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E Trade Funds – ‘N-Q’ for 9/30/06

On:  Friday, 11/17/06, at 2:21pm ET   ·   Effective:  11/17/06   ·   For:  9/30/06   ·   Accession #:  1193125-6-238104   ·   File #:  811-09093

Previous ‘N-Q’:  ‘N-Q’ on 5/25/06 for 3/31/06   ·   Next:  ‘N-Q’ on 5/25/07 for 3/31/07   ·   Latest:  ‘N-Q’ on 5/28/09 for 3/31/09

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

11/17/06  E Trade Funds                     N-Q         9/30/06    2:310K                                   RR Donnelley/FAE*TRADE International Index Fund ETINXE*TRADE Russell 2000 Index Fund ETRUXE*TRADE S&P 500 Index Fund ETSPXE*TRADE Technology Index Fund ETTIX

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         E*Trade Funds                                         68    396K 
 2: EX-99.CERT  Certifications                                         2     14K 


N-Q   —   E*Trade Funds
Document Table of Contents

Page (sequential) | (alphabetic) Top
 
11st Page   -   Filing Submission
2Item 1. Schedule of Investments
66Item 2. Controls and Procedures
"Item 3. Exhibits
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================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-09093 E*TRADE Funds (Exact name of registrant as specified in charter) 4500 Bohannon Drive, Menlo Park, California 94025 (Address of principal executive offices)(Zip code) Elizabeth Gottfried 4500 Bohannon Drive Menlo Park, California 94025 (Name and address of agent for service) Registrant's telephone number, including area code: 650-331-6000 Date of fiscal year end: December 31, 2006 Date of reporting period: September 30, 2006 Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 ((S)(S) 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles. A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. (S) 3507. ================================================================================
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Item 1. Schedule of Investments. Attached hereto.
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E*TRADE Russell 2000 Index Fund Schedule of Investments September 30, 2006 (Unaudited) Shares Value ------ -------- COMMON STOCKS--98.0% ADVERTISING--0.4% ADVO, Inc................................................... 2,652 $ 74,203 aQuantive, Inc.(a)(2)....................................... 6,361 150,246 Catalina Marketing Corp..................................... 3,857 106,068 FTD Group, Inc.(a).......................................... 1,072 16,562 Marchex, Inc.(a)............................................ 1,925 29,530 Sitel Corp.(a).............................................. 4,728 14,231 ValueVision Media, Inc., Class A(a)......................... 2,581 29,914 Vertrue, Inc.(a)............................................ 607 23,867 -------- 444,621 -------- AEROSPACE / DEFENSE--0.8% AAR Corp.(a)................................................ 3,046 72,617 ARGON ST, Inc.(a)........................................... 1,031 24,713 BE Aerospace, Inc.(a)(2).................................... 6,471 136,473 Curtiss-Wright Corp......................................... 3,660 111,081 GenCorp., Inc.(a)........................................... 4,620 59,321 HEICO Corp.................................................. 1,678 57,555 Innovative Solutions & Support(a)........................... 950 13,804 K & F Industries Holdings, Inc.(a).......................... 1,566 29,409 Ladish Co., Inc.(a)......................................... 1,132 32,692 MTC Technologies, Inc.(a)................................... 802 19,280 Orbital Sciences Corp.(a)................................... 5,058 94,939 Sequa Corp., Class A(a)..................................... 551 51,717 Teledyne Technologies, Inc.(a).............................. 2,861 113,296 TransDigm Group, Inc.(a).................................... 893 21,807 United Industrial Corp...................................... 724 38,734 -------- 877,438 -------- AGRICULTURE--0.2% Alliance One International, Inc............................. 7,937 32,542 Andersons, Inc. (The)....................................... 1,199 40,946 Delta & Pine Land Co........................................ 2,972 120,366 Maui Land & Pineapple Co., Inc.(a).......................... 285 8,456 -------- 202,310 -------- AIRLINES--0.6% Airtran Holdings, Inc.(a)................................... 7,691 76,295 Alaska Air Group, Inc.(a)(2)................................ 3,358 127,738 Alaska Communications Systems Group, Inc.................... 3,505 46,511 ExpressJet Holdings, Inc.(a)................................ 4,190 27,696 Frontier Airlines Holdings, Inc.(a)......................... 3,023 24,940 JetBlue Airways Corp.(a)(2)................................. 14,719 136,445 Mesa Air Group, Inc.(a)..................................... 3,020 23,435 Republic Airways Holdings, Inc.(a).......................... 2,754 42,742 SkyWest, Inc.(2)............................................ 5,321 130,471 -------- 636,273 -------- APPAREL--1.1% Cache, Inc.................................................. 1,022 18,284 Carter's, Inc.(a)........................................... 4,055 107,011 Cherokee, Inc............................................... 560 20,502 Crocs, Inc.(a).............................................. 828 28,111 Deckers Outdoor Corp.(a).................................... 913 43,203 Gymboree Corp.(a)........................................... 2,780 117,260 Hartmarx Corp.(a)........................................... 2,561 17,338 Iconix Brand Group, Inc.(a)................................. 2,971 47,833 K-Swiss, Inc., Class A...................................... 2,161 64,960 Maidenform Brands, Inc.(a).................................. 1,174 22,658 Oxford Industries, Inc...................................... 1,264 54,238 Phillips-Van Heusen Corp.(2)................................ 4,611 192,601 Quiksilver, Inc.(a)......................................... 10,340 125,631 Skechers U.S.A., Inc., Class A(a)........................... 868 20,407 Stride Rite Corp............................................ 3,068 42,829 Timberland Co., Class A(a).................................. 4,180 120,259 True Religion Apparel, Inc.(a).............................. 1,064 22,461 Volcom, Inc.(a)............................................. 1,059 23,870
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Shares Value ------ --------- Warnaco Group, Inc. (The)(a)................................ 3,929 75,987 Weyco Group, Inc............................................ 558 12,482 --------- 1,177,925 --------- AUTO MANUFACTURERS--0.4% A.S.V., Inc.(a)............................................. 1,687 25,153 Aftermarket Technology Corp.(a)............................. 1,816 32,252 CLARCOR, Inc.(2)............................................ 4,387 133,760 Navistar International Corp.(a)............................. 5,190 134,006 Smith (A.O.) Corp........................................... 1,654 65,217 Wabash National Corp........................................ 2,602 35,621 --------- 426,009 --------- AUTO PARTS & EQUIPMENT--0.7% Accuride Corp.(a)........................................... 1,829 20,137 American Axle & Manufacturing Holdings...................... 4,335 72,351 ArvinMeritor, Inc........................................... 5,888 83,845 Bandag, Inc................................................. 877 35,992 Commercial Vehicle Group, Inc.(a)........................... 1,702 32,781 Cooper Tire & Rubber Co..................................... 5,104 51,346 Fuel Systems Solutions, Inc.(a)............................. 904 11,499 Lear Corporation............................................ 5,626 116,457 Modine Manufacturing Co..................................... 2,776 67,540 Noble International, Ltd.................................... 958 11,985 Superior Industries International, Inc...................... 1,921 32,254 Tenneco Automotive, Inc.(a)................................. 3,780 88,414 Titan International, Inc.................................... 1,384 25,023 United Panam Financial Corp.(a)............................. 829 12,833 Visteon Corp................................................ 10,844 88,379 --------- 750,836 --------- BANKS--10.2% 1st Source Corp............................................. 1,062 31,350 Alabama National Bancorp.................................... 1,223 83,470 AMCORE Financial, Inc....................................... 1,828 55,370 Americanwest Bancorp........................................ 943 20,039 Ameris Bancorp.............................................. 1,083 29,468 Anchor BanCorp Wisconsin, Inc............................... 1,578 45,068 Apollo Investment Corp...................................... 6,784 139,140 Ares Capital Corp........................................... 4,151 72,310 Arrow Financial Corp........................................ 867 21,987 BancFirst Corp.............................................. 592 27,658 Bancorp, Inc.(a)............................................ 855 21,794 BancTrust Financial Group, Inc.............................. 787 21,949 Bank Mutual Corp............................................ 5,082 61,645 Bank of Granite Corp........................................ 1,316 23,069 Bank of the Ozarks, Inc..................................... 906 30,686 BankAtlantic Bancorp, Inc., Class A......................... 3,944 56,084 BankFinancial Corp.......................................... 2,073 36,257 BankUnited Financial Corp., Class A......................... 2,616 68,199 Banner Corp................................................. 982 40,301 Berkshire Hills Bancorp, Inc................................ 719 25,589 BFC Financial Corp.(a)...................................... 1,358 7,931 Boston Private Financial Holdings, Inc...................... 2,946 82,134 Brookline Bancorp, Inc...................................... 5,145 70,744 Cadence Financial Corp...................................... 771 15,628 Camden National Corp........................................ 556 22,351 Capital City Bank Group, Inc................................ 1,054 32,779 Capital Corp of The West.................................... 792 24,568 Capital Southwest Corp...................................... 200 23,830 Capitol Bancorp, Ltd........................................ 1,083 48,194 Cardinal Financial Corp..................................... 2,064 22,621 Cascade Bancorp............................................. 1,846 69,317 Cass Information Systems, Inc............................... 468 15,495 Cathay General Bancorp (2).................................. 4,303 155,338 Centennial Bank Holdings, Inc.(a)........................... 5,016 48,555 Center Financial Corp....................................... 1,017 24,184 Centerstate Banks of Florida, Inc........................... 728 14,633 Central Pacific Financial Corp.............................. 2,546 93,133 Charter Financial Corp...................................... 275 10,997 Chemical Financial Corp..................................... 2,094 62,150 Chittenden Corp............................................. 3,909 112,149 Citizens Banking Corp....................................... 3,570 93,748 Citizens First Bancorp, Inc................................. 680 17,313 City Bank................................................... 730 34,332 City Holding Co............................................. 1,475 58,808
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Shares Value ------ ------- Clifton Savings Bancorp, Inc................................ 1,153 12,937 Coastal Financial Corp...................................... 1,400 17,640 CoBiz, Inc.................................................. 1,170 26,746 Columbia Bancorp. (Oregon).................................. 798 19,623 Columbia Banking System, Inc................................ 1,336 42,765 Commercial Capital Bancorp, Inc............................. 4,064 64,780 Community Bancorp (Nevada)(a)............................... 430 13,119 Community Bancorp, Inc. (California)........................ 403 16,475 Community Bank System, Inc.................................. 2,531 56,087 Community Banks, Inc........................................ 1,991 53,359 Community Trust Bancorp, Inc................................ 1,186 44,653 Corus Bankshares, Inc....................................... 3,262 72,938 CVB Financial Corp.......................................... 5,094 75,238 Dime Community Bancshares................................... 2,125 31,301 Downey Financial Corp....................................... 1,699 113,051 Enterprise Financial Services Corp.......................... 796 24,565 Farmers Capital Bank Corp................................... 536 18,154 Fidelity Bankshares, Inc.................................... 2,034 79,346 First Bancorp North Carolina................................ 989 20,156 First Bancorp Puerto Rico................................... 5,858 64,789 First Busey Corp., Class A.................................. 1,229 27,911 First Charter Corp.......................................... 2,597 62,484 First Commonwealth Financial Corp........................... 5,898 76,851 First Community Bancorp..................................... 1,621 90,695 First Community Bancshares, Inc............................. 785 26,195 First Financial Bancorp..................................... 2,842 45,216 First Financial Bankshares, Inc............................. 1,674 63,863 First Financial Corp........................................ 1,112 35,484 First Financial Holdings, Inc............................... 1,004 34,357 First Indiana Corp.......................................... 1,080 28,091 First Merchants Corp........................................ 1,476 34,907 First Midwest Bancorp, Inc.(2).............................. 4,167 157,887 First Niagara Financial Group, Inc.......................... 9,417 137,300 First Place Financial Corp.................................. 1,456 32,993 First Regional Bancorp (California)(a)...................... 600 20,442 First Republic Bank......................................... 1,947 82,864 First South Bancorp, Inc. (North Carolina).................. 658 20,128 First State Bancorp......................................... 1,468 38,124 FirstFed Financial Corp.(a)................................. 1,319 74,814 FirstMerit Corp.(2)......................................... 6,665 154,428 Flag Financial Corp......................................... 1,136 28,445 Flagstar Bancorp, Inc....................................... 3,390 49,325 Flushing Financial Corp..................................... 1,599 27,983 FNB Corp.................................................... 4,805 80,051 FNB Corp. (Virginia)........................................ 581 20,922 Franklin Bank Corp.(a)...................................... 1,891 37,593 Fremont General Corp........................................ 5,499 76,931 Frontier Financial Corp..................................... 3,324 86,225 GB&T Bancshares, Inc........................................ 1,011 21,282 Glacier Bancorp, Inc........................................ 2,702 92,327 Great Southern Bancorp, Inc................................. 875 24,588 Greater Bay Bancorp......................................... 4,198 118,426 Greene County Bancshares, Inc............................... 725 26,506 Hancock Holding Co.......................................... 2,257 120,862 Hanmi Financial Corp........................................ 3,397 66,581 Harbor Florida Bancshares, Inc.............................. 1,752 77,631 Harleysville National Corp.................................. 2,413 48,501 Harris & Harris Group, Inc.................................. 1,734 21,294 Heartland Financial USA, Inc................................ 1,170 30,046 Heritage Commerce Corp...................................... 989 22,885 Home Bancshares, Inc./Conway AR............................. 965 21,307 Home Federal Bancorp, Inc. (Idaho).......................... 502 7,806 Horizon Financial Corp...................................... 807 24,097 Iberiabank Corp............................................. 747 45,567 Independent Bank Corp. (Massachusetts)...................... 1,228 39,935 Independent Bank Corp. (Michigan)........................... 1,859 45,137 Integra Bank Corp........................................... 1,413 35,721 Interchange Financial Services Corp......................... 1,435 32,460 International Bancshares Corp............................... 3,888 115,396 Intervest Bancshares Corp.(a)............................... 391 17,032 Investors Bancorp, Inc.(a).................................. 4,440 67,000 Irwin Financial Corp........................................ 1,634 31,961 ITLA Capital Corp........................................... 394 21,181 Kearny Financial Corp....................................... 1,823 27,673 KNBT Bancorp, Inc........................................... 2,419 38,898 Lakeland Bancorp, Inc....................................... 1,589 22,691 Lakeland Financial Corp..................................... 943 22,170 Macatawa Bank Corp.......................................... 1,152 26,369 MAF Bancorp, Inc............................................ 2,794 115,364
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Shares Value ------ ------- MainSource Financial Group, Inc............................. 1,500 25,455 MB Financial, Inc........................................... 2,409 88,820 MBT Financial Corp.......................................... 1,178 17,482 Medallion Financial Corp.................................... 1,186 13,082 Mercantile Bank Corp........................................ 634 25,075 MetroCorp Bancshares, Inc................................... 561 12,729 Mid-State Bancshares........................................ 1,890 51,710 Midwest Banc Holdings, Inc.................................. 1,605 39,194 Nara Bancorp, Inc........................................... 1,773 32,428 NASB Financial, Inc......................................... 331 13,170 National Penn Bancshares, Inc............................... 4,012 78,715 NBT Bancorp, Inc............................................ 2,872 66,803 Net.Bank, Inc............................................... 3,871 23,420 NewAlliance Bancshares, Inc.(2)............................. 9,328 136,655 Northern Empire Bancshares(a)............................... 745 20,875 Northwest Bancorp, Inc...................................... 1,565 39,908 OceanFirst Financial Corp................................... 728 15,616 Old National Bancorp (Indiana).............................. 5,606 107,075 Old Second Bancorp, Inc..................................... 1,076 32,237 Omega Financial Corp........................................ 1,006 30,250 Oriental Financial Group, Inc............................... 1,754 20,908 Pacific Capital Bancorp..................................... 3,901 105,210 Park National Corp.......................................... 998 99,890 Partners Trust Financial Group, Inc......................... 3,810 40,805 PennFed Financial Services, Inc............................. 799 13,399 Peoples Bancorp, Inc........................................ 885 25,869 PFF Bancorp, Inc............................................ 1,979 73,302 Pinnacle Financial Partners, Inc.(a)........................ 1,238 44,320 Piper Jaffray Cos.(a)....................................... 1,685 102,145 Placer Sierra Bancshares.................................... 946 21,011 Preferred Bank (California)................................. 300 17,991 Premierwest Bancorp......................................... 1,198 19,156 PrivateBancorp, Inc......................................... 1,436 65,654 Prosperity Bancshares, Inc.................................. 2,168 73,799 Provident Bankshares Corp................................... 2,704 100,183 Provident Financial Services, Inc........................... 5,743 106,303 Provident New York Bancorp.................................. 3,544 48,482 R&G Financial Corp., Class B................................ 2,324 17,314 Renasant Corp............................................... 1,242 34,863 Republic Bancorp, Inc....................................... 6,320 84,246 Republic Bancorp, Inc., Class A............................. 629 13,303 Rockville Financial, Inc.(a)................................ 730 10,578 Royal Bancshares of Pennsylvania, Class A................... 382 10,348 S&T Bancorp, Inc............................................ 2,172 70,590 Sanders Morris Harris Group, Inc............................ 1,076 13,461 Sandy Spring Bancorp, Inc................................... 1,254 44,341 Santander BanCorp........................................... 347 6,555 SCBF Financial Corp......................................... 725 27,115 Seacoast Banking Corp. of Florida........................... 1,225 36,995 Security Bank Corp.......................................... 1,354 30,614 Shore Bancshares, Inc....................................... 675 19,406 Sierra Bancorp.............................................. 483 15,094 Signature Bank(a)........................................... 2,484 76,830 Simmons First National Corp., Class A....................... 1,147 33,274 Smithtown Bancorp, Inc...................................... 629 16,977 Southside Bancshares, Inc................................... 878 23,434 Southwest Bancorp, Inc...................................... 1,199 30,958 State National Bancshares, Inc.............................. 850 32,292 Sterling Bancorp (New York)................................. 1,569 30,847 Sterling Bancshares, Inc.................................... 3,819 77,335 Sterling Financial Corp. (Pennsylvania)..................... 2,125 46,729 Sterling Financial Corp. (Washington)....................... 3,127 101,409 Suffolk Bancorp............................................. 860 27,451 Summit Bancshares, Inc. (Texas)............................. 820 23,058 Sun Bancorp, Inc. (New Jersey).............................. 1,185 22,314 Superior Bancorp(a)......................................... 1,418 16,307 Susquehanna Bancshares, Inc................................. 4,389 107,267 SVB Financial Group(a)(2)................................... 2,912 129,992 SY Bancorp, Inc............................................. 1,007 29,878 Taylor Capital Group, Inc................................... 482 14,243 Texas Capital Bancshares, Inc.(a)........................... 1,877 35,137 Texas Regional Bancshares, Inc., Class A(2)................. 3,834 147,417 Texas United Bancshares, Inc................................ 748 24,677 TierOne Corp................................................ 1,516 51,438 Tompkins Trustco, Inc....................................... 543 24,679 TriCo Bancshares............................................ 1,114 27,572 TrustCo Bank Corp. (New York)............................... 6,269 67,956 Trustmark Corp.............................................. 4,141 130,152 UCBH Holdings, Inc.......................................... 8,003 139,732
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Shares Value ------ ---------- UMB Financial Corp.......................................... 2,642 96,618 Umpqua Holdings Corp........................................ 4,686 134,020 Union Bankshares Corp....................................... 698 30,935 United Bankshares, Inc...................................... 3,070 114,265 United Community Banks, Inc................................. 2,869 86,213 United Community Financial Corp............................. 2,265 27,905 United Security Bancshares (California)..................... 599 13,501 Univest Corp. of Pennsylvania............................... 960 27,734 USB Holding Co., Inc........................................ 985 21,729 Vineyard National Bancorp................................... 714 18,535 Virginia Commerce Bancorp................................... 1,259 27,950 Virginia Financial Group, Inc............................... 856 23,506 W Holding Co., Inc.......................................... 9,098 53,769 Washington Trust Bancorp, Inc............................... 945 25,052 Wauwatosa Holdings, Inc.(a)................................. 872 15,391 WesBanco, Inc............................................... 1,770 51,719 West Bancorporation......................................... 1,465 25,066 West Coast Bancorp.......................................... 1,292 39,458 Westamerica Bancorp......................................... 2,663 134,508 Western Alliance Bancorp(a)................................. 1,059 34,841 Westfield Financial, Inc.................................... 325 10,325 Willow Grove Bancorp, Inc................................... 1,203 18,839 Wilshire Bancorp, Inc....................................... 1,275 24,276 Wintrust Financial Corp..................................... 2,109 105,766 WSFS Financial Corp......................................... 431 26,804 Yardville National Bancorp.................................. 787 28,064 ---------- 11,011,383 ---------- BEVERAGES--0.1% Boston Beer Co., Inc., Class A(a)........................... 770 25,295 Coca-Cola Bottling Co. Consolidated......................... 376 23,304 Farmer Brothers Co.......................................... 558 11,461 Green Mountain Coffee Roasters, Inc.(a)..................... 404 14,867 National Beverage Corp...................................... 684 8,146 Peet's Coffee & Tea, Inc.(a)................................ 1,089 27,237 ---------- 110,310 ---------- BIOTECHNOLOGY--1.8% Advanced Magnetics, Inc.(a)................................. 645 21,995 ADVENTRX Pharmaceuticals, Inc.(a)........................... 4,394 12,040 Alexion Pharmaceuticals, Inc.(a)............................ 2,635 89,537 Applera Corp.--Celera Genomics Group(a)..................... 6,432 89,533 Arena Pharmaceuticals, Inc.(a).............................. 3,948 47,297 Ariad Pharmaceuticals, Inc.(a).............................. 5,188 22,620 BioCryst Pharmaceuticals, Inc.(a)........................... 1,855 23,132 Cambrex Corp................................................ 2,236 46,308 Coley Pharmaceutical Group, Inc.(a)......................... 1,448 16,536 Cotherix, Inc.(a)........................................... 1,564 11,042 Cytokinetics, Inc.(a)....................................... 2,072 13,323 deCODE genetics, Inc.(a).................................... 5,137 28,254 Diversa Corp.(a)............................................ 2,460 19,729 Encysive Pharmaceuticals, Inc.(a)........................... 4,783 20,567 Exelixis, Inc.(a)........................................... 7,012 61,075 Genitope Corp.(a)........................................... 2,130 6,220 Genomic Health, Inc.(a)..................................... 1,005 14,532 GTx, Inc.(a)................................................ 1,046 9,665 Human Genome Sciences, Inc.(a).............................. 11,136 128,509 ICOS Corp.(a)............................................... 5,455 136,702 Illumina, Inc.(a)........................................... 3,893 128,625 Incyte Corp.(a)............................................. 6,989 29,563 Integra LifeSciences Holdings Corp.(a)...................... 1,542 57,794 Kendle International, Inc.(a)............................... 991 31,732 Keryx Biopharmaceuticals, Inc.(a)........................... 3,602 42,612 Lexicon Genetics, Inc.(a)................................... 5,399 20,354 Lifecell Corp.(a)........................................... 2,839 91,473 Martek Biosciences Corp.(a)................................. 2,679 57,625 Maxygen, Inc.(a)............................................ 2,380 19,778 Momenta Pharmaceuticals, Inc.(a)............................ 1,747 23,619 Monogram Biosciences, Inc.(a)............................... 10,385 15,889 Myogen, Inc.(a)............................................. 3,548 124,464 Myriad Genetics, Inc.(a).................................... 3,298 81,296 Nektar Therapeutics(a)(2)................................... 7,585 109,300 Northfield Laboratories, Inc.(a)............................ 2,042 29,323 Northstar Neuroscience, Inc.(a)............................. 871 11,497 Osiris Therapeutics, Inc.(a)................................ 296 2,963 Panacos Pharmaceuticals, Inc.(a)............................ 4,068 20,177 Peregrine Pharmaceuticals, Inc.(a).......................... 15,780 20,041
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Shares Value ------ --------- PRA International(a)........................................ 1,444 38,540 Regeneron Pharmaceuticals, Inc.(a).......................... 3,806 59,716 Sangamo Biosciences, Inc.(a)................................ 2,413 13,416 Savient Pharmaceuticals, Inc.(a)............................ 5,167 33,637 Sirna Therapeutics, Inc.(a)................................. 3,248 18,091 Telik, Inc.(a).............................................. 4,366 77,671 --------- 1,977,812 --------- BUILDING MATERIALS--0.8% Aaon, Inc................................................... 700 15,967 Apogee Enterprises, Inc..................................... 2,351 35,759 Builders FirstSource, Inc.(a)............................... 1,216 18,520 Ceradyne, Inc............................................... 2,272 93,356 Drew Industries, Inc.(a).................................... 1,496 37,789 ElkCorp..................................................... 1,711 46,454 Genlyte Group, Inc. (The)(a)(2)............................. 2,072 147,526 Goodman Global, Inc.(a)..................................... 1,903 25,405 Interline Brands, Inc....................................... 2,297 56,690 LSI Industries, Inc......................................... 1,817 29,526 NCI Building Systems, Inc.(a)............................... 1,707 99,296 PGt, Inc.(a)................................................ 864 12,148 Simpson Manufacturing Co., Inc.............................. 3,092 83,577 Texas Industries, Inc....................................... 1,861 96,884 Trex Co., Inc.(a)........................................... 991 23,943 US Concrete, Inc.(a)........................................ 2,699 17,570 --------- 840,410 --------- CHEMICALS--2.0% American Vanguard Corp...................................... 1,478 20,692 Arch Chemicals, Inc......................................... 2,001 56,928 Balchem Corp................................................ 921 18,227 Bio-Rad Laboratories, Inc., Class A(a)...................... 1,504 106,378 Cabot Microelectronics Corp.(a)............................. 2,051 59,110 Calgon Carbon Corp.......................................... 3,209 14,184 CF Industries Holdings, Inc................................. 4,598 78,488 Ferro Corp.................................................. 3,565 63,386 Georgia Gulf Corp........................................... 2,857 78,339 Grace (W.R.) & Co.(a)....................................... 5,669 75,171 H.B. Fuller Co.............................................. 4,983 116,801 Hercules, Inc.(a)(2)........................................ 9,627 151,817 Innospec, Inc............................................... 1,027 30,502 Kronos Worldwide, Inc....................................... 264 7,601 MacDermid, Inc.............................................. 2,363 77,081 Minerals Technologies, Inc.................................. 1,637 87,416 Myers Industries, Inc....................................... 2,227 37,859 Newmarket Corp.............................................. 1,459 84,855 NL Industries, Inc.......................................... 632 6,282 Nuco2, Inc.(a).............................................. 1,253 33,706 Olin Corp................................................... 6,042 92,805 OM Group, Inc.(a)........................................... 2,449 107,609 Omnova Solutions, Inc.(a)................................... 3,347 13,990 Pioneer Cos., Inc.(a)....................................... 983 24,093 PolyOne Corp.(a)............................................ 7,730 64,391 Raven Industries, Inc....................................... 1,299 38,983 Rockwood Holdings, Inc.(a).................................. 2,982 59,580 Rogers Corp.(a)............................................. 1,430 88,303 Schulman (A.), Inc.......................................... 2,153 50,617 Spartech Corp............................................... 2,678 71,690 Stepan Co................................................... 497 14,527 SurModics, Inc.(a).......................................... 1,330 46,710 Symyx Technologies, Inc.(a)................................. 2,818 59,713 Terra Industries, Inc.(a)................................... 7,952 61,310 Tronox Inc. Class B......................................... 3,452 44,082 UAP Holding Corp............................................ 4,253 90,887 Valley National Gases, Inc.................................. 196 4,894 Zoltek Cos., Inc.(a)........................................ 1,385 35,387 --------- 2,174,394 --------- COAL--0.1% Alpha Natural Resources, Inc.(a)............................ 4,321 68,099 International Coal Group, Inc.(a)........................... 9,491 40,052 James River Coal Co.(a)..................................... 1,345 14,190 Westmoreland Coal Co.(a).................................... 542 10,661 --------- 133,002 ---------
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Shares Value ------ ------- COMMERCIAL SERVICES--5.6% Aaron Rents, Inc............................................ 3,656 84,015 ABM Industries, Inc......................................... 3,654 68,549 ACCO Brands Corp.(a)........................................ 3,762 83,742 Ace Cash Express, Inc.(a)................................... 906 27,080 Actuant Corp., Class A...................................... 2,311 115,781 Administaff, Inc............................................ 1,845 62,177 Advance America Cash Advance................................ 5,642 81,358 Advisory Board (The) Co.(a)................................. 1,531 77,346 Albany Molecular Research, Inc.(a).......................... 2,067 19,347 Alderwoods Group, Inc.(a)................................... 3,398 67,382 Ambassadors International, Inc.............................. 577 18,227 Arbitron, Inc............................................... 2,507 92,784 Bankrate, Inc.(a)........................................... 885 23,506 Barrett Business Services(a)................................ 562 12,066 BearingPoint, Inc.(a)....................................... 15,779 124,023 Bowne & Co., Inc............................................ 2,561 36,571 Bright Horizons Family Solutions, Inc.(a)................... 2,147 89,594 CBIZ, Inc................................................... 4,639 33,865 CDI Corp.................................................... 1,084 22,450 Central Parking Corp........................................ 808 13,332 Cenveo, Inc.(a)............................................. 4,447 83,693 Clark, Inc.................................................. 1,416 15,958 CMGI, Inc.(a)............................................... 38,491 40,800 Coinmach Service Corp., Class A............................. 2,201 21,856 Coinstar, Inc.(a)........................................... 2,329 67,029 Consolidated Graphics, Inc.(a).............................. 925 55,657 Core-Mark Holding Co., Inc.(a).............................. 801 25,103 Corinthian Colleges, Inc.(a)................................ 7,299 78,902 Cornell Cos, Inc.(a)........................................ 922 15,932 CorVel Corp.(a)............................................. 440 15,435 CoStar Group, Inc.(a)....................................... 1,402 57,931 CRA International, Inc.(a).................................. 865 41,226 Cross Country Healthcare, Inc.(a)........................... 2,682 45,594 Darling International, Inc.(a).............................. 6,656 27,889 Deluxe Corp................................................. 4,286 73,291 DeVry, Inc.(a).............................................. 5,095 108,371 Diamond Management & Technology Consultants, Inc.(a)........ 2,441 27,193 Dollar Financial Corp.(a)................................... 1,027 22,409 DynCorp International, Inc., Class A(a)..................... 2,022 25,457 Educate, Inc.(a)............................................ 1,477 11,801 Electro Rent Corp.(a)....................................... 1,591 27,063 Euronet Worldwide, Inc.(a).................................. 2,972 72,963 Exponent, Inc.(a)........................................... 1,272 21,204 First Consulting Group, Inc.(a)............................. 1,741 16,975 FTI Consulting, Inc.(a)..................................... 3,339 83,675 Gartner, Inc. Class A(a).................................... 4,750 83,553 Gevity HR, Inc.............................................. 2,156 49,114 Global Cash Access, Inc.(a)................................. 2,821 42,569 GSI Commerce, Inc.(a)....................................... 3,270 48,527 H&E Equipment Services, Inc.(a)............................. 914 22,292 Harris Interactive, Inc.(a)................................. 4,588 27,987 Healthcare Services Group, Inc.............................. 2,277 57,289 Healthspring, Inc.(a)....................................... 1,569 30,203 Heartland Payment Systems, Inc.(a).......................... 1,241 32,266 Heidrick & Struggles International, Inc.(a)................. 1,520 54,720 Home Solutions of America, Inc.(a).......................... 3,776 20,692 Hudson Highland Group, Inc.(a).............................. 2,051 20,100 Huron Consulting Group, Inc.(a)............................. 1,406 55,115 ICT Group, Inc.(a).......................................... 546 17,183 Innerworkings, Inc.(a)...................................... 898 10,552 Interactive Data Corp.(a)................................... 3,038 60,608 inVentiv Health, Inc.(a).................................... 2,436 78,025 j2 Global Communications, Inc.(a)........................... 4,151 112,783 Jackson Hewitt Tax Service.................................. 2,891 86,759 Kelly Services, Inc., Class A............................... 1,634 44,788 Kenexa Corp.(a)............................................. 1,266 31,929 Kforce, Inc.(a)............................................. 2,430 28,990 Korn/Ferry International(a)................................. 3,541 74,149 Labor Ready, Inc.(a)........................................ 4,556 72,577 Landauer, Inc............................................... 698 35,424 LECG Corp................................................... 1,969 36,938 Lincoln Educational Services, Inc.(a)....................... 379 6,200 Magellan Health Services, Inc.(a)(2)........................ 3,091 131,677 MAXIMUS, Inc................................................ 1,732 45,205 McGrath Rentcorp............................................ 1,834 46,950 Midas, Inc.(a).............................................. 1,297 26,822 Mobile Mini, Inc.(a)........................................ 2,945 83,667 Monro Muffler Brake, Inc.................................... 988 33,602
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Shares Value ------ --------- Morningstar, Inc.(a)........................................ 1,136 41,918 MPS Group, Inc.(a)(2)....................................... 8,742 132,092 Navigant Consulting Co.(a).................................. 3,552 71,253 Net 1 UEPS Technologies, Inc.(a)............................ 4,011 91,691 NetRatings, Inc.(a)......................................... 1,111 15,810 On Assignment, Inc.(a)...................................... 2,210 21,680 PeopleSupport, Inc.(a)...................................... 1,495 27,658 Perficient, Inc.(a)......................................... 1,568 24,586 PHH Corp.(a)................................................ 4,451 121,957 Plexus Corp.(a)............................................. 3,876 74,419 Pre-Paid Legal Services, Inc................................ 779 30,903 Providence Service Corp. (The)(a)........................... 1,003 27,673 QC Holdings, Inc.(a)........................................ 400 4,772 Rent-A-Center, Inc.(a)(2)................................... 5,801 169,910 Resources Connection, Inc.(a)............................... 4,022 107,749 Rewards Network, Inc.(a).................................... 2,141 10,427 Rollins, Inc................................................ 2,471 52,163 Senomyx, Inc.(a)............................................ 2,526 38,825 Sotheby's Holdings, Inc., Class A(a)(2)..................... 5,393 173,869 Source Interlink Cos., Inc.(a).............................. 2,843 27,009 Spherion Corp.(a)........................................... 4,806 34,363 Stamps.com, Inc............................................. 1,507 28,723 Standard Parking Corp.(a)................................... 412 12,929 Stewart Enterprises, Inc., Class A(a)....................... 8,904 52,177 Strayer Education, Inc...................................... 1,158 125,307 Synagro Technologies, Inc................................... 5,203 21,957 TeleTech Holdings, Inc.(a).................................. 2,767 43,248 TNS, Inc.(a)................................................ 1,946 29,307 Trimeris, Inc.(a)........................................... 1,477 12,998 Tyler Technologies, Inc.(a)................................. 3,273 42,320 Universal Technical Institute, Inc.(a)...................... 1,917 34,295 Valassis Communications, Inc.(a)............................ 3,992 70,459 Viad Corp................................................... 1,854 65,650 Volt Information Sciences, Inc.(a).......................... 693 24,636 Watson Wyatt & Co. Holdings................................. 3,585 146,698 Wireless Facilities, Inc.(a)................................ 4,772 10,212 World Fuel Services Corp.................................... 2,299 92,995 Wright Express Corp......................................... 3,367 81,010 --------- 6,041,505 --------- COMPUTERS--4.1% 3D Systems Corp.(a)......................................... 1,302 23,879 Advent Software, Inc.(a).................................... 1,726 62,498 Agile Software Corp.(a)..................................... 4,753 31,037 ANSYS, Inc.(a)(2)........................................... 2,792 123,351 Aspen Technology, Inc.(a)................................... 4,520 49,358 BISYS Group, Inc. (The)(a)(2)............................... 10,205 110,826 Black Box Corp.............................................. 1,460 56,823 Brocade Communications Systems, Inc.(a)(2).................. 23,146 163,410 CACI International, Inc., Class A(a)(2)..................... 2,588 142,366 CIBER, Inc.(a).............................................. 4,623 30,650 COMSYS IT Partners, Inc.(a)................................. 1,372 23,585 Concur Technologies, Inc.(a)................................ 2,683 39,038 Covansys Corp.(a)........................................... 2,607 44,684 Dendrite International, Inc.(a)............................. 3,143 30,739 Digital River, Inc.(a)(2)................................... 3,347 171,098 Digitas, Inc.(a)............................................ 7,659 73,680 DSP Group, Inc.(a).......................................... 2,530 57,811 Echelon Corp.(a)............................................ 2,574 21,158 Eclipsys Corp.(a)........................................... 3,777 67,646 eCollege.com, Inc.(a)....................................... 1,450 23,186 Electronics For Imaging, Inc.(a)............................ 4,838 110,693 Epicor Software Corp.(a).................................... 4,581 60,057 Extreme Networks, Inc.(a)................................... 9,959 36,151 FalconStor Software, Inc.(a)................................ 3,136 24,116 Gateway, Inc.(a)............................................ 23,667 44,731 Hypercom Corp.(a)........................................... 4,438 30,090 Hyperion Solutions Corp.(a)(2).............................. 4,951 170,709 iGATE Corp.(a).............................................. 1,840 9,090 IHS Inc., Class A(a)........................................ 1,887 60,535 Imation Corp................................................ 2,914 116,997 infoUSA, Inc.(a)............................................ 2,806 23,290 Integral Systems, Inc....................................... 918 28,697 Intergraph Corp.(a)......................................... 2,487 106,643 Internet Security Systems, Inc.(a).......................... 3,368 93,496 Interwoven, Inc.(a)......................................... 3,567 39,344 Jack Henry & Associates, Inc.(2)............................ 6,644 144,640 Kanbay International, Inc.(a)............................... 2,808 57,732
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Shares Value ------ --------- Komag, Inc.(a).............................................. 2,567 82,041 Kronos, Inc.(a)............................................. 2,631 89,691 Lionbridge Technologies, Inc.(a)............................ 4,987 38,051 Manhattan Associates, Inc.(a)............................... 2,294 55,377 Maxwell Technologies, Inc.(a)............................... 1,159 23,574 MICROS Systems, Inc.(a)(2).................................. 3,248 158,892 Mobility Electronics, Inc.(a)............................... 2,339 13,005 MTS Systems Corp............................................ 1,542 49,868 Neoware, Inc.(a)............................................ 1,600 21,744 NetScout Systems, Inc.(a)................................... 2,153 13,973 Packeteer, Inc.(a).......................................... 2,901 24,978 Palm, Inc................................................... 7,765 113,058 Perot Systems Corp., Class A(a)............................. 7,322 100,970 Progress Software Corp.(a).................................. 3,432 89,232 QAD, Inc.................................................... 1,274 10,294 Quantum Corp.(a)............................................ 17,829 38,867 Quest Software, Inc.(a)..................................... 5,678 81,082 Rackable Systems, Inc.(a)................................... 2,345 64,183 Radiant Systems, Inc.(a).................................... 2,182 26,359 RadiSys Corp.(a)............................................ 1,730 36,763 Safeguard Scientifics, Inc.(a).............................. 9,709 19,030 SafeNet, Inc.(a)............................................ 2,226 40,491 Sapient Corp.(a)............................................ 6,811 37,120 ScanSource, Inc.(a)......................................... 2,144 65,028 Secure Computing Corp....................................... 3,899 24,681 SI International, Inc.(a)................................... 1,036 33,131 Sigma Designs, Inc.(a)...................................... 1,838 27,478 Silicon Storage Technology, Inc.(a)......................... 7,559 31,143 Sonic Solutions, Inc.(a).................................... 2,146 32,705 SonicWALL, Inc.(a).......................................... 5,382 58,771 Stratasys, Inc.(a).......................................... 833 22,000 Sykes Enterprises, Inc.(a).................................. 2,476 50,387 Synaptics, Inc.(a).......................................... 2,020 49,227 Synnex Corp.(a)............................................. 1,008 23,194 Syntel, Inc................................................. 705 15,968 Take-Two Interactive Software, Inc.(a)...................... 5,976 85,218 Transaction Systems Architects, Inc.(a)(2).................. 3,092 106,117 TTM Technologies, Inc.(a)................................... 3,489 40,821 --------- 4,398,346 --------- COMPUTERS, PERIPHERAL & SOFTWARE--0.6% Access Integrated Technologies, Inc., Class A(a)............ 1,085 10,275 Actuate Corp.(a)............................................ 4,554 20,129 Art Technology Group, Inc.(a)............................... 9,441 24,169 Bottomline Technologies, Inc.(a)............................ 1,658 16,182 Chordiant Software, Inc.(a)................................. 6,405 19,663 Digi International, Inc.(a)................................. 2,104 28,404 ENGlobal Corp.(a)........................................... 1,302 8,059 i2 Technologies, Inc.(a).................................... 1,144 21,427 Knot, Inc. (The)(a)......................................... 1,495 33,084 McDATA Corp., Class A(a).................................... 12,869 64,732 Merge Technologies, Inc.(a)................................. 2,209 15,198 Move, Inc.(a)............................................... 8,372 41,107 Ness Technologies, Inc.(a).................................. 2,324 31,025 Netgear, Inc.(a)............................................ 2,769 57,014 Open Solutions, Inc.(a)..................................... 1,695 48,833 Phase Forward, Inc.(a)...................................... 2,874 34,316 Raser Technologies, Inc.(a)................................. 1,640 9,118 Rightnow Technologies, Inc.(a).............................. 1,212 18,919 Smith Micro Software, Inc.(a)............................... 1,623 23,339 Ultimate Software Group, Inc.(a)............................ 1,926 45,319 VA Software Corp.(a)........................................ 5,040 20,261 Vignette Corp.(a)........................................... 2,486 33,660 WebSideStory, Inc.(a)....................................... 1,413 18,666 Witness Systems, Inc.(a).................................... 2,799 49,066 --------- 691,965 --------- COSMETICS/PERSONAL CARE--0.1% Chattem, Inc.(a)............................................ 1,386 48,676 Elizabeth Arden, Inc.(a).................................... 2,168 35,035 Inter Parfums, Inc.......................................... 388 7,388 Parlux Fragrances, Inc.(a).................................. 1,000 5,090 Revlon, Inc., Class A(a).................................... 13,093 14,795 --------- 110,984 ---------
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Shares Value ------ --------- DISTRIBUTION/WHOLESALE--0.8% Advanced Energy Industries, Inc.(a)......................... 2,985 50,864 Beacon Roofing Supply, Inc.(a).............................. 3,657 74,018 Bluelinx Holdings, Inc...................................... 1,012 9,634 Building Materials Holdings Corp............................ 2,418 62,916 Central European Distribution Corp.(a)...................... 2,691 62,996 Columbus Mckinnon Corp. (NY)(a)............................. 1,478 26,648 Comfort Systems USA, Inc.................................... 3,365 38,563 Directed Electronics, Inc.(a)............................... 782 11,808 Houston Wire & Cable Co.(a)................................. 719 13,517 Keystone Automotive Industries, Inc.(a)..................... 1,347 51,213 LKQ Corp.(a)................................................ 3,735 82,058 MWI Veterinary Supply, Inc.(a).............................. 467 15,659 Owens & Minor, Inc.......................................... 3,396 111,694 United Stationers, Inc.(a)(2)............................... 2,676 124,462 Watsco, Inc.(2)............................................. 2,360 108,584 --------- 844,634 --------- DIVERSIFIED FINANCIAL SERVICES--2.3% Abington Community Bancorp, Inc............................. 562 8,441 Accredited Home Lenders Holding Co.(a)...................... 1,506 54,126 Advanta Corp., Class B...................................... 1,614 59,557 Asset Acceptance Capital Corp.(a)........................... 1,349 21,921 Asta Funding, Inc........................................... 949 35,578 Calamos Asset MGMT-A(a)..................................... 1,935 56,734 Charter Municipal Mortgage Acceptance Co.................... 4,353 86,886 Clayton Holdings, Inc.(a)................................... 696 8,749 Cohen & Steers, Inc......................................... 1,047 33,881 Compass Diversified Trust................................... 1,058 16,187 CompuCredit Corp.(a)........................................ 1,730 52,263 Credit Acceptance Corp.(a).................................. 787 23,358 Darwin Professional Underwriters, Inc.(a)................... 421 9,350 Digital Insight Corp.(a).................................... 2,861 83,885 Doral Financial Corp........................................ 7,503 49,445 Federal Agricultrural Mortgage Corp., Class C............... 874 23,135 Financial Federal Corp...................................... 2,262 60,622 Forrester Research, Inc.(a)................................. 1,121 29,494 Friedman, Billings, Ramsey Group, Inc.(2)................... 12,446 99,941 GAMCO Investors, Inc., Class A.............................. 569 21,656 GFI Group, Inc.(a).......................................... 963 53,244 Gladstone Capital Corp...................................... 901 19,831 Gladstone Investment Corp................................... 1,100 16,060 Greenhill & Co, Inc......................................... 1,423 95,369 International Securities Exchange, Inc.(2).................. 3,178 149,017 INVESTools, Inc.(a)......................................... 3,829 40,702 Knight Capital Group, Inc.(a)(2)............................ 8,844 160,962 LaBranche & Co, Inc.(a)..................................... 4,430 45,939 Marketaxess Holdings, Inc.(a)............................... 2,556 26,761 Marlin Business Services, Inc.(a)........................... 956 19,980 MCG Capital Corp............................................ 4,460 72,832 Meadowbrook Insurance Group, Inc.(a)........................ 2,032 22,880 MVC Capital, Inc............................................ 1,382 17,911 National Financial Partners Co.(2).......................... 3,168 129,983 NCO Group, Inc.(a).......................................... 2,737 71,764 Ocwen Financial Corp.(a).................................... 2,860 42,614 OptionsXpress Holdings., Inc................................ 1,733 48,316 Penson Worldwide, Inc.(a)................................... 603 10,824 Phoenix Companies, Inc.(2).................................. 9,541 133,574 Portfolio Recovery Associates, Inc.(a)...................... 1,328 58,259 Resource America, Inc., Class A............................. 1,239 25,771 Roma Financial Corp.(a)..................................... 859 13,074 S1 Corp.(a)................................................. 5,927 27,323 SCPIE Holdings, Inc.(a)..................................... 812 19,114 StarTek, Inc................................................ 946 11,797 Stifel Financial Corp.(a)................................... 960 30,470 SWS Group, Inc.............................................. 1,338 33,303 Technology Investment Capital Corp.......................... 1,626 23,788 Thomas Weisel Partners Group, Inc.(a)....................... 567 9,100 Waddell & Reed Financial, Inc.(2)........................... 7,081 175,256 World Acceptance Corp.(a)................................... 1,515 66,630 --------- 2,507,657 --------- ELECTRIC--1.7% Allete, Inc................................................. 2,128 92,462 Avista Corp................................................. 4,086 96,756 Black Hills Corp............................................ 2,817 94,679 CH Energy Group, Inc........................................ 1,257 64,698 Cleco Corp.................................................. 4,789 120,874
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Shares Value ------ --------- Duquesne Light Holdings, Inc................................ 7,511 147,666 El Paso Electric Co.(a)..................................... 4,044 90,343 Empire District Electric Co. (The).......................... 2,537 56,778 IDACORP, Inc................................................ 3,575 135,171 Integrated Electrical Services, Inc.(a)..................... 1,238 19,573 ITC Holdings Corp........................................... 1,153 35,974 MGE Energy, Inc............................................. 1,709 55,337 Northwestern Corp........................................... 2,965 103,716 Ormat Technologies, Inc..................................... 665 21,759 Otter Tail Corp............................................. 2,461 71,960 Pike Electric Corp.(a)...................................... 1,266 18,863 Plug Power, Inc.(a)......................................... 6,129 24,945 PNM Resources, Inc.(2)...................................... 5,750 158,527 Portland General Electric Co................................ 2,277 55,582 UIL Holdings Corp........................................... 2,051 76,913 UniSource Energy Corp....................................... 2,930 97,657 Westar Energy, Inc.(2)...................................... 7,382 173,550 --------- 1,813,783 --------- ELECTRICAL COMPONENTS & EQUIPMENT--0.7% American Superconductor Corp.(a)............................ 2,741 25,382 Anadigics, Inc.(a).......................................... 3,998 28,626 Belden CDT, Inc............................................. 3,603 137,742 Bookham, Inc.(a)............................................ 4,685 15,086 Capital Senior Living Corp.(a).............................. 1,756 16,243 Capstone Turbine Corp.(a)................................... 8,301 11,704 Color Kinetics, Inc.(a)..................................... 1,041 17,676 Eagle Test Systems, Inc.(a)................................. 592 9,780 Encore Wire Corp.(a)........................................ 1,879 66,309 Enersys(a).................................................. 3,889 62,379 GrafTech International Ltd.(a).............................. 8,225 48,034 Greatbatch, Inc.(a)......................................... 1,822 41,214 Medis Technologies Ltd.(a).................................. 1,660 41,019 Microtune, Inc.(a).......................................... 4,482 21,783 MoSys, Inc.(a).............................................. 1,821 12,255 Natus Medical, Inc.(a)...................................... 1,801 24,584 Nextest Systems Corp.(a).................................... 486 6,396 Power-One, Inc.(a).......................................... 5,814 42,093 Sirenza Microdevices, Inc.(a)............................... 2,007 15,855 Spectranetics Corp.(a)...................................... 2,591 30,315 Superior Essex, Inc.(a)..................................... 1,626 55,691 --------- 730,166 --------- ELECTRONICS--3.5% Actel Corp.(a).............................................. 2,160 33,588 Aeroflex, Inc.(a)........................................... 6,282 64,579 Agilysys, Inc............................................... 2,496 35,044 American Science & Engineering, Inc.(a)..................... 761 36,924 Analogic Corp............................................... 1,172 60,147 ATMI, Inc.(a)............................................... 3,128 90,931 Badger Meter, Inc........................................... 1,122 28,263 Barnes Group, Inc........................................... 3,346 58,756 Bel Fuse, Inc., Class B..................................... 915 29,362 Benchmark Electronics, Inc.(a).............................. 5,370 144,347 Brady Corp., Class A(2)..................................... 3,759 132,166 Checkpoint Systems, Inc.(a)................................. 3,273 54,037 Cogent, Inc.(a)............................................. 3,613 49,606 Coherent, Inc.(a)........................................... 2,588 89,700 CTS Corp.................................................... 2,998 41,312 Cubic Corp.................................................. 1,299 25,434 Cymer, Inc.(a)(2)........................................... 3,288 144,377 Daktronics, Inc............................................. 3,240 67,036 Diodes, Inc.(a)............................................. 1,596 68,899 EDO Corp.................................................... 1,387 31,735 Electro Scientific Industries, Inc.(a)...................... 2,422 49,893 Energy Conversion Devices, Inc.(a).......................... 3,262 120,824 Exar Corp.(a)............................................... 2,607 34,647 Excel Technology, Inc.(a)................................... 939 27,785 FEI Co.(a).................................................. 1,990 42,009 FuelCell Energy, Inc.(a).................................... 4,438 33,773 General Cable Corp.(a)(2)................................... 4,223 161,362 Herley Industries, Inc.(a).................................. 1,213 15,017 Hutchinson Technology, Inc.(a).............................. 2,143 45,067 II-VI, Inc.(a).............................................. 1,963 48,918 International Displayworks, Inc.(a)......................... 3,716 23,671 Ionatron, Inc.(a)........................................... 2,468 11,871 KEMET Corp.(a).............................................. 7,250 58,508
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Shares Value ------ --------- L-1 Identity Solutions, Inc.(a)............................. 5,484 71,566 Littelfuse, Inc.(a)......................................... 1,881 65,271 Lojack Corp.(a)............................................. 1,572 30,795 Mattson Technology, Inc.(a)................................. 4,382 36,371 Measurement Specialties, Inc.(a)............................ 1,116 20,813 Mentor Graphics Corp.(a).................................... 6,708 94,449 Mercury Computer Systems, Inc.(a)........................... 1,752 20,761 Methode Electronics, Inc., Class A.......................... 3,115 29,624 Metrologic Instruments, Inc.(a)............................. 1,060 19,250 Micrel, Inc.(a)............................................. 6,070 58,211 Microsemi Corp.(a)(2)....................................... 5,909 111,385 MKS Instruments, Inc.(a).................................... 3,040 61,742 Molecular Devices Corp.(a).................................. 1,417 26,200 Moog, Inc., Class A(a)...................................... 3,114 107,931 Multi-Fineline Electronix, Inc.(a).......................... 695 17,632 OSI Systems, Inc.(a)........................................ 1,232 24,147 Park Electrochemical Corp................................... 1,684 53,349 Photon Dynamics, Inc.(a).................................... 1,349 17,901 Photronics, Inc.(a)......................................... 3,458 48,862 RAE Systems, Inc.(a)........................................ 3,113 9,495 Rofin-Sinar Technologies, Inc.(a)........................... 1,281 77,846 Rudolph Technologies, Inc.(a)............................... 2,043 37,448 Silicon Image, Inc.(a)...................................... 6,809 86,610 Supertex, Inc.(a)........................................... 969 37,665 Taser International, Inc.(a)................................ 5,184 39,709 Technitrol, Inc............................................. 3,388 101,132 Triumph Group, Inc.(a)...................................... 1,348 57,088 Universal Display Corp.(a).................................. 1,987 21,917 Universal Electronics, Inc.(a).............................. 1,081 20,539 Varian, Inc.(a)............................................. 2,618 120,088 Vicor Corp.................................................. 1,656 19,110 Watts Water Technologies, Inc., Class A..................... 2,108 66,950 Woodward Governor Co........................................ 2,511 84,219 X-Rite, Inc................................................. 2,388 25,647 Zoran Corp.(a).............................................. 4,152 66,764 Zygo Corp.(a)............................................... 1,459 18,602 --------- 3,766,677 --------- ENERGY--ALTERNATE SOURCES--0.4% Allis-Chalmers Energy, Inc.(a).............................. 1,560 22,838 Dawson Geophysical Co.(a)................................... 608 18,058 Evergreen Energy Inc.(a).................................... 5,929 62,314 Evergreen Solar, Inc.(a).................................... 5,582 46,331 Exploration Co. of Delaware, Inc. (The)(a).................. 2,471 23,647 Headwaters, Inc.(a)......................................... 3,532 82,471 Pacific Ethanol, Inc.(a).................................... 2,121 29,779 Quantum Fuel Systems Technologies Worldwide, Inc.(a)........ 3,622 7,172 Rentech, Inc.(a)............................................ 11,546 53,458 Syntroleum Corp.(a)......................................... 3,335 15,975 VeraSun Energy Corp.(a)..................................... 1,548 24,845 Warrior Energy Service Corp.(a)............................. 781 20,111 --------- 406,999 --------- ENGINEERING & CONSTRUCTION--0.5% Ampco-Pittsburgh Corp....................................... 580 17,939 EMCOR Group, Inc.(a)........................................ 2,628 144,120 Granite Construction, Inc.(2)............................... 2,841 151,567 Infrasource Services, Inc.(a)............................... 2,260 39,663 Layne Christensen Co.(a).................................... 966 27,599 Perini Corp.(a)............................................. 1,757 36,686 Washington Group International, Inc.(2)..................... 2,378 139,969 --------- 557,543 --------- ENTERTAINMENT--1.7% 24/7 Real Media, Inc.(a).................................... 4,105 35,057 Ambassadors Group, Inc...................................... 1,668 47,171 Ameristar Casinos, Inc...................................... 2,155 46,785 Bally Technologies, Inc.(a)................................. 4,356 76,666 Blue Coat Systems, Inc.(a).................................. 1,169 21,054 Blue Nile, Inc.(a).......................................... 1,181 42,929 Carmike Cinemas, Inc........................................ 982 16,871 Century Casinos, Inc.(a).................................... 1,641 16,312 Churchill Downs, Inc........................................ 729 30,662 Cybersource Corp.(a)........................................ 2,585 30,581 Dover Downs Gaming & Entertainment, Inc..................... 1,232 14,969 Dover Motorsports, Inc...................................... 1,371 7,431
N-Q15th Page of 68TOC1stPreviousNextBottomJust 15th
Shares Value ------ --------- Equinix, Inc.(a)............................................ 2,423 145,621 Gaylord Entertainment Co.(a)(2)............................. 3,394 148,826 Great Wolf Resorts, Inc.(a)................................. 2,239 26,778 Internet Capital Group, Inc.(a)............................. 3,273 30,930 Ipass, Inc.(a).............................................. 5,501 25,745 Isle of Capri Casinos, Inc.(a).............................. 1,265 26,641 Lakes Entertainment, Inc.(a)................................ 1,848 17,852 Live Nation, Inc.(a)........................................ 5,330 108,839 Macrovision Corp.(a)........................................ 4,320 102,341 Magna Entertainment Corp., Class A(a)....................... 3,229 15,144 Martha Stewart Living Omnimedia Inc., Class A(a)............ 2,043 36,284 Marvel Entertainment, Inc.(a)............................... 3,935 94,991 MTR Gaming Group, Inc.(a)................................... 1,893 17,775 Patten Corp.(a)............................................. 1,771 20,313 Pinnacle Entertainment, Inc.(a)............................. 4,006 112,648 Progressive Gaming International Corp.(a)................... 2,851 23,378 RealNetworks, Inc.(a)....................................... 9,059 96,116 Redback Network, Inc.(a).................................... 5,350 74,258 Shuffle Master, Inc......................................... 2,916 78,761 Six Flags, Inc.(a).......................................... 5,942 31,077 Speedway Motorsports, Inc................................... 1,199 43,656 Steinway Musical Instruments, Inc.(a)....................... 620 17,360 Town Sports International Holdings, Inc.(a)................. 758 9,945 Travelzoo, Inc.(a).......................................... 200 5,764 Trump Entertainment Resorts, Inc.(a)........................ 2,548 43,214 Vail Resorts, Inc.(a)....................................... 2,565 102,651 World Wrestling Entertainment, Inc.......................... 1,729 28,407 --------- 1,871,803 --------- ENVIRONMENTAL CONTROL--0.6% Aleris International, Inc.(a)............................... 2,657 134,285 American Ecology Corp....................................... 1,258 24,833 Basin Water, Inc.(a)........................................ 484 3,964 Casella Waste Systems, Inc., Class A(a)..................... 1,774 18,343 Clean Harbors, Inc.(a)...................................... 1,267 55,178 Metal Management, Inc....................................... 2,207 61,443 Mine Safety Appliances Co................................... 2,617 93,270 Team, Inc.(a)............................................... 513 12,856 Tetra Tech, Inc.(a)......................................... 4,795 83,529 Thermogenesis(a)............................................ 4,583 17,736 Waste Connections, Inc.(a)(2)............................... 3,720 141,025 Waste Industries USA, Inc................................... 601 16,245 Waste Services, Inc.(a)..................................... 2,360 21,570 --------- 684,277 --------- FOOD--2.3% Applebees International, Inc................................ 6,206 133,490 Arden Group, Inc., Class A.................................. 91 10,592 BJ'S Restaurants, Inc.(a)................................... 1,156 25,444 CEC Entertainment, Inc.(a).................................. 2,803 88,323 Chiquita Brands International, Inc.......................... 3,566 47,713 Diamond Foods, Inc.......................................... 1,265 18,102 Flowers Foods, Inc.......................................... 4,319 116,095 Gold Kist, Inc.(a).......................................... 4,264 88,862 Great Atlantic & Pacific Tea Co.(a)......................... 1,609 38,745 Hain Celestial Group, Inc.(a)............................... 2,631 67,248 IHOP Corp................................................... 1,465 67,903 Imperial Sugar Co........................................... 913 28,413 Ingles Markets, Inc., Class A............................... 949 25,035 J & J Snack Foods Corp...................................... 1,144 35,578 Jack in the Box, Inc.(a).................................... 2,953 154,087 Jones Soda Co.(a)........................................... 2,143 19,180 Lance, Inc.................................................. 2,529 55,689 Landry's Restaurants, Inc................................... 1,367 41,215 M&F Worldwide Corp.(a)...................................... 881 12,951 MGP Ingredients, Inc........................................ 771 16,399 Nash Finch Co............................................... 1,048 24,659 P.F. Chang's China Bistro, Inc.(a).......................... 2,215 76,883 Papa John's International, Inc.(a).......................... 1,967 71,028 Pathmark Stores, Inc.(a).................................... 4,347 43,253 Performance Food Group Co.(a)............................... 2,929 82,276 Pilgrim's Pride Corp........................................ 3,381 92,470 Premium Standard Farms, Inc................................. 1,116 21,260 Ralcorp Holdings, Inc.(a)................................... 2,173 104,804 Rare Hospitality International, Inc.(a)..................... 2,872 87,768 Ruddick Corp................................................ 3,324 86,524 Sanderson Farms, Inc........................................ 1,427 46,178
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Shares Value ------ --------- Seaboard Corp............................................... 28 33,740 Sensient Technologies Corp.................................. 3,872 75,775 Sonic Corp.(a)(2)........................................... 7,271 164,396 Spartan Stores, Inc.(a)..................................... 1,781 30,099 Tejon Ranch Co.(a).......................................... 880 37,338 Tootsie Roll Industries, Inc................................ 3,012 88,282 TreeHouse Foods, Inc.(a).................................... 2,634 62,294 United Natural Foods, Inc.(a)............................... 3,525 109,240 Village Super Market Class A................................ 132 8,831 Weis Markets, Inc........................................... 770 30,646 Wild Oats Markets, Inc.(a).................................. 2,411 38,986 --------- 2,507,794 --------- FOREST PRODUCTS & PAPER--0.6% American Woodmark Corp...................................... 1,012 34,094 Bowater, Inc................................................ 4,738 97,461 Buckeye Technologies, Inc.(a)............................... 3,191 27,124 Caraustar Industries, Inc.(a)............................... 2,429 19,359 Chesapeake Corp............................................. 1,679 24,026 Deltic Timber Corp.......................................... 783 37,318 Glatfelter Co............................................... 3,714 50,325 Mercer International, Inc.-Sbi(a)........................... 2,267 21,400 Neenah Paper Inc............................................ 1,178 40,323 Potlatch Corp............................................... 3,227 119,722 Rock-Tenn Co., Class A...................................... 2,666 52,787 Schweitzer-Mauduit International, Inc....................... 1,289 24,465 Universal Forest Products, Inc.............................. 1,354 66,414 Wausau-Mosinee Paper Corp................................... 3,746 50,571 Xerium Technologies, Inc.................................... 1,593 17,650 --------- 683,039 --------- GAS--0.3% EnergySouth, Inc............................................ 557 18,799 Laclede Group, Inc. (The)................................... 1,782 57,167 Nicor, Inc.(2).............................................. 3,760 160,777 Peoples Energy Corp......................................... 3,254 132,275 --------- 369,018 --------- HAND/MACHINE TOOLS--0.3% Baldor Electric Co.......................................... 2,647 81,607 Franklin Electric Co., Inc.................................. 1,823 96,874 Powell Industries, Inc.(a).................................. 622 13,765 Regal-Beloit Corp........................................... 2,605 113,318 --------- 305,564 --------- HEALTH CARE--5.3% Abiomed, Inc.(a)............................................ 1,888 27,924 Adeza Biomedical Corp.(a)................................... 1,215 19,938 Affymetrix, Inc.(a)(2)...................................... 5,636 121,512 Air Methods Corp.(a)........................................ 838 19,777 Akorn, Inc.(a).............................................. 3,597 12,985 Alliance Imaging, Inc.(a)................................... 1,270 9,919 Amedisys, Inc.(a)........................................... 1,334 52,920 American Medical Systems Holdings, Inc.(a).................. 5,833 107,502 AMERIGROUP Corp.(a)(2)...................................... 4,318 127,597 AMN Healthcare Services, Inc.(a)............................ 2,752 65,360 AmSurg Corp.(a)............................................. 2,488 55,383 Andrx Corp.(a)(2)........................................... 6,169 150,709 Angiodynamics, Inc.(a)...................................... 988 20,461 Apria Healthcare Group, Inc.(a)............................. 3,543 69,939 Arrow International, Inc.................................... 1,838 58,467 ArthroCare Corp.(a)......................................... 2,144 100,468 Aspect Medical Systems, Inc.(a)............................. 1,297 22,140 Auxilium Pharmaceuticals, Inc.(a)........................... 2,193 22,193 BioMarin Pharmaceutical, Inc.(a)............................ 7,232 102,911 Biosite, Inc.(a)............................................ 1,438 66,479 Bruker BioSciences Corp.(a)................................. 3,594 25,194 Candela Corp.(a)............................................ 1,986 21,667 Centene Corp.(a)............................................ 3,600 59,184 Cepheid, Inc.(a)............................................ 4,558 32,909 Cerus Corp.(a).............................................. 2,242 12,443 Chemed Corp................................................. 2,185 70,488 Compx International, Inc.................................... 100 1,559 Conceptus, Inc.(a).......................................... 1,841 32,567 CONMED Corp.(a)............................................. 2,344 49,482
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Shares Value ------ --------- Cyberonics, Inc.(a)......................................... 1,800 31,554 Datascope Corp.............................................. 1,077 36,047 Dexcom, Inc.(a)............................................. 1,359 15,126 Dionex Corp.(a)............................................. 1,665 84,815 DJ Orthopedics, Inc.(a)..................................... 1,839 76,374 Emeritus Corp.(a)........................................... 399 8,598 Encore Medical Corp.(a)..................................... 4,965 31,280 Enzo Biochem, Inc.(a)....................................... 2,318 28,256 Enzon Pharmaceuticals, Inc.(a).............................. 3,656 30,162 ev3, Inc.(a)................................................ 1,378 23,440 Five Star Quality Care, Inc.(a)............................. 2,674 28,772 Flir Systems, Inc.(a)(2).................................... 5,775 156,849 Foxhollow Technologies, Inc.(a)............................. 1,507 51,524 Genesis HealthCare Corp.(a)................................. 1,658 78,971 Gentiva Health Services, Inc.(a)............................ 2,248 36,957 Haemonetics Corp.(a)........................................ 2,253 105,440 Healthtronics, Inc.(a)...................................... 2,929 18,072 Healthways, Inc.(a)(2)...................................... 2,884 128,626 Hologic, Inc.(a)(2)......................................... 4,465 194,316 Horizon Health Corp.(a)..................................... 1,212 18,507 Hythiam, Inc.(a)............................................ 2,116 15,278 ICU Medical, Inc.(a)........................................ 1,210 55,031 Immucor, Inc.(a)............................................ 5,746 128,768 Intermagnetics General Corp.(a)............................. 3,541 95,784 Intralase Corp.(a).......................................... 1,731 34,118 Invacare Corp............................................... 2,593 60,987 Inverness Medical Innovations, Inc.(a)...................... 2,344 81,477 IRIS International, Inc.(a)................................. 1,462 16,813 Kensey Nash Corp.(a)........................................ 933 27,309 Kindred Healthcare, Inc.(a)................................. 2,342 69,628 Kyphon, Inc.(a)(2).......................................... 3,695 138,267 LCA-Vision, Inc............................................. 1,669 68,946 LHC Group, Inc.(a).......................................... 995 22,208 Luminex Corp.(a)............................................ 2,709 49,385 Matria Healthcare, Inc.(a).................................. 1,683 46,771 Medcath Corp.(a)............................................ 639 19,228 Medical Action Industries, Inc.(a).......................... 742 19,952 Mentor Corp.(2)............................................. 2,999 151,120 Meridian Bioscience, Inc.................................... 1,697 39,896 Merit Medical Systems, Inc.(a).............................. 2,307 31,329 Molina Healthcare, Inc.(a).................................. 986 34,865 National Healthcare Corp.................................... 490 26,328 Neurometrix, Inc.(a)........................................ 1,007 19,143 Nighthawk Radiology Holdings, Inc.(a)....................... 457 8,742 NxStage Medical, Inc.(a).................................... 1,011 8,866 Oakley, Inc................................................. 2,079 35,447 Odyssey Healthcare, Inc.(a)................................. 2,888 40,952 Option Care, Inc............................................ 2,215 29,659 OraSure Technologies, Inc.(a)............................... 3,834 30,825 Palomar Medical Technologies, Inc.(a)....................... 1,454 61,359 PolyMedica Corp............................................. 1,923 82,324 PSS World Medical, Inc.(a).................................. 5,642 112,784 Psychiatric Solutions, Inc.(a).............................. 4,422 150,746 Quidel Corp.(a)............................................. 2,546 35,950 Radiation Therapy Services, Inc.(a)......................... 1,026 29,990 RehabCare Group, Inc.(a).................................... 1,418 18,576 Res-Care, Inc.(a)........................................... 1,845 37,066 Sirona Dental Systems, Inc.................................. 1,471 48,440 SonoSite, Inc.(a)........................................... 1,361 38,652 Stereotaxis, Inc.(a)........................................ 1,892 19,582 Steris Corp.(2)............................................. 5,653 136,011 Sun Healthcare Group, Inc.(a)............................... 1,869 20,073 Sunrise Senior Living, Inc.(a).............................. 3,710 110,818 Symbion, Inc.(a)............................................ 1,506 27,650 Symmetry Medical, Inc.(a)................................... 2,955 44,591 Thoratec Corp.(a)........................................... 4,405 68,762 TriPath Imaging, Inc.(a).................................... 2,627 23,722 United Surgical Partners International, Inc.(a)............. 3,710 92,119 Ventana Medical Systems, Inc.(a)............................ 2,442 99,707 Viasys Healthcare, Inc.(a).................................. 2,704 73,657 Visicu, Inc.(a)............................................. 557 4,996 VistaCare, Inc., Class A(a)................................. 868 9,027 Vital Images, Inc.(a)....................................... 1,102 34,801 Vital Sign, Inc............................................. 552 31,249 Volcano Corp.(a)............................................ 662 7,606 West Pharmaceutical Services, Inc........................... 2,737 107,482 Wright Medical Group, Inc.(a)............................... 2,898 70,277 Young Innovations, Inc...................................... 406 14,600 Zoll Medical Corp.(a)....................................... 804 28,856 --------- 5,772,358 ---------
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Shares Value ------ ------- HOLDING COMPANIES--0.1% Navigators Group, Inc.(a)................................... 1,054 50,603 Star Maritime Acquisition Corp.(a).......................... 1,576 15,145 Triarc Companies, Inc....................................... 5,142 77,747 ------- 143,495 ------- HOME BUILDERS--0.6% Amrep Corp.................................................. 135 6,597 Brookfield Homes Corp....................................... 1,005 28,301 Cavco Industries, Inc.(a)................................... 513 16,165 Champion Enterprises, Inc.(a)............................... 6,371 43,960 Fleetwood Enterprises, Inc.(a).............................. 5,329 35,864 Hovnanian Enterprises, Inc., Class A(a)..................... 4,166 122,230 Levitt Corp., Class A....................................... 1,366 16,064 M/I Schottenstein Homes, Inc................................ 1,020 36,057 Meritage Homes Corp.(a)..................................... 1,827 76,021 Monaco Coach Corp........................................... 2,233 24,876 Orleans Homebuilders, Inc................................... 393 4,610 Palm Harbor Homes, Inc.(a).................................. 803 12,013 Skyline Corp................................................ 544 20,786 Sterling Construction Co., Inc.(a).......................... 701 14,062 Technical Olympic Usa, Inc.................................. 1,589 15,620 WCI Communities, Inc.(a).................................... 2,770 48,309 Williams Scotsman International, Inc.(a).................... 2,521 53,849 Winnebago Industries, Inc................................... 2,663 83,565 ------- 658,949 ------- HOME FURNISHINGS--0.5% DTS, Inc.(a)................................................ 1,489 31,537 Ethan Allen Interiors, Inc.................................. 2,706 93,790 Furniture Brands International, Inc......................... 3,769 71,762 Hooker Furniture Corp....................................... 893 13,091 Kimball International, Inc., Class B........................ 2,062 39,797 La-Z-Boy, Inc............................................... 4,321 60,321 Movado Group, Inc........................................... 1,477 37,545 Sealy Corp.................................................. 1,631 21,301 Select Comfort Corp.(a)..................................... 4,561 99,795 Standex International Corp.................................. 1,033 28,800 Stanley Furniture Co., Inc.................................. 977 20,820 Tempur-Pedic International, Inc.(a)......................... 4,188 71,908 ------- 590,467 ------- HOUSEHOLD PRODUCTS / WARES--0.8% American Greetings Corp., Class A........................... 4,459 103,092 Blyth, Inc.................................................. 2,187 53,210 Central Garden & Pet Co.(a)................................. 1,763 85,082 CNS, Inc.................................................... 1,129 31,872 CSS Industries, Inc......................................... 564 16,762 Ennis Business Forms, Inc................................... 2,129 46,093 Fossil, Inc.(a)............................................. 3,671 79,073 Harland (John H.) Co.(a).................................... 2,191 79,862 Lifetime Brands, Inc........................................ 910 16,853 National Presto Industries, Inc............................. 377 20,837 Playtex Products, Inc.(a)................................... 4,667 62,538 Russ Berrie & Co., Inc...................................... 983 14,981 Standard Register Co. (The)................................. 1,441 19,021 Tupperware Corp............................................. 5,067 98,604 Yankee Candle Co. (The)..................................... 3,396 99,401 ------- 827,281 ------- INSURANCE--2.4% 21st Century Insurance Group................................ 2,726 40,754 Affirmative Insurance Holdings, Inc......................... 600 8,790 Alfa Corp................................................... 2,668 46,076 American Equity Investment Life Holding Co.................. 4,648 57,031 American Physicians Capital, Inc.(a)........................ 487 23,561 Argonaut Group, Inc.(a)..................................... 2,612 81,050 Baldwin & Lyons, Inc., Class B.............................. 599 14,508 Bristol West Holdings, Inc.................................. 1,277 18,580 CNA Surety Corp.(a)......................................... 1,355 27,371 Commerce Group, Inc.(2)..................................... 4,541 136,457 Crawford & Co., Class B..................................... 1,950 13,241
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Shares Value ------ --------- Delphi Financial Group, Inc., Class A....................... 3,429 136,749 Direct General Corp......................................... 1,234 16,610 Donegal Group, Inc.......................................... 1,084 21,918 Emc Insurance Group, Inc.................................... 407 11,738 Enstar Group, Inc.(a)....................................... 241 23,025 FBL Financial Group, Inc., Class A.......................... 1,097 36,717 First Acceptance Corp.(a)................................... 1,397 16,052 First Advantage Corp.(a).................................... 500 10,430 FPIC Insurance Group, Inc.(a)............................... 810 32,084 Great American Financial Resources, Inc..................... 736 15,404 Harleysville Group, Inc..................................... 1,165 40,763 HealthExtras, Inc.(a)....................................... 2,301 65,141 Hilb, Rogal & Hamilton Co................................... 3,066 130,765 Horace Mann Educators Corp.................................. 3,593 69,093 Independence Holding Co..................................... 420 9,139 Infinity Property & Casualty Corp........................... 1,727 71,032 James River Group, Inc.(a).................................. 737 21,631 Kansas City Life Insurance Co............................... 338 15,393 LandAmerica Financial Group, Inc............................ 1,509 99,277 Midland Co. (The)........................................... 972 42,107 National Interstate Corp.................................... 1,280 31,488 National Western Life Insurance Co., Class A................ 177 40,691 NYMAGIC, Inc................................................ 467 14,804 Odyssey Re Holdings Corp.................................... 1,074 36,280 Ohio Casualty Corp.(2)...................................... 5,312 137,420 PICO Holdings, Inc.(a)...................................... 883 28,742 PMA Capital Corp., Class A(a)............................... 2,693 23,752 Presidential Life Corp...................................... 1,793 40,109 ProAssurance Corp.(a)....................................... 2,732 134,633 RLI Corp.................................................... 1,797 91,270 Safety Insurance Group, Inc................................. 1,149 55,910 Seabright Insurance Holdings, Inc.(a)....................... 1,284 17,937 Selective Insurance Group, Inc.............................. 2,402 126,369 State Auto Financial Corp................................... 1,162 35,499 Stewart Information Services Corp........................... 1,362 47,357 Tower Group, Inc............................................ 1,374 45,823 Triad Guaranty, Inc.(a)..................................... 930 47,588 U.S.I. Holdings Corp.(a).................................... 3,856 52,249 United Fire & Casualty Co................................... 1,723 53,930 Universal American Financial Corp.(a)....................... 3,181 51,119 Zenith National Insurance Corp.............................. 3,085 123,061 --------- 2,588,518 --------- INTERNET COMPANIES--0.5% Audible, Inc.(a)............................................ 2,049 14,876 Avocent Corp.(a)............................................ 3,732 112,408 Click Commerce, Inc.(a)..................................... 857 19,385 Cogent Communications Group, Inc.(a)........................ 1,695 19,645 DealerTrack Holdings, Inc.(a)............................... 890 19,678 Internap Network Services Corp.(a).......................... 2,591 39,435 Liquidity Services, Inc.(a)................................. 565 8,808 LoopNet, Inc.(a)............................................ 188 2,380 NetFlix, Inc.(a)............................................ 3,818 86,974 Omniture, Inc.(a)........................................... 1,167 9,208 Online Resources Corp.(a)................................... 1,882 23,055 Terremark Worldwide, Inc.(a)................................ 3,163 17,555 TIBCO Software, Inc.(a)..................................... 17,837 160,176 Vasco Data Security International(a)........................ 2,079 21,538 --------- 555,121 --------- IRON / STEEL--0.7% AK Steel Holding Corp.(a)(2)................................ 9,322 113,169 Chaparral Steel Co.(a)(2)................................... 3,901 132,868 Cleveland-Cliffs, Inc.(2)................................... 3,530 134,528 Gibraltar Steel, Inc........................................ 2,023 44,870 Olympic Steel, Inc.......................................... 676 16,805 Oregon Steel Mills, Inc.(a)(2).............................. 3,027 147,929 Ryerson Tull, Inc........................................... 2,176 47,633 Schnitzer Steel Industries, Inc., Class A................... 1,887 59,516 Shiloh Industries, Inc.(a).................................. 389 5,244 Steel Technologies, Inc..................................... 890 17,471 Wheeling-Pittsburgh Corp.(a)................................ 900 15,399 --------- 735,432 --------- LEISURE TIME--0.4% Bally Total Fitness Holding Corp.(a)........................ 2,975 4,492
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Shares Value ------ --------- Callaway Golf Co............................................ 6,323 82,895 Geo Group, Inc. (The)(a).................................... 1,048 44,278 K2, Inc.(a)................................................. 3,931 46,111 Life Time Fitness, Inc.(a).................................. 2,574 119,150 Marine Products Corp........................................ 1,026 9,973 Nautilus Group, Inc. (The).................................. 2,740 37,675 NGP Capital Resources Co.................................... 1,445 21,083 WMS Industries, Inc.(a)..................................... 2,288 66,832 --------- 432,489 --------- LODGING--0.3% Aztar Corp.(a)(2)........................................... 3,021 160,143 Lodgian, Inc.(a)............................................ 1,700 22,576 Marcus Corp................................................. 1,795 41,231 Monarch Casino & Resort, Inc.(a)............................ 869 16,850 Morgans Hotel Group Co.(a).................................. 1,503 18,788 Riviera Holdings Corp.(a)................................... 886 18,101 --------- 277,689 --------- MACHINERY--1.7% Albany International Corp., Class A......................... 2,263 72,009 Applied Industrial Technologies, Inc........................ 3,699 90,256 Astec Industries, Inc.(a)................................... 1,440 36,360 Asyst Technologies, Inc.(a)................................. 4,047 27,358 Briggs & Stratton Corp.(2).................................. 4,333 119,375 Bucyrus International, Inc.,--A(2).......................... 2,636 111,819 Cascade Corp................................................ 1,062 48,480 Chart Industries, Inc.(a)................................... 1,058 13,024 Cognex Corp................................................. 3,894 98,362 DXP Enterprises, Inc.(a).................................... 139 3,251 Dycom Industries, Inc.(a)................................... 3,368 72,412 Esterline Technologies Corp.(a)............................. 2,120 71,571 Flow International Corp.(a)................................. 3,097 40,168 Gehl Co.(a)................................................. 939 25,146 Gerber Scientific, Inc.(a).................................. 1,824 27,324 Gorman-Rupp Co. (The)....................................... 774 25,310 Insituform Technologies, Inc., Class A(a)................... 2,270 55,116 Intermec, Inc.(a)........................................... 4,207 110,897 Intevac, Inc.(a)............................................ 1,754 29,467 iRobot Corp.(a)............................................. 922 18,495 Kadant, Inc.(a)............................................. 1,136 27,900 Kaman Corp., Class A........................................ 1,941 34,957 Knight Transportation, Inc.................................. 4,783 81,072 Kulicke & Soffa Industries, Inc.(a)......................... 4,740 41,902 Lindsay Manufacturing Co.................................... 963 27,686 Middleby Corp.(a)........................................... 538 41,458 NACCO Industries, Inc....................................... 445 60,480 Nordson Corp................................................ 2,493 99,371 OYO Geospace Corp.(a)....................................... 318 18,047 Paxar Corp.(a).............................................. 3,430 68,531 Presstek, Inc.(a)........................................... 2,465 13,286 Robbins & Myers, Inc........................................ 1,122 34,692 Sauer-Danfoss, Inc.......................................... 803 19,256 Semitool, Inc.(a)........................................... 1,775 18,354 Tecumseh Products Co., Class A.............................. 1,388 21,111 Tennant Co.................................................. 1,375 33,468 Turbochef Technologies, Inc.(a)............................. 1,129 15,693 Ultratech, Inc.(a).......................................... 2,026 26,986 Wabtec Corp.(2)............................................. 4,054 109,985 --------- 1,890,435 --------- MANUFACTURERS--0.5% Aptargroup, Inc.(a)(2)...................................... 2,977 151,469 EnPro Industries, Inc.(a)................................... 1,761 52,936 Federal Signal Corp......................................... 4,032 61,488 Flanders Corp.(a)........................................... 1,069 9,151 Freightcar America, Inc..................................... 1,015 53,795 Jacuzzi Brands, Inc.(a)..................................... 6,487 64,805 Lancaster Colony Corp....................................... 2,062 92,295 Tredegar Corp............................................... 2,889 48,362 --------- 534,301 --------- MANUFACTURING--0.6% Acuity Brands, Inc.(2)...................................... 3,751 170,296 American Railcar Industries, Inc............................ 754 21,949
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Shares Value ------ --------- Blount International, Inc.(a)............................... 3,170 31,763 China BAK Battery, Inc.(a).................................. 2,188 14,703 ESCO Technologies, Inc.(a).................................. 2,185 100,597 Hexcel Corp.(a)............................................. 7,908 111,899 Insteel Industries, Inc..................................... 1,125 22,354 Kaydon Corp................................................. 2,356 87,219 Koppers Holdings, Inc....................................... 833 15,802 Lamson & Sessions Co. (The)(a).............................. 1,121 26,702 PW Eagle, Inc............................................... 849 25,478 Reddy Ice Holdings, Inc..................................... 1,348 32,622 Smith & Wesson Holding Corp.(a)............................. 2,471 34,297 --------- 695,681 --------- MEDIA--1.4% Acacia Research--Acacia Technologies(a)..................... 2,359 26,775 Banta Corp.................................................. 1,939 92,297 Belo Corp., Class A......................................... 7,695 121,659 Citadel Broadcasting Corp................................... 3,082 28,971 CKX, Inc.(a)................................................ 4,267 53,124 Courier Corp................................................ 786 29,192 Cox Radio, Inc.(a).......................................... 3,773 57,916 Crown Media Holdings, Inc.(a)............................... 1,295 5,815 Cumulus Media, Inc., Class A(a)............................. 2,895 27,676 Emmis Communications Corp.(a)............................... 2,749 33,675 Entercom Communications Corp.(a)............................ 2,611 65,797 Entravision Communications Corp.(a)......................... 5,594 41,619 Fisher Communications, Inc.(a).............................. 636 26,426 Gemstar-TV Guide International, Inc.(a)..................... 20,725 68,807 Gray Television, Inc........................................ 3,582 22,961 Journal Communications, Inc................................. 3,656 41,203 Journal Register Co......................................... 3,306 18,745 Jupitermedia Corp.(a)....................................... 1,752 15,172 Lee Enterprises, Inc........................................ 3,822 96,468 Lin TV Corp., Class A(a).................................... 2,307 17,948 LodgeNet Entertainment Corp.(a)............................. 1,406 26,545 Media General Inc., Class A................................. 1,845 69,593 Mediacom Communications Corp.(a)............................ 4,628 32,951 Outdoor Channel Holdings, Inc.(a)........................... 1,061 11,554 Playboy Enterprises, Inc., Class B(a)....................... 1,778 16,731 Primedia, Inc.(a)........................................... 16,822 25,569 Private Media Group Ltd.(a)................................. 2,035 8,221 Radio One, Inc., Class D(a)................................. 6,392 39,950 Readers Digest Association, Inc............................. 8,165 105,819 Salem Communications Corp., Class A(a)...................... 830 9,387 Scholastic Corp.(a)......................................... 2,973 92,610 Sinclair Broadcast Group, Inc., Class A..................... 3,804 29,861 Spanish Broadcasting System, Inc., Class A(a)............... 3,601 15,736 Sun-Times Media Group, Inc., Class A........................ 5,595 36,815 TheStreet.com, Inc.......................................... 1,483 15,779 TiVo, Inc.(a)............................................... 6,405 48,614 Value Line, Inc............................................. 38 1,771 Westwood One, Inc........................................... 5,864 41,517 --------- 1,521,269 --------- METAL FABRICATE / HARDWARE--0.4% AM Castle & Co.(a).......................................... 881 23,646 CIRCOR International, Inc................................... 1,354 41,365 Dynamic Materials Corp...................................... 952 30,864 Lawson Products, Inc........................................ 294 12,324 LB Foster Co., Class A(a)................................... 824 13,266 Mueller Water Products, Inc.(a)............................. 2,024 29,571 NN, Inc..................................................... 1,392 16,467 RBC Bearings, Inc.(a)....................................... 1,709 41,272 Valmont Industries, Inc..................................... 1,461 76,337 Worthington Industries, Inc................................. 6,047 103,163 --------- 388,275 --------- METALS--DIVERSIFIED--0.8% Ameron International Corp................................... 660 43,850 Griffon Corp.(a)............................................ 2,486 59,341 Gulf Island Fabrication, Inc................................ 1,007 26,273 Matthews International Corp., Class A....................... 2,683 98,761 Maverick Tube Corp.(a)(2)................................... 3,087 200,130 Mueller Industries, Inc..................................... 3,122 109,801 NS Group, Inc.(a)........................................... 1,815 117,158 Quanex Corp.(2)............................................. 3,199 97,090 RTI International Metals, Inc.(a)........................... 1,929 84,066 --------- 836,470 ---------
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Shares Value ------ --------- MINING--0.5% AMCOL International Corp.................................... 1,833 45,660 Brush Engineered Materials, Inc.(a)......................... 1,644 40,886 Century Aluminum Co.(a)..................................... 1,931 64,978 Coeur d'Alene Mines Corp.(a)................................ 23,552 110,930 Compass Minerals International, Inc......................... 2,709 76,692 Hecla Mining Co.(a)......................................... 9,958 57,159 Royal Gold, Inc............................................. 1,624 44,059 Stillwater Mining Co.(a).................................... 3,450 28,980 USEC, Inc................................................... 7,366 71,008 --------- 540,352 --------- OFFICE / BUSINESS EQUIPMENT--0.5% Global Imaging Systems, Inc.(a)............................. 4,332 95,607 Herman Miller, Inc.(2)...................................... 5,543 189,626 IKON Office Solutions, Inc.................................. 9,310 125,126 Insight Enterprises, Inc.(a)................................ 4,032 83,100 Knoll, Inc.................................................. 2,568 51,874 --------- 545,333 --------- OIL & GAS PRODUCERS--2.2% ATP Oil & Gas Corp.(a)...................................... 1,629 60,175 Atwood Oceanics, Inc.(a).................................... 2,287 102,846 Berry Petroleum Co., Class A................................ 2,990 84,198 Bois D'ARC Energy, Inc.(a).................................. 1,358 20,777 Carrizo Oil & Gas, Inc.(a).................................. 1,879 48,459 Cascade Natural Gas Corp.................................... 906 23,638 Clayton Williams Energy, Inc.(a)............................ 402 12,181 Encore Acquisition Co.(a)................................... 4,411 107,364 Energy Partners, Ltd.(a).................................... 3,203 78,954 Gasco Energy, Inc.(a)....................................... 6,065 16,376 Goodrich Petroleum Corp.(a)................................. 1,009 30,391 Grey Wolf, Inc.(a).......................................... 16,477 110,066 Hanover Compressor Co.(a)(2)................................ 8,663 157,840 Harvest Natural Resources, Inc.(a).......................... 3,103 32,116 Houston Exploration Co.(a)(2)............................... 2,465 135,945 McMoRan Exploration Co.(a).................................. 1,971 34,966 Meridian Resource Corp. (The)(a)............................ 7,263 22,225 New Jersey Resources Corp................................... 2,374 117,038 Northwest Natural Gas Co.................................... 2,304 90,501 Parallel Petroleum Corp.(a)................................. 3,174 63,670 Parker Drilling Co.(a)...................................... 9,035 63,968 Penn Virginia Corp.......................................... 1,518 96,256 Petrohawk Energy Corp.(a)................................... 12,051 125,089 Petroleum Development Corp.(a).............................. 1,293 51,578 Petroquest Energy, Inc.(a).................................. 3,421 35,681 Pioneer Drilling Co.(a)..................................... 3,455 44,362 RPC, Inc.................................................... 1,758 32,207 South Jersey Industries, Inc................................ 2,471 73,908 Southwest Gas Corp.......................................... 3,393 113,055 Stone Energy Corp.(a)....................................... 2,310 93,509 Swift Energy Co.(a)......................................... 2,434 101,790 Toreador Resources Corp.(a)................................. 1,010 18,604 Warren Resources, Inc.(a)................................... 4,456 54,274 WD-40 Co.................................................... 1,330 47,441 W-H Energy Services, Inc.(a)................................ 2,461 102,058 --------- 2,403,506 --------- OIL & GAS SERVICES--2.3% Alon USA Energy, Inc.(a).................................... 1,005 29,637 Aquila, Inc.(a)(2).......................................... 31,676 137,157 Atlas America, Inc.(a)...................................... 1,445 61,673 Aventine Renewable Energy Holdings, Inc.(a)................. 2,562 54,801 Basic Energy Services, Inc.(a).............................. 1,044 25,474 Bill Barrett Corp........................................... 2,412 59,239 Brigham Exploration Co.(a).................................. 3,853 26,085 Bronco Drilling Co., Inc.(a)................................ 1,098 19,303 Callon Petroleum Co.(a)..................................... 1,641 22,252 CARBO Ceramics, Inc......................................... 1,620 58,369 Comstock Resources, Inc.(a)................................. 3,642 98,880 Crosstex Energy, Inc........................................ 870 77,926 Delta Petroleum Corp.(a).................................... 4,420 99,538
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Shares Value ------ --------- Dril-Quip, Inc.(a).......................................... 894 60,506 Edge Petroleum Corp.(a)..................................... 1,451 23,898 EXCO Resources, Inc.(a)..................................... 4,345 53,921 Giant Industries, Inc.(a)................................... 1,240 100,688 Hercules Offshore, Inc.(a).................................. 1,637 50,829 Hornbeck Offshore Services, Inc.(a)......................... 1,984 66,464 Hydril(a)................................................... 1,440 80,726 Input/Output, Inc.(a)....................................... 5,888 58,468 Lone Star Technologies, Inc.(a)(2).......................... 2,571 124,385 Lufkin Industries, Inc...................................... 1,236 65,409 Markwest Hydrocarbon, Inc................................... 504 14,112 Matrix Service Co.(a)....................................... 1,685 22,057 Newpark Resources, Inc.(a).................................. 7,467 39,799 Oil States International, Inc.(a)(2)........................ 4,138 113,795 Piedmont Natural Gas Co., Inc.(2)........................... 6,378 161,426 Rosetta Resources, Inc.(a).................................. 4,227 72,578 Superior Well Services, Inc.(a)............................. 881 17,444 Union Drilling, Inc.(a)..................................... 1,084 11,924 Universal Compression Holdings, Inc.(a)(2).................. 2,554 136,511 Veritas DGC, Inc.(a)(2)..................................... 2,918 192,062 Western Refining, Inc....................................... 1,873 43,529 WGL Holdings, Inc........................................... 4,131 129,466 Whiting Petroleum Corp.(a).................................. 3,088 123,829 --------- 2,534,160 --------- Oil and Gas--0.4% Arena Resources, Inc.(a).................................... 995 31,959 Aurora Oil & Gas Corp.(a)................................... 5,377 16,454 Complete Production Services, Inc.(a)....................... 2,206 43,546 Delek US Holdings, Inc.(a).................................. 830 15,355 Geoglobal Resources, Inc.(a)................................ 2,421 14,187 GeoMet, Inc.(a)............................................. 868 8,159 GMX Resources, Inc.(a)...................................... 649 20,372 Gulfport Energy Corp.(a).................................... 1,039 12,042 Mariner Energy, Inc.(a)..................................... 6,118 112,389 Metretek Technologies, Inc.(a).............................. 1,268 15,140 NATCO Group, Inc.(a)........................................ 1,181 34,013 Primeenergy Corp.(a)........................................ 59 4,206 Quest Resource Corp.(a)..................................... 1,580 14,030 RAM Energy Resources, Inc.(a)............................... 1,684 8,083 Sulphco, Inc.(a)............................................ 2,810 17,450 T-3 Energy Services, Inc.(a)................................ 100 2,007 Transmeridian Exploration, Inc.(a).......................... 5,873 23,198 Trico Marine Services, Inc.(a).............................. 957 32,299 Vaalco Energy, Inc.(a)...................................... 4,813 34,557 --------- 459,446 --------- PACKAGING & CONTAINERS--0.3% AEP Industries, Inc.(a)..................................... 578 24,247 Graphic Packaging Corp.(a).................................. 6,414 23,475 Greif Inc., Class A......................................... 1,331 106,626 Longview Fibre Co........................................... 5,571 113,204 Silgan Holdings, Inc........................................ 1,943 72,979 --------- 340,531 --------- PHARMACEUTICALS--3.8% Abaxis, Inc.(a)............................................. 1,701 39,786 Acadia Pharmaceuticals, Inc.(a)............................. 2,022 17,470 Adams Respiratory Therapeutics, Inc.(a)..................... 2,570 94,036 Adolor Corp.(a)............................................. 3,780 52,429 Align Technology, Inc.(a)................................... 4,791 54,522 Alkermes, Inc.(a)(2)........................................ 8,192 129,843 Allscripts Healthcare Solutions, Inc.(a).................... 3,867 86,814 Alnylam Pharmaceuticals, Inc.(a)............................ 2,710 39,051 Alpharma, Inc., Class A..................................... 3,547 82,964 Altus Pharmaceuticals, Inc.(a).............................. 617 9,853 American Oriental Bioengineering, Inc.(a)................... 3,784 23,007 Anadys Pharmaceuticals, Inc.(a)............................. 2,300 6,670 Array Biopharma, Inc.(a).................................... 3,309 28,193 AtheroGenics, Inc.(a)....................................... 3,295 43,395 Avanir Pharmaceuticals(a)................................... 2,646 18,310 AVI BioPharma, Inc.(a)...................................... 4,059 14,734 Bentley Pharmaceuticals, Inc.(a)............................ 1,611 19,332 Bioenvision, Inc.(a)........................................ 3,009 16,580 Bio-Reference Labs, Inc.(a)................................. 841 18,880 Bradley Pharmaceuticals, Inc.(a)............................ 1,175 18,706
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Shares Value ------ --------- Caraco Pharm Labs, Inc.(a).................................. 814 8,270 Cell Genesys, Inc.(a)....................................... 4,689 21,429 Combinatorx, Inc.(a)........................................ 1,989 12,391 Connetics Corp.(a).......................................... 2,859 31,163 Conor Medsystems, Inc....................................... 2,475 58,336 Cubist Pharmaceuticals, Inc.(a)............................. 4,537 98,634 CV Therapeutics, Inc.(a).................................... 4,686 52,202 Cypress Bioscience, Inc.(a)................................. 2,715 19,820 Dendreon Corp.(a)........................................... 6,033 26,968 Depomed, Inc.(a)............................................ 2,971 12,122 Digene Corp.(a)............................................. 1,416 61,100 Durect Corp.(a)............................................. 5,197 21,308 Emisphere Technologies, Inc.(a)............................. 1,924 16,258 Genta, Inc.(a).............................................. 13,022 10,157 Geron Corp.(a).............................................. 5,507 34,529 Hana Biosciences, Inc.(a)................................... 2,319 15,908 Hi-Tech Pharmacal Co, Inc.(a)............................... 811 10,251 Idenix Pharmaceuticals, Inc.(a)............................. 1,994 19,342 I-Flow Corp.(a)............................................. 1,889 22,706 Indevus Pharmaceuticals, Inc.(a)............................ 4,563 27,013 InterMune, Inc.(a).......................................... 2,172 35,664 Isis Pharmaceuticals, Inc.(a)............................... 6,090 43,726 KV Pharmaceuticals Co.(a)................................... 3,232 76,598 Mannatech, Inc.............................................. 1,368 24,241 Mannkind Corp.(a)........................................... 1,870 35,530 Medarex, Inc.(a)............................................ 10,353 111,191 Medicines Co. (The)(a)...................................... 4,187 94,459 Medicis Pharmaceutical Corp., Class A....................... 4,612 149,198 Medifast, Inc.(a)........................................... 938 8,142 Metabasis Therapeutics, Inc.(a)............................. 1,660 9,329 MGI Pharma, Inc.(a)(2)...................................... 6,526 112,312 Nabi Biopharmaceuticals(a).................................. 5,013 28,975 Nastech Pharmaceutical Co., Inc.(a)......................... 1,780 27,163 NBTY, Inc.(a)............................................... 4,675 136,837 Neurocrine Biosciences, Inc.(a)............................. 3,151 33,873 New River Pharmaceuticals, Inc.(a).......................... 1,281 32,960 Novavax, Inc.(a)............................................ 4,963 18,810 Noven Pharmaceuticals, Inc.(a).............................. 2,006 48,385 NPS Pharmaceuticals, Inc.(a)................................ 3,851 14,672 Nu Skin Enterprises, Inc., Class A.......................... 4,812 84,306 NuVasive, Inc.(a)........................................... 2,805 56,409 Nuvelo, Inc.(a)............................................. 4,328 78,943 Onyx Pharmaceuticals, Inc.(a)............................... 3,459 59,806 OSI Pharmaceuticals, Inc.(a)(2)............................. 4,754 178,419 Pain Therapeutics, Inc.(a).................................. 3,012 25,963 Par Pharmaceutical Cos., Inc.(a)............................ 2,928 53,407 PAREXEL International Corp.(a).............................. 2,301 76,140 Penwest Pharmaceuticals Co.(a).............................. 1,908 31,768 Perrigo Co.................................................. 6,490 110,135 PetMed Express, Inc.(a)..................................... 1,516 15,827 PharmaNet Development Group, Inc.(a)........................ 1,517 29,475 Pharmion Corp.(a)........................................... 1,958 42,195 POZEN, Inc.(a).............................................. 2,095 26,942 Prestige Brands Holdings, Inc............................... 2,819 31,404 Progenics Pharmaceuticals, Inc.(a).......................... 1,861 43,659 Renovis, Inc.(a)............................................ 1,819 25,029 Replidyne, Inc.(a).......................................... 424 3,990 Rigel Pharmaceuticals, Inc.(a).............................. 2,105 21,618 Salix Pharmaceuticals Ltd.(a)............................... 3,887 52,708 Santarus, Inc.(a)........................................... 3,895 28,901 Sciele Pharma, Inc.(a)...................................... 2,432 45,819 Solexa, Inc.(a)............................................. 1,901 16,767 Somaxon Pharmaceuticals, Inc.(a)............................ 363 4,469 SuperGen, Inc.(a)........................................... 4,132 19,255 Tanox, Inc.(a).............................................. 2,032 24,018 Tiens Biotech Group USA, Inc.(a)............................ 300 870 United Therapeutics, Inc.(a)................................ 1,969 103,451 USANA Health Sciences, Inc.(a).............................. 821 36,608 Valeant Pharmaceuticals International(2).................... 7,863 155,531 Viropharma, Inc.(a)......................................... 5,731 69,746 Xenoport, Inc.(a)........................................... 1,681 34,242 Zymogenetics, Inc.(a)....................................... 3,134 52,871 --------- 4,077,238 --------- REAL ESTATE--0.2% Avatar Holdings(a).......................................... 462 27,286 California Coastal Communities, Inc.(a)..................... 821 16,880 Consolidated-Tomoka Land Co................................. 388 24,898
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Shares Value ------ ------- Crystal River Capital Inc................................... 636 14,552 Housevalues, Inc.(a)........................................ 1,160 6,774 Resource Capital Corp....................................... 291 4,496 Tarragon Realty Investors, Inc.(a).......................... 1,129 11,753 Trammell Crow Co.(a)........................................ 3,013 110,004 ------- 216,643 ------- REAL ESTATE INVESTMENT TRUSTS--7.2% Aames Investment Corp....................................... 3,815 13,429 Acadia Realty Trust......................................... 2,691 68,621 Affordable Residential Communities.......................... 2,893 28,033 Agree Realty Corp........................................... 622 20,433 Alexander's, Inc.(a)........................................ 153 47,468 Alexandria Real Estate Equities, Inc.(2).................... 2,190 205,421 American Campus Communities, Inc............................ 1,940 49,489 American Financial Realty Trust............................. 10,976 122,492 American Home Mortgage Investment Corp.(2).................. 3,683 128,426 Anthracite Capital, Inc..................................... 4,767 61,304 Anworth Mortgage Asset Corp................................. 3,780 31,563 Arbor Realty Trust, Inc..................................... 933 23,847 Ashford Hospitality Trust, Inc.............................. 5,021 59,901 Biomed Realty Trust, Inc.(2)................................ 5,526 167,659 Capital Lease Funding, Inc.................................. 2,772 30,741 Capital Trust, Inc. (New York).............................. 793 32,299 Cedar Shopping Centers, Inc................................. 2,834 45,826 CentraCore Properties Trust................................. 919 29,178 Corporate Office Properties Trust........................... 2,825 126,447 Cousins Properties, Inc..................................... 3,225 110,327 Crescent Real Estate EQT Co................................. 6,588 143,684 Deerfield Triarc Capital Corp............................... 4,316 56,583 Diamondrock Hospitality Co.................................. 5,356 88,963 Digital Realty Trust, Inc................................... 1,486 46,542 EastGroup Properties, Inc................................... 2,002 99,820 Education Realty Trust, Inc................................. 2,206 32,561 Entertainment Properties Trust.............................. 2,145 105,791 Equity Inns, Inc............................................ 4,556 72,532 Equity Lifestyle Properties................................. 1,623 74,187 Equity One, Inc............................................. 3,187 76,392 Extra Space Storage, Inc.................................... 4,876 84,404 FelCor Lodging Trust, Inc................................... 5,088 102,014 Fieldstone Investment Corp.................................. 4,007 34,981 First Industrial Realty Trust, Inc.(2)...................... 3,739 164,516 First Potomac Realty Trust.................................. 2,004 60,561 Franklin Street Properties Corp............................. 4,946 98,228 Getty Realty Corp........................................... 1,398 40,933 Glenborough Realty Trust, Inc............................... 2,728 70,191 Glimcher Realty Trust....................................... 3,061 75,852 GMH Communities Trust....................................... 3,317 41,861 Gramercy Capital Corp/New York(a)........................... 1,559 39,302 Healthcare Realty Trust, Inc.(2)............................ 3,994 153,410 Heritage Property Investment Trust, Inc..................... 2,394 87,285 Hersha Hospitality Trust.................................... 2,677 25,699 Highland Hospitality Corp................................... 4,990 71,507 Highwoods Properties, Inc.(2)............................... 4,516 168,040 Home Properties of New York, Inc.(2)........................ 2,831 161,820 HomeBanc Corp./Atlanta GA................................... 4,732 29,102 Impac Mortgage Holdings, Inc................................ 6,359 59,584 Inland Real Estate Corp..................................... 5,650 98,988 Innkeepers USA Trust........................................ 3,608 58,774 Investors Real Estate Trust................................. 3,890 37,966 JER Investors Trust, Inc.................................... 2,176 37,340 Kite Realty Group Trust..................................... 2,388 40,692 KKR Financial Corp.(2)...................................... 6,715 164,786 LaSalle Hotel Properties(2)................................. 3,338 144,669 Lexington Corp. Properties Trust............................ 4,417 93,552 LTC Properties, Inc......................................... 1,952 47,336 Luminent Mortgage Capital, Inc.............................. 3,236 33,298 Maguire Properties, Inc..................................... 3,164 128,901 Medical Properties Trust, Inc............................... 3,346 44,803 MFA Mortgage Investments, Inc............................... 6,574 48,976 Mid-America Apartment Communities, Inc...................... 1,909 116,869 Mills Corp. (The)(2)........................................ 4,729 79,022 MortgageIT Holdings, Inc.................................... 2,430 34,214 National Health Investors, Inc.............................. 1,968 55,753 National Retail Properties, Inc............................. 4,836 104,458 Nationwide Health Properties, Inc.(2)....................... 6,785 181,431 Newcastle Investment Corp................................... 3,676 100,759 Newkirk Realty Trust, Inc................................... 1,565 25,791
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Shares Value ------ --------- Northstar Realty Finance Corp............................... 3,535 44,895 Novastar Financial, Inc..................................... 2,782 81,207 Omega Healthcare Investors, Inc............................. 4,845 72,723 Parkway Properties, Inc..................................... 1,201 55,834 Pennsylvania Real Estate Investment Trust................... 3,105 132,180 Post Properties, Inc.(2).................................... 3,584 170,312 PS Business Parks, Inc...................................... 1,313 79,174 RAIT Investment Trust....................................... 2,331 67,249 Ramco-Gershenson Properties Trust........................... 1,361 43,484 Realty Income Corp.(2)...................................... 7,552 186,610 Redwood Trust, Inc.......................................... 1,568 78,980 Republic Property Trust..................................... 2,176 23,980 Saul Centers, Inc........................................... 852 38,340 Saxon Capital, Inc.......................................... 4,182 58,715 Senior Housing Properties Trust............................. 5,340 113,956 Sizeler Property Investors, Inc............................. 1,444 21,703 Sovran Self Storage, Inc.................................... 1,431 79,492 Spirit Finance Corp......................................... 8,206 95,272 Strategic Hotel Capital, Inc.(2)............................ 6,113 121,526 Sun Communities, Inc........................................ 1,460 46,662 Sunstone Hotel Investors, Inc.(2)........................... 4,840 143,845 Tanger Factory Outlet Centers, Inc.......................... 2,587 92,149 Trustreet Properties, Inc................................... 5,642 70,581 Universal Health Realty Income Trust........................ 916 32,839 Urstadt Biddle Properties, Inc., Class A.................... 1,706 30,998 U-STORE IT Trust............................................ 3,927 84,273 Washington Real Estate Investment Trust(2).................. 3,759 149,608 Windrose Medical Properties Trust........................... 1,645 29,084 Winston Hotels, Inc......................................... 2,474 30,480 Winthrop Realty Trust....................................... 2,307 14,880 --------- 7,738,658 --------- RETAIL--5.4% 1-800-FLOWERS.COM, Inc.(a).................................. 2,094 11,014 99 Cents Only Stores, Inc., (Ipo)(a)........................ 3,951 46,740 AC Moore Arts & Crafts, Inc.(a)............................. 1,300 24,739 Aeropostale, Inc.(a)(2)..................................... 4,555 133,143 AFC Enterprises............................................. 2,175 31,407 America's Car-Mart, Inc.(a)................................. 745 12,255 Asbury Automotive Group, Inc.(a)............................ 942 19,405 Bebe Stores, Inc............................................ 1,909 47,305 Big 5 Sporting Goods Corp.(a)............................... 1,834 41,815 Big Lots, Inc.(2)........................................... 9,568 189,543 Blockbuster, Inc............................................ 15,931 61,175 Bob Evans Farms, Inc........................................ 2,995 90,689 Bon-Ton Stores, Inc., (The)................................. 555 16,506 Books-A-Million, Inc........................................ 1,144 20,420 Borders Group, Inc.......................................... 5,409 110,344 Brown Shoe Co., Inc......................................... 2,368 84,869 Buckle, Inc. (The).......................................... 780 29,593 Buffalo Wild Wings, Inc.(a)................................. 614 23,486 BUILD-A-BEAR Workshop, Inc.(a).............................. 1,189 27,074 Cabela's, Inc.(a)........................................... 2,674 58,106 California Pizza Kitchen, Inc.(a)........................... 1,654 49,504 Casey's General Store, Inc.................................. 4,208 93,712 Cash America International, Inc............................. 2,473 96,645 Casual Male Retail Group, Inc.(a)........................... 2,604 35,753 Cato Corp., Class A......................................... 2,552 55,914 CBRL Group, Inc............................................. 2,619 105,886 Charlotte Russe Holding, Inc.(a)............................ 1,441 39,685 Charming Shoppes, Inc.(a)................................... 10,368 148,055 Children's Place Retail Stores, Inc. (The)(a)............... 1,826 116,919 Chipotle Mexican Grill, Inc.(a)............................. 572 28,411 Christopher & Banks Corp.................................... 3,051 89,943 Citi Trends, Inc.(a)........................................ 509 17,566 CKE Restaurant, Inc......................................... 5,785 96,725 Columbia Sportswear Co.(a).................................. 1,063 59,347 Conn's, Inc.(a)............................................. 630 13,148 Cosi, Inc.(a)............................................... 2,776 14,879 Cost Plus, Inc.(a).......................................... 1,843 22,061 CSK Auto Corp.(a)........................................... 3,704 52,226 Deb Shops, Inc.............................................. 416 10,666 dELiA*s, Inc.(a)............................................ 1,780 13,706 Denny's Corp.(a)............................................ 7,687 26,213 Domino's Pizza, Inc......................................... 3,166 81,208 Dress Barn, Inc.(a)......................................... 3,843 83,854 Drugstore.com, Inc.(a)...................................... 6,786 23,412 DSW, Inc., Class A(a)....................................... 1,308 41,202
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Shares Value ------ --------- Ezcorp, Inc., Class A(a).................................... 954 36,901 Finish Line, Inc., (The), Class A........................... 3,558 44,902 First Cash Financial Services, Inc.(a)...................... 2,363 48,654 Fred's, Inc................................................. 3,334 42,075 Gaiam, Inc., Class A(a)..................................... 1,309 16,899 Genesco, Inc.(a)............................................ 1,945 67,044 Group 1 Automotive, Inc.(a)................................. 2,007 100,149 Guitar Center, Inc.(a)...................................... 2,409 107,634 Haverty Furniture Companies, Inc............................ 1,819 29,013 Hibbet Sporting Goods, Inc.(a).............................. 2,714 71,053 Hot Topic, Inc.(a).......................................... 3,677 40,962 J. Crew Group, Inc.(a)...................................... 1,833 55,118 Jo-Ann Stores, Inc.(a)...................................... 2,009 33,590 Joseph A. Bank Clothiers, Inc............................... 1,436 43,023 Kenneth Cole Productions, Class A........................... 766 18,667 Krispy Kreme Doughnuts, Inc.(a)............................. 4,588 37,163 Lithia Motors, Inc., Class A................................ 1,341 33,150 Lone Star Steakhouse & Saloon, Inc.......................... 1,424 39,544 Longs Drug Stores Corp...................................... 2,658 122,295 Luby's, Inc.(a)............................................. 1,890 18,654 MarineMax, Inc.(a).......................................... 1,331 33,874 McCormick & Schmick's Seafood Restaurants, Inc.(a).......... 962 21,635 Men's Wearhouse, Inc., (The)................................ 3,979 148,060 Morton's Restaurant Group, Inc.(a).......................... 835 12,867 New York & Company, Inc.(a)................................. 1,728 22,602 O'Charley's, Inc.(a)........................................ 1,905 36,138 Overstock.com, Inc.(a)...................................... 942 16,513 Pacific Sunwear of California, Inc.(a)...................... 6,083 91,732 Pantry, Inc., (The)(a)...................................... 1,832 103,270 Payless ShoeSource, Inc.(a)(2).............................. 5,639 140,411 Pep Boys-Manny, Moe & Jack, Inc............................. 4,531 58,223 PETCO Animal Supplies, Inc.(a).............................. 4,845 138,761 Pier 1 Imports, Inc......................................... 7,276 53,988 Priceline.com, Inc.(a)...................................... 2,125 78,179 Pricesmart, Inc.(a)......................................... 642 9,694 Red Robin Gourmet Burgers(a)................................ 1,335 61,557 Regis Corp.(2).............................................. 3,815 136,768 Restoration Hardware, Inc.(a)............................... 2,470 21,415 Retail Ventures, Inc.(a).................................... 1,684 25,950 Ruby Tuesday, Inc........................................... 4,932 139,033 Rush Enterprises, Inc., Class A(a).......................... 1,761 29,373 Ruth's Chris Steak House, Inc.(a)........................... 1,409 26,517 Ryan's Restaurant Group, Inc.(a)............................ 3,524 55,926 School Specialty, Inc.(a)................................... 1,917 67,651 Smart & Final, Inc.(a)...................................... 1,119 19,101 Sonic Automotive, Inc....................................... 2,518 58,141 Spectrum Brands, Inc.(a).................................... 3,129 26,409 Stage Stores, Inc........................................... 2,190 64,255 Steak n Shake Company (The)(a).............................. 2,352 39,725 Stein Mart, Inc............................................. 2,189 33,295 Syms Corp................................................... 544 11,076 Systemax, Inc.(a)........................................... 806 12,912 Talbots, Inc................................................ 1,828 49,813 Texas Roadhouse, Inc.(a).................................... 4,356 53,492 Tuesday Morning Corp........................................ 2,538 35,227 Tween Brands, Inc.(a)....................................... 2,847 107,047 Under Armour, Inc., Class A(a).............................. 1,679 67,194 West Marine, Inc.(a)........................................ 1,158 16,212 Wet Seal, Inc., (The) Class A(a)............................ 5,649 34,685 Zale Corp.(a)............................................... 4,058 112,569 Zumiez, Inc.(a)............................................. 1,165 31,455 --------- 5,805,503 --------- SEMICONDUCTORS--2.1% ADE Corp.(a)................................................ 871 27,889 Advanced Analogic Technologies, Inc.(a)..................... 2,971 16,311 Amis Holdings, Inc.(a)...................................... 3,638 34,525 Amkor Technologies, Inc.(a)................................. 8,547 44,103 Applied Micro Circuits Corp.(a)............................. 25,034 72,348 Axcelis Technologies, Inc.(a)............................... 8,438 59,572 Brooks Automation, Inc.(a).................................. 6,236 81,380 Cirrus Logic, Inc.(a)....................................... 7,307 53,268 Cohu, Inc................................................... 1,822 32,486 Conexant Systems, Inc.(a)................................... 40,725 81,450 Credence Systems Corp.(a)................................... 8,465 24,125 EMCORE Corp.(a)............................................. 3,398 20,116 Emulex Corp.(a)............................................. 7,047 128,044 Entegris, Inc.(a)........................................... 11,656 127,167
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Shares Value ------ --------- Formfactor, Inc.(a)(2)...................................... 3,825 161,148 Genesis Microchip, Inc.(a).................................. 2,964 34,886 Hittite Microwave Corp.(a).................................. 1,049 46,681 Ikanos Communications, Inc.(a).............................. 1,659 19,526 IXYS Corp.(a)............................................... 2,198 18,441 Kopin Corp.(a).............................................. 5,791 19,400 Lattice Semiconductor Corp.(a).............................. 9,535 65,029 LTX Corp.(a)................................................ 5,035 25,225 Mindspeed Technologies, Inc.(a)............................. 8,900 15,397 MIPS Technologies, Inc.(a).................................. 3,633 24,523 Monolithic Power Systems, Inc.(a)........................... 1,824 17,255 Netlogic Microsystems, Inc.(a).............................. 1,287 32,651 OmniVision Technologies, Inc.(a)............................ 4,447 63,459 ON Semiconductor Corp.(a)................................... 12,898 75,840 Pericom Semiconductor Corp.(a).............................. 2,199 21,440 PLX Technology, Inc.(a)..................................... 2,021 20,958 Portalplayer, Inc.(a)....................................... 1,995 22,504 Semtech Corp.(a)............................................ 6,052 77,224 Sirf Technology Holdings, Inc.(a)(2)........................ 4,289 102,893 Skyworks Solutions, Inc.(a)................................. 13,591 70,537 Staktek Holdings, Inc.(a)................................... 964 5,765 Sunpower Corp.(a)........................................... 827 22,941 Techwell, Inc.(a)........................................... 477 7,145 Tessera Technologies, Inc.(a)............................... 3,910 135,990 Transmeta Corp. (Delaware)(a)............................... 15,801 18,171 TranSwitch Corp.(a)......................................... 10,620 14,974 TriQuint Semiconductor, Inc.(a)............................. 11,671 60,689 Varian Semiconductor Equipment Associates, Inc.(a)(2)....... 4,782 175,500 Veeco Instruments, Inc.(a).................................. 2,563 51,644 Virage Logic Corp.(a)....................................... 1,254 11,424 Volterra Semiconductor Corp.(a)............................. 1,512 24,570 --------- 2,266,614 --------- SOFTWARE--3.4% @ Road, Inc.(a)............................................. 5,216 30,461 Alico, Inc.................................................. 304 17,787 Altiris, Inc.(a)............................................ 1,955 41,231 American Reprographics Co.(a)............................... 2,212 70,917 Ansoft Corp.(a)............................................. 1,326 33,031 Ariba, Inc.(a).............................................. 6,231 46,670 Avid Technology, Inc.(a).................................... 3,529 128,526 Blackbaud, Inc.............................................. 3,648 80,220 Blackboard, Inc.(a)......................................... 2,349 62,249 Borland Software Corp.(a)................................... 6,591 37,766 CNET Networks, Inc.(a)...................................... 12,702 121,685 Computer Programs & Systems, Inc............................ 755 24,741 Convera Corp., Class A(a)................................... 2,271 12,014 CSG Systems International, Inc.(a).......................... 4,042 106,830 EarthLink, Inc.(a).......................................... 11,301 82,158 eFunds Corp.(a)............................................. 3,886 93,963 Emageon, Inc.(a)............................................ 1,692 26,378 EPIQ Systems, Inc.(a)....................................... 1,245 18,314 eResearch Technology, Inc.(a)............................... 4,115 33,373 eSpeed, Inc.(a)............................................. 1,713 15,760 FileNET Corp.(a)............................................ 3,520 122,602 Infocrossing, Inc.(a)....................................... 1,400 18,774 Informatica Corp.(a)........................................ 7,299 99,193 InfoSpace, Inc.(a).......................................... 2,606 48,055 Inphonic, Inc.(a)........................................... 1,928 15,270 Inter-Tel, Inc.............................................. 1,759 37,994 JDA Software Group, Inc.(a)................................. 2,437 37,579 Keane, Inc.(a).............................................. 3,610 52,020 Lawson Software, Inc.(a).................................... 10,540 76,415 Magma Design Automation, Inc.(a)............................ 2,970 27,027 ManTech International Corp., Class A(a)..................... 1,455 48,030 Mapinfo Corp.(a)............................................ 1,776 22,786 MicroStrategy, Inc., Class A(a)............................. 810 82,482 Midway Games, Inc.(a)....................................... 3,026 26,568 MRO Software, Inc.(a)....................................... 3,348 85,943 NIC, Inc.(a)................................................ 3,091 15,919 Nuance Communications, Inc.(a).............................. 10,639 86,921 Omnicell, Inc.(a)........................................... 2,302 41,183 Openwave Systems, Inc.(a)................................... 7,997 74,852 Opnet Technologies, Inc.(a)................................. 1,041 13,648 Opsware, Inc.(a)............................................ 6,836 61,592 Parametric Technology Corp.(a).............................. 9,439 164,805 PDF Solutions, Inc.(a)...................................... 1,701 18,643 Pegasystems, Inc.(a)........................................ 1,198 10,459
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Shares Value ------ --------- Per-Se Technologies, Inc.(a)................................ 2,833 64,536 ProQuest Co.(a)............................................. 2,121 27,615 Quality Systems, Inc........................................ 1,325 51,397 Renaissance Learning, Inc................................... 656 9,387 Schawk, Inc................................................. 1,249 22,757 Sohu.com, Inc.(a)........................................... 2,158 47,519 SPSS, Inc.(a)............................................... 1,639 40,860 SRA International, Inc., Class A(a)......................... 3,200 96,192 Stellent, Inc.(a)........................................... 2,408 26,103 Sybase, Inc.(a)(2).......................................... 7,626 184,854 Synchronoss Technologies, Inc.(a)........................... 689 6,532 Taleo Corp., Class A(a)..................................... 1,099 11,122 THQ, Inc.(a)................................................ 5,333 155,564 TradeStation Group, Inc.(a)................................. 2,175 32,777 Trident Microsystems, Inc.(a)............................... 4,771 110,973 TriZetto Group, Inc. (The)(a)............................... 3,586 54,292 Ulticom, Inc.(a)............................................ 1,081 11,253 ValueClick, Inc.(a)(2)...................................... 8,124 150,619 Verint Systems, Inc.(a)..................................... 1,044 31,372 webMethods, Inc.(a)......................................... 4,540 34,731 Websense, Inc.(a)........................................... 4,009 86,634 Wind River Systems, Inc.(a)................................. 6,299 67,462 --------- 3,697,385 --------- TELECOMMUNICATIONS--3.6% 3Com Corp.(a)(2)............................................ 33,164 146,253 Adaptec, Inc.(a)............................................ 9,528 42,018 Adtran, Inc................................................. 5,505 131,239 Anaren, Inc.(a)............................................. 1,382 29,119 Anixter International, Inc.................................. 2,760 155,857 Atheros Communications, Inc.(a)............................. 4,312 78,177 Atlantic Tele-Network, Inc.................................. 532 9,831 Audiovox Corp., Class A(a).................................. 1,382 19,237 Brightpoint, Inc.(a)........................................ 4,201 59,738 Broadwing Corp.(a).......................................... 6,370 80,389 CalAmp Corp.(a)............................................. 1,878 11,437 Carrier Access Corp.(a)..................................... 1,679 11,921 Cbeyond Communications, Inc.(a)............................. 1,330 36,509 C-COR.net Corp.(a).......................................... 4,010 34,406 Centennial Communications Corp.(a).......................... 1,906 10,159 Charter Communications, Inc., Class A(a).................... 36,566 55,580 Commonwealth Telephone Enterprises, Inc..................... 1,788 73,719 Comtech Group, Inc.(a)...................................... 1,181 17,680 Comtech Telecommunications Corp.(a)......................... 1,930 64,616 Consolidated Communications Holdings, Inc................... 1,723 32,237 Covad Communications Group, Inc.(a)......................... 24,466 36,454 CPI International, Inc.(a).................................. 571 7,520 CT Communications, Inc...................................... 1,553 33,731 Ditech Networks, Inc.(a).................................... 2,702 20,832 Dobson Communications Corp., Class A(a)..................... 12,584 88,340 EMS Technologies, Inc.(a)................................... 1,224 22,987 Eschelon Telecom, Inc.(a)................................... 754 12,810 Essex Corp.(a).............................................. 1,560 27,144 Fairpoint Communications, Inc............................... 2,298 39,985 FiberTower Corp.(a)......................................... 10,006 94,557 Finisar Corp.(a)............................................ 19,021 69,046 Foundry Networks, Inc.(a)................................... 12,344 162,325 GenTek Inc.(a).............................................. 825 22,778 General Communication, Inc. Class A(a)...................... 4,467 55,346 Golden Telecom, Inc......................................... 1,823 55,146 ID Systems, Inc.(a)......................................... 894 21,125 IDT Corp., Class B(a)....................................... 4,439 64,010 InterVoice-Brite, Inc.(a)................................... 3,217 20,396 Iowa Telecommunications Service............................. 2,661 52,661 iPCS, Inc.(a)............................................... 1,349 72,239 Itron, Inc.(a).............................................. 2,148 119,858 Lightbridge, Inc.(a)........................................ 2,305 27,015 Loral Space & Communications, Inc.(a)....................... 919 24,188 MasTec, Inc.(a)............................................. 3,361 37,206 MRV Communications, Inc.(a)................................. 10,441 28,817 Newport Corp.(a)............................................ 3,395 55,339 North Pittsburgh Systems, Inc............................... 1,253 31,538 Novatel Wireless, Inc.(a)................................... 2,460 23,690 Oplink Communications, Inc.(a).............................. 1,320 26,374 Optical Communication Products, Inc.(a)..................... 1,666 3,282 Parkervision, Inc.(a)....................................... 1,521 11,058 Pegasus Wireless Corp.(a)................................... 4,521 2,758 Plantronics, Inc............................................ 3,929 68,875
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Shares Value ------ --------- Polycom, Inc.(a)(2)......................................... 7,392 181,327 Powerwave Technologies, Inc.(a)............................. 9,369 71,204 Premiere Global Services, Inc.(a)........................... 6,038 52,410 Radyne Corp.(a)............................................. 1,452 17,772 RCN Corp.(a)................................................ 2,468 69,844 SAVVIS, Inc.(a)............................................. 2,730 77,805 Sonus Networks, Inc.(a)..................................... 21,396 112,543 Standard Microsystems Corp.(a).............................. 1,853 52,662 Syniverse Holdings, Inc.(a)................................. 1,907 28,605 TALX Corp................................................... 2,717 66,621 Tekelec(a).................................................. 4,826 62,545 Time Warner Telecom, Inc., Class A(a)....................... 10,158 193,105 United Online, Inc.......................................... 5,363 65,321 USA Mobility, Inc........................................... 2,285 52,189 UTStarcom, Inc.(a).......................................... 10,237 90,802 Vonage Holdings Corp.(a).................................... 2,529 17,400 WebEx Communications, Inc.(a)............................... 3,495 136,375 Zhone Technologies, Inc.(a)................................. 9,267 9,916 --------- 3,897,998 --------- TELECOMMUNICATIONS EQUIPMENT--0.9% Andrew Corp.(a)............................................. 13,526 124,845 Arris Group, Inc.(a)........................................ 9,059 103,816 Avanex Corp.(a)............................................. 13,930 24,099 CommScope, Inc.(a)(2)....................................... 4,847 159,273 Harmonic, Inc.(a)........................................... 6,197 45,548 InterDigital Communications Corp.(a)(2)..................... 4,382 149,426 Ixia(a)..................................................... 3,582 31,916 NTELOS Holdings Corp.(a).................................... 1,259 16,077 RF Micro Devices, Inc.(a)................................... 16,216 122,917 Stratex Networks, Inc.(a)................................... 8,144 36,159 Sycamore Networks, Inc.(a).................................. 15,400 58,212 Symmetricom, Inc.(a)........................................ 3,839 30,981 Viasat, Inc.(a)............................................. 1,849 46,373 --------- 949,642 --------- TELEPHONE--0.2% Cincinnati Bell, Inc.(a).................................... 20,923 100,849 Shenandoah Telecom Co....................................... 653 28,386 SureWest Communications..................................... 1,222 23,792 Talk America Holdings, Inc.(a).............................. 2,542 24,149 --------- 177,176 --------- TEXTILES--0.5% G & K Services, Inc......................................... 1,718 62,587 Guess?, Inc.(a)............................................. 1,692 82,113 Interface, Inc. Class A(a).................................. 3,991 51,404 Kellwood Co................................................. 2,104 60,658 Perry Ellis International, Inc.(a).......................... 587 18,127 Shoe Carnival, Inc.(a)...................................... 676 17,049 Steven Madden, Ltd.......................................... 1,763 69,180 UniFirst Corp............................................... 803 25,086 Wolverine World Wide, Inc................................... 4,658 131,867 --------- 518,071 --------- TOBACCO--0.1% Universal Corp.............................................. 2,149 78,503 Vector Group, Ltd........................................... 3,294 53,429 --------- 131,932 --------- TOYS / GAMES / HOBBIES--0.2% Jakks Pacific, Inc.(a)...................................... 2,333 41,597 Leapfrog Enterprises, Inc.(a)............................... 2,842 22,537 Multimedia Games, Inc.(a)................................... 2,299 20,875 RC2 Corp.(a)................................................ 1,682 56,398 Topps Co. (The)............................................. 2,831 25,366 --------- 166,773 --------- TRANSPORTATION--1.7% Abx Air, Inc.(a)............................................ 4,868 27,358 American Commercial Lines, Inc.(a)(2)....................... 2,606 154,927 Arctic Cat, Inc............................................. 1,083 17,978 Arkansas Best Corp.......................................... 2,141 92,127
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Shares Value ---------- ------------ Atlas Air Worldwide Holdings, Inc.(a)................. 1,613 70,198 Bristow Group, Inc.(a)................................ 1,979 68,078 Celadon Group, Inc.(a)................................ 1,854 30,851 Dollar Thrifty Automotive Group, Inc.(a).............. 2,063 91,948 Dynamex, Inc.(a)...................................... 924 19,173 EGL, Inc.(a)(2)....................................... 2,665 97,113 Florida East Coast Industries, Inc.(2)................ 2,941 167,871 Forward Air Corp...................................... 2,667 88,251 Genesee & Wyoming, Inc., Class A(a)................... 3,063 71,123 Greenbrier Cos., Inc.................................. 1,093 31,708 GulfMark Offshore, Inc.(a)............................ 1,285 40,914 Heartland Express, Inc................................ 5,058 79,309 Horizon Lines, Inc., Class A.......................... 1,193 19,923 HUB Group, Inc., Class A(a)........................... 3,342 76,131 Maritrans, Inc........................................ 971 35,539 Marten Transport, Ltd.(a)............................. 1,278 21,841 Miller Industries, Inc.(Tenn)(a)...................... 771 14,086 Old Dominion Freight Line, Inc........................ 2,352 70,631 P.A.M. Transportation Services, Inc.(a)............... 373 9,347 Pacer International, Inc.............................. 3,137 87,083 Patriot Transportation Holding, Inc.(a)............... 126 9,521 PHI, Inc.(a).......................................... 1,107 33,730 Polaris Industries, Inc.(2)........................... 3,456 142,214 Quality Distribution, Inc.(a)......................... 688 10,127 RailAmerica, Inc.(a).................................. 3,248 35,468 Saia, Inc.(a)......................................... 1,224 39,902 Sirva, Inc.(a)........................................ 4,006 10,656 Universal Truckload Services, Inc.(a)................. 444 11,531 US Xpress Enterprises, Inc.(a)........................ 758 17,548 USA Truck, Inc.(a).................................... 700 13,335 Werner Enterprises, Inc............................... 4,294 80,341 ------------ 1,887,881 ------------ TRUCKING & LEASING--0.1% Amerco(a)............................................. 818 60,654 Interpool, Inc........................................ 967 21,719 TAL International Group, Inc.(a)...................... 1,304 27,658 ------------ 110,031 ------------ WATER--0.1% American States Water Co.............................. 1,338 51,178 California Water Service Group........................ 1,378 50,889 SJW Corp.............................................. 1,192 35,653 Southwest Water Co.................................... 1,894 23,164 ------------ 160,884 ------------ TOTAL COMMON STOCKS (Cost $97,471,526)................ 106,128,464 ------------ Shares / Principal Amount ---------- SHORT-TERM INVESTMENTS--3.6% The Bank of New York Cash Reserve..................... $3,602,143 3,602,143 US Treasury Bill 5.04% (1), 2/01/07................... 250,000 245,796 ------------ TOTAL SHORT-TERM INVESTMENTS (Cost $3,847,939)........ 3,847,939 ------------ TOTAL INVESTMENTS (COST $101,319,465)--101.6%......... 109,976,403 ------------ LIABILITIES IN EXCESS OF OTHER ASSETS --(1.6%)........ (1,740,267) ------------ NET ASSETS--100.0%.................................... $108,236,136 ============ -------- (a) Represents non-income producing security. (b) Affiliated users. (1) Yield to maturity. (2) Securities or portion thereof segregated as collateral for open futures contracts at September 30, 2006.
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E*TRADE Technology Index Fund Schedule of Investments September 30, 2006 (Unaudited) Shares Value ------- ---------- COMMON STOCKS--97.6% COMMERCIAL SERVICES--3.6% Accenture, Ltd., Class A.................................... 10,631 $ 337,109 Amazon.com, Inc.(a)......................................... 7,713 247,742 BearingPoint, Inc.(a)....................................... 3,894 30,607 ChoicePoint, Inc.(a)........................................ 1,588 56,850 Convergys Corp.(a).......................................... 2,707 55,900 eBay, Inc.(a)............................................... 26,029 738,181 Euronet Worldwide, Inc.(a).................................. 714 17,529 Hewitt Associates, Inc., Class A(a)......................... 1,348 32,702 Plexus Corp.(a)............................................. 883 16,954 Priceline.com, Inc.(a)...................................... 766 28,181 Wright Express Corp(a)...................................... 778 18,719 ---------- 1,580,474 ---------- COMMUNICATIONS SERVICES--0.4% Avaya, Inc.(a).............................................. 8,525 97,526 Ciena Corp.................................................. 1,622 44,200 Syniverse Holdings, Inc.(a)................................. 1,314 19,710 ---------- 161,436 ---------- COMPUTER FACILITIES MANAGEMENT-- 0.6% Cognizant Technology Solutions Corp.(a)..................... 2,591 191,889 Comverse Technology, Inc.(a)................................ 3,728 79,928 ---------- 271,817 ---------- COMPUTER INTEGRATED SYSTEMS DESIGN--1.6% BEA Systems, Inc.(a)........................................ 7,190 109,288 Brocade Communications Systems, Inc.(a)..................... 5,274 37,234 Computer Sciences Corp.(a).................................. 3,466 170,250 Intergraph Corp.(a)......................................... 586 25,128 Jack Henry & Associates, Inc................................ 1,813 39,469 Network Appliance, Inc.(a).................................. 6,906 255,592 Redback Networks, Inc.(a)................................... 1,197 16,614 TIBCO Software, Inc.(a)..................................... 4,067 36,522 ---------- 690,097 ---------- COMPUTER PERIPHERAL EQUIPMENT--7.9% 3Com Corp.(a)............................................... 7,562 33,348 Cisco Systems, Inc.(a)...................................... 112,688 2,591,825 Electronics For Imaging, Inc.(a)............................ 1,113 25,465 Emulex Corp.(a)............................................. 1,629 29,599 Juniper Networks, Inc.(a)................................... 10,443 180,455 Lexmark International, Inc.(a).............................. 1,944 112,091 Nam Tai Electronics, Inc.................................... 900 11,061 Palm, Inc.(a)............................................... 1,948 28,363 QLogic Corp.(a)............................................. 3,115 58,874 Research In Motion, Ltd.(a)................................. 3,417 350,789 Symbol Technologies, Inc.................................... 4,818 71,595 ---------- 3,493,465 ---------- COMPUTER PROGRAMMING SERVICES--0.4% Amdocs, Ltd.(a)............................................. 3,677 145,609 Informatica Corp.(a)........................................ 1,664 22,614 ---------- 168,223 ----------
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Shares Value ------ --------- COMPUTER RELATED SERVICES--1.9% CACI International, Inc., Class A(a)........................ 563 30,971 Ceridian Corp.(a)........................................... 2,711 60,618 Electronic Data Systems Corp................................ 9,570 234,656 IAC/InterActiveCorp(a)...................................... 5,362 154,211 Internet Security Systems, Inc.(a).......................... 825 22,902 Paychex, Inc................................................ 7,010 258,318 Red Hat, Inc.(a)............................................ 3,394 71,546 --------- 833,222 --------- COMPUTER STORAGE DEVICES--2.3% EMC Corp.(a)................................................ 43,649 522,915 Imation Corp................................................ 687 27,583 Sandisk Corp.(a)............................................ 3,605 193,012 Seagate Technology.......................................... 10,886 251,358 --------- 994,868 --------- COMPUTERS--3.1% Apple Computer, Inc.(a)..................................... 15,699 1,209,295 Black Box Corp.............................................. 334 12,999 Kronos, Inc.(a)............................................. 666 22,704 Perot Systems Corp., Class A(a)............................. 2,293 31,620 Western Digital Corp.(a).................................... 4,074 73,739 --------- 1,350,357 --------- COMPUTERS, PERIPHERAL & SOFTWARE--1.5% Autodesk, Inc.(a)........................................... 4,247 147,711 Infospace, Inc.(a).......................................... 575 10,603 Komag, Inc.(a).............................................. 593 18,952 McAfee, Inc.(a)............................................. 2,944 72,010 National Instruments Corp................................... 1,469 40,162 Nvida Corp.(a).............................................. 6,507 192,542 Open Text Corp.(a).......................................... 1,000 17,900 Salesforce.com, Inc.(a)..................................... 2,104 75,492 Sybase, Inc.(a)............................................. 1,661 40,263 Zebra Technologies Corp., Class A(a)........................ 1,306 46,676 --------- 662,311 --------- DATA PROCESSING & PREPARATION--4.0% Acxiom Corp................................................. 1,600 39,456 Affiliated Computer Services, Inc., Class A(a).............. 2,066 107,143 Automatic Data Processing, Inc.............................. 10,639 503,650 BISYS Group, Inc.(a)........................................ 2,327 25,271 DST Systems, Inc.(a)........................................ 1,286 79,308 Fidelity National Information Services, Inc................. 3,553 131,461 Filenet Corp.(a)............................................ 812 28,282 First Data Corp............................................. 14,131 593,502 Fiserv, Inc.(a)............................................. 3,243 152,713 Verisign, Inc.(a)........................................... 4,525 91,405 --------- 1,752,191 --------- DISTRIBUTION/WHOLESALE--0.3% CDW Corp.................................................... 1,465 90,361 Ingram Micro, Inc., Class A(a).............................. 3,164 60,622 --------- 150,983 --------- ELECTRONIC COMPONENTS--1.0% AVX Corp.................................................... 3,330 58,908 Celestica, Inc.(a).......................................... 3,800 40,812 Flextronics International, Ltd.(a).......................... 10,679 134,983 MEMC Electronic Materials, Inc.(a).......................... 3,876 141,978 Sanmina-SCI Corp.(a)........................................ 10,295 38,503 Vishay Intertechnology, Inc.(a)............................. 3,133 43,987 --------- 459,171 ---------
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Shares Value ------- --------- ELECTRONIC COMPUTERS--12.7% Advent Software, Inc.(a).................................... 613 22,197 Dell, Inc.(a)............................................... 42,585 972,641 Gateway, Inc.(a)............................................ 7,191 13,591 Hewlett-Packard Co.......................................... 52,211 1,915,622 International Business Machines Corp.(2).................... 28,619 2,345,040 Sun Microsystems, Inc.(a)................................... 64,566 320,893 Unisys Corp.(a)............................................. 6,627 37,509 --------- 5,627,493 --------- ELECTRONIC PARTS & EQUIPMENT--0.5% Arrow Electronics, Inc.(a).................................. 2,335 64,049 Avnet, Inc.(a).............................................. 2,830 55,525 Benchmark Electronics, Inc.(a).............................. 1,240 33,331 Checkfree Corp.(a).......................................... 1,686 69,665 --------- 222,570 --------- ELECTRONICS--1.4% Agilent Technologies, Inc.(a)............................... 7,863 257,041 Amphenol Corp., Class A..................................... 1,653 102,370 ATI Technologies, Inc.(a)................................... 4,679 100,365 Cymer, Inc.(a).............................................. 719 31,571 KEMET Corp.(a).............................................. 1,755 14,163 Mentor Graphics Corp.(a).................................... 1,628 22,922 Skyworks Solutions, Inc.(a)................................. 3,194 16,577 Tektronix, Inc.............................................. 1,616 46,751 Trimble Navigation, Ltd.(a)................................. 1,047 49,293 --------- 641,053 --------- INTERNET SOFTWARE & SERVICES--5.6% CNET Networks, Inc.(a)...................................... 2,896 27,744 EarthLink, Inc.(a).......................................... 2,577 18,735 Equinix Inc.(a)............................................. 552 33,175 Expedia, Inc.(a)............................................ 5,981 93,782 Google, Inc., Class A(a).................................... 3,967 1,594,337 NetFlix, Inc.(a)............................................ 1,110 25,286 Valueclick, Inc.(a)......................................... 1,980 36,709 Yahoo!, Inc.(a)............................................. 26,005 657,406 --------- 2,487,174 --------- NETWORK EQUIPMENT--0.6% Foundry Networks, Inc.(a)................................... 2,750 36,163 Lucent Technologies, Inc.(a)................................ 82,696 193,508 Sonus Networks, Inc.(a)..................................... 4,879 25,664 Sycamore Networks, Inc.(a).................................. 5,387 20,363 --------- 275,698 --------- PREPACKAGED SOFTWARE--18.3% Adobe Systems, Inc.(a)...................................... 11,052 413,897 BMC Software, Inc.(a)....................................... 3,928 106,920 Cadence Design System, Inc.(a).............................. 5,214 88,429 Check Point Software Technologies, Ltd.(a).................. 4,509 85,896 Citrix Systems, Inc.(a)..................................... 3,362 121,738 Cognos, Inc.(a)............................................. 1,666 60,809 Compuware Corp.(a).......................................... 7,396 57,615 CSG Systems International, Inc.(a).......................... 921 24,342 Electronic Arts, Inc.(a).................................... 5,607 312,198 Intuit, Inc.(a)............................................. 6,427 206,242 Lawson Software, Inc(a)..................................... 3,755 27,224 Macrovision Corp.(a)........................................ 1,001 23,714 Microsoft Corp.(2).......................................... 152,755 4,174,794 Novell, Inc.(a)............................................. 7,524 46,047 Nuance Communications, Inc.(a).............................. 3,247 26,528 Oracle Corp.(a)............................................. 98,475 1,746,947 Quest Software, Inc.(a)..................................... 1,918 27,389 RealNetworks, Inc.(a)....................................... 3,097 32,859
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Shares Value ------- --------- Symantec Corp.(a)........................................... 19,259 409,832 Synopsys, Inc.(a)........................................... 2,656 52,376 Transaction Systems Architects, Inc.(a)..................... 722 24,779 Wind River Systems, Inc.(a)................................. 1,653 17,704 --------- 8,088,279 --------- PRINTED CIRCUIT BOARDS--0.4% Jabil Circuit, Inc.......................................... 3,867 110,480 Solectron Corp.(a).......................................... 17,669 57,601 --------- 168,081 --------- PROCESS CONTROL INSTRUMENTS--0.2% PerkinElmer, Inc............................................ 2,446 46,303 Teradyne, Inc.(a)........................................... 3,659 48,152 --------- 94,455 --------- RADIO & TV COMMUNICATIONS EQUIPMENT--5.2% Andrew Corp.(a)............................................. 3,084 28,465 Motorola, Inc............................................... 45,593 1,139,826 Qualcomm, Inc............................................... 30,941 1,124,705 --------- 2,292,996 --------- SEMICONDUCTORS--1.5% Agere System, Inc.(a)....................................... 3,272 48,851 AMIS Holdings, Inc.(a)...................................... 1,693 16,067 Formfactor, Inc.(a)......................................... 800 33,704 Freescale Semiconductor, Inc., Class A(a)................... 2,506 95,352 Freescale Semiconductor, Inc., Class B(a)................... 4,983 189,403 Intersil Corp., Class A..................................... 2,616 64,222 Microsemi Corp.(a).......................................... 1,350 25,448 ON Semiconductor Corp.(a)................................... 6,260 36,809 PMC-Sierra, Inc.(a)......................................... 3,989 23,695 Semtech Corp.(a)............................................ 1,396 17,813 Silicon Image, Inc.(a)...................................... 1,574 20,021 Silicon Laboratories, Inc.(a)............................... 1,048 32,509 Sirf Technology Holdings, Inc.(a)........................... 932 22,359 Spansion, Inc., Class A(a).................................. 1,850 30,840 Zoran Corp.(a).............................................. 946 15,212 --------- 672,305 --------- SEMICONDUCTORS EQUIPMENT--14.3% Advanced Micro Devices, Inc.(a)............................. 8,936 222,060 Altera Corp.(a)............................................. 6,628 121,823 Amkor Technologies, Inc.(a)................................. 3,419 17,642 Analog Devices, Inc......................................... 6,666 195,914 Applied Micro Circuits Corp.(a)............................. 5,708 16,496 ASE Test Limited(a)......................................... 1,933 16,508 Atmel Corp.(a).............................................. 9,406 56,812 Broadcom Corp., Class A(a).................................. 8,653 262,532 Conexant Systems, Inc.(a)................................... 9,286 18,572 Cree, Inc.(a)............................................... 1,493 30,024 Cypress Semiconductor Corp.(a).............................. 2,615 46,469 Entegris, Inc.(a)........................................... 2,658 28,999 Fairchild Semiconductor International, Inc.(a).............. 2,375 44,413 Intel Corp.(2).............................................. 107,378 2,208,764 Intergrated Device Technology, Inc.(a)...................... 3,696 59,358 International Rectifier Corp.(a)............................ 1,382 48,149 JDS Uniphase Corp.(a)....................................... 31,101 68,111 KLA-Tencor Corp............................................. 3,675 163,427 Linear Technology Corp...................................... 5,604 174,396 LSI Logic Corp.(a).......................................... 7,323 60,195 Marvell Technology Group, Ltd.(a)........................... 10,781 208,828 Maxim Integrated Products, Inc.............................. 5,919 166,146 Micrel, Inc.(a)............................................. 1,613 15,469 Microchip Technology, Inc................................... 3,957 128,286 Micron Technology, Inc.(a).................................. 13,385 232,899 MKS Instruments, Inc.(a).................................... 1,100 22,341
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Shares Value ------ --------- National Semiconductor Corp................................. 6,232 146,639 OmniVision Technologies, Inc.(a)............................ 982 14,013 Rambus, Inc.(a)............................................. 1,974 34,427 RF Micro Devices, Inc.(a)................................... 3,697 28,023 STMicroelectronics NV....................................... 16,715 288,501 Texas Instruments, Inc...................................... 28,760 956,270 Trident Microsystems, Inc.(a)............................... 1,103 25,656 Varian Semiconductor Equipment Associates, Inc.(a).......... 1,056 38,755 Xilinx, Inc................................................. 6,341 139,185 --------- 6,306,102 --------- SOFTWARE--2.6% Activision, Inc.(a)......................................... 5,104 77,070 Akamai Technologies, Inc.(a)................................ 2,852 142,571 Ansys, Inc.(a).............................................. 672 29,689 Avid Technology, Inc.(a).................................... 820 29,864 Avocent Corp.(a)............................................ 985 29,668 CA, Inc..................................................... 10,661 252,558 Digital Insight Corp.(a).................................... 637 18,677 Digital River, Inc.(a)...................................... 700 35,784 F5 Networks, Inc.(a)........................................ 745 40,021 Fair Isaac Corp............................................. 1,204 44,030 Global Payments, Inc........................................ 1,469 64,651 Hyperion Solutions Corp.(a)................................. 1,144 39,445 Keane, Inc.(a).............................................. 1,126 16,226 Midway Games, Inc.(a)....................................... 1,765 15,497 Navteq Corp.(a)............................................. 1,714 44,753 Openwave Systems Inc.(a).................................... 1,823 17,063 Parametric Technology Corp.(a).............................. 2,203 38,464 Reynolds & Reynolds Co., Class A............................ 1,166 46,069 SRA International, Inc., Class A(a)......................... 800 24,048 Take-Two Interactive Software, Inc.(a)...................... 1,479 21,091 THQ, Inc.(a)................................................ 1,168 34,071 Verifone Holdings, Inc.(a).................................. 1,341 38,286 WebEx Communications, Inc.(a)............................... 925 36,094 Websense, Inc.(a)........................................... 1,000 21,610 --------- 1,157,300 --------- SPECIAL INDUSTRY MACHINERY--2.1% Applied Materials, Inc...................................... 28,866 511,794 ASML Holding NV(a).......................................... 8,946 208,263 Intermec, Inc.(a)........................................... 1,217 32,080 Lam Research Corp.(a)....................................... 2,596 117,677 Novellus Systems, Inc.(a)................................... 2,348 64,946 --------- 934,760 --------- TELECOMMUNICATIONS--0.6% Atheros Communications, Inc.(a)............................. 997 18,076 Crown Castle Intl., Corp.(a)................................ 3,966 139,762 Polycom, Inc.(a)............................................ 1,685 41,333 Powerwave Technologies, Inc.(a)............................. 2,093 15,907 West Corp.(a)............................................... 1,301 62,838 --------- 277,916 --------- TELECOMMUNICATIONS EQUIPMENT--2.2% ADTRAN, Inc................................................. 1,495 35,641 Arris Group, Inc.(a)........................................ 2,065 23,665 Corning, Inc.(a)............................................ 28,751 701,812 Harris Corp................................................. 2,478 110,246 InterDigital Communications Corp.(a)........................ 1,093 37,271 Ixia(a)..................................................... 1,294 11,530 Tekelec(a).................................................. 1,381 17,898 UTStarcom, Inc.(a).......................................... 2,407 21,350 --------- 959,413 --------- TELEPHONE & TELEGRAPH APPARATUS--0.7% ADC Telecommunications, Inc.(a)............................. 2,302 34,530
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Shares Value --------- ----------- Nortel Networks Corp.(a)................................ 80,033 184,076 Tellabs, Inc.(a)........................................ 8,271 90,650 ----------- 309,256 ----------- TRAVEL SERVICES--0.1% Sabre Holdings Corp..................................... 2,450 57,306 ----------- TOTAL COMMON STOCKS (Cost $43,691,306).................. 43,140,772 ----------- Shares / Principal Amount --------- SHORT-TERM INVESTMENTS--2.5% The Bank of New York Cash Reserve....................... $898,680 898,680 US Treasury Bill 4.97% (1), 01/25/07.................... 220,000 216,301 ----------- TOTAL SHORT-TERM INVESTMENTS (Cost $1,114,981).......... 1,114,981 ----------- TOTAL INVESTMENTS (Cost $44,806,287)--100.1%............ 44,255,753 ----------- LIABILITIES IN EXCESS OF OTHER ASSETS--(0.1%)........... (46,107) ----------- NET ASSETS--100.0%...................................... $44,209,646 =========== -------- (a) Represents non-income producing securities. (1) Yield to maturity. (2) Security or portion thereof segregated as collateral for open futures contracts at September 30, 2006.
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E*TRADE S&P 500 Index Fund Schedule of Investments September 30, 2006 (Unaudited) Shares Value ------ ---------- COMMON STOCKS--98.8% AEROSPACE & DEFENSE--2.4% Boeing Co. (The)............................................ 19,584 $1,544,199 General Dynamics Corp....................................... 9,938 712,256 Goodrich Corp............................................... 3,072 124,477 Honeywell International, Inc................................ 20,176 825,199 L-3 Communications Holdings, Inc............................ 3,031 237,418 Lockheed Martin Corp........................................ 8,771 754,832 Northrop Grumman Corp....................................... 8,487 577,710 Raytheon Co................................................. 11,055 530,751 Rockwell Collins, Inc....................................... 4,222 231,534 United Technologies Corp.................................... 24,918 1,578,556 ---------- 7,116,932 ---------- AIR FREIGHT & LOGISTICS--0.9% FedEx Corp.................................................. 7,549 820,425 Ryder System, Inc........................................... 1,527 78,915 United Parcel Service, Inc., Class B........................ 26,632 1,915,907 ---------- 2,815,247 ---------- AIRLINES--0.1% Southwest Airlines Co....................................... 19,366 322,638 ---------- AUTO COMPONENTS--0.1% Goodyear Tire & Rubber Co. (The)(a)......................... 4,368 63,336 Johnson Controls, Inc....................................... 4,818 345,643 ---------- 408,979 ---------- AUTOMOBILES--0.4% Ford Motor Co............................................... 46,342 374,907 General Motors Corp......................................... 13,934 463,445 Harley-Davidson, Inc........................................ 6,460 405,365 ---------- 1,243,717 ---------- BEVERAGES--2.1% Anheuser-Busch Cos., Inc.................................... 18,938 899,744 Brown-Forman Corp., Class B................................. 1,934 148,241 Coca-Cola Co. (The)......................................... 50,208 2,243,293 Coca-Cola Enterprises, Inc.................................. 6,790 141,436 Constellation Brands, Inc., Class A(a)...................... 5,195 149,512 Molson Coors Brewing Co., Class B........................... 1,124 77,444 Pepsi Bottling Group, Inc. (The)............................ 3,346 118,783 PepsiCo, Inc................................................ 40,618 2,650,731 ---------- 6,429,184 ---------- BIOTECHNOLOGY--1.3% Amgen, Inc.(a).............................................. 28,839 2,062,853 Applera Corp.--Applied Biosystems Group..................... 4,487 148,565 Biogen Idec, Inc.(a)........................................ 8,465 378,216 Genzyme Corp.(a)............................................ 6,439 434,439 Gilead Sciences, Inc.(a).................................... 11,255 773,219 MedImmune, Inc.(a).......................................... 5,898 172,281 ---------- 3,969,573 ---------- BUILDING PRODUCTS--0.2% American Standard Cos., Inc................................. 4,298 180,387 Masco Corp.................................................. 9,807 268,908 ---------- 449,295 ---------- CAPITAL MARKETS--3.6% Ameriprise Financial, Inc................................... 6,005 281,635
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Shares Value ------- ---------- Bank of New York Co., Inc. (The)............................ 18,801 662,923 Bear Stearns Cos., Inc. (The)............................... 2,965 415,397 Charles Schwab Corp. (The).................................. 25,477 456,038 E*TRADE Financial Corp.(a)(b)............................... 10,524 251,734 Federated Investors, Inc., Class B.......................... 2,231 75,430 Franklin Resources, Inc..................................... 4,107 434,315 Goldman Sachs Group, Inc. (The)............................. 10,635 1,799,123 Janus Capital Group, Inc.................................... 5,091 100,395 Legg Mason, Inc............................................. 3,231 325,879 Lehman Brothers Holdings, Inc............................... 13,235 977,537 Mellon Financial Corp....................................... 10,136 396,318 Merrill Lynch & Co., Inc.................................... 21,839 1,708,247 Morgan Stanley.............................................. 26,409 1,925,479 Northern Trust Corp......................................... 4,617 269,771 State Street Corp........................................... 8,158 509,059 T. Rowe Price Group, Inc.................................... 6,446 308,441 ---------- 10,897,721 ---------- CHEMICALS--1.4% Air Products and Chemicals, Inc............................. 5,428 360,256 Dow Chemical Co. (The)...................................... 23,635 921,292 DuPont (E.I.) de Nemours & Co............................... 22,710 972,895 Eastman Chemical Co......................................... 2,026 109,445 Ecolab, Inc................................................. 4,401 188,451 Hercules, Inc.(a)........................................... 2,792 44,030 International Flavors & Fragrances, Inc..................... 1,943 76,826 Monsanto Co................................................. 13,372 628,618 PPG Industries, Inc......................................... 4,069 272,949 Praxair, Inc................................................ 7,941 469,790 Rohm and Haas Co............................................ 3,536 167,430 Sigma-Aldrich Corp.......................................... 1,635 123,720 ---------- 4,335,702 ---------- COMMERCIAL BANKS--6.2% AmSouth Bancorp............................................. 8,436 244,981 Bank of America Corp.(2).................................... 111,503 5,973,215 BB&T Corp................................................... 13,231 579,253 Comerica, Inc.(b)........................................... 3,996 227,452 Commerce Bancorp, Inc./NJ................................... 4,594 168,646 Compass Bancshares, Inc..................................... 3,187 181,595 Fifth Third Bancorp......................................... 13,744 523,372 First Horizon National Corp................................. 3,053 116,045 Huntington Bancshares, Inc.................................. 5,852 140,038 KeyCorp..................................................... 9,936 372,004 M&T Bank Corp............................................... 1,914 229,603 Marshall & Ilsley Corp...................................... 6,265 301,848 National City Corp.......................................... 14,901 545,377 North Fork Bancorp., Inc.................................... 11,476 328,673 PNC Financial Services Group................................ 7,254 525,480 Regions Financial Corp...................................... 11,201 412,085 SunTrust Banks, Inc......................................... 8,987 694,515 Synovus Financial Corp...................................... 7,983 234,461 U.S. Bancorp................................................ 43,784 1,454,504 Wachovia Corp............................................... 40,122 2,238,808 Wells Fargo & Co............................................ 82,957 3,001,383 Zions Bancorp............................................... 2,628 209,741 ---------- 18,703,079 ---------- COMMERCIAL SERVICES & SUPPLIES--0.7% Allied Waste Industries, Inc.(a)............................ 6,248 70,415 Apollo Group, Inc., Class A(a).............................. 3,447 169,730 Avery Dennison Corp......................................... 2,325 139,895 Cintas Corp................................................. 3,364 137,352 Equifax, Inc................................................ 3,119 114,498 H&R Block, Inc.............................................. 7,925 172,290 Monster Worldwide, Inc.(a).................................. 3,162 114,433 Pitney Bowes, Inc........................................... 5,457 242,127 R.R. Donnelley & Sons Co.................................... 5,328 175,611 Robert Half International, Inc.............................. 4,220 143,353 Waste Management, Inc....................................... 13,316 488,432 ---------- 1,968,136 ----------
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Shares Value ------- ---------- COMMUNICATIONS EQUIPMENT--2.8% Avaya, Inc.(a).............................................. 11,258 128,792 Ciena Corp.(a).............................................. 2,080 56,688 Cisco Systems, Inc.(a)...................................... 150,399 3,459,176 Comverse Technology, Inc.(a)................................ 4,976 106,685 Corning, Inc.(a)............................................ 38,428 938,027 JDS Uniphase Corp.(a)....................................... 41,509 90,905 Juniper Networks, Inc.(a)................................... 13,938 240,849 Lucent Technologies, Inc.(a)................................ 110,423 258,390 Motorola, Inc............................................... 60,361 1,509,025 QUALCOMM, Inc............................................... 40,697 1,479,336 Tellabs, Inc.(a)............................................ 11,029 120,878 ---------- 8,388,751 ---------- COMPUTERS & PERIPHERALS--3.5% Apple Computer, Inc.(a)..................................... 20,953 1,614,010 Dell, Inc.(a)............................................... 55,965 1,278,241 EMC Corp.(a)................................................ 56,627 678,391 Hewlett-Packard Co.......................................... 67,479 2,475,805 International Business Machines Corp.(2).................... 37,493 3,072,175 Lexmark International, Inc.(a).............................. 2,470 142,420 NCR Corp.(a)................................................ 4,439 175,252 Network Appliance, Inc.(a).................................. 9,175 339,567 QLogic Corp.(a)............................................. 3,925 74,183 SanDisk Corp.(a)............................................ 4,827 258,438 Sun Microsystems, Inc.(a)................................... 86,457 429,691 ---------- 10,538,173 ---------- CONSTRUCTION & ENGINEERING--0.1% Fluor Corp.................................................. 2,157 165,852 ---------- CONSTRUCTION MATERIALS--0.1% Vulcan Materials Co......................................... 2,377 186,000 ---------- CONSUMER FINANCE--0.9% American Express Co......................................... 29,930 1,678,474 Capital One Financial Corp.................................. 7,541 593,175 SLM Corp.................................................... 10,102 525,102 ---------- 2,796,751 ---------- CONTAINERS & PACKAGING--0.2% Ball Corp................................................... 2,567 103,835 Bemis Co., Inc.............................................. 2,582 84,845 Pactiv Corp.(a)............................................. 3,399 96,600 Sealed Air Corp............................................. 1,997 108,077 Temple-Inland, Inc.......................................... 2,679 107,428 ---------- 500,785 ---------- DISTRIBUTORS--0.1% Genuine Parts Co............................................ 4,220 182,009 ---------- DIVERSIFIED FINANCIAL SERVICES--3.8% Chicago Mercantile Exchange Holdings, Inc................... 876 418,947 CIT Group, Inc.............................................. 4,898 238,190 Citigroup, Inc.(2).......................................... 121,803 6,049,954 JP Morgan Chase & Co........................................ 85,525 4,016,254 Moody's Corp................................................ 5,833 381,362 Principal Financial Group, Inc.............................. 6,634 360,094 ---------- 11,464,801 ---------- DIVERSIFIED TELECOMMUNICATION SERVICES--3.5% Alltel Corp................................................. 9,562 530,691 AT&T, Inc................................................... 95,693 3,115,765 BellSouth Corp.............................................. 44,735 1,912,421 CenturyTel, Inc............................................. 2,867 113,734 Citizens Communications Co.................................. 7,904 110,972 Embarq Corp................................................. 3,673 177,663 Qwest Communications International, Inc.(a)................. 39,428 343,812 Sprint Nextel Corp.......................................... 73,600 1,262,240
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Shares Value ------ ---------- Verizon Communications, Inc................................. 71,415 2,651,639 Windstream Corp............................................. 11,680 154,059 ---------- 10,372,996 ---------- ELECTRIC UTILITES--2.2% Allegheny Energy Inc.(a).................................... 4,055 162,889 Ameren Corp................................................. 5,071 267,698 American Electric Power Co., Inc............................ 9,706 353,007 CenterPoint Energy, Inc..................................... 7,680 109,978 Consolidated Edison, Inc.................................... 6,072 280,526 DTE Energy Co............................................... 4,379 181,772 Edison International........................................ 8,026 334,203 Entergy Corp................................................ 5,133 401,555 Exelon Corp................................................. 16,494 998,546 FirstEnergy Corp............................................ 8,126 453,918 FPL Group, Inc.............................................. 9,963 448,335 PG&E Corp................................................... 8,575 357,149 Pinnacle West Capital Corp.................................. 2,450 110,373 PPL Corp.................................................... 9,386 308,799 Progress Energy, Inc........................................ 6,241 283,217 Southern Co. (The).......................................... 18,287 630,170 TECO Energy, Inc............................................ 5,146 80,535 TXU Corp.................................................... 11,366 710,602 Xcel Energy, Inc............................................ 10,001 206,521 ---------- 6,679,793 ---------- ELECTRIC EQUIPMENT--0.5% American Power Conversion Corp.............................. 4,176 91,705 Cooper Industries, Ltd., Class A............................ 2,255 192,171 Emerson Electric Co......................................... 10,044 842,290 Rockwell Automation, Inc.................................... 4,334 251,805 ---------- 1,377,971 ---------- ELECTRONIC EQUIPMENT & INSTRUMENTS--0.3% Agilent Technologies, Inc.(a)............................... 10,068 329,123 Jabil Circuit, Inc.......................................... 4,550 129,994 Molex, Inc.................................................. 3,484 135,771 Sanmina-SCI Corp.(a)........................................ 13,127 49,095 Solectron Corp.(a).......................................... 22,531 73,451 Symbol Technologies, Inc.................................... 6,256 92,964 Tektronix, Inc.............................................. 2,062 59,654 ---------- 870,052 ---------- ENERGY EQUIPMENT & SERVICES--1.6% Baker Hughes, Inc........................................... 8,104 552,693 BJ Services Co.............................................. 7,370 222,058 Halliburton Co.............................................. 25,404 722,744 Nabors Industries, Ltd.(a).................................. 7,786 231,634 National-Oilwell Varco, Inc.(a)............................. 4,320 252,936 Noble Corp.................................................. 3,379 216,864 Rowan Cos., Inc............................................. 2,719 86,002 Schlumberger, Ltd........................................... 29,171 1,809,477 Transocean, Inc.(a)......................................... 7,762 568,411 ---------- 4,662,819 ---------- FOOD & STAPLES RETAILING--2.3% Costco Wholesale Corp....................................... 11,529 572,761 CVS Corp.................................................... 20,237 650,012 Kroger Co. (The)............................................ 17,800 411,892 Safeway, Inc................................................ 10,953 332,424 Supervalu, Inc.............................................. 5,213 154,565 Sysco Corp.................................................. 15,238 509,711 Walgreen Co................................................. 24,834 1,102,381 Wal-Mart Stores, Inc.(2).................................... 60,600 2,988,792 Whole Foods Market, Inc..................................... 3,478 206,698 ---------- 6,929,236 ---------- FOOD PRODUCTS--1.1% Archer-Daniels-Midland Co................................... 16,154 611,913
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Shares Value ------ --------- Campbell Soup Co............................................ 5,681 207,357 ConAgra Foods, Inc.......................................... 12,585 308,081 Dean Foods Co.(a)........................................... 3,288 138,162 General Mills, Inc.......................................... 8,692 491,967 H.J. Heinz Co............................................... 8,166 342,400 Hershey Foods Corp.......................................... 4,326 231,225 Kellogg Co.................................................. 6,157 304,895 McCormick & Co., Inc........................................ 3,248 123,359 Sara Lee Corp............................................... 18,727 300,943 Tyson Foods, Inc., Class A.................................. 6,207 98,567 Wm Wrigley Jr. Co........................................... 5,401 248,770 --------- 3,407,639 --------- GAS UTILITIES--0.1% KeySpan Corp................................................ 4,312 177,395 NICOR, Inc.................................................. 1,097 46,908 NiSource, Inc............................................... 6,720 146,093 Peoples Energy Corp......................................... 947 38,496 --------- 408,892 --------- HEALTH CARE EQUIPMENT & SUPPLIES--1.7% Bausch & Lomb, Inc.......................................... 1,324 66,372 Baxter International, Inc................................... 16,072 730,633 Becton, Dickinson & Co...................................... 6,028 425,999 Biomet, Inc................................................. 6,031 194,138 Boston Scientific Corp.(a).................................. 29,021 429,221 C.R. Bard, Inc.............................................. 2,550 191,250 Fisher Scientific International, Inc.(a).................... 3,065 239,806 Hospira, Inc.(a)............................................ 3,868 148,028 Medtronic, Inc.............................................. 28,316 1,314,994 Millipore Corp.(a).......................................... 1,312 80,426 PerkinElmer, Inc............................................ 3,089 58,475 St. Jude Medical, Inc.(a)................................... 8,688 306,600 Stryker Corp................................................ 7,311 362,552 Thermo Electron Corp.(a).................................... 3,882 152,679 Waters Corp.(a)............................................. 2,524 114,287 Zimmer Holdings, Inc.(a).................................... 5,980 403,650 --------- 5,219,110 --------- HEALTH CARE PROVIDERS & SERVICES--2.7% Aetna, Inc.................................................. 13,493 533,648 AmerisourceBergen Corp...................................... 4,965 224,418 Cardinal Health, Inc........................................ 9,990 656,743 Caremark Rx, Inc............................................ 10,517 595,998 CIGNA Corp.................................................. 2,732 317,786 Coventry Health Care, Inc.(a)............................... 3,914 201,649 Express Scripts, Inc.(a).................................... 3,393 256,138 HCA, Inc.................................................... 10,444 521,051 Health Management Associates, Inc., Class A................. 5,919 123,707 Humana, Inc.(a)............................................. 4,066 268,722 IMS Health, Inc............................................. 4,964 132,241 Laboratory Corp. of America Holdings(a)..................... 3,084 202,218 Manor Care, Inc............................................. 1,814 94,836 McKesson Corp............................................... 7,374 388,757 Medco Health Solutions, Inc.(a)............................. 7,241 435,257 Patterson Cos., Inc.(a)..................................... 3,423 115,047 Quest Diagnostics, Inc...................................... 3,982 243,539 Tenet Healthcare Corp.(a)................................... 11,611 94,514 UnitedHealth Group, Inc..................................... 33,185 1,632,702 Wellpoint, Inc.(a).......................................... 15,269 1,176,476 --------- 8,215,447 --------- HOME BUILDERS--0.1% D.R. Horton, Inc............................................ 6,711 160,728 --------- HOTELS, RESTAURANTS & LEISURE--1.6% Carnival Corp............................................... 10,963 515,590 Darden Restaurants, Inc..................................... 3,599 152,850 Harrah's Entertainment, Inc................................. 4,577 304,050 Hilton Hotels Corp.......................................... 9,504 264,686 International Game Technology............................... 8,361 346,982
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Shares Value ------- ---------- Marriott International, Inc., Class A....................... 8,465 327,088 McDonald's Corp............................................. 30,214 1,181,971 Starbucks Corp.(a).......................................... 18,627 634,249 Starwood Hotels & Resorts Worldwide, Inc.................... 5,366 306,882 Wendy's International, Inc.................................. 2,899 194,233 Wyndham Worldwide Corp. (a)................................. 4,936 138,060 Yum! Brands, Inc............................................ 6,669 347,121 ---------- 4,713,762 ---------- HOUSEHOLD DURABLES--0.6% Black & Decker Corp. (The).................................. 1,824 144,734 Centex Corp................................................. 2,920 153,650 Fortune Brands, Inc......................................... 3,715 279,034 Harman International Industries, Inc........................ 1,605 133,921 KB Home..................................................... 1,934 84,709 Leggett & Platt, Inc........................................ 4,450 111,384 Lennar Corp., Class A....................................... 3,409 154,257 Newell Rubbermaid........................................... 6,821 193,171 Pulte Homes, Inc............................................ 5,214 166,118 Snap-On, Inc................................................ 1,430 63,707 Stanley Works (The)......................................... 1,993 99,351 Whirlpool Corp.............................................. 1,927 162,080 ---------- 1,746,116 ---------- HOUSEHOLD PRODUCTS--2.2% Clorox Co. (The)............................................ 3,723 234,549 Colgate-Palmolive Co........................................ 12,723 790,098 Kimberly-Clark Corp......................................... 11,288 737,784 Procter & Gamble Co. (The).................................. 78,224 4,848,324 ---------- 6,610,755 ---------- INDUSTRIAL CONGLOMERATES--4.0% 3M Co....................................................... 18,557 1,381,012 General Electric Co.(2)..................................... 254,335 8,978,025 Textron, Inc................................................ 3,110 272,125 Tyco International, Ltd..................................... 49,636 1,389,312 ---------- 12,020,474 ---------- INSURANCE--4.7% ACE, Ltd.................................................... 8,011 438,442 AFLAC, Inc.................................................. 12,227 559,508 Allstate Corp. (The)........................................ 15,509 972,879 Ambac Financial Group, Inc.................................. 2,609 215,895 American International Group, Inc.(2)....................... 64,025 4,242,296 Aon Corp.................................................... 7,747 262,391 Chubb Corp. (The)........................................... 10,121 525,887 Cincinnati Financial Corp................................... 4,267 205,072 Genworth Financial, Inc., Class A........................... 11,209 392,427 Hartford Financial Services Group, Inc. (The)............... 7,495 650,191 Lincoln National Corp....................................... 7,074 439,154 Loews Corp.................................................. 11,261 426,792 Marsh & McLennan Cos., Inc.................................. 13,559 381,686 MBIA, Inc................................................... 3,320 203,981 MetLife, Inc................................................ 18,709 1,060,425 Progressive Corp. (The)..................................... 19,025 466,874 Prudential Financial, Inc................................... 11,948 911,035 SAFECO Corp................................................. 2,866 168,893 St. Paul Travelers Cos., Inc. (The)......................... 17,022 798,162 Torchmark Corp.............................................. 2,437 153,799 UnumProvident Corp.......................................... 8,438 163,613 XL Capital Ltd., Class A.................................... 4,441 305,097 ---------- 13,944,499 ---------- INTERNET & CATALOG RETAIL--0.4% Amazon.Com, Inc.(a)......................................... 7,741 248,641 eBay, Inc.(a)............................................... 28,942 820,795 ---------- 1,069,436 ----------
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Shares Value ------- --------- INTERNET SOFTWARE & SERVICES--1.0% Google, Inc., Class A(a).................................... 5,248 2,109,171 VeriSign, Inc.(a)........................................... 6,039 121,988 Yahoo!, Inc.(a)............................................. 30,625 774,200 --------- 3,005,359 --------- IT SERVICES--0.9% Affiliated Computer Services, Inc., Class A(a).............. 2,921 151,483 Automatic Data Processing, Inc.............................. 13,687 647,943 Computer Sciences Corp.(a).................................. 4,230 207,778 Convergys Corp.(a).......................................... 3,420 70,623 Electronic Data Systems Corp................................ 12,752 312,679 First Data Corp............................................. 18,851 791,742 Fiserv, Inc.(a)............................................. 4,292 202,110 Paychex, Inc................................................ 8,339 307,292 Sabre Holdings Corp......................................... 3,247 75,947 Unisys Corp.(a)............................................. 8,469 47,935 --------- 2,815,532 --------- LEISURE EQUIPMENT & PRODUCTS--0.2% Brunswick Corp.............................................. 2,284 71,238 Eastman Kodak Co............................................ 7,077 158,525 Hasbro, Inc................................................. 4,030 91,683 Mattel, Inc................................................. 9,312 183,446 --------- 504,892 --------- MACHINERY--1.4% Caterpillar, Inc............................................ 16,155 1,062,999 Cummins, Inc................................................ 1,294 154,284 Danaher Corp................................................ 5,829 400,277 Deere & Co.................................................. 5,695 477,867 Dover Corp.................................................. 5,014 237,864 Eaton Corp.................................................. 3,695 254,401 Illinois Tool Works, Inc.................................... 10,353 464,850 Ingersoll-Rand Co., Ltd., Class A........................... 7,926 301,029 ITT Industries, Inc......................................... 4,549 233,227 Navistar International Corp.(a)............................. 1,519 39,221 PACCAR, Inc................................................. 6,142 350,217 Pall Corp................................................... 3,075 94,741 Parker-Hannifin Corp........................................ 2,961 230,159 --------- 4,301,136 --------- MEDIA--3.3% CBS Corp., Class B.......................................... 19,232 541,765 Clear Channel Communications, Inc........................... 12,227 352,749 Comcast Corp., Class A(a)................................... 51,560 1,899,987 Dow Jones & Co., Inc........................................ 1,601 53,698 E.W. Scripps Co., Class A................................... 2,053 98,400 Gannett Co., Inc............................................ 5,823 330,921 Interpublic Group of Cos., Inc. (The)(a).................... 10,860 107,514 McGraw-Hill Cos., Inc. (The)................................ 8,669 503,062 Meredith Corp............................................... 959 47,307 New York Times Co. (The), Class A........................... 3,559 81,786 News Corp., Inc., Class A................................... 57,568 1,131,211 Omnicom Group, Inc.......................................... 4,232 396,115 Time Warner, Inc............................................ 100,197 1,826,591 Tribune Co.................................................. 4,696 153,653 Univision Communications, Inc., Class A(a).................. 6,181 212,256 Viacom, Inc., Class B(a).................................... 17,478 649,832 Walt Disney Co. (The)....................................... 51,494 1,591,680 --------- 9,978,527 --------- METALS & MINING--0.8% Alcoa, Inc.................................................. 21,357 598,849 Allegheny Technologies, Inc................................. 2,478 154,107 Freeport-McMoRan Copper & Gold, Inc., Class B............... 4,840 257,778 Newmont Mining Corp......................................... 11,078 473,585 Nucor Corp.................................................. 7,596 375,926 Phelps Dodge Corp........................................... 5,025 425,618 United States Steel Corp.................................... 3,032 174,886 --------- 2,460,749 ---------
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Shares Value ------- ---------- MULTILINE RETAIL--1.2% Big Lots, Inc.(a)........................................... 2,682 53,130 Dillard's Inc., Class A..................................... 1,489 48,735 Dollar General Corp......................................... 7,685 104,747 Family Dollar Stores, Inc................................... 3,735 109,211 Federated Department Stores, Inc............................ 13,391 578,625 J.C. Penney Co., Inc. (Holding Co.)......................... 5,523 377,718 Kohl's Corp.(a)............................................. 8,066 523,645 Nordstrom, Inc.............................................. 5,626 237,980 Sears Holdings Corp.(a)..................................... 2,049 323,926 Target Corp................................................. 21,155 1,168,814 ---------- 3,526,531 ---------- MULTI-UTILITES & UNREGULATED POWER--1.0% AES Corp. (The)(a).......................................... 16,295 332,255 CMS Energy Corp.(a)......................................... 5,459 78,828 Constellation Energy Group, Inc............................. 4,426 262,019 Dominion Resources, Inc..................................... 8,693 664,928 Duke Energy Corp............................................ 30,870 932,273 Dynegy, Inc., Class A(a).................................... 9,318 51,622 Public Service Enterprise Group, Inc........................ 6,201 379,439 Sempra Energy............................................... 6,435 323,359 ---------- 3,024,723 ---------- OFFICE ELECTRONICS--0.1% Xerox Corp.(a).............................................. 24,100 374,996 ---------- OIL & GAS--7.8% Anadarko Petroleum Corp..................................... 11,319 496,112 Apache Corp................................................. 8,111 512,615 Ashland, Inc................................................ 1,559 99,433 Chesapeake Energy Corp...................................... 9,322 270,152 ChevronTexaco Corp.......................................... 54,151 3,512,233 ConocoPhillips.............................................. 40,596 2,416,680 Consol Energy, Inc.......................................... 4,517 143,324 Devon Energy Corp........................................... 10,866 686,188 El Paso Corp................................................ 17,146 233,871 EOG Resources, Inc.......................................... 5,977 388,804 Exxon Mobil Corp.(2)........................................ 146,465 9,827,801 Hess Corp................................................... 5,943 246,159 Kinder Morgan, Inc.......................................... 2,639 276,699 Marathon Oil Corp........................................... 8,824 678,566 Murphy Oil Corp............................................. 4,603 218,873 Occidental Petroleum Corp................................... 21,225 1,021,135 Smith International, Inc.................................... 4,900 190,120 Sunoco, Inc................................................. 3,212 199,754 Valero Energy Corp.......................................... 15,099 777,146 Weatherford International, Ltd.(a).......................... 8,524 355,621 Williams Cos., Inc. (The)................................... 14,678 350,364 XTO Energy, Inc............................................. 9,010 379,591 ---------- 23,281,241 ---------- PAPER & FOREST PRODUCTS--0.3% International Paper Co...................................... 11,200 387,856 Louisiana-Pacific Corp...................................... 2,592 48,652 MeadWestvaco Corp........................................... 4,463 118,314 Weyerhaeuser Co............................................. 6,066 373,241 ---------- 928,063 ---------- PERSONAL PRODUCTS--0.2% Alberto-Culver Co........................................... 1,922 97,234 Avon Products, Inc.......................................... 11,029 338,149 Estee Lauder Cos., Inc. (The), Class A...................... 3,182 128,330 ---------- 563,713 ---------- PHARMACEUTICALS--6.7% Abbott Laboratories......................................... 37,640 1,827,798 Allergan, Inc............................................... 3,715 418,346
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Shares Value ------- ---------- Barr Pharmaceuticals, Inc.(a)............................... 2,618 135,979 Bristol-Myers Squibb Co..................................... 48,449 1,207,349 Eli Lilly & Co.............................................. 24,229 1,381,053 Forest Laboratories, Inc.(a)................................ 7,833 396,428 Johnson & Johnson(2)........................................ 72,063 4,679,770 King Pharmaceuticals, Inc.(a)............................... 5,989 101,993 Merck & Co., Inc............................................ 53,613 2,246,385 Mylan Laboratories, Inc..................................... 5,193 104,535 Pfizer, Inc.(2)............................................. 179,638 5,094,533 Schering-Plough Corp........................................ 36,495 806,175 Watson Pharmaceuticals, Inc.(a)............................. 2,518 65,896 Wyeth....................................................... 33,152 1,685,448 ---------- 20,151,688 ---------- REAL ESTATE--1.1% Apartment Investment & Management Co., Class A.............. 2,398 130,475 Archstone-Smith Trust....................................... 5,278 287,334 Boston Properties, Inc...................................... 2,815 290,902 Equity Office Properties Trust.............................. 8,625 342,930 Equity Residential.......................................... 7,168 362,557 Kimco Realty Corp........................................... 5,335 228,711 Plum Creek Timber Co., Inc.................................. 4,415 150,287 Prologis.................................................... 6,038 344,528 Public Storage, Inc......................................... 2,987 256,852 Realogy Corp.(a)............................................ 5,259 119,274 Simon Property Group, Inc................................... 5,448 493,699 Vornado Realty Trust........................................ 3,002 327,218 ---------- 3,334,767 ---------- ROAD & RAIL--0.7% Burlington Northern Santa Fe Corp........................... 8,917 654,865 CSX Corp.................................................... 10,927 358,733 Norfolk Southern Corp....................................... 10,195 449,090 Union Pacific Corp.......................................... 6,635 583,880 ---------- 2,046,568 ---------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT--2.7% Advanced Micro Devices, Inc.(a)............................. 11,970 297,455 Altera Corp.(a)............................................. 8,851 162,681 Analog Devices, Inc......................................... 8,693 255,487 Applied Materials, Inc...................................... 34,226 606,827 Broadcom Corp., Class A(a).................................. 11,553 350,518 Freescale Semiconductor, Inc.(a)............................ 9,994 379,872 Intel Corp.................................................. 142,105 2,923,099 KLA-Tencor Corp............................................. 4,904 218,081 Linear Technology Corp...................................... 7,421 230,942 LSI Logic Corp.(a).......................................... 9,844 80,918 Maxim Integrated Products, Inc.............................. 7,900 221,753 Micron Technology, Inc.(a).................................. 17,982 312,887 National Semiconductor Corp................................. 7,333 172,545 Novellus Systems, Inc.(a)................................... 3,036 83,976 NVIDIA Corp.(a)............................................. 8,684 256,960 PMC-Sierra, Inc.(a)......................................... 5,148 30,579 Teradyne, Inc.(a)........................................... 4,853 63,865 Texas Instruments, Inc...................................... 37,758 1,255,454 Xilinx, Inc................................................. 8,373 183,787 ---------- 8,087,686 ---------- SOFTWARE--3.4% Adobe Systems, Inc.(a)...................................... 14,269 534,374 Autodesk, Inc.(a)........................................... 5,708 198,524 BMC Software, Inc.(a)....................................... 5,049 137,434 CA, Inc..................................................... 10,909 258,434 Citrix Systems, Inc.(a)..................................... 4,528 163,959 Compuware Corp.(a).......................................... 9,177 71,489 Electronic Arts, Inc.(a).................................... 7,555 420,662 Intuit, Inc.(a)............................................. 8,418 270,134 Microsoft Corp.(2).......................................... 212,793 5,815,633 Novell, Inc.(a)............................................. 8,352 51,114 Oracle Corp.(a)............................................. 99,373 1,762,877 Parametric Technology Corp.(a).............................. 2,750 48,015 Symantec Corp.(a)........................................... 24,370 518,594 ---------- 10,251,243 ----------
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Shares Value ---------- ------------ SPECIALTY RETAIL--2.0% AutoNation, Inc.(a)................................... 3,778 78,960 AutoZone, Inc.(a)..................................... 1,299 134,187 Bed Bath & Beyond, Inc.(a)............................ 6,953 266,022 Best Buy Co., Inc..................................... 10,016 536,457 Circuit City Stores, Inc.............................. 3,473 87,207 Gap, Inc. (The)....................................... 13,267 251,410 Home Depot, Inc. (The)................................ 50,851 1,844,365 Limited Brands, Inc................................... 8,368 221,668 Lowe's Cos., Inc...................................... 37,643 1,056,263 Office Depot, Inc.(a)................................. 6,980 277,106 OfficeMax, Inc........................................ 1,827 74,432 RadioShack Corp....................................... 3,343 64,520 Sherwin-Williams Co. (The)............................ 2,776 154,845 Staples, Inc.......................................... 17,898 435,458 Tiffany & Co.......................................... 3,403 112,980 TJX Cos., Inc. (The).................................. 11,074 310,404 ------------ 5,906,284 ------------ TEXTILES, APPAREL & LUXURY GOODS--0.4% Coach, Inc.(a)........................................ 9,013 310,047 Jones Apparel Group, Inc.............................. 2,779 90,151 Liz Claiborne, Inc.................................... 2,541 100,395 NIKE, Inc., Class B................................... 4,719 413,478 V.F. Corp............................................. 2,186 159,469 ------------ 1,073,540 ------------ THRIFTS & MORTGAGE FINANCE--1.6% Countrywide Financial Corp............................ 15,078 528,333 Federal Home Loan Mortgage Corp....................... 17,024 1,129,202 Federal National Mortgage Corp........................ 23,846 1,333,230 Golden West Financial Corp............................ 6,548 505,833 MGIC Investment Corp.................................. 2,080 124,738 Sovereign Bancorp, Inc................................ 8,835 190,041 Washington Mutual, Inc................................ 23,737 1,031,847 ------------ 4,843,224 ------------ TOBACCO--1.5% Altria Group, Inc..................................... 51,576 3,948,144 Reynolds American, Inc................................ 4,223 261,699 UST, Inc.............................................. 3,962 217,236 ------------ 4,427,079 ------------ TRADING COMPANIES & DISTRIBUTORS--0.0% W.W. Grainger, Inc.................................... 1,854 124,255 ------------ WIRELESS TELECOMMUNICATION SERVICES--0.0% ADC Telecommunications, Inc.(a)....................... 2,888 43,320 ------------ TOTAL COMMON STOCKS (Cost $257,439,489)............... 296,348,166 ------------ Shares/ Principal Amount ---------- SHORT-TERM INVESTMENTS--1.5% The Bank of New York Cash Reserve..................... $3,908,202 3,908,202 US Treasury Bill 4.97% (1), 01/25/2007................ 750,000 737,388 ------------ TOTAL SHORT-TERM INVESTMENTS (Cost $4,645,590)........ 4,645,590 ------------ TOTAL INVESTMENTS (Cost $262,085,079)--100.3%......... 300,993,756 ------------ LIABILITES IN EXCESS OF OTHER ASSETS--(0.3%).......... (966,040) ------------ NET ASSETS--100.0%.................................... $300,027,716 ============ -------- (a) Represents non-income producing securities. (b) Affiliated issuers. (1) Yield to maturity. (2) Securities or portion thereof segregated as collateral for open futures contracts at September 30, 2006.
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E*TRADE International Index Fund Schedule of Investments September 30, 2006 (Unaudited) Shares Value ------ -------- COMMON STOCKS--94.3% Australia--4.9% ABC Learning Centres, Ltd................................... 2,801 $ 13,085 Alinta, Ltd................................................. 2,094 17,798 Alumina, Ltd. ADR........................................... 2,307 42,195 Amcor, Ltd. ADR............................................. 1,735 38,205 AMP, Ltd.................................................... 14,803 98,714 Ansell, Ltd................................................. 1,219 9,629 APN News & Media, Ltd....................................... 2,213 8,378 Aristocrat Leisure, Ltd..................................... 2,785 29,264 Australia & New Zealand Banking Group, Ltd. ADR............. 2,896 289,455 Australian Gas Light Co., Ltd............................... 3,615 57,881 Australian Stock Exchange, Ltd.............................. 1,360 32,943 AXA Asia Pacific Holdings, Ltd.............................. 6,896 33,436 Babcock & Brown, Ltd........................................ 1,647 24,743 BHP Limited ADR............................................. 13,820 523,502 Billabong International, Ltd................................ 1,312 14,335 BlueScope Steel, Ltd........................................ 5,533 26,741 Boral, Ltd.................................................. 4,639 25,013 Brambles Industries, Ltd.................................... 7,732 73,526 Caltex Australia, Ltd....................................... 1,069 19,066 Centro Properties Group..................................... 6,489 38,946 CFS Gandel Retail Trust..................................... 10,656 16,052 Challenger Financial Services Group, Ltd.................... 3,235 8,370 Coca-Cola Amatil, Ltd....................................... 2,076 20,729 Cochlear, Ltd............................................... 434 17,129 Coles Myer, Ltd............................................. 9,442 101,330 Commonwealth Bank of Australia.............................. 10,188 347,603 Commonwealth Property Office Fund........................... 11,518 12,116 Computershare, Ltd.......................................... 3,557 20,441 CSL, Ltd.................................................... 1,440 57,894 CSR, Ltd.................................................... 7,223 16,046 DB RREEF Trust.............................................. 21,075 25,156 DCA Group, Ltd.............................................. 3,374 8,631 Downer EDI, Ltd............................................. 2,363 10,566 Foster's Group, Ltd......................................... 15,982 76,807 Futuris Corp., Ltd.......................................... 4,830 7,304 Goodman Fielder, Ltd........................................ 8,392 13,525 GPT Group................................................... 15,354 53,816 Harvey Norman Holdings, Ltd................................. 4,187 11,045 Iluka Resources, Ltd........................................ 1,844 9,766 Ing Industrial Fund......................................... 6,554 11,541 Insurance Australia Group, Ltd.............................. 12,627 49,707 Investa Property Group...................................... 12,077 22,151 James Hardie Industries NV.................................. 733 20,407 John Fairfax Holdings, Ltd.................................. 7,434 23,418 Leighton Holdings, Ltd...................................... 1,100 15,863 Lend Lease Corp., Ltd....................................... 2,845 33,961 Lion Nathan, Ltd............................................ 2,326 14,050 Macquarie Airports.......................................... 5,265 12,053 Macquarie Bank, Ltd......................................... 1,926 99,431 Macquarie Communications.................................... 2,501 11,561 Macquarie Goodman Group..................................... 10,931 53,083 Macquarie Infrastructure Group.............................. 19,598 46,777 Macquarie Office Trust...................................... 15,579 17,348 Mayne Pharma, Ltd........................................... 5,037 16,133 Mirvac Group................................................ 7,051 24,909 Multplex Group.............................................. 4,972 13,046 National Australia Bank, Ltd. ADR........................... 2,541 346,618 Newcrest Mining, Ltd........................................ 2,634 44,227 OneSteel, Ltd............................................... 4,507 14,126 Orica, Ltd.................................................. 2,474 41,444 Origin Energy, Ltd.......................................... 6,288 31,236 Pacific Brands, Ltd......................................... 3,982 7,513 Paladin Resources, Ltd.(a).................................. 3,416 12,092 PaperlinX, Ltd.............................................. 3,532 10,140 Perpetual Trustees Australia, Ltd........................... 322 17,548
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Shares Value ------ --------- Publishing & Broadcasting, Ltd.............................. 1,072 14,890 Qantas Airways, Ltd......................................... 7,584 22,136 QBE Insurance Group, Ltd.................................... 6,363 116,216 Rinker Group, Ltd. ADR...................................... 1,409 72,507 Rio Tinto, Ltd.............................................. 2,262 118,094 Santos, Ltd. ADR............................................ 1,179 39,202 Sonic Healthcare, Ltd....................................... 2,103 20,679 Stockland................................................... 10,677 58,935 Suncorp-Metway, Ltd......................................... 4,407 72,116 Sydney Roads Group(a)....................................... 7,393 6,124 Symbion Health, Ltd......................................... 5,094 13,001 TABCORP Holdings, Ltd. ADR.................................. 415 48,405 Telstra Corp., Ltd. ADR..................................... 3,349 46,082 Toll Holdings, Ltd.......................................... 4,149 47,587 Transurban Group............................................ 6,428 34,999 UNiTAB, Ltd................................................. 950 9,925 Wesfarmers, Ltd............................................. 2,993 77,994 Westfield Group NPV......................................... 11,856 166,368 Westpac Banking ADR......................................... 2,900 245,166 Woodside Petroleum, Ltd..................................... 3,694 108,199 Woolworths, Ltd............................................. 9,357 141,398 WorleyParsons, Ltd.......................................... 1,136 14,256 Zinifex, Ltd................................................ 3,882 33,965 --------- 4,789,808 --------- Austria--0.5% Andritz AG.................................................. 77 11,766 BETtandWIN.Com Interactive Entertainment AG (a)............. 180 4,735 Boehler-Uddeholm AG......................................... 1,293 18,164 Erste Bank Der Oesterreichisch.............................. 2,927 91,027 Flughafenwien AG............................................ 83 6,870 Immoeast Immobilien Anlagen AG(a)........................... 2,200 26,721 Immofinanz Immobilien Anlagen AG(a)......................... 3,543 42,671 Mayr-Melnhof Karton AG...................................... 33 5,661 Meinl European Land, Ltd.(a)................................ 1,140 24,805 OMV AG...................................................... 1,306 67,653 Raiffeisen International Bank Holding AG.................... 283 30,131 RHI AG(a)................................................... 200 7,815 Telekom Austria AG ADR...................................... 1,484 74,705 Verbund, Class A............................................ 610 29,481 Voestalpine AG.............................................. 690 28,496 Wiener Staedtische Allgemeine Versicherung AG............... 249 15,608 Wienerberger AG............................................. 558 26,339 --------- 512,648 --------- Belgium--1.2% AGFA-Gevaert NV............................................. 765 18,114 Barco NV.................................................... 89 8,136 Bekaert SA.................................................. 102 10,020 Belgacom SA................................................. 1,289 50,199 Cofinimmo................................................... 51 9,656 Colruyt SA.................................................. 126 21,488 Compagnie Maritime Belge SA................................. 125 4,257 Delhaize Group ADR.......................................... 604 50,555 Dexia....................................................... 4,384 113,410 D'ieteren SA................................................ 22 7,334 Euronav NV.................................................. 146 4,727 Fortis NL................................................... 9,270 375,887 Groupe Bruxelles Lambert SA................................. 583 62,122 Interbrew SA................................................ 1,449 79,728 KBC Bancassurance Holding................................... 1,451 152,584 Mobistar SA................................................. 250 20,685 Omega Pharma SA............................................. 157 9,031 Solvay SA................................................... 503 64,991 UCB SA...................................................... 693 44,007 Umicore..................................................... 195 28,794 --------- 1,135,725 --------- Bermuda--0.0% Frontline, Ltd.............................................. 415 15,889 SeaDrill, Ltd.(a)........................................... 1,725 22,815 --------- 38,704 ---------
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Shares Value ------ --------- Cayman Islands--0.1% Foxconn International Holdings, Ltd.(a)..................... 16,525 50,817 --------- Denmark--0.7% AP Moller--Maersk A/S....................................... 9 76,946 Bang & Olufsen A/S, Class B................................. 85 9,111 Carlsberg A/S, Class B...................................... 253 21,239 Codan A/S................................................... 107 7,588 Coloplast A/S............................................... 211 16,932 Dampskibseelskabet TORM-ADR................................. 115 5,980 Danisco A/S................................................. 387 31,368 Danske Bank A/S............................................. 3,285 128,970 DSV, de Sammensluttede Vagnmaend............................ 165 28,791 East Asiatic Co., Ltd. A/S.................................. 149 6,985 FLSmidth & Co., A/S, Class B................................ 337 15,594 GN Store Nord............................................... 1,653 25,261 H Lundbeck A/S.............................................. 450 10,476 Jyske Bank(a)............................................... 475 27,319 NKT Holding A/S............................................. 155 11,699 Novo-Nordisk A/S, Class B................................... 1,906 142,035 Novozymes A/S, Class A...................................... 373 28,399 Sydbank A/S................................................. 499 18,352 Topdanmark A/S(a)........................................... 148 20,419 TrygVesta AS................................................ 215 12,792 Vestas Wind Systems A/S(a).................................. 1,466 39,005 William Demant Holding(a)................................... 234 17,931 --------- 703,192 --------- Finland--1.4% Amer Group L/C.............................................. 1 11 Amer Sports Oyj ADR......................................... 566 12,691 Cargotec Corp., Class B..................................... 302 12,757 Elisa Oyj, Class A.......................................... 1,183 26,049 Fortum Oyj.................................................. 3,489 92,894 KCI Konecranes Oyj.......................................... 446 8,442 Kesko, Class B.............................................. 519 21,792 Kone Oyj.................................................... 603 29,198 Metso Oyj ADR............................................... 1,009 37,121 Neste Oil Oyj............................................... 1,015 29,569 Nokia Oyj................................................... 32,399 637,937 Nokian Renkaat Oyj.......................................... 820 14,721 OKO Bank, Class A........................................... 749 11,917 Orion Oyj, Class B(a)....................................... 661 12,560 Outokumpu Oyj, Class A...................................... 789 20,106 Rautaruukki Oyj............................................. 660 18,913 Sampo Oyj, Class A.......................................... 3,347 69,616 Sanoma-WSOY Oyj............................................. 508 13,018 Stora Enso Oyj.............................................. 4,599 69,537 Tietoenator Oyj............................................. 600 17,612 UPM Kymmene Oyj............................................. 4,142 98,040 Uponor Oyj.................................................. 435 11,742 Wartsila Corp., Class B..................................... 506 20,493 YIT Oyj..................................................... 991 22,929 --------- 1,309,665 --------- France--8.6% Accor SA.................................................... 1,634 111,097 Air France-KLM.............................................. 960 29,107 Alcatel SA ADR.............................................. 10,744 130,862 Alstom(a)................................................... 870 78,579 Atos Origin SA(a)........................................... 534 29,337 Axa SA...................................................... 13,186 486,695 BNP Paribas................................................. 13,176 708,105 Bouygues SA................................................. 1,603 85,511 Business Objects SA ADR(a).................................. 757 25,806 Cap Gemini SA............................................... 990 52,343 Carrefour SA................................................ 4,743 299,023 Casino Guichard-Perrachon SA................................ 345 27,732
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Shares Value ------ --------- CNP Assurances.............................................. 329 31,848 Compagnie de Saint-Gobain................................... 2,460 178,164 Credit Agricole SA.......................................... 4,742 207,702 Dassault Systemes SA........................................ 451 25,346 Essilor International SA.................................... 776 79,342 European Aeronautic Defence & Space Co...................... 2,602 74,699 France Telecom SA ADR....................................... 13,395 312,237 Gaz de France............................................... 1,558 61,902 Gecina SA................................................... 99 13,181 Groupe Danone ADR........................................... 9,437 279,524 Hermes International........................................ 517 47,713 Imerys SA................................................... 251 20,968 Klepierre................................................... 146 21,831 Lafarge SA.................................................. 4,738 152,658 Lagardere S.C.A............................................. 957 68,979 L'Air Liquide SA............................................ 951 193,789 L'Oreal SA.................................................. 2,278 230,856 LVMH Moet Hennessy Louis Vuitton SA......................... 1,939 199,215 M6-METROPOLE Television..................................... 522 16,011 Michelin (CGDE), Class B.................................... 1,135 83,079 Neopost SA.................................................. 253 30,198 Pagesjaunes Groupe SA....................................... 993 28,192 Pernod-Ricard SA............................................ 593 123,218 Pinault Printemps Redoute SA................................ 524 77,564 Psa Peugeot Citroen ADR..................................... 1,207 67,993 Publicis Groupe ADR......................................... 1,092 43,221 Renault SA.................................................. 1,466 167,745 Safran SA................................................... 1,321 26,655 Sanofi-Aventis ADR.......................................... 16,084 715,256 Schneider Electric SA....................................... 1,794 199,591 SCOR ADR.................................................... 6,519 15,646 Societe BIC SA.............................................. 220 13,668 Societe Des Autoroutes Paris................................ 179 13,325 Societe Television Francaise 1.............................. 932 29,761 Sodexho Alliance SA ADR..................................... 755 41,706 Suez SA..................................................... 8,050 356,212 Technip-Coflexip SA......................................... 835 47,570 Thales SA................................................... 680 30,113 Thomson/ex-TMM.............................................. 2,058 32,332 TotalFinaElf SA ADR......................................... 17,497 1,153,752 Unibail..................................................... 363 76,199 Valeo SA ADR................................................ 1,104 19,670 Vallourec................................................... 294 68,467 Veolia Environnement ADR.................................... 2,260 136,458 Vinci SA.................................................... 1,691 187,800 Vivendi..................................................... 9,132 328,544 Zodiac SA................................................... 325 19,248 --------- 8,413,345 --------- Germany--6.5% Adidas-Salomon AG........................................... 1,607 75,365 Allianz AG ADR.............................................. 32,143 557,038 Altana AG................................................... 556 30,797 BASF AG..................................................... 4,065 325,606 Bayer AG.................................................... 5,749 292,912 Beiersdorf AG............................................... 399 21,095 Bilfinger Berger AG......................................... 294 17,377 Celesio AG.................................................. 673 35,030 Commerzbank AG.............................................. 4,940 167,207 Continental AG ADR.......................................... 1,039 120,573 DaimlerChrysler AG.......................................... 774 38,654 DaimlerChrysler AG.......................................... 6,481 323,791 Deutsche Bank AG............................................ 4,098 493,728 Deutsche Boerse AG.......................................... 808 121,034 Deutsche Lufthansa AG....................................... 1,813 38,354 Deutsche Post AG............................................ 6,143 160,840 Deutsche Postbank AG........................................ 454 34,401 Deutsche Telekom AG ADR..................................... 22,442 356,155 Douglas Holdings AG......................................... 248 11,585 E.ON AG ADR................................................. 14,793 586,839 Fresenius Medical Care AG ADR............................... 1,492 64,484 Heidelberger Druckmaschinen................................. 460 18,958 Henkel KGaA................................................. 470 65,479
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Shares Value ------ --------- Hochtief AG................................................. 333 20,802 Hypo Real Estate Holdings ADR............................... 1,061 66,099 Infineon Technologies AG(a)................................. 5,975 70,684 Ivg Immobilien AG........................................... 689 24,975 KarstadtQuelle AG(a)........................................ 501 11,921 Linde AG.................................................... 854 80,380 MAN AG...................................................... 1,004 84,573 Merck KGaA.................................................. 406 42,805 Metro AG.................................................... 1,155 67,226 MLP AG...................................................... 473 10,551 Muenchener Rueckversicherungs-Gesellschaft AG............... 1,545 243,641 Premiere AG(a).............................................. 519 6,869 Puma AG Rudolf Dassler Sport................................ 93 31,661 Rheinmetall AG.............................................. 285 20,644 Rwe AG ADR.................................................. 3,522 325,020 Salzgitter AG............................................... 325 30,480 SAP AG ADR.................................................. 7,020 347,490 Siemens AG ADR.............................................. 6,702 583,745 Solarworld AG............................................... 287 15,740 Suedzucker AG............................................... 525 12,888 ThyssenKrupp AG............................................. 2,851 95,739 TUI AG...................................................... 1,687 34,773 Volkswagen AG ADR........................................... 6,740 115,142 Wincor Nixdorf AG........................................... 124 17,954 --------- 6,319,104 --------- Greece--0.6% Alpha Credit Bank........................................... 3,066 81,742 Cosmote Mobile Telecommunications SA........................ 793 19,004 EFG Eurobank................................................ 1,820 55,681 Folli--Follie SA............................................ 130 3,769 Germanos SA................................................. 355 8,453 Greek Organization of Football.............................. 1,768 59,437 Hellenic Bottling Company SA................................ 857 29,464 Hellenic Exchanges SA....................................... 361 5,708 Hellenic Petroleum SA....................................... 847 10,128 Hellenic Technodomiki Tev SA................................ 943 9,216 Hellenic Telecommunications Organization SA(a).............. 2,524 61,725 Intracom SA................................................. 681 4,341 Motor Oil (Hellas) SA....................................... 351 8,871 National Bank of Greece SA ADR.............................. 15,040 130,999 Piraeus Bank SA............................................. 1,701 44,007 Public Power Corp........................................... 827 19,885 Technical Olympic SA........................................ 629 2,115 Titan Cement Co. SA......................................... 456 21,593 Viohalco.................................................... 790 7,995 --------- 584,133 --------- Hong Kong--1.5% ASM Pacific Technology, Ltd................................. 1,373 7,205 Bank of East Asia, Ltd...................................... 11,533 52,616 BOC Hong Kong Holdings, Ltd................................. 29,296 65,759 Cathay Pacific Airways, Ltd................................. 1,606 16,447 Cheung Kong Holdings, Ltd................................... 11,919 127,800 Cheung Kong Infrastructure Holdings, Ltd.................... 3,569 10,914 Clp Holdings, Ltd........................................... 14,299 86,614 Esprit Holdings, Ltd........................................ 7,717 70,309 Giordano International, Ltd................................. 11,793 5,743 Hang Lung Properties, Ltd................................... 2,919 31,167 Hang Seng Bank, Ltd......................................... 6,054 76,488 Henderson Land Development.................................. 5,746 32,298 Hong Kong & China Gas....................................... 28,348 66,431 Hong Kong Electric Holdings................................. 10,983 51,375 Hong Kong Exchanges & Clearing, Ltd......................... 8,426 61,369 Hopewell Holdings........................................... 4,979 14,176 Hutchison Telecommunications International, Ltd.(a)......... 11,287 19,970 Hutchison Whampoa, Ltd...................................... 16,876 148,841 Hysan Development Co., Ltd.................................. 5,003 12,824 Johnson Electric Holdings, Ltd. ADR......................... 1,163 10,164 Kerry Properties, Ltd....................................... 3,872 14,156 Kingboard Chemical Holdings, Ltd............................ 4,349 15,633 Li & Fung, Ltd.............................................. 15,337 38,071
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Shares Value ------ --------- Link REIT (The)(a).......................................... 16,922 35,193 Melco International Development, Ltd........................ 5,814 12,446 MTR Corp.................................................... 10,856 27,229 New World Development, Ltd. ADR............................. 10,083 34,730 Orient Overseas International, Ltd.......................... 1,734 7,049 PCCW, Ltd................................................... 2,931 17,762 Shangri-La Asia, Ltd........................................ 500 22,227 Shun Tak Holdings, Ltd...................................... 7,417 8,738 Sino Land Co................................................ 10,207 18,047 Solomon Systech International, Ltd.......................... 15,904 2,772 Sun Hung Kai Properties, Ltd................................ 10,847 118,392 Swire Pacific, Ltd.......................................... 7,366 76,948 Techtronic Industries Co., Ltd.............................. 8,119 11,969 Television Broadcasts, Ltd.................................. 2,254 12,149 Texwinca Holdings, Ltd...................................... 4,724 3,084 Wharf Holdings, Ltd......................................... 9,688 33,165 Wing Hang Bank, Ltd......................................... 1,396 13,618 Yue Yuen Industrial Holdings................................ 3,847 11,940 --------- 1,503,828 --------- Ireland--0.9% Allied Irish Bank........................................... 3,465 187,318 Bank of Ireland ADR......................................... 1,925 151,652 C&C Group PLC............................................... 2,448 33,222 CRH PLC ADR................................................. 4,277 148,155 DCC PLC..................................................... 639 15,944 Depfa Bank PLC.............................................. 2,795 51,537 Elan Corp. PLC(a)........................................... 3,411 52,461 Fyffes PLC.................................................. 2,490 4,834 Grafton Group PLC........................................... 1,792 23,624 Greencore Group PLC......................................... 1,247 6,168 Iaws Group PLC.............................................. 845 15,678 Independent News & Media PLC................................ 4,487 13,518 Irish Life & Permanent PLC.................................. 2,151 53,798 Kerry Group PLC, Class A.................................... 1,037 24,581 Kingspan Group PLC.......................................... 1,005 20,687 Paddy Powerl PLC............................................ 359 6,736 Ryanair Holdings PLC ADR(a)................................. 305 19,303 --------- 829,216 --------- Italy--3.6% Alleanza Assicurazioni SpA.................................. 3,350 39,138 Arnoldo Mondadori Editore SpA............................... 924 8,546 Assicurazioni Generali SpA.................................. 7,577 282,886 Autogrill SpA............................................... 806 12,815 Autostrade SpA.............................................. 2,266 67,072 Banca Fideuram SpA.......................................... 2,328 14,836 Banca Intesa SpA............................................ 30,955 203,321 Banca Intesa SpA--RNC....................................... 7,382 45,128 Banca Monte dei Paschi di Sien SpA.......................... 8,723 52,837 Banca Popolare di Milano SCRL............................... 3,286 43,389 Banche Popolari Unite SCRL.................................. 2,727 73,323 Banco Popolare di Verona e Novara SCRL...................... 2,952 81,495 Benetton Group SpA.......................................... 251 8,634 Bulgari SpA................................................. 1,180 15,008 Capitalia SpA............................................... 13,325 110,125 Enel SpA ADR................................................ 6,835 311,881 Eni Spa ADR................................................. 10,305 613,251 Fiat SpA ADR(a)............................................. 4,324 68,751 Finmeccanica SpA............................................ 2,351 52,451 Fondiaria-Sai SpA........................................... 573 25,096 Gruppo Editoriale L'Espresso SpA............................ 1,374 7,012 Italcementi SpA............................................. 561 14,195 Lottomatica SpA............................................. 459 17,302 Luxottica Group SpA ADR..................................... 1,090 32,079 Mediaset SpA................................................ 6,078 65,252 Mediobanca SpA.............................................. 3,800 82,803 Mediolanum SpA.............................................. 2,016 14,966 Pirelli & Co. SpA........................................... 22,562 19,377 San Paolo IMI SpA........................................... 8,815 186,165 Seat Pagine Gialle SpA...................................... 32,258 16,118 Snam Rete Gas SpA........................................... 7,742 37,550
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Shares Value ------ --------- Telecom Italia SpA.......................................... 3 9 Telecom Italia SpA ADR (Ordinary)........................... 8,474 240,068 Telecom Italia SpA ADR (Savings)............................ 4,770 114,385 Terna SpA................................................... 9,500 27,627 Tiscali SpA(a).............................................. 2,042 5,781 UniCredito Italiano SpA..................................... 61,796 512,314 Unipol SpA.................................................. 7,122 21,085 --------- 3,544,071 --------- Japan--22.3% 77 Bank, Ltd.(The).......................................... 2,579 17,896 Access Co., Ltd.(a)......................................... 2 14,256 Acom Co., Ltd............................................... 2,276 24,290 Aderans Co., Ltd............................................ 281 7,281 Advantest Corp.............................................. 2,527 63,099 Aeon Co., Ltd............................................... 4,594 112,794 Aeon Credit Service Co., Ltd................................ 683 16,365 Aiful Corp.................................................. 618 23,913 Aisin Seiki Co., Ltd........................................ 1,516 44,381 Ajinomoto Co., Inc.......................................... 4,888 52,674 Alfresa Holdings Corp....................................... 191 12,122 All Nippon Airways Co., Ltd................................. 5,000 20,248 Alps Electric Co., Ltd...................................... 1,365 14,291 Amada Co., Ltd.............................................. 2,896 29,131 Amano Corp.................................................. 482 6,184 Aoyama Trading Co., Ltd..................................... 454 14,531 Arrk Corp................................................... 458 6,004 Asahi Breweries, Ltd........................................ 2,931 42,743 Asahi Glass Co., Ltd........................................ 7,511 92,707 Asahi Kasei Corp............................................ 9,708 62,270 Asatsu-DK, Inc.............................................. 266 8,086 Asics Corp.................................................. 1,266 16,502 Astellas Pharma, Inc........................................ 4,241 170,827 Autobacs Seven Co., Ltd..................................... 218 8,207 Bank of Fukoaka, Ltd........................................ 4,672 34,361 Bank of Kyoto, Ltd. (The)................................... 2,090 21,150 Bank of Yokohama, Ltd.(The)................................. 9,457 74,650 Benesse Corp................................................ 505 18,719 Bridgestone Corp............................................ 4,828 97,817 Canon Sales Co., Inc........................................ 596 14,288 Canon, Inc. ADR............................................. 8,443 441,485 Casio Computer Co., Ltd..................................... 1,820 36,733 Central Glass Co., Ltd...................................... 1,361 7,535 Central Japan Railway Co.................................... 12 127,944 Chiba Bank, Ltd.(The)....................................... 6,026 53,813 Chiyoda Corp................................................ 1,146 22,469 Chubu Electric Power Co., Inc............................... 5,263 136,917 Chugai Pharmaceutical Co., Ltd.............................. 2,215 47,689 Circle K Sunkus Co., Ltd.................................... 341 6,407 Citizen Watch Co., Ltd...................................... 2,861 23,543 Coca-Cola West Japan Co., Ltd............................... 440 8,805 COMSYS Holdings Corp........................................ 925 10,161 Credit Saison Co., Ltd...................................... 1,289 54,387 CSK Holdings Corp........................................... 524 21,925 Dai Nippon Printing Co., Ltd................................ 4,983 76,918 Daicel Chemical Industries, Ltd............................. 2,167 15,066 Daido Steel Co., Ltd........................................ 2,752 20,162 Daifuku Co., Ltd............................................ 630 7,945 Daiichi Sankyo Co., Ltd..................................... 5,802 164,417 Daikin Industries, Ltd...................................... 1,880 55,713 Daimaru, Inc................................................ 1,715 21,235 Dainippon Ink & Chemicals, Inc.............................. 5,022 18,318 Dainippon Screen Manufacturing Co., Ltd..................... 1,708 15,545 Daito Trust Construction Co., Ltd........................... 652 35,432 Daiwa House Industry Co., Ltd............................... 4,274 73,979 Daiwa Securities Group, Inc................................. 10,035 117,462 Denki Kagaku Kogyo Kabushiki Kaisha......................... 3,703 14,373 Denso Corp.................................................. 4,199 147,895 Dentsu, Inc................................................. 14 38,117 Dowa Mining Co., Ltd.(a).................................... 2,165 18,747 Dowa Mining Co., Ltd.--Rights(a)............................ 2,165 916 E*Trade Securities Co., Ltd................................. 12 13,670 eAccess, Ltd................................................ 10 6,030
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Shares Value ------ ------- East Japan Railway Co....................................... 27 188,949 Ebara Corp.................................................. 3,012 10,933 Edion Corp.................................................. 583 9,999 Eisai Co., Ltd. ADR......................................... 1,996 96,532 Electric Power Development Co., Ltd......................... 1,253 44,727 Elpida Memory, Inc.(a)...................................... 752 34,196 FamilyMart Co., Ltd......................................... 503 13,771 Fanuc, Ltd.................................................. 1,422 111,048 Fast Retailing Co., Ltd..................................... 420 39,512 Fuji Electric Holdings Co., Ltd............................. 4,432 22,895 Fuji Photo Film Co., Ltd.................................... 3,870 141,180 Fuji Soft ABC, Inc.......................................... 238 6,226 Fuji Television Network, Inc................................ 4 9,040 Fujikura, Ltd............................................... 2,830 31,034 Fujitsu, Ltd................................................ 14,749 121,748 Furukawa Electric Co. (The)................................. 5,030 33,301 Glory, Ltd.................................................. 500 9,695 Goodwill Group, Inc. (The).................................. 11 6,669 Gunma Bank, Ltd.(The)....................................... 2,998 22,199 Gunze, Ltd.................................................. 1,534 8,687 Hakuhodo DY Holdings, Inc................................... 200 13,073 Hankyu Department Stores, Inc............................... 1,114 9,425 Hankyu Holdings, Inc........................................ 1,869 11,697 Haseko Corp.(a)............................................. 5,968 20,568 Hikari Tsushin, Inc......................................... 184 9,621 Hino Motors, Ltd............................................ 2,047 11,081 Hirose Electric Co., Ltd.................................... 238 31,575 Hitachi Cable, Ltd.......................................... 1,332 6,023 Hitachi Capital Corp........................................ 346 6,603 Hitachi Chemical Co., Ltd................................... 821 19,931 Hitachi Construction Machinery Co., Ltd..................... 776 17,392 Hitachi High-Technologies Corp.............................. 491 13,890 Hitachi, Ltd. ADR........................................... 2,666 155,348 Hokkaido Electric Power Co., Inc............................ 1,449 35,172 Hokugin Financial Group, Inc................................ 9,167 34,583 Honda Motor Co., Ltd. ADR................................... 12,347 415,229 House Foods Corp............................................ 571 9,427 Hoya Corp. ADR.............................................. 3,272 123,325 Ibiden Co., Ltd............................................. 1,065 56,321 Index Holdings.............................................. 8 5,807 Inpex Holdings, Inc.(a)..................................... 7 55,718 Isetan Co., Ltd............................................. 1,510 25,500 Ishikawajima-Harima Heavy Industries Co., Ltd............... 9,252 28,330 Ito En, Ltd................................................. 469 16,165 Itochu Corp................................................. 11,920 92,535 Itochu Techno-Science Corp.................................. 219 11,149 Jafco Co., Ltd.............................................. 268 13,559 Japan Airlines System Corp.................................. 7,000 13,692 Japan Prime Realty Investment Corp.......................... 3 8,972 Japan Real Estate Investment Corp........................... 2 16,941 Japan Retail Fund Investment Corp........................... 2 14,738 Japan Steel Works, Ltd. (The)............................... 2,647 18,115 Japan Tobacco, Inc.......................................... 36 140,201 JFE Holdings, Inc........................................... 4,417 173,341 JGC Corp.................................................... 1,641 27,474 Joyo Bank, Ltd.(The)........................................ 5,398 32,049 JS Group Corp............................................... 2,109 44,173 JSR Corp.................................................... 1,418 31,282 JTEKT Corp.................................................. 1,518 29,489 Kajima Corp................................................. 7,115 32,524 Kaken Pharmaceutical Co., Ltd............................... 671 4,572 Kamigumi Co., Ltd........................................... 2,063 16,118 Kaneka Corp................................................. 2,406 22,775 Kansai Electric Power Co., Inc. (The)....................... 6,097 140,652 Kansai Paint Co., Ltd....................................... 1,727 13,098 Kao Corp. ADR............................................... 391 104,319 Katokichi Co., Ltd.......................................... 975 7,980 Kawasaki Heavy Industries, Ltd. ADR......................... 2,620 34,707 Kawasaki Kisen Kaisha, Ltd.................................. 3,996 25,285 KDDI Corp................................................... 19 118,667 Keihin Electric Express Railway Co., Ltd.................... 3,363 24,605 Keio Electric Railway Co., Ltd.............................. 4,325 28,895 Keisei Electric Railway Co., Ltd............................ 2,288 14,028 Keyence Corp................................................ 298 68,621
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Shares Value ------ ------- Kikkoman Corp............................................... 1,171 13,672 Kinden Corp................................................. 1,053 8,704 Kintetsu Corp............................................... 12,810 40,123 Kirin Brewery Co., Ltd...................................... 6,235 83,280 KK DaVinci Advisors(a)...................................... 8 7,679 Kobe Steel, Ltd............................................. 22,195 69,785 Kokuyo Co., Ltd............................................. 662 10,529 Komatsu, Ltd. ADR........................................... 1,779 122,955 Komori Corp................................................. 457 9,304 Konami Corp................................................. 739 18,918 Konica Minolta Holdings, Inc................................ 3,788 50,815 Kose Corp................................................... 264 8,526 Kubota Corp. ADR............................................ 1,749 71,518 Kuraray Co., Ltd............................................ 2,879 32,055 Kurita Water Industries, Ltd................................ 894 17,358 Kyocera Corp. ADR........................................... 1,287 110,090 Kyowa Hakko Kogyo Co., Ltd.................................. 2,578 18,157 Kyushu Electric Power Co., Inc.............................. 3,003 70,988 Lawson, Inc................................................. 497 17,487 Leopalace21 Corp............................................ 1,010 36,912 Mabuchi Motor Co., Ltd...................................... 224 13,704 Makita Corp................................................. 855 25,159 Marubeni Corp............................................... 12,097 60,317 Marui Co., Ltd.............................................. 2,481 36,435 Matsui Securities Co., Ltd.................................. 956 8,009 Matsumotokiyoshi Co., Ltd................................... 318 7,644 Matsushita Electric Industrial Co., Ltd. ADR................ 15,536 328,277 Matsushita Electric Works, Ltd.............................. 2,676 28,334 Mediceo Holdings Co., Ltd................................... 1,344 27,534 Meiji Dairies Corp.......................................... 2,069 13,987 Meiji Seika Kaisha, Ltd..................................... 2,442 12,409 Meitec Corp................................................. 277 8,518 Millea Holdings, Inc........................................ 2,178 197,981 Minebea Co., Ltd. ADR....................................... 1,343 14,697 Mitsubishi Chemical Holdings Corp........................... 9,295 58,253 Mitsubishi Corp. ADR........................................ 5,346 201,045 Mitsubishi Electric Corp.................................... 15,299 129,055 Mitsubishi Estate Co., Ltd.................................. 9,230 201,963 Mitsubishi Gas Chemical Co., Inc............................ 3,062 33,361 Mitsubishi Heavy Industries, Ltd............................ 25,373 105,162 Mitsubishi Logistics Corp................................... 905 14,444 Mitsubishi Materials Corp................................... 7,725 31,938 Mitsubishi Rayon Co., Ltd................................... 4,275 28,292 Mitsubishi Securities Co., Ltd.............................. 2,012 25,290 Mitsubishi UFJ Financial Group Inc. ADR..................... 68,011 871,220 Mitsui & Co., Ltd. ADR...................................... 614 157,154 Mitsui Chemicals, Inc....................................... 5,016 36,146 Mitsui Engineering & Shipbuilding Co., Ltd.................. 5,592 18,224 Mitsui Fudosan Co., Ltd..................................... 6,629 150,837 Mitsui Mining & Smelting Co., Ltd........................... 4,536 23,442 Mitsui O.S.K. Lines, Ltd.................................... 8,589 63,634 Mitsui Sumitomo Insurance Co................................ 9,584 120,085 Mitsui Trust Holdings, Inc.................................. 4,895 55,838 Mitsukoshi, Ltd............................................. 3,262 14,657 Mitsumi Electric Co., Ltd................................... 547 7,558 Mizuho Financial Group, Inc................................. 76 590,384 Murata Manufacturing Co., Ltd............................... 1,605 111,631 Namco Bandai Holdings, Inc.................................. 1,648 25,956 NEC Corp. ADR............................................... 16,067 87,565 NEC Electronics Corp........................................ 293 10,075 Net One Systems Co., Ltd.................................... 4 5,568 NGK Insulators, Ltd......................................... 2,117 29,824 NGK Spark Plug Co., Ltd..................................... 1,363 27,129 NHK Spring Co., Ltd......................................... 1,256 14,550 Nichirei Corp............................................... 1,969 10,399 Nidec Corp.................................................. 859 64,826 Nikko Cordial Corp.......................................... 6,564 76,326 Nikon Corp.................................................. 2,344 48,526 Nintendo Co., Ltd........................................... 785 161,942 Nippon Building Fund, Inc................................... 4 40,651 Nippon Electric Glass Co., Ltd.............................. 1,771 39,092 Nippon Express Co., Ltd..................................... 6,307 33,874 Nippon Kayaku Co., Ltd...................................... 1,228 10,423 Nippon Light Metal Co., Ltd................................. 3,656 9,216
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Shares Value ------ ------- Nippon Meat Packers, Inc.................................... 1,356 15,237 Nippon Mining Holdings, Inc................................. 6,908 48,982 Nippon Oil Corp............................................. 9,855 72,769 Nippon Sheet Glass Co., Ltd................................. 3,163 14,876 Nippon Shokubai Co., Ltd.................................... 1,003 12,169 Nippon Steel Corp........................................... 48,500 199,765 Nippon Telegraph & Telephone ADR............................ 8,206 201,294 Nippon Unipac Holding....................................... 7 25,363 Nippon Yusen Kabushiki Kaisha............................... 8,278 50,491 Nishimatsu Construction Co., Ltd............................ 2,090 7,815 NISHI-NIPPON City Bank, Ltd................................. 4,314 21,216 Nissan Chemical Industries, Ltd............................. 1,263 14,946 Nissan Motor Co.,Ltd. ADR................................... 8,947 200,950 Nisshin Seifun Group, Inc................................... 1,523 15,901 Nisshin Steel Co., Ltd...................................... 6,692 19,847 Nisshinbo Industries, Inc................................... 1,319 13,919 Nissin Food Products Co., Ltd............................... 706 22,497 Nitori Co., Ltd............................................. 291 13,167 Nitto Denko Corp............................................ 1,307 77,466 NOK Corp.................................................... 891 22,048 Nomura Holdings, Inc. ADR................................... 14,007 246,242 Nomura Real Estate Office Fund, Inc......................... 2 16,034 Nomura Research............................................. 178 24,727 NSK, Ltd.................................................... 3,491 29,505 NTN Corp.................................................... 3,116 24,687 NTT Data Corp............................................... 10 46,229 NTT Docomo, Inc. ADR........................................ 14,818 228,345 NTT Urban Development Corp.................................. 2 16,023 Obayashi Corp............................................... 5,141 36,231 Obic Co., Ltd............................................... 55 11,643 Odakyu Electric Railway Co., Ltd............................ 4,949 31,465 Oji Paper Co., Ltd.......................................... 5,898 32,317 Oki Electric Industry Co., Ltd.............................. 4,363 9,822 Okuma Corp.................................................. 1,136 10,055 Okumura Corp................................................ 1,446 7,940 Olympus Corp................................................ 1,826 53,838 Omron Corp.................................................. 1,775 43,599 Onward Kashiyama Co., Ltd................................... 1,095 15,768 Oracle Corp., Japan......................................... 251 10,872 Oriental Land Co., Ltd...................................... 396 22,232 Orix Corp. ADR.............................................. 1,430 197,483 Osaka Gas Co., Ltd.......................................... 15,929 55,612 Osg Corp.................................................... 627 8,940 Otsuka Corp................................................. 125 13,298 PARK24 Co., Ltd............................................. 374 12,306 Pioneer Corp................................................ 1,212 21,352 Promise Co., Ltd............................................ 641 25,496 QP Corp..................................................... 800 7,569 Rakuten, Inc................................................ 51 20,046 Resona Holdings, Inc........................................ 36 108,168 Ricoh Co., Ltd.............................................. 1,061 106,790 Rinnai Corp................................................. 279 7,994 Rohm Co., Ltd............................................... 846 78,798 Round One Corp.............................................. 3 10,891 Ryohin Keikaku Co., Ltd..................................... 189 13,388 Sanken Electric Co., Ltd.................................... 844 10,933 Sankyo Co., Ltd./Gunma...................................... 425 22,705 Santen Pharmaceutical Co., Ltd.............................. 584 14,847 Sanwa Shutter Corp.......................................... 1,606 9,110 Sanyo Electric Co., Ltd..................................... 12,599 25,611 Sapporo Hokuyo Holdings, Inc................................ 2 21,817 Sapporo Holdings, Ltd....................................... 2,031 9,658 SBI Holdings, Inc........................................... 83 29,752 Secom Co., Ltd.............................................. 1,662 82,401 Sega Sammy Holdings, Inc. ADR............................... 5,830 46,911 Seiko Epson Corp............................................ 1,088 29,657 Seino Transportation Co., Ltd............................... 1,151 13,548 Sekisui Chemical Co., Ltd................................... 3,630 30,617 Sekisui House, Ltd. ADR..................................... 4,212 63,752 Seven & I Holdings Co., Ltd................................. 6,541 210,845 SFCG Co., Ltd............................................... 44 8,368 Sharp Corp.................................................. 7,914 135,882 Shimachu Co., Ltd........................................... 366 10,781 Shimamura Co., Ltd.......................................... 159 15,545
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Shares Value ------ ------- Shimano, Inc................................................ 570 15,935 Shimizu Corp................................................ 4,682 26,782 Shin-Etsu Chemical Co., Ltd................................. 3,079 196,740 Shinko Electric Industries Co., Ltd......................... 535 14,908 Shinko Securities Co., Ltd.................................. 3,853 15,294 Shinsei Bank, Ltd........................................... 10,755 65,672 Shionogi & Co., Ltd......................................... 2,363 43,476 Shiseido Co., Ltd........................................... 2,857 57,086 Shizuoka Bank, Ltd.(The).................................... 4,561 49,647 Showa Denko Kabushiki Kaisha................................ 8,363 36,124 Showa Shell Sekiyu Kabushiki Kaisha......................... 1,492 16,642 SMC Corp.................................................... 427 56,592 Softbank Corp............................................... 5,848 121,137 Sojitz Corp.(a)............................................. 3,040 9,903 Sompo Japan Insurance, Inc.................................. 6,647 87,196 Sony Corp. ADR.............................................. 7,932 320,137 Stanley Electric Co., Ltd................................... 1,192 24,655 Sumco Corp.................................................. 379 28,151 Sumitomo Bakelite Co., Ltd.................................. 1,440 10,897 Sumitomo Chemical Co., Ltd.................................. 11,795 88,102 Sumitomo Corp. ADR.......................................... 8,416 105,000 Sumitomo Electric Industries, Ltd........................... 5,710 77,267 Sumitomo Heavy Industries, Ltd.............................. 4,532 37,951 Sumitomo Metal Industries, Ltd. ADR......................... 3,234 124,084 Sumitomo Metal Mining Co.................................... 4,309 56,613 Sumitomo Mitsui Financial Group, Inc........................ 49 514,804 Sumitomo Osaka Cement Co., Ltd.............................. 3,045 9,046 Sumitomo Realty & Development............................... 3,015 88,733 Sumitomo Rubber Industries, Ltd............................. 1,354 14,924 Sumitomo Titanium Corp...................................... 146 17,426 Sumitomo Trust & Banking Co., Ltd. ADR...................... 9,934 103,997 Suruga Bank Ltd............................................. 1,573 19,670 Suzuken Co., Ltd............................................ 556 20,858 T&D Holdings, Inc........................................... 1,853 134,314 Taiheiyo Cement Corp........................................ 6,757 25,036 Taiheiyo Cement Corp. ADR................................... 39 1,444 Taisei Corp................................................. 7,587 27,245 Taisho Pharmaceutical Co., Ltd.............................. 1,269 24,309 Taiyo Nippon Sanso Corp..................................... 2,089 17,734 Taiyo Yuden Co., Ltd........................................ 810 12,181 Takara Holdings, Inc........................................ 1,379 8,108 Takashimaya Co., Ltd........................................ 2,203 28,041 Takeda Chemical Industries, Ltd............................. 7,040 440,111 Takefuji Corp............................................... 875 40,197 Tanabe Seiyaku Co., Ltd..................................... 1,801 22,632 Tdk Corp. ADR............................................... 1,002 80,310 Teijin, Ltd................................................. 6,614 35,693 Terumo Corp................................................. 1,336 50,673 THK Co., Ltd................................................ 946 22,401 TIS, Inc.................................................... 287 6,787 Tobu Railway Co., Ltd....................................... 6,458 32,601 Toda Corp................................................... 1,660 7,783 Toho Co., Ltd............................................... 1,122 22,819 Toho Titanium Co., Ltd...................................... 216 13,337 Tohoku Electric Power Co., Inc.............................. 3,384 74,057 Tokai Rika Co., Ltd......................................... 448 8,710 Tokuyama Corp............................................... 1,855 24,825 Tokyo Broadcasting System, Inc.............................. 300 7,000 Tokyo Electric Power Co., Inc. (The)........................ 9,639 277,677 Tokyo Electron, Ltd......................................... 1,287 95,189 Tokyo Gas Co., Ltd.......................................... 17,798 89,295 Tokyo Seimitsu Co., Ltd..................................... 270 14,179 Tokyo Steel Manufacturing Co., Ltd.......................... 859 13,525 Tokyo Style Co., Ltd........................................ 527 6,354 Tokyo Tatemono Co., Ltd..................................... 2,266 25,506 Tokyu Corp.................................................. 8,457 58,250 Tokyu Land Corp............................................. 3,164 30,048 TonenGeneral Sekiyu K.K..................................... 2,309 20,882 Toppan Printing Co., Ltd.................................... 4,430 49,113 Toray Industries, Inc....................................... 10,540 79,406 Toshiba Corp................................................ 22,936 148,902 Tosoh Corp.................................................. 3,807 15,444 Toto Ltd.................................................... 2,207 20,792 Toyo Seikan Kaisha, Ltd..................................... 1,286 24,643
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Shares Value ------ ---------- Toyo Suisan Kaisha, Ltd..................................... 702 10,125 Toyobo Co., Ltd............................................. 4,981 13,139 Toyoda Gosei Co., Ltd....................................... 515 11,360 Toyota Industries Corp...................................... 1,548 65,768 Toyota Motor Corp. Sponsored ADR............................ 11,431 1,244,835 Toyota Tsusho Corp.......................................... 1,556 41,012 Trend Micro, Inc............................................ 759 22,198 Ube Industries, Ltd......................................... 7,189 20,408 Uni-Charm Corp.............................................. 328 18,237 Uniden Corp................................................. 450 4,764 UNY Co., Ltd................................................ 1,274 16,951 Ushio, Inc.................................................. 884 19,087 USS Co., Ltd................................................ 193 12,407 Wacoal Corp................................................. 798 10,054 West Japan Railway Co....................................... 13 55,571 Yahoo! Japan Corp........................................... 120 45,160 Yakult Honsha Co., Ltd...................................... 836 24,586 Yamada Denki Co., Ltd....................................... 670 67,314 Yamaha Corp................................................. 1,390 29,282 Yamaha Motor Co., Ltd....................................... 1,472 39,101 Yamato Transport Co., Ltd................................... 2,895 41,910 Yamazaki Baking Co., Ltd.................................... 872 8,471 Yaskawa Electric Corp....................................... 1,476 14,530 Yokogawa Electric Corp...................................... 1,701 22,388 Zeon Corp................................................... 1,342 13,602 ---------- 21,724,081 ---------- Netherlands--5.5% ABN AMRO Holding NV ADR..................................... 14,363 419,687 Aegon NV ADR................................................ 11,393 213,847 Akzo Nobel NV ADR........................................... 2,152 132,327 ASML Holding NV(a).......................................... 3,834 89,256 Buhrmann NV ADR............................................. 857 12,864 Corio NV.................................................... 319 23,206 Euronext NV................................................. 713 69,180 Fugro NV.................................................... 460 19,411 Getronics NV................................................ 976 6,567 Hagemeyer NV(a)............................................. 4,087 19,909 Heineken NV................................................. 1,939 88,614 Ing Groep NV ADR............................................ 14,836 652,487 Koninklijke Ahold NV ADR(a)................................. 12,312 130,384 Koninklijke DSM NV.......................................... 1,199 52,524 Koninklijke DSM NV ADR...................................... 4,798 52,558 Koninlijke Philips Electronics NV........................... 9,898 346,529 Mittal Steel Co. NV Class A................................. 2,573 89,386 OCE NV ADR.................................................. 622 10,263 Qiagen NV(a)................................................ 1,114 17,541 Randstad Holdings NV........................................ 366 20,822 Reed Elsevier NV ADR........................................ 2,799 93,570 Rodamco Europe NV........................................... 426 49,561 Royal Dutch Shell PLC ADR, Class A.......................... 15,228 1,006,571 Royal Dutch Shell PLC ADR, Class B.......................... 10,922 746,846 Royal KPN NV ADR............................................ 15,329 195,598 Royal Numico NV............................................. 1,354 60,894 SBM Offshore NV............................................. 1,090 29,619 STMicroelectronics NV....................................... 5,392 93,065 TNT NV ADR.................................................. 3,274 124,478 Unilever NV ADR............................................. 13,575 333,131 Vedior NV................................................... 1,353 25,296 Wereldhave NV............................................... 165 17,975 Wolters Kluwer NV........................................... 2,322 60,505 ---------- 5,304,471 ---------- New Zealand--0.1% Auckland International Airport, Ltd......................... 7,730 10,245 Contact Energy, Ltd......................................... 2,283 10,662 Fisher & Paykel Appliances Holdings, Ltd.................... 2,086 4,917 Fisher & Paykel Healthcare Corp., Ltd....................... 4,040 10,953 Fletcher Building, Ltd...................................... 3,717 20,826 Kiwi Income Property Trust.................................. 5,612 5,054 Sky City Entertainment Group, Ltd........................... 3,491 12,084 Sky Network Television, Ltd................................. 1,540 5,427
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Shares Value ------ ------- Telecom Corporation of New Zealand, Ltd. ADR................ 1,936 43,424 Tower, Ltd.(a).............................................. 2,279 4,822 Vector, Ltd................................................. 1,979 3,062 Warehouse Group, Ltd........................................ 846 3,547 ------- 135,023 ------- Norway--0.7% Aker Kvaerner ASA........................................... 218 19,455 DET Norske Oljeselskap ASA.................................. 6,447 9,015 DNB NOR ASA................................................. 5,292 64,809 Norsk Hydro A/S ADR......................................... 5,638 126,912 Norske Skogindustrier ASA................................... 1,353 20,346 Ocean RIG ASA(a)............................................ 1,424 8,921 Orkla ASA................................................... 1,484 70,641 PAN Fish ASA(a)............................................. 20,590 16,219 Petrojarl ASA(a)............................................ 475 5,108 Petroleum Geo-Services ASA(a)............................... 451 22,136 Prosafe ASA................................................. 313 19,288 Schibsted ASA............................................... 384 11,532 Statoil ASA ADR............................................. 5,200 123,864 Storebrand ASA.............................................. 1,842 19,443 Tandberg ASA................................................ 957 10,234 Tandberg Television ASA(a).................................. 638 5,190 Telenor ASA................................................. 2,026 78,893 TGS Nopec Geophysical Co. ASA(a)............................ 835 13,288 Tomra Systems ASA........................................... 1,413 8,611 Yara International ASA ADR.................................. 1,620 24,603 ------- 678,508 ------- Portugal--0.3% Banco BPI SA................................................ 2,407 17,925 Banco Comercial Portugues SA, Class R....................... 17,154 53,248 Banco Espirito Santo SA..................................... 1,583 24,148 Brisa-Auto Estradas de Portugal SA.......................... 2,375 26,285 Cimpor Cimentos de Portugal SA.............................. 1,862 13,315 Electricidade DE Portugal ADR............................... 1,592 68,727 Jeronimo Martins............................................ 598 10,665 Portugal Telecom SGPS SA ADR................................ 6,256 78,075 PT Multimedia Servicos de Telecommicacaroes e Multimedia SGPS SA................................................... 621 7,504 Sonae Industria SGPS SA/New(a).............................. 554 5,006 Sonae SGPS SA............................................... 6,333 10,983 ------- 315,881 ------- Singapore--0.8% Allgreen Properties, Ltd.................................... 3,339 3,336 Ascendas Real Estate Investment Trust....................... 7,281 9,851 Capitaland, Ltd............................................. 4,937 31,432 CapitaMall Trust............................................ 6,562 10,489 Chartered Semiconductor Manufacturing, Ltd. ADR(a).......... 796 5,954 City Developments, Ltd...................................... 3,949 26,635 ComfortDelgro Corp., Ltd.................................... 13,922 14,802 Cosco Corp. Singapore, Ltd.................................. 6,112 6,376 Creative Technology, Ltd.................................... 437 2,858 DBS Group Holdings ADR...................................... 2,231 108,006 Fraser and Neave, Ltd....................................... 6,483 16,866 Haw Par Corp., Ltd.......................................... 821 3,280 Jardine Cycle & Carriage, Ltd............................... 1,055 7,959 Keppel Corp., Ltd. ADR...................................... 2,179 40,657 Keppel Land, Ltd............................................ 2,843 8,876 Neptune Orient Lines, Ltd. ADR.............................. 864 4,422 Noble Group, Ltd............................................ 7,603 4,970 Olam International, Ltd..................................... 4,923 5,254 Overseas-Chinese Banking Corp., Ltd......................... 19,699 81,254 Parkway Holdings, Ltd....................................... 4,619 8,133 SembCorp Industries, Ltd.................................... 6,260 13,234 SembCorp Marine, Ltd........................................ 4,033 8,480 Singapore Airlines, Ltd..................................... 4,367 40,123 Singapore Airlines, Ltd..................................... 300 2,737 Singapore Exchange, Ltd..................................... 6,232 17,405 Singapore Land, Ltd......................................... 980 4,837 Singapore Petroleum Co., Ltd................................ 1,020 3,017
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Shares Value ------ --------- Singapore Post, Ltd......................................... 10,602 6,750 Singapore Press Holdings, Ltd............................... 11,878 30,624 Singapore Technologies Engineering, Ltd..................... 10,478 18,804 Singapore Telecom--Escrow................................... 5,358 0 Singapore Telecommunications, Ltd. ADR...................... 5,385 82,825 SMRT Corp., Ltd............................................. 4,780 3,341 STATS ChipPAC, Ltd. ADR(a).................................. 1,023 6,148 Suntec Real Estate Investment Trust......................... 6,677 6,216 United Overseas Bank, Ltd................................... 4,554 93,583 United Overseas Land, Ltd................................... 4,084 8,990 Venture Corp., Ltd.......................................... 1,929 15,285 Want Want Holdings, Ltd..................................... 3,571 5,518 Wing Tai Holdings, Ltd...................................... 3,696 4,394 --------- 773,721 --------- Spain--3.8% Abertis Infraestructuras SA................................. 1,808 47,381 Acciona SA.................................................. 226 34,332 Acerinox SA................................................. 1,438 27,699 ACS Actividades Cons y Serv................................. 1,956 92,585 Altadis SA.................................................. 2,131 101,134 Antena 3 Television SA...................................... 616 12,581 Banco Bilbao Vizcaya ADR.................................... 26,844 620,902 Banco Popular Espanol SA.................................... 6,736 110,333 Banco Santander Central Hispano............................. 47,038 742,730 Cintra Concesiones de Infraestructuras de Transporte SA..... 1,555 21,866 Corporacion Mapfre SA....................................... 4,257 17,774 Ebro Puleva SA.............................................. 670 13,672 Endesa SA ADR............................................... 7,544 321,374 Fadesa Inmobiliaria SA...................................... 400 17,796 Fomento de Connstrucciones Y Contratas SA................... 362 28,891 Gamesa Corporacion Tecnologica, SA.......................... 1,348 29,481 Gas Natural SDG SA.......................................... 1,418 51,624 Grupo Ferrovial SA.......................................... 500 40,108 Iberdrola SA................................................ 6,424 286,566 Iberia Lineas Aereas de Espana.............................. 3,752 10,072 Inditex SA.................................................. 1,727 80,465 Indra Sistemas SA........................................... 980 21,309 NH Hoteles SA............................................... 520 11,027 Promotora de Informaciones SA............................... 606 9,909 Repsol SA ADR............................................... 7,249 216,238 Sacyr Vallehermoso SA....................................... 789 35,833 Sociedad General de Aguas de Barcelona SA................... 464 15,032 Sogecable SA(a)............................................. 326 11,625 Telefonica SA ADR........................................... 11,770 609,804 Union Fenosa SA............................................. 1,085 55,389 Zeltia SA................................................... 1,281 9,516 --------- 3,705,048 --------- Sweden--2.3% Alfa Laval AB............................................... 751 25,162 Assa Abloy AB, Class B...................................... 2,471 45,914 Atlas Copco AB--B Shares.................................... 1,655 41,412 Atlas Copco AB ADR.......................................... 2,658 69,818 Axfood AB................................................... 238 7,226 Billerud AB................................................. 337 5,135 Boliden AB.................................................. 2,292 43,484 Capio AB(a)................................................. 765 17,496 Castellum AB................................................ 1,226 13,812 D Carnegie & Co. AB......................................... 492 10,366 Electrolux AB, Class A, ADR................................. 1,066 34,619 Elekta AB, Class B.......................................... 683 12,892 Eniro AB.................................................... 1,370 16,827 Ericsson ADR................................................ 11,735 404,271 Fabege AB................................................... 637 14,083 Getinge AB.................................................. 1,417 25,940 Hennes & Mauritz AB, Class B................................ 3,758 157,230 Hoganas AB, Class B......................................... 203 5,374 Holmen AB, Class B.......................................... 418 17,483 Husqvarna AB ADR(a)......................................... 1,066 25,092 Kungsleden AB............................................... 1,081 12,319 Lundin Petroleum AB(a)...................................... 1,739 18,469
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Shares Value ------ --------- Modern Times Group AB - B Shares............................ 404 20,907 Nobia AB.................................................... 389 12,978 Nordea Bank AB.............................................. 16,429 215,169 OMX AB...................................................... 610 11,809 Oriflame Cosmetics SA SDR................................... 330 10,916 Sandvik AB.................................................. 7,983 91,501 SAS AB(a)................................................... 586 7,652 Scania AB, Class B.......................................... 792 47,219 Securitas AB, Class B....................................... 2,479 31,079 Securitas Direct AB-B Shares(a)............................. 2,479 6,224 Securitas Systems AB-B Shares(a)............................ 2,479 9,302 Skandinaviska Enskilda Banken AB, Class A................... 3,674 98,789 Skanska AB.................................................. 2,978 50,353 SKF AB ADR.................................................. 3,206 46,918 Ssab Svenskt Stal AB--Series A.............................. 1,198 22,333 Ssab Svenskt Stal AB--Series B.............................. 563 9,993 Svenska Cellulosa AB ADR.................................... 1,480 67,855 Svenska Handelbanken AB..................................... 4,116 111,227 Swedish Match AB............................................ 2,380 38,716 TELE2 AB--B Shares.......................................... 2,518 25,428 Telelogic AB(a)............................................. 1,955 3,763 TeliaSonera AB.............................................. 14,805 94,759 Trelleborg AB, Class B...................................... 640 12,054 Volvo AB ADR................................................ 1,723 102,863 Volvo AB, Class A........................................... 751 46,502 Wihlborgs Fastigheter AB.................................... 259 4,664 WM-data AB, Class B......................................... 2,472 8,588 --------- 2,233,985 --------- Switzerland--6.7% Abb, Ltd.................................................... 15,620 205,872 Adecco SA ADR............................................... 4,150 62,790 Ciba Specialty Chemicals AG, ADR............................ 1,122 33,896 Clariant AG, Registered..................................... 1,822 24,516 Compagnie Financiere Richemont AG, Class A.................. 4,133 198,486 Credit Suisse Group......................................... 9,384 543,803 Geberit AG.................................................. 31 37,679 Givaudan SA, Registered..................................... 50 39,889 Holcim Ltd.................................................. 1,589 129,411 Kudelski SA................................................. 260 7,664 Kuehne & Nagel International AG............................. 428 29,544 Kuoni Reisen Holding AG, Class B(a)......................... 23 11,794 Logitech International SA(a)................................ 1,365 29,702 Lonza Group AG, Registered.................................. 300 20,707 Micronas Semiconductor Holdings AG.......................... 258 5,776 Nestle SA ADR............................................... 12,778 1,110,732 Nobel Biocare Holding AG.................................... 186 45,607 Novartis AG ADR............................................. 18,432 1,077,166 Phonak Holding AG........................................... 363 22,932 PSP Swiss Property AG(a).................................... 371 18,770 Rieter Holding AG........................................... 35 15,028 Roche Holding AG ADR........................................ 11,123 958,887 Schindler Holding AG........................................ 407 21,175 Serono SA ADR............................................... 1,541 33,116 SGS SA...................................................... 34 34,119 SIG Holding AG(a)........................................... 49 14,095 Straumann Holding AG........................................ 61 13,123 Sulzer AG................................................... 29 23,072 Swatch Group AG............................................. 427 16,510 Swatch Group AG, Class B.................................... 262 50,459 Swiss Reinsurance Co. ADR................................... 2,668 203,619 Swisscom AG ADR............................................. 1,462 48,816 Syngenta AG ADR............................................. 4,231 127,692 UBS AG, Registered.......................................... 16,375 976,111 Unaxis Holding AG(a)........................................ 50 16,705 Zurich Financial Services ADR............................... 11,479 281,265 --------- 6,490,528 --------- United Kingdom--21.3% 3i Group PLC................................................ 3,685 64,317 Acergy SA ADR(a)............................................ 1,529 26,100 Aegis Group PLC............................................. 6,698 16,758
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Shares Value ------ --------- Aggreko PLC................................................. 2,025 12,694 Amec PLC.................................................... 2,639 17,660 Amvescap PLC................................................ 2,932 64,269 Anglo American PLC.......................................... 11,313 474,541 ARM Holdings PLC ADR........................................ 3,627 23,793 Arriva PLC.................................................. 1,566 19,304 Astrazeneca PLC ADR......................................... 12,421 776,313 Aviva PLC................................................... 20,138 294,361 BAE Systems PLC............................................. 6,388 188,651 Balfour Beatty PLC.......................................... 3,392 26,123 Barclays PLC ADR............................................ 12,846 652,191 Barratt Developments PLC.................................... 1,924 38,304 BBA Group PLC............................................... 3,852 19,176 Bellway PLC................................................. 896 21,567 Berkeley Group Holdings (The)(a)............................ 717 18,034 BG Group PLC ADR............................................ 5,537 337,591 BHP Billiton PLC............................................ 9,695 336,417 Boots Group PLC............................................. 6,511 94,154 Bovis Homes Group PLC....................................... 949 16,431 BP PLC ADR.................................................. 26,302 1,724,885 Brambles Industries PLC..................................... 5,293 47,426 British Airways ADR(a)...................................... 448 35,849 British American Tobacco PLC ADR............................ 6,187 338,491 British Land Co. PLC........................................ 4,109 104,692 British Sky Broadcasting PLC................................ 2,317 95,159 Brixton PLC................................................. 2,024 19,991 BT Group PLC ADR............................................ 6,596 333,560 Bunzl PLC ADR............................................... 550 34,997 Burberry Group PLC.......................................... 3,527 33,981 Cable & Wireless PLC........................................ 19,177 49,615 Cadbury Schweppes PLC ADR................................... 4,136 176,897 Capita Group PLC............................................ 5,058 51,705 Carnival PLC................................................ 1,351 64,861 Carphone Warehouse Group PlC................................ 3,161 18,136 Cattles PLC................................................. 2,604 18,478 Centrica PLC ADR............................................ 2,875 174,669 Charter PLC................................................. 1,309 20,848 Close Brothers Group PLC.................................... 1,043 19,885 Cobham PLC.................................................. 8,920 30,274 Collins Stewart Tullett PLC................................. 1,681 27,318 Compass Group PLC ADR....................................... 17,066 85,513 Cookson Group PLC........................................... 1,512 16,024 Corus Group PLC............................................. 7,042 51,058 CSR PLC(a).................................................. 1,021 16,067 Daily Mail & General Trust.................................. 2,377 26,920 Davis Service Group PLC..................................... 1,348 12,090 De La Rue PLC............................................... 1,309 13,993 Diageo PLC ADR.............................................. 5,559 394,911 DSG International PLC....................................... 14,442 58,994 Electrocomponents PLC....................................... 3,446 17,917 Emap B Shares............................................... 2,042 4,196 Emap PLC B Shares........................................... 1,702 23,903 EMI Group PLC ADR........................................... 3,139 31,194 Enterprise Inns PLC......................................... 2,553 50,276 First Choice Holidays PLC................................... 3,971 14,810 Firstgroup PLC.............................................. 3,112 28,524 FKI PLC..................................................... 4,615 7,767 Friends Provident PLC....................................... 13,548 48,963 Gallaher Group PLC ADR...................................... 1,298 84,850 GKN PLC..................................................... 5,607 30,085 GlaxoSmithKline PLC ADR..................................... 23,010 1,224,822 Great Portland Estates PLC.................................. 1,286 14,526 Group 4 Securicor PLC....................................... 9,058 28,618 GUS PLC ADR................................................. 6,932 125,082 Hammerson PLC............................................... 2,257 55,270 Hanson PLC ADR.............................................. 1,136 81,848 Hays PLC.................................................... 11,688 31,551 HBOS PLC.................................................... 10,029 594,041 HMV Group PLC............................................... 3,188 9,620 HSBC Holdings PLC ADR....................................... 18,161 1,662,276 ICAP PLC.................................................... 3,823 36,880 IMI PLC..................................................... 2,705 25,618 Imperial Chemical Industries PLC ADR........................ 2,358 70,575 Imperial Tobacco Group ADR.................................. 2,736 183,394
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Shares Value ------ ------- Inchcape PLC................................................ 3,612 35,334 Intercontinental Hotels Group PLC ADR....................... 3,000 52,920 International Power PLC ADR................................. 1,177 69,855 Intertek Group PLC.......................................... 1,230 17,943 Invensys PLC(a)............................................. 5,394 20,935 Invensys PLC-ADR............................................ 6,304 24,464 Investec PLC................................................ 2,532 24,815 ITV PLC..................................................... 32,430 58,542 J Sainsbury PLC ADR......................................... 2,879 80,774 Johnson Matthey PLC ADR..................................... 870 44,820 Kelda Group PLC............................................. 2,888 45,867 Kesa Electricals PLC........................................ 4,192 25,553 Kingfisher PLC ADR.......................................... 9,314 85,337 Ladbrokes PLC ADR........................................... 4,957 36,019 Land Securities Group PLC................................... 3,715 136,442 Legal & General Group PLC ADR............................... 10,305 137,150 Liberty International PLC................................... 2,006 45,864 Lloyds Tsb Group PLC ADR.................................... 11,088 449,064 LogicaCMG PLC............................................... 9,079 26,312 London Stock Exchange Group PLC............................. 1,283 29,622 Man Group PLC............................................... 13,856 115,932 Marks & Spencer Group ADR................................... 2,220 159,860 Meggitt PLC................................................. 3,436 20,052 MFI Furniture PLC........................................... 4,709 8,444 Michael Page International PlC.............................. 2,761 19,825 Misys PLC................................................... 3,953 16,696 Mitchells & Butlers PLC..................................... 3,884 42,799 National Express Group PLC.................................. 1,085 19,048 National Grid PLC ADR....................................... 4,297 269,379 Next PLC.................................................... 1,864 65,990 Old Mutual PLC.............................................. 41,264 129,036 PartyGaming PLC............................................. 7,917 15,791 Pearson PLC................................................. 6,369 90,695 Persimmon PLC............................................... 2,232 55,737 Premier Farnell PLC......................................... 2,875 9,720 Provident Financial PLC..................................... 2,023 23,669 Prudential Corp. PLC........................................ 9,592 239,416 Punch Taverns PLC........................................... 2,080 37,683 Rank Group PLC.............................................. 4,644 20,357 Reckitt Benckiser PLC....................................... 4,831 199,664 Reed Elsevier PLC ADR....................................... 2,498 111,235 Rentokil Initial PLC ADR.................................... 2,872 39,296 Resolution PLC.............................................. 5,462 62,971 Reuters Group PLC........................................... 1,665 80,986 Rexam PLC ADR............................................... 881 47,741 Rio Tinto PLC ADR........................................... 2,084 395,189 Rolls-Royce Group PLC ADR................................... 2,801 118,507 Royal & Sun Alliance Insurance Group ADR.................... 4,686 65,463 Royal Bank of Scotland Group PLC............................ 25,286 867,999 SABmiller PLC............................................... 7,115 132,638 Sage Group PLC (The)........................................ 10,231 47,971 Schroders PLC............................................... 976 16,966 Scottish & Newcastle PLC.................................... 6,324 67,316 Scottish & Southern Energy ADR.............................. 6,810 167,658 Scottish Power PLC ADR...................................... 2,936 142,572 Serco Group PLC............................................. 3,709 26,046 Severn Trent PLC............................................ 2,756 68,686 Signet Group PLC ADR........................................ 1,374 28,538 Slough Estates PLC.......................................... 3,712 46,105 Smith & Nephew PLC ADR...................................... 1,487 68,149 Smiths Group PLC............................................ 4,479 74,929 Societe Generale ADR........................................ 13,730 436,552 Sportingbet PLC............................................. 3,003 10,336 SSL International PLC....................................... 1,501 9,820 Stagecoach Group PLC........................................ 6,417 15,242 Stolt-Nielsen SA ADR........................................ 313 8,107 Synthes, Inc................................................ 364 40,315 Tate & Lyle PLC ADR......................................... 966 51,931 Taylor Woodrow PLC.......................................... 4,569 30,319 Tesco PLC ADR............................................... 20,867 420,964 Tomkins PLC ADR............................................. 1,693 30,254 Travis Perkins PLC.......................................... 914 29,661 Trinity Mirror PLC.......................................... 2,276 20,268 Unilever PLC................................................ 9,767 242,319
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Shares Value ------- ----------- United Business Media PLC.................................. 2,253 27,880 United Utilities PLC ADR................................... 3,800 100,624 Vodafone Group PLC ADR..................................... 41,665 952,462 Whitbread PLC.............................................. 1,738 42,010 William Hill PLC........................................... 2,921 35,102 Wimpey (George) PLC........................................ 3,146 30,465 Wolseley PLC ADR........................................... 4,712 100,271 WPP Group PLC ADR.......................................... 1,881 116,114 Xstrata PLC................................................ 3,627 149,387 Yell Group PLC............................................. 6,138 68,230 ----------- 20,775,661 ----------- TOTAL COMMON STOCKS (Cost $78,972,484)..................... 91,871,163 ----------- EXCHANGE TRADED FUNDS--5.3% United States--5.3%........................................ iShares MSCI EAFE Index Fund (Cost $5,081,622)............. 75,525 5,116,819 ----------- Shares ------- PREFERRED STOCKS--0.2% Germany--0.2% Porsche AG................................................. 62 64,041 ProSiebenSat.1 Media AG.................................... 650 18,020 RWE AG..................................................... 309 25,779 Volkswagen AG.............................................. 833 49,038 ----------- TOTAL PREFERRED STOCKS (Cost $118,580)..................... 156,878 ----------- SHORT-TERM INVESTMENTS--0.2% United States--0.2% The Bank of New York Cash Reserve (Cost $238,263).......... 238,263 238,263 ----------- TOTAL INVESTMENTS (Cost $84,410,949) --100.0%.............. 97,383,123 ----------- OTHER ASSETS LESS LIABILITIES -- 0.0%...................... 45,740 ----------- NET ASSETS--100.0%......................................... $97,428,863 =========== -------- (a) Represents non-income producing securities. ADR - American Depositary Receipt.
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Item 2. Controls and Procedures. (a) The President (principal executive officer) and Treasurer (principal financial officer) of the registrant have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) provide reasonable assurances that material information relating to the Fund is made known to them by the appropriate persons, based on their evaluations of these controls and procedures as of a date within 90 days of the filing date of this report. (b) There were no significant changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. Item 3.Exhibits. A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act (17 CFR 270.30a-2(a)) are attached hereto.
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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. (Registrant) E*TRADE Funds By: /s/ Elizabeth Gottfried ----------------------------------- Elizabeth Gottfried President (Principal Executive Officer) Date: November 17, 2006 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/ Elizabeth Gottfried ----------------------------------- Elizabeth Gottfried President (Principal Executive Officer) Date: November 17, 2006 By: /s/ Matthew Audette ----------------------------------- Matthew Audette Treasurer (Principal Financial Officer) Date: November 17, 2006
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EXHIBIT INDEX Exhibit No. Description ----------- ----------- 99.1 Certifications required by Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) are attached hereto.

Dates Referenced Herein   and   Documents Incorporated by Reference

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This ‘N-Q’ Filing    Date First  Last      Other Filings
12/31/06124F-2NT,  N-CSR,  NSAR-B
Filed on / Effective on:11/17/0667485BPOS
For Period End:9/30/06148
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Filing Submission 0001193125-06-238104   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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