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SECURITIES AND EXCHANGE COMMISSION
FORM N-Q
Quarterly schedule of portfolio holdings of registered management investment company filed on
Form N-Q
Filing Date: 2005-11-30 | Period of Report: 2005-09-30
SEC Accession No. 0001104659-05-058186
(HTML Version on secdatabase.com)
FILER
SA FUNDS INVESTMENT TRUST
CIK:1075065| IRS No.: 770216379 | State of Incorp.:DE | Fiscal Year End: 0630
Type: N-Q | Act: 40 | File No.: 811-09195 | Film No.: 051232930
Mailing Address
3055 OLIN AVENUE SUITE
2000
SAN JOSE CA 95128
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Business Address
3055 OLIN AVENUE SUITE
2000
SAN JOSE CA 95128
408-260-3100
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
811-09195
SA Funds – Investment Trust
(Exact name of registrant as specified in charter)
3055 Olin Avenue, Suite 2000
San Jose, California
95128
(Address of principal executive offices)
(Zip code)
Steven K. McGinnis
Chief Compliance Officer
SA Funds – Investment Trust
3055 Olin Ave., Suite 2000
San Jose, CA 95128
(Name and address of agent for service)
Copies to:
Thomas Reyes
Vice President and Counsel
State Street Bank and Trust Company
R. Darrell Mounts
Counsel to the Trust
Kirkpatrick & Lockhart LLP
225 Franklin Street, 2nd Floor
Boston, Massachusetts 02110
1800 Massachusetts Avenue, NW, 2nd Floor
Washington, D.C. 20036
Registrant’s Telephone Number, Including Area Code:
Date of fiscal year end:
June 30
Date of reporting period:
Item 1.
(408) 260-3100
September 30, 2005
Schedule of Investments
SA Fixed Income Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
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FACE
AMOUNT
VALUE
BONDS AND NOTES - 97.3%
Austria - 4.8%
ASFINAG, 3.250%, 10/19/09
Osterreichische Kontrollbank AG, 1.800%, 3/22/10
Republic of Austria, 5.250%, 10/05/09
EUR
JPY
USD
$
9,500,000
570,000,000
3,000,000
$
11,716,768
5,290,186
3,094,389
20,101,343
Belgium - 2.7%
Kingdom of Belgium, 3.000%, 3/28/10
Kingdom of Belgium, 3.750%, 3/28/09
EUR
EUR
6,000,000
3,000,000
7,340,008
3,760,388
11,100,396
Canada - 11.0%
Canada Housing Trust, 4.650%, 9/15/09
Government of Canada, 4.250%, 9/01/09
Province of British Columbia, 6.375%, 8/23/10
Province of Ontario, 6.200%, 11/19/09
CAD
CAD
CAD
CAD
14,000,000
9,100,000
13,850,000
13,000,000
12,516,611
8,044,715
13,138,263
12,282,226
45,981,815
Finland - 1.9%
Republic of Finland, 3.250%, 5/15/09
USD
8,000,000
7,756,336
France - 10.0%
Caisse d’Amortissement de la Dette Sociale, 3.125%, 7/12/10
Dexia Credit Local, 5.500%, 1/21/09
ERAP, 3.750%, 4/25/10
French Treasury Note BTAN, 3.000%, 1/12/10
Total Capital SA, 3.500%, 1/05/09
UNEDIC, 3.000%, 2/02/10
EUR
USD
EUR
EUR
USD
EUR
9,300,000
4,600,000
3,600,000
8,700,000
7,200,000
3,000,000
11,407,088
4,762,674
4,530,993
10,643,074
6,981,437
3,662,447
41,987,713
Germany - 10.5%
Deutsche Bundesrepublik, 5.375%, 1/04/10
DSL Bank AG, 1.750%, 10/07/09
DSL Bank AG, 5.500%, 2/17/09
KfW Bankengruppe, 3.750%, 1/28/09
Kreditanstalt fuer Wiederaufbau, 3.500%, 4/17/09
Landeskreditbank Baden-Wuerttemberg - Foerderbank, 4.500%, 1/26/09
Landwirtschaftliche Rentenbank, 4.250%, 9/01/09
Westdeutsche Landesbank, 6.050%, 1/15/09
EUR
JPY
USD
SEK
EUR
CAD
CAD
USD
7,600,000
70,000,000
1,700,000
2,900,000
6,500,000
4,130,000
13,100,000
7,500,000
10,158,556
639,657
1,754,607
387,953
8,065,149
3,637,958
11,507,847
7,770,765
43,922,492
Japan - 4.7%
Toyota Credit Canada Inc., 4.250%, 6/17/09
Toyota Credit Canada, Inc., 4.750%, 6/29/09
Toyota Motor Credit Corp., 0.550%, 6/30/10
Toyota Motor Credit Corp., 4.000%, 2/12/10
CAD
CAD
JPY
EUR
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7,900,000
2,800,000
900,000,000
2,000,000
6,905,340
2,487,245
7,857,021
2,532,910
19,782,516
Netherlands - 8.3%
Bank Nederlandse Gemeenten NV, 3.000%, 4/15/10
Nederlandse Waterschapsbank, 2.750%, 12/30/08
Netherlands Government, 3.000%, 1/15/10
Rabobank Nederland - Cooperative Centrale Raiffeisen-Boerenleenbank B.A.,
4.250%, 1/05/09
EUR
USD
EUR
6,800,000
5,000,000
9,000,000
8,307,573
4,741,300
11,002,513
CAD
12,200,000
10,652,730
34,704,116
Norway - 2.1%
Eksportfinans ASA, 4.375%, 7/15/09
USD
8,830,000
8,767,616
Spain - 1.9%
Instituto de Credito Oficial, 3.875%, 7/15/09
USD
8,100,000
7,948,060
Supranational - 7.7%
Asian Development Bank, 5.9475%, 5/20/09
European Investment Bank, 3.375%, 3/16/09
European Investment Bank, 4.000%, 4/15/09
Interamerican Development Bank, 5.625%, 6/29/09
International Bank of Reconstruction & Development, 5.125%, 3/13/09
USD
USD
SEK
CAD
USD
8,500,000
8,300,000
5,000,000
6,700,000
8,000,000
8,947,321
8,049,838
676,715
6,181,290
8,192,120
32,047,284
1
FACE
AMOUNT
Sweden - 6.7%
City of Stockholm, 3.375%, 3/08/10
Government of Sweden, 4.000%, 12/01/09
Kommuninvest I Sverige, 4.000%, 1/21/10
Kommuninvest I Sverige, 4.100%, 5/11/09
SEK
SEK
USD
SEK
64,300,000
73,000,000
4,000,000
40,000,000
VALUE
8,541,872
9,951,655
3,928,924
5,430,726
27,853,177
United Kingdom - 5.4%
BP Canada Finance Co., 3.625%, 1/15/09
Glaxosmithkline Capital Kabuskiki Kaisha, 3.250%, 6/03/09
Network Rail MTN Finance Plc, 3.125%, 3/30/09
USD
EUR
EUR
4,525,000
7,300,000
7,600,000
4,422,998
8,975,481
9,313,866
22,712,345
United States - 19.6%
Citigroup, Inc., 4.250%, 7/29/09
Federal Farm Credit Bank, 3.625%, 10/24/08
Federal Farm Credit Bank, 4.125%, 4/15/09
Federal Home Loan Mortgage Corp., 3.750%, 7/15/09
GE Capital Canada Funding Co., 3.650%, 6/07/10
General Electric Capital Corp., 3.250%, 1/28/10
USD
USD
USD
EUR
CAD
SEK
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4,500,000
5,000,000
3,000,000
9,900,000
10,000,000
22,000,000
4,440,623
4,885,905
2,967,111
12,396,269
8,533,356
2,886,582
Pfizer, Inc., 5.625%, 4/15/09
Procter & Gamble Co., 6.875%, 9/15/09
The Gillette Co., 3.800%, 9/15/09
US Bank N.A., 3.400%, 3/02/09
Wal-Mart Stores, Inc., 6.875%, 8/10/09
Wells Fargo & Co., 3.125%, 4/01/09
USD
USD
USD
USD
USD
USD
6,100,000
8,900,000
7,300,000
6,800,000
8,300,000
7,500,000
6,304,307
9,648,063
7,112,967
6,521,118
8,947,110
7,143,698
81,787,109
TOTAL BONDS AND NOTES
(Identified Cost $411,216,434)
406,452,318
SHARES
VALUE
SHORT-TERM INVESTMENTS - 0.7%
United States - 0.7%
SSgA Government Money Market Fund
SSgA Money Market Fund
1
2,796,444
1
2,796,444
2,796,445
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $2,796,445)
2,796,445
Total Investments - 98.0%
(Identified Cost $414,012,879)#
Cash and Other Assets, Less Liabilities — 2.0%
Net Assets — 100%
409,248,763
8,452,934
$
417,701,697
2
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized depreciation
aggregated $4,764,116 of which $6,552,742 related to appreciated investment securities and $11,316,858 related to depreciated
investment securities.
SA Fixed Income Fund
Ten Largest Industry Holdings September 30, 2005
(As a percentage of Net Assets):
Industry
Percentage
Banks
Financial Services
15.5%
14.6%
Foreign Government/Agency – Canada
11.0%
7.7%
Supranational Organizations
Foreign Government/Agency – Sweden
Foreign Government/Agency – Germany
Government Agency
Foreign Government/Agency – Austria
Foreign Government/Agency – France
Cosmetics & Toiletries
6.7%
6.2%
4.8%
4.8%
4.5%
4.0%
78.8%
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Key to Abbreviations:
CAD-Canadian Dollar
EUR-Euro Currency
JPY-Japanese Yen
SEK-Swedish Krona
USD-U.S. Dollar
3
At September 30, 2005 the SA Fixed Income Fund had the following open forward foreign currency exchange contracts:
Local
Aggregate
Delivery
Currency
Face
Total
Unrealized
Date
Amount
Amount
Value
Appreciation/(Depreciation)
Canadian Dollar (sell)
10/18/2005
109,887,389
Canadian Dollar (sell)
10/18/2005
1,112,459
938,776
958,694
(2,005,051)
(19,918)
Canadian Dollar (sell)
10/18/2005
10/18/2005
10/18/2005
10/18/2005
10/18/2005
10/18/2005
2,944,797
105,323,954
897,399,000
601,414,068
73,427,641
222,013,551
2,518,320
129,526,345
8,154,466
5,415,364
654,920
29,395,295
2,537,766
127,108,586
7,936,036
5,318,530
649,348
28,747,577
(19,446)
2,417,759
218,430
96,834
5,571
647,718
Euro Currency (sell)
Japanese Yen (sell)
Japanese Yen (sell)
Japanese Yen (sell)
Swedish Krona (sell)
$
$
92,693,645
$
$
94,698,696
$
$
1,341,897
4
SA U.S. Market Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
SHARES
VALUE
COMMON STOCKS - 99.7%
Advertising - 0.2%
aQuantive, Inc.*
Getty Images, Inc.*
Interpublic Group of Cos., Inc.*
Lamar Advertising Co. Class A*
Omnicom Group, Inc.
1,800
1,600
13,570
2,300
5,200
$
36,234
137,664
157,955
104,328
434,876
871,057
Aerospace/Defense - 1.6%
Alliant Techsystems, Inc.*
Armor Holdings, Inc.*
BE Aerospace, Inc.*
Boeing Co.
Ceradyne, Inc.*
875
400
1,400
26,400
300
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65,319
17,204
23,198
1,793,880
11,004
Curtiss-Wright Corp.
DRS Technologies, Inc.
Engineered Support Systems, Inc.
General Dynamics Corp.
Goodrich Corp.
Hexcel Corp.*
Honeywell International, Inc.
Northrop Grumman Corp.
Orbital Sciences Corp.*
Raytheon Co.
Rockwell Collins
Teledyne Technologies, Inc.*
Triumph Group, Inc.*
United Technologies Corp.
38
500
450
5,200
3,100
2,100
27,300
11,444
200
14,400
5,700
500
200
30,700
2,345
24,680
18,468
621,660
137,454
38,409
1,023,750
621,981
2,500
547,488
275,424
17,235
7,434
1,591,488
6,840,921
Agricultural Operations - 0.1%
AGCO Corp.*
Delta & Pine Land Co.
Monsanto Co.
2,600
500
8,017
47,320
13,205
503,067
563,592
Airlines - 0.1%
AirTran Holdings, Inc.*
Alaska Air Group, Inc.*
AMR Corp.*
Continental Airlines, Inc. Class B*
Delta Air Lines, Inc.*
ExpressJet Holdings, Inc.*
JetBlue Airways Corp.*
Northwest Airlines Corp. Class A*
SkyWest, Inc.
Southwest Airlines Co.
2,400
700
5,200
2,000
1,500
700
2,500
1,200
1,900
25,200
30,384
20,342
58,136
19,320
1,125
6,279
44,000
798
50,958
374,220
605,562
Appliances - 0.0%
Maytag Corp.
Whirlpool Corp.
1,400
1,700
25,564
128,809
154,373
Auto & Related - 0.8%
Aaron Rents, Inc.
Adesa, Inc.
Advance Auto Parts, Inc.*
American Axle & Manufacturing Holdings, Inc.
ArvinMeritor, Inc.
Asbury Automotive Group, Inc.*
AutoZone, Inc.*
BorgWarner, Inc.
CarMax, Inc.*
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500
2,200
2,700
1,100
2,100
900
2,000
1,200
2,473
10,575
48,620
104,436
25,388
35,112
15,327
166,500
67,752
77,331
CSK Auto Corp.*
Cummins Engine Co., Inc.
Dana Corp.
Delphi Automotive Systems Corp.
Dollar Thrifty Automotive Group, Inc.*
Ford Motor Co.
General Motors Corp.
Harley-Davidson, Inc.
Johnson Controls, Inc.
Lear Corp.
Monaco Coach Corp.
Navistar International Corp.*
O’Reilly Automotive, Inc.*
Oshkosh Truck Corp.
PACCAR, Inc.
Proliance International, Inc.*
Rent-A-Center, Inc.*
Superior Industries International, Inc.
Tenneco Automotive, Inc.*
Thor Industries, Inc.
TRW Automotive Holdings Corp.*
United Auto Group, Inc.
United Rentals, Inc.*
Visteon Corp.
Wabash National Corp.
Winnebago Industries, Inc.
500
1,200
4,500
16,800
500
52,800
17,800
8,200
5,300
1,700
400
1,800
3,600
1,600
4,825
94
1,850
300
500
1,600
2,800
600
2,200
3,600
300
400
7,440
105,588
42,345
46,368
16,835
520,608
544,858
397,208
328,865
57,749
5,896
58,374
101,448
69,056
327,569
515
35,724
6,456
8,755
54,400
82,152
19,824
43,362
35,208
5,898
11,588
3,485,130
1
SHARES
Banks/Savings & Loans - 5.0%
Accredited Home Lenders Holding Co.*
Alabama National BanCorp.
AMCORE Financial, Inc.
Amegy Bancorporation, Inc.
Associated Banc-Corp.
Astoria Financial Corp.
BancorpSouth, Inc.
Bank of America Corp.
Bank of New York Co., Inc.
BankAtlantic Bancorp, Inc. Class A
BankUnited Financial Corp. Class A
BB&T Corp.
BOK Financial Corp.
Boston Private Financial Holdings, Inc.
Brookline Bancorp, Inc.
Capitol Federal Financial
Cathay Bancorp, Inc.
Central Pacific Financial Corp.
100
300
500
2,100
3,419
2,700
1,700
129,766
24,900
1,200
500
17,579
1,242
300
1,500
1,500
950
300
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VALUE
3,516
19,182
15,605
47,523
104,211
71,334
38,845
5,463,149
732,309
20,388
11,435
686,460
59,827
7,962
23,730
51,330
33,687
10,554
Chemical Financial Corp.
Chittenden Corp.
City National Corp.
Comerica, Inc.
Commerce Bancshares, Inc.
Commercial Federal Corp.
Community Bank Systems, Inc.
Compass Bancshares, Inc.
Corus Bankshares, Inc.
CVB Financial Corp.
Dime Community Bancshares
Downey Financial Corp.
East West Bancorp, Inc.
Fifth Third Bancorp
First Charter Corp.
First Community Bancorp
First Financial Bancorp
First Horizon National Corp.
First Niagara Financial Group, Inc.
First Republic Bank
FirstFed Financial Corp.*
Flagstar Bancorp, Inc.
FNB Corp.
Fulton Financial Corp.
Glacier Bancorp, Inc.
Golden West Financial Corp.
Greater Bay Bancorp
Hancock Holding Co.
Hanmi Financial Corp.
Harbor Florida Bancshares, Inc.
Harleysville National Corp.
Hibernia Corp. Class A
Hudson City Bancorp, Inc.
Hudson United Bancorp
Huntington Bancshares, Inc.
Independence Community Bank Corp.
International Bancshares Corp.
M&T Bank Corp.
MAF Bancorp, Inc.
Main Street Banks, Inc.
Marshall & Ilsley Corp.
MB Financial, Inc.
Mercantile Bankshares Corp.
Mid-State Bancshares
National Penn Bancshares, Inc.
NBT Bancorp, Inc.
New York Community Bancorp, Inc.
North Fork Bancorp., Inc.
Northern Trust Corp.
Northwest Bancorp, Inc.
Ocwen Financial Corp.*
315
625
1,200
4,800
1,787
600
400
3,400
800
1,758
600
300
1,200
17,837
600
200
630
3,400
3,500
300
300
1,200
1,851
4,488
250
9,800
900
400
1,407
300
441
4,000
19,107
900
6,500
2,184
1,500
3,000
400
200
7,400
450
2,100
200
500
600
7,965
15,336
6,100
900
200
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10,237
16,569
84,108
282,720
91,995
20,484
9,040
155,822
43,864
32,699
8,832
18,270
40,848
655,153
14,688
9,566
11,718
123,590
50,540
10,569
16,143
19,320
31,985
75,174
7,717
582,022
22,176
13,656
25,256
10,881
9,680
120,160
227,373
38,097
146,055
74,453
44,550
317,130
16,400
5,360
321,974
17,541
113,148
5,502
12,445
14,154
130,626
391,068
308,355
19,125
1,388
Old National Bancorp
Pacific Capital Bancorp
People’s Bank
PFF Bancorp, Inc.
PNC Bank Corp.
Provident Bankshares Corp.
Provident Financial Services, Inc.
Regions Financial Corp.
Republic Bancorp, Inc.
S&T Bancorp, Inc.
Sovereign Bancorp, Inc.
Sterling Bancshares, Inc.
Sterling Financial Corp.
Sun Trust Banks, Inc.
SVB Financial Group*
TCF Financial Corp.
TD Banknorth, Inc.
Texas Regional Bancshares, Inc. Class A
The Colonial BancGroup, Inc.
TrustCo Bank Corp. NY
Trustmark Corp.
U.S. Bancorp
UCBH Holdings, Inc.
UMB Financial Corp.
Umpqua Holdings Corp.
UnionBanCal Corp.
United Bankshares, Inc.
United Community Banks, Inc.
Valley National Bancorp
1,307
666
3,600
450
9,300
400
2,300
14,699
1,464
415
11,200
400
660
11,626
500
3,600
5,152
825
5,000
2,380
1,300
55,715
2,800
300
1,400
3,800
500
550
3,300
27,735
22,171
104,328
13,617
539,586
13,912
40,480
457,433
20,701
15,687
246,848
5,884
14,883
807,426
24,320
96,300
155,281
23,752
112,000
29,821
36,205
1,564,477
51,296
19,704
34,048
264,936
17,475
15,675
75,570
2
SHARES
Wachovia Corp.
Washington Federal, Inc.
Washington Mutual, Inc.
Webster Financial Corp.
WesBanco, Inc.
Westamerica Bancorp.
Westcorp.
Wintrust Financial Corp.
Zions Bancorp.
47,531
1,947
26,350
1,200
100
700
1,100
300
2,700
VALUE
2,262,000
43,924
1,033,447
53,952
2,750
36,155
64,790
15,078
192,267
20,787,187
Broadcasting - 1.0%
Charter Communications, Inc. Class A*
Citadel Broadcasting Corp.*
Clear Channel Communications, Inc.
Comcast Corp. Class A*
Comcast Corp. Class A Special*
3,000
4,000
16,800
43,525
26,700
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4,500
54,920
552,552
1,278,764
768,426
Crown Media Holdings, Inc. Class A*
Cumulus Media, Inc. Class A*
Discovery Holding Company Class A*
Entravision Communications Corp.*
Gray Television, Inc.
Hearst-Argyle Television, Inc.
Liberty Global, Inc. Class A*
Liberty Global, Inc. Series C
Lin TV Corp. Class A*
Mediacom Communications Corp.*
Radio One, Inc. Class A*
Radio One, Inc. Class D*
Salem Communications Corp. Class A*
Sinclair Broadcast Group, Inc. Class A
Spanish Broadcasting System, Inc. Class A*
The DIRECTV Group, Inc.*
TiVo, Inc.*
Univision Communications, Inc. Class A*
World Wrestling Federation Entertainment, Inc.
900
900
8,040
1,700
500
1,600
3,795
3,795
200
2,700
200
1,800
200
1,000
400
44,399
1,100
7,150
200
9,855
11,241
116,098
13,379
5,295
41,104
102,769
97,721
2,790
19,926
2,631
23,670
3,688
8,870
2,872
665,097
6,039
189,689
2,600
3,984,496
Building & Construction - 0.8%
Beazer Homes USA, Inc.
Cavco Industries, Inc.*
Centex Corp.
Champion Enterprises, Inc.*
D.R. Horton, Inc.
Dycom Industries, Inc.*
ElkCorp
Emcor Group, Inc.*
Fleetwood Enterprises, Inc.*
Florida Rock Industries, Inc.
Granite Construction, Inc.
Hovnanian Enterprises, Inc. Class A*
Jacobs Engineering Group, Inc.*
KB HOME
Lafarge Corp.
Lennar Corp.
Lennar Corp. Class B
M.D.C. Holdings, Inc.
M/I Homes, Inc.
Martin Marietta Materials, Inc.
Masco Corp.
Meritage Corp.*
Modine Manufacturing Co.
NCI Building Systems, Inc.*
NVR, Inc.*
Pulte Corp.
Ryland Group, Inc.
Simpson Manufacturing Co., Inc.
Standard Pacific Corp.
600
100
3,500
2,100
10,000
700
200
300
700
1,425
500
1,000
1,200
2,200
1,700
3,200
800
1,057
100
1,200
13,400
400
400
200
100
8,300
1,200
800
1,400
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35,202
3,628
226,030
31,038
362,200
14,154
7,154
17,790
8,610
91,328
19,120
51,200
80,880
161,040
114,937
191,232
44,328
83,387
5,426
94,152
411,112
30,664
14,672
8,158
88,495
356,236
82,104
31,312
58,114
Technical Olympic USA, Inc.
Texas Industries, Inc.
The Shaw Group, Inc.*
Toll Brothers, Inc.*
Trex Co., Inc.*
URS Corp.*
Vulcan Materials Co.
Walter Industries, Inc.
Washington Group International, Inc.*
WCI Communities, Inc.*
William Lyon Homes, Inc.*
York International Corp.
1,725
300
2,200
4,200
100
600
2,700
400
300
600
200
500
45,126
16,320
54,252
187,614
2,400
24,234
200,367
19,568
16,167
17,022
31,040
28,035
3,365,848
Business Services - 1.3%
Acxiom Corp.
ADVO, Inc.
Automatic Data Processing, Inc.
Banta Corp.
BEA Systems, Inc.*
BearingPoint, Inc.*
1,900
400
18,700
500
12,100
6,000
35,568
12,516
804,848
25,445
108,658
45,540
3
SHARES
Brady Corp. Class A
Catalina Marketing Corp.
CDI Corp.
Ceridian Corp.*
Certegy, Inc.
ChoicePoint, Inc.*
Cintas Corp.
CSG Systems International, Inc.*
Ecolab, Inc.
Electronic Data Systems Corp.
Expeditors International of Washington, Inc.
Fair, Issac & Co., Inc.
First Data Corp.
Fiserv, Inc.*
Foundry Networks, Inc.*
FTI Consulting, Inc.*
Gartner, Inc. Class A*
Gevity HR, Inc.
Global Payments, Inc.
Harte-Hanks, Inc.
Hudson Highland Group, Inc.*
Iron Mountain, Inc.*
John H. Harland Co.
Keane, Inc.*
Kelly Services, Inc. Class A
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600
800
300
4,800
1,500
2,166
4,800
800
8,200
16,600
2,800
1,600
24,379
5,450
4,100
1,100
3,400
200
1,240
2,550
270
3,350
500
1,100
500
VALUE
18,564
18,192
8,862
99,600
60,030
93,506
197,040
17,368
261,826
372,504
158,984
71,680
975,160
249,991
52,070
27,786
39,746
5,448
96,373
67,397
6,742
122,945
22,200
12,573
15,330
Korn/Ferry International*
Manpower, Inc.
MAXIMUS, Inc.
MPS Group, Inc.*
Navigant Consulting, Inc.*
NCO Group, Inc.*
Paychex, Inc.
Resources Connection, Inc.*
Robert Half International, Inc.
SEI Investments Co.
Sirva, Inc.*
TeleTech Holdings, Inc.*
Tetra Tech, Inc.*
The Corporate Executive Board Co.
The Reynolds & Reynolds Co. Class A
Watson Wyatt & Co. Holdings
Westwood One, Inc.
400
2,200
400
2,900
613
500
12,150
600
4,900
2,700
1,300
1,900
1,000
800
1,500
500
2,200
6,556
97,658
14,300
34,220
11,745
10,330
450,522
17,778
174,391
101,466
9,698
19,038
16,820
62,384
41,115
13,475
43,758
5,229,746
Casinos and Gambling - 0.0%
Pinnacle Entertainment, Inc.*
Chemicals - 1.2%
A. Schulman, Inc.
Air Products & Chemicals, Inc.
Airgas, Inc.
Albemarle Corp.
Arch Chemicals, Inc.
Ashland, Inc.
Cabot Corp.
Cabot Microelectronics Corp.*
Chemtura Corp.
Cytec Industries, Inc.
Dionex Corp.*
Dow Chemical Co.
E.I. du Pont de Nemours & Co.
Eastman Chemical Co.
Engelhard Corp.
Ferro Corp.
FMC Corp.*
Georgia Gulf Corp.
H.B. Fuller Co.
Hercules, Inc.*
Kronos Worldwide Inc
Lubrizol Corp.
Lyondell Chemical Co.
MacDermid, Inc.
Minerals Technologies, Inc.
NL Industries, Inc.
Olin Corp.
OM Group, Inc.*
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500
9,165
200
6,400
1,700
1,500
200
1,700
1,400
300
7,478
1,000
300
30,800
31,900
1,900
3,000
500
700
600
500
2,700
722
1,600
7,355
600
300
800
2,000
400
3,590
352,896
50,371
56,550
4,650
93,908
46,214
8,814
92,877
43,380
16,275
1,283,436
1,249,523
89,243
83,730
9,160
40,054
14,448
15,540
32,994
22,916
69,328
210,500
15,756
17,163
15,032
37,980
8,052
Praxair, Inc.
Rohm & Haas Co.
RPM, Inc.
Sigma-Aldrich Corp.
Spartech Corp.
Symyx Technologies*
Terra Industries, Inc.*
The Mosaic Co.*
The Valspar Corp.
Valhi, Inc.
9,700
6,800
3,800
1,700
500
400
2,400
1,800
2,000
2,860
464,921
279,684
69,920
108,902
9,770
10,448
15,960
28,836
44,720
51,423
5,068,964
Commercial Services - 0.3%
Alliance Data Systems Corp.*
Aramark Corp. Class B
Arbitron, Inc.
Central Parking Corp.
Convergys Corp.*
CoStar Group, Inc.*
Deluxe Corp.
Euronet Worldwide, Inc.*
Fluor Corp.
Hewitt Associates, Inc. Class A*
Labor Ready, Inc.*
Moody’s Corp.
2,100
2,900
300
200
4,200
200
1,100
400
2,100
380
1,600
9,000
82,215
77,459
11,952
2,990
60,354
9,344
44,176
11,836
135,198
10,366
41,040
459,720
4
SHARES
PHH Corp.*
Plexus Corp.*
Polycom, Inc.*
Quanta Services, Inc.*
R.H. Donnelley Corp.*
Veritas DGC, Inc.*
Viad Corp.
Weight Watchers International, Inc.*
1,367
800
2,400
3,000
700
700
400
2,700
VALUE
37,538
13,672
38,808
38,280
44,282
25,634
10,940
139,266
1,295,070
Communication Services - 0.0%
Time Warner Telecom, Inc. Class A*
West Corp.*
1,500
1,500
11,700
56,085
67,785
Communications Equipment - 0.2%
Andrew Corp.*
Arris Group, Inc.*
Ditech Communications Corp.*
Finisar Corp.*
5,200
2,500
300
900
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57,980
29,650
2,022
1,233
Freescale Semiconductor, Inc. Class B*
Inter-Tel, Inc.
L-3 Communications Holdings, Inc.
Sonus Networks, Inc.*
Tekelec*
UTStarcom, Inc.*
ViaSat, Inc.*
6,779
300
3,000
6,900
2,000
3,200
200
159,849
6,300
237,210
40,020
41,900
26,144
5,130
607,438
Computer Equipment - 1.6%
Adaptec, Inc.*
Advanced Digital Information Corp.*
Brocade Communications Systems, Inc.*
Electronics for Imaging, Inc.*
EMC Corp.*
Emulex Corp.*
Hutchinson Technology, Inc.*
Imation Corp.
Ingram Micro, Inc. Class A*
Insight Enterprises, Inc.*
Intel Corp.
Komag, Inc.*
Kronos, Inc.*
Maxtor Corp.*
McDATA Corp. Class A*
MEMC Electronic Materials, Inc.*
Mentor Graphics Corp.*
Palm, Inc.*
SanDisk Corp.*
Semtech Corp.*
Silicon Storage Technology, Inc.*
Synaptics, Inc.*
Varian Semiconductor Equipment Associates, Inc.*
Western Digital Corp.*
Whitney Holding Corp.
1,100
800
7,500
1,500
76,932
2,500
400
500
4,200
800
197,500
1,000
500
7,000
3,800
5,800
2,100
1,000
5,400
2,200
1,300
300
500
5,800
1,425
4,213
7,520
30,600
34,410
995,500
50,525
10,448
21,435
77,868
14,880
4,868,375
31,960
22,320
30,800
19,912
132,182
18,060
28,330
260,550
36,234
6,994
5,640
21,185
74,994
38,532
6,843,467
Computer Services - 1.5%
Affiliated Computer Services, Inc. Class A*
Anteon International Corp.*
Avocent Corp.*
Black Box Corp.
Cadence Design Systems, Inc.*
Cisco Systems, Inc.*
Cognizant Technology Solutions Corp.*
Computer Sciences Corp.*
Compuware Corp.*
Diebold, Inc.
DST Systems, Inc.*
Extreme Networks, Inc.*
FactSet Research Systems, Inc.
3,200
400
1,100
300
8,100
204,500
3,700
5,300
12,400
1,700
2,500
3,400
1,050
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174,720
17,104
34,804
12,588
130,896
3,666,685
172,383
250,743
117,800
58,582
137,075
15,130
37,002
GTECH Holdings Corp.
Intergraph Corp.*
Jack Henry & Associates, Inc.
Manhattan Associates, Inc.*
MICROS Systems, Inc.*
MTS Systems Corp.
NCR Corp.*
Network Appliance, Inc.*
Perot Systems Corp. Class A*
Sapient Corp.*
SRA International, Inc. Class A*
Sun Microsystems, Inc.*
Sybase, Inc.*
Syntel, Inc.
TALX Corp.
The BISYS Group, Inc.*
Unisys Corp.*
Wind River Systems, Inc.*
3,000
700
2,000
300
600
152
4,800
11,000
3,500
3,700
400
101,300
2,100
600
100
3,900
10,900
2,300
96,180
31,297
38,800
6,960
26,250
5,741
153,168
261,140
49,525
23,125
14,192
397,096
49,182
11,694
3,279
52,377
72,376
29,739
6,147,633
Computer Software - 3.8%
3Com Corp.*
Activision, Inc.*
10,700
5,733
43,656
117,240
5
SHARES
Adobe Systems, Inc.
Advent Software, Inc.*
Altiris, Inc.*
ANSYS, Inc.*
Autodesk, Inc.
BMC Software, Inc.*
Borland Software Corp.*
CheckFree Corp.*
Citrix Systems, Inc.*
Computer Associates International, Inc.
Dendrite International, Inc.*
Digitas, Inc.*
Electronic Arts, Inc.*
Enterasys Networks, Inc.*
Epicor Software Corp.*
eResearch Technology, Inc.*
FileNET Corp.*
Hyperion Solutions Corp.*
Identix, Inc.*
Informatica Corp.*
Internet Security Systems, Inc.*
Intuit, Inc.*
Lawson Software, Inc.*
15,700
400
300
300
7,300
7,000
2,200
2,400
5,400
18,800
1,400
2,600
9,800
1,700
700
1,600
500
800
700
2,400
600
4,900
1,200
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VALUE
468,645
10,776
4,587
11,547
339,012
147,700
12,804
90,768
135,756
522,828
28,126
29,536
557,522
2,278
9,100
22,704
13,950
38,920
3,290
28,848
14,406
219,569
8,328
Macromedia, Inc.*
McAfee, Inc.*
Mercury Interactive Corp.*
Microsoft Corp.
Midway Games, Inc.*
National Instruments Corp.
NetIQ Corp.*
Novell, Inc.*
NVIDIA Corp.*
Openwave Systems, Inc.*
Oracle Corp.*
PalmSource, Inc.*
Parametric Technology Corp.*
Progress Software Corp.*
Quest Software, Inc.*
Red Hat, Inc.*
ScanSoft, Inc.*
SERENA Software, Inc.*
Siebel Systems, Inc.
Symantec Corp.*
Take-Two Interactive Software, Inc.*
THQ, Inc.*
TIBCO Software, Inc.*
Transaction Systems Architects, Inc. Class A*
Verint Systems, Inc.*
WebMD Corp.*
1,600
5,300
2,200
342,800
2,400
1,750
700
12,200
5,400
1,900
164,660
154
8,700
600
2,500
5,100
2,600
1,000
15,400
35,765
2,150
1,850
6,000
400
1,000
11,100
65,072
166,526
87,120
8,820,244
36,456
43,120
8,568
90,890
185,112
34,162
2,040,137
2,780
60,639
19,062
37,675
108,069
13,858
19,930
159,082
810,435
47,493
39,442
50,160
11,140
40,940
122,988
16,002,996
Computers - 2.6%
Apple Computer, Inc.*
Dell, Inc.*
Gateway, Inc.*
Hewlett-Packard Co.
International Business Machines Corp.
26,400
77,500
11,100
92,401
48,400
1,415,304
2,650,500
29,970
2,698,109
3,882,648
10,676,531
Consumer Products - 2.3%
Avon Products, Inc.
Blyth, Inc.
Clorox Co.
Colgate-Palmolive Co.
Energizer Holdings, Inc.*
Estee Lauder Companies, Inc. Class A
Fortune Brands, Inc.
Fossil, Inc.*
Gillette Co.
Hasbro, Inc.
IDEXX Laboratories, Inc.*
International Flavors & Fragrances, Inc.
Jarden Corp.*
Mattel, Inc.
14,200
500
6,000
16,700
2,000
3,800
3,700
1,600
27,800
5,700
800
2,500
1,600
12,500
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383,400
11,145
333,240
881,593
113,400
132,354
300,921
29,104
1,617,960
112,005
53,504
89,100
65,712
208,500
Newell Rubbermaid, Inc.
Playtex Products, Inc.*
Procter & Gamble Co.
Russ Berrie & Co., Inc.
Spectrum Brands, Inc.*
The Scotts Co. Class A
The Yankee Candle Co., Inc.
Tupperware Corp.
8,800
1,000
78,800
400
1,500
600
1,100
1,700
199,320
11,000
4,685,448
5,648
35,325
52,758
26,950
38,726
9,387,113
Containers & Glass - 0.0%
Crown Holdings, Inc.*
Owens-Illinois, Inc.*
Silgan Holdings, Inc.
4,700
4,600
600
74,918
94,852
19,956
189,726
Containers-Paper/Plastic - 0.1%
Bemis Co., Inc.
Graphic Packaging Corp.*
Longview Fibre Co.
Pactiv Corp.*
Sealed Air Corp.*
Sonoco Products Co.
Tredegar Corp.
2,800
6,000
900
4,500
1,900
1,700
400
69,160
16,800
17,541
78,840
90,174
46,427
5,204
324,146
Construction Materials - 0.0%
Eagle Materials, Inc.
Eagle Materials, Inc. Class B
Universal Forest Products, Inc.
353
178
200
42,844
20,594
11,464
74,902
6
SHARES
Distribution/Wholesale - 0.2%
Aviall, Inc.*
CDW Corp.
Fastenal Co.
Genuine Parts Co.
Grainger, Inc.
Hughes Supply, Inc.
Owens & Minor, Inc.
ScanSource, Inc.*
SCP Pool Corp.
United Natural Foods, Inc.*
United Stationers, Inc.*
Watsco, Inc.
WESCO International, Inc.*
300
2,200
2,000
4,900
2,500
1,600
500
100
1,600
600
500
200
500
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VALUE
10,134
129,624
122,180
210,210
157,300
52,160
14,675
4,874
55,888
21,216
23,930
10,622
16,935
829,748
Diversified Operations - 1.9%
3M Co.
Actuant Corp. Class A
Acuity Brands, Inc.
Barnes Group, Inc.
Carlisle Cos., Inc.
Cendant Corp.
Chemed Corp.
Corning, Inc.*
Covanta Holding Corp.*
Crane Co.
Danaher Corp.
Esterline Technologies Corp.*
Federal Signal Corp.
Fidelity National Financial, Inc.
Florida East Coast Industries, Inc.
GenCorp, Inc.
Griffon Corp.*
Harsco Corp.
Hawaiian Electric Industries, Inc.
Hillenbrand Industries, Inc.
Illinois Tool Works, Inc.
ITT Industries, Inc.
Jacuzzi Brands, Inc.*
Jefferson-Pilot Corp.
Lancaster Colony Corp.
Leucadia National Corp.
Lockheed Martin Corp.
Mathews International Corp. Class A
Pentair, Inc.
PerkinElmer, Inc.
PPG Industries, Inc.
Roper Industries, Inc.
Sensient Technologies Corp.
Teleflex, Inc.
Textron, Inc.
Trinity Industries, Inc.
Universal Corp.
UNOVA, Inc.*
Vector Group Ltd.
23,100
200
1,000
400
600
33,648
400
47,100
3,990
1,300
9,900
300
600
4,615
500
1,500
400
1,000
1,800
1,500
8,300
2,400
2,100
3,600
500
2,850
14,200
500
2,600
4,500
4,500
2,000
600
900
3,900
600
500
1,800
441
1,694,616
9,360
29,670
14,344
38,142
694,495
17,336
910,443
53,586
38,662
532,917
11,367
10,254
205,460
22,645
27,975
9,840
65,570
50,184
70,575
683,339
272,640
16,926
184,212
21,500
122,835
866,768
18,895
94,900
91,665
266,355
78,580
11,370
63,450
279,708
24,294
19,415
62,964
8,824
7,696,081
Education - 0.2%
Apollo Group, Inc. Class A*
Career Education Corp.*
Corinthian Colleges, Inc.*
DeVry, Inc.*
Education Management Corp.*
ITT Educational Services, Inc.*
5,150
2,700
1,900
1,400
1,600
900
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341,909
96,012
25,213
26,670
51,584
44,415
Laureate Education, Inc.*
Renaissance Learning, Inc.
Strayer Education, Inc.
1,000
500
200
48,970
8,900
18,904
662,577
Electric Utilities - 0.1%
ALLETE, Inc.
Duquesne Light Holdings, Inc.
Great Plains Energy, Inc.
MGE Energy, Inc.
NorthWestern Corp.
NSTAR
Weststar Energy, Inc.
1,000
2,200
1,700
200
400
3,200
1,900
45,810
37,862
50,847
7,302
12,076
92,544
45,847
292,288
Electrical Equipment - 3.0%
A.O. Smith Corp.
Avid Technology, Inc.*
Axcelis Technologies, Inc.*
Checkpoint Systems, Inc.*
Credence Systems Corp.*
Fairchild Semiconductor Corp. Class A*
FLIR Systems, Inc.*
General Electric Co.
Genlyte Group, Inc.*
GrafTech International Ltd.*
Input/Output, Inc.*
Lincoln Electric Holdings, Inc.
Littelfuse, Inc.*
Microchip Technology, Inc.
Molex, Inc.
300
700
2,800
600
2,500
3,600
1,400
339,400
400
1,100
900
900
400
5,750
2,600
8,550
28,980
14,616
14,232
19,950
53,496
41,412
11,427,598
19,232
5,973
7,182
35,460
11,252
173,190
69,368
7
SHARES
Molex, Inc. Class A
Paxar Corp.*
Power Integrations, Inc.*
Power-One, Inc.*
Rogers Corp.*
Veeco Instruments, Inc.*
Vicor Corp.
Xilinx, Inc.
2,500
700
400
1,200
300
400
200
9,800
VALUE
64,275
11,795
8,700
6,648
11,610
6,416
3,030
272,930
12,315,895
Electronics - 2.5%
Advanced Micro Devices, Inc.*
Aeroflex, Inc.*
Agere Systems, Inc.*
11,800
1,200
5,440
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297,360
11,232
56,630
Agilent Technologies, Inc.*
Altera Corp.*
AMETEK, Inc.
Amkor Technology, Inc.*
Amphenol Corp. Class A
Analog Devices, Inc.
Anixter International, Inc.*
Applied Materials, Inc.
Applied Micro Circuits Corp.*
Arrow Electronics, Inc.*
Atmel Corp.*
ATMI, Inc.*
Avnet, Inc.*
AVX Corp.
Belden CDT, Inc.
Benchmark Electronics, Inc.*
Broadcom Corp. Class A*
Brooks Automation, Inc.*
Coherent, Inc.*
Conexant Systems, Inc.*
Cree, Inc.*
Cubic Corp.
Cymer, Inc.*
Cypress Semiconductor Corp.*
DSP Group, Inc.*
Emerson Electric Co.
Entegris, Inc.*
Exar Corp.*
FormFactor, Inc.*
Genesis Microchip, Inc.*
Gentex Corp.
Harman International Industries, Inc.
Hubbell, Inc. Class B
Integrated Device Technology, Inc.*
International Rectifier Corp.*
Intersil Corp. Class A
Jabil Circuit, Inc.*
KEMET Corp.*
KLA-Tencor Corp.
Lam Research Corp.*
Lattice Semiconductor Corp.*
Linear Technology Corp.
LSI Logic Corp.*
Maxim Integrated Products, Inc.
Micrel, Inc.*
Micron Technology, Inc.*
Microsemi Corp.*
MKS Instruments, Inc.*
National Semiconductor Corp.
Newport Corp.*
Novellus Systems, Inc.
15,200
11,900
1,500
5,300
2,300
11,100
600
53,400
9,200
3,500
14,300
500
4,322
5,200
1,500
700
8,300
500
400
9,217
1,500
500
500
3,800
500
13,200
4,217
600
1,100
900
4,400
1,900
1,100
4,890
1,500
4,500
6,500
1,500
5,500
3,500
1,600
9,800
12,500
10,536
2,800
19,700
1,700
800
10,500
600
3,556
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497,800
227,409
64,455
23,214
92,782
412,254
24,198
905,664
27,600
109,760
29,458
15,500
105,673
66,248
29,145
21,084
389,353
6,665
11,712
16,498
37,530
8,560
15,660
57,190
12,830
947,760
47,652
8,412
25,102
19,755
76,560
194,313
51,623
52,519
67,620
98,010
200,980
12,570
268,180
106,645
6,848
368,382
123,125
449,360
31,444
262,010
43,418
13,784
276,150
8,358
89,184
OmniVision Technologies, Inc.*
ON Semiconductor Corp.*
PMC-Sierra, Inc.*
QLogic Corp.*
Rambus, Inc.*
Rockwell International Corp.
Sanmina Corp.*
Sigmatel, Inc.*
Silicon Image, Inc.*
Silicon Laboratories, Inc.*
Skyworks Solutions, Inc.*
Solectron Corp.*
Synopsys, Inc.*
Taser International, Inc.*
Tech Data Corp.*
Technitrol, Inc.
Tektronix, Inc.
Teradyne, Inc.*
Tessera Technologies, Inc.*
Texas Instruments, Inc.
Thermo Electron Corp.*
Thomas & Betts Corp.*
Trimble Navigation Ltd.*
TriQuint Semiconductor, Inc.*
Vishay Intertechnology, Inc.*
Vitesse Semiconductor Corp.*
Zoran Corp.*
1,000
8,200
5,000
2,300
4,400
5,200
15,720
1,000
1,000
1,100
4,400
29,200
3,700
1,000
1,300
500
2,000
5,900
600
51,600
4,195
1,300
950
1,900
5,430
4,300
700
12,620
42,394
44,050
78,660
53,240
275,080
67,439
20,240
8,890
33,429
30,888
114,172
69,930
6,170
47,723
7,660
50,460
97,350
17,946
1,749,240
129,626
44,733
32,006
6,688
64,889
8,084
10,010
10,546,845
Energy - 1.7%
Centerpoint Energy, Inc.
ChevronTexaco Corp.
CONSOL Energy, Inc.
DTE Energy Co.
9,900
71,447
2,400
5,600
147,213
4,624,764
183,048
256,816
8
SHARES
Energy Conversion Devices, Inc.*
Energy East Corp.
Entergy Corp.
KFx, Inc.*
Kinder Morgan, Inc.
Peabody Energy Corp.
Progress Energy, Inc.
Sempra Energy
Syntroleum Corp.*
TETRA Technologies, Inc.*
Watts Industries, Inc. Class A
1,000
4,700
6,300
1,600
3,200
3,600
8,000
8,200
1,700
300
400
VALUE
44,880
118,393
468,216
27,392
307,712
303,660
358,000
385,892
24,752
9,366
11,540
7,271,644
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Enviromental Services - 0.0%
Headwaters, Inc.*
Mine Safety Appliances Co.
Rollins, Inc.
500
800
1,350
18,700
30,960
26,352
76,012
Facility Services - 0.0%
ABM Industries, Inc.
Financial Services - 8.3%
A.G. Edwards, Inc.
Advanta Corp. Class B
Affiliated Managers Group, Inc.*
Ambac Financial Group, Inc.
American Capital Strategies Ltd.
American Express Co.
AmeriCredit Corp.*
Ameritrade Holding Corp.*
AmSouth Bancorporation
Bank of Hawaii Corp.
BlackRock, Inc.
Capital One Financial Corp.
CapitalSource, Inc.*
Cash America International, Inc.
Charles Schwab Corp.
CIT Group, Inc.
Citigroup, Inc.
Citizens Banking Corp.
Commerce Bancorp, Inc.
CompuCredit Corp.*
Countrywide Credit Industries, Inc.
Credit Acceptance Corp.*
Cullen/Frost Bankers, Inc.
Digital Insight Corp.*
Dun & Bradstreet Corp.*
E*Trade Group, Inc.*
Eaton Vance Corp.
eFunds Corp.*
Equifax, Inc.
eSPEED, Inc. Class A*
Federated Investors, Inc. Class B
Financial Federal Corp.
First Commonwealth Financial Corp.
First Midwest Bancorp, Inc.
FirstMerit Corp.
Franklin Resources, Inc.
Fremont General Corp.
H&R Block, Inc.
IndyMac Bancorp, Inc.
Instinet Group, Inc.
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800
16,648
2,000
200
600
2,850
2,900
39,700
4,900
12,900
11,300
900
500
6,800
2,900
200
41,600
6,300
165,465
500
5,200
700
19,000
800
1,100
600
1,800
11,800
3,400
800
3,300
400
2,600
200
2,200
1,500
1,900
8,000
1,700
10,600
1,300
9,400
87,620
5,646
43,452
205,371
106,314
2,280,368
116,963
277,092
285,438
44,298
44,310
540,736
63,220
4,150
600,288
284,634
7,531,967
14,200
159,588
31,094
626,620
11,440
54,274
15,636
118,566
207,680
84,388
15,064
115,302
3,032
86,398
7,960
29,326
55,860
50,901
671,680
37,111
254,188
51,454
46,718
Interactive Data Corp.
Investment Technology Group, Inc.*
Investors Financial Services Corp.
Irwin Financial Corp.
J.P. Morgan Chase & Co.
Janus Capital Group, Inc.
Jefferies Group, Inc.
KeyCorp
Knight Capital Group, Inc. Class A*
LaBranche & Co., Inc.*
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
MBIA, Inc.
MBNA Corp.
MCG Capital Corp.
Mellon Financial Corp.
Merrill Lynch & Co., Inc.
Metris Cos., Inc.*
MoneyGram International, Inc.
Morgan Stanley Dean Witter & Co.
Municipal Mortgage & Equity, L. L. C.
Nasdaq Stock Market, Inc.*
National City Corp.
Nelnet, Inc. Class A*
Nuveen Investments Class A
Piper Jaffray Cos., Inc.*
PRG-Schultz International, Inc.*
Protective Life Corp.
Providian Financial Corp.*
Raymond James Financial, Inc.
Sky Financial Group, Inc.
SLM Corp.
2,100
500
1,700
400
112,608
7,100
1,200
12,200
3,100
500
2,850
7,500
3,900
38,350
700
12,700
29,600
1,700
1,800
34,800
700
2,600
20,408
1,000
1,700
360
1,000
1,400
8,200
1,500
2,800
12,200
47,565
14,800
55,930
8,156
3,820,789
102,595
52,260
393,450
25,761
4,345
312,616
873,600
236,418
944,944
11,809
406,019
1,815,960
24,871
39,078
1,877,112
17,479
65,910
682,444
38,010
66,963
10,750
3,010
57,652
144,976
48,180
78,708
654,408
9
SHARES
South Financial Group, Inc.
State Street Corp.
Susquehanna Bancshares, Inc.
Synovus Financial Corp.
T. Rowe Price Group, Inc.
The Bear Stearns Cos., Inc.
The First Marblehead Corp.
The Goldman Sachs Group, Inc.
The Student Loan Corp.
UICI
Waddell & Reed Financial, Inc. Class A
Wells Fargo & Co.
WFS Financial, Inc.
Wilmington Trust Corp.
1,600
9,900
800
9,300
3,300
3,500
1,600
12,500
400
700
4,917
50,640
900
1,500
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VALUE
42,944
484,308
19,232
257,796
215,490
384,125
40,640
1,519,750
94,752
25,200
95,193
2,965,985
60,471
54,675
34,467,476
Food & Beverages - 3.4%
American Italian Pasta Co. Class A
Anheuser-Busch Cos., Inc.
Archer-Daniels-Midland Co.
Brown Forman Corp. Class B
Campbell Soup Co.
Chiquita Brands International, Inc.
Coca-Cola Co.
Coca-Cola Enterprises, Inc.
ConAgra, Inc.
Constellation Brands, Inc. Class A*
Corn Products International, Inc.
Dean Foods Co.
Del Monte Foods Co.*
Dreyer’s Grand Ice Cream Holdings, Inc.
Flowers Foods, Inc.
General Mills, Inc.
H.J. Heinz Co.
Hain Celestial Group, Inc.*
Hershey Foods Corp.
Hormel Foods Corp.
Interstate Bakeries Corp.
Kellogg Co.
Kraft Foods, Inc. Class A
McCormick & Co., Inc.
Molson Coors Brewing Co. Class B
Panera Bread Co. Class A*
PepsiAmericas, Inc.
PepsiCo, Inc.
Performance Food Group Co.*
Pilgrim’s Pride Corp.
Ralcorp Holdings, Inc.
Sanderson Farms, Inc.
Sara Lee Corp.
Smithfield Foods, Inc.*
SYSCO Corp.
The Great Atlantic & Pacific Tea Co., Inc.*
The J.M. Smucker Co.
Tootsie Roll Industries, Inc.
TreeHouse Foods, Inc.*
Triarc Cos., Inc.
Tyson Foods, Inc. Class A
Wm. Wrigley Jr. Co.
300
24,800
20,977
2,000
13,200
500
76,400
15,100
16,600
6,300
1,600
4,084
5,888
700
1,125
11,000
11,100
200
5,100
4,400
1,300
12,300
15,900
3,200
800
300
4,400
53,390
800
1,500
500
400
23,600
2,900
20,300
1,100
1,329
545
816
200
8,102
4,900
3,198
1,067,392
517,293
119,080
392,700
13,975
3,299,716
294,450
410,850
163,800
32,272
158,704
63,178
57,463
30,690
530,200
405,594
3,880
287,181
145,156
12,610
567,399
486,381
104,416
51,208
15,354
100,012
3,027,747
25,248
54,600
20,960
14,864
447,220
86,072
636,811
31,196
64,510
17,304
21,934
3,360
146,241
352,212
14,284,431
Forest & Paper Products - 0.5%
Georgia-Pacific Group
International Paper Co.
Kimberly-Clark Corp.
7,205
14,624
15,300
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245,403
435,795
910,809
P.H. Glatfelter Co.
Smurfit-Stone Container Corp.
Wausau-Mosinee Paper Corp.
Weyerhaeuser Co.
700
7,600
800
7,200
9,863
78,736
10,008
495,000
2,185,614
Funeral Services - 0.0%
Service Corp. International
Stewart Enterprises, Inc. Class A
9,200
3,000
76,268
19,890
96,158
Health Care - Biotechnology - 2.5%
Affymetrix, Inc.*
Amgen, Inc.*
Applera Corp. - Celera Genomics Group*
AtheroGenics, Inc.*
Biogen Idec, Inc.*
Biosite, Inc.*
Cambrex Corp.
Charles River Laboratories International, Inc.*
Chiron Corp.*
CV Therapeutics, Inc.*
Digene Corp.*
Encysive Pharmaceuticals, Inc.*
Enzon, Inc.*
Exelixis, Inc.*
Genentech, Inc.*
1,300
37,122
2,000
600
10,705
200
500
1,588
6,000
1,400
200
1,700
500
600
29,400
60,099
2,957,510
24,260
9,618
422,633
12,372
9,480
69,269
261,720
37,450
5,700
20,026
3,315
4,602
2,475,774
10
SHARES
Genzyme Corp.*
Gilead Sciences, Inc.*
ICOS Corp.*
ImClone Systems, Inc.*
Immucor, Inc.*
Integra LifeSciences Holdings*
LifeCell Corp.*
Martek Biosciences Corp.*
Medarex, Inc.*
Medtronic, Inc.
Myogen, Inc.*
Myriad Genetics, Inc.*
Nabi Biopharmaceuticals*
Pharmaceutical Product Development, Inc.*
Protein Design Labs, Inc.*
Serologicals Corp.*
Tanox, Inc.*
Techne Corp.*
Telik, Inc.*
7,600
14,600
1,300
900
1,450
400
1,000
600
2,700
38,300
1,100
300
1,600
1,200
3,200
500
800
800
1,500
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VALUE
544,464
711,896
35,906
28,305
39,788
15,304
21,630
21,078
25,704
2,053,646
25,850
6,558
20,960
69,012
89,600
11,280
11,720
45,584
24,540
The Medicines Co.*
Trimeris, Inc.*
600
300
13,806
4,602
10,195,061
Health Care - Drugs - 3.9%
Abbott Laboratories
Alexion Pharmaceuticals, Inc.*
Alkermes, Inc.*
Alpharma, Inc. Class A
American Pharmaceutical Partners, Inc.*
AmerisourceBergen Corp.
Amylin Pharmaceuticals, Inc.*
Andrx Group*
Barr Laboratories, Inc.*
Bristol-Myers Squibb Co.
Celgene Corp.*
Cephalon, Inc.*
Connetics Corp.*
Cubist Pharmaceuticals, Inc.*
Dendreon Corp.*
Eli Lilly & Co.
First Horizon Pharmaceutical Corp.*
Forest Laboratories, Inc.*
Greatbatch, Inc.*
Impax Laboratories, Inc.*
Incyte Corp.*
Inspire Pharmaceuticals, Inc.*
IVAX Corp.*
K-V Pharmaceutical Co. Class A*
King Pharmaceuticals, Inc.*
Kos Pharmaceuticals, Inc.*
Ligand Pharmaceuticals, Inc. Class B*
Medicis Pharmaceutical Corp. Class A
MedImmune, Inc.*
Millennium Pharmaceuticals, Inc.*
Mylan Laboratories, Inc.
Neurocrine Biosciences, Inc.*
NPS Pharmaceuticals, Inc.*
Onyx Pharmaceuticals, Inc.*
OSI Pharmaceuticals, Inc.*
Par Pharmaceutical Cos., Inc.*
Pfizer, Inc.
Pharmion Corp.*
Priority Healthcare Corp. Class B*
Sepracor, Inc.*
United Therapeutics Corp.*
Valeant Pharmaceuticals International
Vertex Pharmaceuticals, Inc.*
ViroPharma, Inc.*
Watson Pharmaceuticals, Inc.*
Wyeth
49,600
1,000
2,679
700
1,650
2,959
3,100
1,600
2,725
62,500
5,300
1,300
600
1,600
600
36,300
300
10,300
300
700
2,000
400
7,937
500
4,949
1,500
900
1,300
7,930
9,900
6,425
800
500
700
1,200
700
235,875
100
500
2,900
200
1,900
2,800
1,700
2,800
40,200
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2,103,040
27,680
45,007
17,409
75,339
228,731
107,849
24,688
149,657
1,503,750
287,896
60,346
10,146
34,464
4,026
1,942,776
5,961
401,391
8,232
8,491
9,400
3,040
209,219
8,885
76,116
100,395
9,123
42,328
266,844
92,367
123,745
39,352
5,055
17,486
35,088
18,634
5,889,799
2,181
13,930
171,071
13,960
38,152
62,580
35,360
102,508
1,860,054
Zymogenetics, Inc.*
1,100
18,150
16,311,701
Health Care - Products - 3.6%
Abgenix, Inc.*
Advanced Medical Optics, Inc.*
Align Technology, Inc.*
Allergan, Inc.
Allscripts Heathcare Solutions, Inc.*
American Medical Systems Holdings, Inc.*
Arrow International, Inc.
ArthroCare Corp.*
Bausch & Lomb, Inc.
Beckman Coulter, Inc.
Becton, Dickinson & Co.
Biomet, Inc.
Boston Scientific Corp.*
C.R. Bard, Inc.
CONMED, Corp.*
Cooper Cos., Inc.
Cyberonics, Inc.*
2,700
1,874
700
3,800
1,200
2,100
800
200
1,300
1,600
8,100
7,600
26,700
2,700
500
1,155
400
34,236
71,118
4,704
348,156
21,624
42,315
22,560
8,044
104,884
86,368
424,683
263,796
623,979
178,281
13,940
88,485
11,936
11
SHARES
Cytyc Corp.*
Dade Behring Holdings, Inc.
Datascope Corp.
DENTSPLY International, Inc.
Diagnostic Products Corp.
Edwards Lifesciences Corp.*
Guidant Corp.
Haemonetics Corp.*
Henry Schein, Inc.*
Hologic, Inc.*
Hospira, Inc.*
Human Genome Sciences, Inc.*
Invacare Corp.
Invitrogen Corp.*
Johnson & Johnson
Kinetic Concepts, Inc.*
Laserscope*
Mentor Corp.
Merck & Co., Inc.
MGI Pharma, Inc.*
Nektar Therapeutics*
Patterson Cos., Inc.*
Perrigo Co.
PolyMedica Corp.
PSS World Medical, Inc.*
2,700
2,900
300
2,017
500
1,400
8,200
500
2,000
300
4,440
3,600
500
1,300
95,112
2,100
200
700
66,100
1,600
2,800
3,800
2,100
500
2,100
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VALUE
72,495
106,314
9,306
108,958
26,365
62,174
564,898
23,765
85,240
17,325
181,907
48,924
20,835
97,799
6,018,688
119,280
5,636
38,507
1,798,581
37,296
47,460
152,114
30,051
17,470
28,014
ResMed, Inc.*
Respironics, Inc.*
Schering-Plough Corp.
St. Jude Medical, Inc.*
Stryker Corp.
Sybron Dental Specialties, Inc.*
Thoratec Corp.*
USANA Health Sciences, Inc.*
Varian Medical Systems, Inc.*
Ventana Medical Systems, Inc.*
West Pharmaceutical Services, Inc.
Wright Medical Group, Inc.*
Zimmer Holdings, Inc.*
500
1,600
47,200
11,700
12,100
500
800
200
3,800
400
400
400
6,380
39,825
67,488
993,560
547,560
598,103
20,790
14,208
9,540
150,138
15,228
11,868
9,872
439,518
14,986,209
Health Care - Services - 2.6%
American Healthways, Inc.*
Amerigroup Corp.*
AmSurg Corp.*
Apria Healthcare Group, Inc.*
Baxter International, Inc.
Beverly Enterprises, Inc.*
Cardinal Health, Inc.
Caremark Rx, Inc.*
Centene Corp.*
Cerner Corp.*
Community Health Care*
Covance, Inc.*
Coventry Health Care, Inc.*
DaVita, Inc.*
Express Scripts, Inc.*
Genesis HealthCare Corp.*
HCA-The Healthcare Corp.
Health Management Associates, Inc. Class A
Health Net, Inc.*
HealthExtras, Inc.*
Humana, Inc.*
IDX Systems Corp.*
IMS Health, Inc.
Kindred Healthcare, Inc.*
Laboratory Corporation of America Holdings*
LifePoint Hospitals, Inc.*
Lincare Holdings, Inc.*
Magellan Health Services, Inc.*
Manor Care, Inc.
McKesson HBOC, Inc.
Medco Health Solutions, Inc.*
MedQuist, Inc.*
NDCHealth Corp.
Odyssey Healthcare, Inc.*
Omnicare, Inc.
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500
1,200
300
800
19,900
1,700
13,400
13,700
800
700
2,200
1,300
2,500
2,400
4,200
150
13,400
7,300
2,900
300
4,500
400
6,500
600
3,900
233
2,600
100
2,200
9,900
8,969
500
600
400
2,700
21,200
22,944
8,208
25,528
793,413
20,825
850,096
684,041
20,024
60,851
85,382
62,387
215,050
110,568
261,240
6,048
642,128
171,331
137,228
6,414
215,460
17,272
163,605
17,880
189,969
10,189
106,730
3,515
84,502
469,755
491,770
6,275
11,352
6,788
151,821
PacifiCare Health Systems, Inc.*
Pediatrix Medical Group, Inc.*
Psychiatric Solutions, Inc.*
Quest Diagnostics, Inc.
Renal Care Group, Inc.*
Sierra Health Services, Inc.*
STERIS Corp.
Sunrise Assisted Living, Inc.*
Tenet Healthcare Corp.*
The TriZetto Group, Inc.*
Triad Hospitals, Inc.*
United Surgical Partners International, Inc.*
UnitedHealth Group, Inc.
Universal Health Services, Inc. Class B
VCA Antech, Inc.*
WellChoice, Inc.*
Wellpoint, Inc.*
2,100
600
200
6,500
1,350
400
2,100
200
15,050
1,300
2,787
600
37,954
1,300
1,600
2,200
18,336
167,538
46,092
10,846
328,510
63,882
27,548
49,959
13,348
169,012
18,356
126,167
23,466
2,133,015
61,919
40,832
166,980
1,390,236
10,989,495
12
SHARES
Hotels & Restaurants - 0.0%
Isle of Capri Casinos, Inc.*
The Marcus Corp.
Vail Resorts, Inc.*
VALUE
300
200
400
6,414
4,008
11,500
21,922
Household Appliances & Home Furnishings - 0.0%
American Woodmark Corp.
Tempur-Pedic International, Inc.*
200
2,200
6,720
26,048
32,768
Household Products - 0.1%
Alberto-Culver Co. Class B
Black & Decker Corp.
Church & Dwight Co., Inc.
Ethan Allen Interiors, Inc.
Furniture Brands International, Inc.
2,400
2,300
1,400
800
1,000
107,400
188,807
51,716
25,080
18,030
391,033
Instruments - Scientific - 0.2%
Advanced Neuromodulation Systems, Inc.*
Applera Corp. - Applied Biosystems Group
FEI Co.*
Fisher Scientific International, Inc.*
Gen-Probe, Inc.*
Intermagnetics General Corp.*
Intuitive Surgical, Inc.*
300
4,700
600
2,964
1,200
400
400
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14,238
109,228
11,550
183,916
59,340
11,176
29,316
Kyphon, Inc.*
Millipore Corp.*
Waters Corp.*
500
1,000
3,400
21,970
62,890
141,440
645,064
Insurance - 4.4%
21st Century Insurance Group
Aetna, Inc.
AFLAC, Inc.
Alfa Corp.
Allmerica Financial Corp.*
Allstate Corp.
American Financial Group, Inc.
American International Group, Inc.
American National Insurance Co.
AmerUs Group Co.
Aon Corp.
Arthur J. Gallagher & Co.
Assurant, Inc.
Brown & Brown, Inc.
Chubb Corp.
CIGNA Corp.
Cincinnati Financial Corp.
CNA Financial Corp.*
CNA Surety Corp.*
Delphi Financial Group, Inc. Class A
Erie Indemnity Co. Class A
FBL Financial Group, Inc. Class A
Harleysville Group, Inc.
Hartford Financial Services Group, Inc.
HCC Insurance Holdings, Inc.
Hilb, Rogal & Hamilton Co.
Horace Mann Educators Corp.
Infinity Property & Casualty Corp.
LandAmerica Financial Group, Inc.
Lincoln National Corp.
Loews Corp.
Manulife Financial Corp.
Markel Corp.*
Marsh & McLennan Cos., Inc.
Mercury General Corp.
MetLife, Inc.
MGIC Investment Corp.
Nationwide Financial Services, Inc. Class A
Odyssey Re Holdings Corp.
Ohio Casualty Corp.
Old Republic International Corp.
Philadelphia Consolidated Holding Corp.*
Principal Financial Group, Inc.
ProAssurance Corp.*
Prudential Financial, Inc.
1,700
2,800
15,200
2,400
1,100
21,700
1,600
83,045
400
900
10,200
2,200
4,400
1,700
5,100
3,700
5,614
8,200
900
450
1,400
200
600
9,600
3,400
300
700
400
300
4,600
4,800
6,163
100
15,900
1,300
24,200
2,700
1,600
2,100
1,900
5,900
300
8,600
500
15,700
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27,115
241,192
688,560
40,032
45,254
1,199,793
54,288
5,145,468
47,648
51,633
327,216
63,382
167,464
84,473
456,705
436,082
235,170
244,934
12,798
21,060
73,850
5,990
14,400
740,832
97,002
11,196
13,846
14,036
19,395
239,292
443,568
328,611
33,050
483,201
77,987
1,205,886
173,340
64,080
53,634
51,528
157,353
25,470
407,382
23,335
1,060,692
Radian Group, Inc.
Reinsurance Group of America, Inc.
RLI Corp.
Safeco Corp.
Selective Insurance Group, Inc.
St. Paul Cos., Inc.
2,400
1,600
500
3,600
500
21,641
127,440
71,520
23,130
192,168
24,450
971,032
13
SHARES
StanCorp Financial Group, Inc.
State Auto Financial Corp.
Stewart Information Services Corp.
The Commerce Group, Inc.
The First American Corp.
The Phoenix Companies, Inc.
The PMI Group, Inc.
The Progressive Corp.
Torchmark, Inc.
Transatlantic Holdings, Inc.
Triad Guaranty, Inc.*
Unitrin, Inc.
Universal American Financial Corp.*
UnumProvident Corp.
W.R. Berkley Corp.
700
600
300
700
2,200
2,100
2,500
5,700
2,900
1,700
200
1,800
1,652
9,500
3,337
VALUE
58,940
18,984
15,360
40,614
100,474
25,620
99,675
597,189
153,207
96,900
7,844
85,428
37,567
194,750
131,745
18,483,260
Internet Services - 0.8%
Akamai Technologies, Inc.*
Ariba, Inc.*
CACI International, Inc. Class A*
CMGI, Inc.*
CNET Networks, Inc.*
Cogent Communications Group, Inc.*
Digital River, Inc.*
EarthLink, Inc.*
Equinix, Inc.*
Expedia, Inc.*
F5 Networks, Inc.*
GSI Commerce, Inc.*
IAC/InterActiveCorp*
Ixia*
j2 Global Communications, Inc.*
Juniper Networks, Inc.*
Jupitermedia Corp.*
Monster Worldwide, Inc.*
Netflix, Inc.*
NETGEAR, Inc.*
NetRatings, Inc.*
Priceline.com, Inc.*
4,054
633
600
4,000
4,100
1,000
400
4,500
200
10,158
400
900
10,158
1,700
200
17,406
400
3,000
800
1,000
400
500
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64,661
3,608
36,360
6,680
55,637
4,880
13,940
48,150
8,330
201,230
17,388
17,910
257,505
25,007
8,084
414,089
7,084
92,130
20,792
24,060
6,088
9,660
Qwest Communications International, Inc.*
Real Networks, Inc.*
RSA Security, Inc.*
S1 Corp.*
SafeNet, Inc.*
Total System Services, Inc.
United Online, Inc.
ValueClick, Inc.*
VeriSign, Inc.*
WebEx Communications, Inc.*
Websense, Inc.*
Yahoo!, Inc.*
54,529
4,400
1,900
1,300
300
5,100
1,050
2,300
7,915
600
200
41,910
223,569
25,124
24,149
5,083
10,893
118,881
14,543
39,307
169,144
14,706
10,242
1,418,234
3,417,148
Leisure - 0.7%
Alliance Gaming Corp.*
Ameristar Casinos, Inc.
Argosy Gaming Co.*
Aztar Corp.*
Boyd Gaming Corp.
Brunswick Corp.
Choice Hotels International, Inc.
Gaylord Entertainment Co.*
Harrah’s Entertainment, Inc.
Hilton Hotels Corp.
International Game Technology
International Speedway Corp. Class A
K2, Inc.*
La Quinta Corp.*
Marriott International, Inc. Class A
Marvel Entertainment, Inc.*
MGM Mirage, Inc.*
Multimedia Games, Inc.*
Penn National Gaming, Inc.*
Sabre Holdings Corp. Class A
Scientific Games Corp. Class A*
Shuffle Master, Inc.*
Six Flags, Inc.*
Speedway Motorsports, Inc
Starwood Hotels & Resorts Worldwide, Inc. Class B
Station Casinos, Inc.
Topps Co., Inc.
WMS Industries, Inc.*
1,600
1,800
500
600
2,300
2,500
800
700
7,003
12,200
10,900
500
500
6,000
6,000
2,300
9,200
700
2,700
3,516
2,100
600
1,800
500
5,400
1,850
900
500
17,360
37,512
23,495
18,486
99,176
94,325
51,712
33,355
456,526
272,304
294,300
26,235
5,700
52,140
378,000
41,101
402,684
6,797
83,997
71,304
65,100
15,858
12,942
18,165
308,718
122,766
7,389
14,065
3,031,512
Machinery - 0.7%
Albany International Corp. Class A
Applied Industrial Technologies, Inc.
Baldor Electric Co.
CARBO Ceramics, Inc.
Caterpillar, Inc.
400
450
400
300
21,900
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14,748
16,146
10,140
19,797
1,286,625
Deere & Co.
Dover Corp.
Flowserve Corp.*
6,900
5,700
1,800
422,280
232,503
65,430
14
SHARES
Gardner Denver, Inc.*
Graco, Inc.
IDEX Corp.
JLG Industries, Inc.
Joy Global, Inc.
Kennametal, Inc.
Lone Star Technologies, Inc.*
National-Oilwell, Inc.*
Regal-Beloit Corp.
SPX Corp.
Terex Corp.*
The Manitowoc Co., Inc.
Universal Compression Holdings, Inc.*
Woodward Governor Co.
200
1,550
1,000
1,600
2,600
700
400
4,805
300
2,000
1,200
400
300
200
VALUE
8,920
53,134
42,550
58,544
131,196
34,328
22,236
316,169
9,732
91,900
59,316
20,100
11,931
17,010
2,944,735
Manufacturing - 0.4%
American Standard Cos., Inc.
AptarGroup, Inc.
Ball Corp.
Blount International, Inc.*
Briggs & Stratton Corp.
CLARCOR, Inc.
Cognex Corp.
Donaldson Co., Inc.
Eaton Corp.
ESCO Technologies, Inc.*
Leggett & Platt, Inc.
Lennox International, Inc.
Nordson Corp.
Packaging Corp. of America
Pall Corp.
Polaris Industries, Inc.
Quanex Corp.
The Brink’s Co.
Varian, Inc.*
Wabtec Corp.
Zebra Technologies Corp. Class A*
6,800
700
3,200
1,400
1,000
800
1,500
2,400
4,300
400
5,000
1,100
400
2,300
3,200
800
300
1,200
500
800
1,875
316,540
34,867
117,568
24,696
34,590
22,976
45,105
73,272
273,265
20,028
101,000
30,151
15,212
44,643
88,000
39,640
19,866
49,272
17,160
21,824
73,294
1,462,969
Metals & Mining - 0.6%
Alcoa, Inc.
Aleris International Inc.*
27,900
1,000
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681,318
27,450
Arch Coal, Inc.
Century Aluminum Co.*
Cleveland-Cliffs, Inc.
Coeur d’Alene Mines Corp.*
Commercial Metals Co.
Compass Minerals International, Inc.
Freeport-McMoran Copper & Gold, Inc. Class B
Hecla Mining Co.*
Kaiser Aluminum Corp.* (a)
Kaydon Corp.
Massey Energy Co.
MSC Industrial Direct Co., Inc. Class A
Mueller Industries, Inc.
Newmont Mining Corp.
Phelps Dodge Corp.
Precision Castparts Corp.
Stillwater Mining Co.*
Titanium Metals Corp.*
USEC, Inc.
1,400
349
400
7,200
1,800
1,000
5,000
1,600
2,200
500
1,700
1,000
500
12,400
2,700
3,424
2,300
1,000
2,200
94,500
7,846
34,844
30,456
60,732
23,000
242,950
7,008
99
14,205
86,819
33,170
13,885
584,908
350,811
181,814
21,045
39,560
24,552
2,560,972
Multimedia - 2.5%
A.H. Belo Corp. Series A
Cox Radio, Inc. Class A*
DreamWorks Animation SKG, Inc. Class A*
Emmis Communications Corp. Class A*
Entercom Communications Corp.*
Gannett Co., Inc.
Gemstar-TV Guide International, Inc.*
Liberty Media Corp. Class A
Macrovision Corp.*
Martha Stewart Living Omnimedia, Inc. Class A*
McGraw-Hill Cos, Inc.
Media General, Inc. Class A
Meredith Corp.
News Corp. Class A
News Corp. Class B
Pixar, Inc.*
The E.W. Scripps Co. Class A
The Liberty Corp.
Time Warner, Inc.*
Tribune Co.
Viacom, Inc. Class A
Viacom, Inc. Class B
Walt Disney Co.
XM Satellite Radio Holdings, Inc. Class A*
2,400
800
1,300
1,282
1,100
7,100
11,861
85,400
600
200
11,200
400
900
71,644
32,900
2,800
3,500
200
147,400
9,500
3,400
44,015
65,300
6,700
54,864
12,160
35,958
28,319
34,749
488,693
35,109
687,470
11,460
5,004
538,048
23,204
44,901
1,116,930
542,850
124,628
174,895
9,378
2,669,414
321,955
112,948
1,452,935
1,575,689
240,597
10,342,158
Office Equipment - 0.2%
Global Imaging Systems, Inc.*
IKON Office Solutions, Inc.
400
3,900
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13,620
38,922
15
SHARES
Lexmark International Group, Inc. Class A*
Pitney Bowes, Inc.
Xerox Corp.*
3,400
7,300
28,700
VALUE
207,570
304,702
391,755
956,569
Office Furnishings & Supplies - 0.1%
Acco Brands Corp.*
Avery Dennison Corp.
Herman Miller, Inc.
HNI Corp.
OfficeMax, Inc.
Steelcase, Inc. Class A
869
2,900
1,600
500
2,100
1,200
24,523
151,931
48,480
30,110
66,507
17,352
338,903
Oil & Gas - 7.5%
AGL Resources, Inc.
Amerada Hess Corp.
Anadarko Petroleum Corp.
Apache Corp.
Aquila, Inc.*
Atmos Energy Corp.
Atwood Oceanics, Inc.*
Baker Hughes, Inc.
Berry Petroleum Co. Class A
BJ Services Co.
Burlington Resources, Inc.
Cabot Oil & Gas Corp. Class A
Cal Dive International, Inc.*
Cheniere Energy, Inc.*
Chesapeake Energy Corp.
Cimarex Energy Co.*
Comstock Resources, Inc.*
ConocoPhillips
Cooper Cameron Corp.*
Delta Petroleum Corp.
Denbury Resources, Inc.*
Devon Energy Corp.
Diamond Offshore Drilling, Inc.
El Paso Corp.
Encore Aquisition Co.*
Energen Corp.
Energy Partners Ltd.*
ENSCO International, Inc.
EOG Resources, Inc.
Equitable Resources, Inc.
Exxon Mobil Corp.
2,100
2,600
7,600
9,784
11,900
1,700
100
10,800
200
10,400
11,600
750
400
1,200
10,100
1,710
600
44,600
1,300
1,300
1,800
5,740
3,200
20,653
750
1,400
1,000
4,900
7,700
3,200
190,964
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77,931
357,500
727,700
735,952
47,124
48,025
8,421
644,544
13,338
374,296
943,312
37,882
25,364
49,632
386,325
77,514
19,686
3,117,986
96,109
27,040
90,792
393,994
196,000
287,077
29,137
60,564
31,220
228,291
576,730
124,992
12,133,853
FMC Technologies, Inc.*
Forest Oil Corp.*
Frontier Oil Corp.
Grant Prideco, Inc.*
Grey Wolf, Inc.*
Halliburton Co.
Hanover Compressor Co.*
Helmerich & Payne, Inc.
Holly Corp.
Houston Exploration Co.*
Hydril Co.*
KCS Energy, Inc.*
Kerr-McGee Corp.
Key Energy Services, Inc.*
Marathon Oil Corp.
Murphy Oil Corp.
National Fuel Gas Co.
New Jersey Resources Corp.
Newfield Exploration Co.*
Newpark Resources, Inc.*
Nicor, Inc.
Noble Energy, Inc.
Occidental Petroleum Corp.
Oceaneering International, Inc.*
Oil States International, Inc.*
ONEOK, Inc.
Parker Drilling Co.*
Patterson-UTI Energy, Inc.
Penn Virginia Corp.
Petrohawk Energy Corp.*
Piedmont Natural Gas Co., Inc.
Pioneer Natural Resources Co.
Plains Exploration & Production Co.*
Pogo Producing Co.
Pride International, Inc.*
Quicksilver Resources, Inc.*
Range Resources Corp.
Remington Oil & Gas Corp.*
Rowan Cos., Inc.
RPC, Inc.
SEACOR SMIT, Inc.*
Smith International, Inc.
South Jersey Industries, Inc.
Southern Union Co.
Southwestern Energy Co.*
Spinnaker Exploration Co.*
St. Mary Land & Exploration Co.
Sunoco, Inc.
Superior Energy Services, Inc.*
Swift Energy Co.*
Tesoro Petroleum Corp.
1,500
1,200
1,800
3,500
5,700
16,300
2,400
1,200
700
500
200
1,400
4,252
2,900
10,801
5,900
1,800
500
3,200
2,600
500
5,168
11,100
400
1,600
2,500
2,900
5,100
200
2,200
2,300
3,802
1,700
1,700
4,200
1,800
2,400
300
3,300
500
300
6,400
400
3,088
1,600
300
1,700
3,800
2,300
300
1,500
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63,165
62,520
79,830
142,275
48,051
1,116,876
33,264
72,468
44,786
33,625
13,728
38,542
412,912
42,775
744,513
294,233
61,560
22,990
157,120
21,892
21,015
242,379
948,273
21,364
58,096
85,050
26,883
184,008
11,542
31,702
57,891
208,806
72,794
100,198
119,742
86,022
92,664
12,450
117,117
12,880
21,774
213,184
11,656
79,579
117,440
19,407
62,220
297,160
53,107
13,725
100,860
16
SHARES
The Laclede Group, Inc.
The Meridian Resource Corp.*
Tidewater, Inc.
UGI Corp.
Unit Corp.*
Valero Energy Corp.
Vintage Petroleum, Inc.
W-H Energy Services, Inc.*
Western Gas Resources, Inc.
Williams Cos., Inc.
XTO Energy, Inc.
300
800
1,300
3,100
900
8,309
2,000
200
1,600
17,100
10,809
VALUE
9,747
3,336
63,271
87,265
49,752
939,456
91,320
6,484
81,968
428,355
489,864
31,227,262
Paper & Related Products - 0.1%
American Greetings Corp. Class A
Bowater, Inc.
Louisiana-Pacific Corp.
MeadWestvaco Corp.
Neenah Paper, Inc.
Potlatch Corp.
Temple-Inland, Inc.
1,300
1,200
2,600
5,240
393
400
3,000
35,620
33,924
71,994
144,729
11,515
20,848
122,550
441,180
Personal Care - 0.0%
Chattem, Inc.*
Elizabeth Arden, Inc.*
Nu Skin Enterprises, Inc. Class A
Revlon, Inc. Class A*
200
300
1,300
10,900
7,100
6,474
24,765
35,098
73,437
Photo Equipment & Supplies - 0.1%
Eastman Kodak Co.
Lexar Media, Inc.*
Photronics, Inc.*
8,000
700
600
194,640
4,480
11,640
210,760
Printing - 0.1%
Consolidated Graphics, Inc.*
R. R. Donnelley & Sons Co.
Valassis Communications, Inc.*
200
6,100
1,000
8,610
226,127
38,980
273,717
Publishing - 0.1%
Dow Jones & Co., Inc.
Hollinger International, Inc. Class A
1,300
2,100
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49,647
20,580
John Wiley & Sons, Inc. Class A
Journal Register Co.
Knight-Ridder, Inc.
Lee Enterprises, Inc.
PRIMEDIA, Inc.*
ProQuest Co.*
Scholastic Corp.*
The McClatchy Co. Class A
The New York Times Co. Class A
The Reader’s Digest Association, Inc.
1,000
600
2,200
800
8,400
500
500
400
4,000
2,800
41,740
9,708
129,096
33,984
34,356
18,100
18,480
26,092
119,000
44,716
545,499
Real Estate - 0.1%
CB Richard Ellis Group, Inc. Class A*
Corrections Corp. of America*
Jones Lang LaSalle, Inc.
The St. Joe Co.
Trammell Crow Co.*
1,500
600
600
2,000
1,000
73,800
23,820
27,636
124,900
24,680
274,836
Restaurants - 0.8%
Applebee’s International, Inc.
Bob Evans Farms, Inc.
Brinker International, Inc.*
CBRL Group, Inc.
CEC Entertainment, Inc.*
CKE Restaurants, Inc.
Darden Restaurants, Inc.
IHOP Corp.
Jack in the Box, Inc.*
Krispy Kreme Doughnuts, Inc.*
Landry’s Seafood Restaurants, Inc.
McDonald’s Corp.
Outback Steakhouse, Inc.
P.F. Chang’s China Bistro, Inc.*
RARE Hospitality International, Inc.*
Ruby Tuesday, Inc.
Ryan’s Restaurant Group, Inc.*
Sonic Corp.*
Starbucks Corp.*
The Cheesecake Factory*
Wendy’s International, Inc.
Yum! Brands, Inc.
2,600
700
2,300
1,100
600
1,700
4,100
400
500
1,000
300
40,000
1,800
300
500
1,400
800
1,350
12,300
1,750
3,000
8,200
53,794
15,897
86,388
37,026
19,056
22,406
124,517
16,296
14,955
6,260
8,790
1,339,600
65,880
13,449
12,850
30,464
9,336
36,922
616,230
54,670
135,450
396,962
3,117,198
Retail - Food - 0.4%
Albertson’s, Inc.
Kroger Co.*
Ruddick Corp.
Safeway, Inc.
SUPERVALU, Inc.
11,000
23,200
900
13,500
3,500
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282,150
477,688
20,745
345,600
108,920
17
SHARES
Weis Markets, Inc.
Whole Foods Market, Inc.
400
1,500
VALUE
16,004
201,675
1,452,782
Retail - General - 2.4%
7-Eleven, Inc.*
99 Cents Only Stores*
Bebe stores, Inc.
Big Lots, Inc.*
BJ’s Wholesale Club, Inc.*
Casey’s General Stores, Inc.
CVS Corp.
Dillards, Inc. Class A
Dollar General Corp.
Electronics Boutique Holdings Corp.*
Family Dollar Stores, Inc.
Federated Department Stores, Inc.
Fred’s, Inc.
J.C. Penney Co., Inc.
Longs Drug Stores Corp.
Sears Holdings Corp.*
Target Corp.
The Neiman Marcus Group, Inc. Class B
TJX Cos., Inc.
Wal-Mart Stores, Inc.
3,400
1,166
2,750
2,700
1,700
800
25,900
1,800
10,525
200
4,700
8,554
500
8,000
600
4,025
28,300
500
13,500
125,500
121,074
10,786
48,125
29,673
47,260
18,560
751,359
37,584
193,028
12,568
93,389
572,006
6,255
379,360
25,734
500,790
1,469,619
49,915
276,480
5,499,410
10,142,975
Retail - Specialty - 3.7%
Abercrombie & Fitch Co. Class A
Aeropostale, Inc.*
Amazon.com, Inc.*
American Eagle Outfitters, Inc.
AnnTaylor Stores Corp.*
AutoNation, Inc.*
Barnes & Noble, Inc.
Bed Bath & Beyond, Inc.*
Best Buy Co., Inc.
Blockbuster, Inc. Class A
Borders Group, Inc.
Burlington Coat Factory Warehouse Corp.
Callaway Golf Co.
Central Garden & Pet Co.*
Chico’s FAS, Inc.*
Children’s Place Retail Stores, Inc.*
Christopher & Banks Corp.
Circuit City Stores-Circuit City Group
2,500
1,200
13,200
4,600
1,550
8,000
1,700
9,500
15,625
3,100
1,600
600
2,100
200
5,800
800
400
5,100
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124,625
25,500
597,960
108,238
41,153
159,760
64,090
381,710
680,156
14,725
35,472
22,824
31,689
9,050
213,440
28,512
5,548
87,516
Claire’s Stores, Inc.
Coldwater Creek, Inc.*
Copart, Inc.*
Cost Plus, Inc.*
Costco Wholesale Corp.
Dollar Tree Stores, Inc.*
eBay, Inc.*
Foot Locker, Inc.
GameStop Corp.*
GameStop Corp. Class B*
Group 1 Automotive, Inc.*
Guitar Center, Inc.*
Home Depot, Inc.
Hot Topic, Inc.*
Jo-Ann Stores, Inc.*
K-Swiss, Inc. Class A
Kohl’s Corp.*
La-Z-Boy, Inc.
Linens ‘n Things, Inc.*
Liz Claiborne, Inc.
Lowe’s Cos., Inc.
Michaels Stores, Inc.
Movie Gallery, Inc.
NBTY, Inc.*
Nordstrom, Inc.
Nutri/System, Inc.
Office Depot, Inc.*
Overstock.com, Inc.*
Pacific Sunwear of California, Inc.*
Payless ShoeSource, Inc.*
Pep Boys - Manny, Moe & Jack
PETCO Animal Supplies, Inc.*
PETsMART, Inc.
Pier 1 Imports, Inc.
RadioShack Corp.
RC2 Corp.*
Regis Corp.
Rite Aid Corp.*
Ross Stores, Inc.
Saks, Inc.
Select Comfort Corp.*
Sonic Automotive, Inc. Class A
Sotheby’s Holdings, Inc. Class A*
Stage Stores, Inc.
Staples, Inc.
Stein Mart, Inc.
Talbots, Inc.
The Cato Corp. Class A
The Dress Barn, Inc.*
The Gap, Inc.
The Limited, Inc.
3,000
1,500
2,850
300
15,300
2,700
43,300
4,000
200
637
400
300
68,650
600
200
400
11,000
1,400
500
2,800
24,700
3,500
700
1,500
7,800
1,000
9,400
200
2,050
2,200
900
1,200
4,100
1,700
4,200
200
1,100
16,700
3,800
5,000
500
400
1,500
300
23,550
500
1,300
300
1,000
28,900
12,280
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72,390
37,830
68,030
5,445
659,277
58,455
1,783,960
87,760
6,294
18,084
11,040
16,563
2,618,311
9,216
3,460
11,828
551,980
18,466
13,350
110,096
1,590,680
115,710
7,273
35,250
267,696
25,020
279,180
7,670
43,952
38,280
12,456
25,392
89,298
19,159
104,160
6,752
41,602
64,796
90,060
92,500
9,990
8,888
25,080
8,061
502,086
10,150
38,896
5,979
22,760
503,727
250,880
The Men’s Wearhouse, Inc.*
The Nautilus Group, Inc.
The Neiman Marcus Group, Inc. Class A
The Sherwin Williams Co.
1,750
500
700
3,700
46,725
11,035
69,965
163,059
18
SHARES
The Sports Authority, Inc.*
Tiffany & Co.
Too, Inc.*
Tractor Supply Co.*
Tuesday Morning Corp.
Urban Outfitters, Inc.*
V.F. Corp.
Walgreen Co.
Williams-Sonoma, Inc.*
300
3,800
500
400
600
4,000
2,900
30,700
3,000
VALUE
8,832
151,126
13,715
18,260
15,522
117,600
168,113
1,333,915
115,050
15,370,103
Steel - 0.2%
AK Steel Holding Corp.*
Allegheny Technologies, Inc.
Carpenter Technology Corp.
Chaparral Steel Co.*
Maverick Tube Corp.*
Nucor Corp.
Oregon Steel Mills, Inc.*
Reliance Steel & Aluminum Co.
Schnitzer Steel Industries, Inc. Class A
Steel Dynamics, Inc.
The Timken Co.
United States Steel Corp.
Worthington Industries, Inc.
2,600
3,100
300
300
700
4,500
1,000
400
500
1,000
2,000
3,000
1,900
22,282
96,038
17,583
7,566
21,000
265,455
27,900
21,172
16,285
33,960
59,260
127,050
39,957
755,508
Telecommunications - 4.3%
ADC Telecommunications, Inc.*
Adtran, Inc.
ALLTEL Corp.
American Tower Corp. Class A*
AT&T Corp.
Avaya, Inc.*
BellSouth Corp.
Cablevision Systems Corp. Class A*
Centennial Communications Corp. Class A*
CenturyTel, Inc.
CIENA Corp.*
Cincinnati Bell, Inc.*
Citizens Communications Co.
Commonwealth Telephone Enterprises, Inc.
3,747
2,300
10,724
12,800
22,320
15,300
58,600
6,300
2,500
700
13,100
7,900
10,100
300
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85,656
72,450
698,240
319,360
441,936
157,590
1,541,180
193,221
37,450
24,486
34,584
34,839
136,855
11,310
CommScope, Inc.*
Comverse Technology, Inc.*
Crown Castle International Corp.*
Dobson Communications Corp. Class A*
EchoStar Communications Corp. Class A
Harmonic, Inc.*
Harris Corp.
IDT Corp.*
IDT Corp. Class B*
InfoSpace, Inc.*
InterDigital Communications Corp.*
JDS Uniphase Corp.*
Level 3 Communications, Inc.*
Lucent Technologies, Inc.*
Motorola, Inc.
Nextel Partners, Inc. Class A*
NII Holdings, Inc. Class B*
Novatel Wireless, Inc.*
NTL, Inc.*
Plantronics, Inc.
Powerwave Technologies, Inc.*
Premiere Global Services, Inc.*
Price Communications Corp.
QUALCOMM, Inc.
RF Micro Devices, Inc.*
SBA Communications Corp. Class A*
SBC Communications, Inc.
Scientific-Atlanta, Inc.
Sprint Corp.
Sycamore Networks, Inc.*
Symbol Technologies, Inc.
Telephone & Data Systems, Inc.
Telephone & Data Systems, Inc. Special Shares
Tellabs, Inc.*
UbiquiTel, Inc.*
Ulticom, Inc.*
United States Cellular Corp.*
Verizon Communications
Wireless Facilities, Inc.*
1,800
5,500
6,717
4,600
6,900
900
3,400
200
1,800
500
900
35,990
15,000
134,600
79,000
5,900
1,700
200
2,700
1,100
2,100
1,800
1,825
52,200
5,300
1,800
105,700
4,000
90,016
6,900
7,250
1,200
1,200
13,456
2,400
500
1,300
83,000
700
31,212
144,485
165,440
35,328
204,033
5,238
142,120
2,460
21,942
11,935
17,676
79,898
34,800
437,450
1,745,110
148,090
143,565
2,894
180,360
33,891
27,279
14,724
30,021
2,335,950
29,945
27,810
2,533,629
150,040
2,140,580
26,013
70,180
46,800
45,060
141,557
20,976
5,515
69,446
2,713,270
4,060
17,809,939
Textile & Apparel - 0.4%
Charming Shoppes, Inc.*
Coach, Inc.*
Columbia Sportswear Co.*
DHB Industries, Inc.*
G & K Services, Inc. Class A
3,300
12,100
1,000
500
200
19
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35,211
379,456
46,400
2,095
7,878
SHARES
Guess?, Inc.*
Jones Apparel Group, Inc.
Kellwood Co.
Mohawk Industries, Inc.*
NIKE, Inc. Class B
Oakley, Inc.
Oxford Industries, Inc.
Phillips-Van Heusen Corp.
Polo Ralph Lauren Corp.
Quiksilver, Inc.*
Reebok International Ltd.
The Finish Line, Inc. Class A
The Warnaco Group, Inc.*
Timberland Co. Class A*
Wolverine World Wide, Inc.
1,400
3,200
400
1,643
5,200
2,100
300
400
1,500
3,600
1,300
800
500
1,000
1,200
VALUE
30,002
91,200
10,340
131,851
424,736
36,414
13,536
12,408
75,450
52,020
73,541
11,672
10,955
33,780
25,260
1,504,205
Tires & Rubber - 0.0%
Cooper Tire & Rubber Co.
Goodyear Tire & Rubber Co.*
1,500
5,300
22,905
82,627
105,532
Tobacco - 1.3%
Altria Group, Inc.
Loews Corp. - Carolina Group
Reynolds American, Inc.
UST, Inc.
66,400
1,600
3,800
4,600
4,894,344
63,408
315,476
192,556
5,465,784
Tools-Hand Held - 0.0%
Snap-on, Inc.
Stanley Works
Toro Co.
1,400
2,000
1,000
50,568
93,360
36,760
180,688
Transportation - 1.1%
ABX Air, Inc.*
Alexander & Baldwin, Inc.
Arkansas Best Corp.
Burlington Northern Santa Fe Corp.
C.H. Robinson Worldwide, Inc.
CNF Transportation, Inc.
CSX Corp.
EGL, Inc.*
FedEx Corp.
Forward Air Corp.
GATX Corp.
Genesee & Wyoming, Inc. Class A*
Heartland Express, Inc.
600
900
400
4,600
2,400
1,000
6,000
800
8,400
450
700
200
2,300
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4,920
47,916
13,948
275,080
153,888
52,500
278,880
21,720
731,892
16,578
27,685
6,340
46,782
J.B. Hunt Transport Services, Inc.
Kansas City Southern Industries, Inc.*
Kirby Corp.*
Knight Transportation, Inc.
Laidlaw International, Inc.
Landstar Systems, Inc.
Norfolk Southern Corp.
Offshore Logistics, Inc.*
Old Dominion Freight Line, Inc.*
Overseas Shipholding Group, Inc.
Ryder System, Inc.
Swift Transportation Co., Inc.*
Union Pacific Corp.
United Parcel Service, Inc. Class B
Werner Enterprises, Inc.
Yellow Roadway Corp.*
4,200
2,100
500
1,750
2,500
1,600
12,700
200
300
900
1,600
1,500
8,400
18,600
1,600
1,263
79,842
48,951
24,715
42,630
60,425
64,048
515,112
7,400
10,047
52,497
54,752
26,550
602,280
1,285,818
27,664
52,313
4,633,173
Utilities - 3.1%
AES Corp.*
Allegheny Energy, Inc.*
Alliant Energy Corp.
Ameren Corp.
American Electric Power Co., Inc.
American Power Conversion Corp.
Aqua America, Inc.
Avista Corp.
Black Hills Corp.
Calpine Corp.*
CH Energy Group, Inc.
Cinergy Corp.
Cleco Corp.
CMS Energy Corp.*
Consolidated Edison, Inc.
Constellation Energy Group
Dominion Resources, Inc.
DPL, Inc.
Duke Energy Corp.
Dynegy, Inc. Class A*
Edison International
El Paso Electric Co.*
Exelon Corp.
FirstEnergy Corp.
FPL Group, Inc.
FuelCell Energy, Inc.*
IDACORP, Inc.
KeySpan Corp.
MDU Resources Group, Inc.
NiSource, Inc.
Northeast Utilities
Northwest Natural Gas Co.
20,900
5,200
3,700
6,500
12,700
6,200
2,276
800
500
17,200
300
5,100
1,600
6,600
7,800
4,900
10,200
3,300
29,700
9,100
10,400
1,200
21,500
10,600
11,800
900
600
5,600
3,550
8,137
3,900
500
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343,387
159,744
107,781
347,685
504,190
160,580
86,534
15,520
21,685
44,548
14,244
226,491
37,728
108,570
378,690
301,840
878,628
91,740
866,349
42,861
491,712
25,020
1,148,960
552,472
561,680
9,873
18,078
205,968
126,557
197,322
77,805
18,610
OGE Energy Corp.
2,000
56,200
20
SHARES
Otter Tail Power Co.
Parker-Hannifin Corp.
Peoples Energy Corp.
Pepco Holdings, Inc.
PG&E Corp.
Pinnacle West Capital Corp.
PNM Resources, Inc.
PPL Corp.
Public Service Enterprise Group, Inc.
Puget Energy, Inc.
Questar Corp.
Reliant Resources, Inc.*
SCANA Corp.
Sierra Pacific Resources*
Southern Co.
Southwest Gas Corp.
TECO Energy, Inc.
TXU Corp.
UIL Holdings Corp.
Unisource Energy Corp.
Vectren Corp.
WGL Holdings, Inc.
Wisconsin Energy Corp.
WPS Resources Corp.
Xcel Energy, Inc.
500
3,100
700
6,100
11,900
3,200
1,950
12,200
6,700
2,400
2,200
8,344
2,900
3,100
22,300
500
6,200
8,200
200
600
1,700
900
3,000
800
11,200
VALUE
15,470
199,361
27,566
141,947
467,075
141,056
55,907
394,426
431,212
56,352
193,864
128,831
122,496
46,035
797,448
13,695
111,724
925,616
10,462
19,944
48,195
28,917
119,760
46,240
219,632
12,992,283
Waste Management - 0.2%
Allied Waste Industries, Inc.*
Republic Services, Inc. Class A
Stericycle, Inc.*
Waste Connections, Inc.*
Waste Management, Inc.
9,700
4,200
900
750
17,100
81,965
148,218
51,435
26,310
489,231
797,159
Other - 4.2%
DFA U.S. MicroCap Portfolio
1,115,573
TOTAL COMMON STOCKS
(Identified Cost $357,714,659)
17,469,878
415,279,642
SHORT-TERM INVESTMENTS - 0.1%
Other - 0.1%
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SSgA Government Money Market Fund
SSgA Money Market Fund
1
448,567
1
448,568
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $448,569)
448,569
Total Investments - 99.8%
(Identified Cost $358,163,228)#
Liabilities, Less Cash and Other Assets — 0.2%
Net Assets — 100%
415,728,211
1,000,279
$
416,728,490
21
*
Non-income producing security
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized appreciation
aggregated $57,564,983, of which $358,163,228 related to appreciated investment securities and $415,728,211 related to depreciated
investment securities.
(a)
Bankrupt security/delisted
22
SA U.S. HBtM Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
SHARES
VALUE
COMMON STOCKS - 99.2%
Aerospace/Defense - 2.4%
Curtiss-Wright Corp.
Northrop Grumman Corp.
Raytheon Co.
258
63,833
59,300
$
15,921
3,469,324
2,254,586
5,739,831
Agricultural Operations - 0.7%
Corn Products International, Inc.
Monsanto Co.
12,300
22,300
248,091
1,399,325
1,647,416
Airlines - 0.5%
Southwest Airlines Co.
80,500
1,195,425
Auto & Related - 2.8%
Dana Corp.
Ford Motor Co.
General Motors Corp.
Lear Corp.
27,000
291,400
100,700
12,000
254,070
2,873,204
3,082,427
407,640
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United Rentals, Inc.*
Visteon Corp.
6,300
11,391
124,173
111,404
6,852,918
Banks/Savings & Loans - 1.3%
Astoria Financial Corp.
Commercial Federal Corp.
Independence Community Bank Corp.
New York Community Bancorp, Inc.
North Fork Bancorporation, Inc.
Sovereign Bancorp, Inc.
The South Financial Group, Inc.
Webster Financial Corp.
7,300
2,000
14,600
25,000
39,200
29,900
12,200
1,700
192,866
68,280
497,714
410,000
999,600
658,996
327,448
76,432
3,231,336
Broadcasting - 5.0%
Clear Channel Communications, Inc.
Comcast Corp. Class A*
Comcast Corp. Class A Special*
Discovery Holding Co. Class A*
Hearst-Argyle Television, Inc.
Liberty Global, Inc. Class A*
Liberty Global, Inc. Series C
Radio One, Inc. Class A*
The DIRECTV Group, Inc.*
97,472
183,690
56,300
44,300
10,600
18,605
18,605
2,800
6,306
3,205,854
5,396,812
1,620,314
639,692
272,314
503,823
479,079
36,834
94,464
12,249,186
Building & Construction - 0.9%
Hughes Supply, Inc.
Lafarge Corp.
Pulte Corp.
10,800
12,600
21,300
352,080
851,886
914,196
2,118,162
Business Services - 0.9%
Electronic Data Systems Corp.
PHH Corp.*
90,400
2,895
2,028,576
79,497
2,108,073
Chemicals - 0.5%
Ashland, Inc.
Lubrizol Corp.
Lyondell Chemical Co.
Valhi, Inc.
13,200
1,800
15,700
1,800
729,168
77,994
449,334
32,364
1,288,860
Commercial Services - 0.1%
Convergys Corp.*
Communications Equipment - 0.1%
Andrew Corp.*
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8,000
114,960
29,000
323,350
Computer Equipment - 0.2%
Ingram Micro, Inc. Class A*
28,000
519,120
Computer Services - 1.1%
Computer Sciences Corp.*
Compuware Corp.*
Sun Microsystems, Inc.*
Unisys Corp.*
32,500
45,300
97,600
31,400
1,537,575
430,350
382,592
208,496
2,559,013
Computer Software - 0.1%
3Com Corp.*
WebMD Corp.*
58,600
8,100
239,088
89,748
328,836
Computers - 1.2%
Hewlett-Packard Co.
102,700
2,998,840
Containers & Glass - 0.1%
Owens-Illinois, Inc.*
13,000
268,060
Diversified Operations - 0.9%
Cendant Corp.
PerkinElmer, Inc.
Textron, Inc.
88,170
5,800
2,300
1,819,829
118,146
164,956
2,102,931
1
SHARES
Electronics - 2.6%
Advanced Micro Devices, Inc.*
Agere Systems, Inc.*
Applied Micro Circuits Corp.*
Arrow Electronics, Inc.*
Avnet, Inc.*
AVX Corp.
Fairchild Semiconductor International, Inc.*
Intersil Corp. Class A
LSI Logic Corp.*
Micron Technology, Inc.*
Sanmina Corp.*
Solectron Corp.*
Tech Data Corp.*
Thermo Electron Corp.*
Vishay Intertechnology, Inc.*
10,900
1,723
22,500
19,300
21,800
17,700
700
28,000
63,900
108,200
92,700
96,200
11,100
11,100
33,900
VALUE
274,680
17,936
67,500
605,248
533,010
225,498
10,402
609,840
629,415
1,439,060
397,683
376,142
407,481
342,990
405,105
6,341,990
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Financial Services - 7.4%
A.G. Edwards, Inc.
Ambac Financial Group, Inc.
AmeriCredit Corp.*
CIT Group, Inc.
Countrywide Financial Corp.
Instinet Group, Inc.
J.P. Morgan Chase & Co.
Janus Capital Group, Inc.
KeyCorp
LaBranche & Co., Inc.*
MBIA, Inc.
Protective Life Corp.
Providian Financial Corp.*
Prudential Financial, Inc.
The Bear Stearns Cos., Inc.
11,900
13,600
24,400
9,700
48,800
3,100
101,200
39,800
9,700
3,500
24,200
12,200
38,700
73,000
18,060
521,339
980,016
582,428
438,246
1,609,424
15,407
3,433,716
575,110
312,825
30,415
1,467,004
502,396
684,216
4,931,880
1,982,085
18,066,507
Food & Beverages - 2.7%
Archer-Daniels-Midland Co.
Coca-Cola Enterprises, Inc.
Del Monte Foods Co.*
Kraft Foods, Inc. Class A
PepsiAmericas, Inc.
Smithfield Foods, Inc.*
Tyson Foods, Inc. Class A
97,196
82,800
2,000
33,100
15,300
14,400
44,807
2,396,854
1,614,600
21,460
1,012,529
347,769
427,392
808,766
6,629,370
Forest & Paper Products - 2.4%
Georgia-Pacific Group
International Paper Co.
Smurfit-Stone Container Corp.
Weyerhaeuser Co.
46,219
29,000
43,543
43,200
1,574,219
864,200
451,106
2,970,000
5,859,525
Funeral Services - 0.1%
Service Corp. International
40,300
334,087
Health Care - Drugs - 1.0%
AmerisourceBergen Corp.
Millennium Pharmaceuticals, Inc.*
Watson Pharmaceuticals, Inc.*
17,600
52,000
18,900
1,360,480
485,160
691,929
2,537,569
Health Care - Products - 1.0%
Human Genome Sciences, Inc.*
Invitrogen Corp.*
McKesson Corp.
4,900
7,400
36,900
66,591
556,702
1,750,905
2,374,198
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Health Care - Services - 1.9%
Humana, Inc.*
Medco Health Solutions, Inc.*
PacifiCare Health Systems, Inc.*
Tenet Healthcare Corp.*
Triad Hospitals, Inc.*
6,300
29,500
12,000
77,200
16,700
301,644
1,617,485
957,360
866,956
756,009
4,499,454
Insurance - 18.8%
Alleghany Corp.
Allmerica Financial Corp.*
Allstate Corp.
American Financial Group, Inc.
American National Insurance Co.
AmerUs Group Co.
Chubb Corp.
Cincinnati Financial Corp.
CNA Financial Corp.*
Fidelity National Financial, Inc.
Hartford Financial Services Group, Inc.
Lincoln National Corp.
Loews Corp.
MetLife, Inc.
MGIC Investment Corp.
600
9,500
105,400
13,400
3,500
7,200
28,500
31,034
45,600
28,800
46,300
30,800
33,000
129,500
17,000
183,600
390,830
5,827,566
454,662
416,920
413,064
2,552,175
1,300,014
1,362,072
1,282,176
3,572,971
1,602,216
3,049,530
6,452,985
1,091,400
2
SHARES
Nationwide Financial Services, Inc. Class A
Odyssey Re Holdings Corp.
Old Republic International Corp.
Principal Financial Group, Inc.
Radian Group, Inc.
Reinsurance Group of America, Inc.
Safeco Corp.
St. Paul Cos., Inc.
StanCorp Financial Group, Inc.
The First American Corp.
The PMI Group, Inc.
Torchmark, Inc.
Unitrin, Inc.
UnumProvident Corp.
10,300
8,700
32,700
52,500
15,300
10,700
21,500
114,500
4,700
17,800
16,900
13,900
11,200
52,400
VALUE
412,515
222,198
872,109
2,486,925
812,430
478,290
1,147,670
5,137,615
395,740
812,926
673,803
734,337
531,552
1,074,200
45,744,491
Internet Services - 1.2%
Expedia, Inc.*
IAC/InterActiveCorp*
Qwest Communications International, Inc.*
52,149
52,149
131,900
1,033,072
1,321,977
540,790
2,895,839
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Leisure - 1.5%
Harrah’s Entertainment, Inc.
La Quinta Corp.*
MGM Mirage, Inc.*
Sabre Holdings Corp. Class A
Starwood Hotels & Resorts Worldwide, Inc. Class B
9,663
5,600
36,200
3,900
23,200
629,931
48,664
1,584,474
79,092
1,326,344
3,668,505
Machinery - 0.3%
AGCO Corp.*
SPX Corp.
16,100
7,600
293,020
349,220
642,240
Metals & Mining - 0.4%
Phelps Dodge Corp.
Multimedia - 10.8%
A.H. Belo Corp. Series A
Cox Radio, Inc. Class A*
Liberty Media Corp. Class A
News Corp. Class A
Time Warner, Inc.
Tribune Co.
Univision Communications, Inc. Class A*
Viacom, Inc. Class A
Viacom, Inc. Class B
Walt Disney Co.
7,200
935,496
17,800
2,200
459,500
12,608
508,100
55,800
43,600
17,400
225,500
71,300
406,908
33,440
3,698,975
196,559
9,201,691
1,891,062
1,156,708
578,028
7,443,755
1,720,469
26,327,595
Office Equipment - 0.1%
IKON Office Solutions, Inc.
23,300
232,534
Office Furnishings & Supplies - 0.3%
OfficeMax, Inc.
Steelcase, Inc. Class A
15,900
6,100
503,553
88,206
591,759
Oil & Gas - 11.3%
Amerada Hess Corp.
Anadarko Petroleum Corp.
Apache Corp.
Chesapeake Energy Corp.
ConocoPhillips
Devon Energy Corp.
Diamond Offshore Drilling, Inc.
Forest Oil Corp.*
Helmerich & Payne, Inc.
Kerr-McGee Corp.
Marathon Oil Corp.
14,718
41,026
21,482
28,000
37,600
2,400
7,398
10,300
3,900
30,167
58,360
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2,023,725
3,928,240
1,615,876
1,071,000
2,628,616
164,736
453,128
536,630
235,521
2,929,517
4,022,755
Occidental Petroleum Corp.
Pogo Producing Co.
Pride International, Inc.*
Sunoco, Inc.
Tidewater, Inc.
Valero Energy Corp.
10,100
10,700
5,946
13,000
10,600
41,600
862,843
630,658
169,520
1,016,600
515,902
4,703,296
27,508,563
Paper & Related Products - 0.9%
Bowater, Inc.
Louisiana-Pacific Corp.
MeadWestvaco Corp.
Temple-Inland, Inc.
10,900
19,100
36,413
10,800
308,143
528,879
1,005,727
441,180
2,283,929
Publishing - 0.0%
Hollinger International, Inc. Class A
Retail - Food - 0.8%
Albertson’s, Inc.
SUPERVALU, Inc.
2,600
25,480
65,600
11,700
1,682,640
364,104
2,046,744
Retail - General - 2.5%
Dillards, Inc. Class A
Federated Department Stores, Inc.
J.C. Penney Co., Inc.
Sears Holdings Corp.*
13,100
39,833
35,700
11,645
273,528
2,663,632
1,692,894
1,448,871
6,078,925
3
SHARES
Retail - Specialty - 1.2%
American Greetings Corp. Class A
AutoNation, Inc.*
Barnes & Noble, Inc.
Blockbuster, Inc. Class A
Borders Group, Inc.
Circuit City Stores-Circuit City Group
GameStop Corp. Class B*
Rite Aid Corp.*
Saks, Inc.
VALUE
9,700
46,400
9,700
4,500
5,700
32,000
1,826
8,500
25,600
265,780
926,608
365,690
21,375
126,369
549,120
51,840
32,980
473,600
2,813,362
Steel - 0.1%
The Timken Co.
Worthington Industries, Inc.
6,300
3,000
186,669
63,090
249,759
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Telecommunications - 5.6%
American Tower Corp. Class A*
AT&T Corp.
CIENA Corp.*
Cincinnati Bell, Inc.*
Crown Castle International Corp.*
Level 3 Communications, Inc.*
Lucent Technologies, Inc.*
SBC Communications, Inc.
Sprint Corp.
Telephone & Data Systems, Inc.
Telephone and Data Systems, Inc.
Tellabs, Inc.*
United States Cellular Corp.*
Verizon Communications, Inc.
3,700
119,040
41,900
13,200
28,400
15,000
36,600
165,500
118,200
8,500
8,400
74,422
9,700
40,600
92,315
2,356,992
110,616
58,212
699,492
34,800
118,950
3,967,035
2,810,796
331,500
315,420
782,919
518,174
1,327,214
13,524,435
Tires & Rubber - 0.1%
Cooper Tire & Rubber Co.
Goodyear Tire & Rubber Co.*
2,300
12,400
35,121
193,316
228,437
Tobacco - 0.4%
Reynolds American, Inc.
12,900
1,070,958
Transportation - 4.7%
Alexander & Baldwin, Inc.
Burlington Northern Santa Fe Corp.
CSX Corp.
GATX Corp.
Kansas City Southern*
Laidlaw International, Inc.*
Norfolk Southern Corp.
Overseas Shipholding Group, Inc.
Ryder System, Inc.
Union Pacific Corp.
3,700
22,800
38,500
8,400
14,500
13,400
72,500
6,500
13,900
46,800
196,988
1,363,440
1,789,480
332,220
337,995
323,878
2,940,600
379,145
475,658
3,355,560
11,494,964
Utilities - 0.1%
Alliant Energy Corp.
Waste Management - 0.2%
Allied Waste Industries, Inc.*
TOTAL COMMON STOCKS
(Identified Cost $192,495,126)
4,500
131,085
60,300
509,535
241,293,652
SHORT-TERM INVESTMENTS - 0.9%
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Other - 0.9%
SSgA Government Money Market Fund
SSgA Money Market Fund
1
2,253,681
1
2,253,681
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $2,253,682)
2,253,682
Total Investments - 100.1%
(Identified Cost $194,748,808)#
Liabilities, Less Cash and Other Assets — (0.1%)
Net Assets — 100%
243,547,334
(254,609)
$
243,292,725
4
*
Non-income producing security
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized appreciation
aggregated $48,798,526 of which $60,042,988 related to appreciated investment securities and $11,244,462 related to depreciated
investment securities.
5
SA U.S. Small Company Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
SHARES
VALUE
COMMON STOCKS - 99.5%
Advertising - 0.1%
Emak Worldwide, Inc.*
Traffix, Inc.
ValueVision International, Inc. Class A*
Ventiv Health, Inc.*
800
2,100
6,700
4,500
$
6,072
13,083
76,045
117,945
213,145
Aerospace/Defense - 1.4%
AAR Corp.*
Analex Corp.*
ARGON ST, Inc.*
Armor Holdings, Inc.*
BE Aerospace, Inc.*
CPI Aerostructures, Inc.*
Curtiss-Wright Corp.
DRS Technologies, Inc.
Ducommun, Inc.*
EDO Corp.
Engineered Support Systems, Inc.
GenCorp, Inc.
6,500
1,900
3,600
6,900
10,800
400
4,300
5,600
1,055
3,200
5,475
9,800
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111,670
5,757
105,624
296,769
178,956
3,988
265,353
276,416
23,210
96,096
224,694
182,770
HEICO Corp.
HEICO Corp. Class A
Herley Industries, Inc.*
Hexcel Corp.*
Innovative Solutions and Support, Inc.*
Kaman Corp. Class A
Ladish Co., Inc.*
Mechanical Technology, Inc.*
MTC Technologies, Inc.*
Orbital Sciences Corp. Class A*
SPACEHAB, Inc.*
Teledyne Technologies, Inc.*
The Allied Defense Group, Inc.*
The Fairchild Corp. Class A*
Triumph Group, Inc.*
United Industrial Corp.
1,500
1,820
1,800
12,500
1,950
4,200
1,200
4,600
3,000
10,000
1,000
5,900
600
2,900
2,700
1,800
34,800
32,396
33,534
228,625
30,284
85,890
20,928
17,756
95,940
125,000
1,150
203,373
13,530
6,728
100,359
64,350
2,865,946
Agricultural Operations - 0.1%
AGCO Corp.*
Delta & Pine Land Co.
Embrex, Inc.*
LESCO, Inc.*
Senesco Technologies, Inc.*
3,000
6,900
1,100
1,300
1,100
54,600
182,229
12,463
20,605
1,903
271,800
Airlines - 0.6%
AirTran Holdings, Inc.*
Alaska Air Group, Inc.*
AMR Corp.*
ATA Holdings Corp.*
Continental Airlines, Inc. Class B*
Delta Air Lines, Inc.*
ExpressJet Holdings, Inc.*
FLYi, Inc.*
Frontier Airlines, Inc.*
MAIR Holdings, Inc.*
Mesa Air Group, Inc.*
Midwest Air Group, Inc.*
Northwest Airlines Corp. Class A*
Pinnacle Airlines Corp.*
Republic Airways Holdings, Inc.*
SkyWest, Inc.
US Airways Group, Inc.*
World Air Holdings, Inc.*
17,350
5,000
4,100
600
12,700
23,300
9,800
5,400
6,750
3,200
4,900
3,000
16,600
3,500
7,700
11,000
2,888
4,300
219,651
145,300
45,838
330
122,682
17,475
87,906
1,404
66,015
18,656
40,425
6,390
11,039
22,750
110,187
295,020
60,666
45,580
1,317,314
Appliances - 0.1%
Maytag Corp.
5,000
Auto & Related - 1.7%
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91,300
A.S.V., Inc.*
Accuride Corp.*
Aftermarket Technology Corp.*
American Axle & Manufacturing Holdings, Inc.
Arctic Cat, Inc.
ArvinMeritor, Inc.
Asbury Automotive Group, Inc.*
Bandag, Inc.
Coachmen Industries, Inc.
CSK Auto Corp.*
Dollar Thrifty Automotive Group, Inc.*
Dura Automotive Systems, Inc.*
Hayes Lemmerz International, Inc.*
IMPCO Technologies, Inc.*
Lithia Motors, Inc. Class A
LoJack Corp.*
Midas, Inc.*
Monaco Coach Corp.
National R.V. Holdings, Inc.*
Noble International Ltd.
5,100
400
3,600
9,600
2,300
13,700
11,700
1,600
3,000
9,000
4,300
3,200
7,200
4,900
2,197
3,000
3,000
5,650
1,100
1,200
115,515
5,524
66,204
221,568
47,242
229,064
199,251
68,576
34,470
133,920
144,781
12,864
32,256
29,400
63,669
63,420
59,640
83,281
5,775
28,992
1
SHARES
Proliance International, Inc.*
Raytech Corp.*
Rent-Way, Inc.*
Rush Enterprises, Inc. Class A*
Skyline Corp.
Spartan Motors, Inc.
Standard Motor Products, Inc.
Strattec Security Corp.*
Superior Industries International, Inc.
TBC Corp.*
Tenneco Automotive, Inc.*
Thor Industries, Inc.
Tower Automotive, Inc.*
United Auto Group, Inc.
United Rentals, Inc.*
Visteon Corp.
Wabash National Corp.
Winnebago Industries, Inc.
VALUE
1,390
1,400
4,500
2,900
500
2,400
3,600
300
4,500
3,800
8,300
6,800
6,500
8,400
14,000
24,400
5,500
5,400
7,617
1,743
30,915
44,312
20,320
26,088
29,196
15,555
96,840
131,062
145,333
231,200
797
277,536
275,940
238,632
108,130
156,438
3,483,066
Banks/Savings & Loans - 6.9%
1st Source Corp.
ABC Bancorp
Accredited Home Lenders Holding Co.*
ACE Cash Express, Inc.*
Alabama National BanCorp.
3,061
2,029
3,800
1,900
2,788
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70,862
38,937
133,608
37,069
178,265
AMCORE Financial, Inc.
Amegy Bancorporation, Inc.
Anchor BanCorp Wisconsin, Inc.
BancorpSouth, Inc.
Bancshares of Florida, Inc.*
Bank of the Ozarks, Inc.
BankAtlantic Bancorp, Inc. Class A
BankUnited Financial Corp. Class A
Banner Corp.
Beverly Hills Bancorp, Inc.
Boston Private Financial Holdings, Inc.
Brookline Bancorp, Inc.
Cardinal Financial Corp.*
Cathay Bancorp, Inc.
Center Financial Corp.
Central Pacific Financial Corp.
CFS Bancorp, Inc.
Charter Financial Corp.
Chemical Financial Corp.
Chittenden Corp.
Citizens First Bancorp, Inc.
Columbia Banking System, Inc.
Commercial Capital Bancorp, Inc.
Commercial Federal Corp.
Community Bank Systems, Inc.
Community Trust Bancorp, Inc.
Corus Bankshares, Inc.
CVB Financial Corp.
Dime Community Bancshares
Downey Financial Corp.
East West Bancorp, Inc.
Fidelity Bankshares, Inc.
First Charter Corp.
First Citizens BancShares, Inc.
First Community Bancorp
First Community Bancshares, Inc.
First Financial Bancorp
First Financial Holdings, Inc.
First Indiana Corp.
First Mariner Bancorp*
First Merchants Corp.
First Niagara Financial Group, Inc.
First PacTrust Bancorp, Inc.
First Place Financial Corp.
First Republic Bank
First State Bancorp
FirstFed Financial Corp.*
Flagstar Bancorp, Inc.
Flushing Financial Corp.
FNB Corp.
Franklin Bank Corp.*
4,200
12,600
3,700
1,600
1,100
3,000
10,600
5,400
1,660
3,800
4,900
12,348
4,900
5,818
3,300
6,100
1,100
2,228
5,050
9,312
800
2,383
2,319
7,396
5,200
798
5,000
11,640
7,450
700
6,400
4,667
5,400
200
2,500
1,561
7,465
1,800
2,300
100
2,777
16,585
200
1,900
4,125
2,800
2,500
11,650
2,900
10,081
4,100
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131,082
285,138
109,076
36,560
24,332
102,990
180,094
123,498
44,222
38,988
130,046
195,345
47,285
206,306
77,550
214,598
14,740
75,953
164,125
246,861
17,072
62,506
39,423
252,499
117,520
25,680
274,150
216,504
109,664
42,630
217,856
142,577
132,192
34,130
119,575
45,800
138,849
55,296
78,361
1,687
71,730
239,487
5,170
42,123
145,324
59,332
134,525
187,565
47,473
174,200
66,215
Frontier Financial Corp.
Gateway Financial Holdings, Inc.
Glacier Bancorp, Inc.
Gold Banc Corp., Inc.
Greater Bay Bancorp
Hancock Holding Co.
Harbor Florida Bancshares, Inc.
Harleysville National Corp.
Heartland Financial USA, Inc.
Horizon Financial Corp.
Hudson United Bancorp
IBERIABANK Corp.
Independent Bank Corp.-MA
Independent Bank Corp.-MI
Integra Bank Corp.
5,400
588
5,515
5,100
9,200
5,500
4,244
4,659
1,100
1,300
500
1,375
2,182
3,461
2,600
156,600
10,672
170,248
75,990
226,688
187,770
153,930
102,262
21,373
28,600
21,165
73,081
66,289
100,502
56,420
2
SHARES
Lakeland Bancorp, Inc.
MAF Bancorp, Inc.
Main Street Banks, Inc.
MB Financial, Inc.
MBT Financial Corp.
Medallion Financial Corp.
Mid-State Bancshares
Midwest Banc Holdings, Inc.
Nara Bancorp, Inc.
National Penn Bancshares, Inc.
NBT Bancorp, Inc.
Northwest Bancorp, Inc.
OceanFirst Financial Corp.
Ocwen Financial Corp.*
Old National Bancorp
Online Resources Corp.*
Pacific Capital Bancorp
Partners Trust Financial Group, Inc.
Peoples Bancorp, Inc.
PFF Bancorp, Inc.
Pinnacle Financial Partners, Inc.*
Prosperity Bancshares, Inc.
Provident Bankshares Corp.
Provident Financial Services, Inc.
Provident New York Bancorp
Rainier Pacific Financial Group, Inc.
Renasant Corp.
Republic Bancorp, Inc.
Rome Bancorp, Inc.
S&T Bancorp, Inc.
Sandy Spring Bancorp, Inc.
1,735
6,095
3,706
4,827
2,600
2,700
3,800
4,100
3,500
5,893
5,860
9,700
1,678
11,900
11,800
4,200
8,766
871
200
4,320
700
4,900
6,240
13,315
8,000
700
2,000
12,650
1,200
4,800
2,300
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VALUE
26,598
249,895
99,321
188,156
47,918
26,757
104,538
94,792
52,325
146,677
138,237
206,125
40,507
82,586
250,396
44,436
291,820
10,034
5,310
130,723
17,626
148,225
217,027
234,344
93,360
10,920
63,300
178,871
12,588
181,440
77,510
Seacoast Banking Corp. of Florida
Simmons First National Corp. Class A
Sound Federal Bancorp, Inc.
Southwest Bancorp, Inc.
State Financial Services Corp. Class A
Sterling Bancorp
Sterling Bancshares, Inc.
Sterling Financial Corp.
Sun Bancorp, Inc.
SVB Financial Group*
Texas Regional Bancshares, Inc. Class A
The Banc Corp.
The Bancorp, Inc.
TierOne Corp.
TrustCo Bank Corp. NY
UCBH Holdings, Inc.
UMB Financial Corp.
Umpqua Holdings Corp.
United Bankshares, Inc.
United Community Banks, Inc.
United Community Financial Corp.
Washington Trust Bancorp, Inc.
WesBanco, Inc.
West Bancorporation
West Coast Bancorp
Willow Grove Bancorp, Inc.
Wilshire Bancorp, Inc.
Wintrust Financial Corp.
Yardville National Bancorp
3,210
2,100
1,800
2,600
1,100
2,610
8,600
5,827
2,698
4,500
8,869
3,600
1,600
2,600
14,334
6,000
3,900
7,732
7,300
6,509
5,200
1,900
4,300
3,000
1,947
2,800
5,000
3,650
900
75,210
59,892
30,078
57,122
40,172
58,751
126,506
131,399
56,901
218,880
255,339
38,880
25,584
68,406
179,605
109,920
256,152
188,042
255,135
185,506
58,344
51,661
118,250
55,560
48,675
43,848
76,500
183,449
31,725
14,214,089
Broadcasting - 0.8%
4Kids Entertainment, Inc.*
Acacia Research-Acacia Technologies*
Acme Communications, Inc.*
Beasley Broadcast Group, Inc. Class A*
Charter Communications, Inc. Class A*
Crown Media Holdings, Inc. Class A*
Cumulus Media, Inc. Class A*
Digital Generation Systems, Inc.*
Entravision Communications Corp.*
Gray Television, Inc.
Insight Communications Co., Inc.*
Lin Tv Corp. Class A*
Mediacom Communications Corp.*
New Frontier Media, Inc.*
NTN Communications, Inc.*
Radio One, Inc. Class A*
Radio One, Inc. Class D
Regent Communications, Inc.*
Saga Communications, Inc. Class A*
1,800
2,200
1,700
907
47,700
14,000
11,400
7,500
10,700
7,300
7,600
4,400
16,800
3,800
5,300
3,500
15,700
8,600
2,800
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31,302
13,508
6,613
12,743
71,550
153,300
142,386
4,725
84,209
77,307
88,388
61,380
123,984
22,876
8,162
46,043
206,455
45,236
37,240
Salem Communications Corp. Class A*
Sinclair Broadcast Group, Inc. Class A
3,500
8,200
64,540
72,734
3
SHARES
Spanish Broadcasting System, Inc. Class A*
TiVo, Inc.*
World Wrestling Federation Entertainment, Inc.
6,760
15,000
4,000
VALUE
48,537
82,350
52,000
1,557,568
Building & Construction - 2.4%
Ampco-Pittsburgh Corp.
Apogee Enterprises, Inc.
Cavalier Homes, Inc.*
Champion Enterprises, Inc.*
Comfort Systems USA, Inc.*
Dominion Homes, Inc.*
Drew Industries, Inc.*
Dycom Industries, Inc.*
ElkCorp
Emcor Group, Inc.*
Fleetwood Enterprises, Inc.*
Foster Wheeler Ltd.*
Granite Construction, Inc.
Home Solutions of America, Inc.*
Infrasource Services, Inc.*
Insituform Technologies, Inc. Class A*
Integrated Electrical Services, Inc.*
Levitt Corp. Class A
M/I Schottenstein Homes, Inc.
Modine Manufacturing Co.
Modtech Holdings, Inc.*
NCI Building Systems, Inc.*
Orleans Homebuilders, Inc.
Palm Harbor Homes, Inc.*
Perini Corp.*
Simpson Manufacturing Co., Inc.
Sterling Construction Co., Inc.*
Technical Olympic USA, Inc.
Texas Industries, Inc.
The Shaw Group, Inc.*
Trex Co., Inc.*
U.S. Home Systems, Inc.*
URS Corp.*
Washington Group International, Inc.*
WCI Communities, Inc.*
William Lyon Homes, Inc.*
York International Corp.
1,000
5,200
2,900
14,400
7,100
1,000
4,000
8,800
3,400
2,300
10,600
60
7,450
4,000
6,600
4,300
5,100
3,000
2,300
5,900
1,500
3,500
2,700
3,400
4,800
7,700
200
10,700
4,000
15,000
2,700
1,100
6,600
4,900
8,600
1,800
3,700
15,500
88,920
19,169
212,832
62,551
15,930
103,240
177,936
121,618
136,390
130,380
1,853
284,888
19,720
96,030
74,347
14,280
68,820
124,798
216,412
14,580
142,765
66,528
66,062
87,360
301,378
5,180
279,912
217,600
369,900
64,800
6,270
266,574
264,061
243,982
279,360
207,459
4,869,385
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Please Consider the Environment Before Printing This Document
Business Services - 3.3%
Acxiom Corp.
Administaff, Inc.
ADVO, Inc.
Ambassadors International, Inc.
AMN Healthcare Services, Inc.*
aQuantive, Inc.*
Banta Corp.
BearingPoint, Inc.*
Bowne & Co., Inc.
Brady Corp. Class A
Catalina Marketing Corp.
CCC Information Services Group, Inc.*
CDI Corp.
CIBER, Inc.*
Clark, Inc.
Concur Technologies, Inc.*
Consolidated Graphics, Inc.*
CorVel Corp.*
CRA International, Inc.*
Cross Country Healthcare, Inc.*
CSG Systems International, Inc.*
DiamondCluster International, Inc.*
DocuCorp International, Inc.*
EDGAR Online, Inc.*
Electro Rent Corp.*
ePlus, Inc.*
First Consulting Group, Inc.*
Forrester Research, Inc.*
Foundry Networks, Inc.*
Franklin Covey Co.*
FTI Consulting, Inc.*
Gartner, Inc. Class A*
Gevity HR, Inc.
Heidrick & Struggles International, Inc.*
Hudson Highland Group, Inc.*
infoUSA, Inc.
Innodata Isogen, Inc.*
Intelli-Check, Inc.*
Jackson Hewitt Tax Service, Inc.
John H. Harland Co.
Keane, Inc.*
Kelly Services, Inc. Class A
1,700
4,900
5,500
1,000
5,200
12,000
4,800
33,900
5,600
6,600
9,600
2,400
3,200
11,900
3,500
5,900
2,200
300
1,000
5,800
9,200
6,200
1,600
4,100
4,183
1,200
4,200
4,100
26,300
200
7,575
24,900
5,224
3,000
4,300
8,500
3,600
1,900
400
5,000
11,900
5,800
31,824
194,726
172,095
14,010
80,444
241,560
244,272
257,301
80,024
204,204
218,304
62,712
94,528
88,417
58,905
72,983
94,710
7,188
41,690
107,648
199,732
46,996
10,960
9,799
52,622
15,660
24,360
85,362
334,010
1,428
191,344
291,081
142,302
97,140
107,371
90,270
9,216
8,246
9,564
222,000
136,017
177,828
4
SHARES
Kforce, Inc.*
Korn/Ferry International*
VALUE
7,145
7,100
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73,594
116,369
Labor Ready, Inc.*
MAXIMUS, Inc.
Microstrategy, Inc. Class A*
MPS Group, Inc.*
Navigant Consulting, Inc.*
Navigant International, Inc.*
NCO Group, Inc.*
On Assignment, Inc.*
PDI, Inc.*
Resources Connection, Inc.*
SITEL Corp.*
SM&A*
Spherion Corp.*
SYS*
TeamStaff, Inc.*
TeleTech Holdings, Inc.*
Tetra Tech, Inc.*
TRC Cos., Inc.*
Watson Wyatt & Co. Holdings
10,100
3,500
2,101
19,700
9,300
2,000
5,436
4,300
2,100
8,600
14,000
3,200
11,700
1,000
2,100
14,200
10,200
1,950
5,800
259,065
125,125
147,679
232,460
178,188
24,600
112,308
36,765
32,151
254,818
39,200
28,192
88,920
3,930
2,898
142,284
171,564
30,420
156,310
6,887,693
Chemicals - 2.1%
A. Schulman, Inc.
Aceto Corp.
Airgas, Inc.
Albemarle Corp.
American Vanguard Corp.
Arch Chemicals, Inc.
Cabot Microelectronics Corp.*
Chemtura Corp.
Cytec Industries, Inc.
Dionex Corp.*
Ferro Corp.
FMC Corp.*
GenTek, Inc.
Georgia Gulf Corp.
H.B. Fuller Co.
Hawkins, Inc.
Hercules, Inc.*
Kronos Worldwide Inc
Landec Corp.*
MacDermid, Inc.
Minerals Technologies, Inc.
NewMarket Corp.*
NL Industries, Inc.
Olin Corp.
OM Group, Inc.*
Omnova Solutions, Inc.*
Pioneer Cos., Inc.*
PolyOne Corp.*
Quaker Chemical Corp.
5,900
3,925
2,700
4,100
3,100
4,700
4,500
35,284
3,400
3,500
7,100
3,500
1,600
6,100
4,700
1,200
14,000
2,867
4,600
5,500
3,300
5,000
8,700
12,800
4,500
7,300
1,400
17,500
1,300
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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105,905
22,647
80,001
154,570
56,761
109,275
132,210
438,227
147,492
189,875
130,072
200,270
23,200
146,888
146,076
16,440
171,080
90,999
33,626
144,430
188,793
86,700
163,473
243,072
90,585
31,901
33,684
106,050
22,594
RPM, Inc.
Solutia, Inc.*
Spartech Corp.
Symyx Technologies*
Terra Industries, Inc.*
TETRA Technologies, Inc.*
Valhi, Inc.
WD-40 Co.
Wellman, Inc.
2,000
5,000
5,300
5,800
17,700
6,075
900
2,600
5,200
36,800
3,475
103,562
151,496
117,705
189,662
16,182
68,926
32,916
4,227,620
Commercial Services - 1.6%
Arbitron, Inc.
CBIZ, Inc.*
Central Parking Corp.
Cenveo, Inc.*
CoStar Group, Inc.*
Euronet Worldwide, Inc.*
GP Strategies Corp.
ICT Group, Inc.*
Imagistics International, Inc.*
Intersections, Inc.*
McGrath Rentcorp
Medifast, Inc.*
Mobile Mini, Inc.*
Newtek Business Services, Inc.*
Perceptron, Inc.*
PHH Corp.*
Plexus Corp.*
Polycom, Inc.*
Pre-Paid Legal Services, Inc.
ProxyMed, Inc.*
Quanta Services, Inc.*
R.H. Donnelley Corp.*
Rewards Network, Inc.*
Sirva, Inc.*
Source Information Management Co.*
SOURCECORP, Inc.*
Standard Parking Corp.*
Stantec, Inc.*
StarTek, Inc.
SYNNEX Corp.*
Team, Inc.*
TGC Industries, Inc.*
The Management Network Group, Inc.*
UniFirst Corp.
Veritas DGC, Inc.*
Vertrue, Inc.*
Viad Corp.
Viisage Technology, Inc.*
6,000
14,400
6,600
9,300
3,300
6,700
1,400
900
2,300
2,600
3,800
2,000
2,200
5,650
1,100
10,000
7,800
8,200
2,300
300
22,200
3,600
4,600
13,200
9,700
2,300
1,000
225
2,100
4,600
600
1,200
5,900
1,600
5,700
1,500
3,500
8,100
239,040
73,440
98,670
96,441
154,176
198,253
12,614
10,566
96,255
31,070
107,654
8,000
95,370
11,978
7,047
274,600
133,302
132,594
89,010
1,521
283,272
227,736
31,418
98,472
107,282
49,312
19,030
6,973
27,720
77,464
13,500
10,440
15,281
56,112
208,734
54,525
95,725
33,615
3,288,212
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5
SHARES
Communication Services - 0.1%
Broadwing Corp.*
Telkonet, Inc.*
Terremark Worldwide, Inc.*
14,300
8,500
7,900
VALUE
71,357
33,320
34,681
139,358
Communications Equipment - 1.3%
ACT Teleconferencing, Inc.*
ANADIGICS, Inc.*
Applied Innovation, Inc.*
Applied Signal Technology, Inc.
Arris Group, Inc.*
Avanex Corp.*
Avici Systems, Inc.*
Brooktrout, Inc.*
Captaris, Inc.*
Centillium Communications, Inc.*
Ceradyne, Inc.*
CIENA Corp.*
Cosine Communications, Inc.*
Digi International, Inc.*
Ditech Communications Corp.*
Endwave Corp.*
Finisar Corp.*
I.D. Systems, Inc.*
Inter-Tel, Inc.
InterVoice-Brite, Inc.*
Ixia*
KVH Industries, Inc.*
MasTec, Inc.*
Network Equipment Technologies, Inc.*
North Pittsburgh Systems, Inc.
Optical Cable Corp.*
Optical Communication Products, Inc.*
Performance Technologies, Inc.*
SBA Communications Corp.*
SeaChange International, Inc.*
Sirenza Microdevices, Inc.*
Somera Communications, Inc.*
Sonus Networks, Inc.*
SpectraLink Corp.
SRS Labs, Inc.*
Tekelec*
Terayon Communication Systems, Inc.*
Tut Systems, Inc.*
UTStarcom, Inc.*
600
6,300
1,200
1,700
20,800
20,900
1,900
2,120
5,000
7,800
4,425
41,400
800
4,300
5,800
1,300
28,500
600
4,400
6,300
12,228
2,300
9,300
4,500
2,300
374
3,400
1,600
14,100
5,400
6,400
1,900
47,200
2,700
2,700
12,500
13,800
4,872
21,800
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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282
20,916
4,620
32,436
246,688
20,273
8,645
27,496
18,800
29,406
162,309
109,296
2,192
46,139
39,092
16,770
39,045
11,898
92,400
56,763
179,874
22,425
101,370
20,745
46,943
2,083
6,392
11,440
217,845
34,344
20,800
1,900
273,760
34,425
17,388
261,875
53,820
15,688
178,106
Verilink Corp.*
ViaSat, Inc.*
Vyyo, Inc.*
WJ Communications, Inc.*
Zhone Technologies, Inc.*
2,100
5,100
2,400
4,700
23,583
2,184
130,815
9,240
5,781
61,552
2,696,261
Computer Equipment - 2.3%
Adaptec, Inc.*
Advanced Digital Information Corp.*
Agilysys, Inc.
Airspan Networks, Inc.*
Astro-Med, Inc.
Bookham, Inc.*
Brocade Communications Systems, Inc.*
Calamp Corp.*
California Micro Devices Corp.*
Concurrent Computer Corp.*
Cray, Inc.*
Dataram Corp.
Dot Hill Systems Corp.*
Electronics for Imaging, Inc.*
Emulex Corp.*
Hurco Cos., Inc.*
Hutchinson Technology, Inc.*
Imation Corp.
Immersion Corp.*
Insight Enterprises, Inc.*
Iomega Corp.*
Komag, Inc.*
Kronos, Inc.*
Lasercard Corp.*
Maxwell Technologies, Inc.*
McDATA Corp. Class A*
Mentor Graphics Corp.*
Mercury Computer Systems, Inc.*
Micro Linear Corp.*
Mobility Electronics, Inc.*
MTS Systems Corp.
NYFIX, Inc.*
Palm, Inc.*
Quantum Corp.*
RadiSys Corp.*
Rimage Corp.*
SCM Microsystems, Inc.*
Semtech Corp.*
Sigma Designs, Inc.*
Sigmatel, Inc.*
Silicon Storage Technology, Inc.*
Standard Microsystems Corp.*
21,400
12,000
5,276
7,600
300
5,855
31,500
3,625
3,900
11,852
15,400
800
7,900
10,300
13,400
1,000
4,200
5,800
4,600
9,150
9,300
5,500
5,500
2,100
3,100
22,690
14,800
3,800
2,300
5,800
3,400
5,600
9,448
36,800
3,800
1,200
2,000
13,300
3,400
6,800
19,200
3,800
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81,962
112,800
88,848
38,228
3,699
28,572
128,520
29,363
30,108
20,030
14,168
5,391
53,167
236,282
270,814
16,350
109,704
248,646
32,246
170,190
27,993
175,780
245,520
18,627
43,772
118,896
127,280
99,750
9,200
61,828
128,418
32,312
267,662
113,712
73,720
32,004
5,420
219,051
37,332
137,632
103,296
113,658
6
SHARES
Stratasys, Inc.*
Stratex Networks, Inc.*
Stratos International, Inc.*
Synaptics, Inc.*
TALX Corp.
Trident Microsystems, Inc.*
Varian Semiconductor Equipment Associates, Inc.*
Verity, Inc.*
Virage Logic Corp.*
Whitney Holding Corp.
1,350
18,000
2,154
4,600
3,233
4,600
6,200
6,900
3,300
675
VALUE
40,095
46,800
12,579
86,480
106,010
146,326
262,694
73,278
25,575
18,252
4,730,040
Computer Services - 2.0%
3D Systems Corp.*
Analysts International Corp.*
Anteon International Corp.*
Aspen Technology, Inc.*
Avocent Corp.*
BindView Development Corp.*
Black Box Corp.
Carreker Corp.*
Catapult Communications Corp.*
Computer Horizons Corp.*
Computer Programs & Systems, Inc.
Computer Task Group, Inc.*
Covansys Corp.*
CyberGuard Corp.*
Dynamics Research Corp.*
Extreme Networks, Inc.*
FactSet Research Systems, Inc.
I-Sector Corp.*
Infocrossing, Inc.*
Inforte Corp.
Intelligroup, Inc.*
Intergraph Corp.*
Jack Henry & Associates, Inc.
Manhattan Associates, Inc.*
Marchex, Inc. Class B*
Maxtor Corp.*
MICROS Systems, Inc.*
NETGEAR, Inc.*
NetScout Systems, Inc.*
Overland Storage, Inc.*
Pegasus Solutions, Inc.*
Perot Systems Corp. Class A*
Pomeroy Computer Resources, Inc.*
Radiant Systems, Inc.*
1,100
4,500
5,000
5,800
8,636
9,600
2,700
4,400
2,111
5,300
1,300
900
7,400
6,100
1,100
23,200
6,600
400
3,600
2,100
1,500
5,500
9,600
5,100
4,300
48,100
6,000
6,200
5,900
2,700
3,200
6,600
2,000
5,000
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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24,453
11,925
213,800
36,250
273,243
34,079
113,292
31,064
38,716
23,373
44,902
3,330
118,104
50,325
17,710
103,240
232,584
1,920
33,084
8,799
3,180
245,905
186,240
118,320
71,208
211,640
262,500
149,172
32,037
22,005
28,736
93,390
22,720
51,600
Saba Software, Inc.*
Safeguard Scientifics, Inc.*
Sapient Corp.*
SI International, Inc.*
SimpleTech, Inc.*
SRA International, Inc. Class A*
Sybase, Inc.*
Sykes Enterprises, Inc.*
Syntel, Inc.
TechTeam Global, Inc.*
Tier Technologies, Inc. Class B*
Tyler Technologies, Inc.*
Viewpoint Corp.*
Wind River Systems, Inc.*
Zomax, Inc.*
1,100
15,500
23,500
2,000
7,700
5,000
6,700
7,400
6,900
1,700
3,900
6,900
4,900
16,000
6,000
4,378
26,815
146,875
61,940
38,115
177,400
156,914
88,060
134,481
20,536
33,735
57,132
7,056
206,880
19,260
4,092,423
Computer Software - 3.8%
@Road, Inc.*
ActivCard Corp.*
Actuate Corp.*
Advent Software, Inc.*
Agile Software Corp.*
Altiris, Inc.*
American Software, Inc. Class A
Ansoft Corp.*
ANSYS, Inc.*
Applix, Inc.*
Apropos Technology, Inc.*
Authentidate Holding Corp.*
AXS-One, Inc.*
Borland Software Corp.*
Bottomline Technologies, Inc.*
Callidus Software, Inc.*
Captiva Software Corp.*
Centra Software, Inc.*
Cenuco, Inc.*
Chordiant Software, Inc.*
Clarus Corp.*
Convera Corp.*
Datastream Systems, Inc.*
Dendrite International, Inc.*
Digitas, Inc.*
Echelon Corp.*
Embarcadero Technologies, Inc.*
Enterasys Networks, Inc.*
Epicor Software Corp.*
EPIQ Systems, Inc.*
eResearch Technology, Inc.*
11,700
7,900
8,700
5,600
10,100
4,800
3,900
1,500
5,600
1,100
3,400
6,100
2,500
14,500
3,900
2,200
2,400
2,400
2,300
9,037
1,900
9,100
6,200
8,500
17,980
7,400
3,300
29,000
10,100
3,400
8,850
7
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53,703
34,207
22,011
150,864
72,417
73,392
21,840
43,650
215,544
6,919
9,146
15,372
4,575
84,390
58,851
8,140
43,104
4,728
5,359
25,755
15,770
128,310
48,980
170,765
204,253
68,154
22,242
38,860
131,300
74,188
125,582
SHARES
FalconStor Software, Inc.*
FileNET Corp.*
Forgent Networks, Inc.*
GSE Systems, Inc.
Hypercom Corp.*
Hyperion Solutions Corp.*
Identix, Inc.*
ImageWare Systems, Inc.*
Informatica Corp.*
Intellisync Corp.*
Interactive Intelligence, Inc.*
Internet Security Systems, Inc.*
Intervideo, Inc.*
Interwoven, Inc.*
iPass, Inc.*
JDA Software Group, Inc.*
Kintera, Inc.*
Lawson Software, Inc.*
Magma Design Automation, Inc.*
Manugistics Group, Inc.*
MapInfo Corp.*
MatrixOne, Inc.*
MetaSolv, Inc.*
Micromuse, Inc.*
Midway Games, Inc.*
Moldflow Corp.*
Motive, Inc.*
MRO Software, Inc.*
MSC Software Corp.*
Neoware Systems, Inc.*
NetIQ Corp.*
NetManage, Inc.*
Netopia, Inc.*
Omnicell, Inc.*
ONYX Software Corp.*
Open Solutions, Inc.*
Openwave Systems, Inc.*
OPNET Technologies, Inc.*
Opsware, Inc.*
Packeteer, Inc.*
PalmSource, Inc.*
Parametric Technology Corp.*
PDF Solutions, Inc.*
Pegasystems, Inc.*
Per-Se Technologies, Inc.*
Pervasive Software, Inc.*
Phoenix Technology Ltd.*
PLATO Learning, Inc.*
8,550
7,400
2,200
396
10,000
4,000
15,984
2,100
16,500
12,000
3,000
8,300
1,700
6,919
4,500
5,000
5,700
19,100
6,600
9,500
3,500
8,800
7,900
8,200
16,500
2,100
1,400
4,248
4,000
2,600
9,600
1,000
2,600
4,900
2,500
3,100
13,033
3,900
18,700
6,100
3,168
33,300
4,900
6,800
6,300
4,000
5,700
4,000
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
VALUE
51,813
206,460
3,014
511
65,200
194,600
75,125
4,725
198,330
53,280
18,873
199,283
17,051
56,528
24,210
75,900
17,385
132,554
53,592
18,715
42,875
46,288
25,833
64,616
250,635
33,432
8,876
71,536
62,880
43,524
117,504
5,030
7,280
47,677
9,000
67,642
234,333
32,838
97,053
76,555
57,182
232,101
81,340
40,732
130,158
16,800
42,921
30,440
Plumtree Software, Inc.*
Portal Software, Inc.*
Progress Software Corp.*
QAD, Inc.
Quest Software, Inc.*
Raindance Communications, Inc.*
ScanSoft, Inc.*
Secure Computing Corp.*
SERENA Software, Inc.*
Simulations Plus, Inc.*
SPSS, Inc.*
SS&C Technologies, Inc.
SumTotal Systems Inc.*
SupportSoft, Inc.*
Synplicity, Inc.*
Take-Two Interactive Software, Inc.*
TeleCommunication Systems, Inc. Class A*
THQ, Inc.*
TIBCO Software, Inc.*
Tradestation Group, Inc.*
Transaction Systems Architects, Inc. Class A*
Ulticom, Inc.*
Ultimate Software Group, Inc.*
VA Software Corp.*
Verint Systems, Inc.*
Vitria Technology, Inc.*
Witness Systems, Inc.*
6,300
4,540
6,500
5,300
18,400
6,000
25,470
6,100
7,800
200
1,832
3,600
2,600
7,300
4,700
6,000
5,900
11,550
12,300
8,100
6,800
8,240
3,600
4,500
5,100
6,038
5,000
34,398
13,257
206,505
43,937
277,288
13,920
135,755
69,235
155,454
742
43,968
131,904
12,662
36,792
31,067
132,540
15,426
246,246
102,828
82,134
189,380
90,887
66,312
6,750
208,794
20,107
104,450
7,899,339
Computers - 0.2%
Gateway, Inc.*
Merge Technologies, Inc.*
70,500
6,100
190,350
104,249
294,599
Consumer Products - 0.9%
Blyth, Inc.
Central Garden & Pet Co.*
CNS, Inc.
Department 56, Inc.*
Fossil, Inc.*
IDEXX Laboratories, Inc.*
Jarden Corp.*
Natural Health Trends Corp.*
Playtex Products, Inc.*
Russ Berrie & Co., Inc.
Senomyx, Inc.*
Spectrum Brands, Inc.*
The Yankee Candle Co., Inc.
Tupperware Corp.
Water Pik Technologies, Inc.*
7,800
3,200
1,900
1,700
6,975
2,400
7,425
1,400
11,700
4,000
4,600
5,900
8,400
10,500
2,200
173,862
144,800
49,533
21,250
126,875
160,512
304,945
20,986
128,700
56,480
78,338
138,945
205,800
239,190
44,660
1,894,876
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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Containers & Glass - 0.1%
Silgan Holdings, Inc.
6,602
219,583
8
SHARES
Containers-Paper/Plastic - 0.2%
Constar International, Inc.*
Graphic Packaging Corp.*
Greif, Inc. Class A
Longview Fibre Co.
Packaging Dynamics Corp.
Rock-Tenn Co. Class A
VALUE
2,100
37,200
1,300
9,700
320
6,900
4,242
104,160
78,130
189,053
4,032
104,190
483,807
Construction Materials - 0.2%
Eagle Materials, Inc.
Eagle Materials, Inc. Class B
Huttig Building Products, Inc.*
U.S. Concrete, Inc.*
2,100
1,100
3,200
5,000
254,877
127,270
28,960
38,550
449,657
Cosmetics & Toiletries - 0.1%
CCA Industries, Inc.
Inter Parfums, Inc.
Parlux Fragrances, Inc.*
510
3,600
1,600
4,590
70,884
46,624
122,098
Distribution/Wholesale - 1.3%
Advanced Marketing Services, Inc.
Aviall, Inc.*
Bell Microproducts, Inc.*
Brightpoint, Inc.*
Building Materials Holding Corp.
Central European Distribution Corp.*
Handleman Co.
Hughes Supply, Inc.
Industrial Distribution Group, Inc.*
InfoSonics Corp.*
Keystone Automotive Industries, Inc.*
LKQ Corp.*
Nash-Finch Co.
Navarre Corp.*
NuCo2, Inc.*
Owens & Minor, Inc.
Reliv’ International, Inc.
Rentrak Corp.*
ScanSource, Inc.*
2,700
6,800
5,100
4,725
2,100
2,650
3,700
4,600
1,400
100
2,200
3,300
2,000
5,100
2,900
7,100
2,600
1,900
2,300
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13,095
229,704
51,153
90,437
195,699
112,863
46,731
149,960
12,908
445
63,382
99,660
84,380
29,529
74,675
208,385
23,816
18,050
112,102
SCP Pool Corp.
Spartan Stores, Inc.*
United Natural Foods, Inc.*
United Stationers, Inc.*
Watsco, Inc.
WESCO International, Inc.*
6,412
3,734
7,800
3,400
4,200
6,600
223,971
38,460
275,808
162,724
223,062
223,542
2,764,541
Diversified Operations - 2.5%
Actuant Corp. Class A
Acuity Brands, Inc.
AMERCO
Ameron International Corp.
Barnes Group, Inc.
Blount International, Inc.*
Carlisle Cos., Inc.
Chemed Corp.
Cornell Corrections, Inc.*
Covanta Holding Corp.*
Digimarc Corp.*
EnPro Industries, Inc.*
ESCO Technologies, Inc.*
Esterline Technologies Corp.*
Federal Signal Corp.
Florida East Coast Industries, Inc.
Griffon Corp.*
Lancaster Colony Corp.
Lydall, Inc.*
Mathews International Corp. Class A
Myers Industries, Inc.
NACCO Industries, Inc. Class A
Odyssey Marine Exploration, Inc.*
PICO Holdings, Inc.*
Raven Industries, Inc.
Sensient Technologies Corp.
Standex International Corp.
Sturm, Ruger & Co., Inc.
Tredegar Corp.
Trinity Industries, Inc.
Universal Corp.
UNOVA, Inc.*
Vector Group Ltd.
VendingData Corp.*
Volt Information Sciences, Inc.*
Walter Industries, Inc.
World Fuel Services Corp.
Zoltek Cos., Inc.*
5,100
8,000
3,600
1,000
4,700
9,100
1,200
4,400
2,700
21,850
2,400
3,200
4,600
4,200
9,200
5,400
5,250
1,100
2,900
5,800
5,887
1,000
8,100
2,100
2,600
8,500
1,700
4,800
6,600
8,600
4,400
9,800
7,475
1,000
2,200
6,300
4,300
2,000
238,680
237,360
209,484
46,400
168,542
160,524
76,284
190,696
39,717
293,445
16,272
107,808
230,322
159,138
157,228
244,566
129,150
47,300
25,897
219,182
68,525
114,450
29,889
73,794
76,050
161,075
44,761
44,160
85,866
348,214
170,852
342,804
149,574
2,250
44,704
308,196
139,535
26,300
5,228,994
Education - 0.5%
Corinthian Colleges, Inc.*
17,300
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229,571
DeVry, Inc.*
INVESTools, Inc.*
Learning Tree International, Inc.*
13,400
8,500
2,600
255,270
36,125
34,320
9
SHARES
Renaissance Learning, Inc.
Strayer Education, Inc.
The Geo Group, Inc.*
The Princeton Review, Inc.*
Universal Technical Institute, Inc.*
VALUE
6,022
1,600
2,800
4,900
4,700
107,192
151,232
74,200
29,449
167,367
1,084,726
Electric Utilities - 0.3%
ALLETE, Inc.
Calpine Corp.*
Duquesne Light Holdings, Inc.
Weststar Energy, Inc.
5,300
13,500
14,700
1,400
242,793
34,965
252,987
33,782
564,527
Electrical Equipment - 1.6%
Active Power, Inc.*
ADDvantage Technologies Group, Inc.*
Advanced Energy Industries, Inc.*
Advanced Power Technology, Inc.*
Artesyn Technologies, Inc.*
August Technology Corp.*
Avid Technology, Inc.*
Axcelis Technologies, Inc.*
C&D Technologies, Inc.
Checkpoint Systems, Inc.*
Cohu, Inc.
Credence Systems Corp.*
CyberOptics Corp.*
Distributed Energy Systems Corp.*
Fiberstars, Inc.*
FLIR Systems, Inc.*
Genlyte Group, Inc.*
GrafTech International Ltd.*
Helix Technology Corp.
Ibis Technology Corp.*
Input/Output, Inc.*
Intermagnetics General Corp.*
Ionatron, Inc.*
Lincoln Electric Holdings, Inc.
Littelfuse, Inc.*
LTX Corp.*
Meade Instruments Corp.*
Measurement Specialties, Inc.*
9,680
700
5,900
900
5,800
2,000
4,195
18,600
4,800
7,000
4,400
18,680
1,700
6,800
700
8,800
4,400
18,500
5,000
2,000
14,900
5,065
12,800
7,000
3,965
11,000
3,300
800
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39,978
2,723
63,484
7,785
53,940
21,340
173,673
97,092
45,168
166,040
104,060
149,066
23,681
56,712
7,273
260,304
211,552
100,455
73,750
3,640
118,902
141,516
129,024
275,800
111,535
46,420
8,778
16,960
Paxar Corp.*
Photon Dynamics, Inc.*
Power Integrations, Inc.*
Power-One, Inc.*
Research Frontiers, Inc.*
Rogers Corp.*
SBS Technologies, Inc.*
SIPEX Corp.*
Technology Research Corp.
Veeco Instruments, Inc.*
Vicor Corp.
Woodhead Industries, Inc.
7,700
2,500
5,300
16,062
2,600
2,800
2,800
3,800
400
5,700
4,800
1,700
129,745
47,875
115,275
88,984
8,060
108,360
26,964
7,486
1,570
91,428
72,720
23,341
3,232,459
Electronics - 5.2%
Actel Corp.*
Aeroflex, Inc.*
Aetrium, Inc.*
Alliance Semiconductor Corp.*
American Superconductor Corp.*
American Technical Ceramics Corp.*
Amkor Technology, Inc.*
Analogic Corp.
Anixter International, Inc.*
Apogee Technology, Inc.*
Applied Micro Circuits Corp.*
Asyst Technologies, Inc.*
Atmel Corp.*
ATMI, Inc.*
Audiovox Corp. Class A*
Bel Fuse, Inc. Class B
Belden CDT, Inc.
Benchmark Electronics, Inc.*
Brillian Corp.*
Brooks Automation, Inc.*
BTU International, Inc.*
Capstone Turbine Corp.*
Catalyst Semiconductor, Inc.*
CEVA, Inc.*
Cirrus Logic, Inc.*
Coherent, Inc.*
CompuDyne Corp.*
Conexant Systems, Inc.*
Cree, Inc.*
CTS Corp.
Cubic Corp.
Cymer, Inc.*
Cypress Semiconductor Corp.*
Daktronics, Inc.
Digital Theater Systems, Inc.*
DSP Group, Inc.*
4,500
14,900
1,200
7,100
6,500
200
35,300
2,200
6,800
700
61,100
9,100
23,800
6,700
3,100
1,100
9,450
7,950
1,375
8,124
600
16,100
2,900
2,975
16,200
5,900
1,100
15,933
5,100
6,500
4,500
7,000
13,800
3,800
2,600
5,700
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65,070
139,464
3,732
20,874
67,275
2,170
154,614
110,902
274,244
756
183,300
42,406
49,028
207,700
43,338
40,073
183,614
239,454
4,634
108,293
5,454
57,155
14,500
15,411
122,958
172,752
6,380
28,520
127,602
78,650
77,040
219,240
207,690
91,124
43,784
146,262
Electro Scientific Industries, Inc.*
Electroglas, Inc.*
4,780
3,500
106,881
11,830
10
SHARES
EMCORE Corp.*
Emerson Radio Corp.*
Energy Conversion Devices, Inc.*
Entegris, Inc.*
ESS Technology, Inc.*
Exar Corp.*
Excel Technology, Inc.*
Fargo Electronics, Inc.*
FARO Technologies, Inc.*
FormFactor, Inc.*
Genesis Microchip, Inc.*
HEI, Inc.*
hi/fn, Inc.*
II-VI, Inc.*
InFocus Corp.*
Innovex, Inc.*
Integrated Device Technology, Inc.*
Integrated Silicon Solution, Inc.*
Interlink Electronics, Inc.*
inTEST Corp.*
Iteris, Inc.*
Itron, Inc.*
IXYS Corp.*
Keithley Instruments, Inc.
KEMET Corp.*
Kopin Corp.*
LaBarge, Inc.*
Lamson & Sessions Co.*
Lattice Semiconductor Corp.*
LeCroy Corp.*
Lifeline Systems, Inc.*
LogicVision, Inc.*
Lowrance Electronics, Inc.
LSI Industries, Inc.
MagneTek, Inc.*
Mattson Technology, Inc.*
Merix Corp.*
Methode Electronics, Inc. Class A
Micrel, Inc.*
Microsemi Corp.*
Microtune, Inc.*
Mindspeed Technologies, Inc.*
MIPS Technologies, Inc. Class A*
MKS Instruments, Inc.*
9,100
4,300
5,200
26,574
7,200
7,900
1,600
1,700
2,000
7,100
6,400
1,200
2,700
5,500
6,700
2,812
34,760
7,000
2,600
1,700
4,500
4,200
5,700
1,800
16,500
12,600
2,600
2,400
21,559
1,785
1,800
2,900
500
3,600
4,600
9,800
2,900
6,900
16,200
11,000
9,400
13,800
7,200
10,200
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VALUE
55,692
14,792
233,376
300,286
25,560
110,758
41,104
29,699
38,980
162,022
140,480
4,008
14,985
97,570
23,115
11,951
373,322
58,800
13,988
6,817
12,105
191,772
60,192
26,280
138,270
87,570
33,592
43,968
92,273
26,507
60,174
5,220
12,695
68,400
15,548
73,598
16,240
79,488
181,926
280,940
58,562
33,258
49,176
175,746
Molecular Devices Corp.*
Monolithic System Technology, Inc.*
Nanometrics, Inc.*
Newport Corp.*
Nu Horizons Electronics Corp.*
OmniVision Technologies, Inc.*
ON Semiconductor Corp.*
OSI Systems, Inc.*
Park Electrochemical Corp.
Parlex Corp.*
Pemstar, Inc.*
Pericom Semiconductor Corp.*
Photronics, Inc.*
Pixelworks, Inc.*
Planar Systems, Inc.*
PLX Technology, Inc.*
PMC-Sierra, Inc.*
PortalPlayer, Inc.*
QuickLogic Corp.*
Rambus, Inc.*
Ramtron International Corp.*
REMEC, Inc.
RF Monolithics, Inc.*
Richardson Electronics, Ltd.
Rudolph Technologies, Inc.*
Silicon Image, Inc.*
Silicon Laboratories, Inc.*
Skyworks Solutions, Inc.*
Sonic Solutions*
Spectrum Control, Inc.*
Staktek Holdings, Inc.*
Stoneridge, Inc.*
Supertex, Inc.*
Sypris Solutions, Inc.
Taser International, Inc.*
Technitrol, Inc.
Tessera Technologies, Inc.*
Thomas & Betts Corp.*
Three-Five Systems, Inc.*
Transmeta Corp.*
TranSwitch Corp.*
Trimble Navigation Ltd.*
Tripath Technology, Inc.*
TriQuint Semiconductor, Inc.*
Ultimate Electronics, Inc.*
Ultra Clean Holdings, Inc.*
Ultratech Stepper, Inc.*
Universal Display Corp.*
Universal Electronics, Inc.*
UQM Technologies, Inc.*
2,370
5,500
2,100
8,200
2,900
10,200
48,500
2,300
3,000
800
5,000
4,500
7,600
3,400
2,779
4,600
8,000
500
4,500
18,900
4,300
4,693
600
1,700
2,300
13,800
9,000
29,900
4,600
1,200
9,200
3,500
2,000
2,900
11,000
6,700
7,000
5,600
1,500
22,000
7,500
6,900
2,700
26,400
1,600
100
4,600
4,500
2,100
3,900
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49,509
30,085
24,570
114,226
20,996
128,724
250,745
36,340
79,950
5,328
5,450
39,780
147,440
22,406
22,843
38,364
70,480
13,715
15,840
228,690
12,900
5,819
3,660
12,852
30,981
122,682
273,510
209,898
98,900
8,892
33,304
28,770
59,980
31,146
67,870
102,644
209,370
192,696
225
31,240
12,900
232,461
1,782
92,928
48
598
71,714
50,175
36,309
16,068
11
SHARES
Vishay Intertechnology, Inc.*
Vitesse Semiconductor Corp.*
Wells-Gardner Electronics Corp.
White Electronic Designs Corp.*
Zoran Corp.*
Zygo Corp.*
VALUE
11,515
36,900
1,400
4,600
8,361
2,600
137,604
69,372
2,660
23,460
119,562
39,832
10,845,272
Energy - 0.5%
Arotech Corp.*
BayCorp Holdings Ltd.*
Environmental Power Corp.*
Evergreen Solar, Inc.*
KFx, Inc.*
Plug Power, Inc.*
Quantum Fuel Systems Technologies Worldwide, Inc.*
South Jersey Industries, Inc.
Syntroleum Corp.*
Teton Energy Corp.*
Watts Industries, Inc. Class A
5,000
68
1,200
11,600
12,500
15,763
9,100
5,400
10,000
1,600
4,800
3,700
932
9,540
108,228
214,000
107,188
37,310
157,356
145,600
11,680
138,480
934,014
Enviromental Services - 0.4%
Calgon Carbon Corp.
Duratek, Inc.*
Flanders Corp.*
Headwaters, Inc.*
Mine Safety Appliances Co.
Rollins, Inc.
7,900
1,900
4,500
7,000
5,200
13,000
62,410
34,732
54,630
261,800
201,240
253,760
868,572
Facility Services - 0.1%
ABM Industries, Inc.
9,400
195,614
Financial Services - 2.5%
Advanta Corp. Class A
Advanta Corp. Class B
Aether Holdings, Inc.*
AmeriServ Financial, Inc.*
ASTA Funding, Inc.
Bankrate, Inc.*
Bay View Capital Corp.
BFC Financial Corp.*
Cash America International, Inc.
Citizens Banking Corp.
Citizens South Banking Corp.
1,600
2,900
8,850
2,800
2,600
3,000
560
2,000
5,200
8,500
1,200
41,696
81,867
30,267
12,180
78,936
82,290
8,579
13,960
107,900
241,400
15,180
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City Holding Co.
CoBiz, Inc.
Coinstar, Inc.*
CompuCredit Corp.*
Consumer Portfolio Services, Inc.*
Credit Acceptance Corp.*
Delta Financial Corp.
Digital Insight Corp.*
E-Loan, Inc.*
eFunds Corp.*
Encore Capital Group, Inc.*
eSPEED, Inc. Class A*
Federal Agricultural Mortgage Corp. Class C
Financial Federal Corp.
First Albany Cos., Inc.
First Commonwealth Financial Corp.
FirstCity Financial Corp.*
Fremont General Corp.
GAMCO Investors, Inc. Class A
Hanmi Financial Corp.
IMPATH Bankruptcy Liquidating Trust Class A*
Interactive Data Corp.
Investment Technology Group, Inc.*
Irwin Financial Corp.
Knight Capital Group, Inc. Class A*
LaBranche & Co., Inc.*
MCG Capital Corp.
Metris Cos., Inc.*
Municipal Mortgage & Equity L.L.C.
Netbank, Inc.
Piper Jaffray Cos., Inc.*
Portfolio Recovery Associates, Inc.*
PRG-Schultz International, Inc.*
Resource America, Inc.
Sanders Morris Harris Group, Inc.
South Financial Group, Inc.
Stifel Financial Corp.*
Susquehanna Bancshares, Inc.
SWS Group, Inc.
The Washtenaw Group, Inc.*
Track Data Corp.*
UICI
United Financial Mortgage Corp.*
3,600
1,575
4,600
7,800
300
7,000
3,200
6,900
12,136
8,700
4,500
5,500
1,400
3,000
1,147
12,600
2,100
7,700
800
9,400
1,700
5,000
7,600
4,700
20,400
8,500
9,500
11,100
6,800
1,700
3,100
3,000
10,500
2,800
2,800
4,000
1,466
8,900
2,434
100
1,200
8,200
300
128,736
29,311
85,146
346,476
1,500
100,100
23,360
179,814
50,850
163,821
80,280
41,690
34,076
119,400
7,455
167,958
25,620
168,091
36,680
168,730
3,629
113,250
224,960
95,833
169,524
73,865
160,265
162,393
169,796
14,127
92,566
129,540
31,605
49,644
45,780
107,360
52,629
213,956
39,918
62
3,984
295,200
1,650
12
SHARES
Unizan Financial Corp.
Westwood Holdings Group, Inc.
WFS Financial, Inc.
VALUE
2,600
258
2,400
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62,946
4,747
161,256
World Acceptance Corp.*
3,800
96,558
5,250,392
Food & Beverages - 1.2%
American Italian Pasta Co. Class A
American States Water Co.
Cal-Maine Foods, Inc.
Chiquita Brands International, Inc.
Corn Products International, Inc.
Cuisine Solutions, Inc.*
Flowers Foods, Inc.
Green Mountian Coffee, Inc.*
Hain Celestial Group, Inc.*
Imperial Sugar Co.
Interstate Bakeries Corp.
J & J Snack Foods Corp.
John B. Sanfilippo & Son, Inc.*
Lance, Inc.
M&F Worldwide Corp.*
Maui Land & Pineapple Co., Inc.*
MGP Ingredients, Inc.
Monterey Pasta Co.*
Panera Bread Co. Class A*
Peet’s Coffee & Tea, Inc.*
Performance Food Group Co.*
Ralcorp Holdings, Inc.
Sanderson Farms, Inc.
Scheid Vineyards, Inc. Class A*
Tasty Baking Co.
The Boston Beer Co., Inc. Class A*
Triarc Cos., Inc.
Triarc Cos., Inc. Class B
2,700
2,550
4,000
8,300
5,000
2,900
11,325
600
6,979
1,200
6,400
1,200
1,300
4,900
3,300
300
2,400
1,200
4,300
2,900
8,400
5,600
3,600
100
800
1,400
3,900
4,000
28,782
85,323
25,200
231,985
100,850
21,605
308,946
20,868
135,393
16,260
62,080
69,360
22,750
85,554
51,315
9,009
26,880
4,812
220,074
88,798
265,104
234,752
133,776
645
6,944
35,000
65,520
61,080
2,418,665
Forest & Paper Products - 0.4%
Buckeye Technologies, Inc.*
Caraustar Industries, Inc.*
Chesapeake Corp.
Deltic Timber Corp.
P.H. Glatfelter Co.
Pope & Talbot, Inc.
Schweitzer-Mauduit International, Inc.
Universal Forest Products, Inc.
Wausau-Mosinee Paper Corp.
6,400
5,500
3,900
1,800
8,400
2,800
2,100
3,200
9,100
51,968
60,390
71,721
82,890
118,356
28,588
46,872
183,424
113,841
758,050
Funeral Services - 0.1%
Alderwoods Group, Inc.*
Carriage Services, Inc.*
Service Corp. International
Stewart Enterprises, Inc. Class A
100
2,900
800
20,200
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1,638
18,386
6,632
133,926
160,582
Health Care - Biotechnology - 2.6%
Acacia Research-CombiMatrix*
Alexion Pharmaceuticals, Inc.*
Antigenics, Inc.*
Arena Pharmaceuticals, Inc.*
ArQule, Inc.*
AtheroGenics, Inc.*
AVANT Immunotherapeutics, Inc.*
Avigen, Inc.*
BioCryst Pharmaceuticals, Inc.*
Bioenvision, Inc.*
BioMarin Pharmaceutical, Inc.*
BioSante Pharmaceuticals, Inc.*
BioSource International, Inc.*
BioSphere Medical, Inc.*
Cambrex Corp.
CancerVax Corp.*
Cell Genesys, Inc.*
Ciphergen Biosystems, Inc.*
Conceptus, Inc.*
Corgentech, Inc.*
Cotherix, Inc.*
Cryolife, Inc.*
CuraGen Corp.*
Curis, Inc.*
CYTOGEN Corp.*
Digene Corp.*
Discovery Laboratories, Inc.*
Diversa Corp.*
Dyax Corp.*
Emisphere Technologies, Inc.*
5,028
5,800
8,700
7,700
6,600
6,700
7,100
3,259
4,700
7,300
13,900
3,200
1,500
2,500
5,300
5,000
9,100
2,600
4,700
5,100
1,900
4,300
10,500
9,600
2,000
3,100
10,772
7,900
7,200
3,700
8,346
160,544
47,154
76,230
51,678
107,401
9,230
9,060
45,966
58,619
121,347
10,720
18,885
14,200
100,488
17,200
49,868
4,810
54,520
12,036
26,505
29,885
51,975
44,064
8,080
88,350
69,479
45,741
40,248
16,650
13
SHARES
Encysive Pharmaceuticals, Inc.*
EntreMed, Inc.*
Enzo Biochem, Inc.
Enzon, Inc.*
Exact Sciences Corp.*
Exelixis, Inc.*
Genaissance Pharmaceuticals, Inc.*
Gene Logic, Inc.*
Genta, Inc.*
GenVec, Inc.*
Geron Corp.*
GTC Biotherapeutics, Inc.*
GTx, Inc.*
11,600
8,900
5,767
4,700
4,043
15,800
2,300
5,200
9,000
10,100
12,100
3,000
1,300
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VALUE
136,648
21,271
88,581
31,161
7,358
121,186
3,197
25,428
13,500
20,806
124,267
4,170
12,103
Guilford Pharmaceuticals, Inc.*
Harvard Bioscience, Inc.*
Hemispherx Biopharma, Inc.*
ICOS Corp.*
Immunomedics, Inc.*
Incyte Genomics, Inc.*
Inhibitex, Inc.*
Inovio Biomedical Corp.*
Integra LifeSciences Holdings*
InterMune, Inc.*
Introgen Therapeutics, Inc.*
Isolagen, Inc.*
Keryx Biopharmaceuticals, Inc.*
Kosan Biosciences, Inc.*
Lexicon Genetics, Inc.*
LifeCell Corp.*
Lipid Sciences, Inc.*
Martek Biosciences Corp.*
Matritech, Inc.*
Maxygen, Inc.*
Medarex, Inc.*
MicroIslet, Inc.*
Momenta Pharmaceuticals, Inc.*
Monogram Biosciences, Inc.*
Myriad Genetics, Inc.*
Nabi Biopharmaceuticals*
Nanogen, Inc.*
Neose Technologies, Inc.*
Northfield Laboratories, Inc.*
Novavax, Inc.*
Nuvelo, Inc.*
Orchid Cellmark, Inc.*
Oscient Pharmaceutical Corp.*
Progenics Pharmaceuticals, Inc.*
Regeneration Technologies, Inc.*
Regeneron Pharmaceuticals, Inc.*
RegeneRx Biopharmaceuticals, Inc.*
Repligen Corp.*
Sangamo BioSciences, Inc.*
Savient Pharmaceuticals, Inc.*
Seattle Genetics, Inc.*
Sequenom, Inc.*
Serologicals Corp.*
Sirna Therapeutics, Inc.*
Strategic Diagnostics, Inc.*
Tanox, Inc.*
Techne Corp.*
Telik, Inc.*
The Medicines Co.*
Third Wave Technologies, Inc.*
Threshold Pharmaceuticals, Inc.*
8,400
4,900
4,100
11,400
5,500
14,900
1,700
3,400
5,200
5,826
5,300
5,400
7,100
5,500
11,400
5,400
4,200
5,300
3,100
6,830
21,000
7,600
700
24,020
5,500
10,400
9,100
5,559
4,500
3,900
7,966
4,200
13,800
3,800
4,800
9,700
6,500
5,700
4,300
5,800
7,555
2,500
6,100
11,300
3,050
8,500
1,700
9,400
9,400
7,237
900
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30,660
14,945
6,970
314,868
11,110
70,030
17,306
9,282
198,952
96,420
27,666
8,910
111,896
39,985
45,372
116,802
12,474
186,189
1,953
56,621
199,920
16,720
19,404
56,447
120,230
136,240
29,211
13,064
58,050
6,825
76,474
35,700
29,256
90,098
39,216
92,053
22,620
17,784
18,877
21,866
39,664
2,400
137,616
49,720
12,505
124,525
96,866
153,784
216,294
35,823
12,285
Titan Pharmaceuticals, Inc.*
Trimeris, Inc.*
Vical, Inc.*
4,500
3,997
2,600
7,965
61,314
12,792
5,450,974
Health Care - Drugs - 3.1%
Able Laboratories, Inc.*
Accelrys, Inc.*
Access Pharmaceuticals, Inc.*
Acusphere, Inc.*
Adolor Corp.*
Advancis Pharmaceutical Corp.*
ADVENTRX Pharmaceuticals, Inc.*
Alkermes, Inc.*
Allos Therapeutics, Inc.*
Alpharma, Inc. Class A
Andrx Group*
Anika Therapeutics, Inc.*
AP Pharma, Inc.*
ARIAD Pharmaceuticals, Inc.*
Array BioPharma, Inc.*
Auxilium Pharmaceuticals, Inc.*
AVANIR Pharmaceuticals Class A*
AXM Pharma, Inc.*
BioScrip, Inc.*
Bradley Pharmaceuticals, Inc. Class A*
Caraco Pharmaceutical Laboratories Ltd.*
2,600
5,200
1,600
3,200
7,000
1,600
13,200
18,000
8,300
7,900
13,851
2,000
1,700
12,100
6,900
1,100
21,500
1,300
7,380
2,300
4,500
390
35,152
1,408
17,632
74,760
2,256
44,880
302,400
20,252
196,473
213,721
23,640
2,958
89,903
49,542
5,478
66,435
1,677
47,970
25,116
39,105
14
SHARES
Cell Therapeutics, Inc.*
Cellegy Pharmaceuticals, Inc.*
CollaGenex Pharmaceuticals, Inc.*
Connetics Corp.*
Corcept Therapeutics, Inc.*
Cortex Pharmaceuticals, Inc.*
Critical Therapeutics, Inc.*
Cubist Pharmaceuticals, Inc.*
CV Therapeutics, Inc.*
Dendreon Corp.*
DOV Pharmaceutical, Inc.*
Durect Corp.*
DUSA Pharmaceuticals, Inc.*
Dynavax Technologies Corp.*
Elite Pharmaceuticals, Inc. Class A*
First Horizon Pharmaceutical Corp.*
Hi-Tech Pharmacal Co., Inc.*
Immtech International, Inc.*
ImmunoGen, Inc.*
11,600
2,400
2,600
6,400
2,900
6,200
4,600
10,600
8,900
11,300
4,300
10,400
2,900
4,500
3,900
6,400
800
1,900
7,312
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VALUE
33,176
3,504
25,792
108,224
14,500
14,694
43,332
228,324
238,075
75,823
73,014
71,240
30,740
30,150
11,622
127,168
24,064
22,154
53,670
Impax Laboratories, Inc.*
Indevus Pharmaceuticals, Inc.*
Integrated Biopharma, Inc.*
Interpharm Holdings, Inc.*
IntraBiotics Pharmaceuticals, Inc.*
Isis Pharmaceuticals, Inc.*
Ista Pharmaceuticals, Inc.*
K-V Pharmaceutical Co. Class A*
K-V Pharmaceutical Co. Class B*
Lannett Co., Inc.*
Ligand Pharmaceuticals, Inc. Class B*
Maxim Pharmaceuticals, Inc.*
Medicis Pharmaceutical Corp. Class A
Memory Pharmaceuticals, Corp.*
Myogen, Inc.*
NeoPharm, Inc.*
Neurocrine Biosciences, Inc.*
Neurogen Corp.*
NitroMed, Inc.*
NPS Pharmaceuticals, Inc.*
Omega Protein Corp.*
Onyx Pharmaceuticals, Inc.*
OXiGENE, Inc.*
Pain Therapeutics, Inc.*
Panacos Pharmaceuticals, Inc.*
Par Pharmaceutical Cos., Inc.*
Penwest Pharmaceuticals Co.*
PetMed Express, Inc.*
Pharmacopeia Drug Discovery, Inc.*
Pharmacyclics, Inc.*
Pharmion Corp.*
POZEN, Inc.*
Priority Healthcare Corp. Class B*
Renovis, Inc.*
Rigel Pharmaceuticals, Inc.*
Santarus, Inc.*
SciClone Pharmaceuticals, Inc.*
Spectrum Pharmaceuticals, Inc.*
Star Scientific, Inc.*
Super-Gen, Inc.*
The Quigley Corp.
United Therapeutics Corp.*
Valeant Pharmaceuticals International
VaxGen, Inc.*
Vertex Pharmaceuticals, Inc.*
ViroPharma, Inc.*
VIVUS, Inc.*
Zymogenetics, Inc.*
10,500
8,500
1,100
2,000
700
10,400
4,300
6,000
700
3,650
13,300
3,300
1,600
3,200
7,700
4,049
5,900
6,600
5,800
6,600
3,900
6,300
3,200
8,300
7,100
5,800
3,700
4,000
1,800
3,400
5,400
4,900
6,600
4,000
4,450
8,400
8,700
2,500
13,200
9,200
2,100
4,000
7,500
3,300
14,458
10,400
8,000
12,200
127,365
24,480
2,266
2,720
2,562
52,520
28,552
106,620
12,502
18,834
134,815
4,422
52,096
8,672
180,950
50,208
290,221
45,408
104,400
66,726
29,679
157,374
16,864
52,207
69,154
154,396
64,861
41,440
6,444
30,668
117,774
53,851
183,876
54,120
105,777
52,164
49,068
12,400
44,352
57,960
18,940
279,200
150,600
47,850
323,136
216,320
28,720
201,300
6,427,248
Health Care - Products - 4.3%
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1-800 CONTACTS, Inc.*
Abaxis, Inc.*
Abgenix, Inc.*
ABIOMED, Inc.*
Advanced Medical Optics, Inc.*
Akorn, Inc.*
Aksys Ltd.*
Align Technology, Inc.*
American Medical Systems Holdings, Inc.*
AMICAS, Inc.*
2,500
2,800
17,000
5,000
8,560
4,400
6,000
11,700
13,800
9,000
46,875
36,540
215,560
50,350
324,852
14,960
12,660
78,624
278,070
48,600
15
SHARES
Arrhythmia Research Technology, Inc.
Arrow International, Inc.
ArthroCare Corp.*
Aspect Medical Systems, Inc.*
ATS Medical, Inc.*
AVI BioPharma, Inc.*
Bentley Pharmaceuticals, Inc.*
BioLase Technology, Inc.
Biosite Diagnostics, Inc.*
Bioveris Corp.*
Caliper Life Sciences, Inc.*
Candela Corp.*
Cantel Medical Corp.*
Cardiac Science Corp.*
CardioDynamics International Corp.*
CardioTech International, Inc.*
Cerus Corp.*
Cholestech Corp.*
Columbia Laboratories, Inc.*
Compex Technologies, Inc.*
CONMED, Corp.*
Conor Medsystems, Inc.*
Criticare Systems, Inc.*
Cyberonics, Inc.*
Cypress Bioscience, Inc.*
Datascope Corp.
DepoMed, Inc.*
Diagnostic Products Corp.
Digital Angel Corp.*
DJ Orthopedics, Inc.*
Encore Medical Corp.*
Endocare, Inc.*
Endologix, Inc.*
Enpath Medical, Inc.*
EPIX Medical, Inc.*
Haemonetics Corp.*
VALUE
200
8,489
3,400
4,300
5,400
8,800
3,800
3,200
2,900
1,800
6,091
4,100
2,950
1,896
6,000
1,600
4,200
2,800
7,200
1,782
5,050
300
2,100
4,700
5,500
2,400
7,900
5,300
7,500
3,800
9,400
2,000
6,100
400
4,700
6,100
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2,240
239,390
136,748
127,409
19,980
23,232
45,410
22,816
179,394
10,476
42,820
40,262
62,068
20,327
8,100
3,696
37,212
28,224
27,072
7,698
140,794
7,050
10,710
140,248
29,755
74,448
51,192
279,469
23,325
109,972
44,180
6,500
30,988
3,160
36,190
289,933
Hanger Orthopedic Group, Inc.*
HealthTronics, Inc.*
Hollis-Eden Pharmaceuticals, Inc.*
Human Genome Sciences, Inc.*
I Trax, Inc.*
I-Flow Corp.*
ICU Medical, Inc.*
Illumina, Inc.*
Immucor, Inc.*
Immunicon Corp.*
Implant Sciences Corp.*
Inspire Pharmaceuticals, Inc.*
IntraLase Corp.*
Invacare Corp.
IOMED, Inc.*
IVAX Diagnostics, Inc.*
Kensey Nash Corp.*
Landauer, Inc.
Laserscope*
Lifecore Biomedical, Inc.*
Luminex Corp.*
Matrixx Initiatives, Inc.*
Medical Action Industries, Inc.*
Memry Corp.*
Mentor Corp.
Meridian Bioscience, Inc.
Merit Medical Systems, Inc.*
MGI Pharma, Inc.*
Micro Therapeutics, Inc.*
Microtek Medical Holdings, Inc.*
Milestone Scientific, Inc.*
Misonix, Inc.*
Nastech Pharmaceutical Co., Inc.*
Natus Medical, Inc.*
Nektar Therapeutics*
NMT Medical, Inc.*
North American Scientific, Inc.*
Noven Pharmaceuticals, Inc.*
Nutraceutical International Corp.*
NuVasive, Inc.*
OraSure Technologies, Inc.*
OrthoLogic Corp.*
Osteotech, Inc.*
Palomar Medical Technologies, Inc.*
Perrigo Co.
PhotoMedex, Inc.*
PolyMedica Corp.
Possis Medical, Inc.*
PSS World Medical, Inc.*
QuadraMed Corp.*
Quidel Corp.*
4,000
6,400
3,500
22,400
2,000
4,297
1,950
7,300
9,068
4,200
2,000
8,000
700
5,500
700
3,700
1,700
1,300
3,600
1,800
6,000
1,400
1,900
5,400
5,900
4,500
4,444
7,000
9,153
8,200
500
600
3,900
2,900
16,100
2,100
2,600
3,700
1,300
4,100
8,500
7,200
3,100
2,400
17,800
9,200
4,900
2,700
12,400
2,300
6,100
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30,800
63,744
22,365
304,416
2,600
58,912
56,082
93,513
248,826
16,506
11,280
60,800
10,297
229,185
1,729
14,319
52,122
63,700
101,448
21,762
60,240
19,908
32,604
11,340
324,559
93,150
78,837
163,170
51,165
30,422
995
4,314
55,146
35,293
272,895
23,142
6,838
51,800
18,486
76,834
80,155
27,576
17,763
62,952
254,718
19,136
171,206
29,592
165,416
4,186
57,706
Rita Medical Systems, Inc.*
SeraCare Life Sciences, Inc.*
Sonic Innovations, Inc.*
SONUS Pharmaceuticals, Inc.*
7,000
2,600
4,000
3,600
24,920
46,176
17,696
15,300
16
SHARES
SRI/Surgical Express, Inc.*
STAAR Surgical Co.*
Sybron Dental Specialties, Inc.*
Symmetry Medical, Inc.*
Synovis Life Technologies, Inc.*
The Spectranetics Corp.*
Theragenics Corp.*
Thoratec Corp.*
TriPath Imaging, Inc.*
Urologix, Inc.*
USANA Health Sciences, Inc.*
Vascular Solutions, Inc.*
Ventana Medical Systems, Inc.*
Viasys Healthcare, Inc.*
Vital Signs, Inc.
West Pharmaceutical Services, Inc.
Wright Medical Group, Inc.*
Zila, Inc.*
Zoll Medical Corp.*
VALUE
200
4,280
5,800
800
1,300
4,400
5,300
9,402
7,300
2,600
3,400
2,500
6,000
5,600
1,900
5,500
6,000
7,800
1,400
1,264
23,583
241,164
18,960
13,975
41,404
15,635
166,979
51,538
11,024
162,180
24,750
228,420
139,944
87,571
163,185
148,080
27,222
36,750
8,943,249
Health Care - Services - 3.1%
Air Methods Corp.*
Albany Molecular Research, Inc.*
Alliance Imaging, Inc.*
Allied Healthcare International, Inc.*
Allscripts Heathcare Solutions, Inc.*
Amedisys, Inc.*
America Service Group, Inc.*
American Healthways, Inc.*
American Retirement Corp.*
AmSurg Corp.*
Angelica Corp.
Beverly Enterprises, Inc.*
Bio-Imaging Technologies, Inc.*
Bio-Reference Laboratories, Inc.*
Capital Senior Living Corp.*
Celera Genomics Group - Applera Corp.*
Centene Corp.*
Curative Health Services, Inc.*
Discovery Partners International*
Dynacq Healthcare, Inc.*
2,000
5,700
9,400
9,000
7,000
2,200
2,000
5,900
5,600
5,450
1,100
19,400
2,000
2,300
5,200
13,101
8,100
1,300
5,000
1,300
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22,640
69,426
80,370
50,850
126,140
85,800
33,180
250,160
105,448
149,112
19,635
237,650
6,120
39,767
43,420
158,915
202,743
1,261
16,100
5,798
Five Star Quality Care, Inc.*
Genesis HealthCare Corp.*
Gentiva Health Services, Inc.*
HMS Holdings Corp.*
Hooper Holmes, Inc.
IDX Systems Corp.*
Kendle International, Inc.*
Kindred Healthcare, Inc.*
LabOne, Inc.*
LCA-Vision, Inc.
Magellan Health Services, Inc.*
Matria Healthcare, Inc.*
MedCath Corp.*
Medco Health Solutions, Inc.*
Medical Staffing Network Holdings, Inc.*
MedQuist, Inc.*
Metropolitan Health Networks, Inc.*
Molina Healthcare, Inc.*
National Medical Health Card Systems, Inc.*
NDCHealth Corp.
NovaMed Eyecare, Inc.*
OCA, Inc.*
Odyssey Healthcare, Inc.*
Option Care, Inc.
PainCare Holdings, Inc.*
PAREXEL International Corp.*
Pediatric Services of America, Inc.*
Pediatrix Medical Group, Inc.*
Psychiatric Solutions, Inc.*
Quality Systems, Inc.
Radiation Therapy Services, Inc.*
Radiologix, Inc.*
RehabCare Group, Inc.*
Res-Care, Inc.*
SFBC International, Inc.*
Sierra Health Services, Inc.*
Specialty Laboratories, Inc.*
STERIS Corp.
Sun Healthcare Group, Inc.*
Sunrise Assisted Living, Inc.*
Symbion, Inc.*
The TriZetto Group, Inc.*
2,100
3,100
4,000
3,800
12,400
5,500
2,300
6,600
2,600
3,000
5,300
3,293
3,500
2,136
5,100
4,200
9,300
4,700
907
6,100
3,600
8,100
5,850
6,075
9,300
4,200
500
2,800
4,800
2,000
4,100
3,500
2,500
2,400
3,450
3,800
4,200
1,300
2,500
3,300
3,800
8,000
14,490
124,992
72,480
26,334
48,732
237,490
64,722
196,680
113,100
111,360
186,295
124,311
83,125
117,117
29,937
52,710
24,738
117,453
25,069
115,412
24,626
12,150
99,275
88,938
34,875
84,378
6,995
215,096
260,304
138,180
130,626
12,810
51,300
36,936
153,146
261,706
55,566
30,927
18,400
220,242
98,306
112,960
17
SHARES
U.S. Physical Therapy, Inc.*
United Surgical Partners International, Inc.*
VCA Antech, Inc.*
VistaCare, Inc. ClassA*
1,800
7,650
10,600
2,600
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VALUE
32,688
299,191
270,512
37,622
6,378,837
Household Products - 0.3%
American Woodmark Corp.
Applica, Inc.*
Bassett Furniture Industries, Inc.
Craftmade International, Inc.
Enesco Group, Inc.*
Ethan Allen Interiors, Inc.
Furniture Brands International, Inc.
Kimball International, Inc. Class B
Libbey, Inc.
Lifetime Brands, Inc.
Oneida Ltd.*
Quaker Fabric Corp.
Restoration Hardware, Inc.*
Salton, Inc.*
2,700
2,800
1,500
400
1,500
6,400
10,100
3,800
1,800
1,200
1,500
2,400
6,300
1,900
90,720
4,676
27,930
7,188
2,445
200,640
182,103
45,942
27,360
32,208
2,970
6,648
39,816
6,251
676,897
Instruments - Scientific - 0.8%
Advanced Neuromodulation Systems, Inc.*
Bruker BioSciences Corp.*
Cepheid, Inc.*
FEI Co.*
Greatbatch, Inc.*
Intuitive Surgical, Inc.*
IRIS International, Inc.*
Kyphon, Inc.*
Metrologic Instruments, Inc.*
Microvision, Inc.*
Neogen Corp.*
Occulogix, Inc.*
SurModics, Inc.*
Therma-Wave, Inc.*
Vital Images, Inc.*
X-Rite, Inc.
3,400
17,038
7,600
5,700
3,400
5,700
2,600
7,400
4,200
4,130
1,200
300
2,600
6,500
2,000
3,800
161,364
74,626
56,164
109,725
93,296
417,753
47,944
325,156
76,398
24,367
21,600
1,917
100,594
11,635
44,520
47,120
1,614,179
Insurance - 2.7%
21st Century Insurance Group
Alfa Corp.
Allmerica Financial Corp.*
American Physicians Capital, Inc.*
AmerUs Group Co.
Argonaut Group, Inc.*
Baldwin & Lyons, Inc. Class B
Bristol West Holdings, Inc.
Capital Title Group, Inc.
Ceres Group, Inc.*
Citizens, Inc. Class A
CNA Surety Corp.*
15,400
15,195
5,000
1,300
1,600
5,600
1,300
5,400
4,200
6,900
7,158
8,200
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245,630
253,453
205,700
63,869
91,792
151,256
32,539
98,550
31,080
38,847
45,954
116,604
Crawford & Co. Class A
Crawford & Co. Class B
Delphi Financial Group, Inc. Class A
Donegal Group, Inc. Class A
FBL Financial Group, Inc. Class A
Financial Industries Corp.*
First Acceptance Corp.*
FPIC Insurance Group, Inc.*
Harleysville Group, Inc.
HealthExtras, Inc.*
Hilb, Rogal & Hamilton Co.
Horace Mann Educators Corp.
Infinity Property & Casualty Corp.
LandAmerica Financial Group, Inc.
Meadowbrook Insurance Group, Inc.*
Ohio Casualty Corp.
Penn Treaty American Corp.*
Philadelphia Consolidated Holding Corp.*
PMA Capital Corp. Class A*
Presidential Life Corp.
ProAssurance Corp.*
ProCentury Corp.
RLI Corp.
RTW, Inc.*
SCPIE Holdings, Inc.*
Seabright Insurance Holdings*
Selective Insurance Group, Inc.
State Auto Financial Corp.
Stewart Information Services Corp.
The Commerce Group, Inc.
The Navigators Group, Inc.*
800
1,300
4,750
2,766
4,500
900
8,500
1,400
5,800
6,500
6,800
7,300
3,200
2,800
5,200
6,300
2,050
2,900
6,100
5,600
5,300
2,400
4,600
650
200
400
5,400
7,600
2,900
1,400
1,700
6,080
10,179
222,300
60,022
134,775
6,885
85,935
50,386
139,200
138,970
253,776
144,394
112,288
181,020
29,120
170,856
18,511
246,210
53,558
100,800
247,351
24,576
212,796
7,410
2,860
5,176
264,060
240,464
148,480
81,228
63,444
18
SHARES
The Phoenix Companies, Inc.
Triad Guaranty, Inc.*
United America Indemnity Ltd.*
United Fire & Casualty Co.
Universal American Financial Corp.*
Vesta Insurance Group, Inc.
Zenith National Insurance Corp.
18,100
2,200
1,396
4,200
10,400
6,900
500
VALUE
220,820
86,284
25,617
189,462
236,496
14,007
31,345
5,642,415
Internet Services - 3.0%
1-800-FLOWERS.COM, Inc. Class A*
3Com Corp.*
Access Integrated Technologies, Inc. Class A*
Alloy Online, Inc.*
Answerthink, Inc.*
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4,700
58,100
1,600
4,300
8,100
32,947
237,048
16,048
20,812
31,590
Ariba, Inc.*
Autobytel, Inc.*
Blue Coat Systems, Inc.*
BroadVision, Inc.*
CACI International, Inc. Class A*
CGI Holding Corp.*
CMGI, Inc.*
CNET Networks, Inc.*
Cogent Communications Group, Inc.*
Corillian Corp.*
CyberSource Corp.*
Digital River, Inc.*
Drugstore.com, Inc.*
Earthlink, Inc.*
eCollege.Com*
Entrust Technologies, Inc.*
Equinix, Inc.*
Expedia, Inc.*
F5 Networks, Inc.*
Globix Corp.*
GoRemote Internet Communications, Inc.*
GSI Commerce, Inc.*
Harris Interactive, Inc.*
Hollywood Media Corp.*
IAC/InterActiveCorp*
iGATE Capital Corp.*
Interland, Inc.*
Intermix Media, Inc.*
Internet Capital Group, Inc.*
iVillage, Inc.*
j2 Global Communications, Inc.*
Jupitermedia Corp.*
Lionbridge Technologies, Inc.*
MIVA, Inc.*
Neoforma, Inc.*
Net2Phone, Inc.*
Netflix, Inc.*
NetRatings, Inc.*
Network Engines, Inc.*
NIC, Inc.*
Overstock.com, Inc.*
PC-Tel, Inc.*
Perficient, Inc.*
Priceline.com, Inc.*
Provide Commerce*
Quovadx, Inc.*
Real Networks, Inc.*
Redback Networks, Inc.*
Register.com, Inc.*
RSA Security, Inc.*
S1 Corp.*
13,250
6,300
2,200
3,000
4,400
4,900
9,100
20,100
6,500
7,000
6,600
6,100
18,500
26,500
3,700
11,800
4,500
3,863
6,200
1,100
1,900
7,500
11,700
5,100
3,863
8,440
2,600
5,800
2,000
13,000
4,200
6,500
9,100
5,400
3,326
7,600
9,600
6,900
3,400
11,300
3,500
3,500
3,600
7,000
2,000
2,000
32,500
10,300
4,400
13,500
13,300
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75,525
31,563
95,656
2,460
266,640
8,330
15,197
272,757
31,720
22,400
43,428
212,585
68,450
283,550
54,982
66,080
187,425
76,526
269,514
2,167
2,470
149,250
49,959
21,522
97,927
30,637
7,277
69,368
17,620
94,380
169,764
115,115
61,425
32,562
28,371
13,300
249,504
105,018
4,862
74,015
134,225
32,900
29,772
135,240
48,540
6,060
185,575
102,176
34,100
171,585
52,003
SafeNet, Inc.*
Selectica, Inc.*
SonicWALL, Inc.*
Stamps.com, Inc.*
Stellent, Inc.*
TheStreet.com, Inc.*
Travelzoo, Inc.*
Tumbleweed Communications Corp.*
United Online, Inc.
ValueClick, Inc.*
Varsity Group, Inc.*
Vignette, Corp.*
WatchGuard Technologies, Inc.*
WebEx Communications, Inc.*
webMethods, Inc.*
Websense, Inc.*
WebSideStory, Inc.*
ZixIt Corp.*
3,872
3,600
12,200
3,650
4,600
4,500
3,100
8,900
11,650
14,900
3,000
5,610
5,700
8,000
9,600
4,200
800
5,500
140,592
11,556
77,470
62,817
39,422
18,810
68,789
37,825
161,352
254,641
14,975
89,255
24,453
196,080
67,872
215,082
14,176
11,000
6,258,089
Leisure - 1.5%
Aldila, Inc.
Alliance Gaming Corp.*
Ambassadors Group, Inc.
Ameristar Casinos, Inc.
Argosy Gaming Co.*
Atari, Inc.*
Aztar Corp.*
Bally Total Fitness Holding Corp.*
Bluegreen Corp.*
Carmike Cinemas, Inc.
Choice Hotels International, Inc.
Churchill Downs, Inc.
1,000
9,700
4,000
11,100
4,700
23,000
6,300
6,500
5,500
1,800
4,100
1,000
24,250
105,245
89,200
231,324
220,853
33,120
194,103
29,055
97,075
41,292
265,024
35,320
19
SHARES
Dover Downs Gaming & Entertainment, Inc.
Dover Motorsports, Inc.
GameTech International, Inc.
Gaming Partners International Corp.*
Gaylord Entertainment Co.*
ILX Resorts, Inc.
Interstate Hotels & Resorts, Inc.*
Isle of Capri Casinos, Inc.*
Jameson Inns, Inc.*
K2, Inc.*
Lakes Entertainment, Inc.*
Magna Entertainment Corp. Class A*
Mikohn Gaming Corp.*
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1,800
2,500
400
1,300
4,322
200
3,100
6,400
10,900
9,000
3,600
2,000
3,900
VALUE
24,480
17,100
1,564
20,748
205,943
1,789
14,415
136,832
22,454
102,600
36,180
13,320
51,831
MTR Gaming Group, Inc.*
Multimedia Games, Inc.*
Nevada Gold & Casinos, Inc.*
Pinnacle Entertainment, Inc.*
Shuffle Master, Inc.*
Six Flags, Inc.*
Speedway Motorsports, Inc
Sunterra Corp.*
The Marcus Corp.
Topps Co., Inc.
Vail Resorts, Inc.*
WMS Industries, Inc.*
5,200
5,200
2,000
7,000
6,262
16,800
3,400
3,100
3,500
7,300
6,000
5,500
41,652
50,492
22,520
128,310
165,505
120,792
123,522
40,703
70,140
59,933
172,500
154,715
3,165,901
Machinery - 2.4%
A.O. Smith Corp.
Alamo Group, Inc.
Albany International Corp. Class A
Applied Industrial Technologies, Inc.
Astec Industries, Inc.*
Baldor Electric Co.
CARBO Ceramics, Inc.
Cascade Corp.
Cherokee International Corp.*
Columbus McKinnon Corp.*
Dril-Quip, Inc.*
Flow International Corp.*
Flowserve Corp.*
FSI International, Inc.*
Gardner Denver, Inc.*
Gehl Co.*
Gerber Scientific, Inc.*
Global Power Equipment Group, Inc.*
Gulf Islands Fabrication, Inc.
IDEX Corp.
Intevac, Inc.*
JLG Industries, Inc.
Kadant, Inc.*
Kennametal, Inc.
Kulicke and Soffa Industries, Inc.*
Lindsay Manufacturing Co.
Lone Star Technologies, Inc.*
Lufkin Industries, Inc.
Milacron, Inc.*
Powell Industries, Inc.*
Presstek, Inc.*
Regal-Beloit Corp.
Robbins & Myers, Inc.
Rofin-Sinar Technologies, Inc.*
SatCon Technology Corp.*
Sauer, Inc.
3,400
1,000
5,300
5,950
4,000
5,900
4,050
1,700
3,500
2,800
3,500
6,400
7,700
4,800
4,800
2,200
4,000
8,000
1,600
3,900
3,883
9,200
1,800
1,200
9,800
1,500
5,200
1,900
7,986
1,200
6,300
4,900
2,200
2,600
1,500
2,700
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96,900
19,820
195,411
213,486
113,560
149,565
267,259
82,790
12,250
66,248
168,000
49,408
279,895
20,208
214,080
61,314
31,360
57,040
46,000
165,945
40,034
336,628
36,108
58,848
71,050
33,015
289,068
82,745
14,215
26,268
81,774
158,956
49,456
98,774
3,105
54,000
Semitool, Inc.*
Stewart & Stevenson Services, Inc.
Tecumseh Products Co. Class A
Tennant Co.
Terex Corp.*
The Manitowoc Co., Inc.
The Middleby Corp.
TurboChef Technologies, Inc.*
Universal Compression Holdings, Inc.*
Woodward Governor Co.
5,200
4,600
2,100
1,200
4,400
5,000
1,500
4,800
5,700
1,800
41,340
109,710
45,192
49,176
217,492
251,250
108,750
74,832
226,689
153,090
5,022,104
Manufacturing - 1.6%
Applied Films Corp.*
AptarGroup, Inc.
Briggs & Stratton Corp.
Charles & Colvard Ltd.
CLARCOR, Inc.
Cognex Corp.
Cycle Country Accessories Corp.*
EFJ, Inc.*
Encore Wire Corp.*
Fedders Corp.
Foamex International, Inc.*
Hologic, Inc.*
Jacuzzi Brands, Inc.*
JAKKS Pacific, Inc.*
Lennox International, Inc.
Nanophase Technologies Corp.*
Nordson Corp.
2,600
1,800
5,200
2,310
10,300
8,800
500
2,600
4,400
6,600
2,900
3,500
14,600
4,200
11,100
3,200
6,900
54,600
89,658
179,868
57,658
295,816
264,616
1,445
26,754
71,544
14,124
130
202,125
117,676
68,166
304,251
18,560
262,407
20
SHARES
Quanex Corp.
Quixote Corp.
Smith & Wesson Holding Corp.*
SonoSite, Inc.*
Steinway Musical Instruments, Inc.*
Sun Hydraulics Corp.
Superior Essex, Inc.*
The Brink’s Co.
TTM Technologies, Inc.*
Varian, Inc.*
Wabtec Corp.
VALUE
4,750
900
5,400
2,400
900
2,100
3,284
6,000
7,400
6,300
8,300
314,545
19,251
30,348
71,232
23,715
51,030
59,145
246,360
52,910
216,216
226,424
3,340,574
Metals & Mining - 1.5%
Aleris International, Inc.*
AMCOL International Corp.
5,811
5,900
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159,512
112,513
Brush Engineered Materials, Inc.*
Century Aluminum Co.*
CIRCOR International, Inc.
Cleveland-Cliffs, Inc.
Coeur d’Alene Mines Corp.*
Commercial Metals Co.
Compass Minerals International, Inc.
Generale Cable Corp.*
Gibraltar Industries, Inc.
Hecla Mining Co.*
Kaydon Corp.
Liquidmetal Technologies, Inc.*
Metal Management, Inc.
Metals USA, Inc.*
Mines Management, Inc.*
Mueller Industries, Inc.
NN, Inc.
Royal Gold, Inc.
RTI International Metals, Inc.*
Stillwater Mining Co.*
Titanium Metals Corp.*
USEC, Inc.
Westmoreland Coal Co.
Wolverine Tube, Inc.*
3,800
6,400
2,300
3,600
48,000
8,200
6,300
7,500
5,000
22,500
5,100
500
4,300
3,000
2,000
6,600
2,700
3,100
4,200
16,300
5,200
15,500
1,000
2,500
60,344
143,872
63,135
313,596
203,040
276,668
144,900
126,000
114,350
98,550
144,891
875
109,005
61,380
12,120
183,282
32,373
83,297
165,270
149,145
205,712
172,980
27,660
18,750
3,183,220
Multimedia - 0.5%
Blockbuster, Inc. Class A
Emmis Communications Corp. Class A*
Image Entertainment, Inc.*
LodgeNet Entertainment Corp.*
Macrovision Corp.*
Martha Stewart Living Omnimedia, Inc. Class A*
Media General, Inc. Class A
Pegasus Communications Corp.*
The Liberty Corp.
Young Broadcasting, Inc. Class A*
6,600
9,900
3,800
3,100
9,600
4,500
4,500
1,000
3,100
2,700
31,350
218,691
15,922
45,663
183,360
112,590
261,045
3,290
145,359
9,423
1,026,693
Office Equipment - 0.2%
Global Imaging Systems, Inc.*
IKON Office Solutions, Inc.
Marlin Business Services, Inc.*
4,200
26,700
1,600
143,010
266,466
36,864
446,340
Office Furnishings & Supplies - 0.2%
Aaron Rents, Inc.
Ennis Business Forms, Inc.
Interface, Inc.*
Standard Register Co.
7,400
4,800
8,677
4,600
156,510
80,640
71,672
68,770
377,592
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Oil & Gas - 6.0%
Abraxas Petroleum Corp.*
Allis-Chalmers Energy, Inc.*
American Oil & Gas, Inc.*
Aquila, Inc.*
Atlas America, Inc.*
Atmos Energy Corp.
ATP Oil & Gas Corp.*
Atwood Oceanics, Inc.*
Berry Petroleum Co. Class A
Brigham Exploration Co.*
Cabot Oil & Gas Corp. Class A
Cal Dive International, Inc.*
Callon Petroleum Co.*
Carrizo Oil & Gas, Inc.*
Cheniere Energy, Inc.*
Cimarex Energy Co.*
Clayton Williams Energy, Inc.*
Comstock Resources, Inc.*
Contango Oil & Gas Co.*
Delta Natural Gas, Inc.
Delta Petroleum Corp.*
Edge Petroleum Corp.*
Encore Aquisition Co.*
8,400
900
6,800
70,900
3,262
500
4,900
2,600
3,800
7,600
6,300
5,700
3,200
4,600
6,400
6,503
2,100
7,700
2,500
200
7,800
3,100
8,850
66,612
10,656
48,960
280,764
159,349
14,125
160,916
218,946
253,422
97,660
318,213
361,437
66,976
134,780
264,704
294,781
90,720
252,637
30,100
5,332
162,240
81,809
343,823
21
SHARES
Endeavor International Corp.*
Energy Partners Ltd.*
Energy West, Inc.*
EnergySouth, Inc.
ENGlobal Corp.*
Frontier Oil Corp.
Gasco Energy, Inc.*
Giant Industries, Inc.*
Goodrich Petroleum Corp.*
Grey Wolf, Inc.*
Hanover Compressor Co.*
Harvest Natural Resources, Inc.*
Holly Corp.
Houston Exploration Co.*
Hydril Co.*
Infinity, Inc.*
KCS Energy, Inc.*
Key Energy Services, Inc.*
Matrix Service Co.*
McMoRan Exploration Co.*
Mitcham Industries, Inc.*
14,800
6,800
200
900
4,500
9,200
13,600
2,600
4,500
36,300
16,500
6,800
5,400
2,700
3,100
2,300
9,500
14,400
3,700
4,600
800
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VALUE
74,000
212,296
2,302
24,831
36,405
408,020
90,440
152,204
105,615
306,009
228,690
72,964
345,492
181,575
212,784
18,745
261,535
212,400
29,785
89,424
9,120
NATCO Group, Inc. Class A*
Natural Gas Services Group*
New Jersey Resources Corp.
Newpark Resources, Inc.*
Oceaneering International, Inc.*
Oil States International, Inc.*
OMNI Energy Services Corp.*
Parallel Petroleum Corp.*
Parker Drilling Co.*
Penn Virginia Corp.
Petrohawk Energy Corp.*
Petroleum Development Corp.*
Piedmont Natural Gas Co., Inc.
Remington Oil & Gas Corp.*
RGC Resources, Inc.
RPC, Inc.
SEACOR SMIT, Inc.*
SEMCO Energy, Inc.
Spinnaker Exploration Co.*
St. Mary Land & Exploration Co.
Stone Energy Corp.*
Superior Energy Services, Inc.*
Swift Energy Co.*
The Meridian Resource Corp.*
Transmeridian Exploration, Inc.*
TransMontaigne, Inc.*
Tri-Valley Corp.*
Unit Corp.*
VAALCO Energy, Inc.*
Vintage Petroleum, Inc.
W-H Energy Services, Inc.*
Whiting Petroleum Corp.*
2,200
1,000
5,250
16,600
4,300
8,900
2,800
5,600
18,200
3,100
13,281
2,800
2,600
4,700
200
8,200
3,273
5,500
6,500
16,200
4,537
13,100
4,800
15,600
15,200
9,500
3,600
4,800
10,100
9,700
4,700
4,800
55,704
35,230
241,395
139,772
229,663
323,159
11,088
78,400
168,714
178,901
191,379
107,352
65,442
195,050
5,346
211,232
237,554
36,245
420,485
592,920
276,938
302,479
219,600
65,052
63,080
75,905
35,820
265,344
40,804
442,902
152,374
210,432
12,469,359
Paper & Related Products - 0.2%
American Greetings Corp. Class A
Potlatch Corp.
3,600
4,400
98,640
229,328
327,968
Personal Care - 0.3%
Chattem, Inc.*
Elizabeth Arden, Inc.*
Nature’s Sunshine Products, Inc.
Nu Skin Enterprises, Inc. Class A
Revlon, Inc. Class A*
3,400
5,100
2,700
9,000
64,400
120,700
110,058
62,748
171,450
207,368
672,324
Photo Equipment & Supplies - 0.1%
American Science & Engineering, Inc.*
Concord Camera Corp.*
Lexar Media, Inc.*
800
2,700
15,100
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52,472
3,699
96,640
152,811
Publishing - 0.5%
Cadmus Communications Corp.
Hollinger International, Inc. Class A
Journal Register Co.
Playboy Enterprises, Inc. Class B*
PRIMEDIA, Inc.*
ProQuest Co.*
Scholastic Corp.*
Thomas Nelson, Inc.
1,000
14,400
7,600
4,900
49,800
5,100
7,300
1,800
21,000
141,120
122,968
69,090
203,682
184,620
269,808
33,768
1,046,056
Real Estate - 0.4%
Avatar Holdings, Inc.*
California Coastal Communities, Inc.*
Corrections Corp. of America*
HomeStore.com, Inc.*
Jones Lang LaSalle, Inc.
Lodgian, Inc.*
Trammell Crow Co.*
500
200
5,700
28,000
5,500
4,700
6,100
29,620
7,044
226,290
121,800
253,330
48,175
150,548
836,807
22
SHARES
Restaurants - 1.3%
AFC Enterprises, Inc.
Applebee’s International, Inc.
BJ’s Restaurants, Inc.*
Bob Evans Farms, Inc.
Buca, Inc.*
California Pizza Kitchen, Inc.*
CBRL Group, Inc.
CEC Entertainment, Inc.*
Champps Entertainment, Inc.*
Checkers Drive-In Restaurants, Inc.*
CKE Restaurants, Inc.
Dave & Buster’s, Inc.*
Famous Dave’s of America, Inc.*
Fox & Hound Restaurant Group*
IHOP Corp.
Jack in the Box, Inc.*
Krispy Kreme Doughnuts, Inc.*
Landry’s Seafood Restaurants, Inc.
Lone Star Steakhouse & Saloon, Inc.
Luby’s, Inc.*
Main Street Restaurant Group, Inc.*
O’ Charley’s, Inc.*
5,600
2,475
3,800
6,400
3,200
3,900
1,200
6,650
2,200
1,700
11,300
1,400
1,145
1,900
3,200
6,800
11,700
4,400
3,300
4,100
2,300
4,200
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VALUE
64,624
51,208
77,634
145,344
19,424
114,036
40,392
211,204
15,224
25,976
148,934
18,690
13,648
19,342
130,368
203,388
73,242
128,920
85,800
53,546
12,650
60,102
P.F. Chang’s China Bistro, Inc.*
Papa John’s International, Inc.*
RARE Hospitality International, Inc.*
Red Robin Gourmet Burgers, Inc.*
Rubio’s Restaurants, Inc.*
Ruby Tuesday, Inc.
Ryan’s Restaurant Group, Inc.*
Sonic Corp.*
The Steak n Shake Co.*
4,100
2,800
6,109
2,300
1,700
1,700
7,600
7,650
5,300
183,803
140,336
157,001
105,432
15,793
36,992
88,692
209,228
96,195
2,747,168
Retail - Food - 0.4%
Calavo Growers, Inc.
Ingles Markets, Inc.
Pathmark Stores, Inc.*
Ruddick Corp.
Smart & Final, Inc.*
The Great Atlantic & Pacific Tea Co., Inc.*
Weis Markets, Inc.
Wild Oats Markets, Inc.*
1,000
1,400
9,500
8,500
5,600
7,600
4,200
5,400
10,250
22,120
107,065
195,925
72,464
215,536
168,042
69,444
860,846
Retail - General - 0.8%
99 Cents Only Stores*
Big Lots, Inc.*
Casey’s General Stores, Inc.
Duckwall-ALCO Stores, Inc.*
Electronics Boutique Holdings Corp.*
Fred’s, Inc.
Kirklands, Inc.*
Longs Drug Stores Corp.
PriceSmart, Inc.*
RedEnvelope, Inc.*
ShopKo Stores, Inc.*
The Pantry, Inc.*
12,500
21,800
10,074
200
4,300
6,687
3,500
6,000
3,950
1,100
4,400
4,100
115,625
239,582
233,717
4,632
270,212
83,654
26,635
257,340
33,575
11,374
112,288
153,217
1,541,851
Retail - Specialty - 4.0%
A.C. Moore Arts & Crafts, Inc.*
Action Performance Cos., Inc.
Aeropostale, Inc.*
America’s Car-Mart, Inc.*
AMS Health Sciences, Inc.*
AnnTaylor Stores Corp.*
Blair Corp.
Books-A-Million, Inc.
Brookstone, Inc.*
Burlington Coat Factory Warehouse Corp.
Cache, Inc.*
Callaway Golf Co.
Casual Male Retail Group, Inc.*
4,000
3,200
7,350
1,350
500
4,275
302
2,300
2,950
8,300
2,800
14,500
6,200
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76,720
40,000
156,187
24,219
855
113,501
11,141
20,700
58,823
315,732
42,644
218,805
42,656
Charlotte Russe Holding, Inc.*
Children’s Place Retail Stores, Inc.*
Christopher & Banks Corp.
Coldwater Creek, Inc.*
Collegiate Pacific, Inc.
Conn’s, Inc.*
Copart, Inc.*
Cost Plus, Inc.*
Deb Shops, Inc.
Design Within Reach, Inc.*
eCOST.com, Inc.*
Finlay Enterprises, Inc.*
4,400
4,800
6,437
10,968
1,800
4,400
8,050
3,697
1,900
2,300
1,448
1,200
58,608
171,072
89,281
276,613
20,916
121,968
192,153
67,101
41,306
20,769
2,606
10,860
23
SHARES
First Cash Financial Services, Inc.*
Footstar, Inc.*
Friedman’s, Inc. Class A*
GameStop Corp.*
Gander Mountain Co.*
Genesco, Inc.*
Goody’s Family Clothing, Inc.
Greg Manning Auctions, Inc.
Group 1 Automotive, Inc.*
GTSI Corp.*
Guitar Center, Inc.*
Hancock Fabrics, Inc.
Haverty Furniture Cos., Inc.
Hibbett Sporting Goods, Inc.*
Hot Topic, Inc.*
J. Jill Group, Inc.*
Jo-Ann Stores, Inc.*
Jos. A. Bank Clothiers, Inc.*
K-Swiss, Inc. Class A
Kenneth Cole Productions, Inc. Class A
La-Z-Boy, Inc.
Linens ‘n Things, Inc.*
MarineMax, Inc.*
Mothers Work, Inc.*
Movado Group, Inc.
Movie Gallery, Inc.
NBTY, Inc.*
Nutri/System, Inc.*
Pacific Sunwear of California, Inc.*
Party City Corp.*
Payless ShoeSource, Inc.*
PC Connection, Inc.*
PC Mall, Inc.
Pep Boys - Manny, Moe & Jack
2,250
1,400
1,600
3,100
2,600
3,500
5,600
4,900
3,700
2,500
4,400
3,000
3,500
5,850
8,175
3,850
3,900
1,900
4,700
2,300
9,900
7,700
3,300
400
2,700
9,796
2,100
6,200
6,675
3,100
12,300
4,000
2,200
9,900
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VALUE
59,220
8,050
72
97,557
23,374
130,340
42,392
81,585
102,120
18,375
242,924
20,190
42,805
130,163
125,568
60,907
67,470
82,118
138,979
62,767
130,581
205,590
84,117
4,000
50,544
101,780
49,350
155,124
143,112
52,452
214,020
21,760
12,584
137,016
Pier 1 Imports, Inc.
RC2 Corp.*
Regis Corp.
Retail Ventures, Inc.*
Rex Stores Corp.*
School Specialty, Inc.*
Select Comfort Corp.*
Sharper Image Corp.*
Shoe Carnival, Inc.*
Sonic Automotive, Inc. Class A
Sotheby’s Holdings, Inc. Class A*
Stage Stores, Inc.
Stein Mart, Inc.
Systemax, Inc.*
The Bombay Co., Inc.*
The Bon-Ton Stores, Inc.
The Boyds Collection Ltd.*
The Buckle, Inc.
The Cato Corp. Class A
The Dress Barn, Inc.*
The Gymboree Corp.*
The Men’s Wearhouse, Inc.*
The Nautilus Group, Inc.
The Sports Authority, Inc.*
The Sportsman’s Guide, Inc.*
Too, Inc.*
Tractor Supply Co.*
Transport World Entertainment Corp.*
Tuesday Morning Corp.
Tweeter Home Entertainment Group, Inc.*
United Retail Group, Inc.*
West Marine, Inc.*
Wet Seal, Inc.*
Whitehall Jewellers, Inc.*
Wilsons The Leather Experts, Inc.*
16,400
3,300
3,900
6,900
1,575
2,100
6,500
2,400
1,900
4,700
10,900
6,200
7,630
6,600
5,700
2,600
10,600
1,700
6,100
6,000
5,600
7,500
5,900
4,121
600
6,200
5,400
5,400
7,400
4,200
100
3,300
8,075
1,700
7,400
184,828
111,408
147,498
75,762
21,578
102,438
129,870
30,240
30,229
104,434
182,248
166,594
154,889
46,464
25,137
50,492
7,420
57,749
121,573
136,560
76,384
200,250
130,213
121,322
16,380
170,066
246,510
42,606
191,438
13,818
764
48,774
36,338
2,873
45,140
8,324,529
Steel - 1.2%
AK Steel Holding Corp.*
Carpenter Technology Corp.
Chaparral Steel Co.*
Material Sciences Corp.*
Maverick Tube Corp.*
NS Group, Inc.*
Olympic Steel, Inc.*
Oregon Steel Mills, Inc.*
Reliance Steel & Aluminum Co.
Ryerson Tull, Inc.
Schnitzer Steel Industries, Inc. Class A
Shiloh Industries, Inc.*
Steel Dynamics, Inc.
22,000
4,000
4,000
1,900
8,100
4,200
1,200
6,400
5,600
4,000
4,750
2,500
7,700
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188,540
234,440
100,880
28,633
243,000
164,850
20,964
178,560
296,408
85,200
154,708
33,475
261,492
Steel Technologies, Inc.
Valmont Industries, Inc.
Worthington Industries, Inc.
1,900
3,800
15,300
49,267
111,568
321,759
2,473,744
Telecommunications - 2.3%
ADTRAN, Inc.
Alaska Communications Systems Group, Inc.
Anaren Microwave, Inc.*
6,900
8,600
2,900
217,350
98,384
40,890
24
SHARES
APAC Telecommunications Corp.*
Aware, Inc.*
Axesstel, Inc.*
Boston Communications Group, Inc.*
C-Cor.net Corp.*
Carrier Access Corp.*
CellStar Corp.*
Centennial Communications Corp. Class A*
Cincinnati Bell, Inc.*
Commonwealth Telephone Enterprises, Inc.
CommScope, Inc.*
Comtech Telecommunications Corp.*
CT Communications, Inc.
D&E Communications, Inc.
Dobson Communications Corp. Class A*
EMS Technologies, Inc.*
Essex Corp.*
FairPoint Communications, Inc.
General Communication, Inc. Class A*
Glenayre Technologies, Inc.*
GulfMark Offshore, Inc.*
Harmonic, Inc.*
Hickory Tech Corp.
IDT Corp.*
IDT Corp. Class B*
InfoSpace, Inc.*
InterDigital Communications Corp.*
Intrado, Inc.*
LCC International, Inc. Class A*
Lightbridge, Inc.*
Metro One Telecommunications, Inc.*
MRV Communications, Inc.*
NMS Communications Corp.*
Novatel Wireless, Inc.*
ParkerVision, Inc.*
Path 1 Network Technologies, Inc.*
Plantronics, Inc.
6,900
3,900
4,200
3,200
9,100
5,900
2,300
20,048
49,200
3,800
10,400
4,325
3,126
2,900
28,700
1,300
3,400
300
9,800
12,000
3,800
13,000
700
2,900
13,200
6,000
9,900
2,500
3,900
4,200
4,100
19,800
8,500
4,800
3,300
600
5,000
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VALUE
6,141
21,723
11,508
3,616
61,425
32,568
3,565
300,319
216,972
143,260
180,336
179,358
38,669
26,303
220,416
21,281
73,678
4,389
97,020
43,080
122,626
75,660
6,160
35,670
160,908
143,220
194,436
45,075
9,750
33,936
2,953
42,174
31,450
69,456
20,757
1,812
154,050
Powerwave Technologies, Inc.*
Premiere Global Services, Inc.*
Price Communications Corp.
Primus Telecommunications Group, Inc.*
RF Micro Devices, Inc.*
Rural Celluar Corp. Class A*
Spherix, Inc.*
SunCom Wireless Holdings, Inc. Class A*
SureWest Communications
Sycamore Networks, Inc.*
SymmetriCom, Inc.*
Talk America Holdings, Inc.*
Telular Corp.*
Time Warner Telecom, Inc. Class A*
Tollgrade Communications, Inc.*
UbiquiTel, Inc.*
US LEC Corp. Class A*
USA Mobility, Inc.*
Westell Technologies, Inc. Class A*
Wireless Facilities, Inc.*
Wireless Telecom Group, Inc.
20,516
13,700
9,825
13,500
35,700
2,300
1,400
11,100
1,908
49,600
7,884
5,166
2,100
9,500
2,200
17,800
5,000
3,000
9,100
13,500
4,600
266,500
112,066
161,621
13,770
201,705
27,968
2,240
38,184
54,722
186,992
61,022
48,715
8,232
74,100
18,612
155,572
9,550
80,940
33,124
78,300
12,328
4,838,607
Textile & Apparel - 1.4%
Ashworth, Inc.*
Brown Shoe Co., Inc.
Carter’s, Inc.*
Charming Shoppes, Inc.*
Cherokee, Inc.
Columbia Sportswear Co.*
Culp, Inc.*
Cutter & Buck, Inc.
Delta Apparel, Inc.
DHB Industries, Inc.*
G & K Services, Inc. Class A
Guess?, Inc.*
Haggar Corp.
Hartmarx Corp.*
Iconix Brand Group, Inc.*
Kellwood Co.
Oakley, Inc.
Oxford Industries, Inc.
Perry Ellis International, Inc.*
Phillips-Van Heusen Corp.
Phoenix Footwear Group, Inc.*
Quiksilver, Inc.*
Russell Corp.
Skechers U.S.A., Inc. Class A*
Steven Madden Ltd.*
Stride Rite Corp.
Tag-It Pacific, Inc.*
2,000
2,800
4,000
23,700
700
750
1,500
1,300
600
8,600
3,100
8,400
800
6,900
4,800
4,400
12,300
2,800
1,000
7,800
800
15,200
5,600
3,500
1,600
6,500
2,600
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13,660
92,400
227,200
252,879
24,486
34,800
7,020
15,990
8,586
36,034
122,109
180,012
22,744
45,195
43,200
113,740
213,282
126,336
21,740
241,956
5,072
219,640
78,624
57,295
36,672
83,330
2,132
Tarrant Apparel Group*
The Dixie Group, Inc.*
5,200
2,300
16,328
36,662
25
SHARES
The Finish Line, Inc. Class A
The Warnaco Group, Inc.*
Unifi, Inc.*
Wolverine World Wide, Inc.
VALUE
7,700
8,800
9,400
11,200
112,343
192,808
31,396
235,760
2,951,431
Tires & Rubber - 0.1%
Cooper Tire & Rubber Co.
13,500
206,145
Tobacco - 0.0%
Alliance One International, Inc.
15,700
55,578
6,400
235,264
4,300
700
2,500
4,300
1,200
1,500
2,300
9,900
5,850
3,100
6,000
4,150
14,043
3,300
4,700
11,315
4,500
10,800
7,800
1,100
4,000
4,435
1,400
6,500
2,100
3,500
680
35,260
3,325
133,100
149,941
26,760
18,150
35,972
268,785
215,514
32,519
237,300
131,555
285,634
121,143
85,775
263,753
222,435
263,088
312,234
35,200
148,000
148,528
22,624
77,350
32,991
3,535
12,036
Tools-Hand Held - 0.1%
Toro Co.
Transportation - 1.6%
ABX Air, Inc.*
AirNet Systems, Inc.*
Alexander & Baldwin, Inc.
Arkansas Best Corp.
Celadon Group, Inc.*
Covenant Transport, Inc. Class A*
Dynamex, Inc.*
EGL, Inc.*
Forward Air Corp.
Frozen Food Express Industries, Inc.*
GATX Corp.
Genesee & Wyoming, Inc. Class A*
Heartland Express, Inc.
Hub Group, Inc. Class A*
Interpool, Inc.
Kansas City Southern Industries, Inc.*
Kirby Corp.*
Knight Transportation, Inc.
Landstar Systems, Inc.
Maritrans, Inc.
Offshore Logistics, Inc.*
Old Dominion Freight Line, Inc.*
P.A.M. Transportation Services, Inc.*
RailAmerica, Inc.*
SCS Transportation, Inc.*
Stonepath Group, Inc.*
Swift Transportation Co., Inc.*
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USA Truck, Inc.*
Werner Enterprises, Inc.
1,000
2,375
25,300
41,064
3,388,871
Utilities - 1.8%
Artesian Resources Corp. Class A
Avista Corp.
BIW Ltd.
Black Hills Corp.
California Water Service Group
Cascade Natural Gas Corp.
Central Vermont Public Service Corp.
CH Energy Group, Inc.
Chesapeake Utilities Corp.
Cleco Corp.
CMS Energy Corp.*
Dynegy, Inc. Class A*
El Paso Electric Co.*
Empire District Electric Co.
FuelCell Energy, Inc.*
Green Mountain Power Corp.
IDACORP, Inc.
MGE Energy, Inc.
Middlesex Water Co.
Northwest Natural Gas Co.
NorthWestern Corp.
Otter Tail Power Co.
Peoples Energy Corp.
PNM Resources, Inc.
Sierra Pacific Resources*
Southwest Gas Corp.
Southwest Water Co.
The Laclede Group, Inc.
UIL Holdings Corp.
Unisource Energy Corp.
Unitil Corp.
WGL Holdings, Inc.
WPS Resources Corp.
200
9,700
200
6,200
3,100
1,500
1,500
2,700
600
10,000
100
13,900
9,000
5,200
8,700
800
8,000
3,400
999
4,400
6,400
4,914
700
6,150
21,100
6,800
3,437
3,400
2,500
6,200
500
1,000
1,200
6,016
188,180
3,940
268,894
127,720
32,655
26,250
128,196
21,090
235,800
1,645
65,469
187,650
118,924
95,439
26,344
241,040
124,134
22,428
163,768
193,216
152,039
27,566
176,320
313,335
186,252
49,837
110,466
130,775
206,088
14,050
32,130
69,360
3,747,016
Waste Management - 0.3%
American Ecology Corp.
Casella Waste Systems, Inc. Class A*
Clean Harbors, Inc.*
Darling International, Inc.*
Rentech, Inc.*
Stericycle, Inc.*
Waste Connections, Inc.*
2,766
3,600
3,000
12,100
17,800
3,200
4,650
54,269
47,268
101,850
42,713
45,034
182,880
163,122
637,136
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TOTAL COMMON STOCKS
(Identified Cost $160,899,720)
206,083,410
26
FACE
AMOUNT
VALUE
RIGHTS - 0.0%
Health Care - Biotechnology - 0.0%
Monogram Biosciences, Inc., Zero Coupon Bond, 9/07/05 expires 09/07/05*
4,320
$
TOTAL RIGHTS
(Identified Cost $1,555)
1,555
1,555
SHARES
WARRANTS - 0.0%
Building & Construction - 0.0%
Foster Wheeler Ltd. Warrants Expires 9/15/07 Class B*
Leisure - 0.0%
Trump Entertainment Resorts Inc. Warrants Expires 5/6/06*
300
465
55
220
TOTAL WARRANTS
(Identified Cost $800)
685
SHORT-TERM INVESTMENTS - 0.4%
Other - 0.4%
SSgA Government Money Market Fund
SSgA Money Market Fund
1
711,709
1
711,709
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $711,710)
711,710
Total Investments - 99.8%
(Identified Cost $161,613,785)#
Liabilities, Less Cash and Other Assets — 0.2%
Net Assets — 100%
206,797,360
343,594
$
207,140,954
*
Non-income producing security
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized appreciation
aggregated $45,183,575 of which $58,646,831 related to appreciated investment securities and $13,463,256 related to depreciated
investment securities.
27
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SA International HBtM Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
SHARES
VALUE
COMMON STOCKS - 98.5%
Australia - 4.8%
Amcor Ltd.
AMP Ltd.
Ansell Ltd.
APN News & Media Ltd.
Australand Property Group
AWB Ltd.
AXA Asia Pacific Holdings Ltd.
BHP Steel Ltd.
Boral Ltd.
Brambles Industries Ltd.
Brickworks Ltd.
Challenger Financial Services Group, Ltd.
Commonwealth Bank of Australia
CSR Ltd.
Downer EDI Ltd.
Futuris Corp. Ltd.
Iluka Resources, Ltd.
Insurance Australia Group Ltd.
John Fairfax Holdings Ltd.
Lend Lease Corp. Ltd.
Lion Nathan Ltd.
Mayne Nickless Ltd.
Mirvac Group
National Australia Bank Ltd.
OneSteel Ltd.
Orica Ltd.
Origin Energy Ltd.
Pacific Brands Ltd.
PaperlinX Ltd.
Qantas Airways Ltd.
QBE Insurance Group Ltd.
Rinker Group Ltd.
Rio Tinto Ltd.
Santos Ltd.
Seven Network Ltd.
St. George Bank Ltd.
Wesfarmers Ltd.
143,484
237,464
31,286
34,291
61,190
65,589
323,615
140,605
114,280
97,659
6,302
32,451
90,982
177,338
54,539
49,042
16,071
101,519
10,300
78,004
113,324
128,418
139,761
151,278
104,905
35,667
52,684
26,841
50,403
501,483
14,614
53,180
6,762
107,965
25,950
11,730
125
$
735,850
1,350,313
269,726
131,043
87,689
256,163
1,202,067
1,027,359
704,868
661,317
59,389
99,457
2,670,936
420,172
251,772
79,089
107,722
423,647
35,819
834,662
726,687
528,044
431,550
3,821,299
305,482
572,466
294,347
58,467
121,733
1,291,665
208,647
673,902
305,647
1,032,300
173,544
250,040
3,836
22,208,716
Austria - 0.4%
Bank Austria Creditanstalt
Boehler-Uddeholm AG
Flughafen Wien AG
6,912
803
630
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775,024
135,546
42,541
OMV AG
Voest-Alpine Stahl AG
9,580
5,900
570,763
520,618
2,044,492
Belgium - 1.4%
Ackermans & van Haaren NV
Banque Nationale de Belgique (BNB)
Bekaert NV
Cofinimmo
Cumerio
Cumerio-VVPR*
Delhaize Group
Dexia
Fortis
InBev NV
KBC Groupe
S.A. D’Ieteren NV
Solvay SA
Tessenderlo Chemie NV
Umicore
Union Miniere SA
937
50
3,700
248
5,444
210
9,767
24,994
19,494
48,521
15,390
154
1,191
2,800
210
6,225
47,340
219,395
303,602
39,234
98,137
8
579,666
564,480
567,197
1,925,453
1,250,759
36,860
138,944
91,496
28
681,179
6,543,778
Cayman Island - 0.0%
China State Construction International Holdings Ltd.*(b)
30,222
5,143
Denmark - 1.4%
Carlsberg A/S
Codan A/S
Danisco A/S
Danske Bank
Jyske Bank A/S*
Rockwool International AS
Sydbank*
TDC A/S
Vestas Wind Systems A/S*
6,925
7,970
8,530
67,203
7,940
1,650
7,400
41,280
5,600
406,162
428,820
576,789
2,063,074
402,189
141,563
178,750
2,227,710
135,723
6,560,780
Finland - 1.7%
Fortum Corp.
Huhtamaki Van Leer Oyj, Series 1
Kemira GrowHow Oyj
Kemira Oyj
Kesko Oyj
Metra Oyj, Class B
Metsa-Serla Oyj, Series B
Metso Oyj
Neste Oil OYJ*
Oko Bank (OKO Osuuspankkien Keskuspankki Oyj)
Outokumpu Oyj
Rautaruukki Oyj
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135,757
11,200
5,121
24,100
19,100
8,950
24,000
20,390
18,318
6,400
33,400
22,100
2,733,720
178,266
41,125
342,324
531,550
285,986
130,516
519,016
680,968
105,725
447,038
498,054
Stora Enso Oyj
UPM-Kymmene Oyj
54,300
42,800
749,033
859,277
8,102,598
1
SHARES
France - 11.6%
Accor SA
Air France
Assurances Generales de France
Axa
BNP Paribas SA
Bongrain SA
Bouygues SA
Business Objects SA*
Cap Gemini SA*
Casino Guichard-Perrachon SA
Ciments Francais
CNP Assurances
Compagnie de Saint-Gobain
Compagnie Generele des Etablissements Michelin, Class B
Credit Agricole SA
Credit Industriel et Commercial
Eiffage SA
Euler Hermes SA
Eurazeo
Faurecia
Financiere Marc de Lacharriere SA
Havas SA
Imerys SA
Lafarge SA
Lagardere S.C.A.
Pinault-Printemps-Redoute SA
PSA Peugoet Citroen
Remy Cointreau SA
Renault SA
Schneider Electric SA
SCOR
SEB SA
Societe BIC SA
Societe Generale
Sodexho Alliance SA
Suez SA
Technip-Coflexip SA
Thomson
Unibail
Valeo SA
Vallourec SA
Vivendi Environnement
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7,146
32,853
35,640
241,900
133,781
1,018
12,959
9,675
15,114
1,373
3,043
4,703
52,097
11,757
73,976
500
1,944
1,509
1,287
2,942
1,867
26,307
2,400
23,634
4,700
17,112
30,890
6,788
35,758
22,348
45,000
350
2,858
18,600
17,398
66,300
9,288
25,921
3,856
8,610
283
17,000
VALUE
362,071
551,033
3,420,787
6,662,040
10,203,055
57,263
604,256
333,068
590,108
97,678
354,083
316,435
3,006,496
692,952
2,176,486
95,680
182,486
134,829
132,374
223,135
101,305
133,862
178,700
2,086,044
334,652
1,801,317
2,104,464
308,983
3,397,619
1,770,432
92,244
37,540
169,621
2,129,527
658,935
1,922,666
551,462
540,721
561,667
359,007
138,373
719,706
Vivendi Universal SA
106,676
3,493,588
53,788,750
Germany - 8.1%
Aareal Bank AG
Allianz AG
AMB Generali Holding AG
BASF AG
Bayer AG
Bayerische Hypo-und Vereinsbank AG*
Bayerische Motoren Werke AG
Bilfinger Berger AG
Commerzbank AG
DaimlerChrysler AG
Deutsche Bank AG
Deutsche Lufthansa AG
Fraport AG
Hannover Rueckversicherungs-AG
HeidelbergCement AG
Hochtief AG
Hypo Real Estate Holding AG
Infineon Technologies AG*
IVG Immobilen AG
KarstadtQuelle AG
Lanxess*
Linde AG
MAN AG
MG Technologies AG*
Muenchener Rueckversicherungs-Gesell schaft AG
Preussag AG
Suedzucker Ag
Thyssen Krupp AG
Veba AG
Volkswagen AG
2,000
11,135
8,715
2,992
53,437
71,556
35,688
2,054
82,520
178,983
30,983
33,048
8,487
2,700
4,691
7,205
6,500
72,012
7,308
3,681
5,343
3,210
5,050
20,672
37,468
27,520
2,036
65,838
22,059
42,144
65,837
1,508,342
811,260
225,485
1,964,603
2,022,455
1,680,853
110,461
2,258,709
9,526,192
2,907,301
439,537
440,353
93,763
161,264
322,751
329,654
710,286
150,685
49,978
159,776
237,269
259,891
236,551
4,291,996
588,014
46,326
1,378,960
2,032,942
2,601,842
37,613,336
Greece - 0.4%
Agricultural Bank of Greece*
Alpha Bank A.E.
Bank of Greece
Coca-Cola Hellenic Bottling Company SA
Commercial Bank of Greece
Hellenic Petroleum SA
Hellenic Telecommunications Organization SA
8,900
8,208
2,413
4,638
13,440
24,460
26,360
57,521
232,584
268,265
135,115
393,805
379,291
526,993
1,993,574
Hong Kong - 3.2%
Cheung Kong (Holdings) Ltd.
Cheung Kong Infrastructure Holdings Ltd.
China Overseas Land & Investment Ltd.
China Travel International Investment Hong Kong Ltd.
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284,000
22,000
544,000
110,000
3,207,240
73,457
164,807
29,780
China Unicom Ltd.
Citic Pacific Ltd.
Great Eagle Holdings Ltd.
528,000
26,000
22,400
439,038
72,735
59,632
2
SHARES
Hang Lung Development Co., Ltd.
Henderson Land Development Co., Ltd.
Hongkong and Shanghai Hotels Ltd.
Hopewell Holdings Ltd.
Hutchison Whampoa Ltd.
Hysan Development Co., Ltd.
Kerry Properties Ltd.
MTR Corp.
New Asia Realty & Trust Co. Ltd.
New World Development Co., Ltd.
Shanghai Industrial Holdings Ltd.
Shangri-La Asia Ltd.
Sino Land Co., Ltd.
Sun Hung Kai Properties, Ltd.
Tsim Sha Tsui Properties Ltd.
Wharf (Holdings) Ltd.
Wheelock and Co., Ltd.
174,000
234,000
65,978
107,000
377,000
140,365
181,692
224,583
50,000
458,645
57,000
228,447
629,829
23,000
58,253
289,000
272,000
VALUE
335,351
1,168,952
73,149
283,468
3,902,707
351,954
466,120
467,583
33,196
603,095
115,367
369,605
763,237
237,948
115,651
1,132,610
483,901
14,950,583
Ireland - 1.7%
Allied Irish Banks Plc
Bank of Ireland
CRH Plc
Elan Corp. Plc*
Irish Life & Permanent Plc
68,867
60,276
118,231
55,575
91,272
1,469,805
952,118
3,214,794
502,593
1,667,345
7,806,655
Italy - 2.5%
Alitalia SpA*
Banca Antonveneta SpA
Banca Monte dei Paschi di Siena SpA
Banca Nazionale del Lavoro SpA*
Banca Popolare di Lodi
Banca Popolare di Milano
Banche Popolari Unite Scrl
Benetton Group SpA
Buzzi Unicem SpA
C.I.R.-Compagnie Industriali Riunite SpA
Caltagirone Editore SpA
Capitalia SpA
Compagnia Assicuratrice Unipol SpA
Edison SpA*
ERG SpA
19,445
14,000
283,375
346,882
35,500
71,760
8,759
17,061
13,000
55,000
20,702
270,000
31,000
211,779
12,002
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167,762
442,119
1,260,849
1,116,782
349,296
737,653
178,385
183,504
205,034
167,787
190,963
1,481,325
116,625
473,699
332,856
Fiat SpA*
Italcementi SpA
Italmobiliare SpA
Milano Assicurazioni
Pirelli & Co. SpA
SAI SpA
SanPaolo IMI SpA
Seat Pagine Gialle SpA
Societa’ Cattolica di Assicurazioni SpA
Telecom Italia SpA
92,800
16,580
2,710
33,000
106,664
23,500
77,846
144,044
3,300
134,393
832,523
260,298
185,443
233,973
113,503
715,491
1,212,758
71,212
165,930
438,348
11,634,118
Japan - 16.9%
Aichi Steel Corp.
Aisin Seiki Co., Ltd.
Alfresa Holdings Corp.
Amada Co. Ltd.
Anritsu Corp.
Aomori Bank Ltd.
Aoyama Trading Co., Ltd.
Asahi Breweries Ltd.
Asahi Kasei Corp.
Asahi National Broadcasting Co., Ltd.
ASATSU-DK, Inc.
Ashikaga Financial Group, Inc.*(a)(b)
Autobacs Seven Co., Ltd.
Awa Bank Ltd.
Bank of Kyoto Ltd.
Bank of Nagoya Ltd.
Benesse Corp.
Canon Sales Co., Inc.
Casio Computer Co., Ltd.
Chiba Bank Ltd.
Chudenko Corp.
Chugoku Bank Ltd.
Citizen Watch Co.
Coca-Cola West Japan Co., Ltd.
COMSYS Holdings Corp.
Cosmo Oil Co., Ltd.
Dai Nippon Printing Co., Ltd.
Dai-Tokyo Fire and Marine Insurance Co., Ltd.
DAIBIRU Corp.
Daicel Chemical Industries Ltd.
Daido Steel Co., Ltd.
Daihatsu Motor Co., Ltd.
Daiichi Sankyo Co. , Ltd.
Dainippon Ink and Chemicals, Inc.
Dainippon Pharmaceutical Co., Ltd.
Daio Paper Corp.
Daishi Bank Ltd.
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15,000
24,200
2,700
34,000
10,000
6,000
6,000
35,200
75,000
80
3,400
8,000
3,300
20,000
27,000
18,000
7,100
8,000
13,000
76,000
5,700
20,000
39,000
8,000
9,000
56,000
71,000
72,900
5,000
30,000
17,000
33,000
21,557
64,000
14,000
10,000
29,000
104,727
687,797
125,831
271,592
54,107
24,467
169,469
446,466
410,433
204,069
106,236
71
129,035
118,275
270,727
120,906
267,593
164,526
189,214
619,162
95,138
272,916
318,417
179,355
104,382
303,985
1,146,829
434,974
40,646
194,625
109,537
334,966
442,385
210,707
173,000
82,087
140,783
3
SHARES
Daiwa House Industry Co., Ltd.
Denso Corp.
Dowa Fire & Marine Insurance Co., Ltd.
Ebara Corp.
Edion Corp.
Eighteenth Bank, Ltd.
Ezaki Glico Co., Ltd.
Fuji Electric Co., Ltd.
Fuji Heavy Industries Ltd.
Fuji Photo Film
Fuji Television Network, Inc.
Fujikura Ltd.
Fukuyama Transporting Co., Ltd.
Futaba Industrial Co., Ltd.
Futuba Corp.
General Sekiyu K.K.
Glory Ltd.
Gunma Bank Ltd.
GUNZE Ltd.
Hachijuni Bank Ltd.
Hankyu Corp.
Hankyu Department Stores, Inc.
Hanshin Electric Railway Co., Ltd.
Heiwa Corp.
Higo Bank Ltd.
Hiroshima Bank Ltd.
Hitachi Cable Ltd.
Hitachi High-Technologies Corp.
Hitachi Koki Co., Ltd.
Hitachi Kokusai Electric, Inc.
Hitachi Ltd.
Hitachi Maxell Ltd.
Hitachi Metals Ltd.
Hitachi Software Engineering Co., Ltd.
Hitachi Transport System Ltd.
Hokkoku Bank Ltd.
Hokuetsu Paper Mills, Ltd.
House Foods Corp.
Hyakugo Bank Ltd.
Hyakujushi Bank Ltd.
Ishikawajima-Harima Heavy Industries Co., Ltd.*
Itochu Corp.
Itoham Foods, Inc.
Iyo Bank Ltd.
Japan Airport Terminal Co., Ltd.
Joyo Bank Ltd.
JSAT Corp.
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42,000
30,300
33,000
20,000
4,000
8,000
13,000
60,000
70,000
80,000
151
37,000
17,000
6,000
1,000
2,000
6,000
43,000
20,000
58,000
59,000
11,000
11,000
11,000
22,000
40,000
31,000
3,200
3,000
9,000
635,000
5,000
10,000
4,200
7,000
31,000
13,000
9,800
23,000
26,000
95,000
71,000
13,000
27,000
5,000
89,000
7
VALUE
550,510
879,889
198,650
85,264
58,855
38,766
113,597
239,375
316,960
2,640,893
338,532
227,300
61,371
131,603
25,067
23,302
116,510
276,305
100,799
442,826
240,072
86,897
84,178
168,939
169,134
213,955
126,140
57,055
37,018
88,971
4,029,878
63,374
97,092
67,507
62,403
145,567
69,880
149,558
156,521
140,677
192,021
489,439
53,127
269,774
48,546
543,607
15,261
Juroku Bank Ltd.
Kadokawa Holdings, Inc.
Kagoshima Bank Co., Ltd.
Kamigumi Co., Ltd.
Kandenko Co., Ltd.
Kansai Paint Co., Inc.
Kanto Auto Works, Ltd.
Katokichi Co., Ltd.
Kawasaki Heavy Industries Ltd.
Keiyo Bank
Kikkoman Corp.
Kinden Corp.
Kirin Brewery Co., Ltd.
Kissei Pharmaceutical Co., Ltd.
Kobe Steel Ltd.
Koito Manufacturing Co., Ltd.
Kokusai Securities Co., Ltd.
Kokuyo Co., Ltd.
Komori Corp.
Kubota Corp.
Kuraray Co., Ltd.
Kuraya Sanseido, Inc.
Kureha Chemical Industry Co., Ltd.
Kyocera Corp.
Kyorin Pharmaceutical Co., Ltd.
Kyowa Hakko Kogyo Co., Ltd.
Mabuchi Motor Co., Ltd.
Maeda Corp.
Makita Corp.
Marubeni Corp.
Marui Co., Ltd.
Maruichi Steel Tube Ltd.
Matsushita Electric Industrial Co., Ltd.
Matsushita Electric Works Ltd.
Meiji Seika Kaisha Ltd.
Michinoku Bank Ltd.
Millea Holdings, Inc.
Mitsubishi Gas Chemical Co., Inc.
Mitsubishi Heavy Industries Ltd.
Mitsubishi Logistics Corp.
Mitsubishi Material Corp.
Mitsui Chemicals, Inc.
Mitsui Engineering & Shipbuilding Co., Ltd.
Mitsui Sumitomo Insurance Co., Ltd.
33,000
1,100
17,000
24,000
14,000
6,000
4,900
13,500
122,000
24,000
16,000
23,000
119,000
4,000
106,000
10,000
49,000
11,000
6,000
35,000
49,000
11,900
17,000
15,000
7,000
13,000
3,200
13,000
11,000
120,000
22,000
8,000
381,000
99,000
32,000
13,000
221
39,000
494,000
14,000
89,000
71,000
73,000
222,000
214,378
36,701
126,493
191,712
98,857
37,760
65,264
88,534
309,052
158,454
153,934
198,950
1,312,944
79,615
322,786
123,571
548,409
152,240
106,977
242,817
435,094
190,114
80,577
1,045,942
89,280
101,090
158,506
88,124
223,311
559,248
372,249
189,240
6,466,861
985,675
166,362
62,995
3,550,201
260,929
1,752,840
165,462
315,009
419,877
173,971
2,574,765
4
SHARES
Mitsumi Electric Co., Ltd.
Mori Seiki Co., Ltd.
VALUE
5,800
6,300
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58,975
85,357
Morinaga Milk Industry Co., Ltd.
Musashino Bank Ltd.
Nagase & Co., Ltd.
National House Industrial Co., Ltd.
NGK Insulators, Ltd.
NGK Spark Plug Co., Ltd.
Nichicon Corp.
Nichirei Corp.
Nifco, Inc.
Nihon Unisys Ltd.
Nikko Cordial Corp.
Nippon Electric Glass Co., Ltd.
Nippon Express Co., Ltd.
Nippon Kayaku Co., Ltd.
Nippon Meat Packers, Inc.
Nippon Mining Holdings, Inc.
Nippon Mitsubishi Oil Corp.
Nippon Paint Co., Ltd.
Nippon Paper Group, Inc.
Nippon Sheet Glass Co., Ltd.
Nippon Shinpan Co., Ltd.
Nippon Shokubai Co., Ltd.
Nippon Steel Corp.
Nippon Suisan Kaisha, Ltd.
Nippon Television Network Corp.
Nipponkoa Insurance Co., Ltd.
Nipro Corp.
Nishimatsu Construction Co., Ltd.
Nisshin Flour Milling Co., Ltd.
Nisshin Oillio Group, Ltd.
Nisshin Steel Co., Ltd.
Nisshinbo Industries, Inc.
NSK Ltd.
Obayashi Corp.
Oita Bank, Ltd.
Oji Paper Co.
Okumura Corp.
Onward Kashiyama Co., Ltd.
Pioneer Corp.
Q.P. Corp.
Rengo Co., Ltd.
Rinnai Corp.
Ryosan Co., Ltd.
San-In Godo Bank Ltd.
Santen Pharmaceutical Co., Ltd.
Sanwa Shutter Corp.
Sanyo Chemical Industries, Ltd.
Sanyo Electric Co., Ltd.
Sapporo Breweries Ltd.
Sapporo Hokuyo Holdings, Inc.
Seino Transportation Co., Ltd.
12,000
2,400
11,000
15,000
28,000
19,000
7,300
26,000
2,000
9,800
55,000
18,000
129,000
14,000
25,000
30,000
134,000
22,000
152
54,000
20,000
13,000
162,000
13,000
2,150
85,000
3,000
24,000
25,900
11,000
98,000
23,000
46,000
69,000
7,000
129,000
18,000
15,000
20,500
13,000
20,000
4,100
2,200
15,000
2,000
17,000
4,000
200,000
11,000
32
17,000
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45,333
147,650
128,841
91,487
356,627
275,873
98,906
106,942
33,947
96,274
637,407
324,904
637,627
110,102
270,974
238,316
1,188,667
82,722
551,410
243,559
169,646
137,808
609,135
50,832
331,528
656,472
45,148
100,622
252,153
65,246
339,079
199,762
254,168
477,479
53,753
705,945
110,420
238,316
292,405
124,613
115,980
94,453
57,478
155,303
51,900
102,335
31,775
494,285
57,770
302,220
155,603
Sekisui Chemical Co., Ltd.
Sekisui House Ltd.
Shiga Bank Ltd.
Shikoku Bank Ltd.
Shima Seiki Mfg., Ltd.
Shimachu Co., Ltd.
Shinko Electric Industries Co., Ltd.
Shinko Securities Co., Ltd.
Shohkoh Fund & Co., Ltd.
Sohgo Security Services Co., Ltd.
Sumitomo Bakelite Co. Ltd.
Sumitomo Corp.
Sumitomo Electric Industries Ltd.
Sumitomo Forestry Co., Ltd.
Sumitomo Osaka Cement Co., Ltd.
Sumitomo Realty & Development Co., Ltd.
Suzuken Co., Ltd.
Suzuki Motor Corp.
Taiheiyo Cement Corp.
Taisho Pharmaceutical Co., Ltd., Jpy50
Taiyo Yuden Co., Ltd.
Takara Standard Co., Ltd.
Takashimaya Co., Ltd.
Teijin Ltd.
Teikoku Oil Co., Ltd.
The 77 Bank Ltd.
The Aichi Bank, Ltd.
THE AKITA BANK, Ltd.
The Bank of Fukuoka Ltd.
The Bank of Iwate Ltd.
The Fuji Fire & Marine Insurance Co.
The Fukui Bank Ltd.
The Nanto Bank Ltd.
The Ogaki Kyoritsu Bank, Ltd.
The Shizuoka Bank Ltd.
The Sumitomo Trust and Banking Co., Ltd.
45,000
51,000
19,000
13,000
1,000
6,600
2,000
72,000
1,170
7,900
18,000
87,000
67,000
15,000
38,000
10,000
9,700
8,000
93,000
24,000
14,000
9,000
23,000
77,000
27,000
34,000
700
13,000
69,000
1,200
41,000
11,000
21,000
11,000
67,000
81,000
321,329
626,162
132,989
64,831
24,714
168,357
113,509
266,914
302,582
115,890
123,607
919,952
904,806
152,390
121,418
148,462
280,824
148,285
348,047
437,087
154,464
54,495
293,552
449,923
291,937
250,285
82,484
63,339
498,186
83,464
157,421
43,206
144,393
64,080
691,319
667,761
5
SHARES
The Yamanashi Chuo Bank Ltd.
The Yasuda Fire & Marine Insurance Co., Ltd.
The Yokohama Rubber Co., Ltd.
Toda Corp.
Toho Bank Ltd.
Tokai Tokyo Securities Co., Ltd.
Tokuyama Corp.
Tokyo Broadcasting System, Inc.
Tokyo Dome Corp.
Tokyo Steel Manufacturing Co., Ltd.
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17,000
92,000
30,000
26,000
18,000
14,000
17,000
25,300
13,000
12,200
VALUE
114,339
1,220,495
144,578
131,497
88,177
52,518
166,856
588,424
71,601
190,061
Tokyo Style Co., Ltd.
Tokyo Tatemono Co., Ltd.
Toppan Printing Co., Ltd.
Toray Industries, Inc.
Toshiba Tec Corp.
Tostem Corp.
Toto Ltd.
Toyo Ink Manufacturing Co., Ltd.
Toyo Seikan Kaisha Ltd.
Toyo Suisan Kaisha Ltd.
Toyoda Machine Works Ltd.
Toyota Auto Body Co., Ltd.
UFJ Tsubasa Securities Co., Ltd.
Uny Co., Ltd.
Victor Company of Japan Ltd.
Wacoal Corp.
Yamagata Bank Ltd.
Yamaguchi Bank Ltd.
Yamaha Corp.
Yamatake Corp.
Yamato Kogyo Co., Ltd.
Yamazaki Baking Co., Ltd.
Yodogawa Steel Works, Ltd.
York-Benimaru Co., Ltd.
9,000
18,000
74,000
71,000
24,000
30,000
12,000
23,000
20,000
9,000
7,000
7,000
48,000
16,000
18,000
16,000
15,000
18,000
16,100
2,000
4,000
19,000
12,000
4,200
95,485
146,803
781,835
378,516
106,130
511,850
95,326
102,114
297,630
153,952
78,282
132,221
225,631
211,554
111,373
211,978
77,982
233,708
279,240
37,689
62,209
166,698
75,202
120,853
78,620,373
Luxembourg - 0.1%
Arcelor
Arcelor
21,800
6,266
511,534
146,653
658,187
Netherlands - 6.4%
ABN AMRO Holding NV
Aegon NV
Buhrmann NV
DSM NV*
European Aeronautic Defense and Space Co.
Hagemeyer NV*
Hunter Douglas NV
IHC Caland NV
ING Groep NV
Koninklijke (Royal) KPN NV
Koninklijke (Royal) Philips Electronics NV
Koninklijke Ahold NV*
Koninklijke Vopak NV
Oce NV
Vedior NV
Versatel Telecom International*
VNU NV
44,562
375,825
24,956
59,626
37,455
88,169
9,866
2,855
255,921
135,111
207,192
173,736
4,566
13,600
251
83,108
51,075
1,070,896
5,596,646
302,424
2,350,314
1,332,315
260,470
471,336
238,914
7,646,848
1,215,360
5,523,788
1,317,697
129,328
213,677
3,571
220,466
1,610,480
29,504,530
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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New Zealand - 0.1%
Air New Zealand Ltd.
Carter Holt Harvey Ltd.
Fisher & Paykel Appliances Holdings, Ltd.
Fletcher Building Ltd.
43,479
219,600
18,010
30,586
34,683
383,860
44,099
168,031
630,673
Norway - 1.4%
Aker Kvaerner ASA*
Aker Yards ASA
Den Norske Bank ASA
Fred Olsen Energy ASA*
Norsk Hydro ASA
Norske Skogindustrier ASA
Orkla ASA
Prosafe ASA
Storebrand ASA
1,933
2,326
115,900
1,000
28,700
23,200
23,900
1,550
32,300
114,134
125,063
1,196,692
31,664
3,217,961
343,348
908,488
58,089
316,211
6,311,650
Portugal - 0.4%
Banco BPI SA
Banco Comercial Portugues SA
Banco Espirito Santo SA
Cimpor- Cimentos de Portugal SGPS SA
Portucel - Empresa Produtora de Pasta e Papel SA
44,492
297,544
30,235
6,625
143,000
198,499
828,779
484,518
36,667
298,303
1,846,766
Singapore - 0.5%
DBS Group Holdings Ltd.
Fraser & Neave Ltd.
Neptune Orient Lines Ltd.
Oversea-Chinese Banking Corp. Ltd.
SembCorp Industries Ltd.
Singapore Airlines Ltd.
Singapore Land Ltd.
STATS ChipPAC Ltd.*
United Overseas Land Ltd.
11,000
30,300
97,000
26,000
200,220
140,000
33,000
76,000
88,000
102,825
308,333
176,755
96,140
355,368
960,805
106,404
46,762
121,828
2,275,220
6
SHARES
Spain - 5.6%
Acciona SA
Acerinox SA
Autopistas, Concesionaria Espanola SA
Azucarera Ebro Agricolas SA
Banco de Andalucia
Banco De Sabadell SA
9,749
37,888
39,951
23,733
1,700
34,212
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VALUE
1,119,696
528,123
1,165,784
426,397
149,025
877,860
Banco Pastor SA
Banco Santander Central Hispano SA
Cementos Portland SA
Corporacion Mapfre
Endesa SA
Fomento de Construcciones y Contratas SA
Gas Natural SDG SA
Iberia Lineas Aereas de Espana SA
Inmobiliaria Urbis SA
Metrovacesa SA
Repsol-YPF SA
Sacyr Vallehermoso SA
Sociedad General de Aguas de Barcelona SA, Class A
Sol Melia SA
Telefonica SA
5,642
594,149
4,791
28,302
129,899
6,200
22,741
131,177
16,782
2,551
169,060
14,555
28,406
30,628
10,494
258,383
7,830,523
415,077
487,327
3,488,199
370,733
663,590
335,327
379,420
188,405
5,495,864
409,802
691,547
423,971
172,343
25,877,396
Sweden - 3.1%
Electrolux AB, Series B
Fabege AB
Gambro AB, Series A
Gambro AB, Series B
Invik & Company AB, Class B*
Kinnevik Investment AB, B Shares
Mo Och Domsjoe AB (MoDo), Series B
NCC AB
Nordea AB
Nordic Baltic Holding AB
Skandia Forsakrings AB
Skandinaviska Enskilda Banken AB, Series A
SSAB Svenskt Stal AB, Series B
SSAB Svenskt Stal AB, Series A
Svenska Cellulosa AB (SCA), Series B
Tele2 AB, Class B*
TeliaSonera AB
Trelleborg AB, Series B
Volvo AB, Series A
Volvo AB, Series B
Wihlborgs Fastigheter AB*
19,200
14,615
33,900
12,100
1,575
15,750
11,600
6,900
400,350
5,716
86,600
46,300
3,500
11,400
31,200
58,300
437,250
11,300
18,900
40,000
2,923
450,722
260,860
515,191
183,105
13,343
125,790
364,582
131,635
4,013,028
57,030
452,512
850,354
100,723
345,763
1,095,608
595,698
2,081,173
189,269
799,356
1,746,081
68,618
14,440,441
Switzerland - 5.7%
Baloise Holdings Ltd.
Banque Cantonale Vaudoise
Berner Kantonalbank
Ciba Specialty Chemicals AG
Clariant AG
Compagnie Financiere Richemont AG
Credit Suisse Group
Ems-Chemie Holding AG
Givaudan SA
16,000
1,400
1,797
11,800
1,565
20,700
209,312
692
1,380
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806,827
398,060
256,933
698,937
22,583
823,022
9,304,560
60,932
887,525
Helvetia Patria Holding
Holcim Ltd.
Julius Baer Holding Ltd., Series B*
Luzerner Kantonalbank
PSP Swiss Property AG*
Rieter Holding AG
Sika AG*
Swatch Group AG, Series B
Swiss Life Holding*
Swiss Re
Syngenta AG*
Unaxis Holding AG
Valiant Holding*
Zurich Financial Services*
1,240
31,291
3,500
700
10,400
430
310
701
5,997
31,800
20,200
1,800
2,700
24,300
230,877
2,086,471
275,058
130,931
524,438
126,348
237,130
96,965
852,328
2,096,974
2,123,429
239,209
239,837
4,156,827
26,676,201
United Kingdom - 21.1%
Alliance & Leicester Group Treasury Plc
Amvescap Plc
Anglo American Plc
Arriva Plc
Associated British Foods Plc
Associates British Ports Holdings Plc
BAA Plc
BAE Systems Plc
Barratt Developments Plc
BBA Group Plc
Bellway Plc
Bodycote International Plc
Bovis Homes Group Plc
BPB Plc
Bradford & Bingley Plc
Brambles Industries Plc
Britannic Plc(b)
British Airways Plc*
British Land Company Plc
20,000
104,200
285,195
19,049
136,187
43,400
188,094
468,117
34,875
53,933
12,000
5,475
16,000
14,200
79,684
81,000
27,300
173,882
86,488
304,337
678,487
8,528,151
198,019
1,981,973
403,350
2,076,758
2,845,165
466,203
283,186
185,893
21,022
173,260
184,924
481,138
499,117
298,040
900,695
1,439,266
7
SHARES
Brixton Estate Plc
Cable & Wireless Plc
Carnival Plc
CGU Plc
COLT Telecom Group Plc*
Corus Group Plc
De Vere Group
Derwent Valley Holdings Plc
Dixons Group Plc
DS Smith Plc
32,600
265,242
16,336
334,679
220,000
529,066
11,910
7,337
181,798
56,526
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VALUE
225,106
671,127
847,204
3,686,329
233,561
482,107
125,915
169,546
484,119
151,276
easyJet Plc*
FKI Plc
Friends Provident Plc
George Wimpey Plc
GKN Plc
Great Portland Estates Plc
Great Universal Stores Plc
Greene King Plc*
Hammerson Plc
Hanson Plc
HBOS Plc
Hilton Group Plc
InterContinental Hotels Group Plc
International Power Plc
iSOFT Group Plc
ITV Plc
J Sainsbury Plc
Kingfisher Plc
Land Securities Group Plc
Liberty International Plc
London Merchant Securities Plc
Marks & Spencer Group Plc
Mersey Docks & Harbour Co.
MFI Furniture Group Plc
Millennium & Copthorne Hotels Plc
Mitchells & Butlers Plc
National Express Group Plc
Northern Foods Plc
Northern Rock Plc
O2 Plc
Pearson Plc
Peninsular and Oriental Steam Navigation Co.
Persimmon Plc
Pilkington Plc
Premier Oil Plc*
Rank Group Plc
Rolls-Royce Group Plc
Royal & Sun Alliance Insurance Group Plc
Royal Bank of Scotland Group Plc
Schroders Plc
Scottish & Newcastle Plc
Scottish Power Plc
Shire Pharmaceuticals Group Plc
Signet Group Plc
Slough Estates Plc
Somerfield Plc
Stagecoach Group Plc
Stanley Leisure Plc*
Tate & Lyle Plc
Taylor Woodrow Plc
The Berkeley Group Holdings Plc*
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57,000
54,999
305,567
53,052
97,483
23,720
10,651
20,826
40,357
121,903
356,773
271,793
74,220
242,763
19,043
653,428
280,691
300,147
79,004
48,304
35,866
140,715
11,402
57,120
42,008
69,152
13,000
10,000
5,000
1,382,851
109,023
110,376
38,670
159,945
11,224
27,850
241,726
439,617
139,315
28,000
141,113
281,037
72,010
509
61,006
72,662
67,345
9,984
38,223
87,449
18,840
294,499
108,506
1,011,054
401,765
508,404
162,949
161,038
235,653
665,163
1,269,367
5,387,928
1,512,464
941,600
1,067,420
145,561
1,306,479
1,388,151
1,147,134
2,067,491
850,418
143,423
933,057
197,914
109,912
275,017
446,911
193,219
27,028
73,872
3,859,855
1,271,247
652,300
587,067
393,379
149,743
147,094
1,597,498
754,523
3,966,251
457,779
1,157,916
2,841,882
878,523
923
574,802
253,922
133,162
119,332
307,217
501,720
289,686
Trinity Mirror Plc
Uniq Plc
Vodafone Group Plc
Westbury Plc
Whitbread Plc
William Morrison Supermarkets Plc
Wilson Bowden Plc
Wolverhampton & Dudley Breweries Plc
Woolworths Group Plc
WPP Group Plc
Xstrata
42,590
2,050
7,704,099
16,666
39,679
41,550
13,000
9,700
191,054
109,504
64,339
452,529
4,679
20,106,670
127,392
666,626
130,679
268,206
203,040
113,247
1,117,975
1,672,331
97,817,866
TOTAL COMMON STOCKS
(Identified Cost $326,517,307)
457,911,826
FACE
AMOUNT
RIGHTS - 0.0%
Norway - 0.0%
Norske Skogindustrier ASA, Zero Coupon Bond, 10/13/05expires 10/13/05*
$
23,200
$
TOTAL RIGHTS
(Identified Cost $0)
40,811
40,811
SHARES
SHORT-TERM INVESTMENTS - 0.6%
United States - 0.6%
SSgA Government Money Market Fund
SSgA Money Market Fund
1
2,750,001
1
2,750,001
2,750,002
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $2,750,002)
Total Investments - 99.1%
(Identified Cost $329,267,309)#
Cash and Other Assets, Less Liabilities — 0.9%
Net Assets — 100%
2,750,002
460,702,639
4,112,304
$
464,815,304
8
*
Non-income producing security
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized appreciation
aggregated $131,435,330 of which $132,598,244 related to appreciated investment securities and $1,162,914 related to depreciated
investment securities.
(a)
Bankrupt/delisted security.
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(b)
Securities were valued at fair value. Total market value of such investments amounted to $298,111, which represents 0.064% of net
assets.
SA International HBtM Fund
Ten Largest Industry Holdings September 30, 2005
(As a percentage of Net Assets):
Industry
Percentage
14.0%
10.1%
Banks/Savings & Loans
Financial Services
Insurance
9.7%
7.1%
Telecommunications
Building & Construction
5.5%
4.1%
Diversified Operations
Auto & Related
3.8%
3.4%
Electronics
Oil & Gas
3.1%
2.5%
Metals & Mining
63.3%
9
SA International Small Company Fund
PORTFOLIO OF INVESTMENTS — AS OF SEPTEMBER 30, 2005 (Unaudited)
SHARES
VALUE
MUTUAL FUNDS - 99.9%
Other - 99.9%
DFA International Small Company Portfolio
10,043,518
$
TOTAL MUTUAL FUNDS
(Identified Cost $101,022,662)
162,704,998
162,704,998
SHORT-TERM INVESTMENTS - 0.0%
Other - 0.0%
SSgA Government Money Market Fund
SSgA Money Market Fund
2
1
2
1
TOTAL SHORT-TERM INVESTMENTS
(Identified Cost $3)
3
Total Investments - 99.9%
(Identified Cost $101,022,665)#
Liabilities, Less Cash and Other Assets — 0.1%
Net Assets — 100%
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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162,705,001
147,956
$
162,852,957
1
#
At September 30, 2005, the aggregate cost of investment securities for income tax purposes was identical. Net unrealized appreciation
aggregated $61,682,336 , which related solely to appreciated investment securities.
2
DFA INVESTMENT DIMENSIONS GROUP INC.
SCHEDULE OF INVESTMENTS
INTERNATIONAL SMALL COMPANY PORTFOLIO
September 30, 2005
(Unaudited)
Value†
INVESTMENT COMPANIES (99.9%)
Investment in The Continental Small Company Series
of The DFA Investment Trust Company (34.3%)
(Cost $625,577,820)
Investment in The Japanese Small Company Series
of The DFA Investment Trust Company (32.4%)
(Cost $671,778,322)
Investment in The United Kingdom Small Company Series
of The DFA Investment Trust Company (20.3%)
(Cost $441,168,772)
Investment in The Asia Pacific Small Company Series
of The DFA Investment Trust Company (12.9%)
(Cost $284,040,993)
$
926,676,656
875,753,613
548,179,753
347,260,720
TOTAL INVESTMENT COMPANIES
(Cost $2,022,565,907)
2,697,870,742
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS (0.1%)
Repurchase Agreement, PNC Capital Markets, Inc. 3.61%, 10/03/05
(Collateralized by $1,161,000 FNMA Note 2.95%, 11/14/07,
valued at $1,171,159) to be repurchased at $1,153,347
(Cost $1,153,000)
TOTAL INVESTMENTS (100%) (Cost $2,023,718,907)††
†
††
See Security Valuation Note.
The cost for federal income tax purposes is $2,024,264,006.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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$
1,153
1,153,000
$ 2,699,023,742
Organizational Note
DFA Investment Dimensions Group Inc. (the “Fund”) is an open-end management investment company registered under the Investment
Company Act of 1940. The Fund consists of thirty-seven portfolios, of which, International Small Company Portfolio (the “Portfolio”) is
included in this document. The Fund’s investment advisor is Dimensional Fund Advisors Inc. The Portfolio is a “Fund-of-Funds”, which
invests in four series (the “master funds”) of The DFA Investment Company, which is also advised by Dimensional Fund Advisors Inc. The
Schedules of Investments for the Master Funds have been included in this document.
Security Valuation Note
The International Small Company Portfolio invests in the four master funds indicated on its Schedule of Investments. Its investments reflect
its proportionate interest in the net assets of the corresponding Master Funds.
THE JAPANESE SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
September 30, 2005
(Unaudited)
Shares
JAPAN — (77.2%)
COMMON STOCKS — (77.2%)
Industrials — (22.2%)
# * A&A Material Corp.
# Advan Co., Ltd.
ADVANEX, Inc.
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.
Amatsuji Steel Ball Manufacturing Co., Ltd.
Ando Corp.
Anest Iwata Corp.
* Arai-Gumi, Ltd.
Asahi Diamond Industrial Co., Ltd.
Asahi Kogyosha Co., Ltd.
Asahi Pretec Corp.
* Asahi Tec Corp.
Asanuma Corp.
# Asia Air Survey Co., Ltd.
Asia Securities Printing Co., Ltd.
Asunaro Construction, Ltd.
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164,000
62,300
78,000
181,000
186,800
113,000
120,970
12,100
40,100
14,000
17,050
184,000
42,000
206,000
100,000
34,450
178,000
78,000
54,600
118,000
162,000
17,000
44,000
116,000
Value †
$
351,057
886,315
320,877
2,275,255
1,186,424
721,679
640,442
119,060
851,313
98,044
198,256
2,852,713
547,569
635,130
383,192
67,977
1,387,685
341,490
1,077,378
264,024
352,484
85,210
570,930
827,696
#
*
#
#
#
#
Ataka Construction & Engineering Co., Ltd.
Bando Chemical Industries, Ltd.
Biken Techno Corp.
BSL Corp.
Bunka Shutter Co., Ltd.
Cats, Inc.
Central Security Patrols Co., Ltd.
Chugai Ro Co., Ltd.
Chuo Denki Kogyo Co., Ltd.
CKD Corp.
Commuture Corp.
Cosel Co., Ltd.
CTI Engineering Co., Ltd.
Dai-Dan Co., Ltd.
Daifuku Co., Ltd.
Daihen Corp.
Daiho Corp.
Dai-Ichi Jitsugyo Co., Ltd.
44,000
244,000
4,200
475,354
171,000
15,400
31,400
201,000
54,000
152,000
112,202
49,900
38,200
102,000
179,000
328,000
125,000
119,000
193,798
1,130,585
34,408
992,415
1,075,529
407
252,539
658,668
314,429
1,372,445
984,436
1,415,416
343,235
716,121
2,428,295
1,305,990
320,428
551,392
100,000
62,900
151,500
119,000
62,000
42,584
66,000
1,600
69,800
128,000
407,200
17,000
36,510
224,000
59,000
96,000
20,000
1,006,000
33,000
57,000
32,000
60,000
534,000
152,500
96,000
41,000
27,000
13,000
285,000
1,045,631
991,816
174,828
650,978
225,564
579,566
823,837
65,680
1,660,148
413,813
753,277
40,733
353,457
1,252,995
741,138
593,658
315,011
2,188,883
448,837
184,778
78,365
120,507
2,253,224
397,639
926,004
502,748
122,252
46,379
1,619,318
1
*
#
#
#
#*
#*
*
*
#
#*
*
*
#
Daimei Telecom Engineering Corp.
Daiseki Co., Ltd.
Daisue Construction Co., Ltd.
Daiwa Industries, Ltd.
Danto Corp.
Densei-Lambda KK
Denyo Co., Ltd.
DMW Corp.
Eneserve Corp.
Enshu, Ltd.
Fudo Construction Co., Ltd.
Fuji Electric Construction Co., Ltd.
Fujita Corp.
Fujitec Co., Ltd.
Fujitsu Devices, Inc.
Fukuda Corp.
Fukusima Industries Corp.
Furukawa Co., Ltd.
Furusato Industries, Ltd.
Hakuyosha Co., Ltd.
Haltec Corp.
Hamai Co., Ltd.
Hanwa Co., Ltd.
Hazama Corp.
Hibiya Engineering, Ltd.
Hisaka Works, Ltd.
Hitachi Kiden Kogyo, Ltd.
Hitachi Metals Techno, Ltd.
Hitachi Plant Engineering & Construction Co., Ltd.
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#*
#*
#*
*
*
#
#*
#
#
#*
#
*
#
Hitachi Tool Engineering, Ltd.
Hitachi Transport System, Ltd.
Hitachi Zosen Corp.
Hokuriku Electrical Construction Co., Ltd.
Hosokawa Micron Corp.
Howa Machinery, Ltd.
Ichiken Co., Ltd.
Iino Kaiun Kaisha, Ltd.
i-Logistics Corp.
Inaba Denki Sangyo Co., Ltd.
Inabata and Co., Ltd., Osaka
Inoue Kogyo Co., Ltd.
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.
Japan Airport Terminal Co., Ltd.
Japan Bridge Corp.
Japan Cash Machine Co., Ltd.
65,000
100,000
1,307,500
36,000
78,000
235,000
48,000
283,000
91,000
64,000
141,000
92,000
68,000
546,000
75,000
18,000
30,000
116,000
183,000
636,000
127,000
31,200
49,000
143,700
31,000
76,115
1,143,455
889,711
2,326,594
130,021
621,829
443,006
99,366
1,951,982
320,648
2,074,700
1,352,616
89,147
310,289
1,659,355
137,421
53,118
100,423
844,045
612,579
2,078,541
1,985,773
544,186
339,271
1,392,442
44,785
1,555,557
62,000
50,300
339,000
51,000
44,000
846,000
925,000
164,000
615,000
313,800
89,000
70,000
134,000
66,000
1,035,500
60,000
87,000
109,000
48,600
102,000
73,100
344,626
536,143
1,164,641
135,227
262,016
3,144,926
1,914,861
810,465
3,104,255
1,252,215
1,080,356
437,808
698,802
414,535
1,806,105
123,679
1,423,177
401,357
36,818
294,715
428,220
2
#
#
#*
#
#*
#*
#*
#*
#
*
Japan Foundation Engineering Co., Ltd.
Japan Maintenance Co., Ltd.
Japan Pulp and Paper Co., Ltd.
Japan Servo Co., Ltd.
Japan Steel Tower Co., Ltd.
Japan Steel Works, Ltd.
Japan Storage Battery Co., Ltd.
Japan Transcity Corp.
JFE Shoji Holdings, Inc.
Kamagai Gumi Co., Ltd.
Kamei Corp.
Kanaden Corp.
Kanagawa Chuo Kotsu Co., Ltd.
Kanamoto Co., Ltd.
Kanematsu Corp.
Kanematsu-NNK Corp.
Katakura Industries Co., Ltd.
Kato Works Co., Ltd.
Katsumura Construction Co., Ltd.
Kawada Industries, Inc.
Kawasho Gecoss Corp.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#
#*
#*
#
*
#
#
*
#
#
*
#
Keihin Co., Ltd.
Kimmon Manufacturing Co., Ltd.
Kimura Chemical Plants Co., Ltd.
Kinki Sharyo Co., Ltd., Nagaokakyo
Kinsho Corp.
Kintetsu World Express, Inc.
Kioritz Corp.
Kitagawa Iron Works Co., Ltd.
Kitano Construction Corp.
Kitazawa Sangyo Co., Ltd.
Kitz Corp.
Kodensha Co., Ltd.
Koike Sanso Kogyo Co., Ltd.
Koito Industries, Ltd.
Kokusai Kogyo Co., Ltd.
Komai Tekko, Inc.
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.
Maezawa Industries, Inc.
Maezawa Kaisei Industries Co., Ltd.
Makino Milling Machine Co., Ltd.
Marubeni Construction Material Lease Co., Ltd.
178,000
76,000
27,000
150,000
21,000
85,700
143,000
203,000
162,000
17,500
306,000
14,000
104,000
92,000
88,000
74,000
30,000
55,700
81,900
240,000
44,000
63,000
67,400
136,000
201,000
200,000
24,300
99,000
358,000
239,000
46,300
37,300
232,000
54,000
566,050
204,193
115,354
603,858
78,805
1,501,562
449,709
464,940
486,628
53,647
1,792,548
49,331
341,720
421,424
419,380
226,850
253,171
437,180
1,446,525
1,073,996
147,674
263,610
705,349
464,834
1,926,427
1,409,443
90,547
192,733
2,421,987
1,797,974
393,175
637,110
1,878,154
150,793
44,000
108,000
205,000
53,000
61,600
37,000
139,000
626,050
90,000
58,000
29,000
22,000
119,000
148,837
482,347
718,728
675,106
309,302
69,424
1,574,648
1,759,249
122,093
218,675
152,511
184,109
618,481
3
#
*
#
#*
*
#*
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.
Meito Transportation Co., Ltd.
Meiwa Trading Co., Ltd.
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#*
#*
#*
#
*
#
#
*
#
*
#
*
#
#
Mirai Group Co., Ltd.
Mitsubishi Cable Industries, Ltd.
Mitsubishi Kakoki Kaisha, Ltd.
Mitsubishi Pencil Co., Ltd.
Mitsuboshi Belting, Ltd.
Mitsui Matsushima Co., Ltd.
Mitsui-Soko Co., Ltd.
Mitsumura Printing Co., Ltd.
Miura Co., Ltd.
Miura Printing Corp.
Miyaji Engineering Group
Mori Denki Mfg. Co., Ltd.
Mori Seiki Co., Ltd.
Morita Corp.
Moshi Moshi Hotline, Inc.
Mystar Engineering Corp.
Nabtesco Corp.
NAC Co., Ltd.
Nachi-Fujikoshi Corp.
Nakano Corp.
NEC System Integration & Construction, Ltd.
Nichias Corp.
Nichiban Co., Ltd.
Nichiha Corp.
Nichireki Co., Ltd.
Nihon Spindle Manufacturing Co., Ltd.
Nikkiso Co., Ltd.
Nikko Co., Ltd., Akashi
Nippei Toyama Corp.
Nippo Corp.
Nippon Carbon Co., Ltd.
Nippon Chutetsukan KK
Nippon Conveyor Co., Ltd.
Nippon Densetsu Kogyo Co., Ltd.
Nippon Denwa Shisetu 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 Road Co., Ltd.
Nippon Seisen Co., Ltd.
49,000
417,000
149,000
77,000
213,000
117,000
339,000
73,000
106,100
19,000
148,000
326,000
191,400
100,000
14,400
15,600
309,000
25,100
604,000
49,000
108,500
320,000
75,000
92,480
65,000
56,000
169,000
66,000
118,000
291,000
299,000
44,000
100,000
162,000
144,000
60,000
175
49,300
190,000
193,000
208,000
57,000
115,248
808,140
413,451
738,663
1,259,012
245,296
1,433,404
401,268
2,467,442
70,631
314,200
212,509
2,577,965
546,159
1,371,247
87,949
2,702,933
395,559
2,607,118
125,176
1,102,013
1,919,662
281,448
1,481,049
230,180
129,739
1,056,994
222,674
650,705
2,137,896
653,206
101,163
153,277
1,131,660
575,899
220,402
243,569
1,105,255
636,011
2,300,291
514,870
260,095
365,000
157,000
185,000
44,000
71,000
906,712
1,040,028
1,393,367
134,496
331,483
4
#
#
Nippon Sharyo, Ltd.
Nippon Signal Co., Ltd.
Nippon Thompson Co., Ltd.
Nippon Tungsten Co., Ltd.
Nippon Yusoki Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
#
#
*
*
#
#
*
*
*
#
*
#*
#
#*
#*
#
Nishimatsu Construction Co., Ltd.
Nishishiba Electric Co., Ltd.
Nissan Diesel Motor Co., Ltd.
Nissei Corp.
Nissei Plastic Industrial Co., Ltd.
Nissha Printing Co., Ltd.
Nisshin Fudosan Co., Ltd.
Nissho Iwai-Nichmen Holdings Corp.
Nissin Corp.
Nissin Electric Co., Ltd.
Nitchitsu Co., Ltd.
Nitta Corp.
Nittan Co., Ltd.
Nitto Boseki Co., Ltd.
Nitto Electric Works, Ltd.
Nitto Kohki Co., Ltd.
Nitto Seiko Co., Ltd.
Nittoc Construction Co., Ltd.
Nittyu Co., Ltd.
Nomura Co., Ltd.
Noritz Corp.
Obayashi Road Corp.
Odakyu Construction Co., Ltd.
Ohmori Co., Ltd.
Oiles Corp.
Okabe Co., Ltd.
Okabe Co., Ltd. Issue 05 When Issued
Okamoto Machine Tool Works, Ltd.
Okamura Corp.
Oki Electric Cable Co., Ltd.
OKK Corp.
Okuma and Howa Machinery, Ltd.
Okuma Corp.
O-M, Ltd.
Onoken Co., Ltd.
Organo Corp.
Oriental Construction Co., Ltd.
Original Engineering Consultants Co., Ltd.
Oyo Corp.
P.S. Mitsubishi Construction Co., Ltd.
Pasco Corp.
Pasona, Inc.
Patlite Corp.
Penta-Ocean Construction Co., Ltd.
PIA Corp.
Pilot Corp.
Raito Kogyo Co., Ltd.
Rasa Industries, Ltd.
Rheon Automatic Machinery Co., Ltd.
Riken Electric Wire Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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238,000
28,000
64,000
65,700
46,000
115,000
40,600
195,000
248,000
264,000
14,000
72,900
23,000
651,000
108,400
53,300
80,000
61,000
7,437
138,000
131,800
65,000
29,000
18,400
59,160
46,000
46,000
101,000
290,000
76,000
138,000
96,000
303,000
46,000
42,000
140,000
51,900
9,000
70,500
58,300
180,500
850
21,340
1,067,000
17,200
91
138,100
146,000
40,000
20,000
995,860
68,569
332,065
752,378
434,796
2,340,116
509,646
1,111,390
793,023
1,053,488
36,135
1,030,695
84,285
1,588,504
1,572,717
1,101,026
280,479
135,950
1,133,369
624,841
2,223,370
171,203
81,492
15,236
1,196,020
207,065
198,150
366,561
2,306,818
267,794
384,144
460,888
2,706,501
127,237
677,061
759,690
264,255
40,433
786,232
243,944
483,369
1,722,163
438,944
1,898,643
306,061
408,827
594,881
442,424
142,001
43,869
5
#*
#*
#
*
#
#
#*
*
#
*
#
#
#
#
#
#
*
#
#
#
Ryobi, Ltd.
Saeki Kensetsu Kogyo Co., Ltd.
Sailor Pen Co., Ltd.
Sakai Heavy Industries, Ltd.
Sakurada Co., Ltd.
Sanix, Inc.
Sanki Engineering Co., Ltd.
Sanko Metal Industrial Co., Ltd., Tokyo
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., Gumma
Sato Corp.
Sato Shoji Corp.
Sawafugji 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.
Shinsho Corp.
Shinwa Kaiun Kaisha, Ltd.
Shiraishi Corp.
Sho-Bond Corp.
Shoko Co., Ltd.
Showa Electric Wire & Cable Co., Ltd., Kawasaki
Showa Mining Co., Ltd.
Sintokogio, Ltd., Nagoya
Soda Nikka Co., Ltd.
Sodick Co., Ltd.
Space Co., Ltd.
Subaru Enterprise Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
447,000
114,000
74,000
96,000
83,000
86,800
186,000
54,000
812,000
730,000
5,400
144,000
48,000
72,000
362,000
130,000
78,400
52,000
31,000
29,200
32,500
46,000
179,000
86,000
112,000
279,000
21,300
120,000
170,000
66,800
92,300
52,680
109,000
340,000
117,000
311,000
219,000
359,000
25,000
69,300
234,000
512,000
88,000
132,000
35,000
112,000
33,180
36,000
2,575,211
166,702
157,752
313,742
130,144
561,998
1,744,979
123,679
2,181,642
2,745,860
59,984
672,304
317,125
204,863
749,383
179,792
1,812,896
639,006
94,486
632,770
1,096,503
291,350
428,894
111,364
890,909
995,375
329,294
929,175
560,078
621,984
2,325,388
383,313
400,396
964,412
628,700
1,906,765
742,733
1,141,640
54,836
733,779
484,408
780,268
259,690
1,205,814
152,616
1,547,992
393,706
120,507
*
#*
#
Sugimoto & Co., Ltd.
Sumitomo Coal Mining Co., Ltd.
Sumitomo Densetsu Co., Ltd.
Sumitomo Mitsui Construction Co., Ltd.
Sumitomo Precision Products Co., Ltd., Amagasaki City
Sumitomo Warehouse Co., Ltd.
Sun Wave Corp.
20,500
281,500
69,800
151,560
109,000
311,000
96,000
283,157
391,799
273,002
1,052,055
551,145
1,906,765
310,359
335,000
97,000
180,000
90,000
57,400
97,000
185,000
44,000
50,300
34,400
250,000
23,550
252,000
203,000
90,000
50,000
227,000
26,000
137,000
579,000
176,000
38,200
393,000
37,000
64,000
511,000
110,000
351,500
39,000
84,000
242,000
42,000
32,000
29,000
205,000
72,000
19,000
77,000
193,000
165,200
2,617,556
696,397
697,674
153,805
646,205
1,550,018
431,862
277,519
2,104,695
630,303
594,609
241,060
1,522,833
1,525,361
229,915
330,338
1,793,684
123,679
427,220
0
432,558
302,854
775,476
326,586
222,128
1,003,814
401,163
498,516
917,283
302,643
1,112,791
336,681
124,031
71,018
424,375
303,805
234,320
575,872
574,648
2,335,677
6
#
*
*
#
#*
#
#
#*
*
#
Tadano, Ltd.
Taihei Dengyo Kaisha, Ltd.
Taihei Kogyo Co., Ltd.
Taiheiyo Kouhatsu, Inc.
Taiho Kogyo Co., Ltd.
Taikisha, Ltd.
Taisei Rotec Corp.
Takada Kiko Co., Ltd.
Takamatsu Corp.
Takano Co., Ltd.
Takaoka Electric Manufacturing Co., Ltd., Tokyo
Takara Printing Co., Ltd.
Takara Standard Co., Ltd.
Takasago Thermal Engineering Co., Ltd.
Takashima & Co., Ltd.
Takigami Steel Construction Co., Ltd.
Takuma Co., Ltd.
Tanseisha Co., Ltd.
Tatsuta Electric Wire & Cable Co., Ltd.
TC Properties Co., Ltd.
TCM Corp.
Techno Ryowa, Ltd.
Tekken Corp.
Teraoka Seisakusho Co., Ltd.
Tetra Co., Ltd., Tokyo
Toa Corp.
Toa Doro Kogyo Co., Ltd.
Tobishima Corp.
Tocalo Co., Ltd.
Todentu Corp.
Toenec Corp.
Tohoku Telecommunications Construction Co., Ltd.
Tokai Konetsu Kogyo Co., Ltd.
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.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
#
*
#
#
*
Tokyo Sangyo Co., Ltd.
Toli Corp.
Tomoe Corp.
Tonami Transportation Co., Ltd.
Torishima Pump Manufacturing Co., Ltd., Osaka
Toshiba Machine Co., Ltd.
Toshiba Plant Kensetsu Co., Ltd.
Tosho Printing Co., Ltd.
Totetsu Kogyo Co., Ltd.
Toyo Bussan Co., Ltd.
Toyo Construction Co., Ltd.
Toyo Electric Co., Ltd.
Toyo Engineering Corp.
Toyo Shutter Co., Ltd.
Toyo Wharf & Warehouse Co., Ltd.
46,500
173,000
84,000
240,000
62,000
366,000
248,000
156,000
73,000
36,300
644,000
91,000
473,000
77,000
182,000
180,233
600,440
281,184
756,871
409,619
2,692,125
1,391,614
691,226
408,342
372,529
987,104
355,920
2,650,000
114,632
426,462
80,700
130,000
435,000
66,000
164,000
220,000
115,000
61,000
36,000
123,000
47,000
53,000
56,100
68,000
308,600
303,000
15,800
90,000
50,000
40,500
229,000
74,000
98,400
98,800
478,000
83,000
202,000
30,640
52,000
1,809,210
1,929,616
2,456,263
220,349
457,963
1,399,225
979,607
631,387
166,173
636,020
111,372
2,306,378
1,947,093
188,689
864,471
616,570
101,742
436,839
217,583
111,668
1,167,997
610,800
606,765
574,419
1,082,153
272,718
1,231,360
553,312
161,698
7
Trusco Nakayama Corp.
Tsubaki Nakashima Co., Ltd.
Tsubakimoto Chain Co.
Tsubakimoto Kogyo Co., Ltd.
Tsudakoma Corp.
Tsugami Corp.
# Tsukishima Kikai Co., Ltd.
Tsurumi Manufacturing Co., Ltd.
Tsuzuki Denki Co., Ltd.
Uchida Yoko Co., Ltd.
Ueki Corp.
UFJ Central Leasing Co., Ltd.
# Union Tool Co.
Utoc Corp.
# * Venture Link Co., Ltd.
# Wakachiku Construction Co., Ltd.
Weathernews, Inc.
# Yahagi Construction Co., Ltd.
# Yamato Corp.
Yamaura Corp.
Yamazen Co., Ltd.
Yasuda Warehouse Co., Ltd.
Yokogawa Bridge Corp.
Yondenko Corp.
* Yuasa Trading Co., Ltd.
Yuken Kogyo Co., Ltd.
Yurtec Corp.
Yushin Precision Equipment Co., Ltd.
* Z - Plus Holdings Co., Ltd.
Total Industrials
(Cost $272,014,300)
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305,225,122
Consumer Discretionary — (17.0%)
# ABILIT Corp.
Aeon Fantasy Co., Ltd.
# Ahresty Corp.
Aichi Machine Industry Co., Ltd.
Aigan Co., Ltd.
Aisan Industry Co., Ltd.
# Akebono Brake Industry Co., Ltd.
Akindo Sushiro Co., Ltd.
# Alpine Electronics, Inc.
# Anrakutei Co., Ltd.
AOI Advertising Promotion, Inc.
Aoki International Co., Ltd.
Araya Industrial Co., Ltd.
Ashimori Industry Co., Ltd.
Asics Trading Co., Ltd.
# * Atom Corp.
# Atsugi Co., Ltd.
Aucnet, Inc.
# Autoseven Co., Inc.
# Avex, Inc.
# Banpresto Co., Ltd.
Belluna Co., Ltd.
45,000
31,300
41,300
216,000
50,600
133,600
253,000
10,300
154,900
39,000
21,000
117,100
112,000
109,000
12,000
44,300
509,000
18,500
7,600
112,900
28,900
65,130
1,427,061
781,673
869,512
903,805
445,736
1,544,073
1,831,977
254,959
2,499,796
265,909
170,190
1,808,283
290,063
304,378
156,448
257,558
838,469
376,453
161,011
1,967,197
768,834
2,053,959
302,000
43,000
86,000
46,000
89,400
107,800
54,500
405,000
137,000
24,000
718,000
114,000
69,500
409,000
142,300
68,900
13,200
71,000
184
212,000
85,000
94,000
95,000
49,900
1,229,070
943,182
368,182
135,747
712,711
2,136,628
1,193,028
966,834
619,107
58,985
1,353,524
1,095,613
622,635
428,744
1,634,595
1,145,299
310,465
2,339,147
379,281
578,929
240,354
801,550
1,148,168
514,297
8
#
#*
*
#*
#*
#*
#
#*
#
*
#
#
#
#
Best Denki Co., Ltd.
Bookoff Corp.
Cabin Co., Ltd.
Catena Corp.
Cecile Co., Ltd.
Chiyoda Co., Ltd.
Chofu Seisakusho Co., Ltd.
Chori Co., Ltd.
Chuo Spring Co., Ltd., Nagoya
Chuo Woollen Mills, Ltd.
Clarion Co., Ltd.
Cleanup Corp.
Colowide Co., Ltd.
Columbia Music Entertainment, Inc.
Copal Co., Ltd.
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.
Daiki Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#*
*
#*
*
#
#
#*
#
#
#
#
*
#
#*
#*
#
Daikyo, Inc.
Dainichi Co., Ltd.
Daisyo Corp.
Daito Woolen Spinning & Weaving Co., Ltd., Tokyo
Daiwa Seiko, Inc.
Daiwabo Co., Ltd.
Descente, Ltd.
Dia Kensetsu Co., Ltd.
Doshisha Co., Ltd.
Doutor Coffee Co., Ltd.
Dynic Corp.
Eagle Industry Co., Ltd.
Econach Co., Ltd.
Eikoh, Inc.
Exedy Corp.
F.D.C. Products, Inc.
Fine Sinter Co., Ltd.
France Bed Holdings Co., Ltd.
Fuji Co.,Ltd.
Fuji Corp, Ltd.
Fuji Kiko Co., Ltd.
Fuji Kyuko Co., Ltd.
Fuji Spinning Co., Ltd., Tokyo
Fujikura Rubber, Ltd.
Fujita Kanko, Inc.
Fujitsu Business Systems, Ltd.
Fujitsu General, Ltd.
Furukawa Battery Co., Ltd.
Fuso Lexel, Inc.
Gakken Co., Ltd.
Genki Sushi Co., Ltd.
580,000
37,700
53,200
42,000
343,000
336,000
190,000
207,500
38,700
54,200
98,000
105,000
26,000
12,100
129,400
31,119
31,000
581,000
83,900
71,000
128,000
251,000
251,000
54,000
281,000
69,200
273,000
45,000
35,500
247,000
17,200
2,503,524
330,107
647,192
62,156
688,901
615,645
840,204
354,607
787,500
954,420
329,774
795,455
44,891
114,264
2,849,718
490,963
128,347
1,371,635
1,421,984
426,550
507,400
849,049
375,881
336,786
1,497,578
1,023,492
887,394
110,201
317,098
524,375
192,727
92,444
6,200
117,000
47,000
120,000
81,400
29,900
33,100
3,500
78,000
97,100
23,400
23,400
63,000
202,000
23,500
2,345,302
39,924
390,618
376,348
276,956
1,785,465
661,108
535,047
17,297
511,892
1,147,032
247,151
38,753
260,280
526,709
183,206
9
#*
*
*
#
#*
#
#
#
Gigas K’s Denki Corp.
Global-Dining, Inc.
Goldwin, Inc.
Gourmet Kineya Co., Ltd.
GSI Creos Corp.
H.I.S. Co., Ltd.
Happinet Corp.
Haruyama Trading Co., Ltd.
Himaraya Co., Ltd.
Hitachi Powdered Metal Co., Ltd.
Homac Corp.
Horipro, Inc.
Ichida and Co., Ltd.
Ichikawa Co., Ltd.
Ichikoh Industries, Ltd.
Imasen Electric Industrial Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#*
*
*
*
#*
#*
#
#
#
#
*
#
*
#*
#
#
#
#
#
#
#
Impact 21 Co., Ltd.
Impress Corp.
Inaba Seisa Kusho Co., Ltd.
Ishizuka Glass Co., Ltd.
Izuhakone Railway Co., Ltd.
Izutsuya Co., Ltd.
Jac Holdings Co., Ltd.
Janome Sewing Machine Co., Ltd.
Japan General Estate Co., Ltd.
Japan Kenzai Co., Ltd.
Japan Vilene Co., Ltd.
Japan Wool Textile Co., Ltd.
Jeans Mate Corp.
Joban Kosan Co., Ltd.
Joint Corp.
Joshin Denki Co., Ltd.
Juel Verite Ohkubo Co., Ltd
Juki Corp.
Jyomo Co., Ltd.
Kabuki-Za Co., Ltd.
Kadokawa Holdings, Inc.
Kahma Co., Ltd.
Kanto Auto Works, Ltd., Yokosuka
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.
Kisoji Co., Ltd.
Koekisha Co., Ltd.
Kohnan Shoji Co., Ltd.
Kojima Co., Ltd.
Komatsu Seiren Co., Ltd.
48,900
771
43,400
81,000
300
245,000
255,600
376,000
61,800
60,240
164,000
224,000
19,240
193,000
47,500
147,000
24,000
287,000
48,000
28,000
64,200
79,900
180,600
79,000
96,300
144,000
175,000
563,000
22,100
139,900
55,000
945,000
196,000
139,000
52,600
9,600
58,900
94,000
91,000
1,195,362
441,464
735,185
286,839
14,271
394,952
351,247
566,385
810,063
421,871
1,001,163
1,781,818
232,195
358,730
2,213,487
778,251
80,338
1,592,759
124,736
1,117,336
2,137,738
1,664,583
2,400,682
320,120
1,583,792
310,782
379,228
2,335,914
284,232
637,141
1,051,357
1,873,018
604,299
325,705
858,596
202,960
863,887
1,068,182
460,932
49,300
71,900
642,000
14,000
33,700
22,300
224
38,800
732,204
1,153,998
1,787,104
59,690
352,674
581,466
741,931
299,408
10
#
*
#
#
Konaka Co., Ltd.
Konami Sports Corp.
Kurabo Industries, Ltd.
Kuroganeya Co., Ltd.
Kyokuto Co., Ltd. Issue 05 When Issued
Kyoritsu Maintenance Co., Ltd.
Kyoto Kimono Yuzen Co., Ltd.
Kyowa Leather Cloth Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
*
#*
#*
#*
#
#
#
#
#
#
#*
#
*
#*
#
*
#
#*
#
#
*
*
Laox Co., Ltd.
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.
Maruzen Co., Ltd.
Maruzen Co., Ltd. - General Commercial Kitchen Appliances & Equipment
Matsuya Co., Ltd.
Matsuya Foods Co., Ltd.
Matsuzakaya Co., Ltd.
Meiwa Industry Co., Ltd.
Misawa Resort Co., Ltd.
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 Co., Ltd.
Nichimo Corp.
Nidec Tosok Corp.
Nihon Eslead Corp.
Nihon Kentetsu Co., Ltd.
Nihon Tokushu Toryo Co., 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.
Nissen Co., Ltd.
Nissin Kogyo Co., Ltd.
Nittan Valve Co., Ltd.
Nitto Seimo Co., Ltd.
Noritake Co., Ltd.
Noritsu Koki Co., Ltd.
Omikenshi Co., Ltd.
Orient Watch Co., Ltd.
Pacific Industrial Co., Ltd.
11
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
144,000
72,000
39,200
61,000
58,000
10,700
53,200
117
72,000
263,000
33,000
135,000
47,700
445,077
15,000
113,000
104,690
158,000
73,000
321,000
79,000
73,900
46,600
161,000
2,700
295,000
54,000
280,000
31,700
34,248
27,000
44,000
12,200
56,000
168,000
36,200
150,000
89,700
134,600
54,600
58,000
32,000
404,000
83,100
122,000
12,000
116,000
438,901
218,182
709,619
83,289
131,307
92,748
1,630,867
127,801
196,617
528,224
239,826
1,771,934
899,207
2,717,040
68,710
426,039
1,161,070
885,201
322,815
1,611,786
1,139,905
295,548
225,775
216,993
572,965
1,075,846
151,744
411,910
381,450
799,482
82,056
296,512
62,655
299,436
478,013
1,074,648
2,642,706
3,255,497
1,754,827
2,087,421
546,688
81,748
1,928,894
1,515,301
204,193
4,334
685,659
#
#
*
#
#
#
#
#*
#
*
#
#
*
*
#*
#
*
*
*
*
PanaHome Corp.
Parco Co., Ltd.
Pentax Corp.
Piolax, Inc.
Press Kogyo Co., Ltd.
Renown D’urban Holdings, Inc.
Resorttrust, Inc.
Rhythm Watch Co., Ltd.
Right On Co., Ltd.
Riken Corp.
Ringer Hut Co., Ltd.
Roland Corp.
Royal Co., Ltd.
Sagami Chain Co., Ltd.
Sagami Co., Ltd.
Sagami Rubber Industries Co., Ltd.
Saint Marc 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.
Sanyo Shokai, Ltd.
Seiko Corp.
Seiren Co., Ltd.
Senshukai Co., Ltd.
Shaddy Co., Ltd.
Shikibo, Ltd.
Shinyei Kaisha
Shiroki Co., Ltd.
Shobunsha Publications, Inc.
Shochiku Co., Ltd.
Showa Aircraft Industry Co., Ltd.
Showa Corp.
Showa Rubber Co., Ltd.
Silver Ox, Inc.
Silver Seiko, Ltd.
Simree Co., Ltd.
SK Japan Co., Ltd.
SNT Corp.
Sofmap Co., Ltd.
Sotoh Co., Ltd.
SPK Corp.
Suminoe Textile Co., Ltd.
Suzutan Co., Ltd.
SXL Corp.
Tachikawa Corp.
Tachi-S Co., Ltd.
Taka-Q Co., Ltd.
408,000
209,000
315,000
27,300
309,000
93,800
95,640
344,000
76,625
271,000
46,400
64,400
107,000
48,000
66,000
15,000
26,100
123,600
124,000
346,000
35,400
132,000
85,000
197,800
349,000
298,407
155,000
119,000
49,000
291,000
80,000
196,000
42,800
277,000
79,000
39,500
156,000
30,000
457,000
24,900
8,250
58,300
9,300
12,000
7,800
159,000
13,200
129,000
43,800
78,840
34,500
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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2,483,510
1,680,911
1,401,295
549,511
1,292,944
1,098,961
2,670,708
693,939
2,807,963
1,754,625
500,296
1,256,572
1,312,993
404,228
237,209
49,947
1,239,244
1,420,877
264,341
1,572,727
1,418,869
783,721
613,989
1,913,182
2,480,999
1,440,513
1,855,576
1,331,307
504,158
504,995
298,097
531,783
693,728
1,854,475
849,013
571,692
136,047
74,524
289,852
161,218
61,483
324,574
43,420
185,412
122,648
410,386
80,116
175,000
300,951
820,208
102,114
#*
#
*
Takara Co., Ltd.
Tasaki Shinju Co., Ltd.
Taya Co., Ltd.
TDF Corp.
224,000
70,000
5,000
11,000
684,708
304,616
38,804
45,736
57,800
85,000
62,000
37,000
79,600
40,000
140,000
373,000
24,000
49,600
80,000
618,000
47,000
314,000
97,000
34,000
742,000
63,000
48,600
48,600
136,000
59,000
35,000
67,540
186,000
541,000
44,000
50,400
1,244,000
54,000
18,900
97,700
69,000
28,500
57
273,000
43,000
49,200
112,000
209,000
41,000
45,000
81,000
608,448
914,244
275,264
159,708
1,409,408
256,519
182,523
2,142,319
68,922
563,199
220,578
315,751
99,780
1,726,004
561,390
148,855
2,013,178
342,970
406,712
410,994
1,172,868
275,458
101,744
1,380,310
961,786
2,845,111
98,837
1,549,471
2,082,100
518,499
312,003
1,411,452
152,563
1,134,778
142,600
557,928
301,136
468,076
894,856
1,447,093
426,180
421,379
1,138,795
12
#
*
*
#
*
*
#
#
*
#*
#
#
#
#
*
#
#
Tecmo, Ltd.
Teikoku Piston Ring Co., Ltd.
Teikoku Sen-I Co., Ltd.
Ten Allied Co., Ltd.
Tenma Corp.
Tigers Polymer Corp.
Toabo Corp.
Toei Co., Ltd.
Tohoku Misawa Homes Co., Ltd.
Tohoku Pioneer Corp.
Tohto Suisan Co., Ltd.
Tokai Kanko Co., Ltd.
Tokai Senko KK, Nagoya
Tokyo Dome Corp.
Tokyo Nissan Auto Sales Co., Ltd.
Tokyo Soir Co., Ltd.
Tokyotokeiba Co., Ltd.
Tokyu Recreation Corp.
Tomy Co., Ltd.
Tomy Co., Ltd. Warrants
Topre Corp.
Tosco Co., Ltd.
Totenko Co., Ltd.
Touei Housing Corp.
Toyo Radiator Co., Ltd.
Toyo Tire & Rubber Co., Ltd.
Tsukamoto Co., Ltd.
Tsutsumi Jewelry Co., Ltd.
Unitika, Ltd.
U-Shin, 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.
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Yoshinoya D&C Co., Ltd.
Yuasa Funashoku Co., Ltd.
# Zenrin Co., Ltd.
# Zensho Co., Ltd.
* Zensho Co., Ltd. Issue 05 When Issued
Total Consumer Discretionary
(Cost $200,219,429)
50
112,000
95,900
69,500
69,500
74,436
337,421
2,103,515
1,122,212
1,122,212
232,842,089
Information Technology — (9.0%)
Aichi Tokei Denki Co., Ltd.
Aiphone Co., Ltd.
# Allied Telesis Holdings KK
94,000
51,900
200,200
313,830
870,486
1,359,709
26,900
332,000
24,900
20,000
22,400
139,400
8,000
52,200
71,000
108,070
148,100
89,000
118,000
38,100
27,400
11,600
34,200
40,000
183,000
125,400
31,500
3,100
56,800
34,000
53,100
260,000
58,000
59,000
56,200
241
39,000
54,900
22,700
111,400
258,000
629,136
1,792,777
432,548
50,740
208,372
2,658,571
89,006
575,708
2,070,208
2,075,340
1,630,770
312,033
1,958,351
415,166
288,434
141,117
994,186
658,210
1,325,106
872,674
1,046,115
2,334,831
1,851,304
68,288
1,450,053
563,425
490,486
334,188
602,001
471,300
73,177
865,671
155,973
2,232,514
2,545,455
13
#
*
#
#
#
#*
*
*
#*
*
#
Alpha Systems, Inc.
Anritsu Corp.
AOI Electronics Co., Ltd.
Apic Yamada Corp.
Argo 21 Corp.
Arisawa Manufacturing Co., Ltd.
Asti Corp.
CAC Corp.
Canon Electronics, Inc.
Canon Finetech, Inc.
Capcom Co., Ltd.
Chino Corp.
CMK Corp.
Computer Engineering & Consulting, Ltd.
Core Corp.
Cresco, Ltd.
Daikoku Denki Co., Ltd.
Daiwabo Information System Co., Ltd.
Denki Kogyo Co., Ltd.
Dodwell B.M.S., Ltd.
DTS Corp.
Eaccess, Ltd.
Eizo Nanao Corp.
Elna Co., Ltd.
Enplas Corp.
FDK Corp.
Foster Electric Co., Ltd.
Fujitsu Access, Ltd.
Fujitsu Fronttec, Ltd.
Future System Consulting Corp.
Graphtec Corp.
Hakuto Co., Ltd.
Hitachi Business Solution Co., Ltd.
Hitachi Information Systems, Ltd.
Hitachi Kokusai Electric, Inc.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#
#
#*
#
#
#*
#
Hitachi Mobile Co., Ltd.
Hitachi Systems & Services, Ltd.
Hochiki Corp.
Hokuriku Electric Industry Co., Ltd.
Horiba, Ltd.
Hosiden Corp.
Icom, Inc.
Idec Izumi Corp.
Ikegami Tsushinki Co., Ltd.
Ines Corp.
I-Net Corp.
Information Services International-Dentsu, Ltd.
Intec, Inc.
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 Information Processing Service Co., Ltd.
38,000
63,000
42,000
204,000
100,000
190,000
35,900
92,000
102,000
140,500
18,300
65,100
126,128
22,147
8,600
207,000
70,000
46,300
73,500
31,800
244,697
1,209,831
169,820
472,622
2,404,863
1,991,720
1,075,229
1,261,029
221,934
964,143
113,005
735,758
1,404,385
1,835,829
104,924
454,043
830,603
340,969
776,308
205,333
354,000
16,400
87
73,000
45,500
112
105,600
74,200
285
123,000
52,000
43,900
21,000
67,600
22,000
38,900
59,900
9,000
58,300
63,000
104,300
20,100
182,700
15,000
102,000
63,000
49,000
1,493,710
332,276
85,835
1,826,286
325,458
140,099
893,023
692,847
268,631
763,874
221,705
1,179,484
93,790
774,137
567,829
384,477
685,958
261,628
834,545
224,207
1,258,730
168,208
1,854,038
109,540
296,512
136,522
249,489
14
#*
#
#
#
#
*
*
Japan Radio Co., Ltd.
Jastec Co., Ltd.
Jiec Co., Ltd.
Kaga Electronics Co., Ltd.
Kanematsu Electronics, Ltd.
Kawatetsu Systems, Inc.
Koa Corp.
Komatsu Electronics Metals Co., Ltd.
Kubotek Corp.
Kyoden Co., Ltd.
Kyowa Electronic Instruments Co., Ltd.
Macnica, Inc.
Marubeni Infotec Corp.
Marubun Corp.
Maruwa Co., Ltd.
Maspro Denkoh Corp.
Megachips Corp.
Melco Holdings, Inc.
Mimasu Semiconductor Industry Co., Ltd.
Miroku Jyoho Service Co., Ltd.
Mitsui High-Tec, Inc.
Mitsui Knowledge Industry Co., Ltd.
Mitsumi Electric Co., Ltd.
Moritex Corp.
Mutoh Industries, Ltd.
Nagano Japan Radio Co., Ltd.
Nakayo Telecommunications, Inc.
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#
#
#
#
#
#
#
#
#
NEC Infrontia Corp.
NEC Mobiling, Ltd.
NEC Tokin Corp.
Netmarks, Inc.
New Japan Radio Co., Ltd.
Nihon Dempa Kogyo Co., Ltd.
Nihon Inter Electronics Corp.
Nippon Avionics Co., Ltd.
Nippon Ceramic Co., Ltd.
Nippon Chemi-Con Corp.
Nippon System Development Co., Ltd.
Nippon Systemware Co., Ltd.
Nissho Electronics Corp.
NIWS Co., Ltd.
Nohmi Bosai, Ltd.
Okaya Electric Industries Co., Ltd.
Ono Sokki Co., Ltd.
Origin Electric Co., Ltd.
Osaki Electric Co., Ltd.
PCA 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.
283,000
31,300
275,000
402
72,000
50,600
76,700
62,000
51,000
317,000
63,900
20,000
49,900
1,627
102,000
32,000
71,000
85,000
88,000
12,000
21,200
49,000
22,500
48,000
44,900
113,000
96,000
80,700
1,216,561
561,095
1,380,814
789,693
504,863
1,528,876
533,089
251,779
792,944
1,801,136
1,604,255
140,592
342,425
1,949,190
584,038
127,977
439,059
500,925
611,628
224,101
101,779
397,542
66,200
347,146
1,103,515
825,203
2,503,171
1,208,510
12,000
79,000
42,180
17,000
217,000
50,800
57,000
47,000
25,800
200,000
15,100
69,000
67,400
29,000
133,000
48,149
75,000
49,000
39,000
99,366
799,604
620,513
51,365
955,779
1,002,396
596,010
151,533
395,000
1,180,409
259,382
214,561
427,484
114,447
1,682,417
960,690
498,811
656,096
388,901
15
#
#
*
#
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.
Software Research Associates, Inc.
Sokkisha Co., Ltd.
Sorun Corp.
SPC Electronics Corp.
Star Micronics Co., Ltd.
Sumida Corp.
SunTelephone Co., Ltd.
Tabai Espec Corp.
Tachibana Eletech Co., Ltd.
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Tamura Corp.
Tamura Taiko Holdings, Inc.
# * Teac Corp.
Teikoku Tsushin Kogyo Co., Ltd.
TKC Corp.
Toko, Inc.
Tokyo Denpa Co., Ltd.
Tokyo Electron Device, Ltd.
Tomen Electronics Corp.
Tose Co., Ltd.
Toshiba Ceramics Co., Ltd.
# * Totoku Electric Co., Ltd., Tokyo
Toukei Computer Co., Ltd.
# Towa Corp.
* Towa Meccs Corp.
# * Toyo Communication Equipment Co., Ltd.
# Toyo Corp.
# Trans Cosmos, Inc.
Tsuzuki Densan Co., Ltd.
# Uniden Corp.
Ve Data, Inc.
Yamaichi Electronics Co., Ltd.
Yamatake Corp.
Yaskawa Information Systems Corp.
Yokowo Co., Ltd.
Zuken, Inc.
Total Information Technology
(Cost $114,289,126)
164,000
150,000
493,000
110,000
75,200
232,000
11,000
198
37,900
12,200
350,000
91,000
19,610
33,000
75,000
124,000
82,500
53,800
14,200
130,000
25,000
40,900
165,700
23,400
45,000
69,100
606,765
1,043,869
712,227
544,574
1,328,189
700,987
132,752
455,233
1,004,924
176,251
1,103,770
191,587
240,979
188,953
103,066
824,700
927,326
2,511,804
81,057
1,903,277
77,960
544,036
3,116,363
114,815
403,145
752,966
123,031,587
Materials — (8.5%)
Achilles Corp.
Agro-Kanesho Co., Ltd.
Arakawa Chemical Industries, Ltd.
Aronkasei Co., Ltd.
Asahi Denka Kogyo KK
Asahi Organic Chemicals Industry Co., Ltd.
549,000
7,000
34,500
83,000
169,000
244,000
1,088,134
56,422
527,286
407,250
1,982,981
945,736
259,000
373,800
152,000
69,000
115,000
286,000
76,000
317,000
224,000
25,000
244,000
677,616
513,679
779,281
201,189
238,064
549,225
275,159
1,251,022
1,219,450
106,809
1,008,069
16
#*
#
#*
#*
#
#
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.
Dai-Ichi Kogyo Seiyaku Co., Ltd.
Daiken Corp.
Dainichiseika Colour & Chemicals Manufacturing Co., Ltd.
Dainippon Shigyo Co., Ltd.
Daiso Co., Ltd.
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Please Consider the Environment Before Printing This Document
#
#
#
#
#*
#
*
#
#
#
#*
#
#
#*
#
DC Co., Ltd.
Dijet Industrial Co., Ltd.
FP Corp.
Fujikura Kasei Co., Ltd.
Fumakilla, Ltd.
Geostar Corp.
Godo Steel, Ltd.
Gun-Ei Chemical Industry Co., Ltd.
Harima Chemicals, Inc.
Hodogaya Chemical Co., Ltd.
Hokkai Can Co., Ltd., Tokyo
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.
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.
Komatsu Wall Industry Co., Ltd.
Konishi Co., Ltd.
Kumiai Chemical Industry Co., Ltd., Tokyo
Kureha Chemical Industry Co., Ltd.
Kurimoto, Ltd.
Kurosaki Harima Corp.
MEC Co., Ltd.
Mesco, Inc.
Mitsubishi Paper Mills, Ltd.
Mitsubishi Plastics, Inc.
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
58,000
34,000
56,100
61,000
59,000
10,000
397,000
207,000
47,000
184,000
133,000
47,000
429,000
39,900
17,000
106,000
38,000
952,500
77,000
72,500
110,000
73,000
43,000
88,000
187,000
135,000
48,000
20,800
41,700
179,000
493,000
314,000
201,000
22,000
15,000
782,000
548,000
107,000
356,000
384,000
85,000
112,000
327,000
106,000
195,684
106,325
1,704,942
537,350
165,275
39,200
1,867,495
771,327
283,606
1,230,233
422,947
190,865
2,301,453
88,924
112,315
379,105
210,553
2,005,351
199,419
661,007
401,163
293,878
161,364
188,372
543,605
721,855
327,273
362,058
455,497
438,354
2,332,109
940,451
841,041
348,837
52,854
1,253,735
1,568,887
306,334
1,455,109
1,116,279
298,009
331,501
1,760,016
839,447
114,900
145,000
32,000
609,318
2,456,263
205,215
17
#
Nichia Steel Works, Ltd.
Nifco, Inc.
Nihon Kagaku Sangyo Co., Ltd.
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*
#
#
#*
#*
#
#
#
#
#*
#
#
#
#
#
*
#
#
Nihon Matai Co., Ltd.
Nihon Nohyaku Co., Ltd.
Nihon Parkerizing Co., Ltd.
Nihon Seiko Co., Ltd.
Nippon Carbide Industries Co., Inc., Tokyo
Nippon Chemical Industrial Co., Ltd.
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.
Nippon Koshuha Steel Co., Ltd.
Nippon Metal Industry Co., Ltd.
Nippon Pigment Co., Ltd.
Nippon Pillar Packing Co., Ltd.
Nippon Soda Co., Ltd.
Nippon Synthetic Chemical Industry Co., Ltd.
Nippon Valqua Industries, Ltd.
Nippon Yakin Kogyo Co., Ltd.
Nittetsu Mining Co., Ltd.
Nitto FC Co., Ltd.
Noda Corp.
NOF Corp.
Okamoto Industries, Inc.
Okura Industrial Co., Ltd.
Osaka Steel Co., Ltd.
Pacific Metals 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.
Showa Highpolymer Co., Ltd.
Showa Tansan Co., Ltd.
Somar Corp.
Stella Chemifa Corp.
Sumitomo Light Metal Industries, Ltd.
Sumitomo Pipe & Tube Co., Ltd.
Sumitomo Seika Chemicals Co., Ltd.
Sumitomo Titanium Corp.
Sumitomo Titanium Corp. Issue 05 When Issued
Taisei Lamick Co., Ltd.
Takasago International Corp.
Takiron Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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50,000
170,000
171,000
11,000
139,000
192,000
88,000
280,000
50,000
51,000
260,000
130,000
350,000
440,000
11,000
43,000
350,000
244,000
242,000
230,000
208,000
72,000
33,800
523,000
317,000
148,000
108,800
508,000
143,000
2,105,000
71,700
235,000
157,000
305,000
432,000
256,000
126,000
162,000
201,000
112,000
49,000
22,000
28,400
951,000
76,000
158,000
19,500
19,500
13,100
243,000
164,000
125,088
470,226
2,059,170
39,632
244,891
531,078
265,116
1,035,941
311,399
148,705
682,523
324,084
783,122
988,372
43,023
299,242
1,069,856
687,808
805,814
911,734
1,123,185
454,123
219,736
2,312,773
1,142,116
840,909
1,739,535
2,505,990
570,640
1,186,751
1,023,835
1,122,005
821,512
2,418,076
2,161,522
877,237
626,004
613,636
1,938,821
355,180
181,290
90,891
697,992
2,077,590
492,072
531,677
2,078,488
2,044,133
355,426
1,155,920
645,772
Tateho Chemical Industries Co., Ltd.
26,500
114,385
96,000
36,000
92,000
83,000
345,000
61,000
312,000
36,000
534,000
157,000
111,000
404,000
85,000
80,000
220,000
571,000
255,000
92,000
82,000
192,000
122,000
287,000
160,000
338,000
31,000
38,000
399,154
97,992
363,883
533,739
1,382,796
3,648,608
1,338,478
71,670
2,380,233
517,248
590,592
896,829
423,802
252,995
606,589
2,122,639
889,535
399,542
239,817
632,558
887,703
862,112
2,483,439
2,113,989
111,143
923,890
18
Tayca Corp.
* Titan Kogyo Kabushiki Kaisha
# Toda Kogyo Corp.
Tohcello Co., Ltd.
# * Toho Rayon Co., Ltd.
Toho Titanium Co., Ltd.
# Toho Zinc Co., Ltd.
* Tohpe Corp.
# Tokai Carbon Co., Ltd.
# Tokai Pulp & Paper Co., Ltd.
Tokushu Paper Manufacturing Co., Ltd.
Tokyo Rope Manufacturing Co., Ltd.
# Tokyo Tekko Co., Ltd.
Tomoegawa Paper Co., Ltd.
Tomoku Co., Ltd.
Topy Industries, Ltd.
Toyo Kohan Co., Ltd.
Tsutsunaka Plastic Industry Co., Ltd.
TYK Corp.
Ube Material Industries, Ltd.
Wood One Co., Ltd.
Yamamura Glass Co., Ltd.
Yamato Kogyo Co., Ltd.
Yodogawa Steel Works, Ltd.
Yuki Gosei Kogyo Co., Ltd.
# Yushiro Chemical Industry Co., Ltd.
Total Materials
(Cost $103,051,034)
Financials — (8.0%)
Aichi Bank, Ltd.
Akita Bank, Ltd.
Aomori Bank, Ltd.
# * Azel Corp., Tokyo
Bank of Okinawa, Ltd.
Bank of Saga, Ltd.
Bank of the Ryukyus, Ltd.
Central Finance Co., Ltd.
Century Leasing System, Inc.
# * Chiba Kogyo Bank, Ltd.
Chukyo Bank, Ltd.
# Cosmo Securities Co., Ltd.
Credia Co., Ltd.
* Credia Co., Ltd. Issue 05 When Issued
Daibiru Corp.
Daiko Clearing Services Corp.
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117,426,593
19,000
511,000
458,000
89,000
50,400
441,000
74,380
221,000
128,000
129,700
532,000
1,099,000
14,000
14,000
282,000
25,000
2,234,408
2,484,778
1,863,953
199,137
1,873,573
1,872,463
1,978,749
1,382,223
1,623,679
2,604,968
1,818,323
2,575,176
222,851
223,714
2,292,865
242,468
#
#
*
*
Daisan Bank, Ltd.
Daiwa Kosho Lease Co., Ltd.
Diamond City Co., Ltd.
Ehime Bank, Ltd.
Eighteenth Bank, Ltd.
Fukui Bank, Ltd.
Fukushima Bank, Ltd.
Generas Corp.
Gro-BeLS Co., Ltd.
450,000
375,000
17,050
365,000
452,000
618,000
523,000
64,000
134,000
1,617,336
2,186,839
647,335
1,736,258
2,185,941
2,422,569
1,036,601
0
266,772
965,000
452,000
554,000
121,000
207,000
188,350
76,300
93,000
20,406
1,083,000
21,600
226,000
785,000
184,000
63,600
387,000
181,000
1
364,000
479
200,000
467,000
85,000
301,000
54,000
41,000
77,400
159,000
83,700
23,200
176,300
31,680
98,000
22,700
35,450
125,000
232,000
330,950
2,567,213
2,508,457
1,444,538
1,370,736
1,796,115
1,255,998
826,046
604,598
1,049,780
2,318,261
345,159
539,517
1,853,242
1,452,290
807,326
1,871,591
994,926
11,682
1,795,631
1,358,686
715,292
1,859,443
309,241
2,306,818
261,628
819,856
2,154,545
977,643
1,799,049
1,148,555
1,717,652
586,047
336,681
1,087,808
1,505,189
475,687
586,540
1,399,366
19
#
*
#
*
*
#
#
#
#
Hanshin Sogo Bank, Ltd.
Higashi-Nippon Bank, Ltd.
Hokuetsu Bank, Ltd.
Ichiyoshi Securities Co., Ltd.
Jaccs Co., Ltd.
Kagawa Bank, Ltd.
Kanto Tsukuba Bank, Ltd.
Keihanshin Real Estate Co., Ltd.
Kita-Nippon Bank, Ltd.
Kiyo Bank, Ltd.
Kobayashi Yoko Co., Ltd.
Kosei Securities Co., Ltd.
Kyushu-Shinwa Holdings, Inc.
Marusan Securities Co., Ltd.
Meiwa Estate Co., Ltd.
Michinoku Bank, Ltd.
Mito Securities Co., Ltd.
Mitsubishi Tokyo Financial Group, Inc.
Miyazaki Bank, Ltd.
Momiji Holdings, Inc.
Nagano Bank, Ltd.
Nisshin Fire & Marine Insurance Co., Ltd.
Odakyu Real Estate Co., Ltd.
Oita Bank, Ltd.
Osaka Securities Finance Co., Ltd.
Pocket Card Co., Ltd.
Ricoh Leasing Co., Ltd.
Sankei Building Co., Ltd.
Sanyo Electric Credit Co., Ltd.
Shimizu Bank, Ltd.
Shinki Co., Ltd.
Shoei Co., Ltd.
Shokusan Bank, Ltd.
Suruga Corp.
Tachihi Enterprise Co., Ltd.
Takagi Securities Co., Ltd.
The Daito Bank, Ltd.
TOC Co., Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#
#
#
#*
Tochigi Bank, Ltd.
Toho Bank, Ltd.
Toho Real Estate Co., Ltd.
Tohoku Bank, Ltd.
Tokai Tokyo Securities Co., Ltd.
Tokushima Bank, Ltd.
Tokyo Rakutenchi Co., Ltd.
Tokyo Theatres Co., Inc., Tokyo
Tokyo Tomin Bank, Ltd.
Tokyu Community Corp.
Tokyu Livable Inc.
Tomato Bank, Ltd.
Tottori Bank, Ltd.
Towa Bank, Ltd.
Towa Real Estate Development Co., Ltd.
Toyo Securities Co., Ltd.
Yamagata Bank, Ltd.
295,000
578,000
140,000
155,000
740,250
186,200
147,000
164,000
80,500
31,700
35,300
251,000
235,000
608,000
263,000
214,000
456,000
2,097,119
2,825,846
694,327
415,081
2,771,373
1,840,349
589,191
449,295
2,623,767
812,606
1,660,518
663,319
774,225
1,778,154
1,167,653
951,991
2,365,962
131,000
775,476
20
Yuraku Real Estate Co., Ltd.
Total Financials
(Cost $88,530,512)
109,668,063
Consumer Staples — (7.8%)
Aderans Co., Ltd.
Ahjikan Co., Ltd.
Ariake Japan Co., Ltd.
Asahi Soft Drinks Co., Ltd.
Bull Dog Sauce Co., Ltd.
# Calpis Co., Ltd.
* Cawachi, Ltd.
CFS Corp.
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 Co., Ltd.
# Hayashikane Sangyo Co., Ltd.
Heiwado Co., Ltd.
* Hohsui Corp.
Hokkaido Coca-Cola Bottling Co., Ltd.
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91,750
10,500
81,600
128,000
37,000
191,000
31,100
61,500
61,000
233
30,000
40,100
4,000
72,000
51,400
98,000
224,100
69,000
283,000
41,000
33,800
166,000
151,000
56,000
80,000
2,505,506
80,933
1,865,328
1,386,892
388,187
1,327,511
1,210,906
430,153
153,145
1,882,144
88,266
1,374,110
57,153
254,968
2,544,644
205,462
2,161,641
1,045,455
658,140
422,569
369,799
261,751
2,468,781
112,967
528,541
#
#
#
#
*
#
#
#
#
#
#
Hokuto Corp.
Inageya Co., Ltd.
Itochu Shokuh Co., Ltd.
Itoham Foods, Inc.
Izumiya Co., Ltd.
Japan Carlit Co., Ltd.
J-Oil Mills, Inc.
K.R.S. Corp.
Kagome Co., Ltd.
Kameda Seika Co., Ltd.
Kanebo, Ltd.
Kasumi Co., Ltd.
Key Coffee, Inc.
Kibun Food Chemifa Co., Ltd.
Kinki Coca-Cola Bottling Co., Ltd.
Kirindo Co., Ltd.
Kyodo Shiryo Co., Ltd.
Kyokuyo Co., Ltd.
Life Corp.
Mandom Corp.
Marudai Food Co., Ltd.
Maruetsu, Inc.
Maruha Group, Inc.
Maruya Co., Ltd.
Maxvalu Tohok Co., Ltd.
80,600
126,000
30,800
539,000
212,000
46,000
402,000
25,500
204,800
48,000
104,200
132,000
56,400
73,000
159,000
10,300
225,000
241,000
133,400
62,800
333,000
313,000
768,000
14,000
18,200
1,402,974
1,057,770
1,134,109
2,198,353
1,723,714
397,111
1,618,340
376,929
2,020,578
426,638
330,444
743,023
751,205
1,884,161
1,567,310
108,879
408,298
581,695
1,839,068
1,557,276
921,089
1,306,924
2,124,313
104,827
149,422
58,400
348,000
137,000
23,600
69,400
333,850
178,000
697,000
399,000
32,800
50,000
91,000
96,000
152,000
419,000
71,000
7,260
363,000
447,000
144,000
529,000
102,000
969,732
922,727
1,300,969
841,966
1,378,585
1,461,623
431,202
1,927,925
1,504,334
132,910
130,814
561,135
745,877
636,011
1,018,710
245,173
78,599
876,163
1,858,562
271,459
2,064,368
314,482
21
#
#
#
#
#
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., Osaka
Myojo Foods Co., Ltd.
Nagatanien Co., Ltd.
Nakamuraya Co., Ltd.
Nichiro Corp.
Nihon Shokuh Kako Co., Ltd.
Niitaka Co., Ltd.
Nippon Beet Sugar Manufacturing Co., Ltd.
Nippon Flour Mills Co., Ltd.
Nippon Formula Feed Manufacturing Co., Ltd.
Nippon Suisan Kaisha, Ltd.
Nissin Sugar Manufacturing Co., Ltd.
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#
#
*
#
*
#*
#
#
#
*
Nitto Flour Milling Co., Ltd.
Nosan Corp.
Oenon Holdings, Inc.
Oie Sangyo Co., Ltd.
Okuwa Co., Ltd.
Olympic Corp.
Oriental Yeast Co., Ltd.
Pigeon Corp.
Poplar Co., Ltd.
Posful Corp.
Prima Meat Packers, Ltd.
Q’Sai Co., Ltd.
Riken Vitamin Co., Ltd.
Rock Field Co., Ltd.
S Foods, Inc.
Sakata Seed Corp.
Seijo Corp.
Seven & I Holdings Co., 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.
Sonton Food Industry Co., Ltd.
Sotetsu Rosen Co., Ltd.
Starzen Corp.
Sugi Pharmacy Co., Ltd.
T.Hasegawa Co., Ltd.
The Nisshin Oillio Group, Ltd.
Three F Co., Ltd.
Tobu Store Co., Ltd.
Toho Co., Ltd.
Tokyu Store Chain Corp.
90,000
317,000
159,000
13,200
113,000
48,200
77,000
46,900
19,660
47,600
533,000
81,600
56,200
32,000
77,500
124,100
27,200
43,550
55,700
35,000
438,000
577,000
30,000
43,000
60,000
169,000
63,700
100,300
346,000
12,200
165,000
58,000
175,000
287,791
907,549
519,635
108,953
1,406,527
483,613
501,260
652,766
271,901
241,522
746,538
790,698
1,403,515
544,327
729,805
1,650,731
692,459
1,442,459
773,284
256,210
1,230,814
2,587,148
138,742
446,970
315,539
486,813
2,339,931
1,581,545
2,048,203
104,998
488,372
425,599
790,830
63,000
105,000
46,400
63,600
14,260
45,500
61,200
12,200
34,760
27,500
46,100
82,000
69,000
60,580
482,822
177,590
1,818,887
558,573
204,001
541,094
1,940,803
348,203
551,775
281,734
948,234
854,528
847,304
298,311
22
#*
*
#
#
#
#
Torigoe Co., Ltd.
Toyo Sugar Refining Co., Ltd.
Tsuruha Co., Ltd.
U.Store Co., Ltd.
Unicafe, Inc.
Unimat Offisco Corp.
Valor Co., Ltd.
Wakodo Co., Ltd.
Warabeya Nichiyo Co., Ltd.
Yaizu Suisankagaku Industry Co., Ltd.
Yaoko Co., Ltd.
Yomeishu Seizo Co., Ltd.
Yonekyu Corp.
Yukiguni Maitake Co., Ltd.
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Total Consumer Staples
(Cost $97,856,238)
107,443,634
Health Care — (3.1%)
Aloka Co., Ltd.
As One Corp.
Create Medic Co., Ltd.
# Eiken Chemical Co., Ltd.
Fujirebio, Inc.
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.
Mochida Pharmaceutical Co., Ltd.
# Nichii Gakkan Co.
Nihon Kohden Corp.
Nikken Chemicals Co., Ltd.
# * Nippon Chemiphar Co., Ltd.
Nippon Shinyaku Co., Ltd.
Nipro Corp.
Nissui Pharmaceutical Co., Ltd.
Paramount Bed Co., Ltd.
Rion Co., Ltd.
Rohto Pharmaceutical Co., Ltd.
* Rohto Pharmaceutical Co., Ltd. Issue 05 When Issued
Seikagaku Corp.
Sogo Medical Co., Ltd.
# SS Pharmaceutical Co., Ltd., Tokyo
Teikoku Hormone Manufacturing Co., Ltd.
# Topcon Corp.
Torii Pharmaceutical Co., Ltd.
Towa Pharmaceutical Co., Ltd.
# * Toyama Chemicals Co., Ltd.
Vital-Net, Inc.
63,000
44,580
21,000
54,000
63,000
234,000
100,000
41,900
38,000
38,300
210,000
69,000
236,000
4,000
3,500
35,000
330,000
83,900
119,000
171,000
87,000
170,000
171,000
34,000
82,100
5,000
136,000
136,000
137,500
13,400
318,000
55,000
120,000
69,900
37,700
431,000
98,800
481,158
942,495
246,221
625,529
1,448,467
783,298
1,275,546
2,185,060
123,520
357,291
1,098,837
254,070
1,754,616
25,722
45,939
246,344
2,322,674
2,047,243
1,948,740
524,207
574,789
1,359,760
2,568,314
232,118
2,043,098
29,510
1,200,423
1,202,819
1,489,826
263,231
2,532,347
574,128
2,996,829
1,523,983
893,349
1,712,306
650,137
77,000
116,000
288,275
1,148,555
23
Wakamoto Pharmaceutical Co., Ltd.
# Zeria Pharmacetical Co., Ltd.
Total Health Care
(Cost $35,870,688)
42,020,774
Energy — (1.0%)
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AOC Holdings, Inc.
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.
# Petrolub International Co., Ltd.
# Sala Corp.
San-Ai Oil Co., Ltd.
# Shinko Plantech Co., Ltd.
Sinanen Co., Ltd.
Toa Oil Co., Ltd.
# * Toyo Kanetsu KK
Total Energy
(Cost $12,026,662)
20,000
178,000
232,400
45,000
138,000
78,000
172,000
85,900
104,000
52,900
84,000
191,000
104,000
181,000
181,000
341,000
#*
398,168
337,121
1,850,684
152,616
1,079,493
289,958
1,393,939
2,587,896
987,597
241,387
442,495
975,863
426,920
1,076,242
475,141
735,950
13,451,470
Utilities — (0.5%)
# Hokkaido Gas Co., Ltd.
Hokuriku Gas Co., Ltd.
Okinawa Electric Power Co., Ltd.
Saibu Gas Co., Ltd.
Shizuokagas Co., Ltd.
Tokai Corp.
Total Utilities
(Cost $5,495,020)
127,000
64,000
41,310
935,000
178,000
174,000
416,173
195,631
2,263,462
2,108,527
1,335,941
792,442
7,112,176
Telecommunication Services — (0.1%)
JSAT Corp.
(Cost $1,910,247)
Other — (0.0%)
* Akai Electric Co., Ltd.
* Fujii & Co., Ltd.
* Gajoen Kanko KK
* GKN D1 Tochigi Holdings Shares
* Kakuei (L.) Corp.
* Maruishi Holdings Co., Ltd.
* New Real Property KK
* Nichiboshin, Ltd.
* Takarabune Corp.
Total Other
(Cost $2,265,327)
820
1,784,179
363,000
44,000
37,000
51
100,000
214,000
43,900
1,190
26,000
3,198
388
0
149,604
881
1,885
0
1,048
229
157,233
TOTAL COMMON STOCKS
(Cost $933,528,583)
1,060,162,920
24
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RIGHTS/WARRANTS — (0.0%)
Other — (0.0%)
* Kanematsu Corp. Warrants 03/31/06
* Nittyu Co., Ltd. Series B Rights 09/30/05
20,125
250
0
38,236
TOTAL RIGHTS/WARRANTS
(Cost $0)
38,236
INVESTMENT IN CURRENCY — (0.0%)
291,434
* Japanese Yen
(Cost $292,815)
291,440
TOTAL — JAPAN
(Cost $933,821,398)
$
1,060,492,590
EMU — (0.0%)
INVESTMENT IN CURRENCY
* Euro Currency
(Cost $6)
6
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (22.8%)
p Repurchase Agreement, Deutsche Bank Securities & Mizuho Securities USA
3.30% and 3.35%, respectively, 10/03/05 (Collateralized by $482,374,255 U.S.
STRIPS, rates ranging from 0% to 6.75%, maturities ranging from 02/15/06 to 08/
15/26 & U.S. Treasury Note 4.00%, 09/30/07, valued at $315,603,112) to be
repurchased at $309,495,786 (Cost $309,409,644)
Repurchase Agreement, PNC Capital Markets, Inc. 3.61%, 10/03/05
(Collateralized by $3,106,000 FNMA Note 2.95%, 11/14/07, valued at $3,133,178)
to be repurchased at $3,086,928 (Cost $3,086,000)
$
309,410
309,409,644
3,086
3,086,000
TOTAL TEMPORARY CASH INVESTMENTS
(Cost $312,495,644)
TOTAL INVESTMENTS - (100.0%)
(Cost $1,246,317,048)††
††
†
#
*

††
312,495,644
$
Securities have been fair valued. See Security Valuation Note.
Total or Partial Securities on Loan.
Non-Income Producing Securities.
Security purchased with cash proceeds from securities on loan.
The cost for federal income tax purposes is $1,249,582,544.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
1,372,988,240
25
ASIA PACIFIC SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
September 30, 2005
(Unaudited)
Shares
AUSTRALIA — (44.6%)
COMMON STOCKS — (44.5%)
A.I., Ltd.
A.P. Eagers, Ltd.
AAV, Ltd.
# ABB Grain, Ltd.
ABC Learning Centres, Ltd.
* Acclaim Exploration NL
* Adacel Technologies, Ltd.
ADCorp Australia, Ltd.
# Adelaide Bank, Ltd.
Adelaide Brighton, Ltd.
# Adsteam Marine, Ltd.
Adtrans Group, Ltd.
* Agenix, Ltd.
* AGT Biosciences, Ltd.
# * Ainsworth Game Technology, Ltd.
AJ Lucas Group, Ltd.
# Alesco Corp., Ltd.
* Alkane Exploration, Ltd.
* Allegiance Mining NL
* Altium, Ltd.
Amalgamated Holdings, Ltd.
Amcom Telecommunications, Ltd.
* Amity Oil NL
* Amrad Corp., Ltd.
* Anadis, Ltd.
Ansell, Ltd.
* Antaeus Energy, Ltd.
# ARB Corporation, Ltd.
# * Arc Energy, Ltd.
Ariadne Australia, Ltd.
Arrow Pharmaceuticals, Ltd.
Aspen Group, Ltd.
* Atlas Group Holding, Ltd.
* Atlas Pacific, Ltd.
AuIron Energy, Ltd.
Ausdrill, Ltd.
* Ausmelt, Ltd.
Auspine, Ltd.
* Austal, Ltd.
129,195
28,067
192,653
368,531
729,584
435,905
113,249
123,389
278,219
1,430,948
723,620
32,047
267,186
261,684
314,923
85,235
188,203
185,165
702,073
162,100
320,951
596,711
372,573
211,023
136,900
19,924
193,687
151,288
459,772
277,334
787,475
20,909
233,238
82,585
437,081
178,089
36,118
115,651
444,288
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
Value †
$
17,242
164,596
177,770
1,911,089
3,482,953
10,637
21,159
69,632
2,741,241
2,509,861
990,542
88,714
56,033
105,767
142,896
74,100
1,145,321
30,360
77,633
30,904
1,101,410
81,910
173,316
72,417
38,628
171,389
13,737
344,964
764,358
74,023
1,591,405
3,269
224,113
15,115
1,033,288
114,081
7,988
320,150
735,228
#*
#
Austar United Communications, Ltd.
Austereo Group, Ltd.
Austin Group, Ltd.
Australand Property Group
3,280,450
1,080,140
70,265
766,964
3,039,538
1,363,251
38,313
1,096,666
667,681
332,383
669,829
726,465
929,537
41,309
989,247
496,066
195,019
67,761
1,987,767
262,336
89,652
538,318
1,951,255
89,078
367,307
651,655
273,622
61,256
265,336
37,565
13,703
724,156
355,517
717,587
179,898
273,219
24,266
66,100
337,438
210,323
296,963
111,270
113,820
3,581,304
276,367
225,546
61,294
77,414
220,327
91,100
996,437
891,056
4,563
1,578,412
1,911,313
1,594,950
18,901
90,528
525,838
150,209
9,560
477,501
2,470,716
380,130
1,424,513
1,391,309
25,134
3,081,200
571,496
56,339
17,751
271,143
421,113
4,232
516,347
799,798
131,336
32,240
406,297
228,170
161,306
64,333
52,128
1,367,846
836,668
211,790
62,815
309,814
51,601
115,922
171,205
443,578
79,199
254,561
1
#
*
#*
#
*
*
#
#
#*
*
*
*
*
#
#
*
*
*
*
*
#*
*
*
*
Australian Agricultural Co., Ltd.
Australian Magnesium Corp., Ltd.
Australian Pharmaceutical Industries, Ltd.
Australian Pipeline Trust
Australian Worldwide Exploration, Ltd.
Auto Group, Ltd.
Autron Corporation, Ltd.
AV Jennings Homes, Ltd.
Avatar Industries, Ltd.
Avexa, Ltd.
Ballarat Goldfields NL
Bank of Queensland, Ltd.
Baxter Group, Ltd.
BayCorp Advantage, Ltd.
Beach Petroleum, Ltd.
Beaconsfield Gold NL
Bendigo Bank, Ltd.
Bendigo Mining NL
Betcorp, Ltd.
Beyond International, Ltd.
Biota Holdings, Ltd.
Blackmores, Ltd.
Blina Diamonds, Ltd.
Bolnisi Gold NL
Boom Logistics, Ltd.
Boulder Group NL
BQT Solutions, Ltd.
Brazin, Ltd.
Brickworks, Ltd.
Bridgestone Australia, Ltd.
Broadcast Services Australia, Ltd.
Buka Mineral, Ltd.
Cabcharge Austalia, Ltd.
Campbell Brothers, Ltd.
Candle Australia, Ltd.
Cape Range Wireless, Ltd.
Capral Aluminium, Ltd.
Carpenter Pacific Resources, Ltd.
CDS Technologies, Ltd.
Cedar Woods Properties, Ltd.
Cellestis, Ltd.
Cellnet Telecommunications Group, Ltd.
Centamin Egypt, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
*
*
*
#*
*
Centennial Coal, Ltd.
Central Equity, Ltd.
Charters Towers Gold Mines, Ltd.
Chemeq, Ltd.
Chiquita Brands South Pacific, Ltd.
Circadian Technologies, Ltd.
Citect Corp., Ltd.
Climax Mining, Ltd.
Clough, Ltd.
Clover Corp., Ltd.
Cluff Resources Pacific NL
728,106
183,928
727,142
166,742
348,787
64,591
109,822
870,299
1,236,465
269,348
911,746
2,765,170
329,620
80,405
151,318
212,789
61,079
77,888
69,688
480,895
34,919
9,734
81,810
280,693
674,612
141,104
167,427
224,054
242,046
453,465
88,000
589,015
231,400
479,055
552,306
91,754
68,585
152,617
798,235
452,354
10,425
509,294
289,972
297,142
192,017
703,325
709,605
1,647,173
7,950
324,668
385,015
325,630
2,038,400
67,364
406,475
164,154
196,410
240,897
102,317
58,866
2,417,964
163,561
443,050
247,753
876,778
836,868
102,677
1,904,540
15,882
2,246,769
728,658
412,834
26,413
1,303,524
216,101
96,590
84,669
1,522,483
158,110
14,502
66,627
3,239,597
110,935
207,263
2,425
74,278
1,318,323
8,691
1,873,158
3,391
433,970
42,563
1,178,790
82,669
2
*
#
#
*
#
*
#
*
#
*
#
#
*
*
*
#*
*
*
*
#
*
*
CMI, Ltd.
CO2 Group, Ltd.
Coates Hire, Ltd.
Codan, Ltd.
Coffey International, Ltd.
Collection House, Ltd.
Colorado Group, Ltd.
Commander Communications, Ltd.
Compass Resources NL
Consolidated Minerals, Ltd.
Coplex Resources NL
Corporate Express Australia, Ltd.
Count Financial, Ltd.
Coventry Group, Ltd.
CPI, Ltd.
Crane Group, Ltd.
Croesus Mining NL
Cue Energy Resources, Ltd.
Danks Holdings, Ltd.
DCA Group, Ltd.
Devine, Ltd.
Dioro Exploration NL
Dominion Mining, Ltd.
Downer Group, Ltd.
Dragon Mining NL
E.R.G., Ltd.
Echelon Resources, Ltd.
Emporer Mines, Ltd.
Energy Developments, Ltd.
Energy World Corp., Ltd.
Envestra, Ltd.
Environmental Solutions International, Ltd.
Equigold NL
Evans & Tate, Ltd.
Excel Coal, Ltd.
Falcon Minerals, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
#
#
#*
#
#
#*
*
*
*
*
Fantastic Holdings, Ltd.
FKP, Ltd.
Fleetwood Corp., Ltd.
Flight Centre, Ltd.
Forest Enterprises Australia, Ltd.
Fortescue Metals Group, Ltd.
Funtastic, Ltd.
Futuris Corp., Ltd.
Gale Pacific, Ltd.
GasNet Australia Group
Gazal Corp., Ltd.
Genetic Technologies, Ltd.
Geodynamics, Ltd.
Giants Reef Mining, Ltd.
Globe International, Ltd.
Gold Aura, Ltd.
Goldstream Mining NL
Gowing Bros., Ltd.
187,228
496,338
115,978
193,208
570,767
591,213
312,883
1,832,464
123,557
343,500
104,542
830,383
212,778
1,400,196
882,836
41,097
151,648
79,311
521,149
1,835,765
580,200
2,115,814
278,572
2,173,146
496,299
2,948,600
162,067
738,710
239,172
265,966
308,303
26,695
235,638
3,604
39,320
175,400
104,226
95,422
473,257
494,134
803,957
193,688
174,840
921,934
17,866
746,413
302,445
1,706,925
87,638
459,854
463,214
69,910
89,156
459,803
28,368
752,832
307,812
274,861
1,455,265
552,155
155,693
293,557
135,662
122,614
457,414
107,302
822,290
332,034
1,058,885
1,735,071
90,101
986,667
2,320,127
926
1,889,797
0
3,163,142
137,007
2,209,319
0
37,319
129,182
1,584,923
260,900
83,246
380,276
356,336
338,485
168,430
36,213
660,408
26,899
1,479,260
26,162
3
*
#
#
*
*
#*
*
*
#
*
#
#*
#
*
*
*
Gradipore, Ltd.
Graincorp, Ltd. Series A
Grand Hotel Group
GRD, Ltd.
Great Southern Plantations, Ltd.
Green’s Foods, Ltd.
GUD Holdings, Ltd.
Gunns, Ltd.
Gutnick Resources NL
GWA International, Ltd.
Gympie Gold, Ltd.
Hardman Resources, Ltd.
Harvey World Travel, Ltd.
Healthscope, Ltd.
Henry Walker Eltin Group, Ltd.
Herald Resources, Ltd.
HGL, Ltd.
Hills Industries, Ltd.
Home Building Society, Ltd.
Horizon Oil, Ltd.
Housewares International, Ltd.
HPAL, Ltd.
Hutchison Telecommunications (Australia), Ltd.
IBA Health, Ltd.
ICSGlobal, Ltd.
IInet, Ltd.
Imdex, Ltd.
Incitec Pivot, Ltd.
Independent Practitioner Network, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
#
*
#
#
*
#
#
#
*
*
*
*
Indophil Resources NL
Infomedia, Ltd.
Institute of Drug Technology Australia, Ltd.
Integrated Group, Ltd.
Integrated Research, Ltd.
Integrated Tree Cropping, Ltd.
Intellect Holdings, Ltd.
Intermoco, Ltd.
International All Sports, Ltd.
Investor Group, Ltd.
Invocare, Ltd.
ION, Ltd.
IOOF Holdings, Ltd.
Iress Market Technology, Ltd.
IWL, Ltd.
Ixla, Ltd.
JB Hi-Fi, Ltd.
JDV, Ltd.
Jones (David), Ltd.
Jubilee Mines NL
Just Group, Ltd.
K&S Corp., Ltd.
Kagara Zinc, Ltd.
Keycorp, Ltd.
Kids Campus, Ltd.
638,264
696,356
82,205
145,820
261,513
91,500
967,267
1,067,459
58,815
197,909
240,393
419,349
168,916
281,018
92,410
89,921
281,832
123,805
1,190,508
358,412
605,300
140,818
437,281
156,412
69,303
199,564
257,556
115,976
174,588
98,718
73,965
21,392
34,190
14,577
747,083
733,297
0
935,202
900,081
211,416
1,577
713,553
91,109
2,315,104
2,093,675
1,167,856
375,858
546,893
181,902
44,923
274,068
516,989
218,112
231,002
2,260,738
20,790
103,357
180,200
276,023
433,768
454,098
804,171
343,722
350,192
32,760
32,803
600
557,000
482,299
296,961
141,730
31,587
246,626
94,622
618,757
39,637
48,273
42,014
22,070
90,011
27,364
49,619
2,240,535
337,294
36,697
28,041
35,226
46,279
3,523
18,690
301,598
928,498
332,897
16,380
4
*
*
#
*
*
*
*
#
*
*
*
*
*
#
#
*
Kimberley Diamond Co. NL
Kings Minerals NL
Kingsgate Consolidated, Ltd.
Kresta Holdings, Ltd.
Lakes Oil NL
Lemarne Corp., Ltd.
Leyshon Resources, Ltd.
Lighting Corp., Ltd.
Longreach Group, Ltd.
Lynas Corp., Ltd.
MacArthur Coal, Ltd.
MacMahon Holdings, Ltd.
Macmin Silver, Ltd.
Macquarie Corporate Telecommunications, Ltd.
Magellan Petroleum Australia, Ltd.
Magnesium International, Ltd.
Maryborough Sugar Factory, Ltd.
Matrix Oil NL
MaxiTRANS Industries, Ltd.
McGuigan Simeon Wines, Ltd.
McPherson’s, Ltd.
Medica Holdings, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#*
#*
#
#*
#*
*
*
*
*
*
*
*
#
*
#*
*
*
#
#*
*
*
Melbourne IT, Ltd.
Metabolic Pharmaceuticals, Ltd.
Metal Storm, Ltd.
MFS, Ltd.
Miller’s Retail, Ltd.
Minara Resources, Ltd.
Mincor Resources NL
Monadelphous Group, Ltd.
Mosaic Oil NL
Multiemedia, Ltd.
MXL, Ltd.
MYOB, Ltd.
Namoi Cotton Cooperative, Ltd.
National Can Industries, Ltd.
New Hope Corp., Ltd.
Norwood Abbey, Ltd.
Novera Energy, Ltd.
Novogen, Ltd.
Nufarm, Ltd.
Nylex, Ltd.
Oakton, Ltd.
Oamps, Ltd.
Occupational & Medical Innovations, Ltd.
Oceana Gold, Ltd.
Orbital Engine Corp., Ltd.
OrotonGroup, Ltd.
Oxiana, Ltd.
Pacific Brands, Ltd.
Pacific Group, Ltd.
Paladin Resources, Ltd.
Palm Springs, Ltd.
Pan Pacific Petroleum NL
85,583
700,000
1,482,706
276,486
566,259
1,229,086
492,383
206,244
756,146
3,014,095
932,804
917,057
168,872
97,017
1,243,017
326,063
62,826
246,646
287,774
2,499,758
248,733
370,861
31,208
944,000
537,358
76,854
3,013,469
1,312,211
320,974
1,082,721
222,804
327,800
82,888
333,638
305,293
438,565
380,011
1,729,325
279,742
592,953
135,510
39,075
71,136
751,801
93,367
107,279
1,497,725
133,031
57,493
908,488
2,446,946
438,454
402,131
876,740
30,939
511,126
43,028
135,973
3,079,424
2,851,980
521,372
2,031,186
8,496
36,247
58,078
1,285,430
29,670
85,065
535,431
379,247
386,030
1,265,363
65,193
253,743
4,329
99,965
761,276
43,405
108,200
8,415
3,097,658
56,792
105,091
67,373
397,670
254,645
366,688
86,506
327,023
0
68,610
827,285
5,627
132,022
5
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*
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*
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*
*
*
Panbio, Ltd.
Paperlinx, Ltd.
Payce Consolidated, Ltd.
Penfold Buscombe, Ltd.
People Telecom, Ltd.
Peptech, Ltd.
Perilya, Ltd.
Perseverance Corp., Ltd.
Petra Diamonds, Ltd.
Petsec Energy, Ltd.
Plantcorp NL
Plaspak Group, Ltd.
PMP, Ltd.
Polartechnics, Ltd.
Port Bouvard, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
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*
Port Douglas Reef Resorts, Ltd.
PowerTel, Ltd. Series B
Prana Biotechnology, Ltd.
Precious Metals Australia, Ltd.
Preston Resources NL
Primary Health Care, Ltd.
Prime Television, Ltd.
Primelife Corp., Ltd.
Progen Industries, Ltd.
Programmed Maintenance Service, Ltd.
Psivida, Ltd.
Queensland Cotton Holdings, Ltd.
Ramsay Health Care, Ltd.
Raptis Group, Ltd.
Rebel Sport, Ltd.
Redfire Resources NL
Redflex Holdings, Ltd.
Reece Australia, Ltd.
Reinsurance Australia Corp., Ltd.
Repco Corp., Ltd.
Repcol, Ltd.
Resolute Mining, Ltd.
Resonance Health, Ltd.
Ridley Corp., Ltd.
Roberts, Ltd.
Roc Oil Co., Ltd.
Rock Building Society, Ltd.
Ross Human Directions, Ltd.
Rural Press, Ltd.
S8, Ltd.
SAI Global, Ltd.
Sally Malay Mining, Ltd.
Salmat, Ltd.
Schaffer Corp., Ltd.
SDI, Ltd.
Sedimentary Holdings, Ltd.
Select Harvests, Ltd.
Senetas Corp., Ltd.
Servcorp, Ltd.
251,655
175,372
195,424
12,727
64,000
326,971
294,381
215,916
83,761
167,811
467,864
64,879
420,421
12,000
173,512
1,217,979
230,706
251,463
399,993
501,315
308,668
566,917
29,264
670,822
105,344
438,259
25,092
124,630
77,069
183,078
255,259
402,323
302,282
33,766
236,993
577,321
108,707
1,147,163
187,972
1,919
135,745
27,571
14,267
683
2,593,227
752,060
233,814
162,885
395,437
312,195
186,033
3,013,771
6,314
317,569
274,006
596,426
2,703,903
115,913
1,139,265
145,942
631,205
2,678
716,198
192,805
925,782
89,553
61,778
693,521
312,739
562,570
245,450
1,046,565
132,098
160,851
114,469
1,036,252
293,068
573,391
354,582
334,655
375,345
287,621
150,718
276,623
96,109
207,124
2,366,043
3,200,315
3,517,875
261,015
2,195,313
480,973
146,586
481,757
6
*
*
*
#
Seven Network, Ltd.
SFE Corp., Ltd.
Sigma Co., Ltd.
Silex System, Ltd.
Sims Group, Ltd.
Sino Gold, Ltd.
Sirtex Medical, Ltd.
Skilled Engineering, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
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*
*
Smorgon Steel Group, Ltd.
SMS Management & Technology, Ltd.
Sons of Gwalia, Ltd.
Southern Cross Broadcasting (Australia), Ltd.
Southern Pacific Petroleum NL
SP Telecommunications, Ltd.
Spotless Group, Ltd.
St. Barbara Mines, Ltd.
Star Games, Ltd.
Starpharma Holdings, Ltd.
Straits Resources, Ltd.
Strategic Minerals Corp. NL
Strathfield Group, Ltd.
Striker Resources NL
STW Communications Group, Ltd.
Sunland Group, Ltd.
Sydney Aquarium, Ltd.
Sydney Gas, Ltd.
Symex Holdings, Ltd.
Taipan Resources NL
Tandou, Ltd.
Tap Oil, Ltd.
Technology One, Ltd.
Tectonic Resources NL
Television & Media Services, Ltd.
Ten Network Holdings, Ltd.
Thakral Holdings Group
Ticor, Ltd.
Timbercorp, Ltd.
Titan Resources, Ltd.
Tooth & Co., Ltd.
Transfield Services, Ltd.
Triako Resources, Ltd.
Troy Resources NL
Trust Company of Australia, Ltd.
United Group, Ltd.
Unitract, Ltd.
Universal Resources, Ltd.
Unwired Group, Ltd.
UXC, Ltd.
VeCommerce, Ltd.
Ventracor, Ltd.
Victoria Petroleum NL
Villa World, Ltd.
Village Life, Ltd.
Village Roadshow, Ltd.
2,267,594
132,991
253,252
149,035
698,740
890,947
541,495
735,500
219,830
258,219
352,605
358,100
492,553
435,484
469,342
625,550
49,135
661,636
203,321
2,475,883
3,410
407,790
705,539
259,183
2,000,584
160,000
1,569,889
630,193
638,246
595,172
153,000
405,908
31,217
96,896
75,179
280,488
147,406
109,414
343,394
297,944
13,680
502,158
2,180,492
229,021
203,651
591,536
2,861,945
209,938
0
1,670,719
0
1,155,045
2,085,373
185,095
213,745
120,120
750,223
53,252
16,152
10,295
1,027,234
744,191
220,326
259,851
219,400
113,287
4,031
914,285
298,615
31,625
57,975
444,139
945,788
889,085
1,051,332
23,602
10,501
2,522,802
24,520
206,901
558,984
2,265,208
61,265
12,099
144,030
211,308
19,039
482,513
59,862
263,724
67,558
1,290,165
507,775
367,869
7
*
Virotec International NL
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#
*
Vision Systems, Ltd.
Voicenet (Australia), Ltd.
Volante Group, Ltd.
Waterco, Ltd.
Watpac, Ltd.
# Wattyl, Ltd.
Webster, Ltd.
* Wedgetail Exploration NL
* Western Areas NL
Wide Bay Capricorn Building Society, Ltd.
Worley Group, Ltd.
Yates, Ltd.
TOTAL COMMON STOCKS
(Cost $174,169,353)
PREFERRED STOCKS — (0.1%)
* Village Roadshow, Ltd. Class A
(Cost $447,285)
433,578
495,284
273,599
33,300
142,703
230,962
119,092
1,413,422
299,836
47,718
398,370
60,281
509,197
8,687
290,020
91,421
154,532
493,170
76,289
44,193
480,177
276,563
3,110,889
2,344
219,453,855
290,423
INVESTMENT IN CURRENCY — (0.0%)
* Australian Dollar
(Cost $74,975)
518,257
75,473
RIGHTS/WARRANTS — (0.0%)
* Agenix, Ltd. Rights 10/17/05
* Ainsworth Game Technology, Ltd. Rights 10/21/05
* Boulder Steel, Ltd. Options 11/30/05
* Capral Aluminium, Ltd. Rights 10/24/05
* Equigold NL Options 05/31/07
* Longreach Group, Ltd. Rights 10/07/05
* MacMahon Holdings, Ltd. Rights 10/24/05
* Multiemedia, Ltd. Rights 10/26/05
TOTAL RIGHTS/WARRANTS
(Cost $2,187)
66,796
78,730
71,759
184,244
87,868
46,003
134,028
1,808,457
1,273
4,203
1,095
702
19,432
0
12,265
2,758
41,728
TOTAL — AUSTRALIA
(Cost $174,693,800)
220,089,313
HONG KONG — (19.8%)
COMMON STOCKS — (19.8%)
* 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.
* Anex International Holdings, Ltd.
* Applied International Holdings, Ltd.
* APT Satellite Holdings, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
620,000
930,000
740,000
740,000
592,000
559,200
802,600
152,000
1,243,000
599,000
9,431
76,727
586,669
271,871
79,367
746,095
460,411
1,803
70,503
94,205
8
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*
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*
*
*
*
#
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
*
*
*
Artel Solutions Group Holdings, Ltd.
Arts Optical International Holdings, Ltd.
Asia Aluminum Holdings, Ltd.
Asia Commercial Holdings, Ltd.
Asia Financial Holdings, Ltd.
Asia Logistics Technologies, Ltd.
Asia Satellite Telecommunications Holdings, Ltd.
Asia Standard International Group, Ltd.
Asia Tele-Net & Technology Corp., Ltd.
Associated International Hotels, Ltd.
Automated Systems Holdings, Ltd.
B.A.L. Holdings, Ltd.
Baltrans Holdings, Ltd.
Beijing Development (Hong Kong), Ltd.
Bestway International Holdings, Ltd.
Bossini International Holdings, Ltd.
Bright International Group, Ltd.
Cafe de Coral Holdings, Ltd.
Capital Prosper, Ltd.
Capital Strategic Investment, 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.
Central China Enterprises, Ltd.
Champion Technology Holdings, Ltd.
Chaoda Modern Agriculture (Holdings), Ltd.
Chen Hsong Holdings, Ltd.
Cheuk Nang (Holdings), Ltd.
Cheung Tai Hong Holdings, Ltd.
Chevalier International Holdings, Ltd.
Chevalier Itech Holdings, Ltd.
China Aerospace International Holdings, Ltd.
China Bio-medical Group, Ltd.
China Digicontent Co., Ltd.
China Electronics Corp. Holdings Co., Ltd.
China Everbright International, Ltd.
China Everbright Technology, Ltd.
China Gas Holdings, Ltd.
China Hong-Kong Photo Products Holdings, Ltd.
China Insurance International Holdings Co., Ltd.
China Investments Holdings, Ltd.
China Merchants Dichain (Asia), Ltd.
China Motion Telecom International, Ltd.
China Motor Bus Co., Ltd.
China Nan Feng Group, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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2,315,000
468,000
6,000,000
72,800
1,976,908
22,140
404,500
6,780,000
521,000
898,000
340,000
406
376,000
166,000
6,124,000
2,493,500
710,000
926,000
480,000
30,500
27,018
1,420,000
5,332,000
472,970
210,000
426,036
210,400
1,791,390
3,870,000
1,210,000
113,344
100,920
441,482
355,250
3,384,000
415,000
2,710,000
578,250
3,945,000
3,244,000
3,970,000
1,909,000
2,196,000
210,000
7,160,000
257,000
74,000
28,800
35,811
147,808
618,768
4,411
484,202
5,922
766,518
288,423
20,820
775,600
82,838
17
155,105
16,049
110,522
417,868
50,339
1,074,336
7,611
4,954
1,341
73,221
63,923
57,922
3,844
15,103
19,528
281,732
1,471,701
643,422
66,116
5,139
438,218
70,525
161,406
8,025
3,493
112,559
228,847
108,728
619,245
228,863
820,950
4,548
55,380
7,786
610,518
297
#
*
China National Aviation Co., Ltd.
China Online (Bermuda), Ltd.
China Pharmaceutical Enterprise and Investment Corp., Ltd.
China Rare Earth Holdings, Ltd.
China Resources Land, Ltd.
China Resources Logic, Ltd.
4,896,000
296,240
2,246,000
1,180,000
2,658,000
3,796,000
1,079,255
49,645
425,612
109,522
779,512
411,048
676,000
278,600
440,292
1,368,500
1,144,000
214,000
865,680
1,347,000
1,858,884
1,671,917
548,000
5,312,000
6,704,000
186,000
1,070,000
635,000
296,000
6,430,000
3,078,000
2,440,000
2,826,000
624,000
432,000
98,825
1,328,000
2,573,600
626,000
1,126,400
1,539,000
458,520
3,767,000
2,354,000
2,386,600
1,375,000
548,130
1,416,000
744,490
3,522,000
244,000
282,860
2,620,000
10,457
5,746
16,744
146,423
109,130
121,382
438,010
76,402
155,759
178,887
83,358
897,049
1,019,771
22,059
108,968
568,912
1,030
1,384,248
49,598
81,780
1,220,404
14,881
46,222
11,848
212,279
374,892
129,116
53,726
91,261
375,335
106,833
110,761
135,369
65,583
911,507
410,707
162,193
19,069
37,430
7,475
7,768
9
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*
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*
#*
*
*
*
*
*
*
*
*
*
*
*
*
*
China Rich Holdings, Ltd.
China Sci-Tech Holdings, Ltd.
China Star Entertainment, Ltd.
China Strategic Holdings, Ltd.
Chinney Investments, Ltd.
Chitaly Holdings, Ltd.
Chow Sang Sang Holdings International, Ltd.
Chuangs China Investments, Ltd.
Chuang’s Consortium International, Ltd.
Chun Wo Holdings, Ltd.
Chung Tai Printing Holdings, Ltd.
CITIC 21CN Co., Ltd.
CITIC Resources Holdings, Ltd.
City e Solutions, Ltd.
City Telecom (H.K.), Ltd.
Clear Media, Ltd.
Climax International Co., Ltd.
CNPC (Hong Kong), Ltd.
CNT Group, Ltd.
Coastal Greenland, Ltd.
COFCO International, Ltd.
Compass Pacific Holdings, Ltd.
Computer & Technologies Holdings, Ltd.
Continental Holdings, Ltd.
Continental Mariner Investment Co., Ltd.
COSCO International Holdings, Ltd.
Coslight Technology International Group, Ltd.
Cosmos Machinery Enterprises, Ltd.
Crocodile Garments, Ltd.
Cross Harbour Tunnel Co., Ltd.
Culturecom Holdings, Ltd.
Dah Hwa International Holdings, Ltd.
Dan Form Holdings Co., Ltd.
Daqing Petroleum & Chemical Group, Ltd.
Dickson Concepts International, Ltd.
Digital China Holdings, Ltd.
DVN Holdings, Ltd.
Dynamic Global Holdings, Ltd.
Dynamic Holdings, Ltd.
Easyknit International Holdings, Ltd.
Eforce Holdings, Ltd.
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*
*
*
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*
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Egana Jewelry & Pearls, Ltd.
Eganagoldfeil Holdings, Ltd.
Emperor Entertainment Hotel, Ltd.
Emperor International Holdings, Ltd.
e-New Media Co., 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.
331,789
2,017,235
1,320,000
1,530,360
320,000
653,600
3,220,000
72,576
42,600
2,549,239
1,853,000
3,216,000
295,000
50,897
462,874
404,133
399,489
12,994
153,345
82,603
449
23,614
1,026,945
113,463
28,191
18,254
1,424,000
664,000
658,000
9,344,000
83,800
1,854,000
1,394,000
347,184
592,000
237,800
532,000
2,566,000
5,810,000
1,866,000
3,022,000
1,336,000
5,612,000
1,650,000
1,059,250
2,609,500
1,500,119
1,456,500
2,003,600
1,438,000
930,500
3,488,000
737
502,000
15,795,170
2,062,000
2,212,000
14,216,000
10,750,000
3,640,000
51,399
470,779
48,349
13,250
1,080
105,160
678,370
43,860
198,418
5,273
97,384
153,814
41,193
1,286,921
153,879
136,057
36,172
707,232
191,167
41,040
272,666
61,960
0
207,617
34,186
65,198
14
407,691
20,362
132,906
784,160
208,915
1,122,484
16,423
10
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
#
*
*
First Sign International Holdings, Ltd.
Fong’s Industries Co., Ltd.
Forefront International Holdings, Ltd.
Fortuna International Holdings, Ltd.
Foundation Group, Ltd.
Founder Holdings, Ltd.
Fountain Set Holdings, Ltd.
Four Seas Frozen Food Holdings, Ltd.
Four Seas Mercantile Holdings, Ltd.
Fujian Holdings, Ltd.
Fujikon Industrial Holdings, Ltd.
Fushan Holdings, Ltd.
GeoMaxima Energy Holdings, Ltd.
Giordano International, Ltd.
Global China Group Holdings, Ltd.
Global Green Tech Group, Ltd.
Global Tech (Holdings), Ltd.
Glorious Sun Enterprises, Ltd.
Gold Peak Industries (Holdings), Ltd.
Goldbond Group Holdings, Ltd.
Golden Meditech Company, Ltd.
Golden Resources Development International, Ltd.
Gold-Face Holdings, Ltd.
Goldlion Holdings, Ltd.
Golik Holdings, Ltd.
Good Fellow Group, Ltd.
Gorient (Holdings), Ltd.
Grande Holdings, Ltd.
Great Wall Cybertech, Ltd.
Group Sense (International), Ltd.
Guangdong Brewery Holdings, Ltd.
Guangnan Holdings, Ltd.
Guangzhou Investment Co., Ltd.
Guo Xin Group, Ltd.
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*
*
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*
*
Guorun Holdings, Ltd.
GZI Transport, Ltd.
Hang Fung Gold Technology, Ltd.
Hang Ten Group Holdings, Ltd.
Hanny Holdings, Ltd.
Hansom Eastern (Holdings), Ltd.
Harbour Centre Development, Ltd.
Harbour Ring International Holdings, Ltd.
Hen Fung Holdings, Ltd.
Heng Tai Consumables Group, Ltd.
Hengan International Group Co., Ltd.
High Fashion International, Ltd.
HKR International, Ltd.
Hon Kwok Land Investment Co., Ltd
Hong Kong Catering Management, Ltd.
Hong Kong Construction Holdings, Ltd.
Hong Kong Ferry (Holdings) Co., Ltd.
Hong Kong Parkview Group, Ltd.
Hong Kong Pharmaceuticals Holdings, Ltd.
Hongkong Chinese, Ltd.
3,570,000
1,820,000
1,016,000
705,850
186,658
173,661
517,000
9,910,000
1,914,000
615,000
1,800,000
268,000
1,884,860
572,535
512,000
1,080,000
671,300
1,130,000
1,834,000
2,126,000
200,191
674,522
157,167
100,090
96,248
14,999
873,069
1,060,323
32,816
108,613
1,717,081
58,731
1,063,026
137,278
97,683
86,318
822,104
53,897
45,866
274,063
660,265
1,610,000
1,569,658
888,000
19,300
248,000
3,360,000
846,122
4,709,000
3,012,000
375,756
4,028,486
137,400
3,050,000
8,130,000
1,636,000
3,054
466,157
1,128,000
576,000
1,530,000
256,000
3,926,364
1,180,000
545,600
1,220,000
488,000
25,534
1,950,924
89,032
91,578
3,110
13,267
47,645
534,461
50,991
873,623
8,719
415,450
26,214
31,454
32,489
590,511
4
34,253
1,148,743
168,924
104,533
2,970
1,391,906
821,415
16,177
46,395
199,733
11
*
*
*
*
*
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*
*
*
*
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*
*
Hop Hing Holdings, Ltd.
Hopson Development Holdings, Ltd.
Hsin Chong Construction Group, Ltd.
Hua Han Bio-Pharmaceutical Holdings, Ltd.
Huabao International Holdings, Ltd.
Huafeng Textile International Group, Ltd.
Hualing Holdings, Ltd.
Hung Hing Printing Group, Ltd.
Hycomm Wireless, Ltd.
I-Cable Communications, Ltd.
I-China Holdings, Ltd.
IDT International, Ltd.
Imagi International Holdings, Ltd.
Innomaxx Biotechnology Group, Ltd.
Interchina Holdings Co., Ltd.
International Bank of Asia, Ltd.
Inworld Group, Ltd.
ITC Corp., Ltd.
JCG Holdings, Ltd.
Jinhui Holdings Co., Ltd.
Joyce Boutique Holdings, Ltd.
Junefield Department Store Group, Ltd.
K Wah International Holdings, Ltd.
K. Wah Construction Materials, Ltd.
Kader Holdings Co., Ltd.
Kanstar Environmental Paper Products Holdings, Ltd.
Karrie International Holdings, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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*
*
*
*
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*
Keck Seng Investments (Hong Kong), Ltd.
Kee-Shing Holdings Co., Ltd.
Kin Yat Holdings, Ltd.
King Fook Holdings, Ltd.
King Pacific International Holdings, Ltd.
Kingdee International Software Group Co., Ltd.
Kingmaker Footwear Holdings, Ltd.
Kong Sun Holdings, Ltd.
Kowloon Development Co., Ltd.
KPI Co., Ltd.
KTP Holdings, Ltd.
Kwoon Chung Bus Holdings, Ltd.
Lai Sun Development Co., Ltd.
Lai Sun Garment (International), Ltd.
Lam Soon (Hong Kong), Ltd.
Le Saunda Holdings, Ltd.
Leadership Publishing Group, 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 Bank, Ltd.
Liu Chong Hing Investment, Ltd.
Luk Fook Holdings (International), Ltd.
Luks Industrial Group, Ltd.
Lung Kee (Bermuda) Holdings, Ltd.
858,600
886,000
586,000
1,000,000
1,404,200
638,000
1,058,750
2,198,000
957,000
396,000
560,400
556,000
17,132,000
2,325,000
302,310
236,000
250,511
2,310,000
566,000
1,048,000
1,383,000
1,074,760
614,000
635,200
690,000
645,555
1,071,875
271,171
116,499
47,591
60,588
22,084
141,461
242,941
7,084
1,097,965
7,147
36,121
90,309
295,937
125,881
104,247
28,902
484
2,978
79,530
83,761
16,224
249,385
945,851
626,410
169,890
99,030
815,235
1,036,250
111,000
8,368,000
300,000
410,000
1,820,000
402,000
806,000
1,142,000
45,500
774,000
1,352,000
4,176,000
753,200
607,000
1,845,000
699,274
460,920
137,500
2,156,000
25,381
1,359
168,280
2,862
122,883
18,769
124,372
145,462
39,748
189,453
52,881
784,288
10,228
155,352
899,856
13,081
455,224
37,433
170,161
65,036
12
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*
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#
*
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*
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MACRO-LINK International Holdings, Ltd.
Mae Holdings, Ltd.
Magnificent Estates, Ltd.
Magnum International Holdings, Ltd.
Mainland Headwear Holdings, Ltd.
Mansion House Group, Ltd.
Matrix Holdings, Ltd.
Matsunichi Communications Holdings, Ltd.
Mei Ah Entertainment Group, Ltd.
Melbourne Enterprises, Ltd.
Midas International Holdings, Ltd.
Midland Realty (Holding), Ltd.
Millennium Group, Ltd.
Min Xin Holdings, Ltd.
Miramar Hotel & Investment Co., Ltd.
Morning Star Resources, Ltd.
Moulin International Holdings, Ltd.
Multi-Asia International Holdings, Ltd.
Nanyang Holdings, Ltd.
National Electronics Holdings, Ltd.
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*
Natural Beauty Bio-Technology, Ltd.
New Island Printing Holdings, Ltd.
New World China Land, Ltd.
New World Cyberbase, Ltd.
New World TMT, Ltd.
Newocean Green Energy Holdings, Ltd.
Next Media, Ltd.
Ngai Lik Industrial Holdings, Ltd.
Nippon Asia Investments Holdings, Ltd.
Onfem Holdings, Ltd.
Orient Power Holdings, Ltd.
Oriental Metals, Ltd.
Oriental Press Group, Ltd.
Oriental Watch Holdings, Ltd.
Pacific Andes International Holdings, Ltd.
Pacific Century Insurance Holdings, Ltd.
Pacific Century Premium Developments, Ltd.
Pacific Plywood Holdings, Ltd.
Paul Y. ITC Construction Holdings, Ltd.
Peace Mark Holdings, Ltd.
Pegasus International Holdings, Ltd.
Perfectech International Holdings, Ltd.
Pico Far East Holdings, Ltd.
Playmates Holdings, Ltd.
Pokfulam Development Co., Ltd.
Pokphand (C.P.) Co., Ltd.
Poly Investments Holdings, Ltd.
Prime Success International Group, Ltd.
Proview International Holdings, Ltd.
QPL International Holdings, Ltd.
Quality Healthcare Asia, Ltd.
Raymond Industrial, Ltd.
Regal Hotels International Holdings, Ltd.
Rexcapital International Holdings, Ltd.
1,610,000
176,000
900,000
72,628
1,380,600
393,120
2,094,000
1,556,000
1,573,200
1,266,000
804,000
711,780
3,654,000
398,000
1,172,000
1,272,000
3,710,000
4,430,000
2,309,062
1,138,022
226,000
571,450
1,190,000
2,619,000
234,000
3,300,000
2,670,000
2,736,000
944,000
1,191,000
133,800
605,400
14,410,000
1,272,905
130,753
15,428
342,256
2,481
82,758
29,393
917,788
196,572
21,497
76,704
24,667
211,038
810,184
79,525
203,961
467,325
1,147,815
16,561
443,515
290,471
30,299
44,199
256,183
405,138
97,282
259,496
37,517
952,284
75,448
135,108
36,221
187,301
1,114,556
24,121
7,060,000
3,620,000
4,072
849,000
1,456,000
1,696,000
2,364,000
408,000
128,000
612,800
2,530,000
832,000
6,651,680
313,986
97,997
57
634,779
138,893
166,160
1,058,983
159,101
38,776
131,923
945,813
345,891
98,609
13
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*
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#
*
Riche Multi-Media Holdings, Ltd.
Rivera Holdings, Ltd.
Riverhill Holdings, Ltd.
Road King Infrastructure, Ltd.
Roadshow Holdings, Ltd.
S.A.S.Dragon Holdings, Ltd.
Sa Sa International Holdings, Ltd.
Safety Godown Co., Ltd.
Saint Honore Holdings, Ltd.
San Miguel Brewery Hong Kong, Ltd.
SCMP Group, Ltd.
Sea Holdings, Ltd.
Seapower Resources International, Ltd.
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SEEC Media Group, Ltd.
Shanghai Allied Cement, Ltd.
Shanghai Century Holdings, Ltd.
Shanghai Land Holdings, Ltd.
Shanghai Ming Yuan Holdings, Ltd.
Shanghai Real Estates, Ltd.
Shaw Brothers Hong Kong, Ltd.
Shell Electric Manufacturing (Holdings) 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.
Singamas Container Holdings, Ltd.
Sino Biopharmaceutical, Ltd.
Sino Golf Holdings, Ltd.
Sino Prosper Holdings, Ltd.
Sinocan Holdings, Ltd.
Sinochem Hong Kong Holdings, Ltd.
Sino-I.com, Ltd.
Sinolink Worldwide Holdings, Ltd.
Sinopec Kantons Holdings, Ltd.
Skynet (International Group) Holdings, Ltd.
SNP Leefung Holdings, Ltd.
Softbank Investment International (Strategic), Ltd.
Solartech International Holdings, Ltd.
South China Brokerage Co., Ltd.
South China Industries, Ltd.
South Sea Holdings Co., Ltd.
Southeast Asia Properties & Finance, Ltd.
Starlight International Holdings, Ltd.
Starlite Holdings, Ltd.
Stelux Holdings International, Ltd.
Styland Holdings, Ltd.
Sun Hing Vision Group Holdings, Ltd.
2,550,000
1,152,080
7,142,000
1,464,000
4,100,000
2,234,000
134,000
782,172
847,500
18,225,000
1,676,000
1,701,000
7,288,000
2,639,809
468,000
483,000
1,037,452
2,855,000
505,500
998,000
56,000
438,000
840,000
350,000
1,148,800
29,533,158
3,933,600
1,638,000
976
180,000
7,398,000
49,600
4,872,000
1,124,000
65,022,743
263,538
1,311,292
694,000
1,307,702
101,808
358,000
115,052
32,673
130,736
0
401,684
359,981
167,557
157,294
74,291
570,900
105,866
122,795
620,067
108,895
564,084
37,358
84,255
809,684
29,975
640,045
13,283
40,088
73,633
1,760
201,405
468,276
851,895
238,605
79
27,845
62,943
1,790
40,195
72,447
276,609
35,671
101,423
66,203
126,432
328
98,068
2,048,600
1,420,360
866,000
1,062,000
2,206,000
1,473,000
567,783
9,155
27,351
32,035
110,906
246,850
14
*
*
Sun Hung Kai & Co., Ltd.
Sun Innovation Holdings, Ltd.
Sunway International Holdings, Ltd.
Suwa International Holdings, Ltd.
SW Kingsway Capitol Holdings, Ltd.
Symphony Holdings, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#
#
*
*
*
*
*
#
*
*
*
*
*
*
#
#
*
*
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 International Holdings, Ltd.
Technology Venture Holdings, Ltd.
Termbray Industries International (Holdings), Ltd.
Tern Properties Co., 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.
Topsearch International (Holdings), Ltd.
Tristate Holdings, Ltd.
Truly International Holdings, Ltd.
Tungtex (Holdings) Co., Ltd.
Tysan Holdings, Ltd.
U-Cyber Technology Holdings, Ltd.
United Power Investment, Ltd.
Universal Holdings Ltd
Universe International Holdings, Ltd.
U-Right International Holdings, Ltd.
USI Holdings, Ltd.
Van Shung Chong Holdings, Ltd.
Varitronix International, Ltd.
Veeko International Holdings, Ltd.
Victory City International Holdings, Ltd.
Vital Biotech Holdings, Ltd.
Vitasoy International Holdings, Ltd.
Vtech Holdings, Ltd.
Wah Ha Realty Co., Ltd.
Wah Nam International Holdings, Ltd.
Wai Kee Holdings, Ltd.
Wang On Group, Ltd.
Wellnet Holdings, Ltd.
Winfoong International, Ltd.
1,472,000
542,000
1,013,000
590,000
471,984
2,088,000
2,909,865
1,212,000
1,124,000
4,198,000
586,000
2,304,900
61,200
858,000
17,004,000
1,238,275
1,098,000
1,374,000
196,280
6,940,000
165,000
2,780,000
1,380,000
1,586,000
204,000
138,000
748,000
788,000
1,040,773
432,800
1,664,000
12,220,000
573,339
3,060,000
928,999
359,335
534,293
1,420,000
879,696
470,000
1,593,000
392,000
278,600
38,696
1,265,738
57,476
2,059,200
1,210,000
15
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
138,522
21,659
623,547
75,296
161,235
64,599
120,035
262,481
165,180
779,276
8,763
151,534
19,565
586,205
21,920
295,308
368,012
571,220
5,314
626,245
12,337
49,455
31,132
424,236
25,246
44,474
819,610
271,729
24,284
5,914
57,917
151,227
3,548
97,433
314,363
37,058
385,704
45,580
238,143
13,329
564,722
1,417,443
50,998
1,197
259,434
13,485
167,234
81,110
Wing On Co. International, Ltd.
* Wing Shan International, Ltd.
Wisdom Venture Holdings, Ltd.
Wong’s International (Holdings), Ltd.
* Wonson International Holdings, Ltd.
World Houseware (Holdings), Ltd.
Y. T. Realty Group, Ltd.
Yangtzekiang Garment Manufacturing Co., Ltd.
* Yanion International Holdings, Ltd.
* Yaohan International Holdings, Ltd.
Yau Lee Holdings, Ltd.
YGM Trading, Ltd.
Yip’s Chemical Holdings, Ltd.
Yugang International, Ltd.
* Yunnan Enterprises Holdings, Ltd.
* Zhu Kuan Development Co., Ltd.
TOTAL COMMON STOCKS
(Cost $111,759,450)
565,000
896,000
2,366,000
737,641
202,000
605,700
965,000
607,500
488,000
974,000
534,000
228,000
674,000
11,916,000
240,000
646,000
815,742
34,651
167,751
57,054
2,864
16,397
140,570
137,047
26,107
0
41,991
367,394
172,033
175,114
9,746
44,136
97,821,853
INVESTMENT IN CURRENCY — (0.0%)
* Hong Kong Dollars
70,673
(Cost $70,659)
RIGHTS/WARRANTS — (0.0%)
* China Credit Holdings Warrants 07/31/06
* Global Green Tech Group, Ltd. Warrants 07/07/07
* Global Green Tech Group, Ltd. Warrants 07/07/08
* Gorient (Holdings), Ltd. Rights 10/18/05
* Hop Hing Holdings, Ltd. Warrants 04/30/09
* Quality Healthcare Asia, Ltd. Warrants 01/13/07
* United Power Investment, Ltd. Rights 10/17/05
TOTAL RIGHTS/WARRANTS
(Cost $222,296)
191,400
133,600
133,600
2,211
132,053
26,760
1,664,000
395
3,272
1,894
13
1,106
469
25,741
32,890
TOTAL — HONG KONG
(Cost $112,052,405)
97,925,416
SINGAPORE — (12.2%)
COMMON STOCKS — (12.2%)
* Acma, Ltd.
Airocean Group, Ltd.
* Alliance Technology & Development, Ltd.
Amtek Engineering, Ltd.
Apollo Enterprises, Ltd.
Armstrong Industrial Corp.
* ASA Group Holdings, Ltd.
Ascott Group, Ltd.
Aussino Group, Ltd.
Benjamin (F.J.) Holdings, Ltd.
Beyonics Technology, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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3,040,700
1,649,000
156,000
799,625
193,000
1,460,000
586,000
1,807,250
967,000
1,095,000
1,945,800
89,853
190,039
9,681
543,464
71,860
133,743
65,802
785,041
240,028
174,729
477,236
Bonvests Holdings, Ltd.
825,000
331,551
1,855,000
461,000
71,334
66,000
823,200
105,910
652,000
1,775,000
1,284,000
4,385,000
614,000
498,460
614,000
643,000
495,000
672,000
1,262,000
461,500
5,158,000
1,844,260
870,000
2,267,000
1,375,000
265,000
995,000
3,368,000
3,170,000
2,273,750
33,750
252,314
200,000
2,909,000
1,494,000
1,592,000
1,516,000
1,215,000
34,874
761,000
1,796,000
1,048,000
2,054,000
875,280
1,189,000
1,675,000
298,000
1,471,875
361,780
160,746
817,872
0
194,604
31,296
252,392
173,089
174,534
2,384,209
103,419
762,987
168,736
7,600
166,750
15,886
566,839
197,741
182,902
141,694
30,850
60,291
243,787
48,551
35,283
139,334
224,816
678,611
5,585
22,368
112,290
1,573,083
644,555
1,561,845
667,486
1,084,276
6,595
285,591
472,338
836,146
145,669
331,065
716,752
1,534,381
124,163
1,122,141
16
*
*
*
#
*
*
*
*
*
*
#
*
Brilliant Manufacturing, Ltd.
Broadway Industrial Group, Ltd.
Bukit Sembawang Estates, Ltd.
Central Properties, Ltd.
CH Offshore, Ltd.
Chemical Industries (Far East), Ltd.
China Merchants Holdings Pacific, Ltd.
Chip Eng Seng Corp., Ltd.
Chosen Holdings, Ltd.
Chuan Hup Holdings, Ltd.
Chuan Soon Huat Industrial Group, Ltd.
CIH, Ltd.
CK Tang, Ltd.
Compact Metal Industries, Ltd.
Courts Singapore, Ltd.
CSC Holdings, Ltd.
CSE Global, Ltd.
CWT Distribution, Ltd.
Eagle Brand Holdings, Ltd.
Eastern Asia Technology, Ltd.
Eastgate Technology, Ltd.
Econ International, Ltd.
ECS Holdings, Ltd.
Eng Wah Organisation, Ltd.
Firstlink Investments Corp., Ltd.
Freight Links Express Holdings, Ltd.
Frontline Technologies Corp., Ltd.
Fu Yu Manufacturing, Ltd.
Fuji Offset Plates Manufacturing, Ltd.
G & W Group Holdings, Ltd.
GB Holdings, Ltd.
Ges International, Ltd.
GK Goh Holdings, Ltd.
Goodpack, Ltd.
GP Industries, Ltd.
Guocoland, Ltd.
Hiap Moh Corp., Ltd.
Ho Bee Investment, Ltd.
Hong Fok Corp., Ltd.
Hong Leong Asia, Ltd.
Horizon Education & Technologies, Ltd.
Hotel Grand Central, Ltd.
Hotel Plaza, Ltd.
Hotel Properties, Ltd.
Hour Glass, Ltd.
HTL International Holdings, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
Huan Hsin Holdings, Ltd.
Hup Seng Huat, Ltd.
Hwa Hong Corp., Ltd.
IDT Holdings, Ltd.
Inno-Pacific Holdings, Ltd.
Innovalues Precision, Ltd.
International Factors (Singapore), Ltd.
Internet Technology Group, Ltd.
1,138,400
900,200
2,488,000
718,000
680,000
520,000
290,000
874,408
390,220
250,048
882,243
704,400
8,038
167,489
103,691
15,503
37,086
292,500
122,500
2,733,000
907,000
132,500
137,000
1,446,000
5,340,500
2,058,000
19,000
868,000
521,000
1,494,000
7,107,100
3,343,000
1,117,500
1,600,000
657,500
2,954,000
473,000
372,000
1,134,030
931,000
588,000
1,427,000
3,410,000
2,256,960
1,994,000
1,263,000
1,450,000
1,043,000
941,000
1,084,022
1,638,000
728,332
2,193,000
1,096,500
734,000
5,589
58,775
311,309
2,164,369
192,973
74,392
204,846
1,760,444
1,104,681
1,678,461
18,135
82,078
49,266
97,125
21,001
2,054,738
16,511
330,960
167,090
26,187
50,318
134,110
288,191
481,443
45,176
1,214,432
584,439
833,663
683,502
153,019
342,779
317,452
225,233
435,646
1,384,321
71,023
460,102
236,531
266,783
17
*
*
#
#
*
*
#
*
*
*
#*
*
#
Interra Resources, Ltd.
Intraco, Ltd.
Isetan (Singapore), Ltd.
Jaya Holdings, Ltd.
JK Yaming International, Ltd.
Jurong Cement, Ltd.
Jurong Engineering, 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.
Koh Brothers, Ltd.
L & M Group Investments, Ltd.
Labroy Marine, Ltd.
LanTroVision (S), Ltd.
Lee Kim Tah Holdings, Ltd.
Leong Hin Holdings, Ltd.
Liang Huat Aluminium, Ltd.
Lion Asiapac, Ltd.
Low Keng Huat Singapore, Ltd.
Lum Chang Holdings, Ltd.
Magnecomp International, Ltd.
Manufacturing Integration Technology, Ltd.
MCL Land, Ltd.
Mediaring.Com, Ltd.
Metro Holdings, Ltd.
MMI Holdings, Ltd.
Multi-Chem, Ltd.
Nera Telecommunications, Ltd.
New Toyo International Holdings, Ltd.
Norelco Centreline Holdings, Ltd.
Orchard Parade Holdings, Ltd.
Osim International, Ltd.
Ossia International, Ltd.
Pan-United Corp., Ltd.
Pan-United Marine, Ltd.
PCI, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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*
*
#
Pertama Holdings, Ltd.
Popular Holdings, Ltd.
PSC Corp., Ltd.
Qian Hu Corp., Ltd.
Robinson & Co., Ltd.
Rotary Engineering, Ltd.
San Teh, Ltd.
SBS Transit, Ltd.
Sea View Hotel, Ltd.
Seatown Corp., Ltd.
Sembawang Kimtrans, Ltd.
Sin Soon Huat, Ltd.
Sing Investments & Finance, Ltd.
Singapore Food Industries, Ltd.
Singapore Reinsurance Corp., Ltd
459,750
1,813,000
5,723,200
408,200
284,832
1,624,000
838,406
1,011,000
66,000
101,000
1,295,000
1,307,000
103,950
1,707,000
1,540,935
96,458
450,022
304,417
61,518
1,035,263
460,696
138,739
1,272,675
3,046
1,791
443,899
158,349
98,295
1,139,984
268,654
1,930,000
139,250
2,010,000
466,495
454,000
236,000
3,229,000
1,117,200
378,000
490,000
490,500
6,028,000
1,359,000
106,500
1,004,000
1,502,000
2,109,600
3,362,000
530,000
974,000
846,666
125,500
354,000
1,602,000
120,000
647,000
1,392,000
1,506,000
576,017
146,488
190,065
253,642
17,440
126,923
572,501
1,789,316
55,849
62,262
55,078
285,003
184,729
44,374
281,847
270,743
193,250
188,759
20,360
1,047,652
890,674
275,914
101,469
965,716
67,374
1,345,965
49,360
26,701
18
Singapore Shipping Corp., Ltd.
Singapura Finance, Ltd.
SMB United, Ltd.
SNP Corp., Ltd.
* SP Corp., Ltd.
Ssangyong Cement (Singapore), Ltd.
Stamford Land Corp., Ltd.
Straits Trading Co., Ltd.
* Sunright, Ltd.
Superbowl Holdings, Ltd.
Superior Metal Printing, Ltd.
Thakral Corp., Ltd.
Tiong Woon Corp. Holding, Ltd.
* Transmarco, Ltd.
Trek 2000 International, Ltd.
TSM Resources, Ltd.
TT International, Ltd.
* Tuan Sing Holdings, Ltd.
* Ultro Technologies, Ltd.
Unisteel Technology, Ltd.
United Engineers, Ltd.
United Overseas Insurance, Ltd.
United Pulp & Paper Co., Ltd.
UOB-Kay Hian Holdings, Ltd.
Vicom, Ltd.
WBL Corp., Ltd.
Xpress Holdings, Ltd.
* Yongnam Holdings, Ltd.
TOTAL COMMON STOCKS
(Cost $56,350,271)
59,853,957
INVESTMENT IN CURRENCY — (0.0%)
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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* Singapore Dollars
(Cost $103,377)
103,402
RIGHTS/WARRANTS — (0.0%)
* China Dairy Group Warrants 12/22/07
* Sing Investments & Finance, Ltd. Rights 10/17/05
TOTAL RIGHTS/WARRANTS
(Cost $0)
300,400
37,800
7,989
9,159
17,148
TOTAL — SINGAPORE
(Cost $56,453,648)
59,974,507
NEW ZEALAND — (4.6%)
COMMON STOCKS — (4.6%)
AFFCO Holdings, Ltd.
Cavalier Corp., Ltd.
CDL Hotels New Zealand, Ltd.
CDL Investments New Zealand, Ltd.
Colonial Motor Co., Ltd.
1,806,887
283,674
1,387,344
328,510
126,795
574,960
731,942
556,622
77,264
280,673
112,108
323,301
241,638
201,679
40,420
270,895
156,746
584,872
84,779
219,997
271,267
194,156
541,952
281,600
229,634
369,175
309,644
995,760
415,999
418,047
60,843
80,520
30,744
379,638
157,056
29,646
402,452
2,311,308
372,243
73,802
835,764
863,575
124,424
700,844
813,217
424,814
3,621,377
486,985
825,654
275,330
1,672,031
192,848
381,238
357,527
128,517
723,257
1,424,446
1,272,408
106,483
1,559
25,095
1,286,810
0
45,527
537,304
751,457
19
*
*
#
*
*
*
*
*
*
Ebos Group, Ltd.
Evergreen Forests, Ltd.
Hallenstein Glassons Holdings, Ltd.
Hellaby Holdings, Ltd.
Horizon Energy Distribution, Ltd.
Met Lifecare, Ltd.
Michael Hill International, Ltd.
New Zealand Oil & Gas, Ltd.
New Zealand Refining Co., Ltd.
Northland Port Corp. (New Zealand), Ltd.
Nuplex Industries, Ltd.
Pacific Retail Group, Ltd.
Port of Tauranga, Ltd.
Provenco Group, Ltd.
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.
South Port New Zealand, Ltd.
Steel & Tube Holdings, Ltd.
Tasman Farms, Ltd.
Taylors Group, Ltd.
Tourism Holdings, Ltd.
Trans Tasman Properties, Ltd.
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Waste Management NZ, Ltd.
Wrightson, Ltd.
430,471
279,834
TOTAL — NEW ZEALAND
(Cost $11,898,695)
1,828,356
482,002
22,856,355
MALAYSIA — (0.0%)
COMMON STOCKS — (0.0%)
* Aliran Ihsan Resources Berhad
* Autoways Holdings Berhad
* Promet Berhad
* Rekapacific Berhad
TOTAL COMMON STOCKS
(Cost $798,985)
1,650
10,000
1,143,000
473,000
243
3,423
0
0
3,666
PREFERRED STOCKS — (0.0%)
* Ramunia Holdings Berhard Non Cumulative Irredeemable Convertible Preferred Shares
17,882
1,186
(Cost $229,462)
TOTAL — MALAYSIA
(Cost $1,028,447)
4,852
20
UNITED STATES — (0.0%)
COMMON STOCKS — (0.0%)
* Exergy, Inc.
(Cost $0)
0
7,260
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (18.8%)
 Repurchase Agreement, Deutsche Bank Securities & Mizuho Securities USA 3.30%
and 3.35%, respectively, 10/03/05 (Collateralized by $142,797,613 U.S. STRIPS,
rates ranging from 0% to 9.375%, maturities ranging from 11/15/05 to 02/15/26 &
U.S. Treasury Note 3.375%, 02/15/08, valued at $93,201,590) to be repurchased at
$91,397,884 (Cost $91,372,436)
Repurchase Agreement, PNC Capital Markets, Inc. 3.61%, 10/03/05 (Collateralized
by $1,530,000 FNMA Note 2.95%, 11/14/07, valued at $1,543,388) to be
repurchased at $1,520,457 (Cost $1,520,000)
TOTAL TEMPORARY CASH INVESTMENTS
(Cost $92,892,436)
TOTAL INVESTMENTS - (100.0%)
(Cost $449,019,431)††
$
91,372
91,372,436
1,520
1,520,000
92,892,436
$
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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493,742,879
†

#
*
††
Securities have been fair valued. See Security Valuation Note.
Security purchased with cash proceeds from securities on loan.
Total or Partial Securities on Loan.
Non-Income Producing Securities.
The cost for federal income tax purposes is $449,069,317.
21
THE UNITED KINGDOM SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
September 30, 2005
(Unaudited)
Shares
UNITED KINGDOM — (98.4%)
COMMON STOCKS — (97.7%)
Industrials — (29.4%)
600 Group P.L.C.
AEA Technology P.L.C.
Aggreko P.L.C.
Air Partner P.L.C.
* Airflow Streamlines 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.
Autologic Holdings P.L.C.
* # Avis Europe P.L.C.
Babcock International Group P.L.C.
* Bailey (C.H.) P.L.C.
* Bailey (C.H.) P.L.C. Class B
* BB Holdings, Ltd.
Birse Group P.L.C.
Black Arrow Group P.L.C.
Bodycote International P.L.C.
Braemar Seascope Group P.L.C.
Brammer P.L.C.
Brandon Hire P.L.C.
British Steam Specialties Group P.L.C.
* BTG P.L.C.
Business Post Group P.L.C.
Carillion 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.
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218,038
168,483
800,289
15,611
20,500
131,547
49,000
129,697
987,524
323,639
96,590
2,777,071
674,239
109,500
10,000
8,709
421,901
56,500
983,093
45,450
144,123
97,041
372,476
439,797
157,099
673,660
83,784
69,380
483,993
68,833
819,535
Value †
$
213,438
271,910
3,303,011
166,859
21,152
407,198
314,590
1,343,956
2,412,375
3,933,032
242,770
3,098,096
2,128,699
28,970
21,166
50,691
94,879
84,706
3,762,718
274,563
521,116
254,173
1,859,226
1,722,077
1,239,978
3,148,720
325,111
348,760
3,457,335
753,331
1,228,666
*
*
*
*
Christie Group P.L.C.
Clarkson P.L.C.
Communisis P.L.C.
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.
Datamonitor P.L.C.
Davis Service Group P.L.C.
De La Rue P.L.C.
53,263
54,733
428,943
595,684
1,704,859
1,176,378
367,079
74,000
136,693
543,317
500,224
95,354
771,818
739,543
3,467,187
278,149
907,763
236,320
357,626
482,196
4,585,457
3,387,998
402,751
90,805
336,440
1,068,671
104,685
1,259,207
366,981
1,440,968
146,049
120,728
107,500
777,015
20,485
13,681
133,536
119,419
132,593
52,208
584,903
183,750
75,907
7,500
367,619
224,663
189,936
119,601
99,446
356,389
13,306,332
694,103
167,160
169,695
104,194
721,890
22,878
122,032
1,917,996
1,145,152
102,363
5,503,947
69,241
2,853,958
1,009,754
2,833,848
3,426,081
5,856
179,179
986,755
42,635
87,835
724,843
196,939
3,271,792
582,432
263,070
183,115
182,752
63,497
1,909,548
463,623
3,698,484
456,710
1,198,873
2,247,231
3,403,092
1,309,951
1,265,581
1,212,192
1,957,220
3,297,753
216,892
425,097
1
*
*
*
*
*
*
*
*
*
*
Domino Printing Sciences P.L.C.
Domnick Hunter Group P.L.C.
Dowding & Mills 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.
Fulmar P.L.C.
Galliford Try P.L.C.
Get Group P.L.C.
Gibbs & Dandy P.L.C.
Gleeson (M.J.) Group P.L.C.
Glotel P.L.C.
Go-Ahead Group P.L.C.
Halstead (James) Group P.L.C.
Hampson Industries P.L.C.
Harvey Nash Group P.L.C.
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.
Intertek Group P.L.C.
Intserve P.L.C.
Invensys P.L.C.
Ite Group P.L.C.
Johnson Service Group P.L.C.
Keller Group P.L.C.
Kier Group P.L.C.
Laing (John) P.L.C.
Latchways P.L.C.
Lavendon Group P.L.C.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
Lincat Group P.L.C.
Litho Supplies P.L.C.
Lorien P.L.C.
Low & Bonar P.L.C.
Management Consulting Group P.L.C.
McAlpine (Alfred) 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.
Mowlem (John) & Co. P.L.C.
MS International P.L.C.
MSB International P.L.C.
National Express Group P.L.C.
Northern Recruitment Group P.L.C.
Northgate P.L.C.
Ocean Wilsons Holdings, Ltd.
19,000
20,000
60,000
325,507
600,372
319,263
1,029,839
924,459
68,000
919,226
99,266
319,979
418,282
71,500
30,748
25,000
36,500
198,436
84,250
189,343
20,284
33,865
686,081
513,582
2,162,356
4,468,398
2,845,316
182,905
3,720,937
1,496,973
1,484,310
1,180,420
148,181
32,269
370,396
133,585
3,954,998
490,378
42,417
76,551
54,896
115,428
67,511
2,825,214
66,349
153,256
163,984
291,175
96,381
620,665
790,687
988,393
235,235
57,431
744,456
165,829
379,297
348,089
22,500
132,434
238,347
406,488
2,148,370
118,525
86,934
431,476
91,274
7,595
225,118
126,226
323,290
4,945,717
629,014
160,835
870,593
680,483
833,831
1,685,875
990,171
1,037,275
1,064,233
818,474
2,271,603
409,483
4,910,467
331,537
263,907
1,779,926
3,312,709
426,591
615,758
500,683
252,234
711,567
2
*
*
*
*
*
*
Penna Consulting P.L.C.
Planestation Group P.L.C.
PSD Group P.L.C.
Quantica P.L.C.
Radstone Technology P.L.C.
Regus Group P.L.C.
Reliance Security Group P.L.C.
Renold P.L.C.
Ricardo P.L.C.
Robert Walters P.L.C.
ROK property solutions P.L.C.
RPS Group P.L.C.
Salvesen (Christian) P.L.C.
Senior P.L.C.
Serco Group P.L.C.
Severfield-Rowan P.L.C.
Shanks & McEwan Group P.L.C.
SHL Group P.L.C.
SIG P.L.C.
Simon Group 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.
Stanelco P.L.C.
T. Clarke P.L.C.
Tarsus Group P.L.C.
Teesland P.L.C.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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Thorpe (F.W.) P.L.C.
Tinsley (Eliza) Group P.L.C.
Trafficmaster P.L.C.
Transport Development Group P.L.C.
Trifast P.L.C.
Ultra Electronics Holdings P.L.C.
Ultraframe P.L.C.
Umeco P.L.C.
* Universal Salvage P.L.C.
* Volex Group P.L.C.
VP P.L.C.
VT Group P.L.C.
Weir Group P.L.C.
Whatman P.L.C.
White Young Green P.L.C.
Whitehead Mann Group P.L.C.
* Wilshaw P.L.C.
Wincanton P.L.C.
WSP Group P.L.C.
Wyndeham Press Group P.L.C.
XP Power P.L.C.
Total Industrials
(Cost $134,101,617)
24,000
19,844
252,418
244,132
217,991
205,164
162,456
94,138
36,111
168,908
108,111
529,851
671,663
426,530
78,615
95,000
198,409
306,978
208,614
165,119
59,933
*
*
154,085
6,300
143,581
996,835
271,066
3,387,072
98,139
937,295
74,838
351,544
420,461
3,495,206
4,537,301
2,117,753
476,992
60,322
35,870
1,803,013
1,416,614
334,921
400,638
176,948,862
Consumer Discretionary — (21.5%)
4imprint P.L.C.
Abbeycrest P.L.C.
81,908
42,590
370,562
21,409
399,607
105,025
86,243
156,695
392,541
1,136,685
12,961
68,999
29,998
69,321
22,161
353,782
40,986
90,290
204,038
71,794
367,891
149,368
818,461
695,395
2,193,764
716,424
182,538
718,581
604,085
816,987
107,444
143,606
50,794
261,653
25,993
5,463,101
273,982
686,379
1,196,603
750,281
3,971,165
993,222
743,451
1,809,135
3
*
*
*
AGA Food Service Group P.L.C.
Alba P.L.C.
Alexandra P.L.C.
Alexon Group P.L.C.
Alpha Airports Group P.L.C.
Arena Leisure P.L.C.
Aston Villa P.L.C.
Austin Reed Group P.L.C.
Avesco P.L.C.
Avon Rubber P.L.C.
Beale P.L.C.
Bellway P.L.C.
Ben Bailey P.L.C.
Blacks Leisure Group P.L.C.
Bloomsbury Publishing P.L.C.
Boot (Henry) P.L.C.
Bovis Homes Group P.L.C.
BPP Holdings P.L.C.
Brown & Jackson P.L.C.
Brown (N) Group P.L.C.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
*
*
*
*
Caffyns P.L.C.
Capital Radio P.L.C.
Carpetright P.L.C.
Celtic P.L.C.
Character Group P.L.C.
Chime Communications P.L.C.
Chrysalis Group P.L.C.
Churchill China P.L.C.
City Restaurant Group P.L.C.
Clinton Cards P.L.C.
Colefax Group P.L.C.
Cosalt P.L.C.
Courts P.L.C.
Crest Nicholson P.L.C.
Creston P.L.C.
Dawson Holdings P.L.C.
Dawson International P.L.C.
De Vere Group P.L.C.
Emess P.L.C.
Entertainment Rights P.L.C.
Euromoney Institutional Investors P.L.C.
European Motor Holdings P.L.C.
FII Group P.L.C.
Findel P.L.C.
First Choice Holidays P.L.C.
First Technology P.L.C.
Forminster P.L.C.
French Connection Group P.L.C.
Fuller, Smith & Turner P.L.C. Series A
Future Network P.L.C.
Game Group P.L.C.
Games Workshop Group P.L.C.
Gaskell P.L.C.
Global Natural Energy P.L.C.
Greene King P.L.C.
6,000
313,351
125,839
40,759
97,314
549,729
328,544
30,000
613,707
501,072
60,000
30,700
110,722
310,555
88,715
144,502
100,688
216,715
480,556
1,034,872
205,774
118,325
41,166
380,020
1,254,193
188,345
43,333
284,510
41,035
933,632
991,290
83,198
36,000
11,004
445,102
83,604
1,768,595
1,953,194
37,383
100,410
273,914
834,456
94,187
1,374,713
680,516
124,347
142,140
0
2,207,450
281,655
360,643
16,871
2,283,885
80,522
520,210
1,495,323
573,927
4,901
3,036,351
4,684,197
618,725
14,522
1,339,850
663,699
1,078,610
1,494,907
617,792
1,587
28,434
5,020,506
14,703
259,894
439,166
892,618
149,496
139,717
77,295
589,110
272,129
271,780
529,578
114,500
98,546
1,902,356
13,052
3,247,185
1,782,476
174,967
293,114
1,132,584
477,579
763,386
1,580,906
447,833
4
*
*
Haynes Publishing Group P.L.C.
Headlam Group P.L.C.
Highbury House Communications P.L.C.
HMV Group P.L.C.
Holidaybreak P.L.C.
Homestyle Group P.L.C.
Hornby P.L.C.
House of Fraser P.L.C.
Huntsworth P.L.C.
Incisive Media P.L.C.
JJB Sports P.L.C.
John David Group P.L.C.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
*
*
*#
*
*
*
*
*
*
*#
Lambert Howarth Group P.L.C.
Laura Ashley Holdings P.L.C.
London Clubs International P.L.C.
Lookers P.L.C.
Luminar P.L.C.
Maiden Group P.L.C.
Mallett P.L.C.
Manganese Bronze Holdings P.L.C.
Marchpole Holdings P.L.C.
Matalan P.L.C.
Mayflower Corp. P.L.C.
McCarthy & Stone P.L.C.
Menzies (John) P.L.C.
Metal Bulletin P.L.C.
MFI Furniture Group P.L.C.
Mice Group P.L.C.
Millennium and Copthorne Hotels P.L.C.
Monsoon P.L.C.
Moss Brothers Group P.L.C.
Mothercare P.L.C.
Music Choice Europe P.L.C.
Mytravel Group P.L.C.
Newcastle United P.L.C.
Next Fifteen Communications P.L.C.
Nord Anglia Education P.L.C.
Northamber P.L.C.
NXT P.L.C.
Ottakar’s 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.
Pittards P.L.C.
Portmeirion Group P.L.C.
Pressac P.L.C.
QXL Ricardo P.L.C.
Redrow P.L.C.
Reg Vardy P.L.C.
Regent Inns P.L.C.
Sanctuary Group P.L.C.
SCS Upholstery P.L.C.
Sinclair (William) Holdings P.L.C.
43,203
2,505,661
545,513
85,770
223,904
43,212
24,837
32,184
271,422
643,905
550,636
292,792
132,050
145,659
1,753,768
174,886
238,041
71,000
163,400
209,565
33,796
20,964
198,896
25,000
63,924
75,888
219,248
34,693
46,993
501,860
58,000
415,970
1,340,534
60,985
22,856
78,129
130
491,649
112,005
375,219
779,911
117,088
53,000
171,072
596,628
1,226,769
624,032
1,895,616
134,904
113,461
95,083
96,943
1,970,465
0
3,191,501
1,364,845
595,394
3,363,944
105,648
1,553,463
516,571
286,042
1,290,005
4,992
73,490
177,160
27,559
152,211
125,820
251,360
269,241
131,374
458,079
56,776
2,868,707
2,754,553
13,446
75,990
1,034
16,062
3,754,831
1,135,933
675,044
81,160
720,235
47,208
69,754
625,114
568,473
19,615
46,752
1,033,660
3,384,005
11,417
5
*
Sirdar P.L.C.
SMG P.L.C.
Smith (WH) P.L.C.
Southampton Leisure Holdings P.L.C.
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*
Sportech P.L.C.
St. Ives P.L.C.
Stanley Leisure P.L.C.
* Sterling Publishing Group P.L.C.
Stylo P.L.C.
T&F Informa Group P.L.C.
Taylor Nelson Sofres P.L.C.
Ted Baker P.L.C.
The Peacock Group P.L.C.
* The Television Corp. P.L.C.
* Toad Group P.L.C.
Topps Tiles P.L.C.
* Torotrak P.L.C.
* Tottenham Hotspur P.L.C.
Ulster Television P.L.C.
Victoria P.L.C.
Vitec Group P.L.C.
Wagon P.L.C.
Wembley P.L.C.
Westbury P.L.C.
Wetherspoon (J.D.) P.L.C.
Wilmington Group P.L.C.
Wilson Bowden P.L.C.
Woolworths Group P.L.C.
Wyevale Garden Centres P.L.C.
Total Consumer Discretionary
(Cost $110,598,911)
846,974
269,901
165,641
75,298
64,096
111,817
701,432
105,654
273,494
101,591
85,507
491,811
246,442
150,000
140,321
12,000
95,370
163,410
68,694
354,877
513,165
177,826
7,000
3,110,645
125,459
141,919
1,787,565
1,973,516
12,783
68,962
780,999
2,474,360
898,215
1,536,401
116,471
16,401
1,492,018
219,510
113,765
1,131,062
44,977
597,156
526,004
674,872
2,704,014
2,618,049
522,224
143,961
1,837,988
1,262,423
129,143,269
Financials — (15.0%)
Aberdeen Asset Management P.L.C.
Atrium Underwriting P.L.C.
* Bradstock Group P.L.C.
Brewin Dolphin Holdings P.L.C.
Britannic P.L.C.
Brixton P.L.C.
Capital & Regional P.L.C.
Chesnara P.L.C.
* CLS Holdings P.L.C.
Collins Stewart Tullett P.L.C.
Countrywide P.L.C.
Daejan Holdings P.L.C.
Derwent Valley Holdings P.L.C.
Development Securities P.L.C.
Domestic & General Group P.L.C.
DTZ Holdings P.L.C.
* Durlacher Corp. P.L.C.
* Egg P.L.C.
Freeport P.L.C.
Grainger Trust P.L.C.
Great Portland Estates P.L.C.
Guiness Peat Group P.L.C.
760,233
136,847
5,200
609,242
294,095
894,424
226,741
92,900
220,245
407,502
185,800
32,711
192,832
130,786
121,425
159,674
15,272
682,257
88,023
304,996
638,580
1,251,349
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1,528,618
470,067
4,036
1,413,068
3,200,517
6,156,498
3,215,389
276,917
1,841,331
4,592,805
1,275,621
1,903,948
4,441,909
1,167,237
1,756,181
945,579
48,755
1,203,359
680,790
2,453,050
4,372,946
1,809,838
6
*
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 P.L.C.
Hitachi Capital (UK) P.L.C.
ISIS Asset Management P.L.C.
Jardine Lloyd Thompson Group P.L.C.
Kensington Group P.L.C.
Kiln P.L.C.
London Merchant Securities 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.
Mucklow (A & J) Group P.L.C.
Paragon Group of Companies P.L.C.
Park Group P.L.C.
Primary Health Properties P.L.C.
Quintain Estates & Development P.L.C.
Rensburg Sheppards P.L.C.
Rugby Estates P.L.C.
Rutland Trust P.L.C.
S & U P.L.C.
Savills P.L.C.
Secure Trust Group P.L.C.
Shaftesbury P.L.C.
Shore Capital Group P.L.C.
Smith (James) Estates P.L.C.
St. Modwen Properties P.L.C.
Stanley (Charles) Group P.L.C.
Town Centre Securities P.L.C.
Unite Group P.L.C.
Warner Estate Holdings P.L.C.
Workspace Group P.L.C.
Total Financials
(Cost $63,938,562)
Information Technology — (8.9%)
Abacus Group P.L.C.
Acal P.L.C.
Alphameric P.L.C.
* Alterian P.L.C.
Amstrad P.L.C.
* Anite Group P.L.C.
232,050
46,683
196,500
152,052
527,750
467,933
1,147,509
124,239
388,420
476,901
128,220
566,831
1,282,485
374,544
277,898
97,232
427,018
175,000
153,200
291,600
23,784
161,208
37,158
15,328
174,255
21,140
178,946
44,674
507,230
504,863
17,524
271,071
86,800
142,137
373,726
107,894
663,597
90,015,029
105,130
60,982
400,049
68,403
149,652
977,286
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5,628
167,560
49,388
895,748
623,664
480,758
4,042,874
413,063
1,317,090
3,604,346
1,490,351
869,802
5,112,203
530,146
759,739
480,192
1,935,649
1,351,947
1,434,831
123,437
145,357
1,654,844
441,733
90,704
155,980
192,958
2,662,284
328,972
3,401,900
427,427
139,862
2,137,164
430,968
1,017,842
2,050,034
1,188,440
3,101,685
218,804
293,100
698,547
164,685
308,827
1,120,424
*
*
*
*
ARC International P.L.C.
Autonomy Corp. P.L.C.
Aveva Group P.L.C.
Axon Group P.L.C.
Baltimore Technologies P.L.C.
Bede P.L.C.
CML Microsystems P.L.C.
Comino Group P.L.C.
330,444
236,369
64,318
115,461
485
135,978
28,361
30,924
209,820
1,410,184
1,019,291
435,300
14,741
44,370
176,331
147,267
75,752
452,614
90,964
63,075
47,661
939,000
65,882
281,185
92,314
55,200
2,118,657
224,012
165,504
17,000
415,333
121,221
1,204,014
45,983
566,510
654,113
99,880
56,120
309,597
474,594
45,932
238,323
277,169
24,678
64,083
1,676,014
1,119,725
136,455
381,072
235,000
135,733
1,119,106
378,897
158,950
188,734
134,279
1,792,222
82,627
1,106,949
836,438
621,075
809,348
478,594
396,066
76,429
39,237
260,773
799,846
13,193
267,385
183,875
3,132,355
270,889
549,563
674,926
20,700
0
420,470
3,086,751
236,967
277,432
420,427
163,226
265,618
2,387,083
622,113
580,035
41,168
99,478
327,985
2,980,544
1,022,492
4,346
2,846,188
7
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Compel Group P.L.C.
Computacenter P.L.C.
Deltron Electronics P.L.C.
Detica Group P.L.C.
Dicom Group P.L.C.
Dimension Data Holdings P.L.C.
Diploma P.L.C.
Easynet Group P.L.C.
Electrocomponents P.L.C.
Electronic Data Processing P.L.C.
Eurodis Electron P.L.C.
Fibernet Group P.L.C.
Filtronic P.L.C.
Financial Objects P.L.C.
GB Group P.L.C.
Gresham Computing P.L.C.
Halma P.L.C.
ICM Computer Group P.L.C.
Imagination Technologies Group P.L.C.
Intec Telecom Systems P.L.C.
Intelek P.L.C.
Kalamazoo Computer Group P.L.C.
Kewill Systems P.L.C.
Laird Group P.L.C.
Macro 4 P.L.C.
Microgen P.L.C.
Morse P.L.C.
MTL Instruments Group P.L.C.
nCipher P.L.C.
Northgate Information Solutions P.L.C.
NSB Retail P.L.C.
Oxford Instruments P.L.C.
Parity Group P.L.C.
Planit Holdings P.L.C.
Plasmon P.L.C.
Premier Farnell P.L.C.
Psion P.L.C.
QA P.L.C.
Renishaw P.L.C.
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*
*
*
*
*
*
*
*
*
*
Retail Decisions P.L.C.
RM P.L.C.
Rotork P.L.C.
Roxboro Group P.L.C.
Royalblue Group P.L.C.
SCI Entertainment P.L.C.
Scipher P.L.C.
SDL P.L.C.
Spectris P.L.C.
Spirent P.L.C.
Superscape P.L.C.
Surfcontrol P.L.C.
Tadpole Technology P.L.C.
Telemetrix P.L.C.
Telspec P.L.C.
The Innovation Group P.L.C.
944,523
264,018
217,806
90,243
93,319
33,370
34,563
157,956
402,575
2,209,226
302,847
81,878
427,207
177,320
25,000
1,116,429
374,837
781,166
2,289,620
583,358
1,064,109
311,946
686
516,806
4,082,837
2,006,757
133,540
642,650
34,850
272,097
8,929
561,207
33,552
361,387
611,908
69,342
124,752
331,328
238,739
167,514
856,511
30,304
55,332
1,013,484
339,973
262,955
81,964
1,355,793
47,372
849,447
1,374,744
57,726
8
Trace Computers P.L.C.
TT Electronics P.L.C.
* TTP Communications 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.
XKO Group P.L.C.
Total Information Technology
(Cost $50,364,407)
Energy — (7.4%)
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.
* KBC Advanced Technologies P.L.C.
Melrose Resources P.L.C.
Paladin Resources P.L.C.
* Premier Oil P.L.C.
* Soco International P.L.C.
Sondex P.L.C.
Tullow Oil P.L.C.
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53,694,968
580,898
267,628
421,226
247,109
169,128
225,645
136,941
3,248,130
387,769
397,585
68,734
279,182
965,278
258,336
210,346
206,804
160,000
2,704,900
620,733
6,203,675
3,898,668
507,121
2,177,010
915,419
343,169
2,154,423
1,500,691
56,373
2,105,091
5,388,570
3,435,608
2,775,129
848,065
733,737
U.K. Coal P.L.C.
Venture Production P.L.C.
Wood Group (John) P.L.C.
Total Energy
(Cost $27,744,554)
322,996
348,618
1,196,723
*
891,577
2,963,768
4,432,618
44,656,345
Consumer Staples — (5.8%)
Anglo Eastern Plantations P.L.C.
Arla Foods UK P.L.C.
Barr (A.G.) P.L.C.
Belhaven Brewery Group P.L.C.
Body Shop International P.L.C.
Cranswick P.L.C.
Dairy Crest Group P.L.C.
Devro P.L.C.
Greggs P.L.C.
Hardys & Hansons P.L.C.
Kleeneze P.L.C.
Linton Park P.L.C.
McBride P.L.C.
Nichols P.L.C.
Northern Foods P.L.C.
PZ Cuzzons P.L.C.
Richmond Foods P.L.C.
87,249
1,674,839
43,000
91,614
583,233
137,780
411,682
533,228
34,699
56,379
109,256
39,000
546,348
66,550
1,742,847
49,859
57,804
320,859
1,742,900
737,953
1,008,309
2,221,996
1,534,641
3,710,480
1,232,059
2,931,567
678,684
233,173
306,106
1,474,376
237,695
4,695,565
1,149,388
501,615
199,037
722,361
15,000
158,000
263,207
37,487
246,522
10,000
5,234
997,888
2,516,337
17,329
490,475
598,873
50,251
5,143,844
293,230
196,173
9
Robert Wiseman Dairies P.L.C.
Somerfield P.L.C.
Swallowfield P.L.C.
Thorntons P.L.C.
Uniq P.L.C.
Whittard of Chelsea P.L.C.
Wolverhampton & Dudley Breweries P.L.C.
Young & Co’s Brewery P.L.C.
Young & Co’s Brewery P.L.C. Class A
Total Consumer Staples
(Cost $25,827,170)
Health Care — (4.2%)
* Acambis P.L.C.
* Alizyme P.L.C.
* Antisoma P.L.C.
* Axis-Shield P.L.C.
Bespak P.L.C.
* Biocompatibles International P.L.C.
* Bioquell P.L.C.
Biotrace International P.L.C.
* Cambridge Antibody Technology Group P.L.C.
Care U.K. P.L.C.
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35,021,766
211,450
345,593
533,154
126,365
70,661
94,045
50,194
150,131
101,801
161,590
887,630
621,745
192,776
728,823
676,748
420,495
89,860
221,108
1,335,895
1,101,568
Corin Group P.L.C.
Dechra Pharmaceuticals P.L.C.
Ferraris Group P.L.C.
* Genetix Group P.L.C.
Goldshield Group P.L.C.
* Gyrus Group P.L.C.
Huntleigh Technology P.L.C.
Isoft Group P.L.C.
Isotron P.L.C.
* M.L. Laboratories P.L.C.
* Medical Solutions P.L.C.
* Medisys P.L.C.
Nestor Healthcare Group P.L.C.
* Oxford Biomedica P.L.C.
* Pharmagene P.L.C.
* Phytopharm P.L.C.
* Protherics P.L.C.
* Provalis P.L.C.
* Skyepharma P.L.C.
SSL International P.L.C.
Sygen International P.L.C.
* Vernalis P.L.C.
Total Health Care
(Cost $23,690,913)
124,334
168,094
63,540
151,246
79,169
282,312
90,597
737,364
70,674
960,927
140,731
586,814
303,219
1,177,706
160,000
111,349
698,801
796,584
1,448,715
630,184
668,253
334,552
778,513
766,408
112,632
142,720
484,543
1,559,796
581,651
5,618,405
754,158
436,430
22,030
33,379
748,741
950,332
66,036
100,162
674,815
77,275
1,047,645
2,995,529
559,863
432,234
25,219,945
Materials — (3.5%)
* Amberley Group P.L.C.
* API Group P.L.C.
* Applied Optical Technologies P.L.C.
Baggeridge Brick P.L.C.
British Polythene Industries P.L.C.
Carclo P.L.C.
200,000
103,483
117,822
98,000
86,272
180,595
43,213
250,968
76,371
290,391
614,750
258,011
18,000
656,803
50,000
407,461
22,000
370,616
1,177,383
96,928
1,297,599
913,236
82,090
438,664
138,474
150,000
228,287
81,434
176,666
17,638
3,079,529
65,384
869,407
3,140,946
635,119
1,298,834
652,357
23,166
21,084
493,363
48,945
136,901
10
*
*
*
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.
European Colour P.L.C.
Greenwich Resources P.L.C.
Hill & Smith Holdings P.L.C.
Inveresk P.L.C.
Macfarlane Group P.L.C.
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Marshalls P.L.C.
Metalrax Group P.L.C.
Porvair P.L.C.
RPC Group P.L.C.
Scapa Group P.L.C.
Treatt P.L.C.
UCM Group P.L.C.
Victrex P.L.C.
* Yorkshire Group P.L.C.
Yule Catto & Co. P.L.C.
Zotefoams P.L.C.
Total Materials
(Cost $17,605,300)
411,113
358,740
106,246
295,073
319,593
14,957
41,980
260,100
82,504
278,083
62,000
2,139,098
498,285
257,669
1,295,914
135,287
72,812
39,243
2,745,692
8,367
1,292,514
85,297
20,844,655
Telecommunication Services — (1.0%)
* # 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.
* Vanco P.L.C.
Total Telecommunication Services
(Cost $5,997,888)
2,574,360
850,036
376,324
149,831
3,930,559
145,748
2,724,381
910,817
38,996
355,444
1,005,240
1,276,348
6,311,226
Other — (0.5%)
* Argonaut Games P.L.C.
* Bombshell, Ltd.
* Carlisle Group, Ltd.
Carr’s Milling Industries P.L.C.
* Clinical Computing P.L.C.
Dewhurst P.L.C.
Dewhurst P.L.C. Class A Non-Voting
DRS Data & Research Services P.L.C.
Erinaceous Group P.L.C.
* Ferguson International Holdings P.L.C.
* Full Circle Future, Ltd.
* Garton Engineering P.L.C.
IFX Group P.L.C.
* IMS Group P.L.C.
Independent Media Distribution P.L.C.
100,000
932
3,484
19,000
46,666
9,000
15,500
26,825
288,236
89,105
135,600
10,248
79,438
75,000
21,621
5,512
1,003
9,832
181,803
8,642
30,161
45,382
17,506
1,359,939
37,719
0
0
163,931
5,953
17,542
5,000
429,989
143,737
29,998
669,354
83,333
35,000
132
91,009
96,338
45,767
20,661
220
18,520
11
*
*
*
*
*
Industrial & Commercial Holdings P.L.C.
Lupus Capital P.L.C.
Netstore P.L.C.
New Avesco P.L.C.
Osmetech P.L.C.
Probus Estates P.L.C.
Radamec Group P.L.C.
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Ransom (William) & Son P.L.C.
Reed Health Group P.L.C.
* Richmond Oil & Gas P.L.C.
* RMS Communications P.L.C.
* Safeland P.L.C.
* Secure Ventures (No. 1) P.L.C.
* Secure Ventures (No. 2) P.L.C.
* Secure Ventures (No. 3) P.L.C.
* Secure Ventures (No. 4) P.L.C.
* Secure Ventures (No. 5) P.L.C.
* Secure Ventures (No. 6) P.L.C.
* Secure Ventures (No. 7) P.L.C.
* Servicepower Technologies P.L.C.
* SFI Holdings, Ltd. Series A
* Tandem Group P.L.C.
* Terence Chapman Group P.L.C.
Tex Holdings P.L.C.
* Theratase P.L.C.
* Waterdorm P.L.C.
Waterman P.L.C.
Watermark Group P.L.C.
Windsor P.L.C.
* Wraith P.L.C.
Total Other
(Cost $4,041,961)
30,000
155,333
220,000
15,000
25,000
62,500
62,500
62,500
62,500
62,500
62,500
62,500
150,000
26,713
327,365
62,500
14,000
80,563
105,000
74,473
68,660
149,435
1,441
26,457
116,439
0
0
34,835
0
2,618
0
2,480
2,343
0
0
92,599
14,606
0
350
27,656
50,444
0
171,418
158,038
126,515
2,160
2,986,530
Utilities — (0.5%)
Bristol Water Group P.L.C.
Dee Valley Group P.L.C.
East Surrey Holdings P.L.C.
Hydro International P.L.C.
Viridian Group P.L.C.
Total Utilities
(Cost $1,885,339)
27,120
4,214
234,414
27,669
29,605
318,336
67,265
2,067,288
47,582
414,603
2,915,074
TOTAL COMMON STOCKS
(Cost $465,796,622)
587,757,669
RIGHTS/WARRANTS — (0.0%)
Other — (0.0%)
* Letter of Entitlements - Audemars Piguet
* Planestation Group P.L.C. Warrants 01/13/11
* SFI Holdings, Ltd. Litigation Certificate
Total Other
(Cost $4,781)
90,242
229,653
26,713
0
202
0
202
12
Industrials — (0.0%)
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*
Trifast P.L.C. Rights 10/12/05
(Cost $0)
14,532
0
TOTAL RIGHTS/WARRANTS
(Cost $4,781)
202
INVESTMENT IN CURRENCY — (0.7%)
* British Pound Sterling
(Cost $4,064,704)
4,037,552
TOTAL — UNITED KINGDOM
(Cost $469,866,107)
591,795,423
EMU — (0.0%)
INVESTMENT IN CURRENCY — (0.0%)
* Euro Currency
(Cost $101)
117
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (1.6%)
 Repurchase Agreement, Deutsche Bank Securities 3.30%, 10/03/05 (Collateralized
by $3,480,168 U.S. Treasury Note 4.00%, 09/30/07, valued at $3,399,431) to be
repurchased at $3,333,386 (Cost $3,332,470)
$
Repurchase Agreement, PNC Capital Markets, Inc. 3.61%, 10/03/05 (Collateralized
by $6,511,000 FNMA Note 2.95%, 11/14/07, valued at $6,567,971) to be
repurchased at $6,471,946 (Cost $6,470,000)
3,332
3,332,470
6,470
6,470,000
TOTAL TEMPORARY CASH INVESTMENTS
(Cost $9,802,470)
9,802,470
TOTAL INVESTMENTS - (100.0%)
(Cost $479,668,678)††
†
*
#

††
$
Securities have been fair valued. See Security Valuation Note.
Non-Income Producing Securities.
Total or Partial Securities on Loan.
Security purchased with cash proceeds from securities on loan.
The cost for federal income tax purposes is $479,679,811.
13
THE CONTINENTAL SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
September 30, 2005
(Unaudited)
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601,598,010
Shares
SWITZERLAND — (13.9%)
COMMON STOCKS — (13.5%)
*
4M Technologies Holding SA
A. Hiestad Holding AG
*
Actelion, Ltd.
AFG Arbonia-Forster Holding AG
Agie Charmilles Holding AG
Allreal Holding AG
Also Holding AG
Amazys Holding AG
Ascom Holding AG
Bachem AG
Baloise-Holding
Bank Coop AG
Bank Sarasin & Cie Series B, Basel
Banque Cantonale de Geneve
Banque Cantonale du Jura
Banque Cantonale Vaudoise
Banque Privee Edmond de Rothschild SA, Geneve
*
Barry Callebaut AG
Basellandschaftliche Kantonalbank
Basler Kantonalbank
Batigroup Holding AG
Belimo Holdings AG
*
Berna Biotech AG
#
Berner Kantonalbank
*
BHB Beteiligungs und Finanzgesellschaft
Bobst Group SA
Bossard Holding AG
*
Bucher Industries AG
BVZ (Brig Visp Zermatt) Holding AG
Caisse d’Epargne Cantonale Vaudoise, Lausanne
Calida Holding AG
*
Card Guard AG
Carlo Gavazzi Holding AG
Charles Voegele Holding AG
Cie Financiere Tradition
*
Converium Holding AG
Conzzeta Holdings AG
*
COS Computer Systems AG
*
Crealogix Holding AG
Daetwyler Holding AG, Atldorf
Edipresse SA, Lausanne
EGL (Elektrizitaets-Gesellschaft Laufenberg) AG, Laufenberg
Eichhof Holding AG
1
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18,445
1,056
47,323
3,163
3,402
12,948
569
9,061
70,052
25,199
43,500
29,405
877
1,344
450
9,431
135
7,762
600
5,250
15,339
1,274
98,152
7,907
150
36,232
7,906
31,636
580
1,203
396
15,187
1,065
26,649
5,202
315,436
1,415
3,712
1,318
348
1,410
3,207
188
Value †
$
72,523
815,727
5,099,501
908,915
331,120
1,167,225
178,891
538,249
1,030,853
1,479,374
2,184,157
1,612,726
1,964,621
195,181
135,568
2,670,010
2,054,382
2,290,436
464,872
439,207
246,457
797,142
932,579
1,125,689
5,088
1,558,937
522,161
2,663,724
146,506
1,263,821
133,371
46,339
138,210
2,171,774
498,280
3,179,823
1,869,105
106,811
81,856
1,055,116
675,293
1,957,074
204,766
*
#
*
*
*
*
*
*
*
#
*
*
*
*
*
*
*
*
*
ELMA Electronic AG
Emmi AG
Ems-Chemie Holding AG
Energie Electrique du Simplon SA
Energiedienst Holding AG
Escor Casino & Entertainment AG
Feintol International Holding AG
Fischer (Georg) AG, Schaffhausen
Flughafen Zuerich AG
Forbo Holding AG, Eglisau
Fuchs Petrolub AG Oel & Chemie Non-Voting
Galenica Holding, Ltd. AG, Bern
Generale d’Affichage
Generali (Switzerland) Holdings, Adliswil
Getaz Romang Holding SA
Golay-Buchel Holding SA, Lausanne
Gurit-Heberlein AG
Helvetia Patria Holding
Industrieholding Cham AG, Cham
Interroll-Holding SA
Intershop Holding AG
Isotis SA
Jelmoli Holding AG
Jelmoli Holding AG, Zuerich (Namen)
Kaba Holding AG
Kardex AG, Zuerich
Komax Holding AG
Kudelski SA
Kuoni Reisen Holding AG
Leica Geosystems Holdings AG
Lem Holdings SA
Luzerner Kantonalbank AG
Metraux Services SA
Micronas Semiconductor Holding AG
Mikron Holding AG, Biel
Mobilezone Holding AG
Moevenpick-Holding, Zuerich
Nextrom Holding SA
Orell Fussli Graphische Betriebe AG, Zuerich
OZ Holding AG
Parco Industriale e Immobiliare SA
Phoenix Mecano AG, Stein am Rhein
Phonak Holding AG
PSP Swiss Property AG
Publicitas Holding SA, Lausanne
Rieters Holdings AG
SAIA-Burgess Electronics AG
Sarna Kunststoff Holding AG
Saurer AG
Schaffner Holding AG
Schweiter Technology AG
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472
12,206
22,091
350
8,265
2,010
1,181
10,381
6,028
4,930
18,009
13,154
5,556
2,082
1,231
40
1,125
9,918
1,480
1,254
3,444
195,512
1,521
2,835
5,543
14,561
5,285
101,833
7,313
5,448
2,712
7,373
1,153
78,808
29,452
38,456
1,320
1,409
5,076
7,479
600
2,749
119,848
118,386
5,314
12,976
1,191
5,253
44,630
1,813
1,877
94,797
1,111,651
1,936,834
121,664
2,855,449
36,488
312,002
3,578,480
1,015,105
1,024,425
723,393
2,631,714
879,398
562,898
520,148
40,014
1,064,559
1,838,724
497,316
285,760
627,851
292,992
2,150,114
801,522
1,447,247
753,611
440,910
4,015,739
2,931,866
2,466,130
248,250
1,373,165
184,811
3,366,484
432,264
140,510
302,839
13,061
615,605
485,293
1,622
721,996
5,133,499
5,944,220
1,514,709
3,796,423
970,611
709,300
3,016,589
273,095
379,518
*
Schweizerhall Holding AG
Schweizerische National Versicherungs Gesellschaft
SEZ Holding AG
5,725
1,706
41,286
517,419
873,064
1,020,549
2,301
8,560
18,251
150
6,179
2,409
6,890
11,278
50,812
26,315
462,446
1,555
5,300
32,878
93,600
35,107
17,585
27,910
22,319
42,473
7,856
1,340
150
318,291
83,163
1,120
4,878
684
754
78,908
590
591,891
1,087,729
4,648,926
348
4,706,264
535,003
2,198,115
5,715,011
2,360,930
1,616,038
457,248
158,557
491,700
1,264,783
795,334
325,429
192,891
3,693,162
793,074
3,756,640
1,462,513
147,503
46,928
543,373
2,392,972
372,021
310,869
813,688
480,514
621,731
1,545,016
2
SIA Abrasives Holding AG
Siegfried Holding AG
Sig Holding AG
*
Sihl
*
Sika Finanz AG, Baar
Sopracenerina SA
St. Galler Kantonalbank
Sulzer AG, Winterthur
Swiss Prime Site AG
Swissfirst AG
*#
Swisslog Holding AG
*
Swissquote Group Holding SA
Tamedia AG
Tecan Group AG
*
Temenos Group AG
*
Tornos Holding SA
*
UMS Schweizerische Metallwerke Holding AG, Bern
*#
Unaxis Holding AG
Unilabs SA
Valiant Holding AG
Valora Holding AG
Vaudoise Assurances Holdings
Villars Holding SA, Fribourg
*
Von Roll Holding AG, Gerlafingen
Vontobel Holdings AG
Walliser Kantonalbank
*
Wmh Walter Meier Holding AG, Zuerich
Zehnder Holding AG
Zschokke Holding SA, Geneve
Zueblin Holding AG
Zuger Kantonalbank
TOTAL COMMON STOCKS
(Cost $122,904,882)
160,233,358
INVESTMENT IN CURRENCY — (0.3%)
*
Swiss Francs
(Cost $3,740,131)
3,741,645
PREFERRED STOCKS — (0.1%)
Fuchs Petrolub AG Oel & Chemie
(Cost $266,228)
TOTAL — SWITZERLAND
(Cost $126,911,241)
18,009
740,782
164,715,785
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
Shares
FRANCE — (12.5%)
COMMON STOCKS — (12.5%)
*
Actielec Technologies
Affine
*
Alain Afflelou SA
*
Alain Manoukian SA
Ales Groupe SA
Value †
19,137
2,429
28,135
657
24,403
127,419
265,802
946,794
24,478
455,182
53,456
182,539
1,000
38,091
12,096
10,632
18,720
33,323
19,090
22,509
1,090
11,217
4,615
1,000
21,831
2,100
19,537
600
6,723
13,784
50
9,379
2,888
1,028
1,303,414
4,030
13,034
4,988
195,627
40,631
28,320
6,902
18,000
124,547
84,608
166,307
20,056
1,726,936
2,018,339
71,330
1,350,501
276,069
56,607
305,982
943,160
133,301
522,112
170,302
1,089,952
3,214,221
175,470
1,851,063
7,521
481,351
50,838
500,155
772,818
2,374
529,679
199,579
24,488
1,174,882
619,963
344,785
647,442
1,798,626
1,882,489
162,694
650,342
727,961
196,090
2,477,076
91,943
1,096,747
3
*
*#
*
#
*
#
*
*
*
*
*
*
*
*
Alten SA
Altran Technologies SA
Apem SA
April Group SA
Archos
Ares (Groupe) SA
Arkopharma
Assystem Brime SA
Aubay SA
Audika SA
Baccarat SA
Bacou-Dalloz
Bains de Mer et du Cercle des Etrangers a Monaco
Banque Tarneaud SA
Beneteau SA
Bigben Interactive
Boiron SA
Boizel Chanoine Champagne SA
Bonduelle SA
Bongrain SA
Bricodeal SA
Bricorama SA
Brioche Pasquier SA
Buffalo Grill SA
Bull SA
Burelle SA
BVRP SA
Camaieu SA
Canal Plus SA
Carbone Lorraine SA
CBo Territoria
Cegedim SA
CEGID SA
Cesar SA
CFF Recycling SA
Cibox Inter@ctive SA
Cie Financiere Pour La Location D’Immeubles Industriels & Commerciaux SA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*#
*
*
*
*
*
*
#
Clarins SA
Club Mediterranee SA
Compagnie Internationale Andre Trigano Ciat SA
Consortium International de Diffusion et de Representation Sante
CS Communication et Systemes
Cybergun
Damartex SA
Dane-Elec Memory SA
Delachaux SA
Deveaux SA
Didot-Bottin SA
DMC (Dollfus Mieg et Cie)
Dynaction SA
Electricite de Strasbourg
Elior
Encres Dubuit SA
8,798
42,017
983
600
4,983
2,210
22,900
65,202
1,629
1,040
1,620
35,375
10,660
23,784
220,288
4,176
575,748
1,974,478
28,130
4,471
193,439
33,998
831,176
427,079
313,250
81,620
138,432
159,433
212,675
3,979,007
3,057,901
41,908
2,900
16,554
11,700
3,692,808
2,611
2,393
524
28,321
111,143
9,760
11,078
3,100
18,840
3,150
647
6,472
14,607
7,258
52,548
26,238
63,926
12,477
4,379
3,584
98,608
4,678
2,600
110
31,816
6,900
22,019
621,790
636,654
18,702
576,967
138,073
175,438
246,933
2,140,966
6,010,979
224,044
248,841
148,135
633,547
106,382
10,109
435,200
1,020,849
872
126,310
2,740,319
2,311,800
390,483
514,186
284,291
762,033
163,045
47,966
65,454
2,726,376
221,417
198,477
4
*
*
*
#
*
*
*
*#
*
#
*
*
Esso SA
Etam Developpement SA
Euraltech SA
Euro Disney SCA
Evialis SA
Exel Industries SA
Explosifs et de Produits Chimiques
Faurecia SA
Fimalac SA
Fininfo SA
Finuchem SA
Fleury Michon SA
Foncia Groupe
Francois Freres (Tonnellerie) SA
Gantois Series A
Gascogne SA
Gaumont SA
GCI (Groupe Chatellier Industrie SA)
Geci International
Generale de Geophysique SA
Generale de Sante
Generale Location SA
Geodis SA
Gevelot
GFI Informatique SA
Gifi
Ginger (Groupe Ingenierie Europe)
Grands Moulins de Strasbourg
Groupe Bourbon SA
Groupe Crit
Groupe Flo SA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
#
*
*
*#
*#
Groupe Focal SA
Groupe Go Sport SA
Groupe Guillin SA
Groupe Open SA
Groupe Steria
Guerbet SA
Guyenne et Gascogne SA
Havas SA
Hyparlo SA
IDSUD
IEC Professionnel Media
Iliad SA
IMS International Metal Service SA
Industrielle et Financiere d’Entreprise SA
Infogrames Entertainment SA
Ingenico SA
Ipsos SA
Kaufman et Broad SA
Lafuma SA
Laurent-Perrier
Lectra Systemes SA
Lisi SA
LVL Medical Groupe SA
1,400
2,207
1,200
8,551
37,118
2,103
26,000
62,300
11,028
1,328
19,353
35,858
12,630
300
311,327
61,820
10,687
15,476
1,155
7,722
23,092
7,827
17,219
16,405
169,494
83,649
120,961
2,023,077
272,969
2,788,895
315,974
444,009
58,416
60,242
1,986,724
207,198
66,450
587,445
911,642
1,360,199
1,206,200
95,920
421,715
116,841
519,260
198,462
44,368
5,104
1,765
13,600
10,834
35,449
2,753
1,336
32,450
6,600
56,318
8,372
137,556
58,441
69,736
31,451
13,700
2,832
3,843
15,300
3,043
7,816
40,117
30,846
2,052,963
276,102
198,338
163
391,146
23,006
101,081
49,776
764,401
116,524
2,602,520
462,243
2,975,792
529,590
114,823
1,855,195
77,387
793,048
45,171
168,253
142,632
628,906
800,363
1,237,473
5
*
*
*
*
*
#
#
*
*
*
*
*
Manitou SA
Manutan International SA
Marie Brizard & Roger International SA
Matussiere et Forest SA
Medidep SA
Metaleurop SA
MGI Coutier SA
MoneyLine
Montupet SA
Mr. Bricolage SA
Nexans SA
Norbert Dentressangle
NRJ Group
Oberthur Card Systems SA
Oeneo
Orpea
Otor SA
Paris Orleans et Cie SA
Passat SA
Penauille Polyservices SA
Petit Forestier SA
Pierre & Vacances
Pinguely-Haulotte SA
Plastic Omnium SA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
#
*#
*
*
#
*
Plastivaloire SA
Prosodie SA
Provimi SA
PSB Industries SA
Radiall SA
Rallye SA
Remy Cointreau SA
Rhodia SA
Robertet SA
Rodriguez Group SA
Rougier SA
Rubis SA
S.T. Dupont SA
Sabeton SA
Samse SA
Sasa Industries SA
Saveurs de France-Brossard
Scor SA
SDR de Bretagne SA
SEB SA Prime Fidelite 2002
Sechilienne-Sidec
Securidev SA
Signaux Girod SA
SILIC (Societe Immobiliere de Location pour L’industrie et le Commerce)
Smoby SA
Societe du Louvre SA
Societe Industrielle D’Aviations Latecoere SA
Societe Pour L’Informatique Industrielle SA
Sogeclair SA
1,700
5,183
48,939
6,200
1,340
75,206
32,945
597,663
2,183
23,307
2,040
16,910
3,800
13,500
4,400
2,198
3,731
2,575,766
3,305
19,995
2,200
1,500
894
23,530
1,172
14,513
15,087
3,457
595
40,556
119,289
1,160,467
264,527
103,554
3,553,993
1,494,710
1,221,113
283,353
1,425,787
176,528
1,379,952
22,835
198,756
745,628
76,476
222,636
5,262,667
77,853
2,137,558
1,029,866
23,833
77,361
2,432,041
123,813
2,550,088
630,280
186,966
27,417
6,829
22,900
9,070
4,886
90,928
5,369
12,385
4,483
1,825
9,782
8,592
12,700
9,004
2,650
518
6,200
16,286
30,845
64,510
4,486,149
713,457
989,473
2,858,814
729,805
576,046
689,112
1,261,192
58,782
291,718
5,123,959
35,711
160,838
51,019
232,486
1,459,193
1,608,515
6
*
*
#
*
#
*
*
*#
Solving International SA
Somfy Interational SA
Sopra SA
Spir Communication SA
SR Teleperformance
Stallergenes SA
Ste Virbac SA
Stef-Tfe SA
Sucriere de Pithiviers-le-Vieil
Sylis SA
Synergie SA
Taittinger SA
Teamlog SA
Tessi SA
Tipiak SA
Toupargel-Agrigel SA
Trigano SA
Ubi Soft Entertainment SA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
*
*
Unilog SA
Union Financiere de France Banque SA
Valtech, La Defense
Viel et Compagnie
Vilmorin et Cie SA
VM Materiaux SA
Vranken Monopole
*
XRT
TOTAL COMMON STOCKS
(Cost $94,971,956)
20,794
7,459
187,303
44,339
2,471
1,103
3,417
73,575
1,801,872
362,170
186,841
187,044
470,709
166,368
159,341
124,681
148,502,997
RIGHTS/WARRANTS — (0.0%)
*
Ales Groupe SA Warrants 03/23/09
*
Ginger (Groupe Ingenierie Europe) Warrants 09/30/05
*
Groupe Focal SA Warrants 02/21/10
*
Groupe Open SA Warrants 10/21/06
*
Oeneo Warrants 08/26/06
*
Prosodie SA Warrants 10/28/06
*
Ubi Soft Entertainment SA Warrants 05/14/06
TOTAL RIGHTS/WARRANTS
(Cost $1,814)
316
2,600
466
1,000
14,365
900
4,100
2,393
31
0
577
345
357
5,125
8,828
TOTAL — FRANCE
(Cost $94,973,770)
148,511,825
GERMANY — (9.8%)
COMMON STOCKS — (9.8%)
*
3U Telecom AG
A.S. Creation Tapeton AG
*
AAP Implantate AG
*
Aareal Bank AG
*
Acg AG Fuer Chipkarten und Informationssysteme
Ackermann-Goeggingen AG
72,780
2,900
26,950
55,389
16,940
8,100
90,095
108,046
53,119
1,827,993
10,994
184,965
7,811
42,605
39,883
5,800
74,124
16,208
10,442
27,200
14,031
3,700
2,174
35,814
66,316
27,351
49,848
203,283
296,229
52,838
257,459
54,153
86,970
1,119,644
65,598
38,021
13,534
2,074,246
2,518,581
200,518
7
*
*
*#
*
*
*
*
AC-Service AG
Adlink Internet Media AG
Adva AG Optical Networking
Agrob AG
Aixtron AG
Allbecon AG
Amadeus Fire AG
Andreae-Noris Zahn AG, Anzag
Articon Integralis AG
Atoss Software AG
Augusta Technologie AG
Ava Allgemeine Handelsgesellschaft der Verbraucher AG
AWD Holding AG
Baader Wertpapier Handelsbank AG
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*#
*
*
*#
*
*
*
*
*
*
*
*
*
*
*
*#
*
*
*#
Balda AG
Basler AG
Beate Uhse AG
Bechtle AG
Berliner Elektro Holding AG
Bertrandt AG
Beta Systems Software AG
Bien-Haus AG
Bilfinger & Berger Bau AG
Biolitec AG
Biotest AG
BKN International AG
BMP AG
Boewe Systec AG
Borussia Dortmund GMBH & Co. KGAA
Bremer Energiekonto AG
Broadnet Mediascape Communications AG
CBB Holding AG
Ce Consumer Electronic AG
Ceag AG
Cenit AG Systemhaus
Centrotec Hochleistungskunststoffe AG
Cewe Color Holding AG
CNV Vermoegensverwaltungs AG
Comdirect Bank AG
Computerlinks AG
Condomi AG
COR AG Insurance Technologies
CTS Eventim AG
Curanum AG
D. Logistics AG
DAB Bank AG
Data Modul AG
DEAG Deutsche Entertainment AG
Deutsche Euroshop AG
Deutsche Steinzeug Cremer & Breuer AG
Deutz AG
Dierig Holding AG
Dis Deutscher Industrie Service AG
Douglas Holding AG
46,340
3,200
56,241
25,498
22,761
9,850
2,850
2,400
73,658
8,000
12,496
17,600
13,454
7,866
21,650
14,700
20,624
102,602
43,747
20,670
7,975
13,684
8,527
6,625
120,666
5,700
1,800
13,550
14,800
21,500
54,801
103,989
5,600
33,121
31,890
87,200
143,873
10,500
18,524
85,177
607,062
55,381
432,597
555,590
234,982
112,937
35,280
22,441
3,957,109
34,133
387,473
88,418
44,143
426,365
60,367
36,571
94,191
23,059
46,268
161,475
222,366
502,923
517,636
71,660
954,248
74,534
2,358
50,484
682,324
145,478
134,360
836,111
74,034
98,720
1,766,109
63,929
762,550
124,301
974,010
3,240,012
10,413
55,408
17,593
7,124
13,167
3,000
14,892
98,868
348,943
310,819
1,308,700
96,689
48,819
381,227
8
*
*
*
*
Dr. Hoenle AG
Drillisch AG
Duerr Beteiligungs AG
DVB Bank AG
Easy Software AG
Eckert and Ziegler Strahlen - und Medizintechnik AG
Elexis AG
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*#
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*
*#
*
*
*#
*
*
*
*
Elmos Semiconductor AG
ElreingKlinger AG
Em.TV AG
Emprise Management Consulting AG
EMS New Media AG
Epcos AG
Erlus Baustoffwerke AG
Escada AG
Euwax AG
Evotec Biosystems AG
Feilmann AG
FJA AG
FJH AG
Fortec Elektronik AG
Freenet.De AG
Fuchs Petrolub AG Oel & Chemie
Geratherm Medical AG
Gerry Weber International AG
Gesco AG
GFK AG
GFT Technologies AG
GPC Biotech AG
Grenkeleasing AG
Grundstuecks & Baugesellschaft AG
Gwag Bayerische Wohnungs- Aktiengesellschaft AG
Hamborner AG
Hawesko Holdings AG
Herlitz AG
Hoeft & Wessel AG
Hucke AG
Hugo Boss AG
Hutschenreuther AG
Hyrican Informations Systeme AG
I-D Media AG
IFA Hotel & Touristik AG
IM International Media AG
Indus Holding
InfoGenie Europe AG
Inka AG Fuer Beteiligungen
Innovation in Traffic Systems AG
Interseroh AG
Intershop Deutschland AG
Intertainment AG
Isra Vision Systems AG
itelligence AG
IVG Immobilien AG
IVU Traffic Technologies AG
9
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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23,218
6,000
118,273
24,502
42,609
131,645
297
20,520
1,313
131,267
29,181
9,889
1,318
2,130
50,400
20,079
8,513
30,315
4,520
45,483
22,600
40,762
16,343
3,567
3,383
21,000
5,291
6,962
11,847
11,123
25,100
2,800
3,883
9,700
7,000
61,123
17,692
168,653
30
12,300
12,506
15,053
8,500
3,650
18,143
143,237
18,574
308,625
259,167
734,897
58,601
96,786
1,724,572
122,345
561,800
46,868
413,340
2,080,073
46,352
6,162
112,970
1,301,114
815,902
61,388
554,891
153,084
1,721,909
54,867
505,085
830,457
145,329
182,557
757,166
216,206
46,857
99,668
43,981
852,504
35,334
41,534
27,163
66,462
63,911
578,995
796,594
4,994
73,766
402,062
31,479
13,791
89,665
42,738
2,959,250
31,029
*
*
*
*
*
*
*
*
*
*
*#
#
*
#
*
*#
*
#
*
*
*
*
*
*
*
*
*
*
*
*
*
Iwka AG
Jack White Productiions AG
Jenoptik AG
K & S Aktiengesellschaft AG
Kampa-Haus AG
Keramag Keramische Werke AG
Kloeckner-Werke AG
Kontron AG
Krones AG
KSB AG
KWS Kleinwanzlebener Saatzucht AG
Leica Camera AG
Leifheit AG
Leoni AG
Loewe AG
LPKF Laser & Electronics AG
Mania Technologie AG
Masterflex AG
Maxdata AG
Mediclin AG
Medigene AG
Medion AG
Mensch und Maschine Software AG
Mobilcom AG
Mologen AG
Morphosys AG
Mosaic Software AG
Muehlabauer Holdings AG & Co. KGAA
MVV Energie AG
MWG Biotech AG
Nemetschek AG
Neschen AG
Net AG Infrastructure, Software & Solutions
Nexus AG
Norddeutsche Affinerie AG
Norddeutsche Steingutfabrik AG
Nordwest Handel AG
November AG
Ohb Teledata
Oldenburgische Landesbank AG
Pandatel AG
Paragon AG
Parsytec AG
PC-Spezialist Franchise AG
PC-Ware Information Technologies AG
Personal & Informatik AG
Pfeiffer Vacuum Technology AG
Pfleiderer AG
Pironet NDH AG
Pixelpark AG
Plambeck Neue Energien AG
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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47,079
10,481
101,045
75,152
10,375
13,000
53,211
92,611
13,526
2,387
1,650
1,466
12,500
112,500
7,100
12,071
12,670
4,400
32,897
39,553
20,165
45,454
13,843
118,599
10,164
6,656
5,200
9,969
59,215
30,700
12,386
5,800
45,649
25,033
80,492
5,960
3,244
9,018
24,436
1,463
5,700
22,134
16,725
2,462
6,182
5,900
18,888
51,351
10,964
9,740
24,626
1,176,904
114,125
942,382
5,284,711
66,960
960,880
770,618
735,723
1,398,036
434,626
1,378,222
9,849
339,523
3,591,130
104,446
72,828
16,141
192,436
118,217
107,433
192,913
710,176
90,007
2,732,459
95,893
305,582
9,062
446,182
1,370,688
10,331
215,998
18,124
88,879
118,839
1,787,744
54,869
19,455
34,791
239,353
93,190
12,468
484,152
53,469
21,600
103,572
100,762
940,257
983,140
56,530
17,910
28,413
*
*
*#
Plasmaselect AG
Plenum AG
Primacom AG
30,655
9,300
35,190
271,899
11,960
213,157
25,150
5,000
14,442
18,750
124,164
15,083
3,650
19,400
8,044
45,000
48,214
5,900
4,860
7,800
16,678
23,323
7,440
8,321
15,120
980
142,410
16,831
3,130
63,485
4,160
8,412
19,433
3,350
46,570
130,395
6,300
35,473
16,000
4,840
3,200
18,000
29,146
27,640
3,300
18,000
87,707
10,411
29,076
13,612
132,997
204,315
76,198
107,265
623,767
1,592,321
27,637
688,985
333,535
2,974,581
1,831,095
13,615
51,751
59,903
158,351
618,359
257,612
122,707
196,076
1,543
2,136,022
66,754
50,333
848,450
59,996
14,761
534,843
27,781
2,160,450
4,670,117
185,506
78,445
73,073
333,079
154,029
616,550
1,609,940
195,661
29,349
101,244
948,697
26,276
1,243,344
292,019
10
*
*
*
*#
*
*#
*
*
*
*
*
*
*
*
*
*#
*
*
*
*
*
*
*
*
Produkte und Syteme der Informationstechnologie AG
Progress-Werk Oberkirch AG
Pulsion Medical Systems AG
PVATepla AG
Qs Communications AG
Rational AG
Realtech AG
Renk AG
REpower Systems AG
Rheinmetall Berlin AG
Rhoen Klinikum AG
Rinol AG
Rohwedder AG
Ruecker AG
S.A.G. Solarstrom AG
Sartorius AG
Schlott Sebaldus AG
Secunet Security Networks AG
Sektkellerei Schloss Wachenheim AG
Senator Entertainment AG
SGL Carbon AG
SHS Informationssysteme AG
Silicon Sensor International AG
Singulus Technologies AG
Sinner AG, Karlsruhe
SinnerSchrader AG
Sixt AG
Sm Wirtschaftsberatungs AG
Software AG
Stada Arzneimittel AG
Stahl (R.) AG
Steag Hamtech AG
Stoehr & Co. AG
Strabag AG
Stratec Biomedical Systems AG
Stuttgarter Hofbraeu AG
Sued-Chemie AG
Suess Microtec AG
Syskoplan AG
Syzygy AG
Takkt AG
TDS Informationstechnologie AG
Techem AG
Technotrans AG
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
*
*
Telegate AG
Teles AG Informationstechnologien
Textilgruppe Hof AG
TFG Venture Capital AG & Co. KGAA
Tomorrow Focus AG
TTL Information Technology AG
TV Loonland AG
Umweltbank AG
United Internet AG
Utimaco Safeware AG
20,500
26,657
12,170
23,262
42,650
6,400
7,000
8,008
92,804
30,830
450,874
240,603
104,287
72,689
117,383
17,845
17,247
124,829
3,017,064
276,045
27,950
11,100
9,415
12,150
30,676
22,775
19,193
7,903
9,102
440,394
7,000
14,027
30,330
7,500
176,357
131,004
30,891
4,527
934,603
1,192,057
70,816
389,427
202,923
248,765
76,137
334,976
570,476
87,435
11
*
*
*
*
*
Value Management & Research AG
Varetis AG
VBH (Vereinigter Baubeschlag-Handel) AG
Vereinigte Deutsche Nickel-Werke AG
Vivacon AG
Vossloh AG
*
W.O.M. World of Medicine AG
Wanderer-Werke AG
*
WaveLight Laser Technologies AG
*
WCM Beteiligungs AG
Westag and Getalit AG, Rheda-Wiedenbrueck
Wuerttembergische Lebensversicherung AG
Wuerttembergische Metallwarenfabrik AG
*
Zapf Creation AG
TOTAL COMMON STOCKS
(Cost $82,644,903)
RIGHTS/WARRANTS — (0.0%)
*
Intershop Communications AG Rights 10/13/05
*
Silicon Sensor International AG Rights 10/13/05
TOTAL RIGHTS/WARRANTS
(Cost $16,247)
115,956,084
15,053
3,130
13,207
6,284
19,491
TOTAL — GERMANY
(Cost $82,661,150)
115,975,575
NETHERLANDS — (7.5%)
COMMON STOCKS — (7.5%)
Aalberts Industries NV
Accell Group NV
AFC Ajax NV
Airspray NV
AM NV
#
Arcadis NV
*#
ASM International NV
*
Atag Group NV
Athlon Groep NV
61,735
25,437
14,218
11,668
169,513
30,060
92,464
4,630
34,250
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
3,268,345
623,047
158,063
315,522
2,029,144
808,898
1,300,197
1,614
905,183
*
*
*#
*#
*
Batenburg Beheer NV
Begemann Groep NV
Begemann Groep NV Series B
Beter Bed Holding NV
Boskalis Westminster NV
Brunel International NV
Buhrmann NV
Crucell NV
DOCdata NV
Draka Holding NV
Econosto NV
Eriks Group NV
Exact Holding NV
Fornix Biosciences NV
3,000
11,909
13,451
16,952
65,442
62,641
252,113
94,585
3,025
29,614
32,113
22,542
53,091
8,767
144,979
49,952
3,072
605,101
3,256,173
1,216,608
3,045,172
2,502,032
22,359
453,793
119,259
848,796
1,480,333
221,269
95,635
15,705
12,000
324,904
32,100
7,109
1,501,704
64,706
3,804
16,982
50,634
42,888
262,772
52,841
12,349
16,195
62,575
92,984
15,590
1,500
14,000
81,396
247,116
35,113
91,597
192,100
913,743
386,783
2,050
2,640
40,800
32,988
6,767
1,597,652
700,265
302,866
3,975,149
883,083
490,850
4,421,819
2,934,925
32,460
299,004
1,703,926
906,676
593,728
4,851,935
367,331
1,751,758
1,766,585
317,378
655,790
68,506
476,173
3,580,426
3,869,865
2,669,187
1,623,768
842,696
54,909
5,034,385
185,031
158,644
163,779
257,703
23,098
12
*#
#
*#
*
*#
*
*#
*
*
*#
*
*#
*
*
Fox Kids Europe NV
Gamma Holding NV
Gemeenschappeljk Bezit Crown van Gelder NV
Getronics NV
Grolsche NV
Grontmij NV
Hagemeyer NV
Heijmans NV
Hitt NV
ICT Automatisering NV
Imtech NV
Kas Bank NV
Kendrion NV
Koninklijke Bam NV
Koninklijke Frans Maas Groep NV
Koninklijke Ten Cate NV
Koninklijke Vopak NV
Laurus NV
MacIntosh NV
Maverix Capital NV
Nederlandsche Apparatenfabriek
Nutreco Holding NV
Oce NV
Opg Groep NV Series A
Ordina NV
Pharming Group NV
Prolion Holding NV
Qiagen NV
Reesink NV
Roto Smeets de Boer NV
Rubber Cultuur Maatschappij Amsterdam NV
Samas-Groep NV
Seagull Holding NV
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*#
#
*
*
*
#
*#
Semiconductor Industries NV
Sligro Food Group NV
Smit Internationale NV
Stern Groep NV
Stork NV
Telegraaf Media Groep NV
Textielgroep Twenthe NV
Tulip Computers NV
Twentsche Kabel Holding NV
Unit 4 Agresso NV
United Services Group NV
Univar NV
Van Der Mollen Holding NV
Versatel Telecom International NV
Wegener Arcade NV
89,295
47,787
20,578
1,236
85,074
46,153
1,000
150,799
18,244
36,020
41,880
47,480
69,136
1,041,167
70,830
TOTAL — NETHERLANDS
(Cost $63,343,435)
386,349
1,892,412
1,335,511
47,016
4,212,546
1,123,248
3,005
32,623
873,774
612,563
1,429,472
2,051,446
373,079
2,752,920
893,835
88,960,060
13
SWEDEN — (7.3%)
COMMON STOCKS — (7.2%)
*#
Active Biotech AB
Addtech AB Series B
Alfa Laval AB
*
Alfaskop AB
Angpannefoereningen AB Series B
*
Anoto Group AB
Aros Quality Group AB
*
Artimplant AB Series B
Axfood AB
#
Axis AB
B & N Bylock & Nordsjoefrakt AB Series B
Ballingslov International AB
Beiger Electronics AB
Beijer AB Series B
Beijer Alma AB Series B
Bergman & Beving AB Series B
Biacore International AB
Bilia AB Series A
Billerud AB
*
BioGaia AB Series B
*
Boliden AB
*
Bong Ljungdahl AB
*
Boras Waefveri AB Series B
*
Boss Media AB
*
Capio AB
Capona AB
Carbo AB
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
58,600
38,900
18,600
3,200
10,800
144,833
7,900
46,000
73,400
76,994
83,600
15,300
11,700
11,700
11,400
36,200
11,150
116,725
74,000
21,000
554,400
13,000
8,600
73,700
168,100
25,400
45,000
517,671
441,467
338,219
330
277,168
384,769
119,710
35,297
1,817,453
432,922
361,174
273,279
175,783
239,910
269,043
490,189
299,091
2,084,872
944,784
43,332
2,724,043
100,172
30,943
226,209
3,316,843
383,253
1,030,094
#
*
*
*
*
#
*#
*
*
#
*
Castellum AB
Clas Ohlson AB Series B
Cloetta AB Series B
Concordia Maritime AB Series B
Consilium AB Series B
D. Carnegie & Co. AB
Doro AB Series A
Duroc AB Series B
Elekta AB
Elverket Vallentuna AB
Enea Data AB Series B
Eniro AB
Expanda AB
Fabege AB
Fagerhult AB
Framtidsfabriken AB
Frontec AB Series B
Getinge AB
Geveko AB Series B
Glocalnet AB
Gunnebo AB
Gunnebo Industrier AB
Haldex AB
Heba Fastighets AB Series B
Hexagon AB
82,100
64,150
22,250
52,800
5,246
98,300
400
2,700
58,000
8,650
657,000
288,700
6,547
164,145
14,100
1,946,000
50,800
125,000
8,300
187,500
57,600
10,000
46,900
13,500
10,716
3,028,133
1,356,770
639,883
264,199
23,882
1,261,370
1,764
7,068
2,655,352
55,219
420,255
3,369,467
36,728
2,921,276
221,843
205,789
65,186
1,724,883
214,079
86,325
581,263
119,936
892,135
231,553
263,956
62,889
6,000
46,400
123,200
297,600
171,420
115,700
15,540
59,800
155,400
5,800
189,976
91,800
38,800
25,730
87,800
25,700
3,800
4,322
205,000
330,520
67,125
368,211
99,818
1,089,068
349,542
299,360
499,615
1,040,743
131,268
2,394,576
1,237,524
12,716
585,548
2,456,556
116,588
199,093
1,024,729
1,330,713
96,297
46,680
2,590,871
64,364
1,159,992
14
*
*
*
*
*#
*
*
#
*
*
*
*
#
Hiq International AB
HL Display AB Series B
Hoganas AB Series B
IBS AB Series B
Industrial & Financial Systems AB Series B
Intentia International AB Series B
Intrum Justitia AB
Invik and Co. AB Series B
JM AB
Kinnevik Investment AB
Klippans Finpappersbruk AB
Klovern AB
Kungsleden AB
Lagercrantz Group AB Series B
LB Icon AB
Lennart Wallenstam Byggnads AB Class B
Lindex AB
Ljungberg Gruppen AB Series B
Lundin Mining Corp.
Lundin Petroleum AB
Mandator AB
Meda AB Series A
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
*
#
*
*
*
*
*
*
*#
#
*
#
Medivir Series B
Micronic Laser Systems AB
Modern Times Group AB Series B
Munters AB
Naerkes Elektriska AB Series B
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
Observer AB
OEM International AB Series B
OMHEX AB
Orc Software AB
Ortivus AB
Partnertech AB
PEAB AB Series B
Pergo AB
Poolia AB Series B
Prevas AB Series B
Pricer AB Series B
Proact It Group AB
Proffice AB
Profilgruppen AB
Protect Data AB
PyroSequencing AB
Q-Med AB
Readsoft AB Series B
Rottneros Bruk AB
Salus Ansvar AB Series B
10,650
78,200
13,000
31,650
6,150
118,100
20,400
869,000
41,600
25,900
108,200
42,840
161,556
7,100
180,500
20,100
23,007
13,900
105,200
80,800
18,150
16,000
1,391,500
22,500
72,800
4,000
20,300
51,940
34,000
40,800
366,600
12,900
81,377
857,218
489,544
746,948
106,279
2,246,507
124,176
291,379
356,764
688,070
1,820,973
375,685
633,377
130,479
2,228,855
178,859
99,396
166,263
1,278,683
411,599
98,309
37,967
200,987
70,511
149,278
32,370
371,749
65,644
835,295
152,589
345,129
56,563
11,200
40,100
56,300
29,900
25,800
8,200
63,975
27,000
60,300
17,100
8,700
23,450
185,784
73,000
510,200
138,661
79,640
113,266
231,360
41,923
107,336
253,288
571,049
1,823,585
490,673
197,468
541,329
44,325
367,158
1,171,187
15
*
*
*
*#
*
*
*
*#
*
*#
Sardus AB
Scribona AB Series A
Scribona AB Series B
Semcon AB
Sigma AB Series B
Sintercast AB
Skanditek Industrifoervaltnings AB
Skistar AB
SSAB Swedish Steel Series A
SSAB Swedish Steel Series B
Studsvik AB
Sweco AB Series B
Switchcore AB
Teleca AB Series B
Telelogic AB
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
Teligent AB
Ticket Travel Group AB
Trelleborg AB Series B
TV 4 AB Series A
Uniflex AB Series B
VBG AB Series B
*
Vitrolife AB
*
Wedins Skor & Accessoarer AB
Westergyllen AB Series B
*
Wihlborgs Fastigheter AB
Wilh. Sonesson AB Series A
Wilh. Sonesson AB Series B
#
WM-Data AB Series B
Xponcard Group AB
TOTAL COMMON STOCKS
(Cost $54,365,872)
33,200
27,152
202,600
22,200
3,630
271
36,000
18,900
8,600
32,829
4,160
4,160
769,600
4,300
114,746
63,029
3,383,569
472,392
24,577
7,584
124,424
160,869
71,813
768,423
13,412
12,661
2,074,327
98,708
84,491,810
INVESTMENT IN CURRENCY — (0.1%)
*
Swedish Krona
(Cost $1,359,468)
1,364,804
RIGHTS/WARRANTS — (0.0%)
*
Kungsleden AB Rights 10/18/05
(Cost $0)
88,100
TOTAL — SWEDEN
(Cost $55,725,340)
171,561
86,028,175
ITALY — (6.1%)
COMMON STOCKS — (6.1%)
*
A.S. Roma SpA
Acea SpA
Acegas SpA
*#
Actelios SpA
Aedes SpA (Sta Ligure Lombarda per Imprese & Costruzioni)
#
Aem Torino SpA
Aeroporto de Firenze SpA
29,265
163,000
37,981
25,801
138,401
507,240
6,000
21,543
1,799,357
410,827
520,950
1,044,599
1,313,746
97,710
123,533
18,242
131,842
360,014
19,351
132,998
97,485
114,243
109,105
174,300
1,062,294
1,266,120
898,437
807,387
331,180
1,256,372
1,745,720
299,321
1,025,420
2,476,084
16
*#
Alitalia Linee Aeree Italiane SpA
Amplifon SpA
Astaldi SpA
Azienda Mediterranea Gas e Acqua SpA
Banca Ifis SpA
Banca Intermobiliare di Investimenti e Gestoni SpA
Banca Popolare Dell’etruria e Del Lazio Scrl
Banca Profilo SpA
Banco di Desio e della Brianza SpA
Banco Piccolo Valellinese Scarl SpA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
#
*#
*
*
#
*
#
#
*
*
*
*
*#
*#
*
*
Beghelli SpA
Benetton Group SpA
Beni Stabili SpA, Roma
Biesse SpA
Bonifica dei Terreni Ferraresi e per Imprese Agricole Roma
Bremba SpA
Buzzi Unicem SpA
Caltagirone Editore SpA
Caltagirone SpA
CAMFIN (Cam Finanziaria)
Carraro SpA
Cementir Cementerie del Tirreno SpA
Centrale del Latte di Torino & Co. SpA
CIR SpA (Cie Industriale Riunite), Torino
Cirio Finanziaria SpA
Class Editore SpA
CMI SpA
Coats Cucirini SpA
Compagnia Immobiliare Azionaria SpA
Credito Artigiano SpA
Credito Bergamasco SpA
Cremonini SpA
CSP International Industria Calze SpA
Danieli & C.Officine Meccaniche SpA
Davide Campari - Milano SpA
De Longhi SpA
Ducati Motor Holding SpA
Emak SpA
Ergo Previdenza SpA
Esprinet SpA
Fiera Milano SpA
Fin.Part SpA
Finarte Casa d’Aste SpA (Milano)
Finmatica SpA
Gabetti Holding SpA
Gefran SpA
Gemina SpA
Gewiss SpA
Giovanni Crespi SpA
Granitifiandre SpA
Gruppo Ceramiche Ricchetti SpA
I Grandi Viaggi SpA
Immobiliare Lombardia SpA
Immsi SpA
142,000
8,444
1,309,500
19,298
9,675
74,782
21,076
132,868
178,399
36,527
36,982
249,704
6,216
591,100
175,000
83,868
90,302
30,000
44,000
114,446
6,102
135,428
10,000
66,500
275,990
139,386
139,786
27,000
95,165
37,000
13,699
133,481
56,266
35,900
55,000
11,000
445,935
221,700
49,200
33,237
41,000
28,100
425,000
373,100
122,707
90,524
1,380,243
163,629
356,163
570,718
331,319
1,221,610
1,575,906
99,872
182,232
1,232,689
34,869
1,797,348
36,596
196,352
352,721
44,709
10,301
491,731
196,030
369,475
12,860
510,708
2,069,801
404,145
200,930
160,303
611,902
306,833
163,818
23,823
59,306
98,331
272,670
65,705
1,125,489
1,349,571
52,804
307,584
89,189
48,463
142,254
1,136,721
675,901
33,671
2,737,559
433,002
17
*
#
Impregilo SpA
Industria Macchine Automatique SpA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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#
#
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*
*
*
*
*
#
*
*
*
*
*#
*
*
*
#
*
*
Industria Romagnola Conduttori Elettrici SpA
Intek SpA
Interpump Group SpA
ITALJOLLY (Cia Italiana dei Jolly Hotels SpA)
Italmobiliare SpA, Milano
Juventus Footbal Club SpA
La Doria SpA
Lavorwash SpA
Linificio and Canapificio Nazionale SpA
Maffei SpA
Manifattura Lane Gaetano Marzotto & Figli SpA
Mariella Burani Fashion Group SpA
Meliorbanca SpA
Merloni Elettrodomestici SpA
Mirato SpA
Modena Energia Territorio Ambiente SpA
Monrif SpA
Montefibre SpA
Navigazione Montanari SpA
Negri Bossi SpA
NGP SpA
Olidata SpA
Opengate Group SpA
Pagnossin SpA
Partecipazioni Italiane SpA
Permasteelisa SpA
Pininfarina SpA
Pirelli & C.Real Estate SpA
Poligrafici Editoriale SpA
Premafin Finanziaria SpA Holding di Partecipazioni, Roma
Premuda SpA
Ratti SpA
Recordati SpA
Reno de Medici SpA, Milano
Richard-Ginori 1735 SpA
Risanamento Napoli SpA
Sabaf SpA
SAES Getters SpA
Schiapparelli 1824 SpA, Milano
Seat Pagine Gialle SpA, Torino
Sirti SpA
SISA (Societa Imballaggi Speciali Asti SpA)
SNIA SpA
Societa Partecipazioni Finanziarie SpA
Societe Cattolica di Assicurazoni Scarl SpA
Socotherm SpA
Sogefi SpA
Sol SpA
Sorin SpA
STA Metallurgica Italiana SpA
Stefanel SpA
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
17,500
208,462
83,407
34,500
20,975
98,000
22,000
10,000
28,995
52,500
138,000
26,077
90,667
155,000
15,291
140,840
150,000
143,130
110,917
13,700
17,891
28,426
4,000
9,000
41,062
33,893
31,285
9,600
132,000
362,982
129,073
45,644
234,576
332,210
140,800
304,043
9,200
15,386
973,829
1,927,737
29,967
65,000
227,590
131,839
27,170
29,770
182,500
81,830
341,385
282,640
54,400
67,304
193,542
562,362
331,711
1,430,601
165,365
68,746
41,824
126,149
129,980
687,885
376,715
365,316
1,736,194
157,128
497,650
247,341
67,432
447,907
31,235
7,526
33,993
9,182
11,790
14,015
529,546
1,116,717
572,273
308,880
828,875
286,674
33,024
1,787,407
302,644
93,494
1,425,116
187,969
342,096
67,064
1,262,685
88,239
197,449
28,447
120,343
1,361,684
456,184
1,112,043
459,528
939,573
190,397
264,792
Targetti Sankey SpA
14,500
97,765
3,332
532,000
296,735
30,476
52,400
138,000
46,000
58,380
52,520
180,752
51,500
144,350
8,009
880,433
1,028,881
1,839,072
305,123
3,599,063
21,672
72,269
198,358
1,790,032
579,650
609,807
18
*
*#
#
*#
*
*
*
Tecnodiffusione Italia SpA
Terme Demaniali di Acqui SpA
Tiscali SpA
Tod’s Group SpA
Trevi-Finanziaria Industriale SpA
Valentino Fashion Group
Vemer Siber Group SpA
Viaggi del Ventaglio SpA
Vianini Industria SpA
Vianini Lavori SpA
Vittoria Assicurazioni SpA
Zucchi (Vincenzo) SpA
TOTAL — ITALY
(Cost $45,173,256)
72,820,752
GREECE — (4.4%)
COMMON STOCKS — (4.4%)
*
A. Cambas Holding & Real Estate S.A.
*
Aegek S.A.
*
Agrotiki Insurance S.A.
Aktor Technical Co. S.A.
Alco Hellas ABEE S.A.
*
Alfa Alfa Energy S.A.
*
Alfa-Beta Vassilopoulos S.A.
*
Alisida S.A.
*
Allatini Industrial & Commercial Co.
*
Alte Technological Co. S.A.
*
Altec Information & Communication Systems S.A.
Alumil Milonas S.A.
*
Aluminum of Attica S.A.
Anek Lines S.A.
Arcadia Metal Industry C. Rokas S.A.
AS Co. S.A.
*
Aspis Bank S.A.
*
Aspis Pronia General Insurance S.A.
Astir Palace Vouliagmenis S.A.
*
Athens Medical Center S.A.
Athens Water Supply & Sewage Co. S.A.
Atlantic Super Market S.A.
Attica Holdings S.A.
Attica Publications S.A.
Atti-Kat S.A.
Autohellas S.A.
Babis Vovos S.A.
*
Balafas Construction Holdings S.A.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
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63,357
143,725
34,455
196,380
38,730
3,810
17,022
2,160
24,130
85,048
80,278
27,516
104,982
171,271
31,219
25,370
115,344
56,470
58,560
112,364
53,245
24,406
177,274
16,674
147,934
44,980
50,982
15,200
159,906
115,733
144,106
745,822
56,788
6,365
233,220
5,659
51,041
8,177
53,065
94,581
23,973
257,303
354,194
30,186
449,149
48,865
433,543
337,612
479,944
40,479
637,040
58,716
94,231
178,396
841,888
3,471
*
*
Bank of Attica S.A.
Bank of Greece
Benrubi S.A.
Betanet S.A.
Bitros Holdings S.A.
Byte Computers S.A.
115,721
43,172
11,121
11,220
19,302
17,230
764,937
4,786,512
61,750
41,533
46,860
33,547
94,032
11,260
9,110
18,131
16,350
33,747
85,140
13,336
17,730
5,200
16,440
31,108
161,747
31,653
16,707
56,000
20,450
21,560
26,310
18,590
75,336
18,640
15,974
37,502
118,768
11,242
14,830
11,620
33,300
32,750
30,730
9,500
4,536
10,110
17,510
74,690
49,990
10,580
12,940
24,060
65,894
325,476
5,413
11,825
17,215
100,609
351,240
178,047
9,617
10,228
8,562
10,670
25,423
773,695
22,825
391,948
309,597
41,782
74,108
2,530
48,483
172,031
16,802
1,536
60,847
662,320
26,752
31,726
29,328
71,639
9,053
49,859
14,843
16,082
2,430
168,355
615,796
301,604
8,647
7,776
19,663
720,672
19
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Chipita S.A.
Compucon Computer Applications S.A.
Computer Peripherals International S.A.
Cyclon Hellas S.A
Daios Plastics S.A.
Delta Holdings S.A.
Diagnostic & Therapeutic Center of Athens “Hygeia” S.A.
Dionic S.A.
Domiki Krittis S.A.
Dromeas S.A.
Dynamic Life S.A.
Edrasi Psalllidas Technical Co. S.A.
Egnatia Bank S.A.
El. D. Mouzakis S.A.
Elais Oleaginous Production S.A.
Elbisco Holding S.A.
Elektrak S.A.
Elektroniki of Athens S.A.
Elephant S.A.
Elgeka S.A.
Elmec Sport S.A.
Elton S.A.
Empedos S.A.
ETEM S.A. Light Metals Industry
Ethniki General Insurance Co. S.A.
Etma Rayon S.A.
Euro Reliance General Insurance
Eurodrip S.A.
Euromedica S.A.
European Technical S.A.
Everest S.A.
Evrofarma S.A.
F.G. Europe SA Common Registered Shares
Fanco S.A.
Forthnet S.A.
Fourlis S.A.
Frigoglass S.A.
G.Polyhronos S.A.
Galaxidi Fish S.A.
General Commercial & Industry
General Hellenic Bank
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
Germanos S.A.
Goody’s S.A.
Halkor S.A.
Hatziioannou S.A.
Hellas Can Packaging Manufacturers S.A.
Hellenic Cables S.A.
Hellenic Duty Free Shops S.A.
Hellenic Fabrics S.A.
Hellenic Sugar Industry S.A.
Hellenic Technodomiki S.A.
Heracles General Cement Co.
Hermes Real Estate S.A.
Hippotour S.A.
150,280
17,740
121,226
44,200
27,902
26,908
80,020
17,110
35,750
295,207
93,293
88,484
12,155
2,431,066
235,382
218,543
47,278
230,714
32,339
1,502,208
51,615
171,865
1,561,097
1,015,846
431,759
13,878
130,260
131,810
6,500
24,710
3,778
19,392
12,236
40,220
278,176
16,754
22,110
28,150
100,626
12,432
2,160
21,240
18,000
21,670
4,254
10,368
20,351
12,300
118,587
39,501
46,435
39,294
18,326
129,140
15,382
113,544
30,753
16,360
2,860
23,700
1,612,497
522,773
10,156
125,918
1,771
8,157
37,206
46,405
1,925,718
192,901
51,551
23,344
449,887
46,318
155,760
151,122
57,112
30,472
57,262
9,346
16,143
20,105
401,917
280,098
71,992
53,365
25,109
51,218
30,873
510,371
13,675
4,916
12,581
12,818
20
*
*
*
*
*
*
*
*
*
*
*
*
*
*
Hyatt Regency S.A.
Iaso S.A.
Iktinos Hellas S.A.
Inform P. Lykos S.A.
Informatics S.A.
Intersat S.A.
Intertech S.A.
Intracom Constructions S.A.
Intracom S.A.
Ionian Hotel Enterprises S.A.
Ipirotiki Software & Publications S.A.
J Boutaris & Son Holding S.A.
J&P-Avax S.A.
Kalpinis - N. Simos Steel Service Center
Karelia Tobacco Co., Inc. S.A.
Kathimerini S.A.
Katselis Sons S.A.
Kego S.A.
Kekrops S.A.
Keramia-Allatini S.A. Industrielle Commerciale & Technique
Klonatex Group S.A. Bearer Shares
Kordellou Brothers S.A.
Lambrakis Press S.A.
Lampsa Hotel Co.
Lan-Net S.A.
Lavipharm S.A.
Lazarides Vineyards S.A.
Logic Dis S.A.
Loulis Mills S.A.
Mailis (M.J.) S.A.
Maritime Company of Lesvos S.A.
Maxim S.A.
Medicon Hellas S.A.
Mesochoritis Bros. Construction Co. S.A.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
*
*
Metka S.A.
Michaniki S.A.
Minerva Knitwear
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.
N.B.G. Real Estate Development Co.
Naoussa Spinning Mills S.A.
Naytemporiki S.A.
Neochimiki Lv Lavrentiadis S.A.
Neorion-Syro’s Shipyards S.A.
Newsphone Hellas Audiotex S.A.
Nexans Hellas S.A.
Nikas S.A.
Notos Com.Holdings S.A.
Pantechniki S.A.
64,440
123,415
5,140
179,999
8,300
196,609
343,240
6,740
83,930
8,355
163,170
76,407
26,080
70,050
27,210
55,010
3,003
25,287
99,854
50,460
723,358
281,820
6,486
594,913
9,277
70,888
8,167,961
53,463
1,230,630
6,929
851,100
15,611
42,001
426,000
38,589
236,687
6,677
142,839
405,632
91,575
58,590
23,592
7,360
32,935
103,584
11,730
5,765
32,257
26,580
1,982
118,401
54,030
28,850
44,649
13,390
25,850
38,042
42,861
40,278
27,530
168,190
238,420
13,910
40,647
63,180
37,422
59,640
111,962
16,729
48,120
50,666
22,409
13,675
41,572
11,243
6,709
9,766
122,378
429,876
39,874
20,928
65,659
5,282
67,667
375,011
48,892
2,647
212,246
1,598,923
3,511
169,027
455,598
16,641
88,164
21
*
*
*
*
*
*
*
*
*
*
*
*
Pegasus Publishing & Printing S.A.
Persefs S.A. Health Care
Petros Petropoulos S.A.
Petzetakis S.A.
Pilias S.A.
Pipeworks L. Girakian Profil S.A.
Piraeus Leasing S.A.
Prodeftiki Technical Co.
Promota Hellas S.A.
Rilken S.A.
Sanyo Hellas S.A.
Sarantis S.A.
Sato S.A.
Selected Textile Industry Assoc. S.A.
Sfakianakis S.A.
Sheet Steel S.A.
Shelman Hellenic-Swiss Wood S.A.
Silver and Baryte Ores Mining Co. S.A.
Spyroy Agricultural House S.A.
Stabilton S.A.
Strintzis Shipping Lines S.A.
Technical Olympic S.A.
Technodomi M.Travlos Br. Com. & Constr. Co. S.A.
Teletypos S.A. Mega Channel
Terna Tourist Technical & Maritime S.A.
Themeliodomi S.A.
Thrace Plastics Co. S.A.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
Uncle Stathis S.A.
Unisystems S.A.
Vardas S.A.
*
Varvaressos S.A. European Spinning Mills
*
Veterin S.A.
Viohalco S.A.
Vioter S.A.
*
Vis Container Manufacturing Co.
Zampa S.A.
*
TOTAL COMMON STOCKS
(Cost $46,682,588)
10,999
41,820
13,780
7,200
18,984
359,185
80,590
4,259
830
73,763
79,916
31,301
5,538
26,238
2,460,615
92,014
10,442
9,756
52,617,287
PREFERRED STOCKS — (0.0%)
Egnatia Bank S.A.
(Cost $8,592)
3,196
TOTAL — GREECE
(Cost $46,691,180)
11,523
52,628,810
FINLAND — (4.2%)
COMMON STOCKS — (4.2%)
Alandsbanken AB Series B
*
Aldata Solutions Oyj
Amanda Capital Oyj
#
Amer-Yhtymae Oyj Series A
7,790
124,635
25,870
141,760
193,896
296,590
80,839
2,705,545
42,300
25,476
7,050
156,300
39,754
12,485
11,200
149,541
25,840
44,060
138,920
52,390
23,900
6,000
189,210
118,150
78,360
82,728
156,528
44,760
3,030
147,650
370,103
125,535
99,474
67,626
34,878
48,016
95,571
314,521
59,627
983,347
420,742
905,436
65,204
43,916
22,740
1,537,846
1,375,926
1,138,436
342,384
524,500
19,301
2,342,383
22
*
*
#
*
*
*
Aspo Oyj
Aspocomp Group Oyj
Basware Oyj
Benefon Oyj
Biotie Therapies Oyj
Capman Oyj Series B
Componenta Oyj
Comptel Oyj
Efore Oyj
Elcoteq Network Oyj
Elektrobit Group Oyj
Elisa Communications Corp.
eQ Oyj
Etteplan Oyj
Evox Rifa Group Oyj
Finnair Oyj
Finnlines Oyj
Fiskars Oyj AB Series A
F-Secure Oyj
HK Ruokatalo Oyj Series A
Honkarakenne Oyj Series B
Huhtamaki Van Leer Oyj
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*
*
#
*
#
*
#
*
Ilkka-Yhtyma Oyj
Incap Oyj
J.W. Suominen Yhtyma Oyj
Jaakko Poyry Group Oyj
Julius Tallberg-Kiinteistoet Oyj, Helsinki Series B
KCI Konecranes International Oyj
Kemira GrowHow Oyj
Kemira Oyj
Kesko Oyj
Laennen Tehtaat Oyj
Lassila & Tikanoja Oyj
Lemminkainen Oyj
Leo Longlife Oyj
Martela Oyj
Metsaemarkka Oyj Series B
M-Real Oyj Series B
New Kyro Corp. Oyj
Nokian Renkaat Oyj
Nordic Aluminium Oyj
Okmetic Oyj
Okobank Class A
Olvi Oyj Series A
Orion-Yhtyma Oyj Series A
Orion-Yhtyma Oyj Series B
Oy Stockmann AB Series B
Perlos Oyj
PK Cables Oyj
Pmj Automec Oyj
Pohjola Group P.L.C. Series D
Ponsse Oyj
Proha Oyj
Raisio Group P.L.C. Series V
19,360
11,000
17,955
16,810
4,500
29,900
25,160
139,200
32,060
8,670
68,276
16,600
7,830
1,060
1,532
132,000
91,340
145,500
1,900
21,204
101,080
8,020
41,180
51,000
53,350
76,811
19,990
45,410
146,205
12,600
82,532
299,423
252,689
25,251
77,038
581,850
73,716
1,383,511
201,389
1,970,766
889,303
169,847
1,304,715
548,645
45,170
8,408
13,662
715,486
472,041
3,446,674
32,768
49,694
1,664,318
161,933
925,505
1,137,011
2,161,443
655,439
289,982
91,142
2,345,817
287,723
40,668
834,879
10,260
24,540
36,040
4,190
2,900
70,900
63,879
109,111
44,900
35,240
49,279
16,020
36,600
112,970
21,249
113,445
585,444
256,856
77,551
38,862
86,063
343,175
1,156,612
52,884
1,427,304
34,943
80,865
167,153
317,709
208,136
23
*
#
*
*
Rakentajain Koneuokrammo Oyj
Ramirent Oyj
Rapala VMC Oyj
Raute Oyj Series A
Rocla Oyj
Satama Interactive Oyj
Scanfil Oyj
Sponda Oyj
SSH Communications Oyj
Stockmann Oyj AB
Stonesoft Corp.
SysOpen Digia Oyj
Talentum Oyj
Tecnomen Holding Oyj
Teleste Corp. Oyi
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
#
Tieto-X Oyj
Tulikivi Oyj
Turkistuottajat Oyj
Uponor Oyj Series A
Vacon Oyj
Vaisala Oyj Series A
Viking Line AB
Wartsila Corp. Oyj Series B
Yit-Yhtymae Oyj
10,200
5,710
4,290
129,000
14,537
21,200
10,560
36,300
67,708
TOTAL — FINLAND
(Cost $28,242,722)
42,171
55,930
41,763
2,984,496
297,012
626,789
268,299
1,156,120
2,872,535
50,364,982
NORWAY — (4.1%)
COMMON STOCKS — (3.8%)
*
Acta Holding ASA
Aker Yards ASA
Aktiv Kapital ASA
Arendals Fosse Kompani ASA
*
Blom ASA
Bonheur ASA
*
Consorte Group ASA
*
Corrocean ASA
Det Norske Oljeselskap ASA
DOF ASA
#
EDB Elektronisk Data Behandling ASA
Ekornes ASA
*#
Eltek ASA
Expert ASA
Farstad Shipping ASA
*#
Fast Search & Transfer ASA
*
Fjord Seafood ASA
*
Fred Olsen Energy ASA
Ganger Rolf ASA
Gresvig ASA
Home Invest ASA
*
Ignis ASA
280,000
28,121
57,017
100
23,367
16,850
12,000
19,321
366,980
97,006
149,417
56,490
64,902
49,850
60,790
218,520
1,099,483
57,000
8,946
4,590
15,077
394,282
777,831
1,508,732
942,081
13,417
130,539
1,476,277
19,232
11,826
2,313,387
475,291
1,103,828
1,090,732
1,079,793
570,666
858,282
823,842
701,489
1,800,948
708,683
33,278
0
71,616
75,603
113,000
49,500
16,160
38,400
320,521
10,143
187,753
41,700
411,400
28,849
67,784
899,100
217,060
316,505
88,061
42,575
412,672
362,800
280,690
24
*
*
#
*
*#
*
*
Independent Oil Tools ASA
Itera Consulting Group ASA
Kongsberg Gruppen ASA
Kverneland ASA
Leroy Seafood Group ASA
Merkantildata ASA
Natural ASA
Nera ASA
Nordic Semiconductor ASA
Northern Offshore, Ltd.
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
*#
Ocean Rig ASA
Odfjell ASA Series A
Olav Thon Eiendomsselskap ASA
* Opticom ASA
* Otrum ASA
P4 Radio Hele Norge ASA
* Petrolia Drilling ASA
* # Photocure ASA
Prosafe ASA
* Q-Free ASA
Rieber and Son ASA Series A
* Scana Industrier ASA
* # Sinvest ASA
* # Software Innovation ASA
Solstad Offshore ASA
* Sparebk Midt-Norge
# Steen and Stroem ASA
* Synnove Finden ASA
Tandberg ASA Series A
* Tandberg Data ASA
* Tandberg Storage ASA
* Tandberg Television ASA
* Telecomputing ASA
* Tgs-Nopec Geophysical Co. ASA
Tomra Systems ASA
* TTS Marine ASA
* Tybring-Gjed ASA
Veidekke ASA
Visma ASA
# Wilhelmsen (Wilhelm), Ltd. ASA Series A
TOTAL COMMON STOCKS
(Cost $22,757,079)
157,031
97,000
8,320
12,350
17,800
32,200
214,000
26,690
69,703
56,000
72,054
166,000
126,520
35,943
54,100
13,450
19,512
8,200
217,280
87,130
48,450
121,366
62,603
49,032
365,628
21,000
183,146
27,596
54,575
60,800
1,803,632
2,146,820
679,412
154,574
93,734
143,023
49,649
215,914
2,606,595
270,104
588,393
111,485
1,235,933
115,758
817,501
743,168
598,624
45,684
2,901,909
172,889
43,632
1,579,237
143,332
2,103,013
2,600,646
116,354
159,341
753,972
745,543
2,125,176
45,092,913
INVESTMENT IN CURRENCY — (0.3%)
* Norwegian Krone
(Cost $3,169,631)
3,150,703
TOTAL — NORWAY
(Cost $25,926,710)
48,243,616
25
DENMARK — (3.9%)
COMMON STOCKS — (3.8%)
Aarhus Oliefabrik A.S. Aeries A
*
Almindelig Brand A.S.
Amagerbanken A.S.
Ambu International A.S. Series B
Amtssparekassen Fyn A.S.
Arkil Holdings A.S. Series B
Copyright © 2012 www.secdatabase.com. All Rights Reserved.
Please Consider the Environment Before Printing This Document
1,000
28,360
4,014
7,460
2,343
270
92,121
1,164,682
764,110
127,953
498,844
39,526
*
#
*#
*
*
#
#
*
*
#
*
*
*
*#
*
*
*
*
*#
*
*
Auriga Industries A.S. Series B
Bang & Olufsen Holding A.S. Series B
Bavarian Nordic A.S.
Brodrene Hartmann A.S. Series B
Brondbyernes I.F. Fodbold A.S. Series B
Bryggerigruppen A.S.
Christian Hansen Holding A.S. Series B
Codan A.S.
Dalhoff, Larsen & Hornemann A.S. Series B
Dampskibsselsk Torm A.S.
Dantherm Holding A.S.
Danware A.S.
Denka Holding A.S.
DFDS A.S., Copenhagen
DiskontoBanken A.S.
DSV, De Sammensluttede Vognmaend A.S.
East Asiatic Co., Ltd.
Edb Gruppen A.S.
Fimiston Resources & Technology, Ltd.
FLS Industries A.S. Series B
Fluegger A.S. Series B
Forstaedernes Bank
Genmab A.S.
Glostrup Plade Vaerksted Industri A.S.
Glunz & Jensen A.S.
H&H International A.S. Series B
Hadsten Bank
Harboes Bryggeri A.S.
Hedegaard (Peder P.) A.S.
Hojgaard Holding A.S. Series B
IC Co. A.S.
Incentive A.S.
Jyske Bank A.S.
Kjobenhavns Sommer Tivoli A.S.
Koebenhavns Lufthavne A.S.
Lan & Spar Bank A.S.
Lastas A.S. Series B
Lollands Bank A.S.
Maconomy A.S.
Neurosearch A.S.
NKT Holding A.S.
Nordjyske Bank A.S.
Norresundby Bank A.S.
NTR Holdings A.S.
Oestjydsk Bank
Per Aarsleff A.S. Series B
Pharmexa A.S.
Ringkjobing Bank
12,200
22,987
4,930
5,865
4,000
8,515
15,055
34,625
1,370
49,460
9,100
4,185
250
11,760
1,168
11,000
37,723
3,230
2,600
73,180
2,913
9,322
28,629
1,700
2,870
1,140
355
575
660
2,500
3,510
3,575
12,000
580
9,910
2,750
4,600
750
6,000
9,160
46,745
1,365
460
1,130
1,070
2,320
12,940
2,645
26
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Please Consider the Environment Before Printing This Document
341,877
1,980,601
388,652
145,462
54,435
747,381
2,371,267
1,856,927
154,447
2,831,748
175,867
86,271
36,035
801,140
301,911
1,169,223
2,797,671
137,331
59,878
2,038,916
291,804
971,347
576,338
61,054
38,826
240,512
78,613
229,194
67,496
97,033
166,477
10,651
605,870
264,161
2,478,597
150,582
53,340
36,961
9,663
267,015
1,983,703
318,758
214,841
17,016
151,645
172,993
50,432
281,145
#
Ringkjobing Landbobank
Rockwool, Ltd.
*
RTX Telecom A.S.
Salling Bank A.S.
Sanistal A.S. Series B
*#
SAS Danmark A.S.
Satair A.S.
Schouw & Co. A.S.
*
SDC Dandisc A.S.
#
Simcorp A.S.
Sjaelso Gruppen A.S.
Skjern Bank A.S.
*
Sondagsavisen A.S.
Spar Nord Bank A.S.
Sparbank Vest A.S.
Sparekassen Faaborg A.S.
Sydbank A.S.
#
Thrane & Thrane A.S.
*#
TK Development
*
Topdanmark A.S.
Treka A.S.
Vestfyns Bank A.S.
Vestjysk Bank A.S.
VT Holdings Shares B
TOTAL COMMON STOCKS
(Cost $22,223,212)
2,520
24,520
9,200
750
2,686
34,300
3,550
15,485
6,000
7,640
3,288
1,755
21,165
6,823
7,985
566
81,720
5,258
23,478
28,300
8,498
340
12,490
3,130
1,109,989
2,096,891
200,765
98,442
263,874
375,633
116,061
603,514
65,708
770,244
820,775
179,478
211,335
1,036,210
519,538
255,232
1,967,571
189,683
328,959
2,251,512
186,130
48,186
504,890
159,795
45,410,758
INVESTMENT IN CURRENCY — (0.1%)
*
Danish Krone
(Cost $480,704)
480,840
TOTAL — DENMARK
(Cost $22,703,916)
45,891,598
SPAIN — (3.8%)
COMMON STOCKS — (3.8%)
Abengoa SA
Adolfo Dominguez SA
* # Amper SA
* Avanzit SA
* # Azkoyen SA
Banco de Andalucia
Banco de Credito Balear SA
# Banco Guipuzcoano SA
Banco Pastor SA
* Baron de Ley SA
Bodegas Riojanas SA
CAF (Construcciones y Auxiliar de Ferrocarriles SA)
Campofrio Alimentacion SA
Cementos Portland SA
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89,300
7,041
56,800
17,275
52,500
9,800
35,424
93,414
34,300
7,980
3,373
7,500
92,800
16,881
1,571,242
233,981
569,331
34,880
461,871
856,271
911,091
2,134,247
1,565,668
392,262
37,214
778,799
1,667,400
1,457,725
Compania de Distribucion Integral Logista SA
Compania Vinicola del Norte de Espana SA
29,600
13,363
1,529,716
200,754
21,703
20,913
10,860
91,500
1,103,370
29,250
4,200
174,940
24,990
64,158
19,671
22,301
18,593
8,666
20,281
8,050
37,172
416
80,282
22,080
32,010
13,929
8,512
14,979
384,137
15,750
65,366
26,443
9,430
56,221
28,674
60,587
112,700
96,714
31,944
3,194
12,707
375,734
35,477
277,869
12,466
44,264
338,493
26,261
47,040
335,437
131,955
168,242
1,418,605
1,392,390
64,684
0
1,118,540
159,782
1,220,625
225,068
1,849,371
558,427
99,049
432,895
107,391
303,345
84,995
1,809,131
142,768
105,027
303,005
296,777
146,000
540,160
98,621
980,431
786,886
249,336
1,459,496
95,115
229,372
1,554,950
1,226,288
132,452
13,244
105,224
857,995
286,528
1,292,414
346,090
1,005,456
1,818,477
42,608
1,116,002
27
*
*#
*
*
#
*
#
*#
*#
*#
*
*#
*
#
#
*
*
#
#
#
*
Coporacion Financiera Reunida SA
Dogi International Fabrics SA
Duro Felguera SA
Electnor SA
Ercros SA
Espanola del Zinc SA
Estacionamientos Urbanos SA
Europistas Concesionaria Espanola SA
Europistas Concesionaria Espanola SA Issue 05
Faes Farma SA
Funespana SA
Grupo Catalana Occidente SA
Grupo Empresarial Ence SA
Hullas del Coto Cortes
Iberpapel Gestion SA
Inbesos SA
Indo Internacional SA
Inmobiliaria del Sur SA
Inmobiliaria Urbis SA
Lingotes Especiales SA
LSB (La Seda de Barcelona SA) Series B
Mecalux SA
Miquel y Costas y Miquel SA
Natra SA
Natraceutical SA
Nicolas Correa SA
Obrascon Huarte Lain 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
Tavez Algodonera SA
Tecnocom Telecomunicaciones y Energia SA
Tele Pizza SA
Transportes Azkar, SA
Tubacex SA
Tubos Reunidos SA
Unipapel SA
Uralita SA
Urbanizzciones y Transportes SA
Vidrala SA, Alava
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#
Viscofan Industria Navarra de Envolturas Celulosicas SA
Zeltia SA
97,492
384,496
TOTAL — SPAIN
(Cost $24,082,523)
1,159,991
2,786,504
45,059,601
28
BELGIUM — (3.6%)
COMMON STOCKS — (3.6%)
*
Abfin SA
Ackermans & Van Haaren SA
*#
Arinso International NV
Associated Weavers International
Banque Nationale de Belgique
Barco (New) NV
Bekaert SA
Brantano NV
Brederode SA
Carrieres Unies Porphyre
CFE (Compagnie Francois d’Entreprises)
Cofinimmo SA
Commerciale de Brasserie SA COBRHA
Compagnie Maritime Belge
Cumerio
Deceuninck SA
D’Ieteren SA
Distrigaz
*
Docpharma SA NV
Dolmen Computer Applications
Duvel Moorgat NV
*
Econocom Group SA
Euronav SA
EVS Broadcast Equipment SA
#
Exmar NV
Floridienne NV
Glaces de Moustier-sur-Sambre SA
*
ICOS Vision Systems Corp. NV
*
Image Recognition Integrated Systems Group SA
*
Immobel (Cie Immobiliere de Belgique SA)
*
Innogenetics NV
*
Integrated Production & Test Engineering NV
*
International Brachtherapy SA
*
Ion Beam Application SA
Ipso-Ilg SA
Keytrade Bank SA
Kinepolis Group NV
Lotus Bakeries NV
#
Melexis NV
Metiers Automatiques Picanol
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2,560
67,862
14,739
5,057
710
24,203
41,401
2,801
12,180
45
2,080
17,021
115
50,206
9,586
63,700
8,210
57
5,680
5,036
5,019
27,967
41,185
5,500
10,115
2,033
13,370
18,618
2,582
6,629
56,493
5,430
16,544
39,424
7,330
2,800
5,020
792
58,750
16,120
0
3,417,364
238,254
53,788
3,105,210
1,867,475
3,386,020
154,854
345,470
86,533
1,154,931
2,683,920
144,432
1,745,640
172,238
1,998,161
1,958,638
270,597
231,282
58,649
188,804
211,421
1,351,302
197,644
972,538
154,909
682,922
675,757
111,683
294,782
649,087
29,367
123,078
301,348
68,715
104,388
173,759
124,219
779,520
278,402
*
*
*
*
*
Neuhaus NV
Nord-Sumatra Investissements SA
Omega Pharma SA
Option NV
Papeteries de Catala SA
Quick Restaurants SA
Real Software SA
Recticel SA
Resilux NV
Rosier SA
Roularta Media Groep
Sait Radioholland
Sapec SA
870
650
54,295
15,455
315
24,780
55,542
22,870
1,754
655
9,837
20,197
3,635
43,131
550,748
3,065,656
847,002
34,072
660,264
30,039
225,388
93,386
104,306
588,175
92,240
394,933
75
21,502
1,685
18,176
5,408
13,980
67,151
2,281
47,282
1,600
3,266
7,185
10,753
356
249,377
299,920
0
28,923
95,771
1,162,159
184,498
1,539,982
174,990
588,787
227,540
521,463
29
*
*
*
*
*#
#
Sapec SA VVPR
Sioen Industries NV
SIPEF (Societe Internationale de Plantations & de Finance), Anvers
Solvus SA Interim Strip VVPR
Spector Photo Group SA
Systemat SA
Telindus Group SA
Ter Beke NV
Tessenderlo Chemie
UNIBRA
Van de Velde NV
VPK Packaging Group SA
Warehouses de Pauw SCA
TOTAL — BELGIUM
(Cost $27,995,120)
42,350,207
IRELAND — (3.0%)
COMMON STOCKS — (3.0%)
Abbey P.L.C.
*
Aminex P.L.C.
*
Ardagh P.L.C.
*
Datalex P.L.C.
DCC P.L.C.
Donegal Creameries P.L.C.
*
Dragon Oil P.L.C.
FBD Holdings P.L.C.
Fyffes P.L.C.
Glanbia P.L.C.
*
Grafton Group P.L.C.
Greencore Group P.L.C.
*
Horizon Technology Group P.L.C.
IAWS Group P.L.C.
IFG Group P.L.C.
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62,626
191,389
14,262
164,871
197,116
21,925
509,740
30,323
897,420
390,240
284,256
445,622
61,335
275,215
122,416
662,351
62,106
66,849
112,946
3,956,297
118,578
1,752,126
1,207,745
2,739,555
1,149,075
2,869,720
1,933,412
84,036
3,985,747
214,804
*
*
*
*
Independent News & Media P.L.C.
Iona Technologies P.L.C.
Irish Intercontental Group P.L.C.
IWP International P.L.C.
Jurys Hotel Group P.L.C.
Kenmare Resources P.L.C.
Kingspan Group P.L.C.
McInerney Holdings P.L.C.
Paddy Power P.L.C.
Qualceram Shires P.L.C.
Readymix P.L.C.
United Drug P.L.C.
Waterford Wedgwood P.L.C.
645,069
53,750
37,153
39,611
121,042
1,417,323
185,024
73,588
123,744
15,136
109,762
602,325
3,152,188
TOTAL — IRELAND
(Cost $25,047,775)
1,883,922
158,269
442,058
2,285
2,734,919
1,022,046
2,379,372
751,755
2,178,775
23,649
307,368
2,417,842
242,461
35,460,068
30
AUSTRIA — (2.5%)
COMMON STOCKS — (2.5%)
*
Admiral Sportwetten AG
Agrana Beteiligungs AG
Andritz AG
Austria Email AG
*
Austrian Airlines/Oesterreichische Luftverkehrs-Aktiengesellschaft
Bank Fuer Kaernten und Steiermark AG
*#
Betandwin.com Interactive Entertainment AG
Boehler-Uddeholm AG
#
BWT AG
*
CA Immobilien Anlagen AG
Constantia-Verpackungen AG
*
Conwert Immobilien Invest AG
*
Demeter Vermoegensverwaltung
*
Eybl International AG
Flughafen Wien AG
Frauenthal Holding AG
Lenzing AG
Manner (Josef) & Co. AG
Mayr-Melnhof Karton AG
Oberbank AG
Palfinger AG
*#
RHI AG, Wien
Rosenbauer International AG
*
S&T System Integration & Technology Distribution AG
Schoeller-Bleckmann Oilfield Equipment AG
*
Sparkassen Immobilien AG
Ubm Realitaetenentwicklung AG
#
Uniqa Versicherungen AG
Wolford AG
*
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3,905
4,142
26,338
715
42,784
520
40,984
26,152
24,819
108,216
21,263
40,820
15,000
3,191
26,698
977
3,948
870
11,760
7,077
11,176
65,590
2,134
5,233
23,403
42,133
1,440
128,555
4,900
72,229
402,626
2,626,678
3,180
337,315
60,934
3,201,190
4,399,998
1,063,394
2,755,961
873,468
700,080
0
69,070
1,796,873
133,742
869,030
47,157
1,710,186
717,014
979,990
1,952,604
155,167
168,238
783,897
442,066
77,880
2,705,364
101,881
TOTAL COMMON STOCKS
(Cost $19,577,577)
29,207,212
RIGHTS/WARRANTS — (0.0%)
*
Jenbacher AG Rights 03/31/08
(Cost $0)
7,860
TOTAL — AUSTRIA
(Cost $19,577,577)
0
29,207,212
PORTUGAL — (1.0%)
COMMON STOCKS — (1.0%)
Cin Corporacao Industrial do Norte SA
Corticeira Amorim Sociedad Gestora Participacoes Sociais SA
EFACEC Capital SGPS SA
*
Fibras Sinteticas de Portugal SA
Finibanco Holdings SGPS SA
*#
Gescartao SGPS SA
1,000
194,100
60,600
195,903
81,326
28,003
6,490
324,258
229,421
63,571
172,025
370,883
20,401
190,166
43,702
170,757
250,900
56,005
423,662
466,977
235,500
54,900
19,200
160,396
321,175
15,071
40,358
609,000
132,402
1,188,466
148,641
2,462,693
1,013,189
447,609
152,754
970,940
467,009
263,926
32,537
1,089,162
1,378,036
50,354
73,242
914,909
31
*
*
*#
*#
*
#
*#
*
*
Ibersol SGPS SA
Impresa Sociedade Gestora de Participacoes Socias SA
Investimentos Participacoes e Gestao SA Inapa
Jeronimo Martins SGPS SA
Mota-Engil SGPS SA
Novabase SGPS
ParaRede SGPS SA
Portucel-Empresa Produtora de Pasta de Papel SA
Sag Gest - Solucoes Automovel Globais SGPS SA
Salvador Caetano - Industrias Metalurgicas e Veiculos de Transporte SA
Sociedade Construcoes Soares da Costa SA
Sociedade de Investimento e Gestao SGPS SA
Sonaecom SGPS SA
Sporting Sociedad Desportiva de Futebol SAD
Sumolis - Companhia Industrial de Fruitas e Bebidas SA
Teixeira Duarte Engenharia e Construcoes SA
TOTAL — PORTUGAL
(Cost $6,897,794)
11,952,517
EMU — (0.7%)
INVESTMENT IN CURRENCY — (0.7%)
*
Euro Currency
(Cost $8,043,072)
UNITED STATES — (0.0%)
COMMON STOCKS — (0.0%)
*
Epicor Software Corp.
8,046,232
2,171
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28,223
*
InFocus Corp.
36,070
10,455
TOTAL — UNITED STATES
(Cost $214,919)
64,293
Face
Amount
(000)
TEMPORARY CASH INVESTMENTS — (11.7%)
Repurchase Agreement, Deutsche Bank Securities & Mizuho Securities USA
3.30% and 3.35%, respectively, 10/03/05 (Collateralized by $204,063,602 FICO
8.60%, 09/26/19; U.S. STRIPS, rates ranging from 0% to 11.25%, maturities
ranging from 02/15/06 to 02/15/31; & U.S. Treasury Notes 3.375%, 02/15/08 &
4.75%, 05/15/14, valued at $137,471,395) to be repurchased at $134,809,562 (Cost
$134,772,083)
Repurchase Agreement, PNC Capital Markets, Inc. 3.61%, 10/03/05 (Collateralized
by $3,569,000 FNMA Note 2.95%, 11/14/07, valued at $3,600,229) to be
repurchased at $3,548,067 (Cost $3,547,000)
$
134,772
134,772,083
3,547
3,547,000
32
TOTAL TEMPORARY CASH INVESTMENTS
(Cost $138,319,083)
138,319,083
TOTAL INVESTMENTS - (100.0%)
(Cost $842,530,583)††
†

*
#
††
$
1,184,600,391
Securities have been fair valued. See Security Valuation Note.
Security purchased with cash proceeds from securities on loan.
Non-Income Producing Securities.
Total or Partial Securities on Loan.
The cost for federal income tax purposes is $842,530,953.
33
Organizational Note
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 Inc. The Trust consists of twenty-one investment portfolios, of
which four are included in this document.
Security Valuation Note
Securities held by The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company
Series, and The Continental Small Company Series (the “International Equity Portfolios”) which are listed on a securities exchange are valued
at the last quoted sale price. Price information on listed securities is taken from the exchange where the security is primarily traded. Unlisted
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securities for which market quotations are readily available are valued at the mean between the most recent bid and asked prices. Securities
for which market quotations are not readily available, or for which market quotations have become unreliable, are valued in good faith at fair
value using methods approved by the Board of Trustees.
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 (generally 11:00 p.m. PT), which is fourteen
hours prior to the close of the NYSE (generally 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 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.
Effective September 15, 2005, The Pacific Rim Small Company Series changed its name to The Asia Pacific Small Company Series.
Item 2. Controls and Procedures.
(a) Based on an evaluation of the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of
1940), the President and Treasurer of SA Funds – Investment Trust have concluded that such disclosure controls and procedures are effective
as of November 28, 2005.
(b) There was no change in the internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of
1940) of SA Funds – Investment Trust that occurred during the last fiscal quarter that has materially affected or is reasonably likely to
materially affect, its internal control over financial reporting.
Item 3. Exhibits.
The certifications required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended, 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.
SA FUNDS- INVESTMENT TRUST
By:
/s/ Al Steele
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Al Steele
President ,Chief Executive Officer
And Principal Executive Officer
Date:
11/28/05
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/ Tara Maw
Tara Maw
Treasurer, Chief Financial and
Accounting Officer and Principal
Financial Officer
Date:
11/28/05
By:
/s/ Al Steele
Al Steele
President ,Chief Executive Officer
And Principal Executive Officer
Date:
11/28/05
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Exhibit 99.CERT
Item 3. Exhibits.
CERTIFICATIONS
I, Al Steele, certify that:
1. I have reviewed this report on Form N-Q of SA Funds – Investment Trust;
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:
(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
5. 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 (or persons performing the equivalent functions):
(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:
Nov 28 / 05
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/s/ Al Steele
Al Steele
President, Chief Executive Officer
and Principal Executive Officer
CERTIFICATIONS
I, Tara Maw, certify that:
1. I have reviewed this report on Form N-Q of SA Funds – Investment Trust;
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:
(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
5. 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 (or persons performing the equivalent functions):
(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.
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Date:
11/28/05
/s/ Tara Maw
Tara Maw
Treasurer, Chief Financial and
Accounting Officer and Principal
Financial Officer
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