UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.
20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number: | 811-09195 |
SA FUNDS - INVESTMENT TRUST |
(Exact name of registrant as specified in charter) |
3055 Olin Avenue, Suite 2000 | |
San Jose, California | 95128 |
(Address of principal executive offices) | (Zip Code) |
Christopher Stanley |
Chief Legal Officer |
SA Funds - Investment Trust |
3055 Olin Ave., Suite 2000 |
San Jose, CA. 95128 |
(Name and Address of Agent for Service) |
Copies to: |
Brian F. Link | R. Darrell Mounts |
Vice President and Managing Counsel | Counsel to the Trust |
State Street Bank and Trust Company | K&L Gates LLP |
Mail Code: JHT 1732 | 1601 K Street, N.W. |
200 Clarendon Street | Washington, D.C. 20006 |
Boston, MA 02116 |
Registrants telephone number, including area code: | (408) 260-3100 | ||
Date of fiscal year end: | June 30 | ||
Date of reporting period: | March 31, 2013 |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
SA Funds - Investment Trust | |
By: | /s/ Alexander Potts |
Alexander Potts | |
President and Chief Executive Officer |
Date: May 29, 2013
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/ Michael Clinton |
Michael Clinton | |
Treasurer, Chief Financial and Accounting Officer |
Date: May 29, 2013
SA U.S. Fixed Income Fund
PORTFOLIO OF
INVESTMENTS AS OF MARCH 31, 2013 (Unaudited)
FACE | |||||||||
AMOUNT | VALUE | ||||||||
BONDS AND NOTES 91.3% | |||||||||
Australia 1.4% | |||||||||
Commonwealth Bank of Australia, 3.750%, 10/15/14 | USD | $ | 3,000,000 | $ | 3,146,214 | ||||
Westpac Banking Corp., 2.100%, 8/02/13 | USD | 2,650,000 | 2,666,321 | ||||||
5,812,535 | |||||||||
Canada 5.2% | |||||||||
Bank of Nova Scotia, 2.375%, 12/17/13 | USD | 6,000,000 | 6,084,588 | ||||||
Province of Ontario Canada, 2.950%, 2/05/15 | USD | 3,000,000 | 3,138,279 | ||||||
Royal Bank of Canada, 1.450%, 10/30/14 | USD | 9,000,000 | 9,138,087 | ||||||
Royal Bank of Canada MTN, 1.150%, 3/13/15 | USD | 2,000,000 | 2,023,136 | ||||||
Toronto-Dominion Bank (The), 1.375%, 7/14/14 | USD | 1,000,000 | 1,010,883 | ||||||
21,394,973 | |||||||||
France 0.9% | |||||||||
Caisse d'Amortissement de la Dette Sociale, 1.250%, 7/11/14 | USD | 2,000,000 | 2,022,400 | ||||||
Sanofi, 1.625%, 3/28/14 | USD | 1,522,000 | 1,541,736 | ||||||
3,564,136 | |||||||||
Germany 0.9% | |||||||||
Kreditanstalt fuer Wiederaufbau, 1.000%, 1/12/15 | USD | 3,500,000 | 3,539,557 | ||||||
Netherlands 1.3% | |||||||||
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA, 1.850%, 1/10/14 | USD | 5,400,000 | 5,462,829 | ||||||
Supranational 1.5% | |||||||||
European Investment Bank, 1.500%, 5/15/14 | USD | 2,200,000 | 2,229,218 | ||||||
European Investment Bank, 3.000%, 4/08/14 | USD | 4,000,000 | 4,109,992 | ||||||
6,339,210 | |||||||||
Sweden 0.3% | |||||||||
Nordea Bank AB, 2.250%, 3/20/15 | USD | 500,000 | 514,287 | ||||||
Svensk Exportkredit AB, 3.250%, 9/16/14 | USD | 500,000 | 521,060 | ||||||
1,035,347 | |||||||||
United States 79.8% | |||||||||
3M Co. MTN, 4.375%, 8/15/13 | 1,000,000 | 1,015,315 | |||||||
Bank of New York Mellon Corp. (The) MTN, 3.100%, 1/15/15 | 10,900,000 | 11,410,240 | |||||||
Berkshire Hathaway Finance Corp., 0.635%, 1/10/14(a) | 6,098,000 | 6,114,855 | |||||||
Berkshire Hathaway Finance Corp., 1.500%, 1/10/14 | 715,000 | 721,622 | |||||||
Berkshire Hathaway, Inc., 0.990%, 8/15/14(a) | 3,300,000 | 3,332,723 | |||||||
Federal Home Loan Banks, 0.250%, 2/20/15 | 10,000,000 | 9,992,270 | |||||||
Federal Home Loan Banks, 0.340%, 12/18/13 | 4,400,000 | 4,406,169 | |||||||
Federal Home Loan Banks, 0.375%, 11/27/13 | 5,900,000 | 5,908,962 | |||||||
Federal Home Loan Banks, 0.375%, 1/29/14 | 6,700,000 | 6,712,268 | |||||||
Federal Home Loan Banks, 0.500%, 8/28/13 | 8,500,000 | 8,513,880 | |||||||
Federal Home Loan Banks, 2.375%, 3/14/14 | 41,200,000 | 42,073,399 | |||||||
Federal Home Loan Banks, 2.500%, 6/13/14 | 500,000 | 513,874 | |||||||
Federal Home Loan Banks, 3.125%, 12/13/13 | 800,000 | 816,805 | |||||||
Federal Home Loan Banks, 4.875%, 11/27/13 | 5,000,000 | 5,156,550 | |||||||
Federal Home Loan Banks, 5.125%, 8/14/13 | 1,600,000 | 1,630,350 | |||||||
Federal Home Loan Mortgage Corp., 0.375%, 10/30/13 | 23,100,000 | 23,130,977 | |||||||
Federal Home Loan Mortgage Corp., 0.375%, 11/27/13 | 6,700,000 | 6,710,177 | |||||||
Federal Home Loan Mortgage Corp., 0.375%, 2/27/14 | 5,000,000 | 5,009,995 | |||||||
Federal Home Loan Mortgage Corp., 0.500%, 10/15/13 | 6,000,000 | 6,012,174 | |||||||
Federal Home Loan Mortgage Corp., 0.625%, 12/23/13 | 13,000,000 | 13,042,848 | |||||||
Federal Home Loan Mortgage Corp., 1.375%, 2/25/14 | 10,800,000 | 10,919,178 | |||||||
Federal Home Loan Mortgage Corp., 2.500%, 4/23/14 | 2,500,000 | 2,562,770 | |||||||
Federal Home Loan Mortgage Corp., 3.000%, 7/28/14 | 2,000,000 | 2,072,874 | |||||||
Federal Home Loan Mortgage Corp., 4.125%, 9/27/13 | 2,700,000 | 2,753,770 | |||||||
Federal Home Loan Mortgage Corp., 4.500%, 7/15/13 | 1,000,000 | 1,013,054 | |||||||
Federal Home Loan Mortgage Corp., 4.500%, 1/15/14 | 1,500,000 | 1,551,524 | |||||||
Federal National Mortgage Association, 0.750%, 12/18/13 | 23,150,000 | 23,255,680 | |||||||
Federal National Mortgage Association, 1.125%, 9/30/13 | 14,700,000 | 14,774,441 | |||||||
Federal National Mortgage Association, 2.750%, 3/13/14 | 5,500,000 | 5,635,960 | |||||||
Federal National Mortgage Association, 2.875%, 12/11/13 | 11,400,000 | 11,620,088 | |||||||
Federal National Mortgage Association, 3.000%, 9/16/14 | 2,500,000 | 2,603,365 | |||||||
Federal National Mortgage Association, 3.875%, 7/12/13 | 1,500,000 | 1,516,389 | |||||||
Federal National Mortgage Association, 4.625%, 10/15/14 | 3,400,000 | 3,629,643 | |||||||
General Electric Capital Corp., 0.540%, 9/15/14(a) | 500,000 | 500,438 | |||||||
General Electric Capital Corp., 2.150%, 1/09/15 | 8,200,000 | 8,412,601 | |||||||
General Electric Capital Corp., 4.750%, 9/15/14 | 500,000 | 529,304 | |||||||
General Electric Capital Corp. MTN, 4.875%, 3/04/15 | 1,500,000 | 1,618,855 | |||||||
International Business Machines Corp. (IBM), 1.250%, 5/12/14 | 6,000,000 | 6,064,956 | |||||||
International Business Machines Corp. (IBM), 2.100%, 5/06/13 | 1,000,000 | 1,001,665 | |||||||
JPMorgan Chase & Co. MTN, 1.102%, 1/24/14(a) | 1,200,000 | 1,207,433 | |||||||
JPMorgan Chase & Co. MTN, 1.650%, 9/30/13 | 8,750,000 | 8,806,630 | |||||||
Microsoft Corp., 2.950%, 6/01/14 | 8,000,000 | 8,248,272 |
See notes to schedule of investments.
FACE | |||||||
AMOUNT | VALUE | ||||||
BONDS AND NOTES (Continued) | |||||||
United States (Continued) | |||||||
PepsiCo, Inc., 0.372%, 5/10/13(a) | $ | 6,305,000 | $ | 6,307,100 | |||
Private Export Funding Corp., Series Y, 3.550%, 4/15/13 | 3,055,000 | 3,059,674 | |||||
Procter & Gamble Co. (The), 0.192%, 2/14/14(a) | 5,000,000 | 4,998,910 | |||||
Toyota Motor Credit Corp., 1.250%, 11/17/14 | 1,000,000 | 1,012,898 | |||||
Toyota Motor Credit Corp. MTN, 0.454%, 12/05/14(a) | 500,000 | 500,233 | |||||
US Bancorp MTN, 2.000%, 6/14/13 | 5,232,000 | 5,251,212 | |||||
US Bancorp MTN, 2.875%, 11/20/14 | 4,600,000 | 4,781,695 | |||||
Wachovia Corp. MTN, 0.489%, 8/01/13(a) | 6,000,000 | 6,005,544 | |||||
Wal-Mart Stores, Inc., 1.625%, 4/15/14 | 500,000 | 506,877 | |||||
Wal-Mart Stores, Inc., 2.875%, 4/01/15 | 1,000,000 | 1,048,279 | |||||
Wal-Mart Stores, Inc., 3.000%, 2/03/14 | | | |||||
Wal-Mart Stores, Inc., 3.200%, 5/15/14 | 9,500,000 | 9,799,183 | |||||
325,795,948 | |||||||
TOTAL BONDS AND NOTES | |||||||
(Identified Cost $372,299,182) | 372,944,535 | ||||||
SHORT-TERM INVESTMENTS 7.7% | |||||||
Australia 0.5% | |||||||
Australia & New Zealand Banking Group Ltd. YCD, 0.551%, 1/29/15(a) | 500,000 | 500,000 | |||||
National Australia Bank YCD, 1.747%, 1/30/14(a) | 1,630,000 | 1,634,631 | |||||
2,134,631 | |||||||
Finland 2.6% | |||||||
Nordea Bank YCD, 0.745%, 4/05/13(a) | 9,000,000 | 8,999,843 | |||||
Nordea Bank YCD, 0.771%, 1/27/14(a) | 1,500,000 | 1,500,000 | |||||
10,499,843 | |||||||
Luxembourg 0.5% | |||||||
Banque et Caisse d'Epargne de L'Etat, 0.255%, 7/18/13 | 2,000,000 | 1,998,470 | |||||
United States 3.3% | |||||||
Coca-Cola Co. (The), 0.140%, 6/20/13(b) | 6,000,000 | 5,998,133 | |||||
Coca-Cola Co. (The), 0.180%, 9/05/13(b) | 1,000,000 | 999,215 | |||||
JPMorgan Chase & Co., 0.180%, 5/03/13 | 1,500,000 | 1,499,760 | |||||
National Rural Utilities Cooperative Finance Corp., 0.140%, 5/07/13 | 2,000,000 | 1,999,720 | |||||
PACCAR Financial Corp., 0.150%, 6/06/13 | 1,000,000 | 999,725 | |||||
Procter & Gamble Co. (The), 0.150%, 8/01/13(b) | 2,000,000 | 1,998,992 | |||||
13,495,545 | |||||||
SHARES | VALUE | ||||||
United States 0.8% | |||||||
SSgA Government Money Market Fund | 1 | 1 | |||||
SSgA Money Market Fund | 3,378,774 | 3,378,774 | |||||
3,378,775 | |||||||
TOTAL SHORT-TERM INVESTMENTS | |||||||
(Identified Cost $31,507,264) | 31,507,264 | ||||||
Total Investments 99.0% | |||||||
(Identified Cost $403,806,446)# | 404,451,799 | ||||||
Cash and Other Assets, Less Liabilities 1.0% | 3,934,772 | ||||||
Net Assets 100.0% | $ | 408,386,571 |
| See Note 1. | ||
(a) | Variable or Floating Rate Bond. Rate disclosed is as of March 31, 2013. | ||
(b) | 144A securities. Securities exempt from registration under Rule 144A of the securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutional buyers. These securities have been deemed by the Fund to be liquid and at March 31, 2013 amounted to $8,996,340 or 2.20% of the net assets of the Fund. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $403,806,446. Net unrealized appreciation aggregated $645,353 of which $651,617 related to appreciated investment securities and $6,264 related to depreciated investment securities. |
Key to abbreviations:
MTN Medium Term
Note
USD U.S. Dollar
YCD Yankee
Certificate of Deposits
See notes to schedule of investments.
SA U.S. Fixed Income Fund
March 31, 2013
Portfolio Sectors (% of
portfolio market value)
Sector | Percentage | |||
U.S. Government Agency | 55.3 | % | ||
Financials | 23.2 | % | ||
Short-Term | 7.8 | % | ||
Industrials | 7.2 | % | ||
Consumer Discretionary | 2.8 | % | ||
Foreign Government Sponsored | 2.1 | % | ||
Supranational | 1.6 | % | ||
100.0 | % |
SA Global Fixed Income
Fund
PORTFOLIO OF INVESTMENTS AS OF
MARCH 31, 2013 (Unaudited)
FACE | |||||||||
AMOUNT | VALUE | ||||||||
BONDS AND NOTES 97.7% | |||||||||
Australia 7.3% | |||||||||
Australia & New Zealand Banking Group Ltd., 1.875%, 10/06/17(a) | USD | 11,100,000 | $ | 11,388,422 | |||||
Commonwealth Bank of Australia, 1.900%, 9/18/17(a) | USD | 4,500,000 | 4,618,548 | ||||||
National Australia Bank Ltd., 5.375%, 12/08/14 | GBP | 1,500,000 | 2,456,563 | ||||||
Suncorp-Metway Ltd., 4.000%, 1/16/14 | GBP | 7,000,000 | 10,940,725 | ||||||
Westpac Banking Corp., 2.900%, 9/10/14 | USD | 5,000,000 | 5,182,135 | ||||||
Westpac Banking Corp., 3.000%, 8/04/15 | USD | 2,000,000 | 2,101,572 | ||||||
Westpac Banking Corp., 3.750%, 12/01/14 | CAD | 6,000,000 | 6,111,571 | ||||||
42,799,536 | |||||||||
Austria 4.6% | |||||||||
Austria Government Bond, 4.000%, 9/15/16(b) | EUR | 10,500,000 | 15,121,189 | ||||||
Austria Government Bond, 4.300%, 9/15/17(b) | EUR | 400,000 | 595,127 | ||||||
Oesterreichische Kontrollbank AG, 1.750%, 10/05/15 | USD | 3,000,000 | 3,092,499 | ||||||
Oesterreichische Kontrollbank AG, 2.000%, 6/03/16(a) | USD | 8,000,000 | 8,324,800 | ||||||
27,133,615 | |||||||||
Belgium 2.5% | |||||||||
Belgium Government Bond, 5.500%, 9/28/17 | EUR | 9,500,000 | 14,703,116 | ||||||
Canada 12.8% | |||||||||
Bank of Nova Scotia, 3.400%, 1/22/15 | USD | 5,000,000 | 5,245,915 | ||||||
Bank of Nova Scotia, 3.430%, 7/16/14 | CAD | 2,000,000 | 2,020,554 | ||||||
Canada Housing Trust No 1, 2.750%, 12/15/14(b) | CAD | 9,000,000 | 9,112,605 | ||||||
Province of Alberta Canada, 2.750%, 12/01/14 | CAD | 13,800,000 | 13,962,744 | ||||||
Province of Ontario Canada, 0.950%, 5/26/15 | USD | 3,000,000 | 3,029,391 | ||||||
Province of Ontario Canada, 4.100%, 6/16/14 | USD | 9,800,000 | 10,243,019 | ||||||
Royal Bank of Canada, 2.875%, 4/19/16(a) | USD | 4,500,000 | 4,766,441 | ||||||
Royal Bank of Canada, 4.970%, 6/05/14 | CAD | 6,000,000 | 6,165,320 | ||||||
Royal Bank of Canada, 5.060%, 7/17/13 | CAD | 4,000,000 | 3,981,887 | ||||||
Toronto-Dominion Bank (The), 2.375%, 10/19/16(a) | USD | 15,500,000 | 16,229,817 | ||||||
74,757,693 | |||||||||
Denmark 1.1% | |||||||||
Denmark Government Bond, 2.500%, 11/15/16 | DKK | 33,115,000 | 6,183,226 | ||||||
Finland 3.4% | |||||||||
Finland Government Bond, 1.875%, 4/15/17 | EUR | 11,700,000 | 15,852,386 | ||||||
Municipality Finance PLC, 2.375%, 5/16/16 | USD | 4,000,000 | 4,204,656 | ||||||
20,057,042 | |||||||||
France 7.6% | |||||||||
Agence Francaise de Developpement, 4.875%, 10/30/13 | GBP | 1,400,000 | 2,179,168 | ||||||
Caisse d'Amortissement de la Dette Sociale, 2.125%, 4/12/17(a) | USD | 3,000,000 | 3,124,920 | ||||||
Caisse d'Amortissement de la Dette Sociale, 2.250%, 12/07/15 | GBP | 2,300,000 | 3,639,479 | ||||||
Caisse d'Amortissement de la Dette Sociale, 4.125%, 4/25/17 | EUR | 6,300,000 | 9,201,092 | ||||||
France Government Bond OAT, 5.000%, 10/25/16 | EUR | 2,500,000 | 3,714,490 | ||||||
Reseau Ferre de France, 2.375%, 12/23/15(a) | GBP | 8,700,000 | 13,821,942 | ||||||
Societe Financement de l'Economie Francaise, 2.875%, 9/22/14 | USD | 8,500,000 | 8,810,607 | ||||||
44,491,698 | |||||||||
Germany 11.0% | |||||||||
Bundesobligation, 0.750%, 2/24/17 | EUR | 6,000,000 | 7,875,668 | ||||||
Kreditanstalt fuer Wiederaufbau, 3.750%, 9/07/16 | GBP | 2,600,000 | 4,369,278 | ||||||
Kreditanstalt fuer Wiederaufbau, 4.125%, 7/04/17 | EUR | 3,800,000 | 5,608,444 | ||||||
Kreditanstalt fuer Wiederaufbau, 5.500%, 12/07/15 | GBP | 1,600,000 | 2,752,093 | ||||||
Kreditanstalt fuer Wiederaufbau, 5.625%, 8/25/17 | GBP | 1,000,000 | 1,840,259 | ||||||
Landeskreditbank Baden-Wuerttemberg Foerderbank, 1.000%, 10/15/13 | USD | 2,400,000 | 2,407,970 | ||||||
Landeskreditbank Baden-Wuerttemberg Foerderbank, 2.250%, 7/15/16(a) | USD | 13,200,000 | 13,816,744 | ||||||
Landwirtschaftliche Rentenbank, 0.875%, 9/12/17(a) | USD | 1,000,000 | 999,795 | ||||||
Landwirtschaftliche Rentenbank, 2.500%, 2/15/16 | USD | 2,800,000 | 2,955,772 | ||||||
Landwirtschaftliche Rentenbank, 3.125%, 7/15/15 | USD | 1,000,000 | 1,060,688 | ||||||
Landwirtschaftliche Rentenbank, 3.250%, 12/07/16(a) | GBP | 1,200,000 | 2,001,566 | ||||||
Landwirtschaftliche Rentenbank, 4.375%, 11/27/17 | EUR | 3,700,000 | 5,548,468 | ||||||
NRW.Bank, 1.625%, 12/15/13 | GBP | 4,000,000 | 6,122,398 | ||||||
NRW.Bank, 4.500%, 5/29/17 | EUR | 5,000,000 | 7,398,330 | ||||||
64,757,473 | |||||||||
Japan 0.2% | |||||||||
Development Bank of Japan, 4.250%, 6/09/15 | USD | 1,000,000 | 1,081,219 | ||||||
Netherlands 8.5% | |||||||||
Bank Nederlandse Gemeenten NV, 2.750%, 7/01/15 | USD | 9,000,000 | 9,435,015 | ||||||
Bank Nederlandse Gemeenten NV, 3.000%, 3/30/17 | EUR | 2,000,000 | 2,791,956 | ||||||
Bank Nederlandse Gemeenten NV, 4.750%, 4/22/13(a) | GBP | 1,400,000 | 2,130,531 | ||||||
Nederlandse Waterschapsbank NV, 2.000%, 9/09/15 | USD | 2,400,000 | 2,480,775 | ||||||
Nederlandse Waterschapsbank NV, 2.125%, 2/09/17(a) | USD | 1,700,000 | 1,769,258 |
See notes to schedule of investments.
FACE | ||||||||||
AMOUNT | VALUE | |||||||||
BONDS AND NOTES (Continued) | ||||||||||
Netherlands (Continued) | ||||||||||
Nederlandse Waterschapsbank NV, 2.375%, 6/04/15 | EUR | 8,100,000 | $ | 10,843,539 | ||||||
Nederlandse Waterschapsbank NV, 3.000%, 3/17/15 | USD | 1,000,000 | 1,047,886 | |||||||
Netherlands Government Bond, 4.000%, 7/15/16(b) | EUR | 3,500,000 | 5,015,321 | |||||||
Rabobank Nederland NV, 4.000%, 9/10/15 | GBP | 9,000,000 | 14,588,636 | |||||||
50,102,917 | ||||||||||
New Zealand 1.0% | ||||||||||
ASB Finance Ltd., 3.250%, 12/09/13 | GBP | 3,700,000 | 5,705,827 | |||||||
Norway 2.6% | ||||||||||
Kommunalbanken AS, 1.000%, 9/26/17(a) | USD | 4,780,000 | 4,783,719 | |||||||
Kommunalbanken AS, 2.250%, 12/30/13 | GBP | 1,700,000 | 2,618,739 | |||||||
Kommunalbanken AS, 2.375%, 1/19/16 | USD | 7,500,000 | 7,871,783 | |||||||
15,274,241 | ||||||||||
Supranational 14.0% | ||||||||||
Asian Development Bank, 2.625%, 2/09/15 | USD | 2,622,000 | 2,732,106 | |||||||
Council of Europe Development Bank, 1.500%, 1/15/15(a) | USD | 9,985,000 | 10,180,396 | |||||||
Council of Europe Development Bank, 5.000%, 1/29/14 | USD | 1,500,000 | 1,558,513 | |||||||
Eurofima, 4.250%, 2/04/14(a) | USD | 7,600,000 | 7,851,309 | |||||||
Eurofima, 5.000%, 4/03/17 | USD | 3,000,000 | 3,472,419 | |||||||
Eurofima, 6.125%, 10/14/14 | GBP | 1,000,000 | 1,645,363 | |||||||
European Bank for Reconstruction & Development, 0.500%, 1/30/15 | EUR | 5,634,000 | 7,192,121 | |||||||
European Bank for Reconstruction & Development, 5.875%, 8/04/14 | GBP | 1,000,000 | 1,626,190 | |||||||
European Financial Stability Facility, 2.750%, 12/05/16 | EUR | 4,000,000 | 5,530,566 | |||||||
European Investment Bank, 2.750%, 3/23/15(a) | USD | 2,000,000 | 2,092,010 | |||||||
European Investment Bank, 2.875%, 1/15/15 | USD | 1,300,000 | 1,357,143 | |||||||
European Investment Bank, 3.000%, 12/07/15 | GBP | 500,000 | 807,960 | |||||||
European Investment Bank, 3.125%, 3/03/17 | EUR | 4,000,000 | 5,647,014 | |||||||
European Investment Bank, 3.250%, 12/07/16 | GBP | 3,300,000 | 5,465,270 | |||||||
International Finance Facility for Immunisation, 3.375%, 5/15/14 | GBP | 8,800,000 | 13,796,374 | |||||||
Nordic Investment Bank, 2.500%, 7/15/15 | USD | 1,000,000 | 1,047,184 | |||||||
Nordic Investment Bank, 2.625%, 10/06/14(a) | USD | 2,000,000 | 2,070,690 | |||||||
Nordic Investment Bank, 5.000%, 2/01/17(a) | USD | 5,500,000 | 6,396,115 | |||||||
Nordic Investment Bank, 5.750%, 12/16/14 | GBP | 1,040,000 | 1,723,483 | |||||||
82,192,226 | ||||||||||
Sweden 4.2% | ||||||||||
Nordea Bank AB, 2.250%, 10/05/17 | EUR | 1,500,000 | 2,009,711 | |||||||
Nordea Bank AB, 3.875%, 12/15/15 | GBP | 4,100,000 | 6,689,935 | |||||||
Svensk Exportkredit AB, 1.750%, 5/30/17(a) | USD | 1,700,000 | 1,750,391 | |||||||
Svensk Exportkredit AB, 2.125%, 7/13/16(a) | USD | 3,000,000 | 3,130,284 | |||||||
Svensk Exportkredit AB, 3.250%, 9/16/14 | USD | 10,400,000 | 10,838,048 | |||||||
24,418,369 | ||||||||||
United Kingdom 3.5% | ||||||||||
Lloyds TSB Bank PLC, 1.500%, 5/02/17 | GBP | 3,000,000 | 4,713,743 | |||||||
United Kingdom Gilt, 1.750%, 1/22/17 | GBP | 10,000,000 | 15,937,721 | |||||||
20,651,464 | ||||||||||
United States 13.4% | ||||||||||
Bank of New York Mellon Corp. (The), 2.300%, 7/28/16(a) | USD | 2,285,000 | 2,395,585 | |||||||
Bank of New York Mellon Corp. (The), 2.500%, 1/15/16 | USD | 1,500,000 | 1,570,934 | |||||||
Bank of New York Mellon Corp. (The), 4.300%, 5/15/14 | USD | 3,000,000 | 3,130,527 | |||||||
Bank of New York Mellon Corp. (The), 5.125%, 8/27/13 | USD | 3,000,000 | 3,057,336 | |||||||
Berkshire Hathaway, Inc., 2.200%, 8/15/16(a) | USD | 15,000,000 | 15,732,435 | |||||||
Federal National Mortgage Association, 0.875%, 12/20/17(a) | USD | 6,000,000 | 6,001,998 | |||||||
General Electric Capital Corp., 1.600%, 11/20/17(a) | USD | 4,000,000 | 4,019,596 | |||||||
General Electric Capital Corp., 2.250%, 11/09/15 | USD | 10,520,000 | 10,886,590 | |||||||
General Electric Capital Corp., 5.625%, 9/15/17 | USD | 1,000,000 | 1,173,151 | |||||||
Google, Inc., 2.125%, 5/19/16(a) |
USD | 14,454,000 | 15,099,689 | |||||||
Nestle Holdings, Inc., 2.125%, 3/12/14 |
USD | 6,000,000 | 6,103,908 | |||||||
Toyota Motor Credit Corp., 1.375%, 1/10/18(a) | USD | 2,000,000 | 2,010,604 | |||||||
Wal-Mart Stores, Inc., 2.250%, 7/08/15(a) | USD | 1,000,000 | 1,041,857 | |||||||
Wal-Mart Stores, Inc., 2.800%, 4/15/16 | USD | 6,000,000 | 6,387,024 | |||||||
78,611,234 | ||||||||||
TOTAL BONDS AND
NOTES
(Identified Cost $564,553,208) |
572,920,896 | |||||||||
SHARES | VALUE | |||||||||
SHORT-TERM INVESTMENTS 0.9% | ||||||||||
United States 0.9% | ||||||||||
SSgA Government Money Market Fund | 1 | 1 | ||||||||
SSgA Money Market Fund | 5,461,603 | 5,461,603 | ||||||||
5,461,604 | ||||||||||
TOTAL SHORT-TERM
INVESTMENTS
(Identified Cost $5,461,604) |
5,461,604 | |||||||||
COLLATERAL FOR SECURITIES ON LOAN 13.6% | ||||||||||
Short-Term 13.6% | ||||||||||
State Street Navigator Securities Lending Prime Portfolio | 79,562,510 | 79,562,510 | ||||||||
TOTAL COLLATERAL FOR SECURITIES ON LOAN | ||||||||||
(Identified Cost $79,562,510) | 79,562,510 | |||||||||
Total Investments 112.2% | ||||||||||
(Identified Cost $649,577,322)# | 657,945,010 | |||||||||
Liabilities, Less Cash and Other Assets (12.2%) | (71,303,295 | ) | ||||||||
Net Assets 100.0% | $ | 586,641,715 |
|
See Note 1. |
||
(a) |
A portion or all of the security/securities were held on loan. As of March 31, 2013, the market value of the securities on loan was $77,973,179. |
||
(b) |
144A securities. Securities exempt from registration under Rule 144A of the securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutional buyers. These securities have been deemed by the Fund to be liquid and at March 31, 2013 amounted to $29,844,242 or 5.09% of the net assets of the Fund. |
||
# |
At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $649,577,322. Net unrealized appreciation aggregated $8,367,688 of which $12,642,992 related to appreciated investment securities and $4,275,304 related to depreciated investment securities. |
Key to abbreviations:
CAD
Canadian Dollar
DKK Danish Krone
EUR Euro Currency
GBP British
Pound
USD U.S. Dollar
See notes to schedule of investments.
SA Global Fixed Income Fund
Ten Largest Industry Holdings March
31, 2013
(As a percentage of net assets):
Industry | Percentage | |||
Banks | 18.4 | % | ||
Financials | 17.6 | % | ||
Supranational Organizations | 14.0 | % | ||
Foreign Government/Agency-Germany | 9.7 | % | ||
Foreign Government/Agency-France | 7.0 | % | ||
Foreign Government/Agency-Canada | 6.2 | % | ||
Foreign Government/Agency-Netherlands | 6.1 | % | ||
Industrials | 4.9 | % | ||
Foreign Government/Agency-Austria | 3.8 | % | ||
Foreign Government/Agency-United Kingdom | 2.7 | % |
SA Global Fixed Income Fund
March 31,
2013
Country Weightings (% of portfolio
market value)
Country | Percentage | |||
United States | 14.5 | % | ||
Supranational | 14.2 | % | ||
Canada | 12.9 | % | ||
Germany | 11.2 | % | ||
Netherlands | 8.7 | % | ||
France | 7.7 | % | ||
Australia | 7.4 | % | ||
Austria | 4.7 | % | ||
Sweden | 4.2 | % | ||
Other | 14.5 | % | ||
100.0 | % |
SA U.S. Core Market
Fund
PORTFOLIO OF INVESTMENTS AS OF
MARCH 31, 2013 (Unaudited)
SHARES | VALUE | ||||||
COMMON STOCKS 95.6% | |||||||
Aerospace & Defense 2.3% | |||||||
Alliant Techsystems, Inc. | 975 | $ | 70,619 | ||||
BE Aerospace, Inc.* | 2,586 | 155,910 | |||||
Boeing Co. (The) | 19,878 | 1,706,526 | |||||
Curtiss-Wright Corp. | 1,576 | 54,687 | |||||
DigitalGlobe, Inc.* | 1,492 | 43,134 | |||||
Engility Holdings, Inc.(a)* | 495 | 11,870 | |||||
Esterline Technologies Corp.* | 900 | 68,130 | |||||
Exelis, Inc. | 5,089 | 55,419 | |||||
General Dynamics Corp. | 8,350 | 588,759 | |||||
HEICO Corp.(a) | 542 | 23,528 | |||||
HEICO Corp., Class A | 781 | 26,796 | |||||
Hexcel Corp.* | 3,100 | 89,931 | |||||
Honeywell International, Inc. | 20,920 | 1,576,322 | |||||
Huntington Ingalls Industries, Inc. | 1,357 | 72,369 | |||||
L-3 Communications Holdings, Inc. | 2,671 | 216,137 | |||||
Lockheed Martin Corp. | 7,460 | 720,039 | |||||
Moog, Inc., Class A* | 1,100 | 50,413 | |||||
Northrop Grumman Corp. | 6,353 | 445,663 | |||||
Precision Castparts Corp. | 4,141 | 785,217 | |||||
Raytheon Co. | 9,121 | 536,224 | |||||
Rockwell Collins, Inc.(a) | 3,914 | 247,052 | |||||
Spirit Aerosystems Holdings, Inc., Class A* | 2,700 | 51,273 | |||||
Teledyne Technologies, Inc.* | 900 | 70,596 | |||||
Textron, Inc.(a) | 7,600 | 226,556 | |||||
TransDigm Group, Inc. | 1,300 | 198,796 | |||||
Triumph Group, Inc. | 1,120 | 87,920 | |||||
United Technologies Corp. | 24,373 | 2,277,169 | |||||
10,457,055 | |||||||
Air Freight & Logistics 0.7% | |||||||
Atlas Air Worldwide Holdings, Inc.* | 558 | 22,744 | |||||
CH Robinson Worldwide, Inc. | 4,700 | 279,462 | |||||
Expeditors International of Washington, Inc. | 6,039 | 215,653 | |||||
FedEx Corp. | 8,198 | 805,044 | |||||
HUB Group, Inc., Class A* | 991 | 38,114 | |||||
United Parcel Service, Inc., Class B | 20,137 | 1,729,768 | |||||
UTi Worldwide, Inc.(a) | 2,400 | 34,752 | |||||
3,125,537 | |||||||
Airlines 0.3% | |||||||
Alaska Air Group, Inc.(a)* | 1,830 | 117,047 | |||||
Allegiant Travel Co. | 300 | 26,634 | |||||
Delta Air Lines, Inc.* | 24,500 | 404,495 | |||||
JetBlue Airways Corp.(a)* | 7,550 | 52,095 | |||||
Southwest Airlines Co. | 19,041 | 256,673 | |||||
Spirit Airlines, Inc.* | 1,600 | 40,576 | |||||
United Continental Holdings, Inc.(a)* | 9,154 | 293,019 | |||||
US Airways Group, Inc.(a)* | 4,400 | 74,668 | |||||
1,265,207 | |||||||
Auto Components 0.5% | |||||||
Autoliv, Inc.(a) | 2,300 | 159,022 | |||||
BorgWarner, Inc.* | 3,154 | 243,930 | |||||
Cooper Tire & Rubber Co. | 1,500 | 38,490 | |||||
Dana Holding Corp.(a) | 4,000 | 71,320 | |||||
Delphi Automotive PLC | 8,400 | 372,960 | |||||
Gentex Corp.(a) | 3,900 | 78,039 | |||||
Goodyear Tire & Rubber Co. (The)* | 6,400 | 80,704 | |||||
Johnson Controls, Inc. | 19,115 | 670,363 | |||||
Lear Corp. | 3,000 | 164,610 | |||||
Tenneco, Inc.* | 1,600 | 62,896 | |||||
TRW Automotive Holdings Corp.* | 3,074 | 169,070 | |||||
Visteon Corp.* | 1,171 | 67,567 | |||||
2,178,971 | |||||||
Automobiles 0.5% | |||||||
Ford Motor Co. | 101,140 | 1,329,991 | |||||
General Motors Co.* | 22,000 | 612,040 | |||||
Harley-Davidson, Inc. | 6,316 | 336,643 | |||||
Tesla Motors, Inc.(a)* | 1,885 | 71,422 | |||||
Thor Industries, Inc.(a) | 1,600 | 58,864 | |||||
2,408,960 | |||||||
Beverages 2.1% | |||||||
Beam, Inc. | 4,200 | 266,868 | |||||
Boston Beer Co., Inc. (The), Class A(a)* | 79 | 12,611 | |||||
Brown-Forman Corp., Class B | 3,500 | 249,900 | |||||
Coca-Cola Co. (The) | 112,440 | 4,547,074 | |||||
Coca-Cola Enterprises, Inc. | 8,050 | 297,206 | |||||
Constellation Brands, Inc., Class A* | 4,600 | 219,144 | |||||
Crimson Wine Group Ltd.(a)* | 640 | 5,952 | |||||
Dr Pepper Snapple Group, Inc. | 6,100 | 286,395 | |||||
Molson Coors Brewing Co., Class B | 4,077 | 199,488 | |||||
Monster Beverage Corp.* | 4,256 | 203,181 | |||||
PepsiCo, Inc. | 43,256 | 3,421,982 | |||||
9,709,801 | |||||||
Biotechnology 2.0% | |||||||
Acorda Therapeutics, Inc.* | 384 | 12,299 | |||||
Alexion Pharmaceuticals, Inc.* | 5,500 | 506,770 | |||||
Alkermes PLC* | 3,279 | 77,745 | |||||
Amgen, Inc. | 20,222 | 2,072,957 | |||||
Ariad Pharmaceuticals, Inc.* | 5,206 | 94,177 | |||||
Biogen Idec, Inc.* | 6,356 | 1,226,136 | |||||
BioMarin Pharmaceutical, Inc.* | 3,200 | 199,232 | |||||
Celgene Corp.* | 11,825 | 1,370,636 | |||||
Cepheid, Inc.(a)* | 1,603 | 61,507 | |||||
Cubist Pharmaceuticals, Inc.(a)* | 1,600 | 74,912 | |||||
Gilead Sciences, Inc.* | 42,684 | 2,088,528 | |||||
Incyte Corp. Ltd.(a)* | 3,460 | 80,999 | |||||
Infinity Pharmaceuticals, Inc.* | 800 | 38,776 | |||||
Medivation, Inc.(a)* | 2,096 | 98,030 | |||||
Myriad Genetics, Inc.* | 2,380 | 60,452 | |||||
Onyx Pharmaceuticals, Inc.(a)* | 1,900 | 168,834 | |||||
Opko Health, Inc.(a)* | 4,100 | 31,283 | |||||
Regeneron Pharmaceuticals, Inc.* | 2,100 | 370,440 | |||||
Seattle Genetics, Inc.(a)* | 2,887 | 102,517 | |||||
United Therapeutics Corp.(a)* | 1,200 | 73,044 | |||||
Vertex Pharmaceuticals, Inc.* | 6,050 | 332,629 | |||||
9,141,903 | |||||||
Building Products 0.2% | |||||||
A.O. Smith Corp. | 1,050 | 77,249 | |||||
Armstrong World Industries, Inc.(a)* | 770 | 43,035 | |||||
Fortune Brands Home & Security, Inc.* | 4,600 | 172,178 | |||||
Lennox International, Inc. | 1,292 | 82,029 | |||||
Masco Corp. | 9,000 | 182,250 | |||||
Owens Corning(a)* | 2,988 | 117,817 | |||||
Simpson Manufacturing Co., Inc.(a) | 1,400 | 42,854 | |||||
USG Corp.(a)* | 2,000 | 52,880 | |||||
770,292 | |||||||
Capital Markets 2.1% | |||||||
Affiliated Managers Group, Inc.* | 1,500 | 230,355 | |||||
American Capital Ltd.* | 8,700 | 126,977 | |||||
Ameriprise Financial, Inc. | 6,347 | 467,457 | |||||
Bank of New York Mellon Corp. (The) | 32,157 | 900,074 | |||||
BlackRock, Inc. | 3,883 | 997,465 | |||||
Charles Schwab Corp. (The)(a) | 30,835 | 545,471 | |||||
Cohen & Steers, Inc.(a) | 764 | 27,558 | |||||
E*Trade Financial Corp.* | 6,800 | 72,828 | |||||
Eaton Vance Corp.(a) | 3,600 | 150,588 | |||||
Federated Investors, Inc., Class B(a) | 2,800 | 66,276 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Capital Markets (Continued) | |||||||
Franklin Resources, Inc. | 4,200 | $ | 633,402 | ||||
Goldman Sachs Group, Inc. (The) | 13,092 | 1,926,488 | |||||
Invesco Ltd. | 12,100 | 350,416 | |||||
Janus Capital Group, Inc.(a) | 4,300 | 40,420 | |||||
Knight Capital Group, Inc., Class A* | 463 | 1,722 | |||||
Legg Mason, Inc.(a) | 3,600 | 115,740 | |||||
LPL Financial Holdings, Inc. | 1,500 | 48,360 | |||||
Morgan Stanley | 41,465 | 911,401 | |||||
Northern Trust Corp. | 6,380 | 348,093 | |||||
Raymond James Financial, Inc. | 3,300 | 152,130 | |||||
SEI Investments Co. | 3,800 | 109,630 | |||||
State Street Corp. | 13,238 | 782,233 | |||||
Stifel Financial Corp.* | 1,200 | 41,604 | |||||
T Rowe Price Group, Inc. | 7,261 | 543,631 | |||||
TD Ameritrade Holding Corp. | 6,478 | 133,576 | |||||
Waddell & Reed Financial, Inc., Class A | 2,417 | 105,816 | |||||
9,829,711 | |||||||
Chemicals 2.5% | |||||||
A. Schulman, Inc. | 200 | 6,312 | |||||
Air Products & Chemicals, Inc. | 5,972 | 520,281 | |||||
Airgas, Inc. | 2,000 | 198,320 | |||||
Albemarle Corp.(a) | 2,581 | 161,364 | |||||
Ashland, Inc. | 2,082 | 154,693 | |||||
Axiall Corp. | 2,996 | 186,231 | |||||
Cabot Corp. | 1,800 | 61,560 | |||||
Celanese Corp., Series A(a) | 4,400 | 193,820 | |||||
CF Industries Holdings, Inc. | 1,924 | 366,272 | |||||
Chemtura Corp.* | 1,881 | 40,648 | |||||
Cytec Industries, Inc. | 1,300 | 96,304 | |||||
Dow Chemical Co. (The) | 33,113 | 1,054,318 | |||||
Eastman Chemical Co. | 4,136 | 288,982 | |||||
Ecolab, Inc. | 8,199 | 657,396 | |||||
EI Du Pont de Nemours & Co.(a) | 25,434 | 1,250,335 | |||||
FMC Corp. | 3,800 | 216,714 | |||||
H.B. Fuller Co. | 1,500 | 58,620 | |||||
Huntsman Corp. | 5,900 | 109,681 | |||||
International Flavors & Fragrances, Inc. | 2,400 | 184,008 | |||||
Intrepid Potash, Inc.(a) | 1,600 | 30,016 | |||||
Kronos Worldwide, Inc. | 633 | 9,906 | |||||
LyondellBasell Industries NV, Class A | 8,820 | 558,218 | |||||
Minerals Technologies, Inc. | 1,200 | 49,812 | |||||
Monsanto Co. | 15,004 | 1,584,873 | |||||
Mosaic Co. (The) | 8,300 | 494,763 | |||||
NewMarket Corp.(a) | 400 | 104,144 | |||||
Olin Corp. | 2,100 | 52,962 | |||||
PolyOne Corp. | 2,300 | 56,143 | |||||
PPG Industries, Inc. | 3,956 | 529,867 | |||||
Praxair, Inc. | 8,409 | 937,940 | |||||
Rockwood Holdings, Inc. | 2,100 | 137,424 | |||||
RPM International, Inc. | 3,500 | 110,530 | |||||
Scotts Miracle-Gro Co. (The), Class A | 1,300 | 56,212 | |||||
Sensient Technologies Corp. | 1,400 | 54,726 | |||||
Sherwin Williams Co. (The) | 2,500 | 422,225 | |||||
Sigma-Aldrich Corp.(a) | 3,500 | 271,880 | |||||
Stepan Co. | 200 | 12,620 | |||||
Valspar Corp. | 2,600 | 161,850 | |||||
W.R. Grace & Co.* | 2,044 | 158,430 | |||||
Westlake Chemical Corp. | 1,436 | 134,266 | |||||
11,734,666 | |||||||
Commercial Banks 2.8% | |||||||
Associated Banc-Corp. | 4,819 | 73,201 | |||||
Bancorpsouth, Inc. | 1,900 | 30,970 | |||||
Bank of Hawaii Corp.(a) | 1,200 | 60,972 | |||||
Bank of the Ozarks, Inc.(a) | 839 | 37,210 | |||||
BB&T Corp. | 20,004 | 627,926 | |||||
BOK Financial Corp. | 696 | 43,361 | |||||
CapitalSource, Inc. | 6,700 | 64,454 | |||||
Cathay General Bancorp(a) | 2,343 | 47,141 | |||||
Chemical Financial Corp.(a) | 158 | 4,168 | |||||
CIT Group, Inc.* | 4,915 | 213,704 | |||||
City National Corp.(a) | 1,300 | 76,583 | |||||
Comerica, Inc.(a) | 5,200 | 186,940 | |||||
Commerce Bancshares, Inc.(a) | 2,203 | 89,948 | |||||
Cullen/Frost Bankers, Inc.(a) | 1,600 | 100,048 | |||||
East West Bancorp, Inc. | 3,900 | 100,113 | |||||
Fifth Third Bancorp | 24,907 | 406,233 | |||||
First BanCorp* | 300 | 1,869 | |||||
First Financial Bankshares, Inc.(a) | 200 | 9,720 | |||||
First Horizon National Corp.(a) | 7,245 | 77,377 | |||||
First Niagara Financial Group, Inc.(a) | 9,560 | 84,702 | |||||
First Republic Bank | 1,500 | 57,930 | |||||
FirstMerit Corp.(a) | 3,043 | 50,301 | |||||
FNB Corp.(a) | 3,051 | 36,917 | |||||
Fulton Financial Corp. | 6,667 | 78,004 | |||||
Glacier Bancorp, Inc.(a) | 1,434 | 27,217 | |||||
Hancock Holding Co.(a) | 2,100 | 64,932 | |||||
Huntington Bancshares, Inc. | 22,492 | 166,216 | |||||
Iberiabank Corp. | 691 | 34,564 | |||||
International Bancshares Corp. | 1,350 | 28,080 | |||||
Investors Bancorp, Inc. | 1,700 | 31,926 | |||||
KeyCorp | 24,200 | 241,032 | |||||
M&T Bank Corp. | 3,168 | 326,811 | |||||
MB Financial, Inc.(a) | 1,200 | 29,004 | |||||
National Penn Bancshares, Inc. | 3,200 | 34,208 | |||||
Old National Bancorp | 2,392 | 32,890 | |||||
PNC Financial Services Group, Inc. | 14,967 | 995,305 | |||||
Popular, Inc.* | 2,446 | 67,534 | |||||
Prosperity Bancshares, Inc.(a) | 1,500 | 71,085 | |||||
Regions Financial Corp. | 33,228 | 272,137 | |||||
Signature Bank* | 1,400 | 110,264 | |||||
SunTrust Banks, Inc. | 15,536 | 447,592 | |||||
Susquehanna Bancshares, Inc. | 3,200 | 39,776 | |||||
SVB Financial Group* | 1,200 | 85,128 | |||||
Synovus Financial Corp. | 4,698 | 13,013 | |||||
TCF Financial Corp.(a) | 4,000 | 59,840 | |||||
Texas Capital Bancshares, Inc.* | 1,027 | 41,542 | |||||
Trustmark Corp.(a) | 1,900 | 47,519 | |||||
UMB Financial Corp.(a) | 1,100 | 53,977 | |||||
Umpqua Holdings Corp.(a) | 3,100 | 41,106 | |||||
United Bankshares, Inc.(a) | 1,500 | 39,915 | |||||
US Bancorp | 50,525 | 1,714,313 | |||||
Valley National Bancorp(a) | 4,438 | 45,445 | |||||
Webster Financial Corp. | 1,710 | 41,485 | |||||
Wells Fargo & Co. | 140,820 | 5,208,932 | |||||
Westamerica Bancorporation(a) | 900 | 40,797 | |||||
Western Alliance Bancorp(a)* | 1,100 | 15,224 | |||||
Wintrust Financial Corp.(a) | 800 | 29,632 | |||||
Zions Bancorporation(a) | 4,860 | 121,451 | |||||
13,179,684 | |||||||
Commercial Services & Supplies 0.7% | |||||||
ABM Industries, Inc. | 1,000 | 22,240 | |||||
ADT Corp. (The) | 6,386 | 312,531 | |||||
Avery Dennison Corp.(a) | 2,900 | 124,903 | |||||
Brink's Co. (The) | 1,169 | 33,036 | |||||
Cintas Corp. | 3,292 | 145,276 | |||||
Clean Harbors, Inc.(a)* | 1,200 | 69,708 | |||||
Copart, Inc.* | 2,900 | 99,412 | |||||
Covanta Holding Corp. | 3,570 | 71,935 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Commercial Services & Supplies (Continued) | |||||||
Deluxe Corp.(a) | 1,107 | $ | 45,830 | ||||
Herman Miller, Inc. | 1,527 | 42,252 | |||||
Iron Mountain, Inc. | 4,095 | 148,689 | |||||
Mine Safety Appliances Co.(a) | 1,100 | 54,582 | |||||
Mobile Mini, Inc.* | 789 | 23,220 | |||||
Pitney Bowes, Inc.(a) | 5,600 | 83,216 | |||||
R.R. Donnelley & Sons Co.(a) | 5,200 | 62,660 | |||||
Republic Services, Inc. | 8,585 | 283,305 | |||||
Rollins, Inc.(a) | 2,005 | 49,223 | |||||
Steelcase, Inc., Class A | 1,872 | 27,575 | |||||
Stericycle, Inc.* | 2,294 | 243,577 | |||||
Tetra Tech, Inc.(a)* | 1,800 | 54,882 | |||||
Tyco International Ltd. | 13,282 | 425,024 | |||||
UniFirst Corp. | 477 | 43,169 | |||||
United Stationers, Inc.(a) | 900 | 34,785 | |||||
Waste Connections, Inc.(a) | 3,237 | 116,467 | |||||
Waste Management, Inc.(a) | 12,078 | 473,578 | |||||
3,091,075 | |||||||
Communications Equipment 1.7% | |||||||
ADTRAN, Inc.(a) | 1,300 | 25,545 | |||||
Arris Group, Inc.* | 3,550 | 60,953 | |||||
Aruba Networks, Inc.(a)* | 3,200 | 79,168 | |||||
Brocade Communications Systems, Inc.* | 11,756 | 67,832 | |||||
Cisco Systems, Inc. | 145,921 | 3,051,208 | |||||
EchoStar Corp., Class A* | 1,380 | 53,779 | |||||
F5 Networks, Inc.* | 2,200 | 195,976 | |||||
Finisar Corp.(a)* | 1,400 | 18,466 | |||||
Harris Corp. | 3,200 | 148,288 | |||||
InterDigital, Inc.(a) | 1,136 | 54,335 | |||||
Ixia(a)* | 1,100 | 23,804 | |||||
JDS Uniphase Corp.* | 5,800 | 77,546 | |||||
Juniper Networks, Inc.* | 15,256 | 282,846 | |||||
Loral Space & Communications, Inc. | 365 | 22,586 | |||||
Motorola Solutions, Inc. | 7,189 | 460,312 | |||||
Netgear, Inc.(a)* | 1,000 | 33,510 | |||||
Plantronics, Inc. | 1,300 | 57,447 | |||||
Polycom, Inc.* | 4,800 | 53,184 | |||||
QUALCOMM, Inc. | 47,964 | 3,211,190 | |||||
Riverbed Technology, Inc.(a)* | 4,100 | 61,131 | |||||
Viasat, Inc.(a)* | 1,100 | 53,284 | |||||
8,092,390 | |||||||
Computers & Peripherals 3.5% | |||||||
3D Systems Corp.(a)* | 2,100 | 67,704 | |||||
Apple, Inc. | 25,557 | 11,312,295 | |||||
Dell, Inc. | 41,690 | 597,418 | |||||
Diebold, Inc. | 1,500 | 45,480 | |||||
Electronics for Imaging, Inc.* | 99 | 2,511 | |||||
EMC Corp.* | 58,549 | 1,398,735 | |||||
Hewlett-Packard Co. | 54,850 | 1,307,624 | |||||
Lexmark International, Inc., Class A | 1,900 | 50,160 | |||||
NCR Corp.* | 4,400 | 121,264 | |||||
NetApp, Inc.* | 10,074 | 344,128 | |||||
SanDisk Corp.* | 6,600 | 363,000 | |||||
Seagate Technology PLC(a) | 9,700 | 354,632 | |||||
Synaptics, Inc.* | 900 | 36,621 | |||||
Western Digital Corp. | 6,300 | 316,764 | |||||
16,318,336 | |||||||
Construction & Engineering 0.3% | |||||||
Aecom Technology Corp.* | 2,900 | 95,120 | |||||
Chicago Bridge & Iron Co. NV | 219 | 13,600 | |||||
EMCOR Group, Inc. | 1,400 | 59,346 | |||||
Fluor Corp. | 4,700 | 311,751 | |||||
Granite Construction, Inc. | 700 | 22,288 | |||||
Jacobs Engineering Group, Inc.* | 3,693 | 207,694 | |||||
KBR, Inc. | 4,376 | 140,382 | |||||
MasTec, Inc.(a)* | 2,200 | 64,130 | |||||
Quanta Services, Inc.* | 5,834 | 166,736 | |||||
URS Corp. | 2,200 | 104,302 | |||||
1,185,349 | |||||||
Construction Materials 0.1% | |||||||
Eagle Materials, Inc.(a) | 1,100 | 73,293 | |||||
Martin Marietta Materials, Inc. | 1,200 | 122,424 | |||||
Texas Industries, Inc.(a)* | 470 | 29,662 | |||||
Vulcan Materials Co. | 3,291 | 170,144 | |||||
395,523 | |||||||
Consumer Finance 0.8% | |||||||
American Express Co. | 27,856 | 1,879,166 | |||||
Capital One Financial Corp. | 14,226 | 781,719 | |||||
Cash America International, Inc.(a) | 700 | 36,729 | |||||
Credit Acceptance Corp.* | 318 | 38,841 | |||||
Discover Financial Services | 14,436 | 647,310 | |||||
First Cash Financial Services, Inc.* | 800 | 46,672 | |||||
Nelnet, Inc., Class A | 600 | 20,280 | |||||
Portfolio Recovery Associates, Inc.(a)* | 500 | 63,460 | |||||
SLM Corp. | 13,453 | 275,517 | |||||
3,789,694 | |||||||
Containers & Packaging 0.3% | |||||||
Aptargroup, Inc.(a) | 2,100 | 120,435 | |||||
Ball Corp. | 4,041 | 192,271 | |||||
Bemis Co., Inc.(a) | 3,200 | 129,152 | |||||
Crown Holdings, Inc.* | 4,100 | 170,601 | |||||
Graphic Packaging Holding Co.* | 5,578 | 41,779 | |||||
Greif, Inc., Class A | 600 | 32,172 | |||||
MeadWestvaco Corp. | 5,340 | 193,842 | |||||
Owens-Illinois, Inc.* | 5,000 | 133,250 | |||||
Packaging Corp. of America | 2,800 | 125,636 | |||||
Rock-Tenn Co., Class A | 1,989 | 184,559 | |||||
Sealed Air Corp. | 4,422 | 106,615 | |||||
Silgan Holdings, Inc. | 1,577 | 74,513 | |||||
Sonoco Products Co. | 2,400 | 83,976 | |||||
1,588,801 | |||||||
Distributors 0.1% | |||||||
Genuine Parts Co.(a) | 4,405 | 343,590 | |||||
LKQ Corp.* | 8,300 | 180,608 | |||||
Pool Corp.(a) | 1,200 | 57,600 | |||||
581,798 | |||||||
Diversified Consumer Services 0.1% | |||||||
Apollo Group, Inc., Class A(a)* | 2,750 | 47,823 | |||||
Coinstar, Inc.(a)* | 1,000 | 58,420 | |||||
DeVry, Inc.(a) | 1,900 | 60,325 | |||||
H&R Block, Inc. | 8,200 | 241,244 | |||||
Hillenbrand, Inc. | 1,501 | 37,945 | |||||
Service Corp. International | 5,765 | 96,448 | |||||
Sotheby's, Class A | 1,900 | 71,079 | |||||
Weight Watchers International, Inc.(a) | 637 | 26,824 | |||||
640,108 | |||||||
Diversified Financial Services 3.2% | |||||||
Bank of America Corp. | 302,087 | 3,679,419 | |||||
CBOE Holdings, Inc. | 2,300 | 84,962 | |||||
Citigroup, Inc. | 84,866 | 3,754,472 | |||||
CME Group, Inc. | 8,910 | 546,985 | |||||
IntercontinentalExchange, Inc.* | 2,100 | 342,447 | |||||
JPMorgan Chase & Co. | 106,894 | 5,073,189 | |||||
Leucadia National Corp.(a) | 9,316 | 255,538 | |||||
MarketAxess Holdings, Inc. | 1,100 | 41,030 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Diversified Financial Services (Continued) | |||||||
McGraw-Hill Companies, Inc. (The) | 7,086 | $ | 369,039 | ||||
Moody's Corp. | 5,500 | 293,260 | |||||
MSCI, Inc., Class A(a)* | 3,162 | 107,287 | |||||
NASDAQ OMX Group, Inc. (The) | 3,400 | 109,820 | |||||
NYSE Euronext | 6,700 | 258,888 | |||||
14,916,336 | |||||||
Diversified Telecommunication Services 2.3% | |||||||
AT&T, Inc. | 152,225 | 5,585,135 | |||||
CenturyLink, Inc.(a) | 17,085 | 600,196 | |||||
Frontier Communications Corp.(a) | 27,599 | 109,844 | |||||
Level 3 Communications, Inc.(a)* | 3,888 | 78,888 | |||||
tw telecom, Inc.(a)* | 4,150 | 104,539 | |||||
Verizon Communications, Inc. | 79,614 | 3,913,028 | |||||
Windstream Corp.(a) | 14,992 | 119,186 | |||||
10,510,816 | |||||||
Electric Utilities 1.9% | |||||||
Allete, Inc. | 1,000 | 49,020 | |||||
American Electric Power Co., Inc. | 13,800 | 671,094 | |||||
Cleco Corp. | 1,800 | 84,654 | |||||
Duke Energy Corp. | 19,725 | 1,431,838 | |||||
Edison International | 8,408 | 423,091 | |||||
El Paso Electric Co.(a) | 1,200 | 40,380 | |||||
Entergy Corp. | 4,600 | 290,904 | |||||
Exelon Corp. | 23,383 | 806,246 | |||||
FirstEnergy Corp. | 11,801 | 498,002 | |||||
Great Plains Energy, Inc. | 3,984 | 92,389 | |||||
Hawaiian Electric Industries, Inc.(a) | 2,800 | 77,588 | |||||
IDACORP, Inc. | 1,400 | 67,578 | |||||
ITC Holdings Corp.(a) | 1,518 | 135,497 | |||||
MGE Energy, Inc.(a) | 500 | 27,720 | |||||
NextEra Energy, Inc. | 11,412 | 886,484 | |||||
Northeast Utilities | 8,940 | 388,532 | |||||
NV Energy, Inc. | 7,100 | 142,213 | |||||
OGE Energy Corp. | 2,900 | 202,942 | |||||
Pepco Holdings, Inc.(a) | 6,200 | 132,680 | |||||
Pinnacle West Capital Corp. | 3,200 | 185,248 | |||||
PNM Resources, Inc. | 2,100 | 48,909 | |||||
Portland General Electric Co. | 2,100 | 63,693 | |||||
PPL Corp.(a) | 16,100 | 504,091 | |||||
Southern Co. (The) | 24,658 | 1,156,953 | |||||
UIL Holdings Corp.(a) | 1,433 | 56,732 | |||||
UNS Energy Corp.(a) | 1,100 | 53,834 | |||||
Westar Energy, Inc. | 3,298 | 109,428 | |||||
Xcel Energy, Inc. | 13,900 | 412,830 | |||||
9,040,570 | |||||||
Electrical Equipment 0.8% | |||||||
Acuity Brands, Inc.(a) | 1,000 | 69,350 | |||||
AMETEK, Inc. | 6,862 | 297,536 | |||||
AZZ, Inc. | 700 | 33,740 | |||||
Babcock & Wilcox Co. (The) | 2,750 | 78,127 | |||||
Belden, Inc. | 1,500 | 77,475 | |||||
Brady Corp., Class A | 1,600 | 53,648 | |||||
Eaton Corp. PLC | 13,087 | 801,579 | |||||
Emerson Electric Co. | 20,349 | 1,136,899 | |||||
EnerSys, Inc.(a)* | 1,300 | 59,254 | |||||
Franklin Electric Co., Inc. | 1,200 | 40,284 | |||||
Generac Holdings, Inc.(a) | 1,000 | 35,340 | |||||
General Cable Corp.* | 1,400 | 51,282 | |||||
Hubbell, Inc., Class B | 1,505 | 146,151 | |||||
Polypore International, Inc.(a)* | 1,200 | 48,216 | |||||
Regal-Beloit Corp. | 1,100 | 89,716 | |||||
Rockwell Automation, Inc.(a) | 4,144 | 357,834 | |||||
Roper Industries, Inc. | 2,800 | 356,468 | |||||
Sensata Technologies Holding NV* | 1,301 | 42,764 | |||||
3,775,663 | |||||||
Electronic Equipment, Instruments & Components 0.6% | |||||||
Amphenol Corp., Class A(a) | 4,703 | 351,079 | |||||
Anixter International, Inc.(a) | 800 | 55,936 | |||||
Arrow Electronics, Inc.* | 3,100 | 125,922 | |||||
Avnet, Inc.* | 4,122 | 149,216 | |||||
Cognex Corp. | 1,000 | 42,150 | |||||
Coherent, Inc. | 408 | 23,150 | |||||
Corning, Inc. | 40,644 | 541,785 | |||||
Daktronics, Inc.(a) | 100 | 1,050 | |||||
Dolby Laboratories, Inc., Class A(a) | 1,500 | 50,340 | |||||
FEI Co. | 800 | 51,640 | |||||
FLIR Systems, Inc. | 4,400 | 114,444 | |||||
Ingram Micro, Inc., Class A* | 4,200 | 82,656 | |||||
IPG Photonics Corp.(a) | 700 | 46,487 | |||||
Itron, Inc.(a)* | 1,000 | 46,400 | |||||
Jabil Circuit, Inc. | 4,900 | 90,552 | |||||
Littelfuse, Inc. | 680 | 46,138 | |||||
Molex, Inc.(a) | 1,900 | 55,632 | |||||
Molex, Inc., Class A | 2,000 | 48,240 | |||||
National Instruments Corp.(a) | 2,775 | 90,881 | |||||
OSI Systems, Inc.* | 197 | 12,271 | |||||
TE Connectivity Ltd. | 11,761 | 493,139 | |||||
Tech Data Corp.* | 1,300 | 59,293 | |||||
Trimble Navigation Ltd.* | 7,028 | 210,559 | |||||
Vishay Intertechnology, Inc.(a)* | 4,830 | 65,736 | |||||
2,854,696 | |||||||
Energy Equipment & Services 2.0% | |||||||
Atwood Oceanics, Inc.(a)* | 1,800 | 94,572 | |||||
Baker Hughes, Inc. | 11,956 | 554,878 | |||||
Bristow Group, Inc. | 900 | 59,346 | |||||
C&J Energy Services, Inc.(a)* | 400 | 9,160 | |||||
Cameron International Corp.* | 7,099 | 462,855 | |||||
CARBO Ceramics, Inc.(a) | 600 | 54,642 | |||||
Core Laboratories NV | 1,279 | 176,400 | |||||
Diamond Offshore Drilling, Inc. | 2,000 | 139,120 | |||||
Dresser-Rand Group, Inc.* | 1,900 | 117,154 | |||||
Dril-Quip, Inc.* | 900 | 78,453 | |||||
Era Group, Inc.* | 500 | 10,500 | |||||
Exterran Holdings, Inc.(a)* | 1,437 | 38,799 | |||||
FMC Technologies, Inc.* | 6,933 | 377,086 | |||||
Halliburton Co. | 25,240 | 1,019,948 | |||||
Helix Energy Solutions Group, Inc.* | 2,601 | 59,511 | |||||
Helmerich & Payne, Inc. | 3,200 | 194,240 | |||||
Lufkin Industries, Inc.(a) | 911 | 60,481 | |||||
McDermott International, Inc.* | 6,400 | 70,336 | |||||
Nabors Industries Ltd. | 8,100 | 131,382 | |||||
National Oilwell Varco, Inc. | 11,807 | 835,345 | |||||
Noble Corp. | 5,908 | 225,390 | |||||
Oceaneering International, Inc. | 3,200 | 212,512 | |||||
Oil States International, Inc.* | 1,400 | 114,198 | |||||
Patterson-UTI Energy, Inc.(a) | 4,300 | 102,512 | |||||
Rowan Companies PLC, Class A* | 3,600 | 127,296 | |||||
RPC, Inc.(a) | 1,900 | 28,823 | |||||
Schlumberger Ltd. | 37,072 | 2,776,322 | |||||
SEACOR Holdings, Inc. | 500 | 36,840 | |||||
Superior Energy Services, Inc.* | 3,984 | 103,465 | |||||
Tidewater, Inc.(a) | 1,400 | 70,700 | |||||
Transocean Ltd. | 10,378 | 539,241 | |||||
Unit Corp.* | 1,300 | 59,215 | |||||
Weatherford International Ltd.* | 21,400 | 259,796 | |||||
9,200,518 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Food & Staples Retailing 2.2% | |||||||
Casey's General Stores, Inc.(a) | 1,211 | $ | 70,601 | ||||
Costco Wholesale Corp. | 12,120 | 1,286,053 | |||||
CVS Caremark Corp. | 34,429 | 1,893,251 | |||||
Fresh Market, Inc. (The)(a)* | 1,100 | 47,047 | |||||
Harris Teeter Supermarkets, Inc.(a) | 1,400 | 59,794 | |||||
Kroger Co. (The) | 14,283 | 473,339 | |||||
PriceSmart, Inc.(a) | 500 | 38,915 | |||||
Safeway, Inc. | 7,235 | 190,642 | |||||
Sysco Corp.(a) | 16,526 | 581,219 | |||||
United Natural Foods, Inc.* | 1,100 | 54,120 | |||||
Wal-Mart Stores, Inc. | 51,525 | 3,855,616 | |||||
Walgreen Co. | 24,765 | 1,180,795 | |||||
Weis Markets, Inc.(a) | 600 | 24,420 | |||||
Whole Foods Market, Inc. | 4,800 | 416,400 | |||||
10,172,212 | |||||||
Food Products 1.7% | |||||||
Archer-Daniels-Midland Co. | 18,677 | 629,975 | |||||
B&G Foods, Inc.(a) | 1,370 | 41,771 | |||||
Bunge Ltd.(a) | 3,900 | 287,937 | |||||
Campbell Soup Co.(a) | 5,400 | 244,944 | |||||
ConAgra Foods, Inc. | 12,027 | 430,687 | |||||
Darling International, Inc.* | 3,167 | 56,879 | |||||
Dean Foods Co.* | 5,184 | 93,986 | |||||
Flowers Foods, Inc.(a) | 3,105 | 102,279 | |||||
Fresh Del Monte Produce, Inc. | 1,100 | 29,678 | |||||
General Mills, Inc. | 18,220 | 898,428 | |||||
Green Mountain Coffee Roasters, Inc.(a)* | 3,700 | 210,012 | |||||
Hain Celestial Group, Inc. (The)(a)* | 1,000 | 61,080 | |||||
Hershey Co. (The)(a) | 4,400 | 385,132 | |||||
Hillshire Brands Co. | 3,596 | 126,399 | |||||
Hormel Foods Corp.(a) | 4,295 | 177,470 | |||||
Ingredion, Inc. | 2,100 | 151,872 | |||||
J.M. Smucker Co. (The) | 3,225 | 319,791 | |||||
Kellogg Co. | 7,000 | 451,010 | |||||
Kraft Foods Group, Inc. | 15,790 | 813,659 | |||||
Lancaster Colony Corp. | 400 | 30,800 | |||||
McCormick & Co., Inc.(a) | 3,500 | 257,425 | |||||
Mead Johnson Nutrition Co. | 5,500 | 425,975 | |||||
Mondelez International, Inc., Class A | 46,071 | 1,410,233 | |||||
Pilgrim's Pride Corp.* | 1,700 | 15,623 | |||||
Post Holdings, Inc.* | 720 | 30,910 | |||||
Smithfield Foods, Inc.* | 4,200 | 111,216 | |||||
Snyders-Lance, Inc. | 954 | 24,098 | |||||
Tootsie Roll Industries, Inc.(a) | 713 | 21,319 | |||||
TreeHouse Foods, Inc.* | 1,116 | 72,707 | |||||
Tyson Foods, Inc., Class A | 8,302 | 206,056 | |||||
8,119,351 | |||||||
Gas Utilities 0.3% | |||||||
AGL Resources, Inc. | 3,357 | 140,826 | |||||
Atmos Energy Corp.(a) | 2,600 | 110,994 | |||||
National Fuel Gas Co.(a) | 2,000 | 122,700 | |||||
New Jersey Resources Corp.(a) | 1,150 | 51,577 | |||||
Northwest Natural Gas Co.(a) | 645 | 28,264 | |||||
ONEOK, Inc. | 5,700 | 271,719 | |||||
Piedmont Natural Gas Co., Inc. | 2,300 | 75,624 | |||||
Questar Corp.(a) | 5,200 | 126,516 | |||||
South Jersey Industries, Inc.(a) | 800 | 44,472 | |||||
Southwest Gas Corp. | 1,343 | 63,739 | |||||
UGI Corp.(a) | 3,010 | 115,554 | |||||
WGL Holdings, Inc.(a) | 1,400 | 61,740 | |||||
1,213,725 | |||||||
Health Care Equipment & Supplies 2.1% | |||||||
Abbott Laboratories | 44,219 | 1,561,815 | |||||
Alere, Inc.* | 2,200 | 56,166 | |||||
Align Technology, Inc.(a)* | 1,900 | 63,669 | |||||
Baxter International, Inc. | 15,404 | 1,118,946 | |||||
Becton Dickinson and Co.(a) | 5,360 | 512,470 | |||||
Boston Scientific Corp.* | 40,495 | 316,266 | |||||
CareFusion Corp.* | 5,900 | 206,441 | |||||
Cooper Companies, Inc. (The) | 1,446 | 155,994 | |||||
Covidien PLC | 13,070 | 886,669 | |||||
CR Bard, Inc. | 2,192 | 220,910 | |||||
Cyberonics, Inc.* | 600 | 28,086 | |||||
DENTSPLY International, Inc.(a) | 3,734 | 158,396 | |||||
Edwards Lifesciences Corp.* | 3,200 | 262,912 | |||||
Haemonetics Corp.(a)* | 1,600 | 66,656 | |||||
Hill-Rom Holdings, Inc. | 1,606 | 56,563 | |||||
Hologic, Inc.* | 6,896 | 155,850 | |||||
Idexx Laboratories, Inc.(a)* | 1,600 | 147,824 | |||||
Integra LifeSciences Holdings Corp.(a)* | 418 | 16,306 | |||||
Intuitive Surgical, Inc.* | 1,100 | 540,309 | |||||
Medtronic, Inc. | 27,864 | 1,308,493 | |||||
ResMed, Inc.(a) | 4,200 | 194,712 | |||||
Sirona Dental Systems, Inc.* | 1,600 | 117,968 | |||||
St. Jude Medical, Inc. | 8,373 | 338,604 | |||||
STERIS Corp.(a) | 1,600 | 66,576 | |||||
Stryker Corp. | 8,500 | 554,540 | |||||
Teleflex, Inc.(a) | 1,064 | 89,919 | |||||
Thoratec Corp.* | 1,658 | 62,175 | |||||
Varian Medical Systems, Inc.* | 3,000 | 216,000 | |||||
West Pharmaceutical Services, Inc. | 800 | 51,952 | |||||
Zimmer Holdings, Inc. | 4,880 | 367,074 | |||||
9,900,261 | |||||||
Health Care Providers & Services 2.0% | |||||||
Aetna, Inc. | 9,500 | 485,640 | |||||
Air Methods Corp.(a) | 1,200 | 57,888 | |||||
AmerisourceBergen Corp. | 6,736 | 346,567 | |||||
Brookdale Senior Living, Inc.(a)* | 2,500 | 69,700 | |||||
Cardinal Health, Inc. | 9,735 | 405,171 | |||||
Centene Corp.* | 1,500 | 66,060 | |||||
Chemed Corp.(a) | 700 | 55,986 | |||||
CIGNA Corp. | 8,000 | 498,960 | |||||
Community Health Systems, Inc. | 2,200 | 104,258 | |||||
Coventry Health Care, Inc. | 3,950 | 185,768 | |||||
DaVita HealthCare Partners, Inc.* | 2,700 | 320,193 | |||||
Express Scripts Holding Co.* | 22,181 | 1,278,735 | |||||
HCA Holdings, Inc. | 7,540 | 306,350 | |||||
Health Management Associates, Inc., Class A* | 6,472 | 83,295 | |||||
Health Net, Inc.* | 2,200 | 62,964 | |||||
Healthsouth Corp.(a)* | 2,658 | 70,091 | |||||
Henry Schein, Inc.(a)* | 2,586 | 239,334 | |||||
Humana, Inc. | 4,424 | 305,743 | |||||
Laboratory Corp. of America Holdings(a)* | 2,700 | 243,540 | |||||
LifePoint Hospitals, Inc.(a)* | 1,533 | 74,289 | |||||
Magellan Health Services, Inc.* | 900 | 42,813 | |||||
McKesson Corp. | 6,500 | 701,740 | |||||
Mednax, Inc.(a)* | 1,400 | 125,482 | |||||
Molina Healthcare, Inc.* | 700 | 21,609 | |||||
MWI Veterinary Supply, Inc.* | 339 | 44,836 | |||||
Omnicare, Inc.(a) | 3,300 | 134,376 | |||||
Owens & Minor, Inc.(a) | 1,650 | 53,724 | |||||
Patterson Cos., Inc. | 2,515 | 95,671 | |||||
Quest Diagnostics, Inc. | 4,415 | 249,227 | |||||
Select Medical Holdings Corp. | 900 | 8,100 | |||||
Team Health Holdings, Inc.* |
1,900 |
69,122 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Health Care Providers & Services (Continued) | |||||||
Tenet Healthcare Corp.* | 3,125 | $ | 148,688 | ||||
UnitedHealth Group, Inc. | 28,846 | 1,650,280 | |||||
Universal Health Services, Inc., Class B | 2,600 | 166,062 | |||||
VCA Antech, Inc.(a)* | 2,600 | 61,074 | |||||
WellCare Health Plans, Inc.* | 1,093 | 63,350 | |||||
WellPoint, Inc. | 8,592 | 569,048 | |||||
9,465,734 | |||||||
Health Care Technology 0.1% | |||||||
Allscripts Healthcare Solutions, Inc.* | 4,343 | 59,021 | |||||
athenahealth, Inc.(a)* | 1,111 | 107,812 | |||||
Cerner Corp.* | 4,100 | 388,475 | |||||
555,308 | |||||||
Hotels, Restaurants & Leisure 2.0% | |||||||
Bally Technologies, Inc.(a)* | 1,100 | 57,167 | |||||
Bob Evans Farms, Inc. | 600 | 25,572 | |||||
Brinker International, Inc.(a) | 1,850 | 69,653 | |||||
Buffalo Wild Wings, Inc.(a)* | 600 | 52,518 | |||||
Carnival Corp. | 12,634 | 433,346 | |||||
Cheesecake Factory, Inc. (The)(a) | 1,750 | 67,568 | |||||
Chipotle Mexican Grill, Inc.(a)* | 800 | 260,696 | |||||
Choice Hotels International, Inc.(a) | 700 | 29,617 | |||||
Cracker Barrel Old Country Store, Inc.(a) | 500 | 40,425 | |||||
Darden Restaurants, Inc. | 3,300 | 170,544 | |||||
DineEquity, Inc.(a) | 400 | 27,516 | |||||
Domino's Pizza, Inc. | 1,490 | 76,646 | |||||
Dunkin' Brands Group, Inc.(a) | 2,843 | 104,850 | |||||
Hyatt Hotels Corp., Class A(a)* | 1,000 | 43,230 | |||||
International Game Technology | 7,300 | 120,450 | |||||
International Speedway Corp., Class A | 307 | 10,033 | |||||
Interval Leisure Group, Inc.(a) | 903 | 19,631 | |||||
Jack in the Box, Inc.* | 1,000 | 34,590 | |||||
Las Vegas Sands Corp. | 11,500 | 648,025 | |||||
Life Time Fitness, Inc.(a)* | 1,300 | 55,614 | |||||
Marriott International, Inc., Class A | 7,066 | 298,397 | |||||
Marriott Vacations Worldwide Corp.* | 751 | 32,225 | |||||
McDonald's Corp. | 28,184 | 2,809,663 | |||||
MGM Resorts International(a)* | 9,600 | 126,240 | |||||
Panera Bread Co., Class A* | 700 | 115,668 | |||||
Papa John's International, Inc.* | 500 | 30,910 | |||||
Penn National Gaming, Inc.(a)* | 1,600 | 87,088 | |||||
Royal Caribbean Cruises Ltd. | 4,000 | 132,880 | |||||
Six Flags Entertainment Corp.(a) | 1,126 | 81,612 | |||||
Starbucks Corp. | 20,900 | 1,190,464 | |||||
Starwood Hotels & Resorts Worldwide, Inc. | 5,700 | 363,261 | |||||
Texas Roadhouse, Inc.(a) | 1,354 | 27,337 | |||||
Vail Resorts, Inc.(a) | 1,000 | 62,320 | |||||
Wendy's Co. (The)(a) | 9,400 | 53,298 | |||||
Wyndham Worldwide Corp. | 4,021 | 259,274 | |||||
Wynn Resorts Ltd.(a) | 2,264 | 283,362 | |||||
Yum! Brands, Inc. | 12,200 | 877,668 | |||||
9,179,358 | |||||||
Household Durables 0.5% | |||||||
DR Horton, Inc.(a) | 8,800 | 213,840 | |||||
Garmin Ltd. | 3,286 | 108,570 | |||||
Harman International Industries, Inc. | 1,900 | 84,797 | |||||
Jarden Corp.* | 3,982 | 170,650 | |||||
Kid Brands, Inc.(a)* | 100 | 155 | |||||
Leggett & Platt, Inc.(a) | 4,300 | 145,254 | |||||
Lennar Corp., Class A(a) | 4,500 | 186,660 | |||||
M.D.C. Holdings, Inc. | 1,229 | 45,043 | |||||
Meritage Homes Corp.* | 1,000 | 46,860 | |||||
Mohawk Industries, Inc.* | 1,843 | 208,480 | |||||
Newell Rubbermaid, Inc. | 8,200 | 214,020 | |||||
NVR, Inc.* | 100 | 108,011 | |||||
PulteGroup, Inc.* | 9,847 | 199,303 | |||||
Ryland Group, Inc. (The)(a) | 1,100 | 45,782 | |||||
Standard Pacific Corp.(a)* | 3,900 | 33,696 | |||||
Tempur-Pedic International, Inc.(a)* | 1,800 | 89,334 | |||||
Toll Brothers, Inc.(a)* | 4,500 | 154,080 | |||||
Tupperware Brands Corp. | 1,700 | 138,958 | |||||
Whirlpool Corp. | 2,067 | 244,857 | |||||
2,438,350 | |||||||
Household Products 2.0% | |||||||
Central Garden and Pet Co., Class A* | 100 | 822 | |||||
Church & Dwight Co., Inc. | 4,100 | 264,983 | |||||
Clorox Co. (The) | 3,466 | 306,845 | |||||
Colgate-Palmolive Co. | 13,057 | 1,541,118 | |||||
Energizer Holdings, Inc. | 1,900 | 189,487 | |||||
Kimberly-Clark Corp. | 10,329 | 1,012,035 | |||||
Procter & Gamble Co. (The) | 76,238 | 5,874,900 | |||||
Spectrum Brands Holdings, Inc. | 817 | 46,234 | |||||
9,236,424 | |||||||
Independent Power Producers & Energy Traders 0.1% | |||||||
AES Corp. | 18,700 | 235,059 | |||||
Calpine Corp.* | 8,894 | 183,216 | |||||
NRG Energy, Inc. | 8,747 | 231,708 | |||||
649,983 | |||||||
Industrial Conglomerates 2.0% | |||||||
3M Co. | 17,477 | 1,857,980 | |||||
Carlisle Cos., Inc. | 1,635 | 110,837 | |||||
Danaher Corp. | 16,451 | 1,022,430 | |||||
General Electric Co. | 281,728 | 6,513,551 | |||||
9,504,798 | |||||||
Insurance 4.2% | |||||||
ACE Ltd. | 9,674 | 860,696 | |||||
Aflac, Inc. | 13,236 | 688,537 | |||||
Alleghany Corp.* | 127 | 50,282 | |||||
Allied World Assurance Co., Holdings Ltd. | 1,000 | 92,720 | |||||
Allstate Corp. (The) | 13,443 | 659,648 | |||||
Alterra Capital Holdings Ltd. | 2,083 | 65,615 | |||||
American Financial Group, Inc. | 1,900 | 90,022 | |||||
American International Group, Inc.* | 33,814 | 1,312,659 | |||||
American National Insurance Co. | 189 | 16,418 | |||||
Amtrust Financial Services, Inc.(a) | 700 | 24,255 | |||||
Aon PLC | 8,385 | 515,677 | |||||
Arch Capital Group Ltd.(a)* | 3,938 | 207,021 | |||||
Arthur J Gallagher & Co. | 3,500 | 144,585 | |||||
Aspen Insurance Holdings Ltd. | 2,100 | 81,018 | |||||
Assurant, Inc. | 2,400 | 108,024 | |||||
Assured Guaranty Ltd. | 4,400 | 90,684 | |||||
Axis Capital Holdings Ltd. | 3,400 | 141,508 | |||||
Berkshire Hathaway, Inc., Class B* | 50,285 | 5,239,697 | |||||
Brown & Brown, Inc. | 3,300 | 105,732 | |||||
Chubb Corp. (The) | 7,407 | 648,335 | |||||
Cincinnati Financial Corp.(a) | 4,614 | 217,735 | |||||
CNA Financial Corp. | 6,091 | 199,115 | |||||
CNO Financial Group, Inc. | 6,200 | 70,990 | |||||
Endurance Specialty Holdings Ltd. | 1,200 | 57,372 | |||||
Enstar Group Ltd.(a)* | 300 | 37,287 | |||||
Erie Indemnity Co., Class A | 830 | 62,690 | |||||
Everest Re Group Ltd. | 1,400 | 181,804 | |||||
Fidelity National Financial, Inc., Class A | 6,204 | 156,527 | |||||
First American Financial Corp. | 3,300 | 84,381 | |||||
Genworth Financial, Inc., Class A* | 12,500 | 125,000 | |||||
Hanover Insurance Group, Inc. (The)(a) | 1,100 | 54,648 | |||||
Hartford Financial Services Group, Inc. | 12,100 | 312,180 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Insurance (Continued) | |||||||
HCC Insurance Holdings, Inc. | 2,761 | $ | 116,045 | ||||
Kemper Corp.(a) | 1,200 | 39,132 | |||||
Lincoln National Corp. | 8,333 | 271,739 | |||||
Loews Corp. | 8,959 | 394,823 | |||||
Markel Corp.(a)* | 211 | 106,238 | |||||
Marsh & McLennan Cos., Inc. | 15,400 | 584,738 | |||||
MBIA, Inc.* | 3,900 | 40,053 | |||||
Mercury General Corp. | 800 | 30,344 | |||||
MetLife, Inc. | 23,492 | 893,166 | |||||
Montpelier Re Holdings Ltd.(a) | 1,300 | 33,865 | |||||
Old Republic International Corp.(a) | 6,400 | 81,344 | |||||
OneBeacon Insurance Group Ltd., Class A | 200 | 2,704 | |||||
PartnerRe Ltd. | 1,567 | 145,903 | |||||
Platinum Underwriters Holdings Ltd. | 1,200 | 66,972 | |||||
Primerica, Inc. | 1,100 | 36,058 | |||||
Principal Financial Group, Inc. | 8,200 | 279,046 | |||||
ProAssurance Corp. | 1,800 | 85,194 | |||||
Progressive Corp. (The) | 16,400 | 414,428 | |||||
Protective Life Corp.(a) | 2,200 | 78,760 | |||||
Prudential Financial, Inc. | 13,134 | 774,775 | |||||
Reinsurance Group of America, Inc. | 2,081 | 124,173 | |||||
RenaissanceRe Holdings Ltd. | 1,400 | 128,786 | |||||
RLI Corp.(a) | 500 | 35,925 | |||||
StanCorp Financial Group, Inc.(a) | 1,400 | 59,864 | |||||
Torchmark Corp. | 2,700 | 161,460 | |||||
Travelers Companies, Inc. (The) | 10,528 | 886,352 | |||||
Unum Group | 8,151 | 230,266 | |||||
Validus Holdings Ltd. | 2,041 | 76,272 | |||||
Willis Group Holdings PLC(a) | 4,700 | 185,603 | |||||
WR Berkley Corp. | 3,405 | 151,080 | |||||
XL Group PLC | 8,756 | 265,307 | |||||
19,483,277 | |||||||
Internet & Catalog Retail 1.0% | |||||||
Amazon.com, Inc.* | 10,049 | 2,677,958 | |||||
Expedia, Inc. | 2,664 | 159,867 | |||||
Groupon, Inc.* | 7,600 | 46,512 | |||||
HomeAway, Inc.* | 900 | 29,250 | |||||
HSN, Inc. | 900 | 49,374 | |||||
Liberty Media Corp. - Interactive, Class A* | 14,737 | 315,077 | |||||
Liberty Ventures, Series A* | 781 | 59,028 | |||||
NetFlix, Inc.* | 1,500 | 284,115 | |||||
Priceline.com, Inc.* | 1,331 | 915,635 | |||||
Shutterfly, Inc.* | 1,000 | 44,170 | |||||
TripAdvisor, Inc.(a)* | 3,164 | 166,173 | |||||
4,747,159 | |||||||
Internet Software & Services 2.2% | |||||||
Akamai Technologies, Inc.(a)* | 5,154 | 181,885 | |||||
AOL, Inc.(a)* | 3,127 | 120,358 | |||||
CoStar Group, Inc.(a)* | 765 | 83,737 | |||||
Dealertrack Technologies, Inc.(a)* | 900 | 26,442 | |||||
eBay, Inc.* | 32,708 | 1,773,428 | |||||
Equinix, Inc.(a)* | 1,371 | 296,561 | |||||
Google, Inc., Class A* | 7,589 | 6,025,894 | |||||
IAC/InterActiveCorp | 2,253 | 100,664 | |||||
j2 Global, Inc.(a) | 1,500 | 58,815 | |||||
LinkedIn Corp., Class A* | 2,600 | 457,756 | |||||
Rackspace Hosting, Inc.(a)* | 2,900 | 146,392 | |||||
Valueclick, Inc.(a)* | 1,464 | 43,261 | |||||
VeriSign, Inc.(a)* | 4,300 | 203,304 | |||||
WebMD Health Corp.* | 800 | 19,456 | |||||
Yahoo!, Inc.* | 33,102 | 778,890 | |||||
10,316,843 | |||||||
IT Services 3.6% | |||||||
Accenture PLC, Class A | 17,943 | 1,363,130 | |||||
Acxiom Corp.* | 1,500 | 30,600 | |||||
Alliance Data Systems Corp.(a)* | 1,500 | 242,835 | |||||
Amdocs Ltd. | 4,430 | 160,588 | |||||
Automatic Data Processing, Inc. | 13,651 | 887,588 | |||||
Booz Allen Hamilton Holding Corp. | 23 | 309 | |||||
Broadridge Financial Solutions, Inc. | 3,675 | 91,287 | |||||
Cardtronics, Inc.* | 204 | 5,602 | |||||
Cognizant Technology Solutions Corp., Class A* | 8,442 | 646,742 | |||||
Computer Sciences Corp. | 4,600 | 226,458 | |||||
Convergys Corp.(a) | 3,200 | 54,496 | |||||
CoreLogic, Inc.* | 2,308 | 59,685 | |||||
DST Systems, Inc. | 1,100 | 78,397 | |||||
Euronet Worldwide, Inc.* | 1,100 | 28,974 | |||||
Fidelity National Information Services, Inc. | 6,698 | 265,375 | |||||
Fiserv, Inc.* | 3,750 | 329,362 | |||||
FleetCor Technologies, Inc.* | 1,630 | 124,972 | |||||
Gartner, Inc., Class A* | 2,400 | 130,584 | |||||
Genpact Ltd. | 5,390 | 98,044 | |||||
Global Payments, Inc.(a) | 2,380 | 118,191 | |||||
Heartland Payment Systems, Inc.(a) | 1,000 | 32,970 | |||||
International Business Machines Corp. | 29,394 | 6,269,740 | |||||
Jack Henry & Associates, Inc. | 2,400 | 110,904 | |||||
Lender Processing Services, Inc. | 2,639 | 67,189 | |||||
Mastercard, Inc., Class A | 2,900 | 1,569,277 | |||||
MAXIMUS, Inc. | 1,000 | 79,970 | |||||
NeuStar, Inc., Class A* | 1,900 | 88,407 | |||||
Paychex, Inc.(a) | 9,362 | 328,325 | |||||
SAIC, Inc.(a) | 7,300 | 98,915 | |||||
Sapient Corp.(a)* | 3,176 | 38,715 | |||||
Syntel, Inc. | 600 | 40,512 | |||||
Teradata Corp.* | 4,600 | 269,146 | |||||
Total System Services, Inc. | 4,582 | 113,542 | |||||
VeriFone Systems, Inc.(a)* | 2,900 | 59,972 | |||||
Visa, Inc., Class A | 14,063 | 2,388,460 | |||||
Western Union Co. (The) | 17,126 | 257,575 | |||||
WEX, Inc.(a)* | 1,100 | 86,350 | |||||
16,843,188 | |||||||
Leisure Equipment & Products 0.2% | |||||||
Brunswick Corp. | 2,397 | 82,025 | |||||
Hasbro, Inc.(a) | 3,300 | 145,002 | |||||
Mattel, Inc. | 9,800 | 429,142 | |||||
Polaris Industries, Inc.(a) | 1,800 | 166,482 | |||||
822,651 | |||||||
Life Sciences Tools & Services 0.6% | |||||||
Agilent Technologies, Inc. | 9,800 | 411,306 | |||||
Bio-Rad Laboratories, Inc., Class A* | 600 | 75,600 | |||||
Bruker Corp.(a)* | 2,300 | 43,930 | |||||
Charles River Laboratories International, Inc.* | 1,088 | 48,166 | |||||
Covance, Inc.* | 1,900 | 141,208 | |||||
Illumina, Inc.(a)* | 3,620 | 195,480 | |||||
Life Technologies Corp.* | 4,823 | 311,710 | |||||
Mettler-Toledo International, Inc.(a)* | 900 | 191,898 | |||||
Parexel International Corp.(a)* | 1,600 | 63,216 | |||||
PerkinElmer, Inc. | 2,900 | 97,556 | |||||
Techne Corp. | 1,000 | 67,850 | |||||
Thermo Fisher Scientific, Inc. | 10,250 | 784,023 | |||||
Waters Corp.* | 2,500 | 234,775 | |||||
2,666,718 | |||||||
Machinery 2.1% | |||||||
Actuant Corp., Class A(a) | 1,500 | 45,930 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Machinery (Continued) | |||||||
AGCO Corp. | 2,600 | $ | 135,512 | ||||
Barnes Group, Inc. | 1,800 | 52,074 | |||||
Briggs & Stratton Corp.(a) | 1,200 | 29,760 | |||||
Caterpillar, Inc. | 18,350 | 1,595,899 | |||||
Chart Industries, Inc.(a)* | 800 | 64,008 | |||||
CLARCOR, Inc.(a) | 1,300 | 68,094 | |||||
CNH Global NV | 16 | 661 | |||||
Colfax Corp.(a)* | 1,300 | 60,502 | |||||
Crane Co. | 1,500 | 83,790 | |||||
Cummins, Inc. | 5,100 | 590,631 | |||||
Deere & Co. | 10,366 | 891,269 | |||||
Donaldson Co., Inc. | 4,200 | 151,998 | |||||
Dover Corp.(a) | 5,100 | 371,688 | |||||
Flowserve Corp. | 1,500 | 251,565 | |||||
Gardner Denver, Inc. | 1,500 | 112,665 | |||||
Graco, Inc. | 1,550 | 89,947 | |||||
Harsco Corp.(a) | 2,000 | 49,540 | |||||
IDEX Corp. | 2,100 | 112,182 | |||||
Illinois Tool Works, Inc. | 11,400 | 694,716 | |||||
Ingersoll Rand PLC | 8,311 | 457,188 | |||||
ITT Corp. | 2,544 | 72,326 | |||||
Joy Global, Inc. | 2,900 | 172,608 | |||||
Kennametal, Inc.(a) | 2,100 | 81,984 | |||||
Lincoln Electric Holdings, Inc. | 2,243 | 121,526 | |||||
Lindsay Corp.(a) | 400 | 35,272 | |||||
Manitowoc Co., Inc. (The) | 3,300 | 67,848 | |||||
Middleby Corp.(a)* | 500 | 76,075 | |||||
Mueller Industries, Inc. | 695 | 37,037 | |||||
Navistar International Corp.* | 700 | 24,199 | |||||
Nordson Corp. | 1,500 | 98,925 | |||||
Oshkosh Corp.* | 2,600 | 110,474 | |||||
PACCAR, Inc. | 9,309 | 470,663 | |||||
Pall Corp. | 3,200 | 218,784 | |||||
Parker Hannifin Corp. | 4,209 | 385,460 | |||||
Pentair Ltd. | 5,664 | 298,776 | |||||
Sauer-Danfoss, Inc. | 526 | 30,734 | |||||
Snap-On, Inc. | 1,600 | 132,320 | |||||
SPX Corp. | 1,400 | 110,544 | |||||
Stanley Black & Decker, Inc. | 4,322 | 349,952 | |||||
Terex Corp.(a)* | 2,600 | 89,492 | |||||
Timken Co. | 2,600 | 147,108 | |||||
Toro Co. (The) | 1,727 | 79,511 | |||||
Trimas Corp.* | 900 | 29,223 | |||||
Trinity Industries, Inc. | 2,400 | 108,792 | |||||
Valmont Industries, Inc. | 700 | 110,089 | |||||
WABCO Holdings, Inc.* | 1,899 | 134,050 | |||||
Wabtec Corp. | 1,400 | 142,954 | |||||
Watts Water Technologies, Inc., Class A | 900 | 43,191 | |||||
Woodward, Inc. | 1,500 | 59,640 | |||||
Xylem, Inc. | 5,089 | 140,253 | |||||
9,889,429 | |||||||
Marine 0.0% | |||||||
Kirby Corp.(a)* | 1,600 | 122,880 | |||||
Matson, Inc.(a) | 1,200 | 29,520 | |||||
152,400 | |||||||
Media 3.6% | |||||||
AMC Networks, Inc., Class A* | 1,725 | 108,985 | |||||
Cablevision Systems Corp., Class A(a) | 6,000 | 89,760 | |||||
CBS Corp., Class A | 1,300 | 60,229 | |||||
CBS Corp., Class B | 16,452 | 768,144 | |||||
Charter Communications, Inc., Class A* | 1,152 | 120,015 | |||||
Cinemark Holdings, Inc. | 2,400 | 70,656 | |||||
Clear Channel Outdoor Holdings, Inc., Class A* | 231 | 1,730 | |||||
Comcast Corp., Class A | 57,516 | 2,416,247 | |||||
Comcast Corp., Class A Special | 14,850 | 588,357 | |||||
CTC Media, Inc. | 1,697 | 20,008 | |||||
DIRECTV* | 15,643 | 885,550 | |||||
Discovery Communications, Inc., Class A(a)* | 4,020 | 316,535 | |||||
Discovery Communications, Inc., Class C* | 2,520 | 175,241 | |||||
DISH Network Corp., Class A | 6,000 | 227,400 | |||||
DreamWorks Animation SKG, Inc., Class A(a)* | 2,400 | 45,504 | |||||
Gannett Co., Inc.(a) | 6,000 | 131,220 | |||||
Interpublic Group of Cos., Inc. (The) | 12,095 | 157,598 | |||||
John Wiley & Sons, Inc., Class A(a) | 1,300 | 50,648 | |||||
Lamar Advertising Co., Class A* | 1,800 | 87,498 | |||||
Liberty Global, Inc., Series A(a)* | 3,752 | 275,397 | |||||
Liberty Global, Inc., Series C* | 2,973 | 204,037 | |||||
Liberty Media Corp.* | 3,157 | 352,416 | |||||
Lions Gate Entertainment Corp.(a)* | 1,900 | 45,163 | |||||
Live Nation Entertainment, Inc.* | 4,494 | 55,591 | |||||
Madison Square Garden Co. (The), Class A* | 1,825 | 105,120 | |||||
Meredith Corp.(a) | 900 | 34,434 | |||||
Morningstar, Inc.(a) | 700 | 48,944 | |||||
New York Times Co. (The), Class A(a)* | 3,300 | 32,340 | |||||
News Corp., Class A | 43,644 | 1,332,015 | |||||
News Corp., Class B | 12,500 | 384,500 | |||||
Omnicom Group, Inc.(a) | 7,600 | 447,640 | |||||
Pandora Media, Inc.(a)* | 1,600 | 22,656 | |||||
Regal Entertainment Group, Class A(a) | 2,586 | 43,109 | |||||
Scripps Networks Interactive, Inc., Class A(a) | 2,435 | 156,668 | |||||
Sinclair Broadcast Group, Inc., Class A | 1,200 | 24,288 | |||||
Sirius XM Radio, Inc.(a) | 183,669 | 565,700 | |||||
Starz - Liberty Capital* | 3,257 | 72,142 | |||||
Time Warner Cable, Inc. | 8,658 | 831,687 | |||||
Time Warner, Inc. | 27,300 | 1,573,026 | |||||
Viacom, Inc., Class A | 294 | 18,540 | |||||
Viacom, Inc., Class B | 12,739 | 784,340 | |||||
Virgin Media, Inc. | 7,000 | 342,790 | |||||
Walt Disney Co. (The) | 46,792 | 2,657,786 | |||||
Washington Post Co. (The), Class B(a) | 100 | 44,700 | |||||
16,776,354 | |||||||
Metals & Mining 0.7% | |||||||
Alcoa, Inc.(a) | 30,700 | 261,564 | |||||
Allegheny Technologies, Inc. | 2,400 | 76,104 | |||||
Allied Nevada Gold Corp.(a)* | 2,115 | 34,813 | |||||
Carpenter Technology Corp. | 1,300 | 64,077 | |||||
Cliffs Natural Resources, Inc.(a) | 4,187 | 79,595 | |||||
Coeur d'Alene Mines Corp.* | 2,464 | 46,471 | |||||
Commercial Metals Co. | 3,500 | 55,475 | |||||
Compass Minerals International, Inc.(a) | 1,000 | 78,900 | |||||
Freeport-McMoRan Copper & Gold, Inc. | 26,333 | 871,622 | |||||
Hecla Mining Co.(a) | 5,900 | 23,305 | |||||
Newmont Mining Corp. | 13,200 | 552,948 | |||||
Nucor Corp. | 8,994 | 415,073 | |||||
Reliance Steel & Aluminum Co. | 2,000 | 142,340 | |||||
Royal Gold, Inc.(a) | 1,700 | 120,751 | |||||
Southern Copper Corp.(a) | 4,904 | 184,243 | |||||
Steel Dynamics, Inc. | 5,800 | 92,046 | |||||
Stillwater Mining Co.(a)* | 2,565 | 33,165 | |||||
United States Steel Corp.(a) | 3,923 | 76,499 | |||||
Walter Energy, Inc.(a) | 1,775 | 50,588 | |||||
Worthington Industries, Inc.(a) |
1,900 |
58,862 |
|||||
3,318,441 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Multi-Utilities 1.2% | |||||||
Alliant Energy Corp. | 3,200 | $ | 160,576 | ||||
Ameren Corp. | 7,000 | 245,140 | |||||
Avista Corp. | 1,400 | 38,360 | |||||
Black Hills Corp.(a) | 1,300 | 57,252 | |||||
Centerpoint Energy, Inc. | 11,350 | 271,946 | |||||
CMS Energy Corp. | 7,678 | 214,523 | |||||
Consolidated Edison, Inc. | 8,198 | 500,324 | |||||
Dominion Resources, Inc. | 16,293 | 947,927 | |||||
DTE Energy Co. | 4,900 | 334,866 | |||||
Integrys Energy Group, Inc.(a) | 2,277 | 132,430 | |||||
MDU Resources Group, Inc. | 5,425 | 135,571 | |||||
NiSource, Inc. | 8,400 | 246,456 | |||||
NorthWestern Corp. | 1,000 | 39,860 | |||||
PG&E Corp. | 12,358 | 550,302 | |||||
Public Service Enterprise Group, Inc. | 14,121 | 484,915 | |||||
SCANA Corp. | 3,400 | 173,944 | |||||
Sempra Energy | 6,500 | 519,610 | |||||
TECO Energy, Inc.(a) | 5,800 | 103,356 | |||||
Vectren Corp.(a) | 2,300 | 81,466 | |||||
Wisconsin Energy Corp. | 6,553 | 281,058 | |||||
5,519,882 | |||||||
Multiline Retail 0.7% | |||||||
Big Lots, Inc.(a)* | 1,700 | 59,959 | |||||
Dillard's, Inc., Class A | 1,096 | 86,091 | |||||
Dollar General Corp.* | 6,600 | 333,828 | |||||
Dollar Tree, Inc.* | 6,616 | 320,413 | |||||
Family Dollar Stores, Inc. | 2,662 | 157,191 | |||||
J.C. Penney Co., Inc.(a) | 4,700 | 71,017 | |||||
Kohl's Corp.(a) | 6,410 | 295,693 | |||||
Macy's, Inc. | 10,700 | 447,688 | |||||
Nordstrom, Inc. | 4,600 | 254,058 | |||||
Saks, Inc.(a)* | 3,600 | 41,292 | |||||
Sears Canada, Inc. | 509 | 4,917 | |||||
Sears Holdings Corp.(a)* | 1,189 | 59,414 | |||||
Target Corp. | 16,700 | 1,143,115 | |||||
3,274,676 | |||||||
Office Electronics 0.1% | |||||||
Xerox Corp. | 38,122 | 327,849 | |||||
Zebra Technologies Corp., Class A* | 1,575 | 74,230 | |||||
402,079 | |||||||
Oil, Gas & Consumable Fuels 8.3% | |||||||
Alon USA Energy, Inc.(a) | 7 | 133 | |||||
Alpha Natural Resources, Inc.(a)* | 3,688 | 30,278 | |||||
Anadarko Petroleum Corp. | 13,900 | 1,215,555 | |||||
Apache Corp. | 10,875 | 839,115 | |||||
Berry Petroleum Co., Class A | 1,600 | 74,064 | |||||
Bonanza Creek Energy, Inc.* | 800 | 30,936 | |||||
Cabot Oil & Gas Corp. | 6,000 | 405,660 | |||||
Cheniere Energy, Inc.* | 5,300 | 148,400 | |||||
Chesapeake Energy Corp. | 18,800 | 383,708 | |||||
Chevron Corp. | 54,338 | 6,456,441 | |||||
Cimarex Energy Co. | 2,410 | 181,810 | |||||
Cobalt International Energy, Inc.* | 6,060 | 170,892 | |||||
Concho Resources, Inc.* | 2,800 | 272,804 | |||||
ConocoPhillips | 32,180 | 1,934,018 | |||||
Consol Energy, Inc. | 6,000 | 201,900 | |||||
Continental Resources, Inc.(a)* | 1,300 | 113,009 | |||||
CVR Energy, Inc.(b)* | 1,522 | | |||||
Delek US Holdings, Inc. | 400 | 15,784 | |||||
Denbury Resources, Inc.(a)* | 11,108 | 207,164 | |||||
Devon Energy Corp. | 10,849 | 612,101 | |||||
Energen Corp. | 2,100 | 109,221 | |||||
Energy XXI Bermuda Ltd. | 1,891 | 51,473 | |||||
EOG Resources, Inc. | 7,600 | 973,332 | |||||
EQT Corp. | 4,277 | 289,767 | |||||
EXCO Resources, Inc.(a) | 3,600 | 25,668 | |||||
Exxon Mobil Corp. | 125,284 | 11,289,341 | |||||
Gulfport Energy Corp.* | 2,029 | 92,989 | |||||
Halcon Resources Corp.* | 2,533 | 19,732 | |||||
Hess Corp. | 8,700 | 623,007 | |||||
HollyFrontier Corp. | 5,894 | 303,246 | |||||
Kinder Morgan, Inc. | 25,550 | 988,274 | |||||
Kodiak Oil & Gas Corp.* | 7,300 | 66,357 | |||||
Kosmos Energy Ltd.* | 2,000 | 22,600 | |||||
Marathon Oil Corp. | 19,643 | 662,362 | |||||
Marathon Petroleum Corp. | 9,901 | 887,130 | |||||
McMoRan Exploration Co.(a)* | 2,587 | 42,297 | |||||
Murphy Oil Corp. | 5,221 | 332,734 | |||||
Newfield Exploration Co.* | 3,900 | 87,438 | |||||
Noble Energy, Inc. | 4,959 | 573,558 | |||||
Oasis Petroleum, Inc.* | 2,012 | 76,597 | |||||
Occidental Petroleum Corp. | 21,783 | 1,707,134 | |||||
PDC Energy, Inc.* | 796 | 39,458 | |||||
Peabody Energy Corp. | 7,900 | 167,085 | |||||
Phillips 66 | 17,090 | 1,195,787 | |||||
Pioneer Natural Resources Co. | 3,702 | 459,974 | |||||
Plains Exploration & Production Co.* | 3,717 | 176,446 | |||||
QEP Resources, Inc. | 5,200 | 165,568 | |||||
Range Resources Corp.(a) | 4,700 | 380,888 | |||||
Rosetta Resources, Inc.* | 1,400 | 66,612 | |||||
SandRidge Energy, Inc.(a)* | 10,354 | 54,566 | |||||
SemGroup Corp., Class A* | 900 | 46,548 | |||||
SM Energy Co. | 1,900 | 112,518 | |||||
Southwestern Energy Co.* | 10,000 | 372,600 | |||||
Spectra Energy Corp. | 18,824 | 578,838 | |||||
Targa Resources Corp. | 900 | 61,164 | |||||
Teekay Corp.(a) | 1,000 | 35,960 | |||||
Tesoro Corp. | 3,900 | 228,345 | |||||
Ultra Petroleum Corp.(a)* | 4,500 | 90,450 | |||||
Valero Energy Corp. | 15,918 | 724,110 | |||||
Western Refining, Inc.(a) | 2,000 | 70,820 | |||||
Whiting Petroleum Corp.* | 3,200 | 162,688 | |||||
Williams Companies, Inc. (The) | 18,800 | 704,248 | |||||
World Fuel Services Corp.(a) | 2,000 | 79,440 | |||||
WPX Energy, Inc.(a)* | 5,633 | 90,241 | |||||
38,582,383 | |||||||
Paper & Forest Products 0.2% | |||||||
Buckeye Technologies, Inc. | 100 | 2,995 | |||||
Domtar Corp. | 1,000 | 77,620 | |||||
International Paper Co. | 11,845 | 551,740 | |||||
KapStone Paper and Packaging Corp. | 700 | 19,460 | |||||
Louisiana-Pacific Corp.* | 2,900 | 62,640 | |||||
Schweitzer-Mauduit International, Inc. | 733 | 28,389 | |||||
742,844 | |||||||
Personal Products 0.2% | |||||||
Avon Products, Inc.(a) | 12,500 | 259,125 | |||||
Estee Lauder Companies, Inc. (The), Class A | 6,600 | 422,598 | |||||
Herbalife Ltd.(a) | 3,200 | 119,840 | |||||
Nu Skin Enterprises, Inc., Class A(a) | 1,488 | 65,770 | |||||
Prestige Brands Holdings, Inc.* | 1,100 | 28,259 | |||||
895,592 | |||||||
Pharmaceuticals 5.1% | |||||||
AbbVie, Inc. | 43,619 | 1,778,783 | |||||
Actavis, Inc.* | 3,600 | 331,596 | |||||
Allergan, Inc. | 8,496 | 948,408 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Pharmaceuticals (Continued) | |||||||
Bristol-Myers Squibb Co. | 44,500 | $ | 1,832,955 | ||||
Eli Lilly & Co. | 27,800 | 1,578,762 | |||||
Endo Health Solutions, Inc.* | 3,209 | 98,709 | |||||
Forest Laboratories, Inc.* | 7,847 | 298,500 | |||||
Hospira, Inc.(a)* | 4,720 | 154,958 | |||||
Impax Laboratories, Inc.* | 1,700 | 26,248 | |||||
Jazz Pharmaceuticals PLC* | 1,100 | 61,501 | |||||
Johnson & Johnson | 78,395 | 6,391,544 | |||||
Medicines Co. (The)* | 1,632 | 54,541 | |||||
Merck & Co., Inc. | 80,933 | 3,579,667 | |||||
Mylan, Inc.* | 11,825 | 342,215 | |||||
Perrigo Co. | 2,300 | 273,079 | |||||
Pfizer, Inc. | 200,831 | 5,795,983 | |||||
Questcor Pharmaceuticals, Inc.(a) | 1,600 | 52,064 | |||||
Salix Pharmaceuticals Ltd.* | 1,600 | 81,888 | |||||
Viropharma, Inc.(a)* | 1,800 | 45,288 | |||||
Warner Chilcott PLC, Class A | 6,087 | 82,479 | |||||
23,809,168 | |||||||
Professional Services 0.3% | |||||||
Acacia Research Corp.* | 828 | 24,981 | |||||
Advisory Board Co. (The)* | 1,000 | 52,520 | |||||
Corporate Executive Board Co. (The) | 1,000 | 58,160 | |||||
Dun & Bradstreet Corp.(a) | 1,200 | 100,380 | |||||
Equifax, Inc. | 3,389 | 195,172 | |||||
IHS, Inc., Class A* | 1,300 | 136,136 | |||||
Manpower, Inc. | 2,400 | 136,128 | |||||
Nielsen Holdings NV | 3,500 | 125,370 | |||||
On Assignment, Inc.(a)* | 777 | 19,666 | |||||
Robert Half International, Inc.(a) | 3,700 | 138,861 | |||||
Towers Watson & Co., Class A | 1,500 | 103,980 | |||||
Verisk Analytics, Inc., Class A* | 3,957 | 243,870 | |||||
1,335,224 | |||||||
Real Estate Investment Trusts (REITs) 0.0% | |||||||
Geo Group, Inc. (The) | 1,958 | 73,660 | |||||
Ryman Hospitality Properties(a) | 1,358 | 62,129 | |||||
135,789 | |||||||
Real Estate Management & Development 0.1% | |||||||
Alexander & Baldwin, Inc.* | 1,200 | 42,900 | |||||
Altisource Asset Management Corp.(a)* | 40 | 5,400 | |||||
Altisource Portfolio Solutions SA* | 400 | 27,900 | |||||
Altisource Residential Corp., Class B(a)* | 133 | 2,660 | |||||
CBRE Group, Inc.* | 8,900 | 224,725 | |||||
Forest City Enterprises, Inc., Class A(a)* | 3,000 | 53,310 | |||||
Howard Hughes Corp. (The)* | 589 | 49,364 | |||||
Jones Lang LaSalle, Inc. | 1,100 | 109,351 | |||||
St. Joe Co. (The)(a)* | 2,400 | 51,000 | |||||
566,610 | |||||||
Road & Rail 1.0% | |||||||
AMERCO | 300 | 52,062 | |||||
Avis Budget Group, Inc.(a)* | 2,328 | 64,788 | |||||
Con-way, Inc. | 1,500 | 52,815 | |||||
CSX Corp. | 28,709 | 707,103 | |||||
Genesee & Wyoming, Inc., Class A* | 1,300 | 121,043 | |||||
Hertz Global Holdings, Inc.* | 8,200 | 182,532 | |||||
JB Hunt Transport Services, Inc. | 2,500 | 186,200 | |||||
Kansas City Southern(a) | 3,100 | 343,790 | |||||
Knight Transportation, Inc.(a) | 1,196 | 19,256 | |||||
Landstar System, Inc. | 1,200 | 68,508 | |||||
Norfolk Southern Corp. | 8,804 | 678,612 | |||||
Old Dominion Freight Line, Inc.* | 2,137 | 81,633 | |||||
Ryder System, Inc. | 1,600 | 95,600 | |||||
Swift Transportation Co.(a)* | 2,254 | 31,962 | |||||
Union Pacific Corp. | 12,600 | 1,794,366 | |||||
Werner Enterprises, Inc.(a) | 1,200 | 28,968 | |||||
4,509,238 | |||||||
Semiconductors & Semiconductor Equipment 2.0% | |||||||
Advanced Micro Devices, Inc.(a)* | 6,000 | 15,300 | |||||
Altera Corp. | 9,023 | 320,046 | |||||
Analog Devices, Inc. | 8,400 | 390,516 | |||||
Applied Materials, Inc. | 34,500 | 465,060 | |||||
Atmel Corp.* | 12,900 | 89,784 | |||||
Avago Technologies Ltd. | 6,800 | 244,256 | |||||
Broadcom Corp., Class A | 14,202 | 492,383 | |||||
Cree, Inc.(a)* | 2,900 | 158,659 | |||||
Cymer, Inc.(a)* | 700 | 67,270 | |||||
Entegris, Inc.* | 3,137 | 30,931 | |||||
Fairchild Semiconductor International, Inc.* | 3,875 | 54,793 | |||||
First Solar, Inc.(a)* | 1,600 | 43,136 | |||||
Freescale Semiconductor Ltd.* | 1,100 | 16,379 | |||||
Hittite Microwave Corp.(a)* | 800 | 48,448 | |||||
Intel Corp. | 134,522 | 2,939,306 | |||||
International Rectifier Corp.(a)* | 800 | 16,920 | |||||
Kla-Tencor Corp. | 4,900 | 258,426 | |||||
Lam Research Corp.* | 4,962 | 205,725 | |||||
Linear Technology Corp. | 6,500 | 249,405 | |||||
LSI Corp.* | 14,994 | 101,659 | |||||
Marvell Technology Group Ltd. | 12,700 | 134,366 | |||||
Maxim Integrated Products, Inc. | 8,300 | 270,995 | |||||
MEMC Electronic Materials, Inc.(a)* | 1,549 | 6,816 | |||||
Microchip Technology, Inc.(a) | 5,350 | 196,666 | |||||
Micron Technology, Inc.* | 27,301 | 272,464 | |||||
Microsemi Corp.* | 2,900 | 67,193 | |||||
MKS Instruments, Inc. | 1,300 | 35,360 | |||||
Nvidia Corp. | 16,500 | 211,530 | |||||
ON Semiconductor Corp.* | 11,830 | 97,952 | |||||
PMC - Sierra, Inc.* | 4,400 | 29,876 | |||||
RF Micro Devices, Inc.* | 6,700 | 35,644 | |||||
Semtech Corp.* | 1,800 | 63,702 | |||||
Silicon Laboratories, Inc.* | 1,400 | 57,904 | |||||
Skyworks Solutions, Inc.(a)* | 5,200 | 114,556 | |||||
SunPower Corp.* | 395 | 4,558 | |||||
Teradyne, Inc.(a)* | 4,800 | 77,856 | |||||
Texas Instruments, Inc. | 29,923 | 1,061,668 | |||||
Xilinx, Inc. | 7,367 | 281,198 | |||||
9,228,706 | |||||||
Software 3.4% | |||||||
ACI Worldwide, Inc.* | 584 | 28,534 | |||||
Activision Blizzard, Inc. | 13,438 | 195,792 | |||||
Adobe Systems, Inc.* | 14,008 | 609,488 | |||||
Advent Software, Inc.* | 900 | 25,173 | |||||
ANSYS, Inc.* | 2,600 | 211,692 | |||||
Aspen Technology, Inc.* | 2,399 | 77,464 | |||||
Autodesk, Inc.* | 6,300 | 259,812 | |||||
BMC Software, Inc.* | 4,000 | 185,320 | |||||
CA, Inc. | 9,376 | 235,994 | |||||
Cadence Design Systems, Inc.* | 7,900 | 110,047 | |||||
Citrix Systems, Inc.* | 5,079 | 366,501 | |||||
Commvault Systems, Inc.* | 1,260 | 103,295 | |||||
Compuware Corp.* | 5,600 | 70,000 | |||||
Concur Technologies, Inc.(a)* | 1,400 | 96,124 | |||||
Electronic Arts, Inc.* | 9,400 | 166,380 | |||||
Factset Research Systems, Inc.(a) | 1,250 | 115,750 | |||||
Fair Isaac Corp. | 950 | 43,405 | |||||
Fortinet, Inc.* | 2,600 | 61,568 | |||||
Guidewire Software, Inc.(a)* | 1,100 | 42,284 | |||||
Informatica Corp.* | 3,000 | 103,410 | |||||
Intuit, Inc. | 7,847 | 515,155 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Software (Continued) | |||||||
Manhattan Associates, Inc.(a)* | 600 | $ | 44,574 | ||||
Mentor Graphics Corp. | 3,300 | 59,565 | |||||
Micros Systems, Inc.(a)* | 2,300 | 104,673 | |||||
Microsoft Corp. | 207,059 | 5,923,958 | |||||
NetSuite, Inc.(a)* | 788 | 63,087 | |||||
Nuance Communications, Inc.(a)* | 6,700 | 135,206 | |||||
Oracle Corp. | 104,058 | 3,365,236 | |||||
Progress Software Corp.* | 1,950 | 44,421 | |||||
PTC, Inc.* | 3,480 | 88,705 | |||||
QLIK Technologies, Inc.(a)* | 2,100 | 54,243 | |||||
Red Hat, Inc.* | 5,400 | 273,024 | |||||
Rovi Corp.* | 3,151 | 67,463 | |||||
Salesforce.com, Inc.* | 3,900 | 697,437 | |||||
Solarwinds, Inc.* | 1,750 | 103,425 | |||||
Solera Holdings, Inc. | 1,984 | 115,727 | |||||
SS&C Technologies Holdings, Inc.(a)* | 995 | 29,830 | |||||
Symantec Corp.* | 20,392 | 503,275 | |||||
Synopsys, Inc.* | 4,200 | 150,696 | |||||
Take-Two Interactive Software, Inc.(a)* | 2,200 | 35,530 | |||||
TIBCO Software, Inc.* | 4,600 | 93,012 | |||||
Tyler Technologies, Inc.* | 700 | 42,882 | |||||
Ultimate Software Group, Inc.* | 700 | 72,912 | |||||
Verint Systems, Inc.* | 1,376 | 50,293 | |||||
VMware, Inc.* | 2,247 | 177,243 | |||||
Zynga, Inc., Class A* | 15,300 | 51,408 | |||||
15,971,013 | |||||||
Specialty Retail 2.4% | |||||||
Aaron's, Inc. | 2,250 | 64,530 | |||||
Abercrombie & Fitch Co., Class A | 2,500 | 115,500 | |||||
Advance Auto Parts, Inc. | 2,100 | 173,565 | |||||
American Eagle Outfitters, Inc. | 4,750 | 88,825 | |||||
Ann, Inc.* | 1,550 | 44,981 | |||||
Ascena Retail Group, Inc.* | 4,000 | 74,200 | |||||
AutoNation, Inc.* | 961 | 42,044 | |||||
AutoZone, Inc.* | 960 | 380,899 | |||||
Bed Bath & Beyond, Inc.* | 6,421 | 413,641 | |||||
Best Buy Co., Inc. | 8,309 | 184,044 | |||||
Buckle, Inc. (The)(a) | 900 | 41,985 | |||||
Cabela's, Inc.(a)* | 1,100 | 66,858 | |||||
Carmax, Inc.* | 6,346 | 264,628 | |||||
Chico's FAS, Inc. | 5,400 | 90,720 | |||||
Children's Place Retail Stores, Inc. (The)(a)* | 700 | 31,374 | |||||
Conn's, Inc.* | 800 | 28,720 | |||||
Dick's Sporting Goods, Inc.(a) | 2,800 | 132,440 | |||||
DSW, Inc., Class A | 845 | 53,911 | |||||
Foot Locker, Inc. | 4,100 | 140,384 | |||||
GameStop Corp., Class A(a) | 3,288 | 91,965 | |||||
Gap, Inc. (The) | 9,020 | 319,308 | |||||
Genesco, Inc.* | 700 | 42,063 | |||||
GNC Holdings, Inc., Class A | 2,614 | 102,678 | |||||
Group 1 Automotive, Inc.(a) | 500 | 30,035 | |||||
Guess?, Inc.(a) | 1,900 | 47,177 | |||||
Hibbett Sports, Inc.(a)* | 700 | 39,389 | |||||
Home Depot, Inc. (The) | 41,521 | 2,897,335 | |||||
L Brands, Inc. | 6,978 | 311,638 | |||||
Lithia Motors, Inc., Class A | 600 | 28,488 | |||||
Lowe's Cos., Inc. | 32,470 | 1,231,262 | |||||
Men's Wearhouse, Inc. (The) | 1,750 | 58,485 | |||||
Monro Muffler Brake, Inc.(a) | 836 | 33,198 | |||||
O'Reilly Automotive, Inc.* | 3,300 | 338,415 | |||||
Office Depot, Inc.(a)* | 1,500 | 5,895 | |||||
Penske Auto Group, Inc. | 1,318 | 43,968 | |||||
PetSmart, Inc. | 3,057 | 189,840 | |||||
Pier 1 Imports, Inc.(a) | 3,200 | 73,600 | |||||
Rent-A-Center, Inc.(a) | 1,700 | 62,798 | |||||
Ross Stores, Inc. | 6,400 | 387,968 | |||||
Sally Beauty Holdings, Inc.* | 4,602 | 135,207 | |||||
Select Comfort Corp.(a)* | 1,400 | 27,678 | |||||
Signet Jewelers Ltd.(a) | 2,400 | 160,800 | |||||
Sonic Automotive, Inc., Class A | 1,100 | 24,376 | |||||
Staples, Inc.(a) | 19,850 | 266,586 | |||||
Tiffany & Co.(a) | 3,406 | 236,853 | |||||
TJX Cos., Inc. | 20,483 | 957,580 | |||||
Tractor Supply Co. | 1,900 | 197,847 | |||||
Ulta Salon Cosmetics & Fragrance, Inc.* | 1,600 | 129,872 | |||||
Urban Outfitters, Inc.* | 3,400 | 131,716 | |||||
Vitamin Shoppe, Inc.(a)* | 600 | 29,310 | |||||
Williams-Sonoma, Inc.(a) | 2,400 | 123,648 | |||||
11,190,227 | |||||||
Textiles, Apparel & Luxury Goods 0.7% | |||||||
Carter's, Inc.(a)* | 1,400 | 80,178 | |||||
Coach, Inc. | 7,810 | 390,422 | |||||
Columbia Sportswear Co.(a) | 400 | 23,152 | |||||
Fifth & Pacific Cos., Inc.* | 1,027 | 19,390 | |||||
Fossil, Inc.* | 1,369 | 132,245 | |||||
Hanesbrands, Inc.* | 2,601 | 118,502 | |||||
Iconix Brand Group, Inc.(a)* | 1,972 | 51,016 | |||||
Lululemon Athletica, Inc.(a)* | 2,200 | 137,170 | |||||
Michael Kors Holdings Ltd.* | 2,800 | 159,012 | |||||
NIKE, Inc., Class B | 20,197 | 1,191,825 | |||||
PVH Corp. | 2,082 | 222,378 | |||||
Ralph Lauren Corp. | 1,600 | 270,896 | |||||
Steven Madden Ltd.* | 1,096 | 47,281 | |||||
Under Armour, Inc., Class A(a)* | 2,200 | 112,640 | |||||
VF Corp. | 2,500 | 419,375 | |||||
Wolverine World Wide, Inc.(a) | 1,600 | 70,992 | |||||
3,446,474 | |||||||
Thrifts & Mortgage Finance 0.1% | |||||||
Capitol Federal Financial, Inc. | 3,239 | 39,095 | |||||
Hudson City Bancorp, Inc. | 13,407 | 115,836 | |||||
New York Community Bancorp, Inc.(a) | 10,665 | 153,043 | |||||
Northwest Bancshares, Inc.(a) | 1,875 | 23,794 | |||||
Ocwen Financial Corp.* | 3,000 | 113,760 | |||||
People's United Financial, Inc.(a) | 9,310 | 125,126 | |||||
TFS Financial Corp.(a)* | 2,631 | 28,494 | |||||
Washington Federal, Inc. | 2,947 | 51,572 | |||||
650,720 | |||||||
Tobacco 1.5% | |||||||
Altria Group, Inc. | 56,022 | 1,926,596 | |||||
Lorillard, Inc. | 10,800 | 435,780 | |||||
Philip Morris International, Inc. | 44,311 | 4,108,073 | |||||
Reynolds American, Inc. | 9,167 | 407,840 | |||||
Vector Group Ltd.(a) | 2,024 | 32,627 | |||||
6,910,916 | |||||||
Trading Companies & Distributors 0.3% | |||||||
Applied Industrial Technologies, Inc.(a) | 964 | 43,380 | |||||
Beacon Roofing Supply, Inc.(a)* | 1,400 | 54,124 | |||||
Fastenal Co. | 7,980 | 409,773 | |||||
GATX Corp. | 1,100 | 57,167 | |||||
MSC Industrial Direct Co., Class A | 1,400 | 120,092 | |||||
TAL International Group, Inc.(a) | 67 | 3,036 | |||||
Textainer Group Holdings Ltd.(a) | 621 | 24,561 | |||||
United Rentals, Inc.(a)* | 1,657 | 91,085 | |||||
Watsco, Inc.(a) | 800 | 67,344 | |||||
WESCO International, Inc.(a)* | 1,100 | 79,871 | |||||
WW Grainger, Inc. |
1,700 |
382,466 |
|||||
1,332,899 |
See notes to schedule of investments.
SHARES | VALUE | |||||||
COMMON STOCKS (Continued) | ||||||||
Water Utilities 0.1% | ||||||||
American Water Works Co., Inc. | 4,900 | $ | 203,056 | |||||
Aqua America, Inc.(a) | 4,034 | 126,829 | ||||||
329,885 | ||||||||
Wireless Telecommunication Services 0.3% | ||||||||
Crown Castle International Corp.* | 8,103 | 564,293 | ||||||
MetroPCS Communications, Inc.* | 8,400 | 91,560 | ||||||
SBA Communications Corp., Class A(a)* | 3,478 | 250,486 | ||||||
Sprint Nextel Corp.* | 85,067 | 528,266 | ||||||
Telephone & Data Systems, Inc. | 2,213 | 46,628 | ||||||
United States Cellular Corp.(a)* | 100 | 3,600 | ||||||
1,484,833 | ||||||||
TOTAL COMMON STOCKS
(Identified Cost $252,191,757) |
445,554,582 | |||||||
MUTUAL FUNDS 4.0% | ||||||||
Other 4.0% | ||||||||
DFA U.S. Micro Cap Portfolio | 1,130,077 | 18,488,051 | ||||||
TOTAL MUTUAL
FUNDS
(Identified Cost $12,627,163) |
18,488,051 | |||||||
SHORT-TERM INVESTMENTS 1.1% | ||||||||
Other 1.1% | ||||||||
SSgA Government Money Market Fund | 1 | 1 | ||||||
SSgA Money Market Fund | 5,227,183 | 5,227,183 | ||||||
5,227,184 | ||||||||
TOTAL SHORT-TERM
INVESTMENTS
(Identified Cost $5,227,184) |
5,227,184 | |||||||
COLLATERAL FOR SECURITIES ON LOAN 8.0% | ||||||||
Short-Term 8.0% | ||||||||
State Street Navigator Securities Lending Prime Portfolio | 37,498,994 | 37,498,994 | ||||||
TOTAL COLLATERAL FOR SECURITIES ON
LOAN
(Identified Cost $37,498,994) |
37,498,994 | |||||||
Total Investments
108.7%
(Identified Cost $307,545,098)# |
506,768,811 | |||||||
Liabilities, Less Cash and Other Assets (8.7%) | (40,705,809 | ) | ||||||
Net Assets 100.0% | $ | 466,063,002 |
|
See Note 1. |
||
* |
Non-income producing security. |
||
(a) |
A portion or all of the security/securities were held on loan. As of March 31, 2013, the market value of the securities on loan was $37,082,721. |
||
(b) |
Contingent value rights based on future performance. |
||
# |
At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $307,545,098. Net unrealized appreciation aggregated $199,223,713 of which $206,045,308 related to appreciated investment securities and $6,821,595, related to depreciated investment securities. |
See notes to schedule of investments.
SA U.S. Core Market Fund
March 31, 2013
Portfolio Sectors (% of portfolio market value)
Sector | Percentage | |||
Financials | 18.4 | % | ||
Information Technology | 17.0 | % | ||
Consumer Discretionary | 12.3 | % | ||
Health Care | 11.8 | % | ||
Industrials | 10.7 | % | ||
Energy | 10.2 | % | ||
Consumer Staples | 9.6 | % | ||
Materials | 3.8 | % | ||
Utilities | 3.6 | % | ||
Telecommunication Services | 2.6 | % | ||
100.0 | % |
SA U.S. Value Fund
PORTFOLIO OF INVESTMENTS AS OF MARCH 31, 2013 (Unaudited)
SHARES | VALUE | |||||
COMMON STOCKS 99.8% | ||||||
Aerospace & Defense 1.1% | ||||||
Engility Holdings, Inc.(a)* | 1,877 | $ | 45,011 | |||
General Dynamics Corp. | 3,261 | 229,933 | ||||
L-3 Communications Holdings, Inc.(a) | 11,264 | 911,483 | ||||
Northrop Grumman Corp. | 38,682 | 2,713,542 | ||||
Triumph Group, Inc. | 700 | 54,950 | ||||
3,954,919 | ||||||
Air Freight & Logistics 0.0% | ||||||
FedEx Corp. | 557 | 54,697 | ||||
Airlines 0.4% | ||||||
Southwest Airlines Co. | 117,519 | 1,584,156 | ||||
Auto Components 0.1% | ||||||
Autoliv, Inc.(a) | 250 | 17,285 | ||||
Johnson Controls, Inc. | 5,190 | 182,014 | ||||
Lear Corp. | 229 | 12,565 | ||||
TRW Automotive Holdings Corp.* | 410 | 22,550 | ||||
234,414 | ||||||
Automobiles 0.5% | ||||||
General Motors Co.* | 66,337 | 1,845,495 | ||||
Beverages 0.7% | ||||||
Beam, Inc. | 421 | 26,750 | ||||
Constellation Brands, Inc., Class A* | 29,029 | 1,382,942 | ||||
Molson Coors Brewing Co., Class B | 24,745 | 1,210,773 | ||||
2,620,465 | ||||||
Building Products 0.4% | ||||||
Fortune Brands Home & Security, Inc.* | 24,799 | 928,226 | ||||
Owens Corning* | 18,618 | 734,108 | ||||
1,662,334 | ||||||
Capital Markets 2.8% | ||||||
American Capital Ltd.* | 19,081 | 278,487 | ||||
Bank of New York Mellon Corp. (The) | 68,258 | 1,910,542 | ||||
E*Trade Financial Corp.* | 2,672 | 28,617 | ||||
Goldman Sachs Group, Inc. (The) | 24,309 | 3,577,069 | ||||
Legg Mason, Inc.(a) | 20,777 | 667,981 | ||||
Morgan Stanley | 187,455 | 4,120,261 | ||||
10,582,957 | ||||||
Chemicals 0.4% | ||||||
Ashland, Inc. | 12,433 | 923,772 | ||||
Cytec Industries, Inc. | 2,388 | 176,903 | ||||
Dow Chemical Co. (The) | 2,391 | 76,129 | ||||
Mosaic Co. (The) | 4,493 | 267,828 | ||||
1,444,632 | ||||||
Commercial Banks 1.6% | ||||||
CIT Group, Inc.* | 3,306 | 143,745 | ||||
First Niagara Financial Group, Inc.(a) | 900 | 7,974 | ||||
KeyCorp | 126,159 | 1,256,544 | ||||
PNC Financial Services Group, Inc. | 1,653 | 109,924 | ||||
Regions Financial Corp. | 185,973 | 1,523,119 | ||||
SunTrust Banks, Inc.(a) | 81,987 | 2,362,045 | ||||
Zions Bancorporation(a) | 24,798 | 619,702 | ||||
6,023,053 | ||||||
Commercial Services & Supplies 0.7% | ||||||
ADT Corp. (The) | 21,705 | 1,062,243 | ||||
Republic Services, Inc. | 38,907 | 1,283,931 | ||||
Tyco International Ltd. | 5,370 | 171,840 | ||||
2,518,014 | ||||||
Communications Equipment 0.1% | ||||||
Brocade Communications Systems, Inc.* | 547 | 3,156 | ||||
Juniper Networks, Inc.* | 16,033 | 297,252 | ||||
300,408 | ||||||
Computers & Peripherals 0.7% | ||||||
Hewlett-Packard Co. | 50,124 | 1,194,956 | ||||
SanDisk Corp.* | 3,816 | 209,880 | ||||
Western Digital Corp. | 26,973 | 1,356,203 | ||||
2,761,039 | ||||||
Construction & Engineering 0.3% | ||||||
Aecom Technology Corp.* | 322 | 10,562 | ||||
Jacobs Engineering Group, Inc.* | 999 | 56,184 | ||||
KBR, Inc. | 1,211 | 38,849 | ||||
Quanta Services, Inc.* | 16,582 | 473,913 | ||||
URS Corp. | 12,060 | 571,764 | ||||
1,151,272 | ||||||
Construction Materials 0.3% | ||||||
Vulcan Materials Co. | 19,042 | 984,471 | ||||
Consumer Finance 0.5% | ||||||
Capital One Financial Corp. | 31,043 | 1,705,813 | ||||
Containers & Packaging 0.4% | ||||||
MeadWestvaco Corp. | 27,613 | 1,002,352 | ||||
Rock-Tenn Co., Class A | 2,690 | 249,605 | ||||
Sealed Air Corp. | 7,770 | 187,335 | ||||
1,439,292 | ||||||
Diversified Consumer Services 0.0% | ||||||
Service Corp. International | 6,894 | 115,337 | ||||
Diversified Financial Services 9.8% | ||||||
Bank of America Corp. | 1,125,183 | 13,704,729 | ||||
Citigroup, Inc. | 306,947 | 13,579,335 | ||||
CME Group, Inc. | 50,465 | 3,098,046 | ||||
JPMorgan Chase & Co. | 115,791 | 5,495,441 | ||||
NASDAQ OMX Group, Inc. (The) | 26,025 | 840,608 | ||||
NYSE Euronext | 3,108 | 120,093 | ||||
36,838,252 | ||||||
Diversified Telecommunication Services 4.9% | ||||||
AT&T, Inc. | 419,977 | 15,408,956 | ||||
CenturyLink, Inc.(a) | 74,065 | 2,601,904 | ||||
Frontier Communications Corp.(a) | 41,385 | 164,712 | ||||
18,175,572 | ||||||
Electronic Equipment, Instruments & Components 0.9% | ||||||
Arrow Electronics, Inc.* | 16,754 | 680,548 | ||||
Avnet, Inc.* | 21,600 | 781,920 | ||||
Corning, Inc. | 106,955 | 1,425,710 | ||||
Ingram Micro, Inc., Class A* | 23,253 | 457,619 | ||||
3,345,797 | ||||||
Energy Equipment & Services 2.6% | ||||||
Baker Hughes, Inc. | 8,429 | 391,190 | ||||
Helmerich & Payne, Inc. | 16,667 | 1,011,687 | ||||
Nabors Industries Ltd. | 45,962 | 745,504 | ||||
National Oilwell Varco, Inc. | 50,996 | 3,607,967 | ||||
Noble Corp. | 16,914 | 645,269 | ||||
Patterson-UTI Energy, Inc.(a) | 23,910 | 570,014 | ||||
Rowan Companies PLC, Class A* | 19,250 | 680,680 | ||||
Tidewater, Inc.(a) | 1,514 | 76,457 | ||||
Transocean Ltd. | 30,076 | 1,562,749 | ||||
Weatherford International Ltd.* | 35,367 | 429,355 | ||||
9,720,872 | ||||||
Food & Staples Retailing 2.8% | ||||||
CVS Caremark Corp. | 174,763 | 9,610,218 | ||||
Safeway, Inc. | 38,038 | 1,002,301 | ||||
10,612,519 | ||||||
Food Products 4.0% | ||||||
Archer-Daniels-Midland Co. | 99,142 | 3,344,060 | ||||
Bunge Ltd.(a) | 16,173 | 1,194,052 | ||||
J.M. Smucker Co. (The) | 17,926 | 1,777,542 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Food Products (Continued) | ||||||
Kraft Foods Group, Inc. | 3,188 | $ | 164,278 | |||
Mondelez International, Inc., Class A | 218,139 | 6,677,235 | ||||
Smithfield Foods, Inc.* | 23,763 | 629,244 | ||||
Tyson Foods, Inc., Class A | 45,507 | 1,129,484 | ||||
14,915,895 | ||||||
Gas Utilities 0.0% | ||||||
UGI Corp.(a) | 636 | 24,416 | ||||
Health Care Equipment & Supplies 1.0% | ||||||
Boston Scientific Corp.* | 179,975 | 1,405,605 | ||||
CareFusion Corp.* | 29,859 | 1,044,766 | ||||
Hologic, Inc.(a)* | 39,197 | 885,852 | ||||
Teleflex, Inc.(a) | 2,717 | 229,614 | ||||
3,565,837 | ||||||
Health Care Providers & Services 3.1% | ||||||
Aetna, Inc. | 52,665 | 2,692,235 | ||||
CIGNA Corp. | 11,717 | 730,789 | ||||
Coventry Health Care, Inc. | 22,712 | 1,068,145 | ||||
Humana, Inc. | 23,386 | 1,616,207 | ||||
Omnicare, Inc.(a) | 17,426 | 709,587 | ||||
UnitedHealth Group, Inc. | 22,077 | 1,263,025 | ||||
Universal Health Services, Inc., Class B | 537 | 34,298 | ||||
WellPoint, Inc. | 52,818 | 3,498,136 | ||||
11,612,422 | ||||||
Hotels, Restaurants & Leisure 1.6% | ||||||
Carnival Corp. | 90,764 | 3,113,205 | ||||
Hyatt Hotels Corp., Class A(a)* | 457 | 19,756 | ||||
MGM Resorts International(a)* | 77,590 | 1,020,308 | ||||
Penn National Gaming, Inc.(a)* | 7,057 | 384,113 | ||||
Royal Caribbean Cruises Ltd. | 34,910 | 1,159,710 | ||||
Wyndham Worldwide Corp. | 1,783 | 114,968 | ||||
5,812,060 | ||||||
Household Durables 0.8% | ||||||
Lennar Corp., Class A(a) | 20,686 | 858,055 | ||||
Mohawk Industries, Inc.* | 11,468 | 1,297,260 | ||||
Toll Brothers, Inc.(a)* | 7,667 | 262,518 | ||||
Whirlpool Corp. | 5,467 | 647,621 | ||||
3,065,454 | ||||||
Independent Power Producers & Energy Traders 0.3% | ||||||
NRG Energy, Inc. | 36,193 | 958,753 | ||||
Industrial Conglomerates 3.4% | ||||||
General Electric Co. | 546,619 | 12,637,831 | ||||
Insurance 9.3% | ||||||
Allied World Assurance Co., Holdings Ltd. | 5,578 | 517,192 | ||||
Allstate Corp. (The) | 28,365 | 1,391,871 | ||||
Alterra Capital Holdings Ltd.(a) | 1,399 | 44,069 | ||||
American Financial Group, Inc. | 14,278 | 676,492 | ||||
American International Group, Inc.* | 182,466 | 7,083,330 | ||||
American National Insurance Co.(a) | 2,114 | 183,643 | ||||
Assurant, Inc. | 13,249 | 596,337 | ||||
Assured Guaranty Ltd. | 902 | 18,590 | ||||
Axis Capital Holdings Ltd. | 19,277 | 802,309 | ||||
CNA Financial Corp. | 20,532 | 671,191 | ||||
Everest Re Group Ltd.(a) | 7,352 | 954,731 | ||||
Genworth Financial, Inc., Class A* | 74,443 | 744,430 | ||||
Hartford Financial Services Group, Inc. | 69,673 | 1,797,563 | ||||
Lincoln National Corp.(a) | 45,189 | 1,473,613 | ||||
Loews Corp. | 64,227 | 2,830,484 | ||||
MetLife, Inc. | 149,973 | 5,701,973 | ||||
Old Republic International Corp.(a) | 41,075 | 522,063 | ||||
PartnerRe Ltd. | 5,554 | 517,133 | ||||
Principal Financial Group, Inc.(a) | 15,417 | 524,641 | ||||
Prudential Financial, Inc. | 72,188 | 4,258,370 | ||||
Reinsurance Group of America, Inc. | 11,742 | 700,645 | ||||
Unum Group | 43,328 | 1,224,016 | ||||
Validus Holdings Ltd. | 1,161 | 43,387 | ||||
XL Group PLC | 44,242 | 1,340,533 | ||||
34,618,606 | ||||||
Internet & Catalog Retail 0.5% | ||||||
Liberty Media Corp. - Interactive, Class A* | 84,056 | 1,797,117 | ||||
Liberty Ventures, Series A* | 3,237 | 244,653 | ||||
2,041,770 | ||||||
Internet Software & Services 0.9% | ||||||
AOL, Inc.(a)* | 400 | 15,396 | ||||
IAC/InterActiveCorp | 7,650 | 341,802 | ||||
Yahoo!, Inc.* | 129,638 | 3,050,382 | ||||
3,407,580 | ||||||
IT Services 0.8% | ||||||
Computer Sciences Corp. | 24,561 | 1,209,138 | ||||
Fidelity National Information Services, Inc. | 44,793 | 1,774,699 | ||||
SAIC, Inc.(a) | 5,786 | 78,400 | ||||
3,062,237 | ||||||
Life Sciences Tools & Services 1.2% | ||||||
Bio-Rad Laboratories, Inc., Class A* | 82 | 10,332 | ||||
Life Technologies Corp.* | 3,009 | 194,472 | ||||
Thermo Fisher Scientific, Inc. | 58,298 | 4,459,214 | ||||
4,664,018 | ||||||
Machinery 0.7% | ||||||
AGCO Corp. | 8,547 | 445,470 | ||||
Ingersoll Rand PLC | 1,831 | 100,723 | ||||
Pentair Ltd. | 11,321 | 597,183 | ||||
SPX Corp. | 2,450 | 193,452 | ||||
Stanley Black & Decker, Inc. | 17,462 | 1,413,898 | ||||
Terex Corp.(a)* | 799 | 27,501 | ||||
Trinity Industries, Inc. | 302 | 13,690 | ||||
2,791,917 | ||||||
Media 9.1% | ||||||
CBS Corp., Class A | 7,104 | 329,128 | ||||
Comcast Corp., Class A | 317,237 | 13,327,126 | ||||
Comcast Corp., Class A Special | 122,831 | 4,866,564 | ||||
Gannett Co., Inc.(a) | 7,556 | 165,250 | ||||
Madison Square Garden Co. (The), Class A* | 2,100 | 120,960 | ||||
News Corp., Class A | 21,263 | 648,947 | ||||
News Corp., Class B | 6,487 | 199,540 | ||||
Time Warner Cable, Inc.(a) | 57,900 | 5,561,874 | ||||
Time Warner, Inc. | 144,891 | 8,348,620 | ||||
Washington Post Co. (The), Class B(a) | 1,026 | 458,622 | ||||
34,026,631 | ||||||
Metals & Mining 1.7% | ||||||
Alcoa, Inc.(a) | 169,185 | 1,441,456 | ||||
Allegheny Technologies, Inc.(a) | 134 | 4,249 | ||||
Cliffs Natural Resources, Inc.(a) | 4,534 | 86,191 | ||||
Freeport-McMoRan Copper & Gold, Inc. | 73,326 | 2,427,091 | ||||
Newmont Mining Corp. | 15,047 | 630,319 | ||||
Nucor Corp.(a) | 8,898 | 410,643 | ||||
Reliance Steel & Aluminum Co. | 12,193 | 867,776 | ||||
Steel Dynamics, Inc. | 28,316 | 449,375 | ||||
United States Steel Corp.(a) | 3,441 | 67,099 | ||||
6,384,199 | ||||||
Multiline Retail 0.5% | ||||||
Dillard's, Inc., Class A | 3,240 | 254,502 | ||||
J.C. Penney Co., Inc.(a) | 34,744 | 524,982 | ||||
Sears Canada, Inc. | 5,740 | 55,448 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Multiline Retail (Continued) | ||||||
Sears Holdings Corp.(a)* | 16,919 | $ | 845,443 | |||
1,680,375 | ||||||
Office Electronics 0.3% | ||||||
Xerox Corp. | 150,729 | 1,296,269 | ||||
Oil, Gas & Consumable Fuels 18.1% | ||||||
Anadarko Petroleum Corp. | 73,131 | 6,395,306 | ||||
Apache Corp. | 37,480 | 2,891,957 | ||||
Chesapeake Energy Corp.(a) | 105,066 | 2,144,397 | ||||
Chevron Corp. | 109,001 | 12,951,499 | ||||
Cimarex Energy Co. | 410 | 30,930 | ||||
ConocoPhillips | 164,323 | 9,875,812 | ||||
Denbury Resources, Inc.(a)* | 35,791 | 667,502 | ||||
Devon Energy Corp. | 37,517 | 2,116,709 | ||||
EOG Resources, Inc. | 3,984 | 510,231 | ||||
Hess Corp. | 47,336 | 3,389,731 | ||||
HollyFrontier Corp. | 7,268 | 373,939 | ||||
Marathon Oil Corp. | 111,878 | 3,772,526 | ||||
Marathon Petroleum Corp. | 57,539 | 5,155,494 | ||||
Murphy Oil Corp. | 20,465 | 1,304,235 | ||||
Newfield Exploration Co.* | 352 | 7,892 | ||||
Noble Energy, Inc. | 1,840 | 212,814 | ||||
Occidental Petroleum Corp. | 22,644 | 1,774,610 | ||||
Peabody Energy Corp. | 6,740 | 142,551 | ||||
Phillips 66 | 85,280 | 5,967,042 | ||||
Pioneer Natural Resources Co.(a) | 13,210 | 1,641,343 | ||||
Plains Exploration & Production Co.* | 21,222 | 1,007,408 | ||||
QEP Resources, Inc.(a) | 13,345 | 424,905 | ||||
Tesoro Corp. | 13,360 | 782,228 | ||||
Valero Energy Corp. | 90,851 | 4,132,812 | ||||
Whiting Petroleum Corp.* | 3,094 | 157,299 | ||||
67,831,172 | ||||||
Paper & Forest Products 1.0% | ||||||
Domtar Corp. | 5,454 | 423,339 | ||||
International Paper Co. | 69,379 | 3,231,674 | ||||
3,655,013 | ||||||
Pharmaceuticals 2.9% | ||||||
Endo Health Solutions, Inc.* | 5,935 | 182,561 | ||||
Forest Laboratories, Inc.* | 10,332 | 393,029 | ||||
Pfizer, Inc. | 358,911 | 10,358,171 | ||||
10,933,761 | ||||||
Road & Rail 4.7% | ||||||
CSX Corp. | 162,270 | 3,996,710 | ||||
Hertz Global Holdings, Inc.* | 30,253 | 673,432 | ||||
Norfolk Southern Corp. | 49,802 | 3,838,738 | ||||
Union Pacific Corp. | 63,289 | 9,012,986 | ||||
17,521,866 | ||||||
Semiconductors & Semiconductor Equipment 0.3% | ||||||
Lam Research Corp.* | 1,347 | 55,847 | ||||
Micron Technology, Inc.* | 111,069 | 1,108,468 | ||||
1,164,315 | ||||||
Software 0.3% | ||||||
Activision Blizzard, Inc. | 85,074 | 1,239,528 | ||||
Specialty Retail 0.3% | ||||||
Best Buy Co., Inc. | 2,217 | 49,107 | ||||
GameStop Corp., Class A(a) | 18,743 | 524,242 | ||||
Orchard Supply Hardware Stores Corp., Class A(a)* | 353 | 1,398 | ||||
Staples, Inc.(a) | 29,722 | 399,166 | ||||
973,913 | ||||||
Thrifts & Mortgage Finance 0.0% | ||||||
Hudson City Bancorp, Inc. | 1,286 | 11,111 | ||||
People's United Financial, Inc.(a) | 4,355 | 58,531 | ||||
69,642 | ||||||
Trading Companies & Distributors 0.0% | ||||||
United Rentals, Inc.(a)* | 401 | 22,043 | ||||
Wireless Telecommunication Services 1.0% | ||||||
MetroPCS Communications, Inc.* | 48,793 | 531,844 | ||||
Sprint Nextel Corp.* | 464,664 | 2,885,563 | ||||
Telephone & Data Systems, Inc. | 11,928 | 251,323 | ||||
United States Cellular Corp.(a)* | 6,900 | 248,400 | ||||
3,917,130 | ||||||
TOTAL COMMON STOCKS | ||||||
(Identified Cost $280,447,359) | 373,570,433 | |||||
SHORT-TERM INVESTMENTS 0.2% | ||||||
Other 0.2% | ||||||
SSgA Government Money Market Fund | 1 | 1 | ||||
SSgA Money Market Fund | 661,057 | 661,057 | ||||
661,058 | ||||||
TOTAL SHORT-TERM INVESTMENTS | ||||||
(Identified Cost $661,058) | 661,058 | |||||
COLLATERAL FOR SECURITIES ON LOAN 7.2% | ||||||
Short-Term 7.2% | ||||||
State Street Navigator Securities Lending Prime Portfolio | 27,204,490 | 27,204,490 | ||||
TOTAL COLLATERAL FOR SECURITIES ON LOAN | ||||||
(Identified Cost $27,204,490) | 27,204,490 | |||||
Total Investments 107.2% | ||||||
(Identified Cost $308,312,907)# | 401,435,981 | |||||
Liabilities, Less Cash and Other Assets (7.2%) | (27,070,826 | ) | ||||
Net Assets 100.0% | $ | 374,365,155 |
| See Note 1. | ||
(a) | A portion or all of the security was held on loan. As of March 31, 2013, the market value of the securities on loan was $26,625,407. | ||
* | Non-income producing security. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $308,312,907 Net unrealized appreciation aggregated $93,123,074 of which $114,887,095 related to appreciated investment securities and $21,764,021 related to depreciated investment securities. |
See notes to schedule of investments.
SA U.S. Value Fund
March 31, 2013
Portfolio Sectors (% of portfolio market value)
Sector |
Percentage |
|||
Financials | 24.2 | % | ||
Energy | 20.7 | % | ||
Consumer Discretionary | 13.3 | % | ||
Industrials | 11.8 | % | ||
Health Care | 8.2 | % | ||
Consumer Staples | 7.5 | % | ||
Telecommunication Services | 5.9 | % | ||
Information Technology | 4.4 | % | ||
Materials | 3.7 | % | ||
Utilities | 0.3 | % | ||
100.0 | % |
SA U.S. Small Company Fund
PORTFOLIO OF INVESTMENTS AS
OF MARCH 31, 2013 (Unaudited)
SHARES | VALUE | |||||
COMMON STOCKS 99.9% | ||||||
Aerospace & Defense 2.2% | ||||||
AAR Corp. | 9,000 | $ | 165,510 | |||
Aerovironment, Inc.(a)* | 7,512 | 136,193 | ||||
Alliant Techsystems, Inc. | 8,149 | 590,232 | ||||
Allied Defense Group, Inc. (The)(a) (b)* | 1,000 | 3,150 | ||||
American Science & Engineering, Inc. | 2,000 | 121,980 | ||||
Astronics Corp.* | 2,340 | 69,779 | ||||
CPI Aerostructures, Inc.* | 1,342 | 11,501 | ||||
Cubic Corp. | 6,700 | 286,224 | ||||
Curtiss-Wright Corp. | 10,953 | 380,069 | ||||
DigitalGlobe, Inc.* | 14,536 | 420,236 | ||||
Ducommun, Inc.* | 2,055 | 40,668 | ||||
Esterline Technologies Corp.* | 7,325 | 554,502 | ||||
Exelis, Inc. | 33,479 | 364,586 | ||||
GenCorp, Inc.(a)* | 11,383 | 151,394 | ||||
HEICO Corp.(a) | 4,568 | 198,297 | ||||
HEICO Corp., Class A | 6,462 | 221,711 | ||||
Hexcel Corp.* | 11,152 | 323,520 | ||||
Huntington Ingalls Industries, Inc. | 12,364 | 659,372 | ||||
Innovative Solutions & Support, Inc. | 4,950 | 24,403 | ||||
Kratos Defense & Security Solutions, Inc.(a)* | 905 | 4,552 | ||||
LMI Aerospace, Inc.* | 2,400 | 49,896 | ||||
Moog, Inc., Class A* | 9,505 | 435,614 | ||||
National Presto Industries, Inc.(a) | 1,000 | 80,500 | ||||
Orbital Sciences Corp.* | 13,200 | 220,308 | ||||
SIFCO Industries, Inc. | 1,187 | 21,853 | ||||
Sparton Corp.* | 1,324 | 17,742 | ||||
Sypris Solutions, Inc. | 4,000 | 16,720 | ||||
Taser International, Inc.* | 11,291 | 89,763 | ||||
Teledyne Technologies, Inc.* | 8,099 | 635,286 | ||||
6,295,561 | ||||||
Air Freight & Logistics 0.5% | ||||||
Air Transport Services Group, Inc.* | 13,990 | 81,562 | ||||
Atlas Air Worldwide Holdings, Inc.* | 5,768 | 235,104 | ||||
Echo Global Logistics, Inc.(a)* | 2,851 | 63,064 | ||||
Forward Air Corp. | 6,430 | 239,775 | ||||
HUB Group, Inc., Class A* | 9,300 | 357,678 | ||||
Pacer International, Inc.* | 6,954 | 34,978 | ||||
Park-Ohio Holdings Corp.* | 3,058 | 101,311 | ||||
UTi Worldwide, Inc. | 20,964 | 303,559 | ||||
XPO Logistics, Inc.(a)* | 2,237 | 37,671 | ||||
1,454,702 | ||||||
Airlines 0.8% | ||||||
Allegiant Travel Co.(a) | 4,800 | 426,144 | ||||
ATA Holdings Corp.(a) (b)* | 600 | | ||||
Hawaiian Holdings, Inc.(a)* | 12,656 | 72,899 | ||||
JetBlue Airways Corp.(a)* | 58,025 | 400,372 | ||||
Republic Airways Holdings, Inc.* | 10,855 | 125,267 | ||||
Skywest, Inc.(a) | 14,100 | 226,305 | ||||
Spirit Airlines, Inc.* | 9,436 | 239,297 | ||||
US Airways Group, Inc.(a)* | 40,550 | 688,133 | ||||
2,178,417 | ||||||
Auto Components 0.9% | ||||||
Cooper Tire & Rubber Co. | 15,600 | 400,296 | ||||
Dana Holding Corp. | 25,035 | 446,374 | ||||
Dorman Products, Inc.(a) | 8,481 | 315,578 | ||||
Drew Industries, Inc. | 4,800 | 174,288 | ||||
Exide Technologies* | 17,000 | 45,900 | ||||
Federal Mogul Corp.* | 15,600 | 94,068 | ||||
Fuel Systems Solutions, Inc.(a)* | 4,600 | 75,762 | ||||
Gentherm, Inc.* | 4,922 | 80,622 | ||||
Modine Manufacturing Co.* | 10,514 | 95,677 | ||||
Motorcar Parts of America, Inc.(a)* | 2,441 | 14,963 | ||||
Shiloh Industries, Inc. | 3,600 | 38,772 | ||||
Spartan Motors, Inc. | 6,900 | 36,639 | ||||
Standard Motor Products, Inc. | 8,436 | 233,846 | ||||
Stoneridge, Inc.* | 6,100 | 46,543 | ||||
Strattec Security Corp. | 700 | 19,901 | ||||
Superior Industries International, Inc. | 5,600 | 104,608 | ||||
Tenneco, Inc.* | 11,682 | 459,220 | ||||
Tower International, Inc.* | 1,049 | 14,686 | ||||
2,697,743 | ||||||
Automobiles 0.2% | ||||||
Thor Industries, Inc.(a) | 13,400 | 492,986 | ||||
Winnebago Industries, Inc.* | 6,500 | 134,160 | ||||
627,146 | ||||||
Beverages 0.1% | ||||||
Central European Distribution Corp.(a)* | 867 | 290 | ||||
Coca-Cola Bottling Co., Consolidated | 1,262 | 76,124 | ||||
Craft Brew Alliance, Inc.(a)* | 3,511 | 26,122 | ||||
MGP Ingredients, Inc.(a) | 5,072 | 22,215 | ||||
National Beverage Corp. | 10,920 | 153,426 | ||||
278,177 | ||||||
Biotechnology 1.2% | ||||||
Acorda Therapeutics, Inc.* | 9,310 | 298,199 | ||||
Affymax, Inc.(a)* | 8,319 | 11,563 | ||||
Alkermes PLC* | 8,365 | 198,334 | ||||
Allos Therapeutics, Inc.* | 20,200 | 202 | ||||
Alnylam Pharmaceuticals, Inc.* | 1,632 | 39,772 | ||||
AMAG Pharmaceuticals, Inc.* | 1,800 | 42,930 | ||||
Arena Pharmaceuticals, Inc.(a)* | 3,498 | 28,719 | ||||
Arqule, Inc.* | 5,584 | 14,463 | ||||
Astex Pharmaceuticals, Inc.* | 17,639 | 78,670 | ||||
AVEO Pharmaceuticals, Inc.(a)* | 6,191 | 45,504 | ||||
Biota Pharmaceuticals, Inc. | 1,516 | 6,155 | ||||
Celldex Therapeutics, Inc.(a)* | 6,027 | 69,793 | ||||
Celsion Corp.(a)* | 2,900 | 3,045 | ||||
Cleveland Biolabs, Inc.(a)* | 1,100 | 2,156 | ||||
Codexis, Inc.(a)* | 7,350 | 17,566 | ||||
Dynavax Technologies Corp.(a)* | 9,900 | 21,978 | ||||
Emergent Biosolutions, Inc.* | 8,443 | 118,033 | ||||
Enzon Pharmaceuticals, Inc.(a) | 13,152 | 49,978 | ||||
Exelixis, Inc.(a)* | 28,440 | 131,393 | ||||
GTx, Inc.(a)* | 8,162 | 33,872 | ||||
iBio, Inc.* | 2,200 | 1,188 | ||||
Immunomedics, Inc.(a)* | 11,226 | 27,055 | ||||
Incyte Corp. Ltd.(a)* | 15,534 | 363,651 | ||||
Infinity Pharmaceuticals, Inc.* | 3,052 | 147,930 | ||||
Ironwood Pharmaceuticals, Inc.(a)* | 3,011 | 55,071 | ||||
Maxygen, Inc. | 12,058 | 29,060 | ||||
MediciNova, Inc.(a)* | 4,071 | 10,910 | ||||
Medivation, Inc.* | 238 | 11,131 | ||||
Molecular Insight Pharmaceuticals, Inc.(a) (b)* | 3,500 | | ||||
Momenta Pharmaceuticals, Inc.(a)* | 10,706 | 142,818 | ||||
Myriad Genetics, Inc.* | 17,560 | 446,024 | ||||
Nanosphere, Inc.(a)* | 4,259 | 9,370 | ||||
Opko Health, Inc.(a)* | 30,534 | 232,974 | ||||
PDL BioPharma, Inc.(a) | 34,451 | 251,837 | ||||
Progenics Pharmaceuticals, Inc.(a)* | 6,971 | 37,574 | ||||
Repligen Corp.(a)* | 9,894 | 68,368 | ||||
Rigel Pharmaceuticals, Inc.* | 10,499 | 71,288 | ||||
Sangamo Biosciences, Inc.(a)* | 5,574 | 53,287 | ||||
Spectrum Pharmaceuticals, Inc.(a) | 12,000 | 89,520 | ||||
Synageva BioPharma Corp.(a)* | 555 | 30,481 | ||||
Targacept, Inc.(a)* | 1,758 | 7,524 | ||||
Theravance, Inc.(a)* | 295 | 6,968 | ||||
Trubion Pharmaceuticals, Inc.(c)* | 2,700 | | ||||
Vical, Inc.* | 609 | 2,424 | ||||
Zalicus, Inc.(a)* | 6,284 | 4,191 | ||||
3,312,969 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Building Products 0.8% | ||||||
A.O. Smith Corp. | 1,552 | $ | 114,181 | |||
AAON, Inc. | 5,850 | 161,401 | ||||
American Woodmark Corp.(a)* | 3,200 | 108,896 | ||||
Apogee Enterprises, Inc. | 6,300 | 182,385 | ||||
Builders FirstSource, Inc.(a)* | 9,152 | 53,631 | ||||
Gibraltar Industries, Inc.* | 6,800 | 124,100 | ||||
Griffon Corp. | 13,918 | 165,903 | ||||
Insteel Industries, Inc. | 4,000 | 65,280 | ||||
Lennox International, Inc. | 5,465 | 346,973 | ||||
NCI Building Systems, Inc.* | 2,390 | 41,514 | ||||
Nortek, Inc.* | 139 | 9,919 | ||||
Patrick Industries, Inc.(a)* | 2,524 | 39,778 | ||||
PGT, Inc.* | 3,825 | 26,278 | ||||
Quanex Building Products Corp. | 9,125 | 146,912 | ||||
Simpson Manufacturing Co., Inc.(a) | 12,100 | 370,381 | ||||
Trex Co., Inc.(a)* | 580 | 28,524 | ||||
Universal Forest Products, Inc. | 4,200 | 167,202 | ||||
2,153,258 | ||||||
Capital Markets 1.1% | ||||||
Artio Global Investors, Inc. | 1,461 | 3,974 | ||||
Calamos Asset Management, Inc., Series A | 4,127 | 48,575 | ||||
Cohen & Steers, Inc.(a) | 675 | 24,347 | ||||
Cowen Group, Inc., Class A* | 21,173 | 59,708 | ||||
Duff & Phelps Corp., Class A | 13,784 | 213,790 | ||||
Evercore Partners, Inc., Class A | 7,119 | 296,150 | ||||
Federated Investors, Inc., Class B(a) | 3,067 | 72,596 | ||||
Firstcity Financial Corp.* | 2,100 | 20,622 | ||||
FXCM, Inc., Class A | 3,290 | 45,007 | ||||
GAMCO Investors, Inc., Class A | 1,700 | 90,287 | ||||
GFI Group, Inc. | 25,121 | 83,904 | ||||
Greenhill & Co., Inc. | 4,701 | 250,939 | ||||
Harris & Harris Group, Inc.(a)* | 7,000 | 25,200 | ||||
HFF, Inc., Class A | 8,368 | 166,774 | ||||
ICG Group, Inc.* | 8,600 | 107,328 | ||||
Intl. FCStone, Inc.(a)* | 2,912 | 50,698 | ||||
Investment Technology Group, Inc.* | 9,700 | 107,088 | ||||
Janus Capital Group, Inc.(a) | 28,589 | 268,737 | ||||
JMP Group, Inc. | 3,620 | 25,014 | ||||
Knight Capital Group, Inc., Class A* | 23,916 | 88,968 | ||||
MCG Capital Corp.(a) | 7,612 | 36,385 | ||||
Medallion Financial Corp.(a) | 3,487 | 46,098 | ||||
Oppenheimer Holdings, Inc., Class A | 2,133 | 41,530 | ||||
Piper Jaffray Cos.* | 4,324 | 148,313 | ||||
Pzena Investment Management, Inc., Class A | 794 | 5,161 | ||||
Safeguard Scientifics, Inc.(a)* | 3,700 | 58,460 | ||||
Stifel Financial Corp.(a)* | 14,174 | 491,413 | ||||
SWS Group, Inc.(a)* | 5,901 | 35,701 | ||||
Teton Advisors, Inc.(a) | 25 | 452 | ||||
Virtus Investment Partners, Inc.* | 905 | 168,583 | ||||
Westwood Holdings Group, Inc. | 713 | 31,679 | ||||
3,113,481 | ||||||
Chemicals 2.5% | ||||||
A. Schulman, Inc. | 6,827 | 215,460 | ||||
American Pacific Corp.* | 1,600 | 36,976 | ||||
American Vanguard Corp. | 6,233 | 190,356 | ||||
Arabian American Development Co.(a)* | 2,693 | 22,702 | ||||
Axiall Corp. | 2,396 | 148,935 | ||||
Balchem Corp. | 6,525 | 286,708 | ||||
Calgon Carbon Corp.(a)* | 14,175 | 256,567 | ||||
Chase Corp. | 1,800 | 34,776 | ||||
Chemtura Corp.* | 24,516 | 529,791 | ||||
Core Molding Technologies, Inc.* | 1,500 | 13,320 | ||||
Ferro Corp.* | 14,100 | 95,175 | ||||
Flotek Industries, Inc.(a)* | 10,137 | 165,740 | ||||
FutureFuel Corp. | 5,687 | 69,097 | ||||
H.B. Fuller Co. | 12,300 | 480,684 | ||||
Hawkins, Inc.(a) | 1,824 | 72,869 | ||||
Innophos Holdings, Inc. | 4,800 | 261,888 | ||||
Innospec, Inc. | 5,100 | 225,828 | ||||
Intrepid Potash, Inc.(a) | 10,268 | 192,628 | ||||
KMG Chemicals, Inc.(a) | 2,500 | 48,600 | ||||
Koppers Holdings, Inc. | 4,400 | 193,512 | ||||
Kraton Performance Polymers, Inc.* | 7,917 | 185,258 | ||||
Kronos Worldwide, Inc.(a) | 6,628 | 103,728 | ||||
Landec Corp.* | 10,074 | 145,771 | ||||
LSB Industries, Inc.* | 5,556 | 193,238 | ||||
Minerals Technologies, Inc. | 8,800 | 365,288 | ||||
Northern Technologies International Corp.* | 800 | 10,816 | ||||
Olin Corp. | 20,077 | 506,342 | ||||
OM Group, Inc.(a)* | 7,688 | 180,514 | ||||
Omnova Solutions, Inc.* | 11,640 | 89,279 | ||||
Penford Corp.* | 3,648 | 40,018 | ||||
PolyOne Corp. | 22,875 | 558,379 | ||||
Quaker Chemical Corp. | 2,987 | 176,293 | ||||
Sensient Technologies Corp. | 11,357 | 443,945 | ||||
Stepan Co. | 3,400 | 214,540 | ||||
Tredegar Corp. | 8,700 | 256,128 | ||||
Valhi, Inc. | 1,644 | 26,386 | ||||
Zep, Inc. | 4,300 | 64,543 | ||||
Zoltek Cos., Inc.(a)* | 8,660 | 103,487 | ||||
7,205,565 | ||||||
Commercial Banks 7.7% | ||||||
1st Source Corp.(a) | 5,867 | 139,048 | ||||
1st United Bancorp, Inc. | 5,096 | 32,920 | ||||
Access National Corp. | 2,336 | 38,310 | ||||
American National Bankshares, Inc.(a) | 1,452 | 31,305 | ||||
Ameris Bancorp* | 4,922 | 70,631 | ||||
AmeriServ Financial, Inc.* | 4,400 | 13,772 | ||||
Arrow Financial Corp.(a) | 2,594 | 63,916 | ||||
Associated Banc-Corp. | 7,347 | 111,601 | ||||
Bancfirst Corp.(a) | 3,000 | 125,100 | ||||
Bancorp, Inc.* | 7,040 | 97,504 | ||||
Bancorpsouth, Inc. | 23,646 | 385,430 | ||||
Bank of Hawaii Corp.(a) | 10,216 | 519,075 | ||||
Bank of the Ozarks, Inc.(a) | 8,000 | 354,800 | ||||
Banner Corp. | 4,200 | 133,686 | ||||
Bar Harbor Bankshares | 452 | 16,521 | ||||
BBCN Bancorp, Inc. | 19,513 | 254,840 | ||||
Boston Private Financial Holdings, Inc. | 19,767 | 195,298 | ||||
Bridge Bancorp, Inc. | 400 | 8,604 | ||||
Bryn Mawr Bank Corp. | 2,508 | 58,386 | ||||
Camden National Corp.(a) | 2,000 | 66,160 | ||||
Capital City Bank Group, Inc.(a)* | 664 | 8,200 | ||||
CapitalSource, Inc. | 68,837 | 662,212 | ||||
Cardinal Financial Corp. | 6,692 | 121,661 | ||||
Cathay General Bancorp | 24,870 | 500,384 | ||||
Center Bancorp, Inc. | 3,180 | 39,527 | ||||
Centerstate Banks, Inc. | 4,385 | 37,623 | ||||
Central Pacific Financial Corp.* | 1,375 | 21,587 | ||||
Century Bancorp, Inc., Class A | 200 | 6,782 | ||||
Chemical Financial Corp. | 6,514 | 171,839 | ||||
City Holding Co.(a) | 6,502 | 258,715 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Commercial Banks (Continued) | ||||||
CNB Financial Corp. | 1,780 | $ | 30,349 | |||
CoBiz Financial, Inc. | 8,151 | 65,860 | ||||
Columbia Banking System, Inc. | 9,041 | 198,721 | ||||
Community Bank System, Inc.(a) | 9,634 | 285,455 | ||||
Community Trust Bancorp, Inc.(a) | 4,498 | 153,067 | ||||
CVB Financial Corp. | 26,555 | 299,275 | ||||
Enterprise Bancorp, Inc.(a) | 300 | 5,085 | ||||
Enterprise Financial Services Corp. | 3,156 | 45,257 | ||||
Fidelity Southern Corp.(a)* | 1,022 | 11,753 | ||||
Financial Institutions, Inc. | 3,105 | 61,976 | ||||
First BanCorp(a)* | 3,627 | 22,596 | ||||
First Bancorp(a) | 3,400 | 45,866 | ||||
First Bancorp, Inc.(a) | 1,683 | 30,311 | ||||
First Busey Corp., Class A | 18,934 | 86,528 | ||||
First California Financial Group, Inc.* | 1,155 | 9,841 | ||||
First Citizens BancShares, Inc., Class A | 200 | 36,540 | ||||
First Commonwealth Financial Corp.(a) | 24,467 | 182,524 | ||||
First Community Bancshares, Inc. | 3,962 | 62,798 | ||||
First Financial Bancorp | 13,758 | 220,816 | ||||
First Financial Bankshares, Inc.(a) | 7,102 | 345,157 | ||||
First Financial Corp.(a) | 3,200 | 100,768 | ||||
First Interstate Bancsystem, Inc. | 2,918 | 54,888 | ||||
First Merchants Corp. | 6,125 | 94,754 | ||||
First Midwest Bancorp, Inc. | 18,728 | 248,708 | ||||
FirstMerit Corp.(a) | 27,260 | 450,608 | ||||
FNB Corp.(a) | 34,434 | 416,651 | ||||
Fulton Financial Corp. | 49,749 | 582,063 | ||||
German American Bancorp, Inc.(a) | 2,400 | 55,224 | ||||
Glacier Bancorp, Inc.(a) | 17,991 | 341,469 | ||||
Great Southern Bancorp, Inc. | 3,025 | 73,780 | ||||
Guaranty Bancorp* | 7,800 | 16,380 | ||||
Hanmi Financial Corp.* | 6,546 | 104,736 | ||||
Heartland Financial USA, Inc. | 5,400 | 136,458 | ||||
Heritage Commerce Corp.* | 3,712 | 24,982 | ||||
Heritage Financial Corp/WA | 1,956 | 28,362 | ||||
Home Bancshares, Inc. | 7,169 | 270,056 | ||||
Horizon Bancorp | 466 | 9,418 | ||||
Hudson Valley Holding Corp. | 3,597 | 53,631 | ||||
Iberiabank Corp. | 7,535 | 376,901 | ||||
Independent Bank Corp.(a) | 4,384 | 142,875 | ||||
International Bancshares Corp. | 15,347 | 319,218 | ||||
Intervest Bancshares Corp., Class A* | 2,000 | 11,760 | ||||
Investors Bancorp, Inc. | 34,155 | 641,431 | ||||
Lakeland Bancorp, Inc.(a) | 5,815 | 57,278 | ||||
Lakeland Financial Corp. | 3,189 | 85,114 | ||||
Macatawa Bank Corp.(a)* | 3,307 | 17,891 | ||||
MainSource Financial Group, Inc. | 4,530 | 63,601 | ||||
MB Financial, Inc. | 13,631 | 329,461 | ||||
MBT Financial Corp.(a)* | 4,700 | 18,330 | ||||
Mercantile Bank Corp. | 1,265 | 21,138 | ||||
Merchants Bancshares, Inc. | 1,081 | 32,576 | ||||
Metro Bancorp, Inc.* | 4,280 | 70,791 | ||||
MetroCorp Bancshares, Inc.* | 1,146 | 11,563 | ||||
Midsouth Bancorp, Inc.(a) | 2,100 | 34,146 | ||||
National Penn Bancshares, Inc. | 37,911 | 405,269 | ||||
NBT Bancorp, Inc.(a) | 7,860 | 174,099 | ||||
New Century Bancorp, Inc.* | 200 | 1,232 | ||||
NewBridge Bancorp* | 3,549 | 20,904 | ||||
Northrim BanCorp, Inc. | 664 | 14,920 | ||||
Old National Bancorp | 25,400 | 349,250 | ||||
OmniAmerican Bancorp, Inc.* | 3,585 | 90,629 | ||||
Oriental Financial Group, Inc. | 11,158 | 173,061 | ||||
Pacific Continental Corp. | 3,047 | 34,035 | ||||
Pacific Mercantile Bancorp(a)* | 2,500 | 14,625 | ||||
Pacific Premier Bancorp, Inc.* | 1,400 | 18,410 | ||||
PacWest Bancorp | 9,156 | 266,531 | ||||
Park National Corp.(a) | 3,450 | 240,775 | ||||
Park Sterling Corp.* | 6,835 | 38,549 | ||||
Peapack Gladstone Financial Corp.(a) | 1,312 | 19,562 | ||||
Penns Woods Bancorp, Inc. | 476 | 19,502 | ||||
Peoples Bancorp, Inc. | 2,300 | 51,497 | ||||
Pinnacle Financial Partners, Inc.* | 9,756 | 227,900 | ||||
Popular, Inc.* | 7,754 | 214,088 | ||||
PrivateBancorp, Inc. | 16,928 | 320,108 | ||||
Prosperity Bancshares, Inc.(a) | 8,827 | 418,312 | ||||
Renasant Corp.(a) | 6,155 | 137,749 | ||||
Republic Bancorp, Inc., Class A(a) | 7,344 | 166,268 | ||||
S&T Bancorp, Inc. | 10,071 | 186,716 | ||||
S.Y. Bancorp, Inc. | 2,891 | 65,047 | ||||
Sandy Spring Bancorp, Inc. | 6,300 | 126,630 | ||||
SCBT Financial Corp.(a) | 2,608 | 131,443 | ||||
Sierra Bancorp | 2,405 | 31,626 | ||||
Simmons First National Corp., Class A(a) | 3,100 | 78,492 | ||||
Southern Community Financial Corp.(a)* | 3,300 | 726 | ||||
Southside Bancshares, Inc.(a) | 3,484 | 73,199 | ||||
Southwest Bancorp, Inc.* | 3,700 | 46,472 | ||||
StellarOne Corp. | 4,223 | 68,201 | ||||
Sterling Bancorp | 6,040 | 61,366 | ||||
Suffolk Bancorp* | 2,200 | 31,328 | ||||
Sun Bancorp, Inc.(a)* | 2,965 | 10,111 | ||||
Susquehanna Bancshares, Inc. | 44,647 | 554,962 | ||||
Synovus Financial Corp. | 158,919 | 440,206 | ||||
Taylor Capital Group, Inc.(a)* | 4,417 | 70,628 | ||||
TCF Financial Corp.(a) | 34,953 | 522,897 | ||||
Texas Capital Bancshares, Inc.* | 9,200 | 372,140 | ||||
Tompkins Financial Corp. | 2,420 | 102,318 | ||||
TowneBank(a) | 5,769 | 86,362 | ||||
Trico Bancshares | 3,800 | 64,980 | ||||
Trustmark Corp.(a) | 13,700 | 342,637 | ||||
UMB Financial Corp.(a) | 8,900 | 436,723 | ||||
Umpqua Holdings Corp. | 22,906 | 303,734 | ||||
Union First Market Bankshares Corp. | 4,860 | 95,062 | ||||
United Bankshares, Inc.(a) | 10,300 | 274,083 | ||||
United Community Banks, Inc/GA* | 7,795 | 88,395 | ||||
Univest Corp. of Pennsylvania | 3,100 | 54,002 | ||||
Valley National Bancorp(a) | 9,094 | 93,123 | ||||
Virginia Commerce Bancorp, Inc.* | 5,786 | 81,293 | ||||
Washington Banking Co. | 2,374 | 33,094 | ||||
Washington Trust Bancorp, Inc. | 3,000 | 82,140 | ||||
Webster Financial Corp. | 18,456 | 447,743 | ||||
WesBanco, Inc. | 5,363 | 128,444 | ||||
West Bancorporation, Inc.(a) | 5,350 | 59,385 | ||||
West Coast Bancorp/OR | 3,519 | 85,441 | ||||
Westamerica Bancorporation(a) | 6,300 | 285,579 | ||||
Western Alliance Bancorp* | 17,297 | 239,390 | ||||
Wilshire Bancorp, Inc.* | 14,244 | 96,574 | ||||
Wintrust Financial Corp.(a) | 7,350 | 272,244 | ||||
22,084,433 | ||||||
Commercial Services & Supplies 2.6% | ||||||
ABM Industries, Inc. | 12,860 | 286,006 | ||||
ACCO Brands Corp.* | 13,420 | 89,646 | ||||
Acorn Energy, Inc.(a) | 4,341 | 31,906 | ||||
ARC Document Solutions, Inc.* | 5,300 | 15,794 | ||||
AT Cross Co., Class A* | 1,436 | 19,774 | ||||
Brink's Co. (The) | 11,652 | 329,286 | ||||
Casella Waste Systems, Inc., Class A* | 4,381 | 19,145 | ||||
Ceco Environmental Corp. | 3,800 | 49,134 | ||||
Command Security Corp.(a)* | 4,300 | 7,955 | ||||
Consolidated Graphics, Inc.* | 2,500 | 97,750 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Commercial Services & Supplies (Continued) | ||||||
Courier Corp. | 1,857 | $ | 26,759 | |||
Covanta Holding Corp. | 4,872 | 98,171 | ||||
Deluxe Corp.(a) | 11,800 | 488,520 | ||||
EnergySolutions, Inc.* | 4,308 | 16,155 | ||||
EnerNOC, Inc.* | 5,200 | 90,324 | ||||
Ennis, Inc. | 5,800 | 87,406 | ||||
G&K Services, Inc., Class A | 4,300 | 195,693 | ||||
Heritage-Crystal Clean, Inc.(a)* | 712 | 10,751 | ||||
Herman Miller, Inc. | 13,310 | 368,288 | ||||
HNI Corp.(a) | 10,511 | 373,035 | ||||
Innerworkings, Inc.(a)* | 6,381 | 96,608 | ||||
Interface, Inc. | 20,182 | 387,898 | ||||
Intersections, Inc.(a) | 4,476 | 42,119 | ||||
KAR Auction Services, Inc. | 5,778 | 115,733 | ||||
Kimball International, Inc., Class B | 6,325 | 57,304 | ||||
Knoll, Inc. | 11,450 | 207,588 | ||||
Mcgrath Rentcorp | 5,300 | 164,830 | ||||
Metalico, Inc.(a)* | 8,295 | 13,438 | ||||
Mine Safety Appliances Co. | 9,200 | 456,504 | ||||
Mobile Mini, Inc.(a)* | 10,131 | 298,155 | ||||
Multi-Color Corp.(a) | 3,091 | 79,717 | ||||
NL Industries, Inc.(a) | 11,700 | 145,431 | ||||
Quad/Graphics, Inc.(a) | 2,322 | 55,589 | ||||
R.R. Donnelley & Sons Co.(a) | 36,054 | 434,451 | ||||
Schawk, Inc. | 5,600 | 61,544 | ||||
Standard Parking Corp.* | 4,000 | 82,800 | ||||
Steelcase, Inc., Class A | 19,823 | 291,993 | ||||
Team, Inc.* | 4,200 | 172,494 | ||||
Tetra Tech, Inc.(a)* | 13,589 | 414,329 | ||||
TMS International Corp., Class A* | 1,233 | 16,276 | ||||
TRC Cos., Inc.* | 7,000 | 45,150 | ||||
UniFirst Corp. | 3,000 | 271,500 | ||||
United Stationers, Inc. | 12,800 | 494,720 | ||||
US Ecology, Inc. | 3,766 | 99,987 | ||||
Versar, Inc.* | 2,000 | 8,640 | ||||
Viad Corp. | 4,500 | 124,470 | ||||
Virco Manufacturing* | 2,494 | 5,936 | ||||
7,346,702 | ||||||
Communications Equipment 1.8% | ||||||
Acme Packet, Inc.* | 987 | 28,840 | ||||
ADTRAN, Inc.(a) | 11,712 | 230,141 | ||||
Anaren, Inc.* | 3,900 | 75,621 | ||||
Arris Group, Inc.* | 30,762 | 528,183 | ||||
Aviat Networks, Inc.* | 10,891 | 36,703 | ||||
Aware, Inc.(a) | 4,900 | 22,687 | ||||
Bel Fuse, Inc., Class B | 1,890 | 29,503 | ||||
Black Box Corp. | 3,700 | 80,697 | ||||
CalAmp Corp.* | 7,009 | 76,889 | ||||
Calix, Inc.(a)* | 10,028 | 81,728 | ||||
Clearfield, Inc.* | 1,600 | 9,600 | ||||
Communications Systems, Inc. | 1,418 | 13,967 | ||||
Comtech Telecommunications Corp. | 5,325 | 129,291 | ||||
Digi International, Inc.* | 7,600 | 67,868 | ||||
Emcore Corp.(a)* | 3,850 | 22,407 | ||||
Emulex Corp.* | 21,600 | 141,048 | ||||
Extreme Networks* | 21,300 | 71,781 | ||||
Finisar Corp.(a)* | 15,065 | 198,707 | ||||
Globecomm Systems, Inc.* | 8,871 | 106,541 | ||||
Harmonic, Inc.* | 27,125 | 157,054 | ||||
Infinera Corp.(a)* | 23,205 | 162,435 | ||||
InterDigital, Inc.(a) | 8,365 | 400,098 | ||||
Ixia(a)* | 14,258 | 308,543 | ||||
KVH Industries, Inc.* | 3,300 | 44,781 | ||||
Loral Space & Communications, Inc. | 4,385 | 271,344 | ||||
Netgear, Inc.(a)* | 8,761 | 293,581 | ||||
Numerex Corp., Class A* | 2,359 | 30,172 | ||||
Oplink Communications, Inc.* | 4,200 | 68,880 | ||||
Optical Cable Corp. | 374 | 1,560 | ||||
PC-Tel, Inc. | 4,100 | 29,110 | ||||
Plantronics, Inc. | 11,000 | 486,090 | ||||
Polycom, Inc.* | 7,809 | 86,524 | ||||
Procera Networks, Inc.(a)* | 173 | 2,057 | ||||
Relm Wireless Corp.* | 2,000 | 4,460 | ||||
ShoreTel, Inc.* | 11,233 | 40,776 | ||||
Sonus Networks, Inc.(a)* | 82,636 | 214,027 | ||||
Symmetricom, Inc.* | 21,384 | 97,083 | ||||
Tellabs, Inc. | 26,798 | 56,008 | ||||
Telular Corp. | 4,597 | 46,246 | ||||
Tessco Technologies, Inc.(a) | 1,000 | 21,640 | ||||
Ubiquiti Networks, Inc. | 1,491 | 20,456 | ||||
UTStarcom Holdings Corp.* | 2,968 | 8,310 | ||||
Viasat, Inc.(a)* | 8,400 | 406,896 | ||||
Westell Technologies, Inc., Class A* | 13,200 | 26,532 | ||||
5,236,865 | ||||||
Computers & Peripherals 1.2% | ||||||
3D Systems Corp.(a)* | 11,058 | 356,510 | ||||
Astro-Med, Inc.(a) | 1,572 | 15,060 | ||||
Avid Technology, Inc.* | 3,606 | 22,610 | ||||
Concurrent Computer Corp.(a) | 1,362 | 10,773 | ||||
Cray, Inc.* | 9,648 | 223,930 | ||||
Datalink Corp.* | 3,145 | 37,992 | ||||
Diebold, Inc. | 14,312 | 433,940 | ||||
Dot Hill Systems Corp.* | 5,685 | 6,254 | ||||
Electronics for Imaging, Inc.* | 11,600 | 294,176 | ||||
Fusion-io, Inc.(a)* | 3,060 | 50,092 | ||||
Imation Corp.* | 5,188 | 19,818 | ||||
Immersion Corp.(a)* | 4,661 | 54,720 | ||||
Intermec, Inc.* | 10,766 | 105,830 | ||||
Interphase Corp.* | 1,200 | 3,084 | ||||
Intevac, Inc.* | 4,883 | 23,048 | ||||
Lexmark International, Inc., Class A | 7,576 | 200,006 | ||||
QLogic Corp.* | 25,117 | 291,357 | ||||
Qualstar Corp.* | 3,000 | 5,010 | ||||
Rimage Corp.(a) | 4,700 | 42,394 | ||||
Silicon Graphics International Corp.(a)* | 5,367 | 73,796 | ||||
STEC, Inc.(a)* | 10,200 | 45,084 | ||||
Stratasys Ltd.(a)* | 4,214 | 312,763 | ||||
Super Micro Computer, Inc.(a)* | 8,716 | 98,404 | ||||
Synaptics, Inc.(a)* | 13,601 | 553,425 | ||||
Transact Technologies, Inc. | 1,515 | 11,953 | ||||
USA Technologies, Inc.(a)* | 1,931 | 5,059 | ||||
Video Display Corp.* | 1,990 | 7,681 | ||||
Xyratex Ltd. | 4,652 | 46,055 | ||||
3,350,824 | ||||||
Construction & Engineering 1.2% | ||||||
Aegion Corp.(a)* | 8,068 | 186,774 | ||||
Ameresco, Inc., Class A* | 4,779 | 35,365 | ||||
Argan, Inc. | 3,057 | 45,580 | ||||
Chicago Bridge & Iron Co. NV | 2,020 | 125,442 | ||||
Comfort Systems USA, Inc. | 8,930 | 125,824 | ||||
Dycom Industries, Inc.* | 8,000 | 157,520 | ||||
EMCOR Group, Inc. | 16,624 | 704,691 | ||||
Engility Holdings, Inc.* | 340 | 8,153 | ||||
Furmanite Corp.* | 10,379 | 69,436 | ||||
Goldfield Corp. (The)* | 4,433 | 16,358 | ||||
Granite Construction, Inc. | 9,694 | 308,657 | ||||
Great Lakes Dredge & Dock Corp. | 14,466 | 97,356 | ||||
Integrated Electrical Services, Inc.* | | |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Construction & Engineering (Continued) | ||||||
Layne Christensen Co.* | 4,921 | $ | 105,211 | |||
MasTec, Inc.(a)* | 20,202 | 588,888 | ||||
Michael Baker Corp. | 1,700 | 41,650 | ||||
MYR Group, Inc.* | 7,125 | 174,990 | ||||
Northwest Pipe Co.* | 2,100 | 58,758 | ||||
Orion Marine Group, Inc.* | 5,211 | 51,797 | ||||
Pike Electric Corp. | 7,651 | 108,874 | ||||
Primoris Services Corp. | 10,357 | 228,993 | ||||
Sterling Construction Co., Inc.* | 3,741 | 40,739 | ||||
Tutor Perini Corp.* | 9,649 | 186,226 | ||||
3,467,282 | ||||||
Construction Materials 0.3% | ||||||
Eagle Materials, Inc. | 4,000 | 266,520 | ||||
Headwaters, Inc.* | 6,553 | 71,428 | ||||
Texas Industries, Inc.(a)* | 6,200 | 391,282 | ||||
United States Lime & Minerals, Inc.* | 1,679 | 89,306 | ||||
818,536 | ||||||
Consumer Finance 1.3% | ||||||
Asset Acceptance Capital Corp.(a)* | 5,000 | 33,700 | ||||
Asta Funding, Inc. | 2,600 | 24,960 | ||||
Atlanticus Holdings Corp.(a)* | 5,476 | 20,097 | ||||
Cash America International, Inc.(a) | 6,882 | 361,099 | ||||
Consumer Portfolio Services, Inc.* | 10,500 | 122,955 | ||||
Credit Acceptance Corp.* | 4,082 | 498,575 | ||||
DFC Global Corp.* | 10,498 | 174,687 | ||||
Encore Capital Group, Inc.(a)* | 6,000 | 180,600 | ||||
Ezcorp, Inc., Class A* | 11,029 | 234,918 | ||||
First Cash Financial Services, Inc.* | 7,400 |
|
431,716 | |||
First Marblehead Corp. (The)(a)* | 18,037 | 18,217 | ||||
Green Dot Corp., Class A(a)* | 6,285 | 105,022 | ||||
Nelnet, Inc., Class A | 9,000 | 304,200 | ||||
Netspend Holdings, Inc.* | 17,401 | 276,502 | ||||
Portfolio Recovery Associates, Inc.* | 3,600 | 456,912 | ||||
QC Holdings, Inc. | 5,600 | 17,976 | ||||
World Acceptance Corp.(a)* | 3,636 | 312,223 | ||||
3,574,359 | ||||||
Containers & Packaging 0.4% | ||||||
AEP Industries, Inc.(a)* | 1,000 | 71,810 | ||||
Boise, Inc. | 25,804 | 223,463 | ||||
Graphic Packaging Holding Co.* | 79,328 | 594,167 | ||||
Greif, Inc., Class A | 164 | 8,794 | ||||
Greif, Inc., Class B(a) | 42 | 2,356 | ||||
Myers Industries, Inc. | 8,017 | 111,917 | ||||
1,012,507 | ||||||
Distributors 0.2% | ||||||
Core-Mark Holding Co., Inc. | 2,102 | 107,854 | ||||
Pool Corp. | 11,103 | 532,944 | ||||
VOXX International Corp.* | 3,800 | 40,698 | ||||
Weyco Group, Inc. | 690 | 16,912 | ||||
698,408 | ||||||
Diversified Consumer Services 1.1% | ||||||
American Public Education, Inc.(a)* | 4,715 | 164,506 | ||||
Ascent Capital Group, Inc., Class A* | 2,620 | 195,033 | ||||
Bridgepoint Education, Inc.(a)* | 13,163 | 134,658 | ||||
Capella Education Co.(a)* | 3,000 | 93,420 | ||||
Career Education Corp.* | 13,047 | 30,921 | ||||
Carriage Services, Inc.(a) | 3,900 | 82,875 | ||||
Coinstar, Inc.(a)* | 7,100 | 414,782 | ||||
Collectors Universe(a) | 1,242 | 14,618 | ||||
DeVry, Inc.(a) | 2,787 | 88,487 | ||||
Grand Canyon Education, Inc.(a)* | 10,562 | 268,169 | ||||
Hillenbrand, Inc. | 15,646 | 395,531 | ||||
ITT Educational Services, Inc.(a)* | 6,143 | 84,651 | ||||
K12, Inc.(a)* | 7,906 | 190,614 | ||||
Learning Tree International, Inc.(a)* | 5,000 | 18,500 | ||||
Lincoln Educational Services Corp.(a) | 5,874 | 34,422 | ||||
Mac-Gray Corp. | 2,474 | 31,667 | ||||
Matthews International Corp., Class A(a) | 6,900 | 240,741 | ||||
Regis Corp.(a) | 13,486 | 245,310 | ||||
Spectrum Group International, Inc.* | 7,402 | 16,136 | ||||
Steiner Leisure Ltd.* | 3,146 | 152,141 | ||||
Stewart Enterprises, Inc., Class A(a) | 18,484 | 171,716 | ||||
Strayer Education, Inc.(a) | 2,100 | 101,598 | ||||
Universal Technical Institute, Inc. | 5,900 | 74,517 | ||||
3,245,013 | ||||||
Diversified Financial Services 0.4% | ||||||
Interactive Brokers Group, Inc., Class A | 11,372 | 169,556 | ||||
MarketAxess Holdings, Inc. | 8,912 | 332,418 | ||||
Marlin Business Services Corp. | 2,800 | 64,932 | ||||
MicroFinancial, Inc.(a) | 2,171 | 18,301 | ||||
NewStar Financial, Inc.(a)* | 13,144 | 173,895 | ||||
PHH Corp.* | 14,100 | 309,636 | ||||
Pico Holdings, Inc.* | 4,793 | 106,405 | ||||
Primus Guaranty Ltd.(a)* | 3,700 | 36,445 | ||||
Resource America, Inc., Class A | 3,800 | 37,848 | ||||
1,249,436 | ||||||
Diversified Telecommunication Services 0.5% | ||||||
8x8, Inc.* | 1,527 | 10,460 | ||||
Atlantic Tele-Network, Inc. | 3,600 | 174,636 | ||||
Cbeyond, Inc.* | 5,770 | 42,871 | ||||
Cincinnati Bell, Inc.(a)* | 51,900 | 169,194 | ||||
Consolidated Communications Holdings, Inc. | 8,840 | 155,142 | ||||
General Communication, Inc., Class A* | 16,861 | 154,615 | ||||
Hawaiian Telcom Holdco, Inc.(a)* | 187 | 4,314 | ||||
HickoryTech Corp. | 4,037 | 40,976 | ||||
IDT Corp., Class B(a) | 4,900 | 59,094 | ||||
Iridium Communications, Inc.(a)* | 13,394 | 80,632 | ||||
Lumos Networks Corp.(a) | 4,685 | 63,154 | ||||
Neutral Tandem, Inc. | 6,825 | 22,318 | ||||
Orbcomm, Inc.(a)* | 7,997 | 41,664 | ||||
Premiere Global Services, Inc.* | 13,860 | 152,321 | ||||
Primus Telecommunications Group, Inc.(a) | 1,134 | 12,531 | ||||
Vonage Holdings Corp.* | 36,084 | 104,283 | ||||
1,288,205 | ||||||
Electric Utilities 1.3% | ||||||
Allete, Inc. | 7,400 | 362,748 | ||||
Cleco Corp. | 6,921 | 325,495 | ||||
El Paso Electric Co. | 11,500 | 386,975 | ||||
Empire District Electric Co. (The) | 7,700 | 172,480 | ||||
IDACORP, Inc. | 10,600 | 511,662 | ||||
MGE Energy, Inc.(a) | 4,500 | 249,480 | ||||
Otter Tail Corp.(a) | 7,214 | 224,644 | ||||
PNM Resources, Inc. | 17,350 | 404,081 | ||||
Portland General Electric Co. | 14,100 | 427,653 | ||||
UIL Holdings Corp.(a) | 5,166 | 204,522 | ||||
Unitil Corp. | 2,200 | 61,886 | ||||
UNS Energy Corp.(a) | 8,000 | 391,520 | ||||
3,723,146 | ||||||
Electrical Equipment 1.6% | ||||||
Allied Motion Technologies, Inc. | 1,600 | 11,040 | ||||
American Superconductor Corp.* | 4,411 | 11,733 | ||||
AZZ, Inc. | 5,400 | 260,280 | ||||
Belden, Inc. | 10,530 | 543,874 | ||||
Brady Corp., Class A | 11,473 | 384,690 | ||||
Coleman Cable, Inc. | 2,781 | 41,715 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Electrical Equipment (Continued) | ||||||
Encore Wire Corp. | 5,200 | $ | 182,104 | |||
EnerSys, Inc.* | 11,800 | 537,844 | ||||
Espey Manufacturing & Electronics Corp. | 150 | 3,900 | ||||
Franklin Electric Co., Inc. | 10,600 | 355,842 | ||||
Generac Holdings, Inc.(a) | 15,486 | 547,275 | ||||
General Cable Corp.* | 11,499 | 421,208 | ||||
Global Power Equipment Group, Inc. | 3,290 | 57,970 | ||||
II-VI, Inc.* | 23,822 | 405,927 | ||||
LSI Industries, Inc. | 4,900 | 34,202 | ||||
Magnetek, Inc.* | 979 | 13,677 | ||||
Ocean Power Technologies, Inc.* | 1,700 | 2,584 | ||||
Orion Energy Systems, Inc.(a)* | 3,100 | 7,688 | ||||
Polypore International, Inc.(a)* | 9,346 | 375,522 | ||||
Powell Industries, Inc.* | 2,600 | 136,682 | ||||
PowerSecure International, Inc.* | 5,500 | 69,905 | ||||
Preformed Line Products Co. | 850 | 59,475 | ||||
SL Industries, Inc. | 986 | 17,876 | ||||
Thermon Group Holdings, Inc.* | 2,377 | 52,793 | ||||
Ultralife Corp.* | 3,600 | 15,768 | ||||
Vicor Corp.* | 11,546 | 57,384 | ||||
4,608,958 | ||||||
Electronic Equipment, Instruments & Components 2.9% | ||||||
ADDvantage Technologies Group, Inc.(a)* | 2,400 | 5,592 | ||||
Aeroflex Holding Corp.* | 5,704 | 44,834 | ||||
Agilysys, Inc.(a)* | 5,376 | 53,438 | ||||
Anixter International, Inc. | 7,271 | 508,388 | ||||
Badger Meter, Inc.(a) | 3,000 | 160,560 | ||||
Benchmark Electronics, Inc.* | 14,710 | 265,074 | ||||
Checkpoint Systems, Inc.* | 8,513 | 111,180 | ||||
Cognex Corp. | 9,915 | 417,917 | ||||
Coherent, Inc. | 6,900 | 391,506 | ||||
CTS Corp. | 6,500 | 67,860 | ||||
Daktronics, Inc. | 9,792 | 102,816 | ||||
DTS, Inc.* | 4,196 | 69,780 | ||||
Echelon Corp.(a)* | 6,379 | 15,565 | ||||
Electro Rent Corp. | 6,482 | 120,176 | ||||
Electro Scientific Industries, Inc. | 7,067 | 78,090 | ||||
eMagin Corp. | 3,154 | 10,818 | ||||
Fabrinet* | 5,628 | 82,225 | ||||
FARO Technologies, Inc.* | 3,250 | 141,018 | ||||
FEI Co. | 9,800 | 632,590 | ||||
Frequency Electronics, Inc. | 1,400 | 13,076 | ||||
GSI Group, Inc.* | 8,322 | 70,987 | ||||
I.D. Systems, Inc.(a)* | 2,750 | 15,675 | ||||
IEC Electronics Corp.(a)* | 800 | 4,600 | ||||
Insight Enterprises, Inc.* | 10,250 | 211,355 | ||||
Intellicheck Mobilisa, Inc.(a)* | 3,500 | 1,365 | ||||
IntriCon Corp.* | 1,000 | 4,830 | ||||
Iteris, Inc.* | 7,798 | 14,192 | ||||
Itron, Inc.(a)* | 7,476 | 346,886 | ||||
Kemet Corp.* | 8,936 | 55,850 | ||||
KEY Tronic Corp.(a)* | 1,700 | 19,482 | ||||
Littelfuse, Inc. | 5,865 | 397,940 | ||||
LoJack Corp.(a)* | 6,666 | 20,798 | ||||
Maxwell Technologies, Inc.* | 2,167 | 11,680 | ||||
Measurement Specialties, Inc.* | 3,300 | 131,241 | ||||
Mercury Computer Systems, Inc.(a)* | 6,770 | 49,895 | ||||
Mesa Laboratories, Inc. | 740 | 39,213 | ||||
Methode Electronics, Inc. | 12,397 | 159,673 | ||||
MOCON, Inc.(a) | 600 | 8,496 | ||||
MTS Systems Corp. | 3,800 | 220,970 | ||||
Multi-Fineline Electronix, Inc.* | 6,500 | 100,295 | ||||
NAPCO Security Technologies, Inc.* | 4,850 | 19,400 | ||||
NetList, Inc.(a)* | 3,200 | 2,496 | ||||
Newport Corp.* | 13,303 | 225,087 | ||||
OSI Systems, Inc.* | 4,180 | 260,372 | ||||
PAR Technology Corp.* | 3,000 | 14,130 | ||||
Park Electrochemical Corp. | 4,194 | 106,276 | ||||
PC Connection, Inc. | 6,200 | 101,370 | ||||
PCM, Inc.* | 2,200 | 18,260 | ||||
Perceptron, Inc. | 1,100 | 7,942 | ||||
Plexus Corp.* | 8,900 | 216,359 | ||||
Power-One, Inc.(a)* | 29,175 | 121,076 | ||||
Radisys Corp.* | 8,500 | 41,820 | ||||
RealD, Inc.(a)* | 7,304 | 94,952 | ||||
Research Frontiers, Inc.(a)* | 2,600 | 9,568 | ||||
RF Industries Ltd.(a) | 1,100 | 7,524 | ||||
Richardson Electronics Ltd. | 2,700 | 32,022 | ||||
Rofin-Sinar Technologies, Inc.* | 7,200 | 195,048 | ||||
Rogers Corp.* | 3,900 | 185,718 | ||||
Sanmina Corp.* | 17,544 | 199,300 | ||||
Scansource, Inc.* | 6,012 | 169,659 | ||||
SYNNEX Corp.(a)* | 8,279 | 306,323 | ||||
Tech Data Corp.* | 3,948 | 180,068 | ||||
TTM Technologies, Inc.* | 16,816 | 127,802 | ||||
Viasystems Group, Inc.(a)* | 2,056 | 26,810 | ||||
Vishay Intertechnology, Inc.(a)* | 28,915 | 393,533 | ||||
Vishay Precision Group, Inc.(a)* | 2,771 | 40,706 | ||||
Wayside Technology Group, Inc. | 315 | 3,745 | ||||
Zygo Corp.* | 3,600 | 53,316 | ||||
8,338,608 | ||||||
Energy Equipment & Services 2.4% | ||||||
Basic Energy Services, Inc.(a)* | 9,300 | 127,131 | ||||
Bolt Technology Corp. | 2,382 | 41,590 | ||||
Bristow Group, Inc. | 8,471 | 558,578 | ||||
C&J Energy Services, Inc.(a)* | 9,060 | 207,474 | ||||
CARBO Ceramics, Inc.(a) | 4,505 | 410,270 | ||||
Dawson Geophysical Co.* | 1,100 | 33,000 | ||||
ENGlobal Corp.* | 6,100 | 3,599 | ||||
Era Group, Inc.* | 5,219 | 109,599 | ||||
Exterran Holdings, Inc.(a)* | 15,753 | 425,331 | ||||
Geospace Technologies Corp.* | 2,000 | 215,840 | ||||
Global Geophysical Services, Inc.(a)* | 13,166 | 32,257 | ||||
Gulf Island Fabrication, Inc. | 3,600 | 75,816 | ||||
Gulfmark Offshore, Inc., Class A(a) | 5,929 | 230,994 | ||||
Heckmann Corp.(a)* | 53,087 | 227,743 | ||||
Helix Energy Solutions Group, Inc.* | 26,225 | 600,028 | ||||
Hercules Offshore, Inc.* | 39,668 | 294,337 | ||||
Hornbeck Offshore Services, Inc.* | 7,434 | 345,384 | ||||
ION Geophysical Corp.(a)* | 58,175 | 396,172 | ||||
Key Energy Services, Inc.* | 29,959 | 242,069 | ||||
Lufkin Industries, Inc.(a) | 8,411 | 558,406 | ||||
Matrix Service Co.* | 6,538 | 97,416 | ||||
Mitcham Industries, Inc.* | 2,601 | 44,009 | ||||
Natural Gas Services Group, Inc.* | 2,500 | 48,150 | ||||
Newpark Resources, Inc.(a)* | 20,700 | 192,096 | ||||
Parker Drilling Co.* | 28,039 | 120,007 | ||||
PHI, Inc.(a)* | 2,300 | 78,683 | ||||
Pioneer Energy Services Corp.* | 16,226 | 133,864 | ||||
RigNet, Inc.* | 948 | 23,643 | ||||
SEACOR Holdings, Inc. | 5,219 | 384,536 | ||||
Steel Excel, Inc.* | 2,972 | 80,660 | ||||
Tesco Corp.* | 7,980 | 106,852 | ||||
Tetra Technologies, Inc.* | 16,850 | 172,881 | ||||
TGC Industries, Inc. | 6,500 | 64,350 | ||||
Unit Corp.* | 528 | 24,050 | ||||
Willbros Group, Inc.* | 9,856 | 96,786 | ||||
6,803,601 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Food & Staples Retailing 1.1% | ||||||
Andersons, Inc. (The) | 4,100 | $ | 219,432 | |||
Arden Group, Inc., Class A(a) | 344 | 34,775 | ||||
Casey's General Stores, Inc.(a) | 12,174 | 709,744 | ||||
Harris Teeter Supermarkets, Inc.(a) | 10,900 | 465,539 | ||||
Ingles Markets, Inc., Class A(a) | 2,600 | 55,848 | ||||
Nash Finch Co. | 2,253 | 44,114 | ||||
Pantry, Inc. (The)* | 5,100 | 63,597 | ||||
PriceSmart, Inc.(a) | 7,300 | 568,159 | ||||
Spartan Stores, Inc. | 6,657 | 116,830 | ||||
Susser Holdings Corp.(a)* | 4,500 | 229,995 | ||||
United Natural Foods, Inc.* | 5,562 | 273,650 | ||||
Village Super Market, Inc., Class A | 2,076 | 69,941 | ||||
Weis Markets, Inc. | 6,390 | 260,073 | ||||
3,111,697 | ||||||
Food Products 2.1% | ||||||
Alico, Inc.(a) | 1,300 | 60,125 | ||||
B&G Foods, Inc. | 12,409 | 378,350 | ||||
Boulder Brands, Inc.(a)* | 17,615 | 158,183 | ||||
Bridgford Foods Corp.(a) | 101 | 847 | ||||
Cal-Maine Foods, Inc. | 5,100 | 217,056 | ||||
Calavo Growers, Inc.(a) | 5,041 | 145,080 | ||||
Chiquita Brands International, Inc.(a)* | 11,577 | 89,838 | ||||
Coffee Holding Co., Inc.(a) | 600 | 4,062 | ||||
Darling International, Inc.* | 29,400 | 528,024 | ||||
Diamond Foods, Inc.(a)* | 4,637 | 78,180 | ||||
Dole Food Co., Inc.(a)* | 22,168 | 241,631 | ||||
Farmer Bros. Co.(a)* | 3,200 | 47,040 | ||||
Fresh Del Monte Produce, Inc. | 14,020 | 378,260 | ||||
Hain Celestial Group, Inc. (The)(a)* | 8,094 | 494,382 | ||||
Inventure Foods, Inc.* | 1,023 | 7,959 | ||||
J&J Snack Foods Corp. | 4,500 | 346,005 | ||||
John B. Sanfilippo & Son, Inc. | 2,650 | 52,947 | ||||
Lancaster Colony Corp. | 7,594 | 584,738 | ||||
Lifeway Foods, Inc.(a) | 3,800 | 52,820 | ||||
Omega Protein Corp.* | 4,197 | 45,118 | ||||
Overhill Farms, Inc.* | 1,600 | 6,320 | ||||
Pilgrim's Pride Corp.* | 38,028 | 349,477 | ||||
Post Holdings, Inc.* | 7,839 | 336,528 | ||||
Rocky Mountain Chocolate Factory, Inc. | 1,260 | 15,492 | ||||
Sanderson Farms, Inc. | 5,434 | 296,805 | ||||
Scheid Vineyards, Inc., Class A* | 20 | 340 | ||||
Seneca Foods Corp., Class A* | 1,249 | 41,242 | ||||
Snyders-Lance, Inc. | 16,940 | 427,904 | ||||
Tootsie Roll Industries, Inc.(a) | 7,081 | 211,800 | ||||
TreeHouse Foods, Inc.* | 7,400 | 482,110 | ||||
6,078,663 | ||||||
Gas Utilities 0.7% | ||||||
Chesapeake Utilities Corp. | 2,043 | 100,209 | ||||
Delta Natural Gas Co., Inc.(a) | 400 | 8,744 | ||||
Gas Natural, Inc. | 300 | 3,060 | ||||
Laclede Group, Inc. (The)(a) | 4,500 | 192,150 | ||||
New Jersey Resources Corp.(a) | 9,451 | 423,878 | ||||
Northwest Natural Gas Co. | 6,800 | 297,976 | ||||
RGC Resources, Inc.(a) | 400 | 7,420 | ||||
South Jersey Industries, Inc. | 6,400 | 355,776 | ||||
Southwest Gas Corp. | 9,900 | 469,854 | ||||
1,859,067 | ||||||
Health Care Equipment & Supplies 3.0% | ||||||
Abaxis, Inc.(a) | 2,731 | 129,231 | ||||
Accuray, Inc.(a)* | 17,223 | 79,915 | ||||
Alere, Inc.* | 1,273 | 32,500 | ||||
Align Technology, Inc.(a)* | 16,175 | 542,024 | ||||
Alphatec Holdings, Inc.(a)* | 14,824 | 31,279 | ||||
Analogic Corp. | 3,000 | 237,060 | ||||
Angiodynamics, Inc.* | 6,163 | 70,443 | ||||
Anika Therapeutics, Inc.* | 4,100 | 59,532 | ||||
Arthrocare Corp.* | 6,568 | 228,304 | ||||
Atrion Corp. | 494 | 94,843 | ||||
Biolase, Inc.(a)* | 5,861 | 23,327 | ||||
Bovie Medical Corp.* | 4,900 | 16,170 | ||||
Cantel Medical Corp. | 5,925 | 178,105 | ||||
CAS Medical Systems, Inc.* | 1,129 | 2,145 | ||||
Conceptus, Inc.(a)* | 12,100 | 292,215 | ||||
Conmed Corp. | 7,150 | 243,529 | ||||
CryoLife, Inc. | 6,300 | 37,863 | ||||
Cutera, Inc.* | 3,899 | 50,687 | ||||
Cyberonics, Inc.* | 6,200 | 290,222 | ||||
Cynosure, Inc., Class A* | 2,983 | 78,065 | ||||
Digirad Corp.* | 2,100 | 5,292 | ||||
Exactech, Inc.* | 2,535 | 52,449 | ||||
Greatbatch, Inc.(a)* | 7,881 | 235,405 | ||||
Haemonetics Corp.* | 12,839 | 534,873 | ||||
Hill-Rom Holdings, Inc. | 12,409 | 437,045 | ||||
ICU Medical, Inc.* | 2,950 | 173,903 | ||||
Integra LifeSciences Holdings Corp.* | 6,543 | 255,242 | ||||
Invacare Corp. | 9,357 | 122,109 | ||||
Iridex Corp.* | 671 | 3,040 | ||||
LeMaitre Vascular, Inc. | 6,218 | 37,930 | ||||
Masimo Corp. | 14,180 | 278,212 | ||||
Meridian Bioscience, Inc.(a) | 2,091 | 47,717 | ||||
Merit Medical Systems, Inc.* | 15,874 | 194,615 | ||||
Misonix, Inc.(a)* | 2,200 | 12,584 | ||||
Natus Medical, Inc.* | 8,702 | 116,955 | ||||
Neogen Corp.(a)* | 2,951 | 146,281 | ||||
NuVasive, Inc.* | 9,713 | 206,984 | ||||
Orthofix International NV* | 3,696 | 132,576 | ||||
Palomar Medical Technologies, Inc.* | 3,882 | 52,368 | ||||
PhotoMedex, Inc.(a)* | 2,582 | 41,544 | ||||
Quidel Corp.* | 8,803 | 209,071 | ||||
Rochester Medical Corp.* | 1,500 | 21,930 | ||||
RTI Biologics, Inc.* | 11,039 | 43,494 | ||||
Solta Medical, Inc.(a)* | 14,556 | 32,023 | ||||
Spectranetics Corp.* | 7,200 | 133,416 | ||||
Staar Surgical Co.* | 5,280 | 29,726 | ||||
STERIS Corp. | 14,088 | 586,202 | ||||
SurModics, Inc.* | 3,700 | 100,825 | ||||
Symmetry Medical, Inc.* | 11,100 | 127,095 | ||||
Theragenics Corp.* | 7,500 | 12,225 | ||||
Thoratec Corp.* | 15,718 | 589,425 | ||||
Tornier NV* | 1,066 | 20,094 | ||||
TranS1, Inc.(a)* | 6,472 | 14,497 | ||||
Uroplasty, Inc.* | 2,952 | 7,498 | ||||
Utah Medical Products, Inc.(a) | 831 | 40,528 | ||||
Vascular Solutions, Inc.* | 6,500 | 105,430 | ||||
West Pharmaceutical Services, Inc. | 7,400 | 480,556 | ||||
Wright Medical Group, Inc.* | 8,500 | 202,385 | ||||
8,561,003 | ||||||
Health Care Providers & Services 3.9% | ||||||
Acadia Healthcare Co., Inc.* | 1,075 | 31,594 | ||||
Air Methods Corp.(a) | 10,044 | 484,523 | ||||
Almost Family, Inc. | 1,325 | 27,070 | ||||
Amedisys, Inc.* | 6,496 | 72,236 | ||||
AMN Healthcare Services, Inc.* | 9,798 | 155,102 | ||||
Amsurg Corp.* | 7,750 | 260,710 | ||||
Assisted Living Concepts, Inc., Class A(a) | 4,248 | 50,509 | ||||
Bio-Reference Labs, Inc.(a)* | 6,683 | 173,624 | ||||
BioScrip, Inc.* | 13,810 | 175,525 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
Capital Senior Living Corp.* | 9,398 | $ | 248,389 | |||
Centene Corp.* | 12,874 | 566,971 | ||||
Chemed Corp.(a) | 5,500 | 439,890 | ||||
Chindex International, Inc.* | 2,640 | 36,274 | ||||
Corvel Corp.* | 2,550 | 126,200 | ||||
Cross Country Healthcare, Inc.* | 6,900 | 36,639 | ||||
Emeritus Corp.* | 9,685 | 269,146 | ||||
Ensign Group, Inc. (The) | 5,064 | 169,138 | ||||
ExamWorks Group, Inc.(a)* | 6,663 | 115,403 | ||||
Five Star Quality Care, Inc.* | 12,800 | 85,632 | ||||
Gentiva Health Services, Inc.* | 7,000 | 75,740 | ||||
Hanger, Inc.* | 8,636 | 272,293 | ||||
Health Management Associates, Inc., Class A* | 50,175 | 645,752 | ||||
Health Net, Inc.* | 16,291 | 466,248 | ||||
Healthsouth Corp.* | 19,091 | 503,430 | ||||
Healthways, Inc.* | 7,408 | 90,748 | ||||
IPC The Hospitalist Co., Inc.(a)* | 3,465 | 154,123 | ||||
Kindred Healthcare, Inc.(a)* | 12,127 | 127,697 | ||||
Landauer, Inc. | 1,800 | 101,484 | ||||
LCA-Vision, Inc.(a)* | 5,917 | 19,881 | ||||
LHC Group, Inc.* | 3,800 | 81,662 | ||||
LifePoint Hospitals, Inc.* | 12,378 | 599,838 | ||||
Magellan Health Services, Inc.* | 11,300 | 537,541 | ||||
Medcath Corp.(b)* | 3,122 | 4,277 | ||||
Molina Healthcare, Inc.* | 11,450 | 353,462 | ||||
MWI Veterinary Supply, Inc.* | 2,292 | 303,140 | ||||
National Healthcare Corp.(a) | 3,000 | 137,160 | ||||
National Research Corp. | 1,475 | 85,609 | ||||
Owens & Minor, Inc.(a) | 15,580 | 507,285 | ||||
PDI, Inc.(a)* | 3,600 | 21,240 | ||||
PharMerica Corp.* | 5,650 | 79,100 | ||||
Providence Service Corp. (The)* | 4,498 | 83,168 | ||||
Psychemedics Corp. | 400 | 4,772 | ||||
RadNet, Inc.* | 8,150 | 22,820 | ||||
Select Medical Holdings Corp. | 32,321 | 290,889 | ||||
Skilled Healthcare Group, Inc., Class A(a)* | 3,695 | 24,276 | ||||
Team Health Holdings, Inc.* | 15,317 | 557,232 | ||||
Tenet Healthcare Corp.* | 14,754 | 701,995 | ||||
Triple-S Management Corp., Class B* | 4,035 | 70,290 | ||||
U.S. Physical Therapy, Inc. | 2,650 | 71,153 | ||||
Universal American Corp. | 16,273 | 135,554 | ||||
Vanguard Health Systems, Inc.* | 3,969 | 59,019 | ||||
VCA Antech, Inc.(a)* | 17,829 | 418,803 | ||||
WellCare Health Plans, Inc.* | 593 | 34,370 | ||||
11,166,626 | ||||||
Health Care Technology 0.4% | ||||||
Allscripts Healthcare Solutions, Inc.* | 1,785 | 24,258 | ||||
Arrhythmia Research Technology, Inc.(a)* | 200 | 508 | ||||
Computer Programs & Systems, Inc.(a) | 1,836 | 99,346 | ||||
HealthStream, Inc.* | 6,062 | 139,062 | ||||
MedAssets, Inc.* | 13,939 | 268,326 | ||||
Medidata Solutions, Inc.* | 4,602 | 266,824 | ||||
Merge Healthcare, Inc.(a)* | 9,013 | 26,048 | ||||
Omnicell, Inc.* | 9,363 | 176,773 | ||||
Quality Systems, Inc.(a) | 10,831 | 197,991 | ||||
Simulations Plus, Inc. | 800 | 3,304 | ||||
1,202,440 | ||||||
Hotels, Restaurants & Leisure 4.2% | ||||||
AFC Enterprises, Inc.* | 6,349 | 230,659 | ||||
Ambassadors Group, Inc.(a) | 3,300 | 14,223 | ||||
Ameristar Casinos, Inc. | 9,200 | 241,316 | ||||
Bally Technologies, Inc.(a)* | 10,699 | 556,027 | ||||
Biglari Holdings, Inc.(a)* | 332 | 123,899 | ||||
BJ's Restaurants, Inc.(a)* | 5,454 | 181,509 | ||||
Bluegreen Corp.(a)* | 7,100 | 69,864 | ||||
Bob Evans Farms, Inc. | 7,000 | 298,340 | ||||
Boyd Gaming Corp.(a)* | 16,663 | 137,803 | ||||
Bravo Brio Restaurant Group, Inc.* | 2,802 | 44,356 | ||||
Brinker International, Inc.(a) | 16,410 | 617,837 | ||||
Buffalo Wild Wings, Inc.(a)* | 4,633 | 405,527 | ||||
Carrols Restaurant Group, Inc.* | 8,600 | 44,634 | ||||
CEC Entertainment, Inc. | 5,150 | 168,663 | ||||
Cheesecake Factory, Inc. (The)(a) | 13,476 | 520,308 | ||||
Choice Hotels International, Inc.(a) | 8,072 | 341,526 | ||||
Churchill Downs, Inc. | 3,820 | 267,553 | ||||
Cracker Barrel Old Country Store, Inc. | 5,000 | 404,250 | ||||
DineEquity, Inc. | 3,900 | 268,281 | ||||
Domino's Pizza, Inc. | 16,189 | 832,762 | ||||
Dover Downs Gaming & Entertainment, Inc. | 3,400 | 7,072 | ||||
Dover Motorsports, Inc. | 4,000 | 8,000 | ||||
Einstein Noah Restaurant Group, Inc. | 3,600 | 53,388 | ||||
Entertainment Gaming Asia, Inc.* | 2,182 | 4,189 | ||||
Famous Dave's Of America, Inc.(a)* | 2,145 | 23,295 | ||||
Fiesta Restaurant Group, Inc.* | 8,600 | 228,502 | ||||
Frisch's Restaurants, Inc. | 695 | 12,468 | ||||
Full House Resorts, Inc.* | 4,300 | 12,040 | ||||
Gaming Partners International Corp.(a) | 1,300 | 11,193 | ||||
International Speedway Corp., Class A | 6,832 | 223,270 | ||||
Interval Leisure Group, Inc. | 15,989 | 347,601 | ||||
Isle of Capri Casinos, Inc.* | 3,087 | 19,417 | ||||
Jack in the Box, Inc.* | 14,400 | 498,096 | ||||
Kona Grill, Inc.* | 1,540 | 14,060 | ||||
Krispy Kreme Doughnuts, Inc.* | 15,525 | 224,181 | ||||
Life Time Fitness, Inc.(a)* | 10,707 | 458,045 | ||||
Luby's, Inc.* | 7,260 | 54,305 | ||||
Marcus Corp. | 4,500 | 56,205 | ||||
Marriott Vacations Worldwide Corp.* | 4,211 | 180,694 | ||||
Monarch Casino & Resort, Inc.* | 3,600 | 35,028 | ||||
MTR Gaming Group, Inc.* | 6,300 | 20,790 | ||||
Multimedia Games Holding Co., Inc.* | 6,030 | 125,846 | ||||
Nathan's Famous, Inc.(a)* | 1,385 | 58,516 | ||||
Orient-Express Hotels Ltd., Class A* | 24,567 | 242,231 | ||||
Papa John's International, Inc.* | 6,315 | 390,393 | ||||
Pinnacle Entertainment, Inc.* | 13,499 | 197,355 | ||||
Red Lion Hotels Corp.(a)* | 4,500 | 31,995 | ||||
Red Robin Gourmet Burgers, Inc.* | 3,300 | 150,480 | ||||
Rick's Cabaret International, Inc.* | 2,209 | 19,528 | ||||
Ruby Tuesday, Inc.(a)* | 14,262 | 105,111 | ||||
Ruth's Hospitality Group, Inc.* | 8,054 | 76,835 | ||||
Scientific Games Corp., Class A* | 19,954 | 174,598 | ||||
SHFL Entertainment, Inc.* | 13,762 | 228,036 | ||||
Sonic Corp.* | 15,175 | 195,454 | ||||
Speedway Motorsports, Inc.(a) | 10,200 | 183,498 | ||||
Texas Roadhouse, Inc.(a) | 15,300 | 308,907 | ||||
Town Sports International Holdings, Inc. | 8,000 | 75,680 | ||||
Vail Resorts, Inc.(a) | 8,330 | 519,126 | ||||
Wendy's Co. (The)(a) | 56,640 | 321,149 | ||||
WMS Industries, Inc.* | 10,892 | 274,587 | ||||
11,940,501 | ||||||
Household Durables 1.4% | ||||||
American Greetings Corp., Class A(a) | 9,420 | 151,662 | ||||
Bassett Furniture Industries, Inc. | 2,600 | 41,496 | ||||
Beazer Homes USA, Inc.(a)* | 3,304 | 52,335 | ||||
Blyth, Inc.(a) | 4,000 | 69,440 | ||||
California Coastal Communities, Inc.(b)* | 1,800 | | ||||
Cavco Industries, Inc.(a)* | 1,100 | 52,327 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Household Durables (Continued) | ||||||
CSS Industries, Inc. | 2,100 | $ | 54,537 | |||
Dixie Group, Inc. (The)* | 2,300 | 12,880 | ||||
Emerson Radio Corp.* | 1,300 | 2,145 | ||||
Ethan Allen Interiors, Inc.(a) | 7,100 | 233,732 | ||||
Flexsteel Industries, Inc. | 319 | 7,892 | ||||
Helen of Troy Ltd.* | 7,111 | 272,778 | ||||
Hooker Furniture Corp.(a) | 2,500 | 39,850 | ||||
iRobot Corp.(a)* | 5,127 | 131,559 | ||||
KB Home(a) | 18,500 | 402,745 | ||||
La-Z-Boy, Inc. | 12,186 | 229,950 | ||||
Libbey, Inc.* | 4,508 | 87,140 | ||||
Lifetime Brands, Inc. | 3,200 | 36,512 | ||||
M.D.C. Holdings, Inc.(a) | 11,867 | 434,926 | ||||
M/I Homes, Inc.* | 6,041 | 147,702 | ||||
Meritage Homes Corp.* | 8,928 | 418,366 | ||||
NACCO Industries, Inc., Class A | 1,000 | 53,360 | ||||
Orleans Homebuilders, Inc.(a) (b)* | 4,953 | | ||||
Ryland Group, Inc. (The) | 11,100 | 461,982 | ||||
Skullcandy, Inc.(a)* | 758 | 4,002 | ||||
Standard Pacific Corp.(a)* | 15,395 | 133,013 | ||||
Stanley Furniture Co., Inc.(a)* | 927 | 4,116 | ||||
Tempur-Pedic International, Inc.(a)* | 9,967 | 494,662 | ||||
Universal Electronics, Inc.* | 2,800 | 65,100 | ||||
Zagg, Inc.(a)* | 4,249 | 30,933 | ||||
4,127,142 | ||||||
Household Products 0.4% | ||||||
Central Garden and Pet Co.* | 5,300 | 45,686 | ||||
Central Garden and Pet Co., Class A* | 8,850 | 72,747 | ||||
Orchids Paper Products Co. | 1,315 | 30,679 | ||||
Spectrum Brands Holdings, Inc. | 13,807 | 781,338 | ||||
WD-40 Co. | 5,000 | 273,850 | ||||
1,204,300 | ||||||
Independent Power Producers & Energy Traders 0.1% | ||||||
Atlantic Power Corp.(a) | 24,268 | 119,641 | ||||
Dynegy, Inc.* | 1,022 | 24,518 | ||||
Genie Energy Ltd.(a) | 4,900 | 45,374 | ||||
Ormat Technologies, Inc.(a) | 8,635 | 178,313 | ||||
Synthesis Energy Systems, Inc.(a)* | 5,474 | 5,693 | ||||
373,539 | ||||||
Industrial Conglomerates 0.1% | ||||||
Raven Industries, Inc.(a) | 7,200 | 241,992 | ||||
Insurance 4.5% | ||||||
American Equity Investment Life Holding Co.(a) | 15,659 | 233,163 | ||||
American National Insurance Co. | 63 | 5,473 | ||||
American Safety Insurance Holdings Ltd.* | 1,683 | 42,008 | ||||
Amerisafe, Inc. | 3,900 | 138,606 | ||||
Amtrust Financial Services, Inc.(a) | 16,605 | 575,363 | ||||
Argo Group International Holdings Ltd. | 6,959 | 287,963 | ||||
Aspen Insurance Holdings Ltd. | 17,232 | 664,811 | ||||
Baldwin & Lyons, Inc., Class B | 1,818 | 43,250 | ||||
Citizens, Inc., Class A* | 11,958 | 100,328 | ||||
CNO Financial Group, Inc. | 60,833 | 696,538 | ||||
Crawford & Co., Class A(a) | 10,528 | 55,798 | ||||
Crawford & Co., Class B | 3,991 | 30,292 | ||||
Donegal Group, Inc., Class A | 4,648 | 70,975 | ||||
Eastern Insurance Holdings, Inc. | 1,700 | 31,892 | ||||
eHealth, Inc.* | 4,659 | 83,303 | ||||
EMC Insurance Group, Inc.(a) | 3,800 | 100,054 | ||||
Employers Holdings, Inc. | 8,742 | 205,000 | ||||
Endurance Specialty Holdings Ltd. | 10,080 | 481,925 | ||||
Enstar Group Ltd.* | 2,824 | 350,995 | ||||
FBL Financial Group, Inc., Class A(a) | 6,600 | 256,476 | ||||
First Acceptance Corp.* | 15,539 | 20,978 | ||||
First American Financial Corp. | 23,254 | 594,605 | ||||
Global Indemnity PLC* | 3,524 | 81,757 | ||||
Greenlight Capital Re Ltd., Class A(a)* | 7,603 | 185,893 | ||||
Hallmark Financial Services(a)* | 5,700 | 51,300 | ||||
Hanover Insurance Group, Inc. (The)(a) | 7,376 | 366,440 | ||||
Hilltop Holdings, Inc.* | 14,115 | 190,411 | ||||
Homeowners Choice, Inc.(a) | 2,348 | 63,983 | ||||
Horace Mann Educators Corp. | 9,218 | 192,195 | ||||
Independence Holding Co.(a) | 3,520 | 35,834 | ||||
Infinity Property & Casualty Corp. | 4,300 | 241,660 | ||||
Investors Title Co.(a) | 292 | 20,168 | ||||
Kemper Corp. | 13,679 | 446,072 | ||||
Maiden Holdings Ltd. | 16,273 | 172,331 | ||||
MBIA, Inc.* | 46,492 | 477,473 | ||||
Meadowbrook Insurance Group, Inc. | 13,262 | 93,497 | ||||
Mercury General Corp. | 9,898 | 375,431 | ||||
Montpelier Re Holdings Ltd. | 15,417 | 401,613 | ||||
National Financial Partners Corp.(a)* | 9,600 | 215,328 | ||||
National Interstate Corp.(a) | 4,200 | 125,916 | ||||
Navigators Group, Inc. (The)* | 3,600 | 211,500 | ||||
OneBeacon Insurance Group Ltd., Class A | 4,825 | 65,234 | ||||
Phoenix Companies, Inc. (The)(a)* | 304 | 9,354 | ||||
Platinum Underwriters Holdings Ltd. | 7,812 | 435,988 | ||||
Primerica, Inc. | 15,395 | 504,648 | ||||
Protective Life Corp. | 12,115 | 433,717 | ||||
RLI Corp. | 5,800 | 416,730 | ||||
Safety Insurance Group, Inc. | 3,900 | 191,685 | ||||
Selective Insurance Group, Inc. | 13,800 | 331,338 | ||||
StanCorp Financial Group, Inc. | 8,398 | 359,098 | ||||
State Auto Financial Corp. | 9,900 | 172,458 | ||||
Stewart Information Services Corp.(a) | 3,258 | 82,981 | ||||
Symetra Financial Corp. | 25,025 | 335,585 | ||||
Tower Group International Ltd. | 9,685 | 178,686 | ||||
Unico American Corp.(a) | 1,700 | 23,885 | ||||
United Fire Group, Inc. | 6,100 | 155,367 | ||||
Universal Insurance Holdings, Inc.(a) | 8,650 | 41,952 | ||||
12,757,304 | ||||||
Internet & Catalog Retail 0.5% | ||||||
1-800-Flowers.com, Inc., Class A* | 9,768 | 48,547 | ||||
Blue Nile, Inc.* | 932 | 32,107 | ||||
Gaiam, Inc., Class A(a)* | 2,400 | 10,080 | ||||
Hollywood Media Corp.(a)* | 10,017 | 12,521 | ||||
HomeAway, Inc.* | 965 | 31,363 | ||||
HSN, Inc. | 9,051 | 496,538 | ||||
NutriSystem, Inc.(a) | 6,496 | 55,086 | ||||
Orbitz Worldwide, Inc.(a)* | 20,694 | 118,163 | ||||
Overstock.com, Inc.(a)* | 2,600 | 32,032 | ||||
PetMed Express, Inc.(a) | 8,500 | 114,027 | ||||
Shutterfly, Inc.(a)* | 9,113 | 402,521 | ||||
US Auto Parts Network, Inc.* | 6,100 | 7,320 | ||||
Valuevision Media, Inc., Class A(a)* | 7,971 | 27,580 | ||||
Vitacost.com, Inc.(a)* | 1,333 | 9,638 | ||||
1,397,523 | ||||||
Internet Software & Services 1.7% | ||||||
Active Network, Inc. (The)(a)* | 793 | 3,323 | ||||
AOL, Inc.* | 2,087 | 80,329 | ||||
Bankrate, Inc.* | 838 | 10,006 | ||||
Blucora, Inc.(a)* | 9,900 | 153,252 | ||||
comScore, Inc.* | 2,169 | 36,396 | ||||
Constant Contact, Inc.* | 3,730 | 48,415 | ||||
CoStar Group, Inc.* | 5,232 | 572,695 | ||||
Dealertrack Technologies, Inc.* | 8,700 | 255,606 | ||||
Demand Media, Inc.(a)* | 7,316 | 63,137 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Internet Software & Services (Continued) | ||||||
Dice Holdings, Inc.(a)* | 21,227 | $ | 215,029 | |||
Digital River, Inc.* | 8,400 | 118,776 | ||||
Earthlink, Inc. | 26,700 | 144,714 | ||||
Envestnet, Inc.* | 4,901 | 85,816 | ||||
Internap Network Services Corp.* | 18,988 | 177,538 | ||||
Ipass, Inc.(a)* | 14,400 | 28,512 | ||||
j2 Global, Inc.(a) | 9,900 | 388,179 | ||||
Keynote Systems, Inc. | 3,480 | 48,581 | ||||
KIT Digital, Inc.* | 9,981 | 2,894 | ||||
Limelight Networks, Inc.(a)* | 23,946 | 49,329 | ||||
Market Leader, Inc.* | 7,323 | 65,614 | ||||
Monster Worldwide, Inc.(a)* | 4,294 | 21,771 | ||||
Move, Inc.* | 9,601 | 114,732 | ||||
NIC, Inc. | 15,366 | 294,412 | ||||
Onvia, Inc.(a)* | 181 | 693 | ||||
Perficient, Inc.* | 7,000 | 81,620 | ||||
QuinStreet, Inc.* | 9,301 | 55,527 | ||||
RealNetworks, Inc.* | 7,600 | 58,596 | ||||
Reis, Inc.* | 2,638 | 40,994 | ||||
Responsys, Inc.* | 1,377 | 12,186 | ||||
Soundbite Communications, Inc.(a) | 700 | 2,156 | ||||
Spark Networks, Inc.(a)* | 6,600 | 46,464 | ||||
Stamps.com, Inc.* | 3,476 | 86,796 | ||||
support.com, Inc.* | 11,250 | 47,025 | ||||
TechTarget, Inc.(a)* | 10,402 | 50,866 | ||||
United Online, Inc. | 31,957 | 192,701 | ||||
Valueclick, Inc.* | 17,934 | 529,950 | ||||
VistaPrint NV(a)* | 7,215 | 278,932 | ||||
Web.com Group, Inc.(a)* | 8,914 | 152,251 | ||||
WebMD Health Corp.* | 3,774 | 91,784 | ||||
XO Group, Inc.* | 6,500 | 65,000 | ||||
Zix Corp.(a)* | 11,294 | 40,432 | ||||
4,813,029 | ||||||
IT Services 2.8% | ||||||
Acxiom Corp.* | 19,589 | 399,616 | ||||
Booz Allen Hamilton Holding Corp. | 6,370 | 85,613 | ||||
CACI International, Inc., Class A* | 6,700 | 387,729 | ||||
Cardtronics, Inc.* | 10,264 | 281,849 | ||||
Cass Information Systems, Inc.(a) | 1,793 | 75,378 | ||||
Ciber, Inc.* | 15,799 | 74,255 | ||||
Computer Task Group, Inc. | 4,027 | 86,138 | ||||
Convergys Corp.(a) | 29,137 | 496,203 | ||||
CoreLogic, Inc.* | 16,824 | 435,069 | ||||
CSG Systems International, Inc.* | 10,600 | 224,614 | ||||
Dynamics Research Corp.(a)* | 2,200 | 13,112 | ||||
Edgewater Technology, Inc.* | 2,300 | 8,993 | ||||
Euronet Worldwide, Inc.* | 12,228 | 322,085 | ||||
ExlService Holdings, Inc.* | 7,800 | 256,464 | ||||
Forrester Research, Inc. | 8,761 | 277,286 | ||||
Global Cash Access Holdings, Inc.* | 21,692 | 152,929 | ||||
Hackett Group, Inc. (The) | 8,900 | 40,673 | ||||
Heartland Payment Systems, Inc.(a) | 9,197 | 303,225 | ||||
Higher One Holdings, Inc.(a)* | 2,831 | 25,168 | ||||
iGate Corp.* | 16,379 | 308,089 | ||||
Innodata, Inc.(a)* | 5,684 | 19,610 | ||||
Lender Processing Services, Inc. | 14,786 | 376,452 | ||||
Lionbridge Technologies, Inc.* | 9,912 | 38,359 | ||||
Mantech International Corp., Class A(a) | 5,280 | 141,874 | ||||
Mattersight Corp.(a)* | 2,167 | 9,296 | ||||
MAXIMUS, Inc. | 8,800 | 703,736 | ||||
ModusLink Global Solutions, Inc.* | 3,550 | 11,715 | ||||
MoneyGram International, Inc.* | 1,663 | 30,100 | ||||
NeuStar, Inc., Class A* | 5,396 | 251,076 | ||||
Official Payments Holdings, Inc.* | 3,900 | 22,113 | ||||
PRGX Global, Inc.* | 3,839 | 26,681 | ||||
Sapient Corp.* | 33,671 | 410,449 | ||||
SYKES Enterprises, Inc.* | 11,326 | 180,763 | ||||
Syntel, Inc. | 9,300 | 627,936 | ||||
TeleTech Holdings, Inc.* | 13,200 | 279,972 | ||||
Unisys Corp.* | 9,034 | 205,523 | ||||
Virtusa Corp.* | 7,876 | 187,134 | ||||
WEX, Inc.* | 2,397 | 188,164 | ||||
7,965,441 | ||||||
Leisure Equipment & Products 0.6% | ||||||
Arctic Cat, Inc.* | 3,625 | 158,412 | ||||
Black Diamond, Inc.(a)* | 1,900 | 17,309 | ||||
Brunswick Corp. | 19,545 | 668,830 | ||||
Callaway Golf Co.(a) | 17,359 | 114,917 | ||||
Escalade, Inc. | 1,950 | 12,032 | ||||
Jakks Pacific, Inc.(a) | 5,129 | 53,803 | ||||
Johnson Outdoors, Inc., Class A* | 1,000 | 23,840 | ||||
Leapfrog Enterprises, Inc.(a)* | 12,889 | 110,330 | ||||
Marine Products Corp. | 10,020 | 73,747 | ||||
Nautilus, Inc.* | 6,079 | 44,377 | ||||
Smith & Wesson Holding Corp.(a)* | 12,562 | 113,058 | ||||
Steinway Musical Instruments, Inc.* | 2,573 | 61,803 | ||||
Sturm Ruger & Co., Inc.(a) | 6,513 | 330,404 | ||||
1,782,862 | ||||||
Life Sciences Tools & Services 0.5% | ||||||
Affymetrix, Inc.* | 1,505 | 7,104 | ||||
Albany Molecular Research, Inc.* | 6,479 | 68,094 | ||||
Cambrex Corp.* | 7,028 | 89,888 | ||||
Charles River Laboratories International, Inc.* | 12,156 | 538,146 | ||||
Enzo Biochem, Inc.(a)* | 3,616 | 9,112 | ||||
Furiex Pharmaceuticals, Inc.* | 1,597 | 59,856 | ||||
Harvard Bioscience, Inc.* | 10,123 | 57,195 | ||||
Luminex Corp.* | 856 | 14,141 | ||||
Parexel International Corp.* | 14,526 | 573,922 | ||||
pSivida Corp.(a)* | 1,891 | 4,312 | ||||
Strategic Diagnostics, Inc.* | 7,150 | 7,007 | ||||
1,428,777 | ||||||
Machinery 4.2% | ||||||
Accuride Corp.(a)* | 1,836 | 9,896 | ||||
Actuant Corp., Class A | 18,251 | 558,846 | ||||
Adept Technology, Inc.(a)* | 1,000 | 2,920 | ||||
Alamo Group, Inc. | 2,600 | 99,450 | ||||
Albany International Corp., Class A | 7,000 | 202,300 | ||||
Altra Holdings, Inc. | 9,567 | 260,414 | ||||
American Railcar Industries, Inc. | 5,900 | 275,766 | ||||
Ampco-Pittsburgh Corp. | 2,200 | 41,602 | ||||
Astec Industries, Inc. | 5,264 | 183,871 | ||||
Barnes Group, Inc. | 13,700 | 396,341 | ||||
Blount International, Inc.* | 11,988 | 160,399 | ||||
Briggs & Stratton Corp.(a) | 11,900 | 295,120 | ||||
Chart Industries, Inc.(a)* | 6,034 | 482,780 | ||||
CIRCOR International, Inc. | 3,584 | 152,320 | ||||
Columbus McKinnon Corp.* | 4,066 | 78,270 | ||||
Commercial Vehicle Group, Inc.* | 7,185 | 56,043 | ||||
Douglas Dynamics, Inc. | 6,195 | 85,615 | ||||
Dynamic Materials Corp. | 2,800 | 48,720 | ||||
Eastern Co. (The) | 500 | 8,770 | ||||
Energy Recovery, Inc.(a)* | 8,000 | 29,600 | ||||
EnPro Industries, Inc.(a)* | 6,974 | 356,860 | ||||
ESCO Technologies, Inc. | 5,822 | 237,887 | ||||
Federal Signal Corp.* | 14,869 | 121,034 | ||||
Flow International Corp.* | 11,379 | 44,492 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Machinery (Continued) | ||||||
FreightCar America, Inc.(a) | 2,400 | $ | 52,368 | |||
Gorman-Rupp Co. (The) | 4,364 | 131,138 | ||||
Graham Corp. | 1,900 | 47,006 | ||||
Greenbrier Cos., Inc.(a)* | 6,166 | 140,030 | ||||
Hardinge, Inc. | 2,400 | 32,712 | ||||
Harsco Corp. | 16,338 | 404,692 | ||||
Hurco Cos., Inc.* | 1,000 | 27,230 | ||||
Hyster-Yale Materials Handling, Inc. | 2,000 | 114,180 | ||||
ITT Corp. | 13,848 | 393,699 | ||||
John Bean Technologies Corp. | 6,469 | 134,232 | ||||
Kadant, Inc.(a)* | 3,400 | 85,000 | ||||
Kaydon Corp. | 7,475 | 191,210 | ||||
Key Technology, Inc.* | 1,100 | 13,904 | ||||
LB Foster Co., Class A | 1,776 | 78,659 | ||||
Lindsay Corp.(a) | 2,399 | 211,544 | ||||
Lydall, Inc.* | 3,767 | 57,823 | ||||
Manitex International, Inc.(a)* | 1,300 | 16,133 | ||||
Manitowoc Co., Inc. (The) | 32,949 | 677,431 | ||||
Meritor, Inc.* | 12,672 | 59,939 | ||||
Met-Pro Corp. | 4,417 | 45,628 | ||||
Mfri, Inc.* | 1,900 | 13,699 | ||||
Middleby Corp.* | 4,140 | 629,901 | ||||
Miller Industries, Inc. | 2,958 | 47,476 | ||||
Mueller Industries, Inc. | 8,775 | 467,620 | ||||
Mueller Water Products, Inc., Class A | 38,191 | 226,473 | ||||
NN, Inc.* | 4,300 | 40,678 | ||||
Omega Flex, Inc. | 488 | 8,389 | ||||
PMFG, Inc.(a)* | 2,118 | 13,068 | ||||
RBC Bearings, Inc.* | 4,700 | 237,632 | ||||
Sauer-Danfoss, Inc. | 10,900 | 636,887 | ||||
Standex International Corp. | 2,700 | 149,094 | ||||
Sun Hydraulics Corp. | 5,700 | 185,307 | ||||
Supreme Industries, Inc., Class A(a)* | 1,197 | 5,554 | ||||
Tecumseh Products Co., Class A(a)* | 1,346 | 11,737 | ||||
Tennant Co. | 3,939 | 191,278 | ||||
Titan International, Inc.(a) | 9,333 | 196,740 | ||||
Toro Co. (The) | 10,509 | 483,834 | ||||
Trimas Corp.* | 10,000 | 324,700 | ||||
Trinity Industries, Inc. | 11,028 | 499,899 | ||||
Twin Disc, Inc.(a) | 2,200 | 55,176 | ||||
Wabash National Corp.* | 12,350 | 125,476 | ||||
Watts Water Technologies, Inc., Class A | 7,500 | 359,925 | ||||
12,014,417 | ||||||
Marine 0.1% | ||||||
Baltic Trading Ltd.(a) | 2,723 | 11,137 | ||||
Genco Shipping & Trading Ltd.(a)* | 4,738 | 13,646 | ||||
International Shipholding Corp. | 710 | 12,922 | ||||
Matson, Inc. | 10,600 | 260,760 | ||||
298,465 | ||||||
Media 2.2% | ||||||
AH Belo Corp., Class A(a) | 494 | 2,885 | ||||
Arbitron, Inc. | 6,200 | 290,594 | ||||
Ballantyne Strong, Inc.(a)* | 3,464 | 14,653 | ||||
Beasley Broadcasting Group, Inc., Class A | 1,657 | 9,776 | ||||
Belo Corp., Class A | 24,544 | 241,268 | ||||
Carmike Cinemas, Inc.* | 3,862 | 69,980 | ||||
Central European Media Enterprises Ltd., Class A(a)* | 5,904 | 24,915 | ||||
Crown Media Holdings, Inc., Class A* | 11,600 | 23,780 | ||||
CTC Media, Inc. | 30,098 | 354,855 | ||||
Cumulus Media, Inc., Class A(a)* | 1,510 | 5,089 | ||||
Digital Generation, Inc.(a)* | 5,600 | 36,008 | ||||
DreamWorks Animation SKG, Inc., Class A(a)* | 17,520 | 332,179 | ||||
Entercom Communications Corp., Class A(a)* | 2,000 | 14,880 | ||||
EW Scripps Co. (The), Class A* | 9,673 | 116,366 | ||||
Fisher Communications, Inc. | 1,100 | 43,164 | ||||
Gray Television, Inc.* | 6,308 | 29,585 | ||||
Harris Interactive, Inc.* | 14,810 | 24,881 | ||||
Harte-Hanks, Inc. | 20,583 | 160,342 | ||||
Here Media, Inc.* | 499 | 1 | ||||
Here Media, Inc., Special Shares* | 499 | 5 | ||||
Journal Communications, Inc., Class A* | 16,694 | 112,184 | ||||
Lin TV Corp., Class A* | 6,092 | 66,951 | ||||
Lions Gate Entertainment Corp.(a)* | 22,251 | 528,906 | ||||
Live Nation Entertainment, Inc.* | 44,152 | 546,160 | ||||
Madison Square Garden Co. (The), Class A* | 3,875 | 223,200 | ||||
Martha Stewart Living Omnimedia, Class A* | 1,221 | 3,223 | ||||
McClatchy Co. (The), Class A(a)* | 13,196 | 38,268 | ||||
Meredith Corp. | 9,000 | 344,340 | ||||
National CineMedia, Inc. | 13,586 | 214,387 | ||||
Navarre Corp.* | 5,272 | 11,967 | ||||
New York Times Co. (The), Class A(a)* | 36,949 | 362,100 | ||||
Nexstar Broadcasting Group, Inc., Class A | 3,124 | 56,232 | ||||
Outdoor Channel Holdings, Inc. | 9,100 | 81,172 | ||||
Pandora Media, Inc.(a)* | 13,431 | 190,183 | ||||
Radio One, Inc.(a)* | 6,700 | 11,323 | ||||
Regal Entertainment Group, Class A(a) | 26,218 | 437,054 | ||||
Rentrak Corp.* | 1,900 | 41,762 | ||||
Saga Communications, Inc., Class A(a) | 1,116 | 51,626 | ||||
Scholastic Corp.(a) | 8,100 | 215,865 | ||||
Sinclair Broadcast Group, Inc., Class A | 11,700 | 236,808 | ||||
Starz - Liberty Capital* | 19,782 | 438,171 | ||||
Valassis Communications, Inc.(a) | 10,800 | 322,596 | ||||
World Wrestling Entertainment, Inc., Class A(a) | 4,963 | 43,774 | ||||
6,373,458 | ||||||
Metals & Mining 1.5% | ||||||
A.M. Castle & Co.(a)* | 5,100 | 89,250 | ||||
AMCOL International Corp.(a) | 7,925 | 239,256 | ||||
Century Aluminum Co.(a)* | 20,830 | 161,224 | ||||
Coeur d'Alene Mines Corp.* | 16,202 | 305,570 | ||||
Commercial Metals Co. | 29,035 | 460,205 | ||||
Contango ORE, Inc.(a)* | 350 | 3,308 | ||||
Friedman Industries, Inc. | 700 | 6,979 | ||||
General Moly, Inc.(a)* | 18,758 | 41,455 | ||||
Globe Specialty Metals, Inc.(a) | 16,312 | 227,063 | ||||
Haynes International, Inc. | 2,200 | 121,660 | ||||
Hecla Mining Co.(a) | 59,121 | 233,528 | ||||
Horsehead Holding Corp.* | 8,674 | 94,373 | ||||
Kaiser Aluminum Corp.(a) | 4,533 | 293,058 | ||||
Materion Corp. | 4,600 | 131,100 | ||||
McEwen Mining, Inc.(a)* | 38,236 | 109,355 | ||||
Metals USA Holdings Corp. | 7,762 | 160,285 | ||||
Mines Management, Inc.(a)* | 8,088 | 7,708 | ||||
Noranda Aluminum Holding Corp. | 12,992 | 58,334 | ||||
Olympic Steel, Inc.(a) | 2,400 | 57,360 | ||||
Revett Minerals, Inc.* | 2,266 | 5,167 | ||||
RTI International Metals, Inc.(a)* | 6,900 | 218,661 | ||||
Schnitzer Steel Industries, Inc., Class A(a) | 5,061 | 134,926 | ||||
Stillwater Mining Co.(a)* | 22,822 | 295,088 | ||||
SunCoke Energy, Inc.* | 11,893 | 194,213 | ||||
Universal Stainless & Alloy* | 1,400 | 50,890 | ||||
US Silica Holdings, Inc. | 3,952 | 93,188 | ||||
Worthington Industries, Inc.(a) | 17,700 | 548,346 | ||||
4,341,550 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Multi-Utilities 0.4% | ||||||
Avista Corp. | 12,400 | $ | 339,760 | |||
Black Hills Corp. | 7,800 | 343,512 | ||||
CH Energy Group, Inc. | 3,800 | 248,482 | ||||
NorthWestern Corp. | 8,500 | 338,810 | ||||
1,270,564 | ||||||
Multiline Retail 0.3% | ||||||
ALCO Stores, Inc.(a)* | 200 | 1,498 | ||||
Big Lots, Inc.* | 7,140 | 251,828 | ||||
Bon-Ton Stores, Inc. (The)(a) | 2,700 | 35,100 | ||||
Fred's, Inc., Class A | 8,987 | 122,942 | ||||
Gordmans Stores, Inc.(a)* | 2,170 | 25,411 | ||||
Saks, Inc.(a)* | 39,776 | 456,231 | ||||
Tuesday Morning Corp.* | 9,403 | 72,967 | ||||
965,977 | ||||||
Office Electronics 0.2% | ||||||
Zebra Technologies Corp., Class A* | 9,827 | 463,147 | ||||
Oil, Gas & Consumable Fuels 2.9% | ||||||
Abraxas Petroleum Corp.(a)* | 19,200 | 44,352 | ||||
Adams Resources & Energy, Inc. | 900 | 45,900 | ||||
Alon USA Energy, Inc. | 13,738 | 261,709 | ||||
Alpha Natural Resources, Inc.(a)* | 43,525 | 357,340 | ||||
Approach Resources, Inc.(a)* | 7,841 | 192,967 | ||||
Barnwell Industries, Inc.(a)* | 2,159 | 6,801 | ||||
Berry Petroleum Co., Class A | 1,429 | 66,148 | ||||
Bill Barrett Corp.(a)* | 10,895 | 220,842 | ||||
Black Ridge Oil and Gas, Inc.(a)* | 2,059 | 1,441 | ||||
Bonanza Creek Energy, Inc.* | 2,641 | 102,127 | ||||
BPZ Resources, Inc.* | 28,065 | 63,707 | ||||
Callon Petroleum Co.* | 9,264 | 34,277 | ||||
Carrizo Oil & Gas, Inc.(a)* | 9,054 | 233,322 | ||||
Cheniere Energy, Inc.* | 2,000 | 56,000 | ||||
Clayton Williams Energy, Inc.* | 2,100 | 91,833 | ||||
Clean Energy Fuels Corp.(a)* | 21,441 | 278,733 | ||||
Cloud Peak Energy, Inc.* | 15,189 | 285,249 | ||||
Comstock Resources, Inc.(a)* | 11,774 | 191,327 | ||||
Contango Oil & Gas Co. | 3,500 | 140,315 | ||||
Crimson Exploration, Inc.(a)* | 8,391 | 23,998 | ||||
Crosstex Energy, Inc. | 15,460 | 297,760 | ||||
CVR Energy, Inc.(c)* | 21,682 | | ||||
Delek US Holdings, Inc. | 12,078 | 476,598 | ||||
DHT Holdings, Inc.(a) | 697 | 3,332 | ||||
Double Eagle Petroleum Co.(a)* | 1,550 | 8,308 | ||||
Emerald Oil, Inc.* | 294 | 2,070 | ||||
Endeavour International Corp.(a)* | 8,674 | 25,588 | ||||
EPL Oil & Gas, Inc.* | 9,173 | 245,928 | ||||
Evolution Petroleum Corp.* | 1,923 | 19,518 | ||||
EXCO Resources, Inc.(a) | 3,694 | 26,338 | ||||
FieldPoint Petroleum Corp.* | 1,200 | 4,800 | ||||
Forest Oil Corp.(a)* | 7,303 | 38,414 | ||||
FX Energy, Inc.(a)* | 2,450 | 8,232 | ||||
Gevo, Inc.(a)* | 1,075 | 2,408 | ||||
Green Plains Renewable Energy, Inc.(a)* | 7,838 | 89,667 | ||||
Gulfport Energy Corp.* | 5,582 | 255,823 | ||||
Halcon Resources Corp.* | 11,379 | 88,642 | ||||
Harvest Natural Resources, Inc.(a)* | 7,400 | 25,974 | ||||
HKN, Inc.(a)* | 104 | 9,412 | ||||
Houston American Energy Corp.* | 6,452 | 1,416 | ||||
James River Coal Co.(a)* | 6,793 | 11,888 | ||||
Magnum Hunter Resources Corp.(a)* | 31,450 | 126,114 | ||||
McMoRan Exploration Co.* | 13,592 | 222,229 | ||||
Miller Energy Resources, Inc.(a)* | 148 | 549 | ||||
Nordic American Tankers Ltd.(a) | 4,131 | 47,713 | ||||
Northern Oil and Gas, Inc.(a)* | 13,284 | 191,024 | ||||
Overseas Shipholding Group, Inc.(a)* | 2,209 | 7,290 | ||||
Panhandle Oil and Gas, Inc., Class A(a) | 1,289 | 36,930 | ||||
PDC Energy, Inc.* | 6,818 | 337,968 | ||||
Penn Virginia Corp.(a) | 7,864 | 31,771 | ||||
Petroquest Energy, Inc.* | 12,273 | 54,492 | ||||
Quicksilver Resources, Inc.(a)* | 2,476 | 5,571 | ||||
Rentech, Inc. | 42,748 | 100,458 | ||||
Rex American Resources Corp.* | 1,575 | 34,839 | ||||
Rex Energy Corp.* | 10,555 | 173,946 | ||||
Royale Energy, Inc.* | 1,600 | 3,328 | ||||
SemGroup Corp., Class A* | 8,201 | 424,156 | ||||
Ship Finance International Ltd. | 17,254 | 304,361 | ||||
Stone Energy Corp.* | 10,392 | 226,026 | ||||
Swift Energy Co.(a)* | 9,200 | 136,252 | ||||
Synergy Resources Corp.* | 7,340 | 50,352 | ||||
Targa Resources Corp. | 7,980 | 542,321 | ||||
Teekay Corp.(a) | 6,917 | 248,735 | ||||
Triangle Petroleum Corp.(a)* | 7,356 | 48,550 | ||||
Vaalco Energy, Inc.* | 14,464 | 109,782 | ||||
W&T Offshore, Inc.(a) | 15,533 | 220,569 | ||||
Warren Resources, Inc.* | 7,351 | 23,597 | ||||
Western Refining, Inc.(a) | 9,643 | 341,459 | ||||
Zion Oil & Gas, Inc.(a)* | 3,151 | 3,876 | ||||
8,394,762 | ||||||
Paper & Forest Products 0.9% | ||||||
Buckeye Technologies, Inc. | 10,000 | 299,500 | ||||
Clearwater Paper Corp.* | 5,312 | 279,889 | ||||
Deltic Timber Corp. | 2,800 | 192,416 | ||||
KapStone Paper and Packaging Corp. | 11,229 | 312,166 | ||||
Louisiana-Pacific Corp.* | 34,384 | 742,695 | ||||
Mercer International, Inc.(a)* | 9,357 | 64,657 | ||||
Neenah Paper, Inc. | 3,300 | 101,508 | ||||
P. H. Glatfelter Co. | 10,600 | 247,828 | ||||
Resolute Forest Products(a)* | 4,522 | 73,166 | ||||
Schweitzer-Mauduit International, Inc. | 6,200 | 240,126 | ||||
Wausau Paper Corp. | 11,200 | 120,736 | ||||
2,674,687 | ||||||
Personal Products 0.6% | ||||||
CCA Industries, Inc.(a) | 556 | 2,224 | ||||
Elizabeth Arden, Inc.(a)* | 10,900 | 438,725 | ||||
Inter Parfums, Inc. | 6,746 | 164,805 | ||||
Medifast, Inc.(a)* | 3,300 | 75,636 | ||||
Natural Alternatives International, Inc.* | 1,000 | 4,850 | ||||
Natures Sunshine Products, Inc. | 2,700 | 41,148 | ||||
Nutraceutical International Corp. | 2,300 | 39,905 | ||||
Prestige Brands Holdings, Inc.* | 12,500 | 321,125 | ||||
Revlon, Inc., Class A* | 13,381 | 299,199 | ||||
United-Guardian, Inc.(a) | 600 | 11,640 | ||||
USANA Health Sciences, Inc.(a)* | 3,400 | 164,322 | ||||
1,563,579 | ||||||
Pharmaceuticals 0.9% | ||||||
Akorn, Inc.(a)* | 4,529 | 62,636 | ||||
Corcept Therapeutics, Inc.(a)* | 4,500 | 9,000 | ||||
Cumberland Pharmaceuticals, Inc.(a)* | 5,912 | 29,442 | ||||
Depomed, Inc.(a)* | 7,736 | 45,410 | ||||
Endocyte, Inc.* | 894 | 11,130 | ||||
Hi-Tech Pharmacal Co., Inc.(a) | 2,678 | 88,669 | ||||
Impax Laboratories, Inc.* | 17,100 | 264,024 | ||||
Lannett Co., Inc.* | 4,650 | 47,012 | ||||
Medicines Co. (The)* | 21,641 | 723,242 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Pharmaceuticals (Continued) | ||||||
Obagi Medical Products, Inc.* | 4,700 | $ | 92,825 | |||
Pain Therapeutics, Inc.* | 5,500 | 18,865 | ||||
Pozen, Inc.* | 10,087 | 53,158 | ||||
Questcor Pharmaceuticals, Inc. | 4,103 | 133,512 | ||||
Santarus, Inc.(a)* | 11,847 | 205,309 | ||||
Sciclone Pharmaceuticals, Inc.(a)* | 18,255 | 83,973 | ||||
Sucampo Pharmaceuticals, Inc., Class A* | 3,198 | 20,915 | ||||
Transcept Pharmaceuticals, Inc.* | 2,528 | 12,109 | ||||
Viropharma, Inc.(a)* | 25,800 | 649,128 | ||||
XenoPort, Inc.* | 3,929 | 28,092 | ||||
2,578,451 | ||||||
Professional Services 1.6% | ||||||
Acacia Research Corp.* | 9,740 | 293,856 | ||||
Advisory Board Co. (The)* | 7,369 | 387,020 | ||||
Barrett Business Services, Inc. | 2,100 | 110,586 | ||||
CBIZ, Inc.(a)* | 15,700 | 100,166 | ||||
CDI Corp. | 4,800 | 82,560 | ||||
Corporate Executive Board Co. (The) | 8,393 | 488,137 | ||||
CRA International, Inc.(a)* | 2,200 | 49,214 | ||||
Dolan Media Co. (The)* | 6,400 | 15,296 | ||||
Exponent, Inc. | 2,610 | 140,783 | ||||
Franklin Covey Co.* | 4,000 | 58,120 | ||||
FTI Consulting, Inc.* | 9,847 | 370,838 | ||||
GP Strategies Corp.* | 3,999 | 95,416 | ||||
Heidrick & Struggles International, Inc. | 3,700 | 55,315 | ||||
Hill International, Inc.* | 9,200 | 27,508 | ||||
Hudson Global, Inc.* | 2,471 | 9,736 | ||||
Huron Consulting Group, Inc.* | 5,651 | 227,848 | ||||
ICF International, Inc.* | 4,955 | 134,776 | ||||
Insperity, Inc. | 5,700 | 161,709 | ||||
Kelly Services, Inc., Class A | 8,211 | 153,382 | ||||
Kforce, Inc. | 10,079 | 164,993 | ||||
Korn/Ferry International* | 11,693 | 208,837 | ||||
Mastech Holdings, Inc.(a) | 849 | 7,327 | ||||
Mistras Group, Inc.* | 5,383 | 130,322 | ||||
National Technical Systems, Inc.* | 1,400 | 12,964 | ||||
Navigant Consulting, Inc.* | 13,900 | 182,646 | ||||
Odyssey Marine Exploration, Inc.(a)* | 10,650 | 34,719 | ||||
On Assignment, Inc.* | 12,485 | 315,995 | ||||
Pendrell Corp.* | 11,761 | 19,523 | ||||
RCM Technologies, Inc.(a) | 2,995 | 18,150 | ||||
Resources Connection, Inc. | 11,115 | 141,161 | ||||
RPX Corp.* | 1,493 | 21,066 | ||||
SmartPros Ltd.(a) | 1,000 | 1,500 | ||||
TrueBlue, Inc.* | 11,123 | 235,140 | ||||
Volt Information Sciences, Inc.(a)* | 4,949 | 41,324 | ||||
VSE Corp.(a) | 850 | 21,242 | ||||
4,519,175 | ||||||
Real Estate Investment Trusts (REITs) 0.4% | ||||||
Geo Group, Inc. (The) | 17,051 | 641,458 | ||||
Ryman Hospitality Properties(a) | 11,341 | 518,851 | ||||
1,160,309 | ||||||
Real Estate Management & Development 0.6% | ||||||
Alexander & Baldwin, Inc.* | 9,817 | 350,958 | ||||
Altisource Asset Management Corp.(a)* | 596 | 80,460 | ||||
Altisource Portfolio Solutions SA* | 5,967 | 416,198 | ||||
Altisource Residential Corp., Class B(a)* | 1,989 | 39,780 | ||||
AV Homes, Inc.* | 2,349 | 31,312 | ||||
Consolidated-Tomoka Land Co.(a) | 1,100 | 43,175 | ||||
Forestar Group, Inc.* | 8,034 | 175,623 | ||||
Kennedy-Wilson Holdings, Inc. | 8,662 | 134,348 | ||||
St. Joe Co. (The)(a)* | 6,491 | 137,934 | ||||
Tejon Ranch Co.* | 8,031 | 239,163 | ||||
Thomas Properties Group, Inc.(a) | 13,872 | 71,163 | ||||
1,720,114 | ||||||
Road & Rail 1.4% | ||||||
AMERCO | 4,600 | 798,284 | ||||
Arkansas Best Corp.(a) | 5,700 | 66,576 | ||||
Avis Budget Group, Inc.* | 26,153 | 727,838 | ||||
Celadon Group, Inc. | 5,010 | 104,509 | ||||
Con-way, Inc. | 13,191 | 464,455 | ||||
Covenant Transportation Group, Inc., Class A* | 1,500 | 8,985 | ||||
Heartland Express, Inc.(a) | 23,624 | 315,144 | ||||
Knight Transportation, Inc. | 20,700 | 333,270 | ||||
Marten Transport Ltd. | 4,614 | 92,880 | ||||
P.A.M. Transportation Services, Inc.(a) | 3,196 | 33,846 | ||||
Quality Distribution, Inc.(a)* | 6,100 | 51,301 | ||||
Roadrunner Transportation Systems, Inc.* | 6,056 | 139,288 | ||||
Saia, Inc.* | 3,200 | 115,744 | ||||
Swift Transportation Co.(a)* | 21,134 | 299,680 | ||||
Universal Truckload Services, Inc.* | 3,300 | 76,989 | ||||
USA Truck, Inc.(a)* | 1,900 | 9,329 | ||||
Werner Enterprises, Inc.(a) | 17,675 | 426,674 | ||||
4,064,792 | ||||||
Semiconductors & Semiconductor Equipment 3.9% | ||||||
Advanced Energy Industries, Inc.* | 9,400 | 172,020 | ||||
Alpha & Omega Semiconductor Ltd.* | 3,174 | 28,185 | ||||
Amkor Technology, Inc.(a)* | 43,398 | 173,592 | ||||
Amtech Systems, Inc.* | 2,200 | 7,942 | ||||
Anadigics, Inc.* | 14,200 | 28,400 | ||||
Applied Micro Circuits Corp.(a)* | 14,675 | 108,889 | ||||
ATMI, Inc.* | 7,200 | 161,496 | ||||
Axcelis Technologies, Inc.* | 20,139 | 25,174 | ||||
AXT, Inc.* | 12,200 | 35,868 | ||||
Brooks Automation, Inc. | 16,574 | 168,723 | ||||
Cabot Microelectronics Corp.* | 5,200 | 180,700 | ||||
Cascade Microtech, Inc.(a)* | 3,500 | 25,060 | ||||
Ceva, Inc.* | 4,258 | 66,425 | ||||
Cirrus Logic, Inc.(a)* | 4,612 | 104,923 | ||||
Cohu, Inc. | 5,200 | 48,672 | ||||
Cyberoptics Corp.(a)* | 1,700 | 9,554 | ||||
Cymer, Inc.(a)* | 8,635 | 829,823 | ||||
Cypress Semiconductor Corp.(a)* | 10,726 | 118,308 | ||||
Diodes, Inc.* | 9,250 | 194,065 | ||||
DSP Group, Inc.* | 2,800 | 22,596 | ||||
Entegris, Inc.* | 33,988 | 335,122 | ||||
Entropic Communications, Inc.* | 16,684 | 67,904 | ||||
Exar Corp.* | 11,669 | 122,525 | ||||
Fairchild Semiconductor International, Inc.* | 31,722 | 448,549 | ||||
First Solar, Inc.(a)* | 8,469 | 228,324 | ||||
FormFactor, Inc.* | 1,840 | 8,648 | ||||
GigOptix, Inc.(a)* | 1,578 | 1,657 | ||||
GSI Technology, Inc.* | 6,498 | 42,822 | ||||
GT Advanced Technologies, Inc.(a)* | 33,248 | 109,386 | ||||
Hittite Microwave Corp.* | 4,394 | 266,101 | ||||
Inphi Corp.* | 2,744 | 28,675 | ||||
Integrated Device Technology, Inc.* | 35,232 | 263,183 | ||||
Integrated Silicon Solution, Inc.* | 5,884 | 53,956 | ||||
International Rectifier Corp.(a)* | 14,106 | 298,342 | ||||
Intersil Corp., Class A | 31,221 | 271,935 | ||||
IXYS Corp. | 7,000 | 67,130 | ||||
Kopin Corp.* | 16,230 | 60,051 | ||||
Kulicke & Soffa Industries, Inc.* | 18,199 | 210,380 | ||||
Lattice Semiconductor Corp.* | 32,718 | 178,313 | ||||
LTX-Credence Corp.* | 10,591 | 63,970 | ||||
Magnachip Semiconductor Corp.* | 6,413 | 111,009 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Semiconductors & Semiconductor Equipment (Continued) | ||||||
MaxLinear, Inc., Class A(a)* | 276 | $ | 1,711 | |||
MEMC Electronic Materials, Inc.* | 48,404 | 212,978 | ||||
MEMSIC, Inc.* | 1,209 | 3,288 | ||||
Micrel, Inc. | 15,500 | 162,905 | ||||
Microsemi Corp.* | 21,875 | 506,844 | ||||
Mindspeed Technologies, Inc.(a)* | 6,749 | 22,474 | ||||
MKS Instruments, Inc. | 12,552 | 341,414 | ||||
Monolithic Power Systems, Inc. | 8,400 | 204,708 | ||||
MoSys, Inc.(a)* | 5,637 | 26,550 | ||||
Nanometrics, Inc.* | 5,800 | 83,694 | ||||
Omnivision Technologies, Inc.(a)* | 12,416 | 171,092 | ||||
PDF Solutions, Inc.* | 8,956 | 143,475 | ||||
Pericom Semiconductor Corp.* | 5,500 | 37,455 | ||||
Photronics, Inc.* | 12,617 | 84,282 | ||||
Pixelworks, Inc.* | 1,533 | 3,403 | ||||
PLX Technology, Inc.* | 6,900 | 31,464 | ||||
PMC - Sierra, Inc.* | 56,112 | 381,000 | ||||
Power Integrations, Inc.(a) | 6,258 | 271,660 | ||||
Rambus, Inc.* | 9,380 | 52,622 | ||||
RF Micro Devices, Inc.* | 58,119 | 309,193 | ||||
Rubicon Technology, Inc.(a)* | 4,400 | 29,040 | ||||
Rudolph Technologies, Inc.* | 7,386 | 87,007 | ||||
Semtech Corp.* | 14,810 | 524,126 | ||||
Sigma Designs, Inc.* | 7,899 | 38,468 | ||||
Silicon Image, Inc.* | 16,700 | 81,162 | ||||
Silicon Laboratories, Inc.* | 9,015 | 372,860 | ||||
Spansion, Inc., Class A* | 15,456 | 198,919 | ||||
SunPower Corp.* | 3,530 | 40,736 | ||||
Supertex, Inc. | 2,900 | 64,409 | ||||
Tessera Technologies, Inc. | 11,500 | 215,625 | ||||
TriQuint Semiconductor, Inc.(a)* | 32,800 | 165,640 | ||||
Ultra Clean Holdings* | 4,750 | 30,875 | ||||
Ultratech, Inc.* | 5,300 | 209,509 | ||||
Veeco Instruments, Inc.(a)* | 8,400 | 321,972 | ||||
Volterra Semiconductor Corp.* | 5,300 | 75,260 | ||||
11,256,217 | ||||||
Software 2.8% | ||||||
Accelrys, Inc.* | 13,277 | 129,584 | ||||
ACI Worldwide, Inc.* | 6,131 | 299,561 | ||||
Actuate Corp.* | 14,300 | 85,800 | ||||
Advent Software, Inc.* | 9,458 | 264,540 | ||||
American Software, Inc., Class A | 5,100 | 42,432 | ||||
AsiaInfo-Linkage, Inc.(a)* | 15,273 | 181,291 | ||||
Aspen Technology, Inc.* | 4,065 | 131,259 | ||||
AVG Technologies NV(a)* | 890 | 12,389 | ||||
Blackbaud, Inc. | 5,600 | 165,928 | ||||
Bottomline Technologies, Inc.* | 8,749 | 249,434 | ||||
Bsquare Corp.* | 2,300 | 7,038 | ||||
Compuware Corp.* | 53,853 | 673,163 | ||||
Comverse, Inc.* | 1,400 | 39,256 | ||||
Digimarc Corp. | 1,256 | 27,594 | ||||
Ebix, Inc.(a) | 9,036 | 146,564 | ||||
Ellie Mae, Inc.* | 976 | 23,473 | ||||
EPIQ Systems, Inc. | 8,450 | 118,554 | ||||
ePlus, Inc. | 1,200 | 55,452 | ||||
Fair Isaac Corp. | 10,900 | 498,021 | ||||
Gerber Scientific(a) (c)* | 5,000 | | ||||
GSE Systems, Inc.(a)* | 2,896 | 5,792 | ||||
Guidance Software, Inc.* | 1,433 | 15,548 | ||||
Guidewire Software, Inc.* | 892 | 34,288 | ||||
Interactive Intelligence Group* | 3,800 | 168,530 | ||||
Manhattan Associates, Inc.* | 5,462 | 405,772 | ||||
Mentor Graphics Corp. | 35,836 | 646,840 | ||||
Monotype Imaging Holdings, Inc. | 7,120 | 169,100 | ||||
NetScout Systems, Inc.* | 10,385 | 255,159 | ||||
Pervasive Software, Inc.* | 5,000 | 45,850 | ||||
Progress Software Corp.* | 14,794 | 337,007 | ||||
PROS Holdings, Inc.* | 701 | 19,046 | ||||
QAD, Inc., Class A(a) | 4,909 | 63,032 | ||||
QAD, Inc., Class B(a) | 1,219 | 14,116 | ||||
QLIK Technologies, Inc.* | 1,280 | 33,062 | ||||
Rosetta Stone, Inc.(a)* | 4,230 | 65,057 | ||||
Rovi Corp.* | 8,894 | 190,421 | ||||
Seachange International, Inc.* | 7,100 | 84,419 | ||||
SS&C Technologies Holdings, Inc.* | 15,749 | 472,155 | ||||
Synchronoss Technologies, Inc.* | 3,602 | 111,770 | ||||
Take-Two Interactive Software, Inc.* | 22,064 | 356,334 | ||||
TeleCommunication Systems, Inc., Class A* | 10,596 | 23,629 | ||||
TeleNav, Inc.* | 8,331 | 53,735 | ||||
Tyler Technologies, Inc.* | 8,205 | 502,638 | ||||
Ultimate Software Group, Inc.* | 3,459 | 360,289 | ||||
Verint Systems, Inc.* | 10,186 | 372,298 | ||||
Websense, Inc.* | 8,084 | 121,260 | ||||
8,078,480 | ||||||
Specialty Retail 4.5% | ||||||
Aaron's, Inc. | 19,040 | 546,067 | ||||
Aeropostale, Inc.(a)* | 20,169 | 274,298 | ||||
America's Car-Mart, Inc.* | 2,516 | 117,598 | ||||
Ann, Inc.* | 12,800 | 371,456 | ||||
Asbury Automotive Group, Inc.* | 9,700 | 355,893 | ||||
Barnes & Noble, Inc.(a)* | 14,343 | 235,942 | ||||
Bebe Stores, Inc.(a) | 22,995 | 95,889 | ||||
Big 5 Sporting Goods Corp.(a) | 4,086 | 63,783 | ||||
Body Central Corp.* | 2,461 | 23,133 | ||||
Books-A-Million, Inc.(a)* | 3,928 | 11,156 | ||||
Boyds Collection Ltd.(a) (b)* | 10,600 | | ||||
Brown Shoe Co., Inc. | 9,937 | 158,992 | ||||
Buckle, Inc. (The)(a) | 11,975 | 558,634 | ||||
Cabela's, Inc.(a)* | 10,926 | 664,082 | ||||
Cache, Inc.(a)* | 3,300 | 13,926 | ||||
Cato Corp. (The), Class A | 7,100 | 171,394 | ||||
Chico's FAS, Inc. | 7,212 | 121,162 | ||||
Children's Place Retail Stores, Inc. (The)* | 6,000 | 268,920 | ||||
Citi Trends, Inc.* | 3,000 | 30,690 | ||||
Coldwater Creek, Inc.(a)* | 840 | 2,654 | ||||
Conn's, Inc.(a)* | 7,199 | 258,444 | ||||
Destination Maternity Corp. | 2,800 | 65,520 | ||||
Destination XL Group, Inc.* | 8,925 | 45,428 | ||||
Express, Inc.* | 21,004 | 374,081 | ||||
Finish Line Inc. (The), Class A(a) | 12,124 | 237,509 | ||||
Genesco, Inc.* | 5,569 | 334,641 | ||||
Group 1 Automotive, Inc.(a) | 4,900 | 294,343 | ||||
Guess?, Inc.(a) | 8,005 | 198,764 | ||||
Haverty Furniture Cos., Inc. | 4,500 | 92,520 | ||||
hhgregg, Inc.(a)* | 9,379 | 103,638 | ||||
Hibbett Sports, Inc.(a)* | 6,450 | 362,942 | ||||
Hot Topic, Inc.(a) | 9,875 | 137,065 | ||||
Jos. A. Bank Clothiers, Inc.(a)* | 6,612 | 263,819 | ||||
Kirkland's, Inc.* | 5,977 | 68,497 | ||||
Lithia Motors, Inc., Class A | 4,855 | 230,515 | ||||
Lumber Liquidators Holdings, Inc.(a)* | 4,973 | 349,204 | ||||
MarineMax, Inc.* | 5,699 | 77,449 | ||||
Men's Wearhouse, Inc. (The) | 12,801 | 427,810 | ||||
Monro Muffler Brake, Inc.(a) | 7,750 | 307,753 | ||||
New York & Co., Inc.* | 22,433 | 91,751 | ||||
Office Depot, Inc.(a)* | 71,041 | 279,191 | ||||
OfficeMax, Inc. | 11,316 | 131,379 | ||||
Pacific Sunwear of California, Inc.(a)* | 4,122 | 8,615 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Specialty Retail (Continued) | ||||||
Penske Auto Group, Inc.(a) | 20,300 | $ | 677,208 | |||
PEP Boys-Manny Moe & Jack (The)* | 11,700 | 137,943 | ||||
Perfumania Holdings, Inc.(a)* | 1,156 | 6,659 | ||||
Pier 1 Imports, Inc.(a) | 32,366 | 744,418 | ||||
RadioShack Corp.(a) | 20,906 | 70,244 | ||||
Rent-A-Center, Inc.(a) | 13,202 | 487,682 | ||||
Rue21, Inc.(a)* | 5,056 | 148,596 | ||||
Select Comfort Corp.* | 13,569 | 268,259 | ||||
Shoe Carnival, Inc. | 3,360 | 68,678 | ||||
Sonic Automotive, Inc., Class A | 10,127 | 224,414 | ||||
Sport Chalet, Inc.* | 800 | 1,040 | ||||
Stage Stores, Inc. | 8,600 | 222,568 | ||||
Stein Mart, Inc. | 11,157 | 93,496 | ||||
Systemax, Inc. | 7,400 | 73,260 | ||||
Tandy Leather Factory, Inc.(a)* | 2,200 | 15,620 | ||||
Tile Shop Holdings, Inc.* | 2,330 | 48,953 | ||||
Trans World Entertainment(a) | 5,400 | 20,898 | ||||
Vitamin Shoppe, Inc.* | 5,222 | 255,095 | ||||
West Marine, Inc.* | 4,005 | 45,777 | ||||
Wet Seal, Inc. (The)* | 20,875 | 63,043 | ||||
Winmark Corp.(a) | 1,162 | 73,194 | ||||
Zale Corp.(a)* | 6,123 | 24,063 | ||||
Zumiez, Inc.(a)* | 6,000 | 137,400 | ||||
12,735,055 | ||||||
Textiles, Apparel & Luxury Goods 1.5% | ||||||
Cherokee, Inc. | 1,700 | 23,290 | ||||
Columbia Sportswear Co.(a) | 8,700 | 503,556 | ||||
CROCS, Inc.* | 22,600 | 334,932 | ||||
Culp, Inc. | 2,400 | 38,184 | ||||
Deckers Outdoor Corp.* | 2,909 | 162,002 | ||||
Delta Apparel, Inc.(a)* | 1,153 | 18,990 | ||||
Fifth & Pacific Cos., Inc.* | 11,714 | 221,160 | ||||
G-III Apparel Group Ltd.* | 4,639 | 186,070 | ||||
Iconix Brand Group, Inc.(a)* | 16,998 | 439,738 | ||||
Jones Group, Inc. (The)(a) | 19,161 | 243,728 | ||||
Lakeland Industries, Inc.(a)* | 440 | 1,571 | ||||
Maidenform Brands, Inc.* | 5,100 | 89,403 | ||||
Movado Group, Inc. | 4,000 | 134,080 | ||||
Oxford Industries, Inc.(a) | 4,374 | 232,260 | ||||
Perry Ellis International, Inc. | 3,333 | 60,627 | ||||
Quiksilver, Inc.(a)* | 32,012 | 194,313 | ||||
R.G. Barry Corp. | 1,900 | 25,441 | ||||
Rocky Brands, Inc.* | 1,000 | 13,610 | ||||
Skechers U.S.A., Inc., Class A* | 8,898 | 188,193 | ||||
Steven Madden Ltd.* | 10,371 | 447,405 | ||||
Superior Uniform Group, Inc.(a) | 1,100 | 13,145 | ||||
True Religion Apparel, Inc. | 5,400 | 140,994 | ||||
Unifi, Inc.* | 4,533 | 86,580 | ||||
Vera Bradley, Inc.(a)* | 5,440 | 128,547 | ||||
Wolverine World Wide, Inc.(a) | 11,000 | 488,070 | ||||
4,415,889 | ||||||
Thrifts & Mortgage Finance 2.0% | ||||||
Astoria Financial Corp. | 21,700 | 213,962 | ||||
Bank Mutual Corp. | 8,663 | 47,906 | ||||
BankFinancial Corp. | 4,900 | 39,641 | ||||
Beneficial Mutual Bancorp, Inc.* | 17,310 | 178,293 | ||||
Berkshire Hills Bancorp, Inc. | 4,639 | 118,480 | ||||
BofI Holding, Inc.(a)* | 3,191 | 114,493 | ||||
Brookline Bancorp, Inc. | 19,118 | 174,739 | ||||
Cape Bancorp, Inc. | 236 | 2,162 | ||||
Capitol Federal Financial, Inc. | 41,921 | 505,986 | ||||
CFS Bancorp, Inc. | 1,800 | 14,238 | ||||
Charter Financial Corp. | 2,028 | 25,938 | ||||
Citizens Community Bancorp, Inc.* | 400 | 2,792 | ||||
Clifton Savings Bancorp, Inc. | 4,173 | 51,996 | ||||
Dime Community Bancshares, Inc. | 10,050 | 144,318 | ||||
Doral Financial Corp.* | 6,300 | 4,440 | ||||
ESB Financial Corp. | 696 | 9,528 | ||||
ESSA Bancorp, Inc. | 1,900 | 20,596 | ||||
Federal Agricultural Mortgage Corp., Class C | 1,400 | 43,106 | ||||
First Defiance Financial Corp. | 1,100 | 25,652 | ||||
First Federal Bancshares of Arkansas, Inc.* | 1,754 | 17,540 | ||||
First Federal of Northern Michigan Bancorp, Inc.(a)* | 300 | 1,342 | ||||
First Financial Holdings, Inc. | 2,800 | 58,688 | ||||
First Financial Northwest, Inc.* | 2,239 | 17,487 | ||||
First Pactrust Bancorp, Inc.(a) | 1,673 | 19,072 | ||||
Flagstar Bancorp, Inc.* | 5,202 | 72,464 | ||||
Flushing Financial Corp. | 7,140 | 120,952 | ||||
Fox Chase Bancorp, Inc. | 3,230 | 54,555 | ||||
Hampden Bancorp, Inc. | 300 | 4,623 | ||||
HF Financial Corp. | 110 | 1,508 | ||||
Hingham Institution for Savings(a) | 213 | 14,846 | ||||
Home Bancorp, Inc.* | 994 | 18,498 | ||||
Home Federal Bancorp, Inc. | 4,062 | 51,994 | ||||
HopFed Bancorp, Inc. | 415 | 4,457 | ||||
Kearny Financial Corp.(a) | 17,221 | 175,654 | ||||
Meridian Interstate Bancorp, Inc.* | 3,210 | 60,187 | ||||
MGIC Investment Corp.* | 44,075 | 218,171 | ||||
New Hampshire Thrift Bancshares, Inc.(a) | 200 | 2,620 | ||||
Northeast Community Bancorp, Inc. | 2,200 | 11,990 | ||||
Northfield Bancorp, Inc. | 11,444 | 130,004 | ||||
Northwest Bancshares, Inc. | 27,000 | 342,630 | ||||
OceanFirst Financial Corp. | 3,912 | 56,411 | ||||
Ocwen Financial Corp.* | 13,072 | 495,690 | ||||
Oritani Financial Corp. | 12,152 | 188,234 | ||||
Provident Financial Holdings, Inc. | 2,380 | 40,484 | ||||
Provident Financial Services, Inc. | 14,515 | 221,644 | ||||
Provident New York Bancorp | 10,000 | 90,700 | ||||
Pulaski Financial Corp. | 2,040 | 21,563 | ||||
Radian Group, Inc.(a) | 27,036 | 289,556 | ||||
Rockville Financial, Inc. | 7,084 | 91,809 | ||||
Roma Financial Corp.(a) | 4,854 | 77,955 | ||||
SI Financial Group, Inc. | 2,065 | 24,966 | ||||
Simplicity Bancorp, Inc. | 2,068 | 31,082 | ||||
Territorial Bancorp, Inc. | 2,302 | 54,742 | ||||
Timberland Bancorp, Inc. | 2,600 | 21,320 | ||||
Tree.com, Inc. | 900 | 16,641 | ||||
Trustco Bank Corp. NY(a) | 17,234 | 96,166 | ||||
United Financial Bancorp, Inc. | 4,912 | 74,662 | ||||
ViewPoint Financial Group, Inc. | 8,008 | 161,041 | ||||
Walker & Dunlop, Inc.* | 2,989 | 53,712 | ||||
Washington Federal, Inc. | 23,270 | 407,225 | ||||
Waterstone Financial, Inc.(a)* | 6,900 | 57,063 | ||||
Westfield Financial, Inc. | 5,000 | 38,900 | ||||
WSFS Financial Corp. | 1,002 | 48,737 | ||||
5,797,851 | ||||||
Tobacco 0.2% | ||||||
Alliance One International, Inc.(a)* | 20,000 | 77,800 | ||||
Universal Corp.(a) | 5,600 | 313,824 | ||||
Vector Group Ltd. | 3,494 | 56,323 | ||||
447,947 | ||||||
Trading Companies & Distributors 1.3% | ||||||
Aceto Corp. | 7,018 | 77,689 | ||||
Aircastle Ltd. | 15,000 | 205,200 | ||||
Applied Industrial Technologies, Inc. | 9,834 | 442,530 | ||||
Beacon Roofing Supply, Inc.(a)* | 11,700 | 452,322 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
BlueLinx Holdings, Inc.* | 19,332 | $ | 55,096 | |||
CAI International, Inc.* | 4,585 | 132,140 | ||||
DXP Enterprises, Inc.* | 2,600 | 194,220 | ||||
GATX Corp. | 10,233 | 531,809 | ||||
H&E Equipment Services, Inc. | 8,700 | 177,480 | ||||
Houston Wire & Cable Co. | 5,746 | 74,411 | ||||
Kaman Corp., Class A | 5,778 | 204,946 | ||||
Lawson Products, Inc. | 1,575 | 27,689 | ||||
Rush Enterprises, Inc., Class A* | 6,000 | 144,720 | ||||
SeaCube Container Leasing Ltd. | 2,665 | 61,188 | ||||
TAL International Group, Inc.(a) | 7,400 | 335,294 | ||||
Textainer Group Holdings Ltd.(a) | 10,100 | 399,455 | ||||
Titan Machinery, Inc.(a)* | 3,710 | 102,952 | ||||
Watsco, Inc.(a) | 1,468 | 123,576 | ||||
Willis Lease Finance Corp.* | 900 | 13,608 | ||||
3,756,325 | ||||||
Transportation Infrastructure 0.0% | ||||||
Wesco Aircraft Holdings, Inc.(a)* | 2,781 | 40,936 | ||||
Water Utilities 0.2% | ||||||
American States Water Co. | 3,550 | 204,373 | ||||
Artesian Resources Corp., Class A | 1,300 | 29,211 | ||||
California Water Service Group | 8,600 | 171,140 | ||||
Connecticut Water Service, Inc.(a) | 1,900 | 55,537 | ||||
Consolidated Water Co., Ltd.(a) | 2,195 | 21,731 | ||||
Middlesex Water Co.(a) | 2,337 | 45,618 | ||||
SJW Corp.(a) | 4,400 | 116,600 | ||||
York Water Co.(a) | 1,271 | 23,895 | ||||
668,105 | ||||||
Wireless Telecommunication Services 0.1% | ||||||
Boingo Wireless, Inc.* | 532 | 2,937 | ||||
Leap Wireless International, Inc.(a)* | 17,252 | 101,614 | ||||
Shenandoah Telecommunications Co. | 4,552 | 69,327 | ||||
USA Mobility, Inc. | 4,000 | 53,080 | ||||
226,958 | ||||||
TOTAL COMMON STOCKS | ||||||
(Identified Cost $222,413,462) | 286,003,018 | |||||
RIGHTS & WARRANTS 0.0% | ||||||
Construction Materials 0.0% | ||||||
U.S. Concrete, Inc., Class A, expires 8/31/17(b)* | 335 | | ||||
U.S. Concrete, Inc., expires 8/31/17(b)* | 335 | | ||||
Health Care Equipment & Supplies 0.0% | ||||||
Photomedex, Inc., expires 12/13/14(b)* | 79 | | ||||
Pharmaceuticals 0.0% | ||||||
FRD Acquisition Co.(c)* | 656 | | ||||
Fresenius Kabi Pharmaceuticals Holding, Inc., expires 6/30/11(b)* | 13,728 | | ||||
TOTAL RIGHTS & WARRANTS | ||||||
(Identified Cost $85,661) | | |||||
SHORT-TERM INVESTMENTS 0.0% | ||||||
Other 0.0% | ||||||
SSgA Government Money Market Fund | 1 | 1 | ||||
SSgA Money Market Fund | 81 | 81 | ||||
82 | ||||||
TOTAL SHORT-TERM INVESTMENTS | ||||||
(Identified Cost $82) | 82 | |||||
COLLATERAL FOR SECURITIES ON LOAN 27.1% | ||||||
State Street Navigator Securities Lending Prime Portfolio | 77,635,395 | 77,635,395 | ||||
TOTAL COLLATERAL FOR SECURITIES ON LOAN | ||||||
(Identified Cost $77,635,395) | ||||||
Total Investments 127.0% | ||||||
(Identified Cost $300,134,600)# | 363,638,495 | |||||
Liabilities, Less Cash and Other Assets (27.0%) | (77,302,934 | ) | ||||
Net Assets 100.0% | $ | 286,335,561 |
| See Note 1. | ||
(a) | A portion or all of the security/securities were held on loan. As of March 31, 2013, the market value of the securities on loan was $76,000,285. | ||
* | Non-income producing security. | ||
(b) | Bankrupt security/delisted. | ||
(c) | Contingent value rights based on future performance. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $300,134,600. Net unrealized appreciation aggregated $63,503,895 of which $88,503,083 related to appreciated investment securities and $24,999,188 related to depreciated investment securities. |
See notes to schedule of investments.
SA U.S. Small Company Fund
March 31, 2013
Portfolio Sectors (% of
portfolio market value)
Sector |
Percentage |
||||
Industrials | 18.4 | % | |||
Financials | 18.0 | % | |||
Consumer Discretionary | 17.8 | % | |||
Information Technology | 17.3 | % | |||
Health Care | 9.9 | % | |||
Materials | 5.6 | % | |||
Energy | 5.3 | % | |||
Consumer Staples | 4.4 | % | |||
Utilities | 2.8 | % | |||
Telecommunication Services | 0.5 | % | |||
100.0 | % |
SA International Value
Fund
PORTFOLIO OF INVESTMENTS AS OF
MARCH 31, 2013 (Unaudited)
SHARES | VALUE | ||||||
COMMON STOCKS 98.9% | |||||||
Australia 5.8% | |||||||
Alumina Ltd.* | 256,850 | $ | 296,836 | ||||
Asciano Ltd. | 137,297 | 799,073 | |||||
Bank of Queensland Ltd. | 90,675 | 911,021 | |||||
Beach Energy Ltd. | 1,825 | 2,679 | |||||
Bendigo and Adelaide Bank Ltd.(a) | 81,165 | 867,866 | |||||
BlueScope Steel Ltd.(a)* | 40,702 | 212,308 | |||||
Boral Ltd. | 149,993 | 766,771 | |||||
Caltex Australia Ltd. | 54,126 | 1,203,143 | |||||
Downer EDI Ltd. | 14,976 | 77,338 | |||||
Echo Entertainment Group Ltd. | 139,940 | 507,031 | |||||
Fairfax Media Ltd.(a) | 358,477 | 235,134 | |||||
GrainCorp Ltd. | 28,186 | 342,760 | |||||
Harvey Norman Holdings Ltd.(a) | 42,022 | 119,441 | |||||
Incitec Pivot Ltd. | 278,323 | 895,408 | |||||
Lend Lease Group | 55,513 | 589,533 | |||||
Macquarie Group Ltd. | 56,310 | 2,178,000 | |||||
Newcrest Mining Ltd. | 20,014 | 417,794 | |||||
Origin Energy Ltd. | 221,281 | 3,059,537 | |||||
OZ Minerals Ltd.(a) | 32,061 | 177,917 | |||||
Primary Health Care Ltd. | 48,970 | 252,886 | |||||
Qantas Airways Ltd.* | 197,873 | 367,738 | |||||
QBE Insurance Group Ltd. | 2,965 | 41,705 | |||||
Santos Ltd. | 148,428 | 1,920,881 | |||||
Seven Group Holdings Ltd. | 5,495 | 56,639 | |||||
Sims Metal Management Ltd. | 38,790 | 405,074 | |||||
Suncorp Group Ltd. | 231,878 | 2,853,583 | |||||
TABCORP Holdings Ltd. | 120,355 | 404,744 | |||||
Tatts Group Ltd. | 193,713 | 639,339 | |||||
Toll Holdings Ltd. | 95,693 | 590,811 | |||||
Treasury Wine Estates Ltd. | 11,533 | 68,323 | |||||
Wesfarmers Ltd. | 207,637 | 8,690,490 | |||||
29,951,803 | |||||||
Austria 0.2% | |||||||
Erste Group Bank AG* | 28,689 | 799,121 | |||||
Raiffeisen Bank International AG | 8,878 | 301,748 | |||||
1,100,869 | |||||||
Belgium 1.4% | |||||||
Ageas | 40,071 | 1,355,266 | |||||
Belgacom SA | 918 | 22,823 | |||||
Delhaize Group SA | 18,053 | 984,776 | |||||
KBC Groep NV | 32,761 | 1,128,398 | |||||
S.A. D'ieteren SA | 2,077 | 94,915 | |||||
Solvay SA | 13,524 | 1,831,522 | |||||
UCB SA | 31,369 | 2,002,477 | |||||
7,420,177 | |||||||
Canada 11.2% | |||||||
Aimia, Inc. | 22,400 | 339,578 | |||||
Astral Media, Inc., Class A | 9,729 | 469,666 | |||||
AuRico Gold, Inc.(a)* | 5,525 | 34,808 | |||||
Barrick Gold Corp. | 95,697 | 2,813,492 | |||||
Cameco Corp.(a) | 9,592 | 199,044 | |||||
Canadian Natural Resources Ltd.(a) | 121,797 | 3,905,034 | |||||
Canadian Natural Resources Ltd.(a) | 63,524 | 2,041,026 | |||||
Canadian Tire Corp. Ltd., Class A | 18,300 | 1,320,641 | |||||
Crescent Point Energy Corp.(a) | 8,984 | 339,161 | |||||
Empire Co., Ltd., Class A | 7,800 | 507,919 | |||||
Enerplus Corp.(a) | 32,342 | 472,467 | |||||
Ensign Energy Services, Inc. | 16,271 | 277,417 | |||||
Fairfax Financial Holdings Ltd. | 3,000 | 1,171,413 | |||||
Genworth MI Canada, Inc.(a) | 3,100 | 76,230 | |||||
George Weston Ltd. | 7,700 | 572,507 | |||||
Goldcorp, Inc. | 55,056 | 1,851,533 | |||||
Goldcorp, Inc. | 63,211 | 2,126,842 | |||||
HudBay Minerals, Inc. | 800 | 7,694 | |||||
Husky Energy, Inc.(a) | 62,150 | 1,784,017 | |||||
IAMGOLD Corp. | 19,359 | 139,687 | |||||
Industrial Alliance Insurance & Financial Services, Inc. | 18,285 | 672,469 | |||||
Inmet Mining Corp. | 9,029 | 601,282 | |||||
Kinross Gold Corp. | 203,700 | 1,612,195 | |||||
Loblaw Cos., Ltd. | 14,700 | 618,475 | |||||
Lundin Mining Corp.* | 58,141 | 254,118 | |||||
Magna International, Inc. | 50,224 | 2,952,084 | |||||
Manulife Financial Corp. | 324,499 | 4,778,762 | |||||
Pan American Silver Corp. | 6,906 | 113,531 | |||||
Pan American Silver Corp.(a) | 8,150 | 133,497 | |||||
Pengrowth Energy Corp.(a) | 40,758 | 207,832 | |||||
Penn West Petroleum Ltd.(a) | 59,651 | 641,225 | |||||
PetroBakken Energy Ltd.(a) | 7,732 | 67,208 | |||||
Precision Drilling Corp.(a) | 40,259 | 372,134 | |||||
Progressive Waste Solutions Ltd.(a) | 7,491 | 158,617 | |||||
Quebecor, Inc., Class B | 3,525 | 149,384 | |||||
Research In Motion Ltd.(a)* | 35,700 | 530,308 | |||||
Sun Life Financial, Inc. | 125,037 | 3,411,946 | |||||
Suncor Energy, Inc. | 259,369 | 7,772,006 | |||||
Suncor Energy, Inc. | 16,633 | 499,156 | |||||
Talisman Energy, Inc. | 166,377 | 2,034,161 | |||||
Teck Resources Ltd., Class B | 104,620 | 2,945,447 | |||||
Thomson Reuters Corp.(a) | 106,534 | 3,456,574 | |||||
TransAlta Corp.(a) | 32,569 | 476,103 | |||||
Uranium One, Inc.* | 43,004 | 118,532 | |||||
Yamana Gold, Inc. | 154,108 | 2,374,160 | |||||
57,401,382 | |||||||
Denmark 1.7% | |||||||
A P Moller - Maersk A/S, Class A | 58 | 433,574 | |||||
A P Moller - Maersk A/S, Class B | 273 | 2,130,906 | |||||
Carlsberg A/S, Class B | 21,154 | 2,058,518 | |||||
Danske Bank A/S* | 157,972 | 2,824,614 | |||||
FLSmidth & Co. A/S(a) | 4,386 | 265,510 | |||||
H Lundbeck A/S | 6,315 | 116,281 | |||||
Jyske Bank A/S* | 9,528 | 324,349 | |||||
Rockwool International A/S, B Shares | 570 | 69,530 | |||||
TDC A/S | 52,152 | 400,707 | |||||
8,623,989 | |||||||
Finland 0.6% | |||||||
Kesko Oyj, B Shares | 6,878 | 214,860 | |||||
Neste Oil Oyj(a) | 18,872 | 266,102 | |||||
Stora Enso Oyj, R Shares | 133,259 | 860,069 | |||||
UPM-Kymmene Oyj | 153,593 | 1,713,869 | |||||
3,054,900 | |||||||
France 9.6% | |||||||
Arkema SA | 768 | 69,867 | |||||
AXA SA | 250,038 | 4,298,058 | |||||
BNP Paribas SA | 95,199 | 4,886,118 | |||||
Bollore SA | 1,451 | 557,990 | |||||
Bouygues SA | 21,751 | 589,973 | |||||
Cap Gemini SA | 21,722 | 988,475 | |||||
Casino Guichard Perrachon SA | 9,523 | 1,000,735 | |||||
Cie de Saint-Gobain | 77,815 | 2,884,690 | |||||
Cie Generale de Geophysique-Veritas* | 10,208 | 229,906 | |||||
Cie Generale de Geophysique-Veritas, ADR | 9,901 | 222,772 | |||||
Cie Generale des Etablissements Michelin | 25,588 | 2,140,200 | |||||
Ciments Francais SA | 2,122 | 121,044 | |||||
CNP Assurances | 23,137 | 317,491 | |||||
Credit Agricole SA* | 186,204 | 1,533,795 | |||||
EDF SA(a) | 32,593 | 625,019 | |||||
Eiffage SA | 241 | 10,198 | |||||
France Telecom SA | 358,763 | 3,628,458 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
France (Continued) | |||||||
GDF Suez | 280,884 | $ | 5,407,972 | ||||
Lafarge SA | 38,431 | 2,553,291 | |||||
Lagardere SCA | 29,198 | 1,075,104 | |||||
Natixis | 161,411 | 612,852 | |||||
Peugeot SA(a)* | 25,314 | 183,335 | |||||
Renault SA | 35,128 | 2,200,785 | |||||
Rexel SA | 14,433 | 314,979 | |||||
SCOR SE | 13,363 | 383,698 | |||||
Societe Generale SA* | 137,779 | 4,526,569 | |||||
STMicroelectronics NV | 228,137 | 1,754,625 | |||||
Vallourec SA | 3,013 | 144,833 | |||||
Vivendi SA | 298,408 | 6,164,222 | |||||
49,427,054 | |||||||
Germany 7.7% | |||||||
Allianz SE | 15,596 | 2,118,125 | |||||
Bayerische Motoren Werke AG | 33,555 | 2,895,172 | |||||
Celesio AG | 6,399 | 120,167 | |||||
Commerzbank AG(a)* | 486,695 | 714,332 | |||||
Daimler AG | 153,469 | 8,349,965 | |||||
Deutsche Bank AG | 77,883 | 3,036,463 | |||||
Deutsche Bank AG(a) | 72,307 | 2,828,650 | |||||
Deutsche Lufthansa AG | 50,963 | 995,256 | |||||
Deutsche Post AG | 3,917 | 90,253 | |||||
Deutsche Telekom AG | 321,442 | 3,397,687 | |||||
E.On AG | 301,790 | 5,268,894 | |||||
Fraport AG Frankfurt Airport Services Worldwide(a) | 1,171 | 65,633 | |||||
HeidelbergCement AG | 18,376 | 1,320,510 | |||||
Hochtief AG* | 607 | 39,480 | |||||
Metro AG | 4,645 | 132,064 | |||||
Muenchener Rueckversicherungs AG | 26,671 | 4,988,065 | |||||
RWE AG | 52,911 | 1,971,983 | |||||
Salzgitter AG | 4,020 | 161,367 | |||||
ThyssenKrupp AG* | 7,009 | 142,539 | |||||
Volkswagen AG | 4,362 | 820,543 | |||||
Wacker Chemie AG(a) | 1,434 | 102,625 | |||||
39,559,773 | |||||||
Greece 0.1% | |||||||
Hellenic Petroleum SA | 26,868 | 257,961 | |||||
National Bank of Greece SA* | 11,245 | 9,557 | |||||
267,518 | |||||||
Hong Kong 1.9% | |||||||
Cathay Pacific Airways Ltd. | 103,000 | 176,210 | |||||
Cheung Kong Holdings Ltd. | 24,000 | 354,317 | |||||
Foxconn International Holdings Ltd.* | 240,000 | 89,661 | |||||
Henderson Land Development Co., Ltd. | 192,057 | 1,312,536 | |||||
Hongkong & Shanghai Hotels Ltd. (The) | 68,495 | 117,356 | |||||
Hopewell Holdings Ltd. | 81,000 | 328,694 | |||||
Hutchison Whampoa Ltd. | 272,000 | 2,836,491 | |||||
Kerry Properties Ltd. | 32,000 | 142,427 | |||||
New World Development Co., Ltd. | 766,862 | 1,300,076 | |||||
Noble Group Ltd. | 145,000 | 142,036 | |||||
Orient Overseas International Ltd. | 35,000 | 236,713 | |||||
Tsim Sha Tsui Properties | 59,621 | 146,546 | |||||
Wharf Holdings Ltd. | 169,000 | 1,509,832 | |||||
Wheelock & Co., Ltd. | 233,000 | 1,248,662 | |||||
9,941,557 | |||||||
Ireland 0.1% | |||||||
Bank of Ireland* | 876,376 | 173,001 | |||||
CRH PLC, ADR(a) | 12,757 | 281,802 | |||||
454,803 | |||||||
Israel 0.4% | |||||||
Bank Hapoalim B.M.* | 113,462 | 514,056 | |||||
Bank Leumi Le-Israel* | 172,350 | 607,439 | |||||
Elbit Systems Ltd. | 72 | 3,040 | |||||
Israel Chemicals Ltd. | 32,322 | 417,637 | |||||
Israel Discount Bank Ltd., Series A* | 138,247 | 236,402 | |||||
NICE Systems Ltd.* | 4,358 | 160,505 | |||||
Strauss Group Ltd. | 1 | 14 | |||||
1,939,093 | |||||||
Italy 1.3% | |||||||
Banca Monte dei Paschi di Siena SpA(a)* | 1,272,909 | 301,861 | |||||
Banco Popolare Scarl* | 36,181 | 45,613 | |||||
Fiat SpA* | 123,198 | 655,374 | |||||
Finmeccanica SpA* | 61,153 | 293,959 | |||||
Parmalat SpA | 20,207 | 51,546 | |||||
Telecom Italia SpA | 1,864,713 | 1,317,046 | |||||
UniCredit SpA* | 827,731 | 3,533,222 | |||||
Unione di Banche Italiane SCPA | 127,537 | 469,851 | |||||
6,668,472 | |||||||
Japan 19.5% | |||||||
77 Bank Ltd. (The) | 60,000 | 323,153 | |||||
Aeon Co., Ltd.(a) | 106,700 | 1,378,310 | |||||
Alfresa Holdings Corp.(a) | 3,400 | 184,565 | |||||
Amada Co., Ltd. | 51,000 | 336,442 | |||||
Asahi Glass Co., Ltd. | 155,000 | 1,071,918 | |||||
Asahi Kasei Corp.(a) | 172,000 | 1,156,594 | |||||
Asatsu-DK, Inc. | 1,100 | 30,662 | |||||
Bank of Kyoto Ltd. (The)(a) | 45,000 | 439,316 | |||||
Bank of Yokohama Ltd. (The)(a) | 173,000 | 999,756 | |||||
Canon Marketing Japan, Inc. | 8,000 | 118,383 | |||||
Chiba Bank Ltd. (The) | 107,000 | 768,386 | |||||
Chugoku Bank Ltd. (The)(a) | 24,000 | 387,019 | |||||
Citizen Holdings Co., Ltd.(a) | 64,400 | 327,695 | |||||
Coca-Cola West Co., Ltd. | 7,200 | 125,284 | |||||
COMSYS Holdings Corp.(a) | 9,000 | 108,992 | |||||
Cosmo Oil Co., Ltd.(a)* | 111,000 | 233,473 | |||||
Dai Nippon Printing Co., Ltd.(a) | 119,000 | 1,131,407 | |||||
Daicel Corp. | 45,000 | 350,401 | |||||
Daido Steel Co., Ltd.(a) | 25,000 | 132,522 | |||||
Daishi Bank Ltd. (The) | 40,000 | 164,445 | |||||
Denki Kagaku Kogyo KK | 34,000 | 122,080 | |||||
Fuji Media Holdings, Inc. | 84 | 145,451 | |||||
FUJIFILM Holdings Corp.(a) | 113,700 | 2,239,335 | |||||
Fujikura Ltd.(a) | 65,000 | 205,078 | |||||
Fujitsu Ltd.(a) | 253,000 | 1,050,863 | |||||
Fukuoka Financial Group, Inc. | 153,000 | 763,903 | |||||
Fukuyama Transporting Co., Ltd. | 1,000 | 5,715 | |||||
Furukawa Electric Co., Ltd.(a) | 52,000 | 114,346 | |||||
Glory Ltd. | 7,800 | 186,600 | |||||
Gunma Bank Ltd. (The)(a) | 55,000 | 327,190 | |||||
H2O Retailing Corp.(a) | 9,000 | 96,277 | |||||
Hachijuni Bank Ltd. (The) | 68,000 | 405,248 | |||||
Hakuhodo DY Holdings, Inc.(a) | 1,420 | 108,912 | |||||
Higo Bank Ltd. (The) | 29,000 | 187,305 | |||||
Hiroshima Bank Ltd. (The)(a) | 21,000 | 101,280 | |||||
Hitachi Capital Corp. | 3,800 | 83,076 | |||||
Hitachi Chemical Co., Ltd.(a) | 5,600 | 85,307 | |||||
Hitachi High-Technologies Corp. | 5,800 | 120,886 | |||||
Hitachi Transport System Ltd.(a) | 1,000 | 15,796 | |||||
Hokkoku Bank Ltd. (The)(a) | 38,000 | 160,259 | |||||
Hokuhoku Financial Group, Inc. | 172,000 | 348,988 | |||||
House Foods Corp.(a) | 8,700 | 151,015 | |||||
Hyakujushi Bank Ltd. (The) | 35,000 | 146,492 | |||||
Ibiden Co., Ltd.(a) | 11,300 | 175,979 | |||||
Idemitsu Kosan Co., Ltd.(a) | 7,300 | 633,569 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Japan (Continued) | |||||||
Inpex Corp. | 341 | $ | 1,825,718 | ||||
Isetan Mitsukoshi Holdings Ltd. | 57,300 | 824,789 | |||||
ITOCHU Corp. | 12,400 | 151,353 | |||||
Iyo Bank Ltd. (The)(a) | 45,000 | 416,370 | |||||
J Front Retailing Co., Ltd. | 94,000 | 730,950 | |||||
JFE Holdings, Inc.(a) | 74,000 | 1,418,920 | |||||
Joyo Bank Ltd. (The)(a) | 91,000 | 505,582 | |||||
JTEKT Corp. | 23,200 | 218,112 | |||||
Juroku Bank Ltd. (The) | 33,000 | 138,471 | |||||
JX Holdings, Inc. | 446,500 | 2,499,660 | |||||
K's Holdings Corp.(a) | 3,900 | 124,704 | |||||
Kagoshima Bank Ltd. (The)(a) | 22,000 | 155,415 | |||||
Kajima Corp.(a) | 41,000 | 111,064 | |||||
Kamigumi Co., Ltd.(a) | 32,000 | 293,366 | |||||
Kaneka Corp. | 55,000 | 316,673 | |||||
Kawasaki Kisen Kaisha Ltd.(a)* | 108,000 | 229,458 | |||||
Keiyo Bank (The) | 24,000 | 137,420 | |||||
Kewpie Corp. | 1,500 | 21,384 | |||||
Kinden Corp. | 34,000 | 222,489 | |||||
Kobe Steel Ltd.(a)* | 194,000 | 226,696 | |||||
Konica Minolta, Inc.(a) | 70,000 | 509,375 | |||||
Kurita Water Industries Ltd.(a) | 3,100 | 68,596 | |||||
Kyocera Corp. | 17,700 | 1,615,159 | |||||
Kyowa Hakko Kirin Co., Ltd. | 37,000 | 418,208 | |||||
Lintec Corp. | 2,100 | 39,932 | |||||
LIXIL Group Corp.(a) | 11,900 | 236,647 | |||||
Marui Group Co., Ltd.(a) | 55,700 | 575,727 | |||||
Medipal Holdings Corp. | 19,700 | 275,614 | |||||
MEIJI Holdings Co., Ltd.(a) | 8,500 | 388,724 | |||||
Mitsubishi Chemical Holdings Corp.(a) | 206,500 | 978,371 | |||||
Mitsubishi Corp.(a) | 221,900 | 4,148,765 | |||||
Mitsubishi Gas Chemical Co., Inc.(a) | 62,000 | 408,350 | |||||
Mitsubishi Heavy Industries Ltd. | 81,000 | 466,373 | |||||
Mitsubishi Materials Corp. | 181,000 | 509,534 | |||||
Mitsubishi Tanabe Pharma Corp.(a) | 30,900 | 472,683 | |||||
Mitsubishi UFJ Financial Group, Inc.(a) | 1,137,000 | 6,812,216 | |||||
Mitsubishi UFJ Financial Group, Inc., ADR(a) | 1,031,340 | 6,188,040 | |||||
Mitsui & Co., Ltd.(a) | 181,600 | 2,542,612 | |||||
Mitsui & Co., Ltd., ADR(a) | 2,885 | 804,915 | |||||
Mitsui Chemicals, Inc.(a) | 126,000 | 273,055 | |||||
Mitsui Engineering & Shipbuilding Co., Ltd.(a) | 44,000 | 79,460 | |||||
Mitsui Mining & Smelting Co., Ltd. | 39,000 | 89,903 | |||||
Mitsui OSK Lines Ltd.(a)* | 172,000 | 564,593 | |||||
Nagase & Co., Ltd.(a) | 24,000 | 296,255 | |||||
Nanto Bank Ltd. (The) | 1,000 | 4,780 | |||||
NEC Corp.(a) | 376,000 | 998,566 | |||||
Nippo Corp. | 8,000 | 98,497 | |||||
Nippon Electric Glass Co., Ltd.(a) | 54,000 | 267,892 | |||||
Nippon Express Co., Ltd.(a) | 132,000 | 631,009 | |||||
Nippon Meat Packers, Inc.(a) | 25,067 | 403,959 | |||||
Nippon Paper Group, Inc.(a)* | 14,200 | 216,617 | |||||
Nippon Sheet Glass Co., Ltd.* | 16,000 | 17,677 | |||||
Nippon Shokubai Co., Ltd.(a) | 18,000 | 158,135 | |||||
Nippon Steel Sumitomo Metal Corp.(a) | 787,275 | 1,990,455 | |||||
Nippon Television Holdings, Inc. | 10,300 | 152,309 | |||||
Nippon Yusen KK(a) | 228,000 | 583,715 | |||||
Nishi-Nippon City Bank Ltd. (The) | 89,000 | 274,181 | |||||
Nisshin Seifun Group, Inc.(a) | 30,000 | 395,177 | |||||
Nisshin Steel Holdings Co., Ltd. | 15,999 | 125,939 | |||||
Nisshinbo Holdings, Inc. | 23,000 | 159,547 | |||||
NOK Corp.(a) | 8,800 | 126,482 | |||||
Nomura Holdings, Inc. | 156,700 | 965,486 | |||||
North Pacific Bank Ltd.(a) | 32,000 | 107,760 | |||||
NTN Corp.(a) | 32,000 | 85,324 | |||||
NTT DOCOMO, Inc.(a) | 149 | 220,964 | |||||
Obayashi Corp.(a) | 99,000 | 472,205 | |||||
Oji Holdings Corp.(a) | 88,000 | 329,059 | |||||
Onward Holdings Co., Ltd. | 28,000 | 251,044 | |||||
Panasonic Corp., ADR(a)* | 91,761 | 672,608 | |||||
Rengo Co., Ltd.(a) | 18,000 | 91,783 | |||||
Ricoh Co., Ltd.(a) | 127,000 | 1,373,411 | |||||
Rohm Co., Ltd.(a) | 14,400 | 497,923 | |||||
San-In Godo Bank Ltd. (The) | 22,000 | 189,069 | |||||
Sankyo Co., Ltd.(a) | 5,300 | 247,729 | |||||
SBI Holdings, Inc.(a) | 32,700 | 288,320 | |||||
Seiko Epson Corp.(a) | 28,000 | 270,675 | |||||
Seino Holdings Co., Ltd. | 23,000 | 198,885 | |||||
Sekisui House Ltd. | 94,000 | 1,273,171 | |||||
Shiga Bank Ltd. (The)(a) | 30,000 | 206,193 | |||||
Shimadzu Corp.(a) | 12,000 | 85,027 | |||||
Shimizu Corp.(a) | 90,000 | 294,471 | |||||
Shinsei Bank Ltd.(a) | 193,000 | 440,803 | |||||
Shizuoka Bank Ltd. (The) | 72,000 | 809,986 | |||||
Showa Denko KK(a) | 165,000 | 247,145 | |||||
Showa Shell Sekiyu KK | 29,700 | 209,810 | |||||
SKY Perfect JSAT Holdings, Inc. | 167 | 78,856 | |||||
Sohgo Security Services Co., Ltd. | 7,900 | 115,477 | |||||
Sojitz Corp.(a) | 149,700 | 233,770 | |||||
Sony Corp., ADR(a) | 212,565 | 3,698,631 | |||||
Sumitomo Bakelite Co., Ltd. | 36,000 | 150,677 | |||||
Sumitomo Chemical Co., Ltd.(a) | 160,000 | 499,708 | |||||
Sumitomo Corp.(a) | 218,000 | 2,739,619 | |||||
Sumitomo Electric Industries Ltd. | 144,800 | 1,767,411 | |||||
Sumitomo Forestry Co., Ltd. | 28,200 | 312,152 | |||||
Sumitomo Heavy Industries Ltd.(a) | 59,000 | 232,528 | |||||
Sumitomo Metal Mining Co., Ltd. | 39,000 | 550,189 | |||||
Sumitomo Mitsui Financial Group, Inc. | 119,600 | 4,878,780 | |||||
Sumitomo Mitsui Trust Holdings, Inc.(a) | 293,000 | 1,385,085 | |||||
Suzuken Co., Ltd. | 11,400 | 412,355 | |||||
Taisei Corp.(a) | 181,000 | 501,843 | |||||
Takashimaya Co., Ltd. | 45,000 | 444,574 | |||||
TDK Corp.(a) | 18,600 | 649,078 | |||||
Teijin Ltd.(a) | 100,000 | 230,520 | |||||
TOKAI RIKA Co., Ltd. | 5,900 | 109,495 | |||||
Tokyo Broadcasting System Holdings, Inc. | 6,900 | 106,284 | |||||
Toppan Printing Co., Ltd.(a) | 160,000 | 1,148,988 | |||||
Tosoh Corp.(a) | 49,000 | 139,502 | |||||
Toyo Seikan Group Holdings Ltd. | 42,200 | 580,090 | |||||
Toyobo Co., Ltd.(a) | 39,000 | 66,288 | |||||
Toyota Motor Corp., ADR(a) | 28,652 | 2,940,841 | |||||
Toyota Tsusho Corp.(a) | 24,200 | 616,472 | |||||
Ube Industries Ltd.(a) | 19,000 | 37,340 | |||||
UNY Group Holdings Co., Ltd. | 39,000 | 302,852 | |||||
Ushio, Inc.(a) | 7,000 | 71,312 | |||||
Wacoal Holdings Corp.(a) | 14,000 | 151,400 | |||||
Yamada Denki Co., Ltd.(a) | 9,950 | 454,507 | |||||
Yamaguchi Financial Group, Inc. | 51,000 | 507,643 | |||||
Yamaha Corp. | 32,700 | 316,805 | |||||
Yamato Kogyo Co., Ltd.(a) | 2,000 | 54,539 | |||||
Yamazaki Baking Co., Ltd.(a) | 9,000 | 118,553 | |||||
100,119,326 | |||||||
Netherlands 2.8% | |||||||
Aegon NV | 232,384 | 1,397,363 | |||||
Akzo Nobel NV | 46,751 | 2,967,625 | |||||
ArcelorMittal | 149,597 | 1,927,198 | |||||
ArcelorMittal-NY Registered(a) | 29,788 | 388,138 | |||||
ING Groep NV* | 387,132 | 2,747,711 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
COMMON STOCKS (Continued) | |||||||
Netherlands (Continued) | |||||||
Koninklijke DSM NV | 31,703 | $ | 1,845,395 | ||||
Koninklijke Philips Electronics NV | 106,995 | 3,166,145 | |||||
TNT Express NV | 624 | 4,574 | |||||
14,444,149 | |||||||
New Zealand 0.1% | |||||||
Contact Energy Ltd. | 113,218 | 539,958 | |||||
Norway 0.9% | |||||||
Aker ASA, Series A | 481 | 18,035 | |||||
Cermaq ASA | 66 | 1,048 | |||||
DnB ASA | 105,010 | 1,539,889 | |||||
Norsk Hydro ASA | 262,901 | 1,136,091 | |||||
Orkla ASA | 85,495 | 683,579 | |||||
Statoil ASA | 8,118 | 196,253 | |||||
Stolt-Nielsen Ltd. | 167 | 3,331 | |||||
Storebrand ASA* | 70,912 | 275,234 | |||||
Subsea 7 SA(a) | 24,977 | 583,720 | |||||
Veripos, Inc.* | 2,343 | 8,825 | |||||
4,446,005 | |||||||
Portugal 0.1% | |||||||
Banco Espirito Santo SA* | 414,564 | 424,596 | |||||
Singapore 1.1% | |||||||
CapitaLand Ltd. | 742,000 | 2,111,710 | |||||
Golden Agri-Resources Ltd.(a) | 1,296,000 | 606,023 | |||||
Indofood Agri Resources Ltd.(a) | 31,000 | 30,866 | |||||
Keppel Land Ltd.(a) | 134,000 | 425,654 | |||||
Neptune Orient Lines Ltd.(a)* | 150,749 | 144,022 | |||||
Olam International Ltd.(a) | 36,000 | 49,921 | |||||
Overseas Union Enterprise Ltd. | 64,000 | 158,407 | |||||
Singapore Airlines Ltd.(a) | 165,340 | 1,448,983 | |||||
United Industrial Corp. Ltd. | 151,000 | 371,307 | |||||
Venture Corp. Ltd. | 10,000 | 69,819 | |||||
Wilmar International Ltd.(a) | 82,000 | 228,081 | |||||
5,644,793 | |||||||
Spain 1.4% | |||||||
Acciona SA | 8,329 | 454,073 | |||||
Banco de Sabadell SA(a)* | 320,979 | 589,192 | |||||
Banco Espanol de Credito SA(a)* | 13,917 | 57,800 | |||||
Banco Popular Espanol SA* | 1,196,156 | 886,244 | |||||
Banco Santander SA | 476,007 | 3,198,511 | |||||
Bankinter SA | 6,575 | 31,791 | |||||
CaixaBank(a) | 136,821 | 463,014 | |||||
EDP Renovaveis SA* | 18,086 | 87,402 | |||||
Iberdrola SA | 147,461 | 686,721 | |||||
International Consolidated Airlines Group SA* | 183,620 | 706,431 | |||||
Repsol SA | 11,655 | 236,798 | |||||
7,397,977 | |||||||
Sweden 3.3% | |||||||
Boliden AB | 38,387 | 617,934 | |||||
Holmen AB, B Shares | 18,717 | 556,637 | |||||
Meda AB, A Shares | 17,381 | 206,042 | |||||
Nordea Bank AB | 353,398 | 4,002,236 | |||||
SSAB AB, A Shares(a) | 40,570 | 309,168 | |||||
SSAB AB, B Shares | 279,497 | 2,807,172 | |||||
SSAB Svenskt Stal AB, Series B | 17,977 | 118,016 | |||||
Svenska Cellulosa AB, Series A | 922 | 23,713 | |||||
Svenska Cellulosa AB, Series B | 98,734 | 2,545,413 | |||||
Swedbank AB, A Shares | 65,207 | 1,482,944 | |||||
Telefonaktiebolaget LM Ericsson | 320,913 | 3,998,762 | |||||
Telefonaktiebolaget LM Ericsson, A Shares | 698 | 8,510 | |||||
16,676,547 | |||||||
Switzerland 7.0% | |||||||
Adecco SA* | 32,604 | 1,785,956 | |||||
Alpiq Holding AG* | 161 | 19,504 | |||||
Aryzta AG* | 8,626 | 509,309 | |||||
Baloise Holding AG | 9,842 | 921,683 | |||||
Clariant AG* | 18,038 | 250,818 | |||||
Credit Suisse Group AG* | 203,206 | 5,332,204 | |||||
Givaudan SA* | 1,357 | 1,666,767 | |||||
Holcim Ltd.* | 63,904 | 5,092,529 | |||||
Lonza Group AG* | 5,819 | 377,595 | |||||
Novartis AG | 796 | 56,558 | |||||
Sulzer AG | 1,644 | 280,898 | |||||
Swiss Life Holding AG* | 5,342 | 791,762 | |||||
Swiss Re AG | 89,565 | 7,283,702 | |||||
UBS AG* | 420,183 | 6,440,180 | |||||
UBS AG* | 8,941 | 137,602 | |||||
Zurich Insurance Group AG* | 17,402 | 4,843,156 | |||||
35,790,223 | |||||||
United Kingdom 20.7% | |||||||
Anglo American PLC | 67,895 | 1,745,519 | |||||
Aviva PLC | 469,650 | 2,113,712 | |||||
Barclays PLC | 1,498,087 | 6,627,354 | |||||
Barclays PLC, ADR | 142,541 | 2,531,528 | |||||
BP PLC, ADR | 463,725 | 19,638,754 | |||||
Carnival PLC(a) | 29,821 | 1,044,630 | |||||
Carnival PLC, ADR | 13,345 | 467,183 | |||||
Eurasian Natural Resources Corp. PLC | 6,258 | 23,401 | |||||
Evraz PLC(a) | 1,926 | 6,497 | |||||
HSBC Holdings PLC | 180,214 | 1,923,628 | |||||
HSBC Holdings PLC, ADR | 190,084 | 10,139,081 | |||||
Investec PLC | 75,983 | 529,926 | |||||
J Sainsbury PLC | 287,118 | 1,651,249 | |||||
Kazakhmys PLC(a) | 42,677 | 254,454 | |||||
Kingfisher PLC | 691,184 | 3,022,531 | |||||
Lloyds Banking Group PLC* | 5,928,406 | 4,385,954 | |||||
Lloyds Banking Group PLC, ADR* | 68,065 | 204,195 | |||||
Mondi PLC | 36,769 | 499,466 | |||||
Old Mutual PLC | 628,224 | 1,934,883 | |||||
Pearson PLC, ADR | 29,859 | 537,163 | |||||
Resolution Ltd. | 212,339 | 879,190 | |||||
Rexam PLC | 50,410 | 404,041 | |||||
Royal Bank of Scotland Group PLC* | 230,284 | 963,988 | |||||
Royal Bank of Scotland Group PLC, ADR* | 34,440 | 290,329 | |||||
Royal Dutch Shell PLC, A Shares | 4,808 | 155,534 | |||||
Royal Dutch Shell PLC, ADR(a) | 227,594 | 15,207,831 | |||||
RSA Insurance Group PLC | 40,593 | 71,794 | |||||
Vedanta Resources PLC(a) | 2,183 | 33,336 | |||||
Vodafone Group PLC | 13,561 | 385,268 | |||||
Vodafone Group PLC, ADR | 7,062,161 | 20,023,297 | |||||
WM Morrison Supermarkets PLC | 429,973 | 1,804,476 | |||||
WPP PLC | 20,079 | 320,040 | |||||
Xstrata PLC | 407,470 | 6,612,310 | |||||
106,432,542 | |||||||
TOTAL COMMON STOCKS | |||||||
(Identified Cost $471,697,240) | 507,727,506 | ||||||
PREFERRED STOCKS 0.0% | |||||||
Germany 0.0% | |||||||
Porsche Automobil Holding SE | 2,731 | 199,612 | |||||
TOTAL PREFERRED STOCKS | |||||||
(Identified Cost $169,209) | 199,612 | ||||||
SHORT-TERM INVESTMENTS 0.2% | |||||||
United States 0.2% | |||||||
SSgA Government Money Market Fund | 1 | 1 |
See notes to schedule of investments.
SHARES | VALUE | ||||||
SHORT-TERM INVESTMENTS (Continued) | |||||||
United States (Continued) | |||||||
SSgA Money Market Fund | 825,127 | $ | 825,127 | ||||
825,128 | |||||||
TOTAL SHORT-TERM INVESTMENTS | |||||||
(Identified Cost $825,128) | 825,128 | ||||||
COLLATERAL FOR SECURITIES ON LOAN 15.3% | |||||||
Short-Term 15.3% | |||||||
State Street Navigator Securities Lending Prime Portfolio | 78,699,081 | 78,699,081 | |||||
TOTAL COLLATERAL FOR SECURITIES ON LOAN | |||||||
(Identified Cost $78,699,081) | 78,699,081 | ||||||
Total Investments 114.4% | |||||||
(Identified Cost $551,390,658)# | 587,451,327 | ||||||
Liabilities, Less Cash and Other Assets (14.4%) | (74,090,846 | ) | |||||
Net Assets 100.0% | $ | 513,360,481 |
|
See Note 1. |
||
* |
Non-income producing security. |
||
(a) |
A portion or all of the security/securities were held on loan. As of March 31, 2013, the market value of the securities on loan was $76,204,288. |
||
# |
At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $551,390,658. Net unrealized appreciation aggregated $36,060,669 of which $85,610,829 related to appreciated investment securities and $49,550,160 related to depreciated investment securities. |
Key to
abbreviations:
ADR American Depository
Receipt
See notes to schedule of investments.
SA International Value Fund
Ten Largest Industry Holdings March 31, 2013
(As a percentage of net assets):
Industry |
Percentage |
|||
Commercial Banks | 18.8 | % | ||
Oil, Gas & Consumable Fuels | 13.2 | % | ||
Insurance | 9.1 | % | ||
Metals & Mining | 6.8 | % | ||
Capital Markets | 4.2 | % | ||
Wireless Telecommunication Services | 4.0 | % | ||
Automobiles | 3.6 | % | ||
Food & Staples Retailing | 3.5 | % | ||
Chemicals | 3.0 | % | ||
Diversified Telecommunication Services | 2.9 | % |
SA International Value Fund
March 31, 2013
Country Weightings (% of portfolio market value)
Country |
Percentage |
|||
United Kingdom | 20.9 | % | ||
Japan | 19.7 | % | ||
Canada | 11.3 | % | ||
France | 9.7 | % | ||
Germany | 7.8 | % | ||
Switzerland | 7.0 | % | ||
Australia | 5.9 | % | ||
Sweden | 3.3 | % | ||
Netherlands | 2.8 | % | ||
Other | 11.6 | % | ||
100.0 | % |
SA International Small
Company Fund
PORTFOLIO OF
INVESTMENTS AS OF MARCH 31, 2013 (Unaudited)
SHARES | VALUE | |||||
MUTUAL FUNDS 99.9% | ||||||
Other 99.9% | ||||||
DFA International Small Company Portfolio 13,763,320 | 13,763,320 | $ | 232,875,377 | |||
TOTAL MUTUAL FUNDS | ||||||
(Identified Cost $144,161,541) | 232,875,377 | |||||
Total Investments 99.9% | ||||||
(Identified Cost $144,161,541)# | 232,875,377 | |||||
Cash and Other Assets, Less Liabilities 0.1% | 141,917 | |||||
Net Assets 100.0% | $ | 233,017,294 |
| See Note 1. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $144,161,541. Net unrealized appreciation aggregated $88,713,836, which related solely to appreciated investment securities. |
See notes to schedule of investments.
SA Emerging Markets Value Fund
PORTFOLIO OF INVESTMENTS AS OF MARCH
31, 2013 (Unaudited)
SHARES | VALUE | ||||
COMMON STOCKS 94.8% | |||||
Brazil 6.8% | |||||
Banco do Brasil SA | 2,100 | $ | 28,527 | ||
Banco Santander Brasil SA | 19,400 | 140,262 | |||
Banco Santander Brasil SA, ADR | 121,640 | 883,106 | |||
BM&FBOVESPA SA | 168,604 | 1,138,072 | |||
Fibria Celulose SA, ADR* | 36,899 | 445,371 | |||
Gerdau SA | 11,300 | 77,896 | |||
Gerdau SA, ADR | 109,250 | 842,317 | |||
Hypermarcas SA* | 15,400 | 121,097 | |||
JBS SA* | 148,229 | 498,804 | |||
Magnesita Refratarios SA | 7,500 | 26,723 | |||
Marfrig Alimentos SA* | 26,090 | 108,969 | |||
OSX Brasil SA* | 4,200 | 8,688 | |||
PDG Realty SA Empreendimentos e Participacoes | 195,584 | 301,010 | |||
Petroleo Brasileiro SA | 24,892 | 207,562 | |||
Petroleo Brasileiro SA, ADR | 94,583 | 1,567,240 | |||
Usinas Siderurgicas de Minas Gerais SA* | 25,400 | 140,402 | |||
Vale SA, ADR | 9,400 | 162,526 | |||
6,698,572 | |||||
Chile 2.2% | |||||
Cia General de Electricidad SA | 18,040 | 113,635 | |||
Cia Sud Americana de Vapores SA* | 109,025 | 11,041 | |||
Empresas CMPC SA | 133,020 | 484,684 | |||
Empresas COPEC SA | 28,567 | 414,964 | |||
Enersis SA, ADR | 43,766 | 842,058 | |||
Gasco SA | 200 | 2,057 | |||
Inversiones Aguas Metropolitanas SA | 36,299 | 76,601 | |||
Latam Airlines Group SA, ADR | 3,855 | 83,808 | |||
Ripley Corp. SA | 64,807 | 74,222 | |||
Salfacorp SA | 13,974 | 30,680 | |||
Sociedad Matriz SAAM SA* | 120,422 | 13,792 | |||
Vina Concha y Toro SA | 16,228 | 32,387 | |||
2,179,929 | |||||
China 14.1% | |||||
Agile Property Holdings Ltd. | 129,859 | 154,575 | |||
Agricultural Bank of China Ltd., H Shares | 604,000 | 289,451 | |||
Aluminum Corp. of China Ltd., H Shares* | 160,000 | 62,042 | |||
Angang Steel Co., Ltd., H Shares* | 78,000 | 42,705 | |||
Bank of China Ltd., H Shares | 4,779,902 | 2,216,752 | |||
Bank of Communications Co., Ltd., H Shares | 581,400 | 436,656 | |||
BBMG Corp., H Shares | 59,000 | 47,960 | |||
Beijing Capital International Airport Co., Ltd., H Shares | 132,000 | 95,226 | |||
Beijing Enterprises Holdings Ltd. | 36,500 | 281,183 | |||
Chaoda Modern Agriculture Holdings Ltd.* | 62,354 | 8,836 | |||
China Agri-Industries Holdings Ltd. | 167,700 | 86,415 | |||
China Citic Bank Corp. Ltd., H Shares | 554,000 | 332,576 | |||
China Coal Energy Co., Ltd., H Shares | 378,000 | 338,433 | |||
China Communication Services Corp. Ltd., H Shares | 163,600 | 105,799 | |||
China Communications Construction Co., Ltd., H Shares | 407,000 | 379,078 | |||
China Construction Bank Corp., H Shares | 1,505,810 | 1,229,858 | |||
China COSCO Holdings Co., Ltd., H Shares* | 252,000 | 119,141 | |||
China Everbright Ltd. | 72,000 | 114,457 | |||
China Lumena New Materials Corp. | 224,000 | 47,902 | |||
China Merchants Holdings International Co., Ltd. | 74,892 | 246,020 | |||
China Minsheng Banking Corp. Ltd., H Shares | 222,000 | 283,701 | |||
China National Materials Co., Ltd., H Shares | 121,000 | 32,266 | |||
China Petroleum & Chemical Corp., ADR | 13,574 | 1,587,072 | |||
China Petroleum & Chemical Corp., H Shares | 30,000 | 35,323 | |||
China Railway Construction Corp. Ltd., H Shares | 145,000 | 137,667 | |||
China Resources Land Ltd. | 16,000 | 44,728 | |||
China Rongsheng Heavy Industries Group Holdings Ltd. | 80,500 | 13,170 | |||
China Shipping Container Lines Co., Ltd., H Shares* | 303,200 | 82,025 | |||
China Shipping Development Co., Ltd., H Shares | 87,543 | 42,291 | |||
China Southern Airlines Co., Ltd., H Shares | 110,000 | 62,918 | |||
China Travel International Inv HK | 208,000 | 40,461 | |||
China Unicom Hong Kong Ltd. | 54,000 | 72,069 | |||
China Unicom Hong Kong Ltd., ADR | 38,409 | 517,753 | |||
China Yurun Food Group Ltd.* | 96,000 | 66,040 | |||
China Zhongwang Holdings Ltd.* | 154,000 | 51,978 | |||
Chongqing Rural Commercial Bank Co., Ltd., H Shares | 115,000 | 61,629 | |||
Citic Pacific Ltd. | 72,000 | 93,681 | |||
Citic Resources Holdings Ltd.* | 228,000 | 30,547 | |||
COSCO Pacific Ltd. | 117,436 | 170,045 | |||
Country Garden Holdings Co., Ltd.* | 150,022 | 74,213 | |||
Dalian Port PDA Co., Ltd., H Shares | 86,000 | 19,942 | |||
Dongfeng Motor Group Co., Ltd., H Shares | 16,000 | 22,467 | |||
Evergrande Real Estate Group Ltd. | 171,000 | 68,730 | |||
Fosun International Ltd. | 163,500 | 109,947 | |||
Franshion Properties China Ltd. | 238,000 | 77,263 | |||
GCL-Poly Energy Holdings Ltd. | 567,000 | 115,408 | |||
Glorious Property Holdings Ltd.* | 228,000 | 36,127 | |||
GOME Electrical Appliances Holding Ltd.* | 744,000 | 81,468 | |||
Greentown China Holdings Ltd.* | 34,500 | 64,622 | |||
Guangshen Railway Co., Ltd., ADR | 3,500 | 84,560 | |||
Guangzhou Automobile Group Co., Ltd., H Shares | 156,870 | 133,579 | |||
Guangzhou R&F Properties Co., Ltd. | 66,800 | 111,870 | |||
Harbin Electric Co., Ltd., H Shares | 54,000 | 43,895 | |||
Hopson Development Holdings Ltd.* | 58,000 | 83,833 | |||
Huaneng Renewables Corp. Ltd., H Shares* | 70,000 | 18,576 | |||
Industrial & Commercial Bank of China Ltd., H Shares | 662,000 | 463,930 | |||
Kaisa Group Holdings Ltd.* | 13,000 | 3,668 | |||
Kingboard Chemical Holdings Ltd. | 40,000 | 114,138 | |||
Kingboard Laminates Holdings Ltd. | 50,000 | 21,964 | |||
KWG Property Holding Ltd. | 72,000 | 45,171 | |||
Lee & Man Paper Manufacturing Ltd. | 46,000 | 35,911 | |||
Lonking Holdings Ltd. | 111,000 | 25,310 | |||
Maanshan Iron & Steel, H Shares* | 72,000 | 18,736 | |||
Maoye International Holdings Ltd. | 82,000 | 19,543 | |||
Metallurgical Corp. of China Ltd., H Shares* | 187,000 | 36,135 | |||
Minth Group Ltd. | 36,000 | 52,962 | |||
New World China Land Ltd. | 148,800 | 63,258 | |||
Nine Dragons Paper Holdings Ltd. | 102,000 | 95,528 | |||
Poly Property Group Co., Ltd.* | 150,000 | 95,458 | |||
Renhe Commercial Holdings Co., Ltd.* | 550,000 | 32,947 | |||
Semiconductor Manufacturing International Corp.* | 1,420,000 | 85,062 | |||
Semiconductor Manufacturing International Corp., ADR* | 2,052 | 5,992 | |||
Shanghai Industrial Holdings Ltd. | 55,000 | 172,173 | |||
Shenzhen International Holdings | 627,500 | 74,370 | |||
Shenzhen Investment Ltd. | 112,280 | 44,984 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
China (Continued) | ||||||
Shimao Property Holdings Ltd. | 130,500 | $ | 251,164 | |||
Shougang Fushan Resources Group Ltd. | 188,000 | 83,555 | ||||
Shui On Land Ltd. | 230,281 | 99,083 | ||||
Sino-Ocean Land Holdings Ltd. | 232,354 | 140,983 | ||||
Sinofert Holdings Ltd. | 156,000 | 39,188 | ||||
Sinotrans Ltd., H Shares | 106,000 | 22,122 | ||||
Sinotrans Shipping Ltd. | 74,573 | 19,886 | ||||
Sinotruk Hong Kong Ltd. | 60,000 | 32,386 | ||||
Skyworth Digital Holdings Ltd. | 184,849 | 125,018 | ||||
Soho China Ltd. | 195,500 | 162,695 | ||||
TCC International Holdings Ltd. | 64,000 | 17,149 | ||||
Tian An China Investment | 10,000 | 6,544 | ||||
Travelsky Technology Ltd., H Shares | 118,500 | 78,007 | ||||
Yuexiu Property Co., Ltd. | 515,800 | 148,842 | ||||
13,940,791 | ||||||
Columbia 0.3% | ||||||
Cementos Argos SA | 8,822 | 42,044 | ||||
Grupo de Inversiones Suramericana SA | 6,262 | 133,781 | ||||
Grupo Nutresa SA | 6,326 | 90,099 | ||||
265,924 | ||||||
Czech Republic 0.2% | ||||||
Telefonica Czech Republic AS | 4,507 | 67,914 | ||||
Unipetrol, AS* | 14,712 | 125,039 | ||||
192,953 | ||||||
Hungary 0.4% | ||||||
EGIS Pharmaceuticals PLC | 1,851 | 140,316 | ||||
OTP Bank PLC | 13,564 | 244,775 | ||||
385,091 | ||||||
India 7.0% | ||||||
Adani Enterprises Ltd. | 19,184 | 71,600 | ||||
Aditya Birla Nuvo Ltd. | 2,706 | 48,544 | ||||
Allahabad Bank Ltd. | 1,836 | 4,290 | ||||
Amtek Auto Ltd. | 7,584 | 8,924 | ||||
Arvind Ltd. | 11,397 | 16,189 | ||||
Ashok Leyland Ltd. | 66,000 | 26,776 | ||||
Bajaj Holdings and Investment Ltd. | 2,686 | 45,022 | ||||
Bank of Baroda | 4,881 | 60,745 | ||||
Bank of India | 7,035 | 39,336 | ||||
Bharat Electronics Ltd. | 162 | 3,428 | ||||
Bhushan Steel Ltd.* | 499 | 2,254 | ||||
Bhushan Steel Ltd. | 7,490 | 63,062 | ||||
Cairn India Ltd. | 42,532 | 214,303 | ||||
Canara Bank | 5,493 | 38,658 | ||||
Central Bank Of India | 22,808 | 27,907 | ||||
Corporation Bank | 250 | 1,766 | ||||
DLF Ltd. | 43,285 | 188,590 | ||||
EID Parry India Ltd. | 7,288 | 20,114 | ||||
Essar Oil Ltd.* | 15,426 | 21,997 | ||||
Essar Ports Ltd. | 2,998 | 4,854 | ||||
Federal Bank Ltd. | 9,627 | 85,191 | ||||
Fortis Healthcare Ltd.* | 5,998 | 11,102 | ||||
GAIL India Ltd. | 36,711 | 213,444 | ||||
Gitanjali Gems Ltd. | 6,654 | 72,110 | ||||
Great Eastern Shipping Co., Ltd. (The) | 5,045 | 21,359 | ||||
Gujarat State Petronet Ltd. | 2,141 | 2,627 | ||||
Hexa Tradex Ltd.* | 2,323 | 1,152 | ||||
Hindalco Industries Ltd. | 100,344 | 169,025 | ||||
Housing Development & Infrastructure Ltd.* | 19,968 | 17,084 | ||||
ICICI Bank Ltd., ADR | 32,610 | 1,398,969 | ||||
IDBI Bank Ltd. | 16,131 | 23,922 | ||||
IDFC Ltd. | 28,677 | 75,795 | ||||
IFCI Ltd. | 14,171 | 6,792 | ||||
Indiabulls Financial Services Ltd.(a) | 1,875 | 9,377 | ||||
Indian Bank | 12,173 | 40,091 | ||||
Indian Hotels Co., Ltd. | 18,696 | 18,352 | ||||
Indian Overseas Bank | 26,718 | 31,929 | ||||
ING Vysya Bank Ltd. | 2,645 | 27,229 | ||||
Jaiprakash Associates Ltd. | 88,361 | 107,057 | ||||
Jammu & Kashmir Bank Ltd. | 2,469 | 54,057 | ||||
Jaypee Infratech Ltd. | 42,410 | 30,705 | ||||
Jindal Saw Ltd. | 11,615 | 17,738 | ||||
JSW Energy Ltd. | 54,292 | 54,642 | ||||
JSW Steel Ltd. | 10,487 | 127,349 | ||||
Mphasis Ltd. | 2,597 | 18,592 | ||||
National Aluminium Co., Ltd. | 72,404 | 44,295 | ||||
Oriental Bank of Commerce | 7,526 | 34,646 | ||||
Piramal Enterprises Ltd. | 5,669 | 63,485 | ||||
PTC India Ltd. | 3,148 | 3,446 | ||||
Reliance Capital Ltd. | 8,971 | 51,614 | ||||
Reliance Communications Ltd. | 45,829 | 46,588 | ||||
Reliance Industries Ltd. | 93,822 | 1,343,027 | ||||
Reliance Industries Ltd., GDR(b) | 16,067 | 457,588 | ||||
Reliance Power Ltd.* | 70,155 | 79,836 | ||||
Sesa Goa Ltd. | 25,874 | 74,171 | ||||
Shree Renuka Sugars Ltd.* | 48,908 | 20,067 | ||||
Sintex Industries Ltd. | 22,565 | 19,140 | ||||
State Bank of India Ltd. | 8,634 | 330,427 | ||||
State Bank of India Ltd., GDR | 1,400 | 116,690 | ||||
Steel Authority of India Ltd. | 92,011 | 105,131 | ||||
Sterlite Industries India Ltd., ADR | 26,322 | 183,728 | ||||
Suzlon Energy Ltd.* | 23,982 | 5,957 | ||||
Syndicate Bank | 19,381 | 39,333 | ||||
Tata Chemicals Ltd. | 6,115 | 36,229 | ||||
Tata Communications Ltd. | 3,909 | 16,629 | ||||
Tata Communications Ltd., ADR | 1,300 | 10,686 | ||||
Tata Global Beverages Ltd. | 6,772 | 15,893 | ||||
Tata Steel Ltd. | 27,257 | 156,621 | ||||
Union Bank of India | 6,100 | 24,580 | ||||
Unitech Ltd.* | 140,124 | 61,103 | ||||
United Phosphorus Ltd. | 13,671 | 29,807 | ||||
Videocon Industries Ltd. | 6,099 | 22,791 | ||||
6,937,557 | ||||||
Indonesia 3.5% | ||||||
Adaro Energy Tbk PT | 1,292,500 | 174,240 | ||||
Aneka Tambang Tbk PT | 534,000 | 75,285 | ||||
Bakrie and Brothers Tbk PT* | 584,500 | 3,007 | ||||
Bank Danamon Indonesia Tbk PT | 298,273 | 197,979 | ||||
Bank Mandiri Tbk PT | 237,500 | 244,404 | ||||
Bank Negara Indonesia Persero Tbk PT | 1,109,366 | 576,516 | ||||
Bank Pan Indonesia Tbk PT* | 1,140,000 | 95,024 | ||||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 143,000 | 18,983 | ||||
Bank Tabungan Negara Tbk PT | 401,090 | 70,168 | ||||
Bhakti Investama Tbk PT | 1,922,500 | 98,920 | ||||
Borneo Lumbung Energi & Metal Tbk PT* | 290,500 | 14,050 | ||||
Bumi Resources Minerals Tbk PT* | 291,500 | 9,899 | ||||
Bumi Resources Tbk PT | 318,500 | 22,615 | ||||
Bumi Serpong Damai Tbk PT | 170,000 | 30,615 | ||||
Ciputra Development Tbk PT | 1,081,500 | 120,198 | ||||
Gajah Tunggal Tbk PT | 257,000 | 66,118 | ||||
Garuda Indonesia Persero Tbk PT* | 350,500 | 23,445 | ||||
Global Mediacom Tbk PT | 654,500 | 156,595 | ||||
Holcim Indonesia Tbk PT | 213,000 | 78,909 | ||||
Indah Kiat Pulp and Paper Corp., Tbk PT* | 194,500 | 17,614 | ||||
Indika Energy Tbk PT | 223,500 | 28,060 | ||||
Indofood Sukses Makmur Tbk PT | 536,500 | 411,312 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Indonesia (Continued) | ||||||
Indomobil Sukses Internasional Tbk PT | 76,000 | $ | 43,015 | |||
Japfa Comfeed Indonesia Tbk PT | 74,000 | 71,963 | ||||
Krakatau Steel Persero Tbk PT | 60,000 | 4,075 | ||||
Lippo Karawaci Tbk PT | 2,178,375 | 307,113 | ||||
Matahari Putra Prima Tbk PT | 130,500 | 24,442 | ||||
Medco Energi Internasional Tbk PT | 276,000 | 46,012 | ||||
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 231,500 | 45,978 | ||||
Ramayana Lestari Sentosa Tbk PT | 146,500 | 20,956 | ||||
Salim Ivomas Pratama Tbk PT | 176,000 | 19,017 | ||||
Sentul City Tbk PT* | 1,701,500 | 54,280 | ||||
Sinar Mas Multiartha Tbk PT | 7,500 | 3,512 | ||||
Timah Tbk PT | 284,500 | 41,866 | ||||
United Tractors Tbk PT | 66,000 | 123,612 | ||||
Vale Indonesia Tbk PT | 415,000 | 101,428 | ||||
XL Axiata Tbk PT | 54,500 | 29,444 | ||||
3,470,669 | ||||||
Korea 14.7% | ||||||
BS Financial Group, Inc. | 8,140 | 110,475 | ||||
CJ Corp. | 994 | 129,543 | ||||
CJ E&M Corp.* | 535 | 16,974 | ||||
CJ Korea Express Co., Ltd.* | 282 | 25,599 | ||||
Daelim Industrial Co., Ltd. | 2,458 | 201,262 | ||||
Daewoo Engineering & Construction Co., Ltd.* | 4,660 | 37,444 | ||||
Daewoo Securities Co., Ltd.* | 13,697 | 139,728 | ||||
Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 4,750 | 116,978 | ||||
Daishin Securities Co., Ltd.* | 3,000 | 26,182 | ||||
DGB Financial Group, Inc. | 9,150 | 138,163 | ||||
Dongkuk Steel Mill Co., Ltd. | 3,800 | 41,668 | ||||
Doosan Corp. | 538 | 61,895 | ||||
Doosan Engine Co., Ltd.* | 1,470 | 11,957 | ||||
Doosan Heavy Industries & Construction Co., Ltd. | 4,130 | 166,670 | ||||
E-Mart Co., Ltd. | 305 | 60,172 | ||||
GS Engineering & Construction Corp. | 2,841 | 137,632 | ||||
GS Holdings Corp. | 4,493 | 261,277 | ||||
Hana Financial Group, Inc. | 16,650 | 586,626 | ||||
Hanjin Heavy Industries & Construction Co., Ltd.* | 3,511 | 28,085 | ||||
Hanjin Shipping Co., Ltd.* | 5,641 | 53,236 | ||||
Hansol Paper Co., Ltd. | 2,970 | 32,033 | ||||
Hanwha Chem Corp. | 8,670 | 153,124 | ||||
Hanwha Corp. | 2,710 | 81,962 | ||||
Hanwha Life Insurance Co., Ltd.* | 14,250 | 86,453 | ||||
Hyosung Corp. | 1,982 | 97,800 | ||||
Hyundai Development Co. | 4,300 | 95,461 | ||||
Hyundai Heavy Industries Co., Ltd. | 3,441 | 661,850 | ||||
Hyundai Motor Co. | 461 | 92,606 | ||||
Hyundai Securities Co.* | 8,977 | 63,741 | ||||
Hyundai Steel Co. | 5,135 | 374,764 | ||||
Industrial Bank of Korea | 12,480 | 143,016 | ||||
KB Financial Group, Inc. | 1,370 | 45,560 | ||||
KB Financial Group, Inc., ADR* | 27,494 | 908,402 | ||||
KCC Corp. | 487 | 129,782 | ||||
Kolon Industries, Inc. | 1,185 | 57,301 | ||||
Korea Exchange Bank | 20,440 | 135,581 | ||||
Korea Investment Holdings Co., Ltd.* | 3,470 | 138,320 | ||||
LG Corp. | 7,969 | 462,698 | ||||
LG Display Co., Ltd.* | 4,160 | 120,769 | ||||
LG Display Co., Ltd., ADR* | 33,010 | 481,616 | ||||
LG Electronics, Inc. | 9,812 | 717,865 | ||||
LG Hausys Ltd. | 526 | 39,996 | ||||
LG Innotek Co., Ltd.* | 281 | 19,675 | ||||
LG International Corp. | 1,930 | 73,030 | ||||
LG Uplus Corp.* | 20,310 | 146,401 | ||||
LIG Insurance Co., Ltd.* | 1,250 | 26,627 | ||||
Lotte Chilsung Beverage Co., Ltd. | 40 | 53,748 | ||||
Lotte Confectionery Co., Ltd. | 54 | 85,519 | ||||
Lotte Shopping Co., Ltd. | 1,058 | 374,189 | ||||
Mirae Asset Securities Co., Ltd.* | 1,950 | 72,122 | ||||
Neo Holdings Co., Ltd.(a)* | 538 | | ||||
Nong Shim Co., Ltd. | 200 | 55,186 | ||||
Poongsan Corp. | 2,070 | 50,606 | ||||
POSCO | 336 | 98,752 | ||||
POSCO, ADR | 23,660 | 1,743,979 | ||||
Samsung C&T Corp. | 10,948 | 674,041 | ||||
Samsung Life Insurance Co., Ltd.* | 473 | 44,214 | ||||
Samsung SDI Co., Ltd. | 3,143 | 396,900 | ||||
Samyang Holdings Corp. | 204 | 12,706 | ||||
Seah Besteel Corp. | 1,570 | 46,425 | ||||
Shinhan Financial Group Co., Ltd. | 8,700 | 311,608 | ||||
Shinhan Financial Group Co., Ltd., ADR* | 24,410 | 876,319 | ||||
Shinsegae Co., Ltd. | 511 | 101,732 | ||||
SK Chemicals Co., Ltd. | 925 | 46,641 | ||||
SK Gas Co., Ltd. | 319 | 23,941 | ||||
SK Holdings Co., Ltd. | 2,446 | 370,439 | ||||
SK Innovation Co., Ltd. | 5,072 | 740,787 | ||||
SK Networks Co., Ltd. | 10,310 | 70,241 | ||||
STX Corp. | 3,240 | 20,181 | ||||
STX Offshore & Shipbuilding Co., Ltd.* | 4,700 | 27,881 | ||||
STX Pan Ocean Co., Ltd.* | 12,030 | 49,197 | ||||
Taekwang Industrial Co., Ltd. | 36 | 33,554 | ||||
Tongyang Life Insurance* | 920 | 8,889 | ||||
Woori Finance Holdings Co., Ltd. | 16,870 | 189,533 | ||||
Woori Finance Holdings Co., Ltd., ADR* | 3,675 | 124,840 | ||||
Woori Investment & Securities Co., Ltd.* | 10,440 | 107,440 | ||||
Young Poong Corp. | 19 | 20,407 | ||||
14,570,016 | ||||||
Malaysia 3.8% | ||||||
Affin Holdings Berhad | 96,900 | 106,711 | ||||
AirAsia BHD | 118,200 | 109,172 | ||||
Alliance Financial Group Berhad | 97,000 | 137,833 | ||||
AMMB Holdings Berhad | 201,687 | 425,975 | ||||
Batu Kawan Berhad | 18,800 | 109,406 | ||||
Berjaya Corp. Berhad | 244,700 | 40,698 | ||||
Berjaya Land Berhad | 215,200 | 56,293 | ||||
Boustead Holdings Berhad | 45,584 | 76,256 | ||||
DRB-Hicom Berhad | 90,000 | 74,988 | ||||
Eastern & Oriental Bhd | 46,300 | 23,924 | ||||
Gamuda Berhad | 50,000 | 66,688 | ||||
Genting Malaysia Bhd | 174,700 | 207,056 | ||||
HAP Seng Consolidated Berhad | 63,800 | 35,645 | ||||
Hap Seng Plantations Holdings Berhad | 19,600 | 17,280 | ||||
Hong Leong Financial Group Berhad | 26,900 | 129,787 | ||||
IGB Corp. Berhad | 99,283 | 72,783 | ||||
IJM Corp. Berhad | 138,180 | 245,881 | ||||
IJM Land Bhd | 60,000 | 49,992 | ||||
IJM Plantations Bhd | 26,300 | 25,565 | ||||
Jaya Tiasa Holdings BHD | 5,700 | 3,313 | ||||
Kulim Malaysia Berhad | 49,400 | 58,071 | ||||
Mah Sing Group Bhd | 74,666 | 55,942 | ||||
Malaysia Airports Holdings Bhd | 32,800 | 61,331 | ||||
Malaysian Airline System Bhd* | 90,000 | 21,654 | ||||
Malaysian Bulk Carriers Bhd | 60,500 | 30,870 | ||||
Malaysian Resources Corp. Bhd | 105,000 | 49,168 | ||||
Media Prima Bhd | 30,700 | 24,191 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Malaysia (Continued) | ||||||
MISC Berhad* | 85,520 | $ | 148,310 | |||
MMC Corp. Berhad | 109,900 | 90,504 | ||||
Multi-Purpose Holdings BHD | 32,100 | 37,216 | ||||
Oriental Holdings Berhad | 23,560 | 73,043 | ||||
OSK Holdings Berhad | 83,537 | 39,658 | ||||
Pos Malaysia Berhad | 7,300 | 9,996 | ||||
PPB Group Berhad | 55,300 | 225,379 | ||||
RHB Capital Berhad | 50,249 | 140,045 | ||||
Shell Refining Co., Federation of Malaya Berhad | 8,600 | 23,663 | ||||
Sunway Bhd* | 46,200 | 44,014 | ||||
Supermax Corp. Bhd | 45,100 | 27,673 | ||||
TA Enterprise Berhad | 92,600 | 15,401 | ||||
TA Global Berhad | 55,560 | 4,396 | ||||
TAN Chong Motor Holdings BHD | 9,600 | 15,966 | ||||
Time dotCom Bhd* | 57,980 | 73,587 | ||||
UEM Land Holdings Bhd* | 74,300 | 64,546 | ||||
UOA Development Bhd | 24,200 | 16,334 | ||||
Wah Seong Corp. Bhd | 3,531 | 1,882 | ||||
WCT Bhd | 91,290 | 71,051 | ||||
YTL Corp. Berhad | 545,009 | 288,653 | ||||
3,727,790 | ||||||
Mexico 8.2% | ||||||
Alfa SAB de CV, Class A | 314,000 | 766,223 | ||||
America Movil SAB de CV, Series L, ADR | 17,591 | 368,707 | ||||
Arca Continental SAB de CV | 39,701 | 297,321 | ||||
Cemex SAB de CV* | 279,274 | 339,159 | ||||
Cemex SAB de CV, ADR* | 71,886 | 877,728 | ||||
Controladora Comercial Mexicana SAB de CV | 36,957 | 135,842 | ||||
Empresas ICA SAB de CV, ADR* | 1,800 | 23,868 | ||||
Fomento Economico Mexicano SAB de CV, ADR | 20,700 | 2,349,450 | ||||
Grupo Aeroportuario del Pacifico SAB de CV, ADR | 5,200 | 304,772 | ||||
Grupo Aeroportuario del Sureste SAB de CV, ADR | 1,900 | 259,673 | ||||
Grupo Carso SAB de CV- Ser A | 47,917 | 266,907 | ||||
Grupo Comercial Chedraui SA de CV | 19,630 | 66,416 | ||||
Grupo Financiero Banorte SAB de CV | 112,200 | 899,402 | ||||
Grupo Financiero Inbursa SA | 74,100 | 215,075 | ||||
Grupo Televisa SAB, ADR | 5,529 | 147,127 | ||||
Industrias CH SAB de CV- Ser B* | 22,900 | 199,865 | ||||
Inmuebles Carso SAB de CV* | 47,917 | 47,640 | ||||
Minera Frisco SAB de CV* | 24,436 | 105,844 | ||||
OHL Mexico SAB de CV* | 13,200 | 36,496 | ||||
Organizacion Soriana SAB de CV, Class B | 94,800 | 370,329 | ||||
TV Azteca SAB de CV | 46,061 | 32,780 | ||||
8,110,624 | ||||||
Philippines 1.1% | ||||||
Alliance Global Group, Inc. | 293,900 | 152,315 | ||||
Filinvest Development Corp. | 53,300 | 7,575 | ||||
First Philippine Holdings Corp. | 25,270 | 65,017 | ||||
JG Summit Holdings, Inc. | 54,700 | 56,965 | ||||
Megaworld Corp. | 2,020,000 | 192,546 | ||||
Metropolitan Bank & Trust | 80,019 | 229,410 | ||||
Robinsons Land Corp. | 165,600 | 103,475 | ||||
San Miguel Corp. | 86,300 | 244,245 | ||||
SM Development Corp. | 46,750 | 9,703 | ||||
1,061,251 | ||||||
Poland 1.5% | ||||||
Asseco Poland SA | 6,993 | 90,177 | ||||
Bank Zachodni WBK SA | 645 | 49,905 | ||||
Enea SA | 9,208 | 41,983 | ||||
Grupa Lotos SA* | 10,150 | 127,459 | ||||
Netia SA* | 10,000 | 12,957 | ||||
Orbis SA | 677 | 7,481 | ||||
PGE SA | 80,727 | 414,913 | ||||
Polski Koncern Naftowy Orlen SA* | 36,737 | 579,761 | ||||
Tauron Polska Energia SA | 88,456 | 116,239 | ||||
Zaklady Azotowe w Tarnowie-Moscicach SA* | 1,600 | 28,345 | ||||
1,469,220 | ||||||
Russia 4.8% | ||||||
Federal Hydrogenerating Co., ADR | 78,909 | 153,478 | ||||
Gazprom OAO, ADR | 524,455 | 4,484,090 | ||||
Lukoil OAO, ADR | 232 | 14,941 | ||||
Magnitogorsk Iron & Steel Works, GDR | 11,936 | 40,916 | ||||
Magnitogorsk Iron & Steel Works, GDR | 8,609 | 29,512 | ||||
4,722,937 | ||||||
South Africa 6.9% | ||||||
ABSA Group Ltd. | 23,190 | 390,901 | ||||
Aeci Ltd. | 6,832 | 75,815 | ||||
African Bank Investments Ltd. | 34,917 | 115,019 | ||||
African Rainbow Minerals Ltd. | 9,374 | 192,999 | ||||
ArcelorMittal South Africa Ltd.* | 4,488 | 13,881 | ||||
Aveng Ltd. | 32,243 | 113,154 | ||||
Barloworld Ltd. | 23,324 | 243,099 | ||||
Caxton and CTP Publishers and Printers Ltd. | 18,814 | 35,806 | ||||
DataTec Ltd. | 9,936 | 54,568 | ||||
Gold Fields Ltd. | 3,156 | 24,128 | ||||
Gold Fields Ltd., ADR | 60,627 | 469,859 | ||||
Grindrod Ltd. | 15,332 | 33,347 | ||||
Harmony Gold Mining Co., Ltd., ADR | 34,777 | 222,921 | ||||
Illovo Sugar Ltd. | 3,926 | 13,577 | ||||
Impala Platinum Holdings Ltd. | 30,167 | 444,863 | ||||
Imperial Holdings Ltd. | 3,641 | 83,243 | ||||
Investec Ltd. | 25,999 | 181,690 | ||||
JD Group Ltd. | 12,010 | 45,465 | ||||
Liberty Holdings Ltd. | 8,197 | 106,972 | ||||
Mediclinic International Ltd. | 838 | 5,851 | ||||
Mmi Holdings Ltd. | 86,681 | 218,981 | ||||
Mondi Ltd. | 9,297 | 125,877 | ||||
Murray & Roberts Holdings Ltd.* | 5,775 | 14,753 | ||||
Nedbank Group Ltd. | 20,163 | 417,785 | ||||
Northam Platinum Ltd.* | 15,969 | 68,945 | ||||
Royal Bafokeng Platinum Ltd.* | 2,402 | 14,106 | ||||
Sanlam Ltd. | 158,930 | 815,451 | ||||
Sappi Ltd., ADR* | 44,800 | 137,536 | ||||
Sasol Ltd., ADR | 12,700 | 563,118 | ||||
Sibanye Gold Ltd.* | 3,156 | 4,596 | ||||
Sibanye Gold Ltd., ADR* | 15,156 | 85,631 | ||||
Standard Bank Group Ltd. | 77,450 | 997,173 | ||||
Steinhoff International Holdings Ltd.* | 141,970 | 386,140 | ||||
Telkom SA SOC Ltd.* | 21,021 | 34,291 | ||||
Tongaat Hulett Ltd. | 4,504 | 70,264 | ||||
6,821,805 | ||||||
Taiwan 13.2% | ||||||
Ability Enterprise Co., Ltd. | 42,000 | 38,345 | ||||
Acer, Inc.* | 296,000 | 256,380 | ||||
Alpha Networks, Inc. | 28,000 | 18,213 | ||||
Altek Corp. | 34,151 | 20,615 | ||||
Ambassador Hotel (The) | 5,000 | 4,841 | ||||
AmTRAN Technology Co., Ltd. | 70,360 | 57,060 | ||||
Ardentec Corp. | 30,000 | 19,915 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Taiwan (Continued) | ||||||
Asia Cement Corp. | 140,898 | $ | 170,571 | |||
Asia Optical Co., Inc.* | 16,000 | 16,239 | ||||
Asia Polymer Corp. | 25,000 | 19,814 | ||||
AU Optronics Corp.* | 183,000 | 79,559 | ||||
AU Optronics Corp., ADR* | 69,954 | 300,802 | ||||
BES Engineering Corp. | 111,000 | 33,706 | ||||
Capital Securities Corp. | 156,661 | 55,534 | ||||
Cathay Real Estate Development Co., Ltd. | 100,000 | 55,347 | ||||
Chang Hwa Commercial Bank | 459,522 | 268,928 | ||||
Cheng Loong Corp. | 89,000 | 38,990 | ||||
Cheng Uei Precision Industry Co., Ltd. | 18,543 | 34,974 | ||||
Chia Hsin Cement Corp. | 22,000 | 9,601 | ||||
Chin-Poon Industrial Co., Ltd. | 21,000 | 24,650 | ||||
China Airlines Ltd.* | 180,111 | 69,870 | ||||
China Development Financial Holding Corp.* | 1,138,468 | 323,998 | ||||
China Manmade Fibers Corp.* | 89,000 | 34,526 | ||||
China Motor Corp. | 71,195 | 65,832 | ||||
China Petrochemical Development Corp. | 194,525 | 105,711 | ||||
China Synthetic Rubber Corp. | 56,203 | 60,333 | ||||
Chinatrust Financial Holding Co., Ltd. | 711,635 | 423,613 | ||||
Chung Hung Steel Corp.* | 48,000 | 13,741 | ||||
CMC Magnetics Corp.* | 213,000 | 37,397 | ||||
Compal Electronics, Inc. | 434,000 | 305,516 | ||||
Compeq Manufacturing Co., Ltd. | 100,000 | 36,619 | ||||
Continental Holdings Corp. | 40,000 | 15,383 | ||||
Coretronic Corp. | 79,000 | 58,783 | ||||
CSBC Corp. | 67,240 | 42,050 | ||||
D-Link Corp. | 72,000 | 41,896 | ||||
E Ink Holdings, Inc. | 88,000 | 67,687 | ||||
E.Sun Financial Holding Co., Ltd. | 338,782 | 204,498 | ||||
Elitegroup Computer Systems Co., Ltd. | 39,610 | 15,101 | ||||
Entie Commercial Bank | 7,000 | 3,944 | ||||
Epistar Corp. | 91,000 | 161,899 | ||||
Eternal Chemical Co., Ltd. | 31,000 | 25,607 | ||||
Evergreen International Storage & Transport Corp. | 54,000 | 36,930 | ||||
Evergreen Marine Corp. Taiwan Ltd.* | 163,599 | 97,112 | ||||
Everlight Electronics Co., Ltd. | 30,000 | 48,056 | ||||
Far Eastern International Bank | 72,900 | 29,499 | ||||
Farglory Land Development Co., Ltd. | 41,000 | 75,138 | ||||
First Financial Holding Co., Ltd. | 571,418 | 356,390 | ||||
Formosa Epitaxy, Inc.* | 19,000 | 14,646 | ||||
Formosa Taffeta Co., Ltd. | 67,000 | 61,169 | ||||
Formosan Rubber Group, Inc. | 23,000 | 17,152 | ||||
Fubon Financial Holding Co., Ltd. | 569,211 | 813,770 | ||||
Getac Technology Corp. | 45,000 | 23,100 | ||||
Gigabyte Technology Co., Ltd. | 52,000 | 47,126 | ||||
Gintech Energy Corp.* | 21,049 | 18,408 | ||||
Gloria Material Technology Corp. | 26,000 | 19,955 | ||||
Goldsun Development & Construction Co., Ltd. | 76,953 | 30,753 | ||||
Grand Pacific Petrochemical | 99,000 | 50,158 | ||||
Green Energy Technology, Inc.* | 40,149 | 32,962 | ||||
HannStar Display Corp.* | 134,000 | 20,703 | ||||
Hey Song Corp. | 15,000 | 19,614 | ||||
Ho Tung Chemical Corp.* | 34,000 | 15,634 | ||||
Hua Nan Financial Holdings Co., Ltd. | 335,456 | 192,955 | ||||
Hung Sheng Construction Co., Ltd. | 79,000 | 57,065 | ||||
Innolux Corp.* | 730,302 | 449,379 | ||||
Inotera Memories, Inc.* | 311,000 | 87,676 | ||||
Inventec Co., Ltd. | 293,282 | 110,339 | ||||
Jih Sun Financial Holdings Co., Ltd. | 81,071 | 24,780 | ||||
Kindom Construction Co., Ltd. | 68,000 | 61,286 | ||||
King Yuan Electronics Co., Ltd. | 110,100 | 74,376 | ||||
King's Town Bank* | 46,000 | 42,381 | ||||
Kinpo Electronics | 122,000 | 28,559 | ||||
Lealea Enterprise Co., Ltd. | 55,620 | 19,437 | ||||
Lien Hwa Industrial Corp. | 62,829 | 40,762 | ||||
Lite-On Technology Corp. | 184,698 | 299,569 | ||||
Macronix International | 356,044 | 101,922 | ||||
Masterlink Securities Corp. | 113,000 | 35,522 | ||||
Mega Financial Holding Co., Ltd. | 788,898 | 637,134 | ||||
Micro-Star International Co., Ltd. | 76,374 | 36,013 | ||||
Mitac International | 138,439 | 50,926 | ||||
Motech Industries, Inc.* | 11,000 | 11,220 | ||||
Nan Ya Printed Circuit Board Corp. | 16,200 | 17,526 | ||||
Neo Solar Power Corp.* | 60,000 | 44,745 | ||||
Nien Hsing Textile Co., Ltd. | 14,962 | 10,658 | ||||
Pan-International Industrial* | 17,039 | 14,188 | ||||
Pegatron Corp.* | 190,249 | 291,394 | ||||
POU Chen Corp. | 190,133 | 202,834 | ||||
Powertech Technology, Inc. | 62,000 | 103,878 | ||||
President Securities Corp.* | 58,653 | 35,012 | ||||
Qisda Corp.* | 224,400 | 55,758 | ||||
Radium Life Tech Co., Ltd. | 37,047 | 33,699 | ||||
Rich Development Co., Ltd. | 30,000 | 16,152 | ||||
Ritek Corp.* | 270,399 | 34,724 | ||||
Sanyang Industry Co., Ltd.* | 55,573 | 46,741 | ||||
Shihlin Electric & Engineering Corp. | 17,000 | 20,125 | ||||
Shin Kong Financial Holding Co., Ltd.* | 602,849 | 188,702 | ||||
Shinkong Synthetic Fibers Corp. | 97,151 | 30,442 | ||||
Silicon Integrated Systems Corp.* | 27,456 | 9,320 | ||||
Sincere Navigation Corp. | 27,000 | 24,289 | ||||
Sino-American Silicon Products, Inc. | 57,000 | 73,770 | ||||
SinoPac Financial Holdings Co., Ltd. | 521,008 | 247,415 | ||||
TA Chen Stainless Pipe | 72,000 | 33,950 | ||||
Ta Chong Bank Co., Ltd.* | 140,904 | 51,126 | ||||
Taichung Commercial Bank | 145,377 | 51,291 | ||||
Tainan Spinning Co., Ltd. | 58,833 | 29,414 | ||||
Taishin Financial Holding Co., Ltd. | 441,331 | 183,750 | ||||
Taiwan Business Bank* | 221,188 | 69,605 | ||||
Taiwan Cement Corp. | 286,772 | 352,921 | ||||
Taiwan Cooperative Financial Holding | 402,104 | 229,274 | ||||
Taiwan Fertilizer Co., Ltd. | 67,000 | 159,756 | ||||
Taiwan Glass Industrial Corp. | 85,164 | 77,894 | ||||
Taiwan Surface Mounting Technology Co., Ltd. | 1,000 | 1,649 | ||||
Taiwan TEA Corp. | 22,000 | 12,691 | ||||
Tatung Co., Ltd.* | 229,784 | 58,018 | ||||
Teco Electric and Machinery Co., Ltd. | 247,000 | 196,179 | ||||
Ton Yi Industrial Corp. | 61,950 | 38,016 | ||||
Tong Yang Industry Co., Ltd. | 38,948 | 35,363 | ||||
Tung Ho Steel Enterprise Corp. | 60,000 | 57,186 | ||||
U-Ming Marine Transport Corp. | 12,000 | 18,520 | ||||
Unimicron Technology Corp. | 130,000 | 133,467 | ||||
Union Bank Of Taiwan* | 71,760 | 26,998 | ||||
United Microelectronics Corp. | 1,292,513 | 479,789 | ||||
Universal Cement Corp. | 15,000 | 8,954 | ||||
UPC Technology Corp. | 43,046 | 22,745 | ||||
Wah Lee Industrial Corp. | 7,000 | 9,949 | ||||
Walsin Lihwa Corp.* | 410,000 | 117,231 | ||||
Walsin Technology Corp.* | 3,163 | 745 | ||||
Wan Hai Lines Ltd.* | 76,650 | 40,501 | ||||
Winbond Electronics Corp.* | 311,000 | 60,427 | ||||
Wintek Corp.* | 146,099 | 76,219 | ||||
Wistron Corp. | 181,400 | 198,371 | ||||
WT Microelectronics Co., Ltd. | 21,000 | 24,510 | ||||
Yageo Corp.* | 227,000 | 72,877 | ||||
Yang Ming Marine Transport Corp.* | 117,365 | 53,575 |
See notes to schedule of investments.
SHARES | VALUE | |||||
COMMON STOCKS (Continued) | ||||||
Taiwan (Continued) | ||||||
YFY, Inc. | 150,385 | $ | 74,935 | |||
Yieh Phui Enterprise Co., Ltd. | 136,213 | 39,494 | ||||
Young Fast Optoelectronics Co., Ltd. | 5,000 | 9,648 | ||||
Yuanta Financial Holding Co., Ltd. | 910,503 | 459,781 | ||||
Yulon Motor Co., Ltd. | 91,272 | 162,383 | ||||
13,058,238 | ||||||
Thailand 3.9% | ||||||
Bangchak Petroleum PCL | 74,000 | 90,968 | ||||
Bangkok Bank PCL, ADR | 99,000 | 750,487 | ||||
Bangkok Expressway PCL | 63,900 | 86,735 | ||||
Bangkok Insurance PCL | 1,500 | 14,649 | ||||
Bangkokland PCL | 505,400 | 33,998 | ||||
Bank of Ayudhya PCL | 126,400 | 151,067 | ||||
Banpu PCL | 7,650 | 98,482 | ||||
Delta Electronics Thai PCL | 56,500 | 70,902 | ||||
Esso Thailand PCL | 97,600 | 31,328 | ||||
IRPC PCL | 901,900 | 120,110 | ||||
Kiatnakin Bank PCL | 33,300 | 75,617 | ||||
Krung Thai Bank PCL | 448,375 | 379,706 | ||||
MBK PCL | 400 | 2,424 | ||||
Precious Shipping PCL | 58,400 | 35,497 | ||||
PTT Global Chemical PCL | 185,028 | 439,114 | ||||
PTT PCL | 63,300 | 700,331 | ||||
Sri Trang Agro-Industry PCL | 67,800 | 37,274 | ||||
Thai Airways International PCL | 96,000 | 87,690 | ||||
Thai Oil PCL | 71,700 | 156,695 | ||||
Thaicom PCL* | 14,500 | 17,453 | ||||
Thanachart Capital PCL | 81,200 | 124,081 | ||||
TMB Bank PCL | 989,400 | 86,490 | ||||
Total Access Communication PCL | 45,100 | 145,919 | ||||
TPI Polene PCL | 113,900 | 60,674 | ||||
Vinythai PCL | 42,500 | 26,268 | ||||
3,823,959 | ||||||
Turkey 2.2% | ||||||
Akenerji Elektrik Uretim AS* | 24,779 | 24,241 | ||||
Aksigorta AS | 14,835 | 19,350 | ||||
Asya Katilim Bankasi AS* | 9,747 | 12,875 | ||||
Cimsa Cimento Sanayi VE Tica AS | 4,854 | 29,913 | ||||
Dogan Sirketler Grubu Holding AS* | 69,540 | 41,125 | ||||
EIS Eczacibasi Ilac ve Sinai ve Finansal | ||||||
Yatirimlar Sanayi ve Ticaret AS | 6,870 | 9,759 | ||||
Eregli Demir ve Celik Fabrikalari TAS | 122,129 | 158,627 | ||||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D | 36,171 | 32,387 | ||||
KOC Holding AS | 74,071 | 429,860 | ||||
Petkim Petrokimya Holding AS | 30,112 | 51,926 | ||||
Sekerbank TAS* | 45,363 | 53,905 | ||||
Tekfen Holding AS | 23,735 | 101,798 | ||||
Trakya Cam Sanayi AS* | 19,329 | 30,233 | ||||
Turk Hava Yollari* | 54,103 | 221,280 | ||||
Turk Sise ve Cam Fabrikalari AS | 58,981 | 100,078 | ||||
Turkiye Is Bankasi | 153,274 | 582,836 | ||||
Turkiye Sinai Kalkinma Bankasi AS | 39,318 | 54,110 | ||||
Turkiye Vakiflar Bankasi TAO | 67,813 | 217,386 | ||||
2,171,689 | ||||||
TOTAL COMMON STOCKS | ||||||
(Identified Cost $89,754,895) | 93,609,015 | |||||
PREFERRED STOCKS 4.2% | ||||||
Brazil 4.1% | ||||||
Braskem SA, PF A | 9,600 | 64,847 | ||||
Braskem SA, ADR | 10,100 | 136,754 | ||||
Gerdau SA | 8,800 | 67,761 | ||||
Klabin SA, PF | 8,670 | 59,852 | ||||
Petroleo Brasileiro SA | 66,359 | 602,592 | ||||
Petroleo Brasileiro SA, ADR | 124,200 | 2,254,230 | ||||
Suzano Papel e Celulose SA* | 47,700 | 182,940 | ||||
Usinas Siderurgicas de Minas Gerais SA, PFA* | 96,030 | 514,188 | ||||
Vale SA, PF ADR | 9,100 | 150,423 | ||||
4,033,587 | ||||||
Columbia 0.1% | ||||||
Grupo de Inversiones Suramericana SA | 2,556 | 54,886 | ||||
TOTAL PREFERRED STOCKS | ||||||
(Identified Cost $5,570,030) | 4,088,473 | |||||
RIGHTS & WARRANTS 0.0% | ||||||
Malaysia 0.0% | ||||||
Mah Sing Group Bhd, expires 3/18/18* | 11,200 | 1,700 | ||||
TOTAL RIGHTS & WARRANTS | ||||||
(Identified Cost $0) | 1,700 | |||||
SHORT-TERM INVESTMENTS 0.3% | ||||||
United States 0.3% | ||||||
SSgA Government Money Market Fund | 1 | 1 | ||||
SSgA Money Market Fund | 326,561 | 326,561 | ||||
326,562 | ||||||
TOTAL SHORT-TERM INVESTMENTS | ||||||
(Identified Cost $326,562) | 326,562 | |||||
Total Investments 99.3% | ||||||
(Identified Cost $95,651,487)# | 98,025,750 | |||||
Cash and Other Assets, Less Liabilities 0.7% | 736,422 | |||||
Net Assets 100.0% | $ | 98,762,172 |
| See Note 1. | ||
* | Non-income producing security. | ||
(a) | Bankrupt security/delisted. | ||
(b) | 144A securities. Securities exempt from registration under Rule 144A of the securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutional buyers. These securities have been deemed by the Fund to be liquid and at March 31, 2013 amounted to $457,588 or 0.46% of the net assets of the Fund. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S federal income tax purposes was $95,651,487. Net unrealized appreciation aggregated $2,374,263, of which $15,664,194 related to appreciated investment securities and $13,289,931 related to depreciated investment securities. |
Key to abbreviations:
ADR American Depository Receipt
GDR Global Depository
Receipt
See notes to schedule of investments.
SA Emerging Markets Value Fund
Ten Largest Industry
Holdings March 31, 2013
(As a percentage of net assets):
Industry | Percentage | ||||
Commercial Banks | 23.6 | % | |||
Oil, Gas & Consumable Fuels | 17.6 | % | |||
Metals & Mining | 8.3 | % | |||
Industrial Conglomerates | 4.1 | % | |||
Real Estate Management & Development | 3.6 | % | |||
Diversified Financial Services | 3.0 | % | |||
Electronic Equipment, Instruments & Components | 2.8 | % | |||
Beverages | 2.8 | % | |||
Chemicals | 2.3 | % | |||
Construction Materials | 2.1 | % |
SA Emerging Markets Value Fund
March 31, 2013
Country Weightings (% of portfolio market value)
Country | Percentage | ||||
Korea | 14.9 | % | |||
China | 14.2 | % | |||
Taiwan | 13.3 | % | |||
Brazil | 10.9 | % | |||
Mexico | 8.3 | % | |||
India | 7.1 | % | |||
South Africa | 7.0 | % | |||
Russia | 4.8 | % | |||
Thailand | 3.9 | % | |||
Other | 15.6 | % | |||
100.0 | % |
SA Real Estate Securities
Fund
PORTFOLIO OF INVESTMENTS AS OF
MARCH 31, 2013 (Unaudited)
SHARES | VALUE | ||||||
COMMON STOCKS 99.3% | |||||||
Real Estate Investment Trusts (REITs) 99.3% | |||||||
Acadia Realty Trust | 10,527 | $ | 292,335 | ||||
Agree Realty Corp. | 2,850 | 85,785 | |||||
Alexander's, Inc. | 676 | 222,870 | |||||
Alexandria Real Estate Equities, Inc. | 13,923 | 988,255 | |||||
American Assets Trust, Inc. | 1,249 | 39,980 | |||||
American Campus Communities, Inc. | 20,577 | 932,961 | |||||
American Tower Corp. REIT | 19,107 | 1,469,710 | |||||
Apartment Investment & Management Co. | 30,955 | 949,080 | |||||
Ashford Hospitality Trust, Inc. | 13,496 | 166,811 | |||||
Associated Estates Realty Corp. | 10,443 | 194,658 | |||||
AvalonBay Communities, Inc. | 23,448 | 2,970,158 | |||||
BioMed Realty Trust, Inc. | 33,605 | 725,868 | |||||
Boston Properties, Inc. | 32,351 | 3,269,392 | |||||
Brandywine Realty Trust | 31,194 | 463,231 | |||||
BRE Properties, Inc. | 16,715 | 813,686 | |||||
Camden Property Trust | 17,335 | 1,190,568 | |||||
Campus Crest Communities, Inc. | 7,248 | 100,747 | |||||
CapLease, Inc. | 10,803 | 68,815 | |||||
CBL & Associates Properties, Inc. | 33,322 | 786,399 | |||||
Cedar Realty Trust, Inc. | 13,325 | 81,416 | |||||
Chesapeake Lodging Trust | 3,620 | 83,043 | |||||
Colonial Properties Trust | 17,917 | 405,103 | |||||
CommonWealth REIT | 18,134 | 406,927 | |||||
Corporate Office Properties Trust | 17,032 | 454,414 | |||||
Cousins Properties, Inc. | 21,035 | 224,864 | |||||
CubeSmart | 26,675 | 421,465 | |||||
DCT Industrial Trust, Inc. | 58,587 | 433,544 | |||||
DDR Corp. | 52,264 | 910,439 | |||||
DiamondRock Hospitality Co. | 42,300 | 393,813 | |||||
Digital Realty Trust, Inc. | 25,551 | 1,709,617 | |||||
Douglas Emmett, Inc. | 28,958 | 721,923 | |||||
Duke Realty Corp. | 65,075 | 1,104,973 | |||||
DuPont Fabros Technology, Inc. | 14,655 | 355,677 | |||||
EastGroup Properties, Inc. | 6,337 | 368,813 | |||||
Education Realty Trust, Inc. | 21,406 | 225,405 | |||||
EPR Properties | 10,260 | 534,033 | |||||
Equity Lifestyle Properties, Inc. | 8,984 | 689,971 | |||||
Equity One, Inc. | 12,703 | 304,491 | |||||
Equity Residential | 68,149 | 3,752,284 | |||||
Essex Property Trust, Inc. | 7,541 | 1,135,524 | |||||
Excel Trust, Inc. | 5,342 | 72,918 | |||||
Extra Space Storage, Inc. | 22,345 | 877,488 | |||||
Federal Realty Investment Trust | 14,080 | 1,521,203 | |||||
FelCor Lodging Trust, Inc.* | 24,513 | 145,852 | |||||
First Industrial Realty Trust, Inc. | 18,900 | 323,757 | |||||
First Potomac Realty Trust | 11,300 | 167,579 | |||||
Franklin Street Properties Corp. | 16,295 | 238,233 | |||||
General Growth Properties, Inc. | 93,044 | 1,849,715 | |||||
Getty Realty Corp. | 5,900 | 119,239 | |||||
Gladstone Commercial Corp. | 756 | 14,719 | |||||
Glimcher Realty Trust | 30,845 | 357,802 | |||||
Government Properties Income Trust | 9,088 | 233,834 | |||||
HCP, Inc. | 94,929 | 4,733,160 | |||||
Health Care REIT, Inc. | 52,666 | 3,576,548 | |||||
Healthcare Realty Trust, Inc. | 17,845 | 506,620 | |||||
Hersha Hospitality Trust | 34,973 | 204,242 | |||||
Highwoods Properties, Inc. | 16,861 | 667,190 | |||||
Home Properties, Inc. | 11,037 | 699,967 | |||||
Hospitality Properties Trust | 26,924 | 738,795 | |||||
Host Hotels & Resorts, Inc. | 155,371 | 2,717,439 | |||||
Hudson Pacific Properties, Inc. | 4,673 | 101,638 | |||||
Inland Real Estate Corp. | 20,029 | 202,093 | |||||
Investors Real Estate Trust | 10,491 | 103,546 | |||||
Kilroy Realty Corp. | 16,092 | 843,221 | |||||
Kimco Realty Corp. | 88,730 | 1,987,552 | |||||
Kite Realty Group Trust | 14,212 | 95,789 | |||||
LaSalle Hotel Properties | 19,456 | 493,793 | |||||
Lexington Realty Trust | 34,404 | 405,967 | |||||
Liberty Property Trust | 25,879 | 1,028,690 | |||||
LTC Properties, Inc. | 5,388 | 219,453 | |||||
Macerich Co. (The) | 29,737 | 1,914,468 | |||||
Mack-Cali Realty Corp. | 19,000 | 543,590 | |||||
Medical Properties Trust, Inc. | 28,850 | 462,754 | |||||
MHI Hospitality Corp. | 100 | 418 | |||||
Mid-America Apartment Communities, Inc. | 8,780 | 606,347 | |||||
Mission West Properties, Inc. | 4,004 | | |||||
Monmouth Real Estate Investment Corp., | |||||||
Class A | 6,321 | 70,479 | |||||
MPG Office Trust, Inc.* | 10,100 | 27,775 | |||||
National Health Investors, Inc. | 3,049 | 199,557 | |||||
National Retail Properties, Inc. | 22,682 | 820,408 | |||||
Omega Healthcare Investors, Inc. | 23,922 | 726,272 | |||||
One Liberty Properties, Inc. | 1,927 | 41,854 | |||||
Parkway Properties, Inc. | 6,900 | 127,995 | |||||
Pebblebrook Hotel Trust | 1,996 | 51,477 | |||||
Pennsylvania Real Estate Investment Trust | 11,406 | 221,162 | |||||
Piedmont Office Realty Trust, Inc., Class A | 36,906 | 722,989 | |||||
Post Properties, Inc. | 11,518 | 542,498 | |||||
Prologis, Inc. | 98,860 | 3,952,423 | |||||
PS Business Parks, Inc. | 4,582 | 361,611 | |||||
Public Storage | 31,408 | 4,784,067 | |||||
Ramco-Gershenson Properties Trust | 10,167 | 170,806 | |||||
Realty Income Corp. | 29,667 | 1,345,398 | |||||
Regency Centers Corp. | 19,504 | 1,031,957 | |||||
Retail Opportunity Investments Corp. | 10,554 | 147,862 | |||||
RLJ Lodging Trust | 7,085 | 161,255 | |||||
Rouse Properties, Inc. REIT | 3,972 | 71,893 | |||||
Ryman Hospitality Properties | 9,039 | 413,534 | |||||
Sabra Healthcare REIT, Inc. | 7,674 | 222,623 | |||||
Saul Centers, Inc. | 3,133 | 137,037 | |||||
Senior Housing Properties Trust | 36,448 | 977,900 | |||||
Simon Property Group, Inc. | 65,429 | 10,374,422 | |||||
SL Green Realty Corp. | 19,852 | 1,709,456 | |||||
Sovran Self Storage, Inc. | 6,700 | 432,083 | |||||
Strategic Hotels & Resorts, Inc.* | 35,891 | 299,690 | |||||
Summit Hotel Properties, Inc. | 970 | 10,156 | |||||
Sun Communities, Inc. | 5,536 | 273,091 | |||||
Sunstone Hotel Investors, Inc.* | 32,086 | 394,979 | |||||
Supertel Hospitality, Inc.* | 2,197 | 2,439 | |||||
Tanger Factory Outlet Centers | 20,389 | 737,674 | |||||
Taubman Centers, Inc. | 13,240 | 1,028,218 | |||||
UDR, Inc. | 53,150 | 1,285,698 | |||||
UMH Properties, Inc. | 1,915 | 19,667 | |||||
Universal Health Realty Income Trust | 2,400 | 138,504 | |||||
Urstadt Biddle Properties, Inc. | 1,000 | 19,080 | |||||
Urstadt Biddle Properties, Inc., Class A | 4,600 | 100,096 | |||||
Ventas, Inc. | 62,113 | 4,546,672 | |||||
Vornado Realty Trust | 36,008 | 3,011,709 | |||||
Washington Real Estate Investment Trust | 14,650 | 407,856 | |||||
Weingarten Realty Investors | 25,000 | 788,750 | |||||
Whitestone REIT, Class B | 605 | 9,160 | |||||
Winthrop Realty Trust | 6,334 | 79,682 | |||||
102,224,581 | |||||||
TOTAL COMMON STOCKS | |||||||
(Identified Cost $71,630,318) | 102,224,581 | ||||||
SHORT-TERM INVESTMENTS 0.3% | |||||||
United States 0.3% | |||||||
SSgA Government Money Market Fund | 1 | 1 | |||||
SSgA Money Market Fund | 315,052 | 315,052 | |||||
315,053 | |||||||
TOTAL SHORT-TERM INVESTMENTS | |||||||
(Identified Cost $315,053) | 315,053 | ||||||
Total Investments 99.6% | |||||||
(Identified Cost $71,945,371)# | 102,539,634 | ||||||
Cash and Other Assets, Less Liabilities 0.4% | 408,083 | ||||||
Net Assets 100.0% | $ | 102,947,717 |
| See Note 1. | ||
* | Non-income producing security. | ||
# | At March 31, 2013 the aggregate cost of investment securities for U.S. federal income tax purposes was $71,945,371. Net unrealized appreciation aggregated $30,594,263 of which $31,484,463 related to appreciated investment securities and $890,200 related to depreciated investment securities. |
Key to abbreviations:
REIT Real Estate Investment Trust
See notes to schedule of investments. |
SA Real Estate Securities Fund
March 31,
2013
Portfolio
Sectors (% of portfolio market value)
Sector | Percentage | |||
Specialized REITs | 30.3 | % | ||
Retail REITs | 27.1 | % | ||
Residential REITs | 16.4 | % | ||
Office REITs | 14.0 | % | ||
Diversified REITs | 6.9 | % | ||
Industrial REITs | 5.0 | % | ||
Short-Term | 0.3 | % | ||
100.0 | % |
SA FUNDS
NOTES TO SCHEDULE OF INVESTMENTS March 31, 2013 (Unaudited)
1. Security Valuation
Domestic equity securities listed on an exchange or stock market for which market quotations are readily available are valued according to the official closing price, if any, or at their last reported sale price on the exchange or stock market where the security is primarily traded, or in the absence of such reported price, at the mean between the most recent quoted bid and asked prices. Domestic equity securities traded on the over-the-counter markets are valued at the mean between the most recent quoted bid and asked prices in the absence of an official closing price or last reported sale price. Foreign equity securities traded on a foreign exchange or over-the-counter markets are valued at the most recent quoted bid price in the absence of an official closing price or last reported sale price. Foreign securities quoted in foreign currencies are translated into U.S. dollars at current rates. Fixed income investments are generally valued at the last available mean price received from independent pricing services. In determining the value of a fixed income investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions in comparable investments, various relationships observed in the market between investments and calculated yield measures. Shares of registered open-end investment companies are valued at the investment companys net asset value. Short-term investments purchased with an original or remaining maturity of sixty days or less are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or for which available quotations appear not to accurately reflect the current value of an investment, are valued at fair value as determined in good faith by a pricing committee (the Pricing Committee) appointed by the Board of Trustees of the Trust (the Board). Certain Funds hold securities traded in foreign markets. Foreign securities are valued at the latest market price in the foreign market. However, if events occurring after the close of the foreign market (but before the close of regular trading on the New York Stock Exchange) are believed to materially affect the value of those securities, such securities may be valued at fair value as determined in good faith by the Pricing Committee. Any determinations of fair value made by the Pricing Committee are presented to the Board for ratification.
Fair Value Measurement The Funds adopted provisions respecting fair value measurement which provide enhanced guidance for using fair value to measure assets and liabilities. The Funds value their investments based on a three-tier hierarchy of inputs that establishes classification of fair value measurements for disclosure purposes. The three-tier hierarchy of inputs is summarized in the three broad levels below.
Level 1 quoted prices in active markets for identical investments.
Level 2 significant observable inputs other than quoted prices within Level 1 (including quoted prices for similar investments, interest rates, yield curves, foreign exchange rates, put or call provisions, credit risk and default rates for similar securities).
Level 3 significant unobservable inputs to the extent that observable inputs are not available (including the Pricing Committees own assumptions used to determine the fair value of investments).
Fair value pricing involves subjective judgment and it is possible that the fair value determined for a security is materially different than the value that could be realized upon the sale of that security. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The tables below provide a summary of the inputs as of March 31, 2013 in valuing each Funds investments:
Investments in Securities | ||||||||||||||||
Unadjusted | ||||||||||||||||
Quoted Prices in | ||||||||||||||||
Active Markets | Significant Other | Significant | ||||||||||||||
for Identical | Observable | Unobservable | Balance as of | |||||||||||||
Investments | Inputs | Inputs | March 31, 2013 | |||||||||||||
Description | (Level 1 ) | (Level 2) | (Level 3) | Total | ||||||||||||
SA U.S. Fixed Income Fund | ||||||||||||||||
Bonds and Notes | $ | - | $ | 372,944,535 | | $ | - | $ | 372,944,535 | |||||||
Short-Term Investments | 31,507,264 | - | - | 31,507,264 | ||||||||||||
Total Investments | $ | 31,507,264 | $ | 372,944,535 | $ | - | $ | 404,451,799 | ||||||||
SA Global Fixed Income Fund | ||||||||||||||||
Assets: | ||||||||||||||||
Bonds and Notes | $ | - | $ | 572,920,896 | $ | - | $ | 572,920,896 | ||||||||
Short-Term Investments | 5,461,604 | - | - | 5,461,604 | ||||||||||||
Collateral for Securities on Loan Short-Term | 79,562,510 | - | - | 79,562,510 | ||||||||||||
Forward Foreign Currency Contracts | - | 1,897,522 | - | 1,897,522 | ||||||||||||
Total Investments | $ | 85,024,114 | $ | 574,818,418 | $ | - | $ | 659,842,532 | ||||||||
Liabilities: | ||||||||||||||||
Forward Foreign Currency Contracts | $ | - | $ | (699,516 | ) | $ | - | $ | (699,516 | ) | ||||||
SA U.S. Core Market Fund | ||||||||||||||||
Common Stocks | $ | 445,554,582 | | $ | - | $ | - | $ | 445,554,582 | |||||||
Mutual Funds | 18,488,051 | - | - | 18,488,051 | ||||||||||||
Short-Term Investments | 5,227,184 | - | - | 5,227,184 | ||||||||||||
Collateral for Securities on Loan Short-Term | 37,498,994 | - | - | 37,498,994 | ||||||||||||
Total Investments | $ | 506,768,811 | $ | - | $ | - | $ | 506,768,811 | ||||||||
SA U.S. Value Fund | ||||||||||||||||
Common Stocks | $ | 373,570,433 | $ | - | $ | - | $ | 373,570,433 | ||||||||
Short-Term Investments | 661,058 | - | - | 661,058 | ||||||||||||
Collateral for Securities on Loan Short-Term | 27,204,490 | - | - | 27,204,490 | ||||||||||||
Total Investments | $ | 401,435,981 | $ | - | $ | - | $ | 401,435,981 | ||||||||
SA U.S. Small Company Fund | ||||||||||||||||
Common Stocks | $ | 285,999,863 | | $ | 3,155 | $ | - | $ | 286,003,018 | |||||||
Rights & Warrants | - | | - | - | - | |||||||||||
Short-Term Investments | 82 | - | - | 82 | ||||||||||||
Collateral for Securities on Loan Short-Term | 77,635,395 | - | - | 77,635,395 | ||||||||||||
Total Investments | $ | 363,635,340 | $ | 3,155 | $ | - | $ | 363,638,495 | ||||||||
SA International Value Fund | ||||||||||||||||
Common Stocks | $ | 507,727,506 | $ | - | $ | - | $ | 507,727,506 | ||||||||
Preferred Stocks | 199,612 | - | - | 199,612 | ||||||||||||
Short-Term Investments | 825,128 | - | - | 825,128 | ||||||||||||
Collateral for Securities on Loan Short-Term | 78,699,081 | - | - | 78,699,081 | ||||||||||||
Total Investments | $ | 587,451,327 | $ | - | $ | - | $ | 587,451,327 | ||||||||
SA International Small Company Fund | ||||||||||||||||
Mutual Funds | $ | 232,875,377 | $ | - | $ | - | $ | 232,875,377 | ||||||||
Total Investments | $ | 232,875,377 | $ | - | $ | - | $ | 232,875,377 | ||||||||
SA Emerging Markets Value Fund | ||||||||||||||||
Common Stocks | $ | 93,600,179 | | $ | 8,836 | $ | - | $ | 93,609,015 | |||||||
Preferred Stocks | 4,088,473 | - | - | 4,088,473 | ||||||||||||
Rights & Warrants | 1,700 | - | - | 1,700 | ||||||||||||
Short-Term Investments | 326,562 | - | - | 326,562 | ||||||||||||
Total Investments | $ | 98,016,914 | $ | 8,836 | $ | - | $ | 98,025,750 | ||||||||
SA Real Estate Securities Fund | ||||||||||||||||
Common Stocks | $ | 102,224,581 | | $ | - | $ | - | $ | 102,224,581 | |||||||
Short-Term Investments | 315,053 | - | - | 315,053 | ||||||||||||
Total Investments | $ | 102,539,634 | $ | - | $ | - | $ | 102,539,634 |
Includes one or more securities which are valued at zero.
Transfers between investment valuation levels may occur as the markets fluctuate and/or the availability of data used in an investments valuation changes. There were no significant transfers into or out of Levels 1, 2, or 3 during the period ended March 31, 2013.
In December 2011, the Financial Accounting Standards Board issued Accounting Standards Update 2011-11 Disclosures about Offsetting Assets and Liabilities (ASU 2011-11). Effective for annual reporting periods beginning on or after January 1, 2013 and interim periods within those annual periods, ASU 2011-11 is intended to enhance disclosure requirements on the offsetting of financial assets and liabilities. Trust management is evaluating the implications of ASU 2011-11 and any impact it may have on the financial statements.
DFA INVESTMENT DIMENSIONS GROUP INC.
THE DFA INVESTMENT TRUST COMPANY
DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES
Schedules of Investments
Investment Abbreviations | |||
ADR | American Depositary Receipt | ||
FNMA | Federal National Mortgage Association | ||
P.L.C. | Public Limited Company | ||
SDR | Special Drawing Rights | ||
Investment Footnotes | |||
| See Security Valuation Note within the Notes to Schedules of Investments. | ||
| Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. | ||
* | Non-Income Producing Securities. | ||
# | Total or Partial Securities on Loan. | ||
@ | Security purchased with cash proceeds from Securities on Loan. | ||
^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. | ||
| Amounts designated as are either zero or rounded to zero. | ||
§ | Affiliated Fund. |
1
INTERNATIONAL SMALL COMPANY PORTFOLIO
SCHEDULE OF INVESTMENTS
March 31, 2013
(Unaudited)
Value | ||||
AFFILIATED INVESTMENT COMPANIES (100.0%) | ||||
Investment in The Continental Small Company Series of | ||||
The DFA Investment Trust Company | $ | 2,384,216,913 | ||
Investment in The Japanese Small Company Series of | ||||
The DFA Investment Trust Company | 1,659,710,172 | |||
Investment in The United Kingdom Small Company Series of | ||||
The DFA Investment Trust Company | 1,598,126,142 | |||
Investment in The Asia Pacific Small Company Series of | ||||
The DFA Investment Trust Company | 882,600,459 | |||
Investment in The Canadian Small Company Series of | ||||
The DFA Investment Trust Company | 679,278,625 | |||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | ||||
(Cost $6,455,832,805) | 7,203,932,311 | |||
TOTAL INVESTMENTS (100.0%) (Cost $6,455,832,805)^^ | $ | 7,203,932,311 |
Summary of the Portfolio's investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | |||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||
Affiliated Investment Companies | $ | 7,203,932,311 | | | $ | 7,203,932,311 | |||||
TOTAL | 7,203,932,311 | | | 7,203,932,311 |
2
Organization
DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940. At March 31, 2013, the Fund consists of seventy-five operational portfolios, of which, International Small Company Portfolio (the Portfolio) is included in this document. The Funds investment advisor is Dimensional Fund Advisors Inc. (the Advisor). The Portfolio is a Fund-of-Funds, which invests in five series (the Master Funds) of The DFA Investment Trust Company, which is also advised by the Advisor. The Schedules of Investments for the Master Funds have been included in this document.
Security Valuation
The International Small Company Portfolio invests in the five Master Funds indicated on its Schedule of Investments. Its investments reflect its proportionate interest in the net assets of the corresponding Master Funds. These valuations are classified as Level 1 in the hierarchy.
The Portfolio utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:
A summary of inputs used to value the Portfolio's investments by each major security type is disclosed previously in the Security Valuation note. Valuation hierarchy tables have been included at the end of the Schedule of Investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Federal Tax Cost
At March 31, 2013, the total cost of securities for federal income tax purposes was $6,502,608,696.
Subsequent Event Evaluations
Management has evaluated the impact of all subsequent events on the Portfolio and has determined that there are no subsequent events requiring recognition or disclosure in the schedule of investments.
3
THE JAPANESE SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
March 31,
2013
(Unaudited)
Shares | Value | ||||||
COMMON STOCKS (78.3%) | |||||||
JAPAN (78.3%) | |||||||
# | 1st Holdings, Inc. | 75,100 | $ | 497,149 | |||
77 Bank, Ltd. (The) | 70,000 | 378,186 | |||||
#* | A&A Material Corp. | 235,000 | 251,150 | ||||
# | A&D Co., Ltd. | 86,500 | 480,615 | ||||
# | Accordia Golf Co., Ltd. | 5,759 | 5,599,106 | ||||
Achilles Corp. | 866,000 | 1,311,872 | |||||
Adeka Corp. | 482,800 | 4,172,100 | |||||
Advan Co., Ltd. | 96,200 | 1,071,794 | |||||
# | Advanex, Inc. | 73,000 | 68,619 | ||||
Aeon Delight Co., Ltd. | 95,600 | 2,116,827 | |||||
# | Aeon Fantasy Co., Ltd. | 57,832 | 858,744 | ||||
# | Aeon Hokkaido Corp. | 356,000 | 1,803,272 | ||||
Agro-Kanesho Co., Ltd. | 14,000 | 82,349 | |||||
Ahjikan Co., Ltd. | 2,400 | 19,846 | |||||
Ahresty Corp. | 109,900 | 576,863 | |||||
Ai Holdings Corp. | 255,500 | 2,358,753 | |||||
# | Aica Kogyo Co., Ltd. | 269,700 | 4,955,752 | ||||
Aichi Bank, Ltd. (The) | 54,200 | 3,227,608 | |||||
Aichi Corp. | 166,100 | 785,637 | |||||
Aichi Steel Corp. | 575,000 | 2,328,289 | |||||
# | Aichi Tokei Denki Co., Ltd. | 142,000 | 401,186 | ||||
Aida Engineering, Ltd. | 302,300 | 2,459,203 | |||||
* | Aigan Co., Ltd. | 96,200 | 334,552 | ||||
# | Ain Pharmaciez, Inc. | 62,900 | 3,398,882 | ||||
# | Aiphone Co., Ltd. | 78,100 | 1,333,085 | ||||
Airport Facilities Co., Ltd. | 136,670 | 952,053 | |||||
Aisan Industry Co., Ltd. | 170,000 | 1,640,587 | |||||
Aizawa Securities Co., Ltd. | 95,500 | 579,761 | |||||
# | Akebono Brake Industry Co., Ltd. | 236,800 | 1,069,755 | ||||
Akita Bank, Ltd. (The) | 1,068,400 | 3,019,672 | |||||
Alconix Corp. | 25,100 | 519,255 | |||||
Alinco, Inc. | 43,600 | 420,807 | |||||
Allied Telesis Holdings K.K. | 470,700 | 400,680 | |||||
Alpen Co., Ltd. | 94,200 | 1,772,784 | |||||
Alpha Corp. | 30,400 | 340,207 | |||||
Alpha Systems, Inc. | 34,360 | 493,525 | |||||
Alpine Electronics, Inc. | 246,000 | 2,367,321 | |||||
# | Alps Electric Co., Ltd. | 985,400 | 6,500,549 | ||||
Alps Logistics Co., Ltd. | 50,700 | 509,152 | |||||
# | Altech Corp. | 42,850 | 446,333 | ||||
Amano Corp. | 318,300 | 3,046,218 | |||||
# | Amiyaki Tei Co., Ltd. | 235 | 507,678 | ||||
Amuse, Inc. | 34,099 | 727,677 | |||||
* | Ando Corp. | 450,000 | 557,093 | ||||
Anest Iwata Corp. | 167,000 | 706,292 | |||||
#* | Anrakutei Co., Ltd. | 29,000 | 119,290 | ||||
AOC Holdings, Inc. | 219,400 | 851,079 | |||||
AOI Electronic Co., Ltd. | 35,200 | 583,703 | |||||
AOI Pro, Inc. | 39,000 | 268,598 | |||||
AOKI Holdings, Inc. | 97,100 | 2,503,558 | |||||
# | Aomori Bank, Ltd. (The) | 1,084,000 | 3,373,522 |
4
Aoyama Trading Co., Ltd. | 315,900 | $ | 8,072,368 | ||||
Arakawa Chemical Industries, Ltd. | 75,400 | 670,706 | |||||
Arata Corp. | 81,000 | 352,194 | |||||
Araya Industrial Co., Ltd. | 276,000 | 392,035 | |||||
Arcland Sakamoto Co., Ltd. | 71,900 | 1,268,316 | |||||
Arcs Co., Ltd. | 175,000 | 3,925,779 | |||||
Argo Graphics, Inc. | 20,900 | 307,212 | |||||
Ariake Japan Co., Ltd. | 102,000 | 2,093,046 | |||||
* | Arisawa Manufacturing Co., Ltd. | 183,800 | 604,409 | ||||
# | Arnest One Corp. | 236,700 | 4,697,293 | ||||
#* | Arrk Corp. | 372,700 | 700,423 | ||||
Artnature, Inc. | 24,900 | 416,797 | |||||
As One Corp. | 75,268 | 1,725,582 | |||||
Asahi Broadcasting Corp. | 28,200 | 256,132 | |||||
# | Asahi Co., Ltd. | 78,200 | 1,081,609 | ||||
# | Asahi Diamond Industrial Co., Ltd. | 283,400 | 2,764,629 | ||||
Asahi Holdings, Inc. | 133,350 | 2,872,351 | |||||
Asahi Kogyosha Co., Ltd. | 124,000 | 417,072 | |||||
Asahi Net, Inc. | 74,000 | 390,294 | |||||
Asahi Organic Chemicals Industry Co., Ltd. | 385,000 | 858,069 | |||||
Asahi Printing Co., Ltd. | 800 | 23,228 | |||||
#* | Asanuma Corp. | 796,000 | 594,660 | ||||
# | Asatsu-DK, Inc. | 151,600 | 4,244,008 | ||||
Asax Co., Ltd. | 17 | 32,566 | |||||
#* | Ashimori Industry Co., Ltd. | 319,000 | 490,345 | ||||
Asia Air Survey Co., Ltd. | 27,000 | 90,061 | |||||
ASKA Pharmaceutical Co., Ltd. | 129,000 | 985,661 | |||||
# | ASKUL Corp. | 94,200 | 1,375,780 | ||||
Asunaro Aoki Construction Co., Ltd. | 154,000 | 819,482 | |||||
# | Atom Corp. | 59,700 | 358,901 | ||||
# | Atsugi Co., Ltd. | 858,000 | 1,023,734 | ||||
# | Autobacs Seven Co., Ltd. | 378,000 | 5,930,203 | ||||
# | Avex Group Holdings, Inc. | 188,800 | 5,106,504 | ||||
# | Awa Bank, Ltd. (The) | 836,000 | 5,238,318 | ||||
# | Axell Corp. | 36,900 | 806,683 | ||||
Bando Chemical Industries, Ltd. | 452,000 | 1,441,911 | |||||
Bank of Iwate, Ltd. (The) | 92,700 | 3,809,578 | |||||
Bank of Kochi, Ltd. (The) | 127,000 | 161,162 | |||||
Bank of Nagoya, Ltd. (The) | 905,297 | 4,164,598 | |||||
Bank of Okinawa, Ltd. (The) | 106,200 | 4,543,467 | |||||
Bank of Saga, Ltd. (The) | 760,000 | 1,976,365 | |||||
# | Bank of the Ryukyus, Ltd. | 225,280 | 3,321,784 | ||||
Belc Co., Ltd. | 21,200 | 326,607 | |||||
Belluna Co., Ltd. | 72,700 | 709,195 | |||||
# | Benefit One, Inc. | 472 | 616,756 | ||||
Best Bridal, Inc. | 335 | 488,090 | |||||
#* | Best Denki Co., Ltd. | 396,500 | 823,053 | ||||
# | Bic Camera, Inc. | 4,940 | 2,322,534 | ||||
# | Bit-isle, Inc. | 76,000 | 1,057,733 | ||||
BML, Inc. | 56,200 | 1,516,864 | |||||
# | Bookoff Corp. | 47,500 | 353,703 | ||||
# | BP Castrol K.K. | 66,500 | 289,072 | ||||
Bunka Shutter Co., Ltd. | 248,000 | 1,280,958 |
5
C Uyemura & Co., Ltd. | 13,600 | $ | 507,303 | ||||
CAC Corp. | 69,700 | 629,689 | |||||
# | Calsonic Kansei Corp. | 881,000 | 3,905,666 | ||||
# | Can Do Co., Ltd. | 781 | 1,300,749 | ||||
Canon Electronics, Inc. | 127,100 | 2,531,434 | |||||
* | Carchs Holdings Co., Ltd. | 639,500 | 244,901 | ||||
Cawachi, Ltd. | 87,000 | 1,858,876 | |||||
Central Glass Co., Ltd. | 1,042,000 | 3,629,297 | |||||
Central Security Patrols Co., Ltd. | 43,700 | 393,620 | |||||
# | Central Sports Co., Ltd. | 20,400 | 343,241 | ||||
* | Chiba Kogyo Bank, Ltd. (The) | 225,000 | 2,216,857 | ||||
Chino Corp. | 156,000 | 368,947 | |||||
Chiyoda Co., Ltd. | 133,600 | 3,476,374 | |||||
Chiyoda Integre Co., Ltd. | 35,000 | 397,663 | |||||
Chofu Seisakusho Co., Ltd. | 88,800 | 2,026,334 | |||||
# | Chori Co., Ltd. | 69,200 | 802,996 | ||||
Chubu Shiryo Co., Ltd. | 101,100 | 620,747 | |||||
Chudenko Corp. | 130,500 | 1,314,268 | |||||
Chuetsu Pulp & Paper Co., Ltd. | 568,000 | 896,256 | |||||
#* | Chugai Mining Co., Ltd. | 967,500 | 339,992 | ||||
# | Chugai Ro Co., Ltd. | 384,000 | 1,020,352 | ||||
Chugoku Marine Paints, Ltd. | 333,000 | 1,778,324 | |||||
Chukyo Bank, Ltd. (The) | 676,000 | 1,494,687 | |||||
Chuo Denki Kogyo Co., Ltd. | 100,100 | 383,111 | |||||
# | Chuo Gyorui Co., Ltd. | 93,000 | 215,138 | ||||
Chuo Spring Co., Ltd. | 202,000 | 698,869 | |||||
CKD Corp. | 298,500 | 1,933,577 | |||||
#* | Clarion Co., Ltd. | 668,000 | 872,505 | ||||
Cleanup Corp. | 131,900 | 903,318 | |||||
# | CMIC Holdings Co., Ltd. | 63,300 | 1,262,935 | ||||
#* | CMK Corp. | 263,200 | 843,464 | ||||
#* | Co-Op Chemical Co., Ltd. | 159,000 | 217,183 | ||||
# | Coca-Cola Central Japan Co., Ltd. | 147,800 | 1,948,592 | ||||
Cocokara fine, Inc. | 79,360 | 2,901,876 | |||||
Computer Engineering & Consulting, Ltd. | 67,300 | 467,552 | |||||
# | Core Corp. | 40,100 | 322,038 | ||||
Corona Corp. | 79,200 | 919,825 | |||||
# | Cosel Co., Ltd. | 116,700 | 1,342,613 | ||||
#* | Cosmos Initia Co., Ltd. | 61,100 | 424,936 | ||||
Create Medic Co., Ltd. | 28,000 | 255,938 | |||||
CREATE SD HOLDINGS Co., Ltd. | 27,400 | 1,085,594 | |||||
Cresco, Ltd. | 23,200 | 173,161 | |||||
# | Cross Plus, Inc. | 22,000 | 200,379 | ||||
CTI Engineering Co., Ltd. | 56,700 | 405,662 | |||||
Cybernet Systems Co., Ltd. | 120 | 39,661 | |||||
Cybozu, Inc. | 1,157 | 313,731 | |||||
DA Consortium, Inc. | 16,200 | 67,027 | |||||
# | Dai Nippon Toryo Co., Ltd. | 683,000 | 1,375,327 | ||||
Dai-Dan Co., Ltd. | 156,000 | 836,153 | |||||
Dai-Ichi Kogyo Seiyaku Co., Ltd. | 187,000 | 510,211 | |||||
Dai-ichi Seiko Co., Ltd. | 53,200 | 764,507 | |||||
Daibiru Corp. | 311,100 | 3,677,380 | |||||
Daido Kogyo Co., Ltd. | 145,000 | 242,359 |
6
# | Daido Metal Co., Ltd. | 172,000 | $ | 1,406,347 | |||
# | Daidoh, Ltd. | 124,400 | 903,484 | ||||
#* | Daiei, Inc. (The) | 685,650 | 2,500,990 | ||||
Daifuku Co., Ltd. | 499,000 | 4,078,305 | |||||
Daihatsu Diesel Manufacturing Co., Ltd. | 68,000 | 359,190 | |||||
# | Daihen Corp. | 586,000 | 1,731,344 | ||||
* | Daiho Corp. | 763,000 | 855,170 | ||||
#* | Daiichi Chuo K.K. | 337,000 | 429,314 | ||||
Daiichi Commodities Co., Ltd. | 13,700 | 91,687 | |||||
Daiichi Jitsugyo Co., Ltd. | 234,000 | 1,246,823 | |||||
Daiichi Kigenso Kagaku-Kogyo Co., Ltd. | 14,300 | 206,607 | |||||
Daiichikosho Co., Ltd. | 62,000 | 1,684,326 | |||||
# | Daiken Corp. | 401,000 | 1,113,336 | ||||
Daiki Aluminium Industry Co., Ltd. | 127,000 | 288,602 | |||||
# | Daiki Ataka Engineering Co., Ltd. | 63,000 | 252,101 | ||||
Daiko Clearing Services Corp. | 19,900 | 143,919 | |||||
# | Daikoku Denki Co., Ltd. | 41,500 | 1,129,135 | ||||
# | Daikokutenbussan Co., Ltd. | 32,600 | 827,052 | ||||
# | Daikyo, Inc. | 1,923,000 | 6,769,964 | ||||
Daimaruenawin Co., Ltd. | 400 | 3,023 | |||||
# | Dainichi Co., Ltd. | 54,900 | 482,099 | ||||
Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 364,000 | 1,728,226 | |||||
# | Daio Paper Corp. | 464,500 | 3,001,479 | ||||
Daisan Bank, Ltd. (The) | 698,000 | 1,362,948 | |||||
# | Daiseki Co., Ltd. | 200,163 | 3,402,314 | ||||
# | Daiseki Eco. Solution Co., Ltd. | 97 | 147,810 | ||||
Daishi Bank, Ltd. (The) | 1,810,000 | 7,474,651 | |||||
# | Daishinku Corp. | 174,000 | 525,119 | ||||
Daiso Co., Ltd. | 404,000 | 1,256,781 | |||||
# | Daisyo Corp. | 54,300 | 698,465 | ||||
Daito Bank, Ltd. (The) | 898,000 | 899,588 | |||||
Daito Electron Co., Ltd. | 5,900 | 24,072 | |||||
Daito Pharmaceutical Co., Ltd. | 42,000 | 600,397 | |||||
Daiwa Industries, Ltd. | 178,000 | 1,049,509 | |||||
Daiwa Odakyu Construction Co. | 27,500 | 60,315 | |||||
# | Daiwabo Holdings Co., Ltd. | 1,138,000 | 2,100,473 | ||||
#* | Danto Holdings Corp. | 165,000 | 260,230 | ||||
DC Co., Ltd. | 113,900 | 383,568 | |||||
# | DCM Holdings Co., Ltd. | 483,700 | 4,044,515 | ||||
# | Denki Kogyo Co., Ltd. | 319,000 | 1,508,539 | ||||
Denyo Co., Ltd. | 85,100 | 1,113,703 | |||||
Descente, Ltd. | 234,000 | 1,569,875 | |||||
# | Digital Garage, Inc. | 803 | 2,671,404 | ||||
Dijet Industrial Co., Ltd. | 80,000 | 134,661 | |||||
# | DKK Toa Corp. | 35,500 | 209,300 | ||||
DMW Corp. | 4,800 | 85,653 | |||||
# | Doshisha Co., Ltd. | 120,400 | 1,810,658 | ||||
# | Doutor Nichires Holdings Co., Ltd. | 172,386 | 2,530,237 | ||||
# | Dr Ci:Labo Co., Ltd. | 632 | 1,933,760 | ||||
#* | Dream Incubator, Inc. | 231 | 403,113 | ||||
DTS Corp. | 112,000 | 1,842,253 | |||||
Dunlop Sports Co., Ltd. | 77,500 | 872,354 | |||||
Duskin Co., Ltd. | 255,500 | 5,166,333 |
7
Dydo Drinco, Inc. | 49,800 | $ | 2,380,751 | ||||
Dynapac Co., Ltd. | 25,000 | 67,736 | |||||
Dynic Corp. | 174,000 | 357,685 | |||||
# | Eagle Industry Co., Ltd. | 140,000 | 1,363,825 | ||||
# | Earth Chemical Co., Ltd. | 37,000 | 1,284,128 | ||||
Ebara Jitsugyo Co., Ltd. | 21,600 | 306,980 | |||||
# | Echo Trading Co., Ltd. | 11,000 | 96,341 | ||||
# | EDION Corp. | 509,900 | 2,407,843 | ||||
Ehime Bank, Ltd. (The) | 741,000 | 1,949,273 | |||||
# | Eidai Co., Ltd. | 56,000 | 240,165 | ||||
Eighteenth Bank, Ltd. (The) | 1,093,000 | 3,019,063 | |||||
Eiken Chemical Co., Ltd. | 91,000 | 1,293,729 | |||||
Eizo Corp. | 99,300 | 1,756,982 | |||||
Elecom Co., Ltd. | 25,700 | 369,162 | |||||
# | Elematec Corp. | 35,571 | 506,442 | ||||
# | EM Systems Co., Ltd. | 10,800 | 193,193 | ||||
Emori & Co., Ltd. | 18,500 | 232,491 | |||||
en-japan, Inc. | 475 | 608,153 | |||||
# | Enplas Corp. | 45,000 | 2,077,124 | ||||
* | Enshu, Ltd. | 263,000 | 536,324 | ||||
# | Ensuiko Sugar Refining Co., Ltd. | 102,000 | 270,584 | ||||
# | EPS Corp. | 1,606 | 2,383,288 | ||||
ESPEC Corp. | 119,500 | 904,503 | |||||
Excel Co., Ltd. | 31,500 | 322,974 | |||||
# | Exedy Corp. | 178,600 | 4,186,631 | ||||
# | Ezaki Glico Co., Ltd. | 65,000 | 674,409 | ||||
# | F&A Aqua Holdings, Inc. | 93,920 | 1,337,789 | ||||
# | F-Tech, Inc. | 27,600 | 443,758 | ||||
# | F@N Communications, Inc. | 15,500 | 659,372 | ||||
Faith, Inc. | 2,710 | 317,632 | |||||
FALCO SD HOLDINGS Co., Ltd. | 37,400 | 480,612 | |||||
# | Fancl Corp. | 224,600 | 2,475,841 | ||||
# | FCC Co., Ltd. | 178,900 | 4,343,937 | ||||
#* | FDK Corp. | 20,000 | 16,222 | ||||
# | Ferrotec Corp. | 172,700 | 652,140 | ||||
FIDEA Holdings Co., Ltd. | 472,300 | 1,226,565 | |||||
# | Fields Corp. | 74,300 | 1,288,426 | ||||
Financial Products Group Co., Ltd. | 2,400 | 73,911 | |||||
* | Fine Sinter Co., Ltd. | 49,000 | 156,254 | ||||
#* | First Baking Co., Ltd. | 183,000 | 249,787 | ||||
First Juken Co., Ltd. | 23,600 | 386,642 | |||||
# | Foster Electric Co., Ltd. | 120,400 | 1,657,948 | ||||
# | FP Corp. | 66,900 | 4,477,057 | ||||
# | France Bed Holdings Co., Ltd. | 672,000 | 1,532,358 | ||||
# | Fuji Co. Ltd/Ehime | 97,300 | 1,871,393 | ||||
# | Fuji Corp., Ltd. | 124,500 | 782,330 | ||||
Fuji Electronics Co., Ltd. | 55,100 | 700,274 | |||||
#* | Fuji Kiko Co., Ltd. | 148,000 | 537,570 | ||||
* | Fuji Kosan Co., Ltd. | 33,100 | 205,579 | ||||
# | Fuji Kyuko Co., Ltd. | 271,000 | 2,167,310 | ||||
Fuji Oil Co. Ltd/Osaka | 330,700 | 5,101,684 | |||||
Fuji Oozx, Inc. | 6,000 | 23,638 | |||||
Fuji Pharma Co., Ltd. | 26,900 | 539,789 |
8
Fuji Seal International, Inc. | 119,200 | $ | 3,024,749 | ||||
# | Fuji Soft, Inc. | 115,200 | 2,788,374 | ||||
# | Fujibo Holdings, Inc. | 610,000 | 1,826,030 | ||||
Fujicco Co., Ltd. | 117,600 | 1,407,986 | |||||
Fujikura Kasei Co., Ltd. | 138,000 | 577,936 | |||||
Fujikura Rubber, Ltd. | 72,900 | 215,795 | |||||
# | Fujikura, Ltd. | 1,979,000 | 6,288,930 | ||||
# | Fujimi, Inc. | 96,600 | 1,430,119 | ||||
Fujimori Kogyo Co., Ltd. | 68,300 | 1,689,569 | |||||
* | Fujisash Co., Ltd. | 296,200 | 345,181 | ||||
# | Fujita Kanko, Inc. | 246,100 | 1,158,609 | ||||
Fujitec Co., Ltd. | 372,000 | 3,728,525 | |||||
Fujitsu Frontech, Ltd. | 77,500 | 462,268 | |||||
Fujitsu General, Ltd. | 320,000 | 2,719,592 | |||||
# | Fujiya Co., Ltd. | 276,000 | 593,558 | ||||
FuKoKu Co., Ltd. | 27,600 | 265,170 | |||||
# | Fukuda Corp. | 530,000 | 2,136,808 | ||||
Fukui Bank, Ltd. (The) | 1,124,000 | 2,539,064 | |||||
# | Fukushima Bank, Ltd. (The) | 1,307,000 | 1,158,001 | ||||
Fukushima Industries Corp. | 32,900 | 860,646 | |||||
# | Fukuyama Transporting Co., Ltd. | 657,400 | 3,770,549 | ||||
# | Fumakilla, Ltd. | 54,000 | 172,322 | ||||
# | Funai Consulting, Inc. | 107,800 | 783,678 | ||||
#* | Funai Electric Co., Ltd. | 84,200 | 1,040,445 | ||||
Furukawa Battery Co., Ltd. | 77,000 | 460,314 | |||||
# | Furukawa Co., Ltd. | 1,732,000 | 1,980,406 | ||||
# | Furukawa Electric Co., Ltd. | 2,294,000 | 5,084,111 | ||||
# | Furukawa-Sky Aluminum Corp. | 465,000 | 1,423,735 | ||||
Furuno Electric Co., Ltd. | 55,100 | 350,601 | |||||
# | Furusato Industries, Ltd. | 50,600 | 515,220 | ||||
Furuya Metal Co., Ltd. | 7,800 | 212,574 | |||||
Fuso Chemical Co., Ltd. | 1,900 | 47,694 | |||||
Fuso Pharmaceutical Industries, Ltd. | 427,000 | 1,919,610 | |||||
Futaba Corp. | 154,300 | 1,652,145 | |||||
#* | Futaba Industrial Co., Ltd. | 310,800 | 1,439,005 | ||||
Future Architect, Inc. | 1,148 | 532,909 | |||||
# | Fuyo General Lease Co., Ltd. | 84,500 | 3,226,662 | ||||
G-7 Holdings, Inc. | 29,200 | 183,171 | |||||
G-Tekt Corp. | 43,100 | 1,161,727 | |||||
Gajoen Kanko Co. | 37,000 | | |||||
# | Gakken Holdings Co., Ltd. | 322,000 | 940,703 | ||||
Gecoss Corp. | 112,400 | 903,924 | |||||
# | Genki Sushi Co., Ltd. | 19,400 | 243,403 | ||||
# | Geo Holdings Corp. | 1,749 | 2,224,526 | ||||
GLOBERIDE, Inc. | 530,000 | 716,893 | |||||
Glory, Ltd. | 246,600 | 5,908,708 | |||||
GMO internet, Inc. | 405,300 | 3,858,247 | |||||
GMO Payment Gateway, Inc. | 15,100 | 351,394 | |||||
Godo Steel, Ltd. | 899,000 | 1,624,646 | |||||
Goldcrest Co., Ltd. | 102,890 | 2,566,601 | |||||
# | Goldwin, Inc. | 180,000 | 1,091,069 | ||||
# | Gourmet Kineya Co., Ltd. | 87,000 | 618,297 | ||||
# | GSI Creos Corp. | 277,000 | 413,266 |
9
# | Gulliver International Co., Ltd. | 31,440 | $ | 1,844,457 | ||||
Gun-Ei Chemical Industry Co., Ltd. | 347,000 | 817,243 | ||||||
# | Gunze, Ltd. | 1,031,000 | 2,680,221 | |||||
# | Gurunavi, Inc. | 72,500 | 922,594 | |||||
H-One Co., Ltd. | 63,300 | 705,610 | ||||||
# | Hagihara Industries, Inc. | 9,700 | 185,773 | |||||
Hagoromo Foods Corp. | 39,000 | 448,709 | ||||||
HAJIME CONSTRUCTION Co., Ltd. | 48,000 | 2,805,476 | ||||||
Hakuto Co., Ltd. | 83,200 | 812,316 | ||||||
Hakuyosha Co., Ltd. | 65,000 | 147,737 | ||||||
Hamakyorex Co., Ltd. | 35,600 | 1,449,579 | ||||||
# | Hanwa Co., Ltd. | 1,077,000 | 3,845,618 | |||||
# | Happinet Corp. | 74,600 | 622,339 | |||||
Harashin Narus Holdings Co., Ltd. | 65,600 | 1,215,956 | ||||||
# | Hard Off Corp. Co., Ltd. | 47,600 | 330,696 | |||||
Harima Chemicals Group, Inc. | 73,300 | 365,846 | ||||||
Harmonic Drive Systems, Inc. | 700 | 11,991 | ||||||
Haruyama Trading Co., Ltd. | 47,900 | 297,398 | ||||||
* | Haseko Corp. | 7,553,500 | 7,017,483 | |||||
# | Hazama Ando Corp. | 505,200 | 1,171,090 | |||||
Heiwa Real Estate Co., Ltd. | 252,000 | 5,015,362 | ||||||
Heiwado Co., Ltd. | 168,700 | 2,611,185 | ||||||
HI-LEX Corp. | 33,100 | 670,492 | ||||||
Hibiya Engineering, Ltd. | 128,200 | 1,325,639 | ||||||
# | Hiday Hidaka Corp. | 47,220 | 1,052,243 | |||||
# | Higashi Nihon House Co., Ltd. | 206,000 | 1,730,177 | |||||
Higashi-Nippon Bank, Ltd. (The) | 799,000 | 2,145,390 | ||||||
Higo Bank, Ltd. (The) | 961,000 | 6,234,505 | ||||||
# | Himaraya Co., Ltd. | 35,900 | 362,258 | |||||
# | Hioki EE Corp. | 38,200 | 578,492 | |||||
# | Hiramatsu, Inc. | 110,700 | 752,313 | |||||
HIS Co., Ltd. | 101,800 | 4,409,907 | ||||||
Hisaka Works, Ltd. | 115,000 | 1,094,598 | ||||||
#* | Hitachi Cable, Ltd. | 877,000 | 1,401,823 | |||||
Hitachi Koki Co., Ltd. | 283,700 | 2,343,539 | ||||||
# | Hitachi Kokusai Electric, Inc. | 232,500 | 2,058,163 | |||||
Hitachi Medical Corp. | 85,000 | 1,360,326 | ||||||
Hitachi Metals Techno, Ltd. | 56,500 | 391,908 | ||||||
# | Hitachi Zosen Corp. | 4,293,000 | 7,192,762 | |||||
Hochiki Corp. | 97,000 | 476,491 | ||||||
# | Hodogaya Chemical Co., Ltd. | 265,000 | 597,380 | |||||
Hogy Medical Co., Ltd. | 66,000 | 3,567,507 | ||||||
Hohsui Corp. | 107,000 | 150,485 | ||||||
Hokkaido Coca-Cola Bottling Co., Ltd. | 87,000 | 407,011 | ||||||
# | Hokkaido Gas Co., Ltd. | 260,000 | 697,000 | |||||
Hokkan Holdings, Ltd. | 283,000 | 892,512 | ||||||
Hokko Chemical Industry Co., Ltd. | 90,000 | 288,454 | ||||||
Hokkoku Bank, Ltd. (The) | 1,482,000 | 6,266,959 | ||||||
Hokuetsu Bank, Ltd. (The) | 1,111,000 | 2,737,728 | ||||||
Hokuetsu Industries Co., Ltd. | 85,000 | 212,840 | ||||||
# | Hokuetsu Kishu Paper Co., Ltd. | 862,199 | 4,134,920 | |||||
Hokuriku Electric Industry Co., Ltd. | 382,000 | 481,403 | ||||||
Hokuriku Electrical Construction Co., Ltd. | 58,000 | 241,666 |
10
Hokuriku Gas Co., Ltd. | 99,000 | $ | 250,754 | |||||
# | Hokuto Corp. | 117,900 | 2,236,790 | |||||
# | Honeys Co., Ltd. | 92,940 | 1,211,802 | |||||
Honshu Chemical Industry Co., Ltd. | 14,000 | 83,404 | ||||||
#* | Hoosiers Corp. | 1,535 | 1,700,417 | |||||
Horiba, Ltd. | 210,350 | 6,655,574 | ||||||
Hosiden Corp. | 342,500 | 2,014,472 | ||||||
Hosokawa Micron Corp. | 149,000 | 1,295,485 | ||||||
# | Howa Machinery, Ltd. | 689,000 | 861,373 | |||||
Hyakugo Bank, Ltd. (The) | 1,327,609 | 6,697,398 | ||||||
Hyakujushi Bank, Ltd. (The) | 1,312,000 | 5,521,501 | ||||||
I Metal Technology Co., Ltd. | 142,000 | 255,925 | ||||||
I-Net Corp. | 47,800 | 365,246 | ||||||
IBJ Leasing Co., Ltd. | 69,100 | 2,141,412 | ||||||
# | Ichibanya Co., Ltd. | 33,700 | 1,498,440 | |||||
Ichiken Co., Ltd. | 87,000 | 165,915 | ||||||
#* | Ichikoh Industries, Ltd. | 285,000 | 429,792 | |||||
Ichinen Holdings Co., Ltd. | 98,500 | 672,260 | ||||||
# | Ichiyoshi Securities Co., Ltd. | 150,300 | 1,664,227 | |||||
Icom, Inc. | 49,700 | 1,263,275 | ||||||
# | Idec Corp. | 145,700 | 1,306,644 | |||||
Ihara Chemical Industry Co., Ltd. | 211,000 | 1,287,977 | ||||||
Iida Home Max | 36,800 | 670,387 | ||||||
# | Iino Kaiun Kaisha, Ltd. | 401,100 | 3,027,209 | |||||
#* | Ikegami Tsushinki Co., Ltd. | 174,000 | 143,085 | |||||
# | Ikyu Corp. | 890 | 972,964 | |||||
# | Imasen Electric Industrial | 73,500 | 889,041 | |||||
Imperial Hotel, Ltd. | 11,250 | 427,122 | ||||||
Impress Holdings, Inc. | 600 | 831 | ||||||
Inaba Denki Sangyo Co., Ltd. | 98,100 | 2,968,572 | ||||||
Inaba Seisakusho Co., Ltd. | 58,800 | 779,869 | ||||||
Inabata & Co., Ltd. | 317,300 | 2,365,997 | ||||||
Inageya Co., Ltd. | 172,800 | 1,848,668 | ||||||
Ines Corp. | 202,300 | 1,542,574 | ||||||
Infocom Corp. | 360 | 617,838 | ||||||
Information Services International-Dentsu, Ltd. | 76,700 | 801,608 | ||||||
Innotech Corp. | 90,100 | 397,784 | ||||||
Intage, Inc. | 33,100 | 835,537 | ||||||
# | Internet Initiative Japan, Inc. | 120,000 | 4,056,838 | |||||
#* | Inui Steamship Co., Ltd. | 124,200 | 571,565 | |||||
Inui Warehouse Co., Ltd. | 4,700 | 41,445 | ||||||
Iriso Electronics Co., Ltd. | 40,400 | 827,094 | ||||||
Ise Chemical Corp. | 83,000 | 631,399 | ||||||
# | Iseki & Co., Ltd. | 946,000 | 3,365,410 | |||||
* | Ishihara Sangyo Kaisha, Ltd. | 1,854,500 | 1,606,279 | |||||
Ishii Iron Works Co., Ltd. | 15,000 | 52,710 | ||||||
#* | Ishikawa Seisakusho, Ltd. | 95,000 | 106,374 | |||||
Ishizuka Glass Co., Ltd. | 109,000 | 187,352 | ||||||
IT Holdings Corp. | 441,301 | 5,770,990 | ||||||
# | ITC Networks Corp. | 99,100 | 849,203 | |||||
* | Itfor, Inc. | 59,100 | 243,722 | |||||
Itochu Enex Co., Ltd. | 302,200 | 1,719,948 | ||||||
Itochu-Shokuhin Co., Ltd. | 27,400 | 1,116,096 |
11
# | Itoham Foods, Inc. | 790,800 | $ | 3,938,927 | ||||
Itoki Corp. | 204,200 | 1,413,615 | ||||||
# | Iwai Cosmo Holdings, Inc. | 104,400 | 1,059,981 | |||||
Iwaki & Co., Ltd. | 100,000 | 228,019 | ||||||
#* | Iwasaki Electric Co., Ltd. | 367,000 | 787,753 | |||||
# | Iwatani Corp. | 993,000 | 4,758,648 | |||||
# | Iwatsu Electric Co., Ltd. | 537,000 | 568,104 | |||||
# | Iwatsuka Confectionery Co., Ltd. | 300 | 14,586 | |||||
Izuhakone Railway Co., Ltd. | 300 | 17,209 | ||||||
Izumiya Co., Ltd. | 447,000 | 2,356,094 | ||||||
#* | Izutsuya Co., Ltd. | 528,000 | 608,304 | |||||
J-Oil Mills, Inc. | 508,000 | 1,620,922 | ||||||
# | Jalux, Inc. | 40,800 | 400,660 | |||||
Jamco Corp. | 80,000 | 709,425 | ||||||
#* | Janome Sewing Machine Co., Ltd. | 384,000 | 323,954 | |||||
# | Japan Airport Terminal Co., Ltd. | 222,300 | 3,010,033 | |||||
Japan Aviation Electronics Industry, Ltd. | 349,600 | 2,673,988 | ||||||
Japan Carlit Co., Ltd. | 63,400 | 355,729 | ||||||
Japan Cash Machine Co., Ltd. | 72,715 | 803,128 | ||||||
* | Japan Communications, Inc. | 2,056 | 107,863 | |||||
Japan Digital Laboratory Co., Ltd. | 116,100 | 1,455,194 | ||||||
# | Japan Foundation Engineering Co., Ltd. | 162,500 | 548,645 | |||||
Japan Medical Dynamic Marketing, Inc. | 44,900 | 121,539 | ||||||
Japan Oil Transportation Co., Ltd. | 84,000 | 209,901 | ||||||
Japan Pulp & Paper Co., Ltd. | 469,000 | 1,498,448 | ||||||
Japan Pure Chemical Co., Ltd. | 54 | 130,542 | ||||||
#* | Japan Radio Co., Ltd. | 293,000 | 877,146 | |||||
Japan Transcity Corp. | 238,000 | 955,947 | ||||||
# | Japan Vilene Co., Ltd. | 154,000 | 810,925 | |||||
Japan Wool Textile Co., Ltd. (The) | 325,000 | 2,518,652 | ||||||
# | Jastec Co., Ltd. | 61,400 | 435,795 | |||||
JBCC Holdings, Inc. | 80,300 | 766,458 | ||||||
# | JCU Corp. | 10,600 | 567,128 | |||||
#* | Jeol, Ltd. | 8,000 | 35,798 | |||||
JFE Systems, Inc. | 51 | 44,335 | ||||||
Jidosha Buhin Kogyo Co., Ltd. | 79,000 | 423,448 | ||||||
JIEC Co., Ltd. | 64 | 69,789 | ||||||
# | Jimoto Holdings, Inc. | 132,800 | 339,685 | |||||
JK Holdings Co., Ltd. | 92,540 | 585,591 | ||||||
# | JMS Co., Ltd. | 147,000 | 559,773 | |||||
# | Joshin Denki Co., Ltd. | 209,000 | 1,987,614 | |||||
# | Jowa Holdings Co., Ltd. | 22,800 | 587,932 | |||||
# | JP-Holdings, Inc. | 53,900 | 1,139,548 | |||||
# | JSP Corp. | 103,900 | 1,545,769 | |||||
# | Juroku Bank, Ltd. (The) | 1,697,000 | 7,146,711 | |||||
#* | Justsystems Corp. | 134,700 | 889,643 | |||||
# | JVC Kenwood Corp. | 874,630 | 2,363,850 | |||||
# | K's Holdings Corp. | 400 | 12,829 | |||||
Kabuki-Za Co., Ltd. | 39,000 | 1,988,973 | ||||||
# | Kadokawa Group Holdings, Inc. | 105,400 | 2,820,376 | |||||
Kaga Electronics Co., Ltd. | 116,400 | 992,293 | ||||||
# | Kagoshima Bank, Ltd. (The) | 811,000 | 5,745,081 | |||||
Kaken Pharmaceutical Co., Ltd. | 364,000 | 6,621,338 |
12
Kakiyasu Honten Co., Ltd. | 11,600 | $ | 150,879 | |||||
# | Kameda Seika Co., Ltd. | 69,100 | 1,871,203 | |||||
Kamei Corp. | 153,000 | 1,709,855 | ||||||
Kanaden Corp. | 116,000 | 738,792 | ||||||
Kanagawa Chuo Kotsu Co., Ltd. | 192,000 | 1,121,772 | ||||||
Kanamoto Co., Ltd. | 135,000 | 2,930,302 | ||||||
Kandenko Co., Ltd. | 540,000 | 2,492,002 | ||||||
* | Kanematsu Corp. | 2,190,625 | 2,948,696 | |||||
Kanematsu Electronics, Ltd. | 83,100 | 1,035,492 | ||||||
* | Kanematsu-NNK Corp. | 125,000 | 245,723 | |||||
# | Kansai Urban Banking Corp. | 602,000 | 807,739 | |||||
#* | Kanto Denka Kogyo Co., Ltd. | 177,000 | 458,052 | |||||
Kanto Natural Gas Development, Ltd. | 155,000 | 1,115,621 | ||||||
# | Kappa Create Holdings Co., Ltd. | 20,800 | 420,341 | |||||
Kasai Kogyo Co., Ltd. | 132,000 | 619,831 | ||||||
# | Kasumi Co., Ltd. | 232,500 | 1,449,295 | |||||
Katakura Chikkarin Co., Ltd. | 43,000 | 125,003 | ||||||
Katakura Industries Co., Ltd. | 132,100 | 1,624,216 | ||||||
Kato Sangyo Co., Ltd. | 110,700 | 2,316,248 | ||||||
# | Kato Works Co., Ltd. | 287,000 | 979,346 | |||||
# | KAWADA TECHNOLOGIES, Inc. | 75,600 | 1,795,615 | |||||
# | Kawai Musical Instruments Manufacturing Co., Ltd. | 446,000 | 823,224 | |||||
# | Kawakin Holdings Co., Ltd. | 11,000 | 39,716 | |||||
Kawasaki Kasei Chemicals, Ltd. | 97,000 | 118,952 | ||||||
Kawasaki Kinkai Kisen Kaisha, Ltd. | 99,000 | 324,241 | ||||||
#* | Kawasaki Kisen Kaisha, Ltd. | 4,057,000 | 8,687,466 | |||||
Kawasumi Laboratories, Inc. | 46,300 | 316,205 | ||||||
Keihanshin Building Co., Ltd. | 64,000 | 477,036 | ||||||
# | Keihin Co., Ltd. (The) | 245,000 | 527,243 | |||||
# | Keihin Corp. | 252,000 | 3,490,220 | |||||
Keiyo Bank, Ltd. (The) | 834,000 | 4,789,282 | ||||||
# | Keiyo Co., Ltd. | 177,400 | 903,317 | |||||
#* | Kenedix, Inc. | 5,169 | 2,657,182 | |||||
# | Kenko Mayonnaise Co., Ltd. | 31,100 | 302,874 | |||||
# | Kentucky Fried Chicken Japan, Ltd. | 77,000 | 1,733,408 | |||||
# | KEY Coffee, Inc. | 86,700 | 1,420,618 | |||||
* | KI Holdings Co., Ltd. | 54,000 | 88,700 | |||||
# | Kimoto Co., Ltd. | 100,700 | 848,631 | |||||
Kimura Chemical Plants Co., Ltd. | 96,400 | 365,431 | ||||||
King Jim Co., Ltd. | 20,000 | 148,839 | ||||||
Kinki Sharyo Co., Ltd. | 185,000 | 601,704 | ||||||
Kintetsu World Express, Inc. | 81,700 | 3,039,902 | ||||||
# | Kinugawa Rubber Industrial Co., Ltd. | 268,000 | 1,368,246 | |||||
Kirindo Co., Ltd. | 28,300 | 209,429 | ||||||
Kisoji Co., Ltd. | 52,200 | 1,059,369 | ||||||
Kissei Pharmaceutical Co., Ltd. | 106,300 | 2,254,492 | ||||||
Kita-Nippon Bank, Ltd. (The) | 50,006 | 1,323,941 | ||||||
Kitagawa Iron Works Co., Ltd. | 475,000 | 826,500 | ||||||
Kitano Construction Corp. | 242,000 | 553,079 | ||||||
Kitazawa Sangyo Co., Ltd. | 54,500 | 112,038 | ||||||
Kito Corp. | 35,500 | 388,352 | ||||||
Kitz Corp. | 493,400 | 2,573,803 | ||||||
Kiyo Holdings, Inc. | 3,652,900 | 5,876,165 |
13
* | KLab, Inc. | 39,700 | $ | 205,470 | ||||
#* | KNT-CT Holdings Co., Ltd. | 63,000 | 93,392 | |||||
Koa Corp. | 177,500 | 1,695,659 | ||||||
Koatsu Gas Kogyo Co., Ltd. | 163,493 | 924,720 | ||||||
Kobayashi Yoko Co., Ltd. | 141,100 | 426,901 | ||||||
Kogi Corp. | 30,000 | 58,945 | ||||||
# | Kohnan Shoji Co., Ltd. | 179,300 | 2,310,250 | |||||
Kohsoku Corp. | 61,900 | 576,668 | ||||||
Koike Sanso Kogyo Co., Ltd. | 149,000 | 365,000 | ||||||
# | Kojima Co., Ltd. | 145,700 | 538,728 | |||||
Kokusai Co., Ltd. | 19,500 | 137,493 | ||||||
# | Kokuyo Co., Ltd. | 434,425 | 3,341,644 | |||||
# | KOMAIHALTEC, Inc. | 191,000 | 487,107 | |||||
Komatsu Seiren Co., Ltd. | 146,000 | 662,227 | ||||||
Komatsu Wall Industry Co., Ltd. | 48,300 | 1,011,088 | ||||||
# | Komeri Co., Ltd. | 146,000 | 4,357,144 | |||||
Komori Corp. | 407,800 | 4,308,566 | ||||||
# | Konaka Co., Ltd. | 122,960 | 1,404,688 | |||||
Kondotec, Inc. | 112,300 | 725,765 | ||||||
Konishi Co., Ltd. | 85,900 | 1,531,229 | ||||||
#* | Kosaido Co., Ltd. | 328,100 | 1,379,640 | |||||
# | Kose Corp. | 174,700 | 4,066,417 | |||||
Koshidaka Holdings Co., Ltd. | 18,600 | 597,971 | ||||||
Kotobuki Spirits Co., Ltd. | 3,200 | 43,113 | ||||||
# | Kourakuen Corp. | 19,300 | 253,971 | |||||
Krosaki Harima Corp. | 260,000 | 619,802 | ||||||
KRS Corp. | 37,200 | 379,631 | ||||||
KU Holdings Co., Ltd. | 68,200 | 535,538 | ||||||
* | Kumagai Gumi Co., Ltd. | 835,800 | 891,164 | |||||
# | Kumiai Chemical Industry Co., Ltd. | 263,000 | 1,585,634 | |||||
# | Kura Corp. | 63,100 | 1,165,251 | |||||
Kurabo Industries, Ltd. | 1,244,000 | 2,332,389 | ||||||
Kuraudia Co., Ltd. | 5,700 | 84,290 | ||||||
# | Kureha Corp. | 720,500 | 2,564,918 | |||||
# | Kurimoto, Ltd. | 702,000 | 2,309,835 | |||||
# | Kuroda Electric Co., Ltd. | 171,100 | 2,046,355 | |||||
# | Kusuri No Aoki Co., Ltd. | 25,100 | 1,963,331 | |||||
KYB Co., Ltd. | 892,000 | 4,456,321 | ||||||
Kyoden Co., Ltd. | 156,900 | 220,826 | ||||||
Kyodo Printing Co., Ltd. | 540,000 | 1,640,531 | ||||||
# | Kyodo Shiryo Co., Ltd. | 408,000 | 512,104 | |||||
# | Kyoei Sangyo Co., Ltd. | 97,000 | 174,455 | |||||
Kyoei Steel, Ltd. | 92,700 | 1,662,779 | ||||||
#* | Kyoei Tanker Co., Ltd. | 111,000 | 302,950 | |||||
#* | Kyokuto Boeki Kaisha, Ltd. | 58,000 | 170,402 | |||||
Kyokuto Kaihatsu Kogyo Co., Ltd. | 210,100 | 2,213,782 | ||||||
# | Kyokuto Securities Co., Ltd. | 133,000 | 2,199,098 | |||||
# | Kyokuyo Co., Ltd. | 208,000 | 477,477 | |||||
KYORIN Holdings, Inc. | 214,000 | 5,194,942 | ||||||
# | Kyoritsu Maintenance Co., Ltd. | 55,660 | 1,633,492 | |||||
Kyoritsu Printing Co., Ltd. | 5,400 | 13,925 | ||||||
Kyosan Electric Manufacturing Co., Ltd. | 278,000 | 967,745 | ||||||
Kyoto Kimono Yuzen Co., Ltd. | 59,700 | 665,918 |
14
Kyowa Electronics Instruments Co., Ltd. | 56,000 | $ | 176,955 | |||||
# | Kyowa Exeo Corp. | 482,300 | 5,187,145 | |||||
Kyowa Leather Cloth Co., Ltd. | 71,700 | 241,577 | ||||||
Kyudenko Corp. | 216,000 | 974,741 | ||||||
LAC Co., Ltd. | 39,200 | 285,250 | ||||||
Land Business Co., Ltd. | 12,500 | 111,003 | ||||||
Lasertec Corp. | 49,200 | 944,575 | ||||||
LEC, Inc. | 42,800 | 582,947 | ||||||
# | Life Corp. | 183,400 | 2,670,630 | |||||
Lintec Corp. | 238,400 | 4,556,326 | ||||||
# | Lion Corp. | 57,000 | 317,915 | |||||
* | Lonseal Corp. | 116,000 | 175,758 | |||||
Look, Inc. | 219,000 | 905,947 | ||||||
Macnica, Inc. | 56,400 | 1,150,107 | ||||||
# | Macromill, Inc. | 105,800 | 1,328,552 | |||||
# | Maeda Corp. | 845,000 | 3,424,911 | |||||
Maeda Road Construction Co., Ltd. | 356,000 | 4,872,034 | ||||||
Maezawa Industries, Inc. | 35,700 | 91,019 | ||||||
Maezawa Kasei Industries Co., Ltd. | 50,700 | 533,813 | ||||||
# | Maezawa Kyuso Industries Co., Ltd. | 52,800 | 700,834 | |||||
# | Makino Milling Machine Co., Ltd. | 557,000 | 3,483,637 | |||||
Mamiya-Op Co., Ltd. | 285,000 | 637,747 | ||||||
Mandom Corp. | 101,000 | 3,591,557 | ||||||
Mani, Inc. | 12,100 | 427,769 | ||||||
# | Marche Corp. | 23,000 | 196,175 | |||||
# | Mars Engineering Corp. | 48,400 | 1,031,030 | |||||
Marubeni Construction Material Lease Co., Ltd. | 75,000 | 157,283 | ||||||
Marubun Corp. | 98,500 | 462,120 | ||||||
Marudai Food Co., Ltd. | 501,000 | 1,706,007 | ||||||
#* | Maruei Department Store Co., Ltd. | 167,000 | 202,950 | |||||
# | Maruetsu, Inc. (The) | 375,000 | 1,397,099 | |||||
Marufuji Sheet Piling Co., Ltd. | 7,000 | 17,269 | ||||||
# | Maruha Nichiro Holdings, Inc. | 2,266,069 | 4,333,647 | |||||
Maruka Machinery Co., Ltd. | 28,100 | 398,157 | ||||||
# | Marusan Securities Co., Ltd. | 384,300 | 2,938,980 | |||||
# | Maruwa Co., Ltd. | 53,100 | 1,484,616 | |||||
Maruwn Corp. | 42,200 | 109,276 | ||||||
# | Maruyama Manufacturing Co., Inc. | 237,000 | 694,677 | |||||
#* | Maruzen CHI Holdings Co., Ltd. | 29,800 | 77,526 | |||||
# | Maruzen Co., Ltd. | 46,000 | 413,466 | |||||
Maruzen Showa Unyu Co., Ltd. | 309,000 | 1,140,361 | ||||||
# | Marvelous AQL, Inc. | 1,634 | 1,052,678 | |||||
# | Matsuda Sangyo Co., Ltd. | 82,582 | 1,265,514 | |||||
Matsui Construction Co., Ltd. | 128,600 | 481,235 | ||||||
# | Matsumotokiyoshi Holdings Co., Ltd. | 169,800 | 4,867,362 | |||||
#* | Matsuya Co., Ltd. | 79,000 | 1,326,814 | |||||
# | Matsuya Foods Co., Ltd. | 47,300 | 830,212 | |||||
Max Co., Ltd. | 192,000 | 2,379,595 | ||||||
Maxvalu Nishinihon Co., Ltd. | 2,400 | 32,178 | ||||||
# | Maxvalu Tokai Co., Ltd. | 57,500 | 797,326 | |||||
# | MEC Co., Ltd. | 80,400 | 455,216 | |||||
# | Medical System Network Co., Ltd. | 78,200 | 407,818 | |||||
# | Megane TOP Co., Ltd. | 141,300 | 1,965,673 |
15
Megmilk Snow Brand Co., Ltd. | 245,000 | $ | 3,887,756 | |||||
# | Meidensha Corp. | 984,050 | 2,972,881 | |||||
# | Meiji Shipping Co., Ltd. | 114,200 | 602,706 | |||||
# | Meiko Electronics Co., Ltd. | 70,200 | 486,667 | |||||
Meiko Network Japan Co., Ltd. | 60,700 | 841,822 | ||||||
# | Meisei Electric Co., Ltd. | 307,000 | 304,005 | |||||
# | Meisei Industrial Co., Ltd. | 218,000 | 921,811 | |||||
Meitec Corp. | 156,900 | 3,973,719 | ||||||
Meito Sangyo Co., Ltd. | 57,300 | 607,932 | ||||||
Meito Transportation Co., Ltd. | 22,000 | 152,082 | ||||||
# | Meiwa Corp. | 166,400 | 741,059 | |||||
# | Meiwa Estate Co., Ltd. | 53,700 | 339,559 | |||||
# | Melco Holdings, Inc. | 73,600 | 1,291,130 | |||||
Mesco, Inc. | 30,000 | 186,623 | ||||||
# | Message Co., Ltd. | 784 | 2,107,263 | |||||
Michinoku Bank, Ltd. (The) | 775,000 | 1,940,123 | ||||||
* | Micronics Japan Co., Ltd. | 8,000 | 28,838 | |||||
Mie Bank, Ltd. (The) | 365,000 | 883,232 | ||||||
Mikuni Coca-Cola Bottling Co., Ltd. | 171,600 | 1,754,650 | ||||||
Mikuni Corp. | 108,000 | 255,681 | ||||||
Milbon Co., Ltd. | 50,514 | 1,780,152 | ||||||
Mimasu Semiconductor Industry Co., Ltd. | 92,181 | 894,191 | ||||||
Minato Bank, Ltd. (The) | 1,076,000 | 1,983,374 | ||||||
# | Minebea Co., Ltd. | 1,957,000 | 6,738,481 | |||||
Ministop Co., Ltd. | 86,700 | 1,406,635 | ||||||
Miraial Co., Ltd. | 27,300 | 487,888 | ||||||
Mirait Holdings Corp. | 346,385 | 3,547,938 | ||||||
Miroku Jyoho Service Co., Ltd. | 105,000 | 411,863 | ||||||
# | Misawa Homes Co., Ltd. | 128,200 | 2,012,531 | |||||
Mitani Corp. | 57,700 | 1,046,118 | ||||||
# | Mito Securities Co., Ltd. | 272,000 | 1,612,381 | |||||
Mitsuba Corp. | 192,690 | 2,084,067 | ||||||
#* | Mitsubishi Kakoki Kaisha, Ltd. | 356,000 | 772,139 | |||||
# | Mitsubishi Nichiyu Forklift Co., Ltd. | 143,000 | 608,779 | |||||
Mitsubishi Paper Mills, Ltd. | 1,471,000 | 1,459,509 | ||||||
Mitsubishi Pencil Co., Ltd. | 104,500 | 1,916,849 | ||||||
# | Mitsubishi Research Institute, Inc. | 15,200 | 333,268 | |||||
Mitsubishi Shokuhin Co., Ltd. | 87,800 | 2,820,701 | ||||||
Mitsubishi Steel Manufacturing Co., Ltd. | 727,000 | 1,557,174 | ||||||
Mitsuboshi Belting Co., Ltd. | 291,000 | 1,547,619 | ||||||
# | Mitsui Engineering & Shipbuilding Co., Ltd. | 4,072,000 | 7,411,980 | |||||
Mitsui High-Tec, Inc. | 139,600 | 1,056,884 | ||||||
Mitsui Home Co., Ltd. | 170,000 | 902,092 | ||||||
Mitsui Knowledge Industry Co., Ltd. | 3,643 | 625,212 | ||||||
# | Mitsui Matsushima Co., Ltd. | 737,000 | 1,449,907 | |||||
Mitsui Mining & Smelting Co., Ltd. | 3,155,000 | 7,332,093 | ||||||
Mitsui Sugar Co., Ltd. | 516,850 | 1,632,908 | ||||||
# | Mitsui-Soko Co., Ltd. | 413,000 | 2,559,270 | |||||
* | Mitsumi Electric Co., Ltd. | 522,000 | 2,904,289 | |||||
Mitsumura Printing Co., Ltd. | 93,000 | 270,344 | ||||||
Mitsuuroko Holdings Co., Ltd. | 182,700 | 996,643 | ||||||
# | Miura Co., Ltd. | 151,700 | 3,921,700 | |||||
# | Miyachi Corp. | 50,600 | 464,214 |
16
#* | Miyaji Engineering Group, Inc. | 779,175 | $ | 1,331,586 | ||||
Miyazaki Bank, Ltd. (The) | 863,000 | 2,558,321 | ||||||
# | Miyoshi Oil & Fat Co., Ltd. | 356,000 | 607,408 | |||||
# | Mizuno Corp. | 497,000 | 2,254,680 | |||||
# | Mochida Pharmaceutical Co., Ltd. | 295,000 | 3,808,439 | |||||
# | Modec, Inc. | 14,000 | 421,755 | |||||
# | Monex Group, Inc. | 2,048 | 830,172 | |||||
* | Money Partners Group Co., Ltd. | 92 | 24,446 | |||||
Monogatari Corp. (The) | 17,600 | 580,578 | ||||||
# | Mori Seiki Co., Ltd. | 541,700 | 6,631,952 | |||||
# | Morinaga & Co., Ltd. | 952,000 | 2,096,333 | |||||
Morinaga Milk Industry Co., Ltd. | 1,059,000 | 3,267,538 | ||||||
Morishita Jintan Co., Ltd. | 45,800 | 221,597 | ||||||
Morita Holdings Corp. | 239,000 | 2,150,682 | ||||||
Morozoff, Ltd. | 134,000 | 443,421 | ||||||
Mory Industries, Inc. | 156,000 | 482,276 | ||||||
# | MOS Food Services, Inc. | 111,400 | 2,365,790 | |||||
# | Moshi Moshi Hotline, Inc. | 236,300 | 3,371,691 | |||||
Mr Max Corp. | 119,000 | 431,074 | ||||||
# | MTI, Ltd. | 11,000 | 119,949 | |||||
Murakami Corp. | 9,000 | 128,384 | ||||||
# | Musashi Seimitsu Industry Co., Ltd. | 116,100 | 2,645,212 | |||||
Musashino Bank, Ltd. (The) | 177,100 | 7,006,611 | ||||||
# | Mutoh Holdings Co., Ltd. | 160,000 | 420,236 | |||||
# | NAC Co., Ltd. | 50,800 | 825,765 | |||||
Nachi-Fujikoshi Corp. | 913,000 | 3,942,613 | ||||||
Nafco Co., Ltd. | 27,200 | 493,033 | ||||||
Nagaileben Co., Ltd. | 58,000 | 884,439 | ||||||
Nagano Bank, Ltd. (The) | 490,000 | 960,129 | ||||||
Nagano Keiki Co., Ltd. | 5,500 | 40,552 | ||||||
Nagase & Co., Ltd. | 23,400 | 290,176 | ||||||
Nagatanien Co., Ltd. | 123,000 | 1,165,721 | ||||||
# | Nagawa Co., Ltd. | 8,000 | 143,218 | |||||
#* | Naigai Co., Ltd. | 2,499,000 | 1,810,199 | |||||
Nakabayashi Co., Ltd. | 217,000 | 469,671 | ||||||
# | Nakamuraya Co., Ltd. | 183,000 | 846,452 | |||||
Nakanishi, Inc. | 3,600 | 452,288 | ||||||
Nakano Corp. | 5,500 | 14,263 | ||||||
* | Nakayama Steel Works, Ltd. | 639,000 | 504,925 | |||||
Nakayamafuku Co., Ltd. | 5,800 | 42,669 | ||||||
Nakayo Telecommunications, Inc. | 460,000 | 1,442,039 | ||||||
Namura Shipbuilding Co., Ltd. | 122,700 | 711,564 | ||||||
Nanto Bank, Ltd. (The) | 713,000 | 3,419,630 | ||||||
Narasaki Sangyo Co., Ltd. | 56,000 | 116,842 | ||||||
# | Natori Co., Ltd. | 17,100 | 173,412 | |||||
NDS Co., Ltd. | 222,000 | 704,430 | ||||||
NEC Capital Solutions, Ltd. | 45,100 | 1,109,346 | ||||||
NEC Fielding, Ltd. | 95,000 | 1,215,892 | ||||||
NEC Mobiling, Ltd. | 46,800 | 3,106,519 | ||||||
NEC Networks & System Integration Corp. | 133,300 | 2,613,490 | ||||||
# | NET One Systems Co., Ltd. | 472,900 | 4,168,548 | |||||
Neturen Co., Ltd. | 152,800 | 1,131,708 | ||||||
#* | New Japan Chemical Co., Ltd. | 172,700 | 484,262 |
17
New Real Property K.K. | 43,900 | $ | | |||||
# | Next Co., Ltd. | 42,400 | 430,141 | |||||
Nice Holdings, Inc. | 460,000 | 1,255,691 | ||||||
Nichia Steel Works, Ltd. | 175,900 | 526,266 | ||||||
# | Nichias Corp. | 538,000 | 3,240,165 | |||||
Nichiban Co., Ltd. | 122,000 | 464,579 | ||||||
# | Nichicon Corp. | 297,700 | 2,556,897 | |||||
Nichiden Corp. | 24,000 | 609,612 | ||||||
Nichiha Corp. | 124,880 | 1,865,327 | ||||||
# | Nichii Gakkan Co. | 254,400 | 2,212,804 | |||||
Nichimo Co., Ltd. | 170,000 | 372,813 | ||||||
Nichirei Corp. | 1,248,000 | 7,484,155 | ||||||
Nichireki Co., Ltd. | 133,000 | 900,999 | ||||||
# | Nidec Copal Corp. | 91,800 | 630,469 | |||||
Nidec Copal Electronics Corp. | 69,000 | 332,982 | ||||||
Nidec-Tosok Corp. | 109,300 | 726,619 | ||||||
# | Nifco, Inc. | 260,300 | 5,951,310 | |||||
# | NIFTY Corp. | 413 | 675,856 | |||||
# | Nihon Chouzai Co., Ltd. | 19,110 | 470,459 | |||||
# | Nihon Dempa Kogyo Co., Ltd. | 101,000 | 1,041,154 | |||||
Nihon Kagaku Sangyo Co., Ltd. | 78,000 | 510,745 | ||||||
Nihon Kohden Corp. | 180,400 | 6,373,298 | ||||||
# | Nihon M&A Center, Inc. | 51,900 | 2,289,817 | |||||
# | Nihon Nohyaku Co., Ltd. | 252,000 | 1,712,360 | |||||
# | Nihon Parkerizing Co., Ltd. | 263,000 | 4,602,815 | |||||
# | Nihon Plast Co., Ltd. | 1,600 | 9,140 | |||||
Nihon Tokushu Toryo Co., Ltd. | 56,000 | 232,160 | ||||||
Nihon Trim Co., Ltd. | 15,250 | 501,716 | ||||||
Nihon Unisys, Ltd. | 186,675 | 1,537,950 | ||||||
Nihon Yamamura Glass Co., Ltd. | 491,000 | 957,684 | ||||||
Niitaka Co., Ltd. | 7,260 | 81,007 | ||||||
Nikkato Corp. | 700 | 3,224 | ||||||
# | Nikkiso Co., Ltd. | 350,000 | 4,178,022 | |||||
Nikko Co., Ltd. | 142,000 | 533,898 | ||||||
Nippo Corp. | 311,000 | 3,839,434 | ||||||
Nippon Beet Sugar Manufacturing Co., Ltd. | 604,000 | 1,190,461 | ||||||
# | Nippon Carbon Co., Ltd. | 645,000 | 1,515,551 | |||||
# | Nippon Ceramic Co., Ltd. | 88,600 | 1,554,992 | |||||
* | Nippon Chemi-Con Corp. | 781,000 | 2,109,793 | |||||
* | Nippon Chemical Industrial Co., Ltd. | 472,000 | 594,499 | |||||
Nippon Chemiphar Co., Ltd. | 151,000 | 1,006,388 | ||||||
Nippon Chutetsukan K.K. | 113,000 | 306,547 | ||||||
# | Nippon Chuzo K.K. | 111,000 | 152,848 | |||||
# | Nippon Coke & Engineering Co., Ltd. | 1,388,000 | 1,855,305 | |||||
#* | Nippon Columbia Co., Ltd. | 788,000 | 335,503 | |||||
# | Nippon Concrete Industries Co., Ltd. | 180,000 | 591,474 | |||||
* | Nippon Conveyor Co., Ltd. | 194,000 | 169,511 | |||||
Nippon Denko Co., Ltd. | 490,000 | 1,626,152 | ||||||
Nippon Densetsu Kogyo Co., Ltd. | 193,000 | 2,040,432 | ||||||
Nippon Felt Co., Ltd. | 67,200 | 305,999 | ||||||
# | Nippon Filcon Co., Ltd. | 70,900 | 286,747 | |||||
# | Nippon Fine Chemical Co., Ltd. | 85,600 | 583,571 | |||||
Nippon Flour Mills Co., Ltd. | 633,000 | 2,884,049 |
18
# | Nippon Formula Feed Manufacturing Co., Ltd. | 477,000 | $ | 620,798 | ||||
# | Nippon Gas Co., Ltd. | 151,600 | 1,847,634 | |||||
Nippon Hume Corp. | 112,000 | 706,379 | ||||||
Nippon Jogesuido Sekkei Co., Ltd. | 29,500 | 381,555 | ||||||
# | Nippon Kanzai Co., Ltd. | 43,000 | 684,044 | |||||
# | Nippon Kasei Chemical Co., Ltd. | 147,000 | 217,061 | |||||
#* | Nippon Kinzoku Co., Ltd. | 264,000 | 349,906 | |||||
Nippon Kodoshi Corp. | 2,300 | 19,136 | ||||||
Nippon Koei Co., Ltd. | 364,000 | 1,483,807 | ||||||
Nippon Konpo Unyu Soko Co., Ltd. | 307,600 | 4,891,273 | ||||||
#* | Nippon Koshuha Steel Co., Ltd. | 458,000 | 450,204 | |||||
Nippon Light Metal Holdings Co., Ltd. | 2,648,500 | 3,030,294 | ||||||
#* | Nippon Paper Group, Inc. | 148,100 | 2,306,503 | |||||
Nippon Parking Development Co., Ltd. | 7,887 | 664,839 | ||||||
Nippon Pillar Packing Co., Ltd. | 112,000 | 929,440 | ||||||
# | Nippon Piston Ring Co., Ltd. | 455,000 | 866,006 | |||||
Nippon Road Co., Ltd. (The) | 389,000 | 1,700,670 | ||||||
Nippon Seiki Co., Ltd. | 231,400 | 3,161,858 | ||||||
Nippon Seiro Co., Ltd. | 64,000 | 168,967 | ||||||
# | Nippon Seisen Co., Ltd. | 103,000 | 401,656 | |||||
# | Nippon Sharyo, Ltd. | 377,000 | 1,704,504 | |||||
#* | Nippon Sheet Glass Co., Ltd. | 5,258,000 | 5,856,885 | |||||
# | Nippon Shinyaku Co., Ltd. | 265,000 | 3,773,833 | |||||
# | Nippon Signal Co., Ltd. | 286,200 | 2,248,061 | |||||
Nippon Soda Co., Ltd. | 761,000 | 3,594,716 | ||||||
Nippon Steel Trading Co., Ltd. | 294,000 | 944,780 | ||||||
# | Nippon Suisan Kaisha, Ltd. | 1,282,800 | 2,487,625 | |||||
# | Nippon Synthetic Chemical Industry Co., Ltd. (The) | 278,000 | 2,368,580 | |||||
Nippon Systemware Co., Ltd. | 27,900 | 118,846 | ||||||
# | Nippon Thompson Co., Ltd. | 375,000 | 1,914,120 | |||||
Nippon Tungsten Co., Ltd. | 80,000 | 128,905 | ||||||
# | Nippon Valqua Industries, Ltd. | 449,000 | 1,164,215 | |||||
* | Nippon Yakin Kogyo Co., Ltd. | 754,500 | 1,000,464 | |||||
# | Nipro Corp. | 728,700 | 6,533,322 | |||||
Nishikawa Rubber Co., Ltd. | 9,300 | 158,600 | ||||||
Nishimatsu Construction Co., Ltd. | 1,855,000 | 3,152,501 | ||||||
Nishimatsuya Chain Co., Ltd. | 290,300 | 2,356,481 | ||||||
Nishio Rent All Co., Ltd. | 84,700 | 1,545,860 | ||||||
# | Nissan Shatai Co., Ltd. | 68,023 | 833,792 | |||||
# | Nissan Tokyo Sales Holdings Co., Ltd. | 236,000 | 825,474 | |||||
Nissei ASB Machine Co., Ltd. | 13,200 | 156,281 | ||||||
# | Nissei Corp. | 37,900 | 332,879 | |||||
Nissei Plastic Industrial Co., Ltd. | 318,600 | 2,507,718 | ||||||
# | Nissen Holdings Co., Ltd. | 195,691 | 771,197 | |||||
#* | Nissha Printing Co., Ltd. | 37,400 | 689,344 | |||||
Nisshin Fudosan Co. | 105,500 | 818,738 | ||||||
# | Nisshin Oillio Group, Ltd. (The) | 616,000 | 2,263,458 | |||||
* | Nisshin Steel Holdings Co., Ltd. | 318,892 | 2,528,511 | |||||
Nisshinbo Holdings, Inc. | 778,000 | 5,426,387 | ||||||
Nissin Corp. | 366,000 | 1,050,529 | ||||||
# | Nissin Electric Co., Ltd. | 262,000 | 1,245,267 | |||||
# | Nissin Kogyo Co., Ltd. | 200,500 | 3,349,082 | |||||
Nissin Sugar Co., Ltd. | 18,300 | 448,596 |
19
Nissui Pharmaceutical Co., Ltd. | 70,500 | $ | 790,504 | ||||
Nitchitsu Co., Ltd. | 58,000 | 114,297 | |||||
Nitta Corp. | 111,800 | 2,130,288 | |||||
Nittan Valve Co., Ltd. | 82,800 | 301,144 | |||||
Nittetsu Mining Co., Ltd. | 375,000 | 1,919,456 | |||||
#* | Nitto Boseki Co., Ltd. | 727,000 | 2,782,514 | ||||
Nitto FC Co., Ltd. | 72,000 | 470,298 | |||||
Nitto Fuji Flour Milling Co., Ltd. | 64,000 | 217,344 | |||||
Nitto Kogyo Corp. | 149,000 | 2,214,998 | |||||
# | Nitto Kohki Co., Ltd. | 68,300 | 1,313,526 | ||||
Nitto Seiko Co., Ltd. | 130,000 | 446,223 | |||||
# | Nittoc Construction Co., Ltd. | 143,500 | 538,194 | ||||
# | Nittoku Engineering Co., Ltd. | 79,500 | 838,986 | ||||
Noda Corp. | 166,900 | 851,911 | |||||
# | Noevir Holdings Co., Ltd. | 62,100 | 1,060,982 | ||||
NOF Corp. | 808,000 | 3,997,505 | |||||
Nohmi Bosai, Ltd. | 131,000 | 1,038,229 | |||||
Nomura Co., Ltd. | 214,000 | 1,183,028 | |||||
# | Noritake Co. Ltd/Nagoya Japan | 588,000 | 1,454,593 | ||||
Noritsu Koki Co., Ltd. | 101,700 | 474,193 | |||||
Noritz Corp. | 163,000 | 3,246,011 | |||||
North Pacific Bank, Ltd. | 770,300 | 2,605,446 | |||||
NS Solutions Corp. | 95,500 | 1,842,479 | |||||
#* | NS United Kaiun Kaisha, Ltd. | 568,000 | 996,254 | ||||
NSD Co., Ltd. | 199,400 | 2,261,985 | |||||
# | NTN Corp. | 2,638,000 | 7,081,877 | ||||
# | Nuflare Technology, Inc. | 151 | 905,626 | ||||
Obara Group, Inc. | 58,700 | 1,126,133 | |||||
# | Obayashi Road Corp. | 175,000 | 701,127 | ||||
OBIC Business Consultants, Ltd. | 24,400 | 1,368,560 | |||||
Odelic Co., Ltd. | 11,300 | 413,132 | |||||
Oenon Holdings, Inc. | 316,000 | 828,098 | |||||
Ogaki Kyoritsu Bank, Ltd. (The) | 1,749,000 | 6,504,981 | |||||
# | Ohara, Inc. | 47,600 | 327,687 | ||||
Ohashi Technica, Inc. | 1,700 | 16,142 | |||||
# | Ohsho Food Service Corp. | 40,400 | 1,250,297 | ||||
# | OIE Sangyo Co., Ltd. | 20,900 | 183,916 | ||||
# | Oiles Corp. | 136,742 | 2,600,555 | ||||
Oita Bank, Ltd. (The) | 932,900 | 3,574,197 | |||||
Okabe Co., Ltd. | 217,600 | 2,029,438 | |||||
Okamoto Industries, Inc. | 403,000 | 1,377,349 | |||||
* | Okamoto Machine Tool Works, Ltd. | 166,000 | 223,264 | ||||
Okamura Corp. | 349,900 | 2,519,835 | |||||
# | Okasan Securities Group, Inc. | 832,000 | 8,073,367 | ||||
# | Okaya Electric Industries Co., Ltd. | 73,000 | 269,716 | ||||
* | OKI Electric Cable Co., Ltd. | 90,000 | 133,411 | ||||
Okinawa Cellular Telephone Co. | 18,300 | 437,404 | |||||
Okinawa Electric Power Co., Inc. (The) | 84,671 | 2,915,911 | |||||
OKK Corp. | 393,000 | 642,166 | |||||
# | OKUMA Corp. | 761,000 | 5,655,839 | ||||
Okumura Corp. | 927,400 | 3,737,431 | |||||
Okura Industrial Co., Ltd. | 305,000 | 1,472,818 | |||||
Okuwa Co., Ltd. | 120,000 | 1,362,424 |
20
Olympic Corp. | 64,900 | $ | 481,165 | ||||
ONO Sokki Co., Ltd. | 114,000 | 545,067 | |||||
Onoken Co., Ltd. | 72,000 | 674,811 | |||||
# | Onward Holdings Co., Ltd. | 750,000 | 6,743,805 | ||||
OPT, Inc. | 34,600 | 334,556 | |||||
Optex Co., Ltd. | 56,100 | 731,902 | |||||
Organo Corp. | 219,000 | 1,225,464 | |||||
# | Origin Electric Co., Ltd. | 163,000 | 648,847 | ||||
Osaka Organic Chemical Industry, Ltd. | 66,000 | 301,732 | |||||
Osaka Steel Co., Ltd. | 77,700 | 1,338,606 | |||||
# | Osaka Titanium Technologies Co., Ltd. | 95,900 | 1,954,027 | ||||
# | Osaki Electric Co., Ltd. | 173,000 | 908,652 | ||||
# | OSG Corp. | 393,900 | 5,441,468 | ||||
Otsuka Kagu, Ltd. | 39,900 | 405,464 | |||||
OUG Holdings, Inc. | 12,000 | 20,441 | |||||
Oyo Corp. | 105,600 | 1,784,078 | |||||
Pacific Industrial Co., Ltd. | 199,200 | 1,196,735 | |||||
# | Pacific Metals Co., Ltd. | 798,000 | 4,126,304 | ||||
Pack Corp. (The) | 72,600 | 1,440,735 | |||||
Pal Co., Ltd. | 61,100 | 1,711,232 | |||||
Paltac Corp. | 188,134 | 2,421,056 | |||||
PanaHome Corp. | 447,200 | 3,199,291 | |||||
Panasonic Industrial Devices SUNX Co., Ltd. | 110,800 | 502,421 | |||||
Panasonic Information Systems | 15,500 | 367,206 | |||||
# | Parco Co., Ltd. | 90,700 | 957,221 | ||||
Paris Miki Holdings, Inc. | 163,300 | 887,038 | |||||
#* | Pasco Corp. | 107,000 | 406,473 | ||||
Pasona Group, Inc. | 980 | 497,241 | |||||
PCA Corp. | 17,500 | 205,305 | |||||
# | Penta-Ocean Construction Co., Ltd. | 1,598,500 | 4,114,868 | ||||
#* | PIA Corp. | 7,600 | 132,897 | ||||
Pigeon Corp. | 95,800 | 6,718,122 | |||||
Pilot Corp. | 795 | 2,111,223 | |||||
Piolax, Inc. | 55,600 | 1,517,424 | |||||
#* | Pioneer Corp. | 1,611,000 | 2,948,175 | ||||
Plenus Co., Ltd. | 112,700 | 1,822,046 | |||||
# | Point, Inc. | 91,220 | 4,505,816 | ||||
# | Poplar Co., Ltd. | 25,760 | 155,935 | ||||
# | Press Kogyo Co., Ltd. | 555,000 | 2,883,702 | ||||
# | Pressance Corp. | 33,800 | 1,174,788 | ||||
Prestige International, Inc. | 23,500 | 249,370 | |||||
# | Prima Meat Packers, Ltd. | 874,000 | 2,121,168 | ||||
Pronexus, Inc. | 133,200 | 984,148 | |||||
# | Proto Corp. | 57,200 | 868,664 | ||||
PS Mitsubishi Construction Co., Ltd. | 5,300 | 25,229 | |||||
Qol Co., Ltd. | 200 | 1,954 | |||||
Raito Kogyo Co., Ltd. | 282,100 | 1,361,916 | |||||
#* | Rasa Industries, Ltd. | 430,000 | 606,197 | ||||
# | Relo Holdings, Inc. | 27,800 | 1,210,924 | ||||
# | Renaissance, Inc. | 27,700 | 219,813 | ||||
#* | Renesas Electronics Corp. | 47,200 | 124,952 | ||||
# | Rengo Co., Ltd. | 1,197,000 | 6,127,549 | ||||
#* | Renown, Inc. | 326,600 | 474,570 |
21
Resort Solution Co., Ltd. | 180,000 | $ | 449,710 | ||||
# | Resorttrust, Inc. | 190,308 | 5,406,793 | ||||
Rheon Automatic Machinery Co., Ltd. | 64,000 | 143,851 | |||||
Rhythm Watch Co., Ltd. | 658,000 | 1,158,191 | |||||
# | Ricoh Leasing Co., Ltd. | 97,500 | 2,716,362 | ||||
Right On Co., Ltd. | 78,225 | 594,986 | |||||
Riken Corp. | 498,000 | 2,096,866 | |||||
Riken Keiki Co., Ltd. | 81,400 | 573,121 | |||||
Riken Technos Corp. | 197,000 | 541,658 | |||||
# | Riken Vitamin Co., Ltd. | 79,200 | 1,952,740 | ||||
# | Ringer Hut Co., Ltd. | 43,400 | 547,844 | ||||
Rion Co., Ltd. | 5,000 | 45,695 | |||||
Riso Kagaku Corp. | 89,500 | 1,797,018 | |||||
# | Riso Kyoiku Co., Ltd. | 10,591 | 1,050,381 | ||||
Rock Field Co., Ltd. | 54,300 | 1,150,190 | |||||
Rohto Pharmaceutical Co., Ltd. | 432,000 | 6,006,992 | |||||
# | Rokko Butter Co., Ltd. | 16,900 | 116,794 | ||||
Roland Corp. | 92,800 | 798,587 | |||||
# | Roland DG Corp. | 58,600 | 850,817 | ||||
# | Round One Corp. | 404,700 | 2,993,351 | ||||
# | Royal Holdings Co., Ltd. | 143,900 | 2,097,010 | ||||
# | Ryobi, Ltd. | 710,200 | 1,767,204 | ||||
Ryoden Trading Co., Ltd. | 171,000 | 1,117,314 | |||||
Ryohin Keikaku Co., Ltd. | 57,300 | 4,514,107 | |||||
Ryosan Co., Ltd. | 184,300 | 3,579,167 | |||||
Ryoyo Electro Corp. | 113,200 | 1,033,520 | |||||
S Foods, Inc. | 77,762 | 748,312 | |||||
* | S Science Co., Ltd. | 2,340,000 | 99,432 | ||||
#* | Sagami Chain Co., Ltd. | 46,000 | 378,264 | ||||
Saibu Gas Co., Ltd. | 1,403,000 | 3,289,335 | |||||
# | Saizeriya Co., Ltd. | 166,500 | 2,307,203 | ||||
Sakai Chemical Industry Co., Ltd. | 512,000 | 1,630,827 | |||||
# | Sakai Heavy Industries, Ltd. | 224,000 | 701,234 | ||||
Sakai Moving Service Co., Ltd. | 7,400 | 175,438 | |||||
# | Sakai Ovex Co., Ltd. | 307,000 | 491,587 | ||||
Sakata INX Corp. | 225,000 | 1,457,073 | |||||
Sakata Seed Corp. | 167,800 | 2,214,581 | |||||
# | Sala Corp. | 128,500 | 702,398 | ||||
San Holdings, Inc. | 14,000 | 212,326 | |||||
# | San-A Co., Ltd. | 44,600 | 2,036,330 | ||||
San-Ai Oil Co., Ltd. | 296,000 | 1,492,446 | |||||
San-In Godo Bank, Ltd. (The) | 902,000 | 7,784,987 | |||||
# | Sanden Corp. | 182,000 | 754,201 | ||||
# | Sanei Architecture Planning Co., Ltd. | 33,800 | 378,236 | ||||
Sangetsu Co., Ltd. | 142,925 | 3,828,334 | |||||
# | Sanken Electric Co., Ltd. | 610,000 | 2,461,052 | ||||
Sanki Engineering Co., Ltd. | 340,000 | 1,831,967 | |||||
# | Sanko Marketing Foods Co., Ltd. | 276 | 303,566 | ||||
# | Sanko Metal Industrial Co., Ltd. | 136,000 | 329,473 | ||||
Sankyo Seiko Co., Ltd. | 175,000 | 622,029 | |||||
* | Sankyo Tateyama, Inc. | 171,000 | 3,547,065 | ||||
Sankyu, Inc. | 1,475,000 | 6,692,609 | |||||
Sanoh Industrial Co., Ltd. | 138,700 | 960,929 |
22
Sanritsu Corp. | 9,900 | $ | 65,145 | ||||
Sanshin Electronics Co., Ltd. | 150,300 | 1,012,713 | |||||
Sanwa Holdings Corp. | 1,215,000 | 6,314,546 | |||||
Sanyo Chemical Industries, Ltd. | 305,000 | 1,675,903 | |||||
# | Sanyo Denki Co., Ltd. | 223,000 | 1,619,269 | ||||
Sanyo Electric Railway Co., Ltd. | 53,000 | 206,166 | |||||
Sanyo Engineering & Construction, Inc. | 48,000 | 163,073 | |||||
Sanyo Housing Nagoya Co., Ltd. | 48,200 | 716,388 | |||||
Sanyo Industries, Ltd. | 92,000 | 181,341 | |||||
Sanyo Shokai, Ltd. | 678,000 | 2,150,786 | |||||
# | Sanyo Special Steel Co., Ltd. | 581,300 | 2,076,352 | ||||
Sapporo Holdings, Ltd. | 1,751,000 | 7,455,012 | |||||
#* | Sasebo Heavy Industries Co., Ltd. | 681,000 | 851,222 | ||||
#* | Sata Construction Co., Ltd. | 384,000 | 315,507 | ||||
# | Sato Holdings Corp. | 115,100 | 2,082,962 | ||||
Sato Shoji Corp. | 65,300 | 412,499 | |||||
Satori Electric Co., Ltd. | 79,080 | 430,013 | |||||
* | Sawada Holdings Co., Ltd. | 34,800 | 346,171 | ||||
# | Sawai Pharmaceutical Co., Ltd. | 14,000 | 1,663,035 | ||||
# | Saxa Holdings, Inc. | 307,000 | 587,550 | ||||
Scroll Corp. | 144,500 | 445,763 | |||||
Secom Joshinetsu Co., Ltd. | 33,900 | 864,645 | |||||
Seibu Electric Industry Co., Ltd. | 67,000 | 305,510 | |||||
Seika Corp. | 314,000 | 840,197 | |||||
# | Seikagaku Corp. | 179,800 | 1,949,923 | ||||
#* | Seikitokyu Kogyo Co., Ltd. | 610,000 | 540,175 | ||||
# | Seiko Holdings Corp. | 18,407 | 87,544 | ||||
Seino Holdings Co., Ltd. | 763,000 | 6,625,378 | |||||
Seiren Co., Ltd. | 284,900 | 1,837,978 | |||||
Sekisui Jushi Corp. | 165,000 | 2,161,566 | |||||
Sekisui Plastics Co., Ltd. | 228,000 | 606,733 | |||||
# | Senko Co., Ltd. | 487,000 | 2,542,041 | ||||
Senshu Electric Co., Ltd. | 37,300 | 532,214 | |||||
# | Senshu Ikeda Holdings, Inc. | 561,100 | 3,194,317 | ||||
# | Senshukai Co., Ltd. | 176,400 | 1,443,040 | ||||
# | Septeni Holdings Co., Ltd. | 474 | 560,371 | ||||
# | Seria Co., Ltd. | 95,700 | 2,391,463 | ||||
* | Seven Seas Holdings Co., Ltd. | 187,200 | 49,823 | ||||
Shibaura Electronics Co., Ltd. | 15,500 | 204,698 | |||||
#* | Shibaura Mechatronics Corp. | 191,000 | 404,329 | ||||
# | Shibusawa Warehouse Co., Ltd. (The) | 250,000 | 1,540,859 | ||||
Shibuya Kogyo Co., Ltd. | 80,200 | 750,696 | |||||
# | Shidax Corp. | 76,600 | 411,141 | ||||
Shiga Bank, Ltd. (The) | 206,000 | 1,420,867 | |||||
# | Shikibo, Ltd. | 794,000 | 1,015,684 | ||||
Shikoku Bank, Ltd. (The) | 948,000 | 3,016,219 | |||||
# | Shikoku Chemicals Corp. | 216,000 | 1,408,339 | ||||
# | Shima Seiki Manufacturing, Ltd. | 149,800 | 3,388,420 | ||||
Shimachu Co., Ltd. | 258,400 | 6,222,769 | |||||
SHIMANE BANK, Ltd. (The) | 13,900 | 199,276 | |||||
Shimizu Bank, Ltd. (The) | 44,400 | 1,333,670 | |||||
Shimojima Co., Ltd. | 23,800 | 256,061 | |||||
Shin Nippon Air Technologies Co., Ltd. | 88,780 | 537,491 |
23
Shin-Etsu Polymer Co., Ltd. | 238,200 | $ | 931,834 | ||||
# | Shin-Keisei Electric Railway Co., Ltd. | 174,000 | 738,009 | ||||
Shinagawa Refractories Co., Ltd. | 224,000 | 492,547 | |||||
# | Shindengen Electric Manufacturing Co., Ltd. | 410,000 | 1,659,194 | ||||
Shinkawa, Ltd. | 68,300 | 346,930 | |||||
# | Shinko Electric Industries Co., Ltd. | 391,800 | 3,270,448 | ||||
Shinko Plantech Co., Ltd. | 221,300 | 1,790,509 | |||||
Shinko Shoji Co., Ltd. | 125,200 | 1,201,647 | |||||
Shinko Wire Co., Ltd. | 184,000 | 284,187 | |||||
Shinmaywa Industries, Ltd. | 466,000 | 3,698,727 | |||||
Shinnihon Corp. | 194,800 | 523,258 | |||||
Shinsho Corp. | 244,000 | 485,123 | |||||
Shinwa Co., Ltd. | 7,300 | 83,930 | |||||
# | Ship Healthcare Holdings, Inc. | 184,300 | 6,521,311 | ||||
Shiroki Corp. | 285,000 | 701,126 | |||||
Shizuki Electric Co., Inc. | 103,000 | 374,531 | |||||
Shizuoka Gas Co., Ltd. | 301,000 | 2,070,491 | |||||
# | SHO-BOND Holdings Co., Ltd. | 92,900 | 3,386,065 | ||||
Shobunsha Publications, Inc. | 299,300 | 1,858,352 | |||||
# | Shochiku Co., Ltd. | 274,400 | 2,814,891 | ||||
# | Shoei Foods Corp. | 44,000 | 365,995 | ||||
Shofu, Inc. | 17,400 | 175,594 | |||||
Shoko Co., Ltd. | 390,000 | 595,252 | |||||
# | Showa Aircraft Industry Co., Ltd. | 103,000 | 1,139,936 | ||||
Showa Corp. | 320,400 | 3,443,502 | |||||
# | Showa Sangyo Co., Ltd. | 524,000 | 1,807,204 | ||||
# | Siix Corp. | 87,200 | 1,356,699 | ||||
Simplex Holdings, Inc. | 1,925 | 690,237 | |||||
Sinanen Co., Ltd. | 255,000 | 1,096,026 | |||||
# | Sinfonia Technology Co., Ltd. | 574,000 | 1,010,799 | ||||
Sinko Industries, Ltd. | 45,500 | 436,311 | |||||
Sintokogio, Ltd. | 253,700 | 2,287,182 | |||||
SKY Perfect JSAT Holdings, Inc. | 8,199 | 3,882,326 | |||||
# | SMK Corp. | 337,000 | 955,073 | ||||
SNT Corp. | 110,200 | 490,189 | |||||
Soda Nikka Co., Ltd. | 67,000 | 294,381 | |||||
Sodick Co., Ltd. | 256,500 | 1,592,384 | |||||
# | Soft99 Corp. | 70,600 | 475,471 | ||||
Softbank Technology Corp. | 500 | 5,519 | |||||
Software Service, Inc. | 6,400 | 260,228 | |||||
# | Sogo Medical Co., Ltd. | 27,700 | 979,670 | ||||
# | Sohgo Security Services Co., Ltd. | 338,100 | 4,961,187 | ||||
Somar Corp. | 42,000 | 92,808 | |||||
Soshin Electric Co., Ltd. | 4,600 | 16,321 | |||||
# | Sotetsu Holdings, Inc. | 597,000 | 2,230,031 | ||||
Sotoh Co., Ltd. | 49,700 | 479,894 | |||||
Space Co., Ltd. | 73,420 | 662,556 | |||||
SPK Corp. | 17,200 | 323,317 | |||||
# | Square Enix Holdings Co., Ltd. | 175,900 | 1,888,513 | ||||
SRA Holdings, Inc. | 50,100 | 577,140 | |||||
ST Corp. | 78,900 | 851,674 | |||||
# | St Marc Holdings Co., Ltd. | 45,300 | 2,166,378 | ||||
# | Star Micronics Co., Ltd. | 212,500 | 2,106,539 |
24
# | Starbucks Coffee Japan, Ltd. | 794 | $ | 691,868 | |||
# | Start Today Co., Ltd. | 279,900 | 3,559,429 | ||||
Starts Corp., Inc. | 28,500 | 288,296 | |||||
# | Starzen Co., Ltd. | 310,000 | 883,563 | ||||
# | Stella Chemifa Corp. | 51,800 | 993,630 | ||||
Step Co., Ltd. | 30,000 | 240,612 | |||||
# | Studio Alice Co., Ltd. | 53,000 | 772,092 | ||||
Subaru Enterprise Co., Ltd. | 59,000 | 217,794 | |||||
Sugimoto & Co., Ltd. | 34,100 | 297,027 | |||||
Sumida Corp. | 67,049 | 371,727 | |||||
Sumikin Bussan Corp. | 527,000 | 1,802,060 | |||||
Suminoe Textile Co., Ltd. | 328,000 | 815,332 | |||||
Sumitomo Bakelite Co., Ltd. | 1,088,000 | 4,582,703 | |||||
# | Sumitomo Densetsu Co., Ltd. | 98,100 | 1,349,402 | ||||
# | Sumitomo Forestry Co., Ltd. | 436,666 | 4,848,734 | ||||
Sumitomo Light Metal Industries, Ltd. | 2,296,000 | 2,352,681 | |||||
#* | Sumitomo Mitsui Construction Co., Ltd. | 1,744,000 | 1,436,871 | ||||
Sumitomo Osaka Cement Co., Ltd. | 2,202,000 | 6,454,731 | |||||
# | Sumitomo Pipe & Tube Co., Ltd. | 108,100 | 869,161 | ||||
Sumitomo Precision Products Co., Ltd. | 180,000 | 804,531 | |||||
# | Sumitomo Real Estate Sales Co., Ltd. | 51,570 | 3,099,052 | ||||
# | Sumitomo Seika Chemicals Co., Ltd. | 253,000 | 1,006,616 | ||||
# | Sumitomo Warehouse Co., Ltd. (The) | 745,000 | 5,161,569 | ||||
Sun-Wa Technos Corp. | 12,600 | 110,551 | |||||
Suncall Corp. | 17,000 | 86,104 | |||||
* | SWCC Showa Holdings Co., Ltd. | 1,732,000 | 1,719,259 | ||||
#* | SxL Corp. | 590,000 | 1,028,217 | ||||
Systena Corp. | 111,100 | 1,030,031 | |||||
T Hasegawa Co., Ltd. | 122,100 | 1,812,454 | |||||
T RAD Co., Ltd. | 365,000 | 990,100 | |||||
T&K Toka Co., Ltd. | 20,500 | 441,740 | |||||
Tachi-S Co., Ltd. | 129,440 | 2,303,446 | |||||
Tachibana Eletech Co., Ltd. | 62,600 | 649,468 | |||||
Tachikawa Corp. | 50,800 | 267,555 | |||||
Tact Home Co., Ltd. | 533 | 845,898 | |||||
Tadano, Ltd. | 578,579 | 6,569,915 | |||||
Taihei Dengyo Kaisha, Ltd. | 193,000 | 1,241,287 | |||||
Taihei Kogyo Co., Ltd. | 274,000 | 993,086 | |||||
# | Taiheiyo Kouhatsu, Inc. | 333,000 | 426,273 | ||||
# | Taiho Kogyo Co., Ltd. | 98,300 | 1,285,804 | ||||
Taikisha, Ltd. | 160,400 | 3,604,037 | |||||
Taiko Bank, Ltd. (The) | 168,000 | 460,383 | |||||
Taiko Pharmaceutical Co., Ltd. | 39,300 | 371,339 | |||||
# | Taisei Lamick Co., Ltd. | 25,100 | 646,420 | ||||
Taiyo Holdings Co., Ltd. | 82,400 | 2,389,604 | |||||
# | Taiyo Yuden Co., Ltd. | 617,100 | 7,867,360 | ||||
Takada Kiko Co., Ltd. | 194,000 | 426,127 | |||||
# | Takagi Securities Co., Ltd. | 237,000 | 857,779 | ||||
Takamatsu Construction Group Co., Ltd. | 90,500 | 1,378,584 | |||||
Takano Co., Ltd. | 51,100 | 242,791 | |||||
# | Takaoka Toko Holdings Co., Ltd. | 44,820 | 706,914 | ||||
# | Takara Holdings, Inc. | 834,500 | 7,089,956 | ||||
# | Takara Leben Co., Ltd. | 168,200 | 2,658,135 |
25
Takara Printing Co., Ltd. | 38,055 | $ | 307,443 | ||||
Takara Standard Co., Ltd. | 503,000 | 3,951,624 | |||||
Takasago International Corp. | 406,000 | 2,258,312 | |||||
Takasago Thermal Engineering Co., Ltd. | 312,900 | 2,599,326 | |||||
# | Takashima & Co., Ltd. | 188,000 | 570,602 | ||||
Take And Give Needs Co., Ltd. | 5,017 | 726,217 | |||||
Takeei Corp. | 27,100 | 928,650 | |||||
# | Takeuchi Manufacturing Co., Ltd. | 66,400 | 1,209,283 | ||||
Takigami Steel Construction Co., Ltd. (The) | 50,000 | 157,559 | |||||
# | Takihyo Co., Ltd. | 74,000 | 341,061 | ||||
Takiron Co., Ltd. | 304,000 | 1,147,660 | |||||
Takisawa Machine Tool Co., Ltd. | 349,000 | 614,328 | |||||
# | Takuma Co., Ltd. | 371,000 | 2,262,865 | ||||
Tamron Co., Ltd. | 83,700 | 1,802,367 | |||||
Tamura Corp. | 410,000 | 861,778 | |||||
* | Tanaka Chemical Corp. | 1,100 | 4,342 | ||||
# | Tanseisha Co., Ltd. | 106,000 | 414,982 | ||||
# | Tatsuta Electric Wire and Cable Co., Ltd. | 237,000 | 1,427,122 | ||||
Tayca Corp. | 153,000 | 478,049 | |||||
# | Tbk Co., Ltd. | 116,000 | 650,572 | ||||
TECHNO ASSOCIE Co., Ltd. | 58,400 | 449,330 | |||||
Techno Medica Co., Ltd. | 47 | 274,370 | |||||
# | Techno Ryowa, Ltd. | 71,390 | 316,291 | ||||
# | Tecmo Koei Holdings Co., Ltd. | 150,730 | 1,484,770 | ||||
# | Teikoku Electric Manufacturing Co., Ltd. | 34,600 | 694,921 | ||||
Teikoku Sen-I Co., Ltd. | 116,000 | 1,086,096 | |||||
Teikoku Tsushin Kogyo Co., Ltd. | 208,000 | 434,970 | |||||
#* | Tekken Corp. | 763,000 | 953,934 | ||||
# | Temp Holdings Co., Ltd. | 48,600 | 834,482 | ||||
#* | Ten Allied Co., Ltd. | 50,000 | 155,810 | ||||
Tenma Corp. | 87,000 | 1,041,640 | |||||
Teraoka Seisakusho Co., Ltd. | 53,600 | 219,277 | |||||
Thine Electronics, Inc. | 3,300 | 20,694 | |||||
Tigers Polymer Corp. | 59,000 | 255,090 | |||||
# | Titan Kogyo K.K. | 82,000 | 204,343 | ||||
TKC Corp. | 108,500 | 2,012,602 | |||||
Toa Corp. | 94,000 | 746,631 | |||||
* | Toa Corp. | 1,039,000 | 1,474,562 | ||||
Toa Oil Co., Ltd. | 383,000 | 464,465 | |||||
# | TOA ROAD Corp. | 235,000 | 877,435 | ||||
Toabo Corp. | 515,000 | 373,240 | |||||
Toagosei Co., Ltd. | 1,106,000 | 4,846,803 | |||||
#* | Tobishima Corp. | 467,700 | 523,764 | ||||
# | Tobu Store Co., Ltd. | 205,000 | 580,639 | ||||
# | TOC Co., Ltd. | 435,250 | 3,413,515 | ||||
Tocalo Co., Ltd. | 81,400 | 1,195,949 | |||||
Tochigi Bank, Ltd. (The) | 742,000 | 3,007,952 | |||||
# | Toda Corp. | 1,127,000 | 2,690,760 | ||||
# | Toda Kogyo Corp. | 220,000 | 758,186 | ||||
# | Toei Animation Co., Ltd. | 22,000 | 535,763 | ||||
Toei Co., Ltd. | 410,000 | 2,958,135 | |||||
Toenec Corp. | 212,000 | 1,031,643 | |||||
Toho Bank, Ltd. (The) | 1,211,200 | 3,928,039 |
See accompanying Notes to Financial Statements.
26
Toho Co., Ltd. | 181,000 | $ | 631,131 | ||||
# | Toho Holdings Co., Ltd. | 217,800 | 5,014,231 | ||||
# | Toho Titanium Co., Ltd. | 9,100 | 74,829 | ||||
# | Toho Zinc Co., Ltd. | 723,000 | 2,941,371 | ||||
Tohoku Bank, Ltd. (The) | 525,000 | 917,634 | |||||
Tohokushinsha Film Corp. | 9,400 | 77,004 | |||||
# | Tohto Suisan Co., Ltd. | 138,000 | 209,010 | ||||
Tokai Carbon Co., Ltd. | 1,127,000 | 3,893,669 | |||||
# | Tokai Corp/Gifu | 36,900 | 1,134,607 | ||||
TOKAI Holdings Corp. | 472,900 | 1,661,741 | |||||
Tokai Lease Co., Ltd. | 141,000 | 300,151 | |||||
Tokai Rika Co., Ltd. | 295,500 | 5,525,065 | |||||
# | Tokai Rubber Industries, Ltd. | 218,800 | 2,519,620 | ||||
Tokai Tokyo Financial Holdings, Inc. | 1,152,000 | 8,533,150 | |||||
Token Corp. | 43,050 | 2,909,102 | |||||
Tokushu Tokai Paper Co., Ltd. | 547,580 | 1,285,821 | |||||
# | Tokuyama Corp. | 1,803,000 | 5,080,132 | ||||
# | Tokyo Derica Co., Ltd. | 46,700 | 616,551 | ||||
# | Tokyo Dome Corp. | 984,200 | 5,621,258 | ||||
# | Tokyo Electron Device, Ltd. | 342 | 554,461 | ||||
Tokyo Energy & Systems, Inc. | 143,000 | 731,861 | |||||
Tokyo Keiki, Inc. | 307,000 | 599,910 | |||||
Tokyo Ohka Kogyo Co., Ltd. | 180,800 | 3,855,709 | |||||
# | Tokyo Rakutenchi Co., Ltd. | 218,000 | 1,044,827 | ||||
#* | Tokyo Rope Manufacturing Co., Ltd. | 752,000 | 925,188 | ||||
Tokyo Sangyo Co., Ltd. | 80,000 | 260,062 | |||||
# | Tokyo Seimitsu Co., Ltd. | 212,400 | 4,455,387 | ||||
Tokyo Soir Co., Ltd. | 34,000 | 103,528 | |||||
# | Tokyo Steel Manufacturing Co., Ltd. | 626,400 | 2,657,240 | ||||
Tokyo Tekko Co., Ltd. | 225,000 | 876,554 | |||||
#* | Tokyo Theatres Co., Inc. | 429,000 | 918,526 | ||||
# | Tokyo Tomin Bank, Ltd. (The) | 202,700 | 2,476,363 | ||||
# | Tokyotokeiba Co., Ltd. | 95,000 | 402,668 | ||||
Tokyu Community Corp. | 32,900 | 1,463,988 | |||||
#* | Tokyu Construction Co., Ltd. | 455,840 | 1,049,017 | ||||
# | Tokyu Livable, Inc. | 115,400 | 2,443,792 | ||||
Tokyu Recreation Co., Ltd. | 77,000 | 414,967 | |||||
Toli Corp. | 245,000 | 571,565 | |||||
Tomato Bank, Ltd. | 464,000 | 869,803 | |||||
Tomen Devices Corp. | 2,400 | 47,731 | |||||
Tomen Electronics Corp. | 59,900 | 730,807 | |||||
# | Tomoe Corp. | 147,500 | 548,514 | ||||
# | Tomoe Engineering Co., Ltd. | 36,200 | 754,356 | ||||
Tomoegawa Co., Ltd. | 125,000 | 245,211 | |||||
Tomoku Co., Ltd. | 309,000 | 1,014,786 | |||||
# | TOMONY Holdings, Inc. | 813,550 | 3,535,903 | ||||
# | Tomy Co., Ltd. | 340,693 | 1,728,536 | ||||
Tonami Holdings Co., Ltd. | 331,000 | 767,979 | |||||
Toppan Forms Co., Ltd. | 273,200 | 2,654,746 | |||||
Topre Corp. | 206,100 | 2,127,782 | |||||
Topy Industries, Ltd. | 1,023,000 | 2,385,673 | |||||
# | Toridoll.corp | 94,500 | 968,711 | ||||
Torigoe Co., Ltd. (The) | 86,600 | 592,130 |
27
Torii Pharmaceutical Co., Ltd. | 65,200 | $ | 1,627,116 | ||||
# | Torishima Pump Manufacturing Co., Ltd. | 108,200 | 879,062 | ||||
Tose Co., Ltd. | 22,100 | 137,435 | |||||
Tosei Corp. | 1,431 | 1,616,069 | |||||
Toshiba Machine Co., Ltd. | 637,000 | 3,146,368 | |||||
# | Toshiba Plant Systems & Services Corp. | 228,450 | 2,807,499 | ||||
Toshiba TEC Corp. | 631,000 | 3,745,181 | |||||
# | Tosho Co., Ltd. | 500 | 6,437 | ||||
Tosho Printing Co., Ltd. | 243,000 | 517,500 | |||||
# | Tosoh Corp. | 2,648,000 | 7,585,659 | ||||
# | Totetsu Kogyo Co., Ltd. | 140,300 | 2,308,355 | ||||
Tottori Bank, Ltd. (The) | 332,000 | 710,948 | |||||
Touei Housing Corp. | 83,640 | 1,419,367 | |||||
Toukei Computer Co., Ltd. | 26,810 | 380,891 | |||||
Towa Bank, Ltd. (The) | 1,602,000 | 1,963,727 | |||||
# | Towa Corp. | 112,000 | 656,539 | ||||
# | Towa Pharmaceutical Co., Ltd. | 49,800 | 2,633,389 | ||||
# | Toyo Construction Co., Ltd. | 333,800 | 1,029,711 | ||||
# | Toyo Corp. | 152,500 | 2,228,862 | ||||
# | Toyo Electric Manufacturing Co., Ltd. | 207,000 | 724,159 | ||||
# | Toyo Engineering Corp. | 610,400 | 2,670,515 | ||||
Toyo Ink SC Holdings Co., Ltd. | 1,054,000 | 5,026,735 | |||||
# | Toyo Kanetsu K.K. | 242,000 | 915,443 | ||||
Toyo Kohan Co., Ltd. | 264,000 | 844,316 | |||||
Toyo Machinery & Metal Co., Ltd. | 42,400 | 104,413 | |||||
# | Toyo Securities Co., Ltd. | 380,000 | 1,677,770 | ||||
Toyo Sugar Refining Co., Ltd. | 157,000 | 175,821 | |||||
# | Toyo Tanso Co., Ltd. | 68,900 | 1,694,838 | ||||
Toyo Tire & Rubber Co., Ltd. | 1,067,000 | 4,793,715 | |||||
# | Toyo Wharf & Warehouse Co., Ltd. | 315,000 | 691,429 | ||||
# | Toyobo Co., Ltd. | 4,525,000 | 7,713,140 | ||||
# | TPR Co., Ltd. | 117,900 | 1,830,319 | ||||
Trancom Co., Ltd. | 28,900 | 827,857 | |||||
* | Transcosmos, Inc. | 137,700 | 2,051,416 | ||||
Trinity Industrial Corp. | 19,000 | 74,703 | |||||
Trusco Nakayama Corp. | 105,300 | 2,098,955 | |||||
TS Tech Co., Ltd. | 243,300 | 6,929,906 | |||||
TSI Holdings Co., Ltd. | 481,295 | 2,792,375 | |||||
Tsubakimoto Chain Co. | 772,700 | 3,980,144 | |||||
Tsubakimoto Kogyo Co., Ltd. | 113,000 | 316,428 | |||||
#* | Tsudakoma Corp. | 263,000 | 498,290 | ||||
# | Tsugami Corp. | 368,000 | 2,127,012 | ||||
Tsukamoto Corp. Co., Ltd. | 190,000 | 357,259 | |||||
Tsukishima Kikai Co., Ltd. | 127,000 | 1,187,886 | |||||
Tsukuba Bank, Ltd. (The) | 377,600 | 2,061,933 | |||||
# | Tsukui Corp. | 170,000 | 2,422,350 | ||||
Tsurumi Manufacturing Co., Ltd. | 94,000 | 814,605 | |||||
Tsutsumi Jewelry Co., Ltd. | 49,300 | 1,369,355 | |||||
TTK Co., Ltd. | 62,000 | 286,215 | |||||
# | TV Asahi Corp. | 11,900 | 228,196 | ||||
Tv Tokyo Holdings Corp. | 34,800 | 407,915 | |||||
TYK Corp. | 138,000 | 291,201 | |||||
U-Shin, Ltd. | 147,200 | 1,016,369 |
28
Ube Material Industries, Ltd. | 226,000 | $ | 556,295 | ||||
Uchida Yoko Co., Ltd. | 331,000 | 981,147 | |||||
# | Ueki Corp. | 392,000 | 851,722 | ||||
UKC Holdings Corp. | 58,900 | 1,352,331 | |||||
#* | Ulvac, Inc. | 232,200 | 1,933,448 | ||||
# | Umenohana Co., Ltd. | 4,400 | 89,283 | ||||
#* | Uniden Corp. | 377,000 | 920,334 | ||||
Union Tool Co. | 63,000 | 1,294,609 | |||||
# | Unipres Corp. | 193,400 | 4,347,773 | ||||
# | United Arrows, Ltd. | 100,000 | 3,422,630 | ||||
* | Unitika, Ltd. | 3,189,000 | 1,771,575 | ||||
Universal Entertainment Corp. | 22,500 | 447,546 | |||||
Uoriki Co., Ltd. | 1,500 | 17,984 | |||||
#* | Usen Corp. | 659,680 | 1,090,673 | ||||
Ushio, Inc. | 48,100 | 492,407 | |||||
UT Holdings Co., Ltd. | 698 | 483,914 | |||||
Utoc Corp. | 92,900 | 319,273 | |||||
Valor Co., Ltd. | 181,000 | 3,464,188 | |||||
Village Vanguard Co., Ltd. | 207 | 352,373 | |||||
Vital KSK Holdings, Inc. | 179,500 | 1,736,736 | |||||
# | VT Holdings Co., Ltd. | 145,600 | 1,578,242 | ||||
# | Wacom Co., Ltd. | 473 | 1,833,957 | ||||
#* | Wakachiku Construction Co., Ltd. | 1,204,000 | 1,325,780 | ||||
#* | Wakamoto Pharmaceutical Co., Ltd. | 100,000 | 302,755 | ||||
# | Wakita & Co., Ltd. | 122,000 | 1,299,322 | ||||
Warabeya Nichiyo Co., Ltd. | 80,760 | 1,306,299 | |||||
Watabe Wedding Corp. | 42,300 | 339,605 | |||||
# | WATAMI Co., Ltd. | 116,400 | 2,168,508 | ||||
# | Weathernews, Inc. | 37,900 | 947,548 | ||||
# | Welcia Holdings Co., Ltd. | 42,000 | 2,156,781 | ||||
Wellnet Corp. | 26,100 | 276,826 | |||||
Wood One Co., Ltd. | 169,000 | 578,752 | |||||
Wowow, Inc. | 200 | 550,845 | |||||
# | Xebio Co., Ltd. | 139,800 | 2,974,105 | ||||
Y.A.C. Co., Ltd. | 37,700 | 215,541 | |||||
Yachiyo Bank, Ltd. (The) | 61,500 | 2,109,202 | |||||
Yachiyo Industry Co., Ltd. | 300 | 2,285 | |||||
Yahagi Construction Co., Ltd. | 147,200 | 632,618 | |||||
Yaizu Suisankagaku Industry Co., Ltd. | 44,800 | 409,972 | |||||
YAMABIKO Corp. | 34,482 | 818,475 | |||||
Yamagata Bank, Ltd. (The) | 754,500 | 3,637,704 | |||||
* | Yamaichi Electronics Co., Ltd. | 75,700 | 129,444 | ||||
Yamanashi Chuo Bank, Ltd. (The) | 870,000 | 3,981,569 | |||||
# | Yamatane Corp. | 535,000 | 1,138,938 | ||||
Yamato Corp. | 82,000 | 315,837 | |||||
Yamato International, Inc. | 20,400 | 93,287 | |||||
Yamaura Corp. | 30,000 | 92,949 | |||||
# | Yamaya Corp. | 22,800 | 373,481 | ||||
Yamazen Corp. | 305,500 | 2,020,811 | |||||
Yaoko Co., Ltd. | 41,100 | 1,792,266 | |||||
Yashima Denki Co., Ltd. | 2,700 | 11,358 | |||||
Yasuda Warehouse Co., Ltd. (The) | 95,800 | 1,162,935 | |||||
# | Yellow Hat, Ltd. | 93,500 | 1,474,476 |
29
Yodogawa Steel Works, Ltd. | 786,500 | $ | 2,963,845 | |||||
Yokogawa Bridge Holdings Corp. | 165,400 | 1,401,485 | ||||||
# | Yokohama Reito Co., Ltd. | 234,100 | 2,248,799 | |||||
Yokowo Co., Ltd. | 81,500 | 441,321 | ||||||
Yomeishu Seizo Co., Ltd. | 100,000 | 889,362 | ||||||
Yomiuri Land Co., Ltd. | 11,000 | 73,751 | ||||||
Yondenko Corp. | 132,800 | 467,678 | ||||||
Yonex Co., Ltd. | 40,000 | 220,400 | ||||||
Yorozu Corp. | 89,000 | 1,582,333 | ||||||
# | Yoshinoya Holdings Co., Ltd. | 432 | 508,661 | |||||
Yuasa Funashoku Co., Ltd. | 112,000 | 258,544 | ||||||
Yuasa Trading Co., Ltd. | 989,000 | 2,100,905 | ||||||
# | Yuken Kogyo Co., Ltd. | 171,000 | 402,985 | |||||
# | Yuki Gosei Kogyo Co., Ltd. | 64,000 | 203,031 | |||||
#* | Yukiguni Maitake Co., Ltd. | 47,356 | 139,296 | |||||
Yurtec Corp. | 256,000 | 803,039 | ||||||
# | Yusen Logistics Co., Ltd. | 102,400 | 1,129,231 | |||||
# | Yushin Precision Equipment Co., Ltd. | 46,834 | 908,830 | |||||
Yushiro Chemical Industry Co., Ltd. | 59,400 | 597,508 | ||||||
# | Yutaka Foods Corp. | 6,000 | 105,268 | |||||
Zappallas, Inc. | 522 | 585,183 | ||||||
Zenrin Co., Ltd. | 148,700 | 2,074,012 | ||||||
# | Zensho Holdings Co., Ltd. | 313,600 | 4,231,617 | |||||
# | ZERIA Pharmaceutical Co., Ltd. | 108,000 | 1,711,438 | |||||
# | Zojirushi Corp. | 79,000 | 277,487 | |||||
Zuken, Inc. | 94,600 | 705,631 |
30
Summary of the Series' investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | ||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||
Common Stocks | ||||||||||
Japan | | $ | 2,099,820,430 | | $ | 2,099,820,430 | ||||
Securities Lending Collateral | | 581,340,112 | | 581,340,112 | ||||||
TOTAL | | 2,681,160,542 | | 2,681,160,542 |
31
THE UNITED KINGDOM SMALL COMPANY
SERIES
SCHEDULE OF INVESTMENTS
March 31, 2013
(Unaudited)
Shares | Value | |||||||
COMMON STOCKS (97.3%) | ||||||||
CONSUMER DISCRETIONARY (25.2%) | ||||||||
4imprint Group P.L.C. | 97,044 | $ | 671,089 | |||||
888 Holdings P.L.C. | 561,512 | 1,436,411 | ||||||
Aga Rangemaster Group P.L.C. | 453,866 | 582,211 | ||||||
* | Barratt Developments P.L.C. | 4,717,626 | 19,709,893 | |||||
Bellway P.L.C. | 509,599 | 10,066,221 | ||||||
Berkeley Group Holdings P.L.C. | 597,347 | 18,550,989 | ||||||
Betfair Group P.L.C. | 56,808 | 609,218 | ||||||
Bloomsbury Publishing P.L.C. | 274,284 | 479,440 | ||||||
Bovis Homes Group P.L.C. | 875,787 | 9,887,306 | ||||||
Bwin.Party Digital Entertainment P.L.C. | 2,380,983 | 5,204,653 | ||||||
Centaur Media P.L.C. | 556,967 | 384,797 | ||||||
Chime Communications P.L.C. | 264,483 | 1,051,645 | ||||||
Cineworld Group P.L.C. | 341,026 | 1,446,439 | ||||||
Creston P.L.C. | 22,394 | 29,111 | ||||||
Daily Mail & General Trust P.L.C. | 1,312,593 | 14,173,905 | ||||||
Darty P.L.C. | 1,938,627 | 1,270,466 | ||||||
Debenhams P.L.C. | 6,155,520 | 7,751,311 | ||||||
Dignity P.L.C. | 221,197 | 4,777,136 | ||||||
#* | Dixons Retail P.L.C. | 16,850,562 | 8,664,124 | |||||
Domino's Pizza Group P.L.C. | 467,183 | 4,282,939 | ||||||
Dunelm Group P.L.C. | 189,693 | 2,416,820 | ||||||
* | Enterprise Inns P.L.C. | 2,658,219 | 4,297,407 | |||||
Euromoney Institutional Investor P.L.C. | 295,537 | 4,344,565 | ||||||
Fiberweb P.L.C. | 599,054 | 760,171 | ||||||
* | Findel P.L.C. | 4,998,346 | 498,397 | |||||
Forminster P.L.C. | 43,333 | | ||||||
Fuller Smith & Turner | 134,168 | 1,676,206 | ||||||
* | Future P.L.C. | 1,301,863 | 394,520 | |||||
Games Workshop Group P.L.C. | 101,889 | 988,411 | ||||||
GKN P.L.C. | 970,461 | 3,910,806 | ||||||
Greene King P.L.C. | 1,421,372 | 15,181,446 | ||||||
Halfords Group P.L.C. | 931,437 | 4,577,156 | ||||||
Headlam Group P.L.C. | 337,290 | 1,784,330 | ||||||
Henry Boot P.L.C. | 430,692 | 1,138,545 | ||||||
HMV Group P.L.C. | 229,315 | 3,833 | ||||||
# | Home Retail Group P.L.C. | 3,564,881 | 8,438,551 | |||||
# | Hornby P.L.C. | 154,220 | 189,537 | |||||
Howden Joinery Group P.L.C. | 2,574,989 | 9,366,304 | ||||||
Huntsworth P.L.C. | 874,545 | 697,347 | ||||||
Inchcape P.L.C. | 2,090,755 | 16,008,980 | ||||||
Informa P.L.C. | 2,624,520 | 21,047,615 | ||||||
ITV P.L.C. | 7,691,118 | 15,164,731 | ||||||
JD Sports Fashion P.L.C. | 120,013 | 1,266,564 | ||||||
JD Wetherspoon P.L.C. | 467,348 | 3,821,415 | ||||||
John Menzies P.L.C. | 244,534 | 2,659,650 | ||||||
* | Johnston Press P.L.C. | 854,054 | 195,340 | |||||
Ladbrokes P.L.C. | 3,967,821 | 13,625,626 | ||||||
Laura Ashley Holdings P.L.C. | 1,500,394 | 662,021 | ||||||
Lookers P.L.C. | 1,120,606 | 1,686,234 | ||||||
Low & Bonar P.L.C. | 882,774 | 1,026,103 | ||||||
Marston's P.L.C. | 2,885,813 | 6,214,864 |
32
Mecom Group P.L.C. | 328,085 | $ | 429,947 | |||||
Millennium & Copthorne Hotels P.L.C. | 1,048,561 | 9,079,744 | ||||||
* | Mitchells & Butlers P.L.C. | 987,029 | 4,897,007 | |||||
MJ Gleeson Group P.L.C. | 195,875 | 612,388 | ||||||
* | Mothercare P.L.C. | 432,301 | 2,072,052 | |||||
* | MWB Group Holdings P.L.C. UNIT | 335,122 | | |||||
N Brown Group P.L.C. | 874,754 | 5,442,655 | ||||||
#* | Ocado Group P.L.C. | 857,258 | 2,066,392 | |||||
* | Pendragon P.L.C. | 3,113,897 | 1,076,822 | |||||
Persimmon P.L.C. | 1,455,388 | 23,707,451 | ||||||
Photo-Me International P.L.C. | 50,110 | 57,313 | ||||||
* | Punch Taverns P.L.C. | 2,601,672 | 415,776 | |||||
Rank Group P.L.C. | 18,500 | 46,408 | ||||||
* | Redrow P.L.C. | 1,499,277 | 4,301,431 | |||||
Restaurant Group P.L.C. (The) | 807,023 | 5,745,365 | ||||||
Rightmove P.L.C. | 320,037 | 8,686,760 | ||||||
Smiths News P.L.C. | 859,222 | 2,414,380 | ||||||
Spirit Pub Co. P.L.C. | 2,717,954 | 2,433,795 | ||||||
* | Sportech P.L.C. | 372,028 | 563,947 | |||||
* | Sports Direct International P.L.C. | 734,434 | 4,757,871 | |||||
* | SuperGroup P.L.C. | 186,347 | 1,722,972 | |||||
Taylor Wimpey P.L.C. | 15,614,170 | 21,643,319 | ||||||
Ted Baker P.L.C. | 145,093 | 2,862,111 | ||||||
* | Thomas Cook Group P.L.C. | 4,080,884 | 6,987,976 | |||||
Topps Tiles P.L.C. | 810,881 | 782,226 | ||||||
* | Torotrak P.L.C. | 45,292 | 20,301 | |||||
* | Trinity Mirror P.L.C. | 1,688,565 | 2,415,427 | |||||
TUI Travel P.L.C. | 1,536,840 | 7,624,191 | ||||||
UBM P.L.C. | 1,040,165 | 11,159,399 | ||||||
UTV Media P.L.C. | 230,855 | 544,242 | ||||||
Vitec Group P.L.C. (The) | 160,973 | 1,602,486 | ||||||
# | WH Smith P.L.C. | 620,413 | 7,040,735 | |||||
William Hill P.L.C. | 3,286,836 | 18,496,717 | ||||||
Wilmington Group P.L.C. | 346,234 | 851,929 | ||||||
Young & Co's Brewery P.L.C. | 26,250 | 239,879 | ||||||
TOTAL CONSUMER DISCRETIONARY | 417,874,213 | |||||||
CONSUMER STAPLES (3.6%) | ||||||||
A.G. Barr P.L.C. | 424,100 | 3,515,091 | ||||||
Anglo-Eastern Plantations | 108,153 | 1,187,729 | ||||||
Booker Group P.L.C. | 6,258,770 | 11,577,497 | ||||||
# | Britvic P.L.C. | 961,388 | 6,503,185 | |||||
Cranswick P.L.C. | 236,918 | 3,550,943 | ||||||
Dairy Crest Group P.L.C. | 708,964 | 4,637,349 | ||||||
Devro P.L.C. | 802,339 | 4,279,731 | ||||||
* | European Home Retail P.L.C. | 109,256 | | |||||
Greencore Group P.L.C. | 1,998,274 | 3,227,714 | ||||||
Greggs P.L.C. | 483,318 | 3,509,761 | ||||||
Hilton Food Group P.L.C. | 18,693 | 97,834 | ||||||
McBride P.L.C. | 855,515 | 1,548,087 | ||||||
* | Premier Foods P.L.C. | 1,017,126 | 1,244,520 | |||||
# | PZ Cussons P.L.C. | 1,287,639 | 7,908,536 | |||||
REA Holdings P.L.C. | 50,639 | 373,639 |
33
34
35
Balfour Beatty P.L.C. | 3,201,702 | $ | 11,453,608 | |||||
BBA Aviation P.L.C. | 2,792,163 | 10,943,076 | ||||||
Berendsen P.L.C. | 778,019 | 9,280,360 | ||||||
Bodycote P.L.C. | 1,253,236 | 10,234,090 | ||||||
Braemar Shipping Services P.L.C. | 82,902 | 497,534 | ||||||
Brammer P.L.C. | 287,601 | 1,628,498 | ||||||
Bunzl P.L.C. | 76 | 1,500 | ||||||
Camellia P.L.C. | 2,481 | 403,952 | ||||||
Cape P.L.C. | 432,603 | 2,060,720 | ||||||
Carillion P.L.C. | 1,953,618 | 8,095,255 | ||||||
Carr's Milling Industries P.L.C. | 35,330 | 547,783 | ||||||
Castings P.L.C. | 162,757 | 861,679 | ||||||
Chemring Group P.L.C. | 783,476 | 3,093,333 | ||||||
Clarkson P.L.C. | 61,562 | 1,451,454 | ||||||
Cobham P.L.C. | 4,738,324 | 17,548,019 | ||||||
Communisis P.L.C. | 671,997 | 519,441 | ||||||
# | Costain Group P.L.C. | 160,103 | 667,111 | |||||
De La Rue P.L.C. | 436,203 | 6,470,019 | ||||||
easyJet P.L.C. | 692,439 | 11,393,113 | ||||||
* | Eleco P.L.C. | 80,000 | 9,115 | |||||
Fenner P.L.C. | 800,324 | 4,742,930 | ||||||
Firstgroup P.L.C. | 2,048,999 | 6,272,574 | ||||||
Galliford Try P.L.C. | 280,149 | 3,913,650 | ||||||
Go-Ahead Group P.L.C. | 196,663 | 4,402,923 | ||||||
Hampson Industries P.L.C. | 110,209 | | ||||||
Harvey Nash Group P.L.C. | 18,803 | 19,147 | ||||||
Hays P.L.C. | 5,863,884 | 8,630,036 | ||||||
Hogg Robinson Group P.L.C. | 245,071 | 213,474 | ||||||
Homeserve P.L.C. | 1,255,219 | 3,823,275 | ||||||
Hyder Consulting P.L.C. | 173,379 | 1,273,057 | ||||||
IMI P.L.C. | 650,774 | 12,846,674 | ||||||
Interserve P.L.C. | 628,958 | 4,778,040 | ||||||
Intertek Group P.L.C. | 180,257 | 9,314,316 | ||||||
Invensys P.L.C. | 3,349,956 | 17,941,329 | ||||||
ITE Group P.L.C. | 1,089,614 | 4,524,087 | ||||||
Keller Group P.L.C. | 293,001 | 3,636,220 | ||||||
Kier Group P.L.C. | 180,721 | 3,224,578 | ||||||
Latchways P.L.C. | 36,248 | 590,807 | ||||||
Lavendon Group P.L.C. | 579,904 | 1,581,125 | ||||||
Management Consulting Group P.L.C. | 1,376,848 | 651,994 | ||||||
Mears Group P.L.C. | 333,716 | 1,733,959 | ||||||
Meggitt P.L.C. | 2,213,833 | 16,564,376 | ||||||
Melrose Industries P.L.C. | 4,640,545 | 18,794,266 | ||||||
Michael Page International P.L.C. | 1,310,832 | 8,447,001 | ||||||
Mitie Group P.L.C. | 1,526,552 | 6,523,552 | ||||||
Morgan Crucible Co. P.L.C. | 1,318,331 | 5,676,003 | ||||||
Morgan Sindall Group P.L.C. | 170,811 | 1,442,475 | ||||||
National Express Group P.L.C. | 1,774,948 | 5,535,074 | ||||||
Northgate P.L.C. | 595,466 | 2,831,668 | ||||||
PayPoint P.L.C. | 149,077 | 2,010,321 | ||||||
QinetiQ Group P.L.C. | 3,080,895 | 9,724,991 | ||||||
Regus P.L.C. | 3,349,550 | 8,088,485 | ||||||
* | Renold P.L.C. | 104,904 | 38,432 |
36
Rentokil Initial P.L.C. | 5,593,010 | $ | 8,526,078 | |||||
Ricardo P.L.C. | 221,349 | 1,411,533 | ||||||
Richmond Oil & Gas P.L.C. | 220,000 | | ||||||
Robert Walters P.L.C. | 387,999 | 1,311,008 | ||||||
Rotork P.L.C. | 335,528 | 14,828,208 | ||||||
RPS Group P.L.C. | 940,795 | 3,823,760 | ||||||
Senior P.L.C. | 1,889,567 | 6,862,152 | ||||||
Serco Group P.L.C. | 193,370 | 1,848,488 | ||||||
# | Severfield-Rowen P.L.C. | 371,550 | 214,326 | |||||
Shanks Group P.L.C. | 1,979,777 | 2,366,829 | ||||||
SIG P.L.C. | 2,638,341 | 6,356,540 | ||||||
Speedy Hire P.L.C. | 1,789,862 | 1,322,960 | ||||||
Spirax-Sarco Engineering P.L.C. | 320,648 | 13,118,863 | ||||||
St Ives P.L.C. | 668,424 | 1,373,300 | ||||||
Stagecoach Group P.L.C. | 1,908,976 | 9,025,819 | ||||||
Sthree P.L.C. | 358,578 | 1,898,256 | ||||||
Stobart Group, Ltd. | 169 | 207 | ||||||
T Clarke P.L.C. | 147,457 | 124,145 | ||||||
Tarsus Group P.L.C. | 210,967 | 728,577 | ||||||
Travis Perkins P.L.C. | 944,677 | 20,918,143 | ||||||
Tribal Group P.L.C. | 145,624 | 325,887 | ||||||
Trifast P.L.C. | 362,403 | 312,819 | ||||||
UK Mail Group P.L.C. | 197,261 | 1,135,365 | ||||||
Ultra Electronics Holdings P.L.C. | 292,645 | 7,658,603 | ||||||
Vesuvius P.L.C. | 1,322,288 | 7,127,930 | ||||||
# | Volex P.L.C. | 229,354 | 359,502 | |||||
Vp P.L.C. | 167,297 | 850,695 | ||||||
* | Wincanton P.L.C. | 460,204 | 306,020 | |||||
WS Atkins P.L.C. | 501,683 | 6,963,567 | ||||||
# | XP Power, Ltd. | 73,546 | 1,404,634 | |||||
TOTAL INDUSTRIALS | 439,095,385 | |||||||
INFORMATION TECHNOLOGY (8.6%) | ||||||||
Acal P.L.C. | 104,729 | 369,922 | ||||||
Anite P.L.C. | 1,253,216 | 2,398,100 | ||||||
Aveva Group P.L.C. | 235,399 | 8,117,103 | ||||||
Computacenter P.L.C. | 461,633 | 3,795,855 | ||||||
CSR P.L.C. | 898,262 | 6,593,119 | ||||||
Dialight P.L.C. | 107,946 | 2,125,756 | ||||||
Diploma P.L.C. | 516,866 | 4,411,718 | ||||||
Domino Printing Sciences P.L.C. | 488,941 | 4,686,457 | ||||||
E2V Technologies P.L.C. | 420,206 | 770,155 | ||||||
Electrocomponents P.L.C. | 1,934,293 | 7,380,200 | ||||||
Fidessa Group P.L.C. | 141,061 | 4,176,905 | ||||||
* | Filtronic P.L.C. | 4,262 | 4,228 | |||||
Halma P.L.C. | 1,567,406 | 12,361,171 | ||||||
* | Imagination Technologies Group P.L.C. | 653,416 | 4,933,047 | |||||
* | Innovation Group P.L.C. | 3,937,038 | 1,526,855 | |||||
* | Kofax P.L.C. | 321,601 | 1,520,937 | |||||
Laird P.L.C. | 1,260,795 | 4,173,946 | ||||||
Micro Focus International P.L.C. | 602,453 | 6,289,463 | ||||||
Moneysupermarket.com Group P.L.C. | 583,122 | 1,757,314 | ||||||
NCC Group P.L.C. | 102,923 | 220,948 |
37
Oxford Instruments P.L.C. | 204,860 | $ | 5,165,280 | |||||
Pace P.L.C. | 1,380,043 | 5,101,888 | ||||||
Phoenix IT Group, Ltd. | 204,614 | 450,264 | ||||||
Premier Farnell P.L.C. | 1,550,341 | 5,258,789 | ||||||
* | PV Crystalox Solar P.L.C. | 384,786 | 60,101 | |||||
Renishaw P.L.C. | 188,423 | 5,266,759 | ||||||
RM P.L.C. | 363,499 | 436,581 | ||||||
SDL P.L.C. | 347,207 | 2,097,533 | ||||||
Sepura P.L.C. | 63,898 | 98,175 | ||||||
Spectris P.L.C. | 521,339 | 19,464,191 | ||||||
Spirent Communications P.L.C. | 2,633,737 | 5,910,552 | ||||||
Telecity Group P.L.C. | 656,941 | 9,037,899 | ||||||
TT electronics P.L.C. | 655,707 | 1,758,729 | ||||||
Vislink P.L.C. | 274,226 | 129,182 | ||||||
* | Wolfson Microelectronics P.L.C. | 504,759 | 1,358,881 | |||||
Xaar P.L.C. | 252,455 | 1,638,983 | ||||||
* | Xchanging P.L.C. | 1,132,966 | 2,287,886 | |||||
TOTAL INFORMATION TECHNOLOGY | 143,134,872 | |||||||
MATERIALS (7.4%) | ||||||||
African Barrick Gold P.L.C. | 361,989 | 1,064,783 | ||||||
* | Alent P.L.C. | 1,218,370 | 6,684,990 | |||||
AZ Electronic Materials SA | 566,146 | 3,275,976 | ||||||
British Polythene Industries P.L.C. | 119,701 | 964,001 | ||||||
Carclo P.L.C. | 207,997 | 1,259,889 | ||||||
* | Centamin P.L.C. | 3,531,782 | 2,665,629 | |||||
Croda International P.L.C. | 442,742 | 18,493,070 | ||||||
DS Smith P.L.C. | 4,492,720 | 14,981,210 | ||||||
Elementis P.L.C. | 1,983,074 | 7,874,003 | ||||||
Ferrexpo P.L.C. | 955,423 | 2,525,056 | ||||||
Filtrona P.L.C. | 802,884 | 8,902,154 | ||||||
* | Gem Diamonds, Ltd. | 431,630 | 899,912 | |||||
Hill & Smith Holdings P.L.C. | 427,877 | 2,899,485 | ||||||
# | Hochschild Mining P.L.C. | 657,160 | 2,736,304 | |||||
* | International Ferro Metals, Ltd. | 423,652 | 64,709 | |||||
Kazakhmys P.L.C. | 165,953 | 993,033 | ||||||
#* | Lonmin P.L.C. | 1,749,063 | 7,767,624 | |||||
Marshalls P.L.C. | 740,285 | 1,407,650 | ||||||
Mondi P.L.C. | 1,136,556 | 15,477,839 | ||||||
# | New World Resources P.L.C. Class A | 133,089 | 446,512 | |||||
* | Petra Diamonds, Ltd. | 483,927 | 936,516 | |||||
Petropavlovsk P.L.C. | 673,092 | 2,287,934 | ||||||
RPC Group P.L.C. | 716,247 | 4,325,573 | ||||||
Synthomer P.L.C. | 1,032,573 | 3,377,738 | ||||||
#* | Talvivaara Mining Co. P.L.C. | 426,856 | 134,779 | |||||
Vedanta Resources P.L.C. | 46,173 | 708,447 | ||||||
Victrex P.L.C. | 340,523 | 8,615,445 | ||||||
Zotefoams P.L.C. | 96,852 | 326,072 | ||||||
TOTAL MATERIALS | 122,096,333 | |||||||
TELECOMMUNICATION SERVICES (2.3%) | ||||||||
Cable & Wireless Communications P.L.C. | 8,828,570 | 5,631,999 |
38
Shares/ | |||||||||
Face | |||||||||
Amount | |||||||||
(000) | Value | ||||||||
SECURITIES LENDING COLLATERAL (2.6%) | |||||||||
§@ | DFA Short Term Investment Fund | 3,630,078 | 42,000,000 | ||||||
Repurchase Agreement, Deutsche Bank Securities, Inc. 0.25%, 04/01/13 | |||||||||
(Collateralized by $378,928 FNMA, rates ranging from 2.500% to 3.500%, | |||||||||
maturities ranging from 01/01/28 to 08/01/42, valued at $380,702) to be | |||||||||
repurchased at $373,245 | $ | 373 | 373,237 | ||||||
TOTAL SECURITIES LENDING COLLATERAL | 42,373,237 | ||||||||
TOTAL INVESTMENTS (100.0%) (Cost $1,240,078,344) | $ | 1,657,598,243 |
39
Summary of the Series' investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | |||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||
Common Stocks | |||||||||||
Consumer Discretionary | | $ | 417,874,213 | | $ | 417,874,213 | |||||
Consumer Staples | | 59,754,719 | | 59,754,719 | |||||||
Energy | | 79,546,279 | | 79,546,279 | |||||||
Financials | $ | 5,451 | 239,838,234 | | 239,843,685 | ||||||
Health Care | | 38,567,115 | | 38,567,115 | |||||||
Industrials | | 439,095,385 | | 439,095,385 | |||||||
Information Technology | | 143,134,872 | | 143,134,872 | |||||||
Materials | | 122,096,333 | | 122,096,333 | |||||||
Telecommunication Services | | 37,850,014 | | 37,850,014 | |||||||
Utilities | | 35,603,145 | | 35,603,145 | |||||||
Rights/Warrants | |||||||||||
Finland | | 278,892 | | 278,892 | |||||||
United Kingdom | | 1,580,354 | | 1,580,354 | |||||||
Securities Lending Collateral | | 42,373,237 | | 42,373,237 | |||||||
TOTAL | 5,451 | 1,657,592,792 | | 1,657,598,243 |
40
THE ASIA PACIFIC SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
March 31, 2013
(Unaudited)
Shares | Value | ||||||
COMMON STOCKS (82.6%) | |||||||
AUSTRALIA (44.4%) | |||||||
* | AAT Corp., Ltd. | 9,992 | $ | | |||
#* | ABM Resources NL | 4,344,904 | 195,112 | ||||
Acrux, Ltd. | 39,700 | 161,174 | |||||
Adelaide Brighton, Ltd. | 1,442,564 | 5,336,485 | |||||
# | Aditya Birla Minerals, Ltd. | 884,599 | 403,442 | ||||
* | AED Oil, Ltd. | 363,401 | | ||||
Ainsworth Game Technology, Ltd. | 361,760 | 1,354,648 | |||||
#* | AJ Lucas Group, Ltd. | 317,969 | 406,876 | ||||
* | Alchemia, Ltd. | 724,903 | 249,269 | ||||
#* | Alcyone Resources, Ltd. | 4,280,423 | 62,445 | ||||
#* | Alkane Resources, Ltd. | 1,255,636 | 762,321 | ||||
* | Alliance Resources, Ltd. | 444,483 | 72,278 | ||||
Altium, Ltd. | 13,316 | 17,912 | |||||
* | Altona Mining, Ltd. | 1,108,169 | 254,979 | ||||
Amalgamated Holdings, Ltd. | 462,896 | 3,931,920 | |||||
# | Amcom Telecommunications, Ltd. | 786,081 | 1,475,816 | ||||
#* | Ampella Mining, Ltd. | 108,829 | 28,426 | ||||
Ansell, Ltd. | 317,142 | 5,320,452 | |||||
#* | Antares Energy, Ltd. | 988,877 | 518,360 | ||||
AP Eagers, Ltd. | 228,712 | 1,125,312 | |||||
# | APN News & Media, Ltd. | 2,336,480 | 893,429 | ||||
#* | Aquarius Platinum, Ltd. | 1,580,726 | 1,197,908 | ||||
#* | Aquila Resources, Ltd. | 358,414 | 741,606 | ||||
#* | Arafura Resources, Ltd. | 1,093,749 | 159,850 | ||||
ARB Corp., Ltd. | 347,600 | 4,572,388 | |||||
Aristocrat Leisure, Ltd. | 2,580,305 | 9,874,441 | |||||
Arrium, Ltd. | 6,037,433 | 5,521,935 | |||||
# | ASG Group, Ltd. | 580,428 | 253,739 | ||||
* | Aspire Mining, Ltd. | 83,813 | 6,598 | ||||
* | Atlantic, Ltd. | 188,482 | 33,382 | ||||
Atlas Iron, Ltd. | 3,449,580 | 4,025,428 | |||||
#* | Aurora Oil & Gas, Ltd. | 1,165,110 | 4,022,487 | ||||
# | Ausdrill, Ltd. | 1,508,324 | 4,581,110 | ||||
# | Ausenco, Ltd. | 404,879 | 1,634,745 | ||||
#* | Austal, Ltd. | 1,105,762 | 768,155 | ||||
# | Austbrokers Holdings, Ltd. | 127,638 | 1,302,072 | ||||
# | Austin Engineering, Ltd. | 191,758 | 1,164,960 | ||||
* | Austpac Resources NL | 2,524,951 | 76,158 | ||||
* | Australian Agricultural Co., Ltd. | 1,065,090 | 1,429,744 | ||||
Australian Infrastructure Fund | 3,606,473 | 11,497,712 | |||||
Australian Pharmaceutical Industries, Ltd. | 2,452,401 | 1,125,053 | |||||
Australian Vintage, Ltd. | 2,437,348 | 1,138,855 | |||||
Automotive Holdings Group, Ltd. | 688,375 | 2,990,389 | |||||
* | Avanco Resources, Ltd. | 2,010,636 | 134,633 | ||||
* | Avita Medical, Ltd. | 58,058 | 6,973 | ||||
# | AVJennings, Ltd. | 5,185,036 | 2,175,373 | ||||
* | AWE, Ltd. | 2,398,797 | 3,252,728 | ||||
#* | Azimuth Resources, Ltd. | 334,414 | 120,347 | ||||
* | Azumah Resources, Ltd. | 181,891 | 14,236 | ||||
#* | Bandanna Energy, Ltd. | 622,869 | 111,104 | ||||
* | Bannerman Resources, Ltd. | 228,843 | 19,359 |
41
#* | Bathurst Resources, Ltd. | 1,569,050 | $ | 509,991 | |||
# | BC Iron, Ltd. | 319,431 | 1,083,563 | ||||
Beach Energy, Ltd. | 5,953,760 | 8,797,900 | |||||
* | Beadell Resources, Ltd. | 916,901 | 871,644 | ||||
#* | Berkeley Resources, Ltd. | 434,006 | 176,686 | ||||
Beyond International, Ltd. | 61,256 | 77,396 | |||||
* | Billabong International, Ltd. | 1,600,753 | 1,217,913 | ||||
* | Bionomics, Ltd. | 345,313 | 136,717 | ||||
* | Bisalloy Steel Group, Ltd. | 93,800 | 118,689 | ||||
# | Blackmores, Ltd. | 79,054 | 2,502,972 | ||||
#* | Blackthorn Resources, Ltd. | 179,930 | 187,699 | ||||
* | BlueScope Steel, Ltd. | 2,479,552 | 13,018,725 | ||||
# | Boart Longyear, Ltd. | 2,638,658 | 3,546,964 | ||||
#* | Boom Logistics, Ltd. | 812,985 | 211,964 | ||||
* | Boulder Steel, Ltd. | 407,760 | 10,565 | ||||
Bradken, Ltd. | 1,022,589 | 6,963,508 | |||||
Breville Group, Ltd. | 598,466 | 3,676,896 | |||||
Brickworks, Ltd. | 132,797 | 1,803,529 | |||||
BSA, Ltd. | 666,656 | 128,892 | |||||
BT Investment Management, Ltd. | 193,869 | 638,118 | |||||
* | Buccaneer Energy, Ltd. | 4,354,425 | 191,849 | ||||
* | Buru Energy, Ltd. | 2,559 | 6,634 | ||||
# | Cabcharge Australia, Ltd. | 579,180 | 2,767,991 | ||||
Calliden Group, Ltd. | 389,687 | 80,966 | |||||
#* | Cape Lambert Resources, Ltd. | 373,413 | 72,283 | ||||
* | Capral, Ltd. | 58,499 | 13,181 | ||||
# | Cardno, Ltd. | 545,334 | 3,919,901 | ||||
#* | Carnarvon Petroleum, Ltd. | 4,944,854 | 247,522 | ||||
* | Carnegie Wave Energy, Ltd. | 263,165 | 9,311 | ||||
# | carsales.com, Ltd. | 1,220,399 | 11,981,667 | ||||
Cash Converters International, Ltd. | 1,399,051 | 2,136,718 | |||||
CDS Technologies, Ltd. | 13,276 | | |||||
# | Cedar Woods Properties, Ltd. | 172,286 | 945,120 | ||||
* | Centaurus Metals, Ltd. | 143,557 | 33,584 | ||||
#* | Central Petroleum, Ltd. | 1,759,865 | 249,744 | ||||
Centrebet International, Ltd. Claim Units | 81,336 | | |||||
#* | Ceramic Fuel Cells, Ltd. | 3,869,086 | 260,003 | ||||
#* | Cerro Resources NL | 1,961,035 | 296,282 | ||||
# | Chalice Gold Mines, Ltd. | 320,684 | 63,700 | ||||
# | Challenger, Ltd. | 198,545 | 799,350 | ||||
Chandler Macleod Group, Ltd. | 338,118 | 207,951 | |||||
ChemGenex Pharmaceuticals, Ltd. | 115,291 | | |||||
* | Chesser Resources, Ltd. | 148,340 | 37,758 | ||||
#* | Citigold Corp., Ltd. | 3,765,806 | 216,121 | ||||
Clarius Group, Ltd. | 617,707 | 209,095 | |||||
* | Clinuvel Pharmaceuticals, Ltd. | 111,809 | 279,940 | ||||
# | Clough, Ltd. | 1,527,345 | 2,099,922 | ||||
Clover Corp., Ltd. | 269,348 | 174,056 | |||||
* | CO2 Group, Ltd. | 535,193 | 52,527 | ||||
#* | Coal of Africa, Ltd. | 668,800 | 139,702 | ||||
#* | Coalspur Mines, Ltd. | 1,239,823 | 670,689 | ||||
* | Cobar Consolidated Resources, Ltd. | 75,663 | 21,281 | ||||
#* | Cockatoo Coal, Ltd. | 3,318,970 | 232,551 |
42
Codan, Ltd. | 264,412 | $ | 1,057,081 | ||||
#* | Coffey International, Ltd. | 1,048,636 | 459,500 | ||||
Collection House, Ltd. | 1,945,599 | 3,141,302 | |||||
Collins Foods, Ltd. | 31,862 | 57,864 | |||||
* | Comet Ridge, Ltd. | 15,204 | 4,046 | ||||
* | Continental Coal, Ltd. | 573,816 | 28,154 | ||||
* | Cooper Energy, Ltd. | 336,842 | 188,590 | ||||
Coventry Group, Ltd. | 144,778 | 454,169 | |||||
Credit Corp. Group, Ltd. | 110,382 | 1,027,930 | |||||
* | Crusader Resources, Ltd. | 148,361 | 53,882 | ||||
# | CSG, Ltd. | 706,106 | 541,989 | ||||
CSR, Ltd. | 2,700,745 | 5,811,128 | |||||
CTI Logistics, Ltd. | 7,200 | 14,786 | |||||
#* | Cudeco, Ltd. | 399,317 | 1,424,695 | ||||
* | Cue Energy Resources, Ltd. | 1,378,665 | 194,669 | ||||
Data#3, Ltd. | 378,295 | 489,901 | |||||
# | David Jones, Ltd. | 3,152,271 | 9,838,932 | ||||
# | Decmil Group, Ltd. | 728,820 | 1,793,497 | ||||
* | Deep Yellow, Ltd. | 1,039,981 | 54,313 | ||||
Devine, Ltd. | 497,498 | 471,085 | |||||
#* | Discovery Metals, Ltd. | 1,368,337 | 899,710 | ||||
# | Domino's Pizza Enterprises, Ltd. | 14,892 | 179,467 | ||||
# | Downer EDI, Ltd. | 1,992,888 | 10,359,017 | ||||
* | Dragon Mining, Ltd. | 171,966 | 88,297 | ||||
* | Drillsearch Energy, Ltd. | 1,152,575 | 1,499,569 | ||||
DUET Group | 1,223,015 | 2,925,349 | |||||
DuluxGroup, Ltd. | 2,216,962 | 10,302,130 | |||||
# | DWS, Ltd. | 321,429 | 504,908 | ||||
* | EHG Corp., Ltd. | 482 | | ||||
#* | Elders, Ltd. | 1,419,921 | 178,827 | ||||
* | Elemental Minerals, Ltd. | 388,188 | 117,870 | ||||
# | Emeco Holdings, Ltd. | 2,256,200 | 1,476,094 | ||||
* | Empire Oil & Gas NL | 510,093 | 7,448 | ||||
#* | Energy Resources of Australia, Ltd. | 690,678 | 965,012 | ||||
* | Energy World Corp., Ltd. | 4,052,461 | 1,568,133 | ||||
* | Enero Group, Ltd. | | | ||||
* | Entek Energy, Ltd. | 760,766 | 42,876 | ||||
Envestra, Ltd. | 5,566,443 | 6,118,859 | |||||
#* | Equatorial Resources, Ltd. | 176,571 | 202,430 | ||||
ERM Power, Ltd. | 1,885 | 5,311 | |||||
Ethane Pipeline Income Fund | 78,873 | 155,168 | |||||
# | Euroz, Ltd. | 90,019 | 110,261 | ||||
#* | Evolution Mining, Ltd. | 1,783,827 | 2,731,695 | ||||
# | Fairfax Media, Ltd. | 7,895,659 | 5,194,791 | ||||
# | Fantastic Holdings, Ltd. | 352,483 | 1,157,534 | ||||
#* | FAR, Ltd. | 8,301,676 | 373,943 | ||||
Finbar Group, Ltd. | 58,051 | 86,795 | |||||
* | Finders Resources, Ltd. | 7,442 | 1,484 | ||||
FKP Property Group | 843,156 | 1,392,888 | |||||
# | Fleetwood Corp., Ltd. | 346,012 | 3,358,277 | ||||
FlexiGroup, Ltd. | 597,372 | 2,510,347 | |||||
#* | Flinders Mines, Ltd. | 6,909,293 | 432,897 | ||||
* | Focus Minerals, Ltd. | 19,167,915 | 438,229 |
43
# | Forge Group, Ltd. | 252,731 | $ | 1,585,688 | |||
Funtastic, Ltd. | 14,936 | 3,445 | |||||
# | G8 Education, Ltd. | 256,076 | 558,373 | ||||
#* | Galaxy Resources, Ltd. | 760,450 | 232,013 | ||||
Gazal Corp., Ltd. | 86,952 | 256,937 | |||||
#* | Geodynamics, Ltd. | 1,015,653 | 78,894 | ||||
#* | Gindalbie Metals, Ltd. | 2,927,610 | 646,270 | ||||
Global Construction Services, Ltd. | 4,832 | 3,666 | |||||
* | Gold Road Resources, Ltd. | 141,504 | 13,318 | ||||
* | Golden Rim Resources, Ltd. | 246,738 | 10,273 | ||||
#* | Goodman Fielder, Ltd. | 9,040,600 | 6,711,135 | ||||
# | GrainCorp, Ltd. Class A | 828,668 | 10,102,968 | ||||
# | Grange Resources, Ltd. | 1,274,431 | 288,489 | ||||
# | Great Southern, Ltd. | 9,302,784 | | ||||
Greencross, Ltd. | 7,711 | 37,000 | |||||
#* | Greenland Minerals & Energy, Ltd. | 796,390 | 249,658 | ||||
#* | Gryphon Minerals, Ltd. | 1,931,531 | 705,229 | ||||
# | GUD Holdings, Ltd. | 483,068 | 3,619,132 | ||||
* | Gujarat NRE Coking Coal, Ltd. | 119,865 | 25,071 | ||||
#* | Gunns, Ltd. | 2,872,620 | | ||||
# | GWA Group, Ltd. | 1,295,732 | 3,411,597 | ||||
Hansen Technologies, Ltd. | 5,702 | 5,170 | |||||
* | Hastie Group, Ltd. | 81,042 | | ||||
* | Havilah Resources NL | 181,606 | 88,210 | ||||
HFA Holdings, Ltd. | 235,865 | 217,721 | |||||
HGL, Ltd. | 85,727 | 40,511 | |||||
#* | Highlands Pacific, Ltd. | 2,651,500 | 331,149 | ||||
* | Hillgrove Resources, Ltd. | 1,190,412 | 122,129 | ||||
# | Hills Holdings, Ltd. | 1,025,966 | 1,194,825 | ||||
#* | Horizon Oil, Ltd. | 4,847,875 | 2,101,335 | ||||
* | Hutchison Telecommunications Australia, Ltd. | 1,415,513 | 45,656 | ||||
* | Icon Energy, Ltd. | 1,135,301 | 232,034 | ||||
* | IDM International, Ltd. | 23,969 | 973 | ||||
# | iiNET, Ltd. | 709,568 | 3,851,415 | ||||
# | Imdex, Ltd. | 1,155,517 | 1,482,477 | ||||
# | IMF Australia, Ltd. | 314,016 | 563,509 | ||||
* | IMX Resources, Ltd. | 123,459 | 14,218 | ||||
# | Independence Group NL | 1,078,055 | 4,487,937 | ||||
#* | Indophil Resources NL | 3,118,946 | 1,043,102 | ||||
#* | Infigen Energy, Ltd. | 1,958,577 | 551,266 | ||||
Infomedia, Ltd. | 1,458,074 | 714,828 | |||||
# | Integrated Research, Ltd. | 301,488 | 333,605 | ||||
#* | Intrepid Mines, Ltd. | 1,794,707 | 469,044 | ||||
# | Invocare, Ltd. | 633,106 | 7,253,628 | ||||
IOOF Holdings, Ltd. | 1,074,600 | 9,324,439 | |||||
# | Iress, Ltd. | 603,773 | 4,907,901 | ||||
* | Iron Ore Holdings, Ltd. | 336,216 | 337,078 | ||||
#* | Ivanhoe Australia, Ltd. | 516,032 | 142,856 | ||||
# | JB Hi-Fi, Ltd. | 582,072 | 8,975,459 | ||||
Jumbo Interactive, Ltd. | 41,051 | 107,818 | |||||
* | Jupiter Mines, Ltd. | 465,443 | 43,921 | ||||
# | K&S Corp., Ltd. | 235,077 | 566,762 | ||||
#* | Kagara, Ltd. | 1,945,393 | 243,054 |
44
* | Kangaroo Resources, Ltd. | 2,874,627 | $ | 104,830 | |||
#* | Karoon Gas Australia, Ltd. | 667,086 | 3,603,992 | ||||
* | Kasbah Resources, Ltd. | 380,980 | 67,759 | ||||
# | Kingsgate Consolidated, Ltd. | 796,949 | 3,242,995 | ||||
# | Kingsrose Mining, Ltd. | 709,616 | 478,835 | ||||
Lednium, Ltd. | 195,019 | 16,244 | |||||
#* | Linc Energy, Ltd. | 1,617,844 | 3,823,820 | ||||
* | Liquefied Natural Gas, Ltd. | 595,144 | 187,630 | ||||
LogiCamms, Ltd. | 18,063 | 29,192 | |||||
Lonestar Resources, Ltd. | 819,137 | 162,091 | |||||
Lycopodium, Ltd. | 62,881 | 394,152 | |||||
# | M2 Telecommunications Group, Ltd. | 629,009 | 3,226,534 | ||||
MACA, Ltd. | 68,335 | 208,326 | |||||
# | Macmahon Holdings, Ltd. | 6,319,933 | 1,530,778 | ||||
* | Macquarie Atlas Roads Group | 1,037,520 | 1,688,193 | ||||
Macquarie Telecom Group, Ltd. | 35,019 | 297,238 | |||||
Mastermyne Group, Ltd. | 8,431 | 12,173 | |||||
# | Matrix Composites & Engineering, Ltd. | 167,126 | 188,671 | ||||
#* | Maverick Drilling & Exploration, Ltd. | 114,368 | 75,953 | ||||
MaxiTRANS Industries, Ltd. | 942,578 | 1,325,340 | |||||
* | Mayne Pharma Group, Ltd. | 873,975 | 438,429 | ||||
McMillan Shakespeare, Ltd. | 167,545 | 2,568,849 | |||||
McPherson's, Ltd. | 362,718 | 851,975 | |||||
Medusa Mining, Ltd. | 834,363 | 3,749,847 | |||||
Melbourne IT, Ltd. | 442,110 | 968,446 | |||||
#* | MEO Australia, Ltd. | 681,039 | 52,192 | ||||
# | Mermaid Marine Australia, Ltd. | 1,133,062 | 4,449,620 | ||||
#* | Mesoblast, Ltd. | 241,763 | 1,551,045 | ||||
* | Metals X, Ltd. | 513,853 | 80,644 | ||||
* | Metgasco, Ltd. | 667,052 | 46,775 | ||||
#* | Metminco, Ltd. | 1,879,249 | 78,578 | ||||
* | MetroCoal, Ltd. | 68,725 | 7,024 | ||||
* | MHM Metals, Ltd. | 195,855 | 34,851 | ||||
Miclyn Express Offshore, Ltd. | 662,257 | 1,440,062 | |||||
# | Mincor Resources NL | 1,004,969 | 766,398 | ||||
* | Minemakers, Ltd. | 113,803 | 16,059 | ||||
#* | Mineral Deposits, Ltd. | 316,166 | 1,250,323 | ||||
# | Mineral Resources, Ltd. | 535,822 | 5,948,379 | ||||
#* | Mirabela Nickel, Ltd. | 2,820,238 | 828,184 | ||||
#* | Molopo Energy, Ltd. | 1,186,993 | 366,213 | ||||
# | Monadelphous Group, Ltd. | 211,892 | 5,027,506 | ||||
* | Morning Star Gold NL | 332,749 | 38,109 | ||||
Mortgage Choice, Ltd. | 631,109 | 1,357,069 | |||||
# | Mount Gibson Iron, Ltd. | 3,315,839 | 1,807,952 | ||||
# | Myer Holdings, Ltd. | 3,564,925 | 10,985,146 | ||||
# | MyState, Ltd. | 95,312 | 447,137 | ||||
* | Nanosonics, Ltd. | 165,208 | 82,726 | ||||
National Energy Holdings, Ltd. | 1,996 | | |||||
# | Navitas, Ltd. | 1,189,617 | 6,616,815 | ||||
#* | Neon Energy, Ltd. | 1,968,232 | 452,873 | ||||
#* | Newsat, Ltd. | 454,496 | 187,485 | ||||
* | Nexus Energy, Ltd. | 5,265,799 | 878,558 | ||||
NIB Holdings, Ltd. | 1,484,432 | 3,510,915 |
45
#* | Nido Petroleum, Ltd. | 6,093,154 | $ | 170,892 | |||
#* | Noble Mineral Resources, Ltd. | 859,168 | 39,429 | ||||
Norfolk Group, Ltd. | 361,653 | 186,261 | |||||
#* | Northern Iron, Ltd. | 819,023 | 346,694 | ||||
# | Northern Star Resources, Ltd. | 1,975,807 | 2,143,089 | ||||
# | NRW Holdings, Ltd. | 1,174,775 | 2,035,096 | ||||
* | NuCoal Resources, Ltd. | 429,538 | 65,129 | ||||
Nufarm, Ltd. | 829,251 | 3,416,677 | |||||
# | Oakton, Ltd. | 380,407 | 507,845 | ||||
* | OPUS Group, Ltd. | 65,187 | 7,473 | ||||
#* | Orocobre, Ltd. | 257,530 | 363,230 | ||||
# | OrotonGroup, Ltd. | 101,746 | 762,300 | ||||
#* | Otto Energy, Ltd. | 1,936,175 | 161,466 | ||||
OZ Minerals, Ltd. | 302,167 | 1,686,790 | |||||
Pacific Brands, Ltd. | 4,553,565 | 4,097,462 | |||||
* | Pacific Niugini, Ltd. | 200,616 | 29,283 | ||||
#* | Paladin Energy, Ltd. | 4,096,983 | 4,262,347 | ||||
Pan Pacific Petroleum NL | 1,094,343 | 120,279 | |||||
PanAust, Ltd. | 964,741 | 2,510,646 | |||||
* | Pancontinental Oil & Gas NL | 1,006,891 | 89,459 | ||||
Panoramic Resources, Ltd. | 1,014,830 | 393,772 | |||||
* | PaperlinX, Ltd. | 2,814,406 | 256,002 | ||||
* | Papillon Resources, Ltd. | 32,010 | 43,347 | ||||
Patties Foods, Ltd. | 40,251 | 64,254 | |||||
* | Peak Resources, Ltd. | 288,357 | 42,444 | ||||
#* | Peet, Ltd. | 1,096,798 | 1,429,510 | ||||
* | Peninsula Energy, Ltd. | 5,178,834 | 167,787 | ||||
#* | Perilya, Ltd. | 1,482,070 | 388,295 | ||||
# | Perpetual, Ltd. | 226,579 | 9,550,027 | ||||
#* | Perseus Mining, Ltd. | 1,772,366 | 3,319,135 | ||||
#* | Pharmaxis, Ltd. | 912,481 | 313,346 | ||||
#* | Phosphagenics, Ltd. | 1,842,963 | 250,099 | ||||
#* | Platinum Australia, Ltd. | 1,442,661 | 66,633 | ||||
#* | Pluton Resources, Ltd. | 538,056 | 128,845 | ||||
PMP, Ltd. | 2,395,607 | 557,082 | |||||
* | Poseidon Nickel, Ltd. | 436,181 | 94,101 | ||||
Premier Investments, Ltd. | 339,730 | 3,035,948 | |||||
#* | Prima Biomed, Ltd. | 2,338,194 | 234,930 | ||||
# | Primary Health Care, Ltd. | 1,709,571 | 8,853,434 | ||||
# | Prime Media Group, Ltd. | 1,777,139 | 1,952,600 | ||||
PrimeAg Australia, Ltd. | 232,916 | 297,384 | |||||
Programmed Maintenance Services, Ltd. | 605,809 | 1,617,641 | |||||
#* | QRxPharma, Ltd. | 167,593 | 204,165 | ||||
* | Quickstep Holdings, Ltd. | 462,355 | 70,060 | ||||
#* | Ramelius Resources, Ltd. | 1,512,836 | 546,104 | ||||
* | Range Resources, Ltd. | 1,456,711 | 87,218 | ||||
RCG Corp., Ltd. | 13,968 | 7,869 | |||||
# | RCR Tomlinson, Ltd. | 1,056,974 | 2,343,072 | ||||
REA Group, Ltd. | 163,809 | 4,734,786 | |||||
# | Reckon, Ltd. | 275,730 | 690,158 | ||||
#* | Red 5, Ltd. | 9,022 | 7,427 | ||||
#* | Red Fork Energy, Ltd. | 1,435,162 | 1,139,965 | ||||
# | Redflex Holdings, Ltd. | 377,855 | 318,084 |
46
Reece Australia, Ltd. | 238,257 | $ | 5,947,543 | ||||
* | Reed Resources, Ltd. | 776,378 | 85,221 | ||||
# | Reject Shop, Ltd. (The) | 140,217 | 2,448,633 | ||||
Resolute Mining, Ltd. | 3,133,646 | 4,346,529 | |||||
#* | Resource and Investment NL | 328,557 | 51,837 | ||||
* | Resource Equipment, Ltd. | 118,411 | 24,192 | ||||
* | Resource Generation, Ltd. | 338,381 | 91,158 | ||||
# | Retail Food Group, Ltd. | 105,715 | 395,606 | ||||
#* | Rex Minerals, Ltd. | 469,315 | 228,808 | ||||
#* | Rialto Energy, Ltd. | 1,967,580 | 192,721 | ||||
# | Ridley Corp., Ltd. | 1,283,068 | 1,245,266 | ||||
* | RiverCity Motorway Group | 1,563,354 | | ||||
* | Robust Resources, Ltd. | 104,721 | 34,908 | ||||
* | Roc Oil Co., Ltd. | 6,490,268 | 3,392,613 | ||||
RungePincockMinarco, Ltd. | 30,702 | 18,245 | |||||
# | Ruralco Holdings, Ltd. | 89,348 | 311,624 | ||||
# | SAI Global, Ltd. | 1,227,020 | 4,310,503 | ||||
# | Salmat, Ltd. | 664,807 | 1,427,634 | ||||
#* | Samson Oil & Gas, Ltd. | 7,175,499 | 180,359 | ||||
* | Sandfire Resources NL | 76,957 | 484,810 | ||||
#* | Saracen Mineral Holdings, Ltd. | 2,686,129 | 798,610 | ||||
Schaffer Corp., Ltd. | 33,766 | 154,457 | |||||
# | Sedgman, Ltd. | 452,719 | 421,367 | ||||
# | Select Harvests, Ltd. | 311,834 | 899,069 | ||||
#* | Senex Energy, Ltd. | 4,106,455 | 2,914,946 | ||||
# | Servcorp, Ltd. | 301,327 | 1,185,704 | ||||
Service Stream, Ltd. | 1,432,710 | 358,725 | |||||
# | Seven West Media, Ltd. | 1,378,622 | 2,899,856 | ||||
# | Sigma Pharmaceuticals, Ltd. | 5,221,227 | 4,037,150 | ||||
* | Sihayo Gold, Ltd. | 574,042 | 59,667 | ||||
* | Silex Systems, Ltd. | 529,672 | 1,826,030 | ||||
Silver Chef, Ltd. | 16,281 | 119,074 | |||||
* | Silver Lake Resources, Ltd. | 1,716,583 | 3,779,204 | ||||
# | Sims Metal Management, Ltd. | 166,715 | 1,739,222 | ||||
* | Sipa Resources, Ltd. | 706,804 | 59,224 | ||||
# | Sirtex Medical, Ltd. | 219,105 | 2,531,136 | ||||
# | Skilled Group, Ltd. | 683,331 | 2,542,248 | ||||
Slater & Gordon, Ltd. | 31,832 | 85,859 | |||||
# | SMS Management & Technology, Ltd. | 451,922 | 2,394,368 | ||||
Southern Cross Electrical Engineering, Ltd. | 21,171 | 29,926 | |||||
# | Southern Cross Media Group, Ltd. | 2,652,105 | 4,329,528 | ||||
Spark Infrastructure Group | 3,454,752 | 5,982,356 | |||||
Specialty Fashion Group, Ltd. | 809,557 | 1,004,634 | |||||
#* | St Barbara, Ltd. | 2,014,732 | 2,527,657 | ||||
* | Starpharma Holdings, Ltd. | 742,631 | 842,153 | ||||
#* | Straits Resources, Ltd. | 917,602 | 38,175 | ||||
* | Strike Energy, Ltd. | 1,315,724 | 159,063 | ||||
Structural Systems, Ltd. | 138,772 | 78,091 | |||||
# | STW Communications Group, Ltd. | 1,360,970 | 2,079,280 | ||||
#* | Sundance Energy Australia, Ltd. | 1,535,367 | 1,772,669 | ||||
* | Sundance Resources, Ltd. | 8,756,539 | 1,914,544 | ||||
Sunland Group, Ltd. | 741,191 | 1,020,213 | |||||
# | Super Retail Group, Ltd. | 1,291,875 | 16,677,773 |
47
48
China WindPower Group, Ltd. | 15,250,000 | $ | 580,327 | ||||
Lee & Man Chemical Co., Ltd. | 201,142 | 117,334 | |||||
* | Madex International Holdings, Ltd. | 3,022,000 | 47,571 | ||||
* | Skyfame Realty Holdings, Ltd. | 2,611,625 | 195,797 | ||||
TOTAL CHINA | 2,082,665 | ||||||
HONG KONG (19.3%) | |||||||
Aeon Credit Service Asia Co., Ltd. | 580,000 | 640,940 | |||||
# | Aeon Stores Hong Kong Co., Ltd. | 248,000 | 600,903 | ||||
Alco Holdings, Ltd. | 1,426,000 | 293,988 | |||||
Allan International Holdings | 720,000 | 235,344 | |||||
Allied Group, Ltd. | 683,200 | 2,271,615 | |||||
Allied Overseas, Ltd. | 50,000 | 36,495 | |||||
Allied Properties HK, Ltd. | 12,297,857 | 1,984,821 | |||||
* | Apac Resources, Ltd. | 12,780,000 | 263,876 | ||||
APT Satellite Holdings, Ltd. | 1,338,500 | 938,365 | |||||
Arts Optical International Hldgs | 730,000 | 171,186 | |||||
# | Asia Financial Holdings, Ltd. | 2,474,908 | 1,097,162 | ||||
Asia Satellite Telecommunications Holdings, Ltd. | 962,000 | 3,528,808 | |||||
* | Asia Standard Hotel | 11,777,218 | 1,093,714 | ||||
Asia Standard International Group | 13,425,937 | 2,494,546 | |||||
# | Associated International Hotels, Ltd. | 980,000 | 2,826,173 | ||||
Aupu Group Holding Co., Ltd. | 2,504,000 | 219,532 | |||||
* | Bel Global Resources Holdings, Ltd. | 2,576,000 | 47,123 | ||||
* | Birmingham International Holdings, Ltd. | 6,502,000 | 127,317 | ||||
Bonjour Holdings, Ltd. | 9,886,000 | 1,584,131 | |||||
Bossini International Hldg | 3,871,500 | 209,649 | |||||
#* | Brightoil Petroleum Holdings, Ltd. | 5,660,000 | 1,075,223 | ||||
#* | Brockman Mining, Ltd. | 23,482,814 | 1,423,160 | ||||
* | Burwill Holdings, Ltd. | 8,888,960 | 145,786 | ||||
Cafe de Coral Holdings, Ltd. | 1,056,000 | 3,255,081 | |||||
* | Celestial Asia Securities Holdings | 127,572 | 9,887 | ||||
Century City International Holdings, Ltd. | 6,419,460 | 472,791 | |||||
Century Sunshine Group Holdings, Ltd. | 3,655,000 | 344,126 | |||||
Champion Technology Holdings, Ltd. | 14,881,730 | 230,108 | |||||
* | Chaoyue Group, Ltd. | 1,255,000 | 55,171 | ||||
Chen Hsong Holdings | 1,212,000 | 425,405 | |||||
Cheuk Nang Holdings, Ltd. | 589,036 | 450,087 | |||||
Chevalier International Holdings, Ltd. | 751,318 | 1,287,368 | |||||
* | China Billion Resources, Ltd. | 4,876,000 | | ||||
* | China Boon Holdings, Ltd. | 6,200,000 | 80,106 | ||||
* | China Daye Non-Ferrous Metals Mining, Ltd. | 8,435,837 | 283,215 | ||||
China Digicontent Co., Ltd. | 2,710,000 | 3,491 | |||||
* | China Electronics Corp. Holdings Co., Ltd. | 2,888,250 | 362,026 | ||||
* | China Energy Development Holdings, Ltd. | 24,202,000 | 365,982 | ||||
* | China Environmental Investment Holdings, Ltd. | 7,470,000 | 229,000 | ||||
* | China Financial Services Holdings, Ltd. | 954,000 | 81,134 | ||||
* | China Flavors & Fragrances Co., Ltd. | 156,137 | 23,707 | ||||
* | China Gamma Group, Ltd. | 5,350,000 | 80,853 | ||||
* | China Infrastructure Investment, Ltd. | 7,776,000 | 167,289 | ||||
China Metal International Holdings, Inc. | 2,582,000 | 575,649 | |||||
China Motor Bus Co., Ltd. | 50,000 | 459,063 |
49
* | China Nuclear Industry 23 International Corp., Ltd. | 1,024,000 | $ | 220,609 | ||||
* | China Oriental Culture Group, Ltd. | 776,000 | 26,500 | |||||
* | China Outdoor Media Group, Ltd. | 7,765,000 | 65,186 | |||||
* | China Renji Medical Group, Ltd. | 12,784,000 | | |||||
* | China Solar Energy Holdings, Ltd. | 37,990,000 | 117,515 | |||||
* | China Star Entertainment, Ltd. | 400,000 | 20,128 | |||||
* | China Strategic Holdings, Ltd. | 12,585,000 | 228,607 | |||||
China Ting Group Holdings, Ltd. | 2,443,151 | 154,303 | ||||||
* | China Tycoon Beverage Holdings, Ltd. | 2,732,000 | 29,915 | |||||
China-Hongkong Photo Products Holdings, Ltd. | 2,123,000 | 188,701 | ||||||
Chinney Investment, Ltd. | 1,144,000 | 185,882 | ||||||
# | Chong Hing Bank, Ltd. | 962,000 | 2,370,248 | |||||
# | Chow Sang Sang Holdings International, Ltd. | 1,549,000 | 4,564,531 | |||||
Chu Kong Shipping Enterprise Group Co., Ltd. | 2,188,000 | 420,938 | ||||||
Chuang's China Investments, Ltd. | 3,550,494 | 233,607 | ||||||
* | Chuang's Consortium International, Ltd. | 5,351,837 | 719,122 | |||||
Chun Wo Development Holdings, Ltd. | 2,002,926 | 150,049 | ||||||
# | CITIC Telecom International Holdings, Ltd. | 6,363,000 | 2,374,139 | |||||
CK Life Sciences International Holdings, Inc. | 16,256,000 | 1,406,516 | ||||||
CNT Group, Ltd. | 8,315,264 | 343,138 | ||||||
* | COL Capital, Ltd. | 2,209,840 | 387,417 | |||||
* | Continental Holdings, Ltd. | 828,250 | 10,897 | |||||
Convenience Retail Asia, Ltd. | 42,000 | 31,943 | ||||||
Cosmos Machinery Enterprises, Ltd. | 894,400 | 55,918 | ||||||
* | CP Lotus Corp. | 11,420,000 | 344,984 | |||||
# | Cross-Harbour Holdings, Ltd. (The) | 679,520 | 574,576 | |||||
CSI Properties, Ltd. | 30,046,383 | 1,395,928 | ||||||
* | CST Mining Group, Ltd. | 71,688,000 | 1,074,154 | |||||
* | Culture Landmark Investment, Ltd. | 509,800 | 40,679 | |||||
* | Culturecom Holdings, Ltd. | 3,315,000 | 658,412 | |||||
Dah Sing Banking Group, Ltd. | 1,970,797 | 2,718,721 | ||||||
Dah Sing Financial Holdings, Ltd. | 713,427 | 3,740,760 | ||||||
Dan Form Holdings Co., Ltd. | 3,668,260 | 454,900 | ||||||
Dickson Concepts International, Ltd. | 1,199,500 | 680,989 | ||||||
* | Dingyi Group Investment, Ltd. | 5,497,500 | 169,883 | |||||
Dorsett Hospitality International, Ltd. | 3,372,000 | 966,575 | ||||||
* | DVN Holdings, Ltd. | 863,000 | 35,158 | |||||
Eagle Nice International Holdings, Ltd. | 1,116,000 | 241,757 | ||||||
EcoGreen Fine Chemicals Group, Ltd. | 1,202,000 | 237,127 | ||||||
EganaGoldfeil Holdings, Ltd. | 4,121,757 | | ||||||
Emperor Capital Group, Ltd. | 1,962,000 | 91,136 | ||||||
Emperor Entertainment Hotel, Ltd. | 3,210,000 | 1,006,983 | ||||||
Emperor International Holdings | 6,208,753 | 1,692,458 | ||||||
# | Emperor Watch & Jewellery, Ltd. | 23,650,000 | 2,416,663 | |||||
* | ENM Holdings, Ltd. | 15,112,000 | 850,579 | |||||
* | Enviro Energy International Holdings, Ltd. | 4,776,000 | 101,128 | |||||
* | EPI Holdings, Ltd. | 18,769,927 | 467,549 | |||||
# | Esprit Holdings, Ltd. | 9,760,450 | 11,766,177 | |||||
* | eSun Holdings, Ltd. | 4,360,000 | 721,578 | |||||
EVA Precision Industrial Holdings, Ltd. | 6,354,000 | 969,660 | ||||||
Ezcom Holdings, Ltd. | 72,576 | 449 | ||||||
Fairwood, Ltd. | 510,100 | 1,104,800 | ||||||
# | Far East Consortium International Ltd/HK | 5,180,001 | 1,729,506 |
50
#* | Fook Woo Group Holdings, Ltd. | 952,000 | $ | 166,791 | ||||
* | Fountain SET Holdings, Ltd. | 4,622,000 | 555,045 | |||||
Four Seas Mercantile Hldg | 592,000 | 198,768 | ||||||
* | Foxconn International Holdings, Ltd. | 1,767,000 | 662,962 | |||||
Fujikon Industrial Holdings, Ltd. | 124,000 | 58,354 | ||||||
* | G-Resources Group, Ltd. | 87,717,000 | 4,587,324 | |||||
Get Nice Holdings, Ltd. | 20,464,000 | 937,299 | ||||||
# | Giordano International, Ltd. | 7,582,000 | 7,556,131 | |||||
Glorious Sun Enterprises, Ltd. | 2,702,000 | 780,197 | ||||||
Gold Peak Industries Holding, Ltd. | 3,118,642 | 350,117 | ||||||
Golden Resources Development International, Ltd. | 3,330,500 | 173,873 | ||||||
* | Goldin Financial Holdings, Ltd. | 480,000 | 80,245 | |||||
* | Goldin Properties Holdings, Ltd. | 3,044,000 | 1,785,926 | |||||
* | Grande Holdings, Ltd. (The) | 882,000 | 46,585 | |||||
Great Eagle Holdings, Ltd. | 70,160 | 286,289 | ||||||
* | Greenheart Group, Ltd. | 24,000 | 2,110 | |||||
* | Group Sense International, Ltd. | 800,000 | 18,503 | |||||
Guangnan Holdings, Ltd. | 2,249,600 | 275,723 | ||||||
Guotai Junan International Holdings, Ltd. | 3,258,000 | 1,419,653 | ||||||
Haitong International Securities Group, Ltd. | 1,499,586 | 616,249 | ||||||
Hang Fung Gold Technology, Ltd. | 1,972,482 | | ||||||
* | Hans Energy Co., Ltd. | 1,448,000 | 28,462 | |||||
* | Hao Tian Resources Group, Ltd. | 5,584,000 | 237,544 | |||||
# | Harbour Centre Development, Ltd. | 963,500 | 1,944,203 | |||||
High Fashion International | 268,000 | 98,458 | ||||||
HKR International, Ltd. | 5,895,136 | 3,180,562 | ||||||
Hon Kwok Land Investment Co., Ltd. | 314,800 | 134,937 | ||||||
Hong Fok Land, Ltd. | 1,210,000 | 1,559 | ||||||
# | Hong Kong Aircraft Engineering Co., Ltd. | 37,600 | 538,398 | |||||
Hong Kong Ferry Holdings | 809,300 | 889,089 | ||||||
# | Hong Kong Television Network, Ltd. | 2,401,751 | 784,010 | |||||
# | Hongkong & Shanghai Hotels (The) | 643,500 | 1,103,525 | |||||
Hongkong Chinese, Ltd. | 5,092,000 | 965,239 | ||||||
* | Hop Hing Group Holdings, Ltd. | 540,000 | 24,791 | |||||
Hsin Chong Construction Group, Ltd. | 2,567,658 | 381,467 | ||||||
* | Huafeng Group Holdings, Ltd. | 5,113,325 | 142,355 | |||||
Hung Hing Printing Group, Ltd. | 1,448,000 | 241,858 | ||||||
Hutchison Telecommunications Hong Kong Holdings, Ltd. | 7,860,000 | 3,892,950 | ||||||
* | Hybrid Kinetic Group, Ltd. | 9,224,000 | 131,415 | |||||
* | Hycomm Wireless, Ltd. | 89,090 | 19,340 | |||||
* | Imagi International Holdings, Ltd. | 34,584,000 | 406,162 | |||||
IPE Group, Ltd. | 2,655,000 | 226,204 | ||||||
* | IRC, Ltd. | 6,110,000 | 711,093 | |||||
# | IT, Ltd. | 3,646,532 | 1,488,268 | |||||
ITC Corp., Ltd. | 659,645 | 50,273 | ||||||
ITC Properties Group, Ltd. | 3,645,747 | 1,546,096 | ||||||
* | Jinhui Holdings, Ltd. | 121,000 | 25,822 | |||||
* | JLF Investment Co., Ltd. | 1,703,500 | 80,379 | |||||
Johnson Electric Holdings, Ltd. | 3,242,000 | 2,415,765 | ||||||
K Wah International Holdings, Ltd. | 6,465,390 | 3,641,754 | ||||||
Kam Hing International Holdings, Ltd. | 1,974,000 | 173,250 | ||||||
Kantone Holdings, Ltd. | 9,835,145 | 102,657 | ||||||
Karrie International Hldgs | 1,341,200 | 50,054 |
51
Keck Seng Investments | 904,600 | $ | 448,497 | |||||
Kin Yat Holdings, Ltd. | 374,000 | 46,825 | ||||||
King Pacific International Holdings, Ltd. | 1,404,200 | 22,069 | ||||||
* | King Stone Energy Group, Ltd. | 5,097,000 | 286,147 | |||||
Kingmaker Footwear Holdings, Ltd. | 1,484,955 | 258,610 | ||||||
Kingston Financial Group, Ltd. | 14,809,000 | 1,051,658 | ||||||
* | Ko Yo Chemical Group, Ltd. | 16,260,000 | 244,226 | |||||
Kowloon Development Co., Ltd. | 1,802,000 | 2,423,770 | ||||||
* | Kwoon Chung Bus Hldgs | 530,000 | 116,702 | |||||
* | Lai Sun Development | 65,128,466 | 2,087,487 | |||||
* | Lai Sun Garment International, Ltd. | 2,948,000 | 616,421 | |||||
Lam Soon Hong Kong, Ltd. | 302,310 | 167,746 | ||||||
Leading Spirit High-Tech Holdings Co., Ltd. | 2,310,000 | 2,976 | ||||||
Lee's Pharmaceutical Holdings, Ltd. | 440,000 | 306,058 | ||||||
Lerado Group Holdings Co. | 1,900,000 | 237,811 | ||||||
Lippo China Resources, Ltd. | 11,788,000 | 334,344 | ||||||
Lippo, Ltd. | 1,195,700 | 570,933 | ||||||
* | Lisi Group Holdings, Ltd. | 3,758,000 | 178,927 | |||||
Liu Chong Hing Investment | 793,200 | 1,196,290 | ||||||
Luen Thai Holdings, Ltd. | 737,000 | 230,103 | ||||||
# | Luk Fook Holdings International, Ltd. | 1,554,000 | 5,003,687 | |||||
Luks Group Vietnam Holdings Co., Ltd. | 482,913 | 139,751 | ||||||
* | Lung Cheong International Holdings, Ltd. | 1,622,000 | 75,375 | |||||
Lung Kee Bermuda Holdings | 1,613,875 | 671,710 | ||||||
Magnificent Estates | 13,558,000 | 795,553 | ||||||
Mainland Headwear Holdings, Ltd. | 509,600 | 61,218 | ||||||
Man Wah Holdings, Ltd. | 1,756,000 | 1,681,677 | ||||||
Man Yue Technology Holdings, Ltd. | 1,064,000 | 157,777 | ||||||
Matrix Holdings, Ltd. | 1,067,414 | 248,017 | ||||||
* | Mei Ah Entertainment Group, Ltd. | 11,040,000 | 174,356 | |||||
Melbourne Enterprises, Ltd. | 40,500 | 798,315 | ||||||
Melco International Development, Ltd. | 6,017,000 | 10,481,466 | ||||||
# | Midland Holdings, Ltd. | 4,048,000 | 1,792,918 | |||||
Ming Fai International Holdings, Ltd. | 1,765,000 | 186,305 | ||||||
* | Ming Fung Jewellery Group, Ltd. | 12,760,000 | 510,793 | |||||
Miramar Hotel & Investment | 870,000 | 1,263,254 | ||||||
Modern Beauty Salon Holdings, Ltd. | 160,000 | 18,347 | ||||||
* | Mongolia Energy Corp., Ltd. | 10,603,000 | 424,741 | |||||
#* | Mongolian Mining Corp. | 6,541,500 | 2,421,588 | |||||
* | Nan Nan Resources Enterprise, Ltd. | 90,000 | 7,252 | |||||
Nanyang Holdings | 137,500 | 551,420 | ||||||
National Electronic Hldgs | 2,498,000 | 341,284 | ||||||
Natural Beauty Bio-Technology, Ltd. | 4,470,000 | 397,286 | ||||||
#* | Neo-Neon Holdings, Ltd. | 3,378,500 | 763,849 | |||||
* | Neptune Group, Ltd. | 4,110,000 | 80,756 | |||||
New Century Group Hong Kong, Ltd. | 13,351,464 | 260,657 | ||||||
* | New Focus Auto Tech Holdings, Ltd. | 104,000 | 8,867 | |||||
* | New Smart Energy Group, Ltd. | 28,675,000 | 258,566 | |||||
#* | New Times Energy Corp., Ltd. | 1,297,600 | 130,488 | |||||
# | Newocean Energy Holdings, Ltd. | 4,642,000 | 2,646,104 | |||||
* | Next Media, Ltd. | 4,095,183 | 617,241 | |||||
* | Norstar Founders Group, Ltd. | 3,256,000 | | |||||
* | North Asia Resources Holdings, Ltd. | 1,148,600 | 51,845 |
52
* | Orange Sky Golden Harvest Entertainment Holdings, Ltd. | 6,229,706 | $ | 353,355 | ||||
Orient Power Holdings, Ltd. | 804,000 | 19,472 | ||||||
# | Oriental Watch Holdings | 3,084,800 | 1,007,820 | |||||
Pacific Andes International Holdings, Ltd. | 11,385,378 | 557,860 | ||||||
Pacific Basin Shipping, Ltd. | 9,981,000 | 5,944,509 | ||||||
Pacific Textile Holdings, Ltd. | 2,427,000 | 2,617,656 | ||||||
Paliburg Holdings, Ltd. | 3,152,830 | 1,058,988 | ||||||
* | Pan Asia Environmental Protection Group, Ltd. | 620,000 | 44,829 | |||||
# | Peace Mark Holdings, Ltd. | 2,738,022 | | |||||
* | Pearl Oriental Oil, Ltd. | 12,889,800 | 1,046,122 | |||||
Pegasus International Holdings, Ltd. | 226,000 | 32,306 | ||||||
Pico Far East Holdings, Ltd. | 4,668,000 | 1,679,976 | ||||||
Playmates Holdings, Ltd. | 306,000 | 276,512 | ||||||
* | PNG Resources Holdings, Ltd. | 17,442,362 | 608,610 | |||||
Pokfulam Development Co. | 234,000 | 377,173 | ||||||
* | Poly Capital Holdings, Ltd. | 1,154,000 | 15,816 | |||||
Polytec Asset Holdings, Ltd. | 10,763,526 | 1,446,599 | ||||||
Public Financial Holdings, Ltd. | 3,194,000 | 1,623,509 | ||||||
PYI Corp., Ltd. | 21,397,973 | 518,681 | ||||||
* | Pyxis Group, Ltd. | 1,936,000 | 42,398 | |||||
Raymond Industrial, Ltd. | 818,400 | 97,162 | ||||||
Regal Hotels International Holdings, Ltd. | 2,683,800 | 1,295,091 | ||||||
Richfield Group Holdings, Ltd. | 9,672,000 | 387,826 | ||||||
* | Rising Development Holdings, Ltd. | 2,278,000 | 150,930 | |||||
Rivera Holdings, Ltd. | 5,710,000 | 225,177 | ||||||
# | SA SA International Holdings, Ltd. | 5,978,000 | 5,774,478 | |||||
Safety Godown Co., Ltd. | 398,000 | 604,538 | ||||||
* | San Miguel Brewery Hong Kong, Ltd. | 356,800 | 56,902 | |||||
* | Sandmartin International Holdings, Ltd. | 84,000 | 5,842 | |||||
Sanyuan Group, Ltd. | 415,000 | 8,019 | ||||||
SAS Dragon Hldg, Ltd. | 430,000 | 99,979 | ||||||
SEA Holdings, Ltd. | 1,158,000 | 748,878 | ||||||
* | SEEC Media Group, Ltd. | 136,000 | 3,682 | |||||
* | Sheng Yuan Holdings, Ltd. | 60,000 | 3,036 | |||||
# | Shenyin Wanguo HK, Ltd. | 1,742,500 | 599,289 | |||||
Shenzhen High-Tech Holdings, Ltd. | 812,000 | 40,278 | ||||||
* | Shougang Concord Technology Holdings | 4,479,809 | 265,754 | |||||
* | Shun Ho Resources Holdings, Ltd. | 301,000 | 56,253 | |||||
* | Shun Ho Technology Holdings, Ltd. | 1,037,452 | 197,890 | |||||
Shun Tak Holdings, Ltd. | 9,175,419 | 4,941,011 | ||||||
Silver base Group Holdings, Ltd. | 197,000 | 60,062 | ||||||
* | Sing Pao Media Enterprises, Ltd. | 250,511 | 484 | |||||
Sing Tao News Corp., Ltd. | 1,974,000 | 295,581 | ||||||
# | Singamas Container Holdings, Ltd. | 8,418,000 | 2,201,251 | |||||
* | Sino Distillery Group, Ltd. | 2,650,000 | 222,873 | |||||
* | Sino-Tech International Holdings, Ltd. | 29,380,000 | 136,254 | |||||
Sinocan Holdings, Ltd. | 350,000 | 1,758 | ||||||
* | Sinocop Resources Holdings, Ltd. | 2,400,000 | 185,479 | |||||
SIS International Holdings | 34,000 | 13,279 | ||||||
Sitoy Group Holdings, Ltd. | 150,000 | 71,656 | ||||||
# | SmarTone Telecommunications Holdings, Ltd. | 2,148,000 | 3,548,141 | |||||
SOCAM Development, Ltd. | 1,232,771 | 1,517,966 | ||||||
* | Solomon Systech International, Ltd. | 6,312,000 | 172,112 | |||||
Soundwill Holdings, Ltd. | 358,000 | 915,012 |
53
* | South China China, Ltd. | 6,744,000 | $ | 661,444 | ||||
* | South China Land, Ltd. | 17,111,170 | 291,570 | |||||
Stella International Holdings, Ltd. | 45,000 | 135,358 | ||||||
Stelux Holdings International, Ltd. | 2,699,400 | 1,014,456 | ||||||
* | Styland Holdings, Ltd. | 137,438 | 2,105 | |||||
* | Success Universe Group, Ltd. | 5,552,000 | 130,824 | |||||
Sun Hing Vision Group Holdings, Ltd. | 358,000 | 126,833 | ||||||
Sun Hung Kai & Co., Ltd. | 2,595,429 | 1,753,420 | ||||||
* | Sun Innovation Holdings, Ltd. | 10,445,655 | 107,652 | |||||
* | Sunway International Holdings, Ltd. | 538,000 | 12,454 | |||||
* | Superb Summit International Group, Ltd. | 20,141,600 | 778,562 | |||||
* | Sustainable Forest Holdings, Ltd. | 13,677,750 | 88,247 | |||||
TAI Cheung Holdings | 2,019,000 | 1,613,538 | ||||||
TAI Sang Land Developement, Ltd. | 598,984 | 287,855 | ||||||
* | Talent Property Group, Ltd. | 5,106,420 | 95,563 | |||||
# | Tan Chong International, Ltd. | 1,212,000 | 387,787 | |||||
# | Tao Heung Holdings, Ltd. | 298,000 | 169,880 | |||||
#* | Taung Gold International, Ltd. | 14,590,000 | 298,846 | |||||
Termbray Industries International | 2,304,900 | 311,992 | ||||||
Tern Properties | 51,200 | 31,008 | ||||||
Texwinca Holdings, Ltd. | 2,490,000 | 2,635,415 | ||||||
Tian Teck Land | 1,054,000 | 1,183,342 | ||||||
#* | Titan Petrochemicals Group, Ltd. | 13,140,000 | 4,232 | |||||
* | Tom Group, Ltd. | 3,100,000 | 332,568 | |||||
Tongda Group Holdings, Ltd. | 14,020,000 | 941,016 | ||||||
* | Topsearch International Holdings, Ltd. | 2,020,000 | 56,730 | |||||
* | Town Health International Investments, Ltd. | 1,175,165 | 78,742 | |||||
Tradelink Electronic Commerce, Ltd. | 1,890,000 | 359,224 | ||||||
# | Transport International Holdings, Ltd. | 997,341 | 2,238,759 | |||||
# | Trinity, Ltd. | 5,730,000 | 2,945,407 | |||||
Tristate Holdings, Ltd. | 188,000 | 93,041 | ||||||
* | TSC Group Holdings, Ltd. | 2,515,000 | 717,815 | |||||
Tse Sui Luen Jewellery International, Ltd. | 300,000 | 159,197 | ||||||
Tungtex Holdings | 88,000 | 8,959 | ||||||
Tysan Holdings, Ltd. | 1,040,773 | 191,940 | ||||||
* | U-RIGHT International Holdings, Ltd. | 4,746,000 | 8,560 | |||||
#* | United Laboratories International Holdings, Ltd. (The) | 3,210,000 | 1,425,939 | |||||
Universal Technologies Holdings, Ltd. | 7,630,000 | 520,950 | ||||||
* | Up Energy Development Group, Ltd. | 1,011,000 | 73,295 | |||||
* | Value Convergence Holdings, Ltd. | 1,500,000 | 193,574 | |||||
# | Value Partners Group, Ltd. | 3,752,000 | 2,441,207 | |||||
Van Shung Chong Holdings, Ltd. | 789,335 | 108,633 | ||||||
Varitronix International, Ltd. | 1,183,293 | 687,510 | ||||||
Vedan International Holdings, Ltd. | 3,272,000 | 218,315 | ||||||
Victory City International Holdings, Ltd. | 5,072,729 | 668,886 | ||||||
Vitasoy International Holdings, Ltd. | 3,935,000 | 4,441,783 | ||||||
VST Holdings, Ltd. | 3,406,000 | 890,115 | ||||||
Wai Kee Holdings, Ltd. | 7,946,738 | 2,106,215 | ||||||
Wang On Group, Ltd. | 21,891,286 | 322,553 | ||||||
* | Warderly International Holdings, Ltd. | 520,000 | 32,154 | |||||
Water Oasis Group, Ltd. | 1,346,000 | 100,882 | ||||||
Win Hanverky Holdings, Ltd. | 1,812,000 | 217,324 | ||||||
Wing On Co. International, Ltd. | 781,000 | 2,547,155 |
54
55
56
Etika International Holdings, Ltd. | 405,000 | $ | 120,707 | |||||
Eu Yan Sang International, Ltd. | 673,800 | 332,041 | ||||||
* | euNetworks Group, Ltd. | 411,000 | 4,979 | |||||
#* | Ezra Holdings, Ltd. | 4,228,000 | 3,951,761 | |||||
* | Falcon Energy Group, Ltd. | 1,677,000 | 564,780 | |||||
Far East Orchard, Ltd. | 1,054,598 | 1,842,160 | ||||||
FJ Benjamin Holdings, Ltd. | 1,305,000 | 284,963 | ||||||
Food Empire Holdings, Ltd. | 1,256,400 | 712,334 | ||||||
# | Fragrance Group, Ltd. | 6,016,000 | 1,239,679 | |||||
Freight Links Express Holdings, Ltd. | 6,473,111 | 439,134 | ||||||
#* | Gallant Venture, Ltd. | 4,224,000 | 955,717 | |||||
GK Goh Holdings, Ltd. | 1,458,000 | 1,037,568 | ||||||
Global Yellow Pages, Ltd. | 299,000 | 19,550 | ||||||
# | GMG Global, Ltd. | 17,007,000 | 1,717,880 | |||||
Goodpack, Ltd. | 1,151,000 | 1,741,397 | ||||||
GP Batteries International, Ltd. | 343,000 | 318,734 | ||||||
GP Industries, Ltd. | 2,643,209 | 1,045,996 | ||||||
# | GuocoLand, Ltd. | 404,314 | 758,148 | |||||
# | GuocoLeisure, Ltd. | 2,877,000 | 2,046,951 | |||||
Guthrie GTS, Ltd. | 1,702,000 | 1,053,514 | ||||||
Hanwell Holdings, Ltd. | 1,823,419 | 410,361 | ||||||
* | Healthway Medical Corp., Ltd. | 7,622,776 | 585,793 | |||||
HG Metal Manufacturing, Ltd. | 1,768,000 | 146,864 | ||||||
# | Hi-P International, Ltd. | 1,309,000 | 752,342 | |||||
Hiap Hoe, Ltd. | 272,000 | 143,071 | ||||||
Hiap Seng Engineering, Ltd. | 612,000 | 160,604 | ||||||
* | HLH Group, Ltd. | 8,364,000 | 176,033 | |||||
Ho Bee Investment, Ltd. | 1,509,000 | 2,352,949 | ||||||
#* | Hong Fok Corp., Ltd. | 3,323,640 | 1,866,372 | |||||
Hong Leong Asia, Ltd. | 633,000 | 872,787 | ||||||
Hotel Grand Central, Ltd. | 1,266,047 | 1,089,167 | ||||||
Hotel Properties, Ltd. | 1,369,400 | 3,643,242 | ||||||
Hour Glass, Ltd. (The) | 622,744 | 930,973 | ||||||
HTL International Holdings, Ltd. | 1,063,843 | 262,704 | ||||||
* | Huan Hsin Holdings, Ltd. | 393,400 | 15,653 | |||||
HupSteel, Ltd. | 1,572,875 | 292,220 | ||||||
Hwa Hong Corp., Ltd. | 2,186,000 | 645,298 | ||||||
# | Hyflux, Ltd. | 3,345,500 | 3,946,603 | |||||
IFS Capital, Ltd. | 248,080 | 102,127 | ||||||
# | Indofood Agri Resources, Ltd. | 3,159,000 | 3,154,686 | |||||
InnoTek, Ltd. | 950,000 | 234,414 | ||||||
IPC Corp., Ltd. | 4,067,000 | 483,699 | ||||||
Isetan Singapore, Ltd. | 122,500 | 476,546 | ||||||
Jaya Holdings, Ltd. | 2,174,000 | 1,212,634 | ||||||
* | Jiutian Chemical Group, Ltd. | 6,743,000 | 535,830 | |||||
# | Jurong Technologies Industrial Corp., Ltd. | 2,227,680 | | |||||
K-Green Trust | 841,000 | 749,741 | ||||||
K1 Ventures, Ltd. | 3,382,500 | 445,410 | ||||||
Keppel Telecommunications & Transportation, Ltd. | 1,409,600 | 1,581,442 | ||||||
Koh Brothers Group, Ltd. | 1,432,000 | 364,559 | ||||||
Lafe Corp., Ltd. | 1,234,800 | 77,858 | ||||||
LC Development, Ltd. | 3,569,504 | 446,992 | ||||||
Lee Kim Tah Holdings, Ltd. | 1,600,000 | 1,020,847 |
57
* | Li Heng Chemical Fibre Technologies, Ltd. | 2,053,000 | $ | 219,025 | ||||
Lian Beng Group, Ltd. | 1,354,000 | 486,738 | ||||||
# | Low Keng Huat Singapore, Ltd. | 523,000 | 308,402 | |||||
Lum Chang Holdings, Ltd. | 1,042,030 | 282,394 | ||||||
M1, Ltd. | 1,377,000 | 3,288,736 | ||||||
* | Manhattan Resources, Ltd. | 911,000 | 298,878 | |||||
Marco Polo Marine, Ltd. | 963,000 | 330,717 | ||||||
Memstar Technology, Ltd. | 423,000 | 32,190 | ||||||
# | Mercator Lines Singapore, Ltd. | 555,000 | 51,580 | |||||
Mermaid Maritime PCL | 643,000 | 181,915 | ||||||
Metro Holdings, Ltd. | 2,085,792 | 1,541,431 | ||||||
# | Mewah International, Inc. | 1,699,000 | 652,465 | |||||
# | Midas Holdings, Ltd. | 7,026,000 | 3,074,690 | |||||
# | Nam Cheong, Ltd. | 5,170,740 | 1,106,989 | |||||
New Toyo International Holdings, Ltd. | 1,624,000 | 375,194 | ||||||
NSL, Ltd. | 422,000 | 517,314 | ||||||
* | Oceanus Group, Ltd. | 11,864,000 | 559,163 | |||||
OKP Holdings, Ltd. | 207,000 | 84,494 | ||||||
# | OSIM International, Ltd. | 1,465,000 | 2,364,139 | |||||
* | Ossia International, Ltd. | 236,554 | 21,265 | |||||
#* | Otto Marine, Ltd. | 5,355,500 | 376,545 | |||||
# | Overseas Union Enterprise, Ltd. | 1,466,000 | 3,637,469 | |||||
Pan Pacific Hotels Group, Ltd. | 1,669,500 | 3,192,815 | ||||||
Pan-United Corp., Ltd. | 2,006,000 | 1,555,717 | ||||||
PEC, Ltd. | 47,000 | 24,340 | ||||||
* | Penguin International, Ltd. | 400,000 | 25,255 | |||||
# | Petra Foods, Ltd. | 831,000 | 2,787,518 | |||||
Popular Holdings, Ltd. | 2,763,650 | 635,993 | ||||||
QAF, Ltd. | 1,121,151 | 829,332 | ||||||
#* | Raffles Education Corp., Ltd. | 3,902,710 | 1,136,441 | |||||
Raffles Medical Group, Ltd. | 707,223 | 1,875,096 | ||||||
Rickmers Maritime | 53,000 | 14,777 | ||||||
Rotary Engineering, Ltd. | 1,339,600 | 558,108 | ||||||
Roxy-Pacific Holdings, Ltd. | 451,000 | 229,578 | ||||||
* | S I2I, Ltd. | 17,004,000 | 329,510 | |||||
San Teh, Ltd. | 999,087 | 261,942 | ||||||
* | Sapphire Corp., Ltd. | 704,000 | 67,869 | |||||
SBS Transit, Ltd. | 953,500 | 1,153,499 | ||||||
See Hup Seng, Ltd. | 312,000 | 53,050 | ||||||
Sheng Siong Group, Ltd. | 948,000 | 501,639 | ||||||
Sim Lian Group, Ltd. | 2,281,855 | 1,602,501 | ||||||
# | Sinarmas Land, Ltd. | 4,095,000 | 1,504,877 | |||||
Sing Holdings, Ltd. | 891,000 | 305,795 | ||||||
Sing Investments & Finance, Ltd. | 297,675 | 340,651 | ||||||
Singapore Land, Ltd. | 49,000 | 367,946 | ||||||
Singapore Post, Ltd. | 8,035,120 | 8,069,733 | ||||||
Singapore Reinsurance Corp., Ltd. | 1,514,530 | 320,274 | ||||||
Singapore Shipping Corp., Ltd. | 1,689,000 | 326,799 | ||||||
Singapura Finance, Ltd. | 174,062 | 217,867 | ||||||
SMRT Corp., Ltd. | 234,000 | 298,264 | ||||||
# | Sound Global, Ltd. | 1,432,000 | 634,891 | |||||
# | Stamford Land Corp., Ltd. | 2,938,000 | 1,352,335 | |||||
Straco Corp., Ltd. | 130,000 | 32,593 |
58
59
* | Sustainable Forest Holdings, Ltd. Rights 04/25/13 | 2,279,625 | $ | | |||||
TOTAL HONG KONG | 56,023 | ||||||||
TOTAL RIGHTS/WARRANTS | 59,586 | ||||||||
Shares/ | |||||||||
Face | |||||||||
Amount | |||||||||
(000) | Value | ||||||||
SECURITIES LENDING COLLATERAL (17.4%) | |||||||||
§@ | DFA Short Term Investment Fund | 20,743,302 | 240,000,000 | ||||||
Repurchase Agreement, Deutsche Bank
Securities, Inc. 0.25%, 04/01/13
(Collateralized by $327,693 FNMA, rates ranging from 2.500% to 3.500%, maturities ranging from 01/01/28 to 08/01/42, valued at $329,227) to be repurchased at $322,779 |
$ | 323 | 322,772 | ||||||
TOTAL SECURITIES LENDING COLLATERAL | 240,322,772 | ||||||||
TOTAL INVESTMENTS (100.0%) (Cost $1,239,670,621) | $ | 1,380,620,240 |
60
Summary of the Series' investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | ||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||
Common Stocks | ||||||||||||
Australia | | $ | 612,584,873 | | $ | 612,584,873 | ||||||
Canada | | 185,874 | | 185,874 | ||||||||
China | | 2,082,665 | | 2,082,665 | ||||||||
Hong Kong | | 267,079,489 | | 267,079,489 | ||||||||
New Zealand | | 82,471,691 | | 82,471,691 | ||||||||
Singapore | | 175,313,208 | | 175,313,208 | ||||||||
United States | $ | 520,082 | | | 520,082 | |||||||
Rights/Warrants | ||||||||||||
Australia | | 3,563 | | 3,563 | ||||||||
Hong Kong | | 56,023 | | 56,023 | ||||||||
Securities Lending Collateral | | 240,322,772 | | 240,322,772 | ||||||||
TOTAL | $ | 520,082 | $ | 1,380,100,158 | | $ | 1,380,620,240 |
61
THE CONTINENTAL SMALL COMPANY
SERIES
SCHEDULE OF INVESTMENTS
March 31, 2013
(Unaudited)
62
#* | Deceuninck NV | 313,923 | $ | 544,759 | ||||
Deceuninck NV | 247,412 | | ||||||
# | Econocom Group | 265,744 | 2,146,082 | |||||
Elia System Operator SA | 135,158 | 5,786,381 | ||||||
* | Euronav NV | 88,337 | 394,088 | |||||
EVS Broadcast Equipment SA | 57,761 | 3,705,936 | ||||||
Exmar NV | 132,340 | 1,309,079 | ||||||
Floridienne SA | 2,033 | 223,219 | ||||||
#* | Galapagos NV | 99,665 | 2,441,682 | |||||
Gimv NV | 13,215 | 661,075 | ||||||
# | Hamon & CIE SA | 4,508 | 81,449 | |||||
* | Ion Beam Applications | 89,062 | 649,764 | |||||
Jensen-Group NV | 13,482 | 194,349 | ||||||
Kinepolis Group NV | 19,582 | 2,459,369 | ||||||
# | Lotus Bakeries | 1,361 | 1,181,502 | |||||
Melexis NV | 93,665 | 1,752,073 | ||||||
Mobistar SA | 86,524 | 1,947,052 | ||||||
# | NV Bekaert SA | 161,290 | 4,473,589 | |||||
# | Nyrstar | 742,718 | 3,461,197 | |||||
Nyrstar | 178,031 | | ||||||
#* | Picanol | 19,948 | 480,723 | |||||
RealDolmen | 20 | | ||||||
RealDolmen | 6,067 | | ||||||
* | RealDolmen NV | 120 | 20 | |||||
* | RealDolmen NV | 7,587 | 163,123 | |||||
Recticel SA | 101,580 | 804,689 | ||||||
Resilux | 4,095 | 327,624 | ||||||
* | RHJ International | 4,202 | 19,940 | |||||
* | Rosier | 655 | 168,746 | |||||
Roularta Media Group NV | 9,163 | 157,777 | ||||||
SAPEC | 3,377 | 224,357 | ||||||
SAPEC | 75 | | ||||||
Sioen Industries NV | 52,140 | 472,891 | ||||||
Sipef SA | 30,617 | 2,476,286 | ||||||
Softimat SA | 22,765 | 105,191 | ||||||
* | TER Beke SA | 2,260 | 147,252 | |||||
Tessenderlo Chemie | 9,955 | | ||||||
Tessenderlo Chemie NV | 125,636 | 3,345,547 | ||||||
#* | ThromboGenics NV | 155,245 | 7,474,236 | |||||
Van de Velde NV | 34,216 | 1,502,323 | ||||||
ZENITEL | 8,654 | | ||||||
TOTAL BELGIUM | 85,635,474 | |||||||
DENMARK (3.7%) | ||||||||
Alk-Abello A.S. | 29,336 | 2,123,665 | ||||||
* | Alm. Brand A.S. | 484,611 | 1,689,288 | |||||
Amagerbanken A.S. | 647,900 | | ||||||
Ambu A.S. Class B | 27,380 | 950,403 | ||||||
* | Arkil Holding A.S. Class B | 504 | 45,558 | |||||
* | Atlantic Petroleum P/F | 1,721 | 48,779 | |||||
* | Auriga Industries A.S. Class B | 96,829 | 2,145,125 | |||||
#* | Bang & Olufsen Holdings A.S. | 161,993 | 1,451,184 | |||||
BankNordik P/F | 292 | 5,733 |
63
64
# | Ahlstrom Oyj | 38,214 | $ | 592,867 | ||||
Aktia Oyj Class A | 17,737 | 162,632 | ||||||
# | Alma Media Oyj | 277,852 | 1,318,925 | |||||
Amer Sports Oyj | 509,189 | 8,417,928 | ||||||
Aspo Oyj | 83,192 | 675,315 | ||||||
Atria P.L.C. | 25,503 | 217,284 | ||||||
* | Bank of Aland P.L.C. Class B | 22,078 | 230,242 | |||||
BasWare Oyj | 34,550 | 895,394 | ||||||
* | Biotie Therapies Corp. Oyj | 955,389 | 440,868 | |||||
# | Cargotec Oyj | 146,894 | 4,519,990 | |||||
# | Citycon Oyj | 1,326,718 | 3,794,897 | |||||
* | Componenta Oyj | 34,813 | 79,422 | |||||
* | Comptel Oyj | 337,600 | 173,305 | |||||
# | Cramo Oyj | 148,755 | 1,848,730 | |||||
Digia P.L.C. | 48,912 | 184,943 | ||||||
* | Efore Oyj | 60,233 | 52,543 | |||||
Elcoteq SE | 3,041 | | ||||||
* | Elektrobit Corp. Oyj | 39,643 | 40,694 | |||||
# | Elisa Oyj | 514,652 | 9,577,346 | |||||
# | eQ P.L.C. | 62,919 | 175,894 | |||||
Etteplan Oyj | 57,413 | 239,628 | ||||||
F-Secure Oyj | 463,536 | 1,009,865 | ||||||
Finnair Oyj | 328,467 | 1,074,834 | ||||||
* | Finnlines Oyj | 124,906 | 1,138,473 | |||||
Fiskars Oyj Abp | 188,387 | 4,230,112 | ||||||
* | GeoSentric Oyj | 244,900 | | |||||
HKScan Oyj Class A | 111,228 | 536,678 | ||||||
Huhtamaki Oyj | 376,632 | 7,408,977 | ||||||
Ilkka-Yhtyma Oyj | 61,503 | 298,095 | ||||||
# | KCI Konecranes Oyj | 245,559 | 8,127,690 | |||||
# | Kemira Oyj | 466,855 | 6,490,489 | |||||
# | Kesko Oyj Class B | 271,416 | 8,499,821 | |||||
# | Lannen Tehtaat Oyj | 18,920 | 377,134 | |||||
Lassila & Tikanoja Oyj | 138,134 | 2,221,601 | ||||||
Lemminkainen Oyj | 24,402 | 524,121 | ||||||
# | Metsa Board Oyj | 1,549,706 | 4,575,979 | |||||
* | Neo Industrial Oyj | 8,066 | 9,770 | |||||
# | Neste Oil Oyj | 530,571 | 7,498,119 | |||||
Okmetic Oyj | 59,222 | 343,814 | ||||||
Olvi Oyj Class A | 64,071 | 1,751,798 | ||||||
Oriola-KD Oyj Class A | 5,045 | 15,654 | ||||||
Oriola-KD Oyj Class B | 470,543 | 1,485,818 | ||||||
Orion Oyj Class A | 130,940 | 3,412,369 | ||||||
# | Orion Oyj Class B | 384,369 | 10,113,953 | |||||
#* | Outokumpu Oyj | 4,209,557 | 3,207,996 | |||||
# | Outotec Oyj | 697,608 | 10,259,155 | |||||
PKC Group Oyj | 77,339 | 1,795,898 | ||||||
Pohjola Bank P.L.C. Class A | 215,073 | 3,145,475 | ||||||
Ponsse Oyj | 25,697 | 209,402 | ||||||
#* | Poyry Oyj | 190,439 | 1,061,092 | |||||
# | Raisio P.L.C. Class V | 541,284 | 2,094,996 | |||||
# | Ramirent Oyj | 316,716 | 3,003,522 | |||||
Rapala VMC Oyj | 113,258 | 686,909 |
65
# | Rautaruukki Oyj | 404,038 | $ | 2,570,993 | ||||
Raute Oyj Class A | 1,648 | 19,138 | ||||||
* | Ruukki Group Oyj | 604,909 | 341,478 | |||||
Saga Furs Oyj | 11,324 | 327,558 | ||||||
# | Sanoma Oyj | 329,870 | 3,032,009 | |||||
* | Scanfil P.L.C. | 99,414 | 111,168 | |||||
Sievi Capital P.L.C. | 123,479 | 164,702 | ||||||
SRV Group P.L.C. | 7,277 | 31,349 | ||||||
Stockmann Oyj Abp | 43,914 | 782,114 | ||||||
# | Stockmann Oyj Abp | 133,517 | 2,092,535 | |||||
* | Stonesoft Oyj | 161,521 | 455,501 | |||||
Technopolis Oyj | 306,261 | 1,469,606 | ||||||
Teleste Oyj | 53,559 | 269,305 | ||||||
# | Tieto Oyj | 293,073 | 6,215,822 | |||||
# | Tikkurila Oyj | 170,840 | 3,598,106 | |||||
# | Uponor Oyj | 242,805 | 3,306,132 | |||||
# | Vacon Oyj | 45,973 | 3,095,672 | |||||
# | Vaisala Oyj Class A | 40,640 | 1,025,886 | |||||
Viking Line Abp | 10,366 | 239,461 | ||||||
Yit Oyj | 483,134 | 10,093,194 | ||||||
TOTAL FINLAND | 169,490,185 | |||||||
FRANCE (9.5%) | ||||||||
ABC Arbitrage | 22,399 | 137,196 | ||||||
#* | Air France-KLM | 722,730 | 6,833,315 | |||||
Akka Technologies SA | 14,549 | 403,092 | ||||||
* | Alcatel-Lucent | 11,185,578 | 15,076,131 | |||||
Ales Groupe | 25,405 | 390,806 | ||||||
Altamir Amboise | 81,618 | 956,468 | ||||||
Alten SA | 86,051 | 3,408,935 | ||||||
#* | Altran Technologies SA | 676,432 | 4,698,955 | |||||
April | 76,740 | 1,205,846 | ||||||
#* | Archos | 66,319 | 216,364 | |||||
Arkema SA | 13,975 | 1,273,537 | ||||||
Assystem | 60,579 | 1,266,670 | ||||||
* | Atari SA | 68,443 | | |||||
Aubay | 10,285 | 72,879 | ||||||
# | Audika Groupe | 22,298 | 261,155 | |||||
Aurea SA | 3,637 | 20,316 | ||||||
* | Avenir Telecom | 5,460 | 2,733 | |||||
Axway Software SA | 25,091 | 473,485 | ||||||
#* | Beneteau SA | 179,820 | 1,827,049 | |||||
#* | Bigben Interactive | 19,025 | 178,104 | |||||
* | BioAlliance Pharma SA | 22,469 | 121,041 | |||||
Boiron SA | 29,446 | 1,524,941 | ||||||
Bonduelle SCA | 72,556 | 1,832,924 | ||||||
Bongrain SA | 34,266 | 2,251,057 | ||||||
# | Bourbon SA | 196,419 | 5,424,689 | |||||
* | Boursorama | 72,317 | 570,403 | |||||
#* | Bull | 389,776 | 1,524,526 | |||||
# | Burelle SA | 3,866 | 1,667,995 | |||||
Catering International Services | 4,111 | 131,827 | ||||||
* | Cegedim SA | 17,230 | 552,107 |
66
Cegid Group | 18,745 | $ | 384,531 | |||||
# | Cie des Alpes | 8,899 | 174,631 | |||||
Cie Industrielle et Financiere D'Entreprises | 1,200 | 89,986 | ||||||
Ciments Francais SA | 10,266 | 585,994 | ||||||
* | Club Mediterranee SA | 94,631 | 1,637,151 | |||||
Derichebourg SA | 548,515 | 2,173,260 | ||||||
Devoteam SA | 27,374 | 342,371 | ||||||
Eiffage SA | 169,719 | 7,193,020 | ||||||
# | Electricite de Strasbourg | 21,886 | 2,620,228 | |||||
Eramet | 2,448 | 265,134 | ||||||
Esso SA Francaise | 9,809 | 659,500 | ||||||
Establissements Maurel et Prom | 416,819 | 7,267,584 | ||||||
* | Etam Developpement SA | 2,601 | 61,347 | |||||
Euler Hermes SA | 52,633 | 4,852,799 | ||||||
* | Euro Disney SCA | 137,328 | 837,036 | |||||
Eurofins Scientific | 27,293 | 5,738,324 | ||||||
Exel Industries Class A | 10,680 | 613,400 | ||||||
Faiveley Transport SA | 30,001 | 1,898,893 | ||||||
Faurecia | 189,288 | 3,013,323 | ||||||
Fimalac | 31,490 | 1,646,542 | ||||||
Fleury Michon SA | 4,694 | 246,572 | ||||||
* | GameLoft SE | 233,869 | 1,528,990 | |||||
* | Gascogne | 423 | 1,930 | |||||
Gaumont SA | 13,980 | 658,676 | ||||||
# | GEA | 1,710 | 180,913 | |||||
#* | GECI International | 59,392 | 136,276 | |||||
Gevelot SA | 3,584 | 202,692 | ||||||
GFI Informatique SA | 173,847 | 758,122 | ||||||
GL Events | 41,741 | 907,354 | ||||||
Groupe Crit | 24,255 | 458,497 | ||||||
Groupe Flo | 29,358 | 108,698 | ||||||
* | Groupe Gorge | 8,248 | 61,653 | |||||
Groupe Open | 27,590 | 205,881 | ||||||
* | Groupe Partouche SA | 61,786 | 75,308 | |||||
Groupe Steria SCA | 133,022 | 1,799,221 | ||||||
Guerbet | 6,577 | 970,987 | ||||||
#* | Haulotte Group SA | 65,672 | 577,116 | |||||
Havas SA | 1,227,134 | 7,774,591 | ||||||
#* | Hi-Media SA | 134,290 | 301,679 | |||||
Ingenico | 95,463 | 5,658,508 | ||||||
Interparfums SA | 18,233 | 582,422 | ||||||
Ipsen SA | 91,909 | 3,289,157 | ||||||
Ipsos | 147,205 | 5,153,837 | ||||||
Jacquet Metal Service | 51,923 | 612,621 | ||||||
Korian | 10,287 | 225,102 | ||||||
L.D.C. SA | 19 | 2,313 | ||||||
Lanson-BCC | 7,266 | 317,403 | ||||||
Laurent-Perrier | 12,675 | 994,545 | ||||||
Lectra | 85,256 | 583,883 | ||||||
Lisi | 17,149 | 1,664,350 | ||||||
M6 Metropole Television SA | 223,951 | 3,483,912 | ||||||
Maisons France Confort | 15,182 | 464,829 | ||||||
# | Manitou BF SA | 48,911 | 698,592 |
67
Manutan International | 14,553 | $ | 594,971 | |||||
* | Maurel et Prom Nigeria SA | 226,968 | 934,744 | |||||
Medica SA | 175,580 | 3,203,487 | ||||||
Mersen | 70,824 | 1,644,126 | ||||||
MGI Coutier | 2,753 | 154,758 | ||||||
Montupet | 16,741 | 263,847 | ||||||
Mr Bricolage | 30,731 | 401,192 | ||||||
Naturex | 17,944 | 1,379,473 | ||||||
# | Neopost SA | 149,915 | 8,993,396 | |||||
# | Nexans SA | 131,823 | 6,065,017 | |||||
Nexity SA | 101,958 | 3,513,398 | ||||||
NextRadioTV | 8,105 | 140,872 | ||||||
* | NicOx SA | 83,106 | 293,257 | |||||
Norbert Dentressangle SA | 20,989 | 1,592,226 | ||||||
NRJ Group | 71,242 | 529,296 | ||||||
Oeneo | 167,331 | 547,066 | ||||||
* | Orco Property Group | 1,170 | 3,211 | |||||
Orpea | 124,254 | 5,174,098 | ||||||
Osiatis SA | 6,304 | 53,091 | ||||||
#* | PagesJaunes Groupe | 630,719 | 1,359,698 | |||||
* | Parrot SA | 38,572 | 1,190,737 | |||||
#* | Peugeot SA | 832,023 | 6,034,380 | |||||
# | Pierre & Vacances SA | 19,346 | 349,524 | |||||
Plastic Omnium SA | 107,827 | 4,996,311 | ||||||
Plastivaloire | 4,552 | 69,473 | ||||||
* | PSB Industries SA | 8,438 | 251,478 | |||||
Rallye SA | 103,825 | 3,808,879 | ||||||
* | Recylex SA | 83,164 | 343,470 | |||||
Remy Cointreau SA | 23,485 | 2,715,793 | ||||||
* | Robertet SA | 3,167 | 556,902 | |||||
Rougier SA | 1,839 | 72,723 | ||||||
Rubis SCA | 132,656 | 8,084,653 | ||||||
* | SA d'Explosifs et Produits Chimiques | 328 | 65,438 | |||||
SA des Ciments Vicat | 49,725 | 3,101,122 | ||||||
* | Sabeton SA | 11,563 | 188,685 | |||||
Saft Groupe SA | 120,447 | 3,103,530 | ||||||
Samse SA | 8,342 | 686,020 | ||||||
Sartorius Stedim Biotech | 8,502 | 1,133,628 | ||||||
SEB SA | 6,968 | 481,994 | ||||||
# | Seche Environnement SA | 7,177 | 255,310 | |||||
Sechilienne | 87,492 | 1,553,440 | ||||||
Securidev SA | 2,500 | 83,426 | ||||||
#* | Sequana SA | 44,019 | 352,230 | |||||
Soc Mar Tunnel Prado Car | 783 | 28,200 | ||||||
Societe BIC SA | 21,913 | 2,545,954 | ||||||
Societe d'Edition de Canal Plus | 277,603 | 1,930,282 | ||||||
Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 46,150 | 2,059,250 | ||||||
Societe Internationale de Plantations d'Heveas SA | 6,623 | 550,046 | ||||||
Societe Pour l'Informatique Industrielle | 40,908 | 221,234 | ||||||
Societe Television Francaise 1 | 567,362 | 6,365,176 | ||||||
#* | Soitec | 537,764 | 2,017,321 | |||||
# | Somfy SA | 21,738 | 4,719,298 | |||||
Sopra Group SA | 22,982 | 1,701,413 |
68
* | Spir Communication | 4,687 | $ | 78,723 | ||||
* | ST Dupont SA | 275,949 | 123,809 | |||||
Stallergenes SA | 12,834 | 801,034 | ||||||
#* | Ste Industrielle d'Aviation Latecoere SA | 27,234 | 306,611 | |||||
Stef | 29,121 | 1,493,432 | ||||||
Store Electronic | 8,135 | 111,138 | ||||||
Sword Group | 27,478 | 466,694 | ||||||
Synergie SA | 60,624 | 617,855 | ||||||
* | Technicolor SA | 412,757 | 1,686,286 | |||||
Teleperformance | 249,501 | 10,639,354 | ||||||
Tessi SA | 6,469 | 699,787 | ||||||
#* | Theolia SA | 231,234 | 437,069 | |||||
Thermador Groupe | 6,212 | 494,928 | ||||||
Tonnellerie Francois Freres | 4,431 | 314,829 | ||||||
Total Gabon | 985 | 603,558 | ||||||
Touax SA | 4,657 | 104,484 | ||||||
* | Transgene SA | 29,226 | 310,683 | |||||
* | Trigano SA | 33,675 | 404,149 | |||||
* | Ubisoft Entertainment | 459,542 | 4,973,251 | |||||
Union Financiere de France Banque SA | 16,828 | 377,495 | ||||||
Valeo SA | 134,113 | 7,266,757 | ||||||
Vetoquinol SA | 4,473 | 146,667 | ||||||
Viel et Compagnie SA | 158,130 | 471,233 | ||||||
# | Vilmorin & Cie | 22,432 | 2,699,761 | |||||
Virbac SA | 17,539 | 4,041,494 | ||||||
* | Vivalis SA | 20,433 | 141,836 | |||||
VM Materiaux SA | 6,914 | 142,758 | ||||||
Vranken-Pommery Monopole SA | 18,881 | 492,654 | ||||||
TOTAL FRANCE | 275,953,103 | |||||||
GERMANY (12.7%) | ||||||||
A.S. Creation Tapeten AG | 7,109 | 372,465 | ||||||
* | AAP Implantate AG | 25,576 | 45,647 | |||||
* | Aareal Bank AG | 423,110 | 8,997,147 | |||||
* | Abwicklungsgesellschaft Roesch AG Medizintechnik | 7,300 | 215 | |||||
* | Adler Modemaerkte AG | 16,201 | 135,029 | |||||
* | ADVA Optical Networking SE | 169,035 | 783,370 | |||||
AGROB Immobilien AG | 5,100 | 75,177 | ||||||
#* | Air Berlin P.L.C. | 196,720 | 597,440 | |||||
# | Aixtron SE | 352,829 | 5,156,500 | |||||
Alba SE | 21,642 | 1,743,842 | ||||||
* | Aligna AG | 318,087 | | |||||
Allgeier SE | 21,651 | 301,427 | ||||||
Amadeus Fire AG | 19,731 | 1,047,628 | ||||||
* | Analytik Jena AG | 597 | 8,841 | |||||
# | Asian Bamboo AG | 29,133 | 156,887 | |||||
Atoss Software AG | 303 | 13,133 | ||||||
Aurubis AG | 153,470 | 9,766,561 | ||||||
Baader Bank AG | 88,426 | 216,383 | ||||||
Balda AG | 127,634 | 752,619 | ||||||
# | Bauer AG | 40,824 | 1,043,909 | |||||
BayWa AG | 44 | 2,321 | ||||||
BayWa AG | 49,563 | 2,339,891 |
69
Bechtle AG | 66,151 | $ | 3,076,140 | |||||
Bertrandt AG | 23,001 | 2,689,118 | ||||||
* | Beta Systems Software AG | 8,020 | 21,284 | |||||
# | Bijou Brigitte AG | 13,920 | 1,321,629 | |||||
Bilfinger SE | 37,818 | 3,933,927 | ||||||
Biotest AG | 20,784 | 1,556,186 | ||||||
* | BKN International AG | 33,408 | 128 | |||||
# | Borussia Dortmund GmbH & Co. KGaA | 241,558 | 1,013,394 | |||||
CANCOM AG | 45,731 | 883,705 | ||||||
Carl Zeiss Meditec AG | 121,304 | 3,838,353 | ||||||
CAT Oil AG | 63,195 | 756,053 | ||||||
Celesio AG | 277,721 | 5,225,289 | ||||||
CENIT AG | 28,147 | 317,904 | ||||||
Centrotec Sustainable AG | 42,634 | 804,416 | ||||||
Cewe Color Holding AG | 19,271 | 815,857 | ||||||
* | Colonia Real Estate AG | 16,334 | 96,594 | |||||
Comdirect Bank AG | 152,923 | 1,605,451 | ||||||
CompuGroup Medical AG | 49,749 | 1,097,180 | ||||||
* | Conergy AG | 142,881 | 66,722 | |||||
* | Constantin Medien AG | 359,780 | 844,083 | |||||
* | COR&FJA AG | 217 | 256 | |||||
CropEnergies AG | 94,300 | 737,392 | ||||||
CTS Eventim AG | 106,100 | 3,599,384 | ||||||
# | DAB Bank AG | 130,043 | 610,564 | |||||
Data Modul AG | 11,455 | 240,020 | ||||||
Delticom AG | 15,867 | 730,693 | ||||||
Deufol SE | 112,955 | 137,520 | ||||||
# | Deutsche Beteiligungs AG | 29,148 | 703,841 | |||||
Deutsche Wohnen AG | 647,023 | 11,770,550 | ||||||
* | Deutz AG | 408,989 | 2,155,068 | |||||
* | Dialog Semiconductor P.L.C. | 221,152 | 2,942,338 | |||||
DIC Asset AG | 13,115 | 131,205 | ||||||
Dierig Holding AG | 9,408 | 111,090 | ||||||
Dr. Hoenle AG | 21,610 | 336,307 | ||||||
Draegerwerk AG & Co. KGaA | 3,597 | 389,893 | ||||||
Drillisch AG | 196,227 | 3,593,405 | ||||||
Duerr AG | 45,514 | 4,971,456 | ||||||
DVB Bank SE | 173,470 | 5,569,426 | ||||||
Eckert & Ziegler AG | 16,458 | 579,637 | ||||||
# | Elmos Semiconductor AG | 40,780 | 451,319 | |||||
ElreingKlinger AG | 120,184 | 3,647,906 | ||||||
Erlus AG | 2,970 | 151,888 | ||||||
# | Euromicron AG | 29,652 | 595,573 | |||||
Euwax AG | 9,855 | 739,081 | ||||||
#* | Evotec AG | 1,165,338 | 3,366,604 | |||||
Fielmann AG | 32,343 | 2,987,396 | ||||||
#* | First Sensor AG | 18,636 | 198,446 | |||||
#* | Francotyp-Postalia Holding AG Class A | 8,979 | 26,226 | |||||
# | Freenet AG | 416,629 | 10,134,019 | |||||
Fuchs Petrolub AG | 118,667 | 9,135,765 | ||||||
* | GAGFAH SA | 281,532 | 3,459,457 | |||||
GBW AG | 28,417 | 918,980 | ||||||
Gerresheimer AG | 132,581 | 7,627,618 |
70
# | Gerry Weber International AG | 89,108 | $ | 3,896,307 | |||
Gesco AG | 13,590 | 1,318,319 | |||||
GFK SE | 72,083 | 3,636,802 | |||||
GFT Technologies AG | 66,050 | 291,314 | |||||
#* | Gigaset AG | 175,782 | 218,819 | ||||
# | Gildemeister AG | 207,552 | 4,378,632 | ||||
Grammer AG | 54,901 | 1,531,700 | |||||
Grenkeleasing AG | 32,703 | 2,325,759 | |||||
GSW Immobilien AG | 127,381 | 5,044,097 | |||||
H&R AG | 50,783 | 641,947 | |||||
Hamborner REIT AG | 22,740 | 209,788 | |||||
Hamburger Hafen und Logistik AG | 78,568 | 1,716,536 | |||||
# | Hansa Group AG | 146,815 | 602,098 | ||||
# | Hawesko Holding AG | 19,480 | 1,009,225 | ||||
#* | Heidelberger Druckmaschinen AG | 945,991 | 2,185,644 | ||||
Highlight Communications AG | 94,800 | 538,254 | |||||
* | Homag Group AG | 17,946 | 331,321 | ||||
Hornbach Baumarkt AG | 131 | 4,424 | |||||
Indus Holding AG | 96,859 | 2,995,207 | |||||
Innovation In Traffic Systems AG | 23,949 | 726,143 | |||||
* | Intershop Communications AG | 62,598 | 148,616 | ||||
Isra Vision AG | 13,582 | 520,557 | |||||
#* | IVG Immobilien AG | 400,498 | 337,119 | ||||
Jenoptik AG | 185,979 | 1,924,753 | |||||
#* | Joyou AG | 5,945 | 89,591 | ||||
* | Kampa AG | 7,101 | 291 | ||||
* | Kloeckner & Co. SE | 481,937 | 6,837,063 | ||||
* | Koenig & Bauer AG | 14,426 | 330,701 | ||||
Kontron AG | 226,154 | 1,231,261 | |||||
# | Krones AG | 72,618 | 5,158,205 | ||||
KSB AG | 3,584 | 2,250,365 | |||||
#* | Kuka AG | 102,786 | 4,494,648 | ||||
KWS Saat AG | 17,224 | 6,148,346 | |||||
Leifheit AG | 12,500 | 532,245 | |||||
Leoni AG | 143,566 | 5,579,605 | |||||
* | Loewe AG | 16,941 | 67,789 | ||||
# | LPKF Laser & Electronics AG | 37,781 | 909,430 | ||||
#* | Manz AG | 8,720 | 266,640 | ||||
* | Masterflex SE | 19,347 | 125,553 | ||||
Maxdata Computer AG | 94,120 | | |||||
* | Mediclin AG | 119,554 | 601,357 | ||||
* | Medigene AG | 95,039 | 107,135 | ||||
MLP AG | 216,957 | 1,447,596 | |||||
Mobotix AG | 13,494 | 276,291 | |||||
* | Mologen AG | 23,775 | 432,492 | ||||
#* | Morphosys AG | 79,379 | 3,250,556 | ||||
MTU Aero Engines Holding AG | 912 | 86,555 | |||||
# | Muehlbauer Holding & Co. AG | 14,905 | 430,241 | ||||
# | MVV Energie AG | 114,055 | 3,301,752 | ||||
# | Nemetschek AG | 24,668 | 1,489,594 | ||||
Nexus AG | 42,453 | 492,475 | |||||
#* | Nordex SE | 249,804 | 1,557,698 | ||||
NORMA Group AG | 82,137 | 2,590,872 |
71
OHB AG | 35,659 | $ | 776,504 | ||||
* | Oldenburgische Landesbank AG | 4,234 | 131,896 | ||||
P&I Personal & Informatik AG | 17,863 | 791,683 | |||||
* | Patrizia Immobilien AG | 134,829 | 1,255,283 | ||||
# | Pfeiffer Vacuum Technology AG | 39,953 | 4,418,721 | ||||
PNE Wind AG | 204,104 | 691,212 | |||||
Powerland AG | 194 | 1,716 | |||||
#* | Praktiker AG | 481,177 | 701,989 | ||||
Progress-Werk Oberkirch AG | 7,812 | 319,576 | |||||
PSI AG Gesellschaft Fuer Produkte und Systeme der Informationstechnologie | 29,049 | 585,482 | |||||
* | Pulsion Medical Systems SE | 3,412 | 56,923 | ||||
PVA TePla AG | 46,019 | 121,722 | |||||
QSC AG | 413,146 | 1,387,699 | |||||
R Stahl AG | 14,410 | 545,662 | |||||
Rational AG | 15,420 | 4,637,072 | |||||
REALTECH AG | 6,948 | 48,806 | |||||
Rheinmetall AG | 171,909 | 7,975,336 | |||||
Rhoen Klinikum AG | 427,494 | 9,076,212 | |||||
# | RIB Software AG | 15,514 | 88,353 | ||||
* | S&T AG | 8,181 | 24,155 | ||||
* | SAF-Holland SA | 205,387 | 1,611,916 | ||||
Salzgitter AG | 169,114 | 6,796,530 | |||||
Schaltbau Holding AG | 17,257 | 712,723 | |||||
* | Sedo Holding AG | 61,390 | 171,551 | ||||
Sektkellerei Schloss Wachenheim AG | 7,479 | 85,255 | |||||
SER Systems AG | 9,400 | 205 | |||||
# | SGL Carbon SE | 229,387 | 9,044,241 | ||||
SHW AG | 5,875 | 247,664 | |||||
#* | Singulus Technologies AG | 236,814 | 389,219 | ||||
Sinner AG | 2,660 | 49,943 | |||||
Sixt AG | 81,198 | 1,594,226 | |||||
SKW Stahl-Metallurgie Holding AG | 24,164 | 376,184 | |||||
* | Sky Deutschland AG | 1,011,898 | 5,588,482 | ||||
* | SM Wirtschaftsberatung AG | 14,433 | 89,822 | ||||
# | SMA Solar Technology AG | 36,106 | 863,941 | ||||
SMT Scharf AG | 13,991 | 454,379 | |||||
Software AG | 226,714 | 8,784,265 | |||||
# | Solarworld AG | 336,956 | 367,966 | ||||
Stada Arzneimittel AG | 256,735 | 10,532,526 | |||||
STINAG Stuttgart Invest AG | 35,003 | 701,306 | |||||
Stoehr & Co. AG | 6,000 | 11,642 | |||||
STRATEC Biomedical AG | 4,820 | 215,881 | |||||
* | Stroer Out-of-Home Media AG | 69,502 | 713,357 | ||||
#* | Suss Microtec AG | 92,598 | 1,061,208 | ||||
Symrise AG | 276,587 | 10,975,568 | |||||
Syzygy AG | 30,656 | 175,859 | |||||
# | TAG Immobilien AG | 455,809 | 5,219,725 | ||||
Takkt AG | 126,507 | 2,068,572 | |||||
#* | Technotrans | 12,434 | 140,785 | ||||
Telegate AG | 18,072 | 187,505 | |||||
* | Tipp24 SE | 18,993 | 1,011,499 | ||||
# | Tom Tailor Holding AG | 77,969 | 1,756,574 |
72
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Informatics S.A. | 3,778 | $ | | ||||
* | Intracom Holdings SA | 247,375 | 130,590 | ||||
Intralot SA-Integrated Lottery Systems & Services | 551,157 | 1,291,473 | |||||
* | Ionian Hotel Enterprises AE | 9,400 | 128,326 | ||||
Ipirotiki Software & Publications S.A. | 22,110 | | |||||
JUMBO SA | 400,965 | 2,853,255 | |||||
* | Lamda Development SA | 905 | 5,126 | ||||
Lan-Net S.A. | 12,688 | | |||||
* | Loulis Mills SA | 14,737 | 47,199 | ||||
* | Marfin Investment Group Holdings SA | 2,380,237 | 816,708 | ||||
Metka SA | 101,638 | 1,322,514 | |||||
* | Michaniki SA | 155,442 | 28,007 | ||||
Motor Oil (Hellas) Corinth Refineries SA | 246,966 | 2,396,388 | |||||
* | Mytilineos Holdings SA | 367,558 | 1,939,747 | ||||
* | National Bank of Greece SA | 1,907,273 | 1,628,791 | ||||
* | Neorion Holdings SA | 14,991 | 2,402 | ||||
OPAP SA | 168,712 | 1,328,904 | |||||
* | Piraeus Bank SA | 4,777,477 | 1,191,610 | ||||
Piraeus Port Authority | 21,267 | 473,452 | |||||
Promota Hellas S.A. | 8,860 | | |||||
* | Proton Bank SA | 141,214 | | ||||
* | Public Power Corp. SA | 528,487 | 3,763,802 | ||||
* | Real Estate Development & Services SA | 49,939 | 32,775 | ||||
S&B Industrial Minerals SA | 68,336 | 482,341 | |||||
* | Sarantis SA | 74,884 | 422,084 | ||||
* | Sidenor Steel Products Manufacturing Co. SA | 79,509 | 125,263 | ||||
* | T Bank SA | 228,007 | | ||||
* | Technical Olympic SA | 2,237 | 4,849 | ||||
Terna Energy SA | 144,697 | 470,709 | |||||
Themeliodomi S.A. | 37,422 | | |||||
Thessaloniki Port Authority SA | 6,936 | 177,001 | |||||
Thessaloniki Water Supply & Sewage Co. SA | 15,807 | 102,802 | |||||
* | Thrace Plastics Co. SA | 33,856 | 52,867 | ||||
* | Titan Cement Co. SA | 203,501 | 3,392,285 | ||||
* | TT Hellenic Postbank SA | 695,353 | 149,745 | ||||
* | Viohalco Hellenic Copper and Aluminum Industry SA | 603,593 | 2,556,628 | ||||
TOTAL GREECE | 47,640,882 | ||||||
IRELAND (2.8%) | |||||||
Aer Lingus Group P.L.C. | 752,359 | 1,340,583 | |||||
* | Aminex P.L.C. | 496,086 | 31,796 | ||||
C&C Group P.L.C. | 1,014,594 | 6,591,210 | |||||
C&C Group P.L.C. | 399,607 | 2,614,400 | |||||
DCC P.L.C. | 19,143 | 673,173 | |||||
DCC P.L.C. | 308,989 | 10,673,760 | |||||
Dragon Oil P.L.C. | 977,896 | 9,593,632 | |||||
* | Elan Corp. P.L.C. | 1,622 | 18,795 | ||||
FBD Holdings P.L.C. | 125,728 | 1,974,298 | |||||
Fyffes P.L.C. | 312,635 | 271,893 | |||||
Glanbia P.L.C. | 69,229 | 821,435 | |||||
Glanbia P.L.C. | 700,613 | 8,323,154 | |||||
Grafton Group P.L.C. | 627,138 | 4,108,070 | |||||
IFG Group P.L.C. | 271,865 | 493,509 |
74
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76
Aeroporto di Firenze SpA | 17,390 | $ | 214,221 | ||||
Aeroporto di Venezia Marco Polo SpA - SAVE | 26,295 | 331,247 | |||||
Alerion Cleanpower SpA | 92,062 | 449,247 | |||||
Amplifon SpA | 325,967 | 1,708,053 | |||||
Ansaldo STS SpA | 374,390 | 3,749,581 | |||||
* | Arnoldo Mondadori Editore SpA | 427,498 | 512,791 | ||||
* | Ascopiave SpA | 164,564 | 301,466 | ||||
Astaldi SpA | 258,925 | 1,787,576 | |||||
Autogrill SpA | 450,614 | 5,339,642 | |||||
Azimut Holding SpA | 454,770 | 7,373,413 | |||||
# | Banca Carige SpA | 3,160,296 | 2,112,777 | ||||
# | Banca Finnat Euramerica SpA | 685,945 | 234,185 | ||||
Banca Generali SpA | 196,104 | 3,733,019 | |||||
Banca IFIS SpA | 102,347 | 881,726 | |||||
#* | Banca Monte Dei Paschi di Siena SpA | 8,733,630 | 2,084,559 | ||||
Banca Piccolo Credito Valtellinese Scarl | 1,261,150 | 1,394,289 | |||||
Banca Popolare dell'Emilia Romagna Scarl | 1,350,784 | 9,579,117 | |||||
Banca Popolare dell'Etruria e del Lazio Scarl | 297,428 | 142,162 | |||||
#* | Banca Popolare di Milano Scarl | 12,995,381 | 7,984,479 | ||||
Banca Popolare di Sondrio Scarl | 1,177,273 | 6,151,396 | |||||
Banca Profilo SpA | 913,314 | 303,490 | |||||
Banco di Desio e della Brianza SpA | 232,296 | 552,648 | |||||
* | Banco Popolare Scarl | 6,663,294 | 8,441,381 | ||||
BasicNet SpA | 105,627 | 212,720 | |||||
Beghelli SpA | 427,981 | 194,344 | |||||
* | Biesse SpA | 54,004 | 166,416 | ||||
Brembo SpA | 162,145 | 2,607,721 | |||||
* | Brioschi Sviluppo Immobiliare SpA | 174,780 | 20,688 | ||||
Buzzi Unicem SpA | 291,869 | 4,501,868 | |||||
Cairo Communication SpA | 89,082 | 325,624 | |||||
Caltagirone Editore SpA | 6,277 | 6,505 | |||||
Caltagirone SpA | 242,362 | 402,904 | |||||
* | Carraro SpA | 113,633 | 283,161 | ||||
Cembre SpA | 40,330 | 359,207 | |||||
Cementir Holding SpA | 336,239 | 953,009 | |||||
CIR-Compagnie Industriali Riunite SpA | 1,795,934 | 1,794,893 | |||||
Credito Bergamasco SpA | 129,374 | 1,934,891 | |||||
Credito Emiliano SpA | 376,390 | 1,932,003 | |||||
CSP International Fashion Group SpA | 7,505 | 11,043 | |||||
* | d'Amico International Shipping SA | 141,093 | 75,057 | ||||
Danieli & Co. SpA | 58,099 | 1,472,446 | |||||
Datalogic SpA | 65,558 | 505,508 | |||||
Davide Campari-Milano SpA | 307,917 | 2,397,945 | |||||
De'Longhi SpA | 275,556 | 4,344,147 | |||||
* | DeA Capital SpA | 241,155 | 415,736 | ||||
* | Delclima | 238,104 | 260,802 | ||||
# | DiaSorin SpA | 77,818 | 2,726,867 | ||||
* | EI Towers SpA | 39,294 | 1,203,982 | ||||
Engineering Ingegneria Informatica SpA | 18,153 | 700,166 | |||||
ERG SpA | 242,145 | 2,207,980 | |||||
Esprinet SpA | 104,855 | 480,968 | |||||
* | Eurotech SpA | 103,698 | 162,331 | ||||
Falck Renewables SpA | 452,790 | 491,905 |
77
Fiera Milano SpA | 37,863 | $ | 193,109 | ||||
* | Finmeccanica SpA | 1,709,605 | 8,247,151 | ||||
#* | Fondiaria-Sai SpA | 943,740 | 1,565,007 | ||||
* | Gas Plus SpA | 14,596 | 87,601 | ||||
Gefran SpA | 27,800 | 91,731 | |||||
* | Gemina SpA | 2,562,430 | 4,311,166 | ||||
# | Geox SpA | 343,770 | 960,031 | ||||
Gruppo Editoriale L'Espresso SpA | 670,242 | 614,398 | |||||
Gruppo MutuiOnline SpA | 51,809 | 209,544 | |||||
Hera SpA | 2,284,472 | 4,029,491 | |||||
* | I Grandi Viaggi SpA | 87,216 | 39,167 | ||||
Immsi SpA | 743,533 | 448,575 | |||||
Impregilo SpA | 438,971 | 2,254,773 | |||||
Indesit Co. SpA | 185,473 | 1,460,420 | |||||
Industria Macchine Automatiche SpA | 58,626 | 1,372,526 | |||||
#* | Intek Group SpA | 1,654,192 | 637,218 | ||||
# | Interpump Group SpA | 275,866 | 2,160,238 | ||||
Irce SpA | 43,300 | 76,906 | |||||
Iren SpA | 2,070,565 | 1,545,055 | |||||
Italcementi SpA | 287,621 | 1,677,781 | |||||
* | Italmobiliare SpA | 46,873 | 876,000 | ||||
#* | Juventus Football Club SpA | 1,130,867 | 310,609 | ||||
* | Landi Renzo SpA | 203,171 | 350,231 | ||||
Lottomatica Group SpA | 185,318 | 4,363,649 | |||||
* | Maire Tecnimont SpA | 279,159 | 133,896 | ||||
# | Mariella Burani SpA | 32,721 | | ||||
Marr SpA | 131,906 | 1,448,326 | |||||
Mediaset SpA | 2,909,042 | 5,962,671 | |||||
Mediolanum SpA | 758,652 | 4,197,282 | |||||
#* | Milano Assicurazioni SpA | 2,324,306 | 1,235,542 | ||||
* | Molecular Medicine SpA | 115,720 | 63,011 | ||||
* | Monrif SpA | 131,652 | 45,036 | ||||
Nice SpA | 41,141 | 136,541 | |||||
Pagnossin SpA | 9,000 | | |||||
Piaggio & C SpA | 682,441 | 1,752,838 | |||||
* | Pininfarina SpA | 70,069 | 258,295 | ||||
* | Poltrona Frau SpA | 188,526 | 238,266 | ||||
#* | Prelios SpA | 2,389,900 | 237,687 | ||||
* | Premafin Finanziaria SpA | 961,257 | 226,208 | ||||
* | Prima Industrie SpA | 358 | 4,492 | ||||
Prysmian SpA | 381,836 | 7,877,918 | |||||
#* | RCS MediaGroup SpA | 413,948 | 504,655 | ||||
Recordati SpA | 408,182 | 3,700,944 | |||||
Reply SpA | 12,998 | 497,044 | |||||
#* | Retelit SpA | 410,894 | 265,334 | ||||
Richard-Ginori 1735 SpA | 8,489 | 760 | |||||
# | Sabaf SpA | 24,109 | 291,136 | ||||
SAES Getters SpA | 30,068 | 285,784 | |||||
* | Safilo Group SpA | 140,163 | 1,907,054 | ||||
#* | Saras SpA | 1,400,699 | 1,708,738 | ||||
#* | Snai SpA | 95,483 | 102,284 | ||||
* | Societa Cattolica di Assicurazioni Scrl | 197,353 | 3,422,201 | ||||
Societa Iniziative Autostradali e Servizi SpA | 227,790 | 2,137,192 |
78
Societa per la Bonifica dei Terreni Ferraresi e Imprese Agricole SpA | 10,867 | $ | 531,873 | ||||
Sogefi SpA | 186,290 | 528,941 | |||||
Sol SpA | 166,511 | 980,854 | |||||
* | Sorin SpA | 1,151,064 | 2,963,641 | ||||
Tamburi Investment Partners SpA | 37,478 | 75,831 | |||||
#* | Telecom Italia Media SpA | 1,649,819 | 207,487 | ||||
#* | Tiscali SpA | 3,467,783 | 176,407 | ||||
Tod's SpA | 40,809 | 5,859,774 | |||||
# | Trevi Finanziaria SpA | 154,707 | 1,064,718 | ||||
* | Uni Land SpA | 51,835 | | ||||
Unione di Banche Italiane ScpA | 1,286,614 | 4,766,009 | |||||
#* | Unipol Gruppo Finanziario SpA | 970,174 | 2,620,778 | ||||
Vianini Industria SpA | 57,659 | 75,018 | |||||
Vianini Lavori SpA | 175,180 | 751,795 | |||||
Vittoria Assicurazioni SpA | 121,346 | 979,546 | |||||
* | Yoox SpA | 163,646 | 3,075,905 | ||||
Zignago Vetro SpA | 89,172 | 552,604 | |||||
TOTAL ITALY | 204,436,073 | ||||||
NETHERLANDS (4.8%) | |||||||
Aalberts Industries NV | 471,042 | 10,547,450 | |||||
# | Accell Group | 93,631 | 1,646,663 | ||||
* | AFC Ajax NV | 18,134 | 170,606 | ||||
#* | AMG Advanced Metallurgical Group NV | 160,659 | 1,347,243 | ||||
# | Amsterdam Commodities NV | 80,355 | 1,628,992 | ||||
# | APERAM NV | 262,538 | 3,229,872 | ||||
# | Arcadis NV | 279,851 | 7,761,611 | ||||
ASM International NV | 237,793 | 7,904,732 | |||||
Atag Group NV | 4,630 | | |||||
Ballast Nedam | 2,824 | 39,653 | |||||
Batenburg Techniek | 5,515 | 88,578 | |||||
BE Semiconductor Industries NV | 158,272 | 1,361,179 | |||||
Beter Bed Holding NV | 85,947 | 1,575,794 | |||||
BinckBank NV | 318,343 | 2,987,288 | |||||
Brunel International NV | 51,749 | 2,189,599 | |||||
* | Crown Van Gelder | 9,818 | 59,146 | ||||
CSM | 367,045 | 7,763,603 | |||||
Delta Lloyd NV | 673,983 | 11,608,339 | |||||
# | DOCdata NV | 22,463 | 404,532 | ||||
# | Exact Holding NV | 64,313 | 1,335,885 | ||||
* | Grontmij | 295,566 | 1,287,970 | ||||
# | Heijmans NV | 96,983 | 872,038 | ||||
Hunter Douglas NV | 8,767 | 349,404 | |||||
* | Kardan NV | 75,774 | 55,384 | ||||
KAS Bank NV | 57,852 | 667,638 | |||||
Kendrion NV | 42,570 | 1,036,073 | |||||
# | Koninklijke Bam Groep NV | 1,341,612 | 5,444,174 | ||||
Koninklijke Ten Cate NV | 144,023 | 3,382,735 | |||||
# | Koninklijke Wessanen NV | 398,316 | 1,159,952 | ||||
# | Macintosh Retail Group NV | 53,398 | 608,183 | ||||
# | Nederlandsche Apparatenfabriek NV | 28,810 | 1,179,958 | ||||
Nutreco NV | 175,848 | 16,146,768 | |||||
* | Ordina NV | 357,413 | 549,341 |
79
80
81
82
* | Grupo Tavex SA | 225,475 | $ | 50,868 | ||||
Iberpapel Gestion SA | 26,401 | 485,020 | ||||||
# | Indra Sistemas SA | 477,734 | 5,706,730 | |||||
#* | Inmobiliaria Colonial SA | 108,920 | 109,607 | |||||
Inmobiliaria del Sur SA | 2,902 | 16,197 | ||||||
* | Jazztel P.L.C. | 1,009,473 | 7,704,870 | |||||
* | La Seda de Barcelona SA | 50,719 | 43,165 | |||||
Laboratorios Farmaceuticos Rovi SA | 67,158 | 595,258 | ||||||
# | Mediaset Espana Comunicacion SA | 780,071 | 5,628,933 | |||||
Melia Hotels International SA | 232,123 | 1,578,931 | ||||||
Miquel y Costas & Miquel SA | 37,299 | 1,117,221 | ||||||
#* | Natra SA | 86,085 | 132,338 | |||||
#* | NH Hoteles SA | 521,131 | 1,647,891 | |||||
* | Nicolas Correa SA | 12,627 | 11,166 | |||||
Obrascon Huarte Lain SA | 190,746 | 6,286,586 | ||||||
# | Papeles y Cartones de Europa SA | 226,938 | 784,682 | |||||
# | Pescanova SA | 68,547 | 519,294 | |||||
Prim SA | 39,424 | 259,051 | ||||||
#* | Promotora de Informaciones SA Class A | 1,297,266 | 375,659 | |||||
Prosegur Cia de Seguridad SA | 875,740 | 4,851,597 | ||||||
#* | Realia Business SA | 346,397 | 334,039 | |||||
#* | Sacyr Vallehermoso SA | 1,131,178 | 2,050,002 | |||||
* | Service Point Solutions SA | 62,635 | 8,971 | |||||
* | Sociedad Nacional de Industrias Apicaciones Celulosa Espanola SA | 227,522 | 119,717 | |||||
* | Solaria Energia y Medio Ambiente SA | 98,171 | 81,528 | |||||
Tecnicas Reunidas SA | 132,197 | 6,197,313 | ||||||
Telecomunicaciones y Energia | 146,125 | 201,064 | ||||||
#* | Tubacex SA | 483,085 | 1,297,923 | |||||
Tubos Reunidos SA | 492,496 | 1,081,891 | ||||||
Vidrala SA | 77,457 | 2,528,800 | ||||||
Viscofan SA | 211,969 | 11,122,352 | ||||||
#* | Vocento SA | 196,990 | 272,117 | |||||
* | Vueling Airlines SA | 72,219 | 853,716 | |||||
#* | Zeltia SA | 830,418 | 1,362,849 | |||||
TOTAL SPAIN | 126,510,778 | |||||||
SWEDEN (9.4%) | ||||||||
Aarhuskarlshamn AB | 111,342 | 5,635,679 | ||||||
Acando AB | 282,290 | 736,454 | ||||||
* | Active Biotech AB | 127,746 | 1,253,103 | |||||
AddNode Group AB | 22,737 | 149,334 | ||||||
# | AddTech AB Class B | 80,780 | 2,693,304 | |||||
AF AB Class B | 131,076 | 3,865,924 | ||||||
* | Anoto Group AB | 42,965 | 11,542 | |||||
* | Anoto Group AB | 32,258 | 8,415 | |||||
AQ Group AB | 18,028 | 143,858 | ||||||
* | Arise Windpower AB | 32,130 | 123,147 | |||||
Atrium Ljungberg AB Class B | 31,807 | 445,533 | ||||||
Avanza Bank Holding AB | 68,589 | 1,847,363 | ||||||
# | Axfood AB | 94,702 | 3,857,172 | |||||
# | Axis Communications AB | 183,851 | 4,777,076 | |||||
B&B Tools AB Class B | 97,917 | 1,275,367 | ||||||
BE Group AB | 215,340 | 602,497 |
83
Beiger Electronics AB | 55,826 | $ | 618,396 | |||||
Beijer AB G&L Class B | 60,819 | 1,121,069 | ||||||
Beijer Alma AB | 87,433 | 1,928,101 | ||||||
Betsson AB | 137,066 | 4,415,354 | ||||||
Bilia AB Class A | 113,425 | 2,051,164 | ||||||
BillerudKorsnas AB | 650,260 | 6,263,729 | ||||||
BioGaia AB Class B | 62,520 | 2,106,827 | ||||||
Biotage AB | 159,956 | 239,039 | ||||||
# | Bjorn Borg AB | 86,437 | 523,429 | |||||
* | Bong Ljungdahl AB | 24,140 | 29,184 | |||||
Boras Waefveri AB | 6,564 | | ||||||
Bure Equity AB | 326,825 | 1,169,719 | ||||||
Byggmax Group AB | 150,938 | 845,523 | ||||||
# | Castellum AB | 739,664 | 10,548,327 | |||||
* | Catella AB | 214,370 | 178,833 | |||||
Catena AB | 56,202 | 703,529 | ||||||
* | CDON Group AB | 20,416 | 115,988 | |||||
* | Cision AB | 11,445 | 99,184 | |||||
Clas Ohlson AB Class B | 160,047 | 2,136,597 | ||||||
* | Cloetta AB Class B | 67,956 | 176,061 | |||||
# | Concentric AB | 202,603 | 2,170,265 | |||||
Concordia Maritime AB Class B | 78,854 | 133,012 | ||||||
# | Connecta AB | 40,724 | 293,964 | |||||
Corem Property Group AB Class B | 1,868 | 6,588 | ||||||
* | CyberCom Group AB | 191,193 | 57,903 | |||||
Dios Fastigheter AB | 66,381 | 411,516 | ||||||
DORO AB | 94,731 | 419,232 | ||||||
Duni AB | 144,942 | 1,385,379 | ||||||
East Capital Explorer AB | 47,726 | 381,650 | ||||||
# | Enea AB | 63,008 | 476,515 | |||||
#* | Eniro AB | 420,612 | 754,763 | |||||
# | Fabege AB | 585,887 | 5,988,094 | |||||
Fagerhult AB | 18,323 | 508,090 | ||||||
* | Fastighets AB Balder | 279,717 | 1,974,184 | |||||
Fenix Outdoor AB | 7,310 | 233,326 | ||||||
FinnvedenBulten AB | 8,333 | 41,048 | ||||||
Gunnebo AB | 190,542 | 930,679 | ||||||
# | Hakon Invest AB | 223,572 | 5,743,925 | |||||
# | Haldex AB | 218,520 | 1,307,175 | |||||
Heba Fastighets AB Class B | 43,722 | 480,470 | ||||||
Hexpol AB | 115,947 | 6,665,808 | ||||||
HIQ International AB | 254,170 | 1,538,403 | ||||||
HMS Networks AB | 7,040 | 122,949 | ||||||
Hoganas AB Class B | 115,764 | 5,731,446 | ||||||
# | Holmen AB Class B | 273,916 | 8,151,220 | |||||
# | Hufvudstaden AB Class A | 189,483 | 2,381,723 | |||||
Husqvarna AB Class A | 37,223 | 220,350 | ||||||
Husqvarna AB Class B | 1,434,072 | 8,483,473 | ||||||
# | Industrial & Financial Systems AB Class B | 89,522 | 1,604,210 | |||||
Indutrade AB | 55,294 | 1,939,192 | ||||||
Intrum Justitia AB | 291,001 | 5,626,380 | ||||||
# | JM AB | 372,482 | 8,850,925 | |||||
#* | KappAhl AB | 277,470 | 1,213,134 |
84
#* | Karolinska Development AB Class B | 7,304 | $ | 32,398 | ||||
Klovern AB | 387,861 | 1,678,775 | ||||||
KNOW IT AB | 75,523 | 637,360 | ||||||
Kungsleden AB | 697,243 | 4,504,066 | ||||||
Lagercrantz AB Class B | 76,298 | 1,033,268 | ||||||
# | Lindab International AB | 330,563 | 2,664,749 | |||||
Loomis AB Class B | 318,925 | 5,959,313 | ||||||
Meda AB Class A | 857,997 | 10,168,341 | ||||||
#* | Medivir AB Class B | 134,776 | 1,665,916 | |||||
Mekonomen AB | 93,177 | 3,139,227 | ||||||
#* | Micronic Mydata AB | 390,070 | 856,351 | |||||
Modern Times Group AB Class B | 3,595 | 143,162 | ||||||
MQ Holding AB | 56,493 | 143,032 | ||||||
NCC AB Class A | 23,999 | 600,699 | ||||||
NCC AB Class B | 364,909 | 9,147,289 | ||||||
Nederman Holding AB | 3,680 | 94,963 | ||||||
Net Entertainment NE AB Class B | 138,086 | 1,996,705 | ||||||
#* | Net Insight AB Class B | 1,189,130 | 255,632 | |||||
# | New Wave Group AB Class B | 197,176 | 1,105,752 | |||||
NIBE Industrier AB Class B | 347,939 | 6,065,721 | ||||||
* | Nobia AB | 666,139 | 3,555,451 | |||||
Nolato AB Class B | 88,207 | 1,367,230 | ||||||
* | Nordic Mines AB | 533,532 | 101,332 | |||||
Nordnet AB Class B | 401,993 | 1,251,019 | ||||||
OEM International AB Class B | 45,688 | 511,309 | ||||||
* | Orexo AB | 64,415 | 531,580 | |||||
* | PA Resources AB | 17,605,679 | 162,101 | |||||
* | Partnertech AB | 7,817 | 23,013 | |||||
Peab AB | 714,633 | 4,011,477 | ||||||
# | Pricer AB Class B | 452,718 | 567,652 | |||||
ProAct IT Group AB | 37,892 | 519,306 | ||||||
# | Probi AB | 28,553 | 172,107 | |||||
Proffice AB Class B | 262,115 | 1,003,800 | ||||||
Ratos AB Class B | 74,207 | 785,293 | ||||||
* | RaySearch Laboratories AB | 68,794 | 328,894 | |||||
Readsoft AB Class B | 87,941 | 359,231 | ||||||
* | Rederi AB Transatlantic | 112,133 | 112,258 | |||||
* | Rezidor Hotel Group AB | 353,696 | 1,708,673 | |||||
* | RNB Retail & Brands AB | 411,548 | 8,936 | |||||
Saab AB Class B | 253,955 | 5,505,820 | ||||||
Sagax AB Class A | 4,569 | 169,839 | ||||||
* | SAS AB | 581,421 | 1,210,627 | |||||
# | Sectra AB Class B | 24,501 | 187,458 | |||||
Securitas AB Class B | 1,133,353 | 10,680,558 | ||||||
* | Semcon AB | 81,791 | 707,191 | |||||
Sigma AB Class B | 20,898 | 21,763 | ||||||
Sintercast AB | 11,780 | 78,817 | ||||||
Skistar AB | 97,008 | 1,152,910 | ||||||
# | SSAB AB Class A | 824,806 | 6,308,582 | |||||
SSAB AB Class B | 338,248 | 2,226,711 | ||||||
Studsvik AB | 5,337 | 24,302 | ||||||
Sweco AB Class B | 187,009 | 2,211,050 | ||||||
* | Swedish Orphan Biovitrum AB | 612,905 | 3,939,443 |
85
Swedol AB Class B | 29,796 | $ | 81,035 | |||||
# | Systemair AB | 24,461 | 390,761 | |||||
# | TradeDoubler AB | 181,607 | 416,121 | |||||
# | Transmode Holding AB | 25,681 | 315,433 | |||||
Trelleborg AB Class B | 999,202 | 13,755,027 | ||||||
Unibet Group P.L.C. | 132,830 | 4,639,960 | ||||||
Uniflex AB | 17,950 | 88,133 | ||||||
VBG Group AB Class B | 137 | 1,969 | ||||||
Vitrolife AB | 60,303 | 482,597 | ||||||
Wallenstam AB Class B | 399,066 | 5,214,112 | ||||||
Wihlborgs Fastigheter AB | 289,738 | 4,781,048 | ||||||
TOTAL SWEDEN | 272,487,460 | |||||||
SWITZERLAND (11.5%) | ||||||||
Acino Holding AG | 16,820 | 1,715,596 | ||||||
* | Advanced Digital Broadcast Holdings SA | 2,024 | 34,009 | |||||
* | AFG Arbonia-Forster Holding AG | 70,433 | 1,900,200 | |||||
Allreal Holding AG | 46,247 | 6,725,198 | ||||||
# | Alpiq Holding AG | 1,148 | 138,966 | |||||
ALSO-Actebis Holding AG | 16,195 | 748,439 | ||||||
# | ams AG | 35,754 | 4,037,246 | |||||
APG SGA SA | 6,444 | 1,568,582 | ||||||
Aryzta AG | 59,868 | 3,538,386 | ||||||
Ascom Holding AG | 160,822 | 1,957,716 | ||||||
* | Autoneum Holding AG | 16,853 | 1,127,998 | |||||
# | Bachem Holding AG Class B | 24,136 | 1,003,811 | |||||
Baloise Holding AG | 13,573 | 1,275,199 | ||||||
Bank Coop AG | 31,671 | 1,800,500 | ||||||
Banque Cantonale de Geneve | 4,061 | 1,015,420 | ||||||
Banque Cantonale du Jura | 4,442 | 303,407 | ||||||
Banque Cantonale Vaudoise | 2,966 | 1,657,440 | ||||||
Banque Privee Edmond de Rothschild SA | 157 | 3,324,059 | ||||||
Barry Callebaut AG | 388 | 374,363 | ||||||
* | Basilea Pharmaceutica | 13,646 | 826,912 | |||||
# | Basler Kantonalbank AG | 849 | 84,424 | |||||
Belimo Holding AG | 1,851 | 4,269,424 | ||||||
Bell AG | 222 | 519,233 | ||||||
Bellevue Group AG | 27,519 | 317,781 | ||||||
# | Berner Kantonalbank AG | 23,232 | 6,264,396 | |||||
BKW AG | 30,220 | 1,070,548 | ||||||
* | Bobst Group AG | 41,738 | 1,365,668 | |||||
# | Bossard Holding AG | 12,455 | 1,910,489 | |||||
Bucher Industries AG | 33,342 | 7,730,105 | ||||||
Burckhardt Compression Holding AG | 9,474 | 3,551,559 | ||||||
Burkhalter Holding AG | 1,851 | 664,812 | ||||||
Calida Holding AG | 6,147 | 175,453 | ||||||
Carlo Gavazzi Holding AG | 1,069 | 240,799 | ||||||
Centralschweizerische Kraftwerke AG | 105 | 34,230 | ||||||
* | Cham Paper Holding AG | 858 | 172,854 | |||||
#* | Charles Voegele Holding AG | 36,028 | 610,654 | |||||
* | Cicor Technologies | 5,212 | 159,278 | |||||
Cie Financiere Tradition SA | 8,263 | 446,837 | ||||||
Clariant AG | 1,021,075 | 14,236,180 |
86
Coltene Holding AG | 16,093 | $ | 775,120 | |||||
Conzzeta AG | 1,345 | 2,634,541 | ||||||
* | Cosmo Pharmaceuticals SpA | 1,287 | 63,130 | |||||
Daetwyler Holding AG | 29,754 | 3,291,331 | ||||||
* | Dufry AG | 77,241 | 9,621,647 | |||||
# | EFG International AG | 207,528 | 2,505,613 | |||||
* | Elma Electronic AG | 437 | 189,939 | |||||
Emmi AG | 13,244 | 3,737,338 | ||||||
EMS-Chemie Holding AG | 5,678 | 1,709,745 | ||||||
Energiedienst Holding AG | 71,249 | 2,751,154 | ||||||
Flughafen Zuerich AG | 15,560 | 7,245,116 | ||||||
Forbo Holding AG | 6,983 | 4,567,213 | ||||||
# | Galenica Holding AG | 18,828 | 11,365,910 | |||||
GAM Holding AG | 786,581 | 13,325,037 | ||||||
Gategroup Holding AG | 88,404 | 1,664,088 | ||||||
George Fischer AG | 17,097 | 7,257,746 | ||||||
Gurit Holding AG | 1,799 | 730,174 | ||||||
Helvetia Holding AG | 23,877 | 9,638,166 | ||||||
Huber & Suhner AG | 38,338 | 1,841,103 | ||||||
Implenia AG | 65,242 | 3,565,137 | ||||||
Inficon Holding AG | 6,899 | 2,036,875 | ||||||
Interroll Holding AG | 2,404 | 974,740 | ||||||
Intershop Holdings AG | 5,026 | 1,778,613 | ||||||
Jungfraubahn Holding AG | 1,956 | 131,708 | ||||||
Kaba Holding AG Class B | 11,858 | 4,619,979 | ||||||
* | Kardex AG | 21,055 | 764,237 | |||||
Komax Holding AG | 14,783 | 1,411,770 | ||||||
Kudelski SA | 181,131 | 2,389,599 | ||||||
Kuoni Reisen Holding AG | 14,723 | 4,654,602 | ||||||
LEM Holding SA | 3,667 | 2,277,182 | ||||||
Liechtensteinische Landesbank AG | 12,936 | 495,777 | ||||||
* | LifeWatch AG | 44,126 | 379,766 | |||||
# | Logitech International SA | 676,961 | 4,595,483 | |||||
Lonza Group AG | 230,831 | 15,007,843 | ||||||
# | Luzerner Kantonalbank AG | 17,399 | 6,633,735 | |||||
MCH Group AG | 965 | 61,975 | ||||||
# | Metall Zug AG | 496 | 1,157,727 | |||||
#* | Meyer Burger Technology AG | 222,481 | 1,753,313 | |||||
Micronas Semiconductor Holding AG | 155,041 | 1,112,252 | ||||||
Mikron Holding AG | 585 | 3,528 | ||||||
Mobilezone Holding AG | 138,514 | 1,416,684 | ||||||
Mobimo Holding AG | 26,411 | 5,926,465 | ||||||
* | Myriad Group AG | 61,429 | 155,585 | |||||
# | Nobel Biocare Holding AG | 478,680 | 4,800,988 | |||||
OC Oerlikon Corp. AG | 637,624 | 7,576,402 | ||||||
* | Orascom Development Holding AG | 16,970 | 196,883 | |||||
Orell Fuessli Holding AG | 4,930 | 470,305 | ||||||
Orior AG | 16,049 | 861,971 | ||||||
# | Panalpina Welttransport Holding AG | 39,970 | 3,528,689 | |||||
Parco Industriale e Immobiliare SA | 600 | | ||||||
Phoenix Mecano AG | 3,100 | 1,541,594 | ||||||
PSP Swiss Property AG | 148,327 | 13,521,739 | ||||||
PubliGroupe AG | 8,975 | 1,358,727 |
87
88
Shares/ | |||||||||
Face | |||||||||
Amount | |||||||||
(000) | Value | ||||||||
SECURITIES LENDING COLLATERAL (14.7%) | |||||||||
§@ | DFA Short Term Investment Fund | 36,732,930 | $ | 425,000,000 | |||||
Repurchase Agreement, Deutsche Bank Securities, Inc. 0.25%, 04/01/13 | |||||||||
(Collateralized by $553,912 FNMA, rates ranging from 2.500% to 3.500%, | |||||||||
maturities ranging from 01/01/28 to 08/01/42, valued at $556,505) to be | |||||||||
repurchased at $545,603 | $ | 546 | 545,593 | ||||||
TOTAL SECURITIES LENDING COLLATERAL | 425,545,593 | ||||||||
TOTAL INVESTMENTS (100.0%) (Cost $2,737,356,188) | $ | 2,905,195,763 |
89
Summary of the Series' investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | |||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||
Common Stocks | |||||||||||
Austria | | $ | 63,954,739 | | $ | 63,954,739 | |||||
Belgium | | 85,635,474 | | 85,635,474 | |||||||
Denmark | | 106,445,194 | | 106,445,194 | |||||||
Finland | | 169,490,185 | | 169,490,185 | |||||||
France | | 275,953,103 | | 275,953,103 | |||||||
Germany | | 368,093,946 | | 368,093,946 | |||||||
Greece | | 47,640,882 | | 47,640,882 | |||||||
Ireland | | 82,085,835 | | 82,085,835 | |||||||
Israel | $ | 939,239 | 76,542,185 | | 77,481,424 | ||||||
Italy | | 204,436,073 | | 204,436,073 | |||||||
Netherlands | | 138,942,433 | | 138,942,433 | |||||||
Norway | | 93,293,846 | | 93,293,846 | |||||||
Poland | | 71,533 | | 71,533 | |||||||
Portugal | | 31,709,018 | | 31,709,018 | |||||||
Russia | | 2,185,174 | | 2,185,174 | |||||||
Spain | | 126,510,778 | | 126,510,778 | |||||||
Sweden | | 272,487,460 | | 272,487,460 | |||||||
Switzerland | | 333,030,072 | | 333,030,072 | |||||||
United States | | 6,023 | | 6,023 | |||||||
Rights/Warrants | |||||||||||
Italy | | 1,889 | | 1,889 | |||||||
Norway | | 18,257 | | 18,257 | |||||||
Sweden | | 176,832 | | 176,832 | |||||||
Securities Lending Collateral | | 425,545,593 | | 425,545,593 | |||||||
TOTAL | $ | 939,239 | $ | 2,904,256,524 | | $ | 2,905,195,763 |
90
THE CANADIAN SMALL COMPANY SERIES
SCHEDULE OF INVESTMENTS
March 31, 2013
(Unaudited)
91
92
93
FINANCIALS (6.0%) | |||||||
# | AGF Management, Ltd. Class B | 341,808 | $ | 3,627,199 | |||
# | Alaris Royalty Corp. | 43,216 | 1,200,102 | ||||
# | Altus Group, Ltd. | 74,422 | 600,006 | ||||
# | Brookfield Real Estate Services, Inc. | 8,075 | 101,986 | ||||
# | Canaccord Financial, Inc. | 384,681 | 2,582,590 | ||||
# | Canadian Western Bank | 271,572 | 7,578,940 | ||||
# | Cash Store Financial Services, Inc. (The) | 51,170 | 129,959 | ||||
Clairvest Group, Inc. | 1,900 | 39,240 | |||||
# | Davis + Henderson Corp. | 262,626 | 5,646,259 | ||||
E-L Financial Corp., Ltd. | 1,422 | 732,158 | |||||
* | EGI Financial Holdings, Inc. | 14,650 | 154,309 | ||||
Equitable Group, Inc. | 52,295 | 1,957,234 | |||||
* | Equity Financial Holdings, Inc. | 800 | 7,789 | ||||
Fiera Capital Corp. | 36,300 | 356,621 | |||||
Firm Capital Mortgage Investment Corp. | 2,494 | 33,438 | |||||
First National Financial Corp. | 11,998 | 203,146 | |||||
#* | FirstService Corp. | 135,548 | 4,519,379 | ||||
#* | Genesis Land Development Corp. | 71,917 | 244,242 | ||||
Genworth MI Canada, Inc. | 149,254 | 3,670,192 | |||||
Gluskin Sheff + Associates, Inc. | 63,507 | 1,134,668 | |||||
# | GMP Capital, Inc. | 292,524 | 1,889,016 | ||||
Guardian Capital Group, Ltd. Class A | 11,327 | 150,529 | |||||
# | Home Capital Group, Inc. | 120,600 | 6,973,514 | ||||
# | Killam Properties, Inc. | 232,881 | 2,750,969 | ||||
* | Kingsway Financial Services, Inc. | 46,281 | 187,704 | ||||
Laurentian Bank of Canada | 126,882 | 5,490,705 | |||||
* | Mainstreet Equity Corp. | 16,062 | 496,794 | ||||
Melcor Developments, Ltd. | 12,681 | 224,946 | |||||
Pacific & Western Credit Corp. | 8,800 | 11,175 | |||||
# | Sprott Resource Lending Corp. | 750,703 | 1,034,586 | ||||
# | Sprott, Inc. | 248,356 | 855,683 | ||||
TOTAL FINANCIALS | 54,585,078 | ||||||
HEALTH CARE (1.8%) | |||||||
Amica Mature Lifestyles, Inc. | 17,546 | 152,859 | |||||
* | Bioniche Life Sciences, Inc. | 15,000 | 4,135 | ||||
#* | Burcon NutraScience Corp. | 43,238 | 129,818 | ||||
#* | Cangene Corp. | 140,432 | 400,899 | ||||
# | CML HealthCare, Inc. | 367,780 | 2,628,422 | ||||
Extendicare Inc/US | 337,997 | 2,695,059 | |||||
* | Imris, Inc. | 77,579 | 258,890 | ||||
# | Leisureworld Senior Care Corp. | 135,932 | 1,714,120 | ||||
# | Medical Facilities Corp. | 22,460 | 338,276 | ||||
# | Nordion, Inc. | 464,108 | 3,079,281 | ||||
#* | Oncolytics Biotech, Inc. | 91,887 | 284,928 | ||||
* | Paladin Labs, Inc. | 52,575 | 2,441,786 | ||||
* | Patheon, Inc. | 19,759 | 79,553 | ||||
#* | Prometic Life Sciences, Inc. | 247,137 | 102,178 |
94
95
INFORMATION TECHNOLOGY (3.9%) | |||||||
#* | 5N Plus, Inc. | 219,748 | $ | 462,923 | |||
Aastra Technologies, Ltd. | 33,028 | 655,130 | |||||
Absolute Software Corp. | 175,557 | 931,488 | |||||
Calian Technologies, Ltd. | 18,582 | 381,390 | |||||
* | Celestica, Inc. | 874,907 | 7,062,300 | ||||
* | COM DEV International, Ltd. | 376,575 | 1,479,091 | ||||
Computer Modelling Group, Ltd. | 127,087 | 2,638,445 | |||||
Constellation Software, Inc. | 16,819 | 2,071,394 | |||||
* | Descartes Systems Group, Inc. (The) | 262,529 | 2,460,281 | ||||
#* | DragonWave, Inc. | 162,023 | 256,787 | ||||
Enghouse Systems, Ltd. | 52,143 | 1,026,075 | |||||
# | Evertz Technologies, Ltd. | 133,981 | 2,073,319 | ||||
* | EXFO, Inc. | 104,830 | 531,451 | ||||
* | Hemisphere GPS, Inc. | 20,300 | 14,588 | ||||
MacDonald Dettwiler & Associates, Ltd. | 85,470 | 5,847,482 | |||||
Mediagrif Interactive Technologies, Inc. | 7,276 | 130,715 | |||||
* | Points International, Ltd. | 37,659 | 598,333 | ||||
* | Pure Technologies, Ltd. | 13,934 | 64,880 | ||||
#* | Redknee Solutions, Inc. | 127,436 | 424,013 | ||||
#* | Sandvine Corp. | 608,676 | 1,204,350 | ||||
* | Sierra Wireless, Inc. | 133,764 | 1,423,428 | ||||
* | Smart Technologies, Inc. Class A | 13,981 | 19,543 | ||||
Softchoice Corp. | 29,438 | 485,103 | |||||
Vecima Networks, Inc. | 21,676 | 101,355 | |||||
# | Wi-Lan, Inc. | 765,533 | 3,104,785 | ||||
* | Wireless Matrix Corp. | 102,939 | 59,786 | ||||
TOTAL INFORMATION TECHNOLOGY | 35,508,435 | ||||||
MATERIALS (21.2%) | |||||||
Aberdeen International, Inc. | 122,333 | 37,332 | |||||
Acadian Timber Corp. | 4,850 | 71,615 | |||||
#* | Ainsworth Lumber Co., Ltd. | 284,260 | 1,138,887 | ||||
* | Alacer Gold Corp. | 750,454 | 3,028,854 | ||||
# | Alamos Gold, Inc. | 470,720 | 6,464,088 | ||||
#* | Alexco Resource Corp. | 278,307 | 917,782 | ||||
#* | Almaden Minerals, Ltd. | 98,343 | 207,170 | ||||
#* | Altius Minerals Corp. | 112,600 | 1,329,009 | ||||
# | Amerigo Resources, Ltd. | 553,854 | 365,292 | ||||
* | Argonaut Gold, Inc. | 368,728 | 2,990,913 | ||||
#* | Asanko Gold, Inc. | 271,644 | 869,068 | ||||
#* | Atna Resources, Ltd. | 604,779 | 482,228 | ||||
#* | Augusta Resource Corp. | 308,545 | 792,738 | ||||
#* | Aura Minerals, Inc. | 530,169 | 177,445 | ||||
* | AuRico Gold, Inc. | 1,164,727 | 7,337,946 | ||||
* | Aurizon Mines, Ltd. | 694,168 | 3,040,850 | ||||
#* | Avalon Rare Metals, Inc. | 352,025 | 381,186 | ||||
* | B2Gold Corp. | 1,670,450 | 5,081,154 | ||||
#* | Brigus Gold Corp. | 912,312 | 772,347 | ||||
#* | Canada Lithium Corp. | 922,596 | 563,085 | ||||
* | Canam Group, Inc. Class A | 194,100 | 1,622,197 | ||||
Canexus Corp. | 434,301 | 3,809,245 | |||||
* | Canfor Corp. | 411,155 | 8,604,770 | ||||
# | Canfor Pulp Products, Inc. | 202,846 | 2,188,504 |
96
#* | Capstone Mining Corp. | 1,468,039 | $ | 3,266,002 | |||
* | Cardero Resource Corp. | 319,643 | 92,823 | ||||
#* | Carpathian Gold, Inc. | 587,371 | 161,898 | ||||
Cascades, Inc. | 489,976 | 2,170,490 | |||||
# | CCL Industries, Inc. Class B | 109,267 | 6,442,972 | ||||
Centerra Gold, Inc. | 42,518 | 253,220 | |||||
#* | China Gold International Resources Corp., Ltd. | 727,257 | 2,749,094 | ||||
* | Claude Resources, Inc. | 934,700 | 432,455 | ||||
* | Cline Mining Corp. | 210,100 | 17,580 | ||||
#* | Copper Mountain Mining Corp. | 637,731 | 1,707,563 | ||||
* | Dominion Diamond Corp. | 344,063 | 5,622,332 | ||||
#* | Duluth Metals, Ltd. | 388,214 | 741,384 | ||||
#* | Dundee Precious Metals, Inc. | 441,038 | 3,429,837 | ||||
* | Dynasty Metals & Mining, Inc. | 108,369 | 160,017 | ||||
#* | Eastern Platinum, Ltd. | 3,210,960 | 458,325 | ||||
* | Eastmain Resources, Inc. | 274,250 | 175,481 | ||||
* | Eco Oro Minerals Corp. | 261,445 | 247,071 | ||||
* | EcoSynthetix, Inc. | 1,500 | 5,168 | ||||
#* | Elgin Mining, Inc. | 16,362 | 7,892 | ||||
#* | Endeavour Mining Corp. | 1,378,843 | 2,035,995 | ||||
* | Endeavour Silver Corp. | 389,940 | 2,429,808 | ||||
* | Energy Fuels, Inc. | 2,398,488 | 365,965 | ||||
#* | Entree Gold, Inc. | 286,898 | 104,496 | ||||
#* | Excellon Resources, Inc. | 926,900 | 419,721 | ||||
#* | Exeter Resource Corp. | 70,137 | 84,232 | ||||
#* | First Majestic Silver Corp. | 431,070 | 6,980,465 | ||||
* | Formation Metals, Inc. | 43,581 | 6,650 | ||||
#* | Fortress Paper, Ltd. Class A | 69,284 | 566,085 | ||||
* | Fortuna Silver Mines, Inc. | 750,906 | 3,237,651 | ||||
#* | Fortune Minerals, Ltd. | 214,672 | 97,208 | ||||
#* | Golden Star Resources, Ltd. | 1,155,362 | 1,853,856 | ||||
#* | Goldgroup Mining, Inc. | 112,715 | 27,184 | ||||
#* | Great Panther Silver, Ltd. | 708,280 | 934,287 | ||||
#* | Guyana Goldfields, Inc. | 441,183 | 1,224,724 | ||||
* | Hanfeng Evergreen, Inc. | 45,837 | 85,280 | ||||
HudBay Minerals, Inc. | 804,774 | 7,739,964 | |||||
* | Imperial Metals Corp. | 181,428 | 2,670,029 | ||||
* | International Forest Products, Ltd. Class A | 290,627 | 2,978,222 | ||||
# | International Minerals Corp. | 77,900 | 282,199 | ||||
#* | International Tower Hill Mines, Ltd. | 220,027 | 335,721 | ||||
Intertape Polymer Group, Inc. | 310,229 | 3,371,490 | |||||
#* | Jaguar Mining, Inc. | 274,437 | 162,093 | ||||
* | Katanga Mining, Ltd. | 1,025,162 | 736,692 | ||||
#* | Kirkland Lake Gold, Inc. | 247,980 | 1,313,316 | ||||
#* | Labrador Iron Mines Holdings, Ltd. | 123,133 | 77,576 | ||||
#* | Lake Shore Gold Corp. | 1,419,989 | 852,678 | ||||
* | Lucara Diamond Corp. | 13,500 | 8,771 | ||||
#* | MAG Silver Corp. | 119,540 | 1,134,386 | ||||
Major Drilling Group International | 334,542 | 2,980,366 | |||||
* | MBAC Fertilizer Corp. | 120,072 | 264,765 | ||||
* | McEwen Mining - Minera Andes Andes Acquisition Corp. | 339,664 | 966,313 | ||||
#* | Mercator Minerals, Ltd. | 905,221 | 325,250 | ||||
# | Migao Corp. | 169,168 | 193,173 | ||||
Minco Base Metals Corp. | 2,780 | |
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Summary of the Series' investments as of March 31, 2013, based on their valuation inputs, is as follows (See Security Valuation Note):
Investments in Securities (Market Value) | ||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||
Common Stocks | ||||||||||||
Consumer Discretionary | $ | 68,828,130 | | | $ | 68,828,130 | ||||||
Consumer Staples | 27,573,319 | | | 27,573,319 | ||||||||
Energy | 166,265,385 | $ | 44,115 | | 166,309,500 | |||||||
Financials | 54,585,078 | | | 54,585,078 | ||||||||
Health Care | 16,906,346 | | | 16,906,346 | ||||||||
Industrials | 82,710,847 | | | 82,710,847 | ||||||||
Information Technology | 35,508,435 | | | 35,508,435 | ||||||||
Materials | 194,254,626 | 47 | | 194,254,673 | ||||||||
Real Estate Investment Trusts | 3,796,521 | | | 3,796,521 | ||||||||
Telecommunication Services | 1,984,899 | | | 1,984,899 | ||||||||
Utilities | 34,970,231 | | | 34,970,231 | ||||||||
Rights/Warrants | 10,731 | | | 10,731 | ||||||||
Securities Lending Collateral | | 228,823,106 | | 228,823,106 | ||||||||
TOTAL | $ | 687,394,548 | $ | 228,867,268 | | $ | 916,261,816 |
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Organization
The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940. The Trusts advisor is Dimensional Fund Advisors LP. (the Advisor) At March 31, 2013, the Trust consisted of eleven operational investment portfolios, of which five (collectively, the Series), are included in this document.
Security Valuation
The Series utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels described below:
Securities held by The Japanese Small Company Series, The Asia Pacific Small Company Series, The United Kingdom Small Company Series, The Continental Small Company Series and The Canadian Small Company Series (the International Equity Portfolios), including over-the-counter securities, are valued at the last quoted sale price at the close of the exchanges on which they are principally traded (official closing price). International equity securities are subject to a fair value factor, as described later in this note. Securities held by the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price (NOCP). If there is no last reported sale price or NOCP for the day, the International Equity Portfolios value the securities at the mean of the most recent quoted bid and asked prices, which approximate fair-value. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange (NYSE). These securities are generally categorized as Level 1 in the hierarchy.
Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors/Trustees. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Investment Committee of the Advisor) occur before the net asset value is calculated. When fair value pricing is used, the prices of securities used by the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges.
The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 11:00 p.m. PT), which is fourteen hours prior to the close of the NYSE (normally, 1:00 p.m. PT) and the time that the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the International Equity Portfolios price their shares at the close of the NYSE, the International Equity Portfolios will fair value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets perceptions and trading activities on the International Equity Portfolios' foreign investments since the last closing prices of the foreign investments were calculated on their primary foreign securities markets or exchanges. For these purposes, the the Board of Directors/Trustees of the Trust have determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios utilize data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolios foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.
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Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.
A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in the Security Valuation note. Valuation hierarchy tables have been included at the end of the Schedule of Investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The Series had no material transfers between Level 1 and Level 2 during the quarter ended March 31, 2013.
Financial Instruments
In accordance with the Series' investment objectives and policies, the Series may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:
1. Repurchase Agreements : The Series may purchase certain U.S. Government securities subject to the counterpartys agreement to repurchase them at an agreed upon date and price. The counterparty will be required on a daily basis to maintain the value of the collateral subject to the agreement at not less than the repurchase price (including accrued interest). The agreements are conditioned upon the collateral being deposited under the Federal Reserve book-entry system with the Trust's custodian or a third party sub-custodian. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. All open repurchase agreements were entered into on March 28, 2013.
2. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Series may be inhibited.
Derivative Financial Instruments
Disclosures on derivative instruments and hedging activities are intended to improve financial reporting for derivative instruments by enabling investors to understand how and why a fund uses derivatives, how derivatives are accounted for and how derivative instruments affect a Series results of operations and financial position. Summarized below are the specific types of derivative instruments used by the Series.
3. Futures Contracts: The Series may enter into futures contracts to gain market exposure on uninvested cash pending investment in securities or to maintain liquidity to pay redemptions. Upon entering into a futures contract, the Series deposits cash or pledges U.S. Government securities to a broker, equal to the minimum initial margin requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as variation margin and are recorded daily by the Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
Risks may arise upon entering into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities or indices, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Series could lose more than the initial margin requirements. The Series entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchanges clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default.
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Other
The Series are subject to claims and suits that arise from time to time in the ordinary course of business (for example, in The Tribune Company Bankruptcy, certain creditors have filed actions against all shareholders of The Tribune Company who tendered shares when the Tribune Company went private in 2007 in a leveraged buy-out transaction, seeking the return of proceeds received by the shareholders). Although management currently believes that resolving claims against us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our cash flows, these matters are subject to inherent uncertainties and managements view of these matters may change in the future.
Federal Tax Cost
At March 31, 2013, the total cost of securities for federal income tax purposes was:
The Japanese Small Company Series | $ | 2,590,923,330 |
The Asia Pacific Small Company Series | 1,266,743,976 | |
The United Kingdom Small Company Series | 1,250,616,155 | |
The Continental Small Company Series | 2,741,940,660 | |
The Canadian Small Company Series | 1,018,274,745 |
Subsequent Event Evaluations
Management has evaluated the impact of all subsequent events on the Series and has determined that there are no subsequent events requiring recognition or disclosure in the Schedules of Investments.
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