consulting, Inc.
Navistar International Corp.
NCI Building Systems, Inc.
Nordson Corp.
Norfolk Southern Corp.
North America Galvanizing & Coatings, Inc.
Northrop Grumman Corp.
NuCo2, Inc.
Odyssey Marine Exploration, Inc.
Old Dominion Freight Line, Inc.
Omega Flex, Inc.
On Assignment, Inc.
Orbital Sciences Corp.
Oshkosh Truck Corp. Class B
Owens Corning, Inc.
P.A.M. Transportation Services, Inc.
Paccar, Inc.
Pall Corp.
Parker Hannifin Corp.
Park-Ohio Holdings Corp.
Patriot Transportation Holding, Inc.
Pentair, Inc.
Perini Corp.
PHH Corp.
Pinnacle Airlines Corp.
Pitney Bowes, Inc.
Portec Rail Products, Inc.
Powell Industries, Inc.
Power-One, Inc.
Precision Castparts Corp.
Quality Distribution, Inc.
Quanta Services, Inc.
2,200
4,385
6,445
800
1,200
7,200
7,300
2,400
3,800
44,185
1,350
38,568
2,100
5,100
4,900
1,000
4,000
7,200
8,700
15,102
500
27,433
14,100
13,269
1,300
25
11,834
3,200
3,758
2,800
25,100
1,080
1,500
10,900
15,434
2,104
18,412
$
43,912
151,896
70,573
94,776
7,968
127,080
408,654
111,336
190,798
2,262,714
9,045
3,040,701
55,209
31,314
141,120
15,360
42,320
158,112
503,643
376,946
9,355
2,346,893
537,633
1,426,019
35,815
2,300
439,396
181,120
101,203
45,892
1,121,217
11,761
50,280
47,524
2,011,205
20,409
520,519
#
*
*
*
Quixote Corp.
R. R. Donnelley & Sons Co.
Raven Industries, Inc.
Raytheon Co.
RBC Bearings, Inc.
RCM Technologies, Inc.
Regal-Beloit Corp.
Republic Airways Holdings, Inc.
Republic Services, Inc.
Resources Connection, Inc.
Robbins & Myers, Inc.
Robert Half International, Inc.
Rockwell Automation, Inc.
Rockwell Collins, Inc.
Rollins, Inc.
1,000
26,322
2,048
53,100
2,400
1,300
3,630
5,300
22,650
5,900
2,100
17,500
17,017
21,300
7,650
19,550
942,854
83,456
3,257,154
85,200
9,412
183,351
100,912
704,189
177,000
113,778
558,950
1,199,018
1,466,931
203,184
423
#
*
*
*#
*
*
#
*
*
*
*#
*
*
*
#
*#
*
*#
Roper Industries, Inc.
Rush Enterprises, Inc. Class A
Ryder System, Inc.
Saia, Inc.
Schawk, Inc.
School Specialty, Inc.
Sequa Corp. Class B
Shaw Group, Inc.
Simpson Manufacturing Co., Inc.
Sirva, Inc.
Skywest, Inc.
SL Industries, Inc.
Southwest Airlines Co.
Spherion Corp.
Spire Corp.
SPX Corp.
Standard Parking Corp.
Standard Register Co.
Standex International Corp.
Steelcase, Inc. Class A
Stericycle, Inc.
Sterling Construction Co., Inc.
Sun Hydraulics, Inc.
Superior Essex, Inc.
Sypris Solutions, Inc.
TAL International Group, Inc.
Target Logistics, Inc.
Taser International, Inc.
10,400
2,200
7,000
750
3,499
2,600
100
9,400
6,000
7,300
7,880
956
87,300
3,400
1,300
6,639
1,300
2,800
1,422
9,900
10,200
1,000
1,690
2,600
3,211
4,578
600
9,900
$
658,216
55,792
383,250
14,093
75,578
94,744
16,400
470,470
198,000
7,665
198,024
20,936
1,319,103
30,056
12,090
597,842
45,318
35,812
35,593
174,636
508,980
22,120
46,796
91,780
26,073
114,816
1,104
141,669
*
#
*
*
*
*
*#
*
*
*
#
*#
*#
Team, Inc.
Tecumseh Products Co. Class A
Teledyne Technologies, Inc.
Teleflex, Inc.
TeleTech Holdings, Inc.
Tennant Co.
Terex Corp.
Tetra Tech, Inc.
Textron, Inc.
The Advisory Board Co.
The Brink’s Co.
The Dun & Bradstreet Corp.
The Geo Group, Inc.
The Lamson & Sessions Co.
The Manitowoc Co., Inc.
Thomas & Betts Corp.
Thomas Group, Inc.
Timken Co.
Titan International, Inc.
Todd Shipyards Corp.
Toro Co.
TRC Companies, Inc.
Tredegar Industries, Inc.
Trex Co., Inc.
1,200
900
4,200
4,700
8,200
2,400
11,800
6,565
28,304
2,100
5,700
6,559
6,300
1,700
7,100
6,552
900
11,640
3,600
100
4,500
2,900
4,360
2,100
28,152
15,525
209,622
365,519
239,850
100,848
942,584
128,674
1,651,255
120,813
326,952
639,830
187,551
44,982
564,379
362,915
8,127
413,918
104,328
2,319
266,175
32,480
76,213
28,203
424
*#
*#
*
*
*#
*#
*
*
*
*#
Trinity Industries, Inc.
Triumph Group, Inc.
TRM Corp.
TurboChef Technologies, Inc.
Twin Disc, Inc.
U.S. Home Systems, Inc.
U.S. Xpress Enterprises, Inc. Class A
UAL Corp.
UAP Holding Corp.
Ultralife Batteries, Inc.
Union Pacific Corp.
United Industrial Corp.
United Parcel Service, Inc.
United Rentals, Inc.
United Stationers, Inc.
United Technologies Corp.
Universal Forest Products, Inc.
Universal Security Instruments, Inc.
UQM Technologies, Inc.
9,850
600
1,450
2,800
600
1,400
12
12,750
500
2,100
30,086
1,400
73,000
9,500
3,800
108,950
2,300
400
2,500
$
370,065
43,926
1,436
35,840
32,562
11,130
213
605,243
14,955
24,255
3,356,695
96,782
5,537,780
309,700
224,276
8,130,939
85,767
8,992
8,750
*
*
*
*#
#
*
*
URS Corp.
US Airways Group, Inc.
USA Truck, Inc.
USG Corp.
Valmont Industries, Inc.
Veri-Tek International Corp.
Versar, Inc.
Viad Corp.
Vicor Corp.
* # Volt Information Sciences, Inc.
W.W. Grainger, Inc.
# Wabash National Corp.
Wabtec Corp.
Walter Industries, Inc.
* Washington Group International, Inc.
* Waste Connections, Inc.
Waste Industries USA, Inc.
Waste Management, Inc.
# Watsco, Inc. Class A
Watson Wyatt & Co. Holdings
Watts Water Technologies, Inc.
* WCA Waste Corp.
# Werner Enterprises, Inc.
* # WESCO International, Inc.
* # Westaff, Inc.
* Williams Scotsman International, Inc.
Woodward Governor Co.
* # YRC Worldwide, Inc.
Total Industrials
6,500
783
1,100
9,720
2,900
1,533
1,500
2,650
3,500
2,700
9,452
3,000
5,800
6,200
3,300
8,150
1,700
58,068
3,000
5,100
3,800
2,700
9,841
4,900
1,500
5,400
3,900
6,800
347,360
24,234
17,644
375,386
258,622
10,808
12,435
94,738
41,265
40,635
865,898
39,270
217,326
156,736
279,510
247,923
55,165
2,187,422
144,360
241,281
134,596
20,655
183,141
233,191
6,300
147,474
229,047
209,508
214,022,370
Information Technology — (15.0%)
* 3Com Corp.
* Acacia Research-Acacia Technologies
36,273
3,410
136,024
51,082
425
*#
*
*
*
*
*
*
*
*
Access Integrated Technologies, Inc.
ACI Worldwide, Inc.
Actel Corp.
ActivIdentity Corp.
Activision, Inc.
Actuate Corp.
Acxiom Corp.
Adaptec, Inc.
ADC Telecommunications, Inc.
ADDvantage Technologies Group, Inc.
1,900
3,900
2,800
5,900
30,925
6,300
10,700
14,495
13,143
500
$
11,799
101,322
31,500
29,146
602,728
44,667
262,150
54,066
240,517
3,955
*
*
*
*#
*#
*#
*
*
*
*#
*#
*
*
*#
*
*#
*
*
*#
*
*
*
*
*#
*
*#
*#
*
*
*
*
*
*
*
*
Adobe Systems, Inc.
Adtran, Inc.
Advanced Analogic Technologies, Inc.
Advanced Energy Industries, Inc.
Advanced Micro Devices, Inc.
Advent Software, Inc.
Aehr Test Systems
Aetrium, Inc.
Affiliated Computer Services, Inc. Class A
Agilent Technologies, Inc.
Agilysys, Inc.
Airspan Networks, Inc.
Akamai Technologies, Inc.
Alliance Data Systems Corp.
Altera Corp.
American Software, Inc. Class A
AMIS Holdings, Inc.
Amkor Technology, Inc.
Amphenol Corp.
Amtech Systems, Inc.
Anadigics, Inc.
Analog Devices, Inc.
Anaren, Inc.
Andrew Corp.
Anixter International, Inc.
Ansoft Corp.
Answerthink, Inc.
Ansys, Inc.
Apple, Inc.
Applied Materials, Inc.
Applied Micro Circuits Corp.
Applix, Inc.
Aptimus, Inc.
Ariba, Inc.
Arris Group, Inc.
Arrow Electronics, Inc.
Art Technology Group, Inc.
Aspen Technology, Inc.
Asyst Technologies, Inc.
Atheros Communications
Atmel Corp.
ATMI, Inc.
65,035
8,100
5,100
5,300
34,600
3,400
1,675
500
8,000
44,225
2,000
4,900
27,400
9,900
38,875
2,400
11,400
20,827
22,200
1,300
6,700
37,000
2,000
17,733
4,300
3,000
5,500
9,200
96,274
153,237
31,600
2,200
300
9,600
12,674
15,000
16,600
10,200
5,400
6,420
56,800
4,600
2,780,246
216,513
46,359
86,019
449,800
136,238
11,574
2,135
400,240
1,609,790
34,120
12,201
882,828
776,655
925,614
27,144
118,218
239,927
801,642
14,365
110,282
1,364,560
28,180
249,681
330,111
89,670
17,985
304,796
13,332,024
3,273,142
90,060
32,120
1,779
84,480
192,391
629,400
51,626
133,824
31,698
192,022
301,040
138,736
426
*
Authorize.Net Holdings, Inc.
3,500
$
63,700
*
*
*
*#
*
*
*
*
*
*#
*
*
*
*#
*#
*
*#
*
*
*#
*#
*
*#
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
*
Autobytel, Inc.
Autodesk, Inc.
Automatic Data Processing, Inc.
Avaya, Inc.
Avici Systems, Inc.
Avid Technology, Inc.
Aviza Technology, Inc.
Avnet, Inc.
Avocent Corp.
AVX Corp.
Aware, Inc.
Axcelis Technologies, Inc.
Axesstel, Inc.
AXT, Inc.
Bankrate, Inc.
BEA Systems, Inc.
BearingPoint, Inc.
Bel Fuse, Inc. Class B
Bell Microproducts, Inc.
Benchmark Electronics, Inc.
Black Box Corp.
Blackboard, Inc.
Blue Coat Systems, Inc.
BMC Software, Inc.
Bookham, Inc.
Borland Software Corp.
Bottomline Technologies, Inc.
Brightpoint, Inc.
Broadcom Corp.
Broadridge Financial Solutions, Inc.
Brocade Communications Systems, Inc.
Brooks Automation, Inc.
BSQUARE Corp.
CA, Inc.
Cabot Microelectronics Corp.
CACI International, Inc. Class A
Cadence Design Systems, Inc.
CalAmp Corp.
California Micro Devices Corp.
Callidus Software, Inc.
CallWave, Inc.
CAM Commerce Solutions, Inc.
Captaris, Inc.
Carrier Access Corp.
Cascade Microtech, Inc.
Catalyst Semiconductor, Inc.
Catapult Communications Corp.
C-COR, Inc.
CDW Corp.
4,600
25,940
62,517
50,470
1,700
4,622
2,600
17,603
5,300
21,000
2,000
12,900
200
3,300
2,300
44,350
20,400
1,000
600
8,701
1,716
3,230
1,900
25,600
2,500
10,100
3,000
5,717
51,500
15,525
44,125
9,625
1,900
57,910
2,900
3,235
35,000
1,100
3,200
3,130
2,080
400
2,694
3,400
800
2,500
1,355
5,798
9,100
14,950
1,201,541
2,859,528
849,410
16,439
142,496
9,048
691,974
156,456
330,120
9,540
60,759
228
15,213
89,999
541,070
119,748
31,500
4,116
218,221
70,270
134,917
158,479
783,872
6,500
46,056
39,540
66,603
1,776,750
282,089
308,875
136,194
10,241
1,458,753
120,988
165,050
760,200
4,158
12,576
26,073
6,240
15,800
14,440
13,872
8,488
13,125
9,499
66,735
783,237
*
*
Centillium Communications, Inc.
Ceridian Corp.
1,500
18,300
2,220
626,775
427
*
*#
*
*#
*
*
*#
*
*
*#
*#
*#
*
*#
*#
*
*
*
*
*#
*
*#
*#
*
*
*
*#
*#
*
*#
*#
*#
*
*
*#
CEVA, Inc.
CheckFree Corp.
Checkpoint Systems, Inc.
Cherokee International Corp.
Chordiant Software, Inc.
Ciber, Inc.
Ciena Corp.
Cirrus Logic, Inc.
Cisco Sytems, Inc.
Citrix Systems, Inc.
CMGI, Inc.
CNET Networks, Inc.
Cognex Corp.
Cognizant Technology Solutions Corp.
Coherent, Inc.
Cohu, Inc.
CommScope, Inc.
Computer Horizons Corp.
Computer Sciences Corp.
Computer Task Group, Inc.
Compuware Corp.
Comtech Telecommunications Corp.
Concur Technologies, Inc.
Conexant Systems, Inc.
Convera Corp.
Convergys Corp.
Corning, Inc.
CPI International, Inc.
Credence Systems Corp.
Cree, Inc.
CSG Systems International, Inc.
CTS Corp.
Cyberoptics Corp.
Cybersource Corp.
Cymer, Inc.
Cypress Semiconductor Corp.
Daktronics, Inc.
Datalink Corp.
Dataram Corp.
DealerTrack Holdings, Inc.
Dell, Inc.
2,300
9,825
5,300
1,757
3,560
1,500
9,917
11,800
703,750
20,086
58,628
15,035
5,195
17,945
4,000
2,600
7,100
1,400
19,993
200
42,616
2,700
4,600
48,711
4,800
15,600
175,109
2,100
9,700
9,030
5,300
800
900
4,400
4,100
16,900
4,100
800
175
4,590
237,587
$
20,056
454,210
147,605
6,062
53,186
11,895
375,656
80,358
22,463,700
730,126
91,460
110,056
95,848
1,319,137
120,360
51,454
401,860
966
1,118,608
908
345,616
114,912
123,188
54,556
15,888
261,300
4,092,297
40,656
28,518
240,198
122,536
10,392
11,709
53,636
162,524
423,176
112,750
3,840
656
175,338
6,711,833
*
*
*
*#
*
*
*
*
*
*
Diebold, Inc.
Digi International, Inc.
Digimarc Corp.
Digital Angel Corp.
Digital River, Inc.
Diodes, Inc.
Ditech Networks, Inc.
Dolby Laboratories, Inc.
Dot Hill Systems Corp.
DSP Group, Inc.
DST Systems, Inc.
7,800
3,300
3,229
2,500
4,900
4,600
5,100
4,000
5,600
3,300
7,300
342,186
46,695
28,996
3,800
227,164
139,426
26,163
145,720
17,360
57,519
558,158
428
*#
*
*
*
*#
*#
*
*
*
*
*
*
*
*
*
*
*#
*
*#
*#
*#
*
*
*#
*
*#
*#
*
*
*
*#
DTS, Inc.
Dycom Industries, Inc.
Dynamics Research Corp.
EarthLink, Inc.
eBay, Inc.
Echelon Corp.
EDGAR Online, Inc.
Edgewater Technology, Inc.
EFJ, Inc.
eFunds Corp.
Electro Scientific Industries, Inc.
Electroglas, Inc.
Electronic Arts, Inc.
Electronic Data Systems Corp.
Electronics for Imaging, Inc.
eLoyalty Corp.
EMC Corp.
EMCORE Corp.
EMS Technologies, Inc.
Emulex Corp.
Endwave Corp.
Entegris, Inc.
Entrust, Inc.
Epicor Software Corp.
EPIQ Systems, Inc.
Equinix, Inc.
eSpeed, Inc.
Euronet Worldwide, Inc.
Exar Corp.
Excel Technology, Inc.
Extreme Networks, Inc.
F5 Networks, Inc.
1,900
5,033
1,200
15,200
146,800
4,600
1,900
1,300
2,200
5,600
3,324
1,500
34,000
56,800
7,600
1,000
236,299
4,164
1,900
10,350
1,400
18,066
7,000
7,100
3,600
3,310
3,200
5,330
100
1,000
14,800
9,500
$
49,666
148,624
15,072
115,824
5,005,880
128,754
5,035
11,401
12,364
203,168
78,746
3,375
1,799,960
1,300,152
198,208
15,400
4,645,638
39,142
46,626
202,239
14,700
170,543
15,400
94,430
58,428
292,968
26,880
144,336
1,334
27,220
51,208
332,215
*
*#
*
*#
*#
*
*#
*
*
*
*
*
*
*
*
Factset Research Systems, Inc.
Fair Isaac Corp.
Fairchild Semiconductor Corp. Class A
FalconStor Software, Inc.
Faro Technologies, Inc.
FEI Co.
Fidelity National Information Services, Inc.
Finisar Corp.
First Data Corp.
Fiserv, Inc.
Flir Systems, Inc.
FormFactor, Inc.
Forrester Research, Inc.
Foundry Networks, Inc.
Frequency Electronics, Inc.
FSI International, Inc.
Gartner Group, Inc.
Gateway, Inc.
Genesis Microchip, Inc.
Gerber Scientific, Inc.
6,050
6,735
14,734
6,200
1,530
4,500
26,126
35,300
81,291
21,300
8,100
5,700
3,000
17,013
700
2,300
13,900
35,310
2,700
2,700
362,577
249,128
276,410
67,952
61,521
126,135
1,238,372
133,434
2,700,487
990,876
398,844
258,552
76,230
314,570
6,909
5,980
307,329
64,970
21,492
27,621
429
#
*
*
*
*
*
*
*
#
*
*
*
*
*#
*#
*
*
*
*
Gevity HR, Inc.
Global Payments, Inc.
Goldleaf Financial Solutions, Inc.
Greenfield Online, Inc.
GSE Systems, Inc.
GTSI Corp.
Harmonic, Inc.
Harris Corp.
Harris Stratex Networks, Inc. Class A
Hauppauge Digital, Inc.
Heartland Payment Systems, Inc.
Henry Jack & Associates, Inc.
Hewlett-Packard Co.
hi/fn, inc.
Hittite Microwave Corp.
Hutchinson Technology, Inc.
Hypercom Corp.
I.D. Systems, Inc.
i2 Technologies, Inc.
iBasis, Inc.
iGATE Capital Corp.
Ikanos Communications
I-many, Inc.
2,800
9,050
1,800
3,200
2,000
200
9,100
15,500
2,675
500
4,050
10,700
335,500
1,200
3,620
2,800
5,411
900
2,300
4,238
5,700
1,000
4,000
$
32,256
357,294
6,588
46,208
12,700
2,108
90,727
942,865
45,769
1,900
120,609
280,768
16,556,925
9,792
153,379
64,428
26,352
10,539
36,524
40,981
47,253
5,850
9,960
#
*#
*
*
*#
*
*
*
*
*
*#
*
*#
*#
*
*
*
*
*
*
*
*
Imation Corp.
Imergent, Inc.
Immersion Corp.
Infocrossing, Inc.
InFocus Corp.
Informatica Corp.
InfoSpace, Inc.
infoUSA, Inc.
Ingram Micro, Inc.
Innodata Isogen, Inc.
Insight Enterprises, Inc.
Integral Systems, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solution, Inc.
Intel Corp.
Intelli-Check, Inc.
Interactive Intelligence, Inc.
Intermec, Inc.
Internap Network Services Corp.
International Business Machines Corp.
International Rectifier Corp.
Internet Capital Group, Inc.
Interphase Corp.
Intersil Corp.
Intervoice, Inc.
Interwoven, Inc.
Intest Corp.
Intevac, Inc.
Intuit, Inc.
3,600
1,500
3,300
2,800
300
10,400
4,300
3,100
20,760
4,054
6,035
1,300
22,900
2,100
644,898
2,172
1,700
7,000
4,400
162,740
7,870
3,900
400
16,400
5,200
4,750
500
2,400
38,800
104,724
28,425
49,467
51,968
528
145,184
60,243
31,434
407,726
15,486
143,150
31,434
358,156
13,020
16,606,124
9,014
33,235
171,850
61,732
18,990,131
270,807
44,304
3,788
546,448
41,652
61,893
1,655
39,216
1,059,628
430
*#
*#
*#
*
*#
*
*
*
*
*
*
*
Iomega Corp.
iPass, Inc.
Iron Mountain, Inc.
Iteris, Inc.
Itron, Inc.
Ixia
IXYS Corp.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
JDA Software Group, Inc.
JDS Uniphase Corp.
Juniper Networks, Inc.
Keithley Instruments, Inc.
Kemet Corp.
7,600
4,800
21,437
2,300
3,300
4,000
3,820
5,700
21,600
3,600
17,006
63,399
1,400
3,400
$
40,432
21,600
605,810
5,060
280,170
36,400
38,964
193,800
479,520
74,700
247,607
2,087,095
14,000
23,460
*
*
*
*
*#
*
*#
*
*#
*
*
*#
*
#
*
*
*
*
*
*#
*
*#
*
*
*
*
*
#
*
*
*#
*
*#
*
*
Key Tronic Corp.
Kintera, Inc.
KLA-Tencor Corp.
Komag, Inc.
Kopin Corp.
Kulicke & Soffa Industries, Inc.
KVH Industries, Inc.
L-1 Identity Solutions, Inc.
Lam Research Corp.
LaserCard Corp.
Lattice Semiconductor Corp.
Lawson Software, Inc.
LeCroy Corp.
Lexmark International, Inc.
Linear Technology Corp.
Lionbridge Technologies, Inc.
Littlefuse, Inc.
LoJack Corp.
LookSmart, Ltd.
Loral Space & Communications, Inc.
LSI Corp.
LTX Corp.
Lumera Corp.
Macrovision Corp.
Magma Design Automation, Inc.
Management Network Group, Inc.
Manhattan Associates, Inc.
ManTech International Corp. Class A
Marchex, Inc. Class B
Mastec, Inc.
Mattson Technology, Inc.
Maxim Integrated Products, Inc.
Maximus, Inc.
Maxwell Technologies, Inc.
McAfee, Inc.
Mechanical Technology, Inc.
MEMC Electronic Materials, Inc.
Mentor Graphics Corp.
500
2,000
22,200
3,200
10,000
6,100
1,200
9,174
14,563
1,600
9,400
23,602
1,200
13,300
31,200
6,100
2,800
1,900
3,300
2,700
91,324
6,650
2,700
6,130
4,500
2,000
3,200
2,140
3,800
7,700
7,100
31,532
3,000
2,100
17,300
2,000
26,752
9,700
2,235
3,600
1,275,834
102,848
36,700
52,094
11,532
150,912
781,014
17,984
46,906
231,536
8,964
495,558
1,060,488
25,010
93,520
36,176
8,646
108,216
629,222
27,132
9,180
145,465
61,830
4,700
92,416
76,526
34,656
113,806
74,763
946,275
128,340
25,914
618,475
2,320
1,643,108
135,412
431
*#
*
Mercury Computer Systems, Inc.
Merix Corp.
Methode Electronics, Inc.
Micrel, Inc.
Microchip Technology, Inc.
2,900
700
4,900
9,400
23,450
$
33,176
4,123
70,756
102,930
903,294
*
*
*
*
*
*#
*#
*#
*
*
*#
*
*#
*#
*#
*
*#
*#
*
*#
*
*
*#
*
*#
*#
*#
*
*
*
*
*
*#
*#
*
*
*#
*
Micron Technology, Inc.
Micros Systems, Inc.
Microsemi Corp.
Microsoft Corp.
MicroStrategy, Inc.
Microtune, Inc.
Midway Games, Inc.
Mindspeed Technologies, Inc.
MIPS Technologies, Inc.
MIVA, Inc.
MKS Instruments, Inc.
Mobility Electronics, Inc.
Moldflow Corp.
Molex, Inc.
Molex, Inc. Class A
MoneyGram International, Inc.
Monolithic Power Systems
MoSys, Inc.
Motorola, Inc.
MPS Group, Inc.
MRV Communications, Inc.
MSC. Software Corp.
MTS Systems Corp.
Multi-Fineline Electronix, Inc.
Nanometrics, Inc.
Napco Security Systems, Inc.
National Instruments Corp.
National Semiconductor Corp.
NAVTEQ Corp.
NCR Corp.
NeoMagic Corp.
NEON Communications Group, Inc.
Neoware Systems, Inc.
NETGEAR, Inc.
Netlogic Microsystems, Inc.
NetManage, Inc.
NetScout Systems, Inc.
Network Appliance, Inc.
Network Engines, Inc.
Network Equipment Technologies, Inc.
Newport Corp.
NIC, Inc.
NMS Communications Corp.
Novatel Wireless, Inc.
Novell, Inc.
Novellus Systems, Inc.
Nu Horizons Electronics Corp.
81,911
4,400
9,000
1,063,771
1,200
5,684
6,400
8,100
5,300
3,700
7,700
4,500
1,400
2,000
10,344
9,300
3,700
4,600
260,145
12,800
14,300
5,300
2,000
1,300
500
3,325
9,116
33,376
11,037
22,500
400
2,700
1,300
4,200
2,500
683
4,300
44,600
1,800
3,600
4,800
7,700
100
3,700
41,400
14,864
300
937,881
265,496
228,240
30,562,141
83,088
33,820
34,624
13,770
41,446
16,650
169,708
16,425
23,128
52,300
257,566
197,811
75,776
30,130
4,409,458
176,128
36,036
67,045
84,240
16,497
3,795
20,449
287,792
878,456
695,331
1,119,825
1,592
12,960
20,852
117,852
73,325
2,814
39,990
1,242,556
3,150
38,376
66,288
51,975
145
84,508
308,016
406,828
2,784
432
*#
*
*#
*#
*#
*#
*#
*#
#
*
*
*
*
*
*#
*
*
*#
*#
*
*
*#
#
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*#
*
*
*#
*
*
Nuance Communications, Inc.
Nvidia Corp.
NYFIX, Inc.
OmniVision Technologies, Inc.
ON Semiconductor Corp.
On2 Technologies, Inc.
Online Resources Corp.
Onvia, Inc.
Openwave Systems, Inc.
Oplink Communications, Inc.
OPNET Technologies, Inc.
Opsware, Inc.
Optical Communication Products, Inc.
Oracle Corp.
OSI Systems, Inc.
Overland Storage, Inc.
OYO Geospace Corp.
Packeteer, Inc.
Palm, Inc.
PAR Technology Corp.
Parametric Technology Corp.
Park Electrochemical Corp.
Parkervision, Inc.
Paychex, Inc.
PC Connection, Inc.
PC-Tel, Inc.
PDF Solutions, Inc.
Pegasystems, Inc.
Perficient, Inc.
Performance Technologies, Inc.
Pericom Semiconductor Corp.
Perot Systems Corp.
Pervasive Software, Inc.
Phoenix Technologies, Ltd.
Photon Dynamics, Inc.
Photronics, Inc.
Pixelworks, Inc.
Planar Systems, Inc.
Plantronics, Inc.
PLATO Learning, Inc.
Plexus Corp.
PLX Technology, Inc.
PMC-Sierra, Inc.
Polycom, Inc.
Powerwave Technologies, Inc.
19,690
40,600
700
7,500
33,800
13,300
3,600
1,500
4,833
2,300
2,200
12,100
100
625,550
2,100
500
750
4,100
12,525
1,350
12,860
2,540
2,700
40,800
3,200
2,600
2,600
4,600
3,600
300
400
13,900
2,700
3,700
1,200
4,300
1,000
700
6,600
600
4,463
3,466
26,300
10,800
11,200
$
370,172
2,077,096
3,878
156,525
396,136
19,817
45,936
12,450
21,845
29,969
22,462
171,336
161
12,686,154
52,311
1,030
56,685
30,217
188,000
11,111
226,465
75,082
35,910
1,812,744
41,152
20,150
25,376
54,648
83,952
1,440
4,608
217,257
12,555
40,441
9,984
49,794
1,100
4,417
187,440
1,932
106,086
37,502
201,984
327,348
76,720
*#
*
*
Presstek, Inc.
Printronix, Inc.
Progress Software Corp.
QAD, Inc.
QLogic Corp.
QUALCOMM, Inc.
Quality Systems, Inc.
4,764
1,092
5,200
3,700
19,300
184,295
3,000
30,108
15,048
158,704
30,118
256,690
7,351,528
110,550
433
*
*
*
*#
*#
*
*#
*#
*
*
*#
*
#
*
*
*#
*#
*
*#
*
*
*
*#
*
*
*
*
*#
*
*
*
*
*#
*
*
Quantum Corp.
Quest Software, Inc.
QuickLogic Corp.
Radiant Systems, Inc.
RadiSys Corp.
Radyne Corp.
RAE Systems, Inc.
Rambus, Inc.
Ramtron International Corp.
RealNetworks, Inc.
Red Hat, Inc.
Relm Wireless Corp.
Renaissance Learning, Inc.
RF Micro Devices, Inc.
RF Monolithics, Inc.
Richardson Electronics, Ltd.
RightNow Technologies, Inc.
Rimage Corp.
Rofin-Sinar Technologies, Inc.
Rogers Corp.
Rudolph Technologies, Inc.
S1 Corp.
Saba Software, Inc.
Safeguard Scientifics, Inc.
Salesforce.com, Inc.
Sandisk Corp.
Sanmina-SCI Corp.
Sapient Corp.
SAVVIS, Inc.
ScanSource, Inc.
Scientific Learning Corp.
SCM Microsystems, Inc.
Seachange International, Inc.
Secure Computing Corp.
Semitool, Inc.
Semtech Corp.
25,600
13,500
5,500
3,800
2,660
100
3,600
11,900
2,000
19,200
21,370
800
3,300
20,200
400
800
3,300
1,200
1,800
2,100
3,551
6,500
3,400
18,200
12,780
25,391
49,200
15,600
5,900
3,400
1,682
1,092
2,900
8,380
3,700
8,500
$
82,176
196,560
18,975
57,190
29,074
1,053
9,504
179,452
5,840
119,616
415,647
4,024
37,653
120,190
1,948
5,784
48,345
30,168
125,406
86,499
45,559
50,700
15,640
39,130
516,695
1,423,419
112,668
100,464
234,407
94,180
10,243
3,134
21,112
75,252
35,779
151,640
*
*
*
*#
*
*
*
*
*#
*
*
*#
*#
*
*
*
SI International, Inc.
Sigma Designs, Inc.
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Storage Technology, Inc.
Sirenza Microdevices, Inc.
Skyworks Solutions, Inc.
SM&A
Smith Micro Software, Inc.
SoftBrands, Inc.
Solectron Corp.
Sonic Foundry, Inc.
Sonic Solutions, Inc.
SonicWALL, Inc.
Sonus Networks, Inc.
SourceForge, Inc.
1,700
3,400
8,900
6,200
11,100
5,892
21,300
1,709
3,300
4,199
94,400
4,900
2,414
2,400
30,300
7,700
52,394
143,854
51,442
228,904
34,632
92,151
168,057
10,784
54,417
8,146
366,272
10,364
18,346
20,592
175,134
19,712
434
*
*
*
*
*
*
*#
*#
*
*
*#
*
*
*
*
*
*#
*#
*
*
*
*#
*
*
Spectrum Control, Inc.
SPSS, Inc.
SRA International, Inc.
SRS Labs, Inc.
Staktek Holdings, Inc.
Standard Microsystems Corp.
StarTek, Inc.
STEC, Inc.
Stratasys, Inc.
SumTotal Systems, Inc.
Sun Microsystems, Inc.
Supertex, Inc.
SupportSoft, Inc.
Sybase, Inc.
Sycamore Networks, Inc.
Sykes Enterprises, Inc.
Symantec Corp.
Symmetricom, Inc.
Synaptics, Inc.
SYNNEX Corp.
Synopsys, Inc.
Synplicity, Inc.
Syntel, Inc.
Take-Two Interactive Software, Inc.
Tech Data Corp.
Technitrol, Inc.
TechTeam Global, Inc.
2,000
2,500
4,120
2,000
5,100
2,752
1,400
5,527
2,400
3,200
386,746
1,600
4,400
10,600
32,000
5,300
101,223
5,300
3,100
3,975
16,597
3,700
4,700
8,420
6,730
5,400
1,079
$
29,060
101,875
116,225
14,800
14,484
99,017
14,462
41,618
60,360
19,648
2,072,959
57,376
23,716
244,330
126,400
87,397
1,904,005
26,447
134,230
79,182
453,430
24,161
162,479
134,552
262,403
148,500
12,829
*#
*#
*#
*
*
*
*#
*
#
*
*
*
*
#
*
*
*#
*
*
*
*
*
Tekelec
Tektronix, Inc.
TeleCommunication Systems, Inc.
Telkonet, Inc.
Tellabs, Inc.
Telular Corp.
Teradyne, Inc.
Terremark Worldwide, Inc.
Tessera Technologies, Inc.
Texas Instruments, Inc.
TheStreet.com, Inc.
Think Partnership, Inc.
THQ, Inc.
TIBCO Software, Inc.
Tier Technologies, Inc. Class B
TNS, Inc.
Tollgrade Communications, Inc.
Total System Services, Inc.
Transact Technologies, Inc.
Travelzoo, Inc.
Trident Microsystems, Inc.
Trimble Navigation, Ltd.
Triquint Semiconductor, Inc.
TTM Technologies, Inc.
Tumbleweed Communications Corp.
6,800
9,145
4,200
2,300
47,439
3,800
22,200
6,600
5,535
159,413
3,100
6,200
7,790
26,000
500
2,000
1,200
22,800
700
1,300
6,400
14,233
16,500
5,900
7,100
83,640
294,012
17,178
3,450
500,481
21,280
330,558
44,616
202,747
5,458,301
31,682
9,176
224,274
205,660
5,000
29,860
12,216
632,472
4,543
25,051
94,272
502,567
72,765
68,912
15,833
435
*#
*
*#
*
*#
*#
*
*#
*#
*#
*
*#
*#
*
*
*
*
Tyler Technologies, Inc.
Ulticom, Inc.
Ultimate Software Group, Inc.
Ultra Clean Holdings, Inc.
Ultratech, Inc.
Unica Corp.
Unisys Corp.
United Online, Inc.
Universal Display Corp.
UTStarcom, Inc.
ValueClick, Inc.
Varian Semiconductor Equipment Associates, Inc.
Veeco Instruments, Inc.
VendingData Corp.
Verigy, Ltd.
VeriSign, Inc.
Viasat, Inc.
Vicon Industries, Inc.
4,300
2,900
3,000
2,300
2,800
1,800
38,678
8,350
4,100
9,700
10,900
9,675
4,200
4,500
4,909
27,100
3,700
900
$
63,769
23,476
93,390
34,362
40,124
18,396
285,057
119,990
60,516
29,488
218,436
538,220
73,920
12,960
129,696
872,620
112,924
12,330
*
*
*#
*
*
*#
*#
*
*
*#
*
*
Video Display Corp.
Vignette Corp.
Virage Logic Corp.
Vishay Intertechnology, Inc.
Visual Sciences, Inc.
Vocus, Inc.
Vyyo, Inc.
Web.com, Inc.
Websense, Inc.
Website Pros, Inc.
Westell Technologies, Inc.
Western Digital Corp.
Western Union Co.
* Wind River Systems, Inc.
* Wireless Telecom Group, Inc.
* # Wright Express Corp.
* Xerox Corp.
Xilinx, Inc.
X-Rite, Inc.
* Yahoo!, Inc.
* # Zebra Technologies Corp. Class A
* Zhone Technologies, Inc.
* ZILOG, Inc.
* # Zix Corp.
* Zoran Corp.
* Zygo Corp.
Total Information Technology
1,700
2,200
1,100
20,812
2,400
1,900
1,780
1,200
4,000
2,600
8,600
20,300
88,127
10,000
5,300
4,800
105,529
36,490
3,500
146,200
6,986
5,541
2,600
6,200
6,205
2,100
13,345
42,922
7,469
275,343
44,232
47,500
10,342
7,104
82,280
22,724
17,630
474,208
1,659,431
105,500
13,144
177,072
1,807,712
933,049
50,050
3,323,126
253,592
6,815
9,776
10,788
107,160
26,985
290,494,789
Materials — (3.7%)
A. Schulman, Inc.
A.M. Castle & Co.
* AEP Industries, Inc.
Air Products & Chemicals, Inc.
Airgas, Inc.
1,300
2,600
1,100
24,311
9,478
28,002
75,738
40,722
2,188,233
438,073
436
*#
#
AK Steel Holding Corp.
Albemarle Corp.
Alcoa, Inc.
Allegheny Technologies, Inc.
AMCOL International Corp.
American Vanguard Corp.
Aptargroup, Inc.
Arch Chemicals, Inc.
Ashland, Inc.
12,600
10,700
95,584
11,721
3,100
2,600
8,400
3,400
6,800
$
504,000
433,029
3,491,684
1,164,950
99,851
40,716
305,172
147,288
406,572
#
*
*
#
*
*#
#
*#
*
*
*
*
#
#
*#
#
*#
Balchem Corp.
Ball Corp.
Bemis Co., Inc.
Bowater, Inc.
Brush Engineered Materials, Inc.
Buckeye Technologies, Inc.
Cabot Corp.
Calgon Carbon Corp.
Caraustar Industries, Inc.
Carpenter Technology Corp.
Celanese Corp. Class A
Century Aluminum Co.
CF Industries Holdings, Inc.
Chaparral Steel Co.
Chemtura Corp.
Cleveland-Cliffs, Inc.
Coeur d’Alene Mines Corp.
Commercial Metals Co.
Compass Minerals International, Inc.
Constar International, Inc.
Core Molding Technologies, Inc.
Crown Holdings, Inc.
Cytec Industries, Inc.
Deltic Timber Corp.
Domtar Corp.
Dow Chemical Co.
DuPont (E.I.) de Nemours & Co., Inc.
Eagle Materials, Inc.
Eastman Chemical Co.
Ecolab, Inc.
Empire Resources, Inc.
Ferro Corp.
Florida Rock Industries, Inc.
Flotek Industries, Inc.
FMC Corp.
Freeport-McMoRan Copper & Gold, Inc. Class B
Friedman Industries, Inc.
Georgia Gulf Corp.
Gibraltar Industries, Inc.
Glatfelter Co.
Graphic Packaging Corp.
Greif, Inc. Class A
H.B. Fuller Co.
1,275
11,572
12,530
1,300
2,340
3,300
7,800
4,400
1,500
2,959
17,700
4,146
5,247
5,200
24,142
4,552
27,400
13,669
3,844
1,200
1,689
18,900
5,665
1,300
37,176
105,206
103,198
5,619
9,791
26,600
1,100
5,300
5,750
2,000
4,500
42,762
1,199
3,100
3,550
1,900
23,797
2,800
8,100
437
26,189
606,141
374,271
21,892
113,022
51,381
314,652
58,740
5,565
345,730
635,784
203,900
332,293
444,600
222,348
347,181
93,708
394,897
130,965
6,696
11,637
453,978
376,156
74,360
297,408
4,484,932
5,030,903
213,297
653,647
1,108,156
7,425
103,721
359,433
75,540
405,000
3,738,254
9,916
46,407
70,929
28,044
113,274
163,016
217,971
*#
*#
*
*
*#
#
#
*
*#
*
*#
*#
#
*#
*
*
*
*
*#
*
#
*
Hawkins, Inc.
Headwaters, Inc.
Hecla Mining Co.
Hercules, Inc.
Huntsman Corp.
ICO, Inc.
Idaho General Mines, Inc.
International Flavors & Fragrances, Inc.
International Paper Co.
Kaiser Aluminum Corp.
KMG Chemicals, Inc.
Kronos Worldwide, Inc.
Landec Corp.
Louisiana-Pacific Corp.
LSB Industries, Inc.
Lubrizol Corp.
Lyondell Chemical Co.
Martin Marietta Materials, Inc.
Material Sciences Corp.
MeadWestavco Corp.
Metal Management, Inc.
Minerals Technologies, Inc.
Mines Management, Inc.
Monsanto Co.
Myers Industries, Inc.
Nalco Holding Co.
Nanophase Technologies Corp.
NewMarket Corp.
Newmont Mining Corp.
NL Industries, Inc.
NN, Inc.
Northwest Pipe Co.
Nucor Corp.
Olin Corp.
Olympic Steel, Inc.
OM Group, Inc.
OMNOVA Solutions, Inc.
Owens-Illinois, Inc.
Packaging Corp. of America
Pactiv Corp.
Penford Corp.
Pioneer Companies, Inc.
PolyOne Corp.
Pope & Talbot, Inc.
PPG Industries, Inc.
Praxair, Inc.
Quaker Chemical Corp.
Quanex Corp.
Ready Mix, Inc.
88
3,400
14,163
12,500
15,200
3,050
5,800
9,965
48,764
2,400
1,000
5,045
2,500
12,400
2,200
8,252
28,120
5,000
2,094
22,191
3,300
2,554
800
60,571
3,513
15,956
2,300
2,100
46,900
5,400
200
800
33,500
8,399
1,300
3,700
5,200
17,500
12,000
15,100
1,200
1,500
11,500
500
18,434
35,469
1,300
4,970
800
$
1,269
56,168
106,223
260,250
394,440
35,014
37,816
500,542
1,712,104
163,008
23,450
103,372
33,750
232,252
48,444
524,662
1,303,643
675,000
22,804
701,014
154,803
168,334
2,408
4,224,222
74,827
398,900
13,685
98,091
1,981,994
56,430
2,054
29,824
1,772,150
180,075
31,759
182,780
30,732
703,850
312,600
441,675
42,360
52,515
92,345
125
1,352,134
2,683,585
28,600
215,251
9,760
*
Reliance Steel & Aluminum Co.
Rock-Tenn Co. Class A
Rockwood Holdings, Inc.
8,952
5,000
8,700
474,187
144,950
278,835
438
Rohm & Haas Co.
# Royal Gold, Inc.
# RPM International, Inc.
* RTI International Metals, Inc.
# Ryerson, Inc.
Schnitzer Steel Industries, Inc. Class A
Schweitzer-Maudoit International, Inc.
Scotts Miracle-Gro Co. Class A
Sealed Air Corp.
Sensient Technologies Corp.
Sigma-Aldrich Corp.
Silgan Holdings, Inc.
* Smurfit-Stone Container Corp.
Sonoco Products Co.
# Southern Copper Corp.
Spartech Corp.
Steel Dynamics, Inc.
Stepan Co.
* # Stillwater Mining Co.
* # Symyx Technologies, Inc.
Temple-Inland, Inc.
* # Terra Industries, Inc.
Texas Industries, Inc.
* The Mosaic Co.
* # Titanium Metals Corp.
* # U.S. Concrete, Inc.
* # U.S. Gold Corp.
* United States Lime & Minerals, Inc.
United States Steel Corp.
* # Universal Stainless & Alloy Products, Inc.
# Valhi, Inc.
Valspar Corp.
Vulcan Materials Co.
Wausau Paper Corp.
Wellman, Inc.
Westlake Chemical Corp.
Weyerhaeuser Co.
Worthington Industries, Inc.
* # Zoltek Companies, Inc.
Total Materials
24,652
2,600
14,300
2,700
3,300
3,000
2,300
7,500
17,885
6,000
14,965
4,400
31,191
500
30,985
3,100
11,100
1,200
11,400
3,700
11,998
10,900
2,882
1,900
20,123
5,000
8,100
809
13,288
900
12,400
12,400
10,627
5,600
3,370
6,400
24,243
11,017
3,200
$
1,393,824
72,176
323,752
188,244
110,022
175,290
52,417
339,450
473,058
162,540
670,432
224,796
329,377
18,010
3,261,171
67,146
481,518
36,024
107,046
33,115
660,850
283,073
212,461
79,838
630,856
39,750
48,276
27,967
1,255,450
29,178
291,400
334,428
956,536
62,888
7,414
173,184
1,652,645
233,120
132,128
70,939,304
Other — (0.0%)
* Petrocorp, Inc. Escrow Shares
Telecommunication Services — (3.3%)
Alaska Communications Systems Group, Inc.
Alltel Corp.
* American Tower Corp.
* Arbinet-thexchange, Inc.
AT&T, Inc.
* # Cbeyond, Inc.
* Centennial Communications Corp.
100
6
5,589
39,734
46,560
4,200
694,021
3,300
11,800
76,346
2,712,243
1,844,707
21,882
27,670,617
128,238
110,920
439
*
*
#
*#
*#
*
*#
*
#
#
*#
*#
*#
*
*#
#
*#
*
*
*
*
*
CenturyTel, Inc.
Cincinnati Bell, Inc.
Citizens Communications Co.
Cogent Communications Group, Inc.
Consolidated Communications Holdings, Inc.
Crown Castle International Corp.
CT Communications, Inc.
D&E Communications, Inc.
Dobson Communications Corp.
Embarq Corp.
Eschelon Telecom, Inc.
FairPoint Communications, Inc.
FiberTower Corp.
General Communications, Inc. Class A
Hickory Tech Corp.
IDT Corp.
IDT Corp. Class B
Iowa Telecommunications Services, Inc.
LCC International, Inc. Class A
Leap Wireless International, Inc.
Level 3 Communications, Inc.
NeuStar, Inc.
NII Holdings, Inc.
North Pittsburgh Systems, Inc.
PAETEC Holding Corp.
Premiere Global Services, Inc.
Price Communications Liquidation Trust
Qwest Communications International, Inc.
Rural Cellular Corp. Class A
SBA Communications Corp.
Sprint Nextel Corp.
13,165
28,500
40,903
5,900
2,900
30,700
2,100
1,700
18,800
13,363
2,100
4,300
7,700
6,000
2,200
700
4,400
3,400
3,700
7,500
142,871
7,630
17,830
1,500
11,300
8,600
3,605
206,904
1,700
11,400
315,094
$
631,657
139,080
593,503
147,323
53,882
1,128,532
66,150
24,191
237,444
834,118
63,000
71,939
28,952
75,900
20,768
5,789
39,600
62,934
13,431
543,750
747,215
241,261
1,411,779
34,635
134,809
112,488
492
1,851,791
73,032
371,298
5,961,578
SureWest Communications
Telephone & Data Systems, Inc.
Telephone & Data Systems, Inc. Special Shares
* # Time Warner Telecom, Inc.
* United States Cellular Corp.
USA Mobility, Inc.
Verizon Communications, Inc.
Windstream Corp.
* Wireless Facilities, Inc.
Total Telecommunication Services
2,098
6,165
7,027
14,555
6,330
600
327,699
53,028
2,100
60,863
399,184
432,161
319,482
615,593
11,070
13,724,034
757,240
5,334
64,612,235
Utilities — (3.3%)
* AES Corp.
AGL Resources, Inc.
* Allegheny Energy, Inc.
# ALLETE, Inc.
Alliant Energy Corp.
Ameren Corp.
American Electric Power Co., Inc.
# American States Water Co.
# Aqua America, Inc.
72,270
9,000
18,020
3,600
12,900
22,900
43,520
1,800
13,867
1,308,810
357,390
930,012
151,596
488,652
1,162,862
1,935,770
70,308
332,253
440
*
#
*#
#
#
#
#
*
Aquila, Inc.
Artesian Resources Corp. Class A
Atmos Energy Corp.
Avista Corp.
Black Hills Corp.
Cadiz, Inc.
California Water Service Group
CenterPoint Energy, Inc.
Central Vermont Public Service Corp.
CH Energy Group, Inc.
Chesapeake Utilities Corp.
Cleco Corp.
CMS Energy Corp.
Connecticut Water Services, Inc.
Consolidated Edison, Inc.
Constellation Energy Group
Delta Natural Gas Co., Inc.
Dominion Resources, Inc.
DPL, Inc.
DTE Energy Co.
Duke Energy Corp.
Dynegy, Inc.
27,900
900
9,830
5,600
4,190
1,704
2,200
36,370
1,249
1,800
975
6,802
25,900
932
29,900
9,600
360
37,900
12,900
19,420
137,364
56,000
$
111,042
17,370
276,321
109,592
172,586
33,961
85,206
589,921
45,089
85,086
30,820
156,718
422,688
21,902
1,373,606
796,224
8,932
3,228,322
339,915
928,470
2,519,256
453,040
*
*
*
#
Edison International
El Paso Electric Co.
Empire District Electric Co.
Energen Corp.
Energy East Corp.
Energy West, Inc.
EnergySouth, Inc.
Entergy Corp.
Environmental Power Corp.
Equitable Resources, Inc.
Exelon Corp.
FirstEnergy Corp.
FPL Group, Inc.
Great Plains Energy, Inc.
Hawaiian Electric Industries, Inc.
IDACORP, Inc.
Integrys Energy Group, Inc.
ITC Holdings Corp.
Laclede Group, Inc.
MDU Resources Group, Inc.
MGE Energy, Inc.
Middlesex Water Co.
Mirant Corp.
National Fuel Gas Co.
New Jersey Resources Corp.
Nicor, Inc.
NiSource, Inc.
Northeast Utilities, Inc.
Northwest Natural Gas Co.
NorthWestern Corp.
35,910
5,300
3,270
8,300
16,200
700
798
21,700
1,800
13,600
73,400
34,000
44,320
9,900
8,500
2,800
8,480
5,700
2,600
20,650
2,298
1,950
30,356
9,500
3,200
5,200
29,500
19,140
3,297
1,800
1,892,816
118,296
74,981
445,710
432,378
10,360
38,456
2,248,554
9,270
668,984
5,187,178
2,088,960
2,607,789
280,566
178,245
90,916
425,442
253,536
84,864
558,583
75,696
36,563
1,182,973
421,230
156,736
216,112
555,780
529,221
153,179
48,312
441
*#
#
#
#
#
NRG Energy, Inc.
NSTAR
OGE Energy Corp.
Oneok, Inc.
Ormat Technologies, Inc.
Otter Tail Corp.
Pepco Holdings, Inc.
PG&E Corp.
Piedmont Natural Gas Co.
Pinnacle West Capital Corp.
PNM Resources, Inc.
Portland General Electric Co.
PPL Corp.
28,434
12,100
10,300
12,600
3,000
3,201
21,900
38,800
8,300
10,890
8,650
7,400
42,100
$
1,083,051
396,517
347,316
590,310
129,150
116,837
610,572
1,726,600
219,120
433,858
199,988
196,766
2,031,746
Progress Energy, Inc.
Public Service Enterprise Group, Inc.
Puget Energy, Inc.
Questar Corp.
* Reliant Energy, Inc.
RGC Resources, Inc.
SCANA Corp.
# SEMCO Energy, Inc.
Sempra Energy
Sierra Pacific Resources
# SJW Corp.
South Jersey Industries, Inc.
Southern Co.
Southern Union Co.
Southwest Gas Corp.
Southwest Water Co.
TECO Energy, Inc.
TXU Corp.
UGI Corp.
UIL Holdings Corp.
Unisource Energy Corp.
Vectren Corp.
Westar Energy, Inc.
WGL Holdings, Inc.
Wisconsin Energy Corp.
Xcel Energy, Inc.
York Water Co.
Total Utilities
28,450
10,800
13,300
19,591
39,640
100
13,320
1,100
29,100
25,500
1,900
3,500
82,000
13,488
4,800
2,770
24,100
48,300
12,000
3,030
4,100
8,690
10,100
5,807
12,990
44,290
1,600
1,305,286
917,892
310,289
978,962
1,011,216
2,652
511,222
8,371
1,601,373
390,660
65,189
118,685
2,910,180
402,618
139,248
38,725
381,744
3,255,420
306,600
93,900
121,442
237,237
245,329
190,992
575,587
912,817
27,568
64,758,441
TOTAL COMMON STOCKS
1,783,969,734
RIGHTS/WARRANTS — (0.0%)
* Caliper Life Sciences, Inc. Warrants 08/10/11
84
67
442
TEMPORARY CASH INVESTMENTS — (0.3%)
BlackRock Liquidity Funds Tempcash Portfolio-Institutional Shares
6,197,656
$
6,197,656
Face
Amount
(000)
SECURITIES LENDING COLLATERAL — (7.6%)
@ Repurchase Agreement, Deutsche Bank Securities 5.39%, 09/04/07
(Collateralized by $182,192,771 FNMA, rates ranging from 5.000% to 7.000%,
maturities ranging from 02/01/11 to 09/01/37, valued at $143,358,644) to be
repurchased at $139,204,003
$
139,183
139,183,149
@
Repurchase Agreement, Morgan Stanley 5.35%, 09/04/07 (Collateralized by
$8,380,652 FNMA 4.000%, 03/01/36, valued at $7,506,086) to be repurchased
at $7,261,746
TOTAL SECURITIES LENDING COLLATERAL
7,260,667
7,261
146,443,816
TOTAL INVESTMENTS - (100.0%)
(Cost $1,521,411,461)##
$
1,936,611,290
443
THE DFA INVESTMENT TRUST COMPANY
SCHEDULES OF INVESTMENTS
August 31, 2007
(Unaudited)
THE GLOBAL VALUE SERIES
Shares
AFFILIATED INVESTMENT COMPANIES - (100.0%)
Investment in The DFA International Value Series of
The DFA Investment Trust Company
Investment in The U.S. Large Cap Value Series of
The DFA Investment Trust Company
Value †
9,337,991
$
222,711,085
209,837,736
9,297,197
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES
(Cost $317,031,276)
432,548,821
TEMPORARY CASH INVESTMENTS- (0.0%)
BlackRock Liquidity Funds Tempcash
Portfolio — Institutional Shares
(Cost $11)
11
11
TOTAL INVESTMENTS – (100.0%) (Cost $317,031,287)##
$
432,548,832
THE GLOBAL LARGE COMPANY SERIES
Shares
AFFILIATED INVESTMENT COMPANIES - (100.0%)
Investment in the Large Cap International Portfolio of
DFA Investment Dimensions Group Inc.
Investment in The U.S. Large Company Series of
The DFA Investment Trust Company
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES
(Cost $105,068,809)
3,061,958
Value †
$
79,059,756
75,986,641
155,046,397
TEMPORARY CASH INVESTMENTS- (0.0%)
BlackRock Liquidity Funds Tempcash
Portfolio —Institutional Shares
(Cost $130)
130
130
TOTAL INVESTMENTS – (100.0%) (Cost $105,068,939)##
$
155,046,527
444
THE DFA INVESTMENT TRUST COMPANY
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
THE GLOBAL SMALL COMPANY SERIES
Shares
AFFILIATED INVESTMENT COMPANIES - (100.0%)
Investment in The U.S. Small Cap Series of
The DFA Investment Trust Company
Investment in The Continental Small Company Series of
The DFA Investment Trust Company
Investment in The Japanese Small Company Series of
The DFA Investment Trust Company
Investment in The United Kingdom Small Company Series of
The DFA Investment Trust Company.
Investment in The Asia Pacific Small Company Series of
The DFA Investment Trust Company
Investment in The Canadian Small Company Series of
The DFA Investment Trust Company
Value †
12,513,353
$
80,217,804
51,724,642
48,082,582
27,987,092
6,693,063
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES
(Cost $312,591,458)
TEMPORARY CASH INVESTMENTS- (0.0%)
BlackRock Liquidity Funds Tempcash
Portfolio —Institutional Shares
(Cost $1,477)
428,308,119
1,477
1,477
TOTAL INVESTMENTS – (100.0%) (Cost $312,592,935)##
$
445
Organizational Note
213,602,936
428,309,596
The DFA Investment Trust Company (the “Trust”) is an open-end management investment company registered under the Investment
Company Act of 1940. The Trust’s advisor is Dimensional Fund Advisors LP. At August 31, 2007, the Trust consisted of twenty-one
operational investment portfolios, all of which are included in this document.
Security Valuation Note
Securities held by the Domestic Equity Portfolios (The U.S. Large Company Series, The U.S. Large Cap Value Series, The U.S. Small
Cap Value Series, The U.S. Small Cap Series, The U.S. Micro Cap Series, The Tax-Managed U.S. Marketwide Value Series and The
Tax-Managed U.S. Equity Series) and the International Equity Portfolios (The DFA International Value Series, The Japanese Small
Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small
Company Series, The Canadian Small Company Series, The Emerging Markets Series, and The Emerging Markets Small Cap Series),
including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity
Portfolios and the International Equity Portfolios that are listed on NASDAQ are valued at the Nasdaq Official Closing Price
(“NOCP”). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and International Equity
Portfolios value the securities at the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken
from the exchange where the security is primarily traded.
Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have
become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair
value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of
the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of
securities used by the Domestic Equity Portfolios and International Equity Portfolios may differ from the quoted or published prices for
the same securities on their primary markets or exchanges.
The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign
securities markets is completed each day at various times prior to the close of the New York Stock Exchange (NYSE). For example,
trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which
is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset values of the International
Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the
time the International Equity Portfolios price their shares at the close of the NYSE, the International Equity Portfolios will fair value
their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily
available. The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on the
International Equity Portfolios’ foreign investments since the last closing prices of the foreign investments were calculated on their
primary foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of the International Equity
Portfolios have determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock
Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable, and may trigger fair value pricing.
Consequently, fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity
Portfolios utilizes data furnished by an independent pricing service (and that data draws upon, among other information, the market
values of foreign investments). The fair value prices of portfolio securities generally will be used when it is determined that the use of
such prices will have a material impact on the net asset value of an International Equity Portfolio. When an International Equity
Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio’s foreign investments may not be the quoted
or published prices of the investments on their primary markets or exchanges.
Securities held by The Enhanced U.S. Large Company Series, The DFA One-Year Fixed Income Series, and The DFA Two-Year Global
Fixed Income Series (the “Fixed Income Portfolios”), are valued on the basis of prices provided by one or more pricing services or
other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities
which are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative
market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market.
Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become
unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees.
The shares of the Master Funds held by the Fund of Funds (The Global Value Series, The Global Large Company Series and The Global
Small Company Series) are valued at the Master Fund’s respective net asset values where the Master Funds are organized as regulated
investment companies for federal income tax purposes. The Fund of Funds reflect their proportionate interest in the net assets of their
Master Funds that are organized as partnerships.
446
Federal Tax Cost Note
At August 31, 2007, the total cost of securities for federal income tax purposes was:
The U.S. Large Company Series
$ 3,712,883,134
339,295,276
9,707,021,518
10,632,859,471
4,197,480,132
5,554,438,044
7,323,602,488
2,127,869,522
1,206,696,473
815,574,943
1,751,455,225
166,099,674
1,845,094,609
1,023,493,952
3,204,029,714
3,032,325,345
3,568,900,420
1,521,828,400
317,527,727
105,815,244
312,790,929
The Enhanced U.S. Large Company Series
The U.S. Large Cap Value Series
The U.S. Small Cap Value Series
The U.S. Small Cap Series
The U.S. Micro Cap Series
The DFA International Value Series
The Japanese Small Company Series
The Asia Pacific Small Company Series
The United Kingdom Small Company Series
The Continental Small Company Series
The Canadian Small Company Series
The Emerging Markets Series
The Emerging Markets Small Cap Series
The DFA One-Year Fixed Income Series
The DFA Two-Year Global Fixed Income Series
The Tax-Managed U.S. Marketwide Value Series
The Tax-Managed U.S. Equity Series
The Global Value Series
The Global Large Company Series
The Global Small Company Series
447
DFA INVESTMENT DIMENSIONS GROUP INC.
LARGE CAP INTERNATIONAL PORTFOLIO
SCHEDULE OF INVESTMENTS
August 31, 2007
(Unaudited)
Shares
AUSTRALIA — (4.8%)
COMMON STOCKS — (4.8%)
# ABC Learning Centres, Ltd.
AGL Energy, Ltd.
Alinta, Ltd.
Alumina, Ltd.
Amcor, Ltd.
Amcor, Ltd. Sponsored ADR
AMP, Ltd.
Ansell, Ltd.
APN News & Media, Ltd.
# Aristocrat Leisure, Ltd.
* Asciano Group
ASX, Ltd.
# * Austar United Communications, Ltd.
Australand Property Group
Australia & New Zealand Banking Group, Ltd.
Australia & New Zealand Banking Group, Ltd. Sponsored ADR
AWB, Ltd.
AXA Asia Pacific Holdings, Ltd.
# Babcock & Brown Infrastructure Group
# Babcock & Brown, Ltd.
Bank of Queensland, Ltd.
# Bendigo Bank, Ltd.
BHP Billiton, Ltd.
BHP Billiton, Ltd. Sponsored ADR
Billabong International, Ltd.
BlueScope Steel, Ltd.
Boral, Ltd.
* Brambles, Ltd.
Caltex Australia, Ltd.
Challenger Financial Services Group, Ltd.
# Coates Hire, Ltd.
Coca-Cola Amatil, Ltd.
Cochlear, Ltd.
Coles Group, Ltd.
Commonwealth Bank of Australia
Computershare, Ltd.
# ConnectEast Group
CSL, Ltd.
CSR, Ltd.
# David Jones, Ltd.
Downer EDI, Ltd.
47,064
50,894
51,178
139,764
100,829
1,068
243,691
12,403
49,644
50,249
65,734
19,030
284,547
79,544
216,001
4,600
33,896
244,297
188,906
28,006
9,824
10,781
360,962
30,600
17,806
83,778
69,993
177,043
29,754
39,625
53,951
59,675
5,059
135,872
166,250
51,406
119,785
22,075
91,001
36,821
25,609
Value††
††
$
264,221
640,774
604,006
796,530
630,298
26,414
2,093,457
133,066
223,604
574,565
459,991
720,677
339,415
154,885
5,133,100
542,451
82,096
1,508,804
263,950
540,854
148,899
133,020
11,333,434
1,932,390
230,632
729,331
451,324
1,998,938
586,942
175,522
240,621
465,317
277,166
1,575,950
7,504,199
431,494
169,952
1,771,500
250,049
155,996
135,729
279
*
#
#
#
#
*
#
#
#
#
#
*
#
#
#
#
*
#
#
Dyno Nobel, Ltd.
Fairfax Media, Ltd.
Fortescue Metals Group, Ltd.
Foster’s Group, Ltd.
Goodman Fielder, Ltd.
Harvey Norman Holdings, Ltd.
Iluka Resources, Ltd.
Incitec Pivot, Ltd.
Insurance Australia Group, Ltd.
James Hardie Industries NL
Jubilee Mines NL
Leighton Holdings, Ltd.
Lend Lease Corp., Ltd.
Lihir Gold, Ltd.
Lion Nathan, Ltd.
Macquarie Airports
Macquarie Bank, Ltd.
Macquarie Communications Infrastructure Group
Macquarie Infrastructure Group
Metcash Limited
Minara Resources, Ltd.
Mirvac, Ltd.
Multiplex Group
National Australia Bank, Ltd.
National Australia Bank, Ltd. Sponsored ADR
Newcrest Mining, Ltd.
Nufarm, Ltd.
Oil Search, Ltd.
Onesteel, Ltd.
Orica, Ltd.
Origin Energy, Ltd.
Oxiana, Ltd.
Paladin Resources, Ltd.
Paperlinx, Ltd.
Perpetual Trustees Australia, Ltd.
Publishing and Broadcasting, Ltd.
Qantas Airways, Ltd.
QBE Insurance Group, Ltd.
Ramsay Health Care, Ltd.
Reece Australia, Ltd.
Rio Tinto, Ltd.
Santos, Ltd.
Seek, Ltd.
Seven Network, Ltd.
Sigma Pharmaceuticals, Ltd.
79,300
119,022
50,976
244,811
110,302
128,448
21,428
4,320
231,820
43,241
9,271
30,749
707
184,200
63,050
73,804
33,632
64,065
97,736
117,002
28,511
113,629
59,010
198,505
2,900
35,457
14,411
98,725
55,721
37,288
100,174
150,845
101,022
43,090
3,869
75,939
125,048
108,915
14,888
7,063
52,215
61,847
13,400
19,868
124,241
$
161,783
452,232
1,412,020
1,264,983
234,727
560,873
97,168
231,279
955,297
287,768
116,415
1,099,199
11,117
466,819
473,148
262,587
2,008,945
303,077
263,877
455,217
136,466
499,921
241,244
6,503,016
471,151
707,568
165,107
296,196
276,186
869,561
816,713
405,683
499,769
119,194
242,721
1,112,913
571,335
3,103,938
127,916
159,076
3,981,736
673,634
89,627
191,289
158,441
#
#
#
#
Sims Group, Ltd.
Sonic Healthcare, Ltd.
St. George Bank, Ltd.
Suncorp-Metway, Ltd.
Symbion Health, Ltd.
TABCORP Holdings, Ltd.
Tattersall’s, Ltd.
11,421
25,691
64,709
121,844
60,921
64,720
116,126
261,076
324,087
1,817,152
2,005,117
207,278
810,327
398,333
280
*
#
#
#
#
Telstra Corp., Ltd.
Telstra Corp., Ltd.
Toll Holdings, Ltd.
Tower Australia Group, Ltd.
Transfield Services, Ltd.
Transurban Group
United Group, Ltd.
Virgin Blue Holdings, Ltd.
Washington H. Soul Pattinson & Co., Ltd.
Wesfarmers, Ltd.
West Australian Newspapers Holdings, Ltd.
Westfield Group Stapled
Westpac Banking Corp.
Westpac Banking Corp. Sponsored ADR
Woodside Petroleum, Ltd.
Woolworths, Ltd.
WorleyParsons, Ltd.
Zinifex, Ltd.
876,734
438,367
65,734
40,218
16,966
121,525
33,371
90,396
18,899
47,212
26,425
1,355
207,760
4,700
71,862
153,136
16,683
53,600
TOTAL — AUSTRALIA
AUSTRIA — (0.4%)
COMMON STOCKS — (0.4%)
# * BWIN Interactive Entertainment AG
Erste Bank der Oesterreichischen Sparkassen AG
# EVN AG
* Immofinanz Immobilien Anlagen AG
Oesterreichische Elektrizitaetswirtschafts AG
OMV AG
Raiffeisen International Bank-Holding AG
Telekom Austria AG
Telekom Austria AG ADR
# Uniqa Versicherungen AG
Voestalpine AG
Wiener Staedtische Versicherung AG
$
3,145,878
1,044,762
730,481
71,597
181,869
711,946
472,978
155,053
145,372
1,489,886
332,370
23,203
4,628,335
524,661
2,654,457
3,749,027
525,485
735,904
107,117,129
2,186
27,631
2,702
8,273
8,100
19,773
4,336
35,563
2,400
7,460
10,390
3,561
56,967
2,006,351
318,029
102,552
402,031
1,225,235
627,017
918,389
123,805
226,755
849,935
244,735
Wienerberger AG
8,679
619,584
TOTAL — AUSTRIA
7,721,385
BELGIUM — (0.8%)
COMMON STOCKS — (0.8%)
Ackermans & Van Haaren SA
Agfa Gevaert NV
Bekaert SA
Colruyt SA
* Cumerio NV SA- Strip
Delhaize Group
Delhaize Group Sponsored ADR
Dexia SA
Distrigaz
Fortis
InBev NV
5,007
10,485
1,924
1,700
55
4,997
3,900
75,790
29
144,202
29,842
490,604
219,167
253,493
363,159
1
490,161
382,005
2,090,073
173,650
5,288,856
2,450,434
281
*
*
KBC Groep NV
Mobistar SA
Solvay SA
Suez SA Strip VVPR
UCB SA (5596991)
UCB SA (5675588)
Umicore
Umicore Strip VVPR
23,759
3,728
6,809
11,992
9,280
2,437
2,792
55
TOTAL — BELGIUM
CANADA — (6.6%)
COMMON STOCKS — (6.6%)
Aber Diamond Corp.
Addax Petroleum Corp.
AGF Management, Ltd. Class B
Agnico Eagle Mines, Ltd.
Agrium, Inc.
Alcan, Inc.
Alimentation Couche-Taro, Inc. Class B
Astral Media, Inc. Class A
# Bank of Montreal
# Bank of Nova Scotia
Barrick Gold Corp.
# BCE, Inc.
$
2,981,692
302,995
1,010,764
163
522,832
134,986
640,342
5
17,795,382
6,200
11,700
9,052
14,600
21,900
49,332
14,900
6,100
97,096
123,227
110,300
35,250
220,170
385,568
300,362
649,119
997,736
4,860,790
306,184
244,462
5,977,472
6,091,335
3,588,928
1,349,581
*
#
#
#
#
*
*
*
*
*
#*
*
*
*
*
#
Biovail Corp.
Bombardier, Inc. Class B
Brookfield Asset Management, Inc. Series A
Brookfield Properties Corp.
CAE, Inc.
Cameco Corp.
Canada Bread Co., Ltd.
Canadian Imperial Bank of Commerce
Canadian National Railway Co.
Canadian National Resources, Ltd.
Canadian Pacific Railway, Ltd.
Canadian Tire Corp. Class A
Canadian Utilities, Ltd. Class A
Canfor Corp.
CanWest Global Communications Corp.
Celestica, Inc.
CGI Group, Inc.
Cognos, Inc.
Compton Petroleum Corp.
Corus Entertainment, Inc. Class B
Denison Mines Corp.
Domtar Corp.
Duvernay Oil Corp.
Eldorado Gold Corp.
Emera, Inc.
Empire Co., Ltd. Class A
Enbridge, Inc.
15,600
180,500
59,774
20,137
40,061
40,200
200
41,900
67,200
67,000
17,400
12,200
11,200
8,800
11,700
28,200
45,000
10,300
10,000
4,300
17,500
25,700
5,400
37,800
4,200
2,600
39,615
273,739
1,058,044
2,029,259
464,524
517,075
1,623,608
11,477
3,797,187
3,542,636
4,585,312
1,225,085
896,631
513,227
103,833
87,418
167,972
497,301
412,390
90,909
198,346
151,634
205,405
162,358
187,568
78,830
122,146
1,335,506
282
*
#
*
#
*
#
EnCana Corp.
Ensign Energy Services, Inc.
Fairfax Financial Holdings, Inc.
Finning International, Inc.
First Calgary Petroleums, Ltd. Class A
First Quantum Minerals, Ltd.
Fortis, Inc.
George Weston, Ltd.
Gerdau Ameristeel Corp.
Gildan Activewear, Inc.
Goldcorp, Inc.
Great West Lifeco, Inc.
HudBay Minerals, Inc.
Husky Energy, Inc.
IAMGOLD Corp.
105,300
13,500
2,100
18,600
25,700
8,400
12,200
6,700
14,100
12,600
87,620
33,700
9,600
31,800
36,600
$
6,171,418
236,378
435,511
539,330
122,902
637,398
306,733
454,280
162,764
408,307
2,066,869
1,138,013
217,182
1,166,903
242,614
#
#
*
*
#
*
*
#
#
#
*
*
#
#
#
#*
#
*
*
*
#
#
*
IGM Financial, Inc.
Imperial Oil, Ltd.
Industrial Alliance Insurance & Financial Services, Inc.
ING Canada, Inc.
Inmet Mining Corp.
Ivanhoe Mines, Ltd.
Jean Coutu Group PJC, Inc. Class A
Kinross Gold Corp.
Loblaw Companies, Ltd.
Lundin Mining Corp.
MacDonald Dettweiler & Associates, Ltd.
Magna International, Inc. Class A
Manitoba Telecom Services, Inc.
Manulife Financial Corp.
MDS, Inc.
Meridian Gold, Inc.
Methanex Corp.
Metro, Inc. Class A
MGM Energy Corp.
Mi Developments, Inc.
National Bank of Canada
New Maple Leaf Foods, Inc.
Nexen, Inc.
Niko Resources, Ltd.
Norbord, Inc.
Nortel Networks Corp.
Northbridge Financial Corp.
Nova Chemicals Corp.
Onex Corp.
OPTI Canada, Inc.
Pan Amer Silver Corp.
Paramount Resources, Ltd. Class A
Petro-Canada
Potash Corp. of Saskatchewan, Inc.
Power Corp. of Canada, Ltd.
Power Financial Corp.
Quebecor World, Inc.
12,900
41,727
5,900
13,600
5,400
12,400
16,500
65,112
13,600
24,000
4,600
13,080
2,400
197,890
15,179
10,400
11,600
12,400
316
5,100
19,300
6,700
60,150
4,200
2,400
65,860
2,700
6,300
11,800
18,400
6,300
7,900
61,000
39,000
37,800
28,400
8,800
632,662
1,827,532
219,183
581,091
436,091
139,030
242,656
796,635
581,220
274,773
208,350
1,170,387
112,045
7,694,473
296,968
287,477
261,110
408,402
688
161,838
1,003,746
97,708
1,677,479
369,131
17,455
1,154,421
87,699
228,494
385,400
341,515
157,500
134,509
3,111,231
3,466,790
1,442,915
1,095,928
79,000
283
#*
Quebecor, Inc. Class B
Reitmans Canada, Ltd.
Research In Motion, Ltd.
Ritchie Brothers Auctioneers, Inc.
Rogers Communications, Inc. Class B
4,500
4,500
58,800
3,000
59,800
$
154,347
103,594
5,022,500
194,261
2,710,254
*
#
#
#
#*
#
*
#
#
#
#
#
#
*
*
RONA, Inc.
Rothmans, Inc.
Royal Bank of Canada
Russel Metals, Inc.
Saputo, Inc.
Shaw Communictions, Inc. Class B
Shawcor, Ltd.
Sherritt International Corp.
Shoppers Drug Mart Corp.
Silver Wheaton Corp.
SNC-Lavalin Group, Inc.
Sun Life Financial, Inc.
Suncor Energy, Inc.
SXR Uranium One, Inc.
Talisman Energy, Inc.
Teck Cominco Class B
Telus Corp.
The Thomson Corp.
Tim Hortons, Inc.
Toromont Industries, Ltd.
Toronto Dominion Bank
Torstar Corp. Class B
Transalta Corp.
TransCanada Corp.
Transcontinental, Inc. Class A
Trican Well Service, Ltd.
TSX Group, Inc.
UTS Energy Corp.
West Fraser Timber Co., Ltd.
Western Oil Sands, Inc. Series A
Yamana Gold, Inc.
12,100
1,200
223,046
6,600
8,400
43,200
6,000
22,600
23,400
19,000
19,100
73,300
59,260
33,700
136,000
56,934
7,317
31,000
14,900
4,900
93,315
5,800
23,300
67,527
6,600
12,100
8,000
41,100
3,000
17,200
26,000
TOTAL — CANADA
DENMARK — (0.9%)
COMMON STOCKS — (0.9%)
A P Moller - Maersk A.S.
* Alm. Brand A.S.
# Bang & Olufsen Holding A.S. Series B
Carlsberg A.S. Series B
# Coloplast A.S.
Dampskibs Norden
# Dampskibsselsk Torm A.S.
# Danisco A.S.
Danske Bank A.S.
# De Sammenslut Vogmaend
East Asiatic Co., Ltd.
246,698
25,591
11,486,024
185,875
403,216
1,007,182
197,443
340,284
1,174,432
216,809
747,541
3,526,174
5,307,586
363,807
2,334,924
2,426,178
386,221
1,312,216
493,845
120,134
6,378,292
108,750
659,946
2,351,295
125,813
217,365
336,591
220,679
110,795
609,167
287,330
146,694,420
325
2,100
1,150
4,075
3,540
3,600
3,400
6,350
53,356
27,800
2,525
4,253,566
129,971
125,473
549,239
336,318
320,087
147,050
467,783
2,190,754
634,160
170,466
284
*
#*
*
*
*
*
*
FLSmidth & Co. A.S.
Genmab A.S.
GN Great Nordic A.S.
H. Lundbeck A.S.
Jyske Bank A.S.
NKT Holding A.S.
Novo-Nordisk A.S. Series B
Novo-Nordisk A.S. Sponsored ADR
Novozymes A.S. Series B
Rockwool International A.S.
Sydbank A.S.
Topdanmark A.S.
Trygvesta AS
Vestas Wind Systems A.S.
William Demant Holding A.S.
4,500
4,000
21,220
17,802
7,260
2,000
24,250
8,600
5,580
1,000
5,940
2,400
3,500
25,466
3,260
TOTAL — DENMARK
FINLAND — (1.4%)
COMMON STOCKS — (1.4%)
Cargotec Oyj Series B
Elisa Oyj
Fortum Oyj
Kesko Oyj
Kone Oyj Series B
Metso Corp. Sponsored ADR
Metso Oyj
Neste Oil Oyj
Nokia Oyj
Nokia Oyj Sponsored ADR
Nokian Renkaat Oyj
OKO Bank P.L.C. Class A
Oriola-KD Oyj Class A
Oriola-KD Oyj Class B
Orion Oyj Series A
Orion Oyj Series B
Outokumpu Oyj Series A
Rautaruukki Oyj Series K
Sampo Oyj
SanomaWSOY Oyj
Stockmann Oyj Abp Series A
# Stockmann Oyj Abp Series B
Stora Enso Oyj Series R
TietoEnator Oyj
# UPM-Kymmene Oyj
$
425,389
236,104
208,572
418,851
540,270
211,733
2,703,248
961,566
660,373
349,480
271,561
386,313
277,862
1,724,999
287,381
18,988,569
3,100
17,663
113,088
9,200
10,280
2,600
10,444
28,272
422,721
67,300
10,940
8,700
4,200
6,900
4,200
13,500
19,700
8,700
61,500
15,794
1,020
1,950
67,900
7,060
45,800
151,161
492,676
3,747,624
542,093
674,089
166,868
671,029
979,649
13,925,942
2,212,824
386,017
173,389
17,520
28,838
99,121
322,194
598,062
475,707
1,768,017
483,118
44,950
86,524
1,223,310
164,267
1,039,451
UPM-Kymmene Oyj Sponsored ADR
Wartsila Corp. Oyj Series B
YIT Oyj
13,000
6,750
11,100
294,060
421,217
336,057
TOTAL — FINLAND
31,525,774
285
FRANCE — (8.0%)
COMMON STOCKS — (8.0%)
Accor SA
Air France-KLM
Air Liquide SA
Air Liquide, S.A.
Alcatel-Lucent SA
Alcatel-Lucent SA Sponsored ADR
Alstom SA
* Atos Origin SA
# AXA SA
AXA SA Sponsored ADR
bioMerieux designs
BNP Paribas SA
Bourbon SA
Bouygues SA
* Business Objects SA
* Business Objects SA Sponsored ADR
Capgemini SA
Carrefour SA
Casino Guichard Perrachon SA
Christian Dior SA
Cie Generale D’Optique Essilor Intenational SA
Ciments Francais SA
Clarins SA
CNP Assurances
Compagnie de Saint-Gobain
* Compagnie Generale de Geophysique-Veritas SA
Compagnie Generale des Establissements Michelin Series B
Credit Agricole SA
Dassault Systemes SA
Eiffage SA
* Eramet SA
Esso SA
# Establissements Maurel et Prom
Euler Hermes SA
European Aeronautic Defence & Space Co.
* Eutelsat Communications
25,501
24,260
26,746
25,288
160,804
28,100
12,632
7,666
169,056
49,200
1,600
109,919
5,588
27,845
6,803
7,000
16,015
78,700
10,202
17,202
23,732
1,006
1,524
5,627
45,130
4,305
17,134
75,577
9,666
6,330
275
286
3,414
3,632
25,278
7,300
$
2,178,497
1,004,054
3,397,334
3,203,716
1,756,306
307,695
2,271,974
430,214
6,756,528
1,977,348
145,900
11,538,647
366,336
2,184,115
298,505
307,370
1,032,399
5,485,959
1,039,016
2,092,272
1,437,441
208,770
120,922
716,844
4,887,460
1,103,693
2,150,560
2,838,886
568,519
740,831
75,493
85,805
67,341
508,894
746,831
167,606
#
Fimalac SA
France Telecom SA
Groupe DANONE
Groupe Danone Sponsored ADR
Havas SA
Hermes International SA
Iliad SA
Imerys SA
JC Decaux SA
Klepierre SA
Lafarge SA
Lafarge SA Prime Fidelity
Lafarge SA Sponsered ADR
Lagardere S.C.A.
L’Oreal SA
3,197
231,887
52,806
13,800
27,830
12,027
4,500
5,342
18,441
1,862
17,353
8,912
1,800
11,818
64,016
228,249
6,984,968
4,009,610
210,366
153,627
1,294,747
440,753
487,859
560,211
291,904
2,686,627
1,385,944
69,840
962,003
7,469,133
286
#
*
#
*
LVMH (Louis Vuitton Moet Hennessy)
M6 Metropole Television
Natixis
Neopost SA
Nexans SA
PagesJaunes SA
Pernod-Ricard SA
Peugeot SA
PPR SA
Publicis Groupe
Publicis Groupe ADR
Remy Cointreau SA
Renault SA
Rhodia SA
Safran SA
Sanofi - Aventis
Sanofi - Aventis ADR
Schneider Electric SA
SCOR SE (4797364)
SCOR SE (B1LB9P6)
SEB SA
Societe BIC SA
Societe Generale Paris
Societe Television Francaise 1
Sodexho Alliance SA
STMicroelectronics NV
Suez SA
Technip SA
43,990
10,023
34,900
3,543
2,987
14,300
10,094
18,302
9,979
14,334
1,700
2,257
25,290
10,410
16,219
111,839
8,000
27,231
8
7,570
990
3,600
48,071
17,323
11,496
24,397
98,301
8,071
$
4,896,498
301,821
739,659
539,885
480,464
289,376
2,119,944
1,552,539
1,721,219
619,672
74,001
160,758
3,397,435
423,967
381,933
9,159,896
327,600
3,600,361
22
184,895
173,725
272,751
7,719,064
502,020
755,173
423,880
5,583,881
643,741
*
#
Technip SA ADR
Thales SA
Thomson
Thomson Sponsored ADR
Total SA
Total SA Sponsored ADR
Unibail SA
Valeo SA
Vallourec (Usines A Tubes de Lorraine Escaut et Vallourec Reunies)
Veolia Environnement SA
Veolia Environnement SA ADR
Vinci SA
Vivendi SA
Wendel Investissement
Zodiac SA
3,600
16,134
20,078
9,100
235,328
48,600
2,313
8,146
5,332
39,354
3,100
51,162
154,815
5,698
4,549
287,542
912,732
328,981
149,240
17,648,121
3,649,374
554,098
393,006
1,418,367
3,026,078
238,545
3,627,490
6,310,801
961,883
328,326
TOTAL — FRANCE
178,316,686
GERMANY — (7.1%)
COMMON STOCKS — (7.1%)
Adidas-Salomon AG
Allianz SE
Allianz SE Sponsored ADR
25,189
46,204
147,386
1,483,928
9,925,854
3,165,851
287
#
#
Altana AG
AMB Generali Holding AG
BASF AG
BASF AG Sponsored ADR
Bayer AG
Bayer AG Sponsored ADR
Bayerische Motoren Werke (BMW) AG
Beiersdorf AG
Bilfinger Berger AG
Celesio AG
Commerzbank AG
Continental AG
DaimlerChrysler AG
DaimlerChrysler AG Sponsored ADR
Deutsche Bank AG
Deutsche Bank AG ADR
Deutsche Boerse AG
Deutsche Lufthansa AG
Deutsche Post AG
Deutsche Postbank AG
14,018
5,721
65,207
4,100
67,562
34,500
59,234
34,704
2,814
19,324
74,611
16,761
117,627
7,100
50,797
43,302
25,171
43,579
142,508
10,200
$
320,692
827,662
8,638,012
541,569
5,350,891
2,727,225
3,619,320
2,336,818
233,276
1,214,063
3,067,459
2,188,525
10,479,475
632,610
6,310,874
5,369,448
2,785,310
1,271,654
4,139,164
740,878
#
*
#
#
#*
*
*
*
*
Deutsche Telekom AG
Deutsche Telekom AG Sponsored ADR
E.ON AG
E.ON AG Sponsored ADR
Fraport AG
Freenet AG
Fresenius Medical Care AG & Co.
GEA Group AG
Hannover Rueckversicherung AG
Heidelberger Druckmaschinen AG
Henkel KGAA
Hochtief AG
Hugo Boss AG
Hypo Real Estate Holding AG
IKB Deutsche Industriebank AG
Infineon Technologies AG
Infineon Technologies AG ADR
IVG Immobilien AG
K&S AG
KarstadtQuelle AG
Lanxess AG
Linde AG
MAN AG
Merck KGAA
Metro AG
MTU Aero Engines Holding AG
Munchener Rueckversicherungs-Gesellschaft AG
Q-Cells AG
Rheinmetall AG
Rhoen-Klinikum AG
RWE AG
RWE AG Series A
359,397
10,600
65,458
53,950
9,524
2,946
19,896
18,852
12,626
6,690
12,750
7,146
808
15,923
7,069
76,910
21,400
9,036
4,983
10,229
8,679
13,929
17,073
4,005
36,404
4,000
27,244
5,069
3,270
10,954
800
54,836
6,697,424
197,160
11,000,329
3,020,121
652,422
69,072
978,717
614,164
586,512
302,639
599,080
718,344
53,082
876,320
135,587
1,199,885
333,840
321,765
718,251
281,893
434,944
1,638,858
2,451,324
514,192
3,137,785
254,415
4,717,078
451,189
271,394
336,324
81,215
6,169,441
288
*
Salzgitter AG
SAP AG
SAP AG Sponsored ADR
Siemens AG
Siemens AG Sponsored ADR
Stada Arzneimittel AG
Suedzucker AG
ThyssenKrupp AG
TUI AG
United Internet AG
Volkswagen AG
5,699
103,984
17,400
83,409
35,500
5,639
20,328
47,010
28,417
14,268
24,379
$
1,128,657
5,627,906
940,818
10,487,260
4,448,150
362,431
390,249
2,751,849
739,075
272,341
5,048,265
TOTAL — GERMANY
159,382,325
GREECE — (0.5%)
COMMON STOCKS — (0.5%)
Agricultural Bank of Greece S.A.
Alpha Bank A.E.
Coca-Cola Hellenic Bottling Co. S.A.
Cosmote Mobile Telecommunications S.A.
EFG Eurobank Ergasias S.A.
* Emporiki Bank of Greece S.A.
Hellenic Petroleum S.A.
Hellenic Telecommunication Organization Co. S.A.
Hellenic Telecommunication Organization Co. S.A. Sponsored ADR
Motor Oil (Hellas) Corinth Refineries S.A.
National Bank of Greece S.A.
National Bank of Greece S.A. ADR
Piraeus Bank S.A.
Public Power Corp.
Titan Cement Co. S.A.
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* EFG Eurobank Ergasias S.A. Rights 09/14/07
* Piraeus Bank S.A. Rights 09/03/07
TOTAL RIGHTS/WARRANTS
38,356
48,126
16,870
21,450
34,142
7,020
15,660
33,920
8,300
9,785
35,025
59,600
25,218
15,920
9,080
192,842
1,558,432
803,071
665,493
1,158,555
189,954
219,953
1,105,734
136,701
239,585
2,077,675
715,200
859,814
495,030
447,708
10,865,747
34,142
25,218
31,007
37,445
68,452
TOTAL — GREECE
10,934,199
HONG KONG — (1.8%)
COMMON STOCKS — (1.8%)
ASM Pacific Technology, Ltd.
Bank of East Asia, Ltd.
C C Land Holdings, Ltd.
Cathay Pacific Airways, Ltd.
Chaoda Modern Agriculture (Holdings), Ltd.
Cheung Kong Holdings, Ltd.
17,000
161,747
157,000
221,000
216,000
188,600
150,428
901,525
174,145
579,377
166,370
2,772,879
289
#
#
Cheung Kong Infrastructure Holdings, Ltd.
China Foods, Ltd.
China Mengniu Dairy Co., Ltd.
China Merchants Holdings (International) Co., Ltd.
China Netcom Group Corp. (Hong Kong), Ltd.
China Overseas Land & Investment, Ltd.
129,000
118,000
134,000
110,610
389,000
344,000
$
$
477,485
75,499
505,942
580,556
940,444
716,354
#
#*
*
#
#
#
#
#
#
#
#
#
#
*
China Resources Land, Ltd.
China Resources Power Holdings Co., Ltd.
China State Construction International Holdings, Ltd.
China Travel International Investment Hong Kong, Ltd.
China Unicom, Ltd.
CITIC International Financial Holdings, Ltd.
Citic Pacific, Ltd.
CLP Holdings, Ltd.
CNOOC, Ltd.
CNPC (Hong Kong), Ltd.
Dah Sing Banking Group, Ltd.
Dah Sing Financial Holdings, Ltd.
Esprit Holdings, Ltd.
First Pacific Co., Ltd.
Foxconn International Holdings, Ltd.
Galaxy Entertainment Group, Ltd.
Giordano International, Ltd.
Global Bio-Chem Technology Group Co., Ltd.
GOME Electrical Appliances Holdings, Ltd.
Great Eagle Holdings, Ltd.
Guangzhou Investment Co., Ltd.
Hang Lung Group, Ltd.
Hang Lung Properties, Ltd.
Hang Seng Bank, Ltd.
Henderson Investment, Ltd.
Henderson Land Development Co., Ltd.
Hengan International Group Co., Ltd.
Hong Kong and China Gas Co., Ltd.
Hong Kong and Shanghai Hotels, Ltd.
Hong Kong Electric Holdings, Ltd.
Hopewell Highway Infrastructure, Ltd.
Hopewell Holdings, Ltd.
Hopson Development Holdings, Ltd.
Hutchison Telecommunications International, Ltd.
Hutchison Whampoa, Ltd.
Hysan Development Co., Ltd.
Industrial & Commercial Bank of China (Asia), Ltd.
Johnson Electric Holdings, Ltd.
Kerry Properties, Ltd.
Kingboard Chemical Holdings, Ltd.
Kowloon Development Co., Ltd.
Lee & Man Paper Manufacturing, Ltd.
Lenova Group, Ltd.
Li & Fung, Ltd.
Li Ning Co., Ltd.
Lifestyle International Holdings, Ltd.
Melco International Development, Ltd.
Mongolia Energy Corporation, Ltd.
200,000
176,000
1,111
218,000
642,000
84,000
143,000
199,900
2,166,500
190,000
70,720
12,059
107,041
202,000
452,000
144,000
98,000
108,000
82,000
26,232
624,000
84,000
228,000
131,100
137,000
117,000
48,000
436,700
68,426
155,207
236,000
59,000
50,000
184,000
256,500
55,008
24,625
168,000
46,393
80,000
85,500
78,000
302,000
216,000
62,000
66,000
56,000
110,000
346,352
496,365
1,574
137,512
1,215,658
68,336
785,389
1,376,575
2,658,380
100,890
154,915
97,452
1,554,931
136,078
1,181,323
138,853
47,359
47,236
129,733
83,057
172,992
401,020
834,669
2,056,995
222,613
813,664
147,921
1,008,129
107,179
778,179
222,550
281,160
167,505
240,510
2,550,771
138,543
59,029
87,543
341,386
472,225
172,202
313,709
200,232
802,434
176,298
286,825
85,058
93,813
290
MTR Corp., Ltd.
New World China Land, Ltd.
New World Development Co., Ltd.
NWS Holdings Ltd.
Pacific Basin Shipping, Ltd.
PCCW, Ltd.
# Prime Success International Group, Ltd.
Shanghai Industrial Holdings, Ltd.
Shangri-La Asia, Ltd.
Shun Tak Holdings, Ltd.
Sino Land Co., Ltd.
# Sinofert Holdings, Ltd.
# Sun Hung Kai & Co., Ltd.
Sun Hung Kai Properties, Ltd.
Techtronic Industries Co., Ltd.
Television Broadcasts, Ltd.
Texwinca Holdings, Ltd.
# Tingyi (Cayman Islands) Holding Corp.
Transport International Holdings, Ltd.
Vtech Holdings, Ltd.
Wharf Holdings, Ltd.
Wheelock and Co., Ltd.
Wheelock Properties, Ltd.
Wing Hang Bank, Ltd.
Wing Lung Bank, Ltd.
Yue Yuen Industrial (Holdings), Ltd.
TOTAL COMMON STOCKS
#
RIGHTS/WARRANTS — (0.0%)
* China Overseas Land and Investment, Ltd. Warrants 08/27/08
* Global Bio-Chem Technology Group Co., Ltd. Rights 09/13/07
* Shangri-La Asia, Ltd. Rights 09/05/07
TOTAL RIGHTS/WARRANTS
232,795
165,200
298,160
95,913
124,000
371,265
130,000
39,000
148,913
80,000
188,317
264,000
112,000
171,706
86,500
25,000
34,000
184,000
17,600
15,000
136,542
70,000
110,000
16,500
8,000
78,500
566,957
163,603
714,208
216,975
222,477
225,690
82,638
171,095
355,911
119,983
440,841
187,318
153,796
2,289,637
97,608
152,670
27,834
264,667
95,368
113,569
562,893
183,363
115,637
214,793
79,954
236,849
40,090,460
28,666
701
16,545
17,867
—
605
18,472
TOTAL — HONG KONG
IRELAND — (0.6%)
COMMON STOCKS — (0.6%)
Allied Irish Banks P.L.C.
Allied Irish Banks P.L.C. Sponsored ADR
Anglo Irish Bank Corp. P.L.C.
Bank of Ireland P.L.C.
Bank of Ireland P.L.C. Sponsored ADR
C&C Group P.L.C.
CRH P.L.C.
$
40,108,932
83,158
11,600
90,779
93,852
4,200
39,442
51,531
2,129,434
595,892
1,701,301
1,737,265
311,304
289,938
2,236,589
#
*
*
CRH P.L.C. Sponsored ADR
Elan Corp. P.L.C.
Elan Corp. P.L.C. Sponsored ADR
Grafton Group P.L.C.
IAWS Group P.L.C.
Independent News & Media P.L.C.
18,450
42,248
17,000
10,579
9,927
79,351
806,265
810,484
329,460
141,595
194,710
373,906
291
*
Irish Life & Permanent P.L.C.
Kerry Group P.L.C.
Kingspan Group P.L.C.
Ryanair Holdings P.L.C.
30,976
22,953
17,738
33,520
TOTAL — IRELAND
ITALY — (3.0%)
COMMON STOCKS — (3.0%)
ACEA SpA
AEM SpA
Alleanza Assicurazioni SpA
ASM SpA
Assicurazioni Generali SpA, Trieste
Atlantia SpA
Autogrill SpA, Novara
Banca CR Firenze
# Banca Italease
# Banca Monte Dei Paschi di Siena SpA
Banca Popolare di Milano Scar
* Banco Popolare Scarl
Benetton Group SpA
Bulgari SpA
Buzzi Unicem SpA
C.I.R. SpA - Compagnie Industriali Riunite
Capitalia SpA
Compagnia Assicuratrice Unipol SpA
Credito Bergamasco SpA
Credito Emiliano SpA
Davide Campari - Milano SpA
Enel SpA
Enel SpA Sponsored ADR
Eni SpA
Eni SpA Sponsored ADR
ERG SpA
Fiat SpA
Fiat SpA Sponsored ADR
$
772,347
559,528
460,619
246,337
13,696,974
11,304
102,681
52,431
74,248
131,814
40,846
14,752
70,659
4,000
176,149
41,017
68,118
5,718
16,639
11,057
34,312
178,013
114,185
3,418
25,277
26,746
461,796
15,300
285,395
21,400
7,427
59,319
7,000
206,126
374,757
677,529
439,432
5,410,347
1,362,834
309,807
633,858
92,034
1,120,834
597,045
1,703,692
87,675
234,195
318,125
125,465
1,698,142
389,895
161,625
324,593
291,483
4,771,692
789,939
9,858,011
1,476,172
165,674
1,581,966
186,084
#
*
#
#
#
Fondiaria - Sai SpA
Geox SpA
Gruppo Editoriale L’Espresso SpA
Hera SpA
Impregilo SpA
Intesa Sanpaolo SpA
Intesa Sanpaolo Sponsored ADR
Italcementi SpA
Italmobiliare SpA
Lottomatica SpA
Luxottica Group SpA
Mediaset SpA
Mediobanca SpA
Mediolanum SpA
Milano Assicurazioni SpA
7,144
11,000
21,573
76,919
31,278
901,404
13,601
8,940
449
6,664
40,566
83,030
52,269
44,701
14,260
335,966
200,960
111,259
308,283
227,107
6,812,241
615,210
221,684
57,616
240,399
1,387,302
881,794
1,127,898
327,308
113,783
292
Mondadori (Arnoldo) Editore SpA
Pirelli & C.Real Estate SpA
Saipem SpA
Seat Pagine Gialle SpA
Snam Rete Gas SpA
# Societe Cattolica di Assicurazoni Scrl SpA
# * Telecom Italia Media SpA
Telecom Italia SpA
Telecom Italia SpA Sponsored ADR
Terna SpA
# Tod’s SpA
UniCredito Italiano SpA
Unione di Banche Italiane Scpa
Valentino Fashion Group SpA
TOTAL COMMON STOCKS
PREFERRED STOCKS — (0.0%)
Fiat SpA
13,860
1,079
30,650
429,123
142,784
4,390
107,998
873,104
36,380
127,000
1,437
1,207,251
43,447
6,000
130,719
58,243
1,150,568
236,684
842,329
260,796
37,220
2,469,473
1,027,371
450,133
126,507
10,370,805
1,112,566
285,771
66,917,026
3,000
TOTAL — ITALY
JAPAN — (18.5%)
COMMON STOCKS — (18.5%)
Adeka Corp.
# Aderans Co., Ltd.
Advantest Corp.
Advantest Corp. ADR
$
69,154
66,986,180
8,000
3,200
14,740
3,700
80,131
58,444
542,975
136,160
#
#
#
AEON Co., Ltd.
Aeon Mall Co., Ltd.
Aichi Steel Corp.
Aioi Insurance Co., Ltd.
Air Water, Inc.
Aisin Seiki Co., Ltd.
Ajinomoto Co., Inc.
Alfresa Holdings Corp.
All Nippon Airways Co., Ltd.
Alpine Electronics, Inc.
Alps Electric Co., Ltd.
Amada Co., Ltd.
Amano Corp.
AOC Holdings, Inc.
Aoyama Trading Co., Ltd.
Asahi Breweries, Ltd.
Asahi Glass Co., Ltd.
Asahi Kasei Corp.
Asatsu-Dk, Inc.
Asics Corp.
Astellas Pharma, Inc.
Autobacs Seven Co., Ltd.
Bank of Yokohama, Ltd.
Benesse Corp.
85,800
14,880
10,000
74,000
9,000
25,600
76,000
2,400
190,000
2,500
17,000
41,000
5,000
3,600
5,500
49,500
129,000
142,000
4,900
16,000
69,755
2,500
155,000
7,700
1,171,805
448,074
52,660
416,015
92,022
964,910
958,828
159,466
757,974
40,238
199,445
442,795
60,711
52,521
148,199
735,335
1,612,997
1,065,284
164,238
206,914
3,233,372
66,006
1,102,566
281,653
293
#
#
#
#
#
Bosch Corp.
Bridgestone Corp.
Brother Industries, Ltd.
Calsonic Kansei Corp.
Canon Electronics, Inc.
Canon Marketing Japan, Inc.
Canon, Inc.
Canon, Inc. Sponsored ADR
Casio Computer Co., Ltd.
Central Glass Co., Ltd.
Central Japan Railway Co.
Chiyoda Corp.
Chubu Electric Power Co., Ltd.
Chudenko Corp.
Chugai Pharmaceutical Co., Ltd.
Circle K Sunkus Co., Ltd.
Citizen Holdings Co., Ltd.
CMK Corp.
30,000
83,000
31,000
15,000
6,000
7,000
127,500
9,950
29,000
14,000
254
17,000
89,300
2,700
54,600
5,100
47,000
3,000
$
143,642
1,662,429
396,193
54,693
161,791
136,772
7,277,633
568,344
442,934
72,198
2,848,654
291,559
2,380,328
45,298
979,899
82,262
437,607
31,038
#
#
#
#
#
Coca-Cola West Japan Co., Ltd.
Comsys Holdings Corp.
Cosmo Oil Co., Ltd.
Credit Saison Co., Ltd.
CSK Holdings Corp.
Culture Convenience Club Co., Ltd.
Dai Nippon Printing Co., Ltd.
Dai Nippon Screen Mfg. Co., Ltd.
Dai Nippon Sumitomo Pharma Co., Ltd.
Daibiru Corp.
Daicel Chemical Industries, Ltd.
Daido Steel Co., Ltd.
Daifuku Co., Ltd.
Daihatsu Motor Co., Ltd.
Daiichi Sankyo Co, Ltd.
Daikin Industries, Ltd.
Daikyo, Inc.
Daimaru, Inc.
Dainippon Ink & Chemicals, Inc.
Daio Paper Corp.
Daito Trust Construction Co., Ltd.
Daiwa House Industry Co., Ltd.
Daiwa Securities Co., Ltd.
DCM Japan Holdings Co., Ltd.
DENKI KAGAKU KOGYO KABUSHIKI KAISHA
Denso Corp.
Dentsu, Inc.
Disco Corp.
Don Quijote Co., Ltd.
Dowa Holdings Co., Ltd.
East Japan Railway Co.
Ebara Corp.
Edion Corp.
Eisai Co., Ltd.
4,600
11,000
74,000
20,700
7,900
12,000
84,000
28,000
23,000
9,000
28,000
37,000
6,000
36,000
53,546
39,000
13,000
27,000
94,000
8,000
9,800
65,000
179,000
14,000
74,000
78,000
242
1,700
4,200
32,000
448
54,000
11,800
36,600
101,985
123,267
334,281
544,194
289,795
45,193
1,226,071
196,007
218,392
111,704
197,590
309,491
70,507
345,813
1,460,904
1,750,028
46,684
293,808
387,974
65,480
461,876
863,500
1,774,276
111,773
377,441
2,731,211
675,008
99,531
86,547
356,836
3,570,345
242,899
124,903
1,524,519
294
*
#
#
Electric Power Development Co., Ltd.
Elpida Memory, Inc.
Epson Toyocom Corp.
Exedy Corp.
Ezaki Glico Co., Ltd.
FamilyMart Co., Ltd.
Fancl Corp.
Fanuc, Ltd.
19,000
13,000
10,000
3,000
10,000
6,000
5,100
27,100
$
697,207
502,171
68,409
86,848
97,677
154,447
71,620
2,634,005
#
*
#
#
*
#
*
#
#
#
#*
Fast Retailing Co., Ltd.
Fuji Electric Holdings Co., Ltd.
Fuji Heavy Industries, Ltd.
Fuji Soft, Inc.
FUJIFILM Holdings Corp.
Fujikura, Ltd.
Fujitsu, Ltd.
Fukuoka Financial Group, Inc.
Fukuyama Transporting Co., Ltd.
Funai Electric Co., Ltd.
Furukawa Electric Co., Ltd.
Futaba Corp.
Futaba Industrial Co., Ltd.
Glory, Ltd.
GMO Internet, Inc.
Goldcrest Co., Ltd.
Gulliver International Co., Ltd.
Gunze, Ltd.
Hakuhodo Dy Holdings, Inc.
Hamamatsu Photonics K.K.
Hankyu Department Stores, Inc.
Hankyu Hanshin Holdings, Inc.
Haseko Corp.
Heiwa Corp.
Hikari Tsushin, Inc.
Hino Motors, Ltd.
Hirose Electric Co., Ltd.
Hisamitsu Pharmaceutical Co., Inc.
Hitachi Cable, Ltd.
Hitachi Chemical Co., Ltd.
Hitachi Construction Machinery Co., Ltd.
Hitachi High-Technologies Corp.
Hitachi Koki Co., Ltd.
Hitachi Kokusai Electric, Inc.
Hitachi Maxell, Ltd.
Hitachi Metals, Ltd.
Hitachi Software Engineering Co., Ltd.
Hitachi Transport System, Ltd.
Hitachi Zosen Corp.
Hitachi, Ltd.
Hitachi, Ltd. Sponsored ADR
Hokkaido Electric Power Co., Inc.
Hokkoku Bank, Ltd.
Hokuetsu Paper Mills, Ltd.
10,200
64,000
68,000
2,600
66,000
39,000
250,440
83,000
11,000
2,500
70,000
3,600
4,400
6,200
2,000
1,600
340
19,000
3,000
9,400
13,000
146,000
126,500
6,700
3,800
53,000
3,700
5,000
18,000
17,700
12,000
12,700
11,000
12,000
3,700
25,000
6,300
11,000
79,500
359,000
9,400
21,100
22,000
18,000
295
599,552
277,434
285,031
53,704
2,842,943
231,994
1,710,970
478,255
51,188
110,291
332,328
79,954
110,932
180,581
7,157
72,242
17,171
95,435
208,639
286,585
113,431
741,578
340,773
79,953
110,497
379,180
445,287
137,209
104,857
361,066
421,864
297,059
183,463
153,375
39,808
287,473
126,567
126,321
130,532
2,314,823
605,830
477,146
99,155
91,712
#
#
*
#
#
*
#
*
#
#
#
#
Hokuhoku Financial Group, Inc.
Hokuriku Electric Power Co., Inc.
Honda Motor Co., Ltd.
Honda Motor Co., Ltd. Sponsored ADR
Horiba, Ltd.
House Foods Corp.
Hoya Corp.
Ibiden Co., Ltd.
Iino Kaiun Kaisha, Ltd.
INPEX Holdings, Inc.
Isetan Co., Ltd.
Ishikawajima-Harima Heavy Industries Co., Ltd.
Isuzu Motors, Ltd.
Ito En Ltd
ITO EN, Ltd.
Itochu Corp.
Itochu Techno-Solutions Corp.
Izumi Co., Ltd.
Japan Airlines System Corp.
Japan Airport Terminal Co., Ltd.
Japan Aviation Electronics Industry, Ltd.
Japan Petroleum Exploration Co., Ltd.
Japan Tobacco, Inc.
JFE Holdings, Inc.
JFE Shoji Holdings, Inc.
JGC Corp.
Joint Corp.
JS Group Corp.
JSR Corp., Tokyo
JTEKT Corp.
Juroku Bank, Ltd.
Kagome Co., Ltd.
Kajima Corp.
Kamigumi Co., Ltd.
Kandenko Co., Ltd.
Kaneka Corp.
Kansai Electric Power Co., Inc.
Kansai Paint Co., Ltd.
Kao Corp.
Katokichi Co., Ltd.
Kawasaki Heavy Industries, Ltd.
Kawasaki Kisen Kaisha, Ltd.
Kayaba Industry Co., Ltd.
KDDI Corp.
Keihin Corp.
Keihin Electric Express Railway Co., Ltd.
Keio Corp.
171,000
20,200
167,600
41,900
4,000
14,800
55,100
15,400
7,000
23
22,900
152,000
170,000
1,680
5,600
202,000
4,200
5,000
252,000
7,000
6,000
6,000
586
76,500
15,000
23,000
5,200
33,740
22,000
19,560
40,000
4,900
106,000
30,000
8,000
37,000
103,500
20,000
65,000
9,300
158,000
64,000
16,000
344
4,100
52,000
68,000
$
500,818
408,986
5,508,670
1,379,348
162,233
240,798
1,910,443
1,311,082
88,461
210,381
302,550
492,923
922,000
32,645
140,248
2,181,378
165,649
72,713
574,110
140,062
86,700
383,072
3,254,354
4,981,113
97,022
403,486
147,537
668,768
492,310
310,783
223,503
86,976
441,837
257,732
42,298
299,666
2,418,059
154,874
1,848,159
43,655
619,330
823,240
74,546
2,653,154
76,765
327,343
418,872
#
Keisei Electric Railway Co., Ltd.
Keyence Corp.
Kikkoman Corp.
Kinden Corp.
Kintetsu Corp.
39,000
4,820
18,000
14,000
181,280
213,960
1,070,153
243,559
119,709
541,669
296
#
#
#
#
#
Kirin Brewery Co., Ltd.
Kissei Pharmaceutical Co., Ltd.
Kobayashi Pharmaceutical Co., Ltd.
Kobe Steel, Ltd.
Koei Co., Ltd.
Koito Manufacturing Co., Ltd.
Kokuyo Co., Ltd.
Komatsu, Ltd.
Komeri Co., Ltd.
Komori Corp.
Konami Co., Ltd.
Konica Minolta Holdings, Inc.
Kose Corp.
Kubota Corp.
Kubota Corp. Sponsored ADR
Kuraray Co., Ltd.
Kurita Water Industries, Ltd.
K’s Holdings Corp.
Kyocera Corp.
Kyocera Corp. Sponsored ADR
Kyorin Co., Ltd.
Kyowa Exeo Corp.
Kyowa Hakko Kogyo Co., Ltd.
Kyushu Electric Power Co., Inc.
Lawson Inc.
Leopalace21 Corp.
Lintec Corp.
Lion Corp.
Mabuchi Motor Co., Ltd.
Maeda Corp.
Makino Milling Machine Co., Ltd.
Makita Corp.
Makita Corp. Sponsored ADR
Marubeni Corp.
Marui Co., Ltd.
Maruichi Steel Tube, Ltd.
Matsui Securities Co., Ltd.
101,000
4,000
2,700
355,000
3,640
14,000
8,000
119,000
4,000
6,000
8,600
54,500
3,690
112,000
6,445
44,000
13,400
5,280
18,300
3,000
6,000
14,000
38,000
49,500
8,100
15,000
4,000
19,000
3,400
13,000
11,000
13,000
1,630
192,000
35,200
6,000
9,700
$
1,256,739
74,333
90,789
1,290,938
62,120
158,322
80,938
3,656,088
105,304
140,833
216,959
852,400
100,717
873,051
252,064
577,480
406,246
135,633
1,675,285
275,190
82,854
149,247
368,653
1,320,947
269,041
462,483
74,792
98,941
221,537
50,232
114,566
502,480
62,771
1,561,404
402,979
159,290
80,737
#
#
*
Matsumotokiyoshi Co., Ltd.
Matsushita Electric Industrial Co., Ltd.
Matsushita Electric Industrial Co., Ltd. Sponsored ADR
Matsushita Electric Works, Ltd.
Matsuzakaya Holdings Co., Ltd.
Mazda Motor Corp.
Mediceo Paltac Holdings Co., Ltd.
Meiji Dairies Corp.
Meiji Seika Kaisha, Ltd. Tokyo
Meitec Corp.
Millea Holdings, Inc.
Millea Holdings, Inc. ADR
Minebea Co., Ltd.
Miraca Holdings, Inc.
Misawa Homes Holdings, Inc.
4,100
235,188
29,300
79,000
14,000
111,000
23,600
21,000
28,000
3,400
87,100
9,582
31,000
4,500
3,000
82,716
4,099,566
511,578
965,036
109,075
558,578
363,454
116,911
130,416
109,084
3,373,968
370,335
189,162
95,687
33,454
297
#*
*
#
#
MISUMI Group, Inc.
Mitsubishi Chemical Holdings Corp.
Mitsubishi Corp.
Mitsubishi Electric Corp.
Mitsubishi Estate Co., Ltd.
Mitsubishi Gas Chemical Co., Inc.
Mitsubishi Heavy Industries, Ltd.
Mitsubishi Logistics Corp.
Mitsubishi Materials Corp.
Mitsubishi Motors Corp.
Mitsubishi Rayon Co., Ltd.
Mitsubishi UFJ Financial Group, Inc.
Mitsubishi UFJ Financial Group, Inc. ADR
Mitsubishi UFJ Lease & Finance Co., Ltd.
Mitsubishi UFJ NICOS Co., Ltd.
Mitsubishi UFJ Securities Co., Ltd.
Mitsui & Co., Ltd.
Mitsui & Co., Ltd. Sponsored ADR
Mitsui Chemicals, Inc.
Mitsui Engineering and Shipbuilding Co., Ltd.
Mitsui Mining and Smelting Co., Ltd.
Mitsui O.S.K. Lines, Ltd.
Mitsui Sumitoma Insurance Co., Ltd.
Mitsui Trust Holdings, Inc.
Mitsukoshi, Ltd.
Mitsumi Electric Co., Ltd.
Mizuho Financial Group, Inc.
10,000
156,990
182,500
259,000
157,000
46,000
431,000
20,000
127,000
422,000
66,000
923
231,700
2,000
67,000
66,120
161,000
1,933
76,000
80,000
60,000
143,000
163,790
86,000
52,000
6,300
1,273
$
171,881
1,466,985
5,122,486
3,037,090
4,197,291
387,445
2,632,927
273,093
703,337
601,178
420,598
8,852,391
2,224,320
78,907
181,308
639,560
3,346,739
811,125
687,948
417,332
244,418
2,100,625
1,848,248
717,129
231,196
236,167
8,001,074
#
#
#
#
Mizuho Investors Securities Co., Ltd.
Mizuho Trust & Banking Co., Ltd.
Mochida Pharmaceutical Co., Ltd.
Modec, Inc.
Mori Seiki Co., Ltd.
Murata Manufacturing Co., Ltd.
Musashino Bank, Ltd.
Nabtesco Corp.
Nachi-Fujikoshi Corp.
Nagase & Co., Ltd.
Nagoya Railroad Co., Ltd.
Namco Bandai Holdings, Inc.
NEC Corp.
NEC Corp. Sponsored ADR
NEC Fielding, Ltd.
Net One Systems Co., Ltd.
NGK Insulators, Ltd.
NGK Spark Plug Co., Ltd.
NHK Spring Co., Ltd.
Nichicon Corp.
Nichirei Corp.
Nidec Corp.
Nidec Corp. ADR
Nidec Sankyo Corp.
Nifco, Inc.
86,000
667,000
8,000
1,900
9,300
27,100
2,400
13,000
29,000
10,000
103,000
25,900
216,000
26,546
2,700
46
33,000
20,000
23,000
5,600
48,000
11,000
7,600
11,000
4,000
154,807
1,162,891
73,548
58,958
229,127
1,898,833
115,563
180,099
122,360
121,482
300,566
375,192
1,018,524
125,032
36,003
56,009
1,090,447
329,785
206,075
73,390
225,366
770,836
133,684
73,994
93,803
298
#
Nihon Parkerizing Co., Ltd.
Nihon Unisys, Ltd.
Nikon Corp.
Nintendo Co., Ltd.
Nippon Electric Glass Co., Ltd.
Nippon Express Co., Ltd.
Nippon Kayaku Co., Ltd.
Nippon Light Metal Co., Ltd.
Nippon Meat Packers, Inc.
Nippon Mining Holdings, Inc.
Nippon Mitsubishi Oil Corp.
Nippon Paint Co., Ltd.
Nippon Paper Group, Inc.
Nippon Seiki Co., Ltd.
Nippon Sheet Glass Co., Ltd.
Nippon Shokubai Co., Ltd.
Nippon Steel Corp.
5,000
4,900
42,000
12,800
42,500
95,000
31,000
44,000
17,000
109,500
168,000
23,000
90
7,000
62,000
12,000
806,000
$
69,679
60,737
1,311,979
5,891,478
617,770
499,310
246,818
96,321
184,114
987,891
1,413,544
111,352
302,772
177,216
364,754
106,568
5,632,201
#
#
#
#
#
#
#
#
#
Nippon Suisan Kaisha, Ltd.
Nippon Telegraph & Telephone Corp.
Nippon Yakin Kogyo Co., Ltd.
Nippon Yusen KK
Nipponkoa Insurance Co., Ltd.
Nipro Corp.
NIS Group Co., Ltd.
Nishimatsu Construction Co., Ltd.
Nishimatsuya Chain Co., Ltd.
Nishi-Nippon Bank, Ltd.
Nishi-Nippon Railroad Co., Ltd.
Nissan Chemical Industries, Ltd.
Nissan Motor Co., Ltd.
Nissan Shatai Co., Ltd.
Nissay Dowa General Insurance Co., Ltd.
Nissha Printing Co., Ltd.
Nisshin Seifun Group, Inc.
Nisshin Steel Co., Ltd.
Nisshinbo Industries, Inc.
Nissin Food Products Co., Ltd.
Nissin Kogyo Co., Ltd.
Nitto Denko Corp.
NOF Corp.
NOK Corp.
Nomura Holdings, Inc. ADR
Nomura Research Institute, Ltd.
Nomura Securities Co., Ltd.
NS Solutions Corp.
NSK, Ltd.
NTN Corp.
NTT Data Corp.
NTT DoCoMo, Inc.
Obayashi Corp.
Obic Co., Ltd.
Odakyu Electric Railway Co., Ltd.
30,000
2,177
7,500
133,000
88,000
5,000
10,125
23,000
4,200
80,000
26,000
15,000
437,600
7,000
29,000
6,000
30,500
93,000
22,000
12,600
4,600
19,400
17,000
15,000
37,500
19,500
200,000
3,900
54,000
54,000
303
6,017
82,000
1,000
77,000
136,816
10,022,186
67,330
1,311,475
816,744
99,174
50,280
74,888
55,223
251,086
91,115
188,088
4,180,338
42,392
173,005
166,739
279,684
370,763
269,878
400,448
118,869
904,113
76,291
290,772
662,625
656,390
3,531,065
109,395
462,640
442,349
1,465,827
9,172,228
423,507
197,658
470,325
299
#
#*
#
#
Oji Paper Co., Ltd.
Okamura Corp.
Okasan Holdings, Inc.
Oki Electric Industry Co., Ltd.
OKUMA Corp.
Okumura Corp.
Olympus Corp.
OMC Card, Inc.
98,000
18,000
27,000
78,000
22,000
16,000
28,000
8,000
$
489,872
143,160
160,014
139,266
326,412
89,480
1,188,945
37,456
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#*
#
#
#
#*
Omron Corp.
Ono Pharmaceutical Co., Ltd.
Onward Kashiyama Co., Ltd.
Oracle Corp. Japan
Oriental Land Co., Ltd.
Osaka Gas Co., Ltd.
OSG Corp.
Otsuka Corp.
Pacific Metals Co., Ltd.
PanaHome Corp.
Paris Miki, Inc.
Park24 Co., Ltd.
Pioneer Electronic Corp.
Promise Co., Ltd.
Q.P. Corp.
Rengo Co., Ltd.
Resona Holdings, Inc.
Resorttrust, Inc.
RICOH COMPANY, Ltd.
Right On Co., Ltd.
Rinnai Corp.
Rohm Co., Ltd.
Round One Corp.
Ryobi, Ltd.
Ryohin Keikaku Co., Ltd.
Ryoshoku, Ltd.
Sagami Railway Co., Ltd.
Sanken Electric Co., Ltd.
Sankyo Co., Ltd.
Sankyu, Inc., Tokyo
Sanrio Co., Ltd.
Santen Pharmaceutical Co., Ltd.
Sanwa Shutter Corp.
Sanyo Electric Co., Ltd.
Sanyo Special Steel Co., Ltd.
Sapporo Hokuyo Holdings, Inc.
Sapporo Holdings, Ltd.
Secom Co., Ltd.
Sega Sammy Holdings, Inc.
Seiko Epson Corp.
Seino Holdings Co., Ltd.
Seiyu, Ltd.
Sekisui Chemical Co., Ltd.
Sekisui House, Ltd.
27,600
11,800
18,000
17,500
9,400
255,000
12,000
2,800
19,000
21,000
1,900
12,800
19,300
6,500
8,900
17,000
1,412
3,600
90,000
1,600
3,000
13,600
32
11,000
3,400
2,600
27,000
16,000
8,700
26,000
8,600
10,100
28,000
154,000
16,000
42
46,000
26,500
24,048
17,700
14,000
28,000
56,000
62,000
300
720,473
606,963
213,039
769,759
530,535
947,106
149,414
282,701
262,415
125,165
24,214
123,179
234,553
178,867
82,864
105,972
2,970,703
78,950
1,980,985
16,689
93,442
1,211,026
75,035
70,113
220,397
60,039
92,470
110,904
358,743
143,712
99,061
250,093
163,505
239,251
133,584
449,142
264,336
1,287,019
365,169
460,252
138,104
24,108
414,514
806,354
#
#
#
#
#
#
Seven & I Holdings Co., Ltd.
Sharp Corp., Osaka
Shiga Bank, Ltd.
Shikoku Bank, Ltd.
Shikoku Electric Power Co., Inc.
Shimachu Co., Ltd.
Shimadzu Corp.
Shimamura Co., Ltd.
Shimano, Inc.
Shimizu Corp.
Shin-Etsu Chemical Co., Ltd.
Shinko Electric Industries Co., Ltd.
Shinko Securities Co., Ltd.
Shinsei Bank, Ltd.
Shionogi & Co., Ltd.
Shiseido Co., Ltd.
Shizuoka Bank, Ltd.
Showa Corp.
Showa Denko KK
Showa Shell Sekiyu K.K.
SMC Corp.
Softbank Corp.
Sohgo Security Services Co.,Ltd.
Sojitz Corp.
Sompo Japan Insurance, Inc.
Sony Corp.
Sony Corp. Sponsored ADR
Square Enix Co., Ltd.
Stanley Electric Co., Ltd.
Star Micronics Co., Ltd.
Sumco Techxiv Corp.
Sumisho Computer Systems Corp.
Sumitomo Bakelite Co., Ltd.
Sumitomo Chemical Co., Ltd.
Sumitomo Corp.
Sumitomo Electric Industries, Ltd.
Sumitomo Forestry Co., Ltd.
Sumitomo Heavy Industries, Ltd.
Sumitomo Metal Industries, Ltd., Osaka
Sumitomo Metal Mining Co., Ltd.
Sumitomo Mitsui Financial Group, Inc.
Sumitomo Osaka Cement Co., Ltd.
Sumitomo Real Estate Sales Co., Ltd.
Sumitomo Realty & Development Co., Ltd.
Sumitomo Rubber Industries, Ltd.
Sumitomo Titanium Corp.
Sumitomo Trust & Banking Co., Ltd.
130,576
134,000
19,000
14,000
23,200
4,600
33,000
2,400
7,700
74,000
57,600
6,000
64,000
171,000
35,000
47,000
70,000
4,300
126,000
35,100
6,900
95,300
13,600
126,300
109,000
106,300
28,400
9,500
19,300
4,000
2,100
1,600
27,000
248,000
143,000
93,000
18,000
73,000
557,000
75,000
970
35,000
2,800
49,000
16,000
3,600
177,000
$
3,481,625
2,329,269
125,795
55,446
596,200
124,731
340,117
222,524
246,700
471,729
4,164,323
132,583
304,623
570,383
509,307
980,725
732,231
53,141
458,843
425,282
916,598
1,829,224
213,836
525,559
1,219,090
5,089,158
1,356,952
294,559
421,773
114,996
139,295
32,461
171,920
1,851,360
2,466,799
1,478,089
160,079
816,075
2,809,347
1,484,061
7,654,511
86,054
229,391
1,602,492
177,005
281,636
1,461,131
Sumitomo Warehouse Co., Ltd.
Sundrug Co., Ltd.
Suruga Bank, Ltd.
Suzuken Co., Ltd.
Suzuki Motor Corp.
26,000
3,000
27,000
6,980
46,500
167,705
68,713
355,064
230,812
1,256,379
301
#
#
#
#
#
#
#*
#*
Sysmex Corp.
T&D Holdings, Inc.
Tadano, Ltd.
Taiheiyo Cement Corp.
Taisei Corp.
Taisho Pharmaceutical Co., Ltd.
Taiyo Nippon Sanso Corp.
Taiyo Yuden Co., Ltd.
Takara Holdings, Inc.
Takashimaya Co., Ltd.
Takeda Pharmaceutical Co., Ltd.
Tanabe Seiyaku Co., Ltd.
TDK Corp.
TDK Corp. Sponsored ADR
Teijin, Ltd.
Terumo Corp.
The 77 Bank, Ltd.
The Aichi Bank, Ltd.
The Awa Bank, Ltd.
The Bank of Ikeda, Ltd.
The Bank of Iwate, Ltd.
The Bank of Kyoto, Ltd.
The Bank of Nagoya, Ltd.
The Chiba Bank, Ltd.
The Chugoku Bank, Ltd.
The Chugoku Electric Power Co., Ltd.
The Daiei, Inc.
The Daishi Bank, Ltd.
The Fuji Fire & Marine Insurance Co., Ltd.
The Goodwill Group, Inc.
The Gunma Bank, Ltd.
The Hachijuni Bank, Ltd.
The Higo Bank, Ltd.
The Hiroshima Bank, Ltd.
The Hyakugo Bank, Ltd.
The Hyakujishi Bank, Ltd.
The Iyo Bank, Ltd.
5,200
33,900
11,000
108,000
116,000
30,000
33,000
13,000
14,000
34,000
115,700
20,000
14,200
1,900
119,000
23,300
44,000
700
18,000
2,600
1,500
33,000
15,000
88,000
23,000
37,700
3,500
28,000
40,000
248
59,000
42,000
18,000
62,000
19,000
23,000
31,000
$
186,142
1,968,280
140,938
426,497
370,802
587,038
292,787
260,407
80,065
365,159
7,916,035
241,308
1,214,227
162,450
594,493
1,092,900
296,975
70,423
87,383
114,438
85,622
393,833
112,299
709,252
308,369
748,803
26,388
116,259
139,167
51,746
408,852
325,528
116,401
353,332
114,882
112,271
293,789
#
#
The Japan Steel Works, Ltd.
The Joyo Bank, Ltd.
The Kagoshima Bank, Ltd.
The Keiyo Bank, Ltd.
The Minato Bank, Ltd.
The Nanto Bank, Ltd.
The Nisshin Oillio Group, Ltd.
The Ogaki Kyoritsu Bank, Ltd.
The Oita Bank, Ltd.
The San-in Godo Bank, Ltd.
THK Co., Ltd.
TIS, Inc.
Toagosei Co., Ltd.
Tobu Railway Co., Ltd.
Toda Corp.
46,000
79,000
13,000
21,000
10,000
20,000
10,000
18,000
9,000
14,000
15,200
3,700
15,000
98,000
19,000
678,576
433,356
94,221
119,506
22,739
99,781
53,752
98,901
52,839
114,438
311,090
79,712
54,141
440,682
103,161
302
#
#
#
#
#
Toho Bank, Ltd.
Toho Co., Ltd.
Toho Gas Co., Ltd.
Toho Titanium Co., Ltd.
Toho Zinc Co., Ltd.
Tohuku Electric Power Co., Inc.
Tokai Carbon Co., Ltd.
Tokai Rika Co., Ltd.
Tokai Rubber Industries, Ltd.
Tokai Tokyo Securities Co., Ltd.
Tokuyama Corp.
Tokyo Electric Power Co., Ltd
Tokyo Electron, Ltd.
Tokyo Gas Co., Ltd.
Tokyo Leasing Co., Ltd.
Tokyo Ohka Kogyo Co., Ltd.
Tokyo Seimitsu Co., Ltd.
Tokyo Steel Manufacturing Co., Ltd.
Tokyo Style Co., Ltd.
Tokyo Tatemono Co., Ltd.
Tokyo Tomin Bank, Ltd.
Tokyu Construction Co., Ltd.
Tokyu Corp.
Tokyu Land Corp.
TonenGeneral Sekiyu KK
Topcon Corp.
Toppan Forms Co., Ltd.
14,000
16,500
75,000
4,000
14,000
56,100
18,000
8,000
10,000
20,000
28,000
167,700
23,100
319,000
2,000
3,600
2,900
10,100
7,000
43,000
3,000
6,190
138,000
54,000
37,000
6,000
3,500
$
56,565
347,054
381,758
139,795
120,162
1,338,676
207,502
214,442
186,147
94,193
380,782
4,398,329
1,653,563
1,584,929
21,242
76,913
86,908
133,544
76,704
568,473
95,278
33,786
860,584
497,341
366,497
101,539
36,882
#
#
#*
#
#
Toppan Printing Co., Ltd.
Toray Industries, Inc.
Toshiba Corp.
Toshiba Machine Co., Ltd.
Toshiba TEC Corp.
Tosoh Corp.
TOTO, Ltd.
Toyama Chemicals Co., Ltd.
Toyo Ink Manufacturing Co., Ltd.
Toyo Seikan Kaisha, Ltd.
Toyo Suisan Kaisha, Ltd.
Toyo Tire & Rubber Co., Ltd.
Toyobo Co., Ltd.
Toyoda Gosei Co., Ltd.
Toyota Auto Body Co., Ltd.
Toyota Motor Corp. Sponsored ADR
Toyota Motor Credit Corp.
Toyota Tsusho Corp.
Trans Cosmos, Inc.
Trend Micro, Inc.
Trend Micro, Inc. Sponsored ADR
Tsubakimoto Chain Co.
Tsumura & Co.
TV Asahi Corp.
Ube Industries, Ltd.
68,000
180,000
374,000
9,000
11,000
43,000
25,000
24,000
13,000
21,300
17,000
13,000
77,000
10,100
7,500
31,400
323,900
27,381
2,000
9,500
777
12,000
9,000
97
109,000
683,370
1,374,864
3,362,571
67,037
66,532
262,823
199,453
139,272
46,654
404,839
297,579
70,927
178,803
325,540
117,476
3,632,352
18,756,708
678,179
36,979
389,654
31,907
77,060
146,832
174,026
341,580
303
#
*
Ulvac, Inc.
Uni-Charm Corp.
Uniden Corp.
UNY Co., Ltd.
Urban Corp.
Ushio, Inc.
USS Co., Ltd.
Victor Co. of Japan, Ltd.
Wacoal Corp.
West Japan Railway Co.
Xebio Co., Ltd.
Yahoo! Japan Corp.
Yakult Honsha Co., Ltd.
Yamada Denki Co., Ltd.
Yamaguchi Financial Group, Inc.
Yamaha Corp.
Yamaha Motor Co., Ltd.
4,000
4,600
5,000
22,000
23,000
14,000
3,260
16,000
10,000
233
2,550
6,000
12,000
12,200
34,000
20,300
21,000
$
151,393
265,327
35,048
191,944
388,682
272,758
219,528
38,379
125,340
1,124,965
65,911
2,227,451
275,809
1,225,530
403,501
429,745
552,605
Yamanashi Chuo Bank, Ltd.
Yamatake Corp.
Yamato Kogyo Co., Ltd.
Yamato Transport Co., Ltd.
# Yamazaki Baking Co., Ltd.
Yaskawa Electric Corp.
Yodogawa Steel Works, Ltd.
Yokogawa Electric Corp.
Yokohama Rubber Co., Ltd.
# Yoshinoya D&C Co., Ltd.
# Zenrin Co., Ltd.
Zensho Co., Ltd.
Zeon Corp.
TOTAL COMMON STOCKS
14,000
5,200
8,000
45,000
12,000
17,000
13,000
27,000
26,000
35
2,800
14,000
23,000
77,696
168,720
340,804
660,200
90,202
207,384
68,552
335,624
170,219
56,442
68,250
142,463
232,717
413,582,515
RIGHTS/WARRANTS — (0.0%)
* Dowa Mining Co., Ltd. Warrants 01/29/10
24,000
—
TOTAL — JAPAN
413,582,515
NETHERLANDS — (3.7%)
COMMON STOCKS — (3.7%)
ABN AMRO Holding NV
Aegon NV
Akzo Nobel NV
Akzo Nobel NV Sponsor ADR
Arcelor Mittal NV
* ASML Holding NV
Corporate Express NV
Hagemeyer NV
Heineken Holding NV
Heineken NV
Hunter Douglas NV
ING Groep NV
189,858
150,762
26,573
1,996
104,029
46,730
11,136
142,542
40,723
77,252
5,232
219,463
8,823,684
2,750,311
2,094,449
157,195
6,853,456
1,386,108
124,816
604,932
2,235,957
4,897,173
485,815
8,832,617
304
*
*
#
James Hardie Industries NV Sponsored ADR
Koninklijke Ahold NV
Koninklijke Ahold NV
Koninklijke Bam Groep NV
Koninklijke Boskalis Westminster NV
Koninklijke DSM NV
Koninklijke KPN NV
Koninklijke Philips Electronics NV
500
8,320
122,273
10,015
3,056
22,244
241,808
138,607
$
16,715
111,738
1,638,656
271,821
132,338
1,137,611
3,775,679
5,479,735
Koninklijke Vopak NV
Randstad Holdings NV
Reed Elsevier NV
Reed Elsevier NV Sponsored ADR
Royal Dutch Shell P.L.C. Series A
Royal Numico NV
SBM Offshore NV
TNT NV
* TomTom NV
Unilever NV
USG People NV
Vedior NV
Wolters Kluwer NV
TOTAL COMMON STOCKS
1,296
20,298
67,133
3,400
422,155
15,794
13,580
57,222
10,600
180,129
12,072
15,338
27,979
82,560,204
RIGHTS/WARRANTS — (0.0%)
* Aegon Coupons
* Buhrmann NV Coupons
* Royal Dutch Coupons
150,762
1
422,155
TOTAL RIGHTS/WARRANTS
—
—
—
—
TOTAL — NETHERLANDS
82,560,204
NEW ZEALAND — (0.1%)
COMMON STOCKS — (0.1%)
Air New Zealand, Ltd.
Auckland International Airport, Ltd.
Contact Energy, Ltd.
Fisher & Paykel Appliances Holdings, Ltd.
Fisher & Paykel Healthcare Corp.
Fletcher Building, Ltd.
New Zealand Refining Co., Ltd.
Sky City Entertainment Group, Ltd.
Sky Network Television, Ltd.
# Telecom Corporation of New Zealand, Ltd.
* Tower, Ltd.
Trustpower, Ltd.
Warehouse Group, Ltd.
31,492
95,556
47,343
22,478
43,389
45,204
15,823
41,046
35,044
220,728
22,683
21,162
14,200
TOTAL — NEW ZEALAND
45,678
203,179
303,906
58,198
102,933
372,472
79,913
131,828
136,908
665,788
36,709
122,651
56,106
2,316,269
305
NORWAY — (0.6%)
76,066
1,137,750
1,211,091
122,808
16,351,987
1,162,055
508,458
2,421,122
691,169
5,518,818
383,476
348,882
815,716
COMMON STOCKS — (0.6%)
Aker Kvaerner ASA
Aker Yards ASA
Bonheur ASA
# * Det Norske Oljeselskap ASA
DNB Nor ASA Series A
# Fred Olsen Energy ASA
Norsk Hydro ASA
Norsk Hydro ASA Sponsored ADR
Norske Skogindustrier ASA Series A
Odfjell ASA Series A
Orkla ASA
Petroleum Geo Services ASA
Petroleum Geo-Services ASA ADR
Prosafe ASA
Schibsted ASA
Statoil ASA
Storebrand ASA
Tandberg ASA Series A
* TGS Nopec Geophysical Co. ASA
# Tomra Systems ASA
Wilh. Wilhelmsen ASA
Yara International ASA
20,835
10,000
4,700
146,000
87,400
5,500
84,500
11,200
20,085
3,400
120,855
16,650
3,000
22,500
4,700
98,701
29,100
20,000
11,100
14,400
2,900
24,800
TOTAL — NORWAY
PORTUGAL — (0.2%)
COMMON STOCKS — (0.2%)
Banco BPI SA
# Banco Eomercial Portugues, S.A.
Banco Espirito Santo, SA (BES)
Brisa Auto Estradas de Portugal SA
Cimpor Cimentos de Portugal SA
Energias de Portugal SA
Portugal Telecom SA
# PT Multimedia Servicos de Telecomunicacoes e Multimedia SGPS SA
* Sonae Industria SGPS SA
Sonae SGPS SA
523,444
120,420
207,665
260,283
1,198,102
253,348
3,112,503
411,824
244,704
66,580
1,961,754
391,160
70,593
338,828
212,456
2,839,788
448,178
436,105
190,216
99,460
126,866
660,135
14,174,412
44,098
210,677
32,266
27,775
34,848
199,346
75,151
12,820
7,384
108,923
TOTAL — PORTUGAL
SINGAPORE — (0.8%)
COMMON STOCKS — (0.8%)
Allgreen Properties, Ltd.
Ascott Group, Ltd.
# Asia Pacific Breweries, Ltd.
Capitaland, Ltd.
# * Chartered Semiconductor Manufacturing, Ltd.
City Developments, Ltd.
$
388,890
984,144
698,214
356,593
327,318
1,094,379
1,030,551
209,607
95,537
290,151
5,475,384
121,500
174,000
14,000
115,500
112,000
60,000
136,432
177,703
122,957
560,821
78,595
588,102
Comfortdelgro Corp., Ltd.
215,000
275,862
306
#
#
#
*
*
#
Cosco Corp. (Singapore), Ltd.
DBS Group Holdings, Ltd.
Fraser & Neave, Ltd.
Guocoland, Ltd.
Hartford Education Corp., Ltd.
Hotel Properties, Ltd.
Hyflux, Ltd.
Jardine Cycle & Carriage, Ltd.
Keppel Corp., Ltd.
Keppel Land, Ltd.
K-REIT Asia
Labroy Marine, Ltd.
MobileOne, Ltd.
Neptune Orient Lines, Ltd.
Olam International, Ltd.
Overseas Chinese Banking Corp., Ltd.
Parkway Holdings, Ltd.
Raffles Education Corp., Ltd.
SembCorp Industries, Ltd.
SembCorp Marine, Ltd.
Singapore Airlines, Ltd.
Singapore Land, Ltd.
Singapore Petroleum Co., Ltd.
Singapore Post, Ltd.
Singapore Press Holdings, Ltd.
Singapore Technologies Engineering, Ltd.
Singapore Telecommunications, Ltd.
SMRT Corp., Ltd.
Starhub, Ltd.
United Industrial Corp., Ltd.
United Overseas Bank, Ltd.
UOL Group, Ltd.
Venture Corp., Ltd.
Wheelock Properties (S), Ltd.
132,000
142,000
96,500
25,000
7,666
20,900
15,000
18,680
126,000
34,000
6,800
74,000
37,260
47,000
64,000
309,320
102,900
92,000
94,320
77,000
85,000
11,000
11,000
102,000
175,000
174,000
1,298,650
59,000
70,730
88,000
154,000
51,500
29,000
69,000
TOTAL — SINGAPORE
SPAIN — (3.5%)
COMMON STOCKS — (3.5%)
Abengoa SA
# Abertis Infraestructuras SA
$
437,049
1,866,250
314,766
77,932
1,007
58,944
25,927
192,583
1,057,608
171,875
10,819
96,006
51,546
150,926
126,836
1,738,878
267,914
123,922
349,075
211,024
1,061,146
71,644
42,495
83,172
498,961
420,364
3,105,881
67,319
140,102
161,824
2,104,533
168,562
297,124
117,228
17,611,714
4,016
48,832
179,281
1,482,486
#
#
#*
#
#
#
#
Acciona SA
Acerinox SA
Actividades de Construccion y Servicios SA
Altadis SA
Antena 3 de Television SA
Banco Bilbao Vizcaya SA
Banco Bilbao-Vizcaya Argentaria SA Sponsored ADR
Banco de Andalucia SA
Banco de Sabadell SA
Banco de Valencia SA
Banco Espanol de Credito SA
5,051
15,983
27,066
25,773
9,752
48,730
399,400
655
115,188
8,579
52,035
1,267,588
402,340
1,489,673
1,711,006
182,600
1,126,113
9,274,068
69,990
1,121,038
475,787
1,014,618
307
#
#
#
#
#
#
#
#
*
Banco Pastor SA
Banco Popular Espanol SA
Banco Santander Central Hispano SA
Banco Santander Central Hispano SA Sponsored ADR
Bankinter SA
Cementos Portland Valderrivas SA
Cia Espanola de Petroleous SA
Cintra Concesiones de Infraestructuras de Transporte SA
Compania de Distribucion Integral Logista SA
Ebro Puleva SA
Enagas SA
Endesa SA
Fomento de Construcciones y Contratas SA
Gamesa Corporacion Tecnologica SA
Gas Natural SDG SA
Gestevision Telecinco SA
Grupo Catalana Occidente SA
Grupo Ferrovial SA
Iberdrola SA
Iberia Lineas Aereas de Espana SA
Indra Sistemas SA
Industria de Diseno Textil SA
Mapfre SA
Obrascon Huarte Lain SA
Promotora de Informaciones SA
Red Electrica de Espana SA
Repsol YPF SA
Repsol YPF SA Sponsored ADR
Sacyr Vallehermoso SA
Sociedad General de Aguas de Barcelona SA Class A
Sogecable SA
15,098
92,923
566,687
156,732
33,870
1,338
2,626
14,975
3,181
8,097
17,311
89,410
11,974
15,772
43,183
7,000
9,167
11,821
87,255
65,471
17,124
60,827
76,680
6,034
17,174
9,357
87,508
13,800
21,707
8,150
6,296
$
280,778
1,696,275
10,353,367
2,863,494
520,798
154,262
249,988
235,971
229,699
177,988
394,052
4,860,086
1,044,693
628,915
2,302,257
186,426
313,285
1,037,899
4,839,849
298,172
448,187
3,571,072
338,562
238,079
368,286
421,435
3,153,298
496,248
860,120
296,631
238,718
Sol Melia SA
Telefonica SA
Telefonica SA Sponsored ADR
Union Fenosa SA
# Zardoya Otis SA
8,400
405,073
41,300
19,200
21,892
166,037
10,073,246
3,084,284
1,050,713
690,277
TOTAL — SPAIN
77,960,035
SWEDEN — (2.2%)
COMMON STOCKS — (2.2%)
Alfa Laval AB
Assa Abloy AB Series B
Atlas Copco AB Series A
Atlas Copco AB Series B
Boliden AB
Castellum AB
Electrolux AB Series B
Elekta AB Series B
Eniro AB
Fabege AB
Getinge AB
10,400
37,900
113,100
49,600
42,100
14,800
33,400
5,000
26,000
15,070
22,800
628,046
787,482
1,889,177
788,571
887,446
184,110
751,410
76,580
316,158
169,976
499,558
308
*
*
*
*
*
Hennes & Mauritz AB Series B
Holmen AB Series B
Husqvarna AB Series A
Husqvarna AB Series B
JM AB
Lundin Petroleum AB
Meda AB Series A
Metro International SA SDR Series A
Metro International SA SDR Series B
Modern Times Group AB Series B
NCC AB Series B
Nobia AB
Nordea Bank AB
OMX AB
PEAB AB Series B
Sandvik AB
Scania AB Series A
Scania AB Series B
Securitas AB Series B
Securitas Direct AB Series B
Securitas Systems AB Series B
67,750
6,000
8,400
28,000
8,860
24,000
16,600
3,360
6,720
6,100
7,400
22,800
316,648
7,600
4,400
115,800
16,000
50,400
36,700
36,700
36,700
$
3,830,267
230,018
106,606
358,760
235,048
232,043
246,719
3,144
6,448
350,820
195,911
254,372
4,837,783
263,089
133,305
2,366,629
389,996
1,176,043
485,414
103,904
129,202
Skandinaviska Enskilda Banken AB (SEB) Series A
Skanska AB Series B
# SKF AB Series A
SKF AB Series B
# SSAB Svenskt Stal AB Series A
SSAB Svenskt Stal AB Series B
Svenska Cellulosa AB Series B
Svenska Handelsbanken AB Series A
* Swedbank AB Series A
Swedish Match AB (Frueher Svenska Taendsticks AB)
Tele2 AB Series B
Telefonaktiebolaget LM Ericsson Series B
Telefonaktiebolaget LM Erricson Sponsored ADR
TeliaSonera AB
Trelleborg AB Series B
Volvo AB Series A
Volvo AB Series B
Volvo AB Sponsored ADR
TOTAL COMMON STOCKS
RIGHTS/WARRANTS — (0.0%)
* Ssab Svenskt Stal AB Series B Rights 08/23/07
60,900
45,800
9,200
49,900
29,500
7,800
79,600
60,900
45,200
31,700
36,350
1,508,800
32,200
555,400
8,800
73,300
149,700
14,500
1,845,224
931,162
188,158
1,022,422
1,007,802
246,046
1,384,158
1,697,371
1,484,833
614,531
665,903
5,613,718
1,198,162
4,341,158
212,671
1,273,632
2,596,146
250,850
49,487,982
7,802
7,800
TOTAL — SWEDEN
49,495,784
SWITZERLAND — (5.9%)
COMMON STOCKS — (5.9%)
ABB, Ltd.
ABB, Ltd. Sponsored ADR
* Actelion, Ltd.
190,743
96,400
5,062
4,710,075
2,377,224
281,225
309
Adecco SA
Baloise-Holding AG
Banque Cantonale Vaudoise (BCV)
Barry Callebaut AG
BKW FMB Energie AG
Ciba Specialty Chemicals AG
Ciba Specialty Chemicals AG Sponsored ADR
Clariant AG
Compagnie Financiere Richemont AG Series A
Credit Suisse Group
Credit Suisse Group Sponsored ADR
* Efg International
18,801
5,987
422
267
5,560
5,741
2,200
29,424
70,429
134,647
12,700
5,534
$
1,228,614
550,078
199,525
192,927
545,743
314,671
60,176
393,042
4,371,030
8,836,638
833,628
245,584
Ems-Chemie Holding AG
Geberit AG
Givaudan SA
Holcim, Ltd.
Julius Baer Holdings, Ltd. AG
Kuehne & Nagel International AG
Lindt & Spruengli AG
* Logitech International SA
Lonza Group AG
Nestle SA
Nobel Biocare Holding AG
Novartis AG
Novartis AG ADR
# * Oerlikon Corp.
Phonak Holding AG
Roche Holding AG Bearer
Roche Holding AG Genusschein
Schindler Holding AG
Schindler Holding AG
SGS SA
Sika AG
Straumann Holding AG
Sulzer AG
Swatch Group AG
Swiss Life Holding
# Swiss Re
Swisscom AG
Syngenta AG
Syngenta AG ADR
Synthes, Inc.
The Swatch Group AG
UBS AG
UBS AG ADR
Vontobel Holdings AG
Zurich Financial SVCS AG
1,427
4,959
798
28,269
22,316
15,160
12
18,063
4,309
59,091
2,137
239,486
27,300
1,608
10,755
23,956
84,641
1,480
18,450
933
278
1,836
441
4,325
3,706
45,553
10,343
9,259
16,500
5,130
18,164
219,630
23,661
4,110
19,567
190,265
732,192
721,912
3,065,279
1,483,528
1,422,312
381,990
489,319
423,127
25,754,261
583,263
12,624,482
1,437,345
520,028
953,716
4,681,513
14,744,032
90,778
1,155,927
1,118,185
561,975
504,501
586,052
1,299,146
882,186
3,843,402
3,639,555
1,734,520
619,080
586,790
1,023,593
11,499,817
1,236,051
201,127
5,619,650
TOTAL — SWITZERLAND
131,551,079
310
UNITED KINGDOM — (19.2%)
COMMON STOCKS — (19.2%)
Aberdeen Asset Management P.L.C.
Admiral Group P.L.C.
Aegis Group P.L.C.
110,205
28,290
93,242
$
397,540
483,017
248,840
*
*
*
#
*
Alliance & Leicester P.L.C.
Amec P.L.C.
Amlin P.L.C.
Amvesco P.L.C. Sponsored ADR
Anglo American P.L.C.
Antofagasta P.L.C.
ARM Holdings P.L.C.
Arriva P.L.C.
Associated British Foods P.L.C.
AstraZeneca P.L.C.
AstraZeneca P.L.C. Sponsored ADR
Aviva P.L.C.
BAE Systems P.L.C.
Balfour Beatty P.L.C.
Barclays P.L.C.
Barclays P.L.C. Sponsored ADR
Barratt Developments P.L.C.
BBA Aviation P.L.C.
Bellway P.L.C.
BG Group P.L.C.
BG Group P.L.C. Sponsored ADR
BHP Billiton P.L.C.
BHP Billiton P.L.C. ADR
Biffa P.L.C.
BP P.L.C.
BP P.L.C. Sponsored ADR
Bradford & Bingley P.L.C.
Brambles, Ltd.
British Airways P.L.C.
British American Tobacco P.L.C.
British Energy Group P.L.C.
British Land Co. P.L.C.
British Sky Broadcasting Group P.L.C.
BT Group P.L.C.
BT Group P.L.C. Sponsored ADR
Bunzl P.L.C.
Burberry Group P.L.C.
Burren Energy P.L.C.
Cable and Wireless P.L.C.
Cadbury Schweppes P.L.C.
Cadbury Schweppes P.L.C. Sponsored ADR
Cairn Energy P.L.C.
Capita Group P.L.C.
Carnival P.L.C.
Carphone Warehouse Group P.L.C.
Centrica P.L.C.
Charter P.L.C.
Close Brothers Group P.L.C.
Cobham P.L.C.
46,652
38,159
68,021
4,500
171,343
193,550
139,465
25,545
158,357
170,638
20,400
333,912
386,920
38,213
720,934
37,100
38,546
37,718
15,360
383,852
12,500
264,333
23,000
36,273
2,255,040
46,900
76,093
71,029
184,946
273,139
63,960
21,197
272,457
917,068
24,102
39,550
48,731
13,812
334,935
216,640
15,500
15,128
86,776
21,630
182,534
529,509
41,760
14,870
121,998
993,523
504,814
419,951
111,105
9,836,860
2,785,175
415,850
391,463
2,766,089
8,409,630
1,003,680
4,783,395
3,621,867
367,095
8,936,421
1,840,160
723,859
184,095
394,635
6,142,753
997,250
7,751,498
1,346,650
184,980
25,341,938
3,159,184
584,933
796,680
1,588,179
9,062,016
600,002
554,514
3,719,849
5,848,436
1,536,744
551,621
602,221
226,295
1,158,761
2,564,828
732,065
549,287
1,316,507
961,184
1,263,036
4,126,914
942,063
232,181
495,798
311
*
*
*
*
Collins Stewart P.L.C.
Compass Group P.L.C.
CSR P.L.C.
Daily Mail & General Trust P.L.C. Series A
Diageo P.L.C.
Diageo P.L.C. Sponsored ADR
Drax Group P.L.C.
DSG International P.L.C.
easyJet P.L.C.
Electrocomponents P.L.C.
EMAP P.L.C.
EMI Group P.L.C.
Enterprise Inns P.L.C.
Experian Group, Ltd.
Fiberweb P.L.C.
First Choice Holidays P.L.C.
Firstgroup P.L.C.
Friends Provident P.L.C.
GKN P.L.C.
GlaxoSmithKline P.L.C.
GlaxoSmithKline P.L.C. Sponsored ADR
Greene King P.L.C.
Group 4 Securicor P.L.C.
Hammerson P.L.C.
Hays P.L.C.
HBOS P.L.C.
Home Retail Group
HSBC Holdings P.L.C.
HSBC Holdings P.L.C. Sponsored ADR
Iberdrola S.A.
ICAP P.L.C.
IMI P.L.C.
Imperial Chemical Industries P.L.C.
Imperial Chemical Industries P.L.C. Sponsored ADR
Imperial Tobacco Group P.L.C.
Imperial Tobacco Group P.L.C. ADR
Inchcape P.L.C.
Informa P.L.C.
Inmarsat P.L.C.
Intercontinental Hotels Group P.L.C.
International Personal Finance P.L.C.
International Power P.L.C.
27,079
273,560
12,310
35,202
314,077
6,900
18,710
217,103
47,520
39,172
28,081
99,895
71,034
134,549
11,225
46,985
59,437
209,193
93,510
629,019
59,193
15,724
192,526
13,009
199,150
494,812
106,022
1,242,796
69,100
25,472
64,402
45,074
121,126
6,200
72,542
7,300
54,837
51,377
45,770
33,398
17,113
176,710
$
100,546
1,797,748
161,706
482,751
6,716,805
589,398
251,596
681,186
555,586
201,327
514,445
539,163
925,963
1,422,859
30,032
281,530
784,763
756,775
696,251
16,415,260
3,091,058
319,143
772,938
349,513
641,384
8,795,691
888,192
22,472,011
6,240,421
1,420,561
636,481
515,095
1,547,725
317,147
3,282,629
660,650
524,426
594,571
377,043
700,393
67,197
1,444,303
International Power P.L.C. ADR
Intertek Group P.L.C.
* Invensys P.L.C.
Invesco P.L.C.
ITV P.L.C.
John Wood Group P.L.C.
Johnson Matthey P.L.C.
Johnston Press P.L.C.
Kelda Group P.L.C.
Kesa Electricals P.L.C.
2,400
14,739
158,812
81,593
488,162
52,188
29,167
31,946
34,026
47,659
195,817
292,886
1,099,546
995,904
1,083,169
381,102
946,619
249,106
599,818
298,367
312
Kingfisher P.L.C.
Ladbrokes P.L.C.
Land Securities Group P.L.C.
Legal and General Group P.L.C.
Liberty International P.L.C.
Lloyds TSB Group P.L.C.
Lloyds TSB Group P.L.C. Sponsored ADR
LogicaCMG P.L.C.
London Stock Exchange Group P.L.C.
Lonmin P.L.C.
Man Group P.L.C.
Marks & Spencer Group P.L.C.
Marston’s P.L.C.
Meggitt P.L.C.
Michael Page International P.L.C.
Millennium and Copthorne Hotels P.L.C.
Misys P.L.C.
Mitchells & Butlers P.L.C.
Mondi P.L.C.
National Express Group P.L.C.
National Grid P.L.C.
National Grid P.L.C. Sponsored ADR
Next P.L.C.
Northern Rock P.L.C.
Northumbrian Water Group P.L.C.
Old Mutual P.L.C.
Pearson P.L.C.
Pearson P.L.C. Sponsored ADR
Pennon Group P.L.C.
Persimmon P.L.C.
Premier Foods P.L.C.
* Provident Financial P.L.C.
278,439
71,647
49,000
772,470
3,267
628,751
33,500
178,255
16,740
20,348
737,610
206,756
34,356
74,684
84,804
15,011
50,290
42,548
45,856
15,806
297,760
16,300
27,575
49,635
66,232
1,228,065
84,821
23,800
45,679
34,876
94,370
8,556
$
1,173,754
631,338
1,795,480
2,265,930
79,214
6,920,662
1,483,380
588,331
462,075
1,281,777
7,371,772
2,613,453
259,113
481,053
822,856
163,176
234,983
612,947
452,578
401,381
4,462,362
1,224,945
1,077,804
738,827
463,466
3,965,844
1,275,208
355,334
556,400
816,652
460,411
150,700
Prudential P.L.C.
Prudential P.L.C. ADR
Punch Taverns, Ltd.
Rank Group P.L.C.
Reckitt Benckiser P.L.C.
Reed Elsevier P.L.C.
Reed Elsevier P.L.C. Sponsored ADR
Regus Group P.L.C.
Rentokil Initial P.L.C.
Resolution P.L.C.
Reuters Group P.L.C.
Reuters Group P.L.C. Sponsored ADR
Rexam P.L.C.
Rio Tinto P.L.C.
Rio Tinto P.L.C. Sponsored ADR
* Rolls-Royce Group P.L.C.
Royal & Sun Alliance Insurance Group P.L.C.
Royal Bank of Scotland Group P.L.C.
Royal Dutch Shell P.L.C. ADR
Royal Dutch Shell P.L.C. Series B
249,777
36,100
31,023
44,056
81,700
121,003
6,800
40,180
211,528
72,077
136,336
1,800
64,643
114,511
7,100
238,236
351,565
1,263,129
120,400
303,924
3,553,339
1,031,377
689,896
149,009
4,454,977
1,462,723
328,440
108,954
740,893
900,312
1,756,949
140,580
683,509
7,909,795
1,951,080
2,461,479
1,005,458
14,677,765
9,368,324
11,851,597
313
SABmiller P.L.C.
Sage Group P.L.C.
Sainsbury (J.) P.L.C.
Schroders P.L.C.
Schroders P.L.C. Non-Voting
Scottish & Newcastle P.L.C.
Scottish & Southern Energy P.L.C.
Segro P.L.C
Serco Group P.L.C.
Severn Trent P.L.C.
Shire P.L.C.
Shire P.L.C. ADR
SIG P.L.C.
Signet Group P.L.C.
Smith & Nephew P.L.C.
Smith & Nephew P.L.C. Sponsored ADR
Smiths Group P.L.C.
St. Jame’s Place P.L.C.
Stagecoach Group P.L.C.
Standard Chartered P.L.C.
Tate & Lyle P.L.C.
Taylor Woodrow P.L.C.
124,801
128,162
198,701
33,726
9,996
106,060
112,838
37,248
57,898
27,903
50,705
5,600
13,392
179,411
96,278
5,300
46,246
19,946
77,637
191,822
57,334
117,386
$
3,432,912
612,453
2,224,437
903,970
231,548
1,327,152
3,233,333
412,075
494,775
770,336
1,328,449
440,944
346,719
343,287
1,134,296
312,117
922,302
139,227
349,067
5,936,388
654,563
825,111
Tesco P.L.C.
* Thomas Cook Group P.L.C.
Tomkins P.L.C.
Tomkins P.L.C. Sponsored ADR
Travis Perkins P.L.C.
Trinity Mirror P.L.C.
Tullett Prebon P.L.C.
Tullow Oil P.L.C.
Unilever P.L.C.
Unilever P.L.C. Sponsored ADR
United Business Media P.L.C.
United Utilities P.L.C.
United Utilities P.L.C. Sponsored ADR
Vedanta Resources P.L.C.
Vodafone Group P.L.C.
Vodafone Group P.L.C. Sponsered ADR
Whitbread P.L.C.
William Hill P.L.C.
William Morrison Supermarkets P.L.C.
Wolseley P.L.C.
Wolseley P.L.C. ADR
WPP Group P.L.C.
WPP Group P.L.C. Sponsored ADR
Xstrata P.L.C.
Yell Group P.L.C.
1,241,865
733
73,285
8,700
15,009
34,690
27,079
82,010
135,225
31,800
30,736
91,323
6,700
32,515
6,093,647
107,800
23,915
36,703
308,821
61,030
19,300
124,799
7,000
127,850
92,620
TOTAL — UNITED KINGDOM
10,676,491
4,227
353,548
167,475
541,832
329,279
229,210
847,554
4,273,406
1,001,064
471,327
1,276,278
187,039
1,160,746
19,692,578
3,492,720
794,034
456,776
1,789,756
1,282,526
407,809
1,779,364
498,680
7,522,155
844,965
427,589,989
314
UNITED STATES — (0.0%)
COMMON STOCKS — (0.0%)
General Electric Co.
22,898 $
890,045
Face
Amount
Value †
(000)
TEMPORARY CASH INVESTMENTS — (0.3%)
Repurchase Agreement, PNC Capital Markets, Inc. 5.19%, 09/04/07
(Collateralized by $6,595,000 FNMA 5.50%, 03/01/37, valued at $6,292,294) to
be repurchased at $6,200,574
SECURITIES LENDING COLLATERAL — (9.1%)
$
6,197
6,197,000
@ Repurchase Agreement, Deutsche Bank Securities 5.40%, 09/04/07
(Collateralized by $361,587,864 FHLMC, rates ranging from 5.000% to 6.000%,
maturities ranging from 09/01/35 to 08/01/37 & FNMA, rates ranging from
4.209%(r) to 7.223%(r), maturities ranging from 09/01/32 to 10/01/34, valued at
$207,751,618) to be repurchased at $203,708,608
TOTAL INVESTMENTS - (100.0%)
(Cost $1,597,738,169)##
203,678
203,678,056
$ 2,232,350,441
315
Organizational Note
DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment
Company Act of 1940. At August 31, 2007, the Fund consisted of forty-seven operational portfolios, of which Large Cap International
Portfolio is included in this document. The Fund’s investment advisor is Dimensional Fund Advisors LP.
Security Valuation Note
Securities held by Large Cap International Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the
day. Securities held by the Large Cap International Portfolio that are listed on NASDAQ are valued at the Nasdaq Official Closing Price
(“NOCP”). If there is no last reported sale price or NOCP for the day, the Large Cap International Portfolio will value the securities at
the mean of the most recent quoted bid and asked prices. Price information on listed securities is taken from the exchange where the
security is primarily traded.
Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have
become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair
value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of
the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of
securities used by Large Cap International Portfolio may differ from the quoted or published prices for the same securities on their
primary markets or exchanges.
Large Cap International Portfolio will also apply a fair value price in the circumstances described below. Generally, trading in foreign
securities markets is completed each day at various times prior to the close of the New York Stock Exchange (NYSE). For example,
trading in the Japanese securities markets is completed each day at the close of Tokyo Stock Exchange (normally 11:00 p.m. PT), which
is fourteen hours prior to the close of the NYSE (normally 1:00 p.m. PT) and the time that the net asset value of Large Cap International
Portfolio is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time Large
Cap International Portfolio price its shares at the close of the NYSE, Large Cap International Portfolio will fair value its foreign
investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available.
The fair value prices will attempt to reflect the impact of the U.S. financial markets’ perceptions and trading activities on Large Cap
International Portfolios’ foreign investments since the last closing prices of the foreign investments were calculated on their primary
foreign securities markets or exchanges. For these purposes, the Board of Directors/Trustees of Large Cap International Portfolio has
determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or
the London Stock Exchange, demonstrate that market quotations may be unreliable, and may trigger fair value pricing. Consequently,
fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by Large Cap International Portfolio utilizes data
furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign
investments). The fair value prices of portfolio securities generally will be used when it is determined that the use of such prices will
have a material impact on the net asset value of a Large Cap International Portfolio. When Large Cap International Portfolio uses fair
value pricing, the values assigned to its foreign investments may not be the quoted or published prices of the investments on their
primary markets or exchanges.
Federal Tax Cost Note
At August 31, 2007, the total cost of securities for federal income tax purposes was $1,598,527,858 for Large Cap International
Portfolio.
448
ITEM 2.
CONTROLS AND PROCEDURES.
(a)
Based on their evaluation of the Registrant’s disclosure controls and procedures as of a date within 90 days of the filing
date of this Form N-Q (the “Report”), the Registrant’s Principal Executive Officer and Principal Financial Officer believe
that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as
amended) are effectively designed to ensure that information required to be disclosed by the Registrant in the Report is
recorded, processed, summarized and reported by the filing date, including ensuring that information required to be
disclosed in the Report is accumulated and communicated to the Registrant’s officers that are making certifications in the
Report, as appropriate, to allow timely decisions regarding required disclosure. The Registrant’s management, including
the Principal Executive Officer and the Principal Financial Officer, recognizes that any set of controls and procedures, no
matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives.
(b)
There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the
1940 Act) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to
materially affect, the Registrant’s internal control over financial reporting.
ITEM 3.
(a)
EXHIBITS.
Separate certifications for the principal executive officer and principal financial officer of the Registrant as required by
Rule 30a-2(a) under the 1940 Act are filed herewith.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly
caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.
The DFA Investment Trust Company
By:
/s/ David G. Booth
David G. Booth
Chairman, Trustee, President and
Chief Executive Officer
Date: October 30, 2007
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.
By:
/s/ David G. Booth
David G. Booth
Principal Executive Officer
The DFA Investment Trust Company
Date: October 30, 2007
By:
/s/ David R. Martin
David R. Martin
Principal Financial Officer
The DFA Investment Trust Company
Date: October 30, 2007
Exhibit 99.CERT
CERTIFICATION
I, David G. Booth, certify that:
1.
I have reviewed this report on Form N-Q of The DFA Investment Trust Company (the “Registrant”);
2.
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not
misleading with respect to the period covered by this report;
3.
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the Registrant as of the end of the fiscal quarter for which the report is filed;
4.
The Registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and
procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over
financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and
have:
5.
a.
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period
in which this report is being prepared;
b.
Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external purposes in accordance with
generally accepted accounting principles;
c.
Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation; and
d.
Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred
during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to
materially affect, the Registrant’s internal control over financial reporting; and
The Registrant’s other certifying officer and I have disclosed to the Registrant’s auditors and the audit committee of
the Registrant’s Board of Trustees:
a.
All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process,
summarize, and report financial information; and
b.
Any fraud, whether or not material, that involves management or other employees who have a significant
role in the Registrant’s internal control over financial reporting.
Date: October 30, 2007
/s/ David G. Booth
David G. Booth
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Principal Executive Officer
The DFA Investment Trust Company
CERTIFICATION
I, David R. Martin, certify that:
1.
I have reviewed this report on Form N-Q of The DFA Investment Trust Company (the “Registrant”);
2.
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not
misleading with respect to the period covered by this report;
3.
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the Registrant as of the end of the fiscal quarter for which the report is filed;
4.
The Registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and
procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over
financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and
have:
5.
a.
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period
in which this report is being prepared;
b.
Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external purposes in accordance with
generally accepted accounting principles;
c.
Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation; and
d.
Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred
during the Registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to
materially affect, the Registrant’s internal control over financial reporting; and
The Registrant’s other certifying officer and I have disclosed to the Registrant’s auditors and the audit committee of
the Registrant’s Board of Trustees:
a.
All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process,
summarize, and report financial information; and
b.
Any fraud, whether or not material, that involves management or other employees who have a significant
role in the Registrant’s internal control over financial reporting.
Date: October 30, 2007
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Please Consider the Environment Before Printing This Document
/s/ David R. Martin
David R. Martin
Principal Financial Officer
The DFA Investment Trust Company
Copyright © 2013 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document