SEC Info  
    Home      Search      My Interests      Help      Sign In      Please Sign In

SPDR Series Trust – ‘N-Q’ for 3/31/07

On:  Thursday, 5/24/07, at 10:58am ET   ·   Effective:  5/24/07   ·   For:  3/31/07   ·   Accession #:  950135-7-3324   ·   File #:  811-08839

Previous ‘N-Q’:  ‘N-Q’ on 11/22/06 for 9/30/06   ·   Next:  ‘N-Q’ on 11/29/07 for 9/30/07   ·   Latest:  ‘N-Q’ on 11/27/18 for 9/30/18

Find Words in Filings emoji
 
  in    Show  and   Hints

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

 5/24/07  SPDR Series Trust                 N-Q         3/31/07    2:479K                                   Bowne of Boston/FASPDR® Dow Jones REIT ETF RWRSPDR® Global Dow ETF DGTSPDR® NYSE Technology ETF XNTKSPDR® Portfolio S&P 1500 Composite Stock Market ETF SPTMSPDR® Portfolio S&P 400 Mid Cap ETF SPMDSPDR® Portfolio S&P 500 ETF SPLGSPDR® Portfolio S&P 500 Growth ETF SPYGSPDR® Portfolio S&P 500 Value ETF SPYVSPDR® S&P 400 Mid Cap Growth ETF MDYGSPDR® S&P 400 Mid Cap Value ETF MDYVSPDR® S&P 600 Small Cap ETF SLYSPDR® S&P 600 Small Cap Growth ETF SLYGSPDR® S&P 600 Small Cap Value ETF SLYVSPDR® S&P Bank ETF KBESPDR® S&P Capital Markets ETF KCESPDR® S&P Insurance ETF KIESPDR® S&P Regional Banking{SM} ETF KRESPDR® S&P® Biotech ETF XBISPDR® S&P® Dividend ETF SDYSPDR® S&P® Homebuilders ETF XHBSPDR® S&P® Metals & Mining ETF XMESPDR® S&P® Oil & Gas Equipment & Services ETF XESSPDR® S&P® Oil & Gas Exploration & Production ETF XOPSPDR® S&P® Pharmaceuticals ETF XPHSPDR® S&P® Retail ETF XRTSPDR® S&P® Semiconductor ETF XSD

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         Streettracks Series Trust                            261±   785K 
 2: EX-99.CERT  Certifications of President & Treasurer                2     15K 


N-Q   —   Streettracks Series Trust
Document Table of Contents

Page (sequential) | (alphabetic) Top
 
11st Page   -   Filing Submission
2Item 1. Schedule of Investments
96Item 2. Controls and Procedures
N-Q1st “Page” of 97TOCTopPreviousNextBottomJust 1st
 

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: 811-08839 -------------------------------------------------------------------------------- STREETTRACKS SERIES TRUST -------------------------------------------------------------------------------- (Exact name of registrant as specified in charter) STATE STREET FINANCIAL CENTER ONE LINCOLN STREET BOSTON, MASSACHUSETTS 02111 -------------------------------------------------------------------------------- (Address of principal executive offices)(Zip code) (Name and Address of Agent for Service) Copy to: James E. Ross Ryan M. Louvar, Esq. President Vice President and Counsel SSgA Funds Management, Inc. State Street Bank and Trust Company State Street Financial Center State Street Financial Center One Lincoln Street One Lincoln Street Boston, MA 02111 Boston, MA 02111 Registrant's telephone number, including area code: (866) 787-2257 -------------- Date of fiscal year end: June 30 Date of reporting period: March 31, 2007
N-Q2nd “Page” of 97TOC1stPreviousNextBottomJust 2nd
ITEM 1. SCHEDULE OF INVESTMENTS. [INSERT SCHEDULE OF INVESTMENTS]
N-Q3rd “Page” of 97TOC1stPreviousNextBottomJust 3rd
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 99.6% AEROSPACE & DEFENSE -- 2.0% Ascent Solar Technologies, Inc.(a)..................... 4,697 $ 37,905 Boeing Co. ................... 5,660 503,231 General Dynamics Corp. ....... 2,507 191,535 Goodrich Corp. ............... 1,562 80,412 Honeywell International, Inc. ....................... 5,778 266,135 L-3 Communications Holdings, Inc. ....................... 1,141 99,803 Lockheed Martin Corp. ........ 2,580 250,312 Northrop Grumman Corp. ....... 2,423 179,835 Precision Castparts Corp. .... 927 96,454 Raytheon Co. ................. 3,764 197,459 Rockwell Collins, Inc. ....... 1,811 121,210 United Technologies Corp. .... 6,776 440,440 ------------ 2,464,731 ------------ AIR FREIGHT & LOGISTICS -- 0.6% C.H. Robinson Worldwide, Inc. ....................... 1,087 51,904 Expeditors International Washington, Inc. ........... 2,862 118,258 FedEx Corp. .................. 2,179 234,090 Forward Air Corp. ............ 1,883 61,913 United Parcel Service, Inc. (Class B)................... 4,138 290,074 ------------ 756,239 ------------ AIRLINES -- 0.2% AMR Corp.(a).................. 2,461 74,938 Continental Airlines, Inc. (Class B)(a)................ 500 18,195 JetBlue Airways Corp.(a)...... 2,769 31,871 Midwest Air Group, Inc.(a).... 1,357 18,333 Southwest Airlines Co. ....... 6,590 96,873 ------------ 240,210 ------------ AUTO COMPONENTS -- 0.3% Gentex Corp. ................. 2,936 47,710 Johnson Controls, Inc. ....... 1,739 164,544 Lear Corp.(a)................. 1,174 42,863 Modine Manufacturing Co. ..... 1,735 39,731 Proliance International, Inc.(a)..................... 2,532 9,571 The Goodyear Tire & Rubber Co.(a)...................... 2,615 81,562 ------------ 385,981 ------------ AUTOMOBILES -- 0.3% Ford Motor Co. ............... 15,408 121,569 General Motors Corp. ......... 3,838 117,597 Harley-Davidson, Inc. ........ 2,427 142,586 Thor Industries, Inc. ........ 313 12,329 ------------ 394,081 ------------ BEVERAGES -- 1.6% Anheuser-Busch Cos., Inc. .... 5,244 264,612 Coca-Cola Enterprises, Inc. .. 3,146 63,707 Constellation Brands, Inc. (Class A)(a)................ 2,244 47,528 PepsiCo, Inc. ................ 12,143 771,809 The Coca-Cola Co. ............ 16,116 773,568 The Pepsi Bottling Group, Inc. ....................... 2,169 69,169 ------------ 1,990,393 ------------ BIOTECHNOLOGY -- 1.7% Alfacell Corp.(a)............. 3,442 4,819 Amgen, Inc.(a)................ 9,690 541,477 Amylin Pharmaceuticals, Inc.(a)..................... 313 11,694 AVI BioPharma, Inc.(a)........ 2,713 7,271 BioCryst Pharmaceuticals, Inc.(a)..................... 522 4,369 Biogen Idec, Inc.(a).......... 3,115 138,244 Celgene Corp.(a).............. 3,502 183,715 Cephalon, Inc.(a)............. 1,229 87,517 Chelsea Therapeutics International, Inc.(a)...... 3,757 19,687 Dynavax Technologies Corp.(a).................... 1,461 7,948 Genentech, Inc.(a)............ 3,678 302,037 Genzyme Corp.(a).............. 1,924 115,478 Gilead Sciences, Inc.(a)...... 3,811 291,542 Human Genome Sciences, Inc.(a)..................... 3,391 36,012 ImClone Systems, Inc.(a)...... 1,101 44,888 Isolagen, Inc.(a)............. 6,367 25,022 MedImmune, Inc.(a)............ 3,042 110,698 Millennium Pharmaceuticals, Inc.(a)..................... 5,145 58,447 Neurocrine Biosciences, Inc.(a)..................... 1,078 13,475 Novavax, Inc.(a).............. 1,983 5,136 OSI Pharmaceuticals, Inc.(a).. 417 13,761 SIGA Technologies, Inc.(a).... 4,383 21,170 StemCells, Inc.(a)............ 3,235 8,152 Threshold Pharmaceuticals, Inc.(a)..................... 417 613 ------------ 2,053,172 ------------ BUILDING PRODUCTS -- 0.2% American Standard Cos., Inc. ....................... 1,775 94,111 Masco Corp. .................. 3,286 90,036 Simpson Manufacturing Co., Inc. ....................... 313 9,653 USG Corp.(a).................. 200 9,336 ------------ 203,136 ------------ CAPITAL MARKETS -- 3.2% A.G. Edwards, Inc. ........... 522 36,112 Ameriprise Financial, Inc. ... 1,605 91,710 E*TRADE Financial Corp.(a).... 4,746 100,710 Franklin Resources, Inc. ..... 1,288 155,629 Goldman Sachs Group, Inc. .... 3,164 653,777 International Assets Holding Corp.(a).................... 1,461 40,806 Investors Financial Services Corp. ...................... 522 30,354 Janus Capital Group, Inc. .... 3,430 71,721 Legg Mason, Inc. ............. 1,058 99,674 Lehman Brothers Holdings, Inc. ....................... 4,244 297,377 Mellon Financial Corp. ....... 3,617 156,038 Merrill Lynch & Co., Inc. .... 6,374 520,565 Morgan Stanley................ 7,439 585,896 Northern Trust Corp. ......... 1,956 117,634 SEI Investments Co. .......... 1,553 93,537 State Street Corp.(b)......... 2,474 160,192 T. Rowe Price Group, Inc. .... 1,854 87,490 TD Ameritrade Holding Corp.(a).................... 1,950 29,016 The Bank of New York Co., Inc. ....................... 5,884 238,596 The Bear Stearns Cos., Inc. .. 943 141,780 The Charles Schwab Corp. ..... 10,301 188,405 Waddell & Reed Financial, Inc. (Class A)................... 2,669 62,241 ------------ 3,959,260 ------------ CHEMICALS -- 1.5% Air Products & Chemicals, Inc. ....................... 1,896 140,228 Ashland, Inc. ................ 885 58,056 Cabot Corp. .................. 417 19,903 Chemtura Corp. ............... 2,646 28,921 E. I. du Pont de Nemours & Co. ........................ 7,397 365,634 Eastman Chemical Co. ......... 1,102 69,790 Ecolab, Inc. ................. 2,255 96,965 1
N-Q4th “Page” of 97TOC1stPreviousNextBottomJust 4th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Lyondell Chemical Co. ........ 2,469 $ 73,996 Monsanto Co. ................. 4,543 249,683 Nalco Holding Co.(a).......... 626 14,961 PPG Industries, Inc. ......... 1,596 112,215 Praxair, Inc. ................ 2,889 181,892 Rohm & Haas Co. .............. 1,631 84,355 Sigma-Aldrich Corp. .......... 835 34,669 The Dow Chemical Co. ......... 7,388 338,814 Xethanol Corp. Del(a)......... 5,113 12,936 ------------ 1,883,018 ------------ COMMERCIAL BANKS -- 4.2% Arrow Financial Corp. ........ 2,183 48,899 Bank of Granite Corp. ........ 4,384 78,561 Bank of Hawaii Corp. ......... 417 22,114 BB&T Corp. ................... 3,946 161,865 Capitol Bancorp, Ltd. ........ 1,604 59,107 Cathay General Bancorp........ 313 10,636 Citizens Banking Corp. ....... 2,349 52,054 Columbia Banking System, Inc. ....................... 2,286 77,107 Comerica, Inc. ............... 522 30,861 Commerce Bancorp, Inc. ....... 1,909 63,722 Commercial Bankshares, Inc. .. 839 41,010 Community Banks, Inc. ........ 2,911 69,486 Compass Bancshares, Inc. ..... 522 35,914 CVB Financial Corp. .......... 4,468 53,169 Farmers Capital Bank Corp. ... 1,882 55,293 Fifth Third Bancorp........... 3,586 138,742 First Bancorp-North Carolina.. 1,343 28,713 First Commonwealth Financial Corp. ...................... 5,439 63,908 First Community Bancorp, Inc. ....................... 956 54,052 First Merchants Corp. ........ 2,570 60,960 FNB Corp. .................... 2,296 82,266 Horizon Financial Corp. ...... 1,864 41,157 Huntington Bancshares, Inc. .. 731 15,972 Independent Bank Corp.- Massachusetts............... 1,776 58,501 Integra Bank Corp. ........... 1,676 37,358 International Bancshares Corp. ...................... 417 12,372 Keycorp....................... 2,967 111,174 Lakeland Financial Corp. ..... 3,112 70,642 M&T Bank Corp. ............... 626 72,510 Marshall & Ilsley Corp. ...... 835 38,669 Mid-State Bancshares.......... 200 7,338 National City Corp. .......... 3,864 143,934 National Penn Bancshares, Inc. ....................... 3,394 64,147 Old National Bancorp.......... 522 9,490 Omega Financial Corp. ........ 2,123 60,527 PNC Financial Services Group.. 1,861 133,936 Popular, Inc. ................ 1,879 31,116 Regions Financial Corp. ...... 4,108 145,300 Renasant Corp. ............... 2,992 73,843 Sandy Spring Bancorp, Inc. ... 1,799 62,317 Simmons First National Corp. ...................... 2,136 64,230 Sterling Financial Corp. -- Pennsylvania....... 3,028 67,222 SunTrust Banks, Inc. ......... 2,283 189,580 Synovus Financial Corp. ...... 835 27,004 TD Banknorth, Inc. ........... 1,904 61,233 Trustmark Corp. .............. 417 11,693 U.S. Bancorp.................. 13,329 466,115 UCBH Holdings, Inc. .......... 2,911 54,203 Umpqua Holdings Corp. ........ 3,000 80,310 UnionBanCal Corp. ............ 417 26,446 United Bankshares, Inc. ...... 313 10,964 United Community Banks, Inc. ....................... 2,123 69,613 Wachovia Corp. ............... 13,748 756,827 Wells Fargo & Co. ............ 23,272 801,255 Zions Bancorp................. 163 13,777 ------------ 5,179,214 ------------ COMMERCIAL SERVICES & SUPPLIES -- 0.9% ACCO Brands Corp.(a).......... 315 7,588 ADESA, Inc. .................. 1,767 48,822 Avery Dennison Corp. ......... 1,281 82,317 ChoicePoint, Inc.(a).......... 1,292 48,360 Cintas Corp. ................. 1,755 63,355 Dun & Bradstreet Corp.(a)..... 950 86,640 Ennis, Inc. .................. 3,022 80,869 Equifax, Inc. ................ 1,708 62,257 Herman Miller, Inc. .......... 1,653 55,359 Manpower, Inc. ............... 603 44,483 Monster Worldwide, Inc.(a).... 1,621 76,787 Pitney Bowes, Inc. ........... 2,118 96,136 R.R. Donnelley & Sons Co. .... 2,687 98,317 Robert Half International, Inc. ....................... 2,309 85,456 Waste Connections, Inc.(a).... 469 14,042 Waste Management, Inc. ....... 5,026 172,945 ------------ 1,123,733 ------------ COMMUNICATIONS EQUIPMENT -- 2.4% 3Com Corp.(a)................. 9,976 39,006 ADC Telecommunications, Inc.(a)..................... 1,847 30,919 American Telecom Svcs, Inc.(a)..................... 3,337 12,013 Andrew Corp.(a)............... 3,023 32,014 Avaya, Inc.(a)................ 5,051 59,652 Avici Systems, Inc.(a)........ 1,985 22,669 Avocent Corp.(a).............. 417 11,246 Carrier Access Corp.(a)....... 2,401 12,269 CIENA Corp.(a)................ 300 8,385 Cisco Systems, Inc.(a)........ 48,120 1,228,504 Corning, Inc.(a).............. 11,513 261,806 Finisar Corp.(a).............. 3,131 10,958 Foundry Networks, Inc.(a)..... 939 12,742 Harris Corp. ................. 1,800 91,710 JDS Uniphase Corp.(a)......... 2,640 40,207 Juniper Networks, Inc.(a)..... 4,364 85,884 Motorola, Inc. ............... 18,751 331,330 MRV Communications, Inc.(a)... 3,651 12,961 Occam Networks Inc(a)......... 729 8,143 Orbit/Fr, Inc.(a)............. 5,462 12,945 Plantronics, Inc. ............ 417 9,850 QUALCOMM, Inc. ............... 12,573 536,364 Relm Wireless Corp.(a)........ 104 416 Tellabs, Inc.(a).............. 5,866 58,073 Terabeam, Inc.(a)............. 5,636 10,821 ------------ 2,940,887 ------------ COMPUTERS & PERIPHERALS -- 3.3% Apple Computer, Inc.(a)....... 6,596 612,834 Avid Technology, Inc.(a)...... 698 24,346 Brocade Communications Systems, Inc.(a)............ 1,879 17,888 Dell, Inc.(a)................. 16,682 387,189 EMC Corp.(a).................. 19,481 269,812 Hewlett-Packard Co. .......... 22,481 902,387 Icad, Inc.(a)................. 3,758 14,393 2
N-Q5th “Page” of 97TOC1stPreviousNextBottomJust 5th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ International Business Machines Corp. ............. 12,154 $ 1,145,636 Interphase Corp.(a)........... 835 9,319 Lexmark International, Inc.(a)..................... 884 51,679 NCR Corp.(a).................. 1,954 93,343 Network Appliance, Inc.(a).... 3,417 124,789 Palm, Inc.(a)................. 626 11,349 QLogic Corp.(a)............... 2,494 42,398 SanDisk Corp.(a).............. 2,023 88,607 Seagate Technology............ 2,400 55,920 Sun Microsystems, Inc.(a)..... 30,843 185,367 Western Digital Corp.(a)...... 2,731 45,908 ------------ 4,083,164 ------------ CONSTRUCTION & ENGINEERING -- 0.2% EMCOR Group, Inc.(a).......... 209 12,327 Fluor Corp. .................. 968 86,849 Jacobs Engineering Group, Inc.(a)..................... 1,936 90,314 URS Corp.(a).................. 313 13,331 ------------ 202,821 ------------ CONSTRUCTION MATERIALS -- 0.1% Eagle Materials, Inc. ........ 313 13,969 Headwaters, Inc.(a)........... 313 6,839 Martin Marietta Materials, Inc. ....................... 295 39,884 Vulcan Materials Co. ......... 1,007 117,296 ------------ 177,988 ------------ CONSUMER FINANCE -- 0.8% American Express Co. ......... 8,029 452,836 AmeriCredit Corp.(a).......... 1,964 44,897 Capital One Financial Corp. .. 3,507 264,638 CompuCredit Corp.(a).......... 313 9,772 First Marblehead Corp. ....... 200 8,978 SLM Corp. .................... 3,448 141,023 ------------ 922,144 ------------ CONTAINERS & PACKAGING -- 0.3% Crown Holdings, Inc.(a)....... 2,566 62,764 Owens-Illinois, Inc.(a)....... 2,018 52,004 Pactiv Corp.(a)............... 2,470 83,338 Sealed Air Corp. ............. 2,442 77,167 Smurfit-Stone Container Corp.(a).................... 4,140 46,617 Temple-Inland, Inc. .......... 1,331 79,514 ------------ 401,404 ------------ DISTRIBUTORS -- 0.0%(c) Genuine Parts Co. ............ 522 25,578 Infosonics Corp.(a)........... 3,861 14,015 ------------ 39,593 ------------ DIVERSIFIED CONSUMER SERVICES -- 0.3% Apollo Group, Inc.(a)......... 1,407 61,767 Career Education Corp.(a)..... 1,366 41,663 H&R Block, Inc. .............. 2,664 56,050 ITT Educational Services, Inc.(a)..................... 865 70,489 Laureate Education, Inc.(a)... 1,002 59,088 Service Corp. International... 5,674 67,294 Strayer Education, Inc. ...... 104 13,000 The Service Master Co. ....... 1,871 28,795 ------------ 398,146 ------------ DIVERSIFIED FINANCIAL SERVICES -- 4.4% Bank of America Corp. ........ 33,425 1,705,343 Chicago Mercantile Exchange Holdings, Inc. ............. 289 153,881 CIT Group, Inc. .............. 2,100 111,132 Citigroup, Inc. .............. 37,721 1,936,596 IntercontinentalExchange, Inc.(a)..................... 200 24,442 JPMorgan Chase & Co. ......... 25,752 1,245,882 Leucadia National Corp. ...... 2,480 72,962 Moody's Corp. ................ 2,382 147,827 Nasdaq Stock Market, Inc.(a).. 417 12,264 ------------ 5,410,329 ------------ DIVERSIFIED TELECOMMUNICATION SERVICES -- 2.6% AT&T, Inc. ................... 46,416 1,830,183 CenturyTel, Inc. ............. 939 42,433 Citizens Communications Co. .. 5,029 75,184 Cogent Communications Group, Inc.(a)..................... 1,461 34,523 Covad Communications Group, Inc.(a)..................... 5,116 6,497 Embarq Corp. ................. 1,030 58,040 Fibernet Telecom Group, Inc.(a)..................... 2,295 18,888 Level 3 Communications, Inc.(a)..................... 7,309 44,585 Paetec Hldg Corp. ............ 2,399 25,142 Qwest Communications International, Inc.(a)...... 16,451 147,894 SureWest Communications....... 1,633 40,613 Verizon Communications, Inc. ....................... 21,303 807,810 Windstream Corp.(a)........... 2,572 37,783 ------------ 3,169,575 ------------ ELECTRIC UTILITIES -- 1.8% Allegheny Energy, Inc.(a)..... 2,052 100,835 American Electric Power Co., Inc. ....................... 3,347 163,166 Central Vermont Public Service Corp. ...................... 2,840 81,849 Duke Energy Corp. ............ 7,807 158,404 Edison International.......... 2,811 138,104 Entergy Corp. ................ 1,521 159,583 Exelon Corp. ................. 5,159 354,475 FirstEnergy Corp. ............ 2,610 172,886 FPL Group, Inc. .............. 2,698 165,037 Green Mountain Power Corp. ... 1,999 69,705 MGE Energy, Inc. ............. 1,758 62,339 Northeast Utilities........... 775 25,397 Pepco Holdings, Inc. ......... 3,489 101,251 PPL Corp. .................... 3,672 150,185 Progress Energy, Inc. ........ 626 31,575 Reliant Energy, Inc.(a)....... 4,116 83,637 The Southern Co. ............. 5,030 184,350 Unitil Corp. ................. 2,280 61,948 ------------ 2,264,726 ------------ ELECTRICAL EQUIPMENT -- 0.5% BTU International, Inc.(a).... 209 2,090 Capstone Turbine Corp.(a)..... 4,383 4,646 Cooper Industries, Ltd. ...... 2,156 96,998 Emerson Electric Co. ......... 6,318 272,243 EXX, Inc.(a).................. 6,373 20,075 Hoku Scientific, Inc.(a)...... 522 3,080 Hubbell, Inc. (Class B)....... 1,169 56,393 Phazar Corp.(a)............... 730 4,460 Rockwell Automation, Inc. .... 1,604 96,031 Roper Industries, Inc. ....... 1,373 75,350 Simclar, Inc.(a).............. 3,446 20,883 ------------ 652,249 ------------ 3
N-Q6th “Page” of 97TOC1stPreviousNextBottomJust 6th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ ELECTRONIC EQUIPMENT & INSTRUMENTS -- 0.7% Aetrium, Inc.(a).............. 4,070 $ 15,140 Agilent Technologies, Inc.(a)..................... 3,417 115,119 American Technology Corp.(a).. 2,192 8,724 Amphenol Corp. (Class A)...... 1,211 78,194 Arrow Electronics, Inc.(a).... 1,906 71,952 Avnet, Inc.(a)................ 2,192 79,219 Benchmark Electronics, Inc.(a)..................... 184 3,801 CDW Corp. .................... 936 57,498 Digital Angel Corp.(a)........ 4,801 9,554 Jabil Circuit, Inc. .......... 1,948 41,707 Lightpath Technologies, Inc.(a)..................... 4,279 26,102 Lumera Corp.(a)............... 1,670 8,367 Mechanical Technology, Inc.(a)..................... 3,338 5,174 Mikron Infrared, Inc.(a)...... 1,253 14,096 Molex, Inc. .................. 2,046 57,697 National Instruments Corp. ... 417 10,938 RAE Systems, Inc.(a).......... 2,400 6,888 Sanmina-SCI Corp.(a).......... 7,823 28,319 Security With Advanced Technology, Inc.(a)......... 419 1,747 Solectron Corp.(a)............ 12,591 39,662 Superconductor Technologies, Inc.(a)..................... 104 178 Tektronix, Inc. .............. 1,867 52,575 Trimble Navigation, Ltd.(a)... 2,202 59,102 Vishay Intertechnology, Inc.(a)..................... 3,351 46,847 ------------ 838,600 ------------ ENERGY EQUIPMENT & SERVICES -- 2.1% Baker Hughes, Inc. ........... 2,400 158,712 BJ Services Co. .............. 2,981 83,170 Cameron International Corp.(a).................... 835 52,430 Diamond Offshore Drilling, Inc. ....................... 417 33,756 ENSCO International, Inc. .... 1,804 98,138 GlobalSantaFe Corp. .......... 2,107 129,960 Grant Prideco, Inc.(a)........ 2,151 107,206 Grey Wolf, Inc.(a)............ 6,216 41,647 Halliburton Co. .............. 8,131 258,078 Helmerich & Payne, Inc. ...... 626 18,993 Metretek Technologies, Inc.(a)..................... 1,671 22,291 Nabors Industries, Ltd.(a).... 2,853 84,649 National-Oilwell Varco, Inc.(a)..................... 1,693 131,698 Noble Corp. .................. 1,340 105,431 Omni Energy Services Corp.(a).................... 4,173 42,481 Patterson-UTI Energy, Inc. ... 2,242 50,310 Pride International, Inc.(a).. 1,148 34,555 Rowan Cos., Inc. ............. 1,870 60,719 Schlumberger, Ltd. ........... 8,369 578,298 Smith International, Inc. .... 731 35,125 Superior Energy Services, Inc.(a)..................... 2,620 90,311 TGC Industries, Inc.(a)....... 2,818 24,263 Tidewater, Inc. .............. 417 24,428 Transocean, Inc.(a)........... 2,557 208,907 Universal Compression Holdings, Inc.(a)........... 209 14,145 Weatherford International, Ltd.(a)..................... 2,539 114,509 ------------ 2,604,210 ------------ FOOD & STAPLES RETAILING -- 2.1% Costco Wholesale Corp. ....... 3,843 206,907 CVS Corp. .................... 12,754 435,421 Performance Food Group Co.(a)...................... 1,300 40,131 Safeway, Inc. ................ 3,992 146,267 SUPERVALU, Inc. .............. 2,196 85,798 Sysco Corp. .................. 5,278 178,555 The Kroger Co. ............... 5,740 162,155 The Topps Co., Inc. .......... 5,498 53,441 Wal-Mart Stores, Inc. ........ 18,558 871,298 Walgreen Co. ................. 7,743 355,326 Whole Foods Market, Inc. ..... 1,148 51,488 ------------ 2,586,787 ------------ FOOD PRODUCTS -- 1.3% Archer-Daniels-Midland Co. ... 5,568 204,346 Bunge, Ltd. .................. 1,258 103,433 Campbell Soup Co. ............ 2,695 104,970 ConAgra Foods, Inc. .......... 4,868 121,262 Dean Foods Co.(a)............. 1,915 89,507 Del Monte Foods Co. .......... 5,073 58,238 Delta and Pine Land Co. ...... 1,872 77,126 Flowers Foods, Inc. .......... 2,211 66,706 General Mills, Inc. .......... 2,893 168,430 H.J. Heinz Co. ............... 3,139 147,910 Kellogg Co. .................. 626 32,195 Kraft Foods, Inc. ............ 1,044 33,053 McCormick & Co., Inc. ........ 939 36,170 Pilgrim's Pride Corp. ........ 313 10,389 Sara Lee Corp. ............... 6,952 117,628 The Hershey Co. .............. 1,472 80,460 The J.M. Smucker Co. ......... 417 22,234 TreeHouse Foods, Inc.(a)...... 382 11,640 Tyson Foods, Inc. (Class A)... 3,452 67,003 Wm. Wrigley Jr., Co. ......... 522 26,585 ------------ 1,579,285 ------------ GAS UTILITIES -- 0.2% Cascade Natural Gas Corp. .... 1,842 48,537 Chesapeake Utilities Corp. ... 2,008 62,127 EnergySouth, Inc. ............ 2,286 95,852 Questar Corp. ................ 599 53,437 ------------ 259,953 ------------ HEALTH CARE EQUIPMENT & SUPPLIES -- 1.7% Advanced Medical Optics, Inc.(a)..................... 1,158 43,078 Angeion Corp.(a).............. 1,773 26,063 Bausch & Lomb, Inc. .......... 671 34,328 Baxter International, Inc. ... 4,617 243,177 Becton, Dickinson & Co. ...... 2,058 158,240 Biomet, Inc. ................. 2,232 94,838 Boston Scientific Corp.(a).... 9,202 133,797 C.R. Bard, Inc. .............. 1,075 85,473 Cambridge Heart, Inc.(a)...... 6,782 21,567 Cytyc Corp.(a)................ 1,894 64,794 Dade Behring Holdings, Inc. .. 1,718 75,334 Edwards Lifesciences Corp.(a).................... 1,122 56,885 Hologic, Inc.(a).............. 417 24,036 Hospira, Inc.(a).............. 1,804 73,784 Insite Vision, Inc.(a)........ 2,503 3,654 Intralase Corp.(a)............ 300 7,494 Kinetic Concepts, Inc.(a)..... 746 37,777 Medtronic, Inc. .............. 8,758 429,668 St. Jude Medical, Inc.(a)..... 3,138 118,020 Stryker Corp. ................ 2,408 159,699 4
N-Q7th “Page” of 97TOC1stPreviousNextBottomJust 7th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Varian Medical Systems, Inc.(a)..................... 1,644 $ 78,402 Zimmer Holdings, Inc.(a)...... 2,010 171,674 ------------ 2,141,782 ------------ HEALTH CARE PROVIDERS & SERVICES -- 2.5% Aetna, Inc. .................. 4,792 209,842 AmerisourceBergen Corp. ...... 2,283 120,428 Cardinal Health, Inc. ........ 3,579 261,088 CIGNA Corp. .................. 1,031 147,082 Coventry Health Care, Inc.(a)..................... 1,570 87,999 DaVita, Inc.(a)............... 1,183 63,078 Express Scripts, Inc. (Class A)(a)....................... 1,373 110,829 Health Management Associates, Inc. ....................... 2,428 26,392 Health Net, Inc.(a)........... 1,580 85,020 Healthways, Inc.(a)........... 209 9,771 Henry Schein, Inc.(a)......... 1,398 77,142 Humana, Inc.(a)............... 1,649 95,675 Laboratory Corp. of America Holdings(a)................. 1,400 101,682 Lincare Holdings, Inc.(a)..... 1,296 47,498 Manor Care, Inc. ............. 939 51,044 McKesson Corp. ............... 2,590 151,619 Medco Health Solutions, Inc.(a)..................... 2,387 173,129 Omnicare, Inc. ............... 1,356 53,928 Patterson Cos., Inc.(a)....... 1,358 48,195 Psychiatric Solutions, Inc.(a)..................... 313 12,617 Quest Diagnostics, Inc. ...... 1,109 55,306 Tenet Healthcare Corp.(a)..... 5,439 34,973 Triad Hospitals, Inc.(a)...... 941 49,167 UnitedHealth Group, Inc. ..... 10,865 575,519 VCA Antech, Inc.(a)........... 1,572 57,079 WellPoint, Inc.(a)............ 4,581 371,519 ------------ 3,077,621 ------------ HEALTH CARE TECHNOLOGY -- 0.1% Emdeon Corp.(a)............... 1,849 27,975 IMS Health, Inc. ............. 2,894 85,836 ------------ 113,811 ------------ HOTELS RESTAURANTS & LEISURE -- 2.0% Bob Evans Farms, Inc. ........ 2,371 87,608 Brinker International, Inc. .. 860 28,122 Carnival Corp. ............... 3,450 161,667 Darden Restaurants, Inc. ..... 1,785 73,524 Gaylord Entertainment Co.(a).. 313 16,548 Harrah's Entertainment, Inc. ....................... 1,984 167,549 Hilton Hotels Corp. .......... 3,658 131,542 International Game Technology.................. 3,233 130,549 Las Vegas Sands Corp.(a)...... 729 63,139 Marriott International, Inc. (Class A)................... 3,189 156,133 McDonald's Corp. ............. 9,511 428,471 MGM Mirage, Inc.(a)........... 1,385 96,285 OSI Restaurant Partners, Inc. ....................... 522 20,619 Panera Bread Co. (Class A)(a)....................... 209 12,344 Ruby Tuesday, Inc. ........... 522 14,929 Scientific Games Corp. (Class A)(a)....................... 1,654 54,301 Starbucks Corp.(a)............ 6,629 207,885 Starwood Hotels & Resorts Worldwide, Inc. ............ 1,820 118,027 Station Casinos, Inc. ........ 724 62,677 The Cheesecake Factory, Inc.(a)..................... 1,771 47,197 The Steak n Shake Co.(a)...... 2,396 40,181 Wendy's International, Inc. .. 1,254 39,250 Wyndham Worldwide Corp.(a).... 1,774 60,582 Wynn Resorts, Ltd. ........... 864 81,959 Yum! Brands, Inc. ............ 2,574 148,674 ------------ 2,449,762 ------------ HOUSEHOLD DURABLES -- 0.9% American Greetings Corp. (Class A)................... 1,732 40,200 Bassett Furniture Industries, Inc. ....................... 2,782 40,951 Beazer Homes USA, Inc. ....... 763 22,150 Black & Decker Corp. ......... 833 67,989 Centex Corp. ................. 1,228 51,306 Cti Inds Corp.(a)............. 3,549 27,611 D.R. Horton, Inc. ............ 2,808 61,776 Fortune Brands, Inc. ......... 1,239 97,658 Handheld Entmt, Inc.(a)....... 313 861 Harman International Industries, Inc. ........... 746 71,676 KB HOME....................... 969 41,347 Kimball International, Inc. (Class B)................... 3,016 58,149 Leggett & Platt, Inc. ........ 2,373 53,796 Lennar Corp. (Class A)........ 1,271 53,649 Mohawk Industries, Inc.(a).... 417 34,215 National Presto Industries, Inc. ....................... 369 22,745 Newell Rubbermaid, Inc. ...... 3,248 100,980 Pulte Homes, Inc. ............ 1,992 52,708 Ryland Group, Inc. ........... 675 28,478 Salton, Inc.(a)............... 6,680 16,032 Toll Brothers, Inc.(a)........ 1,148 31,432 Whirlpool Corp. .............. 819 69,541 ------------ 1,045,250 ------------ HOUSEHOLD PRODUCTS -- 1.8% Church & Dwight Co., Inc. .... 1,470 74,014 Colgate-Palmolive Co. ........ 4,007 267,627 Energizer Holdings, Inc.(a)... 982 83,794 Kimberly-Clark Corp. ......... 3,306 226,428 Procter & Gamble Co. ......... 24,012 1,516,598 The Clorox Co. ............... 1,111 70,760 ------------ 2,239,221 ------------ INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.6% Constellation Energy Group, Inc. ....................... 1,679 145,989 Mirant Corp.(a)............... 1,879 76,024 NRG Energy, Inc.(a)........... 1,349 97,182 The AES Corp.(a).............. 6,068 130,583 TXU Corp. .................... 3,346 214,479 Us Energy Sys, Inc.(a)........ 4,486 20,591 ------------ 684,848 ------------ INDUSTRIAL CONGLOMERATES -- 3.1% 3M Co. ....................... 5,072 387,653 General Electric Co. ......... 78,209 2,765,470 McDermott International, Inc.(a)..................... 939 45,992 Textron, Inc. ................ 1,191 106,952 Tyco International, Ltd. ..... 15,136 477,541 ------------ 3,783,608 ------------ INSURANCE -- 4.7% ACE, Ltd. .................... 2,104 120,054 AFLAC, Inc. .................. 4,129 194,311 Alfa Corp. ................... 4,316 79,760 Ambac Financial Group, Inc. .. 1,141 98,571 American International Group, Inc. ....................... 17,206 1,156,587 Aon Corp. .................... 2,878 109,249 5
N-Q8th “Page” of 97TOC1stPreviousNextBottomJust 8th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Assurant, Inc. ............... 1,888 $ 101,253 Berkshire Hathaway, Inc. (Class A)(a)................ 7 762,930 Chubb Corp. .................. 3,014 155,733 Cincinnati Financial Corp. ... 1,081 45,834 Everest Re Group, Ltd. ....... 417 40,103 Fidelity National Title Group, Inc. ....................... 2,337 56,111 Genworth Financial, Inc. (Class A)................... 2,845 99,404 Hanover Insurance Group, Inc. ....................... 934 43,076 IPC Holdings, Ltd. ........... 417 12,030 Lincoln National Corp. ....... 2,235 151,511 Loews Corp. .................. 3,742 169,999 Marsh & McLennan Cos., Inc. .. 3,892 113,997 MBIA, Inc. ................... 1,442 94,437 MetLife, Inc. ................ 3,523 222,477 Philadelphia Consolidated Holding Corp.(a)............ 313 13,769 Principal Financial Group, Inc. ....................... 2,619 156,800 ProAssurance Corp.(a)......... 1,144 58,516 Prudential Financial, Inc. ... 4,013 362,213 Reinsurance Group America, Inc. ....................... 313 18,066 RenaissanceRe Holdings, Ltd. ....................... 522 26,173 SAFECO Corp. ................. 1,441 95,726 Selective Insurance Group, Inc. ....................... 2,551 64,949 The Allstate Corp. ........... 4,846 291,051 The Hartford Financial Services Group, Inc. ....... 2,291 218,974 The Phoenix Cos., Inc. ....... 3,791 52,619 The Progressive Corp. ........ 5,301 115,668 The St. Paul Travelers Cos., Inc. ....................... 5,405 279,817 Torchmark Corp. .............. 417 27,351 Transatlantic Holdings, Inc. ....................... 209 13,610 UnumProvident Corp. .......... 3,966 91,337 WR Berkley Corp. ............. 522 17,289 XL Capital, Ltd. (Class A).... 999 69,890 ------------ 5,801,245 ------------ INTERNET & CATALOG RETAIL -- 0.3% Amazon.com, Inc.(a)........... 2,760 109,821 Expedia, Inc.(a).............. 2,330 54,009 IAC/InterActiveCorp(a)........ 2,330 87,864 Liberty Media Holding Corp. - Interactive (Class A)(a).... 5,318 126,675 ------------ 378,369 ------------ INTERNET SOFTWARE & SERVICES -- 1.3% Akamai Technologies, Inc.(a).. 1,249 62,350 Answers Corp.(a).............. 419 5,418 aQuantive, Inc.(a)............ 417 11,638 Art Technology Group, Inc.(a)..................... 3,027 7,023 EarthLink, Inc.(a)............ 4,111 30,216 eBay, Inc.(a)................. 7,818 259,167 EDGAR Online, Inc.(a)......... 315 857 Google, Inc. (Class A)(a)..... 1,743 798,573 Internap Network Services Corp.(a).................... 2,436 38,367 Local Com Corp.(a)............ 2,609 12,054 Looksmart(a).................. 1,983 7,595 Navisite, Inc.(a)............. 3,549 21,329 Quepasa Corp.(a).............. 3,237 22,173 Terremark Worldwide, Inc.(a).. 1,878 15,137 VeriSign, Inc.(a)............. 2,638 66,266 Websense, Inc.(a)............. 417 9,587 Yahoo!, Inc.(a)............... 9,132 285,740 ------------ 1,653,490 ------------ IT SERVICES -- 1.4% Accenture, Ltd. (Class A)..... 3,414 131,576 Affiliated Computer Services, Inc.(a)..................... 1,241 73,070 Automatic Data Processing, Inc. ....................... 4,450 215,380 Ceridian Corp.(a)............. 2,329 81,142 Checkfree Corp.(a)............ 1,234 45,769 Cognizant Technology Solutions Corp.(a).................... 1,402 123,754 Computer Sciences Corp.(a).... 1,824 95,085 Electronic Data Systems Corp. ...................... 4,957 137,210 Fidelity National Information Services, Inc. ............. 2,393 108,786 First Data Corp. ............. 5,807 156,208 Fiserv, Inc.(a)............... 1,947 103,308 Iron Mountain, Inc.(a)........ 2,575 67,285 Mastercard, Inc. ............. 351 37,290 Paychex, Inc. ................ 3,104 117,548 Sabre Holdings Corp. (Class A).......................... 2,360 77,290 The BISYS Group, Inc.(a)...... 2,895 33,177 The Western Union Co. ........ 5,807 127,464 Unisys Corp.(a)............... 5,630 47,461 ------------ 1,778,803 ------------ LEISURE EQUIPMENT & PRODUCTS -- 0.3% Brunswick Corp. .............. 1,384 44,080 Eastman Kodak Co. ............ 2,901 65,447 Hasbro, Inc. ................. 2,794 79,964 Mattel, Inc. ................. 4,407 121,501 Pool Corp. ................... 1,331 47,650 ------------ 358,642 ------------ LIFE SCIENCES TOOLS & SERVICES -- 0.6% Affymetrix, Inc.(a)........... 905 27,213 Applera Corp. -- Applied Biosystems Group............ 3,002 88,769 Charles River Laboratories International, Inc.(a)...... 522 24,148 Covance, Inc.(a).............. 417 24,745 Invitrogen Corp.(a)........... 737 46,910 Medivation, Inc.(a)........... 2,087 39,361 Millipore Corp.(a)............ 914 66,238 Nektar Therapeutics(a)........ 626 8,175 PerkinElmer, Inc. ............ 2,377 57,571 Pure Bioscience(a)............ 7,304 15,923 Sequenom, Inc.(a)............. 2,297 8,499 Techne Corp.(a)............... 908 51,847 Thermo Electron Corp.(a)...... 3,027 141,512 Waters Corp.(a)............... 1,347 78,126 ------------ 679,037 ------------ MACHINERY -- 1.9% Caterpillar, Inc. ............ 5,198 348,422 CLARCOR, Inc. ................ 417 13,261 Crane Co. .................... 417 16,855 Cummins, Inc. ................ 209 30,246 Danaher Corp. ................ 1,884 134,612 Deere & Co. .................. 2,020 219,453 Donaldson Co., Inc. .......... 377 13,610 Dover Corp. .................. 1,486 72,532 6
N-Q9th “Page” of 97TOC1stPreviousNextBottomJust 9th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Eaton Corp. .................. 1,417 $ 118,405 Federal Signal Corp. ......... 2,969 46,079 Harsco Corp. ................. 1,824 81,825 IDEX Corp. ................... 1,614 82,120 Illinois Tool Works, Inc. .... 3,770 194,532 Ingersoll-Rand Co., Ltd. (Class A)................... 3,012 130,630 ITT Industries, Inc. ......... 1,854 111,833 Joy Global, Inc. ............. 1,962 84,170 Lincoln Electric Holdings, Inc. ....................... 313 18,642 Oshkosh Truck Corp. .......... 522 27,666 PACCAR, Inc. ................. 2,415 177,261 Pall Corp. ................... 2,349 89,262 Parker-Hannifin Corp. ........ 1,258 108,578 Pentair, Inc. ................ 1,371 42,720 SPX Corp. .................... 836 58,687 The Manitowoc Co., Inc. ...... 417 26,492 The Timken Co. ............... 2,185 66,227 Watts Water Technologies, Inc. ....................... 1,551 58,985 ------------ 2,373,105 ------------ MEDIA -- 3.7% Cablevision Systems Corp. (Class A)................... 2,317 70,506 CBS Corp. .................... 5,691 174,088 Charter Communications, Inc.(a)..................... 5,009 13,975 Clear Channel Communications, Inc. ....................... 4,454 156,068 Comcast Corp. (Class A)(a).... 24,838 644,546 Courier Corp. ................ 1,518 59,308 Discovery Holding Co. (Class A)(a)....................... 2,314 44,267 Dow Jones & Co., Inc. ........ 313 10,789 EchoStar Communications Corp. (Class A)(a)................ 2,608 113,265 EW Scripps Co. ............... 626 27,970 Gannett Co., Inc. ............ 1,786 100,534 Getty Images, Inc.(a)......... 653 31,755 Idearc, Inc.(a) .............. 1,018 35,732 Insignia Sys, Inc.(a)......... 5,008 16,977 Journal Communications, Inc. ....................... 3,036 39,802 Knology, Inc.(a).............. 2,087 33,037 Lamar Advertising Co.(a)...... 1,046 65,867 Liberty Global, Inc. (Class A)(a)....................... 2,650 87,264 Liberty Media Holding Corp. -- Capital (Series A)(a)....................... 1,065 117,778 Live Nation, Inc.(a).......... 580 12,795 News Corp. (Class A).......... 18,391 425,200 Omnicom Group, Inc. .......... 1,534 157,051 R.H. Donnelley Corp. ......... 177 12,548 Radio One, Inc. (Class A)(a).. 2,877 18,614 Sirius Satellite Radio, Inc.(a)..................... 11,640 37,248 The DIRECTV Group, Inc.(a).... 8,395 193,673 The Interpublic Group of Cos., Inc.(a)..................... 4,854 59,753 The McGraw-Hill Cos., Inc. ... 3,207 201,656 The New York Times Co. (Class A).......................... 968 22,758 The Walt Disney Co. .......... 15,219 523,990 Time Warner, Inc. ............ 33,903 668,567 Tribune Co. .................. 1,688 54,202 Viacom, Inc.(a)............... 5,691 233,957 Virgin Media, Inc. ........... 2,126 53,682 XM Satellite Radio Holdings, Inc. (Class A)(a)........... 2,211 28,566 ------------ 4,547,788 ------------ METALS & MINING -- 1.0% Alcoa, Inc. .................. 7,093 240,453 Allegheny Technologies, Inc. ....................... 829 88,446 Freeport-McMoRan Copper & Gold, Inc. ................. 3,297 218,249 Metalline Mng, Inc.(a)........ 6,366 17,315 Newmont Mining Corp. ......... 3,715 155,993 Nucor Corp. .................. 2,845 185,295 Quanex Corp. ................. 313 13,256 Southern Copper Corp. ........ 626 44,859 Steel Dynamics, Inc. ......... 626 27,043 Titanium Metals Corp.(a)...... 1,147 41,154 United States Steel Corp. .... 1,395 138,342 Wheeling-Pittsburgh Corp.(a).. 521 12,342 Worthington Industries, Inc. ....................... 522 10,743 ------------ 1,193,490 ------------ MULTI-UTILITIES -- 1.0% Ameren Corp. ................. 1,669 83,951 CMS Energy Corp. ............. 3,292 58,598 Consolidated Edison, Inc. .... 626 31,963 Dominion Resources, Inc. ..... 2,480 220,150 DTE Energy Co. ............... 835 39,996 Energy East Corp. ............ 2,699 65,748 KeySpan Corp. ................ 626 25,760 NiSource, Inc. ............... 1,044 25,515 PG&E Corp. ................... 3,595 173,531 PNM Resources, Inc. .......... 417 13,469 Public Service Enterprise Group, Inc. ................ 1,808 150,136 Sempra Energy................. 1,932 117,871 TECO Energy, Inc. ............ 3,814 65,639 Wisconsin Energy Corp. ....... 835 40,514 Xcel Energy, Inc. ............ 5,030 124,191 ------------ 1,237,032 ------------ MULTILINE RETAIL -- 1.2% Big Lots, Inc.(a)............. 2,813 87,991 Dillards, Inc. (Class A)...... 522 17,085 Dollar General Corp. ......... 3,322 70,260 Dollar Tree Stores, Inc.(a)... 1,852 70,821 Family Dollar Stores, Inc. ... 2,003 59,329 Federated Department Stores, Inc. ....................... 4,707 212,050 J. C. Penney Co., Inc. ....... 2,242 184,203 Kohl's Corp.(a)............... 2,533 194,053 Nordstrom, Inc. .............. 2,250 119,115 Sears Holdings Corp.(a)....... 752 135,480 Target Corp. ................. 6,369 377,427 ------------ 1,527,814 ------------ OFFICE ELECTRONICS -- 0.2% Xerox Corp.(a)................ 8,639 145,913 Zebra Technologies Corp. (Class A)(a)................ 1,055 40,733 ------------ 186,646 ------------ OIL, GAS & CONSUMABLE FUELS -- 7.8% Abraxas Petroleum Corp.(a).... 3,129 10,169 Anadarko Petroleum Corp. ..... 3,894 167,364 Apache Corp. ................. 2,576 182,123 Arch Coal, Inc. .............. 1,672 51,314 Blue Dolphin Energy Co.(a).... 8,243 33,961 Cano Petroleum Inc.(a)........ 3,129 14,143 Cheniere Energy, Inc.(a)...... 200 6,230 Chesapeake Energy Corp. ...... 3,089 95,388 7
N-Q10th “Page” of 97TOC1stPreviousNextBottomJust 10th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Chevron Corp. ................ 16,135 $ 1,193,345 ConocoPhillips................ 11,560 790,126 CONSOL Energy, Inc. .......... 2,239 87,612 Cross Timbers Royalty Trust... 1,308 54,884 Crosstex Energy LP............ 1,217 43,824 Denbury Resources, Inc.(a).... 2,697 80,344 Devon Energy Corp. ........... 3,808 263,590 Dune Energy, Inc.(a).......... 2,400 4,656 El Paso Corp. ................ 6,751 97,687 Encore Aquisition Co.(a)...... 313 7,571 Energy Transfer Partners LP... 455 26,508 Enterprise Products Partners LP.......................... 2,760 87,768 EOG Resources, Inc. .......... 2,133 152,168 Exxon Mobil Corp. ............ 44,066 3,324,780 Forest Oil Corp.(a)........... 417 13,915 Gasco Energy, Inc.(a)......... 5,323 12,988 Giant Industries, Inc.(a)..... 200 15,130 Hess Corp..................... 1,876 104,062 Holly Corp. .................. 417 24,728 Houston Amern Energy Corp. ... 4,281 24,701 Hugoton Royalty Trust......... 196 4,935 Kinder Morgan Energy Partners LP.......................... 908 47,833 Kinder Morgan, Inc. .......... 835 88,886 Marathon Oil Corp. ........... 3,099 306,274 Massey Energy Co. ............ 1,197 28,716 Murphy Oil Corp. ............. 1,649 88,057 Newfield Exploration Co.(a)... 889 37,080 Noble Energy, Inc. ........... 1,768 105,461 Occidental Petroleum Corp. ... 5,935 292,655 ONEOK Partners LP............. 386 26,055 Peabody Energy Corp. ......... 1,778 71,547 Pioneer Natural Resources Co. ........................ 1,563 67,381 Plains All American Pipeline LP.......................... 1,396 80,424 Plains Exploration & Production Co.(a)........... 1,424 64,279 Range Resources Corp. ........ 2,548 85,103 Southwestern Energy Co.(a).... 1,055 43,234 Spectra Energy Corp. ......... 3,903 102,532 St. Mary Land & Exploration Co. ........................ 1,807 66,281 Sunoco, Inc. ................. 1,489 104,885 Tesoro Corp. ................. 949 95,308 The Williams Cos., Inc. ...... 5,473 155,762 Transmeridian Exploration, Inc.(a)..................... 4,698 13,436 Ultra Petroleum Corp.(a)...... 1,122 59,612 Uranerz Energy Corp.(a)....... 8,871 47,549 Valero Energy Corp. .......... 5,107 329,350 XTO Energy, Inc. ............. 3,301 180,928 ------------ 9,564,642 ------------ PAPER & FOREST PRODUCTS -- 0.3% International Paper Co. ...... 4,216 153,462 MeadWestvaco Corp. ........... 2,751 84,841 Weyerhaeuser Co. ............. 1,915 143,127 ------------ 381,430 ------------ PERSONAL PRODUCTS -- 0.2% Avon Products, Inc. .......... 3,892 145,016 The Estee Lauder Cos., Inc. (Class A)................... 1,568 76,597 ------------ 221,613 ------------ PHARMACEUTICALS -- 5.2% Abbott Laboratories........... 11,693 652,469 Advancis Pharmaceutical Corp.(a).................... 5,321 11,706 Allergan, Inc. ............... 1,223 135,533 Barr Pharmaceuticals, Inc.(a)..................... 1,055 48,899 Bristol-Myers Squibb Co. ..... 14,910 413,901 Cortex Pharmaceuticals, Inc.(a)..................... 1,879 4,265 Eli Lilly & Co. .............. 7,422 398,636 Emisphere Technologies, Inc.(a)..................... 419 1,341 Forest Laboratories, Inc.(a).. 3,304 169,958 Johnson & Johnson............. 21,741 1,310,113 King Pharmaceuticals, Inc.(a)..................... 1,589 31,256 Merck & Co., Inc. ............ 16,435 725,934 Mylan Laboratories, Inc. ..... 3,177 67,162 New River Pharmaceuticals, Inc.(a)..................... 416 26,470 Pfizer, Inc. ................. 56,581 1,429,236 Replidyne, Inc.(a)............ 1,252 6,961 Repros Therapeutics, Inc.(a).. 1,878 17,935 Schering-Plough Corp. ........ 11,762 300,049 Sepracor, Inc.(a)............. 1,120 52,225 Spectrum Pharmaceuticals, Inc.(a)..................... 1,880 11,788 Watson Pharmaceuticals, Inc.(a)..................... 1,572 41,548 Wyeth......................... 10,372 518,911 ------------ 6,376,296 ------------ REAL ESTATE INVESTMENT TRUSTS -- 2.4% Agree Realty Corp. ........... 2,059 70,294 AMB Property Corp. ........... 626 36,803 American Financial Realty Trust....................... 4,110 41,429 American Land Lease, Inc. .... 1,807 45,175 Annaly Mortgage Management, Inc. ....................... 939 14,536 Anthracite Capital, Inc. ..... 5,216 62,592 Apartment Investment & Management Co. (Class A).... 200 11,538 Archstone-Smith Trust......... 2,581 140,097 Ashford Hospitality Trust, Inc. ....................... 4,597 54,888 Avalonbay Communities, Inc. .. 309 40,170 BioMed Realty Trust, Inc. .... 627 16,490 Boston Properties, Inc. ...... 522 61,283 Corporate Office Properties Trust....................... 1,709 78,067 Crescent Real Estate Equities Co. ........................ 2,442 48,987 Developers Diversified Realty Corp. ...................... 313 19,688 Equity Residential............ 2,592 125,012 Friedman, Billings, Ramsey Group, Inc. ................ 3,456 19,077 General Growth Properties, Inc. ....................... 2,262 146,057 Glimcher Realty Trust......... 2,472 66,793 GMH Communities Trust......... 3,475 34,715 Health Care Property Investors, Inc. ............ 1,044 37,615 Highland Hospitality Corp. ... 4,606 81,987 HomeBanc Corp. ............... 4,754 16,591 Host Hotels & Resorts, Inc. .. 5,304 139,548 Innkeepers USA Trust.......... 3,706 60,334 Investors Real Estate Trust... 6,304 66,759 Kimco Realty Corp. ........... 835 40,698 LaSalle Hotel Properties...... 1,927 89,336 Longview Fibre Co. ........... 2,839 69,925 National Health Realty, Inc. ....................... 2,843 66,810 National Retail Properties, Inc. ....................... 4,181 101,138 Nationwide Health Properties, Inc. ....................... 522 16,318 NVR, Inc.(a).................. 70 46,550 One Liberty Properties, Inc. ....................... 3,595 82,002 Pennsylvania Real Estate Investment Trust............ 1,647 73,012 Plum Creek Timber Co., Inc. .. 2,408 94,923 PMC Commercial Trust.......... 4,806 70,408 Post Properties, Inc. ........ 313 14,313 8
N-Q11th “Page” of 97TOC1stPreviousNextBottomJust 11th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ ProLogis...................... 1,837 $ 119,276 Public Storage, Inc. ......... 313 29,632 Ramco-Gershenson Properties Trust....................... 2,347 83,811 Simon Property Group, Inc. ... 1,751 194,799 Tanger Factory Outlet Centers, Inc. ....................... 2,468 99,683 Urstadt Biddle Properties (Class A)................... 3,467 67,815 Vornado Realty Trust.......... 313 37,353 Weingarten Realty Investors... 626 29,773 ------------ 2,964,100 ------------ REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.2% CB Richard Ellis Group, Inc. (Class A)(a)................ 3,201 109,410 Jones Lang LaSalle, Inc. ..... 209 21,794 Move, Inc.(a)................. 939 5,202 Realogy Corp.(a).............. 2,218 65,675 The St. Joe Co. .............. 844 44,150 ------------ 246,231 ------------ ROAD & RAIL -- 0.9% Avis Budget Group, Inc.(a).... 887 24,233 Burlington Northern Santa Fe Corp. ...................... 3,094 248,850 CSX Corp. .................... 4,216 168,851 J.B. Hunt Transport Services, Inc. ....................... 2,578 67,647 Kansas City Southern(a)....... 522 18,573 Laidlaw International, Inc. .. 1,750 60,550 Landstar Systems, Inc. ....... 1,884 86,362 Norfolk Southern Corp. ....... 3,710 187,726 Union Pacific Corp. .......... 2,054 208,584 YRC Worldwide, Inc.(a)........ 896 36,037 ------------ 1,107,413 ------------ SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 2.6% Advanced Micro Devices, Inc.(a)..................... 3,798 49,602 Altera Corp.(a)............... 2,734 54,653 Amkor Technology, Inc.(a)..... 418 5,217 Anadigics, Inc.(a)............ 1,357 16,040 Analog Devices, Inc. ......... 3,147 108,540 Applied Materials, Inc. ...... 13,552 248,273 AXT, Inc.(a).................. 4,488 21,497 Broadcom Corp. (Class A)(a)... 3,665 117,536 Conexant Systems, Inc.(a)..... 1,670 2,755 Ibis Technology Corp.(a)...... 2,713 3,581 Intel Corp. .................. 47,229 903,491 International Rectifier Corp.(a).................... 966 36,911 Intersil Corp. (Class A)...... 2,542 67,338 KLA-Tencor Corp. ............. 1,821 97,096 Lam Research Corp.(a)......... 1,714 81,141 Linear Technology Corp. ...... 2,558 80,807 Logic Devices, Inc.(a)........ 3,548 6,812 LSI Logic Corp.(a)............ 5,404 56,418 Marvell Technology Group, Ltd.(a)..................... 1,670 28,073 Maxim Integrated Products, Inc. ....................... 2,450 72,030 MEMC Electronic Materials, Inc.(a)..................... 2,421 146,664 Microchip Technology, Inc. ... 2,116 75,181 Micron Technology, Inc.(a).... 6,575 79,426 Microsemi Corp.(a)............ 522 10,863 National Semiconductor Corp. ...................... 3,417 82,486 Neomagic Corp.(a)............. 3,027 9,777 Novellus Systems, Inc.(a)..... 1,955 62,599 Nve Corp.(a).................. 210 5,729 NVIDIA Corp.(a)............... 3,505 100,874 Rambus, Inc.(a)............... 831 17,659 Sigma Designs, Inc.(a)........ 313 8,219 Teradyne, Inc.(a)............. 3,093 51,158 Texas Instruments, Inc. ...... 12,715 382,721 Xilinx, Inc. ................. 2,542 65,406 ------------ 3,156,573 ------------ SOFTWARE -- 3.4% Activision, Inc.(a)........... 3,437 65,097 Adobe Systems, Inc.(a)........ 5,718 238,441 Altiris, Inc.(a).............. 200 6,582 Authentidate Holding Corp.(a).................... 4,383 6,355 Autodesk, Inc.(a)............. 2,233 83,961 BEA Systems, Inc.(a).......... 5,916 68,566 BMC Software, Inc.(a)......... 2,892 89,045 CA, Inc. ..................... 3,876 100,427 Cadence Design Systems, Inc.(a)..................... 3,976 83,735 Citrix Systems, Inc.(a)....... 2,490 79,755 Compuware Corp.(a)............ 4,798 45,533 Electronic Arts, Inc.(a)...... 2,492 125,497 Intuit, Inc.(a)............... 3,746 102,491 Jack Henry & Associates, Inc. ....................... 626 15,055 Kronos, Inc.(a)............... 209 11,181 McAfee, Inc.(a)............... 1,914 55,659 Microsoft Corp. .............. 69,096 1,925,705 Napster, Inc.(a).............. 311 1,287 NAVTEQ Corp.(a)............... 1,230 42,435 Novell, Inc.(a)............... 5,872 42,396 Oracle Corp.(a)............... 34,101 618,251 Parametric Technology Corp.(a).................... 2,684 51,238 Red Hat, Inc.(a).............. 2,886 66,176 Smith Micro Software, Inc.(a)..................... 1,148 21,387 Symantec Corp.(a)............. 10,622 183,761 Synopsys, Inc.(a)............. 2,840 74,493 Versant Corp.(a).............. 1,461 24,764 ------------ 4,229,273 ------------ SPECIALTY RETAIL -- 2.2% Abercrombie & Fitch Co. ...... 913 69,096 Advance Auto Parts, Inc. ..... 1,296 49,961 American Eagle Outfitters, Inc. ....................... 2,280 68,377 AutoNation, Inc.(a)........... 2,735 58,091 AutoZone, Inc.(a)............. 642 82,266 Bed Bath & Beyond, Inc.(a).... 2,699 108,419 Best Buy Co., Inc. ........... 3,399 165,599 Borders Group, Inc. .......... 522 10,659 Chico's FAS, Inc.(a).......... 1,785 43,608 Circuit City Stores, Inc. .... 2,655 49,197 Claire's Stores, Inc. ........ 626 20,107 Foot Locker, Inc. ............ 1,862 43,850 Guitar Center, Inc.(a)........ 209 9,430 Limited Brands................ 3,164 82,454 Lowe's Cos., Inc. ............ 10,861 342,013 Mens Wearhouse, Inc. ......... 417 19,620 O'Reilly Automotive, Inc.(a).. 1,804 59,712 Office Depot, Inc.(a)......... 3,203 112,553 PETsMART, Inc. ............... 1,883 62,064 RadioShack Corp. ............. 1,841 49,762 Rent-A-Center, Inc.(a)........ 626 17,516 Ross Stores, Inc. ............ 1,812 62,333 Staples, Inc. ................ 6,647 171,759 The Gap, Inc. ................ 5,157 88,752 The Home Depot, Inc. ......... 16,588 609,443 9
N-Q12th “Page” of 97TOC1stPreviousNextBottomJust 12th
SPDR DJ WILSHIRE TOTAL MARKET ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ The Sherwin-Williams Co. ..... 417 $ 27,539 The TJX Cos., Inc. ........... 3,607 97,245 Tiffany & Co. ................ 1,711 77,816 Urban Outfitters, Inc.(a)..... 1,612 42,734 Williams-Sonoma, Inc. ........ 1,254 44,467 Zale Corp.(a)................. 417 11,000 ------------ 2,757,442 ------------ TEXTILES, APPAREL & LUXURY GOODS -- 0.5% Coach, Inc.(a)................ 3,514 175,876 Hanesbrands, Inc.(a).......... 868 25,511 Jones Apparel Group, Inc. .... 1,922 59,063 Liz Claiborne, Inc. .......... 1,612 69,074 NIKE, Inc. (Class B).......... 1,494 158,752 Quiksilver, Inc.(a)........... 2,782 32,271 V. F. Corp. .................. 313 25,860 Wolverine World Wide, Inc. ... 2,196 62,740 ------------ 609,147 ------------ THRIFTS & MORTGAGE FINANCE -- 1.5% Astoria Financial Corp. ...... 731 19,437 Berkshire Hills Bancorp, Inc. ....................... 1,398 47,043 Countrywide Financial Corp. .. 4,551 153,096 ESB Financial Corp. .......... 2,827 30,758 Fannie Mae.................... 7,331 400,126 Freddie Mac................... 5,169 307,504 Hudson City Bancorp, Inc. .... 1,774 24,268 KNBT Bancorp, Inc. ........... 1,943 28,640 MASSBANK Corp. ............... 2,124 69,667 MGIC Investment Corp. ........ 1,116 65,755 NewAlliance Bancshares, Inc. ....................... 4,807 77,922 OceanFirst Financial Corp. ... 2,627 45,578 People's Bank................. 1,938 86,047 Radian Group, Inc. ........... 1,314 72,112 Sovereign Bancorp, Inc. ...... 3,589 91,304 TrustCo Bank Corp. NY......... 5,288 50,659 Washington Mutual, Inc. ...... 7,110 287,102 ------------ 1,857,018 ------------ TOBACCO -- 1.3% Altria Group, Inc. ........... 15,110 1,326,809 Loews Corp.-Carolina Group.... 313 23,666 Reynolds American, Inc. ...... 1,684 105,098 UST, Inc. .................... 1,721 99,784 ------------ 1,555,357 ------------ TRADING COMPANIES & DISTRIBUTORS -- 0.1% Empire Resources, Inc. ....... 1,879 21,007 Fastenal Co. ................. 1,967 68,943 Kaman Corp. (Class A)......... 2,460 57,343 W.W. Grainger, Inc. .......... 313 24,176 ------------ 171,469 ------------ WATER UTILITIES -- 0.1% Aqua America, Inc. ........... 939 21,081 Connecticut Water Service, Inc. ....................... 2,348 56,469 Middlesex Water Co. .......... 3,234 59,473 ------------ 137,023 ------------ WIRELESS TELECOMMUNICATION SERVICES -- 0.8% ALLTEL Corp. ................. 2,487 154,194 American Tower Corp.(a)....... 2,989 116,421 Crown Castle International Corp.(a).................... 2,847 91,474 FiberTower Corp.(a)........... 2,399 12,451 Goamerica, Inc.(a)............ 1,772 10,756 Leap Wireless International, Inc.(a)..................... 313 20,652 NII Holdings, Inc.(a)......... 1,476 109,490 SBA Communications Corp.(a)... 626 18,498 Sprint Nextel Corp. .......... 20,604 390,652 Telephone & Data Systems, Inc. ....................... 1,337 79,712 ------------ 1,004,300 ------------ TOTAL COMMON STOCKS -- (Cost $101,594,902)......... 122,755,720 ------------ SHORT TERM INVESTMENTS -- 0.3% MONEY MARKET FUND -- 0.3% AIM Short Term Investment Class Prime Fund (Cost $389,067)................... 389,067 $ 389,067 ------------ TOTAL INVESTMENTS -- 99.9% (Cost $101,983,969)......... 123,144,787 OTHER ASSETS AND LIABILITIES -- 0.1% 124,970 ------------ NET ASSETS -- 100.0%.......... $123,269,757 ============ (a) Non-income producing security (b) Affiliated issuer. See table below for more information. [Download Table] SHARES PURCHASED FOR SHARES SOLD NUMBER THE NINE FOR THE NINE NUMBER OF SHARES MONTHS MONTHS OF SHARES HELD AT ENDED ENDED HELD AT SECURITY DESCRIPTION 6/30/06 3/31/07 3/31/07 3/31/07 -------------------- --------- ------------- ------------ --------- State Street Corp. ............ 2,141 333 0 2,474 (Cost $134,190) [Download Table] REALIZED INCOME GAIN (LOSS) EARNED ON SHARES FOR THE SOLD DURING NINE THE NINE MONTHS MONTHS ENDED ENDED SECURITY DESCRIPTION 3/31/07 3/31/07 -------------------- ------- ----------- State Street Corp. ............ $1,330 $0 (c) Amount shown represents less than 0.05% of net assets. 10
N-Q13th “Page” of 97TOC1stPreviousNextBottomJust 13th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- COMMON STOCKS -- 99.7% AEROSPACE & DEFENSE -- 2.2% Alliant Techsystems, Inc.(a).... 26 $ 2,286 Boeing Co. ..................... 493 43,833 General Dynamics Corp. ......... 233 17,801 Goodrich Corp. ................. 80 4,118 Honeywell International, Inc. .. 518 23,859 L-3 Communications Holdings, Inc. ......................... 84 7,347 Lockheed Martin Corp. .......... 238 23,091 Northrop Grumman Corp. ......... 224 16,625 Precision Castparts Corp. ...... 92 9,573 Raytheon Co. ................... 310 16,263 Rockwell Collins, Inc. ......... 121 8,099 Spirit Aerosystems Holdings, Inc.(a)....................... 38 1,210 United Technologies Corp. ...... 647 42,055 ---------- 216,160 ---------- AIR FREIGHT & LOGISTICS -- 0.6% C.H. Robinson Worldwide, Inc. .. 114 5,444 Expeditors International Washington, Inc. ............. 148 6,115 FedEx Corp. .................... 200 21,486 United Parcel Service, Inc. (Class B)..................... 429 30,073 ---------- 63,118 ---------- AIRLINES -- 0.2% AMR Corp.(a).................... 156 4,750 Southwest Airlines Co. ......... 554 8,144 UAL Corp.(a).................... 59 2,252 US Airways Group, Inc.(a)....... 45 2,047 ---------- 17,193 ---------- AUTO COMPONENTS -- 0.2% BorgWarner, Inc. ............... 39 2,941 Johnson Controls, Inc. ......... 133 12,585 The Goodyear Tire & Rubber Co.(a)........................ 110 3,431 ---------- 18,957 ---------- AUTOMOBILES -- 0.3% Ford Motor Co. ................. 1,281 10,107 General Motors Corp. ........... 343 10,510 Harley-Davidson, Inc. .......... 184 10,810 ---------- 31,427 ---------- BEVERAGES -- 1.9% Anheuser-Busch Cos., Inc. ...... 502 25,331 Brown-Forman Corp. ............. 42 2,753 Coca-Cola Enterprises, Inc. .... 177 3,584 Constellation Brands, Inc. (Class A)(a).................. 133 2,817 Molson Coors Brewing Co. ....... 48 4,542 PepsiCo, Inc. .................. 1,162 73,857 The Coca-Cola Co. .............. 1,490 71,520 The Pepsi Bottling Group, Inc. ......................... 86 2,743 ---------- 187,147 ---------- BIOTECHNOLOGY -- 1.5% Amgen, Inc.(a).................. 813 45,431 Amylin Pharmaceuticals, Inc.(a)....................... 76 2,839 Biogen Idec, Inc.(a)............ 232 10,296 Celgene Corp.(a)................ 260 13,640 Cephalon, Inc.(a)............... 40 2,848 Genentech, Inc.(a).............. 324 26,607 Genzyme Corp.(a)................ 179 10,744 Gilead Sciences, Inc.(a)........ 320 24,480 MedImmune, Inc.(a).............. 165 6,004 Millennium Pharmaceuticals, Inc.(a)....................... 212 2,408 Vertex Pharmaceuticals, Inc.(a)....................... 73 2,047 ---------- 147,344 ---------- BUILDING PRODUCTS -- 0.2% American Standard Cos., Inc. ... 123 6,522 Florida Rock Industries, Inc. .. 39 2,624 Masco Corp. .................... 272 7,453 USG Corp.(a).................... 53 2,474 ---------- 19,073 ---------- CAPITAL MARKETS -- 3.4% A.G. Edwards, Inc. ............. 54 3,736 AllianceBernstein Holding LP.... 19 1,682 Ameriprise Financial, Inc. ..... 151 8,628 BlackRock, Inc. ................ 14 2,188 E*TRADE Financial Corp.(a)...... 292 6,196 Eaton Vance Corp. .............. 95 3,386 Federated Investors, Inc. ...... 67 2,460 Franklin Resources, Inc. ....... 122 14,741 Goldman Sachs Group, Inc. ...... 262 54,137 Janus Capital Group, Inc. ...... 151 3,157 Legg Mason, Inc. ............... 88 8,291 Lehman Brothers Holdings, Inc. ......................... 374 26,206 Mellon Financial Corp. ......... 294 12,683 Merrill Lynch & Co., Inc. ...... 583 47,614 Morgan Stanley.................. 673 53,006 Northern Trust Corp. ........... 134 8,059 Nuveen Investments, Inc. ....... 54 2,554 SEI Investments Co. ............ 49 2,951 State Street Corp.(c)........... 233 15,087 T. Rowe Price Group, Inc. ...... 180 8,494 TD Ameritrade Holding Corp.(a).. 153 2,277 The Bank of New York Co., Inc. ......................... 531 21,532 The Bear Stearns Cos., Inc. .... 80 12,028 The Charles Schwab Corp. ....... 725 13,260 ---------- 334,353 ---------- CHEMICALS -- 1.6% Air Products & Chemicals, Inc. ......................... 142 10,502 Ashland, Inc. .................. 40 2,624 Celanese Corp. ................. 97 2,992 E. I. du Pont de Nemours & Co. .......................... 638 31,536 Eastman Chemical Co. ........... 52 3,293 Ecolab, Inc. ................... 127 5,461 Huntsman Corp.(a)............... 63 1,203 International Flavors & Fragrances, Inc. ............. 59 2,786 Lubrizol Corp. ................. 45 2,319 Lyondell Chemical Co. .......... 156 4,675 Monsanto Co. ................... 375 20,610 PPG Industries, Inc. ........... 117 8,226 Praxair, Inc. .................. 224 14,103 Rohm & Haas Co. ................ 99 5,120 Sigma-Aldrich Corp. ............ 88 3,654 The Dow Chemical Co. ........... 668 30,635 The Mosaic Co.(a)............... 92 2,453 ---------- 152,192 ---------- COMMERCIAL BANKS -- 3.9% Associated Bancorp.............. 79 2,654 BB&T Corp. ..................... 374 15,341 11
N-Q14th “Page” of 97TOC1stPreviousNextBottomJust 14th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- City National Corp. ............ 31 $ 2,282 Colonial BancGroup, Inc. ....... 103 2,549 Comerica, Inc. ................. 111 6,562 Commerce Bancorp, Inc. ......... 125 4,173 Commerce Bancshares, Inc. ...... 56 2,705 Compass Bancshares, Inc. ....... 90 6,192 Fifth Third Bancorp............. 321 12,420 First Horizon National Corp. ... 82 3,405 Huntington Bancshares, Inc. .... 160 3,496 Keycorp......................... 282 10,567 M&T Bank Corp. ................. 57 6,602 Marshall & Ilsley Corp. ........ 172 7,965 National City Corp. ............ 414 15,422 PNC Financial Services Group.... 239 17,211 Popular, Inc. .................. 167 2,766 Regions Financial Corp. ........ 514 18,180 Sky Financial Group, Inc. ...... 75 2,015 SunTrust Banks, Inc. ........... 248 20,594 Synovus Financial Corp. ........ 176 5,692 TCF Financial Corp. ............ 89 2,346 TD Banknorth, Inc. ............. 59 1,897 U.S. Bancorp.................... 1,240 43,363 UnionBanCal Corp. .............. 39 2,473 Valley National Bancorp......... 82 2,071 Wachovia Corp. ................. 1,333 73,382 Wells Fargo & Co. .............. 2,219 76,400 Zions Bancorp................... 72 6,085 ---------- 376,810 ---------- COMMERCIAL SERVICES & SUPPLIES -- 0.7% Allied Waste Industries, Inc.(a)....................... 199 2,505 Avery Dennison Corp............. 64 4,113 ChoicePoint, Inc.(a)............ 58 2,171 Cintas Corp. ................... 101 3,646 Dun & Bradstreet Corp.(a)....... 43 3,922 Equifax, Inc. .................. 91 3,317 Manpower, Inc. ................. 65 4,795 Monster Worldwide, Inc.(a)...... 77 3,647 Pitney Bowes, Inc. ............. 156 7,081 R.R. Donnelley & Sons Co. ...... 150 5,488 Republic Services, Inc. ........ 125 3,464 Robert Half International, Inc. ......................... 121 4,478 The Corporate Executive Board Co. .......................... 28 2,127 Waste Management, Inc. ......... 378 13,007 ---------- 63,761 ---------- COMMUNICATIONS EQUIPMENT -- 2.4% Avaya, Inc.(a).................. 300 3,543 Cisco Systems, Inc.(a).......... 4,260 108,758 Corning, Inc.(a)................ 1,087 24,719 Harris Corp. ................... 93 4,738 JDS Uniphase Corp.(a)........... 132 2,011 Juniper Networks, Inc.(a)....... 379 7,459 Motorola, Inc. ................. 1,687 29,809 QUALCOMM, Inc. ................. 1,152 49,144 Tellabs, Inc.(a)................ 297 2,940 ---------- 233,121 ---------- COMPUTERS & PERIPHERALS -- 3.5% Apple Computer, Inc.(a)......... 603 56,025 Dell, Inc.(a)................... 1,424 33,051 Diebold, Inc. .................. 46 2,195 EMC Corp.(a).................... 1,536 21,274 Hewlett-Packard Co. ............ 1,890 75,865 International Business Machines Corp. ........................ 1,051 99,067 Lexmark International, Inc.(a).. 73 4,268 NCR Corp.(a).................... 128 6,114 Network Appliance, Inc.(a)...... 251 9,166 SanDisk Corp.(a)................ 152 6,658 Seagate Technology.............. 383 8,924 Sun Microsystems, Inc.(a)....... 2,520 15,145 Western Digital Corp.(a)........ 151 2,538 ---------- 340,290 ---------- CONSTRUCTION & ENGINEERING -- 0.1% Fluor Corp. .................... 60 5,383 Jacobs Engineering Group, Inc.(a)....................... 80 3,732 KBR, Inc.(a).................... 19 387 ---------- 9,502 ---------- CONSTRUCTION MATERIALS -- 0.1% Martin Marietta Materials, Inc. ......................... 31 4,191 Vulcan Materials Co. ........... 62 7,222 ---------- 11,413 ---------- CONSUMER FINANCE -- 0.8% American Express Co. ........... 742 41,849 AmeriCredit Corp.(a)............ 81 1,852 Capital One Financial Corp. .... 285 21,506 First Marblehead Corp. ......... 43 1,930 SLM Corp. ...................... 287 11,738 Student Loan Corp. ............. 3 558 ---------- 79,433 ---------- CONTAINERS & PACKAGING -- 0.2% Ball Corp. ..................... 75 3,439 Bemis Co., Inc. ................ 76 2,537 Crown Holdings, Inc.(a)......... 113 2,764 Pactiv Corp.(a)................. 93 3,138 Sealed Air Corp. ............... 114 3,602 Smurfit-Stone Container Corp.(a)...................... 172 1,937 Sonoco Products Co. ............ 69 2,593 Temple-Inland, Inc. ............ 74 4,421 ---------- 24,431 ---------- DISTRIBUTORS -- 0.1% Genuine Parts Co. .............. 117 5,733 ---------- DIVERSIFIED CONSUMER SERVICES -- 0.1% Apollo Group, Inc.(a)........... 108 4,741 H&R Block, Inc. ................ 213 4,481 The Service Master Co. ......... 200 3,078 Weight Watchers International, Inc. ......................... 30 1,383 ---------- 13,683 ---------- DIVERSIFIED FINANCIAL SERVICES -- 5.1% Bank of America Corp. .......... 3,148 160,611 Cbot Holdings, Inc.(a).......... 25 4,538 Chicago Mercantile Exchange Holdings, Inc. ............... 22 11,714 CIT Group, Inc. ................ 137 7,250 Citigroup, Inc. ................ 3,479 178,612 IntercontinentalExchange, Inc.(a)....................... 40 4,888 JPMorgan Chase & Co. ........... 2,437 117,902 Leucadia National Corp. ........ 112 3,295 Moody's Corp. .................. 168 10,426 12
N-Q15th “Page” of 97TOC1stPreviousNextBottomJust 15th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Nymex Holdings, Inc.(a)......... 4 $ 543 NYSE Group, Inc.(a)............. 36 3,375 ---------- 503,154 ---------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 2.9% AT&T, Inc. ..................... 4,388 173,019 CenturyTel, Inc. ............... 83 3,751 Citizens Communications Co. .... 224 3,349 Embarq Corp. ................... 99 5,578 Level 3 Communications, Inc.(a)....................... 723 4,410 Qwest Communications International, Inc.(a)........ 1,072 9,637 Verizon Communications, Inc. ... 2,040 77,357 Windstream Corp.(a)............. 326 4,789 ---------- 281,890 ---------- ELECTRIC UTILITIES -- 1.8% Allegheny Energy, Inc.(a)....... 106 5,209 American Electric Power Co., Inc. ......................... 272 13,260 DPL, Inc. ...................... 79 2,456 Duke Energy Corp. .............. 875 17,754 Edison International............ 206 10,121 Entergy Corp. .................. 148 15,528 Exelon Corp. ................... 465 31,950 FirstEnergy Corp. .............. 226 14,970 FPL Group, Inc. ................ 258 15,782 Northeast Utilities............. 107 3,506 Pepco Holdings, Inc. ........... 127 3,685 Pinnacle West Capital Corp. .... 64 3,088 PPL Corp. ...................... 260 10,634 Progress Energy, Inc. .......... 168 8,474 Reliant Energy, Inc.(a)......... 237 4,816 The Southern Co. ............... 509 18,655 ---------- 179,888 ---------- ELECTRICAL EQUIPMENT -- 0.5% AMETEK, Inc. ................... 71 2,452 Cooper Industries, Ltd. ........ 130 5,849 Emerson Electric Co. ........... 568 24,475 Hubbell, Inc. (Class B)......... 39 1,882 Rockwell Automation, Inc........ 105 6,286 Roper Industries, Inc. ......... 60 3,293 ---------- 44,237 ---------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 0.3% Agilent Technologies, Inc.(a)... 286 9,636 Amphenol Corp. (Class A)........ 62 4,003 Arrow Electronics, Inc.(a)...... 79 2,982 Avnet, Inc.(a).................. 102 3,686 CDW Corp. ...................... 47 2,887 Ingram Micro, Inc. (Class A)(a)......................... 99 1,912 Jabil Circuit, Inc. ............ 125 2,676 Molex, Inc. .................... 91 2,566 Solectron Corp.(a).............. 697 2,196 ---------- 32,544 ---------- ENERGY EQUIPMENT & SERVICES -- 2.0% Baker Hughes, Inc. ............. 224 14,813 BJ Services Co. ................ 213 5,943 Cameron International Corp.(a).. 78 4,898 Diamond Offshore Drilling, Inc. ......................... 42 3,400 ENSCO International, Inc. ...... 106 5,766 FMC Technologies, Inc.(a)....... 48 3,349 GlobalSantaFe Corp. ............ 168 10,362 Grant Prideco, Inc.(a).......... 91 4,535 Halliburton Co. ................ 715 22,694 Nabors Industries, Ltd.(a)...... 209 6,201 National-Oilwell Varco, Inc.(a)....................... 119 9,257 Noble Corp. .................... 96 7,553 Patterson-UTI Energy, Inc. ..... 109 2,446 Pride International, Inc.(a).... 107 3,221 Rowan Cos., Inc. ............... 74 2,403 Schlumberger, Ltd. ............. 825 57,008 Smith International, Inc. ...... 146 7,015 Transocean, Inc.(a)............. 204 16,667 Weatherford International, Ltd.(a)....................... 243 10,959 ---------- 198,490 ---------- FOOD & STAPLES RETAILING -- 2.2% Costco Wholesale Corp. ......... 321 17,283 CVS Corp. ...................... 1,048 35,779 Safeway, Inc. .................. 305 11,175 SUPERVALU, Inc. ................ 148 5,782 Sysco Corp. .................... 434 14,682 The Kroger Co. ................. 468 13,221 Wal-Mart Stores, Inc. .......... 1,807 84,839 Walgreen Co. ................... 703 32,261 Whole Foods Market, Inc. ....... 98 4,395 ---------- 219,417 ---------- FOOD PRODUCTS -- 1.2% Archer-Daniels-Midland Co. ..... 409 15,010 Bunge, Ltd. .................... 80 6,578 Campbell Soup Co. .............. 169 6,583 ConAgra Foods, Inc. ............ 371 9,242 Dean Foods Co.(a)............... 86 4,020 General Mills, Inc. ............ 246 14,322 H.J. Heinz Co. ................. 220 10,366 Hormel Foods Corp. ............. 51 1,897 Kellogg Co. .................... 171 8,794 Kraft Foods, Inc. .............. 176 5,572 McCormick & Co., Inc. .......... 92 3,544 Sara Lee Corp. ................. 538 9,103 Smithfield Foods, Inc.(a)....... 77 2,306 The Hershey Co. ................ 120 6,559 Tyson Foods, Inc. (Class A)..... 193 3,746 Wm. Wrigley Jr., Co. ........... 159 8,098 ---------- 115,740 ---------- GAS UTILITIES -- 0.1% Equitable Resources, Inc. ...... 79 3,817 ONEOK, Inc. .................... 73 3,285 Questar Corp. .................. 57 5,085 ---------- 12,187 ---------- HEALTH CARE EQUIPMENT & SUPPLIES -- 1.7% Bausch & Lomb, Inc. ............ 35 1,791 Baxter International, Inc. ..... 456 24,017 Beckman Coulter, Inc. .......... 42 2,683 Becton, Dickinson & Co. ........ 162 12,456 Biomet, Inc. ................... 161 6,841 Boston Scientific Corp.(a)...... 941 13,682 C.R. Bard, Inc. ................ 72 5,725 Cytyc Corp.(a).................. 78 2,668 Dade Behring Holdings, Inc. .... 62 2,719 Dentsply International, Inc. ... 97 3,177 13
N-Q16th “Page” of 97TOC1stPreviousNextBottomJust 16th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Hillenbrand Industries, Inc. ... 35 $ 2,078 Hospira, Inc.(a)................ 104 4,254 Intuitive Surgical, Inc.(a)..... 26 3,161 Medtronic, Inc. ................ 806 39,542 St. Jude Medical, Inc.(a)....... 252 9,478 Stryker Corp. .................. 190 12,601 Varian Medical Systems, Inc.(a)....................... 96 4,578 Zimmer Holdings, Inc.(a)........ 167 14,263 ---------- 165,714 ---------- HEALTH CARE PROVIDERS & SERVICES -- 2.4% Aetna, Inc. .................... 364 15,940 AmerisourceBergen Corp. ........ 133 7,016 Brookdale Senior Living, Inc. .. 36 1,608 Cardinal Health, Inc. .......... 280 20,426 CIGNA Corp. .................... 72 10,272 Community Health Systems, Inc.(a)....................... 62 2,185 Coventry Health Care, Inc.(a)... 108 6,053 DaVita, Inc.(a)................. 70 3,732 Express Scripts, Inc. (Class A)(a)......................... 85 6,861 Health Net, Inc.(a)............. 74 3,982 Henry Schein, Inc.(a)........... 59 3,256 Humana, Inc.(a)................. 111 6,440 Laboratory Corp. of America Holdings(a)................... 91 6,609 Lincare Holdings, Inc.(a)....... 68 2,492 Manor Care, Inc. ............... 45 2,446 McKesson Corp. ................. 211 12,352 Medco Health Solutions, Inc.(a)....................... 204 14,796 Omnicare, Inc. ................. 84 3,341 Patterson Cos., Inc.(a)......... 84 2,981 Quest Diagnostics, Inc. ........ 107 5,336 Tenet Healthcare Corp.(a)....... 319 2,051 Triad Hospitals, Inc.(a)........ 60 3,135 UnitedHealth Group, Inc. ....... 943 49,951 Universal Health Services, Inc. (Class B)..................... 41 2,348 WellPoint, Inc.(a).............. 432 35,035 ---------- 230,644 ---------- HEALTH CARE TECHNOLOGY -- 0.1% Cerner Corp.(a)................. 43 2,341 IMS Health, Inc. ............... 153 4,538 ---------- 6,879 ---------- HOTELS RESTAURANTS & LEISURE -- 1.7% Boyd Gaming Corp. .............. 35 1,667 Brinker International, Inc. .... 88 2,878 Carnival Corp. ................. 290 13,589 Darden Restaurants, Inc. ....... 85 3,501 Harrah's Entertainment, Inc. ... 129 10,894 Hilton Hotels Corp. ............ 246 8,846 International Game Technology... 238 9,610 Las Vegas Sands Corp.(a)........ 72 6,236 Marriott International, Inc. (Class A)..................... 241 11,799 McDonald's Corp. ............... 842 37,932 MGM Mirage, Inc.(a)............. 84 5,840 Penn National Gaming, Inc.(a)... 45 1,909 Royal Caribbean Cruises, Ltd. .. 88 3,710 Starbucks Corp.(a).............. 529 16,590 Starwood Hotels & Resorts Worldwide, Inc. .............. 147 9,533 Station Casinos, Inc. .......... 29 2,511 Wendy's International, Inc. .... 61 1,909 Wyndham Worldwide Corp.(a)...... 136 4,644 Wynn Resorts, Ltd. ............. 50 4,743 Yum! Brands, Inc. .............. 185 10,686 ---------- 169,027 ---------- HOUSEHOLD DURABLES -- 0.6% Black & Decker Corp. ........... 47 3,836 Centex Corp. ................... 78 3,259 D.R. Horton, Inc. .............. 188 4,136 Fortune Brands, Inc. ........... 103 8,118 Garmin, Ltd. ................... 79 4,278 Harman International Industries, Inc. ......................... 46 4,420 KB HOME......................... 53 2,261 Leggett & Platt, Inc. .......... 130 2,947 Lennar Corp. (Class A).......... 94 3,968 Mohawk Industries, Inc.(a)...... 38 3,118 Newell Rubbermaid, Inc.......... 187 5,814 NVR, Inc.(a).................... 4 2,660 Pulte Homes, Inc. .............. 144 3,810 The Stanley Works............... 59 3,266 Toll Brothers, Inc.(a).......... 81 2,218 Whirlpool Corp. ................ 54 4,585 ---------- 62,694 ---------- HOUSEHOLD PRODUCTS -- 2.0% Colgate-Palmolive Co. .......... 365 24,378 Energizer Holdings, Inc.(a)..... 36 3,072 Kimberly-Clark Corp. ........... 318 21,780 Procter & Gamble Co. ........... 2,224 140,468 The Clorox Co. ................. 107 6,815 ---------- 196,513 ---------- INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.6% Constellation Energy Group, Inc. ......................... 128 11,130 Dynegy, Inc. (Class A)(a)....... 280 2,593 Mirant Corp.(a)................. 177 7,161 NRG Energy, Inc.(a)............. 86 6,195 The AES Corp.(a)................ 440 9,469 TXU Corp. ...................... 318 20,384 ---------- 56,932 ---------- INDUSTRIAL CONGLOMERATES -- 3.5% 3M Co. ......................... 471 35,998 General Electric Co. ........... 7,196 254,451 McDermott International, Inc.(a)....................... 74 3,624 Textron, Inc. .................. 77 6,915 Tyco International, Ltd. ....... 1,384 43,665 ---------- 344,653 ---------- INSURANCE -- 5.6% ACE, Ltd. ...................... 225 12,839 AFLAC, Inc. .................... 343 16,142 Ambac Financial Group, Inc. .... 76 6,566 American International Group, Inc. ......................... 1,599 107,485 Aon Corp. ...................... 195 7,402 Arch Capital Group, Ltd.(a)..... 29 1,978 Arthur J. Gallagher & Co. ...... 60 1,700 Assurant, Inc. ................. 80 4,290 Axis Capital Holdings, Ltd. .... 98 3,318 Berkshire Hathaway, Inc. (Class A)(a)......................... 1 108,990 Brown & Brown, Inc. ............ 77 2,083 Chubb Corp. .................... 288 14,881 Cincinnati Financial Corp. ..... 101 4,282 14
N-Q17th “Page” of 97TOC1stPreviousNextBottomJust 17th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- CNA Financial Corp.(a).......... 15 $ 646 Conseco, Inc.(a)................ 104 1,799 Everest Re Group, Ltd. ......... 45 4,328 Fidelity National Title Group, Inc. ......................... 146 3,505 First American Corp. ........... 58 2,942 Genworth Financial, Inc. (Class A)............................ 312 10,901 Lincoln National Corp. ......... 194 13,151 Loews Corp. .................... 326 14,810 Markel Corp.(a)................. 6 2,909 Marsh & McLennan Cos., Inc. .... 380 11,130 MBIA, Inc. ..................... 93 6,091 MetLife, Inc. .................. 321 20,271 Nationwide Financial Services, Inc. (Class A)................ 39 2,101 Old Republic International Corp. ........................ 146 3,230 Principal Financial Group, Inc. ......................... 190 11,375 Protective Life Corp. .......... 45 1,982 Prudential Financial, Inc. ..... 334 30,147 SAFECO Corp. ................... 74 4,916 The Allstate Corp. ............. 436 26,186 The Hartford Financial Services Group, Inc. .................. 221 21,123 The Progressive Corp. .......... 489 10,670 The St. Paul Travelers Cos., Inc. ......................... 480 24,850 Torchmark Corp. ................ 73 4,788 Transatlantic Holdings, Inc. ... 18 1,172 Unitrin, Inc. .................. 30 1,412 UnumProvident Corp. ............ 236 5,435 White Mountains Insurance Group, Ltd. ......................... 6 3,399 WR Berkley Corp. ............... 131 4,339 XL Capital, Ltd. (Class A)...... 122 8,535 ---------- 550,099 ---------- INTERNET & CATALOG RETAIL -- 0.3% Amazon.com, Inc.(a)............. 205 8,157 Expedia, Inc.(a)................ 181 4,196 IAC/InterActiveCorp(a).......... 144 5,430 Liberty Media Holding Corp. -- Interactive (Class A)(a)......................... 459 10,933 ---------- 28,716 ---------- INTERNET SOFTWARE & SERVICES -- 1.4% Akamai Technologies, Inc.(a).... 106 5,292 eBay, Inc.(a)................... 728 24,133 Google, Inc. (Class A)(a)....... 159 72,847 VeriSign, Inc.(a)............... 175 4,396 Yahoo!, Inc.(a)................. 890 27,848 ---------- 134,516 ---------- IT SERVICES -- 1.4% Accenture, Ltd. (Class A)....... 412 15,879 Affiliated Computer Services, Inc.(a)....................... 66 3,886 Alliance Data Systems Corp.(a).. 47 2,896 Automatic Data Processing, Inc. ......................... 385 18,634 Ceridian Corp.(a)............... 99 3,449 Checkfree Corp.(a).............. 52 1,929 Cognizant Technology Solutions Corp.(a)...................... 96 8,474 Computer Sciences Corp.(a)...... 126 6,568 DST Systems, Inc.(a)............ 39 2,933 Electronic Data Systems Corp. .. 362 10,020 Fidelity National Information Services, Inc. ............... 198 9,001 First Data Corp. ............... 525 14,123 Fiserv, Inc.(a)................. 114 6,049 Global Payments, Inc. .......... 63 2,146 Iron Mountain, Inc.(a).......... 126 3,292 Mastercard, Inc. ............... 43 4,568 Paychex, Inc. .................. 233 8,824 Sabre Holdings Corp. (Class A).. 99 3,242 The Western Union Co. .......... 525 11,524 Total System Services, Inc. .... 27 860 ---------- 138,297 ---------- LEISURE EQUIPMENT & PRODUCTS -- 0.2% Brunswick Corp. ................ 64 2,038 Eastman Kodak Co. .............. 197 4,444 Hasbro, Inc. ................... 104 2,977 Mattel, Inc. ................... 245 6,755 ---------- 16,214 ---------- LIFE SCIENCES TOOLS & SERVICES -- 0.3% Applera Corp. -- Applied Biosystems Group.............. 117 3,460 Charles River Laboratories International, Inc.(a)........ 50 2,313 Covance, Inc.(a)................ 44 2,611 Invitrogen Corp.(a)............. 37 2,355 Millipore Corp.(a).............. 41 2,971 Pharmaceutical Product Development, Inc. ............ 72 2,426 Thermo Electron Corp.(a)........ 283 13,230 Waters Corp.(a)................. 71 4,118 ---------- 33,484 ---------- MACHINERY -- 1.6% Caterpillar, Inc. .............. 452 30,297 Cummins, Inc. .................. 33 4,776 Danaher Corp. .................. 171 12,218 Deere & Co. .................... 162 17,600 Donaldson Co., Inc. ............ 51 1,841 Dover Corp. .................... 140 6,833 Eaton Corp. .................... 108 9,024 Illinois Tool Works, Inc. ...... 344 17,750 Ingersoll-Rand Co., Ltd. (Class A)............................ 214 9,281 ITT Industries, Inc. ........... 124 7,480 Joy Global, Inc. ............... 79 3,389 Oshkosh Truck Corp. ............ 51 2,703 PACCAR, Inc. ................... 175 12,845 Pall Corp. ..................... 87 3,306 Parker-Hannifin Corp. .......... 84 7,250 Pentair, Inc. .................. 66 2,057 SPX Corp. ...................... 39 2,738 Terex Corp.(a).................. 68 4,880 ---------- 156,268 ---------- MEDIA -- 3.7% Cablevision Systems Corp. (Class A)............................ 157 4,778 CBS Corp. ...................... 479 14,653 Clear Channel Communications, Inc. ......................... 321 11,248 Clear Channel Outdoor Holdings, Inc.(a)....................... 25 658 Comcast Corp. (Class A)(a)...... 2,073 53,794 Discovery Holding Co. (Class A)(a)......................... 191 3,654 EchoStar Communications Corp. (Class A)(a).................. 150 6,515 EW Scripps Co. ................. 57 2,547 Gannett Co., Inc. .............. 166 9,344 Getty Images, Inc.(a)........... 33 1,605 Idearc, Inc. ................... 100 3,510 Lamar Advertising Co.(a)........ 52 3,274 15
N-Q18th “Page” of 97TOC1stPreviousNextBottomJust 18th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Liberty Global, Inc. (Class A)(a)......................... 279 $ 9,187 Liberty Media Holding Corp. -- Capital (Series A)(a)......................... 95 10,506 News Corp. (Class A)............ 1,636 37,824 Omnicom Group, Inc. ............ 122 12,490 R.H. Donnelley Corp. ........... 54 3,828 Sirius Satellite Radio, Inc.(a)....................... 837 2,678 The DIRECTV Group, Inc.(a)...... 558 12,873 The Interpublic Group of Cos., Inc.(a)....................... 292 3,595 The McGraw-Hill Cos., Inc. ..... 249 15,657 The New York Times Co. (Class A)............................ 102 2,398 The Walt Disney Co. ............ 1,353 46,584 The Washington Post Co. ........ 4 3,054 Time Warner Cable, Inc.(a)...... 109 4,084 Time Warner, Inc. .............. 2,793 55,078 Tribune Co. .................... 111 3,564 Viacom, Inc.(a)................. 429 17,636 Virgin Media, Inc. ............. 172 4,343 XM Satellite Radio Holdings, Inc. (Class A)(a)............. 178 2,300 ---------- 363,259 ---------- METALS & MINING -- 0.9% Alcoa, Inc. .................... 599 20,306 Allegheny Technologies, Inc. ... 62 6,615 Freeport-McMoRan Copper & Gold, Inc. ......................... 263 17,395 Newmont Mining Corp. ........... 297 12,471 Nucor Corp. .................... 198 12,896 Southern Copper Corp. .......... 55 3,941 Titanium Metals Corp.(a)........ 94 3,372 United States Steel Corp. ...... 82 8,132 ---------- 85,128 ---------- MULTI-UTILITIES -- 1.3% Alliant Energy Corp. ........... 81 3,630 Ameren Corp. ................... 141 7,092 CenterPoint Energy, Inc. ....... 190 3,409 Consolidated Edison, Inc. ...... 179 9,140 Dominion Resources, Inc. ....... 242 21,482 DTE Energy Co. ................. 117 5,604 Energy East Corp. .............. 102 2,485 Integrys Energy Group Inc....... 52 2,887 KeySpan Corp. .................. 120 4,938 MDU Resources Group, Inc. ...... 107 3,075 NiSource, Inc. ................. 184 4,497 NSTAR........................... 75 2,634 PG&E Corp. ..................... 237 11,440 Public Service Enterprise Group, Inc. ......................... 174 14,449 SCANA Corp. .................... 71 3,065 Sempra Energy................... 158 9,640 TECO Energy, Inc. .............. 139 2,392 Wisconsin Energy Corp. ......... 81 3,930 Xcel Energy, Inc. .............. 273 6,740 ---------- 122,529 ---------- MULTILINE RETAIL -- 1.1% Dollar General Corp. ........... 206 4,357 Dollar Tree Stores, Inc.(a)..... 74 2,830 Family Dollar Stores, Inc. ..... 111 3,288 Federated Department Stores, Inc. ......................... 368 16,578 J. C. Penney Co., Inc. ......... 143 11,749 Kohl's Corp.(a)................. 209 16,011 Nordstrom, Inc. ................ 152 8,047 Sears Holdings Corp.(a)......... 68 12,251 Target Corp. ................... 543 32,178 ---------- 107,289 ---------- OFFICE ELECTRONICS -- 0.1% Xerox Corp.(a).................. 673 11,367 ---------- OIL, GAS & CONSUMABLE FUELS -- 8.1% Anadarko Petroleum Corp. ....... 313 13,453 Apache Corp. ................... 224 15,837 Arch Coal, Inc. ................ 100 3,069 Chesapeake Energy Corp. ........ 309 9,542 Chevron Corp. .................. 1,538 113,750 CNX Gas Corp.(a)................ 17 482 ConocoPhillips.................. 1,065 72,793 CONSOL Energy, Inc. ............ 122 4,774 Devon Energy Corp. ............. 291 20,143 El Paso Corp. .................. 480 6,946 Enbridge Energy Partners LP..... 35 1,956 Energy Transfer Equity LP....... 88 3,230 Energy Transfer Partners LP..... 53 3,088 Enterprise Products Partners LP............................ 179 5,692 EOG Resources, Inc. ............ 171 12,199 Exxon Mobil Corp. .............. 3,984 300,593 Hess Corp....................... 200 11,094 Kinder Morgan Energy Partners LP............................ 99 5,215 Kinder Morgan, Inc. ............ 76 8,090 Marathon Oil Corp. ............. 245 24,213 Murphy Oil Corp. ............... 118 6,301 Newfield Exploration Co.(a)..... 88 3,670 Noble Energy, Inc. ............. 118 7,039 Occidental Petroleum Corp. ..... 590 29,093 ONEOK Partners LP............... 33 2,227 Peabody Energy Corp. ........... 177 7,122 Pioneer Natural Resources Co. .. 88 3,794 Plains All American Pipeline LP............................ 53 3,053 Plains Exploration & Production Co.(a)........................ 54 2,438 Pogo Producing Co. ............. 38 1,828 Range Resources Corp. .......... 96 3,206 Southwestern Energy Co.(a)...... 112 4,590 Spectra Energy Corp. ........... 437 11,480 Sunoco, Inc. ................... 86 6,058 Tesoro Corp. ................... 48 4,821 The Williams Cos., Inc. ........ 414 11,782 Ultra Petroleum Corp.(a)........ 106 5,632 Valero Energy Corp. ............ 423 27,279 XTO Energy, Inc. ............... 252 13,812 ---------- 791,384 ---------- PAPER & FOREST PRODUCTS -- 0.3% Domtar Corp. ................... 414 3,854 International Paper Co. ........ 318 11,575 MeadWestvaco Corp. ............. 125 3,855 Weyerhaeuser Co. ............... 148 11,062 ---------- 30,346 ---------- PERSONAL PRODUCTS -- 0.2% Avon Products, Inc. ............ 311 11,588 The Estee Lauder Cos., Inc. (Class A)..................... 86 4,201 ---------- 15,789 ---------- 16
N-Q19th “Page” of 97TOC1stPreviousNextBottomJust 19th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- PHARMACEUTICALS -- 5.8% Abbott Laboratories............. 1,073 $ 59,873 Abraxis BioScience, Inc.(a)..... 15 401 Allergan, Inc. ................. 107 11,858 Barr Pharmaceuticals, Inc.(a)... 68 3,152 Bristol-Myers Squibb Co. ....... 1,413 39,225 Eli Lilly & Co. ................ 677 36,362 Endo Pharmaceuticals Holdings, Inc.(a)....................... 90 2,646 Forest Laboratories, Inc.(a).... 223 11,471 Johnson & Johnson............... 2,029 122,267 King Pharmaceuticals, Inc.(a)... 167 3,285 Merck & Co., Inc. .............. 1,532 67,668 Mylan Laboratories, Inc. ....... 146 3,086 Pfizer, Inc. ................... 4,960 125,290 Schering-Plough Corp. .......... 1,029 26,250 Sepracor, Inc.(a)............... 73 3,404 Warner Chilcott, Ltd.(a)........ 48 711 Wyeth........................... 926 46,328 ---------- 563,277 ---------- REAL ESTATE INVESTMENT TRUSTS -- 1.9% AMB Property Corp. ............. 69 4,056 Apartment Investment & Management Co. (Class A)...... 65 3,750 Archstone-Smith Trust........... 150 8,142 Avalonbay Communities, Inc. .... 51 6,630 Boston Properties, Inc. ........ 80 9,392 Camden Property Trust........... 39 2,742 CapitalSource, Inc. ............ 86 2,161 Developers Diversified Realty Corp. ........................ 74 4,655 Duke Realty Corp. .............. 96 4,173 Equity Residential.............. 201 9,694 Federal Realty Investment Trust......................... 35 3,172 General Growth Properties, Inc. ......................... 156 10,073 Health Care Property Investors, Inc. ......................... 139 5,008 Hospitality Properties Trust.... 66 3,089 Host Hotels & Resorts, Inc. .... 360 9,472 iStar Financial, Inc. .......... 88 4,121 Kimco Realty Corp. ............. 148 7,213 Liberty Property Trust.......... 58 2,826 Macerich Co. ................... 50 4,618 Mack-Cali Realty Corp. ......... 41 1,953 New Plan Excel Realty Trust..... 72 2,378 Plum Creek Timber Co., Inc. .... 122 4,809 ProLogis........................ 172 11,168 Public Storage, Inc. ........... 86 8,142 Regency Centers Corp. .......... 48 4,010 Simon Property Group, Inc. ..... 155 17,244 SL Green Realty Corp. .......... 38 5,213 Thornburg Mortgage, Inc. ....... 72 1,872 Udr Inc. ....................... 87 2,664 Ventas, Inc. ................... 72 3,033 Vornado Realty Trust............ 99 11,815 Weingarten Realty Investors..... 52 2,473 ---------- 181,761 ---------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.2% American Real Estate Partners LP............................ 4 476 Brookfield Properties Corp. .... 95 3,828 CB Richard Ellis Group, Inc. (Class A)(a).................. 131 4,478 Forest City Enterprises, Inc. .. 48 3,177 Realogy Corp.(a)................ 133 3,938 The St. Joe Co. ................ 49 2,563 ---------- 18,460 ---------- ROAD & RAIL -- 0.7% Burlington Northern Santa Fe Corp. ........................ 251 20,188 CSX Corp. ...................... 308 12,335 Hertz Global Holdings, Inc.(a).. 61 1,446 J.B. Hunt Transport Services, Inc. ......................... 86 2,256 Norfolk Southern Corp. ......... 278 14,067 Union Pacific Corp. ............ 185 18,787 ---------- 69,079 ---------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 2.4% Advanced Micro Devices, Inc.(a)....................... 406 5,302 Altera Corp.(a)................. 261 5,217 Analog Devices, Inc. ........... 239 8,243 Applied Materials, Inc. ........ 962 17,624 Broadcom Corp. (Class A)(a)..... 306 9,813 Intel Corp. .................... 4,067 77,802 International Rectifier Corp.(a)...................... 44 1,681 Intersil Corp. (Class A)........ 99 2,623 KLA-Tencor Corp. ............... 132 7,038 Lam Research Corp.(a)........... 97 4,592 Linear Technology Corp. ........ 212 6,697 LSI Logic Corp.(a).............. 535 5,585 Marvell Technology Group, Ltd.(a)....................... 320 5,379 Maxim Integrated Products, Inc. ......................... 220 6,468 MEMC Electronic Materials, Inc.(a)....................... 117 7,088 Microchip Technology, Inc. ..... 147 5,223 Micron Technology, Inc.(a)...... 494 5,968 National Semiconductor Corp. ... 223 5,383 Novellus Systems, Inc.(a)....... 96 3,074 NVIDIA Corp.(a)................. 255 7,339 Teradyne, Inc.(a)............... 138 2,283 Texas Instruments, Inc. ........ 1,035 31,154 Xilinx, Inc. ................... 236 6,072 ---------- 237,648 ---------- SOFTWARE -- 3.2% Activision, Inc.(a)............. 180 3,409 Adobe Systems, Inc.(a).......... 410 17,097 Autodesk, Inc.(a)............... 155 5,828 BEA Systems, Inc.(a)............ 270 3,129 BMC Software, Inc.(a)........... 151 4,649 CA, Inc. ....................... 294 7,618 Cadence Design Systems, Inc.(a)....................... 184 3,875 Citrix Systems, Inc.(a)......... 126 4,036 Electronic Arts, Inc.(a)........ 217 10,928 Intuit, Inc.(a)................. 215 5,882 McAfee, Inc.(a)................. 100 2,908 Microsoft Corp. ................ 6,127 170,759 Oracle Corp.(a)................. 2,784 50,474 Red Hat, Inc.(a)................ 126 2,889 Salesforce.com, Inc.(a)......... 66 2,826 Symantec Corp.(a)............... 655 11,332 Synopsys, Inc.(a)............... 94 2,466 ---------- 310,105 ---------- 17
N-Q20th “Page” of 97TOC1stPreviousNextBottomJust 20th
SPDR DJ WILSHIRE LARGE CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- SPECIALTY RETAIL -- 2.1% Abercrombie & Fitch Co. ........ 60 $ 4,541 Advance Auto Parts, Inc. ....... 80 3,084 American Eagle Outfitters, Inc. ......................... 135 4,049 AutoNation, Inc.(a)............. 121 2,570 AutoZone, Inc.(a)............... 38 4,869 Bed Bath & Beyond, Inc.(a)...... 202 8,114 Best Buy Co., Inc. ............. 272 13,252 CarMax, Inc.(a)................. 146 3,583 Chico's FAS, Inc.(a)............ 123 3,005 Circuit City Stores, Inc. ...... 133 2,464 Foot Locker, Inc. .............. 107 2,520 Limited Brands.................. 235 6,124 Lowe's Cos., Inc. .............. 1,079 33,978 O'Reilly Automotive, Inc.(a).... 77 2,549 Office Depot, Inc.(a)........... 188 6,606 PETsMART, Inc. ................. 97 3,197 RadioShack Corp. ............... 93 2,514 Ross Stores, Inc. .............. 101 3,474 Staples, Inc. .................. 512 13,230 The Gap, Inc. .................. 433 7,452 The Home Depot, Inc. ........... 1,428 52,465 The Sherwin-Williams Co. ....... 81 5,349 The TJX Cos., Inc. ............. 326 8,789 Tiffany & Co. .................. 102 4,639 TravelCenters of America LLC(a)........................ 4 154 Urban Outfitters, Inc.(a)....... 78 2,068 Williams-Sonoma, Inc. .......... 62 2,198 ---------- 206,837 ---------- TEXTILES, APPAREL & LUXURY GOODS -- 0.4% Coach, Inc.(a).................. 257 12,863 Jones Apparel Group, Inc. ...... 82 2,520 Liz Claiborne, Inc. ............ 74 3,171 NIKE, Inc. (Class B)............ 119 12,645 Polo Ralph Lauren Corp. ........ 42 3,702 V. F. Corp. .................... 61 5,040 ---------- 39,941 ---------- THRIFTS & MORTGAGE FINANCE -- 1.3% Astoria Financial Corp. ........ 70 1,861 Countrywide Financial Corp. .... 413 13,893 Fannie Mae...................... 672 36,678 Freddie Mac..................... 481 28,615 Hudson City Bancorp, Inc. ...... 361 4,938 MGIC Investment Corp. .......... 65 3,830 New York Community Bancorp, Inc. ......................... 185 3,254 People's Bank................... 42 1,865 PMI Group, Inc. ................ 65 2,939 Radian Group, Inc. ............. 59 3,238 Sovereign Bancorp, Inc. ........ 211 5,368 Washington Mutual, Inc. ........ 618 24,955 ---------- 131,434 ---------- TOBACCO -- 1.5% Altria Group, Inc. ............. 1,469 128,993 Loews Corp.-Carolina Group...... 75 5,671 Reynolds American, Inc. ........ 120 7,489 UST, Inc. ...................... 112 6,494 ---------- 148,647 ---------- TRADING COMPANIES & DISTRIBUTORS -- 0.1% Fastenal Co. ................... 94 3,295 W.W. Grainger, Inc. ............ 56 4,325 ---------- 7,620 ---------- WIRELESS TELECOMMUNICATION SERVICES -- 0.9% ALLTEL Corp. ................... 261 16,182 American Tower Corp.(a)......... 292 11,374 Clearwire Corp. ................ 17 348 Crown Castle International Corp.(a)...................... 162 5,205 Leap Wireless International, Inc.(a)....................... 34 2,243 NII Holdings, Inc.(a)........... 102 7,566 Sprint Nextel Corp. ............ 2,026 38,413 Telephone & Data Systems, Inc. ......................... 72 4,293 US Cellular Corp.(a)............ 12 881 ---------- 86,505 ---------- TOTAL COMMON STOCKS -- (Cost $9,247,606)............... 9,751,743 ---------- SHORT TERM INVESTMENTS -- 0.3% MONEY MARKET FUND -- 0.3% AIM Short Term Investment Class Prime Fund (Cost $24,824)..... 24,824 24,824 ---------- TOTAL INVESTMENTS -- 100.0% (Cost $9,272,430)............... 9,776,567 OTHER ASSETS AND LIABILITIES -- 0.0%(c)........ 4,378 ---------- NET ASSETS -- 100.0%............ $9,780,945 ========== (a) Non-income producing security (b) Affiliate issuer. See table below for more information. [Download Table] SHARES PURCHASED FOR SHARES SOLD NUMBER THE NINE FOR THE NINE NUMBER OF SHARES MONTHS MONTHS OF SHARES SECURITY HELD AT ENDED ENDED HELD AT DESCRIPTION 6/30/06 3/31/07 3/31/07 3/31/07 ----------- --------- ------------- ------------ --------- State Street Corp. ........... 157 231 155 233 (Cost $14,557) REALIZED INCOME GAIN EARNED ON SHARES FOR THE SOLD DURING NINE THE NINE MONTHS MONTHS SECURITY ENDED ENDED DESCRIPTION 3/31/07 3/31/07 ----------- --------- ------------- State Street Corp. ........... $113 $1,064 (c) Amount shown represents less than 0.05% of net assets. 18
N-Q21st “Page” of 97TOC1stPreviousNextBottomJust 21st
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ COMMON STOCKS -- 99.9% AEROSPACE & DEFENSE -- 2.6% Alliant Techsystems, Inc. (a)........................ 1,211 $ 106,471 General Dynamics Corp. ...... 11,215 856,826 L-3 Communications Holdings, Inc. ...................... 4,194 366,849 Lockheed Martin Corp. ....... 11,268 1,093,221 Precision Castparts Corp. ... 4,599 478,526 Raytheon Co. ................ 14,901 781,707 Rockwell Collins, Inc. ...... 5,551 371,528 Spirit Aerosystems Holdings, Inc. (a)................... 1,954 62,235 United Technologies Corp. ... 30,724 1,997,060 ------------ 6,114,423 ------------ AIR FREIGHT & LOGISTICS -- 1.3% C.H. Robinson Worldwide, Inc. ...................... 5,830 278,383 Expeditors International Washington, Inc. .......... 7,097 293,248 FedEx Corp. ................. 9,522 1,022,948 United Parcel Service, Inc. (Class B).................. 20,345 1,426,185 ------------ 3,020,764 ------------ AIRLINES -- 0.3% Southwest Airlines Co. ...... 26,106 383,758 UAL Corp. (a)................ 3,477 132,717 US Airways Group, Inc. (a)... 2,066 93,962 ------------ 610,437 ------------ AUTO COMPONENTS -- 0.1% BorgWarner, Inc. ............ 2,004 151,142 The Goodyear Tire & Rubber Co. (a).................... 5,077 158,351 ------------ 309,493 ------------ AUTOMOBILES -- 0.4% Ford Motor Co. .............. 62,069 489,724 Harley-Davidson, Inc. ....... 8,626 506,778 ------------ 996,502 ------------ BEVERAGES -- 2.2% Anheuser-Busch Cos., Inc. ... 24,232 1,222,747 Brown-Forman Corp. .......... 2,169 142,200 Constellation Brands, Inc. (Class A) (a).............. 6,970 147,624 PepsiCo, Inc. ............... 55,591 3,533,364 The Pepsi Bottling Group, Inc. ...................... 4,907 156,484 ------------ 5,202,419 ------------ BIOTECHNOLOGY -- 3.0% Amgen, Inc. (a).............. 39,023 2,180,605 Amylin Pharmaceuticals, Inc. (a)........................ 3,978 148,618 Biogen Idec, Inc. (a)........ 11,217 497,810 Celgene Corp. (a)............ 12,410 651,028 Cephalon, Inc. (a)........... 2,060 146,693 Genentech, Inc. (a).......... 15,489 1,271,957 Genzyme Corp. (a)............ 8,700 522,174 Gilead Sciences, Inc. (a).... 15,256 1,167,084 MedImmune, Inc. (a).......... 8,308 302,328 Millennium Pharmaceuticals, Inc. (a)................... 11,077 125,835 Vertex Pharmaceuticals, Inc. (a)........................ 4,390 123,096 ------------ 7,137,228 ------------ BUILDING PRODUCTS -- 0.2% American Standard Cos., Inc. ...................... 5,593 296,541 Florida Rock Industries, Inc. ...................... 1,780 119,776 ------------ 416,317 ------------ CAPITAL MARKETS -- 1.6% BlackRock, Inc. ............. 688 107,541 E*TRADE Financial Corp. (a).. 14,340 304,295 Eaton Vance Corp. ........... 4,441 158,277 Franklin Resources, Inc. .... 5,702 688,973 Legg Mason, Inc. ............ 4,359 410,661 Nuveen Investments, Inc. .... 2,753 130,217 SEI Investments Co. ......... 2,495 150,274 State Street Corp.(b)........ 11,094 718,337 T. Rowe Price Group, Inc. ... 8,778 414,234 TD Ameritrade Holding Corp. (a)........................ 8,530 126,926 The Charles Schwab Corp. .... 34,442 629,944 ------------ 3,839,679 ------------ CHEMICALS -- 1.0% Celanese Corp. .............. 4,469 137,824 Ecolab, Inc. ................ 6,330 272,190 Huntsman Corp. (a)........... 3,128 59,714 Monsanto Co. ................ 18,064 992,797 Praxair, Inc. ............... 10,838 682,361 Sigma-Aldrich Corp. ......... 3,794 157,527 The Mosaic Co. (a)........... 4,899 130,607 ------------ 2,433,020 ------------ COMMERCIAL BANKS -- 0.1% Commerce Bancorp, Inc. ...... 6,447 215,201 ------------ COMMERCIAL SERVICES & SUPPLIES -- 0.9% Allied Waste Industries, Inc. (a)........................ 10,021 126,164 ChoicePoint, Inc. (a)........ 2,585 96,757 Cintas Corp. ................ 4,620 166,782 Dun & Bradstreet Corp. (a)... 2,075 189,240 Equifax, Inc. ............... 4,049 147,586 Manpower, Inc. .............. 2,811 207,367 Monster Worldwide, Inc. (a).. 4,002 189,575 Robert Half International, Inc. ...................... 5,670 209,847 The Corporate Executive Board Co. ....................... 1,379 104,749 Waste Management, Inc. ...... 17,822 613,255 ------------ 2,051,322 ------------ COMMUNICATIONS EQUIPMENT -- 4.1% Avaya, Inc. (a).............. 15,120 178,567 Cisco Systems, Inc. (a)...... 203,782 5,202,554 Corning, Inc. (a)............ 52,249 1,188,142 Harris Corp. ................ 4,639 236,357 JDS Uniphase Corp. (a)....... 7,429 113,144 Juniper Networks, Inc. (a)... 18,943 372,798 QUALCOMM, Inc. .............. 55,263 2,357,520 ------------ 9,649,082 ------------ COMPUTERS & PERIPHERALS -- 4.7% Apple Computer, Inc. (a)..... 28,831 2,678,688 Dell, Inc. (a)............... 67,121 1,557,879 Diebold, Inc. ............... 2,275 108,540 EMC Corp. (a)................ 73,520 1,018,252 Hewlett-Packard Co. ......... 90,649 3,638,651 Lexmark International, Inc. (a)........................ 3,287 192,158 NCR Corp. (a)................ 5,827 278,356 Network Appliance, Inc. (a).. 12,442 454,382 SanDisk Corp. (a)............ 7,789 341,158 Sun Microsystems, Inc. (a)... 120,529 724,379 Western Digital Corp. (a).... 7,360 123,722 ------------ 11,116,165 ------------ 19
N-Q22nd “Page” of 97TOC1stPreviousNextBottomJust 22nd
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ CONSTRUCTION & ENGINEERING -- 0.2% Fluor Corp. ................. 2,914 $ 261,444 Jacobs Engineering Group, Inc. (a)................... 4,052 189,026 KBR, Inc. (a)................ 977 19,882 ------------ 470,352 ------------ CONSTRUCTION MATERIALS -- 0.1% Martin Marietta Materials, Inc. ...................... 1,568 211,994 ------------ CONSUMER FINANCE -- 1.2% American Express Co. ........ 35,479 2,001,016 AmeriCredit Corp. (a)........ 3,783 86,479 First Marblehead Corp. ...... 1,940 87,087 SLM Corp. ................... 13,748 562,293 ------------ 2,736,875 ------------ CONTAINERS & PACKAGING -- 0.2% Ball Corp. .................. 3,658 167,719 Crown Holdings, Inc. (a)..... 5,473 133,870 Pactiv Corp. (a)............. 4,475 150,986 ------------ 452,575 ------------ DIVERSIFIED CONSUMER SERVICES -- 0.2% Apollo Group, Inc. (a)....... 4,992 219,149 H&R Block, Inc. ............. 10,022 210,863 Weight Watchers International, Inc. ....... 1,143 52,681 ------------ 482,693 ------------ DIVERSIFIED FINANCIAL SERVICES -- 0.8% Cbot Holdings, Inc. (a)...... 1,244 225,786 Chicago Mercantile Exchange Holdings, Inc. ............ 1,075 572,394 IntercontinentalExchange, Inc. (a)................... 1,875 229,144 Leucadia National Corp. ..... 5,600 164,752 Moody's Corp. ............... 7,976 494,991 Nymex Holdings, Inc. (a)..... 202 27,424 NYSE Group, Inc. (a)......... 1,830 171,562 ------------ 1,886,053 ------------ DIVERSIFIED TELECOMMUNICATION SERVICES -- 0.1% Level 3 Communications, Inc. (a)........................ 36,151 220,521 ------------ ELECTRIC UTILITIES -- 0.1% Allegheny Energy, Inc. (a)... 5,639 277,100 ------------ ELECTRICAL EQUIPMENT -- 0.3% AMETEK, Inc. ................ 3,706 128,005 Rockwell Automation, Inc. (a)........................ 4,887 292,585 Roper Industries, Inc. ...... 3,098 170,018 ------------ 590,608 ------------ ELECTRONIC EQUIPMENT & INSTRUMENTS -- 0.5% Agilent Technologies, Inc. (a)........................ 13,409 451,749 Amphenol Corp. (Class A)..... 2,933 189,384 CDW Corp. ................... 2,119 130,170 Jabil Circuit, Inc. ......... 6,467 138,459 Molex, Inc. ................. 4,500 126,900 Solectron Corp. (a).......... 28,829 90,811 ------------ 1,127,473 ------------ ENERGY EQUIPMENT & SERVICES -- 4.0% Baker Hughes, Inc. .......... 10,691 706,996 BJ Services Co. ............. 9,699 270,602 Cameron International Corp. (a)........................ 3,872 243,123 Diamond Offshore Drilling, Inc. ...................... 2,150 174,043 ENSCO International, Inc. ... 5,097 277,277 FMC Technologies, Inc. (a)... 2,400 167,424 GlobalSantaFe Corp. ......... 7,765 478,945 Grant Prideco, Inc. (a)...... 4,298 214,212 Halliburton Co. ............. 33,580 1,065,829 Nabors Industries, Ltd. (a).. 9,217 273,468 National-Oilwell Varco, Inc. (a)........................ 5,829 453,438 Noble Corp. ................. 4,500 354,060 Patterson-UTI Energy, Inc. .. 5,745 128,918 Pride International, Inc. (a)........................ 5,762 173,436 Rowan Cos., Inc. ............ 3,809 123,678 Schlumberger, Ltd. .......... 39,451 2,726,064 Smith International, Inc. ... 6,627 318,427 Transocean, Inc. (a)......... 9,751 796,657 Weatherford International, Ltd. (a)................... 11,304 509,811 ------------ 9,456,408 ------------ FOOD & STAPLES RETAILING -- 3.9% Costco Wholesale Corp. ...... 15,289 823,160 CVS Corp. ................... 50,927 1,738,648 Sysco Corp. ................. 20,676 699,469 Wal-Mart Stores, Inc. ....... 86,455 4,059,062 Walgreen Co. ................ 33,832 1,552,551 Whole Foods Market, Inc. .... 4,868 218,330 ------------ 9,091,220 ------------ FOOD PRODUCTS -- 0.8% Archer-Daniels-Midland Co. .. 19,956 732,385 Bunge, Ltd. ................. 3,955 325,180 Dean Foods Co. (a)........... 4,638 216,780 The Hershey Co. ............. 5,364 293,196 Wm. Wrigley Jr., Co. ........ 7,577 385,897 ------------ 1,953,438 ------------ GAS UTILITIES -- 0.3% Equitable Resources, Inc. ... 3,949 190,816 ONEOK, Inc. ................. 3,374 151,830 Questar Corp. ............... 2,940 262,277 ------------ 604,923 ------------ HEALTH CARE EQUIPMENT & SUPPLIES -- 3.4% Bausch & Lomb, Inc. ......... 1,948 99,660 Baxter International, Inc. .. 21,985 1,157,950 Beckman Coulter, Inc. ....... 2,150 137,363 Becton, Dickinson & Co. ..... 7,661 589,054 Biomet, Inc. ................ 7,664 325,643 Boston Scientific Corp. (a).. 45,276 658,313 C.R. Bard, Inc. ............. 3,535 281,068 Cytyc Corp. (a).............. 4,001 136,874 Dade Behring Holdings, Inc. ...................... 3,000 131,550 Dentsply International, Inc. ...................... 4,993 163,521 Hospira, Inc. (a)............ 5,423 221,801 Intuitive Surgical, Inc. (a)........................ 1,192 144,911 Medtronic, Inc. ............. 38,648 1,896,071 St. Jude Medical, Inc. (a)... 11,724 440,940 Stryker Corp. ............... 9,302 616,909 Varian Medical Systems, Inc. (a)........................ 4,504 214,796 Zimmer Holdings, Inc. (a).... 7,955 679,436 ------------ 7,895,860 ------------ HEALTH CARE PROVIDERS & SERVICES -- 4.5% Aetna, Inc. ................. 17,210 753,626 AmerisourceBergen Corp. ..... 6,287 331,639 Brookdale Senior Living, Inc. ...................... 1,783 79,629 Cardinal Health, Inc. ....... 13,364 974,904 20
N-Q23rd “Page” of 97TOC1stPreviousNextBottomJust 23rd
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ Community Health Systems, Inc. (a)................... 3,364 $ 118,581 Coventry Health Care, Inc. (a)........................ 5,261 294,879 DaVita, Inc. (a)............. 3,599 191,899 Express Scripts, Inc. (Class A) (a)..................... 3,794 306,252 Health Net, Inc. (a)......... 4,035 217,123 Henry Schein, Inc. (a)....... 3,111 171,665 Humana, Inc. (a)............. 5,714 331,526 Laboratory Corp. of America Holdings (a)............... 4,227 307,007 Lincare Holdings, Inc. (a)... 2,939 107,714 Manor Care, Inc. ............ 2,564 139,379 McKesson Corp. .............. 9,853 576,795 Medco Health Solutions, Inc. (a)........................ 9,798 710,649 Omnicare, Inc. .............. 4,011 159,518 Patterson Cos., Inc. (a)..... 4,551 161,515 Quest Diagnostics, Inc. ..... 4,999 249,300 Triad Hospitals, Inc. (a).... 3,101 162,027 UnitedHealth Group, Inc. .... 45,064 2,387,040 Universal Health Services, Inc. (Class B)............. 1,758 100,663 WellPoint, Inc. (a).......... 20,720 1,680,392 ------------ 10,513,722 ------------ HEALTH CARE TECHNOLOGY -- 0.1% Cerner Corp. (a)............. 1,980 107,811 IMS Health, Inc. ............ 7,028 208,451 ------------ 316,262 ------------ HOTELS RESTAURANTS & LEISURE -- 2.4% Boyd Gaming Corp. ........... 1,929 91,897 Brinker International, Inc. ...................... 4,303 140,708 Darden Restaurants, Inc. .... 4,647 191,410 Harrah's Entertainment, Inc. ...................... 6,184 522,239 Hilton Hotels Corp. ......... 12,009 431,844 International Game Technology................. 11,187 451,731 Las Vegas Sands Corp. (a).... 3,469 300,450 Marriott International, Inc. (Class A).................. 11,494 562,746 MGM Mirage, Inc. (a)......... 3,972 276,133 Penn National Gaming, Inc. (a)........................ 2,578 109,359 Starbucks Corp. (a).......... 25,137 788,296 Starwood Hotels & Resorts Worldwide, Inc. ........... 7,049 457,128 Station Casinos, Inc. ....... 1,533 132,712 Wendy's International, Inc. ...................... 3,376 105,669 Wyndham Worldwide Corp. (a).. 6,946 237,206 Wynn Resorts, Ltd. .......... 2,661 252,422 Yum! Brands, Inc. ........... 8,822 509,559 ------------ 5,561,509 ------------ HOUSEHOLD DURABLES -- 0.7% Centex Corp. ................ 4,113 171,841 D.R. Horton, Inc. ........... 9,482 208,604 Fortune Brands, Inc. ........ 5,010 394,888 Garmin, Ltd. ................ 3,855 208,748 Harman International Industries, Inc. .......... 2,244 215,604 Lennar Corp. (Class A)....... 4,761 200,962 Pulte Homes, Inc. ........... 7,369 194,984 Toll Brothers, Inc. (a)...... 4,521 123,785 ------------ 1,719,416 ------------ HOUSEHOLD PRODUCTS -- 3.6% Colgate-Palmolive Co. ....... 17,303 1,155,667 Energizer Holdings, Inc. (a)........................ 1,871 159,652 Procter & Gamble Co. ........ 106,317 6,714,982 The Clorox Co. .............. 4,994 318,068 ------------ 8,348,369 ------------ INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.6% Constellation Energy Group, Inc. ...................... 5,867 510,136 Mirant Corp. (a)............. 8,418 340,592 The AES Corp. (a)............ 21,812 469,394 ------------ 1,320,122 ------------ INDUSTRIAL CONGLOMERATES -- 0.8% 3M Co. ...................... 22,577 1,725,560 McDermott International, Inc. (a)........................ 3,802 186,222 ------------ 1,911,782 ------------ INSURANCE -- 3.5% AFLAC, Inc. ................. 16,770 789,196 Arch Capital Group, Ltd. (a)........................ 1,450 98,905 Assurant, Inc. .............. 3,415 183,146 Axis Capital Holdings, Ltd. ...................... 4,943 167,370 Berkshire Hathaway, Inc. (Class A) (a).............. 35 3,814,650 Brown & Brown, Inc. ......... 4,000 108,200 First American Corp. ........ 2,963 150,283 Markel Corp. (a)............. 340 164,842 Principal Financial Group, Inc. ...................... 8,965 536,735 Prudential Financial, Inc. .. 16,009 1,444,972 The Progressive Corp. ....... 23,273 507,817 WR Berkley Corp. ............ 6,000 198,720 ------------ 8,164,836 ------------ INTERNET & CATALOG RETAIL -- 0.6% Amazon.com, Inc. (a)......... 9,906 394,160 Expedia, Inc. (a)............ 7,744 179,506 IAC/InterActiveCorp (a)...... 6,820 257,182 Liberty Media Holding Corp. -- Interactive (Class A) (a).... 21,885 521,301 ------------ 1,352,149 ------------ INTERNET SOFTWARE & SERVICES -- 2.7% Akamai Technologies, Inc. (a)........................ 5,355 267,322 eBay, Inc. (a)............... 34,865 1,155,775 Google, Inc. (Class A) (a)... 7,591 3,477,892 VeriSign, Inc. (a)........... 8,509 213,746 Yahoo!, Inc. (a)............. 42,622 1,333,642 ------------ 6,448,377 ------------ IT SERVICES -- 2.4% Accenture, Ltd. (Class A).... 19,773 762,051 Affiliated Computer Services, Inc. (a)................... 3,088 181,821 Alliance Data Systems Corp. (a)........................ 2,333 143,760 Automatic Data Processing, Inc. ...................... 18,436 892,302 Ceridian Corp. (a)........... 4,823 168,033 Checkfree Corp. (a).......... 2,683 99,513 Cognizant Technology Solutions Corp. (a)........ 4,760 420,165 DST Systems, Inc. (a)........ 1,769 133,029 Fidelity National Information Services, Inc. ............ 9,419 428,188 First Data Corp. ............ 25,092 674,975 Fiserv, Inc. (a)............. 5,820 308,809 Global Payments, Inc. ....... 2,860 97,412 Iron Mountain, Inc. (a)...... 6,013 157,120 21
N-Q24th “Page” of 97TOC1stPreviousNextBottomJust 24th
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ Mastercard, Inc. ............ 2,065 $ 219,386 Paychex, Inc. ............... 11,205 424,333 The Western Union Co. ....... 25,440 558,408 Total System Services, Inc. ...................... 1,338 42,615 ------------ 5,711,920 ------------ LIFE SCIENCES TOOLS & SERVICES -- 0.7% Applera Corp. -- Applied Biosystems Group........... 6,361 188,095 Charles River Laboratories International, Inc. (a)...... 2,363 109,312 Covance, Inc. (a)............ 2,239 132,862 Invitrogen Corp. (a)......... 1,615 102,795 Millipore Corp. (a).......... 1,811 131,243 Pharmaceutical Product Development, Inc. ......... 3,732 125,731 Thermo Electron Corp. (a).... 13,512 631,686 Waters Corp. (a)............. 3,407 197,606 ------------ 1,619,330 ------------ MACHINERY -- 2.1% Caterpillar, Inc. ........... 21,586 1,446,910 Cummins, Inc. ............... 1,636 236,762 Danaher Corp. ............... 8,023 573,243 Donaldson Co., Inc. ......... 2,609 94,185 Illinois Tool Works, Inc. ... 16,259 838,965 ITT Industries, Inc. ........ 6,210 374,587 Joy Global, Inc. ............ 3,587 153,882 Oshkosh Truck Corp. ......... 2,482 131,546 PACCAR, Inc. ................ 8,331 611,495 Pall Corp. .................. 3,955 150,290 Terex Corp. (a).............. 3,484 250,012 ------------ 4,861,877 ------------ MEDIA -- 6.6% Cablevision Systems Corp. (Class A).................. 7,392 224,939 Clear Channel Communications, Inc. ...................... 14,962 524,268 Clear Channel Outdoor Holdings, Inc. (a)......... 1,302 34,256 Comcast Corp. (Class A) (a).. 99,703 2,587,293 Discovery Holding Co. (Class A) (a)..................... 9,574 183,151 EchoStar Communications Corp. (Class A) (a).............. 7,049 306,138 EW Scripps Co. .............. 2,929 130,868 Getty Images, Inc. (a)....... 1,726 83,935 Lamar Advertising Co. (a).... 2,552 160,699 Liberty Global, Inc. (Class A) (a)..................... 13,322 438,693 Liberty Media Holding Corp. -- Capital (Series A) (a)........................ 4,661 515,460 News Corp. (Class A)......... 78,873 1,823,544 Omnicom Group, Inc. ......... 5,681 581,621 R.H. Donnelley Corp. ........ 2,483 176,020 Sirius Satellite Radio, Inc. (a)........................ 43,816 140,211 The DIRECTV Group, Inc. (a).. 26,863 619,729 The McGraw-Hill Cos., Inc. .. 11,735 737,897 The Walt Disney Co. ......... 65,072 2,240,429 The Washington Post Co. ..... 196 149,646 Time Warner, Inc. ........... 133,572 2,634,040 Viacom, Inc. (a)............. 20,473 841,645 Virgin Media, Inc. .......... 8,800 222,200 XM Satellite Radio Holdings, Inc. (Class A) (a)................ 10,481 135,414 ------------ 15,492,096 ------------ METALS & MINING -- 1.1% Allegheny Technologies, Inc. ...................... 3,172 338,421 Freeport-McMoRan Copper & Gold, Inc. ................ 12,540 830,023 Newmont Mining Corp. ........ 14,147 594,032 Nucor Corp. ................. 9,144 595,549 Titanium Metals Corp. (a).... 4,483 160,850 ------------ 2,518,875 ------------ MULTI-UTILITIES -- 0.2% PG&E Corp. .................. 11,790 569,103 ------------ MULTILINE RETAIL -- 1.9% Dollar General Corp. ........ 10,796 228,335 Dollar Tree Stores, Inc. (a)........................ 3,650 139,576 Family Dollar Stores, Inc. .. 4,896 145,019 Federated Department Stores, Inc. ...................... 17,524 789,456 J. C. Penney Co., Inc. ...... 6,564 539,298 Kohl's Corp. (a)............. 9,737 745,952 Nordstrom, Inc. ............. 7,234 382,968 Target Corp. ................ 25,979 1,539,516 ------------ 4,510,120 ------------ OFFICE ELECTRONICS -- 0.2% Xerox Corp. (a).............. 31,747 536,207 ------------ OIL, GAS & CONSUMABLE FUELS -- 3.7% Anadarko Petroleum Corp. .... 15,276 656,562 Apache Corp. ................ 10,941 773,529 Arch Coal, Inc. ............. 5,052 155,046 Chesapeake Energy Corp. ..... 14,794 456,839 CNX Gas Corp. (a)............ 980 27,763 CONSOL Energy, Inc. ......... 6,415 251,019 Devon Energy Corp. .......... 13,990 968,388 Energy Transfer Equity LP.... 4,056 148,855 EOG Resources, Inc. ......... 8,043 573,788 Murphy Oil Corp. ............ 5,861 312,977 Newfield Exploration Co. (a)........................ 4,522 188,613 Peabody Energy Corp. ........ 8,883 357,452 Pioneer Natural Resources Co. ....................... 4,083 176,018 Plains Exploration & Production Co. (a)......... 2,469 111,451 Pogo Producing Co. .......... 1,826 87,831 Range Resources Corp. ....... 4,789 159,953 Southwestern Energy Co. (a).. 5,800 237,684 Sunoco, Inc. ................ 4,074 286,972 The Williams Cos., Inc. ..... 19,572 557,019 Ultra Petroleum Corp. (a).... 5,100 270,963 Valero Energy Corp. ......... 20,199 1,302,633 XTO Energy, Inc. ............ 12,129 664,790 ------------ 8,726,145 ------------ PERSONAL PRODUCTS -- 0.3% Avon Products, Inc. ......... 14,802 551,523 The Estee Lauder Cos., Inc. (Class A).................. 4,327 211,374 ------------ 762,897 ------------ PHARMACEUTICALS -- 4.7% Abraxis BioScience, Inc. (a)........................ 807 21,555 Allergan, Inc. .............. 5,033 557,757 Barr Pharmaceuticals, Inc. (a)........................ 3,608 167,231 22
N-Q25th “Page” of 97TOC1stPreviousNextBottomJust 25th
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ Endo Pharmaceuticals Holdings, Inc. (a)......... 4,649 $ 136,681 Forest Laboratories, Inc. (a)........................ 10,544 542,383 Johnson & Johnson............ 97,076 5,849,800 Mylan Laboratories, Inc. .... 8,206 173,475 Schering-Plough Corp. ....... 49,269 1,256,852 Sepracor, Inc. (a)........... 3,805 177,427 Warner Chilcott, Ltd. (a).... 2,456 36,373 Wyeth........................ 44,628 2,232,739 ------------ 11,152,273 ------------ REAL ESTATE INVESTMENT TRUSTS -- 1.1% Boston Properties, Inc. ..... 3,885 456,099 CapitalSource, Inc. ......... 4,357 109,491 General Growth Properties, Inc. ...................... 7,538 486,729 ProLogis..................... 8,138 528,400 Simon Property Group, Inc. .. 7,367 819,579 SL Green Realty Corp. ....... 1,906 261,465 ------------ 2,661,763 ------------ REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.3% Brookfield Properties Corp. ..................... 4,258 171,597 CB Richard Ellis Group, Inc. (Class A) (a).............. 6,732 230,100 Realogy Corp. (a)............ 7,152 211,771 The St. Joe Co. ............. 2,503 130,932 ------------ 744,400 ------------ ROAD & RAIL -- 0.4% Hertz Global Holdings, Inc. (a)........................ 3,052 72,332 J.B. Hunt Transport Services, Inc. ...................... 3,756 98,558 Norfolk Southern Corp. ...... 13,225 669,185 ------------ 840,075 ------------ SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 3.3% Advanced Micro Devices, Inc. (a)........................ 18,870 246,442 Altera Corp. (a)............. 11,949 238,861 Analog Devices, Inc. ........ 11,147 384,460 Applied Materials, Inc. ..... 46,046 843,563 Broadcom Corp. (Class A) (a)........................ 14,969 480,056 International Rectifier Corp. (a)........................ 2,473 94,493 Intersil Corp. (Class A)..... 4,907 129,986 KLA-Tencor Corp. ............ 6,698 357,137 Lam Research Corp. (a)....... 4,945 234,096 Linear Technology Corp. ..... 9,915 313,215 LSI Logic Corp. (a).......... 25,591 267,170 Marvell Technology Group, Ltd. (a)................... 15,976 268,557 Maxim Integrated Products, Inc. ...................... 10,637 312,728 MEMC Electronic Materials, Inc. (a)................... 5,717 346,336 Microchip Technology, Inc. .. 7,316 259,938 Micron Technology, Inc. (a).. 24,673 298,050 National Semiconductor Corp. ..................... 10,543 254,508 Novellus Systems, Inc. (a)... 4,408 141,144 NVIDIA Corp. (a)............. 11,681 336,179 Teradyne, Inc. (a)........... 6,078 100,530 Texas Instruments, Inc. ..... 49,604 1,493,080 Xilinx, Inc. ................ 10,988 282,721 ------------ 7,683,250 ------------ SOFTWARE -- 6.3% Activision, Inc. (a)......... 9,671 183,169 Adobe Systems, Inc. (a)...... 19,622 818,237 Autodesk, Inc. (a)........... 7,723 290,385 BEA Systems, Inc. (a)........ 13,695 158,725 BMC Software, Inc. (a)....... 6,656 204,938 CA, Inc. .................... 13,797 357,480 Citrix Systems, Inc. (a)..... 6,357 203,615 Electronic Arts, Inc. (a).... 10,562 531,902 Intuit, Inc. (a)............. 10,578 289,414 McAfee, Inc. (a)............. 5,522 160,580 Microsoft Corp. ............. 293,194 8,171,317 Oracle Corp. (a)............. 133,560 2,421,443 Red Hat, Inc. (a)............ 6,546 150,100 Salesforce.com, Inc. (a)..... 2,984 127,775 Symantec Corp. (a)........... 30,775 532,407 Synopsys, Inc. (a)........... 4,639 121,681 ------------ 14,723,168 ------------ SPECIALTY RETAIL -- 3.9% Abercrombie & Fitch Co. ..... 2,959 223,937 Advance Auto Parts, Inc. .... 3,679 141,825 American Eagle Outfitters, Inc. ...................... 6,670 200,033 AutoNation, Inc. (a)......... 5,497 116,756 AutoZone, Inc. (a)........... 1,701 217,966 Bed Bath & Beyond, Inc. (a).. 9,499 381,575 Best Buy Co., Inc. .......... 13,244 645,248 CarMax, Inc. (a)............. 7,514 184,394 Chico's FAS, Inc. (a)........ 6,295 153,787 Foot Locker, Inc. ........... 5,555 130,820 Lowe's Cos., Inc. ........... 51,079 1,608,478 O'Reilly Automotive, Inc. (a)........................ 3,988 132,003 Office Depot, Inc. (a)....... 9,228 324,272 PETsMART, Inc. .............. 4,863 160,285 RadioShack Corp. ............ 4,313 116,580 Ross Stores, Inc. ........... 4,973 171,071 Staples, Inc. ............... 24,369 629,695 The Gap, Inc. ............... 19,607 337,436 The Home Depot, Inc. ........ 68,291 2,509,011 The TJX Cos., Inc. .......... 15,113 407,447 Tiffany & Co. ............... 4,456 202,659 Urban Outfitters, Inc. (a)... 4,175 110,679 Williams-Sonoma, Inc. ....... 3,017 106,983 ------------ 9,212,940 ------------ TEXTILES, APPAREL & LUXURY GOODS -- 0.7% Coach, Inc. (a).............. 12,331 617,167 Liz Claiborne, Inc. ......... 3,604 154,431 NIKE, Inc. (Class B)......... 5,485 582,836 Polo Ralph Lauren Corp. ..... 2,087 183,969 ------------ 1,538,403 ------------ THRIFTS & MORTGAGE FINANCE -- 0.4% Countrywide Financial Corp. ..................... 19,677 661,934 Hudson City Bancorp, Inc. ... 17,052 233,272 ------------ 895,206 ------------ TRADING COMPANIES & DISTRIBUTORS -- 0.1% Fastenal Co. ................ 4,957 173,743 ------------ WIRELESS TELECOMMUNICATION SERVICES -- 1.4% American Tower Corp. (a)..... 14,162 551,610 Clearwire Corp. ............. 631 12,917 Crown Castle International Corp. (a).................. 7,208 231,593 Leap Wireless International, Inc. (a)................... 1,574 103,852 NII Holdings, Inc. (a)....... 4,842 359,179 Sprint Nextel Corp. ......... 96,835 1,835,992 23
N-Q26th “Page” of 97TOC1stPreviousNextBottomJust 26th
SPDR DJ WILSHIRE LARGE CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ---------- ------------ Telephone & Data Systems, Inc. ...................... 3,555 $ 211,949 US Cellular Corp. (a)........ 488 35,844 ------------ 3,342,936 ------------ TOTAL COMMON STOCKS -- (Cost 215,209,328)......... 234,503,416 ------------ SHORT TERM INVESTMENTS -- 0.2% MONEY MARKET FUND -- 0.2% AIM Short Term Investment Class Prime Fund (Cost 574,815)............. 574,815 574,815 ------------ TOTAL INVESTMENTS -- 100.1% (Cost 215,784,143)......... 235,078,231 OTHER ASSETS AND LIABILITIES -- (0.1)%...... (268,015) ------------ NET ASSETS -- 100.0%......... $234,810,216 ============ (a) Non-income producing security (b) Affiliate issuer. See table below for more information. [Download Table] SHARES PURCHASED FOR SHARES SOLD NUMBER THE NINE FOR THE NINE NUMBER OF SHARES MONTHS MONTHS OF SHARES SECURITY HELD AT ENDED ENDED HELD AT DESCRIPTION 6/30/06 3/31/07 3/31/07 3/31/07 ----------- --------- ------------- ------------ --------- State Street Corp. ........... 7,561 5,414 1,881 11,094 (Cost $652,758) INCOME REALIZED EARNED GAIN ON FOR THE SHARES SOLD NINE DURING THE MONTHS NINE MONTHS SECURITY ENDED ENDED DESCRIPTION 3/31/07 3/31/07 ----------- --------- ------------- State Street Corp. ........... $5,664 $5,005 24
N-Q27th “Page” of 97TOC1stPreviousNextBottomJust 27th
SPDR DJ WILSHIRE LARGE CAP VALUE ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 99.7% AEROSPACE & DEFENSE -- 1.8% Boeing Co. .................... 13,620 $ 1,210,954 Goodrich Corp. ................ 2,474 127,362 Honeywell International, Inc. ........................ 14,005 645,070 Northrop Grumman Corp. ........ 6,162 457,344 ------------ 2,440,730 ------------ AIRLINES -- 0.1% AMR Corp. (a).................. 4,322 131,605 ------------ AUTO COMPONENTS -- 0.3% Johnson Controls, Inc. ........ 3,774 357,096 AUTOMOBILES -- 0.2% General Motors Corp. .......... 9,387 287,618 ------------ BEVERAGES -- 1.6% Coca-Cola Enterprises, Inc. ... 5,308 107,487 Molson Coors Brewing Co. ...... 1,352 127,926 The Coca-Cola Co. ............. 40,877 1,962,096 ------------ 2,197,509 ------------ BUILDING PRODUCTS -- 0.2% Masco Corp. ................... 7,636 209,226 USG Corp.(a)................... 1,381 64,465 ------------ 273,691 ------------ CAPITAL MARKETS -- 5.2% A.G. Edwards, Inc. ............ 1,376 95,192 AllianceBernstein Holding LP... 502 44,427 Ameriprise Financial, Inc. .... 4,200 239,988 Federated Investors, Inc. ..... 1,920 70,502 Goldman Sachs Group, Inc. ..... 7,152 1,477,818 Janus Capital Group, Inc. ..... 3,896 81,465 Lehman Brothers Holdings, Inc. ........................ 10,355 725,575 Mellon Financial Corp. ........ 7,964 343,567 Merrill Lynch & Co., Inc. ..... 16,001 1,306,802 Morgan Stanley................. 18,514 1,458,163 Northern Trust Corp. .......... 3,743 225,104 The Bank of New York Co., Inc. ........................ 14,470 586,758 The Bear Stearns Cos., Inc. ... 2,351 353,473 ------------ 7,008,834 ------------ CHEMICALS -- 2.1% Air Products & Chemicals, Inc. ........................ 3,874 286,521 Ashland, Inc. ................. 1,001 65,666 E. I. du Pont de Nemours & Co. ......................... 17,701 874,960 Eastman Chemical Co. .......... 1,580 100,061 International Flavors & Fragrances, Inc. ............ 1,488 70,263 Lubrizol Corp. ................ 1,352 69,669 Lyondell Chemical Co. ......... 4,204 125,994 PPG Industries, Inc. .......... 3,127 219,859 Rohm & Haas Co. ............... 2,733 141,351 The Dow Chemical Co. .......... 18,486 847,768 ------------ 2,802,112 ------------ COMMERCIAL BANKS -- 7.7% Associated Bancorp............. 2,283 76,709 BB&T Corp. .................... 10,290 422,096 City National Corp. ........... 781 57,482 Colonial BancGroup, Inc. ...... 2,852 70,587 Comerica, Inc. ................ 3,008 177,833 Commerce Bancshares, Inc. ..... 1,255 60,629 Compass Bancshares, Inc. ...... 2,486 171,037 Fifth Third Bancorp............ 9,013 348,713 First Horizon National Corp. .. 2,381 98,883 Huntington Bancshares, Inc. ... 4,272 93,343 Keycorp........................ 7,748 290,318 M&T Bank Corp. ................ 1,573 182,201 Marshall & Ilsley Corp. ....... 4,678 216,638 National City Corp. ........... 11,358 423,085 PNC Financial Services Group... 6,715 483,279 Popular, Inc. ................. 4,718 78,130 Regions Financial Corp. ....... 14,047 496,842 Sky Financial Group, Inc. ..... 2,252 60,489 SunTrust Banks, Inc. .......... 6,782 563,177 Synovus Financial Corp. ....... 5,210 168,491 TCF Financial Corp. ........... 2,483 65,452 TD Banknorth, Inc. ............ 1,598 51,392 U.S. Bancorp................... 33,700 1,178,489 UnionBanCal Corp. ............. 1,027 65,132 Valley National Bancorp........ 2,048 51,712 Wachovia Corp. ................ 36,650 2,017,582 Wells Fargo & Co. ............. 60,615 2,086,974 Zions Bancorp.................. 2,039 172,336 ------------ 10,229,031 ------------ COMMERCIAL SERVICES & SUPPLIES -- 0.4% Avery Dennison Corp.(a)........ 1,822 117,082 Pitney Bowes, Inc. ............ 4,306 195,449 R.R. Donnelley & Sons Co. ..... 4,085 149,470 Republic Services, Inc. ....... 3,404 94,686 ------------ 556,687 ------------ COMMUNICATIONS EQUIPMENT -- 0.7% Motorola, Inc. ................ 46,391 819,729 Tellabs, Inc.(a)............... 7,351 72,775 ------------ 892,504 ------------ COMPUTERS & PERIPHERALS -- 2.2% International Business Machines Corp. ....................... 28,897 2,723,831 Seagate Technology............. 10,653 248,215 ------------ 2,972,046 ------------ CONSTRUCTION MATERIALS -- 0.1% Vulcan Materials Co. .......... 1,604 186,834 ------------ CONSUMER FINANCE -- 0.5% Capital One Financial Corp. ... 7,900 596,134 Student Loan Corp. ............ 100 18,592 ------------ 614,726 ------------ CONTAINERS & PACKAGING -- 0.3% Bemis Co., Inc. ............... 2,143 71,555 Sealed Air Corp. .............. 2,966 93,726 Smurfit-Stone Container Corp.(a)..................... 5,172 58,237 Sonoco Products Co. ........... 2,025 76,099 Temple-Inland, Inc. ........... 2,157 128,859 ------------ 428,476 ------------ 25
N-Q28th “Page” of 97TOC1stPreviousNextBottomJust 28th
SPDR DJ WILSHIRE LARGE CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ DISTRIBUTORS -- 0.1% Genuine Parts Co. ............. 3,292 $ 161,308 ------------ DIVERSIFIED CONSUMER SERVICES -- 0.1% The Service Master Co. ........ 5,776 88,893 ------------ DIVERSIFIED FINANCIAL SERVICES -- 9.5% Bank of America Corp. ......... 86,312 4,403,638 CIT Group, Inc. ............... 3,833 202,842 Citigroup, Inc. ............... 95,474 4,901,635 JPMorgan Chase & Co. .......... 66,736 3,228,688 ------------ 12,736,803 ------------ DIVERSIFIED TELECOMMUNICATION SERVICES -- 5.7% AT&T, Inc. .................... 120,353 4,745,519 ------------ CenturyTel, Inc. .............. 2,150 97,158 Citizens Communications Co. ... 5,829 87,144 Embarq Corp. .................. 2,758 155,413 Qwest Communications International, Inc.(a)....... 29,706 267,057 Verizon Communications, Inc. .. 55,645 2,110,058 Windstream Corp.(a)............ 8,811 129,434 ------------ 7,591,783 ------------ ELECTRIC UTILITIES -- 3.6% American Electric Power Co., Inc. ........................ 7,579 369,476 DPL, Inc. ..................... 2,085 64,823 Duke Energy Corp. ............. 24,111 489,212 Edison International........... 5,782 284,070 Entergy Corp. ................. 4,031 422,933 Exelon Corp. .................. 12,831 881,618 FirstEnergy Corp. ............. 6,102 404,196 FPL Group, Inc. ............... 7,156 437,732 Northeast Utilities............ 3,046 99,817 Pepco Holdings, Inc. .......... 3,726 108,129 Pinnacle West Capital Corp. ... 1,923 92,785 PPL Corp. ..................... 7,327 299,674 Progress Energy, Inc. ......... 4,897 247,005 Reliant Energy, Inc.(a)........ 6,478 131,633 The Southern Co. .............. 14,309 524,425 ------------ 4,857,528 ------------ ELECTRICAL EQUIPMENT -- 0.7% Cooper Industries, Ltd. ....... 3,684 165,743 Emerson Electric Co. .......... 15,421 664,491 Hubbell, Inc. (Class B)........ 1,026 49,494 ------------ 879,728 ------------ ELECTRONIC EQUIPMENT & INSTRUMENTS -- 0.2% Arrow Electronics, Inc.(a)..... 2,379 89,807 Avnet, Inc.(a)................. 2,800 101,192 Ingram Micro, Inc. (Class A)(a)........................ 2,621 50,612 ------------ 241,611 ------------ FOOD & STAPLES RETAILING -- 0.6% Safeway, Inc. ................. 8,427 308,765 SUPERVALU, Inc. ............... 3,984 155,655 The Kroger Co. ................ 12,814 361,996 ------------ 826,416 ------------ FOOD PRODUCTS -- 1.5% Campbell Soup Co. ............. 4,756 185,246 ConAgra Foods, Inc. ........... 9,920 247,107 General Mills, Inc. ........... 6,566 382,273 H.J. Heinz Co. ................ 6,051 285,123 Hormel Foods Corp. ............ 1,464 54,446 Kellogg Co. ................... 4,779 245,784 Kraft Foods, Inc. ............. 4,708 149,055 McCormick & Co., Inc. ......... 2,269 87,402 Sara Lee Corp. ................ 13,801 233,513 Smithfield Foods, Inc.(a)...... 2,132 63,854 Tyson Foods, Inc. (Class A).... 5,337 103,591 ------------ 2,037,394 ------------ HEALTH CARE EQUIPMENT & SUPPLIES -- 0.1% Hillenbrand Industries, Inc. .. 1,130 67,088 ------------ HEALTH CARE PROVIDERS & SERVICES -- 0.3% CIGNA Corp. ................... 2,026 289,029 Tenet Healthcare Corp.(a)...... 9,462 60,841 ------------ 349,870 ------------ HOTELS RESTAURANTS & LEISURE -- 1.1% Carnival Corp. ................ 8,066 377,973 McDonald's Corp. .............. 23,145 1,042,682 Royal Caribbean Cruises, Ltd. ........................ 2,497 105,273 ------------ 1,525,928 ------------ HOUSEHOLD DURABLES -- 0.5% Black & Decker Corp. .......... 1,328 108,391 KB HOME........................ 1,485 63,365 Leggett & Platt, Inc. ......... 3,325 75,378 Mohawk Industries, Inc.(a)..... 1,000 82,050 Newell Rubbermaid, Inc......... 5,324 165,523 The Stanley Works.............. 1,480 81,933 Whirlpool Corp. ............... 1,489 126,431 ------------ 703,071 ------------ HOUSEHOLD PRODUCTS -- 0.5% Kimberly-Clark Corp. .......... 8,774 600,931 ------------ INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.6% Dynegy, Inc. (Class A)(a)...... 7,700 71,302 NRG Energy, Inc.(a)............ 2,337 168,357 TXU Corp. ..................... 8,839 566,580 ------------ 806,239 ------------ INDUSTRIAL CONGLOMERATES -- 6.3% General Electric Co. .......... 197,363 6,978,756 Textron, Inc. ................. 2,045 183,641 Tyco International, Ltd. ...... 37,937 1,196,912 ------------ 8,359,309 ------------ INSURANCE -- 7.2% ACE, Ltd. ..................... 6,222 355,027 Ambac Financial Group, Inc. ... 2,043 176,495 American International Group, Inc. ........................ 43,784 2,943,160 Aon Corp. ..................... 5,206 197,620 Arthur J. Gallagher & Co. ..... 1,814 51,391 26
N-Q29th “Page” of 97TOC1stPreviousNextBottomJust 29th
SPDR DJ WILSHIRE LARGE CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ Chubb Corp. ................... 7,945 $ 410,518 Cincinnati Financial Corp. .... 2,848 120,755 CNA Financial Corp.(a)......... 509 21,933 Conseco, Inc.(a)............... 3,147 54,443 Everest Re Group, Ltd. ........ 1,244 119,635 Fidelity National Title Group, Inc. ........................ 4,167 100,050 Genworth Financial, Inc. (Class A)........................... 8,682 303,349 Lincoln National Corp. ........ 5,323 360,846 Loews Corp. ................... 8,936 405,962 Marsh & McLennan Cos., Inc. ... 10,530 308,424 MBIA, Inc. .................... 2,498 163,594 MetLife, Inc. ................. 8,890 561,404 Nationwide Financial Services, Inc. (Class A)............... 1,029 55,422 Old Republic International Corp. ....................... 3,936 87,064 Protective Life Corp. ......... 1,200 52,848 SAFECO Corp. .................. 2,170 144,153 The Allstate Corp. ............ 12,029 722,462 The Hartford Financial Services Group, Inc. ................. 6,137 586,574 The St. Paul Travelers Cos., Inc. ........................ 13,052 675,702 Torchmark Corp. ............... 1,825 119,702 Transatlantic Holdings, Inc. .. 530 34,514 Unitrin, Inc. ................. 803 37,797 UnumProvident Corp. ........... 6,725 154,877 White Mountains Insurance Group, Ltd. ................. 130 73,645 XL Capital, Ltd. (Class A)..... 3,445 241,012 ------------ 9,640,378 ------------ IT SERVICES -- 0.4% Computer Sciences Corp.(a)..... 3,209 167,285 Electronic Data Systems Corp. ....................... 9,978 276,191 Sabre Holdings Corp. (Class A)........................... 2,401 78,633 ------------ 522,109 ------------ LEISURE EQUIPMENT & PRODUCTS -- 0.3% Brunswick Corp. ............... 1,713 54,559 Eastman Kodak Co. ............. 5,483 123,697 Hasbro, Inc. .................. 2,757 78,905 Mattel, Inc. .................. 7,363 202,998 ------------ 460,159 ------------ MACHINERY -- 1.1% Deere & Co. ................... 4,393 477,255 Dover Corp. ................... 3,960 193,288 Eaton Corp. ................... 2,838 237,143 Ingersoll-Rand Co., Ltd. (Class A)........................... 5,935 257,401 Parker-Hannifin Corp. ......... 2,174 187,638 Pentair, Inc. ................. 2,036 63,442 SPX Corp. ..................... 1,058 74,272 ------------ 1,490,439 ------------ MEDIA -- 0.9% CBS Corp. ..................... 13,273 406,021 Gannett Co., Inc. ............. 4,519 254,375 Idearc, Inc. .................. 2,921 102,527 The Interpublic Group of Cos., Inc.(a)...................... 8,995 110,728 The New York Times Co. (Class A)........................... 2,932 68,931 Time Warner Cable, Inc.(a)..... 3,000 112,410 Tribune Co. ................... 2,633 84,546 ------------ 1,139,538 ------------ METALS & MINING -- 0.7% Alcoa, Inc. ................... 16,755 567,994 Southern Copper Corp. ......... 1,363 97,673 United States Steel Corp. ..... 2,276 225,711 ------------ 891,378 ------------ MULTI-UTILITIES -- 2.3% Alliant Energy Corp. .......... 2,275 101,965 Ameren Corp. .................. 3,880 195,164 CenterPoint Energy, Inc. ...... 5,218 93,611 Consolidated Edison, Inc. ..... 4,894 249,888 Dominion Resources, Inc. ...... 6,767 600,707 DTE Energy Co. ................ 3,403 163,004 Energy East Corp. ............. 2,836 69,085 Integrys Energy Group Inc...... 1,400 77,714 KeySpan Corp. ................. 3,395 139,704 MDU Resources Group, Inc. ..... 3,335 95,848 NiSource, Inc. ................ 5,313 129,850 NSTAR.......................... 2,043 71,750 Public Service Enterprise Group, Inc. ................. 4,800 398,592 SCANA Corp. ................... 1,930 83,318 Sempra Energy.................. 4,416 269,420 TECO Energy, Inc. ............. 3,767 64,830 Wisconsin Energy Corp. ........ 2,262 109,752 Xcel Energy, Inc. ............. 7,708 190,310 ------------ 3,104,512 ------------ MULTILINE RETAIL -- 0.2% Sears Holdings Corp.(a)........ 1,810 326,090 ------------ OIL, GAS & CONSUMABLE FUELS -- 12.6% Chevron Corp. ................. 42,214 3,122,148 ConocoPhillips................. 29,172 1,993,906 El Paso Corp. ................. 13,547 196,025 Enbridge Energy Partners LP.... 1,000 55,890 Energy Transfer Partners LP.... 1,542 89,837 Enterprise Products Partners LP........................... 5,349 170,098 Exxon Mobil Corp. ............. 109,285 8,245,553 Hess Corp. .................... 5,478 303,865 Kinder Morgan Energy Partners LP........................... 2,824 148,768 Kinder Morgan, Inc. ........... 2,100 223,545 Marathon Oil Corp. ............ 6,716 663,742 Noble Energy, Inc. ............ 3,304 197,084 Occidental Petroleum Corp. .... 16,417 809,522 ONEOK Partners LP.............. 818 55,215 Plains All American Pipeline LP........................... 1,500 86,415 Spectra Energy Corp. .......... 12,005 315,371 Tesoro Corp. .................. 1,259 126,442 ------------ 16,803,426 ------------ PAPER & FOREST PRODUCTS -- 0.6% Domtar Corp. .................. 11,400 106,134 International Paper Co. ....... 8,755 318,682 27
N-Q30th “Page” of 97TOC1stPreviousNextBottomJust 30th
SPDR DJ WILSHIRE LARGE CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ MeadWestvaco Corp. ............ 3,311 $ 102,111 Weyerhaeuser Co. .............. 4,002 299,110 ------------ 826,037 ------------ PHARMACEUTICALS -- 6.8% Abbott Laboratories............ 29,517 1,647,049 Bristol-Myers Squibb Co. ...... 38,793 1,076,894 Eli Lilly & Co. ............... 18,595 998,737 King Pharmaceuticals, Inc.(a).. 4,561 89,715 Merck & Co., Inc. ............. 41,738 1,843,567 Pfizer, Inc. .................. 136,009 3,435,587 ------------ 9,091,549 ------------ REAL ESTATE INVESTMENT TRUSTS -- 2.7% AMB Property Corp. ............ 1,894 111,348 Apartment Investment & Management Co. (Class A)..... 1,819 104,938 Archstone-Smith Trust.......... 4,157 225,642 Avalonbay Communities, Inc. ... 1,564 203,320 Camden Property Trust.......... 1,059 74,458 Developers Diversified Realty Corp. ....................... 2,046 128,693 Duke Realty Corp. ............. 2,508 109,023 Equity Residential............. 5,561 268,207 Federal Realty Investment Trust........................ 1,050 95,151 Health Care Property Investors, Inc. ........................ 3,992 143,832 Hospitality Properties Trust... 1,815 84,942 Host Hotels & Resorts, Inc..... 10,025 263,758 iStar Financial, Inc. ......... 2,517 117,871 Kimco Realty Corp. ............ 4,196 204,513 Liberty Property Trust......... 1,701 82,873 Macerich Co. .................. 1,368 126,348 Mack-Cali Realty Corp. ........ 1,338 63,729 New Plan Excel Realty Trust.... 2,038 67,315 NVR, Inc.(a)................... 100 66,500 Plum Creek Timber Co., Inc. ... 3,518 138,680 Public Storage, Inc. .......... 2,500 236,675 Regency Centers Corp. ......... 1,269 106,025 Thornburg Mortgage, Inc. ...... 2,348 61,048 Udr Inc. ...................... 2,598 79,551 Ventas, Inc. .................. 1,913 80,595 Vornado Realty Trust........... 2,700 322,218 Weingarten Realty Investors.... 1,498 71,245 ------------ 3,638,498 ------------ REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.1% American Real Estate Partners LP........................... 100 11,905 Forest City Enterprises, Inc. ........................ 1,273 84,247 ------------ 96,152 ------------ ROAD & RAIL -- 1.1% Burlington Northern Santa Fe Corp. ....................... 6,859 551,669 CSX Corp. ..................... 8,336 333,857 Union Pacific Corp. ........... 5,159 523,897 ------------ 1,409,423 ------------ SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 1.6% Intel Corp. ................... 111,611 2,135,118 ------------ SOFTWARE -- 0.1% Cadence Design Systems, Inc.(a)...................... 5,171 108,901 ------------ SPECIALTY RETAIL -- 0.3% Circuit City Stores, Inc. ..... 3,295 61,056 Limited Brands................. 6,432 167,618 The Sherwin-Williams Co. ...... 2,163 142,845 TravelCenters of America LLC(a)....................... 150 5,763 ------------ 377,282 ------------ TEXTILES, APPAREL & LUXURY GOODS -- 0.2% Jones Apparel Group, Inc. ..... 2,064 63,426 V. F. Corp. ................... 1,698 140,289 ------------ 203,715 ------------ THRIFTS & MORTGAGE FINANCE -- 2.3% Astoria Financial Corp. ....... 1,709 45,442 Fannie Mae..................... 18,544 1,012,132 Freddie Mac.................... 13,210 785,863 MGIC Investment Corp. ......... 1,564 92,151 New York Community Bancorp, Inc. ........................ 5,108 89,850 People's Bank.................. 1,037 46,043 PMI Group, Inc. ............... 1,619 73,211 Radian Group, Inc. ............ 1,492 81,881 Sovereign Bancorp, Inc. ....... 6,419 163,299 Washington Mutual, Inc. ....... 16,993 686,177 ------------ 3,076,049 ------------ TOBACCO -- 3.0% Altria Group, Inc. ............ 40,246 3,534,001 Loews Corp.-Carolina Group..... 2,013 152,203 Reynolds American, Inc. ....... 3,258 203,332 UST, Inc. ..................... 3,063 177,593 ------------ 4,067,129 ------------ TRADING COMPANIES & DISTRIBUTORS -- 0.1% W.W. Grainger, Inc. ........... 1,487 114,856 ------------ WIRELESS TELECOMMUNICATION SERVICES -- 0.3% ALLTEL Corp. .................. 7,135 442,370 ------------ TOTAL COMMON STOCKS -- (Cost $118,375,488)............ 133,178,507 ------------ SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $199,920)... 199,920 199,920 ------------ TOTAL INVESTMENTS -- 99.8% (Cost $118,575,408).......... 133,378,427 OTHER ASSETS AND LIABILITIES -- 0.2%.......... 233,405 ------------ NET ASSETS -- 100.0%........... $133,611,832 ============ (a) Non-income producing security 28
N-Q31st “Page” of 97TOC1stPreviousNextBottomJust 31st
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- COMMON STOCKS -- 99.9% AEROSPACE & DEFENSE -- 0.5% Alliant Techsystems, Inc. (a)... 475 $ $41,762 BE Aerospace, Inc. (a).......... 1,286 40,766 Spirit Aerosystems Holdings, Inc. (a)...................... 794 25,289 ----------- 107,817 ----------- AIR FREIGHT & LOGISTICS -- 0.1% UTI Worldwide, Inc. ............ 1,166 28,660 ----------- AIRLINES -- 0.6% Continental Airlines, Inc. (Class B) (a)................. 1,387 50,473 UAL Corp. (a)................... 1,418 54,125 US Airways Group, Inc. (a)...... 931 42,342 ----------- 146,940 ----------- AUTO COMPONENTS -- 0.9% BorgWarner, Inc. ............... 823 62,071 Gentex Corp. ................... 2,064 33,540 Lear Corp. (a).................. 965 35,232 The Goodyear Tire & Rubber Co. (a)........................... 2,275 70,957 TRW Automotive Holdings Corp. (a)........................... 611 21,275 ----------- 223,075 ----------- BEVERAGES -- 0.5% Constellation Brands, Inc. (Class A) (a)................. 2,996 63,455 Hansen Natural Corp. (a)........ 1,038 39,319 PepsiAmericas, Inc. ............ 939 20,959 ----------- 123,733 ----------- BIOTECHNOLOGY -- 1.1% Amylin Pharmaceuticals, Inc. (a)........................... 1,708 63,811 Cephalon, Inc. (a).............. 944 67,222 ImClone Systems, Inc. (a)....... 861 35,103 Millennium Pharmaceuticals, Inc. (a)........................... 4,552 51,711 Vertex Pharmaceuticals, Inc. (a)........................... 1,804 50,584 ----------- 268,431 ----------- BUILDING PRODUCTS -- 0.8% Armstrong World Industries, Inc. (a)........................... 246 12,509 Florida Rock Industries, Inc. .. 795 53,496 Lennox International, Inc. ..... 921 32,880 Owens Corning, Inc. (a)......... 1,222 38,933 USG Corp. (a)................... 1,096 51,161 ----------- 188,979 ----------- CAPITAL MARKETS -- 2.2% A.G. Edwards, Inc. ............. 1,082 74,853 Affiliated Managers Group, Inc. (a)........................... 438 47,457 Eaton Vance Corp. .............. 1,817 64,758 Federated Investors, Inc. ...... 1,439 52,840 Investors Financial Services Corp. ........................ 942 54,777 Janus Capital Group, Inc. ...... 2,870 60,012 Jefferies Group, Inc. .......... 1,495 43,280 Lazard, Ltd. ................... 726 36,431 Nuveen Investments, Inc. ....... 1,139 53,875 Raymond James Financial, Inc. .. 1,362 40,533 ----------- 528,816 ----------- CHEMICALS -- 3.4% Airgas, Inc. ................... 971 40,928 Albemarle Corp. ................ 1,098 45,391 Ashland, Inc. .................. 805 52,808 Cabot Corp. .................... 817 38,995 Celanese Corp. ................. 1,994 61,495 Chemtura Corp. ................. 3,461 37,829 Cytec Industries, Inc. ......... 558 31,382 Eastman Chemical Co. ........... 1,178 74,603 FMC Corp. ...................... 522 39,374 Hercules, Inc. (a).............. 1,629 31,831 Huntsman Corp. (a).............. 1,301 24,836 International Flavors & Fragrances, Inc. ............. 1,190 56,192 Lubrizol Corp. ................. 988 50,912 Nalco Holding Co. (a)........... 1,349 32,241 RPM International, Inc. ........ 1,702 39,316 Sigma-Aldrich Corp. ............ 1,636 67,927 The Scotts Miracle-Gro Co. (Class A)..................... 653 28,751 Valhi, Inc. .................... 168 2,218 Valspar Corp. .................. 1,371 38,155 ----------- 795,184 ----------- COMMERCIAL BANKS -- 3.1% Associated Bancorp.............. 1,766 59,338 Bank of Hawaii Corp. ........... 716 37,970 BOK Financial Corp. ............ 322 15,949 City National Corp. ............ 564 41,510 Colonial BancGroup, Inc. ....... 2,231 55,217 Commerce Bancshares, Inc. ...... 1,017 49,131 Cullen/Frost Bankers, Inc. ..... 860 45,004 First Horizon National Corp. ... 1,785 74,131 Fulton Financial Corp. ......... 2,516 36,557 Huntington Bancshares, Inc. .... 3,240 70,794 PNC Financial Services Group.... 1 65 Popular, Inc. .................. 3,688 61,073 Sky Financial Group, Inc. ...... 1,689 45,367 TCF Financial Corp. ............ 1,793 47,264 Valley National Bancorp......... 1,673 42,243 Wilmington Trust Corp. ......... 990 41,748 ----------- 723,361 ----------- COMMERCIAL SERVICES & SUPPLIES -- 2.9% ADESA, Inc. .................... 1,223 33,792 Allied Waste Industries, Inc. (a)........................... 4,135 52,060 ChoicePoint, Inc. (a)........... 1,150 43,045 Copart, Inc. (a)................ 962 26,946 Corrections Corp. of America (a)........................... 872 46,050 Covanta Holding Corp. (a)....... 1,540 34,157 Dun & Bradstreet Corp. (a)...... 887 80,894 Equifax, Inc. .................. 1,809 65,938 Herman Miller, Inc. ............ 927 31,045 HNI Corp. ...................... 569 26,134 Republic Services, Inc. ........ 2,498 69,480 Steelcase, Inc. (Class A)....... 900 17,901 Stericycle, Inc. (a)............ 640 52,160 TeleTech Holdings, Inc. (a)..... 511 18,749 The Brink's Co. ................ 654 41,496 The Corporate Executive Board Co. .......................... 563 42,766 ----------- 682,613 ----------- COMMUNICATIONS EQUIPMENT -- 1.1% Avaya, Inc. (a)................. 6,493 76,683 F5 Networks, Inc. (a)........... 593 39,541 JDS Uniphase Corp. (a).......... 3,035 46,223 Polycom, Inc. (a)............... 1,276 42,529 Tellabs, Inc. (a)............... 5,861 58,024 ----------- 263,000 ----------- 29
N-Q32nd “Page” of 97TOC1stPreviousNextBottomJust 32nd
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- COMPUTERS & PERIPHERALS -- 1.2% Brocade Communications Systems, Inc. (a)...................... 5,759 $ 54,826 Diebold, Inc. .................. 952 45,420 Lexmark International, Inc. (a)........................... 1,407 82,253 QLogic Corp. (a)................ 2,288 38,896 Western Digital Corp. (a)....... 3,196 53,725 ----------- 275,120 ----------- CONSTRUCTION & ENGINEERING -- 1.0% Foster Wheeler, Ltd. (a)........ 989 57,748 Granite Construction, Inc. ..... 495 27,354 Jacobs Engineering Group, Inc. (a)........................... 1,702 79,398 KBR, Inc. (a)................... 400 8,140 Quanta Services, Inc. (a)....... 1,461 36,846 The Shaw Group, Inc. (a)........ 1,087 33,991 ----------- 243,477 ----------- CONSTRUCTION MATERIALS -- 0.4% Martin Marietta Materials, Inc. ......................... 655 88,556 ----------- CONSUMER FINANCE -- 0.4% AmeriCredit Corp. (a)........... 1,676 38,313 First Marblehead Corp. ......... 886 39,773 Student Loan Corp. ............. 58 10,783 ----------- 88,869 ----------- CONTAINERS & PACKAGING -- 2.3% Aptargroup, Inc. ............... 460 30,788 Ball Corp. ..................... 1,505 69,004 Bemis Co., Inc. ................ 1,517 50,653 Crown Holdings, Inc. (a)........ 2,358 57,677 Greif, Inc. (Class A)........... 218 24,222 Owens-Illinois, Inc. (a)........ 2,056 52,983 Packaging Corp. of America...... 1,182 28,841 Pactiv Corp. (a)................ 1,926 64,983 Sealed Air Corp. ............... 2,330 73,628 Smurfit-Stone Container Corp. (a)........................... 3,655 41,155 Sonoco Products Co. ............ 1,434 53,890 ----------- 547,824 ----------- DIVERSIFIED CONSUMER SERVICES -- 1.3% Career Education Corp. (a)...... 1,361 41,510 ITT Educational Services, Inc. (a)........................... 596 48,568 Laureate Education, Inc. (a).... 683 40,277 Service Corp. International..... 4,283 50,796 Sotheby's Holdings, Inc. ....... 928 41,277 The Service Master Co. ......... 4,148 63,838 Weight Watchers International, Inc. ......................... 520 23,967 ----------- 310,233 ----------- DIVERSIFIED FINANCIAL SERVICES -- 0.2% Nasdaq Stock Market, Inc. (a)... 1,410 41,468 ----------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 0.8% CenturyTel, Inc. ............... 1,571 70,993 Citizens Communications Co. .... 4,638 69,338 Time Warner Telecom, Inc. (Class A) (a)........................ 2,041 42,392 ----------- 182,723 ----------- ELECTRIC UTILITIES -- 2.1% DPL, Inc. ...................... 1,638 50,925 Great Plains Energy, Inc. ...... 1,144 37,123 Northeast Utilities............. 2,223 72,848 Pepco Holdings, Inc. ........... 2,725 79,079 Pinnacle West Capital Corp. .... 1,434 69,191 Reliant Energy, Inc. (a)........ 4,876 99,080 Sierra Pacific Resources (a).... 3,202 55,651 Westar Energy, Inc. ............ 1,250 34,400 ----------- 498,297 ----------- ELECTRICAL EQUIPMENT -- 1.2% Acuity Brands, Inc. ............ 625 34,025 AMETEK, Inc. ................... 1,532 52,915 First Solar, Inc. (a)........... 287 14,927 General Cable Corp. (a)......... 738 39,431 Hubbell, Inc. (Class B)......... 823 39,702 Roper Industries, Inc. ......... 1,256 68,929 Thomas & Betts Corp. (a)........ 864 42,181 ----------- 292,110 ----------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 3.0% Amphenol Corp. (Class A)........ 1,262 81,487 Anixter International, Inc. (a)........................... 493 32,508 Arrow Electronics, Inc. (a)..... 1,755 66,251 Avnet, Inc. (a)................. 2,114 76,400 AVX Corp. ...................... 755 11,476 CDW Corp. ...................... 879 53,997 Dolby Laboratories, Inc. (a).... 484 16,703 Ingram Micro, Inc. (Class A) (a)........................... 2,066 39,895 Jabil Circuit, Inc. ............ 2,668 57,122 Mettler Toledo International, Inc. (a)...................... 569 50,965 Molex, Inc. .................... 2,007 56,597 Solectron Corp. (a)............. 13,103 41,275 Sunpower Corp. (a).............. 313 14,242 Tektronix, Inc. ................ 1,174 33,060 Trimble Navigation, Ltd. (a).... 1,680 45,091 Vishay Intertechnology, Inc. (a)........................... 2,430 33,971 ----------- 711,040 ----------- ENERGY EQUIPMENT & SERVICES -- 1.9% Dresser-Rand Group, Inc. (a).... 1,061 32,318 FMC Technologies, Inc. (a)...... 983 68,574 Helmerich & Payne, Inc. ........ 1,376 41,748 Patterson-UTI Energy, Inc. ..... 2,303 51,679 Pride International, Inc. (a)... 2,371 71,367 Rowan Cos., Inc. ............... 1,575 51,140 SEACOR Holdings, Inc. (a)....... 308 30,307 Superior Energy Services, Inc. (a)........................... 1,220 42,054 Tidewater, Inc. ................ 833 48,797 ----------- 437,984 ----------- FOOD & STAPLES RETAILING -- 0.2% Rite Aid Corp. (a).............. 7,621 43,973 ----------- FOOD PRODUCTS -- 1.0% Corn Products International, Inc. ......................... 1,065 37,903 Hormel Foods Corp. ............. 1,071 39,830 McCormick & Co., Inc. .......... 1,671 64,367 Seaboard Corp. ................. 5 11,300 Smithfield Foods, Inc. (a)...... 1,606 48,100 The J.M. Smucker Co. ........... 830 44,256 ----------- 245,756 ----------- GAS UTILITIES -- 1.8% AGL Resources, Inc. ............ 1,130 48,274 Atmos Energy Corp. ............. 1,273 39,819 Energen Corp. .................. 945 48,091 Equitable Resources, Inc. ...... 1,643 79,390 National Fuel Gas Co. .......... 1,010 43,693 ONEOK, Inc. .................... 1,484 66,780 30
N-Q33rd “Page” of 97TOC1stPreviousNextBottomJust 33rd
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Southern Union Co. ............. 1,619 $ 49,201 UGI Corp. ...................... 1,523 40,679 ----------- 415,927 ----------- HEALTH CARE EQUIPMENT & SUPPLIES -- 2.9% Bausch & Lomb, Inc. ............ 781 39,956 Beckman Coulter, Inc. .......... 897 57,309 Cytyc Corp. (a)................. 1,631 55,797 Dade Behring Holdings, Inc. .... 1,242 54,462 Dentsply International, Inc. ... 2,060 67,465 Edwards Lifesciences Corp. (a).. 848 42,994 Gen-Probe, Inc. (a)............. 749 35,263 Hillenbrand Industries, Inc. ... 846 50,227 Hologic, Inc. (a)............... 760 43,806 IDEXX Laboratories, Inc. (a).... 448 39,258 Intuitive Surgical, Inc. (a).... 534 64,918 Kinetic Concepts, Inc. (a)...... 753 38,132 ResMed, Inc. (a)................ 1,105 55,659 Respironics, Inc. (a)........... 1,051 44,131 ----------- 689,377 ----------- HEALTH CARE PROVIDERS & SERVICES -- 3.3% Brookdale Senior Living, Inc. .. 738 32,959 Community Health Systems, Inc. (a)........................... 1,361 47,975 DaVita, Inc. (a)................ 1,484 79,127 Health Management Associates, Inc. ......................... 3,478 37,806 Henry Schein, Inc. (a).......... 1,276 70,410 Lincare Holdings, Inc. (a)...... 1,258 46,106 Manor Care, Inc. ............... 1,066 57,948 Omnicare, Inc. ................. 1,741 69,239 Patterson Cos., Inc. (a)........ 1,867 66,260 Pediatrix Medical Group, Inc. (a)........................... 698 39,828 Tenet Healthcare Corp. (a)...... 6,793 43,679 Triad Hospitals, Inc. (a)....... 1,261 65,887 Universal Health Services, Inc. (Class B)..................... 736 42,143 VCA Antech, Inc. (a)............ 1,208 43,862 WellCare Health Plans, Inc. (a)........................... 499 42,540 ----------- 785,769 ----------- HEALTH CARE TECHNOLOGY -- 0.7% Cerner Corp. (a)................ 895 48,733 Emdeon Corp. (a)................ 2,295 34,723 IMS Health, Inc. ............... 2,870 85,124 WebMD Health Corp. (a).......... 117 6,158 ----------- 174,738 ----------- HOTELS RESTAURANTS & LEISURE -- 2.2% Boyd Gaming Corp. .............. 826 39,351 Brinker International, Inc. .... 1,758 57,487 Burger King Holdings, Inc. ..... 773 16,697 Choice Hotels International, Inc. ......................... 522 18,494 Darden Restaurants, Inc. ....... 1,936 79,744 International Speedway Corp. (Class A)..................... 499 25,798 Jack in the Box, Inc. (a)....... 487 33,666 Orient-Express Hotels, Ltd. (Class A)..................... 572 34,217 OSI Restaurant Partners, Inc. .. 1,019 40,251 Penn National Gaming, Inc. (a).. 1,051 44,583 Scientific Games Corp. (Class A) (a)........................... 983 32,272 Station Casinos, Inc. .......... 611 52,894 Wendy's International, Inc. .... 1,369 42,850 ----------- 518,304 ----------- HOUSEHOLD DURABLES -- 1.6% Centex Corp. ................... 1,704 71,193 Jarden Corp. (a)................ 924 35,389 KB HOME......................... 1,113 47,492 Leggett & Platt, Inc. .......... 2,593 58,783 Snap-on, Inc. .................. 757 36,412 The Stanley Works............... 1,170 64,771 Toll Brothers, Inc. (a)......... 1,932 52,898 ----------- 366,938 ----------- HOUSEHOLD PRODUCTS -- 0.5% Church & Dwight Co., Inc. ...... 937 47,178 Energizer Holdings, Inc. (a).... 807 68,861 ----------- 116,039 ----------- INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.2% Dynegy, Inc. (Class A) (a)...... 5,799 53,699 ----------- INDUSTRIAL CONGLOMERATES -- 0.6% Carlisle Cos., Inc. ............ 884 37,950 McDermott International, Inc. (a)........................... 1,588 77,780 Teleflex, Inc. ................. 508 34,580 ----------- 150,310 ----------- INSURANCE -- 4.7% Alleghany Corp. (a)............. 75 28,199 Allied World Assurance Holdings, Ltd. ......................... 506 21,632 American Financial Group, Inc. ......................... 1,000 34,040 American National Insurance Co. .......................... 229 29,296 Arch Capital Group, Ltd. (a).... 597 40,721 Arthur J. Gallagher & Co. ...... 1,424 40,342 Axis Capital Holdings, Ltd. .... 1,995 67,551 Brown & Brown, Inc. ............ 1,645 44,497 Conseco, Inc. (a)............... 2,217 38,354 Endurance Specialty Holdings, Ltd. ......................... 851 30,415 Erie Indemnity Co. (Class A).... 750 39,578 Fidelity National Title Group, Inc. ......................... 3,174 76,208 First American Corp. ........... 1,231 62,436 Hanover Insurance Group, Inc. .. 733 33,806 HCC Insurance Holdings, Inc. ... 1,604 49,403 Markel Corp. (a)................ 139 67,391 Mercury General Corp. .......... 383 20,314 Odyssey Re Holdings Corp. ...... 397 15,606 Old Republic International Corp. ........................ 3,099 68,550 OneBeacon Insurance Group, Ltd. (a)........................... 347 8,675 PartnerRe, Ltd. ................ 822 56,340 Philadelphia Consolidated Holding Corp. (a)............. 859 37,788 Protective Life Corp. .......... 933 41,089 Reinsurance Group America, Inc. ......................... 419 24,185 RenaissanceRe Holdings, Ltd. ... 909 45,577 StanCorp Financial Group, Inc. ......................... 771 37,910 Transatlantic Holdings, Inc. ... 380 24,746 Unitrin, Inc. .................. 630 29,654 Wesco Financial Corp. .......... 20 9,200 ----------- 1,123,503 ----------- INTERNET SOFTWARE & SERVICES -- 0.3% Equinix, Inc. (a)............... 356 30,484 Valueclick, Inc. (a)............ 1,406 36,739 ----------- 67,223 ----------- 31
N-Q34th “Page” of 97TOC1stPreviousNextBottomJust 34th
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- IT SERVICES -- 3.0% Affiliated Computer Services, Inc. (a)...................... 1,350 $ 79,488 Alliance Data Systems Corp. (a)........................... 955 58,847 Ceridian Corp. (a).............. 2,009 69,994 Checkfree Corp. (a)............. 1,048 38,870 Convergys Corp. (a)............. 1,992 50,617 DST Systems, Inc. (a)........... 765 57,528 Gartner, Inc. (a)............... 981 23,495 Global Payments, Inc. .......... 1,154 39,305 Hewitt Associates, Inc. (Class A) (a)........................ 1,465 42,822 Iron Mountain, Inc. (a)......... 2,581 67,442 MoneyGram International, Inc. .. 1,236 34,311 Sabre Holdings Corp. (Class A).. 1,901 62,258 Unisys Corp. (a)................ 4,923 41,501 VeriFone Holdings, Inc. (a)..... 950 34,893 ----------- 701,371 ----------- LEISURE EQUIPMENT & PRODUCTS -- 0.4% Brunswick Corp. ................ 1,345 42,838 Hasbro, Inc. ................... 2,067 59,158 ----------- 101,996 ----------- LIFE SCIENCES TOOLS & SERVICES -- 1.9% Applera Corp. -- Applied Biosystems Group.............. 2,634 77,887 Charles River Laboratories International, Inc. (a)....... 970 44,872 Covance, Inc. (a)............... 924 54,830 Invitrogen Corp. (a)............ 697 44,364 Millipore Corp. (a)............. 768 55,657 PerkinElmer, Inc. .............. 1,767 42,797 Pharmaceutical Product Development, Inc. ............ 1,478 49,794 Waters Corp. (a)................ 1,467 85,086 ----------- 455,287 ----------- MACHINERY -- 3.4% AGCO Corp. (a).................. 1,301 48,098 Crane Co. ...................... 761 30,760 Donaldson Co., Inc. ............ 1,019 36,786 Flowserve Corp. (a)............. 836 47,811 Graco, Inc. .................... 976 38,220 Harsco Corp. ................... 1,202 53,922 IDEX Corp. ..................... 769 39,127 Joy Global, Inc. ............... 1,573 67,482 Kennametal, Inc. ............... 557 37,659 Lincoln Electric Holdings, Inc. ......................... 573 34,128 Oshkosh Truck Corp. ............ 1,062 56,286 Pall Corp. ..................... 1,768 67,184 Pentair, Inc. .................. 1,447 45,088 SPX Corp. ...................... 836 58,687 The Manitowoc Co., Inc. ........ 893 56,732 The Timken Co. ................. 1,217 36,887 Trinity Industries, Inc. ....... 1,157 48,501 ----------- 803,358 ----------- MEDIA -- 2.9% Discovery Holding Co. (Class A) (a)........................... 4,056 77,591 Dow Jones & Co., Inc. .......... 753 25,956 DreamWorks Animation SKG, Inc. (Class A) (a)................. 810 24,770 Getty Images, Inc. (a).......... 677 32,923 Hearst-Argyle Television, Inc. ......................... 361 9,816 Idearc, Inc. ................... 2,083 73,113 Marvel Entertainment, Inc. (a).. 922 25,586 McClatchy Co. (Class A)......... 792 25,035 Meredith Corp. ................. 555 31,851 R.H. Donnelley Corp. ........... 1,018 72,166 Regal Entertainment Group....... 1,106 21,976 Sirius Satellite Radio, Inc. (a)........................... 18,273 58,474 The Interpublic Group of Cos., Inc. (a)...................... 6,737 82,932 The New York Times Co. (Class A)............................ 2,067 48,595 Warner Music Group Corp. ....... 666 11,362 XM Satellite Radio Holdings, Inc. (Class A) (a)............ 4,420 57,106 ----------- 679,252 ----------- METALS & MINING -- 1.8% AK Steel Holding Corp. (a)...... 1,582 37,003 Carpenter Technology Corp. ..... 366 44,198 Chaparral Steel Co. ............ 616 35,833 Cleveland-Cliffs, Inc. ......... 592 37,894 Commercial Metals Co. .......... 1,701 53,326 Meridian Gold, Inc. (a)......... 1,453 37,095 Reliance Steel & Aluminum Co. .. 891 43,124 Steel Dynamics, Inc. ........... 1,324 57,197 Titanium Metals Corp. (a)....... 1,938 69,544 ----------- 415,214 ----------- MULTI-UTILITIES -- 3.1% Alliant Energy Corp. ........... 1,679 75,253 CenterPoint Energy, Inc. ....... 3,972 71,258 CMS Energy Corp. ............... 3,184 56,675 Energy East Corp. .............. 2,134 51,984 Integrys Energy Group Inc....... 1,080 59,951 MDU Resources Group, Inc. ...... 2,405 69,120 NSTAR........................... 1,536 53,944 OGE Energy Corp. ............... 1,296 50,285 Puget Energy, Inc. ............. 1,654 42,475 SCANA Corp. .................... 1,525 65,834 TECO Energy, Inc. .............. 3,020 51,974 Wisconsin Energy Corp. ......... 1,691 82,047 ----------- 730,800 ----------- MULTILINE RETAIL -- 1.4% Big Lots, Inc. (a).............. 1,580 49,422 Dillards, Inc. (Class A)........ 929 30,406 Dollar General Corp. ........... 4,506 95,302 Dollar Tree Stores, Inc. (a).... 1,469 56,175 Family Dollar Stores, Inc. ..... 2,067 61,224 Saks, Inc. ..................... 1,759 36,658 ----------- 329,187 ----------- OFFICE ELECTRONICS -- 0.2% Zebra Technologies Corp. (Class A) (a)........................ 1,014 39,151 ----------- OIL, GAS & CONSUMABLE FUELS -- 4.6% Arch Coal, Inc. ................ 2,074 63,651 Boardwalk Pipeline Partners LP.. 302 11,129 Cabot Oil & Gas Corp. .......... 700 47,124 Cimarex Energy Co. ............. 1,191 44,091 CNX Gas Corp. (a)............... 403 11,417 Denbury Resources, Inc. (a)..... 1,726 51,417 Enbridge Energy Partners LP..... 720 40,241 Enterprise GP Holdings LP....... 154 6,098 Frontier Oil Corp. ............. 1,589 51,865 Helix Energy Solutions Group, Inc. (a)...................... 1,226 45,717 Holly Corp. .................... 676 40,087 Kinder Morgan Management LLC (a)........................... 766 39,250 32
N-Q35th “Page” of 97TOC1stPreviousNextBottomJust 35th
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Magellan Midstream Partners LP.. 955 $ 44,694 Newfield Exploration Co. (a).... 1,854 77,330 ONEOK Partners LP............... 668 45,090 Overseas Shipholding Group, Inc. ......................... 429 26,855 Pioneer Natural Resources Co. .. 1,772 76,391 Plains All American Pipeline LP............................ 1,099 63,313 Plains Exploration & Production Co. (a)....................... 1,041 46,991 Pogo Producing Co. ............. 767 36,893 Quicksilver Resources, Inc. (a)........................... 789 31,378 Range Resources Corp. .......... 1,994 66,600 Teekay Shipping Corp. .......... 614 33,224 TEPPCO Partners LP.............. 1,097 48,707 Valero LP....................... 531 35,365 ----------- 1,084,918 ----------- PAPER & FOREST PRODUCTS -- 0.7% Domtar Corp. ................... 8,507 79,200 MeadWestvaco Corp. ............. 2,609 80,462 ----------- 159,662 ----------- PERSONAL PRODUCTS -- 0.3% Bare Escentuals, Inc. (a)....... 237 8,501 Herbalife, Ltd. (a)............. 581 22,769 NBTY, Inc. (a).................. 870 46,145 ----------- 77,415 ----------- PHARMACEUTICALS -- 1.8% Abraxis BioScience, Inc. (a).... 351 9,375 Barr Pharmaceuticals, Inc. (a).. 1,526 70,730 Endo Pharmaceuticals Holdings, Inc. (a)...................... 1,931 56,772 King Pharmaceuticals, Inc. (a).. 3,499 68,825 Mylan Laboratories, Inc. ....... 3,518 74,371 New River Pharmaceuticals, Inc. (a)........................... 227 14,444 Sepracor, Inc. (a).............. 1,572 73,302 Warner Chilcott, Ltd. (a)....... 1,225 18,142 Watson Pharmaceuticals, Inc. (a)........................... 1,484 39,222 ----------- 425,183 ----------- REAL ESTATE INVESTMENT TRUSTS -- 6.3% Alexandria Real Estate Equities, Inc. ......................... 420 42,155 AMB Property Corp. ............. 1,422 83,599 Annaly Mortgage Management, Inc. ......................... 3,670 56,812 Apartment Investment & Management Co. (Class A)...... 1,404 80,997 Brandywine Realty Trust......... 1,273 42,531 BRE Properties, Inc. (Class A).. 730 46,099 Camden Property Trust........... 814 57,232 CapitalSource, Inc. ............ 1,886 47,395 CBL & Associates Properties, Inc. ......................... 930 41,701 Douglas Emmett, Inc. ........... 951 24,279 Essex Property Trust, Inc. ..... 336 43,505 Federal Realty Investment Trust......................... 798 72,315 Health Care REIT, Inc. ......... 1,034 45,393 Hospitality Properties Trust.... 1,349 63,133 HRPT Properties Trust........... 3,045 37,454 Kilroy Realty Corp. ............ 467 34,441 Liberty Property Trust.......... 1,301 63,385 Mack-Cali Realty Corp. ......... 972 46,296 Nationwide Health Properties, Inc. ......................... 1,226 38,325 New Plan Excel Realty Trust..... 1,511 49,908 NVR, Inc. (a)................... 73 48,545 Rayonier, Inc. ................. 1,109 47,687 Realty Income Corp. ............ 1,438 40,552 Regency Centers Corp. .......... 981 81,963 Taubman Centers, Inc. .......... 761 44,130 Thornburg Mortgage, Inc. ....... 1,643 42,718 Udr Inc. ....................... 1,940 59,403 Ventas, Inc. ................... 1,501 63,237 Weingarten Realty Investors..... 1,148 54,599 ----------- 1,499,789 ----------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.5% Jones Lang LaSalle, Inc. ....... 527 54,956 The St. Joe Co. ................ 1,074 56,181 ----------- 111,137 ----------- ROAD & RAIL -- 1.6% Avis Budget Group, Inc. (a)..... 1,438 39,286 Con-way, Inc. .................. 694 34,589 GATX Corp. ..................... 648 30,974 J.B. Hunt Transport Services, Inc. ......................... 1,530 40,147 Kansas City Southern (a)........ 1,087 38,675 Laidlaw International, Inc. .... 1,141 39,479 Landstar Systems, Inc. ......... 819 37,543 Ryder Systems, Inc. ............ 881 43,469 Swift Transportation Co., Inc. (a)........................... 655 20,410 United Rentals, Inc. (a)........ 990 27,225 YRC Worldwide, Inc. (a)......... 834 33,544 ----------- 385,341 ----------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 2.1% Agere Systems, Inc. (a)......... 2,454 55,510 Atmel Corp. (a)................. 6,515 32,770 Cypress Semiconductor Corp. (a)........................... 2,073 38,454 Integrated Device Technology, Inc. (a)...................... 2,824 43,546 International Rectifier Corp. (a)........................... 1,038 39,662 Intersil Corp. (Class A)........ 2,000 52,980 LSI Logic Corp. (a)............. 5,789 60,437 Novellus Systems, Inc. (a)...... 1,785 57,156 ON Semiconductor Corp. (a)...... 3,438 30,667 Teradyne, Inc. (a).............. 2,753 45,535 Varian Semiconductor Equipment Associates, Inc. (a).......... 806 43,024 ----------- 499,741 ----------- SOFTWARE -- 3.2% Activision, Inc. (a)............ 4,052 76,745 BEA Systems, Inc. (a)........... 5,599 64,892 Cadence Design Systems, Inc. (a)........................... 4,011 84,472 Citrix Systems, Inc. (a)........ 2,618 83,854 Compuware Corp. (a)............. 4,660 44,223 Factset Research Systems, Inc. ......................... 642 40,350 Hyperion Solutions Corp. (a).... 848 43,952 McAfee, Inc. (a)................ 2,303 66,971 NAVTEQ Corp. (a)................ 1,344 46,368 Nuance Communications, Inc. (a)........................... 2,057 31,493 Red Hat, Inc. (a)............... 2,761 63,310 Salesforce.com, Inc. (a)........ 1,299 55,623 Synopsys, Inc. (a).............. 2,083 54,637 ----------- 756,890 ----------- SPECIALTY RETAIL -- 4.2% Advance Auto Parts, Inc. ....... 1,535 59,174 AnnTaylor Stores Corp. (a)...... 1,032 40,021 AutoNation, Inc. (a)............ 2,210 46,940 Barnes & Noble, Inc. ........... 765 30,179 33
N-Q36th “Page” of 97TOC1stPreviousNextBottomJust 36th
SPDR DJ WILSHIRE MID CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- CarMax, Inc. (a)................ 3,078 $ 75,534 Chico's FAS, Inc. (a)........... 2,543 62,126 Circuit City Stores, Inc. ...... 2,508 46,473 Claire's Stores, Inc. .......... 1,269 40,760 Dick's Sporting Goods, Inc. (a)........................... 485 28,256 Foot Locker, Inc. .............. 2,255 53,105 GameStop Corp. (Class A) (a).... 1,904 62,013 Guess ?, Inc. .................. 897 36,320 Mens Wearhouse, Inc. ........... 693 32,606 O'Reilly Automotive, Inc. (a)... 1,646 54,483 OfficeMax, Inc. ................ 1,073 56,590 PETsMART, Inc. ................. 1,951 64,305 RadioShack Corp. ............... 1,935 52,303 Ross Stores, Inc. .............. 2,043 70,279 Urban Outfitters, Inc. (a)...... 1,692 44,855 Williams-Sonoma, Inc. .......... 1,301 46,134 ----------- 1,002,456 ----------- TEXTILES, APPAREL & LUXURY GOODS -- 0.8% Hanesbrands, Inc. (a)........... 1,380 40,558 Jones Apparel Group, Inc. ...... 1,598 49,106 Liz Claiborne, Inc. ............ 1,482 63,504 Phillips-Van Heusen Corp. ...... 801 47,099 ----------- 200,267 ----------- THRIFTS & MORTGAGE FINANCE -- 1.5% Astoria Financial Corp. ........ 1,308 34,780 Capitol Federal Financial....... 314 11,872 MGIC Investment Corp. .......... 1,201 70,763 New York Community Bancorp, Inc. ......................... 3,874 68,143 PMI Group, Inc. ................ 1,249 56,480 Radian Group, Inc. ............. 1,143 62,728 Webster Financial Corp. ........ 815 39,128 ----------- 343,894 ----------- TRADING COMPANIES & DISTRIBUTORS -- 0.6% Fastenal Co. ................... 2,023 70,906 MSC Industrial Direct Co., Inc. (Class A)..................... 659 30,762 Wesco International, Inc. (a)... 710 44,574 ----------- 146,242 ----------- WATER UTILITIES -- 0.2% Aqua America, Inc. ............. 1,913 42,947 ----------- WIRELESS TELECOMMUNICATION SERVICES -- 0.4% Clearwire Corp. ................ 345 7,062 Leap Wireless International, Inc. (a)...................... 712 46,978 SBA Communications Corp. (a).... 1,308 38,651 ----------- 92,691 ----------- TOTAL COMMON STOCKS -- (Cost $21,453,156)............ 23,634,055 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $16,172)..... 16,172 16,172 ----------- TOTAL INVESTMENTS -- 100.0 (Cost $21,469,328)............ 23,650,227 OTHER ASSETS AND LIABILITIES -- 0.0% (b)....... 4,271 ----------- NET ASSETS -- 100.0%............ $23,654,498 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 34
N-Q37th “Page” of 97TOC1stPreviousNextBottomJust 37th
SPDR DJ WILSHIRE MID CAP GROWTH ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- COMMON STOCKS -- 99.9% AEROSPACE & DEFENSE -- 0.9% Alliant Techsystems, Inc. (a)... 832 $ 73,150 BE Aerospace, Inc. (a).......... 2,236 70,881 Spirit Aerosystems Holdings, Inc. (a)...................... 1,392 44,335 ----------- 188,366 ----------- AIR FREIGHT & LOGISTICS -- 0.2% UTI Worldwide, Inc. ............ 2,093 51,446 ----------- AIRLINES -- 1.2% Continental Airlines, Inc. (Class B) (a)................. 2,438 88,719 UAL Corp. (a)................... 2,480 94,662 US Airways Group, Inc. (a)...... 1,634 74,314 ----------- 257,695 ----------- AUTO COMPONENTS -- 1.3% BorgWarner, Inc. ............... 1,441 108,680 Gentex Corp. ................... 3,621 58,841 The Goodyear Tire & Rubber Co. (a)........................... 3,968 123,762 ----------- 291,283 ----------- BEVERAGES -- 0.8% Constellation Brands, Inc. (Class A) (a)................. 5,268 111,576 Hansen Natural Corp. (a)........ 1,820 68,942 ----------- 180,518 ----------- BIOTECHNOLOGY -- 2.1% Amylin Pharmaceuticals, Inc. (a)........................... 3,004 112,229 Cephalon, Inc. (a).............. 1,660 118,209 ImClone Systems, Inc. (a)....... 1,512 61,644 Millennium Pharmaceuticals, Inc. (a)........................... 7,988 90,744 Vertex Pharmaceuticals, Inc. (a)........................... 3,166 88,775 ----------- 471,601 ----------- CAPITAL MARKETS -- 1.4% Eaton Vance Corp. .............. 3,196 113,906 Investors Financial Services Corp. ........................ 1,642 95,482 Nuveen Investments, Inc. ....... 2,000 94,600 ----------- 303,988 ----------- CHEMICALS -- 1.5% Celanese Corp. ................. 3,499 107,909 Huntsman Corp. (a).............. 2,283 43,583 Nalco Holding Co. (a)........... 2,366 56,547 Sigma-Aldrich Corp. ............ 2,857 118,623 ----------- 326,662 ----------- COMMERCIAL SERVICES & SUPPLIES -- 4.6% Allied Waste Industries, Inc. (a) 7,229 91,013 ChoicePoint, Inc. (a)........... 2,016 75,459 Copart, Inc. (a)................ 1,690 47,337 Corrections Corp. of America (a)........................... 1,543 81,486 Covanta Holding Corp. (a)....... 2,708 60,063 Dun & Bradstreet Corp. (a)...... 1,547 141,086 Equifax, Inc. .................. 3,163 115,291 Herman Miller, Inc. ............ 1,630 54,589 HNI Corp. ...................... 1,001 45,976 Steelcase, Inc. (Class A)....... 1,580 31,426 Stericycle, Inc. (a)............ 1,115 90,873 TeleTech Holdings, Inc. (a)..... 899 32,984 The Brink's Co. ................ 1,136 72,079 The Corporate Executive Board Co. .......................... 987 74,973 ----------- 1,014,635 ----------- COMMUNICATIONS EQUIPMENT -- 1.6% Avaya, Inc. (a)................. 11,377 134,362 F5 Networks, Inc. (a)........... 1,043 69,547 JDS Uniphase Corp. (a).......... 5,338 81,298 Polycom, Inc. (a)............... 2,243 74,759 ----------- 359,966 ----------- COMPUTERS & PERIPHERALS -- 2.2% Brocade Communications Systems, Inc. (a)...................... 10,128 96,419 Diebold, Inc. .................. 1,659 79,151 Lexmark International, Inc. (a)........................... 2,466 144,162 QLogic Corp. (a)................ 3,985 67,745 Western Digital Corp. (a)....... 5,578 93,766 ----------- 481,243 ----------- CONSTRUCTION & ENGINEERING -- 0.7% Jacobs Engineering Group, Inc. (a)........................... 2,960 138,084 KBR, Inc. (a)................... 701 14,265 ----------- 152,349 ----------- CONSTRUCTION MATERIALS -- 1.1% Florida Rock Industries, Inc. .. 1,398 94,072 Martin Marietta Materials, Inc. ......................... 1,142 154,398 ----------- 248,470 ----------- CONSUMER FINANCE -- 0.6% AmeriCredit Corp. (a)........... 2,968 67,849 First Marblehead Corp. ......... 1,542 69,220 ----------- 137,069 ----------- CONTAINERS & PACKAGING -- 1.5% Ball Corp. ..................... 2,630 120,585 Crown Holdings, Inc. (a)........ 4,121 100,800 Pactiv Corp. (a)................ 3,363 113,468 ----------- 334,853 ----------- DIVERSIFIED CONSUMER SERVICES -- 1.5% Career Education Corp. (a)...... 2,394 73,017 ITT Educational Services, Inc. (a)........................... 1,046 85,239 Laureate Education, Inc. (a).... 1,198 70,646 Sotheby's Holdings, Inc. ....... 1,632 72,591 Weight Watchers International, Inc. ......................... 914 42,126 ----------- 343,619 ----------- DIVERSIFIED FINANCIAL SERVICES -- 0.3% Nasdaq Stock Market, Inc. (a)... 2,457 72,260 ----------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 0.3% Time Warner Telecom, Inc. (Class A) (a)........................ 3,589 74,543 ----------- ELECTRIC UTILITIES -- 0.4% Sierra Pacific Resources (a).... 5,584 97,050 ----------- ELECTRICAL EQUIPMENT -- 1.7% Acuity Brands, Inc. ............ 1,100 59,884 AMETEK, Inc. ................... 2,680 92,567 First Solar, Inc. (a)........... 505 26,265 General Cable Corp. (a)......... 1,298 69,352 Roper Industries, Inc. ......... 2,195 120,462 ----------- 368,530 ----------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 3.3% Amphenol Corp. (Class A)........ 2,201 142,118 CDW Corp. ...................... 1,540 94,602 Dolby Laboratories, Inc.(a)..... 858 29,610 Jabil Circuit, Inc. ............ 4,692 100,456 Mettler Toledo International, Inc. (a)...................... 993 88,943 35
N-Q38th “Page” of 97TOC1stPreviousNextBottomJust 38th
SPDR DJ WILSHIRE MID CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Molex, Inc. .................... 3,529 $ 99,518 Solectron Corp. (a)............. 22,824 71,896 Sunpower Corp. (a).............. 551 25,070 Trimble Navigation, Ltd. (a).... 2,944 79,017 ----------- 731,230 ----------- ENERGY EQUIPMENT & SERVICES -- 2.8% Dresser-Rand Group, Inc. (a).... 1,867 56,869 FMC Technologies, Inc. (a)...... 1,720 119,987 Helmerich & Payne, Inc. ........ 2,416 73,301 Patterson-UTI Energy, Inc. ..... 4,016 90,119 Pride International, Inc. (a)... 4,124 124,132 Rowan Cos., Inc. ............... 2,765 89,780 Superior Energy Services, Inc. (a)........................... 2,127 73,318 ----------- 627,506 ----------- FOOD & STAPLES RETAILING -- 0.3% Rite Aid Corp. (a).............. 13,281 76,631 ----------- FOOD PRODUCTS -- 0.1% Seaboard Corp. ................. 9 20,340 ----------- GAS UTILITIES -- 1.5% Energen Corp. .................. 1,647 83,816 Equitable Resources, Inc. ...... 2,863 138,340 ONEOK, Inc. .................... 2,603 117,135 ----------- 339,291 ----------- HEALTH CARE EQUIPMENT & SUPPLIES -- 5.0% Bausch & Lomb, Inc. ............ 1,373 70,243 Beckman Coulter, Inc. .......... 1,567 100,116 Cytyc Corp. (a)................. 2,844 97,293 Dade Behring Holdings, Inc. .... 2,181 95,637 Dentsply International, Inc. ... 3,595 117,736 Edwards Lifesciences Corp. (a).. 1,476 74,833 Gen-Probe, Inc. (a)............. 1,316 61,957 Hologic, Inc. (a)............... 1,332 76,776 IDEXX Laboratories, Inc. (a).... 787 68,965 Intuitive Surgical, Inc. (a).... 934 113,546 Kinetic Concepts, Inc. (a)...... 1,310 66,338 ResMed, Inc. (a)................ 1,929 97,164 Respironics, Inc. (a)........... 1,845 77,472 ----------- 1,118,076 ----------- HEALTH CARE PROVIDERS & SERVICES -- 5.8% Brookdale Senior Living, Inc. .. 1,296 57,879 Community Health Systems, Inc. (a)........................... 2,390 84,248 DaVita, Inc. (a)................ 2,601 138,685 Health Management Associates, Inc. ......................... 6,083 66,122 Henry Schein, Inc. (a).......... 2,231 123,107 Lincare Holdings, Inc. (a)...... 2,213 81,107 Manor Care, Inc. ............... 1,862 101,218 Omnicare, Inc. ................. 3,062 121,776 Patterson Cos., Inc. (a)........ 3,266 115,910 Pediatrix Medical Group, Inc. (a)........................... 1,223 69,784 Triad Hospitals, Inc. (a)....... 2,233 116,674 Universal Health Services, Inc. (Class B)..................... 1,283 73,465 VCA Antech, Inc. (a)............ 2,104 76,396 WellCare Health Plans, Inc. (a)........................... 875 74,594 ----------- 1,300,965 ----------- HEALTH CARE TECHNOLOGY -- 1.4% Cerner Corp. (a)................ 1,561 84,996 Emdeon Corp. (a)................ 3,982 60,248 IMS Health, Inc. ............... 5,030 149,190 WebMD Health Corp. (a).......... 203 10,684 ----------- 305,118 ----------- HOTELS RESTAURANTS & LEISURE -- 3.3% Boyd Gaming Corp. .............. 1,438 68,506 Brinker International, Inc. .... 3,092 101,109 Burger King Holdings, Inc. ..... 1,360 29,376 Choice Hotels International, Inc. ......................... 914 32,383 Darden Restaurants, Inc. ....... 3,373 138,934 Orient-Express Hotels, Ltd. (Class A)..................... 1,007 60,239 Penn National Gaming, Inc. (a).. 1,845 78,265 Scientific Games Corp. (Class A) (a)........................... 1,724 56,599 Station Casinos, Inc. .......... 1,072 92,803 Wendy's International, Inc. .... 2,408 75,370 ----------- 733,584 ----------- HOUSEHOLD DURABLES -- 1.3% Centex Corp. ................... 2,985 124,714 Jarden Corp. (a)................ 1,624 62,199 Toll Brothers, Inc. (a)......... 3,398 93,037 ----------- 279,950 ----------- HOUSEHOLD PRODUCTS -- 0.9% Church & Dwight Co., Inc. ...... 1,634 82,272 Energizer Holdings, Inc. (a).... 1,419 121,083 ----------- 203,355 ----------- INDUSTRIAL CONGLOMERATES -- 0.6% McDermott International, Inc. (a)........................... 2,783 136,311 ----------- INSURANCE -- 2.9% Arch Capital Group, Ltd. (a).... 1,049 71,552 Axis Capital Holdings, Ltd. .... 3,508 118,781 Brown & Brown, Inc. ............ 2,865 77,498 First American Corp. ........... 2,159 109,504 HCC Insurance Holdings, Inc. ... 2,796 86,117 Markel Corp. (a)................ 244 118,299 Philadelphia Consolidated Holding Corp. (a)............. 1,496 65,809 ----------- 647,560 ----------- INTERNET SOFTWARE & SERVICES -- 0.5% Equinix, Inc. (a)............... 626 53,605 Valueclick, Inc. (a)............ 2,472 64,593 ----------- 118,198 ----------- IT SERVICES -- 4.3% Affiliated Computer Services, Inc. (a)...................... 2,366 139,310 Alliance Data Systems Corp. (a)........................... 1,676 103,275 Ceridian Corp. (a).............. 3,513 122,393 Checkfree Corp. (a)............. 1,843 68,357 DST Systems, Inc. (a)........... 1,332 100,166 Gartner, Inc. (a)............... 1,726 41,338 Global Payments, Inc. .......... 2,012 68,529 Hewitt Associates, Inc. (Class A) (a)........................ 2,554 74,653 Iron Mountain, Inc. (a)......... 4,538 118,578 MoneyGram International, Inc. .. 2,153 59,767 VeriFone Holdings, Inc. (a)..... 1,671 61,376 ----------- 957,742 ----------- LIFE SCIENCES TOOLS & SERVICES -- 3.2% Applera Corp. -- Applied Biosystems Group.............. 4,616 136,495 Charles River Laboratories International, Inc. (a)....... 1,691 78,226 Covance, Inc. (a)............... 1,612 95,656 36
N-Q39th “Page” of 97TOC1stPreviousNextBottomJust 39th
SPDR DJ WILSHIRE MID CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Invitrogen Corp. (a)............ 1,216 $ 77,398 Millipore Corp. (a)............. 1,339 97,037 Pharmaceutical Product Development, Inc. ............ 2,594 87,392 Waters Corp. (a)................ 2,556 148,248 ----------- 720,452 ----------- MACHINERY -- 2.1% Donaldson Co., Inc. ............ 1,765 63,717 Graco, Inc. .................... 1,700 66,572 Joy Global, Inc. ............... 2,766 118,661 Oshkosh Truck Corp. ............ 1,853 98,209 Pall Corp. ..................... 3,090 117,420 ----------- 464,579 ----------- MEDIA -- 3.0% Discovery Holding Co. (Class A) (a)........................... 7,041 134,694 Dow Jones & Co., Inc. .......... 1,321 45,535 DreamWorks Animation SKG, Inc. (Class A) (a)................. 1,422 43,485 Getty Images, Inc. (a).......... 1,190 57,870 Marvel Entertainment, Inc. (a).. 1,622 45,011 R.H. Donnelley Corp. ........... 1,778 126,042 Sirius Satellite Radio, Inc. (a)........................... 32,135 102,832 Warner Music Group Corp. ....... 1,158 19,755 XM Satellite Radio Holdings, Inc. (Class A) (a)............ 7,727 99,833 ----------- 675,057 ----------- METALS & MINING -- 1.1% AK Steel Holding Corp. (a)...... 2,782 65,071 Meridian Gold, Inc. (a)......... 2,548 65,051 Titanium Metals Corp. (a)....... 3,405 122,171 ----------- 252,293 ----------- MULTILINE RETAIL -- 1.7% Dollar General Corp. ........... 7,852 166,070 Dollar Tree Stores, Inc. (a).... 2,578 98,583 Family Dollar Stores, Inc. ..... 3,615 107,076 ----------- 371,729 ----------- OFFICE ELECTRONICS -- 0.3% Zebra Technologies Corp. (Class A) (a)........................ 1,778 68,649 ----------- OIL, GAS & CONSUMABLE FUELS -- 5.4% Arch Coal, Inc. ................ 3,619 111,067 Cabot Oil & Gas Corp. .......... 1,229 82,736 CNX Gas Corp. (a)............... 706 20,001 Denbury Resources, Inc. (a)..... 3,009 89,638 Enterprise GP Holdings LP....... 268 10,613 Frontier Oil Corp. ............. 2,789 91,033 Helix Energy Solutions Group, Inc. (a)...................... 2,156 80,397 Holly Corp. .................... 1,186 70,330 Kinder Morgan Management LLC (a)........................... 1,329 68,098 Newfield Exploration Co. (a).... 3,248 135,474 Pioneer Natural Resources Co. .. 3,099 133,598 Plains Exploration & Production Co. (a)....................... 1,830 82,606 Pogo Producing Co. ............. 1,333 64,118 Quicksilver Resources, Inc. (a)........................... 1,386 55,121 Range Resources Corp. .......... 3,487 116,466 ----------- 1,211,296 ----------- PERSONAL PRODUCTS -- 0.6% Bare Escentuals, Inc. (a)....... 414 14,850 Herbalife, Ltd. (a)............. 1,012 39,661 NBTY, Inc. (a).................. 1,531 81,204 ----------- 135,715 ----------- PHARMACEUTICALS -- 2.8% Abraxis BioScience, Inc. (a).... 614 16,400 Barr Pharmaceuticals, Inc. (a).. 2,674 123,940 Endo Pharmaceuticals Holdings, Inc. (a)...................... 3,368 99,019 Mylan Laboratories, Inc. ....... 6,187 130,793 New River Pharmaceuticals, Inc. (a)........................... 400 25,452 Sepracor, Inc. (a).............. 2,739 127,720 Warner Chilcott, Ltd. (a)....... 2,129 31,530 Watson Pharmaceuticals, Inc. (a)........................... 2,584 68,295 ----------- 623,149 ----------- REAL ESTATE INVESTMENT TRUSTS -- 0.4% CapitalSource, Inc. ............ 3,288 82,627 ----------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.9% Jones Lang LaSalle, Inc. ....... 920 95,938 The St. Joe Co. ................ 1,885 98,604 ----------- 194,542 ----------- ROAD & RAIL -- 0.8% J.B. Hunt Transport Services, Inc. ......................... 2,683 70,402 Landstar Systems, Inc. ......... 1,438 65,918 Swift Transportation Co., Inc. (a)........................... 1,151 35,865 ----------- 172,185 ----------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 3.6% Agere Systems, Inc. (a)......... 4,281 96,836 Atmel Corp.(a).................. 11,337 57,025 Cypress Semiconductor Corp. (a)........................... 3,637 67,466 International Rectifier Corp. (a)........................... 1,808 69,084 Intersil Corp. (Class A)........ 3,490 92,450 LSI Logic Corp. (a)............. 10,100 105,444 Novellus Systems, Inc. (a)...... 3,115 99,742 ON Semiconductor Corp. (a)...... 6,046 53,930 Teradyne, Inc. (a).............. 4,797 79,343 Varian Semiconductor Equipment Associates, Inc. (a).......... 1,417 75,640 ----------- 796,960 ----------- SOFTWARE -- 4.9% Activision, Inc. (a)............ 7,047 133,470 BEA Systems, Inc. (a)........... 9,846 114,115 Citrix Systems, Inc. (a)........ 4,588 146,954 Factset Research Systems, Inc. ......................... 1,130 71,021 Hyperion Solutions Corp. (a).... 1,491 77,279 McAfee, Inc. (a)................ 4,025 117,047 NAVTEQ Corp. (a)................ 2,341 80,764 Nuance Communications, Inc. (a)........................... 3,617 55,376 Red Hat, Inc. (a)............... 4,819 110,500 Salesforce.com, Inc. (a)........ 2,284 97,801 Synopsys, Inc. (a).............. 3,641 95,503 ----------- 1,099,830 ----------- SPECIALTY RETAIL -- 6.8% Advance Auto Parts, Inc. ....... 2,679 103,275 AnnTaylor Stores Corp. (a)...... 1,815 70,386 AutoNation, Inc. (a)............ 3,866 82,114 CarMax, Inc. (a)................ 5,362 131,583 37
N-Q40th “Page” of 97TOC1stPreviousNextBottomJust 40th
SPDR DJ WILSHIRE MID CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Chico's FAS, Inc. (a)........... 4,438 $ 108,420 Claire's Stores, Inc. .......... 2,232 71,692 Dick's Sporting Goods, Inc. (a)........................... 852 49,638 Foot Locker, Inc. .............. 3,956 93,164 GameStop Corp. (Class A) (a).... 3,360 109,435 Guess ?, Inc. .................. 1,577 63,853 Mens Wearhouse, Inc. ........... 1,219 57,354 O'Reilly Automotive, Inc. (a)... 2,872 95,063 PETsMART, Inc. ................. 3,430 113,053 RadioShack Corp. ............... 3,394 91,740 Ross Stores, Inc. .............. 3,567 122,705 Urban Outfitters, Inc. (a)...... 2,970 78,735 Williams-Sonoma, Inc. .......... 2,288 81,132 ----------- 1,523,342 ----------- TEXTILES, APPAREL & LUXURY GOODS -- 0.5% Liz Claiborne, Inc. ............ 2,591 111,024 ----------- TRADING COMPANIES & DISTRIBUTORS -- 1.2% Fastenal Co. ................... 3,545 124,252 MSC Industrial Direct Co., Inc. (Class A)..................... 1,158 54,056 Wesco International, Inc. (a)... 1,237 77,659 ----------- 255,967 ----------- WIRELESS TELECOMMUNICATION SERVICES -- 0.7% Clearwire Corp.................. 607 12,425 Leap Wireless International, Inc. (a)...................... 1,241 81,881 SBA Communications Corp. (a).... 2,286 67,552 ----------- 161,858 ----------- TOTAL COMMON STOCKS -- (Cost $19,949,786)............ 22,273,257 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $14,353)..... 14,353 14,353 ----------- TOTAL INVESTMENTS -- 100.0% (Cost $19,964,139)............ 22,287,610 OTHER ASSETS AND LIABILITIES -- 0.0%(b).................. (10,632) ----------- NET ASSETS -- 100.0% $22,276,978 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 38
N-Q41st “Page” of 97TOC1stPreviousNextBottomJust 41st
SPDR DJ WILSHIRE MID CAP VALUE ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- COMMON STOCKS -- 100.3% AUTO COMPONENTS -- 0.5% Lear Corp. (a).................. 1,082 $ 39,504 TRW Automotive Holdings Corp. (a)..................... 683 23,782 ----------- 63,286 ----------- BEVERAGES -- 0.2% PepsiAmericas, Inc. ............ 1,039 23,191 ----------- BUILDING PRODUCTS -- 1.2% Armstrong World Industries, Inc. (a)........................... 275 13,984 Lennox International, Inc. ..... 1,032 36,843 Owens Corning, Inc. (a)......... 1,355 43,170 USG Corp. (a)................... 1,234 57,603 ----------- 151,600 ----------- CAPITAL MARKETS -- 3.3% A.G. Edwards, Inc. ............. 1,228 84,953 Affiliated Managers Group, Inc. (a)........................... 492 53,308 Federated Investors, Inc. ...... 1,620 59,486 Janus Capital Group, Inc. ...... 3,233 67,602 Jefferies Group, Inc. .......... 1,659 48,028 Lazard, Ltd. ................... 814 40,847 Raymond James Financial, Inc. .. 1,545 45,979 ----------- 400,203 ----------- CHEMICALS -- 5.6% Airgas, Inc. ................... 1,091 45,986 Albemarle Corp. ................ 1,229 50,807 Ashland, Inc. .................. 914 59,958 Cabot Corp. .................... 932 44,484 Chemtura Corp. ................. 3,871 42,310 Cytec Industries, Inc. ......... 625 35,150 Eastman Chemical Co. ........... 1,329 84,166 FMC Corp. ...................... 583 43,976 Hercules, Inc. (a).............. 1,826 35,680 International Flavors & Fragrances, Inc. ............. 1,347 63,605 Lubrizol Corp. ................. 1,114 57,404 RPM International, Inc. ........ 1,905 44,006 The Scotts Miracle-Gro Co. (Class A)..................... 732 32,230 Valhi, Inc. .................... 185 2,442 Valspar Corp. .................. 1,521 42,329 ----------- 684,533 ----------- COMMERCIAL BANKS -- 6.6% Associated Bancorp.............. 1,990 66,864 Bank of Hawaii Corp. ........... 801 42,477 BOK Financial Corp. ............ 357 17,682 City National Corp. ............ 635 46,736 Colonial BancGroup, Inc. ....... 2,513 62,197 Commerce Bancshares, Inc. ...... 1,145 55,315 Cullen/Frost Bankers, Inc. ..... 964 50,446 First Horizon National Corp. ... 2,014 83,641 Fulton Financial Corp. ......... 2,792 40,568 Huntington Bancshares, Inc. .... 3,677 80,342 PNC Financial Services Group.... 1 66 Popular, Inc. .................. 4,160 68,890 Sky Financial Group, Inc. ...... 1,893 50,846 TCF Financial Corp. ............ 2,018 53,194 Valley National Bancorp......... 1,858 46,915 Wilmington Trust Corp. ......... 1,099 46,345 ----------- 812,524 ----------- COMMERCIAL SERVICES & SUPPLIES -- 1.0% ADESA, Inc. .................... 1,371 37,881 Republic Services, Inc. ........ 2,819 78,410 ----------- 116,291 ----------- COMMUNICATIONS EQUIPMENT -- 0.5% Tellabs, Inc. (a)............... 6,600 65,340 ----------- CONSTRUCTION & ENGINEERING -- 1.4% Foster Wheeler, Ltd. (a)........ 1,115 65,105 Granite Construction, Inc. ..... 555 30,669 Quanta Services, Inc. (a)....... 1,637 41,285 The Shaw Group, Inc. (a)........ 1,218 38,087 ----------- 175,146 ----------- CONSUMER FINANCE -- 0.1% Student Loan Corp. ............. 64 11,899 ----------- CONTAINERS & PACKAGING -- 3.3% Aptargroup, Inc. ............... 516 34,536 Bemis Co., Inc. ................ 1,718 57,364 Greif, Inc. (Class A)........... 244 27,111 Owens-Illinois, Inc. (a)........ 2,327 59,967 Packaging Corp. of America...... 1,321 32,232 Sealed Air Corp. ............... 2,630 83,108 Smurfit-Stone Container Corp. (a)........................... 4,088 46,031 Sonoco Products Co. ............ 1,617 60,767 ----------- 401,116 ----------- DIVERSIFIED CONSUMER SERVICES -- 1.1% Service Corp. International..... 4,818 57,141 The Service Master Co. ......... 4,681 72,041 ----------- 129,182 ----------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 1.3% CenturyTel, Inc. ............... 1,772 80,077 Citizens Communications Co. .... 5,233 78,233 ----------- 158,310 ----------- ELECTRIC UTILITIES -- 4.1% DPL, Inc. ...................... 1,843 57,299 Great Plains Energy, Inc. ...... 1,294 41,990 Northeast Utilities............. 2,505 82,089 Pepco Holdings, Inc. ........... 3,074 89,207 Pinnacle West Capital Corp. .... 1,618 78,069 Reliant Energy, Inc. (a)........ 5,534 112,451 Westar Energy, Inc. ............ 1,398 38,473 ----------- 499,578 ----------- ELECTRICAL EQUIPMENT -- 0.7% Hubbell, Inc. (Class B)......... 912 43,995 Thomas & Betts Corp. (a)........ 965 47,111 ----------- 91,106 ----------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 2.7% Anixter International, Inc. (a)........................... 552 36,399 Arrow Electronics, Inc. (a)..... 1,976 74,594 Avnet, Inc. (a)................. 2,386 86,230 AVX Corp. ...................... 804 12,221 Ingram Micro, Inc. (Class A) (a)........................... 2,293 44,278 Tektronix, Inc. ................ 1,316 37,058 Vishay Intertechnology, Inc. (a)........................... 2,717 37,984 ----------- 328,764 ----------- ENERGY EQUIPMENT & SERVICES -- 0.7% SEACOR Holdings, Inc. (a)....... 344 33,850 Tidewater, Inc. ................ 937 54,889 ----------- 88,739 ----------- FOOD PRODUCTS -- 2.2% Corn Products International, Inc. ......................... 1,192 42,423 Hormel Foods Corp. ............. 1,197 44,517 McCormick & Co., Inc. .......... 1,896 73,034 39
N-Q42nd “Page” of 97TOC1stPreviousNextBottomJust 42nd
SPDR DJ WILSHIRE MID CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- Smithfield Foods, Inc. (a)...... 1,806 $ 54,090 The J.M. Smucker Co. ........... 920 49,054 ----------- 263,118 ----------- GAS UTILITIES -- 2.0% AGL Resources, Inc. ............ 1,271 54,297 Atmos Energy Corp. ............. 1,427 44,637 National Fuel Gas Co. .......... 1,132 48,970 Southern Union Co. ............. 1,833 55,705 UGI Corp. ...................... 1,691 45,167 ----------- 248,776 ----------- HEALTH CARE EQUIPMENT & SUPPLIES -- 0.5% Hillenbrand Industries, Inc. ... 951 56,461 ----------- HEALTH CARE PROVIDERS & SERVICES -- 0.4% Tenet Healthcare Corp. (a)...... 7,544 48,508 ----------- HOTELS RESTAURANTS & LEISURE -- 0.9% International Speedway Corp. (Class A)..................... 558 28,849 Jack in the Box, Inc. (a)....... 546 37,745 OSI Restaurant Partners, Inc. .. 1,158 45,741 ----------- 112,335 ----------- HOUSEHOLD DURABLES -- 1.9% KB HOME......................... 1,263 53,892 Leggett & Platt, Inc. .......... 2,920 66,196 Snap-on, Inc. .................. 848 40,789 The Stanley Works............... 1,325 73,352 ----------- 234,229 ----------- INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.5% Dynegy, Inc. (Class A) (a)...... 6,444 59,671 ----------- INDUSTRIAL CONGLOMERATES -- 0.7% Carlisle Cos., Inc. ............ 986 42,329 Teleflex, Inc. ................. 568 38,664 ----------- 80,993 ----------- INSURANCE -- 6.9% Alleghany Corp. (a)............. 85 31,629 Allied World Assurance Holdings, Ltd. ......................... 558 23,854 American Financial Group, Inc. ......................... 1,118 38,057 American National Insurance Co. .......................... 253 32,366 Arthur J. Gallagher & Co. ...... 1,580 44,761 Conseco, Inc. (a)............... 2,462 42,593 Endurance Specialty Holdings, Ltd. ......................... 953 34,060 Erie Indemnity Co. (Class A).... 831 43,852 Fidelity National Title Group, Inc. ......................... 3,582 86,004 Hanover Insurance Group, Inc. .. 821 37,865 Mercury General Corp. .......... 424 22,489 Odyssey Re Holdings Corp. ...... 445 17,493 Old Republic International Corp. ........................ 3,497 77,354 OneBeacon Insurance Group, Ltd. (a)........................... 373 9,325 PartnerRe, Ltd. ................ 925 63,399 Protective Life Corp. .......... 1,035 45,581 Reinsurance Group America, Inc. ......................... 466 26,898 RenaissanceRe Holdings, Ltd. ... 1,009 50,591 StanCorp Financial Group, Inc. ......................... 862 42,385 Transatlantic Holdings, Inc. ... 424 27,611 Unitrin, Inc. .................. 705 33,184 Wesco Financial Corp. .......... 22 10,120 ----------- 841,471 ----------- IT SERVICES -- 1.4% Convergys Corp. (a)............. 2,248 57,122 Sabre Holdings Corp. (Class A).. 2,114 69,233 Unisys Corp. (a)................ 5,518 46,517 ----------- 172,872 ----------- LEISURE EQUIPMENT & PRODUCTS -- 0.9% Brunswick Corp. ................ 1,494 47,584 Hasbro, Inc. ................... 2,326 66,570 ----------- 114,154 ----------- LIFE SCIENCES TOOLS & SERVICES -- 0.4% PerkinElmer, Inc. .............. 1,981 47,980 ----------- MACHINERY -- 4.9% AGCO Corp. (a).................. 1,472 54,420 Crane Co. ...................... 850 34,357 Flowserve Corp. (a)............. 937 53,587 Harsco Corp. ................... 1,355 60,785 IDEX Corp. ..................... 864 43,960 Kennametal, Inc. ............... 623 42,121 Lincoln Electric Holdings, Inc. ......................... 641 38,178 Pentair, Inc. .................. 1,607 50,074 SPX Corp. ...................... 944 66,269 The Manitowoc Co., Inc. ........ 1,005 63,848 The Timken Co. ................. 1,362 41,282 Trinity Industries, Inc. ....... 1,301 54,538 ----------- 603,419 ----------- MEDIA -- 2.7% Hearst-Argyle Television, Inc. ......................... 405 11,012 Idearc, Inc. ................... 2,364 82,976 McClatchy Co. (Class A)......... 884 27,943 Meredith Corp. ................. 620 35,582 Regal Entertainment Group....... 1,239 24,619 The Interpublic Group of Cos., Inc. (a)...................... 7,645 94,110 The New York Times Co. (Class A)............................ 2,345 55,131 ----------- 331,373 ----------- METALS & MINING -- 2.5% Carpenter Technology Corp. ..... 410 49,512 Chaparral Steel Co. ............ 690 40,137 Cleveland-Cliffs, Inc. ......... 664 42,503 Commercial Metals Co. .......... 1,930 60,505 Reliance Steel & Aluminum Co. .. 997 48,255 Steel Dynamics, Inc. ........... 1,498 64,713 Titanium Metals Corp. (a)....... -- 13 ----------- 305,638 ----------- MULTI-UTILITIES -- 6.7% Alliant Energy Corp. ........... 1,894 84,889 CenterPoint Energy, Inc. ....... 4,482 80,407 CMS Energy Corp. ............... 3,605 64,169 Energy East Corp. .............. 2,402 58,513 Integrys Energy Group Inc....... 1,217 67,556 MDU Resources Group, Inc. ...... 2,713 77,972 NSTAR........................... 1,740 61,109 OGE Energy Corp. ............... 1,468 56,958 Puget Energy, Inc. ............. 1,851 47,534 SCANA Corp. .................... 1,718 74,166 TECO Energy, Inc. .............. 3,398 58,479 Wisconsin Energy Corp. ......... 1,908 92,576 ----------- 824,328 ----------- 40
N-Q43rd “Page” of 97TOC1stPreviousNextBottomJust 43rd
SPDR DJ WILSHIRE MID CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- MULTILINE RETAIL -- 1.1% Big Lots, Inc. (a).............. 1,776 $ 55,553 Dillards, Inc. (Class A)........ 1,039 34,006 Saks, Inc. ..................... 1,971 41,076 ----------- 130,635 ----------- OIL, GAS & CONSUMABLE FUELS -- 3.6% Boardwalk Pipeline Partners LP.. 325 11,976 Cimarex Energy Co. ............. 1,331 49,274 Enbridge Energy Partners LP..... 813 45,439 Magellan Midstream Partners LP.. 1,069 50,029 ONEOK Partners LP............... 757 51,097 Overseas Shipholding Group, Inc. ......................... 479 29,985 Plains All American Pipeline LP............................ 1,247 71,840 Teekay Shipping Corp. .......... 688 37,228 TEPPCO Partners LP.............. 1,235 54,834 Valero LP....................... 590 39,294 ----------- 440,996 ----------- PAPER & FOREST PRODUCTS -- 1.5% Domtar Corp..................... 9,655 89,888 MeadWestvaco Corp. ............. 2,944 90,793 ----------- 180,681 ----------- PHARMACEUTICALS -- 0.6% King Pharmaceuticals, Inc. (a).. 3,943 77,559 ----------- REAL ESTATE INVESTMENT TRUSTS -- 13.4% Alexandria Real Estate Equities, Inc. ......................... 469 47,074 AMB Property Corp. ............. 1,613 94,828 Annaly Mortgage Management, Inc. ......................... 4,165 64,474 Apartment Investment & Management Co. (Class A)...... 1,584 91,381 Brandywine Realty Trust......... 1,427 47,676 BRE Properties, Inc. (Class A).. 823 51,972 Camden Property Trust........... 919 64,615 CBL & Associates Properties, Inc. ......................... 1,053 47,217 Douglas Emmett, Inc. ........... 1,063 27,138 Essex Property Trust, Inc. ..... 376 48,684 Federal Realty Investment Trust......................... 901 81,649 Health Care REIT, Inc. ......... 1,171 51,407 Hospitality Properties Trust.... 1,531 71,651 HRPT Properties Trust........... 3,380 41,574 Kilroy Realty Corp. ............ 522 38,497 Liberty Property Trust.......... 1,468 71,521 Mack-Cali Realty Corp. ......... 1,103 52,536 Nationwide Health Properties, Inc. ......................... 1,361 42,545 New Plan Excel Realty Trust..... 1,700 56,151 NVR, Inc. (a)................... 82 54,530 Rayonier, Inc. ................. 1,232 52,976 Realty Income Corp. ............ 1,608 45,346 Regency Centers Corp. .......... 1,107 92,490 Taubman Centers, Inc. .......... 850 49,291 Thornburg Mortgage, Inc. ....... 1,824 47,424 Udr Inc. ....................... 2,169 66,415 Ventas, Inc. ................... 1,694 71,368 Weingarten Realty Investors..... 1,295 61,590 ----------- 1,634,020 ----------- ROAD & RAIL -- 2.6% Avis Budget Group, Inc. (a)..... 1,611 44,013 Con-way, Inc. .................. 773 38,526 GATX Corp. ..................... 726 34,703 Kansas City Southern (a)........ 1,218 43,336 Laidlaw International, Inc. .... 1,278 44,219 Ryder Systems, Inc. ............ 978 48,255 United Rentals, Inc. (a)........ 1,109 30,497 YRC Worldwide, Inc. (a)......... 933 37,525 ----------- 321,074 ----------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 0.4% Integrated Device Technology, Inc. (a)...................... 3,166 48,820 ----------- SOFTWARE -- 1.2% Cadence Design Systems, Inc. (a)........................... 4,525 95,297 Compuware Corp. (a)............. 5,223 49,566 ----------- 144,863 ----------- SPECIALTY RETAIL -- 1.2% Barnes & Noble, Inc. ........... 856 33,769 Circuit City Stores, Inc. ...... 2,804 51,958 OfficeMax, Inc. ................ 1,215 64,079 ----------- 149,806 ----------- TEXTILES, APPAREL & LUXURY GOODS -- 1.3% Hanesbrands, Inc. (a)........... 1,547 45,466 Jones Apparel Group, Inc. ...... 1,798 55,253 Phillips-Van Heusen Corp. ...... 900 52,920 ----------- 153,639 ----------- THRIFTS & MORTGAGE FINANCE -- 3.2% Astoria Financial Corp. ........ 1,451 38,582 Capitol Federal Financial....... 347 13,120 MGIC Investment Corp. .......... 1,354 79,778 New York Community Bancorp, Inc. ......................... 4,365 76,780 PMI Group, Inc. ................ 1,417 64,077 Radian Group, Inc. ............. 1,297 71,179 Webster Financial Corp. ........ 904 43,401 ----------- 386,917 ----------- WATER UTILITIES -- 0.4% Aqua America, Inc. ............. 2,125 47,706 ----------- TOTAL COMMON STOCKS -- (Cost $11,331,880)............ 12,262,850 ----------- SHORT TERM INVESTMENTS -- 0.2% MONEY MARKET FUND -- 0.2% AIM Short Term Investment Class Prime Fund (Cost $27,952)..... 27,952 27,952 ----------- TOTAL INVESTMENTS -- 100.5% (Cost $11,359,832)............ 12,290,802 ----------- OTHER ASSETS AND LIABILITIES -- (0.5)%......... (64,309) ----------- NET ASSETS -- 100.0%............ $12,226,493 =========== (a) Non-income producing security 41
N-Q44th “Page” of 97TOC1stPreviousNextBottomJust 44th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- COMMON STOCKS -- 99.9% AEROSPACE & DEFENSE -- 1.2% AAR Corp. (a)................... 183 $ 5,043 Argon ST, Inc. (a).............. 68 1,799 Armor Holdings, Inc. (a)........ 156 10,503 BE Aerospace, Inc. (a).......... 429 13,599 Ceradyne, Inc. (a).............. 117 6,405 Cubic Corp. .................... 84 1,818 Curtiss-Wright Corp. ........... 214 8,248 DRS Technologies, Inc. ......... 195 10,173 DynCorp International, Inc. (a)........................... 127 1,916 EDO Corp. ...................... 71 1,860 Esterline Technologies Corp. (a)........................... 120 4,928 GenCorp, Inc. (a)............... 220 3,045 Heico Corp. .................... 103 3,229 Hexcel Corp. (a)................ 435 8,635 Innovative Solutions & Support, Inc. (a)...................... 51 1,291 Ionatron, Inc. (a).............. 160 746 K&F Industries Holdings, Inc. (a)........................... 87 2,343 Ladish Co., Inc. (a)............ 68 2,560 Moog, Inc. (a).................. 188 7,830 MTC Technologies, Inc. (a)...... 48 1,009 Orbital Sciences Corp. (a)...... 296 5,547 Taser International, Inc. (a)... 292 2,345 Teledyne Technologies, Inc. (a)........................... 156 5,841 Triumph Group, Inc. ............ 82 4,538 United Industrial Corp. ........ 44 2,429 ---------- 117,680 ---------- AIR FREIGHT & LOGISTICS -- 0.4% ABX Air, Inc. (a)............... 283 1,939 Atlas Air Worldwide Holdings, Inc. (a)...................... 70 3,691 EGL, Inc. (a)................... 152 6,024 Forward Air Corp. .............. 147 4,833 HUB Group, Inc. (Class A) (a)... 196 5,682 Pacer International, Inc. ...... 175 4,715 UTI Worldwide, Inc. ............ 399 9,807 ---------- 36,691 ---------- AIRLINES -- 0.5% AirTran Holdings, Inc. (a)...... 447 4,591 Alaska Air Group, Inc. (a)...... 192 7,315 Allegiant Travel Co. (a)........ 24 756 Continental Airlines, Inc. (Class B) (a)................. 465 16,921 ExpressJet Holdings, Inc. (a)... 238 1,390 JetBlue Airways Corp. (a)....... 799 9,197 Republic Airways Holdings, Inc. (a)........................... 170 3,903 SkyWest, Inc. .................. 304 8,156 ---------- 52,229 ---------- AUTO COMPONENTS -- 0.7% American Axle & Manufacturing Holdings, Inc. ............... 227 6,208 ArvinMeritor, Inc. ............. 339 6,187 Bandag, Inc. ................... 56 2,839 Cooper Tire & Rubber Co. ....... 287 5,249 Drew Industries, Inc. (a)....... 93 2,667 Gentex Corp. ................... 686 11,148 Lear Corp. (a).................. 317 11,574 Modine Manufacturing Co. ....... 147 3,366 Sauer-Danfoss, Inc. ............ 51 1,535 Superior Industries International, Inc. .......... 109 2,270 Tenneco Automotive, Inc. (a).... 215 5,474 TRW Automotive Holdings Corp. (a)........................... 202 7,034 Visteon Corp. (a)............... 643 5,491 ---------- 71,042 ---------- AUTOMOBILES -- 0.2% Fleetwood Enterprises, Inc. (a)........................... 300 2,373 Monaco Coach Corp. ............. 135 2,151 Thor Industries, Inc. .......... 180 7,090 Winnebago Industries, Inc. ..... 138 4,641 ---------- 16,255 ---------- BEVERAGES -- 0.2% Boston Beer Co., Inc. (a)....... 46 1,534 Coca-Cola Hellenic Bottling Co. SA............................ 18 1,019 Hansen Natural Corp. (a)........ 350 13,258 PepsiAmericas, Inc. ............ 302 6,741 ---------- 22,552 ---------- BIOTECHNOLOGY -- 2.1% Advanced Magnetics, Inc. (a).... 68 4,098 Affymax, Inc. (a)............... 26 837 Alexion Pharmaceuticals, Inc. (a)........................... 166 7,178 Alkermes, Inc. (a).............. 475 7,334 Alnylam Pharmaceuticals, Inc. (a)........................... 142 2,556 Altus Pharmaceuticals, Inc. (a)........................... 62 944 Applera Corp. -- Celera Genomics Group (a)..................... 367 5,211 Arena Pharmaceuticals, Inc. (a)........................... 278 3,019 Ariad Pharmaceuticals, Inc. (a)........................... 369 1,657 BioMarin Pharmaceuticals, Inc. (a)........................... 438 7,560 Cepheid, Inc. (a)............... 255 3,029 Cubist Pharmaceuticals, Inc. (a)........................... 253 5,584 CV Therapeutics, Inc. (a)....... 254 1,999 Dendreon Corp. (a).............. 421 5,444 Digene Corp. (a)................ 104 4,411 Enzon Pharmaceuticals, Inc. (a)........................... 210 1,712 Geron Corp. (a)................. 352 2,464 GTx, Inc. (a)................... 54 1,102 Human Genome Sciences, Inc. (a)........................... 632 6,712 Idenix Pharmaceuticals, Inc. (a)........................... 94 686 ImClone Systems, Inc. (a)....... 283 11,538 Incyte, Inc. (a)................ 357 2,353 InterMune, Inc. (a)............. 122 3,009 Isis Pharmaceuticals, Inc. (a).. 364 3,374 Keryx Biopharmaceuticals, Inc. (a)........................... 188 1,978 Lexicon Genetics, Inc. (a)...... 315 1,143 Life Cell Corp. (a)............. 165 4,120 Ligand Pharmaceuticals, Inc. (Class B) (a)................. 361 3,639 MannKind Corp. (a).............. 236 3,375 Martek Biosciences Corp. (a).... 165 3,402 Maxygen, Inc. (a)............... 142 1,583 Medarex, Inc. (a)............... 581 7,518 Momenta Pharmaceuticals, Inc. (a)........................... 139 1,801 Myriad Genetics, Inc. (a)....... 207 7,133 Nabi Biopharmaceuticals (a)..... 271 1,439 Neurocrine Biosciences, Inc. (a)........................... 172 2,150 Onyx Pharmaceuticals, Inc. (a).. 216 5,365 OSI Pharmaceuticals, Inc. (a)... 279 9,207 PDL BioPharma, Inc. (a)......... 557 12,087 Pharmion Corp. (a).............. 129 3,391 Progenics Pharmaceuticals, Inc. (a)........................... 107 2,534 Regeneron Pharmaceuticals, Inc. (a)........................... 322 6,962 Savient Pharmaceuticals, Inc. (a)........................... 251 3,017 Tanox, Inc. (a)................. 115 2,157 42
N-Q45th “Page” of 97TOC1stPreviousNextBottomJust 45th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Telik, Inc. (a)................. 249 $ 1,352 Theravance, Inc. (a)............ 221 6,520 United Therapeutics Corp. (a)... 108 5,808 Vanda Pharmaceuticals, Inc. (a)........................... 105 2,558 Zymogenetics, Inc. (a).......... 175 2,723 ---------- 196,773 ---------- BUILDING PRODUCTS -- 0.6% American Woodmark Corp. ........ 51 1,875 Ameron International Corp. ..... 44 2,898 Apogee Enterprises, Inc. ....... 139 2,786 Armstrong World Industries, Inc. (a)........................... 84 4,271 Builders FirstSource, Inc. (a).. 78 1,253 Goodman Global, Inc. (a)........ 156 2,749 Griffon Corp. (a)............... 126 3,118 Lennox International, Inc. ..... 310 11,067 NCI Building Systems, Inc. (a).. 95 4,535 Owens Corning, Inc. (a)......... 409 13,031 PGT, Inc. (a)................... 61 732 Simpson Manufacturing Co., Inc. ......................... 175 5,397 Trex Co., Inc. (a).............. 60 1,292 Universal Forest Products, Inc. ......................... 94 4,658 ---------- 59,662 ---------- CAPITAL MARKETS -- 1.5% ACA Capital Holdings, Inc. (a).. 34 477 Affiliated Managers Group, Inc. (a)........................... 144 15,602 Calamos Asset Management, Inc. (Class B)..................... 111 2,478 Cohen & Steers, Inc. ........... 50 2,154 GAMCO Investors, Inc. .......... 39 1,690 GFI Group, Inc. (a)............. 74 5,030 Greenhill & Co., Inc. .......... 58 3,561 Investment Technology Group, Inc. (a)...................... 215 8,428 Investors Financial Services Corp. ........................ 317 18,434 Jefferies Group, Inc. .......... 501 14,504 KBW, Inc. (a)................... 33 1,147 Knight Capital Group, Inc. (a).. 491 7,777 LaBranche & Co., Inc. (a)....... 270 2,203 Lazard, Ltd. ................... 247 12,394 optionsXpress Holdings, Inc. ... 212 4,990 Penson Worldwide, Inc. (a)...... 81 2,445 Piper Jaffray Cos., Inc. (a).... 87 5,389 Raymond James Financial, Inc. .. 466 13,868 SWS Group, Inc. ................ 132 3,275 Thomas Weisel Partners Group, Inc. (a)...................... 102 1,940 TradeStation Group, Inc. (a).... 168 2,115 W.P. Carey & Co. LLC............ 132 4,405 W.P. Stewart & Co., Ltd. ....... 108 1,088 Waddell & Reed Financial, Inc. (Class A)..................... 400 9,328 ---------- 144,722 ---------- CHEMICALS -- 2.5% A. Schulman, Inc. .............. 127 2,992 Airgas, Inc. ................... 325 13,699 Albemarle Corp. ................ 368 15,213 American Vanguard Corp. ........ 97 1,658 Arch Chemicals, Inc. ........... 121 3,778 Cabot Corp. .................... 279 13,317 CF Industries Holdings, Inc. ... 239 9,213 Chemtura Corp. ................. 1,171 12,799 Cytec Industries, Inc. ......... 184 10,348 Ferro Corp. .................... 217 4,689 FMC Corp. ...................... 172 12,974 Georgia Gulf Corp. ............. 177 2,869 H.B. Fuller Co. ................ 279 7,608 Hercules, Inc. (a).............. 554 10,825 Kronos Worldwide, Inc. ......... 15 486 MacDermid, Inc. ................ 123 4,289 Minerals Technologies, Inc. .... 91 5,657 Nalco Holding Co. (a)........... 441 10,540 NewMarket Corp. ................ 72 2,928 NL Industries, Inc. ............ 36 392 Olin Corp. ..................... 315 5,336 OM Group, Inc. (a).............. 143 6,389 PolyOne Corp. (a)............... 425 2,593 Rockwood Holdings, Inc. (a)..... 178 4,927 RPM International, Inc. ........ 576 13,306 Sensient Technologies Corp. .... 228 5,878 Spartech Corp. ................. 157 4,606 Symyx Technologies, Inc. (a).... 155 2,747 Terra Industries, Inc. (a)...... 437 7,647 Terra Nitrogen Co. LP........... 36 2,064 The Scotts Miracle-Gro Co. (Class A)..................... 215 9,466 Tronox, Inc. ................... 195 2,808 Valhi, Inc. .................... 63 832 Valspar Corp. .................. 459 12,774 W.R. Grace & Co. (a)............ 281 7,424 Westlake Chemical Corp. ........ 92 2,498 Zoltek Cos., Inc. (a)........... 100 3,493 ---------- 241,062 ---------- COMMERCIAL BANKS -- 5.2% 1st Source Corp. ............... 67 1,753 Alabama National Bancorp........ 91 6,444 AMCORE Financial, Inc. ......... 107 3,397 Bancfirst Corp. ................ 36 1,669 BancorpSouth, Inc. ............. 351 8,582 Bank of Hawaii Corp. ........... 240 12,727 Bank of the Ozarks, Inc. ....... 60 1,723 Banner Corp. ................... 54 2,244 BOK Financial Corp. ............ 104 5,151 Boston Private Financial Holdings, Inc. ............... 181 5,053 Capital City Bank Group, Inc. .. 63 2,098 Capitol Bancorp, Ltd. .......... 72 2,653 Cascade Bancorp................. 100 2,594 Cathay General Bancorp.......... 205 6,966 Centennial Bank Holdings, Inc. (a)........................... 289 2,500 Central Pacific Financial Corp. ........................ 142 5,193 CharterMac...................... 241 4,663 Chemical Financial Corp. ....... 111 3,307 Chittenden Corp. ............... 220 6,642 Citizens Banking Corp. ......... 364 8,066 City Holding Co. ............... 89 3,600 CoBiz, Inc. .................... 85 1,692 Columbia Banking System, Inc. .. 75 2,530 Community Bank System, Inc. .... 153 3,201 Community Banks, Inc. .......... 123 2,936 Community Trust Bancorp, Inc. .. 72 2,609 Cullen/Frost Bankers, Inc. ..... 289 15,123 CVB Financial Corp. ............ 311 3,701 East West Bancorp, Inc. ........ 270 9,928 F N B Corp. .................... 282 4,752 First BanCorp- Puerto Rico...... 366 4,853 First Bancorp-North Carolina.... 66 1,411 First Charter Corp. ............ 165 3,547 43
N-Q46th “Page” of 97TOC1stPreviousNextBottomJust 46th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- First Citizens BancShares, Inc. (Class A)..................... 26 $ 5,226 First Commonwealth Financial Corp. ........................ 342 4,018 First Community Bancorp, Inc. .. 130 7,350 First Financial Bancorp......... 192 2,901 First Financial Bankshares, Inc. ......................... 88 3,680 First Financial Corp. .......... 57 1,764 First Indiana Corp. ............ 79 1,726 First Merchants Corp. .......... 94 2,230 First Midwest Bancorp, Inc. .... 234 8,599 First Republic Bank............. 146 7,840 First State Bancorp............. 96 2,165 FirstMerit Corp. ............... 363 7,663 Frontier Financial Corp. ....... 217 5,414 Fulton Financial Corp. ......... 836 12,147 Glacier Bancorp, Inc. .......... 246 5,914 Great Southern Bancorp, Inc. ... 49 1,435 Greater Bay Bancorp............. 239 6,427 Hancock Holding Co. ............ 127 5,585 Hanmi Financial Corp. .......... 230 4,384 Harleysville National Corp. .... 139 2,477 IBERIABANK Corp. ............... 52 2,894 Independent Bank Corp. -- Massachusetts........ 70 2,306 Independent Bank Corp. -- Michigan............. 112 2,281 Integra Bank Corp. ............. 82 1,828 International Bancshares Corp. ........................ 246 7,299 Irwin Financial Corp. .......... 119 2,218 MB Financial, Inc. ............. 174 6,266 Mid-State Bancshares............ 106 3,889 Midwest Banc Holdings, Inc. .... 100 1,771 Nara Bancorp, Inc. ............. 105 1,839 National Penn Bancshares, Inc. ......................... 214 4,045 NBT Bancorp, Inc. .............. 169 3,960 Old National Bancorp............ 321 5,836 Old Second Bancorp, Inc. ....... 62 1,699 Omega Financial Corp. .......... 67 1,910 Oriental Financial Group........ 102 1,202 Pacific Capital Bancorp......... 219 7,034 Park National Corp. ............ 53 5,007 Placer Sierra Bancshares........ 94 2,544 PrivateBancorp, Inc. ........... 103 3,766 Prosperity Bancshares, Inc. .... 209 7,261 Provident Bankshares Corp. ..... 159 5,225 Republic Bancorp, Inc. -- Kentucky.............. 61 1,377 S&T Bancorp, Inc. .............. 127 4,196 S.Y. Bancorp, Inc. ............. 63 1,566 Sandy Spring Bancorp, Inc. ..... 67 2,321 Santander BanCorp............... 28 493 Seacoast Banking Corp. of Florida....................... 75 1,700 Signature Bank (a).............. 138 4,491 Simmons First National Corp. ... 61 1,834 South Financial Group, Inc. .... 365 9,023 Sterling Bancorp................ 106 1,919 Sterling Bancshares, Inc. ...... 364 4,070 Sterling Financial Corp. -- Pennsylvania......... 120 2,664 Sterling Financial Corp. -- Washington........... 243 7,579 Suffolk Bancorp................. 51 1,646 Sun Bancorp, Inc. (a)........... 85 1,580 Susquehanna Bancshares, Inc. ... 243 5,635 SVB Financial Group (a)......... 169 8,212 Texas Capital Bancshares, Inc. (a)........................... 126 2,583 Tompkins Trustco, Inc. ......... 35 1,465 Trico Bancshares................ 69 1,633 Trustmark Corp. ................ 248 6,954 UCBH Holdings, Inc. ............ 479 8,919 UMB Financial Corp. ............ 144 5,437 Umpqua Holdings Corp. .......... 278 7,442 United Bankshares, Inc. ........ 187 6,551 United Community Banks, Inc. ... 188 6,164 USB Holding Co., Inc. .......... 60 1,361 Virginia Commerce Bancorp, Inc. (a)........................... 88 1,905 W Holding Co., Inc. ............ 645 3,225 Washington Trust Bancorp, Inc. ......................... 63 1,689 WesBanco, Inc. ................. 92 2,840 West Coast Bancorp.............. 74 2,366 Westamerica Bancorp............. 147 7,081 Western Alliance Bancorp (a).... 95 2,949 Whitney Holding Corp. .......... 321 9,816 Wilmington Trust Corp. ......... 327 13,790 Wintrust Financial Corp. ....... 121 5,398 Yardville National Bancorp...... 46 1,670 ---------- 495,877 ---------- COMMERCIAL SERVICES & SUPPLIES -- 3.8% ABM Industries, Inc. ........... 208 5,489 ACCO Brands Corp. (a)........... 233 5,613 ADESA, Inc. .................... 415 11,466 Administaff, Inc. .............. 128 4,506 Advisory Board Co. (a).......... 91 4,606 American Reprographics Co. (a).. 155 4,772 Amrep Corp. .................... 8 618 Bowne & Co., Inc. .............. 145 2,281 Brady Corp. .................... 237 7,394 CBIZ, Inc. (a).................. 264 1,874 CDI Corp. ...................... 60 1,735 Central Parking Corp. .......... 83 1,841 Cenveo, Inc. (a)................ 197 4,787 Clean Harbors, Inc. (a)......... 77 3,482 Consolidated Graphics, Inc. (a)........................... 57 4,221 Copart, Inc. (a)................ 324 9,075 Corrections Corp. of America (a)........................... 297 15,685 CoStar Group, Inc. (a).......... 88 3,932 Covanta Holding Corp. (a)....... 517 11,467 CRA International, Inc. (a)..... 52 2,713 Deluxe Corp. ................... 240 8,047 Diamond Management & Technology Consultants, Inc. ............ 176 2,057 Ennis, Inc. .................... 127 3,399 First Advantage Corp. (Class A) (a)........................... 49 1,175 FTI Consulting, Inc. (a)........ 194 6,516 Fuel Tech, Inc. (a)............. 82 2,021 G & K Services, Inc. (Class A).. 101 3,664 Healthcare Services Group, Inc. ......................... 128 3,667 Heidrick & Struggles International, Inc. (a)....... 85 4,118 Herman Miller, Inc. ............ 315 10,549 HNI Corp. ...................... 189 8,681 Hudson Highland Group, Inc. (a)........................... 112 1,746 Huron Consulting Group, Inc. (a)........................... 72 4,381 IHS, Inc. (a)................... 146 6,002 IKON Office Solutions, Inc. (a)........................... 524 7,530 Innerworkings, Inc. (a)......... 134 1,581 Interface, Inc. (Class A) (a)... 249 3,982 John H. Harland Co. ............ 124 6,353 Kelly Services, Inc. (Class A).. 102 3,284 Kenexa Corp. (a)................ 98 3,051 44
N-Q47th “Page” of 97TOC1stPreviousNextBottomJust 47th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Kforce, Inc. (a)................ 184 $ 2,534 Knoll, Inc. .................... 205 4,885 Korn/Ferry International (a).... 206 4,726 Labor Ready, Inc. (a)........... 252 4,786 LECG Corp. (a).................. 110 1,593 McGrath Rentcorp................ 109 3,452 Mine Safety Appliances Co. ..... 128 5,384 Mobile Mini, Inc. (a)........... 175 4,687 Navigant Consulting, Inc. (a)... 248 4,901 PHH Corp. (a)................... 254 7,762 Pike Electric Corp. (a)......... 81 1,465 Resources Connection, Inc. (a).. 223 7,134 Rollins, Inc. .................. 168 3,866 SAIC, Inc. (a).................. 426 7,378 School Specialty, Inc. (a)...... 93 3,358 Spherion Corp. (a).............. 271 2,390 Steelcase, Inc. (Class A)....... 300 5,967 Stericycle, Inc. (a)............ 214 17,441 TeleTech Holdings, Inc. (a)..... 173 6,347 Tetra Tech, Inc. (a)............ 286 5,451 The Brink's Co. ................ 216 13,705 The Geo Group, Inc. (a)......... 94 4,260 United Stationers, Inc. (a)..... 147 8,808 Viad Corp. ..................... 98 3,783 Volt Information Sciences, Inc. (a)........................... 63 1,650 Waste Connections, Inc. (a)..... 334 10,000 Watson Wyatt Worldwide, Inc. (Class A)..................... 203 9,876 ---------- 356,950 ---------- COMMUNICATIONS EQUIPMENT -- 2.2% 3Com Corp. (a).................. 1,852 7,241 Acme Packet, Inc. (a)........... 57 842 ADC Telecommunications, Inc. (a)........................... 562 9,408 Adtran, Inc. ................... 302 7,354 Andrew Corp. (a)................ 751 7,953 Arris Group, Inc. (a)........... 517 7,279 Avocent Corp. (a)............... 211 5,691 Bel Fuse, Inc. (Class B)........ 60 2,323 Black Box Corp. ................ 84 3,069 C-COR.net Corp. (a)............. 217 3,008 CIENA Corp. (a)................. 410 11,459 CommScope, Inc. (a)............. 293 12,570 Comtech Telecommunications Corp. (a)........................... 109 4,222 Dycom Industries, Inc. (a)...... 196 5,108 Extreme Networks, Inc. (a)...... 529 2,238 F5 Networks, Inc. (a)........... 201 13,403 Finisar Corp. (a)............... 1,168 4,088 Foundry Networks, Inc. (a)...... 602 8,169 Harmonic, Inc. (a).............. 335 3,290 Harris Stratex Networks, Inc. (a)........................... 113 2,168 Hughes Communications, Inc. (a)........................... 32 1,562 Inter-Tel, Inc. ................ 112 2,648 InterDigital Communications Corp. (a)..................... 252 7,981 Ixia (a)........................ 160 1,488 Loral Space & Communications, Ltd. (a)...................... 61 3,104 Mastec, Inc. (a)................ 210 2,312 Netgear, Inc. (a)............... 165 4,707 Nextwave Wireless, Inc. (a)..... 207 2,070 OpNext, Inc. (a)................ 82 1,213 Optium Corp. (a)................ 26 505 Packeteer, Inc. (a)............. 169 2,099 Plantronics, Inc. .............. 222 5,244 Polycom, Inc. (a)............... 422 14,065 Powerwave Technologies, Inc. (a)........................... 529 3,010 Riverbed Technology, Inc. (a)... 120 3,317 SafeNet, Inc. (a)............... 128 3,622 Sonus Networks, Inc. (a)........ 1,233 9,950 Sycamore Networks, Inc. (a)..... 888 3,321 Symmetricom, Inc. (a)........... 256 2,125 Tekelec (a)..................... 317 4,726 Utstarcom, Inc. (a)............. 517 4,286 Viasat, Inc. (a)................ 127 4,187 ---------- 208,425 ---------- COMPUTERS & PERIPHERALS -- 1.0% Adaptec, Inc. (a)............... 627 2,427 Avid Technology, Inc. (a)....... 200 6,976 Brocade Communications Systems, Inc. (a)...................... 1,933 18,402 Electronics for Imaging, Inc. (a)........................... 275 6,449 Emulex Corp. (a)................ 411 7,517 Gateway, Inc. (a)............... 1,260 2,759 Hutchinson Technology, Inc. (a)........................... 132 3,082 Hypercom Corp. (a).............. 227 1,353 Imation Corp. .................. 171 6,905 Intermec, Inc. (a).............. 230 5,138 Komag, Inc. (a)................. 151 4,942 Novatel Wireless, Inc. (a)...... 141 2,262 Palm, Inc. (a).................. 447 8,104 QLogic Corp. (a)................ 760 12,920 Quantum Corp. (a)............... 966 2,608 Rackable Systems, Inc. (a)...... 125 2,121 Stratasys, Inc. (a)............. 57 2,435 Synaptics, Inc. (a)............. 118 3,019 ---------- 99,419 ---------- CONSTRUCTION & ENGINEERING -- 1.0% EMCOR Group, Inc. (a)........... 148 8,729 Foster Wheeler, Ltd. (a)........ 328 19,152 Granite Construction, Inc. ..... 164 9,063 Infrasource Services, Inc. (a).. 196 5,984 Insituform Technologies, Inc. (a)........................... 127 2,640 Perini Corp. (a)................ 99 3,649 Quanta Services, Inc. (a)....... 494 12,459 The Shaw Group, Inc. (a)........ 368 11,507 URS Corp. (a)................... 246 10,477 Washington Group International, Inc. (a)...................... 143 9,498 ---------- 93,158 ---------- CONSTRUCTION MATERIALS -- 0.3% Eagle Materials, Inc. .......... 234 10,444 Headwaters, Inc. (a)............ 213 4,654 Texas Industries, Inc. ......... 117 8,837 ---------- 23,935 ---------- CONSUMER FINANCE -- 0.4% Advance America Cash Advance Centers, Inc. ................ 289 4,448 Advanta Corp. (Class B)......... 105 4,603 Cash America International, Inc. ......................... 143 5,863 CompuCredit Corp. (a)........... 153 4,777 Credit Acceptance Corp. (a)..... 11 299 Dollar Financial Corp. (a)...... 103 2,606 Ezcorp, Inc. (a)................ 180 2,651 First Cash Financial Services, Inc. (a)...................... 147 3,275 45
N-Q48th “Page” of 97TOC1stPreviousNextBottomJust 48th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Nelnet, Inc. ................... 100 $ 2,397 World Acceptance Corp. (a)...... 78 3,116 ---------- 34,035 ---------- CONTAINERS & PACKAGING -- 0.7% Aptargroup, Inc. ............... 153 10,240 Chesapeake Corp. ............... 87 1,314 Graphic Packaging Corp. (a)..... 488 2,313 Greif, Inc. (Class A)........... 72 8,000 Myers Industries, Inc. ......... 146 2,727 Owens-Illinois, Inc. (a)........ 693 17,858 Packaging Corp. of America...... 400 9,760 Rock-Tenn Co. .................. 179 5,943 Silgan Holdings, Inc. .......... 106 5,418 ---------- 63,573 ---------- DISTRIBUTORS -- 0.1% Audiovox Corp. (Class A) (a).... 88 1,296 Building Material Holding Corp. ........................ 144 2,608 Keystone Automotive Industries, Inc. (a)...................... 73 2,460 LKQ Corp. (a)................... 233 5,094 ---------- 11,458 ---------- DIVERSIFIED CONSUMER SERVICES -- 1.5% Bright Horizons Family Solutions, Inc. (a)........... 131 4,945 Career Education Corp. (a)...... 462 14,091 Coinmach Service Corp. ......... 166 1,761 Coinstar, Inc. (a).............. 133 4,163 Corinthian Colleges, Inc. (a)... 406 5,583 DeVry, Inc. .................... 298 8,746 Educate, Inc. (a)............... 96 735 INVESTools, Inc. (a)............ 216 3,003 ITT Educational Services, Inc. (a)........................... 197 16,054 Jackson Hewitt Tax Service, Inc. ......................... 146 4,698 Laureate Education, Inc. (a).... 231 13,622 Lincoln Educational Services Corp. (a)..................... 30 426 Matthews International Corp. (Class A)..................... 157 6,390 Pre-Paid Legal Services, Inc. (a)........................... 65 3,257 Regis Corp. .................... 215 8,680 Service Corp. International..... 1,433 16,996 Sotheby's Holdings, Inc. ....... 311 13,833 Steiner Leisure, Ltd. (a)....... 81 3,643 Stewart Enterprises, Inc. (Class A)............................ 464 3,740 Strayer Education, Inc. ........ 70 8,750 Universal Technical Institute, Inc. (a)...................... 112 2,585 ---------- 145,701 ---------- DIVERSIFIED FINANCIAL SERVICES -- 0.4% Asset Acceptance Capital Corp. (a)........................... 76 1,176 Financial Federal Corp. ........ 129 3,395 International Securities Exchange, Inc. ............... 179 8,735 Nasdaq Stock Market, Inc. (a)... 467 13,735 NewStar Financial, Inc. (a)..... 74 1,240 Pico Holdings, Inc. (a)......... 56 2,392 Portfolio Recovery Associates, Inc. (a)...................... 73 3,259 Resource America, Inc. ......... 71 1,678 ---------- 35,610 ---------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 0.7% Cbeyond, Inc. (a)............... 77 2,258 Cincinnati Bell, Inc. (a)....... 1,196 5,621 Citizens Communications Co. .... -- 3 Cogent Communications Group, Inc. (a)...................... 241 5,695 Consolidated Communications Holdings, Inc. ............... 97 1,929 Covad Communications Group, Inc. (a)........................... 1,463 1,858 Fairpoint Communications, Inc. ......................... 132 2,536 General Communication, Inc. (Class A) (a)................. 239 3,346 Global Crossing, Ltd. (a)....... 93 2,558 Globalstar, Inc. (a)............ 37 392 IDT Corp. (Class B) (a)......... 302 3,428 Iowa Telecommunications Services, Inc. ............... 133 2,660 NeuStar, Inc. (Class A) (a)..... 360 10,238 North Pittsburgh Systems, Inc. ......................... 66 1,437 NTELOS Holdings Corp. (a)....... 70 1,345 Paetec Holding Corp. ........... 272 2,851 Premiere Global Services, Inc. (a)........................... 338 3,792 SureWest Communications......... 63 1,567 Time Warner Telecom, Inc. (Class A) (a)........................ 685 14,228 Vonage Holdings Corp. (a)....... 198 683 ---------- 68,425 ---------- ELECTRIC UTILITIES -- 1.3% ALLETE, Inc. ................... 117 5,454 Cleco Corp. .................... 277 7,155 Duquesne Light Holdings, Inc. .. 432 8,549 El Paso Electric Co. (a)........ 232 6,113 Empire District Electric Co. ... 156 3,869 Great Plains Energy, Inc. ...... 387 12,558 Hawaiian Electric Industries, Inc. ......................... 379 9,850 IDACORP, Inc. .................. 202 6,836 ITC Holdings Corp. ............. 203 8,788 MGE Energy, Inc. ............... 100 3,546 Otter Tail Corp. ............... 134 4,588 Portland General Electric Co. .. 128 3,738 Sierra Pacific Resources (a).... 1,061 18,440 UIL Holdings Corp. ............. 110 3,817 Unisource Energy Corp. ......... 165 6,196 Westar Energy, Inc. ............ 423 11,641 ---------- 121,138 ---------- ELECTRICAL EQUIPMENT -- 1.3% A.O. Smith Corp. ............... 102 3,898 Acuity Brands, Inc. ............ 212 11,541 American Superconductor Corp. (a)........................... 154 2,074 Baldor Electric Co. ............ 188 7,095 Belden CDT, Inc. ............... 213 11,415 Encore Wire Corp. .............. 81 2,051 Energy Conversion Devices, Inc. (a)........................... 185 6,464 EnerSys (a)..................... 128 2,199 Evergreen Solar, Inc. (a)....... 337 3,286 First Solar, Inc. (a)........... 94 4,889 Franklin Electric Co., Inc. .... 81 3,767 FuelCell Energy, Inc. (a)....... 275 2,162 General Cable Corp. (a)......... 250 13,357 Genlyte Group, Inc. (a)......... 120 8,466 GrafTech International, Ltd. (a)........................... 520 4,722 II-VI, Inc. (a)................. 121 4,096 Medis Technologies, Ltd. (a).... 103 1,742 Plug Power, Inc. (a)............ 301 951 Power-One, Inc. (a)............. 348 1,991 Regal-Beloit Corp. ............. 146 6,771 Superior Essex, Inc. (a)........ 104 3,606 Thomas & Betts Corp. (a)........ 287 14,011 46
N-Q49th “Page” of 97TOC1stPreviousNextBottomJust 49th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Vicor Corp. .................... 92 $ 922 Woodward Governor Co. .......... 144 5,928 ---------- 127,404 ---------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 2.5% Aeroflex, Inc. (a).............. 373 4,905 Agilysys, Inc. ................. 153 3,438 Anixter International, Inc. (a)........................... 169 11,144 AVX Corp. ...................... 248 3,770 Benchmark Electronics, Inc. (a)........................... 338 6,983 Brightpoint, Inc. (a)........... 237 2,711 Checkpoint Systems, Inc. (a).... 193 4,566 Cogent, Inc. (a)................ 222 2,986 Cognex Corp. ................... 198 4,291 Coherent, Inc. (a).............. 150 4,761 CTS Corp. ...................... 187 2,584 Daktronics, Inc. ............... 177 4,857 Dolby Laboratories, Inc. (a).... 160 5,522 Echelon Corp. (a)............... 172 1,813 Electro Scientific Industries, Inc. (a)...................... 143 2,751 FLIR Systems, Inc. (a).......... 326 11,628 Global Imaging Systems, Inc. (a)........................... 254 4,953 Insight Enterprises, Inc. (a)... 225 4,045 IPG Photonics Corp. (a)......... 55 1,056 Itron, Inc. (a)................. 127 8,260 KEMET Corp. (a)................. 420 3,213 L-1 Identity Solutions, Inc. (a)........................... 311 5,135 Littelfuse, Inc. (a)............ 108 4,385 Measurement Specialties, Inc. (a)........................... 79 1,782 Mercury Computer System, Inc. (a)........................... 100 1,387 Methode Electronics, Inc. (Class A)............................ 206 3,043 Mettler Toledo International, Inc. (a)...................... 187 16,750 MTS Systems Corp. .............. 86 3,340 Multi-Fineline Electronix, Inc. (a)........................... 53 814 National Instruments Corp. ..... 256 6,715 Newport Corp. (a)............... 184 3,012 Park Electrochemical Corp. ..... 87 2,359 Paxar Corp. (a)................. 188 5,396 Plexus Corp. (a)................ 223 3,824 Rofin-Sinar Technologies, Inc. (a)........................... 72 4,261 Rogers Corp. (a)................ 83 3,681 Sanmina-SCI Corp. (a)........... 2,500 9,050 Scansource, Inc. (a)............ 118 3,167 Smart Modular Technologies (WWH), Inc. (a)............... 171 2,187 Sunpower Corp. (a).............. 105 4,777 SYNNEX Corp. (a)................ 68 1,444 Tech Data Corp. (a)............. 260 9,311 Technitrol, Inc. ............... 199 5,212 Tektronix, Inc. ................ 394 11,095 Trimble Navigation, Ltd. (a).... 564 15,138 TTM Technologies, Inc. (a)...... 201 1,918 Vishay Intertechnology, Inc. (a)........................... 824 11,519 ---------- 240,939 ---------- ENERGY EQUIPMENT & SERVICES -- 2.5% Atwood Oceanics, Inc. (a)....... 131 7,688 Basic Energy Services, Inc. (a)........................... 108 2,516 Bristow Group, Inc. (a)......... 103 3,754 Cal Dive International, Inc. (a)........................... 130 1,587 CARBO Ceramics, Inc. ........... 93 4,329 Complete Production Services, Inc. (a)...................... 204 4,062 Dresser-Rand Group, Inc. (a).... 356 10,844 Dril-Quip, Inc. (a)............. 120 5,194 Global Industries, Inc. (a)..... 401 7,334 Grey Wolf, Inc. (a)............. 916 6,137 Gulfmark Offshore, Inc. (a)..... 99 4,321 Hanover Compressor Co. (a)...... 425 9,456 Helmerich & Payne, Inc. ........ 466 14,139 Hercules Offshore, Inc. (a)..... 153 4,018 Horizon Offshore, Inc. (a)...... 124 1,793 Hornbeck Offshore Services, Inc. (a)........................... 125 3,581 Hydril (a)...................... 84 8,084 Input/Output, Inc. (a).......... 352 4,851 Lone Star Technologies, Inc. (a)........................... 144 9,508 Lufkin Industries, Inc. ........ 76 4,270 NATCO Group, Inc. (a)........... 69 2,354 Newpark Resources, Inc. (a)..... 441 3,109 Oceaneering International, Inc. (a)........................... 252 10,614 Oil States International, Inc. (a)........................... 218 6,996 Parker Drilling Co. (a)......... 530 4,977 Pioneer Drilling Co. (a)........ 232 2,944 RPC, Inc. ...................... 187 3,116 SEACOR Holdings, Inc. (a)....... 103 10,135 Superior Energy Services, Inc. (a)........................... 410 14,133 Superior Well Services, Inc. (a)........................... 52 1,188 Tetra Technologies, Inc. (a).... 349 8,624 Tidewater, Inc. ................ 277 16,227 Todco (Class A) (a)............. 272 10,970 Unit Corp. (a).................. 218 11,029 Universal Compression Holdings, Inc. (a)...................... 146 9,881 W-H Energy Services, Inc. (a)... 141 6,590 ---------- 240,353 ---------- FOOD & STAPLES RETAILING -- 0.9% BJ'S Wholesale Club, Inc. (a)... 313 10,589 Casey's General Stores, Inc. ... 243 6,077 Central European Distribution Corp. (a)..................... 149 4,337 Great Atlantic & Pacific Tea Co. .......................... 86 2,853 Ingles Markets, Inc. ........... 63 2,573 Longs Drug Stores Corp. ........ 144 7,436 Nash Finch Co. ................. 74 2,550 Pantry, Inc. (a)................ 113 5,110 Pathmark Stores, Inc. (a)....... 153 1,958 Performance Food Group Co. (a).. 150 4,631 Rite Aid Corp. (a).............. 2,521 14,546 Ruddick Corp. .................. 181 5,444 Smart & Final, Inc. (a)......... 58 1,263 The Andersons, Inc. ............ 84 3,730 The Topps Co., Inc. ............ 160 1,555 United Natural Foods, Inc. (a).. 182 5,577 Weis Markets, Inc. ............. 47 2,101 Winn-Dixie Stores, Inc. (a)..... 258 4,554 ---------- 86,884 ---------- FOOD PRODUCTS -- 1.2% Alico, Inc. .................... 18 1,032 Chiquita Brands International, Inc. ......................... 206 2,888 Corn Products International, Inc. ......................... 360 12,812 Del Monte Foods Co. ............ 972 11,159 Delta and Pine Land Co. ........ 176 7,251 Farmer Brothers Co. ............ 30 681 Flowers Foods, Inc. ............ 273 8,236 Fresh Del Monte Produce, Inc. .. 132 2,647 Hain Celestial Group, Inc. (a).. 187 5,623 J&J Snack Foods Corp. .......... 66 2,606 47
N-Q50th “Page” of 97TOC1stPreviousNextBottomJust 50th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Lancaster Colony Corp. ......... 121 $ 5,347 Lance, Inc. .................... 148 2,995 Pilgrim's Pride Corp. .......... 198 6,572 Premium Standard Farms, Inc. ... 95 1,999 Ralcorp Holdings, Inc. (a)...... 129 8,295 Reddy Ice Holdings, Inc. ....... 96 2,897 Sanderson Farms, Inc. .......... 86 3,187 Seaboard Corp. ................. 2 4,520 The J.M. Smucker Co. ........... 278 14,823 Tootsie Roll Industries, Inc. .. 119 3,581 TreeHouse Foods, Inc. (a)....... 153 4,662 ---------- 113,813 ---------- GAS UTILITIES -- 1.8% AGL Resources, Inc. ............ 379 16,191 Amerigas Partners LP............ 155 5,061 Atlas Pipeline Partners Lp...... 63 3,016 Atmos Energy Corp. ............. 427 13,357 Copano Energy LLC............... 77 5,273 Energen Corp. .................. 316 16,081 Ferrellgas Partners LP.......... 180 4,172 Laclede Group, Inc. ............ 95 2,953 National Fuel Gas Co. .......... 339 14,665 New Jersey Resources Corp. ..... 132 6,607 Nicor, Inc. .................... 208 10,071 Northwest Natural Gas Co. ...... 132 6,029 Piedmont Natural Gas Co., Inc. ......................... 346 9,128 South Jersey Industries, Inc. .. 143 5,441 Southern Union Co. ............. 534 16,228 Southwest Gas Corp. ............ 197 7,657 Suburban Propane Partners LP.... 157 6,908 UGI Corp. ...................... 511 13,649 WGL Holdings, Inc. ............. 238 7,611 ---------- 170,098 ---------- HEALTH CARE EQUIPMENT & SUPPLIES -- 3.1% Accuray, Inc. (a)............... 76 1,690 Advanced Medical Optics, Inc. (a)........................... 290 10,788 Align Technology, Inc. (a)...... 259 4,108 American Medical Systems Holdings, Inc. (a)............ 329 6,965 Analogic Corp. ................. 66 4,150 Arrow International, Inc. ...... 114 3,666 Arthrocare Corp. (a)............ 129 4,649 Aspect Medical Systems, Inc. (a)........................... 81 1,263 Biosite, Inc. (a)............... 77 6,466 CONMED Corp. (a)................ 132 3,858 Cyberonics, Inc. (a)............ 100 1,878 Datascope Corp. ................ 60 2,171 DJO, Inc. (a)................... 109 4,131 Edwards Lifesciences Corp. (a).. 284 14,399 ev3, Inc. (a)................... 110 2,167 Foxhollow Technologies, Inc. (a)........................... 108 2,256 Gen-Probe, Inc. (a)............. 249 11,723 Greatbatch, Inc. (a)............ 115 2,933 Haemonetics Corp. (a)........... 132 6,171 Hologic, Inc. (a)............... 256 14,756 I-Flow Corp. (a)................ 113 1,666 ICU Medical, Inc. (a)........... 63 2,470 IDEXX Laboratories, Inc. (a).... 150 13,144 Immucor, Inc. (a)............... 324 9,535 Integra LifeSciences Holdings Corp. (a)..................... 97 4,421 Intralase Corp. (a)............. 107 2,673 Invacare Corp. ................. 159 2,773 Inverness Medical Innovations, Inc. (a)...................... 195 8,537 Kensey Nash Corp. (a)........... 56 1,708 Kinetic Concepts, Inc. (a)...... 247 12,508 Kyphon, Inc. (a)................ 217 9,795 Mentor Corp. ................... 205 9,430 Meridian Bioscience, Inc. ...... 116 3,220 Merit Medical Systems, Inc. (a)........................... 120 1,506 NuVasive, Inc. (a).............. 153 3,634 OraSure Technologies, Inc. (a).. 220 1,617 Palomar Medical Technologies, Inc. (a)...................... 73 2,916 PolyMedica Corp. ............... 108 4,572 ResMed, Inc. (a)................ 370 18,637 Respironics, Inc. (a)........... 351 14,738 Sirona Dental Systems, Inc. .... 91 3,136 SonoSite, Inc. (a).............. 74 2,091 STERIS Corp. ................... 307 8,154 SurModics, Inc. (a)............. 81 2,916 Symmetry Medical, Inc. (a)...... 142 2,319 The Cooper Cos., Inc. .......... 217 10,551 Thoratec Corp. (a).............. 233 4,870 Viasys Healthcare, Inc. (a)..... 155 5,268 Vital Signs, Inc. .............. 39 2,027 Volcano Corp. (a)............... 104 1,873 West Pharmaceutical Services, Inc. ......................... 153 7,104 Wright Medical Group, Inc. (a).. 175 3,901 ---------- 293,898 ---------- HEALTH CARE PROVIDERS & SERVICES -- 2.4% Alliance Imaging, Inc. (a)...... 105 917 Amedisys, Inc. (a).............. 121 3,924 AMERIGROUP Corp. (a)............ 244 7,418 AMN Healthcare Services, Inc. (a)........................... 173 3,913 Amsurg Corp. (a)................ 141 3,453 Apria Healthcare Group, Inc. (a)........................... 201 6,482 Assisted Living Concepts, Inc. (a)........................... 273 3,221 Centene Corp. (a)............... 213 4,471 Chemed Corp. ................... 131 6,414 Cross Country Healthcare, Inc. (a)........................... 120 2,188 Genesis HealthCare Corp. (a).... 92 5,806 Gentiva Health Services, Inc. (a)........................... 137 2,763 Health Management Associates, Inc. ......................... 1,161 12,620 HealthExtras, Inc. (a).......... 138 3,972 Healthsouth Corp. (a)........... 387 8,131 Healthspring, Inc. (a).......... 220 5,181 Healthways, Inc. (a)............ 170 7,947 inVentiv Health, Inc. (a)....... 144 5,514 Kindred Healthcare, Inc. (a).... 165 5,409 Landauer, Inc. ................. 40 2,019 LCA-Vision, Inc. ............... 98 4,037 LifePoint Hospitals, Inc. (a)... 253 9,670 Magellan Health Services, Inc. (a)........................... 179 7,518 Matria Healthcare, Inc. (a)..... 114 3,005 Molina Healthcare, Inc. (a)..... 66 2,019 National Healthcare Corp. ...... 37 1,886 Nighthawk Radiology Holdings, Inc. (a)...................... 87 1,583 Odyssey Healthcare, Inc. (a).... 165 2,166 Option Care, Inc. .............. 127 1,689 Owens & Minor, Inc. ............ 187 6,868 Pediatrix Medical Group, Inc. (a)........................... 236 13,466 PSS World Medical, Inc. (a)..... 320 6,765 Psychiatric Solutions, Inc. (a)........................... 250 10,077 Radiation Therapy Services, Inc. (a)........................... 60 1,838 48
N-Q51st “Page” of 97TOC1stPreviousNextBottomJust 51st
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- RehabCare Group, Inc. (a)....... 70 $ 1,111 Sierra Health Services, Inc. (a)........................... 255 10,498 Sunrise Assisted Living, Inc. (a)........................... 217 8,576 Symbion, Inc. (a)............... 103 2,020 United Surgical Partners (a).... 220 6,778 VCA Antech, Inc. (a)............ 405 14,706 WellCare Health Plans, Inc. (a)........................... 168 14,322 ---------- 232,361 ---------- HEALTH CARE TECHNOLOGY -- 0.3% Allscripts Healthcare Solutions, Inc. (a)...................... 219 5,872 Dendrite International, Inc. (a)........................... 189 2,960 Eclipsys Corp. (a).............. 226 4,355 Emdeon Corp. (a)................ 770 11,650 The TriZetto Group, Inc. (a).... 206 4,122 WebMD Health Corp. (a).......... 37 1,947 ---------- 30,906 ---------- HOTELS RESTAURANTS & LEISURE -- 2.9% AFC Enterprises, Inc. (a)....... 121 2,426 Ambassadors Group, Inc. ........ 80 2,659 Ameristar Casinos, Inc. ........ 109 3,500 Applebees International, Inc. .. 352 8,723 Bally Technologies, Inc. (a).... 247 5,824 BJ's Restaurants, Inc. (a)...... 94 1,986 Bob Evans Farms, Inc. .......... 179 6,614 Burger King Holdings, Inc. ..... 256 5,530 California Pizza Kitchen, Inc. (a)........................... 91 2,993 CBRL Group, Inc. (a)............ 122 5,649 CEC Entertainment, Inc. (a)..... 155 6,439 Cedar Fair LP................... 243 6,940 Chipotle Mexican Grill, Inc. (a)........................... 155 9,625 Choice Hotels International, Inc. ......................... 179 6,342 Churchill Downs, Inc. .......... 51 2,315 CKE Restaurants, Inc. .......... 316 5,960 Domino's Pizza, Inc. ........... 186 6,039 Gaylord Entertainment Co. (a)... 190 10,045 Great Wolf Resorts, Inc. (a).... 157 2,077 IHOP Corp. ..................... 78 4,575 International Speedway Corp. (Class A)..................... 167 8,634 Isle of Capri Casinos, Inc. (a)........................... 94 2,408 Jack in the Box, Inc. (a)....... 168 11,614 Jamba, Inc. (a)................. 99 909 Krispy Kreme Doughnuts, Inc. (a)........................... 280 2,853 Landry's Restaurants, Inc. ..... 88 2,605 Life Time Fitness, Inc. (a)..... 140 7,197 Marcus Corp. ................... 95 2,210 Morgans Hotel Group Co. (a)..... 101 2,122 Multimedia Games, Inc. (a)...... 143 1,702 O'Charleys, Inc. (a)............ 114 2,199 Orient-Express Hotels, Ltd. (Class A)..................... 194 11,605 OSI Restaurant Partners, Inc. .. 347 13,706 P F Chang's China Bistro, Inc. (a)........................... 124 5,193 Panera Bread Co. (Class A) (a).. 148 8,741 Papa John's International, Inc. (a)........................... 107 3,146 Peet's Coffee & Tea, Inc. (a)... 66 1,823 Pinnacle Entertainment, Inc. (a)........................... 277 8,052 Rare Hospitality International, Inc. (a)...................... 164 4,935 Red Robin Gourmet Burgers, Inc. (a)........................... 81 3,144 Ruby Tuesday, Inc. ............. 290 8,294 Ruth's Chris Steak House, Inc. (a)........................... 81 1,649 Scientific Games Corp. (Class A) (a)........................... 334 10,965 Shuffle Master, Inc. (a)........ 168 3,066 Six Flags, Inc. (a)............. 353 2,122 Sonic Corp. (a)................. 329 7,330 Speedway Motorsports, Inc. ..... 66 2,558 Texas Roadhouse, Inc. (Class A) (a)........................... 258 3,676 The Cheesecake Factory, Inc. (a)........................... 361 9,621 The Steak n Shake Co. (a)....... 120 2,012 Triarc Cos., Inc. (Class B)..... 235 4,040 Vail Resorts, Inc. (a).......... 144 7,824 WMS Industries, Inc. (a)........ 139 5,454 ---------- 279,670 ---------- HOUSEHOLD DURABLES -- 1.3% American Greetings Corp. (Class A)............................ 269 6,243 Avatar Holdings, Inc. (a)....... 25 1,786 Beazer Homes USA, Inc. ......... 194 5,632 Blyth, Inc. .................... 152 3,209 Brookfield Homes Corp. ......... 58 1,862 Champion Enterprises, Inc. (a).. 358 3,150 CSS Industries, Inc. ........... 39 1,462 Ethan Allen Interiors, Inc. .... 147 5,195 Furniture Brands International, Inc. ......................... 228 3,598 Helen of Troy, Ltd. (a)......... 136 3,089 Hovnanian Enterprises, Inc. (a)........................... 216 5,434 iRobot Corp. (a)................ 54 706 Jarden Corp. (a)................ 304 11,643 Kimball International, Inc. (Class B)..................... 121 2,333 La-Z-Boy, Inc. ................. 262 3,244 M.D.C. Holdings, Inc. .......... 164 7,883 M/I Homes, Inc. ................ 62 1,646 Meritage Homes Corp. (a)........ 103 3,308 Palm Harbor Homes, Inc. (a)..... 51 731 Russ Berrie & Co., Inc. (a)..... 51 719 Ryland Group, Inc. ............. 204 8,607 Sealy Corp. .................... 216 3,776 Skyline Corp. .................. 33 1,113 Snap-on, Inc. .................. 256 12,314 Standard Pacific Corp. ......... 302 6,303 Technical Olympic USA, Inc. .... 89 355 Tempur-Pedic International, Inc. ......................... 308 8,005 Tupperware Corp. ............... 284 7,080 WCI Communities, Inc. (a)....... 147 3,137 ---------- 123,563 ---------- HOUSEHOLD PRODUCTS -- 0.3% Central Garden & Pet Co. (a).... 32 473 Central Garden and Pet Co (a)... 274 4,028 Church & Dwight Co., Inc. ...... 315 15,860 Spectrum Brands, Inc. (a)....... 181 1,146 WD-40 Co. ...................... 82 2,600 ---------- 24,107 ---------- INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.0% (b) Ormat Technologies, Inc. ....... 66 2,769 ---------- INDUSTRIAL CONGLOMERATES -- 0.4% Carlisle Cos., Inc. ............ 300 12,879 Raven Industries, Inc. ......... 97 2,721 Sequa Corp. (a)................. 33 3,952 Standex International Corp. .... 54 1,540 Teleflex, Inc. ................. 168 11,436 49
N-Q52nd “Page” of 97TOC1stPreviousNextBottomJust 52nd
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Tredegar Corp. ................. 132 $ 3,008 Walter Industries, Inc. ........ 252 6,237 ---------- 41,773 ---------- INSURANCE -- 4.2% 21st Century Insurance Group.... 127 2,692 Alfa Corp. ..................... 181 3,345 Alleghany Corp. (a)............. 26 9,527 Allied World Assurance Holdings, Ltd. ......................... 165 7,054 American Equity Investment Life Holding Co.................... 249 3,269 American Financial Group, Inc. ......................... 332 11,301 American National Insurance Co. .......................... 75 9,595 Amtrust Financial Services, Inc. ......................... 122 1,288 Argonaut Group, Inc. (a)........ 155 5,016 Aspen Insurance Holdings, Ltd. ......................... 367 9,619 Assured Guaranty, Ltd. ......... 227 6,202 Baldwin & Lyons, Inc. (Class B)............................ 45 1,145 Bristol West Holdings, Inc. .... 98 2,173 CNA Surety Corp. (a)............ 75 1,582 Delphi Financial Group.......... 207 8,328 eHealth, Inc. (a)............... 24 565 Employers Holdings, Inc. (a).... 252 5,045 Endurance Specialty Holdings, Ltd. ......................... 279 9,971 Enstar Group Ltd................ 23 2,269 Erie Indemnity Co. (Class A).... 244 12,876 FBL Financial Group, Inc. (Class A)............................ 60 2,348 First Acceptance Corp. (a)...... 85 890 Great American Financial Resources, Inc. .............. 39 955 Hanover Insurance Group, Inc. .. 241 11,115 Harleysville Group, Inc. ....... 76 2,469 HCC Insurance Holdings, Inc. ... 531 16,355 Hilb Rogal and Hobbs Co. ....... 175 8,584 Horace Mann Educators Corp. .... 208 4,274 Infinity Property & Casualty Corp. ........................ 93 4,358 IPC Holdings, Ltd. ............. 310 8,943 Kansas City Life Insurance Co. .......................... 18 810 LandAmerica Financial Group, Inc. ......................... 86 6,356 Max Re Capital, Ltd. ........... 222 5,657 Mercury General Corp. .......... 126 6,683 Montpelier Re Holdings, Ltd. ... 511 8,861 National Financial Partners Corp. ........................ 180 8,444 National Western Life Insurance Co. (Class A)................. 12 2,938 Navigators Group, Inc. (a)...... 66 3,311 Odyssey Re Holdings Corp. ...... 133 5,228 Ohio Casualty Corp. ............ 301 9,015 OneBeacon Insurance Group, Ltd. (a)........................... 116 2,900 PartnerRe, Ltd. ................ 273 18,711 Philadelphia Consolidated Holding Corp. (a)............. 280 12,317 Platinum Underwriters Holdings, Ltd. ......................... 290 9,303 Presidential Life Corp. ........ 106 2,090 ProAssurance Corp. (a).......... 151 7,724 Reinsurance Group America, Inc. ......................... 142 8,196 RenaissanceRe Holdings, Ltd. ... 300 15,042 RLI Corp. ...................... 105 5,768 Safety Insurance Group, Inc. ... 72 2,889 Scottish R Egroup, Ltd. ........ 256 1,029 Security Capital Assurance, Ltd. ......................... 314 8,864 Selective Insurance Group, Inc. ......................... 276 7,027 StanCorp Financial Group, Inc. ......................... 255 12,538 State Auto Financial Corp. ..... 64 2,056 Stewart Information Services Corp. ........................ 81 3,385 The Commerce Group, Inc. ....... 288 8,651 The Midland Co. ................ 61 2,588 The Phoenix Cos., Inc. ......... 528 7,329 Tower Group, Inc. .............. 96 3,093 United America Indemnity, Ltd. (a)........................... 104 2,413 United Fire & Casualty Co. ..... 107 3,759 Universal American Financial Corp. (a)..................... 178 3,450 USI Holdings Corp. (a).......... 174 2,932 Wesco Financial Corp. .......... 7 3,220 Zenith National Insurance Corp. ........................ 178 8,414 ---------- 396,144 ---------- INTERNET & CATALOG RETAIL -- 0.4% 1-800-FLOWERS.COM, Inc. (Class A) (a)........................ 124 965 Blue Nile, Inc. (a)............. 69 2,806 FTD Group, Inc. (a)............. 99 1,637 GSI Commerce, Inc. (a).......... 77 1,739 Netflix, Inc. (a)............... 278 6,447 Nutri/System, Inc. (a).......... 159 8,333 Overstock.com, Inc. (a)......... 52 863 Priceline.com, Inc. (a)......... 159 8,468 Stamps.com, Inc. (a)............ 101 1,451 Systemax, Inc. (a).............. 51 955 ValueVision Media, Inc. (Class A) (a)........................ 144 1,780 ---------- 35,444 ---------- INTERNET SOFTWARE & SERVICES -- 1.6% aQuantive, Inc. (a)............. 338 9,434 Ariba, Inc. (a)................. 355 3,337 Bankrate, Inc. (a).............. 63 2,220 CMGI, Inc. (a).................. 2,189 4,641 CNET Networks, Inc. (a)......... 646 5,627 DealerTrack Holdings, Inc. (a).. 142 4,362 Digital River, Inc. (a)......... 194 10,719 DivX, Inc. (a).................. 85 1,703 EarthLink, Inc. (a)............. 568 4,175 Equinix, Inc. (a)............... 121 10,361 Infospace, Inc. (a)............. 154 3,953 Internap Network Services Corp. (a)........................... 232 3,654 Interwoven, Inc. (a)............ 203 3,431 Ipass, Inc. (a)................. 274 1,378 j2 Global Communications, Inc. (a)........................... 235 6,514 Jupitermedia Corp. (a).......... 102 675 LoopNet, Inc. (a)............... 99 1,692 Marchex, Inc. (Class B)......... 114 1,746 Netratings, Inc. (a)............ 67 1,394 NIC, Inc. ...................... 186 997 Omniture, Inc. (a).............. 136 2,479 Openwave Systems, Inc. (a)...... 468 3,814 RealNetworks, Inc. (a).......... 510 4,004 S1 Corp. (a).................... 352 2,112 SAVVIS, Inc. (a)................ 98 4,692 SonicWALL, Inc. (a)............. 351 2,934 Switch & Data Facilities Co., Inc. (a)...................... 56 1,015 The Knot, Inc. (a).............. 124 2,670 Travelzoo, Inc. (a)............. 12 441 United Online, Inc. ............ 298 4,181 Valueclick, Inc. (a)............ 475 12,412 Vignette Corp. (a).............. 139 2,581 VistaPrint, Ltd. (a)............ 194 7,430 50
N-Q53rd “Page” of 97TOC1stPreviousNextBottomJust 53rd
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- WebEx Communications, Inc. (a).. 216 $ 12,282 Websense, Inc. (a).............. 216 4,966 ---------- 150,026 ---------- IT SERVICES -- 2.0% Acxiom Corp. ................... 321 6,866 BearingPoint, Inc. (a).......... 972 7,446 CACI International, Inc. (Class A) (a)........................ 143 6,701 CIBER, Inc. (a)................. 277 2,180 Convergys Corp. (a)............. 669 16,999 Covansys Corp. (a).............. 87 2,147 CSG Systems International, Inc. (a)........................... 232 5,805 eFunds Corp. (a)................ 228 6,079 Euronet Worldwide, Inc. (a)..... 155 4,163 ExlService Holdings, Inc. (a)... 24 495 Forrester Research, Inc. (a).... 80 2,269 Gartner, Inc. (a)............... 335 8,023 Gevity HR, Inc. ................ 123 2,428 Global Cash Access, Inc. (a).... 215 3,588 Heartland Payment Systems, Inc. ......................... 89 2,104 Hewitt Associates, Inc. (Class A) (a)........................ 492 14,381 infoUSA, Inc. .................. 162 1,559 Isilon Systems, Inc. (a)........ 54 873 Keane, Inc. (a)................. 240 3,259 Lionbridge Technologies, Inc. (a)........................... 333 1,695 Mantech International Corp. (a)........................... 81 2,706 MAXIMUS, Inc. .................. 101 3,483 MoneyGram International, Inc. .. 415 11,521 MPS Group, Inc. (a)............. 482 6,820 Perot Systems Corp. (Class A) (a)........................... 410 7,327 Sapient Corp. (a)............... 383 2,627 SRA International, Inc. (a)..... 196 4,775 SYKES Enterprises, Inc. (a)..... 120 2,189 Syntel, Inc. ................... 59 2,044 Talx Corp. ..................... 149 4,936 The BISYS Group, Inc. (a)....... 583 6,681 TNS, Inc. (a)................... 132 2,124 Tyler Technologies, Inc. (a).... 183 2,324 Unisys Corp. (a)................ 1,666 14,044 VeriFone Holdings, Inc. (a)..... 319 11,717 Wright Express Corp. (a)........ 192 5,823 ---------- 190,201 ---------- LEISURE EQUIPMENT & PRODUCTS -- 0.4% Callaway Golf Co. .............. 338 5,327 JAKKS Pacific, Inc. (a)......... 138 3,298 K2, Inc. (a).................... 231 2,793 Leapfrog Enterprises, Inc. (a).. 157 1,680 Marine Products Corp. .......... 78 746 MarineMax, Inc. (a)............. 89 2,063 Nautilus Group, Inc. ........... 163 2,515 Oakley, Inc. ................... 125 2,517 Polaris Industries, Inc. ....... 171 8,205 Pool Corp. ..................... 245 8,771 RC2 Corp. (a)................... 99 3,999 ---------- 41,914 ---------- LIFE SCIENCES TOOLS & SERVICES -- 1.1% Affymetrix, Inc. (a)............ 329 9,893 Albany Molecular Research, Inc. (a)........................... 93 916 Bio-Rad Laboratories, Inc. (Class A) (a)................. 90 6,286 Bruker BioSciences Corp. (a).... 248 2,609 Cambrex Corp. .................. 132 3,247 Dionex Corp. (a)................ 92 6,266 Enzo Biochem, Inc. (a).......... 172 2,594 eResearch Technology, Inc. (a).. 201 1,580 Exelixis, Inc. (a).............. 487 4,841 Illumina, Inc. (a).............. 290 8,497 Nektar Therapeutics (a)......... 436 5,694 PAREXEL International Corp. (a)........................... 133 4,784 PerkinElmer, Inc. .............. 593 14,362 PharmaNet Development Group, Inc. (a)...................... 89 2,314 PRA International (a)........... 100 2,156 Techne Corp. (a)................ 177 10,107 Varian, Inc. (a)................ 147 8,564 Ventana Medical Systems, Inc. (a)........................... 162 6,788 ---------- 101,498 ---------- MACHINERY -- 3.4% Accuride Corp. (a).............. 98 1,431 Actuant Corp. (Class A)......... 131 6,656 AGCO Corp. (a).................. 439 16,230 Albany International Corp. (Class A)..................... 122 4,385 American Railcar Industries, Inc. ......................... 42 1,252 American Science & Engineering, Inc. (a)...................... 45 2,370 Astec Industries, Inc. (a)...... 79 3,180 ASV, Inc. (a)................... 98 1,496 Barnes Group, Inc. ............. 197 4,533 Blount International, Inc. (a).. 205 2,552 Briggs & Stratton Corp. ........ 240 7,404 Bucyrus International, Inc. (Class A)..................... 149 7,674 Cascade Corp. .................. 49 2,934 Chart Industries, Inc. (a)...... 59 1,071 CIRCOR International, Inc. ..... 71 2,535 CLARCOR, Inc. .................. 250 7,950 Crane Co. ...................... 258 10,428 EnPro Industries, Inc. (a)...... 109 3,929 ESCO Technologies, Inc. (a)..... 128 5,737 Federal Signal Corp. ........... 231 3,585 Flowserve Corp. (a)............. 280 16,013 Force Protection, Inc. (a)...... 320 6,003 Freightcar America, Inc. ....... 61 2,938 Gardner Denver, Inc. (a)........ 248 8,643 Graco, Inc. .................... 324 12,688 Harsco Corp. ................... 398 17,854 IDEX Corp. ..................... 259 13,178 Kaydon Corp. ................... 135 5,746 Kennametal, Inc. ............... 184 12,440 Lincoln Electric Holdings, Inc. ......................... 188 11,197 Lindsay Manufacturing Co. ...... 60 1,907 Middleby Corp. (a).............. 35 4,614 Mueller Industries, Inc. ....... 175 5,268 Mueller Water Products, Inc. (Class B)..................... 550 7,596 NACCO Industries, Inc. ......... 27 3,710 Nordson Corp. .................. 145 6,737 RBC Bearings, Inc. (a).......... 96 3,209 Robbins & Myers, Inc. .......... 64 2,387 Tecumseh Products Co. (Class A) (a)........................... 99 997 Tennant Co. .................... 79 2,488 The Greenbrier Cos., Inc. ...... 72 1,922 The Manitowoc Co., Inc. ........ 296 18,805 The Timken Co. ................. 413 12,518 The Toro Co. ................... 198 10,146 Trinity Industries, Inc. ....... 383 16,055 Valmont Industries, Inc. ....... 86 4,973 51
N-Q54th “Page” of 97TOC1stPreviousNextBottomJust 54th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Wabash National Corp. .......... 161 $ 2,483 Wabtec Corp. ................... 229 7,898 Watts Water Technologies, Inc. ......................... 145 5,514 ---------- 323,259 ---------- MARINE -- 0.4% Alexander & Baldwin, Inc. ...... 211 10,643 American Commercial Lines, Inc. (a)........................... 225 7,076 Eagle Bulk Shipping, Inc. ...... 170 3,296 Genco Shipping & Trading, Ltd. ......................... 100 3,178 Horizon Lines, Inc. ............ 118 3,873 Kirby Corp. (a)................. 258 9,025 ---------- 37,091 ---------- MEDIA -- 2.1% Arbitron, Inc. ................. 137 6,432 Belo Corp. ..................... 436 8,140 Carmike Cinemas, Inc. .......... 52 1,206 Catalina Marketing Corp. ....... 170 5,369 Charter Communications, Inc. (a)........................... 1,842 5,139 Citadel Broadcasting Corp. ..... 158 1,503 CKX, Inc. (a)................... 215 2,386 Courier Corp. .................. 58 2,266 Cox Radio, Inc. (Class A) (a)... 170 2,321 Crown Media Holdings, Inc. (Class A) (a)................. 45 240 Cumulus Media, Inc. (a)......... 193 1,810 Dow Jones & Co., Inc. .......... 247 8,514 DreamWorks Animation SKG, Inc. (Class A) (a)................. 265 8,104 Emmis Communications Corp. ..... 165 1,393 Entercom Communications Corp. .. 164 4,622 Entravision Communications Corp. (a)........................... 274 2,559 Fisher Communications, Inc. (a)........................... 34 1,652 GateHouse Media, Inc. .......... 89 1,807 Gemstar-TV Guide International, Inc. (a)...................... 1,214 5,087 Gray Television, Inc. .......... 237 2,470 Harte-Hanks, Inc. .............. 248 6,842 Hearst-Argyle Television, Inc. ......................... 125 3,399 Interactive Data Corp. ......... 171 4,232 John Wiley & Sons, Inc. (Class A)............................ 237 8,949 Journal Communications, Inc. ... 228 2,989 Journal Register Co. ........... 223 1,329 Lee Enterprises, Inc. .......... 197 5,920 Lin TV Corp. (Class A) (a)...... 129 2,051 Live Nation, Inc. (a)........... 286 6,309 Martha Stewart Living Omnimedia, Inc. (Class A)................ 118 2,007 Marvel Entertainment, Inc. (a).. 301 8,353 McClatchy Co. (Class A)......... 264 8,345 Media General, Inc. (Class A)... 107 4,083 Mediacom Communications Corp. (a)........................... 260 2,116 Meredith Corp. ................. 186 10,675 Morningstar, Inc. (a)........... 46 2,375 National CineMedia, Inc. (a).... 182 4,859 Primedia, Inc. (a).............. 725 1,929 Radio One, Inc. (Class A) (a)... 385 2,491 RCN Corp. (a)................... 186 4,752 Regal Entertainment Group....... 371 7,372 Salem Communications Corp. ..... 67 838 Scholastic Corp. (a)............ 157 4,883 Sinclair Broadcast Group, Inc. ......................... 223 3,445 Spanish Broadcasting System, Inc. (a)...................... 192 768 Sun-Times Media Group, Inc. .... 298 1,478 Tivo, Inc. (a).................. 465 2,953 Valassis Communications, Inc. (a)........................... 222 3,816 Warner Music Group Corp. ....... 222 3,787 Westwood One, Inc. ............. 336 2,308 World Wrestling Entertainment, Inc. (Class A)................ 81 1,320 ---------- 199,993 ---------- METALS & MINING -- 2.1% AK Steel Holding Corp. (a)...... 531 12,420 AMCOL International Corp. ...... 118 3,499 Brush Engineered Materials, Inc. (a)........................... 97 4,702 Carpenter Technology Corp. ..... 123 14,854 Century Aluminum Co. (a)........ 113 5,297 Chaparral Steel Co. ............ 209 12,158 Cleveland-Cliffs, Inc. ......... 195 12,482 Coeur d' Alene Mines Corp. (a).. 1,306 5,368 Commercial Metals Co. .......... 571 17,901 Compass Minerals International, Inc. ......................... 160 5,344 Gibraltar Industries, Inc. ..... 132 2,986 Hecla Mining Co. (a)............ 574 5,200 Kaiser Aluminum Corp. (a)....... 69 5,382 Meridian Gold, Inc. (a)......... 491 12,535 Metal Management, Inc. ......... 125 5,775 Quanex Corp. ................... 176 7,454 Reliance Steel & Aluminum Co. .. 301 14,568 Royal Gold, Inc. ............... 113 3,401 RTI International Metals, Inc. (a)........................... 112 10,193 Ryerson Tull, Inc. ............. 115 4,556 Schnitzer Steel Industries, Inc. (Class A)..................... 108 4,338 Steel Dynamics, Inc. ........... 446 19,267 Stillwater Mining Co. (a)....... 210 2,665 Titanium Metals Corp. (a)....... -- 3 Worthington Industries, Inc. ... 339 6,977 ---------- 199,325 ---------- MULTI-UTILITIES -- 1.1% Aquila, Inc. (a)................ 1,757 7,344 Avista Corp. ................... 254 6,155 Black Hills Corp. .............. 156 5,736 CH Energy Group, Inc. .......... 75 3,652 CMS Energy Corp. ............... 1,061 18,886 NorthWestern Corp. ............. 168 5,952 OGE Energy Corp. ............... 431 16,723 PNM Resources, Inc. ............ 332 10,724 Puget Energy, Inc. ............. 559 14,355 Vectren Corp. .................. 369 10,553 ---------- 100,080 ---------- MULTILINE RETAIL -- 0.6% 99 Cents Only Stores (a)........ 233 3,432 Big Lots, Inc. (a).............. 526 16,453 Dillards, Inc. (Class A)........ 315 10,310 Fred's, Inc. (Class A).......... 177 2,602 Retail Ventures, Inc. (a)....... 118 2,484 Saks, Inc. ..................... 585 12,191 The Bon-Ton Stores, Inc. ....... 53 2,981 Tuesday Morning Corp. .......... 144 2,137 ---------- 52,590 ---------- OFFICE ELECTRONICS -- 0.1% Zebra Technologies Corp. (Class A) (a)........................ 342 13,205 ---------- 52
N-Q55th “Page” of 97TOC1stPreviousNextBottomJust 55th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- OIL, GAS & CONSUMABLE FUELS -- 5.6% Alliance Holdings GP LP......... 63 $ 1,480 Alliance Resource Partners LP... 95 3,602 Alon USA Energy, Inc. .......... 62 2,244 Alpha Natural Resources, Inc. (a)........................... 254 3,970 APCO Argentina, Inc. ........... 11 1,040 Arena Resources, Inc. (a)....... 66 3,308 Atlas America, Inc. (a)......... 84 4,745 Atlas Pipeline Holdings LP...... 17 416 ATP Oil & Gas Corp. (a)......... 101 3,798 Aventine Renewable Energy Holdings, Inc. (a)............ 162 2,952 Berry Petroleum Co. (Class A)... 170 5,212 Bill Barrett Corp. (a).......... 135 4,375 Boardwalk Pipeline Partners LP.. 99 3,648 Bois d'Arc Energy, Inc. (a)..... 94 1,244 BP Prudhoe Bay Royalty Trust.... 102 6,781 Brigham Exploration Co. (a)..... 158 983 Buckeye GP Holdings LP.......... 51 1,061 Buckeye Partners LP............. 179 8,903 Cabot Oil & Gas Corp. .......... 234 15,753 Calumet Specialty Products Partners LP................... 57 2,745 Carrizo Oil & Gas, Inc. (a)..... 122 4,265 Cheniere Energy, Inc. (a)....... 244 7,601 Cimarex Energy Co. ............. 396 14,660 Comstock Resources, Inc. (a).... 210 5,750 Crosstex Energy LP.............. 79 2,845 Crosstex Energy, Inc. .......... 204 5,865 DCP Midstream Partners LP....... 50 1,955 Delek US Holdings, Inc. ........ 54 1,033 Delta Petroleum Corp. (a)....... 277 6,360 Denbury Resources, Inc. (a)..... 579 17,248 Dorchester Minerals LP.......... 133 2,927 Double Hull Tankers, Inc. ...... 112 1,655 Enbridge Energy Management LLC (a)........................... 57 3,079 Encore Aquisition Co. (a)....... 244 5,902 Energy Partners, Ltd. (a)....... 184 3,340 Enterprise GP Holdings LP....... 51 2,020 Evergreen Energy, Inc. (a)...... 381 2,503 EXCO Resources, Inc. (a)........ 398 6,599 Forest Oil Corp. (a)............ 255 8,509 Foundation Coal Holdings, Inc. ......................... 216 7,417 Frontier Oil Corp. ............. 526 17,169 General Maritime Corp. ......... 135 3,899 GeoMet, Inc. (a)................ 108 953 Giant Industries, Inc. (a)...... 74 5,598 Goodrich Petroleum Corp. (a).... 86 2,892 Harvest Natural Resources, Inc. (a)........................... 166 1,617 Helix Energy Solutions Group, Inc. (a)...................... 414 15,438 Holly Corp. .................... 225 13,343 Holly Energy Partners LP........ 37 1,725 Hugoton Royalty Trust........... 199 5,011 Inergy Holdings LP.............. 47 2,139 Inergy LP....................... 200 6,536 International Coal Group, Inc. (a)........................... 567 2,977 Kinder Morgan Management LLC (a)........................... 256 13,117 Linn Energy LLC................. 95 3,232 Magellan Midstream Holdings LP.. 106 2,796 Magellan Midstream Partners LP.. 323 15,116 Mariner Energy, Inc. (a)........ 394 7,537 Markwest Energy Partners LP..... 142 5,041 Markwest Hydrocarbon, Inc. ..... 33 2,046 Massey Energy Co. .............. 354 8,492 McMoRan Exploration Co. (a)..... 117 1,604 Natural Resource Partners LP.... 82 5,510 OMI Corp. ...................... 307 8,246 Overseas Shipholding Group, Inc. ......................... 143 8,952 Pacific Ethanol, Inc. (a)....... 184 3,134 Parallel Petroleum Corp. (a).... 193 4,429 Penn Virginia Corp. ............ 87 6,386 Penn Virginia Resource Partners LP............................ 108 3,013 Petrohawk Energy Corp. (a)...... 812 10,694 Petroleum Development Corp. (a)........................... 73 3,911 Quicksilver Resources, Inc. (a)........................... 259 10,300 Regency Energy Partners LP...... 114 3,002 Rentech, Inc. (a)............... 624 1,959 Rosetta Resources, Inc. (a)..... 245 5,032 Ship Finance International, Ltd. ......................... 234 6,419 St. Mary Land & Exploration Co. .......................... 259 9,500 Stone Energy Corp. (a).......... 129 3,830 Sunoco Logistics Partners LP.... 77 4,562 Swift Energy Co. (a)............ 142 5,931 TC Pipelines LP................. 78 2,845 Teekay LNG Partners LP.......... 56 2,089 Teekay Shipping Corp. .......... 212 11,471 TEPPCO Partners LP.............. 363 16,117 The Houston Exploration Co. (a)........................... 136 7,337 U.S. Shipping Partners LP....... 43 814 US BioEnergy Corp. (a).......... 73 837 USEC, Inc. (a).................. 427 6,939 Valero GP Holdings LLC.......... 181 5,023 Valero LP....................... 173 11,522 Venoco, Inc. (a)................ 79 1,411 VeraSun Energy Corp. (a)........ 86 1,709 W&T Offshore, Inc. ............. 125 3,616 Warren Resources, Inc. (a)...... 233 3,036 Western Refining, Inc. ......... 133 5,190 Whiting Petroleum Corp. (a)..... 174 6,857 Williams Partners LP............ 94 4,487 World Fuel Services Corp. ...... 139 6,430 ---------- 530,611 ---------- PAPER & FOREST PRODUCTS -- 0.4% Bowater, Inc. .................. 270 6,432 Buckeye Technologies, Inc. (a).. 182 2,362 Deltic Timber Corp. ............ 54 2,590 Glatfelter...................... 199 2,967 Louisiana-Pacific Corp. ........ 517 10,371 Neenah Paper, Inc. ............. 76 3,020 Schweitzer-Mauduit International, Inc. .......... 85 2,112 Wausau-Mosinee Paper Corp. ..... 246 3,533 ---------- 33,387 ---------- PERSONAL PRODUCTS -- 0.6% Alberto Culver Co. (a).......... 411 9,403 Bare Escentuals, Inc. (a)....... 77 2,762 Chattem, Inc. (a)............... 69 4,067 Elizabeth Arden, Inc. (a)....... 129 2,815 Herbalife, Ltd. (a)............. 188 7,368 Mannatech, Inc. ................ 72 1,156 NBTY, Inc. (a).................. 295 15,647 Nu Skin Enterprises, Inc. (Class A)............................ 250 4,130 Playtex Products, Inc. (a)...... 278 3,772 Prestige Brands Holdings, Inc. (a)........................... 168 1,991 53
N-Q56th “Page” of 97TOC1stPreviousNextBottomJust 56th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Revlon, Inc. (Class A) (a)...... 1,398 $ 1,468 USANA Health Sciences, Inc. (a)........................... 53 2,484 ---------- 57,063 ---------- PHARMACEUTICALS -- 1.0% Adams Respiratory Therapeutics, Inc. (a)...................... 148 4,977 Adolor Corp. (a)................ 197 1,724 Alpharma, Inc. (Class A)........ 211 5,081 Atherogenics, Inc. (a).......... 191 537 KV Pharmaceutical Co. (Class A) (a)........................... 205 5,070 Medicis Pharmaceutical Corp. (Class A)..................... 269 8,290 MGI Pharma, Inc. (a)............ 381 8,561 New River Pharmaceuticals, Inc. (a)........................... 76 4,836 Noven Pharmaceuticals, Inc. (a)........................... 115 2,668 Par Pharmaceutical Cos., Inc. (a)........................... 172 4,321 Perrigo Co. .................... 364 6,428 Salix Pharmaceuticals, Ltd. (a)........................... 231 2,911 Sciele Pharma, Inc. (a)......... 150 3,552 The Medicines Co. (a)........... 243 6,094 Valeant Pharmaceuticals International................. 437 7,556 Viropharma, Inc. (a)............ 346 4,965 Watson Pharmaceuticals, Inc. (a)........................... 493 13,030 Xenoport, Inc. (a).............. 105 2,925 ---------- 93,526 ---------- REAL ESTATE INVESTMENT TRUSTS -- 7.0% Acadia Realty Trust............. 132 3,441 Alexander's, Inc. (a)........... 10 4,117 Alexandria Real Estate Equities, Inc. ......................... 138 13,851 American Campus Communities, Inc. ......................... 110 3,332 American Financial Realty Trust......................... 625 6,300 American Home Mortgage Investment Corp. ............. 220 5,938 Annaly Mortgage Management, Inc. ......................... 1,232 19,071 Anthracite Capital, Inc. ....... 272 3,264 Anworth Mortgage Asset Corp. ... 224 2,188 Arbor Realty Trust, Inc. ....... 87 2,648 Ashford Hospitality Trust, Inc. ......................... 333 3,976 BioMed Realty Trust, Inc. ...... 310 8,153 Brandywine Realty Trust......... 427 14,266 BRE Properties, Inc. (Class A).. 243 15,345 Capital Lease Funding, Inc. .... 152 1,628 Capital Trust, Inc. (Class A)... 80 3,646 CBL & Associates Properties, Inc. ......................... 312 13,990 CBRE Realty Finance, Inc. ...... 48 635 Cedar Shopping Centers, Inc. ... 208 3,370 Colonial Properties Trust....... 217 9,910 Corporate Office Properties Trust......................... 209 9,547 Cousins Properties, Inc. ....... 203 6,671 Crescent Real Estate Equities Co. .......................... 466 9,348 Crystal River Capital, Inc. .... 121 3,248 DCT Industrial Trust Inc........ 826 9,772 Deerfield Triarc Capital Corp. ........................ 203 3,043 DiamondRock Hospitality Co. .... 419 7,961 Digital Realty Trust, Inc. ..... 262 10,454 Douglas Emmett, Inc. ........... 323 8,246 EastGroup Properties, Inc. ..... 114 5,817 Education Realty Trust, Inc. ... 126 1,862 Entertainment Properties Trust.. 130 7,833 Equity Inns, Inc. .............. 271 4,439 Equity Lifestyle Properties, Inc. ......................... 106 5,725 Equity One, Inc. ............... 189 5,009 Essex Property Trust, Inc. ..... 113 14,631 Extra Space Storage, Inc. ...... 321 6,080 FelCor Lodging Trust, Inc. ..... 297 7,713 First Industrial Realty Trust, Inc. ......................... 218 9,875 First Potomac Realty Trust...... 118 3,371 Franklin Street Properties Corp. ........................ 299 5,735 Friedman, Billings, Ramsey Group, Inc. .................. 710 3,919 Getty Realty Corp. ............. 93 2,673 Glimcher Realty Trust........... 184 4,972 GMH Communities Trust........... 206 2,058 Gramercy Capital Corp./New York.......................... 98 3,007 Health Care REIT, Inc. ......... 346 15,189 Healthcare Realty Trust, Inc. .. 234 8,728 Highland Hospitality Corp. ..... 272 4,842 Highwoods Properties, Inc. ..... 267 10,544 Home Properties, Inc. .......... 158 8,344 HRPT Properties Trust........... 1,022 12,571 Impac Mortgage Holdings, Inc. .. 333 1,665 Inland Real Estate Corp. ....... 288 5,282 Innkeepers USA Trust............ 216 3,516 Investors Real Estate Trust..... 255 2,700 JER Investors Trust, Inc. ...... 127 2,416 Kilroy Realty Corp. ............ 158 11,652 Kite Realty Group Trust......... 138 2,753 KKR Financial Corp. ............ 379 10,396 LaSalle Hotel Properties........ 188 8,716 Lexington Corporate Properties Trust......................... 323 6,825 Longview Fibre Co. ............. 317 7,808 LTC Properties, Inc. ........... 103 2,669 Luminent Mortgage Capital, Inc. ......................... 260 2,324 Maguire Properties, Inc. ....... 170 6,045 Medical Properties Trust, Inc. ......................... 235 3,452 Meruelo Maddux Properties Inc (a)........................... 177 1,549 MFA Mortgage Investments, Inc. ......................... 374 2,880 Mid-America Apartment Communities, Inc. ............ 119 6,695 Mills Corp. .................... 260 6,562 National Health Investors, Inc. ......................... 123 3,855 National Retail Properties, Inc. ......................... 291 7,039 Nationwide Health Properties, Inc. ......................... 405 12,660 Newcastle Investment Corp. ..... 232 6,433 NorthStar Realty Finance Corp... 281 4,274 Omega Healthcare Investors, Inc. ......................... 275 4,716 Parkway Properties, Inc. ....... 76 3,971 Pennsylvania Real Estate Investment Trust.............. 181 8,024 Post Properties, Inc. .......... 203 9,283 Potlatch Corp. ................. 187 8,561 PS Business Parks, Inc. ........ 78 5,501 RAIT Investment Trust........... 295 8,242 Ramco-Gershenson Properties Trust......................... 83 2,964 Rayonier, Inc. ................. 367 15,781 Realty Income Corp. ............ 478 13,480 Redwood Trust, Inc. ............ 118 6,157 Saul Centers, Inc. ............. 55 3,130 Senior Housing Properties Trust......................... 403 9,632 Sovran Self Storage, Inc. ...... 98 5,430 Spirit Finance Corp. ........... 519 7,733 Strategic Hotels & Resorts, Inc. ......................... 362 8,279 Sun Communities, Inc. .......... 81 2,513 Sunstone Hotel Investors, Inc. ......................... 276 7,524 Tanger Factory Outlet Centers, Inc. ......................... 144 5,816 Taubman Centers, Inc. .......... 256 14,845 U-Store-It Trust................ 230 4,628 Universal Health Realty Income Trust......................... 60 2,145 54
N-Q57th “Page” of 97TOC1stPreviousNextBottomJust 57th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Urstadt Biddle Properties (Class A)............................ 90 $ 1,760 Washington Real Estate Investment Trust.............. 213 7,970 ---------- 660,547 ---------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.3% Affordable Residential Communities (a)............... 234 2,838 Jones Lang LaSalle, Inc. ....... 175 18,249 Move, Inc. (a).................. 655 3,629 Tejon Ranch Co. (a)............. 57 2,696 ---------- 27,412 ---------- ROAD & RAIL -- 1.7% Amerco, Inc. (a)................ 37 2,590 Arkansas Best Corp. ............ 110 3,910 Avis Budget Group, Inc. (a)..... 487 13,305 Con-way, Inc. .................. 227 11,314 Dollar Thrifty Automotive Group (a)........................... 107 5,461 Florida East Coast Industries, Inc. ......................... 100 6,269 GATX Corp. ..................... 221 10,564 Genesee & Wyoming, Inc. (Class A) (a)........................ 180 4,790 Heartland Express, Inc. ........ 281 4,462 Kansas City Southern (a)........ 369 13,129 Knight Transportation, Inc. .... 266 4,740 Laidlaw International, Inc. .... 388 13,425 Landstar Systems, Inc. ......... 269 12,331 Old Dominion Freight Line, Inc. (a)........................... 153 4,408 Ryder Systems, Inc. ............ 288 14,210 Swift Transportation Co., Inc. (a)........................... 226 7,042 United Rentals, Inc. (a)........ 327 8,992 Werner Enterprises, Inc. ....... 258 4,688 YRC Worldwide, Inc. (a)......... 274 11,020 ---------- 156,650 ---------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 3.2% Actel Corp. (a)................. 119 1,966 Advanced Analogic Technologies, Inc. (a)...................... 216 1,421 Advanced Energy Industries, Inc. (a)........................... 172 3,619 AMIS Holdings, Inc. (a)......... 305 3,340 Amkor Technology, Inc. (a)...... 484 6,040 Anadigics, Inc. (a)............. 275 3,250 Applied Micro Circuits Corp. (a)........................... 1,389 5,070 Atheros Communications, Inc. (a)........................... 259 6,198 Atmel Corp. (a)................. 2,188 11,006 ATMI, Inc. (a).................. 168 5,136 Axcelis Technologies, Inc. (a).. 480 3,667 Brooks Automation, Inc. (a)..... 342 5,865 Cabot Microelectronics Corp. (a)........................... 114 3,820 Cirrus Logic, Inc. (a).......... 353 2,704 Cohu, Inc. ..................... 101 1,899 Conexant Systems, Inc. (a)...... 2,269 3,744 Credence Systems Corp. (a)...... 423 1,400 Cree, Inc. (a).................. 361 5,942 Cymer, Inc. (a)................. 181 7,521 Cypress Semiconductor Corp. (a)........................... 691 12,818 Diodes, Inc. (a)................ 95 3,311 DSP Group, Inc. (a)............. 140 2,660 Entegris, Inc. (a).............. 577 6,174 Exar Corp. (a).................. 166 2,198 Fairchild Semiconductor International, Inc. (a)....... 572 9,564 FEI Co. (a)..................... 159 5,734 Formfactor, Inc. (a)............ 209 9,353 Genesis Microchip, Inc. (a)..... 175 1,626 Hittite Microwave Corp. (a)..... 63 2,531 Integrated Device Technology, Inc. (a)...................... 963 14,849 Kulicke & Soffa Industries, Inc. (a)........................... 284 2,627 Lattice Semiconductor Corp. (a)........................... 517 3,024 Mattson Technology, Inc. (a).... 250 2,275 Micrel, Inc. (a)................ 280 3,086 Microsemi Corp. (a)............. 342 7,117 MKS Instruments, Inc. (a)....... 186 4,747 Netlogic Microsystems, Inc. (a)........................... 81 2,156 OmniVision Technologies, Inc. (a)........................... 285 3,694 ON Semiconductor Corp. (a)...... 1,154 10,294 PDF Solutions, Inc. (a)......... 108 1,219 Photronics, Inc. (a)............ 204 3,172 PMC-Sierra, Inc. (a)............ 985 6,905 Rambus, Inc. (a)................ 464 9,860 RF Micro Devices, Inc. (a)...... 899 5,601 Semtech Corp. (a)............... 344 4,637 Sigma Designs, Inc. (a)......... 110 2,889 Silicon Image, Inc. (a)......... 428 3,492 Silicon Laboratories, Inc. (a).. 242 7,241 Silicon Storage Technology, Inc. (a)........................... 430 2,120 Sirf Technology Holdings, Inc. (a)........................... 240 6,662 Skyworks Solutions, Inc. (a).... 750 4,312 Spansion, Inc. (a).............. 408 4,973 Standard Microsystems Corp. (a)........................... 110 3,359 Tessera Technologies, Inc. (a).. 226 8,981 Trident Microsystems, Inc. (a).. 279 5,597 TriQuint Semiconductor, Inc. (a)........................... 643 3,215 Ultratech, Inc. (a)............. 107 1,456 Varian Semiconductor Equipment Associates, Inc. (a).......... 272 14,519 Veeco Instruments, Inc. (a)..... 131 2,554 Zoran Corp. (a)................. 229 3,898 ---------- 300,108 ---------- SOFTWARE -- 3.1% Advent Software, Inc. (a)....... 96 3,348 Agile Software Corp. (a)........ 256 1,779 Altiris, Inc. (a)............... 117 3,850 Ansoft Corp. (a)................ 70 2,215 Ansys, Inc. (a)................. 163 8,276 Aspen Technology, Inc. (a)...... 106 1,378 Blackbaud, Inc. ................ 208 5,079 Blackboard, Inc. (a)............ 116 3,901 Borland Software Corp. (a)...... 417 2,198 Commvault Systems, Inc. (a)..... 118 1,912 Compuware Corp. (a)............. 1,564 14,842 Concur Technologies, Inc. (a)... 164 2,863 Epicor Software Corp. (a)....... 234 3,255 eSpeed, Inc. (a)................ 145 1,377 Factset Research Systems, Inc. ......................... 216 13,576 Fair Isaac Corp. ............... 276 10,676 FalconStor Software, Inc. (a)... 116 1,209 Hyperion Solutions Corp. (a).... 287 14,875 i2 Technologies, Inc. (a)....... 66 1,584 Informatica Corp. (a)........... 420 5,641 Jack Henry & Associates, Inc. .. 400 9,620 JDA Software Group, Inc. (a).... 144 2,164 Kronos, Inc. (a)................ 160 8,560 Lawson Software, Inc. (a)....... 723 5,849 Macrovision Corp. (a)........... 251 6,288 Magma Design Automation, Inc. (a)........................... 194 2,320 55
N-Q58th “Page” of 97TOC1stPreviousNextBottomJust 58th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- Manhattan Associates, Inc. (a).. 131 $ 3,593 Mentor Graphics Corp. (a)....... 408 6,667 MICROS Systems, Inc. (a)........ 188 10,150 MicroStrategy, Inc. (a)......... 47 5,940 Midway Games, Inc. (a).......... 43 269 MSC Software Corp. (a).......... 188 2,585 NAVTEQ Corp. (a)................ 444 15,318 Novell, Inc. (a)................ 1,655 11,949 Nuance Communications, Inc. (a)........................... 690 10,564 Opsware, Inc. (a)............... 450 3,262 Parametric Technology Corp. (a)........................... 550 10,499 Progress Software Corp. (a)..... 203 6,334 Quality Systems, Inc. .......... 84 3,360 Quest Software, Inc. (a)........ 271 4,409 Sonic Solutions, Inc. (a)....... 128 1,805 SPSS, Inc. (a).................. 95 3,429 Sybase, Inc. (a)................ 435 10,997 Synchronoss Technologies, Inc. (a)........................... 68 1,183 Take-Two Interactive Software, Inc. (a)...................... 339 6,827 THQ, Inc. (a)................... 312 10,667 TIBCO Software, Inc. (a)........ 990 8,435 Transaction Systems Architects, Inc. (a)...................... 176 5,701 Ultimate Software Group, Inc. (a)........................... 117 3,064 Vasco Data Security International (a)............. 126 2,252 Wind River Systems, Inc. (a).... 401 3,986 Witness Systems, Inc. (a)....... 167 4,501 ---------- 296,381 ---------- SPECIALTY RETAIL -- 3.6% Aaron Rents, Inc. (Class B)..... 228 6,028 AC Moore Arts & Crafts, Inc. (a)........................... 90 1,921 Aeropostale, Inc. (a)........... 253 10,178 AnnTaylor Stores Corp. (a)...... 345 13,379 Asbury Automotive Group, Inc. .. 133 3,757 Barnes & Noble, Inc. ........... 250 9,863 Bebe Stores, Inc. .............. 110 1,912 Big 5 Sporting Goods Corp. ..... 100 2,592 Blockbuster, Inc. (Class A) (a)........................... 839 5,403 Borders Group, Inc. ............ 300 6,126 Brown Shoe Co., Inc. (a)........ 132 5,544 Buckle, Inc. ................... 70 2,499 Build-A-Bear Workshop, Inc. (a)........................... 71 1,950 Cabela's, Inc. (a).............. 208 5,161 Charlotte Russe Holding, Inc. (a)........................... 109 3,147 Charming Shoppes, Inc. (a)...... 596 7,718 Christopher & Banks Corp. ...... 198 3,855 Claire's Stores, Inc. .......... 426 13,683 Coldwater Creek, Inc. (a)....... 282 5,719 Conn's, Inc. (a)................ 57 1,411 CSK Auto Corp. (a).............. 206 3,543 DEB Shops, Inc. ................ 17 460 Dick's Sporting Goods, Inc. (a)........................... 159 9,263 Dress Barn, Inc. (a)............ 225 4,682 DSW, Inc. (Class A) (a)......... 72 3,039 GameStop Corp. (Class A) (a).... 644 20,975 Genesco, Inc. (a)............... 108 4,485 Group 1 Automotive, Inc. ....... 102 4,057 Guess ?, Inc. .................. 306 12,390 Guitar Center, Inc. (a)......... 141 6,362 Gymboree Corp. (a).............. 152 6,091 Hibbett Sports, Inc. (a)........ 162 4,632 Hot Topic, Inc. (a)............. 209 2,320 J. Crew Group, Inc. (a)......... 178 7,150 Jo-Ann Stores, Inc. (a)......... 110 2,998 Jos. A. Bank Clothiers, Inc. (a)........................... 88 3,111 Lithia Motors, Inc. (Class A)... 85 2,330 Mens Wearhouse, Inc. ........... 235 11,057 New York & Co., Inc. (a)........ 106 1,674 OfficeMax, Inc. ................ 354 18,670 Pacific Sunwear of California, Inc. (a)...................... 334 6,957 Payless ShoeSource, Inc. (a).... 313 10,392 Pier 1 Imports, Inc. ........... 389 2,688 Rent-A-Center, Inc. (a)......... 339 9,485 Sally Beauty Holdings, Inc. (a)........................... 400 3,676 Select Comfort Corp. (a)........ 250 4,450 Sonic Automotive, Inc. (Class A)............................ 144 4,104 Stage Stores, Inc. ............. 209 4,872 Stein Mart, Inc. ............... 129 2,105 Talbots, Inc. .................. 104 2,456 The Cato Corp. (Class A)........ 152 3,555 The Children's Place Retail Stores, Inc. (a).............. 113 6,301 The Finish Line, Inc. (Class A)............................ 188 2,369 The Pep Boys -- Manny, Moe & Jack.......................... 200 3,818 Tractor Supply Co. (a).......... 169 8,704 Tween Brands, Inc. (a).......... 160 5,715 United Auto Group, Inc. ........ 190 3,857 West Marine, Inc. (a)........... 64 1,165 Zale Corp. (a).................. 227 5,988 Zumiez, Inc. (a)................ 91 3,651 ---------- 337,443 ---------- TEXTILES, APPAREL & LUXURY GOODS -- 1.4% Carter's, Inc. (a).............. 253 6,411 Columbia Sportswear Co. ........ 65 4,050 CROCS, Inc. (a)................. 180 8,505 Deckers Outdoor Corp. (a)....... 51 3,622 Fossil, Inc. (a)................ 233 6,168 Hanesbrands, Inc. (a)........... 469 13,784 Heelys, Inc. (a)................ 30 880 Iconix Brand Group, Inc. (a).... 264 5,386 K-Swiss, Inc. (Class A)......... 125 3,378 Kellwood Co. ................... 113 3,314 Kenneth Cole Productions, Inc. (Class A)..................... 58 1,489 Maidenform Brands, Inc. (a)..... 75 1,730 Movado Group, Inc. ............. 85 2,503 Oxford Industries, Inc. ........ 76 3,757 Phillips-Van Heusen Corp. ...... 264 15,523 Quiksilver, Inc. (a)............ 572 6,635 Skechers USA, Inc. (a).......... 126 4,230 Steven Madden, Ltd. ............ 97 2,832 Stride Rite Corp. .............. 164 2,524 The Timberland Co. (Class A) (a)........................... 246 6,403 Under Armour, Inc. (Class A) (a)........................... 135 6,926 UniFirst Corp. ................. 65 2,494 Volcom, Inc. (a)................ 68 2,336 Warnaco Group, Inc. (a)......... 219 6,220 Wolverine World Wide, Inc. ..... 264 7,543 Xerium Technologies, Inc. ...... 98 786 ---------- 129,429 ---------- THRIFTS & MORTGAGE FINANCE -- 1.6% Accredited Home Lenders Holding Co. (a)....................... 117 1,085 Anchor Bancorp Wisconsin, Inc. ......................... 96 2,722 Bank Mutual Corp. .............. 281 3,195 BankAtlantic Bancorp, Inc. (Class A)..................... 216 2,367 56
N-Q59th “Page” of 97TOC1stPreviousNextBottomJust 59th
SPDR DJ WILSHIRE SMALL CAP ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- BankUnited Financial Corp. ..... 169 $ 3,584 Brookline Bancorp, Inc. ........ 311 3,940 Capitol Federal Financial....... 102 3,857 Charter Financial Corp. ........ 19 912 City Bank....................... 68 2,183 Clayton Holdings, Inc. (a)...... 54 828 Clifton Savings Bancorp, Inc. .. 68 812 Corus Bankshares, Inc. ......... 165 2,815 Dime Community Bancshares....... 162 2,143 Downey Financial Corp. ......... 98 6,325 First Busey Corp. .............. 79 1,693 First Financial Holdings, Inc. ......................... 57 1,972 First Niagara Financial Group, Inc. ......................... 522 7,261 First Place Financial Corp. .... 76 1,630 FirstFed Financial Corp. (a).... 78 4,433 Flagstar Bancorp, Inc. ......... 184 2,199 Flushing Financial Corp. ....... 98 1,591 Franklin Bank Corp. (a)......... 115 2,055 Fremont General Corp. .......... 317 2,197 IndyMac Bancorp, Inc. .......... 352 11,282 Kearny Financial Corp. ......... 104 1,495 KNBT Bancorp, Inc. ............. 136 2,005 MAF Bancorp, Inc. .............. 146 6,036 NewAlliance Bancshares, Inc. ... 510 8,267 Northwest Bancorp, Inc. ........ 103 2,790 OceanFirst Financial Corp. ..... 39 677 Ocwen Financial Corp. (a)....... 183 2,355 Oritani Financial Corp. (a)..... 58 870 Partners Trust Financial Group, Inc. ......................... 214 2,446 PFF Bancorp, Inc. .............. 101 3,063 Provident Financial Services, Inc. ......................... 289 5,043 Provident New York Bancorp...... 199 2,816 Roma Financial Corp. (a)........ 49 759 TierOne Corp. .................. 85 2,298 Triad Guaranty, Inc. (a)........ 58 2,402 TrustCo Bank Corp. NY........... 363 3,478 United Community Financial Corp. ........................ 132 1,459 Washington Federal, Inc. ....... 420 9,853 Wauwatosa Holdings, Inc. (a).... 48 839 Webster Financial Corp. ........ 271 13,011 WSFS Financial Corp. ........... 36 2,321 ---------- 147,364 ---------- TOBACCO -- 0.2% Alliance One International, Inc. (a)........................... 438 4,042 M&F Worldwide Corp. (a)......... 62 2,952 Universal Corp. ................ 123 7,546 Vector Group, Ltd. ............. 142 2,657 ---------- 17,197 ---------- TRADING COMPANIES & DISTRIBUTORS -- 0.7% Aircastle, Ltd. ................ 109 3,856 Applied Industrial Technologies, Inc. ......................... 189 4,638 Beacon Roofing Supply, Inc. (a)........................... 210 3,398 BlueLinx Holdings, Inc. ........ 55 578 H&E Equipment Services, Inc. (a)........................... 77 1,656 Interline Brands, Inc. (a)...... 147 3,222 Kaman Corp. (Class A)........... 117 2,727 Lawson Products, Inc. .......... 22 833 MSC Industrial Direct Co., Inc. (Class A)..................... 221 10,316 TAL International Group, Inc. .. 80 1,920 TransDigm Group, Inc. (a)....... 66 2,401 UAP Holding Corp. .............. 189 4,886 Watsco, Inc. ................... 115 5,873 Wesco International, Inc. (a)... 238 14,942 Williams Scotsman International, Inc. (a)...................... 112 2,202 ---------- 63,448 ---------- TRANSPORTATION INFRASTRUCTURE -- 0.1% Interpool, Inc. ................ 67 1,636 Macquarie Infrastructure Co. Trust......................... 165 6,485 ---------- 8,121 ---------- WATER UTILITIES -- 0.2% American States Water Co. ...... 81 2,987 Aqua America, Inc. ............. 642 14,413 California Water Service Group.. 92 3,525 SJW Corp. ...................... 62 2,510 ---------- 23,435 ---------- WIRELESS TELECOMMUNICATION SERVICES -- 0.3% Centennial Communications Corp. (a)........................... 112 922 Dobson Communications Corp. (Class A) (a)................. 704 6,047 FiberTower Corp. (a)............ 444 2,304 ICO Global Communications Holdings, Ltd. (a)............ 529 2,063 iPCS, Inc. (a).................. 51 2,498 SBA Communications Corp. (a).... 436 12,884 Syniverse Holdings, Inc. (a).... 135 1,423 USA Mobility, Inc. ............. 121 2,412 ---------- 30,553 ---------- TOTAL COMMON STOCKS -- (Cost $9,579,372)............. 9,478,355 ---------- WARRANTS -- 0.0% Pegasus Wireless Corp.(a) (Cost $0) 97 -- ---------- SHORT TERM INVESTMENTS -- 0.2% MONEY MARKET FUND -- 0.2% AIM Short Term Investment Class Prime Fund (Cost $23,250)..... 23,250 23,250 ---------- TOTAL INVESTMENTS -- 100.1% (Cost $9,602,622)............. 9,501,605 OTHER ASSETS AND LIABILITIES -- (0.1)%......... (10,211) ---------- NET ASSETS -- 100.0%............ $9,491,394 ========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 57
N-Q60th “Page” of 97TOC1stPreviousNextBottomJust 60th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.8% AEROSPACE & DEFENSE -- 1.7% AAR Corp. (a).................. 3,044 $ 83,893 Argon ST, Inc. (a)............. 1,158 30,641 Armor Holdings, Inc. (a)....... 2,763 186,033 BE Aerospace, Inc. (a)......... 7,521 238,416 Ceradyne, Inc. (a)............. 2,079 113,804 DynCorp International, Inc. (a).......................... 2,087 31,493 EDO Corp. ..................... 1,394 36,523 Hexcel Corp. (a)............... 7,710 153,043 Innovative Solutions & Support, Inc. (a)..................... 881 22,307 Ionatron, Inc. (a)............. 3,435 16,007 K&F Industries Holdings, Inc. (a).......................... 1,503 40,476 Moog, Inc. (a)................. 3,216 133,946 MTC Technologies, Inc. (a)..... 820 17,244 Orbital Sciences Corp. (a)..... 5,013 93,944 Taser International, Inc. (a).. 5,176 41,563 Teledyne Technologies, Inc. (a).......................... 2,722 101,912 United Industrial Corp. ....... 784 43,277 ----------- 1,384,522 ----------- AIR FREIGHT & LOGISTICS -- 0.8% ABX Air, Inc. (a).............. 4,892 33,510 Atlas Air Worldwide Holdings, Inc. (a)..................... 1,231 64,911 EGL, Inc. (a).................. 2,714 107,556 Forward Air Corp. ............. 2,543 83,614 HUB Group, Inc. (Class A) (a).. 3,338 96,768 Pacer International, Inc. ..... 3,076 82,867 UTI Worldwide, Inc. ........... 6,917 170,020 ----------- 639,246 ----------- AIRLINES -- 0.9% AirTran Holdings, Inc. (a)..... 7,585 77,898 Allegiant Travel Co. (a)....... 422 13,293 Continental Airlines, Inc. (Class B) (a)................ 8,153 296,688 ExpressJet Holdings, Inc. (a).. 4,218 24,633 JetBlue Airways Corp. (a)...... 13,930 160,334 Republic Airways Holdings, Inc. (a).......................... 2,785 63,944 SkyWest, Inc. ................. 5,309 142,440 ----------- 779,230 ----------- AUTO COMPONENTS -- 0.4% Drew Industries, Inc. (a)...... 1,573 45,114 Gentex Corp. .................. 11,957 194,301 Tenneco Automotive, Inc. (a)... 3,814 97,104 ----------- 336,519 ----------- AUTOMOBILES -- 0.3% Fleetwood Enterprises, Inc. (a).......................... 5,302 41,939 Thor Industries, Inc. ......... 3,170 124,866 Winnebago Industries, Inc. .... 2,454 82,528 ----------- 249,333 ----------- BEVERAGES -- 0.3% Boston Beer Co., Inc. (a)...... 832 27,747 Coca-Cola Hellenic Bottling Co. SA........................... 336 19,028 Hansen Natural Corp. (a)....... 6,010 227,659 ----------- 274,434 ----------- BIOTECHNOLOGY -- 4.1% Advanced Magnetics, Inc. (a)... 1,171 70,576 Affymax, Inc. (a).............. 311 10,014 Alexion Pharmaceuticals, Inc. (a).......................... 2,894 125,137 Alkermes, Inc. (a)............. 8,456 130,561 Alnylam Pharmaceuticals, Inc. (a).......................... 2,452 44,136 Altus Pharmaceuticals, Inc. (a).......................... 1,097 16,696 Applera Corp. -- Celera Genomics Group (a)........... 6,522 92,612 Arena Pharmaceuticals, Inc. (a).......................... 4,958 53,844 Ariad Pharmaceuticals, Inc. (a).......................... 5,509 24,735 BioMarin Pharmaceuticals, Inc. (a).......................... 7,625 131,608 Cepheid, Inc. (a).............. 4,598 54,624 Cubist Pharmaceuticals, Inc. (a).......................... 4,532 100,021 CV Therapeutics, Inc. (a)...... 4,667 36,729 Dendreon Corp. (a)............. 6,858 88,674 Digene Corp. (a)............... 1,863 79,010 Enzon Pharmaceuticals, Inc. (a).......................... 3,718 30,302 Geron Corp. (a)................ 5,523 38,661 GTx Inc (a).................... 943 19,237 Human Genome Sciences, Inc. (a).......................... 10,868 115,418 Idenix Pharmaceuticals, Inc. (a).......................... 1,698 12,395 ImClone Systems, Inc. (a)...... 4,994 203,605 InterMune, Inc. (a)............ 2,199 54,227 Isis Pharmaceuticals, Inc. (a).......................... 6,391 59,245 Keryx Biopharmaceuticals, Inc. (a).......................... 3,315 34,874 Lexicon Genetics, Inc. (a)..... 5,553 20,157 Life Cell Corp. (a)............ 2,797 69,841 Ligand Pharmaceuticals, Inc. (Class B) (a)................ 6,248 62,980 MannKind Corp. (a)............. 4,086 58,430 Martek Biosciences Corp. (a)... 2,706 55,798 Maxygen, Inc. (a).............. 2,485 27,708 Medarex, Inc. (a).............. 10,442 135,119 Momenta Pharmaceuticals, Inc. (a).......................... 2,193 28,421 Myriad Genetics, Inc. (a)...... 3,584 123,505 Neurocrine Biosciences, Inc. (a).......................... 3,161 39,513 Onyx Pharmaceuticals, Inc. (a).......................... 3,667 91,088 OSI Pharmaceuticals, Inc. (a).. 4,767 157,311 PDL BioPharma, Inc. (a)........ 9,552 207,278 Pharmion Corp. (a)............. 2,254 59,258 Progenics Pharmaceuticals, Inc. (a).......................... 1,884 44,613 Regeneron Pharmaceuticals, Inc. (a).......................... 5,420 117,180 Savient Pharmaceuticals, Inc. (a).......................... 4,349 52,275 Tanox, Inc. (a)................ 2,080 39,021 Telik, Inc. (a)................ 4,392 23,849 Theravance, Inc. (a)........... 3,940 116,230 United Therapeutics Corp. (a).. 1,938 104,226 Vanda Pharmaceuticals, Inc. (a).......................... 1,824 44,433 Zymogenetics, Inc. (a)......... 3,176 49,419 ----------- 3,354,594 ----------- BUILDING PRODUCTS -- 0.2% Griffon Corp. (a).............. 2,272 56,232 PGT, Inc. (a).................. 1,051 12,612 Simpson Manufacturing Co., Inc. ........................ 3,157 97,362 Trex Co., Inc. (a)............. 1,063 22,886 ----------- 189,092 ----------- CAPITAL MARKETS -- 0.9% ACA Capital Holdings, Inc. (a).......................... 580 8,132 Calamos Asset Management, Inc. (Class B).................... 1,920 42,854 Cohen & Steers, Inc. .......... 949 40,883 GFI Group, Inc. (a)............ 1,316 89,448 Greenhill & Co., Inc. ......... 981 60,224 Investors Financial Services Corp. ....................... 5,424 315,406 KBW, Inc. (a).................. 573 19,917 optionsXpress Holdings, Inc. .. 3,772 88,793 58
N-Q61st “Page” of 97TOC1stPreviousNextBottomJust 61st
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Penson Worldwide, Inc. (a)..... 1,410 $ 42,568 TradeStation Group, Inc. (a)... 2,927 36,851 ----------- 745,076 ----------- CHEMICALS -- 0.7% American Vanguard Corp. ....... 1,733 29,617 Nalco Holding Co. (a).......... 7,813 186,731 PolyOne Corp. (a).............. 7,172 43,749 Rockwood Holdings, Inc. (a).... 2,997 82,957 Symyx Technologies, Inc. (a)... 2,740 48,553 Terra Industries, Inc. (a)..... 7,781 136,167 Zoltek Cos., Inc. (a).......... 1,733 60,534 ----------- 588,308 ----------- COMMERCIAL BANKS -- 2.0% Bank of the Ozarks, Inc. ...... 1,069 30,702 Boston Private Financial Holdings, Inc. .............. 3,040 84,877 Cascade Bancorp................ 1,788 46,381 Cathay General Bancorp......... 3,663 124,469 Centennial Bank Holdings, Inc. (a).......................... 4,928 42,627 CoBiz, Inc. ................... 1,595 31,756 East West Bancorp, Inc. ....... 4,777 175,650 Hanmi Financial Corp. ......... 4,083 77,822 Nara Bancorp, Inc. ............ 1,866 32,674 Old Second Bancorp, Inc. ...... 1,031 28,249 PrivateBancorp, Inc. .......... 1,786 65,296 Prosperity Bancshares, Inc. ... 3,632 126,176 Signature Bank (a)............. 2,447 79,625 Sterling Financial Corp. -- Washington.......... 4,215 131,466 Texas Capital Bancshares, Inc. (a).......................... 2,183 44,752 UCBH Holdings, Inc. ........... 8,292 154,397 United Community Banks, Inc. .. 3,341 109,551 Virginia Commerce Bancorp, Inc. (a).......................... 1,571 34,012 W Holding Co., Inc. ........... 11,158 55,790 Western Alliance Bancorp (a)... 1,651 51,247 Wintrust Financial Corp. ...... 2,139 95,421 ----------- 1,622,940 ----------- COMMERCIAL SERVICES & SUPPLIES -- 5.2% ACCO Brands Corp. (a).......... 4,055 97,685 Administaff, Inc. ............. 2,097 73,814 Advisory Board Co. (a)......... 1,538 77,854 American Reprographics Co. (a).......................... 2,637 81,193 Amrep Corp. ................... 145 11,201 CBIZ, Inc. (a)................. 4,548 32,291 Cenveo, Inc. (a)............... 3,527 85,706 Clean Harbors, Inc. (a)........ 1,261 57,022 Copart, Inc. (a)............... 5,581 156,324 Corrections Corp. of America (a).......................... 5,164 272,711 CoStar Group, Inc. (a)......... 1,566 69,969 Covanta Holding Corp. (a)...... 8,944 198,378 CRA International, Inc. (a).... 984 51,345 Diamond Management & Technology Consultants, Inc. ........... 2,630 30,745 First Advantage Corp. (Class A) (a).......................... 622 14,909 FTI Consulting, Inc. (a)....... 3,503 117,666 Fuel Tech, Inc. (a)............ 1,427 35,176 Healthcare Services Group, Inc. ........................ 2,043 58,532 Herman Miller, Inc. ........... 5,384 180,310 HNI Corp. ..................... 3,304 151,753 Hudson Highland Group, Inc. (a).......................... 2,085 32,505 Huron Consulting Group, Inc. (a).......................... 1,269 77,206 IHS, Inc. (a).................. 2,494 102,528 Innerworkings, Inc. (a)........ 2,313 27,293 Interface, Inc. (Class A) (a).. 4,367 69,828 Kenexa Corp. (a)............... 1,687 52,516 Kforce, Inc. (a)............... 3,446 47,451 Knoll, Inc. ................... 3,608 85,979 Korn/Ferry International (a)... 3,515 80,634 Labor Ready, Inc. (a).......... 4,351 82,626 LECG Corp. (a)................. 1,924 27,860 Mine Safety Appliances Co. .... 2,286 96,149 Mobile Mini, Inc. (a).......... 2,992 80,126 Navigant Consulting, Inc. (a).. 4,482 88,564 Pike Electric Corp. (a)........ 1,457 26,343 Resources Connection, Inc. (a).......................... 3,809 121,850 Rollins, Inc. ................. 2,917 67,120 SAIC, Inc. (a)................. 7,200 124,704 Spherion Corp. (a)............. 4,721 41,639 Steelcase, Inc. (Class A)...... 5,251 104,442 Stericycle, Inc. (a)........... 3,683 300,165 TeleTech Holdings, Inc. (a).... 2,968 108,896 Tetra Tech, Inc. (a)........... 4,854 92,517 The Brink's Co. ............... 3,752 238,064 The Geo Group, Inc. (a)........ 1,624 73,600 Volt Information Sciences, Inc. (a).......................... 1,246 32,633 Waste Connections, Inc. (a).... 5,709 170,928 ----------- 4,308,750 ----------- COMMUNICATIONS EQUIPMENT -- 3.6% Acme Packet, Inc. (a).......... 959 14,174 ADC Telecommunications, Inc. (a).......................... 9,788 163,851 Adtran, Inc. .................. 5,277 128,495 Andrew Corp. (a)............... 13,099 138,718 Arris Group, Inc. (a).......... 9,000 126,720 Avocent Corp. (a).............. 3,731 100,625 C-COR.net Corp. (a)............ 3,669 50,852 CIENA Corp. (a)................ 7,101 198,473 Comtech Telecommunications Corp. (a).................... 1,921 74,400 Extreme Networks, Inc. (a)..... 8,943 37,829 F5 Networks, Inc. (a).......... 3,514 234,314 Finisar Corp. (a).............. 20,750 72,625 Foundry Networks, Inc. (a)..... 10,580 143,571 Harmonic, Inc. (a)............. 6,191 60,796 Harris Stratex Networks, Inc. (a).......................... 1,954 37,497 Hughes Communications, Inc. (a).......................... 536 26,173 InterDigital Communications Corp. (a).................... 4,391 139,063 Ixia (a)....................... 3,069 28,542 Loral Space & Communications, Ltd. (a)..................... 1,083 55,103 Netgear, Inc. (a).............. 2,802 79,941 Nextwave Wireless, Inc. (a).... 3,655 36,550 OpNext, Inc. (a)............... 1,412 20,883 Optium Corp. (a)............... 438 8,502 Packeteer, Inc. (a)............ 2,967 36,850 Plantronics, Inc. ............. 3,979 93,984 Polycom, Inc. (a).............. 7,408 246,909 Powerwave Technologies, Inc. (a).......................... 9,394 53,452 Riverbed Technology, Inc. (a).. 2,062 56,994 SafeNet, Inc. (a).............. 2,174 61,524 Sonus Networks, Inc. (a)....... 21,076 170,083 Symmetricom, Inc. (a).......... 3,899 32,362 Tekelec (a).................... 5,689 84,823 59
N-Q62nd “Page” of 97TOC1stPreviousNextBottomJust 62nd
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Utstarcom, Inc. (a)............ 8,819 $ 73,109 Viasat, Inc. (a)............... 2,261 74,545 ----------- 2,962,332 ----------- COMPUTERS & PERIPHERALS -- 1.4% Avid Technology, Inc. (a)...... 3,422 119,359 Brocade Communications Systems, Inc. (a)..................... 33,648 320,329 Hypercom Corp. (a)............. 4,274 25,473 Intermec, Inc. (a)............. 4,060 90,700 Komag, Inc. (a)................ 2,565 83,953 Novatel Wireless, Inc. (a)..... 2,500 40,100 Palm, Inc. (a)................. 7,916 143,517 QLogic Corp. (a)............... 13,259 225,403 Rackable Systems, Inc. (a)..... 2,350 39,880 Stratasys, Inc. (a)............ 854 36,483 Synaptics, Inc. (a)............ 2,114 54,076 ----------- 1,179,273 ----------- CONSTRUCTION & ENGINEERING -- 0.2% Infrasource Services, Inc. (a).......................... 3,326 101,543 Perini Corp. (a)............... 1,722 63,473 ----------- 165,016 ----------- CONSTRUCTION MATERIALS -- 0.3% Eagle Materials, Inc. ......... 4,033 179,993 Headwaters, Inc. (a)........... 3,510 76,693 ----------- 256,686 ----------- CONSUMER FINANCE -- 0.6% Advance America Cash Advance Centers, Inc. ............... 4,998 76,919 Cash America International, Inc. ........................ 2,456 100,696 CompuCredit Corp. (a).......... 2,707 84,513 Credit Acceptance Corp. (a).... 173 4,704 Dollar Financial Corp. (a)..... 1,789 45,262 Ezcorp, Inc. (a)............... 3,117 45,913 First Cash Financial Services, Inc. (a)..................... 2,376 52,937 Nelnet, Inc. .................. 1,766 42,331 World Acceptance Corp. (a)..... 1,302 52,015 ----------- 505,290 ----------- CONTAINERS & PACKAGING -- 0.2% Graphic Packaging Corp. (a).... 8,363 39,640 Myers Industries, Inc. ........ 2,244 41,918 Silgan Holdings, Inc. ......... 1,897 96,956 ----------- 178,514 ----------- DISTRIBUTORS -- 0.2% Keystone Automotive Industries, Inc. (a)..................... 1,377 46,405 LKQ Corp. (a).................. 4,179 91,353 ----------- 137,758 ----------- DIVERSIFIED CONSUMER SERVICES -- 2.4% Bright Horizons Family Solutions, Inc. (a).......... 2,190 82,672 Career Education Corp. (a)..... 8,004 244,122 Coinstar, Inc. (a)............. 2,321 72,647 Corinthian Colleges, Inc. (a).. 7,191 98,876 DeVry, Inc. ................... 5,109 149,949 Educate, Inc. (a).............. 1,700 13,022 INVESTools, Inc. (a)........... 3,745 52,056 ITT Educational Services, Inc. (a).......................... 3,453 281,385 Jackson Hewitt Tax Service, Inc. ........................ 2,490 80,128 Laureate Education, Inc. (a)... 3,955 233,226 Lincoln Educational Services Corp. (a).................... 214 3,041 Matthews International Corp. (Class A).................... 2,646 107,692 Pre-Paid Legal Services, Inc. (a).......................... 1,106 55,422 Sotheby's Holdings, Inc. ...... 5,460 242,861 Steiner Leisure, Ltd. (a)...... 1,311 58,969 Strayer Education, Inc. ....... 1,198 149,750 Universal Technical Institute, Inc. (a)..................... 1,984 45,791 ----------- 1,971,609 ----------- DIVERSIFIED FINANCIAL SERVICES -- 0.6% Asset Acceptance Capital Corp. (a).......................... 1,204 18,626 International Securities Exchange, Inc. .............. 3,011 146,937 Nasdaq Stock Market, Inc. (a).. 8,214 241,573 NewStar Financial, Inc. (a).... 1,009 16,911 Pico Holdings, Inc. (a)........ 973 41,557 Portfolio Recovery Associates, Inc. (a)..................... 1,326 59,206 ----------- 524,810 ----------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 1.1% Cbeyond, Inc. (a).............. 1,415 41,502 Cincinnati Bell, Inc. (a)...... 20,471 96,214 Cogent Communications Group, Inc. (a)..................... 4,064 96,032 Covad Communications Group, Inc. (a)..................... 25,092 31,867 General Communication, Inc. (Class A) (a)................ 3,915 54,810 Global Crossing, Ltd. (a)...... 1,502 41,305 Globalstar, Inc. (a)........... 631 6,688 NeuStar, Inc. (Class A) (a).... 6,159 175,162 NTELOS Holdings Corp. (a)...... 1,250 24,025 Paetec Hldg Corp. ............. 4,702 49,277 Premiere Global Services, Inc. (a).......................... 5,894 66,131 Time Warner Telecom, Inc. (Class A) (a)................ 11,953 248,264 Vonage Holdings Corp. (a)...... 3,402 11,737 ----------- 943,014 ----------- ELECTRIC UTILITIES -- 0.6% ITC Holdings Corp. ............ 3,519 152,337 Sierra Pacific Resources (a)... 18,541 322,243 ----------- 474,580 ----------- ELECTRICAL EQUIPMENT -- 1.3% Acuity Brands, Inc. ........... 3,625 197,345 American Superconductor Corp. (a).......................... 2,676 36,046 Encore Wire Corp. ............. 1,415 35,828 Energy Conversion Devices, Inc. (a).......................... 3,308 115,582 EnerSys (a).................... 2,247 38,603 Evergreen Solar, Inc. (a)...... 5,680 55,380 First Solar, Inc. (a).......... 1,669 86,805 Franklin Electric Co., Inc. ... 1,380 64,170 FuelCell Energy, Inc. (a)...... 4,092 32,163 General Cable Corp. (a)........ 4,285 228,948 II-VI, Inc. (a)................ 2,054 69,528 Medis Technologies, Ltd. (a)... 1,806 30,539 Plug Power, Inc. (a)........... 5,581 17,636 Power-One, Inc. (a)............ 6,334 36,230 Vicor Corp. ................... 1,597 16,002 ----------- 1,060,805 ----------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 3.0% Aeroflex, Inc. (a)............. 6,174 81,188 Benchmark Electronics, Inc. (a).......................... 5,955 123,030 Brightpoint, Inc. (a).......... 4,221 48,288 Cogent, Inc. (a)............... 3,409 45,851 Cognex Corp. .................. 3,397 73,613 CTS Corp. ..................... 3,019 41,723 60
N-Q63rd “Page” of 97TOC1stPreviousNextBottomJust 63rd
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Daktronics, Inc. .............. 3,040 $ 83,418 Dolby Laboratories, Inc. (a)... 2,842 98,077 Echelon Corp. (a).............. 2,610 27,509 FLIR Systems, Inc. (a)......... 5,470 195,115 Global Imaging Systems, Inc. (a).......................... 4,200 81,900 Insight Enterprises, Inc. (a).. 4,008 72,064 IPG Photonics Corp (a)......... 757 14,534 Itron, Inc. (a)................ 2,128 138,405 L-1 Identity Solutions, Inc. (a).......................... 5,575 92,043 Measurement Specialties, Inc. (a).......................... 1,116 25,177 Mercury Computer System, Inc. (a).......................... 1,879 26,062 Mettler Toledo International, Inc. (a)..................... 3,280 293,790 MTS Systems Corp. ............. 1,523 59,153 Multi-Fineline Electronix, Inc. (a).......................... 741 11,374 National Instruments Corp. .... 4,405 115,543 Rofin-Sinar Technologies, Inc. (a).......................... 1,281 75,810 Sanmina-SCI Corp. (a).......... 44,424 160,815 Scansource, Inc. (a)........... 2,165 58,109 Smart Modular Technologies (WWH), Inc. (a).............. 3,042 38,907 Sunpower Corp. (a)............. 1,819 82,765 Trimble Navigation, Ltd. (a)... 9,858 264,589 TTM Technologies, Inc. (a)..... 3,545 33,819 ----------- 2,462,671 ----------- ENERGY EQUIPMENT & SERVICES -- 3.6% Atwood Oceanics, Inc. (a)...... 2,230 130,879 Basic Energy Services, Inc. (a).......................... 1,874 43,664 Cal Dive International, Inc. (a).......................... 1,863 22,747 CARBO Ceramics, Inc. .......... 1,626 75,690 Complete Production Services, Inc. (a)..................... 3,471 69,108 Dresser-Rand Group, Inc. (a)... 6,164 187,755 Dril-Quip, Inc. (a)............ 1,985 85,911 Global Industries, Inc. (a).... 7,125 130,316 Grey Wolf, Inc. (a)............ 15,654 104,882 Helmerich & Payne, Inc. ....... 8,079 245,117 Hercules Offshore, Inc. (a).... 2,658 69,799 Hornbeck Offshore Services, Inc. (a)..................... 1,990 57,014 Hydril (a)..................... 1,462 140,703 Input/Output, Inc. (a)......... 5,873 80,930 NATCO Group, Inc. (a).......... 1,210 41,285 Newpark Resources, Inc. (a).... 7,546 53,199 Oceaneering International, Inc. (a).......................... 4,461 187,897 Oil States International, Inc. (a).......................... 3,866 124,060 Parker Drilling Co. (a)........ 9,081 85,271 Pioneer Drilling Co. (a)....... 4,138 52,511 RPC, Inc. ..................... 3,329 55,461 Superior Energy Services, Inc. (a).......................... 7,088 244,323 Superior Well Services, Inc. (a).......................... 941 21,502 Tetra Technologies, Inc. (a)... 5,962 147,321 Todco (Class A) (a)............ 4,819 194,350 Universal Compression Holdings, Inc. (a)..................... 2,539 171,840 W-H Energy Services, Inc. (a).. 2,502 116,944 ----------- 2,940,479 ----------- FOOD & STAPLES RETAILING -- 1.2% BJ'S Wholesale Club, Inc. (a).. 5,417 183,257 Central European Distribution Corp. (a).................... 2,433 70,825 Pantry, Inc. (a)............... 1,894 85,647 Pathmark Stores, Inc. (a)...... 2,652 33,946 Performance Food Group Co. (a).......................... 2,683 82,824 Rite Aid Corp. (a)............. 44,159 254,797 Smart & Final, Inc. (a)........ 1,094 23,816 The Andersons, Inc. ........... 1,458 64,735 United Natural Foods, Inc. (a).......................... 3,257 99,795 Winn-Dixie Stores, Inc. (a).... 4,508 79,566 ----------- 979,208 ----------- FOOD PRODUCTS -- 0.5% Delta and Pine Land Co. ....... 3,051 125,701 Flowers Foods, Inc. ........... 4,694 141,618 J&J Snack Foods Corp. ......... 1,163 45,927 Seaboard Corp. ................ 31 70,060 ----------- 383,306 ----------- GAS UTILITIES -- 0.3% Energen Corp. ................. 5,441 276,892 ----------- HEALTH CARE EQUIPMENT & SUPPLIES -- 5.4% Accuray, Inc. (a).............. 1,347 29,957 Align Technology, Inc. (a)..... 4,731 75,034 American Medical Systems Holdings, Inc. (a)........... 5,822 123,252 Arrow International, Inc. ..... 1,889 60,750 Arthrocare Corp. (a)........... 2,251 81,126 Aspect Medical Systems, Inc. (a).......................... 1,411 21,998 Biosite, Inc. (a).............. 1,333 111,932 CONMED Corp. (a)............... 2,344 68,515 Cyberonics, Inc. (a)........... 1,485 27,888 Edwards Lifesciences Corp. (a).......................... 4,875 247,163 ev3, Inc. (a).................. 1,657 32,643 Foxhollow Technologies, Inc. (a).......................... 1,662 34,719 Gen-Probe, Inc. (a)............ 4,346 204,610 Greatbatch, Inc. (a)........... 1,845 47,048 Haemonetics Corp. (a).......... 2,248 105,094 Hologic, Inc. (a).............. 4,399 253,558 I-Flow Corp. (a)............... 1,967 28,994 ICU Medical, Inc. (a).......... 1,117 43,786 IDEXX Laboratories, Inc. (a)... 2,600 227,838 Immucor, Inc. (a).............. 5,795 170,547 Integra LifeSciences Holdings Corp. (a).................... 1,583 72,153 Intralase Corp. (a)............ 1,847 46,138 Inverness Medical Innovations, Inc. (a)..................... 3,380 147,976 Kensey Nash Corp. (a).......... 934 28,487 Kinetic Concepts, Inc. (a)..... 4,325 219,018 Kyphon, Inc. (a)............... 3,691 166,612 Mentor Corp. .................. 3,609 166,014 Meridian Bioscience, Inc. ..... 2,005 55,659 Merit Medical Systems, Inc. (a).......................... 2,297 28,827 NuVasive, Inc. (a)............. 2,679 63,626 OraSure Technologies, Inc. (a).......................... 3,862 28,386 Palomar Medical Technologies, Inc. (a)..................... 1,353 54,052 PolyMedica Corp. .............. 1,887 79,877 ResMed, Inc. (a)............... 6,369 320,807 Respironics, Inc. (a).......... 6,093 255,845 Sirona Dental Systems, Inc. ... 1,483 51,104 SonoSite, Inc. (a)............. 1,370 38,716 STERIS Corp. .................. 5,395 143,291 SurModics, Inc. (a)............ 1,333 47,988 Symmetry Medical, Inc. (a)..... 2,491 40,678 Thoratec Corp. (a)............. 4,014 83,893 Viasys Healthcare, Inc. (a).... 2,737 93,031 Vital Signs, Inc. ............. 680 35,346 Volcano Corp. (a).............. 1,804 32,490 61
N-Q64th “Page” of 97TOC1stPreviousNextBottomJust 64th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- West Pharmaceutical Services, Inc. ........................ 2,696 $ 125,175 Wright Medical Group, Inc. (a).......................... 2,970 66,201 ----------- 4,487,842 ----------- HEALTH CARE PROVIDERS & SERVICES -- 4.1% Alliance Imaging, Inc. (a)..... 1,741 15,199 Amedisys, Inc. (a)............. 2,143 69,498 AMERIGROUP Corp. (a)........... 4,436 134,854 AMN Healthcare Services, Inc. (a).......................... 2,865 64,806 Amsurg Corp. (a)............... 2,462 60,294 Apria Healthcare Group, Inc. (a).......................... 3,537 114,068 Assisted Living Concepts, Inc. (a).......................... 4,729 55,802 Centene Corp. (a).............. 3,592 75,396 Cross Country Healthcare, Inc. (a).......................... 2,125 38,739 Gentiva Health Services, Inc. (a).......................... 2,166 43,688 Health Management Associates, Inc. ........................ 20,188 219,444 HealthExtras, Inc. (a)......... 2,460 70,799 Healthsouth Corp. (a).......... 6,646 139,633 Healthspring, Inc. (a)......... 3,771 88,807 Healthways, Inc. (a)........... 2,887 134,967 inVentiv Health, Inc. (a)...... 2,475 94,768 LCA-Vision, Inc. .............. 1,733 71,382 LifePoint Hospitals, Inc. (a).. 4,488 171,531 Matria Healthcare, Inc. (a).... 1,810 47,712 Molina Healthcare, Inc. (a).... 1,178 36,035 National Healthcare Corp. ..... 675 34,412 Nighthawk Radiology Holdings, Inc. (a)..................... 1,496 27,212 Odyssey Healthcare, Inc. (a)... 2,880 37,814 Option Care, Inc. ............. 2,241 29,805 Pediatrix Medical Group, Inc. (a).......................... 4,040 230,522 PSS World Medical, Inc. (a).... 5,659 119,631 Psychiatric Solutions, Inc. (a).......................... 4,413 177,888 Radiation Therapy Services, Inc. (a)..................... 960 29,414 Sierra Health Services, Inc. (a).......................... 4,340 178,678 Sunrise Assisted Living, Inc. (a).......................... 3,659 144,604 Symbion, Inc. (a).............. 1,804 35,376 United Surgical Partners (a)... 3,707 114,213 VCA Antech, Inc. (a)........... 6,950 252,355 WellCare Health Plans, Inc. (a).......................... 2,890 246,373 ----------- 3,405,719 ----------- HEALTH CARE TECHNOLOGY -- 0.7% Allscripts Healthcare Solutions, Inc. (a).......... 3,815 102,280 Dendrite International, Inc. (a).......................... 3,126 48,953 Eclipsys Corp. (a)............. 3,942 75,962 Emdeon Corp. (a)............... 13,327 201,638 The TriZetto Group, Inc. (a)... 3,596 71,956 WebMD Health Corp. (a)......... 675 35,525 ----------- 536,314 ----------- HOTELS RESTAURANTS & LEISURE -- 4.0% Ambassadors Group, Inc. ....... 1,385 46,037 Ameristar Casinos, Inc. ....... 1,966 63,128 Applebees International, Inc. ........................ 6,203 153,710 Bally Technologies, Inc. (a)... 4,020 94,792 BJ's Restaurants, Inc. (a)..... 1,507 31,843 Burger King Holdings, Inc. .... 4,555 98,388 California Pizza Kitchen, Inc. (a).......................... 1,597 52,525 CEC Entertainment, Inc. (a).... 2,779 115,440 Chipotle Mexican Grill, Inc. (a).......................... 2,712 168,415 Choice Hotels International, Inc. ........................ 3,017 106,892 CKE Restaurants, Inc. ......... 5,401 101,863 Gaylord Entertainment Co. (a).. 3,364 177,855 Great Wolf Resorts, Inc. (a)... 2,395 31,686 Isle of Capri Casinos, Inc. (a).......................... 1,665 42,657 Jamba, Inc. (a)................ 1,796 16,487 Krispy Kreme Doughnuts, Inc. (a).......................... 4,888 49,809 Life Time Fitness, Inc. (a).... 2,497 128,371 Morgans Hotel Group Co. (a).... 1,754 36,852 Multimedia Games, Inc. (a)..... 2,337 27,810 O'Charleys, Inc. (a)........... 1,944 37,500 Orient-Express Hotels, Ltd. (Class A).................... 3,325 198,901 P F Chang's China Bistro, Inc. (a).......................... 2,215 92,764 Panera Bread Co. (Class A) (a).......................... 2,617 154,560 Papa John's International, Inc. (a).......................... 1,915 56,301 Peet's Coffee & Tea, Inc. (a).. 1,126 31,100 Pinnacle Entertainment, Inc. (a).......................... 4,837 140,612 Rare Hospitality International, Inc. (a)..................... 2,839 85,426 Red Robin Gourmet Burgers, Inc. (a).......................... 1,289 50,039 Ruby Tuesday, Inc. ............ 4,990 142,714 Ruth's Chris Steak House, Inc. (a).......................... 1,465 29,827 Scientific Games Corp. (Class A) (a)....................... 5,695 186,967 Shuffle Master, Inc. (a)....... 2,922 53,327 Sonic Corp. (a)................ 5,691 126,795 Texas Roadhouse, Inc. (Class A) (a).......................... 4,592 65,436 The Cheesecake Factory, Inc. (a).......................... 6,259 166,802 The Steak n Shake Co. (a)...... 2,150 36,056 WMS Industries, Inc. (a)....... 2,419 94,922 ----------- 3,294,609 ----------- HOUSEHOLD DURABLES -- 0.7% Brookfield Homes Corp. ........ 1,000 32,100 Champion Enterprises, Inc. (a).......................... 6,339 55,783 Helen of Troy, Ltd. (a)........ 2,343 53,210 iRobot Corp. (a)............... 934 12,207 Jarden Corp. (a)............... 5,365 205,480 Sealy Corp. ................... 3,693 64,554 Technical Olympic USA, Inc. ... 1,671 6,667 Tempur-Pedic International, Inc. ........................ 5,152 133,900 ----------- 563,901 ----------- HOUSEHOLD PRODUCTS -- 0.4% Church & Dwight Co., Inc. ..... 5,396 271,689 Spectrum Brands, Inc. (a)...... 3,271 20,705 ----------- 292,394 ----------- INDEPENDENT POWER PRODUCERS & ENERGY TRADERS -- 0.1% Ormat Technologies, Inc. ...... 1,146 48,086 ----------- INDUSTRIAL CONGLOMERATES -- 0.2% Raven Industries, Inc. ........ 1,510 42,355 Walter Industries, Inc. ....... 4,260 105,435 ----------- 147,790 ----------- INSURANCE -- 1.3% American Equity Investment Life Holding Co. ................. 4,434 58,218 eHealth, Inc. (a).............. 433 10,197 First Acceptance Corp. (a)..... 1,497 15,674 HCC Insurance Holdings, Inc. .. 9,334 287,487 Hilb Rogal and Hobbs Co. ...... 2,990 146,659 National Financial Partners Corp. ....................... 3,112 145,984 Philadelphia Consolidated Holding Corp. (a)............ 4,941 217,355 Scottish R Egroup, Ltd. ....... 4,383 17,620 Tower Group Inc................ 1,658 53,421 62
N-Q65th “Page” of 97TOC1stPreviousNextBottomJust 65th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Universal American Financial Corp. (a).................... 3,175 $ 61,531 USI Holdings Corp. (a)......... 3,246 54,695 ----------- 1,068,841 ----------- INTERNET & CATALOG RETAIL -- 0.8% 1-800-FLOWERS.COM, Inc. (Class A) (a)....................... 1,959 15,241 Blue Nile, Inc. (a)............ 1,223 49,727 FTD Group, Inc. (a)............ 1,577 26,068 GSI Commerce, Inc. (a)......... 1,519 34,314 Netflix, Inc. (a).............. 4,965 115,138 Nutri/System, Inc. (a)......... 2,800 146,748 Overstock.com, Inc. (a)........ 834 13,844 Priceline.com, Inc. (a)........ 2,759 146,944 Stamps.com, Inc. (a)........... 1,718 24,688 Systemax, Inc. (a)............. 883 16,539 ValueVision Media, Inc. (Class A) (a)....................... 2,654 32,804 ----------- 622,055 ----------- INTERNET SOFTWARE & SERVICES -- 3.1% aQuantive, Inc. (a)............ 5,872 163,888 Ariba, Inc. (a)................ 6,340 59,596 Bankrate Inc (a)............... 1,093 38,517 CMGI, Inc. (a)................. 38,550 81,726 CNET Networks, Inc. (a)........ 11,562 100,705 DealerTrack Holdings, Inc. (a).......................... 2,524 77,537 Digital River, Inc. (a)........ 3,424 189,176 DivX, Inc. (a)................. 1,460 29,258 EarthLink, Inc. (a)............ 9,498 69,810 Equinix, Inc. (a).............. 2,068 177,083 Infospace, Inc. (a)............ 2,588 66,434 Internap Network Services Corp. (a).......................... 4,013 63,205 Interwoven, Inc. (a)........... 3,250 54,925 Ipass, Inc. (a)................ 4,853 24,411 j2 Global Communications, Inc. (a).......................... 4,147 114,955 Jupitermedia Corp. (a)......... 1,886 12,485 LoopNet, Inc. (a).............. 1,652 28,233 Marchex, Inc. (Class B)........ 2,088 31,988 Netratings, Inc. (a)........... 1,256 26,125 NIC, Inc. ..................... 3,315 17,768 Omniture, Inc. (a)............. 2,345 42,749 Openwave Systems, Inc. (a)..... 7,878 64,206 RealNetworks, Inc. (a)......... 8,935 70,140 S1 Corp. (a)................... 5,063 30,378 SAVVIS, Inc. (a)............... 1,747 83,646 SonicWALL, Inc. (a)............ 5,531 46,239 Switch & Data Facilities Co Inc (a).......................... 982 17,794 The Knot, Inc. (a)............. 2,144 46,160 Travelzoo, Inc. (a)............ 227 8,347 Valueclick, Inc. (a)........... 8,264 215,938 Vignette Corp. (a)............. 2,542 47,205 VistaPrint, Ltd. (a)........... 3,351 128,343 WebEx Communications, Inc. (a).......................... 3,794 215,727 Websense, Inc. (a)............. 3,741 86,006 ----------- 2,530,703 ----------- IT SERVICES -- 2.6% Acxiom Corp. .................. 5,685 121,602 CACI International, Inc. (Class A) (a)....................... 2,550 119,493 CIBER, Inc. (a)................ 4,546 35,777 Covansys Corp. (a)............. 1,482 36,576 eFunds Corp. (a)............... 3,899 103,947 Euronet Worldwide, Inc. (a).... 2,688 72,200 ExlService Holdings, Inc. (a).. 421 8,685 Gartner, Inc. (a).............. 5,699 136,491 Global Cash Access, Inc. (a)... 3,831 63,939 Heartland Payment Systems, Inc. ........................ 1,364 32,245 Hewitt Associates, Inc. (Class A) (a)....................... 8,534 249,449 Isilon Systems, Inc. (a)....... 702 11,351 Keane, Inc. (a)................ 4,313 58,571 Lionbridge Technologies, Inc. (a).......................... 5,034 25,623 MoneyGram International, Inc. ........................ 7,109 197,346 Perot Systems Corp. (Class A) (a).......................... 6,920 123,660 Sapient Corp. (a).............. 6,789 46,573 SRA International, Inc. (a).... 3,502 85,309 SYKES Enterprises, Inc. (a).... 2,149 39,198 Syntel, Inc. .................. 1,019 35,308 Talx Corp. .................... 2,607 86,370 The BISYS Group, Inc. (a)...... 10,026 114,898 TNS, Inc. (a).................. 2,033 32,711 Tyler Technologies, Inc. (a)... 2,917 37,046 VeriFone Holdings, Inc. (a).... 5,517 202,639 Wright Express Corp. (a)....... 3,375 102,364 ----------- 2,179,371 ----------- LEISURE EQUIPMENT & PRODUCTS -- 0.4% Leapfrog Enterprises, Inc. (a).......................... 2,760 29,532 Marine Products Corp. ......... 1,279 12,240 MarineMax, Inc. (a)............ 1,424 33,008 Oakley, Inc. .................. 2,180 43,905 Pool Corp. .................... 4,233 151,542 RC2 Corp. (a).................. 1,736 70,117 ----------- 340,344 ----------- LIFE SCIENCES TOOLS & SERVICES -- 1.8% Affymetrix, Inc. (a)........... 5,631 169,324 Albany Molecular Research, Inc. (a).......................... 1,917 18,883 Bio-Rad Laboratories, Inc. (Class A) (a)................ 1,575 109,998 Bruker BioSciences Corp. (a)... 4,352 45,783 Dionex Corp. (a)............... 1,617 110,134 Enzo Biochem, Inc. (a)......... 2,976 44,878 eResearch Technology, Inc. (a).......................... 3,252 25,561 Exelixis, Inc. (a)............. 7,995 79,470 Illumina, Inc. (a)............. 5,012 146,852 Nektar Therapeutics (a)........ 7,465 97,493 PAREXEL International Corp. (a).......................... 2,297 82,623 PharmaNet Development Group, Inc. (a)..................... 1,445 37,570 PRA International (a).......... 1,752 37,773 Techne Corp. (a)............... 3,113 177,752 Varian, Inc. (a)............... 2,551 148,621 Ventana Medical Systems, Inc. (a).......................... 2,850 119,415 ----------- 1,452,130 ----------- MACHINERY -- 1.9% Accuride Corp. (a)............. 1,823 26,616 Actuant Corp. (Class A)........ 2,276 115,644 American Railcar Industries, Inc. ........................ 759 22,626 American Science & Engineering, Inc. (a)..................... 771 40,609 ASV, Inc. (a).................. 1,703 25,988 Bucyrus International, Inc. (Class A).................... 2,634 135,651 Chart Industries, Inc. (a)..... 1,034 18,777 CLARCOR, Inc. ................. 4,301 136,772 ESCO Technologies, Inc. (a).... 2,157 96,677 Force Protection, Inc. (a)..... 5,592 104,906 Gardner Denver, Inc. (a)....... 4,370 152,294 Graco, Inc. ................... 5,613 219,805 63
N-Q66th “Page” of 97TOC1stPreviousNextBottomJust 66th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Middleby Corp. (a)............. 613 $ 80,818 Mueller Water Products, Inc. (Class B).................... 9,566 132,106 RBC Bearings, Inc. (a)......... 1,659 55,460 The Toro Co. .................. 3,419 175,189 ----------- 1,539,938 ----------- MARINE -- 0.3% American Commercial Lines, Inc. (a).......................... 3,988 125,423 Kirby Corp. (a)................ 4,399 153,877 ----------- 279,300 ----------- MEDIA -- 2.2% Arbitron, Inc. ................ 2,442 114,652 Charter Communications, Inc. (a).......................... 31,883 88,954 CKX, Inc. (a).................. 3,764 41,780 Crown Media Holdings, Inc. (Class A) (a)................ 849 4,525 Dow Jones & Co., Inc. ......... 4,364 150,427 DreamWorks Animation SKG, Inc. (Class A) (a)................ 4,696 143,604 Entravision Communications Corp. (a).................... 4,690 43,805 Gemstar-TV Guide International, Inc. (a)..................... 20,782 87,077 Gray Television, Inc. ......... 3,795 39,544 Harte-Hanks, Inc. ............. 4,270 117,809 Interactive Data Corp. ........ 2,966 73,408 John Wiley & Sons, Inc. (Class A)........................... 4,093 154,552 Live Nation, Inc. (a).......... 4,982 109,903 Martha Stewart Living Omnimedia, Inc. (Class A).... 2,128 36,197 Marvel Entertainment, Inc. (a).......................... 5,356 148,629 Mediacom Communications Corp. (a).......................... 4,594 37,395 Morningstar, Inc. (a).......... 870 44,927 National CineMedia, Inc. (a)... 3,172 84,692 Primedia, Inc. (a)............. 13,048 34,708 ProQuest Co. (a)............... 1,990 17,910 Salem Communications Corp. .... 899 11,237 Spanish Broadcasting System, Inc. (a)..................... 3,297 13,188 Tivo, Inc. (a)................. 8,094 51,397 Valassis Communications, Inc. (a).......................... 3,972 68,279 Warner Music Group Corp. ...... 3,823 65,220 ----------- 1,783,819 ----------- METALS & MINING -- 0.9% AK Steel Holding Corp. (a)..... 9,287 217,223 Coeur d' Alene Mines Corp. (a).......................... 23,201 95,356 Hecla Mining Co. (a)........... 9,873 89,449 Meridian Gold, Inc. (a)........ 8,416 214,861 Metal Management, Inc. ........ 2,189 101,132 Royal Gold, Inc. .............. 1,812 54,541 ----------- 772,562 ----------- MULTILINE RETAIL -- 0.2% 99 Cents Only Stores (a)....... 4,075 60,025 Fred's, Inc. (Class A)......... 3,112 45,746 Retail Ventures, Inc. (a)...... 1,969 41,447 The Bon-Ton Stores, Inc. ...... 911 51,235 ----------- 198,453 ----------- OFFICE ELECTRONICS -- 0.3% Zebra Technologies Corp. (Class A) (a)....................... 5,872 226,718 ----------- OIL, GAS & CONSUMABLE FUELS -- 6.0% Alliance Holdings GP LP........ 1,049 24,641 Alon USA Energy, Inc. ......... 892 32,290 Alpha Natural Resources, Inc. (a).......................... 4,396 68,709 APCO Argentina, Inc. .......... 192 18,150 Arena Resources, Inc. (a)...... 1,148 57,538 Atlas America, Inc. (a)........ 1,484 83,831 ATP Oil & Gas Corp. (a)........ 1,641 61,702 Aventine Renewable Energy Holdings, Inc. (a)........... 2,504 45,623 Berry Petroleum Co. (Class A).. 2,950 90,447 Bill Barrett Corp. (a)......... 2,347 76,066 Bois d'Arc Energy, Inc. (a).... 1,550 20,506 Brigham Exploration Co. (a).... 2,822 17,553 Buckeye GP Holdings LP......... 996 20,717 Cabot Oil & Gas Corp. ......... 4,059 273,252 Carrizo Oil & Gas, Inc. (a).... 1,952 68,242 Cheniere Energy, Inc. (a)...... 4,313 134,350 Comstock Resources, Inc. (a)... 3,609 98,814 Crosstex Energy, Inc. ......... 3,565 102,494 Delek US Holdings, Inc. ....... 849 16,241 Delta Petroleum Corp. (a)...... 4,678 107,407 Denbury Resources, Inc. (a).... 10,036 298,972 Enbridge Energy Management LLC (a).......................... -- 3 Encore Aquisition Co. (a)...... 4,301 104,041 Energy Partners, Ltd. (a)...... 3,029 54,976 Enterprise GP Holdings LP...... 896 35,482 EXCO Resources, Inc. (a)....... 7,035 116,640 Foundation Coal Holdings, Inc. ........................ 3,790 130,149 Frontier Oil Corp. ............ 9,310 303,878 GeoMet, Inc. (a)............... 1,872 16,511 Goodrich Petroleum Corp. (a)... 1,483 49,873 Helix Energy Solutions Group, Inc. (a)..................... 7,121 265,542 Holly Corp. ................... 3,916 232,219 International Coal Group, Inc. (a).......................... 10,152 53,298 Kinder Morgan Management LLC (a).......................... 4,389 224,897 Magellan Midstream Holdings LP........................... 1,847 48,724 Mariner Energy, Inc. (a)....... 6,701 128,190 Markwest Hydrocarbon Inc....... 572 35,464 McMoRan Exploration Co. (a).... 2,070 28,380 OMI Corp. ..................... 5,274 141,660 Pacific Ethanol, Inc. (a)...... 2,903 49,438 Parallel Petroleum Corp. (a)... 3,127 71,765 Penn Virginia Corp. ........... 1,561 114,577 Petroleum Development Corp. (a).......................... 1,233 66,052 Quicksilver Resources, Inc. (a).......................... 4,576 181,988 Rentech, Inc. (a).............. 11,293 35,460 Rosetta Resources, Inc. (a).... 4,220 86,679 St. Mary Land & Exploration Co. ......................... 4,576 167,848 US BioEnergy Corp. (a)......... 841 9,646 Valero GP Holdings LLC......... 2,932 81,363 Venoco, Inc. (a)............... 1,038 18,539 VeraSun Energy Corp. (a)....... 1,523 30,262 W&T Offshore, Inc. ............ 2,266 65,555 Warren Resources, Inc. (a)..... 4,226 55,065 Western Refining, Inc. ........ 2,358 92,009 World Fuel Services Corp. ..... 2,376 109,914 ----------- 4,923,632 ----------- PERSONAL PRODUCTS -- 1.0% Alberto Culver Co. (a)......... 7,115 162,791 Bare Escentuals, Inc. (a)...... 1,387 49,752 Chattem, Inc. (a).............. 1,246 73,439 Elizabeth Arden, Inc. (a)...... 2,261 49,335 Herbalife, Ltd. (a)............ 3,342 130,973 Mannatech, Inc. ............... 1,276 20,493 64
N-Q67th “Page” of 97TOC1stPreviousNextBottomJust 67th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- NBTY, Inc. (a)................. 5,055 $ 268,117 Prestige Brands Holdings, Inc. (a).......................... 2,972 35,218 Revlon, Inc. (Class A) (a)..... 17,135 17,992 USANA Health Sciences, Inc. (a).......................... 853 39,980 ----------- 848,090 ----------- PHARMACEUTICALS -- 1.6% Adams Respiratory Therapeutics, Inc. (a)..................... 2,622 88,178 Adolor Corp. (a)............... 3,837 33,574 Atherogenics, Inc. (a)......... 3,322 9,335 Medicis Pharmaceutical Corp. (Class A).................... 4,581 141,187 MGI Pharma, Inc. (a)........... 6,554 147,268 New River Pharmaceuticals, Inc. (a).......................... 1,328 84,501 Noven Pharmaceuticals, Inc. (a).......................... 1,994 46,261 Par Pharmaceutical Cos., Inc. (a).......................... 3,000 75,360 Salix Pharmaceuticals, Ltd. (a).......................... 3,879 48,875 Sciele Pharma, Inc. (a)........ 2,465 58,371 The Medicines Co. (a).......... 4,263 106,916 Valeant Pharmaceuticals International................ 7,746 133,928 Viropharma, Inc. (a)........... 5,811 83,388 Watson Pharmaceuticals, Inc. (a).......................... 8,633 228,170 Xenoport, Inc. (a)............. 1,822 50,761 ----------- 1,336,073 ----------- REAL ESTATE INVESTMENT TRUSTS -- 0.9% Alexander's, Inc. (a).......... 167 68,754 Anworth Mortgage Asset Corp. .. 3,816 37,282 BioMed Realty Trust, Inc. ..... 5,467 143,782 Corporate Office Properties Trust........................ 3,559 162,575 Digital Realty Trust, Inc. .... 4,529 180,707 First Potomac Realty Trust..... 2,034 58,112 Maguire Properties, Inc. ...... 3,022 107,462 ----------- 758,674 ----------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.5% Affordable Residential Communities (a).............. 4,168 50,558 Jones Lang LaSalle, Inc. ...... 3,037 316,698 Move, Inc. (a)................. 11,735 65,012 ----------- 432,268 ----------- ROAD & RAIL -- 0.9% Florida East Coast Industries, Inc. ........................ 1,715 107,513 Genesee & Wyoming, Inc. (Class A) (a)....................... 3,267 86,935 Heartland Express, Inc. ....... 5,018 79,686 Knight Transportation, Inc. ... 4,683 83,451 Landstar Systems, Inc. ........ 4,748 217,648 Old Dominion Freight Line, Inc. (a).......................... 2,753 79,314 Swift Transportation Co., Inc. (a).......................... 3,801 118,439 ----------- 772,986 ----------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 5.1% Advanced Analogic Technologies, Inc. (a)..................... 2,853 18,773 Advanced Energy Industries, Inc. (a)..................... 2,945 61,963 AMIS Holdings, Inc. (a)........ 5,370 58,801 Amkor Technology, Inc. (a)..... 8,668 108,177 Anadigics, Inc. (a)............ 4,639 54,833 Applied Micro Circuits Corp. (a).......................... 23,532 85,892 Atheros Communications, Inc. (a).......................... 4,368 104,526 Atmel Corp. (a)................ 37,441 188,328 ATMI, Inc. (a)................. 2,914 89,081 Brooks Automation, Inc. (a).... 5,923 101,579 Cabot Microelectronics Corp. (a).......................... 1,996 66,886 Cirrus Logic, Inc. (a)......... 6,615 50,671 Conexant Systems, Inc. (a)..... 40,976 67,610 Credence Systems Corp. (a)..... 8,399 27,801 Cree, Inc. (a)................. 6,432 105,871 Cymer, Inc. (a)................ 3,218 133,708 Cypress Semiconductor Corp. (a).......................... 12,112 224,677 Diodes, Inc. (a)............... 1,669 58,165 DSP Group, Inc. (a)............ 2,425 46,075 Exar Corp. (a)................. 3,005 39,786 FEI Co. (a).................... 2,811 101,365 Formfactor, Inc. (a)........... 3,673 164,367 Genesis Microchip, Inc. (a).... 3,037 28,214 Hittite Microwave Corp. (a).... 1,120 44,990 Kulicke & Soffa Industries, Inc. (a)..................... 4,763 44,058 Mattson Technology, Inc. (a)... 4,416 40,186 Micrel, Inc. (a)............... 4,748 52,323 Microsemi Corp. (a)............ 5,636 117,285 Netlogic Microsystems, Inc. (a).......................... 1,432 38,120 OmniVision Technologies, Inc. (a).......................... 4,553 59,007 ON Semiconductor Corp. (a)..... 20,062 178,953 PDF Solutions, Inc. (a)........ 1,911 21,575 PMC-Sierra, Inc. (a)........... 17,445 122,289 Rambus, Inc. (a)............... 8,041 170,871 RF Micro Devices, Inc. (a)..... 15,977 99,537 Semtech Corp. (a).............. 6,081 81,972 Sigma Designs, Inc. (a)........ 1,903 49,973 Silicon Image, Inc. (a)........ 7,217 58,891 Silicon Laboratories, Inc. (a).......................... 4,222 126,322 Silicon Storage Technology, Inc. (a)..................... 7,675 37,838 Sirf Technology Holdings, Inc. (a).......................... 3,994 110,873 Skyworks Solutions, Inc. (a)... 13,537 77,838 Spansion, Inc. (a)............. 6,866 83,696 Tessera Technologies, Inc. (a).......................... 3,976 158,006 Trident Microsystems, Inc. (a).......................... 4,767 95,626 Ultratech, Inc. (a)............ 1,814 24,688 Varian Semiconductor Equipment Associates, Inc. (a)......... 4,736 252,808 Zoran Corp. (a)................ 4,091 69,629 ----------- 4,204,503 ----------- SOFTWARE -- 5.6% Advent Software, Inc. (a)...... 1,582 55,164 Agile Software Corp. (a)....... 4,482 31,150 Altiris, Inc. (a).............. 2,037 67,038 Ansoft Corp (a)................ 1,215 38,443 Ansys, Inc. (a)................ 2,882 146,319 Blackbaud, Inc. ............... 3,637 88,816 Blackboard, Inc. (a)........... 2,014 67,731 Borland Software Corp. (a)..... 6,494 34,223 Commvault Systems, Inc. (a).... 2,029 32,870 Concur Technologies, Inc. (a).. 3,091 53,969 Epicor Software Corp. (a)...... 4,080 56,753 eSpeed, Inc. (a)............... 2,451 23,285 Factset Research Systems, Inc. ........................ 3,731 234,493 Fair Isaac Corp. .............. 4,768 184,426 FalconStor Software, Inc. (a).. 2,218 23,112 Hyperion Solutions Corp. (a)... 4,909 254,433 i2 Technologies, Inc. (a)...... 1,171 28,104 Informatica Corp. (a).......... 7,222 96,991 Jack Henry & Associates, Inc. ........................ 7,040 169,312 JDA Software Group, Inc. (a)... 2,446 36,763 Kronos, Inc. (a)............... 2,647 141,614 Lawson Software, Inc. (a)...... 11,942 96,611 65
N-Q68th “Page” of 97TOC1stPreviousNextBottomJust 68th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Macrovision Corp. (a).......... 4,323 $ 108,291 Magma Design Automation, Inc. (a).......................... 2,820 33,727 Manhattan Associates, Inc. (a).......................... 2,266 62,156 Mentor Graphics Corp. (a)...... 6,865 112,174 MICROS Systems, Inc. (a)....... 3,286 177,411 MicroStrategy, Inc. (a)........ 830 104,904 Midway Games, Inc. (a)......... 953 5,956 NAVTEQ Corp. (a)............... 7,730 266,685 Novell, Inc. (a)............... 28,298 204,312 Nuance Communications, Inc. (a).......................... 11,998 183,689 Opsware, Inc. (a).............. 7,771 56,340 Parametric Technology Corp. (a).......................... 9,528 181,890 Progress Software Corp. (a).... 3,449 107,609 Quality Systems, Inc. ......... 1,411 56,440 Quest Software, Inc. (a)....... 4,601 74,858 Sonic Solutions, Inc. (a)...... 2,195 30,950 SPSS, Inc. (a)................. 1,646 59,421 Synchronoss Technologies, Inc. (a).......................... 1,176 20,462 Take-Two Interactive Software, Inc. (a)..................... 6,056 121,968 THQ, Inc. (a).................. 5,474 187,156 TIBCO Software, Inc. (a)....... 17,349 147,813 Transaction Systems Architects, Inc. (a)..................... 3,103 100,506 Ultimate Software Group Inc (a).......................... 2,019 52,878 Vasco Data Security International (a)............ 2,186 39,064 Wind River Systems, Inc. (a)... 6,727 66,866 Witness Systems, Inc. (a)...... 2,830 76,269 ----------- 4,601,415 ----------- SPECIALTY RETAIL -- 4.9% Aaron Rents, Inc. (Class B).... 4,063 107,426 AC Moore Arts & Crafts, Inc. (a).......................... 1,330 28,382 Aeropostale, Inc. (a).......... 4,409 177,374 AnnTaylor Stores Corp. (a)..... 5,995 232,486 Bebe Stores, Inc. ............. 1,975 34,326 Big 5 Sporting Goods Corp. .... 1,784 46,241 Build-A-Bear Workshop, Inc. (a).......................... 1,294 35,546 Cabela's, Inc. (a)............. 3,663 90,879 Charlotte Russe Holding, Inc. (a).......................... 1,885 54,420 Charming Shoppes, Inc. (a)..... 10,214 132,271 Christopher & Banks Corp. ..... 3,108 60,513 Claire's Stores, Inc. ......... 7,370 236,724 Coldwater Creek, Inc. (a)...... 4,969 100,771 Conn's, Inc. (a)............... 1,018 25,196 Dick's Sporting Goods, Inc. (a).......................... 2,815 164,002 Dress Barn, Inc. (a)........... 3,797 79,016 DSW, Inc. (Class A) (a)........ 1,246 52,594 GameStop Corp. (Class A) (a)... 11,160 363,481 Genesco, Inc. (a).............. 1,876 77,910 Guess ?, Inc. ................. 5,207 210,831 Guitar Center, Inc. (a)........ 2,443 110,228 Gymboree Corp. (a)............. 2,683 107,508 Hibbett Sports, Inc. (a)....... 2,690 76,907 Hot Topic, Inc. (a)............ 3,718 41,270 J. Crew Group, Inc. (a)........ 3,077 123,603 Jos. A. Bank Clothiers, Inc. (a).......................... 1,511 53,414 Mens Wearhouse, Inc. .......... 4,025 189,376 New York & Co., Inc. (a)....... 1,934 30,538 Pacific Sunwear of California, Inc. (a)..................... 5,787 120,543 Rent-A-Center, Inc. (a)........ 5,796 162,172 Sally Beauty Holdings, Inc. (a).......................... 6,920 63,595 Select Comfort Corp. (a)....... 4,318 76,860 Stage Stores, Inc. ............ 3,637 84,779 Stein Mart, Inc. .............. 2,312 37,732 The Children's Place Retail Stores, Inc. (a)............. 1,978 110,293 The Finish Line, Inc. (Class A)........................... 3,496 44,050 Tractor Supply Co. (a)......... 2,884 148,526 Tween Brands, Inc. (a)......... 2,668 95,301 West Marine, Inc. (a).......... 1,170 21,306 Zumiez, Inc. (a)............... 1,437 57,652 ----------- 4,066,042 ----------- TEXTILES, APPAREL & LUXURY GOODS -- 1.4% Carter's, Inc. (a)............. 4,307 109,139 CROCS, Inc. (a)................ 3,068 144,963 Deckers Outdoor Corp. (a)...... 884 62,782 Fossil, Inc. (a)............... 3,991 105,642 Heelys, Inc. (a)............... 526 15,433 Iconix Brand Group, Inc. (a)... 4,569 93,208 K-Swiss, Inc. (Class A)........ 2,168 58,579 Maidenform Brands, Inc. (a).... 1,324 30,545 Quiksilver, Inc. (a)........... 10,158 117,833 Steven Madden, Ltd. ........... 1,598 46,662 The Timberland Co. (Class A) (a).......................... 4,307 112,111 Under Armour, Inc. (Class A) (a).......................... 2,418 124,043 Volcom, Inc. (a)............... 1,139 39,136 Warnaco Group, Inc. (a)........ 3,838 108,999 ----------- 1,169,075 ----------- THRIFTS & MORTGAGE FINANCE -- 0.3% Clayton Holdings, Inc. (a)..... 913 14,005 Franklin Bank Corp. (a)........ 1,980 35,383 KNBT Bancorp, Inc. ............ 2,224 32,782 NewAlliance Bancshares, Inc. .. 8,826 143,070 Ocwen Financial Corp. (a)...... 3,051 39,266 Oritani Financial Corp. (a).... 1,016 15,240 ----------- 279,746 ----------- TOBACCO -- 0.1% Alliance One International, Inc. (a)..................... 7,586 70,019 ----------- TRADING COMPANIES & DISTRIBUTORS -- 0.9% Aircastle, Ltd. ............... 1,908 67,505 Beacon Roofing Supply, Inc. (a).......................... 3,682 59,575 H&E Equipment Services, Inc. (a).......................... 1,339 28,789 Interline Brands, Inc. (a)..... 2,537 55,611 MSC Industrial Direct Co., Inc. (Class A).................... 3,825 178,551 TransDigm Group, Inc. (a)...... 1,129 41,073 Wesco International, Inc. (a).. 4,085 256,456 Williams Scotsman International, Inc. (a)...... 2,117 41,620 ----------- 729,180 ----------- WIRELESS TELECOMMUNICATION SERVICES -- 0.6% Centennial Communications Corp. (a).......................... 2,015 16,583 Crown Castle International Corp. (a).................... 1 32 Dobson Communications Corp. (Class A) (a)................ 12,510 107,461 FiberTower Corp. (a)........... 7,687 39,896 ICO Global Communications Holdings, Ltd. (a)........... 9,219 35,954 iPCS, Inc. (a)................. 938 45,953 SBA Communications Corp. (a)... 7,644 225,880 Syniverse Holdings, Inc. (a)... 2,400 25,296 ----------- 497,055 ----------- TOTAL COMMON STOCKS -- (Cost $75,295,937)........... 82,333,934 ----------- 66
N-Q69th “Page” of 97TOC1stPreviousNextBottomJust 69th
SPDR DJ WILSHIRE SMALL CAP GROWTH ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- WARRANTS -- 0.0% COMMUNICATIONS EQUIPMENT -- 0.0% Pegasus Wireless Corp. (Cost $0).......................... 569 $ $-- ----------- SHORT TERM INVESTMENTS -- 0.2% MONEY MARKET FUND -- 0.2% AIM Short Term Investment Class Prime Fund (Cost $172,576)... 172,576 172,576 ----------- TOTAL INVESTMENTS -- 100.0% (Cost $75,468,513)........... 82,506,510 OTHER ASSETS AND LIABILITIES -- 0.0% (b)...... 11,891 ----------- NET ASSETS -- 100.0%........... $82,518,401 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 67
N-Q70th “Page” of 97TOC1stPreviousNextBottomJust 70th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.8% AEROSPACE & DEFENSE -- 0.8% Cubic Corp. ................... 1,629 $ 35,252 Curtiss-Wright Corp. .......... 4,315 166,300 DRS Technologies, Inc. ........ 3,982 207,741 Esterline Technologies Corp. (a).......................... 2,576 105,796 GenCorp, Inc. (a).............. 4,540 62,834 Heico Corp. ................... 2,075 65,051 Ladish Co., Inc. (a)........... 1,400 52,696 Triumph Group, Inc. ........... 1,672 92,528 ----------- 788,198 ----------- AIRLINES -- 0.2% Alaska Air Group, Inc. (a)..... 4,016 153,010 ----------- AUTO COMPONENTS -- 1.1% American Axle & Manufacturing Holdings, Inc. .............. 4,431 121,188 ArvinMeritor, Inc. ............ 7,046 128,590 Bandag, Inc. .................. 1,197 60,676 Cooper Tire & Rubber Co. ...... 6,055 110,746 Lear Corp. (a)................. 6,738 246,005 Modine Manufacturing Co. ...... 3,147 72,066 Sauer-Danfoss, Inc. ........... 1,120 33,712 Superior Industries International, Inc. ......... 2,099 43,722 TRW Automotive Holdings Corp. (a).......................... 4,243 147,741 Visteon Corp. (a).............. 12,747 108,859 ----------- 1,073,305 ----------- AUTOMOBILES -- 0.0%(b) Monaco Coach Corp. ............ 2,674 42,597 ----------- BEVERAGES -- 0.1% PepsiAmericas, Inc. ........... 6,426 143,428 ----------- BIOTECHNOLOGY -- 0.1% Incyte, Inc. (a)............... 7,500 49,425 Nabi Biopharmaceuticals (a).... 5,884 31,244 ----------- 80,669 ----------- BUILDING PRODUCTS -- 1.0% American Woodmark Corp. ....... 1,018 37,422 Ameron International Corp. .... 904 59,537 Apogee Enterprises, Inc. ...... 2,763 55,370 Armstrong World Industries, Inc. (a)..................... 1,676 85,225 Builders FirstSource, Inc. (a).......................... 1,652 26,548 Goodman Global, Inc. (a)....... 3,179 56,014 Lennox International, Inc. .... 6,363 227,159 NCI Building Systems, Inc. (a).......................... 2,051 97,915 Owens Corning, Inc. (a)........ 8,392 267,369 Universal Forest Products, Inc. ........................ 1,865 92,411 ----------- 1,004,970 ----------- CAPITAL MARKETS -- 2.2% Affiliated Managers Group, Inc. (a).......................... 3,000 325,050 GAMCO Investors, Inc. ......... 684 29,638 Investment Technology Group, Inc. (a)..................... 4,423 173,382 Jefferies Group, Inc. ......... 10,266 297,201 Knight Capital Group, Inc. (a).......................... 10,415 164,974 LaBranche & Co., Inc. (a)...... 5,616 45,827 Lazard, Ltd. .................. 5,022 252,004 Piper Jaffray Cos., Inc. (a)... 1,918 118,801 Raymond James Financial, Inc. ........................ 9,573 284,892 SWS Group, Inc. ............... 2,700 66,987 Thomas Weisel Partners Group, Inc. (a)..................... 2,313 43,993 W.P. Carey & Co. LLC........... 2,828 94,370 W.P. Stewart & Co., Ltd. ...... 2,204 22,194 Waddell & Reed Financial, Inc. (Class A).................... 8,466 197,427 ----------- 2,116,740 ----------- CHEMICALS -- 4.4% A. Schulman, Inc. ............. 2,368 55,790 Airgas, Inc. .................. 6,810 287,041 Albemarle Corp. ............... 7,636 315,672 Arch Chemicals, Inc. .......... 2,396 74,803 Cabot Corp. ................... 5,805 277,073 CF Industries Holdings, Inc. .. 5,000 192,750 Chemtura Corp. ................ 23,987 262,178 Cytec Industries, Inc. ........ 3,869 217,593 Ferro Corp. ................... 4,219 91,173 FMC Corp. ..................... 3,626 273,509 Georgia Gulf Corp. ............ 3,329 53,963 H.B. Fuller Co. ............... 5,941 162,011 Hercules, Inc. (a)............. 11,286 220,528 Kronos Worldwide, Inc. ........ 351 11,376 MacDermid, Inc. ............... 2,610 91,011 Minerals Technologies, Inc. ... 1,967 122,269 NewMarket Corp. ............... 1,448 58,890 NL Industries, Inc. ........... 775 8,447 Olin Corp. .................... 6,572 111,330 OM Group, Inc. (a)............. 2,957 132,119 RPM International, Inc. ....... 11,775 272,002 Sensient Technologies Corp. ... 4,575 117,943 Spartech Corp. ................ 3,158 92,656 Terra Nitrogen Co. LP.......... 776 44,488 The Scotts Miracle-Gro Co. (Class A).................... 4,500 198,135 Tronox, Inc. .................. 4,049 58,306 Valhi, Inc. ................... 1,105 14,586 Valspar Corp. ................. 9,404 261,713 W.R. Grace & Co. (a)........... 5,676 149,960 Westlake Chemical Corp. ....... 1,904 51,694 ----------- 4,281,009 ----------- COMMERCIAL BANKS -- 8.5% 1st Source Corp. .............. 1,294 33,864 Alabama National Bancorp....... 1,940 137,371 AMCORE Financial, Inc. ........ 2,218 70,422 Bancfirst Corp. ............... 776 35,968 BancorpSouth, Inc. ............ 7,436 181,810 Bank of Hawaii Corp. .......... 5,000 265,150 Banner Corp. .................. 1,117 46,411 BOK Financial Corp. ........... 2,191 108,520 Capital City Bank Group, Inc. ........................ 1,372 45,688 Capitol Bancorp, Ltd. ......... 1,563 57,597 Central Pacific Financial Corp. ....................... 3,084 112,782 CharterMac..................... 5,118 99,033 Chemical Financial Corp. ...... 2,267 67,534 Chittenden Corp. .............. 4,531 136,791 Citizens Banking Corp. ........ 7,628 169,036 City Holding Co. .............. 1,795 72,608 Columbia Banking System, Inc. ........................ 1,630 54,980 Community Bank System, Inc. ... 2,990 62,551 Community Banks, Inc. ......... 2,330 55,617 Community Trust Bancorp, Inc. ........................ 1,372 49,708 Cullen/Frost Bankers, Inc. .... 5,972 312,515 CVB Financial Corp. ........... 6,574 78,231 F N B Corp. ................... 5,998 101,066 First BanCorp- Puerto Rico..... 7,736 102,579 68
N-Q71st “Page” of 97TOC1stPreviousNextBottomJust 71st
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- First Bancorp- North Carolina.. 1,359 $ 29,055 First Charter Corp. ........... 3,483 74,884 First Citizens BancShares, Inc. (Class A).................... 523 105,123 First Commonwealth Financial Corp. ....................... 6,649 78,126 First Community Bancorp, Inc. ........................ 2,800 158,312 First Financial Bancorp........ 3,920 59,231 First Financial Bankshares, Inc. ........................ 1,802 75,360 First Financial Corp. ......... 1,032 31,940 First Indiana Corp. ........... 1,389 30,350 First Merchants Corp. ......... 1,889 44,807 First Midwest Bancorp, Inc. ... 4,933 181,288 First Republic Bank............ 3,136 168,403 First State Bancorp............ 1,972 44,469 FirstMerit Corp. .............. 7,479 157,882 Frontier Financial Corp. ...... 4,527 112,949 Fulton Financial Corp. ........ 17,300 251,369 Glacier Bancorp, Inc. ......... 5,203 125,080 Great Southern Bancorp, Inc. .. 1,006 29,456 Greater Bay Bancorp............ 5,046 135,687 Hancock Holding Co. ........... 2,673 117,559 Harleysville National Corp. ... 2,872 51,179 IBERIABANK Corp. .............. 1,093 60,836 Independent Bank Corp.- Massachusetts................ 1,437 47,335 Independent Bank Corp.- Michigan..................... 2,150 43,796 Integra Bank Corp. ............ 1,804 40,211 International Bancshares Corp. ....................... 4,981 147,786 Irwin Financial Corp. ......... 2,461 45,873 MB Financial, Inc. ............ 3,619 130,320 Mid-State Bancshares........... 2,215 81,268 Midwest Banc Holdings, Inc. ... 2,058 36,447 National Penn Bancshares, Inc. ........................ 4,286 81,005 NBT Bancorp, Inc. ............. 3,455 80,951 Old National Bancorp........... 6,620 120,352 Omega Financial Corp. ......... 1,204 34,326 Oriental Financial Group....... 2,141 25,221 Pacific Capital Bancorp........ 4,674 150,129 Park National Corp. ........... 1,192 112,620 Placer Sierra Bancshares....... 1,943 52,578 Provident Bankshares Corp. .... 3,338 109,687 Republic Bancorp, Inc.- Kentucky..................... 1,040 23,503 S&T Bancorp, Inc. ............. 2,577 85,144 S.Y. Bancorp, Inc. ............ 1,263 31,398 Sandy Spring Bancorp, Inc. .... 1,458 50,505 Santander BanCorp.............. 511 8,999 Seacoast Banking Corp. of Florida...................... 1,516 34,368 Simmons First National Corp. .. 1,266 38,069 South Financial Group, Inc. ... 7,457 184,337 Sterling Bancorp............... 1,882 34,064 Sterling Bancshares, Inc. ..... 7,173 80,194 Sterling Financial Corp.- Pennsylvania................. 2,572 57,098 Suffolk Bancorp................ 1,026 33,119 Sun Bancorp, Inc. (a).......... 1,733 32,216 Susquehanna Bancshares, Inc. .. 5,223 121,121 SVB Financial Group (a)........ 3,484 169,288 Tompkins Trustco, Inc. ........ 750 31,395 Trico Bancshares............... 1,500 35,505 Trustmark Corp. ............... 5,203 145,892 UMB Financial Corp. ........... 2,992 112,978 Umpqua Holdings Corp. ......... 5,800 155,266 United Bankshares, Inc. ....... 3,857 135,111 USB Holding Co., Inc. ......... 1,190 27,001 Washington Trust Bancorp, Inc. ........................ 1,193 31,984 WesBanco, Inc. ................ 1,967 60,721 West Coast Bancorp............. 1,556 49,745 Westamerica Bancorp............ 3,117 150,146 Whitney Holding Corp. ......... 6,592 201,583 Wilmington Trust Corp. ........ 6,834 288,190 Yardville National Bancorp..... 1,027 37,290 ----------- 8,367,312 ----------- COMMERCIAL SERVICES & SUPPLIES -- 2.3% ABM Industries, Inc. .......... 4,354 114,902 ADESA, Inc. ................... 8,511 235,159 Bowne & Co., Inc. ............. 2,962 46,592 Brady Corp. ................... 4,805 149,916 CDI Corp. ..................... 1,288 37,249 Central Parking Corp. ......... 1,804 40,013 Consolidated Graphics, Inc. (a).......................... 1,197 88,638 Deluxe Corp. .................. 5,115 171,506 Ennis, Inc. ................... 2,570 68,773 G & K Services, Inc. (Class A)........................... 2,089 75,789 Heidrick & Struggles International, Inc. (a)...... 1,730 83,819 IKON Office Solutions, Inc. (a).......................... 10,812 155,368 John H. Harland Co. ........... 2,561 131,200 Kelly Services, Inc. (Class A)........................... 1,974 63,563 McGrath Rentcorp............... 2,335 73,949 PHH Corp. (a).................. 5,367 164,016 School Specialty, Inc. (a)..... 2,013 72,689 United Stationers, Inc. (a).... 3,088 185,033 Viad Corp. .................... 2,019 77,933 Watson Wyatt Worldwide, Inc. (Class A).................... 4,284 208,417 ----------- 2,244,524 ----------- COMMUNICATIONS EQUIPMENT -- 0.8% 3Com Corp. (a)................. 39,298 153,655 Bel Fuse, Inc. (Class B)....... 1,117 43,239 Black Box Corp. ............... 1,706 62,337 CommScope, Inc. (a)............ 5,942 254,912 Dycom Industries, Inc. (a)..... 4,084 106,429 Inter-Tel, Inc. ............... 2,103 49,715 Mastec, Inc. (a)............... 4,199 46,231 Sycamore Networks, Inc. (a).... 18,443 68,977 ----------- 785,495 ----------- COMPUTERS & PERIPHERALS -- 0.6% Adaptec, Inc. (a).............. 11,837 45,809 Electronics for Imaging, Inc. (a).......................... 5,672 133,009 Emulex Corp. (a)............... 8,646 158,135 Gateway, Inc. (a).............. 24,910 54,553 Hutchinson Technology, Inc. (a).......................... 2,558 59,729 Imation Corp. ................. 3,445 139,109 Quantum Corp. (a).............. 18,955 51,179 ----------- 641,523 ----------- CONSTRUCTION & ENGINEERING -- 1.8% EMCOR Group, Inc. (a).......... 3,184 187,792 Foster Wheeler, Ltd. (a)....... 6,873 401,314 Granite Construction, Inc. .... 3,501 193,465 Insituform Technologies, Inc. (a).......................... 2,710 56,341 Quanta Services, Inc. (a)...... 10,134 255,580 The Shaw Group, Inc. (a)....... 7,591 237,371 URS Corp. (a).................. 5,154 219,509 Washington Group International, Inc. (a)..................... 3,047 202,382 ----------- 1,753,754 ----------- 69
N-Q72nd “Page” of 97TOC1stPreviousNextBottomJust 72nd
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- CONSTRUCTION MATERIALS -- 0.2% Texas Industries, Inc. ........ 2,446 $ 184,746 ----------- CONSUMER FINANCE -- 0.1% Advanta Corp. (Class B)........ 2,279 99,911 ----------- CONTAINERS & PACKAGING -- 1.1% Aptargroup, Inc. .............. 3,260 218,192 Chesapeake Corp. .............. 1,940 29,294 Greif, Inc. (Class A).......... 1,495 166,110 Owens-Illinois, Inc. (a)....... 14,286 368,150 Packaging Corp. of America..... 8,196 199,982 Rock-Tenn Co. ................. 3,664 121,645 ----------- 1,103,373 ----------- DISTRIBUTORS -- 0.1% Audiovox Corp. (Class A) (a)... 1,795 26,440 Building Material Holding Corp. ....................... 2,815 50,980 ----------- 77,420 ----------- DIVERSIFIED CONSUMER SERVICES -- 0.6% Coinmach Service Corp. ........ 2,771 29,400 Regis Corp. ................... 4,500 181,665 Service Corp. International.... 29,488 349,728 Stewart Enterprises, Inc. (Class A).................... 9,390 75,683 ----------- 636,476 ----------- DIVERSIFIED FINANCIAL SERVICES -- 0.1% Financial Federal Corp. ....... 2,739 72,090 Resource America, Inc. ........ 1,554 36,721 ----------- 108,811 ----------- DIVERSIFIED TELECOMMUNICATION SERVICES -- 0.3% Consolidated Communications Holdings, Inc. .............. 1,989 39,561 Fairpoint Communications, Inc. ........................ 2,739 52,616 IDT Corp. (Class B) (a)........ 6,306 71,573 Iowa Telecommunications Services, Inc. .............. 2,759 55,180 North Pittsburgh Systems, Inc. ........................ 1,371 29,847 SureWest Communications........ 1,276 31,734 ----------- 280,511 ----------- ELECTRIC UTILITIES -- 2.0% ALLETE, Inc. .................. 2,476 115,431 Cleco Corp. ................... 5,740 148,264 Duquesne Light Holdings, Inc. ........................ 8,781 173,776 El Paso Electric Co. (a)....... 4,698 123,792 Empire District Electric Co. .. 2,961 73,433 Great Plains Energy, Inc. ..... 8,056 261,417 Hawaiian Electric Industries, Inc. ........................ 8,045 209,090 IDACORP, Inc. ................. 4,283 144,937 MGE Energy, Inc. .............. 2,059 73,012 Otter Tail Corp. .............. 2,563 87,757 Portland General Electric Co. ......................... 2,701 78,869 UIL Holdings Corp. ............ 2,277 79,012 Unisource Energy Corp. ........ 3,490 131,049 Westar Energy, Inc. ........... 8,680 238,874 ----------- 1,938,713 ----------- ELECTRICAL EQUIPMENT -- 1.4% A.O. Smith Corp. .............. 2,012 76,899 Baldor Electric Co. ........... 3,895 146,997 Belden CDT, Inc. .............. 4,450 238,476 Genlyte Group, Inc. (a)........ 2,500 176,375 GrafTech International, Ltd. (a).......................... 10,060 91,345 Regal-Beloit Corp. ............ 3,110 144,242 Superior Essex, Inc. (a)....... 2,026 70,241 Thomas & Betts Corp. (a)....... 6,014 293,603 Woodward Governor Co. ......... 2,963 121,987 ----------- 1,360,165 ----------- ELECTRONIC EQUIPMENT & INSTRUMENTS -- 2.0% Agilysys, Inc. ................ 3,051 68,556 Anixter International, Inc. (a).......................... 3,482 229,603 AVX Corp. ..................... 5,224 79,405 Checkpoint Systems, Inc. (a)... 3,852 91,138 Coherent, Inc. (a)............. 3,155 100,140 Electro Scientific Industries, Inc. (a)..................... 2,637 50,736 KEMET Corp. (a)................ 8,631 66,027 Littelfuse, Inc. (a)........... 2,212 89,807 Methode Electronics, Inc. (Class A).................... 3,806 56,215 Newport Corp. (a).............. 3,755 61,469 Park Electrochemical Corp. .... 1,847 50,091 Paxar Corp. (a)................ 3,758 107,854 Plexus Corp. (a)............... 4,573 78,427 Rogers Corp. (a)............... 1,800 79,830 SYNNEX Corp. (a)............... 1,319 28,015 Tech Data Corp. (a)............ 5,457 195,415 Technitrol, Inc. .............. 4,019 105,258 Tektronix, Inc. ............... 8,267 232,799 Vishay Intertechnology, Inc. (a).......................... 16,868 235,815 ----------- 2,006,600 ----------- ENERGY EQUIPMENT & SERVICES -- 1.5% Bristow Group, Inc. (a)........ 2,234 81,429 Gulfmark Offshore, Inc. (a).... 2,000 87,300 Hanover Compressor Co. (a)..... 8,676 193,041 Horizon Offshore, Inc. (a)..... 2,629 38,015 Lone Star Technologies, Inc. (a).......................... 3,116 205,749 Lufkin Industries, Inc. ....... 1,500 84,270 SEACOR Holdings, Inc. (a)...... 2,209 217,366 Tidewater, Inc. ............... 5,782 338,710 Unit Corp. (a)................. 4,600 232,714 ----------- 1,478,594 ----------- FOOD & STAPLES RETAILING -- 0.6% Casey's General Stores, Inc. .. 4,975 124,425 Great Atlantic & Pacific Tea Co. ......................... 1,707 56,638 Ingles Markets, Inc. .......... 1,172 47,864 Longs Drug Stores Corp. ....... 3,044 157,192 Nash Finch Co. ................ 1,278 44,040 Ruddick Corp. ................. 3,609 108,559 The Topps Co., Inc. ........... 3,332 32,387 Weis Markets, Inc. ............ 937 41,884 ----------- 612,989 ----------- FOOD PRODUCTS -- 1.9% Alico, Inc. ................... 433 24,824 Chiquita Brands International, Inc. ........................ 4,122 57,790 Corn Products International, Inc. ........................ 7,416 263,936 Del Monte Foods Co. ........... 19,879 228,211 Farmer Brothers Co. ........... 595 13,507 Fresh Del Monte Produce, Inc. ........................ 2,781 55,759 Hain Celestial Group, Inc. (a).......................... 3,971 119,408 Lancaster Colony Corp. ........ 2,557 112,994 Lance, Inc. ................... 3,101 62,764 Pilgrim's Pride Corp. ......... 4,139 137,373 Premium Standard Farms, Inc. .. 1,900 39,976 Ralcorp Holdings, Inc. (a)..... 2,732 175,668 70
N-Q73rd “Page” of 97TOC1stPreviousNextBottomJust 73rd
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Reddy Ice Holdings, Inc. ...... 1,746 $ 52,694 Sanderson Farms, Inc. ......... 1,800 66,708 The J.M. Smucker Co. .......... 5,685 303,124 Tootsie Roll Industries, Inc. ........................ 2,530 75,815 TreeHouse Foods, Inc. (a)...... 3,088 94,091 ----------- 1,884,642 ----------- GAS UTILITIES -- 3.3% AGL Resources, Inc. ........... 7,828 334,412 Amerigas Partners LP........... 3,263 106,537 Atlas Pipeline Partners LP..... 1,300 62,244 Atmos Energy Corp. ............ 8,843 276,609 Copano Energy LLC.............. 1,600 109,568 Ferrellgas Partners LP......... 3,886 90,077 Laclede Group, Inc. ........... 2,069 64,305 National Fuel Gas Co. ......... 7,025 303,902 New Jersey Resources Corp. .... 2,727 136,486 Nicor, Inc. ................... 4,450 215,469 Northwest Natural Gas Co. ..... 2,769 126,460 Piedmont Natural Gas Co., Inc. ........................ 7,009 184,897 South Jersey Industries, Inc. ........................ 2,912 110,802 Southern Union Co. ............ 11,238 341,523 Southwest Gas Corp. ........... 4,126 160,378 Suburban Propane Partners LP... 3,220 141,680 UGI Corp. ..................... 10,461 279,413 WGL Holdings, Inc. ............ 4,907 156,926 ----------- 3,201,688 ----------- HEALTH CARE EQUIPMENT & SUPPLIES -- 0.7% Advanced Medical Optics, Inc. (a).......................... 5,898 219,406 Analogic Corp. ................ 1,400 88,032 Datascope Corp. ............... 1,248 45,165 DJO, Inc. (a).................. 2,332 88,383 Invacare Corp. ................ 3,166 55,215 The Cooper Cos., Inc. ......... 4,463 216,991 ----------- 713,192 ----------- HEALTH CARE PROVIDERS & SERVICES -- 0.8% Chemed Corp. .................. 2,595 127,051 Genesis HealthCare Corp. (a)... 1,964 123,948 Kindred Healthcare, Inc. (a)... 3,367 110,371 Landauer, Inc. ................ 948 47,855 Magellan Health Services, Inc. (a).......................... 3,752 157,584 Owens & Minor, Inc. ........... 4,029 147,985 RehabCare Group, Inc. (a)...... 1,714 27,201 ----------- 741,995 ----------- HOTELS RESTAURANTS & LEISURE -- 1.9% AFC Enterprises, Inc. (a)...... 2,520 50,526 Bob Evans Farms, Inc. ......... 3,671 135,644 CBRL Group, Inc. .............. 2,628 121,676 Cedar Fair LP.................. 5,004 142,914 Churchill Downs, Inc. ......... 1,057 47,977 Domino's Pizza, Inc. .......... 3,867 125,562 IHOP Corp. .................... 1,608 94,309 International Speedway Corp. (Class A).................... 3,500 180,950 Jack in the Box, Inc. (a)...... 3,452 238,637 Landry's Restaurants, Inc. .... 1,707 50,527 Marcus Corp. .................. 2,042 47,497 OSI Restaurant Partners, Inc. ........................ 7,174 283,373 Six Flags, Inc. (a)............ 7,303 43,891 Speedway Motorsports, Inc. .... 1,407 54,521 Triarc Cos., Inc. (Class B).... 4,925 84,661 Vail Resorts, Inc. (a)......... 3,027 164,457 ----------- 1,867,122 ----------- HOUSEHOLD DURABLES -- 1.9% American Greetings Corp. (Class A)........................... 5,520 128,119 Avatar Holdings, Inc. (a)...... 527 37,649 Beazer Homes USA, Inc. ........ 3,925 113,943 Blyth, Inc. ................... 2,802 59,150 CSS Industries, Inc. .......... 766 28,710 Ethan Allen Interiors, Inc. ... 3,032 107,151 Furniture Brands International, Inc. ........................ 4,431 69,921 Hovnanian Enterprises, Inc. (a).......................... 4,500 113,220 Kimball International, Inc. (Class B).................... 2,685 51,767 La-Z-Boy, Inc. ................ 5,121 63,398 M.D.C. Holdings, Inc. ......... 3,480 167,284 M/I Homes, Inc. ............... 1,191 31,621 Meritage Homes Corp. (a)....... 2,211 71,017 Palm Harbor Homes, Inc. (a).... 1,021 14,641 Russ Berrie & Co., Inc. (a).... 1,022 14,410 Ryland Group, Inc. ............ 4,280 180,573 Skyline Corp. ................. 685 23,112 Snap-on, Inc. ................. 5,228 251,467 Standard Pacific Corp. ........ 6,456 134,737 Tupperware Corp. .............. 6,040 150,577 WCI Communities, Inc. (a)...... 2,741 58,493 ----------- 1,870,960 ----------- HOUSEHOLD PRODUCTS -- 0.1% Central Garden & Pet Co. (a)... 2,122 31,342 Central Garden & Pet Co. (Class A) (a)....................... 4,244 62,387 WD-40 Co. ..................... 1,635 51,846 ----------- 145,575 ----------- INDUSTRIAL CONGLOMERATES -- 0.7% Carlisle Cos., Inc. ........... 6,150 264,019 Sequa Corp. (a)................ 693 83,001 Standex International Corp. ... 1,113 31,732 Teleflex, Inc. ................ 3,535 240,627 Tredegar Corp. ................ 2,686 61,214 ----------- 680,593 ----------- INSURANCE -- 7.1% 21st Century Insurance Group... 2,561 54,293 Alfa Corp. .................... 3,673 67,877 Alleghany Corp. (a)............ 516 192,823 Allied World Assurance Holdings, Ltd. .............. 3,488 149,112 American Financial Group, Inc. ........................ 6,881 234,229 American National Insurance Co. ......................... 1,556 199,059 Amtrust Financial Services, Inc. ........................ 2,500 26,400 Argonaut Group, Inc. (a)....... 3,278 106,076 Aspen Insurance Holdings, Ltd. ........................ 7,620 199,720 Assured Guaranty, Ltd. ........ 4,757 129,961 Baldwin & Lyons, Inc. (Class B)........................... 946 24,076 Bristol West Holdings, Inc. ... 1,791 39,707 CNA Surety Corp. (a)........... 1,534 32,367 Delphi Financial Group......... 4,237 170,455 Employers Holdings, Inc. (a)... 5,200 104,104 Endurance Specialty Holdings, Ltd. ........................ 5,863 209,544 Enstar Group Ltd. (a).......... 500 49,320 Erie Indemnity Co. (Class A)... 5,192 273,982 FBL Financial Group, Inc. (Class A).................... 1,249 48,873 Great American Financial Resources, Inc. ............. 766 18,752 71
N-Q74th “Page” of 97TOC1stPreviousNextBottomJust 74th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Hanover Insurance Group, Inc. ........................ 5,094 $ 234,935 Harleysville Group, Inc. ...... 1,371 44,544 Horace Mann Educators Corp. ... 4,253 87,399 Infinity Property & Casualty Corp. ....................... 1,946 91,190 IPC Holdings, Ltd. ............ 6,381 184,092 Kansas City Life Insurance Co. ......................... 435 19,575 LandAmerica Financial Group, Inc. ........................ 1,764 130,377 Max Re Capital, Ltd. .......... 4,438 113,080 Mercury General Corp. ......... 2,681 142,200 Montpelier Re Holdings, Ltd. .. 10,325 179,036 National Western Life Insurance Co. (Class A)................ 229 56,059 Navigators Group, Inc. (a)..... 1,310 65,723 Odyssey Re Holdings Corp. ..... 2,709 106,491 Ohio Casualty Corp. ........... 6,059 181,467 OneBeacon Insurance Group, Ltd. (a).......................... 2,426 60,650 PartnerRe, Ltd. ............... 5,745 393,762 Platinum Underwriters Holdings, Ltd. ........................ 5,870 188,310 Presidential Life Corp. ....... 2,109 41,590 ProAssurance Corp. (a)......... 3,029 154,933 Reinsurance Group America, Inc. ........................ 2,858 164,964 RenaissanceRe Holdings, Ltd. .. 6,231 312,422 RLI Corp. ..................... 2,220 121,945 Safety Insurance Group, Inc. .. 1,420 56,970 Security Capital Assurance, Ltd. ........................ 6,388 180,333 Selective Insurance Group, Inc. ........................ 5,740 146,140 StanCorp Financial Group, Inc. ........................ 5,394 265,223 State Auto Financial Corp. .... 1,464 47,038 Stewart Information Services Corp. ....................... 1,666 69,622 The Commerce Group, Inc. ...... 6,129 184,115 The Midland Co. ............... 1,318 55,910 The Phoenix Cos., Inc. ........ 11,230 155,872 United America Indemnity, Ltd. (a).......................... 2,020 46,864 United Fire & Casualty Co. .... 2,139 75,143 Wesco Financial Corp. ......... 140 64,400 Zenith National Insurance Corp. ....................... 3,753 177,404 ----------- 6,930,508 ----------- INTERNET SOFTWARE & SERVICES -- 0.1% United Online, Inc. ........... 6,465 90,704 ----------- IT SERVICES -- 1.3% BearingPoint, Inc. (a)......... 20,148 154,334 Convergys Corp. (a)............ 13,802 350,709 CSG Systems International, Inc. (a).......................... 4,740 118,595 Forrester Research, Inc. (a)... 1,404 39,817 Gevity HR, Inc. ............... 2,453 48,422 infoUSA, Inc. ................. 3,490 33,574 Mantech International Corp. (a).......................... 1,745 58,300 MAXIMUS, Inc. ................. 2,189 75,477 MPS Group, Inc. (a)............ 10,254 145,094 Unisys Corp. (a)............... 34,182 288,154 ----------- 1,312,476 ----------- LEISURE EQUIPMENT & PRODUCTS -- 0.5% Callaway Golf Co. ............. 6,693 105,482 JAKKS Pacific, Inc. (a)........ 2,784 66,538 K2, Inc. (a)................... 4,914 59,410 Nautilus Group, Inc. .......... 3,173 48,959 Polaris Industries, Inc. ...... 3,558 170,713 ----------- 451,102 ----------- LIFE SCIENCES TOOLS & SERVICES -- 0.4% Cambrex Corp. ................. 2,732 67,207 PerkinElmer, Inc. ............. 12,399 300,304 ----------- 367,511 ----------- MACHINERY -- 4.9% AGCO Corp. (a)................. 8,996 332,582 Albany International Corp. (Class A).................... 2,427 87,226 Astec Industries, Inc. (a)..... 1,623 65,326 Barnes Group, Inc. ............ 4,114 94,663 Blount International, Inc. (a).......................... 3,764 46,862 Briggs & Stratton Corp. ....... 4,892 150,918 Cascade Corp. ................. 1,063 63,652 CIRCOR International, Inc. .... 1,283 45,803 Crane Co. ..................... 5,315 214,832 EnPro Industries, Inc. (a)..... 2,144 77,291 Federal Signal Corp. .......... 4,785 74,263 Flowserve Corp. (a)............ 5,801 331,759 Freightcar America, Inc. ...... 1,211 58,334 Harsco Corp. .................. 8,296 372,159 IDEX Corp. .................... 5,375 273,480 Kaydon Corp. .................. 2,822 120,104 Kennametal, Inc. .............. 3,912 264,490 Lincoln Electric Holdings, Inc. ........................ 3,976 236,811 Lindsay Manufacturing Co. ..... 1,115 35,446 Mueller Industries, Inc. ...... 3,633 109,353 NACCO Industries, Inc. ........ 531 72,965 Nordson Corp. ................. 3,030 140,774 Robbins & Myers, Inc. ......... 1,375 51,274 Tecumseh Products Co. (Class A) (a).......................... 1,664 16,757 Tennant Co. ................... 1,646 51,833 The Greenbrier Cos., Inc. ..... 1,502 40,103 The Manitowoc Co., Inc. ....... 6,222 395,284 The Timken Co. ................ 8,454 256,241 Trinity Industries, Inc. ...... 7,974 334,270 Valmont Industries, Inc. ...... 1,816 105,019 Wabash National Corp. ......... 2,879 44,394 Wabtec Corp. .................. 4,793 165,311 Watts Water Technologies, Inc. ........................ 3,044 115,763 ----------- 4,845,342 ----------- MARINE -- 0.4% Alexander & Baldwin, Inc. ..... 4,297 216,741 Eagle Bulk Shipping, Inc. ..... 3,521 68,272 Genco Shipping & Trading, Ltd. ........................ 2,106 66,929 Horizon Lines, Inc. ........... 2,449 80,376 ----------- 432,318 ----------- MEDIA -- 2.1% Belo Corp. .................... 9,043 168,833 Carmike Cinemas, Inc. ......... 1,211 28,095 Catalina Marketing Corp. ...... 3,648 115,204 Citadel Broadcasting Corp. .... 3,470 33,000 Courier Corp. ................. 1,108 43,290 Cox Radio, Inc. (Class A) (a).. 3,607 49,236 Cumulus Media, Inc. (a)........ 3,427 32,145 Emmis Communications Corp. .... 3,239 27,337 Entercom Communications Corp. ....................... 3,242 91,360 Fisher Communications, Inc. (a).......................... 714 34,700 GateHouse Media, Inc. ......... 1,700 34,510 Hearst-Argyle Television, Inc. ........................ 2,497 67,893 Journal Communications, Inc. .. 4,712 61,774 Journal Register Co. .......... 3,711 22,118 72
N-Q75th “Page” of 97TOC1stPreviousNextBottomJust 75th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- Lee Enterprises, Inc. ......... 4,110 $ 123,505 Lin TV Corp. (Class A) (a)..... 2,640 41,976 McClatchy Co. (Class A)........ 5,526 174,677 Media General, Inc. (Class A).. 2,150 82,044 Meredith Corp. ................ 3,894 223,477 Radio One, Inc. (Class A) (a).. 7,953 51,456 RCN Corp. (a).................. 3,679 93,998 Regal Entertainment Group...... 7,679 152,582 Scholastic Corp. (a)........... 3,357 104,403 Sinclair Broadcast Group, Inc. ........................ 4,579 70,745 Sun-Times Media Group, Inc. ... 6,013 29,824 Westwood One, Inc. ............ 7,102 48,791 World Wrestling Entertainment, Inc. (Class A)............... 1,788 29,144 ----------- 2,036,117 ----------- METALS & MINING -- 3.3% AMCOL International Corp. ..... 2,480 73,532 Brush Engineered Materials, Inc. (a)..................... 1,970 95,486 Carpenter Technology Corp. .... 2,607 314,821 Century Aluminum Co. (a)....... 2,392 112,137 Chaparral Steel Co. ........... 4,275 248,677 Cleveland-Cliffs, Inc. ........ 4,138 264,873 Commercial Metals Co. ......... 11,889 372,720 Compass Minerals International, Inc. ........................ 3,163 105,644 Gibraltar Industries, Inc. .... 2,813 63,630 Kaiser Aluminum Corp. (a)...... 1,453 113,334 Quanex Corp. .................. 3,668 155,340 Reliance Steel & Aluminum Co. ......................... 6,216 300,854 RTI International Metals, Inc. (a).......................... 2,373 215,967 Ryerson Tull, Inc. ............ 2,328 92,235 Schnitzer Steel Industries, Inc. (Class A)............... 2,298 92,311 Steel Dynamics, Inc. .......... 9,178 396,490 Stillwater Mining Co. (a)...... 4,348 55,176 Titanium Metals Corp. (a)...... 1 27 Worthington Industries, Inc. .. 7,041 144,904 ----------- 3,218,158 ----------- MULTI-UTILITIES -- 2.1% Aquila, Inc. (a)............... 37,302 155,922 Avista Corp. .................. 5,245 127,086 Black Hills Corp. ............. 3,270 120,238 CH Energy Group, Inc. ......... 1,535 74,739 CMS Energy Corp. .............. 22,102 393,416 NorthWestern Corp. ............ 3,580 126,840 OGE Energy Corp. .............. 8,992 348,890 PNM Resources, Inc. ........... 6,837 220,835 Puget Energy, Inc. ............ 11,443 293,856 Vectren Corp. ................. 7,607 217,560 ----------- 2,079,382 ----------- MULTILINE RETAIL -- 0.9% Big Lots, Inc. (a)............. 10,858 339,638 Dillards, Inc. (Class A)....... 6,478 212,025 Saks, Inc. .................... 12,254 255,374 Tuesday Morning Corp. ......... 2,967 44,030 ----------- 851,067 ----------- OIL, GAS & CONSUMABLE FUELS -- 5.2% Alliance Resource Partners LP.. 2,000 75,840 Atlas Pipeline Holdings LP..... 339 8,295 Boardwalk Pipeline Partners LP........................... 2,114 77,901 BP Prudhoe Bay Royalty Trust... 2,200 146,256 Buckeye Partners LP............ 3,720 185,033 Calumet Specialty Products Partners LP.................. 1,146 55,180 Cimarex Energy Co. ............ 8,300 307,266 Crosstex Energy LP............. 1,706 61,433 DCP Midstream Partners LP...... 1,074 41,993 Dorchester Minerals LP......... 2,654 58,415 Double Hull Tankers, Inc. ..... 2,030 30,003 Enbridge Energy Management LLC (a).......................... 1,100 59,411 Evergreen Energy, Inc. (a)..... 7,984 52,455 Forest Oil Corp. (a)........... 5,470 182,534 General Maritime Corp. ........ 2,600 75,088 Giant Industries, Inc. (a)..... 1,530 115,744 Harvest Natural Resources, Inc. (a).......................... 3,566 34,733 Holly Energy Partners LP....... 771 35,936 Hugoton Royalty Trust.......... 3,949 99,436 Inergy Holdings LP............. 981 44,655 Inergy LP...................... 4,166 136,145 Linn Energy LLC................ 1,989 67,666 Magellan Midstream Partners LP........................... 6,656 311,501 Markwest Energy Partners LP.... 2,788 98,974 Massey Energy Co. ............. 7,590 182,084 Natural Resource Partners LP... 1,639 110,141 Overseas Shipholding Group, Inc. ........................ 3,040 190,304 Penn Virginia Resource Partners LP........................... 2,585 72,122 Petrohawk Energy Corp. (a)..... 16,658 219,386 Regency Energy Partners LP..... 2,400 63,192 Ship Finance International, Ltd. ........................ 4,889 134,105 Stone Energy Corp. (a)......... 2,573 76,392 Sunoco Logistics Partners LP... 1,619 95,910 Swift Energy Co. (a)........... 2,941 122,846 TC Pipelines LP................ 1,630 59,462 Teekay LNG Partners LP......... 1,121 41,825 Teekay Shipping Corp. ......... 4,277 231,428 TEPPCO Partners LP............. 7,609 337,840 The Houston Exploration Co. (a).......................... 2,772 149,549 U.S. Shipping Partners LP...... 885 16,744 USEC, Inc. (a)................. 8,674 140,952 Valero LP...................... 3,667 244,222 Whiting Petroleum Corp. (a).... 3,702 145,896 Williams Partners LP........... 2,035 97,131 ----------- 5,093,424 ----------- PAPER & FOREST PRODUCTS -- 0.7% Bowater, Inc. ................. 5,759 137,179 Buckeye Technologies, Inc. (a).......................... 3,668 47,611 Deltic Timber Corp. ........... 1,112 53,331 Glatfelter..................... 4,126 61,519 Louisiana-Pacific Corp. ....... 10,368 207,982 Neenah Paper, Inc. ............ 1,453 57,742 Schweitzer-Mauduit International, Inc. ......... 1,542 38,319 Wausau-Mosinee Paper Corp. .... 4,737 68,023 ----------- 671,706 ----------- PERSONAL PRODUCTS -- 0.2% Nu Skin Enterprises, Inc. (Class A).................... 5,199 85,887 Playtex Products, Inc. (a)..... 5,787 78,530 ----------- 164,417 ----------- 73
N-Q76th “Page” of 97TOC1stPreviousNextBottomJust 76th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- PHARMACEUTICALS -- 0.3% Alpharma, Inc. (Class A)....... 4,199 $ 101,112 KV Pharmaceutical Co. (Class A) (a).......................... 4,194 103,717 Perrigo Co. ................... 7,689 135,788 ----------- 340,617 ----------- REAL ESTATE INVESTMENT TRUSTS -- 13.0% Acadia Realty Trust............ 2,830 73,778 Alexandria Real Estate Equities, Inc. .............. 2,936 294,686 American Campus Communities, Inc. ........................ 2,300 69,667 American Financial Realty Trust........................ 12,682 127,835 American Home Mortgage Investment Corp. ............ 4,524 122,103 Annaly Mortgage Management, Inc. ........................ 25,502 394,771 Anthracite Capital, Inc. ...... 5,749 68,988 Arbor Realty Trust, Inc. ...... 1,622 49,374 Ashford Hospitality Trust, Inc. ........................ 6,427 76,738 Brandywine Realty Trust........ 8,918 297,950 BRE Properties, Inc. (Class A)........................... 5,013 316,571 Capital Lease Funding, Inc. ... 3,306 35,407 Capital Trust, Inc. (Class A).. 1,687 76,877 CBL & Associates Properties, Inc. ........................ 6,534 292,985 CBRE Realty Finance, Inc. ..... 927 12,264 Cedar Shopping Centers, Inc. .. 4,300 69,660 Colonial Properties Trust...... 4,636 211,726 Cousins Properties, Inc. ...... 4,096 134,595 Crescent Real Estate Equities Co. ......................... 9,579 192,155 Crystal River Capital, Inc. ... 2,499 67,073 DCT Industrial Trust, Inc. .... 16,700 197,561 Deerfield Triarc Capital Corp. ....................... 4,009 60,095 DiamondRock Hospitality Co. ... 8,942 169,898 Douglas Emmett, Inc. .......... 6,624 169,111 EastGroup Properties, Inc. .... 2,326 118,696 Education Realty Trust, Inc. .. 2,685 39,684 Entertainment Properties Trust........................ 2,692 162,193 Equity Inns, Inc. ............. 5,429 88,927 Equity Lifestyle Properties, Inc. ........................ 2,135 115,311 Equity One, Inc. .............. 3,706 98,209 Essex Property Trust, Inc. .... 2,400 310,752 Extra Space Storage, Inc. ..... 6,427 121,727 FelCor Lodging Trust, Inc. .... 6,219 161,508 First Industrial Realty Trust, Inc. ........................ 4,489 203,352 Franklin Street Properties Corp. ....................... 6,385 122,464 Friedman, Billings, Ramsey Group, Inc. ................. 14,995 82,772 Getty Realty Corp. ............ 1,969 56,589 Glimcher Realty Trust.......... 3,671 99,190 GMH Communities Trust.......... 4,042 40,380 Gramercy Capital Corp./New York......................... 1,969 60,409 Health Care REIT, Inc. ........ 7,228 317,309 Healthcare Realty Trust, Inc. ........................ 4,720 176,056 Highland Hospitality Corp. .... 5,728 101,958 Highwoods Properties, Inc. .... 5,564 219,722 Home Properties, Inc. ......... 3,310 174,801 HRPT Properties Trust.......... 20,909 257,181 Impac Mortgage Holdings, Inc. ........................ 6,891 34,455 Inland Real Estate Corp. ...... 6,073 111,379 Innkeepers USA Trust........... 4,481 72,951 Investors Real Estate Trust.... 4,825 51,097 JER Investors Trust, Inc. ..... 2,514 47,816 Kilroy Realty Corp. ........... 3,297 243,154 Kite Realty Group Trust........ 2,900 57,855 KKR Financial Corp. ........... 8,045 220,674 LaSalle Hotel Properties....... 4,007 185,765 Lexington Corporate Properties Trust........................ 6,470 136,711 Longview Fibre Co. ............ 6,583 162,139 LTC Properties, Inc. .......... 2,142 55,499 Luminent Mortgage Capital, Inc. ........................ 4,644 41,517 Medical Properties Trust, Inc. ........................ 4,796 70,453 Meruelo Maddux Properties, Inc. (a).......................... 3,600 31,500 MFA Mortgage Investments, Inc. ........................ 7,883 60,699 Mid-America Apartment Communities, Inc. ........... 2,418 136,037 Mills Corp. ................... 5,134 129,582 National Health Investors, Inc. ........................ 2,484 77,849 National Retail Properties, Inc. ........................ 6,020 145,624 Nationwide Health Properties, Inc. ........................ 8,436 263,709 Newcastle Investment Corp. .... 4,844 134,324 NorthStar Realty Finance Corp. ....................... 5,800 88,218 Omega Healthcare Investors, Inc. ........................ 5,827 99,933 Parkway Properties, Inc. ...... 1,565 81,771 Pennsylvania Real Estate Investment Trust............. 3,680 163,134 Post Properties, Inc. ......... 4,367 199,703 Potlatch Corp.................. 3,914 179,183 PS Business Parks, Inc. ....... 1,679 118,403 RAIT Investment Trust.......... 6,155 171,971 Ramco-Gershenson Properties Trust........................ 1,616 57,707 Rayonier, Inc. ................ 7,681 330,283 Realty Income Corp. ........... 10,004 282,113 Redwood Trust, Inc. ........... 2,497 130,294 Saul Centers, Inc. ............ 1,113 63,330 Senior Housing Properties Trust........................ 8,391 200,545 Sovran Self Storage, Inc. ..... 2,047 113,424 Spirit Finance Corp. .......... 10,758 160,294 Strategic Hotels & Resorts, Inc. ........................ 7,517 171,914 Sun Communities, Inc. ......... 1,675 51,959 Sunstone Hotel Investors, Inc. ........................ 5,796 157,999 Tanger Factory Outlet Centers, Inc. ........................ 3,077 124,280 Taubman Centers, Inc. ......... 5,258 304,911 U-Store-It Trust............... 4,710 94,765 Universal Health Realty Income Trust........................ 1,114 39,826 Urstadt Biddle Properties (Class A).................... 1,887 36,910 Washington Real Estate Investment Trust............. 4,484 167,791 ----------- 12,772,508 ----------- REAL ESTATE MANAGEMENT & DEVELOPMENT -- 0.1% Tejon Ranch Co. (a)............ 1,184 56,003 ----------- ROAD & RAIL -- 2.4% Amerco, Inc. (a)............... 743 52,003 Arkansas Best Corp. ........... 2,220 78,921 Avis Budget Group, Inc. (a).... 9,974 272,490 Con-way, Inc. ................. 4,798 239,132 Dollar Thrifty Automotive Group (a).......................... 2,205 112,543 GATX Corp. .................... 4,552 217,586 Kansas City Southern (a)....... 7,591 270,088 Laidlaw International, Inc. ... 8,120 280,952 Ryder Systems, Inc. ........... 6,034 297,717 United Rentals, Inc. (a)....... 6,859 188,622 Werner Enterprises, Inc. ...... 5,410 98,300 YRC Worldwide, Inc. (a)........ 5,746 231,104 ----------- 2,339,458 ----------- 74
N-Q77th “Page” of 97TOC1stPreviousNextBottomJust 77th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 1.2% Actel Corp. (a)................ 2,601 $ 42,968 Axcelis Technologies, Inc. (a).......................... 9,934 75,896 Cohu, Inc. .................... 2,064 38,803 Entegris, Inc. (a)............. 11,678 124,955 Fairchild Semiconductor International, Inc. (a)...... 12,115 202,563 Integrated Device Technology, Inc. (a)..................... 19,896 306,796 Lattice Semiconductor Corp. (a).......................... 10,557 61,758 MKS Instruments, Inc. (a)...... 3,693 94,245 Photronics, Inc. (a)........... 3,892 60,521 Standard Microsystems Corp. (a).......................... 2,231 68,135 TriQuint Semiconductor, Inc. (a).......................... 13,604 68,020 Veeco Instruments, Inc. (a).... 2,680 52,260 ----------- 1,196,920 ----------- SOFTWARE -- 0.6% Aspen Technology, Inc. (a)..... 2,178 28,314 Compuware Corp. (a)............ 32,330 306,811 MSC Software Corp. (a)......... 4,000 55,000 Sybase, Inc. (a)............... 9,092 229,846 ----------- 619,971 ----------- SPECIALTY RETAIL -- 2.2% Asbury Automotive Group, Inc. ........................ 2,762 78,026 Barnes & Noble, Inc. .......... 5,281 208,335 Blockbuster, Inc. (Class A) (a).......................... 17,295 111,380 Borders Group, Inc. ........... 6,147 125,522 Brown Shoe Co., Inc. (a)....... 2,863 120,246 Buckle, Inc. .................. 1,474 52,622 CSK Auto Corp. (a)............. 4,360 74,992 DEB Shops, Inc. ............... 332 8,991 Group 1 Automotive, Inc. ...... 2,128 84,631 Jo-Ann Stores, Inc. (a)........ 2,320 63,220 Lithia Motors, Inc. (Class A).. 1,518 41,608 OfficeMax, Inc. ............... 7,488 394,917 Payless ShoeSource, Inc. (a)... 6,564 217,925 Pier 1 Imports, Inc. .......... 7,876 54,423 Sonic Automotive, Inc. (Class A)........................... 3,006 85,671 Talbots, Inc. ................. 2,257 53,310 The Cato Corp. (Class A)....... 3,097 72,439 The Pep Boys -- Manny, Moe & Jack......................... 4,171 79,624 United Auto Group, Inc. ....... 4,034 81,890 Zale Corp. (a)................. 4,733 124,857 ----------- 2,134,629 ----------- TEXTILES, APPAREL & LUXURY GOODS -- 1.3% Columbia Sportswear Co. ....... 1,300 81,003 Hanesbrands, Inc. (a).......... 9,579 281,527 Kellwood Co. .................. 2,355 69,072 Kenneth Cole Productions, Inc. (Class A).................... 1,207 30,984 Movado Group, Inc. ............ 1,799 52,980 Oxford Industries, Inc. ....... 1,501 74,209 Phillips-Van Heusen Corp. ..... 5,495 323,106 Skechers USA, Inc. (a)......... 2,673 89,733 Stride Rite Corp. ............. 3,381 52,034 UniFirst Corp. ................ 1,313 50,380 Wolverine World Wide, Inc. .... 5,580 159,421 Xerium Technologies, Inc. ..... 1,966 15,767 ----------- 1,280,216 ----------- THRIFTS & MORTGAGE FINANCE -- 2.8% Accredited Home Lenders Holding Co. (a)...................... 2,220 20,579 Anchor Bancorp Wisconsin, Inc. ........................ 2,016 57,154 Bank Mutual Corp. ............. 5,961 67,777 BankAtlantic Bancorp, Inc. (Class A).................... 4,795 52,553 BankUnited Financial Corp. .... 3,628 76,950 Brookline Bancorp, Inc. ....... 6,064 76,831 Capitol Federal Financial...... 2,141 80,951 Charter Financial Corp. ....... 400 19,200 City Bank...................... 1,405 45,115 Clifton Savings Bancorp, Inc. ........................ 1,364 16,286 Corus Bankshares, Inc. ........ 3,350 57,151 Dime Community Bancshares...... 3,310 43,791 Downey Financial Corp. ........ 2,130 137,470 First Busey Corp. ............. 1,531 32,809 First Financial Holdings, Inc. ........................ 1,197 41,416 First Niagara Financial Group, Inc. ........................ 10,881 151,355 First Place Financial Corp. ... 1,701 36,487 FirstFed Financial Corp. (a)... 1,629 92,576 Flagstar Bancorp, Inc. ........ 3,795 45,350 Flushing Financial Corp. ...... 1,861 30,204 Fremont General Corp. ......... 6,600 45,738 IndyMac Bancorp, Inc. ......... 7,335 235,087 Kearny Financial Corp. ........ 2,131 30,644 MAF Bancorp, Inc. ............. 3,139 129,766 Northwest Bancorp, Inc. ....... 2,058 55,751 OceanFirst Financial Corp. .... 857 14,869 Partners Trust Financial Group, Inc. ........................ 4,140 47,320 PFF Bancorp, Inc. ............. 2,121 64,330 Provident Financial Services, Inc. ........................ 5,884 102,676 Provident New York Bancorp..... 4,166 58,949 Roma Financial Corp. (a)....... 960 14,880 TierOne Corp. ................. 1,629 44,048 Triad Guaranty, Inc. (a)....... 1,201 49,733 TrustCo Bank Corp. NY.......... 7,283 69,771 United Community Financial Corp. ....................... 2,739 30,266 Washington Federal, Inc. ...... 8,687 203,797 Wauwatosa Holdings, Inc. (a)... 1,031 18,022 Webster Financial Corp. ....... 5,600 268,856 WSFS Financial Corp. .......... 687 44,298 ----------- 2,710,806 ----------- TOBACCO -- 0.3% M&F Worldwide Corp. (a)........ 1,300 61,893 Universal Corp. ............... 2,570 157,669 Vector Group, Ltd. ............ 2,953 55,251 ----------- 274,813 ----------- TRADING COMPANIES & DISTRIBUTORS -- 0.4% Applied Industrial Technologies, Inc. .......... 3,953 97,007 BlueLinx Holdings, Inc. ....... 1,198 12,579 Kaman Corp. (Class A).......... 2,178 50,769 Lawson Products, Inc. ......... 375 14,205 TAL International Group, Inc. ........................ 1,700 40,800 UAP Holding Corp. ............. 3,884 100,401 Watsco, Inc. .................. 2,510 128,186 ----------- 443,947 ----------- TRANSPORTATION INFRASTRUCTURE -- 0.2% Interpool, Inc. ............... 1,228 29,988 Macquarie Infrastructure Co. Trust........................ 3,486 137,000 ----------- 166,988 ----------- 75
N-Q78th “Page” of 97TOC1stPreviousNextBottomJust 78th
SPDR DJ WILSHIRE SMALL CAP VALUE ETF SCHEDULE OF INVESTMENTS (CONTINUED) MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- WATER UTILITIES -- 0.5% American States Water Co. ..... 1,722 $ 63,490 Aqua America, Inc. ............ 13,156 295,352 California Water Service Group........................ 1,923 73,689 SJW Corp. ..................... 1,278 51,734 ----------- 484,265 ----------- WIRELESS TELECOMMUNICATION SERVICES -- 0.1% USA Mobility, Inc. ............ 2,489 49,606 ----------- TOTAL COMMON STOCKS -- (Cost $85,907,809)........... 97,885,588 ----------- SHORT TERM INVESTMENTS -- 0.3% MONEY MARKET FUND -- 0.3% AIM Short Term Investment Class Prime Fund (Cost $299,151)... 299,151 299,151 ----------- TOTAL INVESTMENTS -- 100.1% (Cost $86,206,960)........... 98,184,739 OTHER ASSETS AND LIABILITIES -- (0.1)%........ (88,652) ----------- NET ASSETS -- 100.0%........... $98,096,087 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 76
N-Q79th “Page” of 97TOC1stPreviousNextBottomJust 79th
SPDR DJ GLOBAL TITANS ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 99.6% FINLAND -- 1.3% Nokia Oyj ADR.................. 92,266 $ $2,114,737 ------------ FRANCE -- 2.2% Total SA ADR................... 51,300 3,579,714 ------------ GERMANY -- 1.2% Siemens AG ADR................. 18,901 2,026,187 ------------ ITALY -- 1.1% Eni SpA ADR.................... 28,132 1,823,797 ------------ JAPAN -- 4.3% Mitsubishi UFJ Financial Group, Inc. ADR..................... 228,549 2,573,462 Toyota Motor Corp. ADR......... 34,168 4,378,971 ------------ 6,952,433 ------------ NETHERLANDS -- 1.2% ING Groep N.V. ADR............. 47,253 2,000,219 ------------ SOUTH KOREA -- 1.0% Samsung Electronics Co., Ltd. GDR*......................... 5,583 1,698,628 ------------ SPAIN -- 1.3% Telefonica SA ADR.............. 32,475 2,156,340 ------------ SWITZERLAND -- 7.3% Nestle SA...................... 9,095 3,525,728 Novartis AG ADR................ 56,218 3,071,189 Roche Holding AG............... 15,896 2,799,509 UBS AG......................... 42,923 2,550,914 ------------ 11,947,340 ------------ UNITED KINGDOM -- 16.6% AstraZeneca PLC ADR............ 34,798 1,866,913 Barclays PLC ADR............... 36,680 2,088,559 BP PLC ADR..................... 73,008 4,727,268 GlaxoSmithKline PLC ADR........ 61,724 3,410,868 HBOS PLC....................... 85,664 1,759,138 HSBC Holdings PLC ADR.......... 52,217 4,585,175 Royal Bank of Scotland Group PLC.......................... 71,771 2,792,838 Royal Dutch Shell PLC ADR...... 41,939 2,780,556 Vodafone Group PLC ADR......... 119,056 3,197,844 ------------ 27,209,159 ------------ UNITED STATES -- 62.1% Abbott Laboratories............ 34,711 1,936,874 Altria Group, Inc. ............ 47,438 4,165,531 American International Group, Inc. ........................ 51,463 3,459,343 AT&T, Inc. .................... 141,605 5,583,485 Bank of America Corp. ......... 101,622 5,184,754 Chevron Corp. ................. 49,677 3,674,111 Cisco Systems, Inc. (a)........ 137,477 3,509,788 Citigroup, Inc. ............... 112,316 5,766,303 ConocoPhillips................. 34,399 2,351,172 Dell, Inc. (a)................. 45,515 1,056,403 Exxon Mobil Corp. ............. 128,698 9,710,264 General Electric Co. .......... 232,447 8,219,326 Hewlett-Packard Co. ........... 61,044 2,450,306 Intel Corp. ................... 131,347 2,512,668 International Business Machines Corp. ....................... 33,977 3,202,672 Johnson & Johnson.............. 65,452 3,944,138 JPMorgan Chase & Co. .......... 78,493 3,797,491 Merck & Co., Inc. ............. 49,192 2,172,811 Microsoft Corp. ............... 197,758 5,511,515 Morgan Stanley................. 21,848 1,720,748 PepsiCo, Inc. ................. 37,448 2,380,195 Pfizer, Inc. .................. 160,198 4,046,601 Procter & Gamble Co. .......... 71,709 4,529,140 The Coca-Cola Co. ............. 48,549 2,330,352 Time Warner, Inc. ............. 89,565 1,766,222 Verizon Communications, Inc. .. 65,454 2,482,016 Wal-Mart Stores, Inc. ......... 58,369 2,740,425 Wyeth.......................... 30,057 1,503,752 ------------ 101,708,406 ------------ TOTAL COMMON STOCKS -- (Cost $153,315,801).......... 163,216,960 ------------ SHORT TERM INVESTMENTS -- 0.0% (b) MONEY MARKET FUND -- 0.0% (b) AIM Short Term Investment Class Prime Fund (Cost $45,093).... 45,093 45,093 ------------ TOTAL INVESTMENTS -- 99.6% (Cost $153,360,894).......... 163,262,053 OTHER ASSETS AND LIABILITIES -- 0.4%.......... 605,801 ------------ NET ASSETS -- 100.0%........... $163,867,854 ============ (a) Non-income producing security (b) Amount represents less that 0.05% of net assets. ADR = American Depositary Receipt GDR = Global Depositary Receipt * Security purchased pursuant to Rule 144A of the Securities Act of 1933. This security, which represents 1.0% of net assets as of March 31, 2007, is considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. 77
N-Q80th “Page” of 97TOC1stPreviousNextBottomJust 80th
DJ WILSHIRE REIT ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- --------- -------------- COMMON STOCKS -- 99.2% DIVERSIFIED REIT'S -- 8.7% Colonial Properties Trust.... 199,366 $ 9,105,045 Crescent Real Estate Equities Co. ....................... 416,220 8,349,373 Liberty Property Trust....... 390,660 19,032,955 PS Business Parks, Inc. ..... 69,967 4,934,073 Vornado Realty Trust......... 616,146 73,530,864 Washington Real Estate Investment Trust........... 194,611 7,282,344 -------------- 122,234,654 -------------- INDUSTRIAL REIT'S -- 8.6% AMB Property Corp. .......... 429,232 25,234,549 DCT Industrial Trust, Inc. .. 730,600 8,642,998 EastGroup Properties, Inc. .. 102,686 5,240,067 First Industrial Realty Trust, Inc. ............... 192,954 8,740,816 First Potomac Realty Trust... 104,560 2,987,279 ProLogis..................... 1,073,779 69,720,471 -------------- 120,566,180 -------------- OFFICE REIT'S -- 17.5% Alexandria Real Estate Equities, Inc. ............ 126,279 12,674,623 American Financial Realty Trust...................... 556,962 5,614,177 BioMed Realty Trust, Inc. ... 284,240 7,475,512 Boston Properties, Inc. ..... 506,923 59,512,760 Brandywine Realty Trust...... 384,438 12,844,074 Corporate Office Properties Trust...................... 185,830 8,488,714 Cousins Properties, Inc. .... 179,380 5,894,427 Digital Realty Trust, Inc. .. 235,411 9,392,899 Douglas Emmett, Inc. ........ 286,372 7,311,077 Duke Realty Corp. ........... 585,035 25,431,471 Highwoods Properties, Inc. .. 243,321 9,608,746 HRPT Properties Trust........ 910,489 11,199,015 Kilroy Realty Corp. ......... 140,587 10,368,291 Mack-Cali Realty Corp. ...... 293,455 13,977,262 Maguire Properties, Inc. .... 157,072 5,585,480 Parkway Properties, Inc. .... 67,126 3,507,334 SL Green Realty Corp. ....... 256,771 35,223,846 -------------- 244,109,708 -------------- RESIDENTIAL REIT'S -- 20.0% American Campus Communities, Inc. ...................... 99,376 3,010,099 Apartment Investment & Management Co. (Class A)... 421,372 24,308,951 Archstone-Smith Trust........ 949,245 51,525,018 Associated Estates Realty Corp. ..................... 64,858 913,849 Avalonbay Communities, Inc. ...................... 343,989 44,718,570 BRE Properties, Inc. (Class A)......................... 218,804 13,817,473 Camden Property Trust........ 244,549 17,194,240 Education Realty Trust, Inc. ...................... 114,607 1,693,891 Equity Lifestyle Properties, Inc. ...................... 94,171 5,086,176 Equity Residential........... 1,263,822 60,954,135 Essex Property Trust, Inc. .. 101,318 13,118,655 GMH Communities Trust........ 180,339 1,801,587 Home Properties, Inc. ....... 142,927 7,547,975 Mid-America Apartment Communities, Inc. ......... 106,285 5,979,594 Post Properties, Inc. ....... 187,526 8,575,564 Sun Communities, Inc. ....... 72,922 2,262,040 Udr, Inc. ................... 582,719 17,842,856 -------------- 280,350,673 -------------- RETAIL REIT'S -- 30.1% Acadia Realty Trust.......... 121,840 3,176,369 Alexander's, Inc. (a)........ 8,645 3,559,147 CBL & Associates Properties, Inc. ...................... 283,616 12,717,341 Cedar Shopping Centers, Inc. ...................... 186,817 3,026,435 Developers Diversified Realty Corp. ..................... 475,723 29,922,977 Equity One, Inc. ............ 162,430 4,304,395 Federal Realty Investment Trust...................... 239,695 21,721,161 General Growth Properties, Inc. ...................... 983,255 63,488,775 Glimcher Realty Trust........ 159,018 4,296,666 Inland Real Estate Corp. .... 265,243 4,864,557 Kimco Realty Corp. .......... 941,425 45,885,054 Kite Realty Group Trust...... 124,025 2,474,299 Macerich Co. ................ 310,098 28,640,651 New Plan Excel Realty Trust.. 452,162 14,934,911 Pennsylvania Real Estate Investment Trust........... 159,006 7,048,736 Ramco-Gershenson Properties Trust...................... 71,917 2,568,156 Regency Centers Corp. ....... 294,564 24,610,822 Saul Centers, Inc. .......... 48,603 2,765,511 Simon Property Group, Inc. .. 958,247 106,604,979 Tanger Factory Outlet Centers, Inc. ............. 133,298 5,383,906 Taubman Centers, Inc. ....... 228,970 13,277,970 Weingarten Realty Investors.. 344,521 16,385,419 -------------- 421,658,237 -------------- SPECIALIZED REIT'S -- 14.3% Ashford Hospitality Trust, Inc. ...................... 280,548 3,349,743 DiamondRock Hospitality Co. ....................... 388,823 7,387,637 Equity Inns, Inc. ........... 236,151 3,868,153 Extra Space Storage, Inc. ... 278,341 5,271,779 FelCor Lodging Trust, Inc. .. 269,141 6,989,592 Hersha Hospitality Trust..... 136,955 1,613,330 Highland Hospitality Corp. .. 251,524 4,477,127 Hospitality Properties Trust...................... 407,209 19,057,381 Host Hotels & Resorts, Inc... 2,260,307 59,468,677 Innkeepers USA Trust......... 196,054 3,191,759 LaSalle Hotel Properties..... 173,411 8,039,334 Public Storage, Inc. ........ 557,806 52,807,494 Sovran Self Storage, Inc. ... 87,344 4,839,731 Strategic Hotels & Resorts, Inc. ...................... 327,251 7,484,230 Sunstone Hotel Investors, Inc. ...................... 250,356 6,824,705 U-Store-It Trust............. 204,595 4,116,452 Winston Hotels, Inc. ........ 126,738 1,904,872 -------------- 200,691,996 -------------- TOTAL COMMON STOCKS -- (Cost $1,151,236,386)...... 1,389,611,448 -------------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $767,624).................. 767,624 767,624 -------------- TOTAL INVESTMENTS -- 99.3% (Cost $1,152,004,010)...... 1,390,379,072 OTHER ASSETS AND LIABILITIES -- 0.7%................... 9,334,616 -------------- NET ASSETS -- 100.0%.................... $1,399,713,688 ============== (a) Non-income producing security 78
N-Q81st “Page” of 97TOC1stPreviousNextBottomJust 81st
KBW BANK ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 99.9% ASSET MANAGEMENT & CUSTODY BANKS -- 12.2% Northern Trust Corp. .......... 81,548 $ 4,904,297 State Street Corp. (a)......... 90,986 5,891,343 The Bank of New York Co., Inc. ........................ 168,823 6,845,773 ------------ 17,641,413 ------------ CONSUMER FINANCE -- 3.8% Capital One Financial Corp. ... 72,777 5,491,752 ------------ DIVERSIFIED BANKS -- 19.8% Comerica, Inc. ................ 62,591 3,700,380 U.S. Bancorp................... 194,164 6,789,915 Wachovia Corp. ................ 133,731 7,361,892 Wells Fargo & Co. ............. 311,942 10,740,163 ------------ 28,592,350 ------------ OTHER DIVERSIFIED FINANCIAL SERVICES -- 24.2% Bank of America Corp. ......... 222,225 11,337,919 Citigroup, Inc. ............... 216,973 11,139,394 JPMorgan Chase & Co. .......... 258,069 12,485,378 ------------ 34,962,691 ------------ REGIONAL BANKS -- 36.0% BB&T Corp. .................... 124,134 5,091,977 Commerce Bancorp, Inc. ........ 45,963 1,534,245 Fifth Third Bancorp............ 126,327 4,887,592 Huntington Bancshares, Inc. ... 54,977 1,201,247 Keycorp........................ 121,392 4,548,558 M&T Bank Corp. ................ 37,170 4,305,401 Marshall & Ilsley Corp. ....... 52,382 2,425,810 National City Corp. ........... 143,255 5,336,249 PNC Financial Services Group... 91,666 6,597,202 Regions Financial Corp. ....... 157,957 5,586,939 SunTrust Banks, Inc. .......... 76,148 6,323,330 Zions Bancorp.................. 48,461 4,095,924 ------------ 51,934,474 ------------ THRIFTS & MORTGAGE FINANCE -- 3.9% Washington Mutual, Inc. ....... 138,581 5,595,901 ------------ TOTAL COMMON STOCKS -- (Cost $145,027,296).......... 144,218,581 ------------ SHORT TERM INVESTMENTS -- 0.0% (b) MONEY MARKET FUND -- 0.0% (b) AIM Short Term Investment Class Prime Fund (Cost $100)....... 100 100 ------------ TOTAL INVESTMENTS -- 99.9% (Cost $145,027,396).......... 144,218,681 OTHER ASSETS AND LIABILITIES -- 0.1%.......... 130,616 ------------ NET ASSETS -- 100.0%........... $144,349,297 ============ (a) Affiliated issuer. See table below for more information. [Download Table] SHARES PURCHASED FOR SHARES SOLD NUMBER THE NINE FOR THE NINE NUMBER OF SHARES MONTHS MONTHS OF SHARES SECURITY HELD AT ENDED ENDED HELD AT DESCRIPTION 6/30/06 3/31/07 3/31/07 3/31/07 ----------- --------- ------------- ------------ --------- State Street Corp. ........... 97,857 337,146 344,017 90,986 (Cost $5,851,868) REALIZED INCOME LOSS EARNED ON SHARES FOR THE SOLD DURING NINE THE NINE MONTHS MONTHS SECURITY ENDED ENDED DESCRIPTION 3/31/07 3/31/07 ----------- --------- ------------- State Street Corp. ........... $41,020 $(129,379) (b) Amount shown represents less than 0.05% of net assets. 79
N-Q82nd “Page” of 97TOC1stPreviousNextBottomJust 82nd
KBW CAPITAL MARKETS ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 100.0% ASSET MANAGEMENT & CUSTODY BANKS -- 24.3% Franklin Resources, Inc. ...... 50,727 $ 6,129,344 Janus Capital Group, Inc. ..... 208,929 4,368,705 Legg Mason, Inc. .............. 50,754 4,781,534 SEI Investments Co. ........... 82,790 4,986,442 State Street Corp. (a)......... 94,627 6,127,098 T. Rowe Price Group, Inc. ..... 137,581 6,492,448 ------------ 32,885,571 ------------ INVESTMENT BANKING & BROKERAGE -- 59.0% A.G. Edwards, Inc. ............ 75,362 5,213,543 E*TRADE Financial Corp. (b).... 237,655 5,043,039 Goldman Sachs Group, Inc. ..... 53,756 11,107,602 Investment Technology Group, Inc. (b)..................... 47,989 1,881,169 Jefferies Group, Inc. ......... 89,911 2,602,924 Knight Capital Group, Inc. (b).......................... 112,372 1,779,973 Lehman Brothers Holdings, Inc. ........................ 142,331 9,973,133 Merrill Lynch & Co., Inc. ..... 130,214 10,634,577 Morgan Stanley................. 144,745 11,400,116 Raymond James Financial, Inc. ........................ 137,651 4,096,494 TD Ameritrade Holding Corp. (b).......................... 286,189 4,258,492 The Bear Stearns Cos., Inc. ... 40,020 6,017,007 The Charles Schwab Corp. ...... 330,841 6,051,082 ------------ 80,059,151 ------------ SPECIALIZED FINANCE -- 16.7% Chicago Mercantile Exchange Holdings, Inc. .............. 10,674 5,683,478 IntercontinentalExchange, Inc. (b).......................... 24,656 3,013,210 International Securities Exchange, Inc. .............. 80,878 3,946,846 Nasdaq Stock Market, Inc. (b).. 115,949 3,410,060 NYSE Group, Inc. (b)........... 69,624 6,527,250 ------------ 22,580,844 ------------ TOTAL COMMON STOCKS -- (Cost $144,346,030).......... 135,525,566 ------------ SHORT TERM INVESTMENTS -- 0.0% (c) MONEY MARKET FUND -- 0.0% (c) AIM Short Term Investment Class Prime Fund (Cost $20,710).... 20,710 20,710 ------------ TOTAL INVESTMENTS -- 100.0% (Cost $144,366,740).......... 135,546,276 OTHER ASSETS AND LIABILITIES -- 0.0% (c)...... 46,640 ------------ NET ASSETS -- 100.0%........... $135,592,916 ============ (a) Affiliated issuer. See table below for more information. [Download Table] SHARES PURCHASED FOR SHARES SOLD NUMBER THE NINE FOR THE NINE NUMBER OF SHARES MONTHS MONTHS OF SHARES SECURITY HELD AT ENDED ENDED HELD AT DESCRIPTION 6/30/06 3/31/07 3/31/07 3/31/07 ----------- --------- ------------- ------------ --------- State Street Corp. ........... 36,620 434,785 376,778 94,627 (Cost $6,569,712) REALIZED INCOME GAIN EARNED ON SHARES FOR THE SOLD DURING NINE THE NINE MONTHS MONTHS SECURITY ENDED ENDED DESCRIPTION 3/31/07 3/31/07 ----------- --------- ------------- State Street Corp. ........... $32,323 $361,028 (b) Non-income producing security (c) Amount shown represents less than 0.05% of net assets. 80
N-Q83rd “Page” of 97TOC1stPreviousNextBottomJust 83rd
KBW INSURANCE ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ----------- COMMON STOCKS -- 99.8% INSURANCE BROKERS -- 8.2% Aon Corp. ...................... 63,537 $ 2,411,865 Marsh & McLennan Cos., Inc. .... 76,905 2,252,547 ----------- 4,664,412 ----------- LIFE & HEALTH INSURANCE -- 31.7% AFLAC, Inc. .................... 49,061 2,308,811 Lincoln National Corp. ......... 32,558 2,207,107 MetLife, Inc. .................. 70,103 4,427,004 Principal Financial Group, Inc. ......................... 43,854 2,625,539 Prudential Financial, Inc. ..... 47,941 4,327,155 UnumProvident Corp. ............ 87,710 2,019,961 ----------- 17,915,577 ----------- MULTI-LINE INSURANCE -- 17.0% American International Group, Inc. ......................... 68,408 4,598,386 Genworth Financial, Inc. (Class A)............................ 50,176 1,753,149 The Hartford Financial Services Group, Inc. .................. 33,908 3,240,927 ----------- 9,592,462 ----------- PROPERTY & CASUALTY INSURANCE -- 38.6% ACE, Ltd. ...................... 44,954 2,565,075 Axis Capital Holdings, Ltd. .... 25,086 849,412 Chubb Corp. .................... 47,341 2,446,109 Cincinnati Financial Corp. ..... 34,125 1,446,900 Fidelity National Title Group, Inc. ......................... 23,744 570,093 MBIA, Inc. ..................... 28,295 1,853,040 SAFECO Corp. ................... 27,037 1,796,068 The Allstate Corp. ............. 65,960 3,961,558 The Progressive Corp. .......... 87,268 1,904,188 The St. Paul Travelers Cos., Inc. ......................... 54,182 2,805,002 XL Capital, Ltd. (Class A)...... 23,563 1,648,468 ----------- 21,845,913 ----------- REINSURANCE -- 2.1% Everest Re Group, Ltd. ......... 12,149 1,168,369 ----------- THRIFTS & MORTGAGE FINANCE -- 2.2% MGIC Investment Corp. .......... 21,547 1,269,549 ----------- TOTAL COMMON STOCKS -- (Cost $56,089,259)............ 56,456,282 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $53,403)..... 53,403 53,403 ----------- TOTAL INVESTMENTS -- 99.9% (Cost $56,142,662)............ 56,509,685 OTHER ASSETS AND LIABILITIES -- 0.1%........... 68,117 ----------- NET ASSETS -- 100.0%............ $56,577,802 =========== 81
N-Q84th “Page” of 97TOC1stPreviousNextBottomJust 84th
MORGAN STANLEY TECHNOLOGY ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 100.2% COMMUNICATIONS EQUIPMENT -- 20.3% Alcatel-Lucent................. 374,504 $ 4,426,637 Cisco Systems, Inc. (a)........ 190,032 4,851,517 Juniper Networks, Inc. (a)..... 264,247 5,200,381 Motorola, Inc. ................ 252,694 4,465,103 Nortel Networks Corp. (a)...... 226,506 5,447,469 QUALCOMM, Inc. ................ 132,313 5,644,473 Telefonaktiebolaget LM Ericsson ADR.......................... 159,072 5,899,981 ------------ 35,935,561 ------------ COMPUTERS & PERIPHERALS -- 17.3% Apple Computer, Inc. (a)....... 59,669 5,543,847 Dell, Inc. (a)................. 197,288 4,579,055 EMC Corp. (a).................. 388,805 5,384,949 Hewlett-Packard Co. ........... 131,128 5,263,478 International Business Machines Corp. ....................... 54,882 5,173,177 Network Appliance, Inc. (a).... 127,639 4,661,376 ------------ 30,605,882 ------------ ELECTRONIC EQUIPMENT & INSTRUMENTS -- 2.3% Jabil Circuit, Inc. ........... 191,695 4,104,190 ------------ INTERNET & CATALOG RETAIL -- 3.0% Amazon.com, Inc. (a)........... 130,790 5,204,134 ------------ INTERNET SOFTWARE & SERVICES -- 9.2% eBay, Inc. (a)................. 158,681 5,260,275 Google, Inc. (Class A) (a)..... 10,921 5,003,566 Yahoo!, Inc. (a)............... 194,639 6,090,254 ------------ 16,354,095 ------------ IT SERVICES -- 12.4% Accenture, Ltd. (Class A)...... 150,342 5,794,181 Automatic Data Processing, Inc. ........................ 116,103 5,619,385 First Data Corp. .............. 211,853 5,698,846 Infosys Technologies, Ltd. .... 95,581 4,802,945 ------------ 21,915,357 ------------ SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT -- 16.6% Applied Materials, Inc. ....... 289,143 5,297,100 Broadcom Corp. (Class A) (a)... 155,780 4,995,864 Intel Corp. ................... 249,621 4,775,250 Maxim Integrated Products, Inc. ........................ 169,472 4,982,477 NVIDIA Corp. (a)............... 139,541 4,015,990 Texas Instruments, Inc. ....... 176,383 5,309,128 ------------ 29,375,809 ------------ SOFTWARE -- 19.1% Adobe Systems, Inc. (a)........ 129,163 5,386,097 Electronic Arts, Inc. (a)...... 97,164 4,893,179 Intuit, Inc. (a)............... 166,039 4,542,827 Microsoft Corp. ............... 173,302 4,829,927 Oracle Corp. (a)............... 296,483 5,375,237 SAP AG ADR..................... 101,292 4,522,688 Symantec Corp. (a)............. 247,435 4,280,625 ------------ 33,830,580 ------------ TOTAL COMMON STOCKS -- (Cost $189,075,182).......... 177,325,608 ------------ SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $225,316)... 225,316 225,316 ------------ TOTAL INVESTMENTS -- 100.3% (Cost $189,300,498)..................... 177,550,924 OTHER ASSETS AND LIABILITIES -- (0.3)%........ (540,505) ------------ NET ASSETS -- 100.0%........... $177,010,419 ============ (a) Non-income producing security ADR = American Depositary Receipt 82
N-Q85th “Page” of 97TOC1stPreviousNextBottomJust 85th
SPDR S&P DIVIDEND ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ------------ COMMON STOCKS -- 100.4% BEVERAGES -- 3.5% Anheuser-Busch Cos., Inc. ..... 79,356 $ 4,004,304 The Coca-Cola Co. ............. 100,516 4,824,768 ------------ 8,829,072 ------------ CHEMICALS -- 5.6% PPG Industries, Inc. .......... 74,189 5,216,229 Rohm & Haas Co. ............... 75,860 3,923,479 RPM International, Inc. ....... 212,208 4,902,005 ------------ 14,041,713 ------------ COMMERCIAL BANKS -- 26.4% Associated Bancorp............. 156,090 5,244,624 BB&T Corp. .................... 153,075 6,279,136 Comerica, Inc. ................ 114,764 6,784,848 Compass Bancshares, Inc. ...... 57,730 3,971,824 Fifth Third Bancorp............ 159,636 6,176,317 First Horizon National Corp. .. 156,846 6,513,814 Keycorp........................ 166,052 6,221,968 M&T Bank Corp. ................ 27,706 3,209,186 PNC Financial Services Group... 1 63 Regions Financial Corp. ....... 184,486 6,525,270 Synovus Financial Corp. ....... 121,905 3,942,408 U.S. Bancorp................... 201,029 7,029,984 Wilmington Trust Corp. ........ 110,816 4,673,111 ------------ 66,572,553 ------------ COMMERCIAL SERVICES & SUPPLIES -- 2.7% ABM Industries, Inc. .......... 107,219 2,829,509 Avery Dennison Corp............ 61,175 3,931,106 ------------ 6,760,615 ------------ CONSUMER FINANCE -- 1.4% SLM Corp. ..................... 88,676 3,626,848 ------------ DIVERSIFIED FINANCIAL SERVICES -- 2.9% Bank of America Corp. ......... 140,954 7,191,473 ------------ ELECTRICAL EQUIPMENT -- 1.6% Emerson Electric Co. .......... 91,332 3,935,496 ------------ FOOD PRODUCTS -- 1.5% Wm. Wrigley Jr., Co. .......... 76,184 3,880,051 ------------ GAS UTILITIES -- 9.5% National Fuel Gas Co. ......... 110,259 4,769,804 Northwest Natural Gas Co. ..... 121,378 5,543,333 Piedmont Natural Gas Co., Inc. ........................ 245,329 6,471,779 WGL Holdings, Inc. ............ 221,678 7,089,263 ------------ 23,874,179 ------------ HEALTH CARE EQUIPMENT & SUPPLIES -- 1.2% Hillenbrand Industries, Inc. .. 52,793 3,134,320 ------------ HOTELS RESTAURANTS & LEISURE -- 1.5% McDonald's Corp. .............. 82,738 3,727,347 ------------ HOUSEHOLD DURABLES -- 5.0% La-Z-Boy, Inc. ................ 406,558 5,033,188 Leggett & Platt, Inc. ......... 188,892 4,282,182 The Stanley Works.............. 60,795 3,365,611 ------------ 12,680,981 ------------ HOUSEHOLD PRODUCTS -- 4.5% Kimberly-Clark Corp. .......... 74,902 5,130,038 Procter & Gamble Co. .......... 49,635 3,134,947 The Clorox Co. ................ 49,132 3,129,217 ------------ 11,394,202 ------------ INDUSTRIAL CONGLOMERATES -- 3.8% 3M Co. ........................ 54,899 4,195,930 General Electric Co. .......... 151,058 5,341,411 ------------ 9,537,341 ------------ INSURANCE -- 2.1% Cincinnati Financial Corp. .... 121,794 5,164,066 ------------ MEDIA -- 1.2% Gannett Co., Inc. ............. 54,770 3,083,003 ------------ MULTI-UTILITIES -- 11.2% Black Hills Corp. ............. 166,431 6,119,668 Consolidated Edison, Inc. ..... 158,682 8,102,303 Integrys Energy Group, Inc. ... 122,017 6,773,164 Vectren Corp. ................. 256,111 7,324,774 ------------ 28,319,909 ------------ PHARMACEUTICALS -- 8.1% Abbott Laboratories............ 70,690 3,944,502 Eli Lilly & Co. ............... 99,997 5,370,839 Johnson & Johnson.............. 60,241 3,630,123 Pfizer, Inc. .................. 294,905 7,449,300 ------------ 20,394,764 ------------ TEXTILES, APPAREL & LUXURY GOODS -- 1.8% V. F. Corp. ................... 54,939 4,539,060 ------------ TOBACCO -- 3.3% Altria Group, Inc. ............ 100,241 8,274,144 ------------ WATER UTILITIES -- 1.6% American States Water Co. ..... 105,684 3,896,569 ------------ TOTAL COMMON STOCKS -- (Cost $242,645,050)..................... 252,857,706 ------------ SHORT TERM INVESTMENTS -- 0.0% (a) MONEY MARKET FUND -- 0.0% (a) AIM Short Term Investment Class Prime Fund (Cost $60,665).... 60,665 60,665 ------------ TOTAL INVESTMENTS -- 100.4% (Cost $242,705,715)..................... 252,918,371 OTHER ASSETS AND LIABILITIES -- (0.4)%........ (914,318) ------------ NET ASSETS -- 100.0%........... $252,004,053 ============ (a) Amount shown represents less than 0.05% of net assets. 83
N-Q86th “Page” of 97TOC1stPreviousNextBottomJust 86th
SPDR S&P BIOTECH ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.9% BIOTECHNOLOGY -- 99.9% Alexion Pharmaceuticals, Inc. (a).......................... 55,281 $ 2,390,350 Alkermes, Inc. (a)............. 147,444 2,276,535 Amgen, Inc. (a)................ 37,453 2,092,874 Amylin Pharmaceuticals, Inc. (a).......................... 59,018 2,204,913 Arena Pharmaceuticals, Inc. (a).......................... 191,796 2,082,905 Biogen Idec, Inc. (a).......... 50,972 2,262,137 BioMarin Pharmaceuticals, Inc. (a).......................... 133,714 2,307,904 Celgene Corp. (a).............. 42,614 2,235,530 Cephalon, Inc. (a)............. 33,911 2,414,802 Cubist Pharmaceuticals, Inc. (a).......................... 111,504 2,460,893 Digene Corp. (a)............... 55,820 2,367,326 Genentech, Inc. (a)............ 27,242 2,237,113 Genzyme Corp. (a).............. 37,451 2,247,809 Gilead Sciences, Inc. (a)...... 31,836 2,435,454 Human Genome Sciences, Inc. (a).......................... 215,788 2,291,669 ImClone Systems, Inc. (a)...... 73,856 3,011,109 InterMune, Inc. (a)............ 99,209 2,446,494 Life Cell Corp. (a)............ 91,863 2,293,819 Ligand Pharmaceuticals, Inc. (Class B) (a)................ 220,772 2,225,382 Martek Biosciences Corp. (a)... 109,568 2,259,292 Medarex, Inc. (a).............. 186,878 2,418,201 MedImmune, Inc. (a)............ 68,200 2,481,798 Millennium Pharmaceuticals, Inc. (a)..................... 206,742 2,348,589 Myriad Genetics, Inc. (a)...... 68,651 2,365,714 Onyx Pharmaceuticals, Inc. (a).......................... 86,168 2,140,413 OSI Pharmaceuticals, Inc. (a).. 69,487 2,293,071 PDL BioPharma, Inc. (a)........ 118,505 2,571,559 Regeneron Pharmaceuticals, Inc. (a).......................... 120,808 2,611,869 Theravance, Inc. (a)........... 73,983 2,182,499 United Therapeutics Corp. (a).. 40,148 2,159,159 Vertex Pharmaceuticals, Inc. (a).......................... 81,885 2,296,055 TOTAL COMMON STOCKS -- (Cost $70,080,988)........... 72,413,237 ----------- SHORT TERM INVESTMENTS -- 0.0% (b) MONEY MARKET FUND -- 0.0% (b) AIM Short Term Investment Class Prime Fund (Cost $100)....... 100 100 ----------- TOTAL INVESTMENTS -- 99.9% (Cost $70,081,088)........... 72,413,337 OTHER ASSETS AND LIABILITIES -- 0.1%.......... 45,705 ----------- NET ASSETS -- 100.0%........... $72,459,042 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 84
N-Q87th “Page” of 97TOC1stPreviousNextBottomJust 87th
SPDR S&P HOMEBUILDERS ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- --------- ------------ COMMON STOCKS -- 99.9% HOME FURNISHINGS -- 14.7% Ethan Allen Interiors, Inc. .. 496,053 $ 17,530,513 Leggett & Platt, Inc. ........ 748,149 16,960,538 Mohawk Industries, Inc. (a)... 207,410 17,017,990 ------------ 51,509,041 ------------ HOME IMPROVEMENT RETAIL -- 14.8% Lowe's Cos., Inc. ............ 557,336 17,550,511 The Home Depot, Inc. ......... 459,642 16,887,247 The Sherwin-Williams Co. ..... 262,405 17,329,226 ------------ 51,766,984 ------------ HOMEBUILDING -- 70.4% Beazer Homes USA, Inc. ....... 532,580 15,460,797 Centex Corp. ................. 397,862 16,622,674 Champion Enterprises, Inc. (a)......................... 1,818,436 16,002,237 D.R. Horton, Inc. ............ 755,045 16,610,990 Hovnanian Enterprises, Inc. (a)......................... 648,100 16,306,196 KB HOME....................... 379,929 16,211,570 Lennar Corp. (Class A)........ 381,613 16,107,885 M.D.C. Holdings, Inc. ........ 348,126 16,734,417 Meritage Homes Corp. (a)...... 533,007 17,120,185 NVR, Inc. (a)................. 25,154 16,727,410 Pulte Homes, Inc. ............ 655,197 17,336,513 Ryland Group, Inc. ........... 385,082 16,246,610 Standard Pacific Corp. ....... 752,825 15,711,458 Toll Brothers, Inc. (a)....... 607,038 16,620,700 WCI Communities, Inc. (a)..... 786,816 16,790,653 ------------ 246,610,295 ------------ TOTAL COMMON STOCKS -- (Cost $384,819,216)......... 349,886,320 ------------ SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $165,739)............. 165,739 165,739 ------------ TOTAL INVESTMENTS -- 100.0% (Cost $384,984,955)......... 350,052,059 OTHER ASSETS AND LIABILITIES -- 0.0%(b)...... 42,437 ------------ NET ASSETS -- 100.0%.......... $350,094,496 ============ (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 85
N-Q88th “Page” of 97TOC1stPreviousNextBottomJust 88th
SPDR S&P METALS & MINING ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.8% ALUMINUM -- 3.7% Alcoa, Inc. ................... 70,895 $ 2,403,340 ----------- COAL & CONSUMABLE FUELS -- 22.7% Arch Coal, Inc. ............... 79,802 2,449,123 CONSOL Energy, Inc. ........... 65,801 2,574,793 Foundation Coal Holdings, Inc. ........................ 70,435 2,418,738 Massey Energy Co. ............. 101,274 2,429,563 Peabody Energy Corp. .......... 62,519 2,515,765 USEC, Inc. (a)................. 158,890 2,581,963 ----------- 14,969,945 ----------- DIVERSIFIED METALS & MINING -- 11.6% Freeport-McMoRan Copper & Gold, Inc. ........................ 39,045 2,584,388 RTI International Metals, Inc. (a).......................... 27,904 2,539,543 Titanium Metals Corp. (a)...... 70,937 2,545,220 ----------- 7,669,151 ----------- GOLD -- 3.5% Newmont Mining Corp. .......... 55,323 2,323,013 ----------- PRECIOUS METALS & MINERALS -- 11.4% Coeur d' Alene Mines Corp. (a).......................... 576,066 2,367,631 Hecla Mining Co. (a)........... 293,445 2,658,612 Stillwater Mining Co. (a)...... 195,430 2,480,007 ----------- 7,506,250 ----------- STEEL -- 46.9% AK Steel Holding Corp. (a)..... 107,397 2,512,016 Allegheny Technologies, Inc. .. 23,172 2,472,221 Carpenter Technology Corp. .... 20,613 2,489,226 Chaparral Steel Co. (a) ....... 45,006 2,617,999 Cleveland-Cliffs, Inc. ........ 40,923 2,619,481 Commercial Metals Co. ......... 85,159 2,669,735 Nucor Corp. ................... 38,503 2,507,700 Quanex Corp. .................. 58,494 2,477,221 Reliance Steel & Aluminum Co. ......................... 54,515 2,638,526 Steel Dynamics, Inc. .......... 60,932 2,632,262 United States Steel Corp. ..... 26,588 2,636,732 Worthington Industries, Inc. .. 127,516 2,624,279 ----------- 30,897,398 ----------- TOTAL COMMON STOCKS -- (Cost $66,870,762)........... 65,769,097 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $38,673).... 38,673 $ 38,673 ----------- TOTAL INVESTMENTS -- 99.9% (Cost $66,909,435)........... 65,807,770 OTHER ASSETS AND LIABILITIES -- 0.1%.......... 47,196 ----------- NET ASSETS -- 100.0%........... $65,854,966 =========== (a) Non-income producing security 86
N-Q89th “Page” of 97TOC1stPreviousNextBottomJust 89th
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.9% OIL & GAS DRILLING -- 39.4% Diamond Offshore Drilling, Inc. ........................ 32,199 $ 2,606,509 ENSCO International, Inc. ..... 47,850 2,603,040 GlobalSantaFe Corp. ........... 41,478 2,558,363 Helmerich & Payne, Inc. ....... 86,422 2,622,043 Nabors Industries, Ltd. (a).... 83,707 2,483,587 Noble Corp. ................... 33,013 2,597,463 Patterson-UTI Energy, Inc. .... 113,889 2,555,669 Pride International, Inc. (a).. 86,697 2,609,580 Rowan Cos., Inc. .............. 80,095 2,600,685 Transocean, Inc. (a)........... 32,130 2,625,021 Unit Corp. (a)................. 51,750 2,618,032 ----------- 28,479,992 ----------- OIL & GAS EQUIPMENT & SERVICES -- 60.5% Baker Hughes, Inc. ............ 39,064 2,583,302 BJ Services Co. ............... 90,808 2,533,543 Cameron International Corp. (a).......................... 41,874 2,629,269 FMC Technologies, Inc. (a)..... 36,817 2,568,354 Grant Prideco, Inc. (a)........ 53,894 2,686,077 Halliburton Co. ............... 76,461 2,426,872 Hanover Compressor Co. (a)..... 113,311 2,521,170 Hydril (a)..................... 25,506 2,454,697 National-Oilwell Varco, Inc. (a).......................... 33,617 2,615,066 Oceaneering International, Inc. (a).......................... 63,180 2,661,142 Schlumberger, Ltd. ............ 38,010 2,626,491 SEACOR Holdings, Inc. (a)...... 26,133 2,571,487 Smith International, Inc. ..... 55,575 2,670,379 Superior Energy Services, Inc. (a).......................... 73,030 2,517,344 Tidewater, Inc. ............... 45,691 2,676,579 Universal Compression Holdings, Inc. (a)..................... 37,254 2,521,351 Weatherford International, Ltd. (a).......................... 55,351 2,496,330 ----------- 43,759,453 ----------- TOTAL COMMON STOCKS -- (Cost $68,376,720)........... 72,239,445 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $76,386).... 76,386 76,386 ----------- TOTAL INVESTMENTS -- 100.0% (Cost $68,453,106)........... 72,315,831 OTHER ASSETS AND LIABILITIES -- 0.0% (b)...... 5,626 ----------- NET ASSETS -- 100.0%........... $72,321,457 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 87
N-Q90th “Page” of 97TOC1stPreviousNextBottomJust 90th
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.9% INTEGRATED OIL & GAS -- 10.3% Chevron Corp. ................. 21,494 $ 1,589,696 ConocoPhillips................. 22,394 1,530,630 Exxon Mobil Corp. ............. 20,952 1,580,829 Occidental Petroleum Corp. .... 31,986 1,577,230 ----------- 6,278,385 ----------- OIL & GAS EXPLORATION & PRODUCTION -- 77.0% Anadarko Petroleum Corp. ...... 37,085 1,593,913 Apache Corp. .................. 21,736 1,536,735 Cabot Oil & Gas Corp. ......... 21,978 1,479,559 Cheniere Energy, Inc. (a)...... 50,545 1,574,477 Chesapeake Energy Corp. ....... 49,466 1,527,510 Cimarex Energy Co. ............ 42,360 1,568,167 Comstock Resources, Inc. (a)... 57,858 1,584,152 Denbury Resources, Inc. (a).... 53,441 1,592,007 Devon Energy Corp. ............ 22,724 1,572,955 Encore Aquisition Co. (a)...... 65,293 1,579,438 EOG Resources, Inc. ........... 22,293 1,590,383 EXCO Resources, Inc. (a)....... 92,896 1,540,216 Forest Oil Corp. (a)........... 46,945 1,566,555 Helix Energy Solutions Group, Inc. (a)..................... 43,199 1,610,891 Mariner Energy, Inc. (a)....... 86,309 1,651,091 Newfield Exploration Co. (a)... 36,634 1,528,004 Noble Energy, Inc. ............ 25,839 1,541,296 Penn Virginia Corp. ........... 21,705 1,593,147 Petrohawk Energy Corp. (a)..... 120,514 1,587,169 Pioneer Natural Resources Co. ......................... 38,223 1,647,794 Plains Exploration & Production Co. (a)...................... 33,576 1,515,621 Pogo Producing Co. ............ 31,112 1,496,487 Quicksilver Resources, Inc. (a).......................... 39,393 1,566,659 Range Resources Corp. ......... 48,325 1,614,055 Southwestern Energy Co. (a).... 38,644 1,583,631 St. Mary Land & Exploration Co. ......................... 42,389 1,554,828 The Houston Exploration Co. (a).......................... 28,177 1,520,149 Ultra Petroleum Corp. (a)...... 30,192 1,604,101 Whiting Petroleum Corp. (a).... 38,792 1,528,793 XTO Energy, Inc. .............. 28,948 1,586,640 ----------- 47,036,423 ----------- OIL & GAS REFINING & MARKETING -- 12.6% Frontier Oil Corp. ............ 46,676 $ 1,523,505 Holly Corp. ................... 25,681 1,522,883 Sunoco, Inc. .................. 22,206 1,564,190 Tesoro Corp. .................. 15,109 1,517,397 Valero Energy Corp. ........... 24,383 1,572,460 ----------- 7,700,435 ----------- TOTAL COMMON STOCKS -- (Cost $60,677,155)........... 61,015,243 ----------- SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $39,870).... 39,870 39,870 ----------- TOTAL INVESTMENTS -- 100.0% (Cost $60,717,025)........... 61,055,113 OTHER ASSETS AND LIABILITIES -- 0.0%(b)....... 7,905 ----------- NET ASSETS -- 100.0%........... $61,063,018 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 88
N-Q91st “Page” of 97TOC1stPreviousNextBottomJust 91st
SPDR S&P PHARMACEUTICALS ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- COMMON STOCKS -- 99.7% PHARMACEUTICALS -- 99.7% Abbott Laboratories............. 7,530 $ 420,174 Allergan, Inc. ................. 3,597 398,620 Barr Pharmaceuticals, Inc.(a)... 8,244 382,109 Bristol-Myers Squibb Co. ....... 14,847 412,153 Eli Lilly & Co. ................ 7,631 409,861 Endo Pharmaceuticals Holdings, Inc.(a)....................... 14,031 412,511 Forest Laboratories, Inc.(a).... 7,877 405,193 Johnson & Johnson............... 6,581 396,571 King Pharmaceuticals, Inc.(a)... 21,114 415,312 Medicis Pharmaceutical Corp. (Class A)..................... 12,686 390,982 Merck & Co., Inc. .............. 9,241 408,175 MGI Pharma, Inc.(a)............. 19,358 434,974 Mylan Laboratories, Inc. ....... 20,505 433,476 Perrigo Co. .................... 24,475 432,228 Pfizer, Inc. ................... 15,934 402,493 Schering-Plough Corp. .......... 16,954 432,497 Sepracor, Inc.(a)............... 8,320 387,962 The Medicines Co.(a)............ 16,373 410,635 Valeant Pharmaceuticals International................. 22,703 392,535 Watson Pharmaceuticals, Inc.(a)....................... 15,604 412,414 Wyeth........................... 8,248 412,647 ---------- TOTAL COMMON STOCKS -- (Cost $8,917,128)............. 8,603,522 ---------- SHORT TERM INVESTMENTS -- 0.3% MONEY MARKET FUND -- 0.3% AIM Short Term Investment Class Prime Fund (Cost $24,207)..... 24,207 $ 24,207 ---------- TOTAL INVESTMENTS -- 100.0% (Cost $8,941,335)............. 8,627,729 OTHER ASSETS AND LIABILITIES -- 0.0%(b)........ 2,550 ---------- NET ASSETS -- 100.0%............ $8,630,279 ========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 89
N-Q92nd “Page” of 97TOC1stPreviousNextBottomJust 92nd
SPDR S&P RETAIL ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------ ---------- COMMON STOCKS -- 100.0% APPAREL RETAIL -- 36.5% Abercrombie & Fitch Co. ......... 855 $ 64,706 Aeropostale, Inc. (a)............ 1,626 65,414 American Eagle Outfitters, Inc. .......................... 2,106 63,159 AnnTaylor Stores Corp. (a)....... 1,631 63,250 Charming Shoppes, Inc. (a)....... 5,259 68,104 Chico's FAS, Inc. (a)............ 2,845 69,503 Christopher & Banks Corp. ....... 3,527 68,671 Dress Barn, Inc. (a)............. 3,165 65,864 Foot Locker, Inc. ............... 2,850 67,117 Genesco, Inc. (a)................ 1,590 66,033 Guess ?, Inc. ................... 1,594 64,541 Gymboree Corp. (a)............... 1,631 65,354 J. Crew Group, Inc. (a).......... 1,636 65,718 Limited Brands................... 2,450 63,847 Mens Wearhouse, Inc. ............ 1,339 63,000 Pacific Sunwear of California, Inc. (a)....................... 3,202 66,698 Payless ShoeSource, Inc. (a)..... 1,899 63,047 Ross Stores, Inc. ............... 1,991 68,490 Stage Stores, Inc. .............. 2,842 66,247 The Children's Place Retail Stores, Inc. (a)............... 1,150 64,124 The Gap, Inc. ................... 3,597 61,904 The TJX Cos., Inc. .............. 2,412 65,028 Tween Brands, Inc. (a)........... 1,748 62,439 Urban Outfitters, Inc. (a)....... 2,618 69,403 ---------- 1,571,661 ---------- CATALOG RETAIL -- 9.1% Blair Corp....................... 1,522 63,909 Coldwater Creek, Inc. (a)........ 3,577 72,542 Gaiam, Inc. (a).................. 4,667 73,459 PC Mall, Inc. (a)................ 5,889 58,713 Systemax, Inc. (a)............... 2,914 54,579 ValueVision Media, Inc. (Class A) (a)............................ 5,395 66,682 ---------- 389,884 ---------- COMPUTER & ELECTRONICS RETAIL -- 6.3% Best Buy Co., Inc. .............. 1,316 64,115 Circuit City Stores, Inc. ....... 3,571 66,171 GameStop Corp. (Class A) (a)..... 2,356 76,735 RadioShack Corp. ................ 2,418 65,358 ---------- 272,379 ---------- DEPARTMENT STORES -- 7.6% Federated Department Stores, Inc. .......................... 1,419 63,926 J. C. Penney Co., Inc. .......... 792 65,071 Kohl's Corp. (a)................. 874 66,957 Nordstrom, Inc. ................. 1,236 65,434 Sears Holdings Corp. (a)......... 363 65,398 ---------- 326,786 ---------- DRUG RETAIL -- 3.0% CVS Corp. ....................... 1,911 65,242 Walgreen Co. .................... 1,361 62,456 ---------- 127,698 ---------- FOOD RETAIL -- 7.6% Casey's General Stores, Inc. .... 2,615 65,401 Safeway, Inc. ................... 1,824 66,831 SUPERVALU, Inc. ................. 1,674 65,403 The Kroger Co. .................. 2,366 66,840 Whole Foods Market, Inc. ........ 1,424 63,866 ---------- 328,341 ---------- FOOTWEAR -- 1.3% Brown Shoe Co., Inc.............. 1,384 58,128 ---------- GENERAL MERCHANDISE STORES -- 6.0% Dollar General Corp. ............ 2,983 63,090 Dollar Tree Stores, Inc. (a)..... 1,769 67,647 Family Dollar Stores, Inc. ...... 2,175 64,424 Target Corp. .................... 1,054 62,460 ---------- 257,621 ---------- HYPERMARKETS & SUPER CENTERS -- 3.0% Costco Wholesale Corp. .......... 1,188 63,962 Wal-Mart Stores, Inc. ........... 1,362 63,946 ---------- 127,908 ---------- SPECIALTY STORES -- 19.6% Barnes & Noble, Inc. ............ 1,698 66,986 Blockbuster, Inc. (Class A) (a).. 8,841 56,936 Borders Group, Inc. ............. 3,062 62,526 Claire's Stores, Inc. ........... 2,054 65,974 Dick's Sporting Goods, Inc. (a).. 1,145 66,708 Guitar Center, Inc. (a).......... 1,412 63,709 Office Depot, Inc. (a)........... 1,814 63,744 OfficeMax, Inc. ................. 1,279 67,454 PETsMART, Inc. .................. 2,056 67,766 Staples, Inc. ................... 2,470 63,825 Tiffany & Co. ................... 1,474 67,038 Tractor Supply Co. (a)........... 1,241 63,912 Zale Corp.(a).................... 2,497 65,871 ---------- 842,449 ---------- TOTAL COMMON STOCKS -- (Cost $4,453,405).............. 4,302,855 ---------- SHORT TERM INVESTMENTS -- 0.0% (b) MONEY MARKET FUND -- 0.0% (b) AIM Short Term Investment Class Prime Fund (Cost $100)......... 100 100 ---------- TOTAL INVESTMENTS -- 99.9% (Cost $4,453,505).............. 4,302,955 OTHER ASSETS AND LIABILITIES -- 0.1%............ 3,082 ---------- NET ASSETS -- 100.0%............. $4,306,037 ========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 90
N-Q93rd “Page” of 97TOC1stPreviousNextBottomJust 93rd
SPDR S&P SEMICONDUCTOR ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- --------- ------------ COMMON STOCKS -- 100.2% SEMICONDUCTORS -- 100.2% Advanced Micro Devices, Inc. (a)......................... 377,568 $ 4,931,038 Agere Systems, Inc. (a)....... 23,233 525,530 Altera Corp. (a).............. 254,055 5,078,559 Analog Devices, Inc. ......... 149,708 5,163,429 Atmel Corp. (a)............... 1,066,512 5,364,555 Broadcom Corp. (Class A) (a).. 154,993 4,970,626 Cypress Semiconductor Corp. (a)......................... 281,945 5,230,080 Fairchild Semiconductor International, Inc. (a)..... 307,243 5,137,103 Integrated Device Technology, Inc. (a).................... 328,522 5,065,809 Intel Corp. .................. 276,190 5,283,515 International Rectifier Corp. (a)......................... 131,779 5,035,276 Intersil Corp. (Class A)...... 207,584 5,498,900 Linear Technology Corp. ...... 157,343 4,970,465 LSI Logic Corp. (a)........... 524,225 5,472,909 Maxim Integrated Products, Inc. ....................... 165,876 4,876,754 Microchip Technology, Inc. ... 145,199 5,158,920 Micron Technology, Inc. (a)... 462,425 5,586,094 National Semiconductor Corp. ...................... 212,722 5,135,109 NVIDIA Corp. (a).............. 186,542 5,368,679 Rambus, Inc.(a)............... 263,595 5,601,394 RF Micro Devices, Inc. (a).... 705,307 4,394,063 Silicon Laboratories, Inc. (a)......................... 176,429 5,278,756 Texas Instruments, Inc. ...... 169,104 5,090,030 Xilinx, Inc. ................. 207,045 5,327,268 TOTAL COMMON STOCKS -- (Cost $126,154,788)......... 119,544,861 ------------ SHORT TERM INVESTMENTS -- 0.1% MONEY MARKET FUND -- 0.1% AIM Short Term Investment Class Prime Fund (Cost $82,511).................... 82,511 82,511 ------------ TOTAL INVESTMENTS -- 100.3% (Cost $126,237,299)......... 119,627,372 OTHER ASSETS AND LIABILITIES -- (0.3)%....... (369,242) ------------ NET ASSETS -- 100.0%.......... $119,258,130 ============ (a) Non-income producing security 91
N-Q94th “Page” of 97TOC1stPreviousNextBottomJust 94th
KBW REGIONAL BANKING ETF SCHEDULE OF INVESTMENTS MARCH 31, 2007 (UNAUDITED) -------------------------------------------------------------------------------- [Download Table] SECURITY DESCRIPTION SHARES VALUE -------------------- ------- ----------- COMMON STOCKS -- 99.9% REGIONAL BANKS -- 87.9% Associated Bancorp............. 42,972 $ 1,443,859 BancorpSouth, Inc. ............ 59,565 1,456,364 Bank of Hawaii Corp. .......... 27,833 1,475,984 Boston Private Financial Holdings, Inc. .............. 47,355 1,322,152 Cathay General Bancorp......... 41,987 1,426,718 Central Pacific Financial Corp. ....................... 40,043 1,464,373 Chittenden Corp. .............. 52,253 1,577,518 Citizens Banking Corp. ........ 53,706 1,190,125 City National Corp. ........... 20,004 1,472,294 Colonial BancGroup, Inc. ...... 62,987 1,558,928 Commerce Bancshares, Inc. ..... 32,224 1,556,741 Cullen/Frost Bankers, Inc. .... 24,912 1,303,645 CVB Financial Corp. ........... 107,406 1,278,131 East West Bancorp, Inc. ....... 40,043 1,472,381 F N B Corp. ................... 74,203 1,250,321 First Commonwealth Financial Corp. ....................... 113,260 1,330,805 First Community Bancorp, Inc. ........................ 26,848 1,517,986 First Horizon National Corp. .. 33,199 1,378,755 First Midwest Bancorp, Inc. ... 41,004 1,506,897 FirstMerit Corp. .............. 54,689 1,154,485 Fulton Financial Corp. ........ 80,554 1,170,450 Greater Bay Bancorp............ 54,188 1,457,115 Old National Bancorp........... 66,891 1,216,078 Pacific Capital Bancorp........ 46,862 1,505,207 Prosperity Bancshares, Inc. ... 39,550 1,373,967 Provident Bankshares Corp. .... 42,972 1,412,060 Signature Bank (a)............. 44,426 1,445,622 South Financial Group, Inc. ... 50,284 1,243,021 Sterling Bancshares, Inc. ..... 105,466 1,179,110 Sterling Financial Corp. -- Washington.......... 42,972 1,340,297 Susquehanna Bancshares, Inc. .. 57,610 1,335,976 SVB Financial Group (a)........ 29,777 1,446,864 Synovus Financial Corp. ....... 50,766 1,641,773 TCF Financial Corp. ........... 54,689 1,441,602 Trustmark Corp. ............... 49,324 1,383,045 UCBH Holdings, Inc. ........... 79,100 1,472,842 Umpqua Holdings Corp. ......... 54,188 1,450,613 UnionBanCal Corp. ............. 21,486 1,362,642 United Bankshares, Inc. ....... 41,004 1,436,370 Valley National Bancorp........ 60,539 1,528,610 Westamerica Bancorp............ 27,341 1,317,016 Whitney Holding Corp. ......... 44,426 1,358,547 Wilmington Trust Corp. ........ 32,224 1,358,886 Wintrust Financial Corp. ...... 27,341 1,219,682 ----------- 61,235,857 ----------- THRIFTS & MORTGAGE FINANCE -- 12.0% Brookline Bancorp, Inc. ....... 91,310 1,156,898 Corus Bankshares, Inc. ........ 68,845 1,174,496 Hudson City Bancorp, Inc. ..... 103,019 1,409,300 People's Bank.................. 35,153 1,560,793 Sovereign Bancorp, Inc. ....... 60,539 1,540,112 Webster Financial Corp. ....... 31,255 1,500,552 ----------- 8,342,151 ----------- TOTAL COMMON STOCKS -- (Cost $71,110,997)........... 69,578,008 ----------- SHORT TERM INVESTMENTS -- 0. 0% (b) MONEY MARKET FUND -- 0 .0% (b) AIM Short Term Investment Class Prime Fund (Cost $100)....... 100 100 Federated Prime Obligations Fund (Cost $100).................. 100 100 ----------- TOTAL SHORT TERM INVESTMENTS -- (Cost $200).................. 200 ----------- TOTAL INVESTMENTS -- 99.9% (Cost $71,111,197)........... 69,578,208 OTHER ASSETS AND LIABILITIES -- 0.1%.......... 63,820 ----------- NET ASSETS -- 100.0%........... $69,642,028 =========== (a) Non-income producing security (b) Amount shown represents less than 0.05% of net assets. 92
N-Q95th “Page” of 97TOC1stPreviousNextBottomJust 95th
NOTES: SECURITY VALUATION Portfolio securities are valued based on the last sale price on the exchange which is deemed to be the principal market for the security. Securities traded on the NASDAQ are valued at the NASDAQ official close price. Securities regularly traded in an over-the-counter market are valued at the latest quoted sale price in such market. Investments in open-end investment companies are valued at their net asset value each business day. Other portfolio securities and assets for which market quotations are not readily available are valued based on fair value as determined in good faith by Trust's Pricing and Investment Committee in accordance with procedures approved by the Board of Trustees. In September, 2006, Statement of Financial Accounting Standards No. 157, Fair Value Measurements ("SFAS 157"), was issued and is effective for fiscal years beginning after November 15, 2007. SFAS 157 defines fair value, establishes a framework for measuring fair value and expands disclosures about fair value measurements. Management is currently evaluating the impact, if any, the adoption of SFAS 157 will have on the Funds' financial statements. AGGREGATE UNREALIZED APPRECIATION AND DEPRECIATION The identified cost of investments in securities owned by each Fund for federal income tax purposes was substantially the same as the cost for financial reporting purposes. Accordingly, gross unrealized appreciation and depreciation at March 31, 2007, were as follows: [Enlarge/Download Table] GROSS GROSS NET UNREALIZED IDENTIFIED UNREALIZED UNREALIZED APPRECIATION COST APPRECIATION DEPRECIATION (DEPRECIATION) --------------------------------------------------------------------------------------------------------------------------- SPDR DJ Wilshire Total Market ETF $ 101,983,969 $ 26,699,851 $ 5,539,033 $ 21,160,818 SPDR DJ Wilshire Large Cap ETF 9,272,430 715,840 211,703 504,137 SPDR DJ Wilshire Large Cap Growth ETF 215,784,143 24,647,287 5,353,199 19,294,088 SPDR DJ Wilshire Large Cap Value ETF 118,575,408 17,061,453 2,258,434 14,803,019 SPDR DJ Wilshire Mid Cap ETF 21,469,328 2,594,974 414,075 2,180,899 SPDR DJ Wilshire Mid Cap Growth ETF 19,964,139 2,956,198 632,727 2,323,471 SPDR DJ Wilshire Mid Cap Value ETF 11,359,832 1,104,654 173,684 930,970 SPDR DJ Wilshire Small Cap ETF 9,602,622 620,025 721,042 (101,017) SPDR DJ Wilshire Small Cap Growth ETF 75,468,513 11,600,859 4,562,862 7,037,997 SPDR DJ Wilshire Small Cap Value ETF 86,206,960 15,034,531 3,056,752 11,977,779 SPDR DJ Global Titans ETF 153,360,894 12,863,114 2,961,955 9,901,159 DJ Wilshire REIT ETF 1,152,004,010 241,370,993 2,995,931 238,375,062 KBW Bank ETF 145,027,396 235,971 1,044,686 (808,715) KBW Capital Markets ETF 144,366,740 360,737 9,181,201 (8,820,464) KBW Insurance ETF 56,142,662 1,015,180 648,157 367,023 Morgan Stanley Technology ETF 189,300,498 5,535,524 17,285,098 (11,749,574) SPDR S&P Dividend ETF 242,705,715 12,738,449 2,525,793 10,212,656 SPDR S&P Biotech ETF 70,081,088 5,300,709 2,968,460 2,332,249 SPDR S&P Homebuilders ETF 384,984,955 - 34,932,896 (34,932,896) SPDR S&P Metals & Mining ETF 66,909,435 793,526 1,895,191 (1,101,665) SPDR S&P Oil & Gas Equipment & Services ETF 68,453,106 4,445,324 582,599 3,862,725 SPDR S&P Oil & Gas Exploration & Production ETF 60,717,025 683,754 345,666 338,088 SPDR S&P Pharmaceuticals ETF 8,941,335 242,535 556,141 (313,606) SPDR S&P Retail ETF 4,453,505 39,492 190,042 (150,550) SPDR S&P Semiconductor ETF 126,237,299 1,264,267 7,874,194 (6,609,927) KBW Regional Banking ETF 71,111,197 295 1,533,284 (1,532,989) Other information regarding the Funds is available in the Funds' most recent Report to Shareholders. This information is also available on the Fund's website at www.spdretfs.com as well as on the website of the Securities and Exchange Commission at www.sec.gov.
N-Q96th “Page” of 97TOC1stPreviousNextBottomJust 96th
ITEM 2. CONTROLS AND PROCEDURES. (a) The registrant's principal executive officer and principal financial officer 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 ( the "Investment Company Act") are effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this document. (b) The registrant's principal executive officer and principal financial officer are aware of no 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.
N-QLast “Page” of 97TOC1stPreviousNextBottomJust 97th
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. streetTRACKS Series Trust By: /s/ JAMES E. ROSS ----------------- James E. Ross President By: /s/ GARY L. FRENCH ------------------ Gary L. French Treasurer Date: May 21, 2007 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated. By: /s/ JAMES E. ROSS ----------------- James E. Ross President By: /s/ GARY L. FRENCH ------------------ Gary L. French Treasurer Date: May 21, 2007

Dates Referenced Herein   and   Documents Incorporated by Reference

Referenced-On Page
This ‘N-Q’ Filing    Date First  Last      Other Filings
11/15/0795
Filed on / Effective on:5/24/07497,  497J
5/21/0797
For Period End:3/31/07195
 List all Filings 
Top
Filing Submission 0000950135-07-003324   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Copyright © 2024 Fran Finnegan & Company LLC – All Rights Reserved.
AboutPrivacyRedactionsHelp — Thu., Mar. 28, 1:44:34.3pm ET