N-Q 1 dnq.htm ISHARES TRUST FORM N-Q iShares Trust Form N-Q

 

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 811-09729

 

 

iShares Trust

(Exact name of Registrant as specified in charter)

 

 

c/o: Investors Bank & Trust Company

200 Clarendon Street Boston, MA 02116-5021

(Address of principal executive offices) (Zip code)

 

The Corporation Trust Company

1209 Orange Street Wilmington, DE 19801

(Name and address of agent for service)

 

Registrant’s telephone number, including area code: 1-800-474-2737

 

Date of fiscal year end: March 31, 2007

 

Date of reporting period: June 30, 2006

 

Item 1.

Schedules of Investments.

Schedule of Investments (Unaudited)

 

iSHARES® NASDAQ BIOTECHNOLOGY INDEX FUND

June 30, 2006

 

Security

    Shares
    Value

COMMON STOCKS—100.02%

            

BIOTECHNOLOGY—50.72%

            

Alexion Pharmaceuticals Inc.(1)

    313,654    $ 11,329,182

Amgen Inc.(1)

    3,465,418      226,049,216

Arena Pharmaceuticals Inc.(1)(2)

    353,905      4,098,220

ARIAD Pharmaceuticals Inc.(1)

    589,342      2,657,932

ArQule Inc.(1)

    261,873      1,476,964

Barrier Therapeutics Inc.(1)

    279,070      1,825,118

Biocryst Pharmaceuticals Inc.(1)

    291,537      4,177,725

Biogen Idec Inc.(1)

    1,245,901      57,722,593

Celgene Corp.(1)

    1,420,348      67,367,106

Cell Genesys Inc.(1)(2)

    604,315      3,033,661

Cotherix Inc.(1)

    291,484      2,509,677

Crucell NV ADR(1)

    101,700      2,113,326

CuraGen Corp.(1)(2)

    519,169      1,817,091

Curis Inc.(1)

    367,600      496,260

Cytokinetics Inc.(1)

    312,854      1,967,852

deCODE genetics Inc.(1)(2)

    630,363      3,901,947

Digene Corp.(1)

    310,965      12,046,784

Diversa Corp.(1)

    462,905      4,471,662

Encysive Pharmaceuticals Inc.(1)(2)

    533,299      3,695,762

Enzon Pharmaceuticals Inc.(1)

    541,344      4,081,734

Exelixis Inc.(1)

    1,054,880      10,601,544

Gene Logic Inc.(1)

    235,477      317,894

Genitope Corp.(1)

    372,680      2,355,338

Genomic Health Inc.(1)

    90,676      1,067,257

Genzyme Corp.(1)

    845,250      51,602,512

Geron Corp.(1)(2)

    772,443      5,329,857

GTx Inc.(1)

    86,572      787,805

Harvard Bioscience Inc.(1)

    264,958      1,179,063

Human Genome Sciences Inc.(1)

    664,879      7,114,205

ICOS Corp.(1)(2)

    276,068      6,070,735

Illumina Inc.(1)

    392,193      11,632,444

Immunogen Inc.(1)

    333,408      1,043,567

Immunomedics Inc.(1)(2)

    597,608      1,577,685

Incyte Corp.(1)

    896,715      4,124,889

Inhibitex Inc.(1)(2)

    77,054      136,386

InterMune Inc.(1)(2)

    483,896      7,960,089

Invitrogen Corp.(1)

    216,657      14,314,528

Keryx Biopharmaceuticals Inc.(1)

    470,176      6,676,499

Kosan Biosciences Inc.(1)

    204,340      817,360

Lexicon Genetics Inc.(1)

    632,016      2,774,550

LifeCell Corp.(1)

    288,602      8,923,574

MedImmune Inc.(1)

    858,538      23,266,380

Millennium Pharmaceuticals Inc.(1)

    1,135,047      11,316,419

Momenta Pharmaceuticals Inc.(1)

    312,715      3,974,608

Monogram Biosciences Inc.(1)

    1,330,083      2,633,564

Myogen Inc.(1)

    360,621      10,458,009

Myriad Genetics Inc.(1)

    350,914      8,860,578

Nektar Therapeutics(1)(2)

    1,040,477      19,082,348

Neurochem Inc.(1)(2)

    452,994    4,770,027

Northfield Laboratories Inc.(1)(2)

    228,625    2,261,101

Novavax Inc.(1)(2)

    617,067    3,110,018

Orchid Cellmark Inc.(1)

    204,961    571,841

Oscient Pharmaceuticals Corp.(1)

    940,055    808,447

Panacos Pharmaceuticals Inc.(1)

    569,569    3,144,021

PDL BioPharma Inc.(1)

    813,235    14,971,656

Qiagen NV(1)(2)

    846,073    11,608,122

Regeneron Pharmaceuticals Inc.(1)

    766,003    9,820,158

Savient Pharmaceuticals Inc.(1)

    580,996    3,050,229

Seattle Genetics Inc.(1)

    449,357    2,067,042

Serologicals Corp.(1)

    378,785    11,909,000

Sirna Therapeutics Inc.(1)

    604,961    3,448,278

StemCells Inc.(1)(2)

    741,921    1,520,938

SuperGen Inc.(1)

    527,448    1,914,636

Telik Inc.(1)(2)

    549,320    9,063,780

Tercica Inc.(1)(2)

    349,411    1,848,384

Third Wave Technologies Inc.(1)

    441,049    1,314,326

Vasogen Inc.(1)(2)

    907,258    430,948

Vertex Pharmaceuticals Inc.(1)(2)

    982,253    36,058,508

XOMA Ltd.(1)

    1,423,230    2,419,491
         
          768,950,450

COMMERCIAL SERVICES—0.26%

          

Albany Molecular Research Inc.(1)

    364,748    3,895,509
         
          3,895,509

HEALTH CARE-PRODUCTS—2.33%

          

Cerus Corp.(1)

    234,286    1,670,459

Columbia Laboratories Inc.(1)

    159,422    557,977

EPIX Pharmaceuticals Inc.(1)

    257,962    1,122,135

Gen-Probe Inc.(1)

    332,962    17,973,289

Solexa Inc.(1)

    195,542    1,662,107

TECHNE Corp.(1)

    240,939    12,268,614
         
          35,254,581

PHARMACEUTICALS—46.71%

          

Abraxis BioScience Inc.(1)

    784,822    18,710,156

ACADIA Pharmaceuticals Inc.(1)

    289,715    2,445,195

Adams Respiratory Therapeutics Inc.(1)

    263,939    11,776,958

Adolor Corp.(1)

    586,762    14,674,918

Alkermes Inc.(1)

    760,458    14,387,865

Alnylam Pharmaceuticals Inc.(1)

    314,677    4,745,329

Amylin Pharmaceuticals Inc.(1)(2)

    547,988    27,054,168

Anadys Pharmaceuticals Inc.(1)

    280,026    817,676

Angiotech Pharmaceuticals Inc.(1)

    429,449    5,046,026

Antigenics Inc.(1)(2)

    440,312    933,461

Array BioPharma Inc.(1)

    275,131    2,366,127

Aspreva Pharmaceuticals Corp.(1)(2)

    187,319    5,083,838

AtheroGenics Inc.(1)(2)

    558,251    7,285,176

AVI BioPharma Inc.(1)(2)

    544,201    2,040,754

Axcan Pharma Inc.(1)

    744,858    9,774,176

Bioenvision Inc.(1)

    409,261    2,181,361

BioMarin Pharmaceutical Inc.(1)

    975,630    14,019,803

Cardiome Pharma Corp.(1)

    273,775    2,420,171

Cell Therapeutics Inc.(1)(2)

    892,577    1,285,311

Cephalon Inc.(1)(2)

    259,328    15,585,613

CollaGenex Pharmaceuticals Inc.(1)

    114,054    1,366,367

Connetics Corp.(1)

    452,583    5,322,376

Cubist Pharmaceuticals Inc.(1)(2)

    607,133    15,287,609

CV Therapeutics Inc.(1)

    572,812    8,002,184

Cypress Bioscience Inc.(1)

      365,822    2,246,147

Dendreon Corp.(1)

      673,364    3,259,082

Depomed Inc.(1)

      416,626    2,445,595

Discovery Laboratories Inc.(1)

      572,259    1,196,021

DOV Pharmaceutical Inc.(1)

      212,261    449,993

Draxis Health Inc.(1)

      5,915    26,263

Durect Corp.(1)

      605,095    2,341,718

Dyax Corp.(1)

      477,433    1,403,653

Endo Pharmaceuticals Holdings Inc.(1)

      625,746    20,637,103

Flamel Technologies SA ADR(1)

      254,651    4,703,404

Genta Inc.(1)

      1,753,623    2,875,942

Gilead Sciences Inc.(1)

      1,485,851    87,902,945

Hi-Tech Pharmacal Co. Inc.(1)

      146,164    2,421,938

Hollis-Eden Pharmaceuticals Inc.(1)(2)

      225,734    1,081,266

Idenix Pharmaceuticals Inc.(1)(2)

      474,097    4,456,512

ImClone Systems Inc.(1)

      359,754    13,900,895

Indevus Pharmaceuticals Inc.(1)

      412,541    2,256,599

Inspire Pharmaceuticals Inc.(1)

      627,441    2,917,601

Introgen Therapeutics Inc.(1)(2)

      292,863    1,244,668

Isis Pharmaceuticals Inc.(1)

      684,766    4,142,834

ISTA Pharmaceuticals Inc.(1)

      252,540    1,823,339

Kos Pharmaceuticals Inc.(1)

      401,385    15,100,104

MannKind Corp.(1)

      549,130    11,701,960

Matrixx Initiatives Inc.(1)

      96,012    1,493,947

Medarex Inc.(1)

      1,600,370    15,379,556

Medicines Co. (The)(1)

      344,606    6,737,047

MGI Pharma Inc.(1)

      613,989    13,200,763

Nabi Biopharmaceuticals(1)

      736,625    4,228,227

Nastech Pharmaceutical Co. Inc.(1)

      216,395    3,419,041

NeoPharm Inc.(1)

      241,858    1,289,103

Neurocrine Biosciences Inc.(1)

      191,800    2,033,080

New River Pharmaceuticals Inc.(1)(2)

      214,541    6,114,418

NitroMed Inc.(1)(2)

      379,615    1,833,540

Noven Pharmaceuticals Inc.(1)

      204,263    3,656,308

NPS Pharmaceuticals Inc.(1)

      403,175    1,967,494

Nuvelo Inc.(1)

      463,120    7,710,948

Onyx Pharmaceuticals Inc.(1)(2)

      531,382    8,943,159

OSI Pharmaceuticals Inc.(1)(2)

      477,952    15,753,298

Pain Therapeutics Inc.(1)(2)

      364,013    3,039,509

Penwest Pharmaceuticals Co.(1)

      203,850    4,450,046

Perrigo Co.

      875,297    14,092,282

Pharmacyclics Inc.(1)

      199,798    771,220

Pharmion Corp.(1)

      345,807    5,889,093

POZEN Inc.(1)(2)

      303,519    2,136,774

Progenics Pharmaceuticals Inc.(1)

      271,305    6,527,598

QLT Inc.(1)

      738,127    5,225,939

Renovis Inc.(1)

      287,744    4,405,361

Rigel Pharmaceuticals Inc.(1)

      245,815    2,391,780

Salix Pharmaceuticals Ltd.(1)

      482,400    5,933,520

Santarus Inc.(1)(2)

      484,142    3,219,544

SciClone Pharmaceuticals Inc.(1)

      455,054    1,042,074

Sciele Pharma Inc.(1)

      365,913    8,485,522

Sepracor Inc.(1)(2)

      491,144    28,063,968

Shire PLC ADR

      466,306    20,624,714

Tanox Inc.(1)

      570,310    7,887,387

Taro Pharmaceutical Industries Ltd.(1)(2)

      148,248    1,572,911

Teva Pharmaceutical Industries Ltd. ADR

      2,004,664    63,327,336

Threshold Pharmaceuticals Inc.(1)

      437,060    1,529,710

Trimeris Inc.(1)

      306,996    3,527,384

United Therapeutics Inc.(1)

      254,574    14,706,740

ViaCell Inc.(1)

      281,851    1,282,422

ViroPharma Inc.(1)

        645,286    5,562,365

VIVUS Inc.(1)

        415,351    1,599,101

Zymogenetics Inc.(1)

        740,789    14,052,767
             
              708,255,196
             

TOTAL COMMON STOCKS

              

(Cost: $1,933,641,408)

             1,516,355,736

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—9.83%

              

CERTIFICATES OF DEPOSIT(3)—0.28%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 135,591    135,591

Fortis Bank NY

              

4.43%, 07/20/06

        338,821    338,821

Societe Generale

              

5.33%, 12/08/06

        1,355,905    1,355,905

Toronto-Dominion Bank

              

3.94%, 07/10/06

        677,953    677,953

Washington Mutual Bank

              

5.28%, 08/07/06

        677,953    677,953

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        1,084,724    1,084,724
             
              4,270,947

COMMERCIAL PAPER(3)—2.13%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        3,785,390    3,764,132

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        650,835    647,444

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        1,296,096    1,290,573

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        515,244    514,030

CC USA Inc.

              

5.03%, 10/24/06(4)

        271,181    266,900

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        1,021,471    1,017,712

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        2,974,382    2,973,539

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        1,355,905    1,350,316

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        1,000,279    976,927

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        2,870,099    2,860,034

Five Finance Inc.

              

5.19%, 12/01/06(4)

        610,157    596,875

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        135,591    132,425

Govco Inc.

              

5.22%, 08/03/06(4)

        1,355,905    1,349,811

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        461,008    453,864

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        338,976    337,781

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        1,247,162    1,244,076

Landale Funding LLC

              

5.30%, 08/15/06(4)

        1,491,496    1,482,054

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        2,099,348    2,083,378

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        1,369,465    1,365,446

Prudential Funding LLC

              

5.22%, 07/31/06

        677,953    675,200

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        1,355,905    1,352,550

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        1,588,701    1,587,801

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        847,536    844,791

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        1,483,225    1,482,384

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        1,657,310    1,653,209
             
              32,303,252

MEDIUM-TERM NOTES(3)—0.24%

              

Bank of America N.A.

              

5.28%, 04/20/07

        338,976    338,976

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        420,331    420,330

K2 USA LLC

              

3.94%, 07/07/06(4)

        813,543    813,543

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        1,355,905    1,358,015

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        474,567    474,567

US Bank N.A.

              

2.85%, 11/15/06

        271,181    269,335
             
              3,674,766

MONEY MARKET FUNDS—0.02%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        225,489    225,489
             
              225,489

REPURCHASE AGREEMENTS(3)—1.72%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,713,022 (collateralized by non-U.S. Government debt securities, value $2,797,020, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 2,711,811    2,711,811

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $2,034,768 (collateralized by non-U.S. Government debt securities, value $2,240,364, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        2,033,858    2,033,858

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,713,022 (collateralized by non-U.S. Government debt securities, value $2,785,409, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      2,711,811    2,711,811

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,391,278 (collateralized by non-U.S. Government debt securities, value $3,793,568, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      3,389,764    3,389,764

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $813,913 (collateralized by non-U.S. Government debt securities, value $920,965, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      813,543    813,543

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,356,511 (collateralized by non-U.S. Government debt securities, value $1,384,932, 5.22% to 5.42%, 7/3/06).

      1,355,905    1,355,905

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $2,170,436 (collateralized by non-U.S. Government debt securities, value $2,281,065, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      2,169,449    2,169,449

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,356,511 (collateralized by non-U.S. Government debt securities, value $1,398,538, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      1,355,905    1,355,905

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,356,511 (collateralized by non-U.S. Government debt securities, value $1,398,556, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      1,355,905    1,355,905

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,713,022 (collateralized by non-U.S. Government debt securities, value $2,851,361, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      2,711,811    2,711,811

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,356,511 (collateralized by non-U.S. Government debt securities, value $1,426,900, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      1,355,905    1,355,905

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $474,783 (collateralized by non-U.S. Government debt securities, value $502,377, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      474,567    474,567

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $998,381 (collateralized by non-U.S. Government debt securities, value $1,004,755, 0.00% to 10.00%, 7/3/06 to 6/30/36). (7)

      949,134    949,134

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $2,713,027 (collateralized by non-U.S. Government debt securities, value $2,851,331, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      2,711,811    2,711,811
           
            26,101,179

TIME DEPOSITS(3)—0.84%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      1,355,905    1,355,905

KBC Bank NV

            

5.32%, 07/03/06

      4,067,716    4,067,716

Societe Generale

            

5.32%, 07/03/06

      3,389,764    3,389,764

UBS AG

            

5.25%-5.34%, 07/03/06

      3,909,198    3,909,198
           
            12,722,583

VARIABLE & FLOATING RATE NOTES(3)—4.60%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      3,471,118    3,471,605

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      1,016,929    1,016,922

American Express Centurion Bank

            

5.34%, 07/19/07

      1,491,496    1,493,277

American Express Credit Corp.

            

5.23%, 07/05/07

      406,772    407,041

ASIF Global Financing

            

5.17%, 05/03/07(4)

      135,591    135,654

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      881,339    881,339

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      2,305,039    2,305,025

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      1,355,905    1,355,905

BNP Paribas

            

5.14%, 05/18/07(4)

      2,508,425    2,508,425

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      989,811    989,811

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      338,976    338,976

Credit Agricole SA

            

5.31%, 07/23/07

      1,355,905    1,355,905

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      1,355,905    1,355,905

DEPFA Bank PLC

            

5.37%, 06/15/07

      1,355,905    1,355,905

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      1,559,291    1,559,414

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      1,355,905    1,355,905

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      2,711,811    2,711,811

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      406,772    406,777

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      1,016,929    1,016,836

General Electric Capital Corp.

            

5.25%, 04/09/07

      610,157    610,490

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      2,033,858    2,034,237

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      1,355,905    1,355,905

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      1,016,929    1,016,929

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      2,033,858    2,033,805

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      1,416,947    1,416,946

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      1,694,882    1,694,331

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      1,491,496    1,491,366

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      658,957    658,956

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      745,748    745,748

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      2,033,858    2,033,858

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      170,844    170,901

Mound Financing PLC

            

5.11%, 05/08/07(4)

      1,274,551    1,274,551

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      1,355,905    1,355,827

National City Bank of Indiana

            

5.17%, 05/21/07

      677,953    678,003

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      3,660,945    3,661,047

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      477,957    477,842

Northern Rock PLC

            

5.17%, 05/03/07(4)

      1,627,087    1,627,126

Principal Life Global Funding I

            

5.63%, 02/08/07

      610,157    611,879

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      1,016,929    1,016,875

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      1,111,842    1,111,842

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      1,355,905    1,355,905

Strips III LLC

            

5.37%, 07/24/06(4)

      316,966    316,966

SunTrust Bank

            

5.08%, 05/01/07

      1,355,905    1,355,975

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      2,562,661    2,562,388

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      1,898,268    1,898,267

US Bank N.A.

            

5.28%, 09/29/06

      610,157    610,119

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      2,170,534    2,170,535

Wachovia Bank N.A.

            

5.36%, 05/22/07

      2,711,811    2,711,811

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      677,953    677,997

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      1,220,315    1,220,301

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      1,340,991    1,336,580

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      457,944      457,944  
           
              69,775,690  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $149,073,906)

             149,073,906  
           

TOTAL INVESTMENTS IN SECURITIES—109.85%

                

(Cost: $2,082,715,314)

             1,665,429,642  

Other Assets, Less Liabilities—(9.85)%

             (149,297,224 )
           

NET ASSETS—100.00%

           $ 1,516,132,418  
           

 

ADR—American Depositary Receipts

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 1000 INDEX FUND

June

30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.95%

              

ADVERTISING—0.24%

              

Clear Channel Outdoor Holdings Inc. Class A(1)

      10,108    $ 211,864

Donnelley (R.H.) Corp.(1)

      14,636      791,369

Getty Images Inc.(1)

      14,845      942,806

Harte-Hanks Inc.

      15,980      409,727

Interpublic Group of Companies Inc.(1)

      124,655      1,040,869

Lamar Advertising Co.(1)

      23,662      1,274,435

Omnicom Group Inc.

      48,750      4,343,137
           
              9,014,207

AEROSPACE & DEFENSE—1.97%

              

Alliant Techsystems Inc.(1)

      10,066      768,539

Armor Holdings Inc.(1)

      8,563      469,509

Boeing Co. (The)

      228,481      18,714,879

DRS Technologies Inc.

      11,383      554,921

General Dynamics Corp.

      115,352      7,550,942

Goodrich (B.F.) Co.

      35,407      1,426,548

L-3 Communications Holdings Inc.

      34,851      2,628,462

Lockheed Martin Corp.

      104,648      7,507,448

Northrop Grumman Corp.

      98,231      6,292,678

Raytheon Co.

      127,495      5,682,452

Rockwell Collins Inc.

      48,889      2,731,428

United Technologies Corp.

      288,857      18,319,311
           
              72,647,117

AGRICULTURE—1.75%

              

Altria Group Inc.

      596,685      43,814,580

Archer-Daniels-Midland Co.

      187,006      7,719,608

Loews Corp. - Carolina Group

      26,657      1,369,370

Monsanto Co.

      77,317      6,509,318

Reynolds American Inc.

      24,532      2,828,540

UST Inc.

      46,119      2,084,118
           
              64,325,534

AIRLINES—0.21%

              

AMR Corp.(1)

      60,229      1,531,021

Continental Airlines Inc. Class B(1)

      25,062      746,848

Southwest Airlines Co.

      229,335      3,754,214

UAL Corp.(1)

      28,150      873,213

US Airways Group Inc.(1)

      17,378      878,284
           
              7,783,580

APPAREL—0.34%

              

Coach Inc.(1)

      110,001      3,289,030

Jones Apparel Group Inc.

      32,164      1,022,494

Liz Claiborne Inc.

      29,864      1,106,760

Nike Inc. Class B

      55,130      4,465,530

Polo Ralph Lauren Corp.

      17,450      958,005

VF Corp.

      25,093      1,704,317
           
              12,546,136

AUTO MANUFACTURERS—0.34%

            

Ford Motor Co.

      515,685    3,573,697

General Motors Corp.(2)

      134,944    4,019,982

Oshkosh Truck Corp.

      21,037    999,678

PACCAR Inc.

      47,640    3,924,583
           
            12,517,940

AUTO PARTS & EQUIPMENT—0.21%

            

Autoliv Inc.

      23,701    1,340,766

BorgWarner Inc.

      16,357    1,064,841

Goodyear Tire & Rubber Co. (The)(1)

      50,637    562,071

Johnson Controls Inc.

      55,710    4,580,476

TRW Automotive Holdings Corp.(1)

      12,454    339,745
           
            7,887,899

BANKS—6.54%

            

AmSouth Bancorp

      98,890    2,615,640

Associated Bancorp

      37,787    1,191,424

BancorpSouth Inc.

      22,662    617,539

Bank of America Corp.

      1,304,026    62,723,651

Bank of Hawaii Corp.

      14,532    720,787

Bank of New York Co. Inc. (The)

      217,729    7,010,874

BB&T Corp.

      156,157    6,494,570

BOK Financial Corp.

      6,232    309,543

City National Corp.

      11,916    775,612

Colonial BancGroup Inc. (The)

      44,176    1,134,440

Comerica Inc.

      46,414    2,413,064

Commerce Bancorp Inc.

      52,632    1,877,383

Commerce Bancshares Inc.

      19,084    955,154

Compass Bancshares Inc.

      36,899    2,051,584

Cullen/Frost Bankers Inc.

      15,746    902,246

East West Bancorp Inc.

      17,349    657,701

Fifth Third Bancorp

      136,440    5,041,458

First Citizens BancShares Inc. Class A

      1,720    344,860

First Horizon National Corp.

      35,213    1,415,563

Fulton Financial Corp.

      49,600    789,632

Huntington Bancshares Inc.

      70,088    1,652,675

Investors Financial Services Corp.

      18,790    843,671

KeyCorp

      115,499    4,121,004

M&T Bank Corp.

      21,727    2,562,048

Marshall & Ilsley Corp.

      72,336    3,308,649

Mellon Financial Corp.

      118,174    4,068,731

Mercantile Bankshares Corp.

      35,209    1,255,905

National City Corp.

      163,196    5,906,063

North Fork Bancorp Inc.

      132,927    4,010,408

Northern Trust Corp.

      62,307    3,445,577

PNC Financial Services Group

      84,580    5,934,979

Popular Inc.

      79,542    1,527,206

Regions Financial Corp.

      130,336    4,316,728

Sky Financial Group Inc.

      28,789    679,708

South Financial Group Inc. (The)

      21,428    565,913

State Street Corp.

      94,969    5,516,749

SunTrust Banks Inc.

      103,907    7,923,948

Synovus Financial Corp.

      77,375    2,072,102

TCF Financial Corp.

      37,690    996,900

TD Banknorth Inc.

      28,800    848,160

U.S. Bancorp

      508,604    15,705,692

UnionBanCal Corp.

      15,293    987,775

Valley National Bancorp

      31,810    817,835

Wachovia Corp.

      459,628    24,856,682

Webster Financial Corp.

      15,084    715,585

Wells Fargo & Co.

      480,066    32,202,827

Whitney Holding Corp.

      18,772    663,966

Wilmington Trust Corp.

      19,491    822,130

Zions Bancorporation

      30,321    2,363,219
           
            240,735,560

BEVERAGES—1.94%

            

Anheuser-Busch Companies Inc.

      220,828    10,067,549

Brown-Forman Corp. Class B

      17,613    1,258,449

Coca-Cola Co. (The)

      582,287    25,049,987

Coca-Cola Enterprises Inc.

      87,268    1,777,649

Constellation Brands Inc.(1)

      56,769    1,419,225

Hansen Natural Corp.(1)

      4,358    829,632

Molson Coors Brewing Co. Class B

      13,954    947,198

Pepsi Bottling Group Inc.

      39,328    1,264,395

PepsiAmericas Inc.

      17,833    394,288

PepsiCo Inc.

      472,201    28,350,948
           
            71,359,320

BIOTECHNOLOGY—1.47%

            

Amgen Inc.(1)

      336,962    21,980,031

Biogen Idec Inc.(1)

      98,259    4,552,339

Celgene Corp.(1)

      99,272    4,708,471

Charles River Laboratories International Inc.(1)

      20,611    758,485

Genentech Inc.(1)

      133,376    10,910,157

Genzyme Corp.(1)

      74,394    4,541,754

Invitrogen Corp.(1)

      15,204    1,004,528

MedImmune Inc.(1)

      71,082    1,926,322

Millennium Pharmaceuticals Inc.(1)

      89,953    896,831

Millipore Corp.(1)

      15,193    957,007

PDL BioPharma Inc.(1)

      32,709    602,173

Vertex Pharmaceuticals Inc.(1)

      31,480    1,155,631
           
            53,993,729

BUILDING MATERIALS—0.32%

            

American Standard Companies Inc.

      50,903    2,202,573

Eagle Materials Inc.

      14,379    683,002

Florida Rock Industries Inc.

      13,700    680,479

Lennox International Inc.

      17,224    456,092

Martin Marietta Materials Inc.

      13,067    1,191,057

Masco Corp.

      113,500    3,364,140

USG Corp.(1)

      10,944    798,146

Vulcan Materials Co.

      28,749    2,242,422
           
            11,617,911

CHEMICALS—1.46%

            

Air Products & Chemicals Inc.

      64,058    4,094,587

Airgas Inc.

      19,327    719,931

Albemarle Corp.

      11,224    537,405

Ashland Inc.

      18,215    1,214,940

Cabot Corp.

      18,123    625,606

Celanese Corp. Class A

      21,703    443,175

Chemtura Corp.

      68,662    641,303

Cytec Industries Inc.

      11,786    632,437

Dow Chemical Co. (The)

      274,810    10,725,834

Du Pont (E.I.) de Nemours and Co.

      263,254    10,951,366

Eastman Chemical Co.

      23,363    1,261,602

Ecolab Inc.

      51,534    2,091,250

FMC Corp.

      11,175    719,558

Huntsman Corp.(1)

      25,768    446,302

International Flavors & Fragrances Inc.

      25,957    914,725

Lubrizol Corp.

      19,538    778,589

Lyondell Chemical Co.

      61,978    1,404,421

Mosaic Co. (The)(1)

      37,533    587,391

PPG Industries Inc.

      47,330    3,123,780

Praxair Inc.

      92,331    4,985,874

Rohm & Haas Co.

      45,937    2,302,362

RPM International Inc.

      33,877    609,786

Sherwin-Williams Co. (The)

      32,262    1,531,800

Sigma-Aldrich Corp.

      19,130    1,389,603

Valhi Inc.

      2,083    51,138

Valspar Corp. (The)

      29,048    767,158

Westlake Chemical Corp.

      3,873    115,415
           
            53,667,338

COAL—0.27%

            

Arch Coal Inc.

      40,862    1,731,323

CONSOL Energy Inc.

      52,348    2,445,699

Foundation Coal Holdings Inc.

      13,019    610,982

Massey Energy Co.

      23,426    843,336

Peabody Energy Corp.

      75,648    4,217,376
           
            9,848,716

COMMERCIAL SERVICES—1.14%

            

ADESA Inc.

      25,678    571,079

Alliance Data Systems Corp.(1)

      23,207    1,365,036

Apollo Group Inc. Class A(1)

      39,841    2,058,584

ARAMARK Corp. Class B

      33,835    1,120,277

Block (H & R) Inc.

      93,845    2,239,142

Career Education Corp.(1)

      27,906    834,110

Cendant Corp.

      285,819    4,655,992

ChoicePoint Inc.(1)

      24,596    1,027,375

Convergys Corp.(1)

      40,041    780,799

Corporate Executive Board Co. (The)

      11,438    1,146,088

Corrections Corp. of America(1)

      11,456    606,481

Donnelley (R.R.) & Sons Co.

      61,751    1,972,944

Equifax Inc.

      36,740    1,261,652

Hewitt Associates Inc. Class A(1)

      15,157    340,729

Iron Mountain Inc.(1)

      32,751    1,224,232

ITT Educational Services Inc.(1)

      12,500    822,625

Laureate Education Inc.(1)

      12,463    531,298

Manpower Inc.

      25,047    1,618,036

McKesson Corp.

      86,903    4,108,774

Moody’s Corp.

      69,386    3,778,762

Paychex Inc.

      96,041    3,743,678

Pharmaceutical Product Development Inc.

      28,861    1,013,598

Quanta Services Inc.(1)

      31,157    539,951

Robert Half International Inc.

      42,953    1,804,026

Service Corp. International

      84,512    687,928

ServiceMaster Co. (The)

      83,072    858,134

United Rentals Inc.(1)

      18,475    590,830

Weight Watchers International Inc.

      13,225    540,770
           
            41,842,930

COMPUTERS—3.53%

            

Affiliated Computer Services Inc. Class A(1)

      32,154    1,659,468

Apple Computer Inc.(1)

      243,034    13,882,102

Cadence Design Systems Inc.(1)

      80,726    1,384,451

Ceridian Corp.(1)

      41,981    1,026,016

Cognizant Technology Solutions Corp.(1)

      40,119    2,702,817

Computer Sciences Corp.(1)

      53,291    2,581,416

Dell Inc.(1)

      659,226    16,091,707

Diebold Inc.

      19,247    781,813

DST Systems Inc.(1)

      16,891    1,005,014

Electronic Data Systems Corp.

      148,144    3,564,345

EMC Corp.(1)

      675,683    7,412,243

FactSet Research Systems Inc.

      11,907    563,201

Hewlett-Packard Co.

      800,784    25,368,837

International Business Machines Corp.

      443,027    34,033,334

Lexmark International Inc.(1)

      30,094    1,680,148

National Instruments Corp.

      16,064    440,154

NCR Corp.(1)

      52,007    1,905,536

Network Appliance Inc.(1)

      106,918    3,774,205

Reynolds & Reynolds Co. (The) Class A

      17,925    549,760

SanDisk Corp.(1)

      55,816    2,845,500

Sun Microsystems Inc.(1)

      999,478    4,147,834

Synopsys Inc.(1)

      41,100    771,447

Unisys Corp.(1)

      98,016    615,540

Western Digital Corp.(1)

      63,065    1,249,318
           
            130,036,206

COSMETICS & PERSONAL CARE—1.83%

            

Alberto-Culver Co.

      22,264    1,084,702

Avon Products Inc.

      128,669    3,988,739

Colgate-Palmolive Co.

      147,067    8,809,313

Estee Lauder Companies Inc. (The) Class A

      35,531    1,373,984

Procter & Gamble Co.

      937,684    52,135,230
           
            67,391,968

DISTRIBUTION & WHOLESALE—0.24%

            

CDW Corp.

      16,790    917,573

Fastenal Co.

      35,912    1,446,894

Genuine Parts Co.

      49,343    2,055,629

Grainger (W.W.) Inc.

      21,855    1,644,152

Ingram Micro Inc. Class A(1)

      40,081    726,669

Pool Corp.

      15,129    660,078

Tech Data Corp.(1)

      15,885    608,554

WESCO International Inc.(1)

      13,822    953,718
           
            9,013,267

DIVERSIFIED FINANCIAL SERVICES—7.86%

            

Affiliated Managers Group Inc.(1)

      8,949    777,579

American Express Co.

      309,204    16,455,837

AmeriCredit Corp.(1)(2)

      37,271    1,040,606

Ameriprise Financial Inc.

      61,383    2,741,979

Bear Stearns Companies Inc. (The)

      34,464    4,827,717

BlackRock Inc.

      5,663    788,120

Capital One Financial Corp.

      86,595    7,399,543

CBOT Holdings Inc. Class A(1)

      15,093    1,804,972

Chicago Mercantile Exchange Holdings Inc.

      9,900    4,862,385

CIT Group Inc.

      56,963    2,978,595

Citigroup Inc.

      1,420,538    68,526,753

Countrywide Financial Corp.

      173,627    6,611,716

E*TRADE Financial Corp.(1)

      121,853    2,780,685

Eaton Vance Corp.

      33,055    825,053

Edwards (A.G.) Inc.

      21,876    1,210,180

Federal Home Loan Mortgage Corp.

      197,734    11,272,815

Federal National Mortgage Association

      277,232    13,334,859

Federated Investors Inc. Class B

      26,165    824,197

First Marblehead Corp. (The)(2)

      8,735    497,371

Franklin Resources Inc.

      48,732    4,230,425

Goldman Sachs Group Inc. (The)

      109,013    16,398,826

IndyMac Bancorp Inc.

      18,724    858,495

IntercontinentalExchange Inc.(1)

      5,827    337,616

Investment Technology Group Inc.(1)

      12,367    628,986

Janus Capital Group Inc.

      60,475    1,082,502

Jefferies Group Inc.

      33,869    1,003,538

JP Morgan Chase & Co.

      992,858    41,700,036

Legg Mason Inc.

      36,444    3,626,907

Lehman Brothers Holdings Inc.

      152,999    9,967,885

MasterCard Inc. Class A(1)

      17,587    844,176

Merrill Lynch & Co. Inc.

      263,265    18,312,713

Morgan Stanley

      306,066    19,346,432

Nasdaq Stock Market Inc. (The)(1)

      27,005    807,449

Nelnet Inc. Class A(1)

      5,546    224,890

Nuveen Investments Inc. Class A

      22,634    974,394

NYSE Group Inc.(1)

      44,549    3,050,716

Raymond James Financial Inc.

      25,891    783,721

Rowe (T.) Price Group Inc.

      75,887    2,869,287

Schwab (Charles) Corp. (The)

      298,516    4,770,286

SLM Corp.

      117,406    6,213,126

Student Loan Corp. (The)

      1,143    230,886

TD Ameritrade Holding Corp.

      89,036    1,318,623
           
            289,142,877

ELECTRIC—3.31%

            

AES Corp. (The)(1)

      188,116    3,470,740

Allegheny Energy Inc.(1)

      46,675    1,730,242

Alliant Energy Corp.

      33,587    1,152,034

Ameren Corp.

      58,678    2,963,239

American Electric Power Co. Inc.

      112,562    3,855,248

CenterPoint Energy Inc.

      88,977    1,112,212

CMS Energy Corp.(1)

      63,193    817,717

Consolidated Edison Inc.

      70,231    3,121,066

Constellation Energy Group Inc.

      51,135    2,787,880

Dominion Resources Inc.

      99,311    7,427,470

DPL Inc.

      34,743    931,112

DTE Energy Co.

      50,798    2,069,511

Duke Energy Corp.

      353,218    10,374,013

Edison International

      93,101    3,630,939

Energy East Corp.

      42,199    1,009,822

Entergy Corp.

      59,419    4,203,894

Exelon Corp.

      190,970    10,852,825

FirstEnergy Corp.

      94,251    5,109,347

FPL Group Inc.

      115,517    4,780,093

Great Plains Energy Inc.

      22,710    632,701

Hawaiian Electric Industries Inc.(2)

      23,180    646,954

MDU Resources Group Inc.

      34,281    1,255,027

Mirant Corp.(1)

      85,731    2,297,591

Northeast Utilities

      43,881    907,020

NRG Energy Inc.(1)

      39,141    1,885,813

NSTAR

      30,521    872,901

OGE Energy Corp.

      25,938    908,608

Pepco Holdings Inc.

      54,398    1,282,705

PG&E Corp.

      99,203    3,896,694

Pinnacle West Capital Corp.

      28,346    1,131,289

PPL Corp.

      108,727    3,511,882

Progress Energy Inc.

      72,286    3,098,901

Public Service Enterprise Group Inc.

      71,858    4,751,251

Puget Energy Inc.

      33,156    712,191

Reliant Energy Inc.(1)

      87,624    1,049,736

SCANA Corp.

      32,999    1,273,101

Sierra Pacific Resources Corp.(1)

      57,402    803,628

Southern Co. (The)

      212,041    6,795,914

TECO Energy Inc.

      59,654    891,231

TXU Corp.

      130,513    7,803,372

Wisconsin Energy Corp.

      33,427    1,347,108

WPS Resources Corp.

      12,292    609,683

Xcel Energy Inc.

      115,868    2,222,348
           
            121,987,053

ELECTRICAL COMPONENTS & EQUIPMENT—0.41%

            

American Power Conversion Corp.

      48,860    952,281

AMETEK Inc.

      20,255    959,682

Emerson Electric Co.

      117,290    9,830,075

Energizer Holdings Inc.(1)

      17,658    1,034,229

Hubbell Inc. Class B

      17,372    827,776

Molex Inc.

      39,245    1,317,455
           
            14,921,498

ELECTRONICS—0.65%

            

Agilent Technologies Inc.(1)

      121,730    3,841,799

Amphenol Corp. Class A

      25,600    1,432,576

Applera Corp. - Applied Biosystems Group

      52,879    1,710,636

Arrow Electronics Inc.(1)

      34,813    1,120,979

Avnet Inc.(1)

      36,621    733,152

AVX Corp.

      14,479    228,623

Dolby Laboratories Inc. Class A(1)

      9,996    232,907

Fisher Scientific International Inc.(1)

      35,475    2,591,449

Gentex Corp.

      43,937    615,118

Jabil Circuit Inc.

      52,139    1,334,758

Mettler Toledo International Inc.(1)

      11,649    705,580

PerkinElmer Inc.

      36,182    756,204

Sanmina-SCI Corp.(1)

      152,257    700,382

Solectron Corp.(1)

      255,442    873,612

Symbol Technologies Inc.

      72,513    782,415

Tektronix Inc.

      23,900    703,138

Thermo Electron Corp.(1)

      46,774    1,695,090

Thomas & Betts Corp.(1)

      17,835    914,935

Trimble Navigation Ltd.(1)

      15,612    696,920

Vishay Intertechnology Inc.(1)

      48,114    756,833

Waters Corp.(1)

      29,577    1,313,219
           
            23,740,325

ENERGY - ALTERNATE SOURCES—0.02%

            

Covanta Holding Corp.(1)

      32,580    575,037
           
            575,037

ENGINEERING & CONSTRUCTION—0.13%

            

Fluor Corp.

      25,019    2,325,016

Jacobs Engineering Group Inc.(1)

      16,746    1,333,651

Shaw Group Inc. (The)(1)

      22,937    637,649

URS Corp.(1)

      14,617    613,914
           
            4,910,230

ENTERTAINMENT—0.23%

            

DreamWorks Animation SKG Inc. Class A(1)

      11,592    265,457

GTECH Holdings Corp.

      36,392    1,265,714

International Game Technology Inc.

      96,895    3,676,196

International Speedway Corp. Class A

      10,072    467,039

Penn National Gaming Inc.(1)

      20,660    801,195

Regal Entertainment Group Class A(2)

      18,025    366,268

Scientific Games Corp. Class A(1)

      18,908    673,503

Warner Music Group Corp.

      26,360    777,093
           
            8,292,465

ENVIRONMENTAL CONTROL—0.25%

            

Allied Waste Industries Inc.(1)

      71,315    810,138

Nalco Holding Co.(1)

      30,339    534,877

Republic Services Inc.

      33,955    1,369,745

Stericycle Inc.(1)

      12,648    823,385

Waste Management Inc.

      155,769    5,588,992
           
            9,127,137

FOOD—1.48%

            

Campbell Soup Co.

      67,989    2,523,072

ConAgra Foods Inc.

      148,408    3,281,301

Corn Products International Inc.

      21,188    648,353

Dean Foods Co.(1)

      38,865    1,445,389

Del Monte Foods Co.

      57,063    640,817

General Mills Inc.

      101,708    5,254,235

Heinz (H.J.) Co.

      95,730    3,945,991

Hershey Co. (The)

      50,412    2,776,189

Hormel Foods Corp.

      21,081    782,948

Kellogg Co.

      70,581    3,418,238

Kraft Foods Inc.

      60,277    1,862,559

Kroger Co.

      206,539    4,514,943

McCormick & Co. Inc. NVS

      37,857    1,270,102

Safeway Inc.

      128,617    3,344,042

Sara Lee Corp.

      217,210    3,479,704

Smithfield Foods Inc.(1)

      28,237    814,073

Smucker (J.M.) Co. (The)

      16,632    743,450

SUPERVALU Inc.

      58,476    1,795,213

Sysco Corp.

      176,745    5,401,327

Tyson Foods Inc. Class A

      63,471    943,179

Whole Foods Market Inc.

      40,029    2,587,475

Wrigley (William Jr.) Co.

      67,084    3,042,930
           
            54,515,530

FOREST PRODUCTS & PAPER—0.43%

            

International Paper Co.

      140,860    4,549,778

Louisiana-Pacific Corp.

      30,345    664,555

MeadWestvaco Corp.

      51,763    1,445,741

Plum Creek Timber Co. Inc.

      52,675    1,869,962

Rayonier Inc.

      21,866    828,940

Smurfit-Stone Container Corp.(1)

      72,715    795,502

Temple-Inland Inc.

      31,573    1,353,535

Weyerhaeuser Co.

      70,359    4,379,848
           
            15,887,861

GAS—0.34%

            

AGL Resources Inc.

      22,269    848,894

Atmos Energy Corp.

      23,189    647,205

Energen Corp.

      20,994    806,380

KeySpan Corp.

      49,995    2,019,798

NiSource Inc.

      77,914    1,701,642

ONEOK Inc.

      33,546    1,141,906

Sempra Energy

      74,034    3,367,066

Southern Union Co.

      28,481    770,696

UGI Corp.

      30,092    740,865

Vectren Corp.

      21,770    593,232
           
            12,637,684

HAND & MACHINE TOOLS—0.14%

            

Black & Decker Corp.

      21,716    1,834,133

Kennametal Inc.

      11,312    704,172

Lincoln Electric Holdings Inc.

      12,125    759,631

Snap-On Inc.

      16,604    671,134

Stanley Works (The)

      23,219    1,096,401
           
            5,065,471

HEALTH CARE - PRODUCTS—3.19%

            

Advanced Medical Optics Inc.(1)

      19,626    995,038

Bard (C.R.) Inc.

      29,591    2,167,837

Bausch & Lomb Inc.

      15,322    751,391

Baxter International Inc.

      187,111    6,878,200

Beckman Coulter Inc.

      18,039    1,002,066

Becton, Dickinson & Co.

      70,671    4,320,118

Biomet Inc.

      70,315    2,200,156

Boston Scientific Corp.(1)

      352,637    5,938,407

Cooper Companies Inc.

      12,720    563,369

Cytyc Corp.(1)

      32,671    828,537

Dade Behring Holdings Inc.

      24,904    1,037,003

DENTSPLY International Inc.

      22,560    1,367,136

Edwards Lifesciences Corp.(1)

      16,845    765,268

Gen-Probe Inc.(1)

      14,742    795,773

Henry Schein Inc.(1)

      25,236    1,179,278

Hillenbrand Industries Inc.

      17,532    850,302

IDEXX Laboratories Inc.(1)

      9,017    677,447

Intuitive Surgical Inc.(1)

      10,448    1,232,551

Johnson & Johnson

      846,117    50,699,331

Kinetic Concepts Inc.(1)

      12,534    553,376

Medtronic Inc.

      344,905    16,182,943

Patterson Companies Inc.(1)

      39,617    1,383,822

ResMed Inc.(1)

      21,548    1,011,679

Respironics Inc.(1)

      20,767    710,647

St. Jude Medical Inc.(1)

      103,144    3,343,928

Stryker Corp.

      85,532    3,601,753

TECHNE Corp.(1)

      11,251    572,901

Varian Medical Systems Inc.(1)

      37,544    1,777,708

Zimmer Holdings Inc.(1)

      70,906    4,021,788
           
            117,409,753

HEALTH CARE - SERVICES—1.77%

            

Aetna Inc.

      162,021    6,469,499

Brookdale Senior Living Inc.

      3,474    155,427

Community Health Systems Inc.(1)

      28,087    1,032,197

Covance Inc.(1)

      13,712    839,449

Coventry Health Care Inc.(1)

      45,864    2,519,768

DaVita Inc.(1)

      29,518    1,467,045

HCA Inc.

      110,657    4,774,850

Health Management Associates Inc. Class A

      68,800    1,356,048

Health Net Inc.(1)

      32,954    1,488,532

Humana Inc.(1)

      47,048    2,526,478

Laboratory Corp. of America Holdings(1)

      35,633    2,217,442

LifePoint Hospitals Inc.(1)

      16,427    527,800

Lincare Holdings Inc.(1)

      27,324    1,033,940

Manor Care Inc.

      22,577    1,059,313

Pediatrix Medical Group Inc.(1)

      13,859    627,813

Quest Diagnostics Inc.

      45,245    2,711,080

Sierra Health Services Inc.(1)

      15,997    720,345

Tenet Healthcare Corp.(1)

      134,490    938,740

Triad Hospitals Inc.(1)

      25,016    990,133

UnitedHealth Group Inc.

      384,906    17,236,091

Universal Health Services Inc. Class B

      13,065    656,647

Wellcare Health Plans Inc.(1)

      9,337    457,980

WellPoint Inc.(1)

      182,146    13,254,764
           
            65,061,381

HOLDING COMPANIES - DIVERSIFIED—0.06%

            

Leucadia National Corp.

      46,640    1,361,422

Walter Industries Inc.

      12,431    716,647
           
            2,078,069

HOME BUILDERS—0.34%

            

Beazer Homes USA Inc.

      11,539    529,294

Centex Corp.

      34,681    1,744,454

Horton (D.R.) Inc.

      89,346    2,128,222

KB Home

      23,053    1,056,980

Lennar Corp. Class A

      38,972    1,729,188

M.D.C. Holdings Inc.

      9,860    512,030

NVR Inc.(1)

      1,331    653,854

Pulte Homes Inc.

      60,785    1,750,000

Ryland Group Inc.

      13,031    567,761

Standard-Pacific Corp.

      18,971    487,555

Thor Industries Inc.

      10,172    492,833

Toll Brothers Inc.(1)

      36,932    944,351
           
            12,596,522

HOME FURNISHINGS—0.09%

            

Harman International Industries Inc.

      19,118    1,632,104

Whirlpool Corp.

      20,835    1,722,013
           
            3,354,117

HOUSEHOLD PRODUCTS & WARES—0.46%

            

Avery Dennison Corp.

      26,943    1,564,311

Church & Dwight Co. Inc.

      18,473    672,787

Clorox Co. (The)

      43,110    2,628,417

Fortune Brands Inc.

      41,901    2,975,390

Jarden Corp.(1)

      13,825    420,971

Kimberly-Clark Corp.

      131,375    8,105,837

Scotts Miracle-Gro Co. (The) Class A

      13,388    566,580
           
            16,934,293

HOUSEWARES—0.07%

            

Newell Rubbermaid Inc.

      79,096    2,043,050

Toro Co.

      12,183    568,946
           
            2,611,996

INSURANCE—4.50%

            

AFLAC Inc.

      142,483    6,604,087

Alleghany Corp.(1)

      1,385    382,759

Allstate Corp. (The)

      181,558    9,936,669

Ambac Financial Group Inc.

      30,210    2,450,031

American Financial Group Inc.

      16,249    697,082

American International Group Inc.

      629,411    37,166,720

American National Insurance Co.

      4,053    525,755

AmerUs Group Co.

      11,089    649,261

AON Corp.

      91,056    3,170,570

Assurant Inc.

      36,858    1,783,927

Berkley (W.R.) Corp.

      46,117    1,573,973

Brown & Brown Inc.

      32,098    937,904

Chubb Corp.

      118,561    5,916,194

CIGNA Corp.

      34,221    3,371,111

Cincinnati Financial Corp.

      44,513    2,092,556

CNA Financial Corp.(1)

      6,584    217,009

Conseco Inc.(1)

      43,295    1,000,114

Erie Indemnity Co. Class A

      15,349    798,148

Fidelity National Financial Inc.

      49,940    1,945,163

Fidelity National Title Group Inc. Class A(2)

      8,916    175,378

First American Corp.

      24,496    1,035,446

Gallagher (Arthur J.) & Co.

      27,632    700,195

Genworth Financial Inc. Class A

      130,307    4,539,896

Hanover Insurance Group Inc. (The)

      14,512    688,740

Hartford Financial Services Group Inc. (The)

      86,609    7,327,121

HCC Insurance Holdings Inc.

      31,776    935,485

Lincoln National Corp.

      80,347    4,534,785

Loews Corp.

      126,671    4,490,487

Markel Corp.(1)

      2,761    958,067

Marsh & McLennan Companies Inc.

      156,998    4,221,676

MBIA Inc.

      38,499    2,254,116

Mercury General Corp.

      7,572    426,834

MetLife Inc.

      132,237    6,771,857

MGIC Investment Corp.

      24,984    1,623,960

Nationwide Financial Services Inc.

      13,977    616,106

Old Republic International Corp.

      65,679    1,403,560

Philadelphia Consolidated Holding Corp.(1)

      15,733    477,654

PMI Group Inc. (The)

      25,544    1,138,752

Principal Financial Group Inc.

      79,146    4,404,475

Progressive Corp. (The)

      223,599    5,748,730

Protective Life Corp.

      19,971    931,048

Prudential Financial Inc.

      140,596    10,924,309

Radian Group Inc.

      23,548    1,454,795

Reinsurance Group of America Inc.

      8,304    408,142

SAFECO Corp.

      34,060    1,919,281

St. Paul Travelers Companies Inc.

      198,955    8,869,414

StanCorp Financial Group Inc.

      15,630    795,723

Torchmark Corp.

      28,677    1,741,267

Transatlantic Holdings Inc.

      7,668    428,641

Unitrin Inc.

      13,562    591,168

UNUMProvident Corp.

      85,559    1,551,185

Wesco Financial Corp.

      405    154,305
           
            165,461,631

INTERNET—1.94%

            

Akamai Technologies Inc.(1)

      44,152    1,597,861

Amazon.com Inc.(1)

      89,196    3,450,101

CheckFree Corp.(1)

      23,633    1,171,251

eBay Inc.(1)

      336,455    9,854,767

Emdeon Corp.(1)

      78,415    973,130

Expedia Inc.(1)

      65,642    982,661

F5 Networks Inc.(1)

      11,587    619,673

Google Inc. Class A(1)

      59,672    25,022,260

IAC/InterActiveCorp(1)

      52,747    1,397,268

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      200,681    3,463,754

McAfee Inc.(1)

      45,584    1,106,324

Monster Worldwide Inc.(1)

      35,324    1,506,922

NutriSystem Inc.(1)

      9,173    569,918

Symantec Corp.(1)

      298,128    4,632,909

VeriSign Inc.(1)

      70,049    1,623,035

WebMD Health Corp. Class A(1)

      2,018    95,451

Yahoo! Inc.(1)

      402,567    13,284,711
           
            71,351,996

INVESTMENT COMPANIES—0.07%

            

Allied Capital Corp.(2)

      40,001    1,150,829

American Capital Strategies Ltd.

      38,142    1,276,994
           
            2,427,823

IRON & STEEL—0.31%

            

Allegheny Technologies Inc.

      28,651    1,983,795

Carpenter Technology Corp.

      7,267    839,338

Nucor Corp.

      89,039    4,830,366

Reliance Steel & Aluminum Co.

      9,391    778,983

Steel Dynamics Inc.

      13,909    914,378

United States Steel Corp.

      31,127    2,182,625
           
            11,529,485

LEISURE TIME—0.16%

            

Brunswick Corp.

      27,029    898,714

Harley-Davidson Inc.

      76,766    4,213,686

Sabre Holdings Corp.

      37,933    834,526
           
            5,946,926

LODGING—0.60%

            

Boyd Gaming Corp.

      12,484    503,854

Choice Hotels International Inc.

      9,596    581,518

Harrah’s Entertainment Inc.

      52,792    3,757,735

Hilton Hotels Corp.

      109,905    3,108,113

Las Vegas Sands Corp.(1)

      39,689    3,090,186

Marriott International Inc. Class A

      97,576    3,719,597

MGM Mirage(1)

      34,188    1,394,870

Starwood Hotels & Resorts Worldwide Inc.

      62,076    3,745,666

Station Casinos Inc.

      14,463    984,641

Wynn Resorts Ltd.(1)

      14,054    1,030,158
           
            21,916,338

MACHINERY—0.93%

            

AGCO Corp.(1)

      25,871    680,925

Caterpillar Inc.

      191,348    14,251,599

Cummins Inc.

      13,270    1,622,257

Deere & Co.

      67,029    5,596,251

Flowserve Corp.(1)

      16,151    918,992

Gardner Denver Inc.(1)

      14,960    575,960

Graco Inc.

      19,552    899,001

IDEX Corp.

      15,251    719,847

JLG Industries Inc.

      30,388    683,730

Joy Global Inc.

      35,321    1,839,871

Manitowoc Co. Inc. (The)

      17,491    778,349

Rockwell Automation Inc.

      50,725    3,652,707

Terex Corp.(1)

      14,345    1,415,851

Zebra Technologies Corp. Class A(1)

      20,222    690,784
           
            34,326,124

MANUFACTURING—4.44%

            

Brink’s Co. (The)

      13,816    779,361

Carlisle Companies Inc.

      8,784    696,571

Crane Co.

      15,143    629,949

Danaher Corp.

      67,854    4,364,369

Donaldson Co. Inc.

      21,124    715,470

Dover Corp.

      58,262    2,879,891

Eastman Kodak Co.(2)

      82,079    1,951,839

Eaton Corp.

      42,920    3,236,168

General Electric Co.

      2,971,355    97,935,861

Harsco Corp.

      11,988    934,584

Honeywell International Inc.

      236,584    9,534,335

Illinois Tool Works Inc.

      142,663    6,776,492

ITT Industries Inc.

      52,854    2,616,273

Leggett & Platt Inc.

      52,095    1,301,333

Pall Corp.

      35,697    999,516

Parker Hannifin Corp.

      34,381    2,667,966

Pentair Inc.

      29,053    993,322

Roper Industries Inc.

      24,816    1,160,148

SPX Corp.

      17,080    955,626

Teleflex Inc.

      11,503    621,392

Textron Inc.

      37,175    3,426,791

3M Co.

      215,437    17,400,844

Trinity Industries Inc.

      22,568    911,747
           
            163,489,848

MEDIA—3.32%

            

Cablevision Systems Corp.

      61,887    1,327,476

CBS Corp. Class B

      192,264    5,200,741

Clear Channel Communications Inc.

      143,808    4,450,858

Comcast Corp. Class A(1)

      556,659    18,225,016

DIRECTV Group Inc. (The)(1)

      230,008    3,795,132

Discovery Holding Co. Class A(1)

      80,068    1,171,395

Dow Jones & Co. Inc.

      16,911    592,054

EchoStar Communications Corp.(1)

      58,801    1,811,659

Gannett Co. Inc.

      67,956    3,800,779

Hearst-Argyle Television Inc.

      7,603    167,722

Liberty Global Inc. Class A(1)

      131,340    2,823,810

Liberty Media Holding Corp. - Liberty Capital Group Series A(1)

      40,136    3,362,193

McClatchy Co. (The) Class A(2)

      15,739    631,464

McGraw-Hill Companies Inc. (The)

      102,242    5,135,616

Meredith Corp.

      8,883    440,064

New York Times Co. Class A(2)

      37,789    927,342

News Corp. Class A

      657,927    12,619,040

Scripps (E.W.) Co. Class A

      23,973    1,034,195

Sirius Satellite Radio Inc.(1)(2)

      401,243    1,905,904

Time Warner Inc.

      1,199,147    20,745,243

Tribune Co.

      64,087    2,078,341

Univision Communications Inc. Class A(1)

      61,539    2,061,557

Viacom Inc. Class B(1)

      181,313    6,498,258

Walt Disney Co. (The)

      627,175    18,815,250

Washington Post Co. (The) Class B

      1,594    1,243,336

Wiley (John) & Sons Inc. Class A

      12,642    419,714

XM Satellite Radio Holdings Inc. Class A(1)

      73,828    1,081,580
           
            122,365,739

METAL FABRICATE & HARDWARE—0.11%

            

Commercial Metals Co.

      34,382    883,617

Precision Castparts Corp.

      38,614    2,307,573

Timken Co. (The)

      24,059    806,217
           
            3,997,407

MINING—0.63%

            

Alcoa Inc.

      248,632    8,045,732

Freeport-McMoRan Copper & Gold Inc.

      53,854    2,984,050

Newmont Mining Corp.

      119,621    6,331,540

Phelps Dodge Corp.

      58,240    4,784,998

Southern Copper Corp.(2)

      1,935    172,467

Titanium Metals Corp.(1)

      21,235    730,059
           
            23,048,846

OFFICE & BUSINESS EQUIPMENT—0.17%

            

Pitney Bowes Inc.

      63,430    2,619,659

Xerox Corp.(1)

      262,400    3,649,984
           
            6,269,643

OFFICE FURNISHINGS—0.03%

            

HNI Corp.

      14,805    671,407

Steelcase Inc. Class A

      22,066    362,986
           
            1,034,393

OIL & GAS—7.72%

            

Anadarko Petroleum Corp.

      131,023    6,248,487

Apache Corp.

      94,395    6,442,459

Cabot Oil & Gas Corp.

      13,958    683,942

Cheniere Energy Inc.(1)

      15,667    611,013

Chesapeake Energy Corp.

      96,988    2,933,887

Chevron Corp.

      633,378    39,307,439

Cimarex Energy Co.

      23,602    1,014,886

CNX Gas Corp.(1)

      7,974    239,220

ConocoPhillips

      471,674    30,908,797

Denbury Resources Inc.(1)

      34,020    1,077,413

Devon Energy Corp.

      125,727    7,595,168

Diamond Offshore Drilling Inc.

      16,860    1,415,060

ENSCO International Inc.

      43,940    2,022,119

EOG Resources Inc.

      69,318    4,806,510

Exxon Mobil Corp.

      1,728,888    106,067,279

Forest Oil Corp.(1)

      15,684    520,081

Frontier Oil Corp.

      32,359    1,048,432

Helmerich & Payne Inc.

      15,015    904,804

Hess Corp.

      69,144    3,654,260

Holly Corp.

      13,724    661,497

Kerr-McGee Corp.

      64,868    4,498,596

Marathon Oil Corp.

      103,567    8,627,131

Murphy Oil Corp.

      53,331    2,979,070

Newfield Exploration Co.(1)

      36,750    1,798,545

Noble Energy Inc.

      50,621    2,372,100

Occidental Petroleum Corp.

      122,378    12,549,864

Patterson-UTI Energy Inc.

      49,006    1,387,360

Pioneer Natural Resources Co.

      36,948    1,714,757

Plains Exploration & Production Co.(1)

      22,489    911,704

Pogo Producing Co.

      16,563    763,554

Pride International Inc.(1)

      46,273    1,445,106

Quicksilver Resources Inc.(1)

      17,873    657,905

Range Resources Corp.

      39,405    1,071,422

Rowan Companies Inc.

      31,496    1,120,943

Southwestern Energy Co.(1)

      47,905    1,492,720

St. Mary Land & Exploration Co.

      16,330    657,282

Sunoco Inc.

      37,896    2,625,814

Tesoro Corp.

      19,593    1,456,935

TODCO Class A

      17,669    721,779

Unit Corp.(1)

      13,218    751,972

Valero Energy Corp.

      175,866    11,698,606

W&T Offshore Inc.

      5,084    197,717

XTO Energy Inc.

      104,051    4,606,338
           
            284,269,973

OIL & GAS SERVICES—1.03%

            

Baker Hughes Inc.

      97,373    7,969,980

BJ Services Co.

      91,869    3,423,039

Cameron International Corp.(1)

      33,005    1,576,649

Dresser-Rand Group Inc.(1)

      8,940    209,911

FMC Technologies Inc.(1)

      19,535    1,317,831

Global Industries Ltd.(1)

      25,225    421,257

Grant Prideco Inc.(1)

      37,413    1,674,232

Halliburton Co.

      147,501    10,946,049

Helix Energy Solutions Group Inc.(1)

      26,014    1,049,925

National Oilwell Varco Inc.(1)

      49,998    3,165,873

Oceaneering International Inc.(1)

      15,361    704,302

SEACOR Holdings Inc.(1)

      6,460    530,366

Smith International Inc.

      61,136    2,718,718

Superior Energy Services Inc.(1)

      22,801    772,954

Tetra Technologies Inc.(1)

      20,409    618,189

Tidewater Inc.

      17,234    847,913
           
            37,947,188

PACKAGING & CONTAINERS—0.19%

            

Ball Corp.

      29,917    1,108,126

Bemis Co. Inc.

      29,956    917,253

Crown Holdings Inc.(1)

      47,934    746,332

Owens-Illinois Inc.(1)

      43,821    734,440

Packaging Corp. of America

      23,196    510,776

Pactiv Corp.(1)

      40,334    998,267

Sealed Air Corp.

      23,312    1,214,089

Sonoco Products Co.

      28,301    895,727
           
            7,125,010

PHARMACEUTICALS—5.47%

            

Abbott Laboratories

      436,118    19,019,106

Abraxis BioScience Inc.(1)

      7,304    174,127

Allergan Inc.

      42,709    4,580,967

AmerisourceBergen Corp.

      59,979    2,514,320

Amylin Pharmaceuticals Inc.(1)

      30,499    1,505,736

Barr Pharmaceuticals Inc.(1)

      30,338    1,446,819

Bristol-Myers Squibb Co.

      561,877    14,530,139

Cardinal Health Inc.

      119,352    7,677,914

Caremark Rx Inc.

      126,424    6,304,765

Cephalon Inc.(1)

      17,357    1,043,156

Endo Pharmaceuticals Holdings Inc.(1)

      38,022    1,253,966

Express Scripts Inc.(1)

      35,165    2,522,737

Forest Laboratories Inc.(1)

      93,123    3,602,929

Gilead Sciences Inc.(1)

      130,021    7,692,042

Hospira Inc.(1)

      44,638    1,916,756

ImClone Systems Inc.(1)

      19,860    767,390

King Pharmaceuticals Inc.(1)

      69,211    1,176,587

Kos Pharmaceuticals Inc.(1)

      5,268    198,182

Lilly (Eli) & Co.

      280,954    15,528,328

Medco Health Solutions Inc.(1)

      86,200    4,937,536

Merck & Co. Inc.

      623,654    22,719,715

Mylan Laboratories Inc.

      60,074    1,201,480

Omnicare Inc.

      34,617    1,641,538

Pfizer Inc.

      2,093,810    49,141,721

Schering-Plough Corp.

      423,212    8,053,724

Sepracor Inc.(1)

      31,075    1,775,626

VCA Antech Inc.(1)

      23,741    758,050

Watson Pharmaceuticals Inc.(1)

      29,149    678,589

Wyeth

      384,607    17,080,397
           
            201,444,342

PIPELINES—0.42%

            

Dynegy Inc. Class A(1)

      107,872    590,060

El Paso Corp.

      188,602    2,829,030

Equitable Resources Inc.

      34,455    1,154,243

Kinder Morgan Inc.

      30,433    3,039,952

National Fuel Gas Co.

      23,996    843,219

Questar Corp.

      24,447    1,967,739

Western Gas Resources Inc.

      18,092    1,082,806

Williams Companies Inc.

      170,067    3,972,765
           
            15,479,814

REAL ESTATE—0.11%

            

CB Richard Ellis Group Inc. Class A(1)

      52,874    1,316,563

Forest City Enterprises Inc. Class A

      20,123    1,004,339

Jones Lang LaSalle Inc.

      10,226    895,286

St. Joe Co. (The)(2)

      21,310    991,767
           
            4,207,955

REAL ESTATE INVESTMENT TRUSTS—1.95%

            

AMB Property Corp.

      25,146    1,271,130

Annaly Mortgage Management Inc.

      46,554    596,357

Apartment Investment & Management Co. Class A

      27,773    1,206,737

Archstone-Smith Trust

      61,076    3,106,936

AvalonBay Communities Inc.

      21,253    2,351,007

Boston Properties Inc.

      32,619    2,948,758

Brandywine Realty Trust

      25,970    835,455

BRE Properties Inc. Class A

      14,663    806,465

Camden Property Trust

      16,102    1,184,302

CapitalSource Inc.

      26,690    626,147

CarrAmerica Realty Corp.

      16,872    751,648

CBL & Associates Properties Inc.

      18,381    715,572

Colonial Properties Trust

      13,072    645,757

Developers Diversified Realty Corp.

      31,344    1,635,530

Duke Realty Corp.

      38,542    1,354,751

Equity Office Properties Trust

      104,622    3,819,749

Equity Residential

      83,223    3,722,565

Essex Property Trust Inc.

      6,542    730,480

Federal Realty Investment Trust

      15,158    1,061,060

General Growth Properties Inc.

      49,120    2,213,347

Global Signal Inc.

      4,876    225,856

Health Care Property Investors Inc.

      39,103    1,045,614

Health Care REIT Inc.

      17,750    620,363

Hospitality Properties Trust

      20,561    903,039

Host Hotels & Resorts Inc.

      147,885    3,234,245

HRPT Properties Trust

      59,968    693,230

iStar Financial Inc.

      32,369    1,221,930

Kilroy Realty Corp.

      9,161    661,882

Kimco Realty Corp.

      60,464    2,206,331

Liberty Property Trust

      25,491    1,126,702

Macerich Co. (The)

      20,514    1,440,083

Mack-Cali Realty Corp.

      17,807    817,697

New Century Financial Corp.

      13,053    597,175

New Plan Excel Realty Trust Inc.

      29,891    738,009

Pan Pacific Retail Properties Inc.

      11,651    808,230

ProLogis

      70,002    3,648,504

Public Storage Inc.

      23,648    1,794,883

Reckson Associates Realty Corp.

      23,779    983,975

Regency Centers Corp.

      19,597    1,217,954

Shurgard Storage Centers Inc. Class A

      13,513    844,563

Simon Property Group Inc.

      63,112    5,234,509

SL Green Realty Corp.

      12,345    1,351,407

Taubman Centers Inc.

      15,082    616,854

Thornburg Mortgage Inc.

      31,971    891,032

Trizec Properties Inc.

      28,072    803,982

United Dominion Realty Trust Inc.

      38,371    1,074,772

Ventas Inc.

      29,686    1,005,762

Vornado Realty Trust

      34,914    3,405,861

Weingarten Realty Investors

      22,946    878,373
           
            71,676,570

RETAIL—5.93%

            

Abercrombie & Fitch Co. Class A

      25,134    1,393,178

Advance Auto Parts Inc.

      30,838    891,218

American Eagle Outfitters Inc.

      32,610    1,110,044

AnnTaylor Stores Corp.(1)

      20,724    899,007

AutoNation Inc.(1)

      44,960    963,942

AutoZone Inc.(1)

      15,614    1,377,155

Barnes & Noble Inc.

      14,860    542,390

Bed Bath & Beyond Inc.(1)

      80,648    2,675,094

Best Buy Co. Inc.

      114,494    6,278,851

BJ’s Wholesale Club Inc.(1)

      19,302    547,212

Brinker International Inc.

      24,234    879,694

Burger King Holdings Inc.(1)

      7,147    112,565

CarMax Inc.(1)

      30,084    1,066,779

Cheesecake Factory (The)(1)

      22,599    609,043

Chico’s FAS Inc.(1)

      51,185    1,380,971

Circuit City Stores Inc.

      50,769    1,381,932

Claire’s Stores Inc.

      28,270    721,168

Coldwater Creek Inc.(1)

      17,075    456,927

Copart Inc.(1)

      20,225    496,726

Costco Wholesale Corp.

      134,655    7,692,840

CVS Corp.

      233,861    7,179,533

Darden Restaurants Inc.

      42,352    1,668,669

Dick’s Sporting Goods Inc.(1)

      10,432    413,107

Dillard’s Inc. Class A

      17,877    569,382

Dollar General Corp.

      90,204    1,261,052

Dollar Tree Stores Inc.(1)

      30,167    799,426

Family Dollar Stores Inc.

      44,384    1,084,301

Federated Department Stores Inc.

      157,315    5,757,729

Foot Locker Inc.

      44,445    1,088,458

GameStop Corp. Class A(1)

      18,762    788,004

Gap Inc. (The)

      153,670    2,673,858

Home Depot Inc.

      605,177    21,659,285

Kohl’s Corp.(1)

      98,720    5,836,326

Limited Brands Inc.

      97,483    2,494,590

Lowe’s Companies Inc.

      221,688    13,449,811

McDonald's Corp.

      356,068    11,963,885

Michaels Stores Inc.

      37,741    1,556,439

MSC Industrial Direct Co. Inc. Class A

      10,804    513,946

Nordstrom Inc.

      67,431    2,461,232

Office Depot Inc.(1)

      82,214    3,124,132

OfficeMax Inc.

      20,326    828,285

O’Reilly Automotive Inc.(1)

      32,347    1,008,903

OSI Restaurant Partners Inc.

      18,900    653,940

Panera Bread Co. Class A(1)

      8,586    577,323

Penney (J.C.) Co. Inc.

      67,037    4,525,668

PetSmart Inc.

      40,023    1,024,589

RadioShack Corp.

      38,668    541,352

Rite Aid Corp.(1)

      151,125    640,770

Ross Stores Inc.

      41,005    1,150,190

Saks Inc.

      38,898    628,981

Sears Holdings Corp.(1)

      24,372    3,773,760

Staples Inc.

      208,060    5,060,019

Starbucks Corp.(1)

      219,312    8,281,221

Target Corp.

      248,118    12,125,527

Tiffany & Co.

      40,739    1,345,202

Tim Hortons Inc.(1)

      9,556    246,067

TJX Companies Inc.

      130,866    2,991,597

Tractor Supply Co.(1)

      10,268    567,512

United Auto Group Inc.

      15,676    334,683

Urban Outfitters Inc.(1)

      32,796    573,602

Walgreen Co.

      288,648    12,942,976

Wal-Mart Stores Inc.

      702,590    33,843,760

Wendy’s International Inc.

      33,324    1,942,456

Williams-Sonoma Inc.

      27,480    935,694

Yum! Brands Inc.

      77,711    3,906,532
           
            218,270,510

SAVINGS & LOANS—0.70%

            

Astoria Financial Corp.

      26,088    794,380

Capitol Federal Financial

      6,285    215,513

Golden West Financial Corp.

      75,657    5,613,749

Hudson City Bancorp Inc.

      165,683    2,208,554

New York Community Bancorp Inc.(2)

      84,273    1,391,347

People’s Bank

      16,673    547,708

Sovereign Bancorp Inc.

      89,002    1,807,623

Washington Federal Inc.

      24,924    577,988

Washington Mutual Inc.

      274,535    12,513,305
           
            25,670,167

SEMICONDUCTORS—2.78%

            

Advanced Micro Devices Inc.(1)

      138,334    3,378,116

Agere Systems Inc.(1)

      48,395    711,407

Altera Corp.(1)

      102,606    1,800,735

Analog Devices Inc.

      103,202    3,316,912

Applied Materials Inc.

      446,855    7,274,799

Atmel Corp.(1)

      122,550    680,153

Broadcom Corp. Class A(1)

      130,110    3,909,806

Cree Inc.(1)

      22,019    523,171

Cypress Semiconductor Corp.(1)

      39,912    580,320

Fairchild Semiconductor International Inc. Class A(1)

      34,747    631,353

Freescale Semiconductor Inc. Class B(1)

      115,947    3,408,842

Integrated Device Technology Inc.(1)

      57,223    811,422

Intel Corp.

      1,662,215    31,498,974

International Rectifier Corp.(1)

      20,442    798,873

Intersil Corp. Class A

      40,500    941,625

KLA-Tencor Corp.

      56,889    2,364,876

Lam Research Corp.(1)

      40,186    1,873,471

Linear Technology Corp.

      86,763    2,905,693

LSI Logic Corp.(1)

      113,364    1,014,608

Maxim Integrated Products Inc.

      91,638    2,942,496

MEMC Electronic Materials Inc.(1)

      39,663    1,487,363

Microchip Technology Inc.

      61,259    2,055,239

Micron Technology Inc.(1)

      207,205    3,120,507

National Semiconductor Corp.

      96,473    2,300,881

Novellus Systems Inc.(1)

      36,360    898,092

NVIDIA Corp.(1)

      100,731    2,144,563

PMC-Sierra Inc.(1)

      59,000    554,600

QLogic Corp.(1)

      46,105    794,850

Rambus Inc.(1)

      25,194    574,675

Silicon Laboratories Inc.(1)

      14,296    502,504

Spansion Inc. Class A(1)

      12,560    200,206

Teradyne Inc.(1)

      56,642    789,023

Texas Instruments Inc.

      445,211    13,485,441

Xilinx Inc.

      98,161    2,223,347
           
            102,498,943

SOFTWARE—3.57%

            

Activision Inc.(1)

      79,022    899,270

Acxiom Corp.

      24,780    619,500

Adobe Systems Inc.(1)

      171,085    5,194,141

Autodesk Inc.(1)

      66,007    2,274,601

Automatic Data Processing Inc.

      164,700    7,469,145

BEA Systems Inc.(1)

      111,315    1,457,113

BMC Software Inc.(1)

      60,815    1,453,479

CA Inc.

      129,718    2,665,705

Cerner Corp.(1)

      18,384    682,230

Citrix Systems Inc.(1)

      52,049    2,089,247

Compuware Corp.(1)

      109,382    732,859

Dun & Bradstreet Corp.(1)

      18,941    1,319,809

Electronic Arts Inc.(1)

      86,810    3,736,302

Fair Isaac Corp.

      18,652    677,254

Fidelity National Information Services Inc.

      27,115    959,871

First Data Corp.

      218,760    9,852,950

Fiserv Inc.(1)

      50,205    2,277,299

Global Payments Inc.

      19,267    935,413

IMS Health Inc.

      57,066    1,532,222

Intuit Inc.(1)

      49,752    3,004,523

Microsoft Corp.

      2,536,055    59,090,082

MoneyGram International Inc.

      24,211    821,963

NAVTEQ Corp.(1)

      26,535    1,185,584

Novell Inc.(1)

      96,873    642,268

Oracle Corp.(1)

      1,135,668    16,455,829

Red Hat Inc.(1)

      52,549    1,229,647

Salesforce.com Inc.(1)

      24,130    643,306

SEI Investments Co.

      17,955    877,640

Total System Services Inc.

      10,719    206,341

VeriFone Holdings Inc.(1)

      11,098    338,267
           
            131,323,860

TELECOMMUNICATIONS—5.90%

            

ADC Telecommunications Inc.(1)

      33,462    564,169

Alltel Corp.

      111,188    7,097,130

American Tower Corp. Class A(1)

      119,897    3,731,195

AT&T Inc.

      1,110,985    30,985,372

Avaya Inc.(1)

      131,966    1,507,052

BellSouth Corp.

      516,868    18,710,622

CenturyTel Inc.

      33,192    1,233,083

CIENA Corp.(1)

      166,409    800,427

Cisco Systems Inc.(1)

      1,744,404    34,068,210

Citizens Communications Co.

      92,858    1,211,797

Comverse Technology Inc.(1)

      57,723    1,141,184

Corning Inc.(1)

      445,073    10,766,316

Crown Castle International Corp.(1)

      61,408    2,121,032

Embarq Corp.(1)

      42,563    1,744,657

Harris Corp.

      38,367    1,592,614

JDS Uniphase Corp.(1)

      466,427    1,180,060

Juniper Networks Inc.(1)

      161,664    2,585,007

Leap Wireless International Inc.(1)

      12,544    595,213

Level 3 Communications Inc.(1)

      285,756    1,268,757

Lucent Technologies Inc.(1)

      1,280,141    3,097,941

Motorola Inc.

      705,790    14,221,669

NeuStar Inc. Class A(1)

      17,827    601,661

NII Holdings Inc. Class B(1)

      39,356    2,218,891

NTL Inc.

      74,062    1,844,144

PanAmSat Holding Corp.

      19,583    489,183

QUALCOMM Inc.

      478,967    19,192,208

Qwest Communications International Inc.(1)

      451,618    3,653,590

SBA Communications Corp.(1)

      29,437    769,483

Sprint Nextel Corp.

      828,276    16,557,237

Telephone & Data Systems Inc.

      31,153    1,289,734

Tellabs Inc.(1)

      128,045    1,704,279

United States Cellular Corp.(1)

      4,502    272,821

Verizon Communications Inc.

      833,600    27,917,264

West Corp.(1)

      8,559    410,062
           
            217,144,064

TEXTILES—0.07%

            

Cintas Corp.

      40,073    1,593,302

Mohawk Industries Inc.(1)

      15,165    1,066,858
           
            2,660,160

TOYS, GAMES & HOBBIES—0.07%

            

Hasbro Inc.

      49,193    890,885

Mattel Inc.

      111,291    1,837,414
           
            2,728,299

TRANSPORTATION—1.77%

            

Alexander & Baldwin Inc.

      12,640    559,573

Burlington Northern Santa Fe Corp.

      104,202    8,258,009

C.H. Robinson Worldwide Inc.

      49,636    2,645,599

Con-way Inc.

      14,783    856,379

CSX Corp.

      63,318    4,460,120

Expeditors International Washington Inc.

      60,969    3,414,874

FedEx Corp.

      87,187    10,188,673

Hunt (J.B.) Transport Services Inc.

      31,283    779,260

Kansas City Southern Industries Inc.(1)

      21,509    595,799

Kirby Corp.(1)

      15,060    594,870

Laidlaw International Inc.

      27,975    704,970

Landstar System Inc.

      16,850    795,826

Norfolk Southern Corp.

      118,499    6,306,517

Overseas Shipholding Group Inc.

      8,529    504,490

Ryder System Inc.

      17,430    1,018,435

Swift Transportation Co. Inc.(1)

      15,258    484,594

Union Pacific Corp.

        76,854    7,144,348

United Parcel Service Inc. Class B

        184,106    15,157,447

YRC Worldwide Inc.(1)

        16,418    691,362
             
              65,161,145

TRUCKING & LEASING—0.01%

              

GATX Corp.

        12,857    546,423
             
              546,423

WATER—0.02%

              

Aqua America Inc.

        37,008    843,412
             
              843,412
             

TOTAL COMMON STOCKS

              

(Cost: $3,627,019,008)

             3,679,242,691

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.24%

              

CERTIFICATES OF DEPOSIT(3)—0.00%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 6,128    6,128

Fortis Bank NY

              

4.43%, 07/20/06

        15,314    15,314

Societe Generale

              

5.33%, 12/08/06

        61,285    61,285

Toronto-Dominion Bank

              

3.94%, 07/10/06

        30,642    30,642

Washington Mutual Bank

              

5.28%, 08/07/06

        30,642    30,642

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        49,028    49,028
             
              193,039

COMMERCIAL PAPER(3)—0.04%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        171,093    170,131

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        29,417    29,263

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        58,581    58,332

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        23,288    23,233

CC USA Inc.

              

5.03%, 10/24/06(4)

        12,257    12,063

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        46,169    45,999

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        134,437    134,399

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        61,285    61,032

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        45,211    44,155

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        129,724    129,269

Five Finance Inc.

              

5.19%, 12/01/06(4)

        27,578    26,978

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        6,128    5,985

Govco Inc.

              

5.22%, 08/03/06(4)

        61,285    61,009

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        20,837    20,514

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        15,321    15,267

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        56,370    56,230

Landale Funding LLC

              

5.30%, 08/15/06(4)

        67,413    66,986

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        94,887    94,165

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        61,898    61,716

Prudential Funding LLC

              

5.22%, 07/31/06

        30,642    30,518

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        61,285    61,133

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        71,807    71,766

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        38,307    38,183

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        67,039    67,001

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        74,908    74,722
             
              1,460,049

MEDIUM-TERM NOTES(3)—0.00%

              

Bank of America N.A.

              

5.28%, 04/20/07

        15,321    15,321

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        18,998    18,998

K2 USA LLC

              

3.94%, 07/07/06(4)

        36,771    36,771

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        61,285    61,380

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        21,450    21,450

US Bank N.A.

              

2.85%, 11/15/06

        12,257    12,174
             
              166,094

MONEY MARKET FUNDS—0.06%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        2,177,166    2,177,166
             
              2,177,166

REPURCHASE AGREEMENTS(3)—0.03%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $122,624 (collateralized by non-U.S. Government debt securities, value $126,421, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 122,569    122,569

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $91,968 (collateralized by non-U.S. Government debt securities, value $101,261, 2.12% to 6.47%, 11/25/34 to 12/25/42).

      91,927    91,927

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $122,624 (collateralized by non-U.S. Government debt securities, value $125,896, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      122,569    122,569

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $153,280 (collateralized by non-U.S. Government debt securities, value $171,463, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      153,212    153,212

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $36,788 (collateralized by non-U.S. Government debt securities, value $41,626, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      36,771    36,771

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $61,312 (collateralized by non-U.S. Government debt securities, value $62,597, 5.22% to 5.42%, 7/3/06).

      61,285    61,285

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $98,100 (collateralized by non-U.S. Government debt securities, value $103,100, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      98,055    98,055

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $122,624 (collateralized by non-U.S. Government debt securities, value $128,877, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      122,569    122,569

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $61,312 (collateralized by non-U.S. Government debt securities, value $63,212, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      61,285    61,285

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $61,312 (collateralized by non-U.S. Government debt securities, value $63,212, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      61,285    61,285

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $61,312 (collateralized by non-U.S. Government debt securities, value $64,494, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      61,285    61,285

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $21,460 (collateralized by non-U.S. Government debt securities, value $22,707, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      21,450    21,450

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $45,125 (collateralized by non-U.S. Government debt securities, value $45,413, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      42,899    42,899

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $122,624 (collateralized by non-U.S. Government debt securities, value $128,875, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      122,569    122,569
           
            1,179,730

TIME DEPOSITS(3)—0.02%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      61,285    61,285

KBC Bank NV

            

5.32%, 07/03/06

      183,854    183,854

Societe Generale

            

5.32%, 07/03/06

      153,212    153,212

UBS AG

            

5.25%-5.34%, 07/03/06

      176,689    176,689
           
            575,040

VARIABLE & FLOATING RATE NOTES(3)—0.09%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      156,889    156,910

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      45,964    45,963

American Express Centurion Bank

            

5.34%, 07/19/07

      67,413    67,494

American Express Credit Corp.

            

5.23%, 07/05/07

      18,385    18,398

ASIF Global Financing

            

5.17%, 05/03/07(4)

      6,128    6,131

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      39,835    39,835

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      104,184    104,183

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      61,285    61,285

BNP Paribas

            

5.14%, 05/18/07(4)

      113,377    113,377

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      44,738    44,738

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      15,321    15,321

Credit Agricole SA

            

5.31%, 07/23/07

      61,285    61,285

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      61,285    61,285

DEPFA Bank PLC

            

5.37%, 06/15/07

      61,285    61,285

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      70,477    70,483

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      61,285    61,285

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      122,569    122,569

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      18,385    18,386

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      45,964    45,959

General Electric Capital Corp.

            

5.25%, 04/09/07

      27,578    27,593

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      91,927    91,944

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      61,285    61,285

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      45,964    45,964

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      91,927    91,925

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      64,044    64,043

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      76,606    76,581

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      67,413    67,408

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      29,784    29,784

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      33,707    33,707

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      91,927    91,927

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      7,722    7,724

Mound Financing PLC

            

5.11%, 05/08/07(4)

      57,608    57,608

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      61,285    61,282

National City Bank of Indiana

            

5.17%, 05/21/07

      30,642    30,645

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      165,469    165,474

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      21,603    21,598

Northern Rock PLC

            

5.17%, 05/03/07(4)

      73,542    73,543

Principal Life Global Funding I

            

5.63%, 02/08/07

      27,578    27,656

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      45,964    45,961

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      50,253    50,253

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      61,285    61,285

Strips III LLC

            

5.37%, 07/24/06(4)

      14,326    14,326

SunTrust Bank

            

5.08%, 05/01/07

      61,285    61,288

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      115,828    115,817

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      85,799    85,799

US Bank N.A.

            

5.28%, 09/29/06

      27,578    27,576

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      98,105    98,104

Wachovia Bank N.A.

            

5.36%, 05/22/07

      122,569    122,569

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      30,642    30,644

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      55,156    55,156

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      60,611    60,411

Wind Master Trust

            

5.32%, 08/25/06-09/25/06(4)

      20,698    20,698
           
            3,153,750
           

TOTAL SHORT-TERM INVESTMENTS

           

(Cost: $8,904,868)

        8,904,868  
      

TOTAL INVESTMENTS IN SECURITIES—100.19%

           

(Cost: $3,635,923,876)

        3,688,147,559  

Other Assets, Less Liabilities—(0.19)%

        (7,110,837 )
      

NET ASSETS—100.00%

      $ 3,681,036,722  
      

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 1000 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.01%

              

ADVERTISING—0.44%

              

Clear Channel Outdoor Holdings Inc. Class A(1)

      29,875    $ 626,180

Getty Images Inc.(1)

      43,879      2,786,755

Harte-Hanks Inc.

      47,240      1,211,234

Interpublic Group of Companies Inc.(1)

      368,474      3,076,758

Lamar Advertising Co.(1)

      69,942      3,767,076

Omnicom Group Inc.

      144,105      12,838,314
           
              24,306,317

AEROSPACE & DEFENSE—2.71%

              

Alliant Techsystems Inc.(1)

      10,502      801,828

Boeing Co. (The)

      675,368      55,319,393

DRS Technologies Inc.

      10,124      493,545

Goodrich (B.F.) Co.

      97,441      3,925,898

L-3 Communications Holdings Inc.

      7,420      559,616

Lockheed Martin Corp.

      309,326      22,191,047

Northrop Grumman Corp.

      21,193      1,357,624

Raytheon Co.

      181,274      8,079,382

Rockwell Collins Inc.

      144,509      8,073,718

United Technologies Corp.

      781,259      49,547,446
           
              150,349,497

AGRICULTURE—1.47%

              

Altria Group Inc.

      800,738      58,798,191

Monsanto Co.

      228,540      19,240,783

UST Inc.

      75,800      3,425,402
           
              81,464,376

AIRLINES—0.27%

              

AMR Corp.(1)(2)

      135,836      3,452,951

Continental Airlines Inc. Class B(1)

      74,076      2,207,465

Southwest Airlines Co.

      393,175      6,436,275

US Airways Group Inc.(1)

      51,372      2,596,341
           
              14,693,032

APPAREL—0.46%

              

Coach Inc.(1)

      325,150      9,721,985

Nike Inc. Class B

      162,959      13,199,679

Polo Ralph Lauren Corp.

      51,584      2,831,962
           
              25,753,626

AUTO MANUFACTURERS—0.18%

              

Oshkosh Truck Corp.

      62,186      2,955,079

PACCAR Inc.

      82,940      6,832,597
           
              9,787,676

AUTO PARTS & EQUIPMENT—0.17%

              

BorgWarner Inc.

      3,623      235,857

Goodyear Tire & Rubber Co. (The)(1)

      149,678      1,661,426

Johnson Controls Inc.

      93,531      7,690,119
           
              9,587,402

BANKS—1.22%

            

Bank of Hawaii Corp.

      27,877    1,382,699

Bank of New York Co. Inc. (The)

      38,611    1,243,274

Commerce Bancorp Inc.

      155,573    5,549,289

Cullen/Frost Bankers Inc.

      19,127    1,095,977

East West Bancorp Inc.

      47,288    1,792,688

Investors Financial Services Corp.

      55,543    2,493,881

Mellon Financial Corp.

      312,986    10,776,108

Northern Trust Corp.

      174,045    9,624,688

State Street Corp.

      263,030    15,279,413

Synovus Financial Corp.

      101,550    2,719,509

TCF Financial Corp.

      42,336    1,119,787

Wells Fargo & Co.

      214,277    14,373,701
           
            67,451,014

BEVERAGES—2.90%

            

Anheuser-Busch Companies Inc.

      417,758    19,045,587

Brown-Forman Corp. Class B

      52,058    3,719,544

Coca-Cola Co. (The)

      1,139,424    49,018,020

Constellation Brands Inc.(1)

      30,034    750,850

Hansen Natural Corp.(1)

      12,879    2,451,775

Pepsi Bottling Group Inc.

      59,988    1,928,614

PepsiCo Inc.

      1,395,786    83,802,991
           
            160,717,381

BIOTECHNOLOGY—2.67%

            

Amgen Inc.(1)

      996,026    64,970,776

Biogen Idec Inc.(1)

      143,772    6,660,957

Celgene Corp.(1)

      293,443    13,918,001

Charles River Laboratories International Inc.(1)

      18,280    672,704

Genentech Inc.(1)

      394,249    32,249,568

Genzyme Corp.(1)

      219,900    13,424,895

Invitrogen Corp.(1)

      16,271    1,075,025

MedImmune Inc.(1)

      210,106    5,693,873

Millennium Pharmaceuticals Inc.(1)

      143,051    1,426,218

Millipore Corp.(1)

      44,913    2,829,070

PDL BioPharma Inc.(1)

      96,685    1,779,971

Vertex Pharmaceuticals Inc.(1)

      93,056    3,416,086
           
            148,117,144

BUILDING MATERIALS—0.50%

            

American Standard Companies Inc.

      150,467    6,510,707

Eagle Materials Inc.

      42,505    2,018,987

Florida Rock Industries Inc.(2)

      40,498    2,011,536

Martin Marietta Materials Inc.

      38,620    3,520,213

Masco Corp.

      203,316    6,026,286

USG Corp.(1)

      14,683    1,070,831

Vulcan Materials Co.

      84,975    6,628,050
           
            27,786,610

CHEMICALS—1.11%

            

Air Products & Chemicals Inc.

      22,154    1,416,084

Airgas Inc.

      53,533    1,994,104

Cabot Corp.

      22,070    761,856

Celanese Corp. Class A

      34,512    704,735

Du Pont (E.I.) de Nemours and Co.

      623,306    25,929,530

Ecolab Inc.

      152,331    6,181,592

Huntsman Corp.(1)

      54,000    935,280

International Flavors & Fragrances Inc.

      52,095    1,835,828

PPG Industries Inc.

      17,768    1,172,688

Praxair Inc.

      272,923    14,737,842

Rohm & Haas Co.

      20,234    1,014,128

Sherwin-Williams Co. (The)

      58,081    2,757,686

Sigma-Aldrich Corp.

      24,315    1,766,242

Valhi Inc.

      6,154    151,081
           
            61,358,676

COAL—0.53%

            

Arch Coal Inc.

      120,785    5,117,660

CONSOL Energy Inc.

      154,738    7,229,359

Foundation Coal Holdings Inc.

      38,487    1,806,195

Massey Energy Co.

      69,249    2,492,964

Peabody Energy Corp.

      223,605    12,465,979
           
            29,112,157

COMMERCIAL SERVICES—1.61%

            

Alliance Data Systems Corp.(1)

      68,598    4,034,934

Apollo Group Inc. Class A(1)

      117,764    6,084,866

ARAMARK Corp. Class B

      100,016    3,311,530

Block (H & R) Inc.

      277,399    6,618,740

Career Education Corp.(1)

      82,492    2,465,686

Cendant Corp.

      117,438    1,913,065

ChoicePoint Inc.(1)

      72,704    3,036,846

Convergys Corp.(1)

      6,508    126,906

Corporate Executive Board Co. (The)

      33,813    3,388,063

Corrections Corp. of America(1)

      22,352    1,183,315

Equifax Inc.

      97,307    3,341,522

Hewitt Associates Inc. Class A(1)

      4,165    93,629

Iron Mountain Inc.(1)

      96,810    3,618,758

ITT Educational Services Inc.(1)

      36,949    2,431,614

Laureate Education Inc.(1)

      31,056    1,323,917

Manpower Inc.

      63,448    4,098,741

McKesson Corp.

      179,304    8,477,493

Moody’s Corp.

      205,099    11,169,692

Paychex Inc.

      283,888    11,065,954

Pharmaceutical Product Development Inc.

      85,308    2,996,017

Quanta Services Inc.(1)

      41,811    724,585

Robert Half International Inc.

      126,963    5,332,446

ServiceMaster Co. (The)

      74,154    766,011

Weight Watchers International Inc.

      39,091    1,598,431
           
            89,202,761

COMPUTERS—5.51%

            

Affiliated Computer Services Inc. Class A(1)

      39,442    2,035,602

Apple Computer Inc.(1)

      718,381    41,033,923

Cadence Design Systems Inc.(1)

      200,442    3,437,580

Ceridian Corp.(1)

      111,807    2,732,563

Cognizant Technology Solutions Corp.(1)

      118,586    7,989,139

Dell Inc.(1)

      1,948,609    47,565,546

Diebold Inc.

      45,627    1,853,369

DST Systems Inc.(1)

      49,925    2,970,537

Electronic Data Systems Corp.

      245,659    5,910,556

EMC Corp.(1)

      1,755,587    19,258,789

FactSet Research Systems Inc.

      35,196    1,664,771

Hewlett-Packard Co.

      1,434,427    45,442,647

International Business Machines Corp.

      1,190,380    91,444,992

Lexmark International Inc.(1)

      67,873    3,789,350

National Instruments Corp.

      47,480    1,300,952

NCR Corp.(1)

      32,280    1,182,739

Network Appliance Inc.(1)

      316,036    11,156,071

Reynolds & Reynolds Co. (The) Class A

      40,740    1,249,496

SanDisk Corp.(1)

      164,987    8,411,037

Sun Microsystems Inc.(1)

      257,027    1,066,662

Synopsys Inc.(1)

      10,933    205,212

Western Digital Corp.(1)

      186,413    3,692,842
           
            305,394,375

COSMETICS & PERSONAL CARE—1.29%

            

Alberto-Culver Co.

      14,020    683,054

Avon Products Inc.

      380,331    11,790,261

Colgate-Palmolive Co.

      389,506    23,331,409

Estee Lauder Companies Inc. (The) Class A

      105,024    4,061,278

Procter & Gamble Co.

      573,741    31,900,000
           
            71,766,002

DISTRIBUTION & WHOLESALE—0.27%

            

CDW Corp.

      49,626    2,712,061

Fastenal Co.

      106,156    4,277,025

Grainger (W.W.) Inc.

      46,320    3,484,654

Pool Corp.

      44,723    1,951,264

WESCO International Inc.(1)

      40,853    2,818,857
           
            15,243,861

DIVERSIFIED FINANCIAL SERVICES—4.44%

            

Affiliated Managers Group Inc.(1)

      26,454    2,298,588

American Express Co.

      913,981    48,642,069

AmeriCredit Corp.(1)

      26,329    735,106

BlackRock Inc.

      16,750    2,331,098

Capital One Financial Corp.

      42,750    3,652,988

CBOT Holdings Inc. Class A(1)

      44,615    5,335,508

Chicago Mercantile Exchange Holdings Inc.

      29,267    14,374,487

E*TRADE Financial Corp.(1)

      332,815    7,594,838

Eaton Vance Corp.

      97,713    2,438,916

Federal Home Loan Mortgage Corp.

      295,166    16,827,414

Federated Investors Inc. Class B

      77,344    2,436,336

First Marblehead Corp. (The)(2)

      25,817    1,470,020

Franklin Resources Inc.

      144,051    12,505,067

Goldman Sachs Group Inc. (The)

      243,606    36,645,651

IndyMac Bancorp Inc.

      12,013    550,796

IntercontinentalExchange Inc.(1)

      17,221    997,785

Investment Technology Group Inc.(1)

      36,552    1,859,035

Janus Capital Group Inc.

      90,095    1,612,701

Legg Mason Inc.

      60,437    6,014,690

Lehman Brothers Holdings Inc.

      58,336    3,800,590

MasterCard Inc. Class A(1)

      51,981    2,495,088

Merrill Lynch & Co. Inc.

      140,979    9,806,499

Morgan Stanley

      98,611    6,233,201

Nasdaq Stock Market Inc. (The)(1)

      79,828    2,386,857

Nelnet Inc. Class A(1)

      14,235    577,229

Nuveen Investments Inc. Class A

      66,907    2,880,346

NYSE Group Inc.(1)

      66,899    4,581,244

Rowe (T.) Price Group Inc.

      224,315    8,481,350

Schwab (Charles) Corp. (The)

      882,387    14,100,544

SLM Corp.

      347,038    18,365,251

TD Ameritrade Holding Corp.

      263,179    3,897,681
           
            245,928,973

ELECTRIC—1.24%

            

AES Corp. (The)(1)

      556,051    10,259,141

Allegheny Energy Inc.(1)

      137,964    5,114,325

Constellation Energy Group Inc.

      19,193    1,046,402

DPL Inc.

      18,283    489,984

Exelon Corp.

      477,558    27,139,621

NRG Energy Inc.(1)

      34,591    1,666,594

TXU Corp.

      385,787    23,066,205
           
            68,782,272

ELECTRICAL COMPONENTS & EQUIPMENT—0.69%

            

American Power Conversion Corp.

      56,041    1,092,239

AMETEK Inc.

      59,874    2,836,830

Emerson Electric Co.

      325,203    27,255,263

Energizer Holdings Inc.(1)

      41,862    2,451,857

Hubbell Inc. Class B

      14,477    689,829

Molex Inc.

      116,003    3,894,221
           
            38,220,239

ELECTRONICS—0.93%

            

Agilent Technologies Inc.(1)

      359,818    11,355,856

Amphenol Corp. Class A

      75,675    4,234,773

Applera Corp. - Applied Biosystems Group

      125,827    4,070,503

Arrow Electronics Inc.(1)

      14,299    460,428

Avnet Inc.(1)

      50,008    1,001,160

AVX Corp.

      19,300    304,747

Dolby Laboratories Inc. Class A(1)

      29,550    688,515

Fisher Scientific International Inc.(1)

      62,081    4,535,017

Gentex Corp.

      117,538    1,645,532

Jabil Circuit Inc.

      154,118    3,945,421

Mettler Toledo International Inc.(1)

      34,431    2,085,486

PerkinElmer Inc.

      55,402    1,157,902

Sanmina-SCI Corp.(1)

      180,022    828,101

Solectron Corp.(1)

      344,303    1,177,516

Symbol Technologies Inc.

      171,904    1,854,844

Tektronix Inc.

      50,441    1,483,974

Thermo Electron Corp.(1)

      41,477    1,503,126

Thomas & Betts Corp.(1)

      52,718    2,704,433

Trimble Navigation Ltd.(1)

      46,146    2,059,957

Vishay Intertechnology Inc.(1)

      29,862    469,729

Waters Corp.(1)

      87,423    3,881,581
           
            51,448,601

ENERGY - ALTERNATE SOURCES—0.03%

            

Covanta Holding Corp.(1)

      96,301    1,699,713
           
            1,699,713

ENGINEERING & CONSTRUCTION—0.20%

            

Fluor Corp.

      73,949    6,872,081

Jacobs Engineering Group Inc.(1)

      49,504    3,942,499

URS Corp.(1)

      2,420    101,640
           
            10,916,220

ENTERTAINMENT—0.39%

            

DreamWorks Animation SKG Inc. Class A(1)

      21,586    494,319

GTECH Holdings Corp.

      107,569    3,741,250

International Game Technology Inc.

      286,413    10,866,509

Penn National Gaming Inc.(1)

      61,067    2,368,178

Regal Entertainment Group Class A(2)

      53,283    1,082,711

Scientific Games Corp. Class A(1)

      55,894    1,990,944

Warner Music Group Corp.

      41,920    1,235,802
           
            21,779,713

ENVIRONMENTAL CONTROL—0.41%

            

Allied Waste Industries Inc.(1)

      11,807    134,128

Nalco Holding Co.(1)

      89,676    1,580,988

Republic Services Inc.

      94,748    3,822,134

Stericycle Inc.(1)

      37,385    2,433,764

Waste Management Inc.

      409,792    14,703,337
           
            22,674,351

FOOD—1.26%

            

Campbell Soup Co.

      115,554    4,288,209

General Mills Inc.

      33,976    1,755,200

Heinz (H.J.) Co.

      160,727    6,625,167

Hershey Co. (The)

      130,978    7,212,958

Kellogg Co.

      154,181    7,466,986

Kroger Co.

      76,311    1,668,158

McCormick & Co. Inc. NVS

      88,291    2,962,163

Sara Lee Corp.

      337,715    5,410,194

Sysco Corp.

      522,447    15,965,980

Whole Foods Market Inc.

      118,320    7,648,205

Wrigley (William Jr.) Co.

      198,296    8,994,707
           
            69,997,927

FOREST PRODUCTS & PAPER—0.00%

            

Rayonier Inc.

      5,879    222,873
           
            222,873

HAND & MACHINE TOOLS—0.18%

            

Black & Decker Corp.

      58,991    4,982,380

Lincoln Electric Holdings Inc.

      35,843    2,245,564

Snap-On Inc.

      6,182    249,876

Stanley Works (The)

      48,043    2,268,590
           
            9,746,410

HEALTH CARE - PRODUCTS—5.87%

            

Advanced Medical Optics Inc.(1)

      58,016    2,941,411

Bard (C.R.) Inc.

      87,466    6,407,759

Bausch & Lomb Inc.

      7,385    362,160

Baxter International Inc.

      553,086    20,331,441

Beckman Coulter Inc.

      49,004    2,722,172

Becton, Dickinson & Co.

      208,898    12,769,935

Biomet Inc.

      207,849    6,503,595

Boston Scientific Corp.(1)

      1,042,360    17,553,342

Cooper Companies Inc.

      18,872    835,841

Cytyc Corp.(1)

      96,573    2,449,091

Dade Behring Holdings Inc.

      73,619    3,065,495

DENTSPLY International Inc.

      66,688    4,041,293

Edwards Lifesciences Corp.(1)

      49,788    2,261,869

Gen-Probe Inc.(1)

      43,573    2,352,071

Henry Schein Inc.(1)

      74,595    3,485,824

Hillenbrand Industries Inc.

      21,868    1,060,598

IDEXX Laboratories Inc.(1)

      26,655    2,002,590

Intuitive Surgical Inc.(1)

      30,883    3,643,268

Johnson & Johnson

      2,215,926    132,778,286

Kinetic Concepts Inc.(1)

      37,050    1,635,758

Medtronic Inc.

      1,019,511    47,835,456

Patterson Companies Inc.(1)

      117,107    4,090,548

ResMed Inc.(1)

      63,693    2,990,386

Respironics Inc.(1)

      61,385    2,100,595

St. Jude Medical Inc.(1)

      304,882    9,884,274

Stryker Corp.

      252,824    10,646,419

TECHNE Corp.(1)

      33,257    1,693,446

Varian Medical Systems Inc.(1)

      110,981    5,254,950

Zimmer Holdings Inc.(1)

      209,593    11,888,115
           
            325,587,988

HEALTH CARE - SERVICES—2.73%

            

Aetna Inc.

      238,505    9,523,505

Brookdale Senior Living Inc.

      10,265    459,256

Community Health Systems Inc.(1)

      50,644    1,861,167

Covance Inc.(1)

      40,534    2,481,491

Coventry Health Care Inc.(1)

      135,566    7,447,996

DaVita Inc.(1)

      87,249    4,336,275

HCA Inc.

      327,089    14,113,890

Health Management Associates Inc. Class A

      52,263    1,030,104

Health Net Inc.(1)

      89,712    4,052,291

Humana Inc.(1)

      139,073    7,468,220

Laboratory Corp. of America Holdings(1)

      105,327    6,554,499

LifePoint Hospitals Inc.(1)(2)

      17,090    549,102

Lincare Holdings Inc.(1)

      80,763    3,056,072

Manor Care Inc.

      66,739    3,131,394

Pediatrix Medical Group Inc.(1)

      40,962    1,855,579

Quest Diagnostics Inc.

      133,738    8,013,581

Sierra Health Services Inc.(1)

      47,290    2,129,469

Tenet Healthcare Corp.(1)

      270,725    1,889,661

Triad Hospitals Inc.(1)

      12,197    482,757

UnitedHealth Group Inc.

      1,137,746    50,948,266

Universal Health Services Inc. Class B

      8,883    446,460

Wellcare Health Plans Inc.(1)

      27,597    1,353,633

WellPoint Inc.(1)

      247,663    18,022,437
           
            151,207,105

HOLDING COMPANIES - DIVERSIFIED—0.04%

            

Walter Industries Inc.

      36,742    2,118,176
           
            2,118,176

HOME BUILDERS—0.33%

            

Beazer Homes USA Inc.

      17,188    788,414

Centex Corp.

      46,645    2,346,244

Horton (D.R.) Inc.

      142,082    3,384,393

KB Home

      35,230    1,615,296

Lennar Corp. Class A

      46,426    2,059,922

M.D.C. Holdings Inc.

      12,881    668,910

NVR Inc.(1)(2)

      3,932    1,931,595

Pulte Homes Inc.

      89,115    2,565,621

Ryland Group Inc.

      13,945    607,584

Standard-Pacific Corp.

      21,362    549,003

Thor Industries Inc.

      30,064    1,456,601

Toll Brothers Inc.(1)

      21,065    538,632
           
            18,512,215

HOME FURNISHINGS—0.09%

            

Harman International Industries Inc.

      56,509    4,824,173
           
            4,824,173

HOUSEHOLD PRODUCTS & WARES—0.46%

            

Avery Dennison Corp.

      79,644    4,624,131

Church & Dwight Co. Inc.

      54,603    1,988,641

Fortune Brands Inc.

      42,485    3,016,860

Jarden Corp.(1)

      20,230    616,004

Kimberly-Clark Corp.

      225,236    13,897,061

Scotts Miracle-Gro Co. (The) Class A

      29,715    1,257,539
           
            25,400,236

HOUSEWARES—0.10%

            

Newell Rubbermaid Inc.

      143,790    3,714,096

Toro Co.

      36,015    1,681,901
           
            5,395,997

INSURANCE—0.99%

            

AFLAC Inc.

      421,171    19,521,276

Ambac Financial Group Inc.

      7,594    615,873

American International Group Inc.

      243,720    14,391,666

Berkley (W.R.) Corp.

      73,617    2,512,548

Brown & Brown Inc.

      94,878    2,772,335

CNA Financial Corp.(1)

      2,257    74,391

Gallagher (Arthur J.) & Co.

      24,751    627,190

Hanover Insurance Group Inc. (The)

      15,529    737,006

HCC Insurance Holdings Inc.

      50,909    1,498,761

Markel Corp.(1)

      1,482    514,254

Philadelphia Consolidated Holding Corp.(1)

      38,372    1,164,974

Principal Financial Group Inc.

      15,676    872,369

Progressive Corp. (The)

      178,454    4,588,052

Prudential Financial Inc.

      59,429    4,617,633

Transatlantic Holdings Inc.

      8,202    458,492
           
            54,966,820

INTERNET—3.52%

            

Akamai Technologies Inc.(1)

      130,513    4,723,265

Amazon.com Inc.(1)

      263,653    10,198,098

CheckFree Corp.(1)

      69,855    3,462,014

eBay Inc.(1)

      994,531    29,129,813

Emdeon Corp.(1)

      231,790    2,876,514

Expedia Inc.(1)

      17,073    255,583

F5 Networks Inc.(1)

      34,245    1,831,423

Google Inc. Class A(1)

      176,387    73,964,361

IAC/InterActiveCorp(1)

      59,716    1,581,877

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      454,383    7,842,651

McAfee Inc.(1)

      124,634    3,024,867

Monster Worldwide Inc.(1)

      104,420    4,454,557

NutriSystem Inc.(1)

      27,117    1,684,779

Symantec Corp.(1)

      381,580    5,929,753

VeriSign Inc.(1)

      194,223    4,500,147

WebMD Health Corp. Class A(1)

      5,963    282,050

Yahoo! Inc.(1)

      1,189,949    39,268,317
           
            195,010,069

IRON & STEEL—0.15%

            

Allegheny Technologies Inc.

      84,696    5,864,351

Carpenter Technology Corp.

      20,085    2,319,818
           
            8,184,169

LEISURE TIME—0.23%

            

Brunswick Corp.

      15,018    499,349

Harley-Davidson Inc.

      226,916    12,455,419
           
            12,954,768

LODGING—1.08%

            

Boyd Gaming Corp.

      36,900    1,489,284

Choice Hotels International Inc.

      28,364    1,718,858

Harrah’s Entertainment Inc.

      115,167    8,197,587

Hilton Hotels Corp.

      324,865    9,187,182

Las Vegas Sands Corp.(1)

      117,318    9,134,379

Marriott International Inc. Class A

      288,427    10,994,837

MGM Mirage(1)

      101,055    4,123,044

Starwood Hotels & Resorts Worldwide Inc.

      152,852    9,223,090

Station Casinos Inc.

      42,756    2,910,828

Wynn Resorts Ltd.(1)

      41,543    3,045,102
           
            60,024,191

MACHINERY—1.40%

            

AGCO Corp.(1)

      5,203    136,943

Caterpillar Inc.

      565,607    42,126,409

Cummins Inc.

      32,003    3,912,367

Flowserve Corp.(1)

      7,210    410,249

Gardner Denver Inc.(1)

      44,222    1,702,547

Graco Inc.

      57,797    2,657,506

IDEX Corp.

      45,085    2,128,012

JLG Industries Inc.

      89,824    2,021,040

Joy Global Inc.

      104,411    5,438,769

Manitowoc Co. Inc. (The)

      51,698    2,300,561

Rockwell Automation Inc.

      149,939    10,797,107

Terex Corp.(1)

      20,099    1,983,771

Zebra Technologies Corp. Class A(1)

      59,777    2,041,982
           
            77,657,263

MANUFACTURING—5.08%

            

Brink’s Co. (The)

      31,694    1,787,859

Carlisle Companies Inc.

      22,202    1,760,619

Danaher Corp.

      200,573    12,900,855

Donaldson Co. Inc.

      62,444    2,114,978

Dover Corp.

      154,136    7,618,942

General Electric Co.

      4,268,561    140,691,771

Harsco Corp.

      35,437    2,762,669

Honeywell International Inc.

      316,791    12,766,677

Illinois Tool Works Inc.

      421,696    20,030,560

ITT Industries Inc.

      104,367    5,166,167

Leggett & Platt Inc.

      84,843    2,119,378

Pall Corp.

      18,884    528,752

Parker Hannifin Corp.

      43,392    3,367,219

Pentair Inc.

      32,459    1,109,773

Roper Industries Inc.

      73,358    3,429,487

Textron Inc.

      102,630    9,460,433

3M Co.

      636,815    51,435,547

Trinity Industries Inc.

      62,837    2,538,615
           
            281,590,301

MEDIA—2.79%

            

Cablevision Systems Corp.

      92,014    1,973,700

Comcast Corp. Class A(1)

      830,939    27,204,943

DIRECTV Group Inc. (The)(1)

      679,883    11,218,070

Discovery Holding Co. Class A(1)

      66,744    976,465

Dow Jones & Co. Inc.

      49,984    1,749,940

EchoStar Communications Corp.(1)

      173,809    5,355,055

Liberty Global Inc. Class A(1)

      140,536    3,021,524

McClatchy Co. (The) Class A

      3,813    152,978

McGraw-Hill Companies Inc. (The)

      302,220    15,180,511

Meredith Corp.

      26,256    1,300,722

News Corp. Class A

      1,318,558    25,289,942

Scripps (E.W.) Co. Class A

      70,862    3,056,987

Sirius Satellite Radio Inc.(1)(2)

      1,186,037    5,633,676

Time Warner Inc.

      244,576    4,231,165

Univision Communications Inc. Class A(1)

      124,418    4,168,003

Viacom Inc. Class B(1)

      535,941    19,208,125

Walt Disney Co. (The)

      665,534    19,966,020

Washington Post Co. (The) Class B

      941    733,989

Wiley (John) & Sons Inc. Class A

      37,367    1,240,584

XM Satellite Radio Holdings Inc. Class A(1)

      218,230    3,197,070
           
            154,859,469

METAL FABRICATE & HARDWARE—0.13%

            

Precision Castparts Corp.

      114,139    6,820,947

Timken Co. (The)

      5,480    183,635
           
            7,004,582

MINING—0.62%

            

Alcoa Inc.

      291,766    9,441,548

Freeport-McMoRan Copper & Gold Inc.

      85,643    4,745,479

Newmont Mining Corp.

      334,497    17,704,926

Southern Copper Corp.(2)

      5,717    509,556

Titanium Metals Corp.(1)

      62,765    2,157,861
           
            34,559,370

OFFICE & BUSINESS EQUIPMENT—0.08%

            

Pitney Bowes Inc.

      110,060    4,545,478
           
            4,545,478

OFFICE FURNISHINGS—0.05%

            

HNI Corp.

      43,762    1,984,607

Steelcase Inc. Class A

      50,679    833,670
           
            2,818,277

OIL & GAS—1.69%

            

Cheniere Energy Inc.(1)

      46,309    1,806,051

CNX Gas Corp.(1)

      23,567    707,010

Denbury Resources Inc.(1)

      100,558    3,184,672

Diamond Offshore Drilling Inc.

      49,832    4,182,400

ENSCO International Inc.

      129,884    5,977,262

EOG Resources Inc.

      92,409    6,407,640

Exxon Mobil Corp.

      291,297    17,871,071

Frontier Oil Corp.

      51,464    1,667,434

Helmerich & Payne Inc.

      44,384    2,674,580

Holly Corp.

      40,571    1,955,522

Patterson-UTI Energy Inc.

      144,856    4,100,873

Plains Exploration & Production Co.(1)

      66,476    2,694,937

Pride International Inc.(1)

      111,197    3,472,682

Quicksilver Resources Inc.(1)

      52,831    1,944,709

Range Resources Corp.

      116,477    3,167,010

Rowan Companies Inc.

      86,679    3,084,906

Southwestern Energy Co.(1)

      141,605    4,412,412

St. Mary Land & Exploration Co.

      48,270    1,942,868

Sunoco Inc.

      56,229    3,896,107

TODCO Class A

      52,225    2,133,391

Unit Corp.(1)

      39,070    2,222,692

W&T Offshore Inc.

      15,025    584,322

XTO Energy Inc.

      307,564    13,615,858
           
            93,706,409

OIL & GAS SERVICES—1.97%

            

Baker Hughes Inc.

      287,824    23,558,394

BJ Services Co.

      271,559    10,118,288

Cameron International Corp.(1)

      97,562    4,660,537

Dresser-Rand Group Inc.(1)

      26,425    620,459

FMC Technologies Inc.(1)

      57,746    3,895,545

Global Industries Ltd.(1)

      74,563    1,245,202

Grant Prideco Inc.(1)

      110,591    4,948,947

Halliburton Co.

      436,002    32,355,708

Helix Energy Solutions Group Inc.(1)

      76,896    3,103,523

National Oilwell Varco Inc.(1)

      138,032    8,740,186

Oceaneering International Inc.(1)

      45,402    2,081,682

Smith International Inc.

      180,715    8,036,396

Superior Energy Services Inc.(1)

      67,395    2,284,691

Tetra Technologies Inc.(1)

      60,331    1,827,426

Tidewater Inc.

      29,550    1,453,860
           
            108,930,844

PACKAGING & CONTAINERS—0.25%

            

Ball Corp.

      88,433    3,275,558

Crown Holdings Inc.(1)

      141,691    2,206,129

Owens-Illinois Inc.(1)

      129,529    2,170,906

Packaging Corp. of America

      68,568    1,509,867

Pactiv Corp.(1)

      119,224    2,950,794

Sealed Air Corp.

      28,388    1,478,447
           
            13,591,701

PHARMACEUTICALS—5.72%

            

Abbott Laboratories

      1,032,592    45,031,337

Abraxis BioScience Inc.(1)

      21,590    514,706

Allergan Inc.

      126,247    13,541,253

AmerisourceBergen Corp.

      34,391    1,441,671

Amylin Pharmaceuticals Inc.(1)

      90,153    4,450,854

Barr Pharmaceuticals Inc.(1)

      89,674    4,276,553

Bristol-Myers Squibb Co.

      760,670    19,670,926

Cardinal Health Inc.

      352,797    22,695,431

Caremark Rx Inc.

      344,545    17,182,459

Cephalon Inc.(1)

      51,307    3,083,551

Endo Pharmaceuticals Holdings Inc.(1)

      112,392    3,706,688

Express Scripts Inc.(1)

      103,947    7,457,158

Forest Laboratories Inc.(1)

      275,266    10,650,042

Gilead Sciences Inc.(1)

      384,328    22,736,844

Hospira Inc.(1)

      131,945    5,665,718

ImClone Systems Inc.(1)

      58,701    2,268,207

Kos Pharmaceuticals Inc.(1)

      14,034    527,959

Lilly (Eli) & Co.

      627,842    34,700,827

Medco Health Solutions Inc.(1)

      156,704    8,976,005

Merck & Co. Inc.

      562,252    20,482,840

Mylan Laboratories Inc.

      177,570    3,551,400

Omnicare Inc.

      49,520    2,348,238

Schering-Plough Corp.

      1,250,971    23,805,978

Sepracor Inc.(1)(2)

      91,853    5,248,480

VCA Antech Inc.(1)

      70,177    2,240,752

Wyeth

      694,619    30,848,030
           
            317,103,907

PIPELINES—0.67%

            

El Paso Corp.

      521,253    7,818,795

Equitable Resources Inc.

      88,403    2,961,501

Kinder Morgan Inc.

      89,956    8,985,705

Questar Corp.

      64,025    5,153,372

Western Gas Resources Inc.

      53,482    3,200,898

Williams Companies Inc.

      382,050    8,924,688
           
            37,044,959

REAL ESTATE—0.22%

            

CB Richard Ellis Group Inc. Class A(1)

      156,290    3,891,621

Forest City Enterprises Inc. Class A

      59,483    2,968,797

Jones Lang LaSalle Inc.

      30,226    2,646,286

St. Joe Co. (The)(2)

      62,987    2,931,415
           
            12,438,119

REAL ESTATE INVESTMENT TRUSTS—0.73%

            

CapitalSource Inc.

      51,284    1,203,123

Developers Diversified Realty Corp.

      39,190    2,044,934

Essex Property Trust Inc.

      8,721    973,787

Federal Realty Investment Trust

      23,341    1,633,870

General Growth Properties Inc.

      75,067    3,382,519

Global Signal Inc.

      14,409    667,425

Kilroy Realty Corp.

      27,082    1,956,675

Macerich Co. (The)

      60,632    4,256,366

Pan Pacific Retail Properties Inc.

      7,131    494,677

Public Storage Inc.

      31,459    2,387,738

Shurgard Storage Centers Inc. Class A

      39,945    2,496,563

Simon Property Group Inc.

      103,538    8,587,442

SL Green Realty Corp.

      36,488    3,994,341

Taubman Centers Inc.

      23,984    980,946

United Dominion Realty Trust Inc.

      113,417    3,176,810

Ventas Inc.

      52,385    1,774,804

Weingarten Realty Investors

      16,750    641,190
           
            40,653,210

RETAIL—9.69%

            

Abercrombie & Fitch Co. Class A

      74,292    4,118,006

Advance Auto Parts Inc.

      91,159    2,634,495

American Eagle Outfitters Inc.

      96,391    3,281,150

AnnTaylor Stores Corp.(1)

      56,662    2,457,998

AutoZone Inc.(1)

      46,152    4,070,606

Barnes & Noble Inc.

      10,099    368,614

Bed Bath & Beyond Inc.(1)

      238,392    7,907,463

Best Buy Co. Inc.

      338,433    18,559,666

Brinker International Inc.

      71,630    2,600,169

Burger King Holdings Inc.(1)

      21,124    332,703

CarMax Inc.(1)

      88,930    3,153,458

Cheesecake Factory (The)(1)

      66,806    1,800,422

Chico’s FAS Inc.(1)

      151,297    4,081,993

Circuit City Stores Inc.

      136,866    3,725,493

Claire’s Stores Inc.

      83,563    2,131,692

Coldwater Creek Inc.(1)

      50,472    1,350,631

Copart Inc.(1)

      59,784    1,468,295

Costco Wholesale Corp.

      269,860    15,417,102

CVS Corp.

      625,605    19,206,074

Darden Restaurants Inc.

      125,187    4,932,368

Dick’s Sporting Goods Inc.(1)

      30,837    1,221,145

Dollar General Corp.

      248,770    3,477,805

Dollar Tree Stores Inc.(1)

      9,454    250,531

Family Dollar Stores Inc.

      70,189    1,714,717

Federated Department Stores Inc.

      38,134    1,395,704

Foot Locker Inc.

      14,843    363,505

GameStop Corp. Class A(1)

      55,460    2,329,320

Gap Inc. (The)

      245,738    4,275,841

Home Depot Inc.

      1,652,897    59,157,184

Kohl’s Corp.(1)

      291,805    17,251,512

Limited Brands Inc.

      288,152    7,373,810

Lowe’s Companies Inc.

      655,287    39,756,262

Michaels Stores Inc.

      111,555    4,600,528

MSC Industrial Direct Co. Inc. Class A

      31,931    1,518,958

Nordstrom Inc.

      199,316    7,275,034

Office Depot Inc.(1)

      243,021    9,234,798

O’Reilly Automotive Inc.(1)

      95,618    2,982,325

OSI Restaurant Partners Inc.

      29,829    1,032,083

Panera Bread Co. Class A(1)

      25,375    1,706,215

Penney (J.C.) Co. Inc.

      198,156    13,377,512

PetSmart Inc.

      118,302    3,028,531

RadioShack Corp.

      87,322    1,222,508

Ross Stores Inc.

      121,208    3,399,884

Staples Inc.

      615,001    14,956,824

Starbucks Corp.(1)

      648,262    24,478,373

Target Corp.

      733,416    35,842,040

Tiffany & Co.

      72,735    2,401,710

Tim Hortons Inc.(1)

      28,245    727,309

TJX Companies Inc.

      386,826    8,842,842

Tractor Supply Co.(1)

      30,350    1,677,445

United Auto Group Inc.

      5,286    112,856

Urban Outfitters Inc.(1)

      96,942    1,695,516

Walgreen Co.

      853,215    38,258,161

Wal-Mart Stores Inc.

      2,076,790    100,038,974

Wendy’s International Inc.

      40,191    2,342,733

Williams-Sonoma Inc.

      81,227    2,765,779

Yum! Brands Inc.

      229,709    11,547,471
           
            537,232,143

SAVINGS & LOANS—0.25%

            

Golden West Financial Corp.

      123,673    9,176,537

Hudson City Bancorp Inc.

      243,891    3,251,067

People’s Bank

      49,287    1,619,078
           
            14,046,682

SEMICONDUCTORS—5.05%

            

Advanced Micro Devices Inc.(1)

      408,900    9,985,338

Agere Systems Inc.(1)

      143,051    2,102,850

Altera Corp.(1)

      303,293    5,322,792

Analog Devices Inc.

      305,051    9,804,339

Applied Materials Inc.

      1,320,865    21,503,682

Broadcom Corp. Class A(1)

      384,590    11,556,930

Cree Inc.(1)

      55,325    1,314,522

Cypress Semiconductor Corp.(1)

      105,352    1,531,818

Fairchild Semiconductor International Inc. Class A(1)

      52,792    959,231

Freescale Semiconductor Inc. Class B(1)

      157,652    4,634,969

Integrated Device Technology Inc.(1)

      74,763    1,060,139

Intel Corp.

      4,913,353    93,108,039

International Rectifier Corp.(1)(2)

      33,235    1,298,824

Intersil Corp. Class A

      52,193    1,213,487

KLA-Tencor Corp.

      132,680    5,515,508

Lam Research Corp.(1)

      118,786    5,537,803

Linear Technology Corp.

      256,460    8,588,845

LSI Logic Corp.(1)

      241,264    2,159,313

Maxim Integrated Products Inc.

      270,873    8,697,732

MEMC Electronic Materials Inc.(1)

      117,244    4,396,650

Microchip Technology Inc.

      181,080    6,075,234

Micron Technology Inc.(1)

      279,290    4,206,107

National Semiconductor Corp.

      285,162    6,801,114

Novellus Systems Inc.(1)

      42,564    1,051,331

NVIDIA Corp.(1)

      297,754    6,339,183

PMC-Sierra Inc.(1)

      174,403    1,639,388

QLogic Corp.(1)

      136,283    2,349,519

Rambus Inc.(1)

      66,730    1,522,111

Silicon Laboratories Inc.(1)

      42,260    1,485,439

Spansion Inc. Class A(1)

      6,570    104,726

Teradyne Inc.(1)

      129,084    1,798,140

Texas Instruments Inc.

      1,316,004    39,861,761

Xilinx Inc.

      290,153    6,571,965
           
            280,098,829

SOFTWARE—6.74%

            

Activision Inc.(1)

      233,584    2,658,186

Acxiom Corp.

      73,251    1,831,275

Adobe Systems Inc.(1)

      505,709    15,353,325

Autodesk Inc.(1)

      195,107    6,723,387

Automatic Data Processing Inc.

      486,840    22,078,194

BEA Systems Inc.(1)

      329,032    4,307,029

BMC Software Inc.(1)

      179,760    4,296,264

CA Inc.

      58,662    1,205,504

Cerner Corp.(1)

      54,337    2,016,446

Citrix Systems Inc.(1)

      153,852    6,175,619

Dun & Bradstreet Corp.(1)

      55,991    3,901,453

Electronic Arts Inc.(1)

      256,598    11,043,978

Fair Isaac Corp.

      44,439    1,613,580

Fidelity National Information Services Inc.

      17,552    621,341

First Data Corp.

      646,634    29,124,395

Fiserv Inc.(1)

      148,405    6,731,651

Global Payments Inc.

      56,952    2,765,020

IMS Health Inc.

      120,606    3,238,271

Intuit Inc.(1)

      147,060    8,880,953

Microsoft Corp.

      7,496,343    174,664,792

MoneyGram International Inc.

      71,561    2,429,496

NAVTEQ Corp.(1)

      78,433    3,504,386

Oracle Corp.(1)

      3,356,925    48,641,843

Red Hat Inc.(1)

      155,326    3,634,628

Salesforce.com Inc.(1)

      71,330    1,901,658

SEI Investments Co.

      53,074    2,594,257

Total System Services Inc.

      31,688    609,994

VeriFone Holdings Inc.(1)

      32,803    999,835
           
            373,546,760

TELECOMMUNICATIONS—5.29%

            

ADC Telecommunications Inc.(1)

      87,733    1,479,178

American Tower Corp. Class A(1)

      354,405    11,029,084

Avaya Inc.(1)

      30,425    347,454

CIENA Corp.(1)

      109,196    525,233

Cisco Systems Inc.(1)

      5,156,290    100,702,344

Citizens Communications Co.

      112,813    1,472,210

Comverse Technology Inc.(1)

      137,186    2,712,167

Corning Inc.(1)

      1,315,593    31,824,195

Crown Castle International Corp.(1)

      161,553    5,580,041

Harris Corp.

      113,405    4,707,442

JDS Uniphase Corp.(1)

      1,378,712    3,488,141

Juniper Networks Inc.(1)

      257,089    4,110,853

Leap Wireless International Inc.(1)

      14,382    682,426

Level 3 Communications Inc.(1)

      844,668    3,750,326

Lucent Technologies Inc.(1)

      2,035,783    4,926,595

Motorola Inc.

      1,639,796    33,041,889

NeuStar Inc. Class A(1)

      52,695    1,778,456

NII Holdings Inc. Class B(1)

      116,330    6,558,685

QUALCOMM Inc.

      1,415,777    56,730,184

SBA Communications Corp.(1)

      87,009    2,274,415

Sprint Nextel Corp.

      582,695    11,648,073

Telephone & Data Systems Inc.

      49,537    2,050,832

United States Cellular Corp.(1)

      7,768    470,741

West Corp.(1)

      25,296    1,211,931
           
            293,102,895

TEXTILES—0.09%

            

Cintas Corp.

      118,449    4,709,532

Mohawk Industries Inc.(1)

      5,203    366,031
           
            5,075,563

TRANSPORTATION—2.78%

            

Burlington Northern Santa Fe Corp.

      308,012    24,409,951

C.H. Robinson Worldwide Inc.

      146,716    7,819,963

Con-way Inc.

      43,696    2,531,309

CSX Corp.

      91,518    6,446,528

Expeditors International Washington Inc.

      180,218    10,094,010

FedEx Corp.

      257,718    30,116,925

Hunt (J.B.) Transport Services Inc.

      92,469    2,303,403

Kansas City Southern Industries Inc.(1)

      23,019    637,626

Kirby Corp.(1)

      44,519    1,758,501

Landstar System Inc.

      49,804    2,352,243

Norfolk Southern Corp.

      196,506    10,458,049

Swift Transportation Co. Inc.(1)

      20,840    661,878

Union Pacific Corp.

      103,592    9,629,912

United Parcel Service Inc. Class B

      544,203    44,804,233
           
            154,024,531

TRUCKING & LEASING—0.02%

            

GATX Corp.

      19,991    849,618
           
            849,618

WATER—0.03%

              

Aqua America Inc.

        65,745    1,498,329
             
              1,498,329
             

TOTAL COMMON STOCKS

              

(Cost: $5,434,198,226)

             5,543,674,345

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.57%

              

CERTIFICATES OF DEPOSIT(3)—0.02%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 23,637    23,637

Fortis Bank NY

              

4.43%, 07/20/06

        59,065    59,065

Societe Generale

              

5.33%, 12/08/06

        236,370    236,370

Toronto-Dominion Bank

              

3.94%, 07/10/06

        118,185    118,185

Washington Mutual Bank

              

5.28%, 08/07/06

        118,185    118,185

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        189,096    189,096
             
              744,538

COMMERCIAL PAPER(3)—0.10%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        659,892    656,175

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        113,457    112,866

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        225,943    224,980

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        89,820    89,609

CC USA Inc.

              

5.03%, 10/24/06(4)

        47,274    46,528

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        178,069    177,414

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        518,512    518,365

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        236,370    235,395

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        174,375    170,304

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        500,333    498,579

Five Finance Inc.

              

5.19%, 12/01/06(4)

        106,366    104,051

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        23,637    23,085

Govco Inc.

              

5.22%, 08/03/06(4)

        236,370    235,307

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        80,366    79,120

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        59,092    58,884

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        217,413    216,875

Landale Funding LLC

              

5.30%, 08/15/06(4)

        260,006    258,360

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        365,971    363,187

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        238,733    238,033

Prudential Funding LLC

              

5.22%, 07/31/06

        118,185    117,705

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        236,370    235,785

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        276,952    276,795

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        147,747    147,269

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        258,565    258,418

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        288,912    288,197
             
              5,631,286

MEDIUM-TERM NOTES(3)—0.01%

              

Bank of America N.A.

              

5.28%, 04/20/07

        59,092    59,092

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        73,275    73,274

K2 USA LLC

              

3.94%, 07/07/06(4)

        141,822    141,822

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        236,370    236,737

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        82,729    82,729

US Bank N.A.

              

2.85%, 11/15/06

        47,274    46,952
             
              640,606

MONEY MARKET FUNDS—0.10%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares 5.20%(5)(6)

        5,621,485    5,621,485
             
              5,621,485

REPURCHASE AGREEMENTS(3)—0.08%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $472,950 (collateralized by non-U.S. Government debt securities, value $487,593, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 472,739    472,739

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $354,713 (collateralized by non-U.S. Government debt securities, value $390,554, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        354,554    354,554

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $472,950 (collateralized by non-U.S. Government debt securities, value $485,569, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        472,739    472,739

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $591,188 (collateralized by non-U.S. Government debt securities, value $661,317, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      590,924    590,924

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $141,887 (collateralized by non-U.S. Government debt securities, value $160,548, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      141,822    141,822

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $236,476 (collateralized by non-U.S. Government debt securities, value $241,430, 5.22% to 5.42%, 7/3/06).

      236,370    236,370

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $378,363 (collateralized by non-U.S. Government debt securities, value $397,649, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      378,191    378,191

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $236,476 (collateralized by non-U.S. Government debt securities, value $243,802, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      236,370    236,370

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $236,476 (collateralized by non-U.S. Government debt securities, value $243,805, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      236,370    236,370

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $472,950 (collateralized by non-U.S. Government debt securities, value $497,066, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      472,739    472,739

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $236,476 (collateralized by non-U.S. Government debt securities, value $248,746, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      236,370    236,370

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $82,767 (collateralized by non-U.S. Government debt securities, value $87,577, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      82,729    82,729

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $174,044 (collateralized by non-U.S. Government debt securities, value $175,155, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      165,459    165,459

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $472,951 (collateralized by non-U.S. Government debt securities, value $497,061, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      472,739    472,739
           
            4,550,115

TIME DEPOSITS(3)—0.04%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      236,370    236,370

KBC Bank NV

            

5.32%, 07/03/06

      709,109    709,109

Societe Generale

            

5.32%, 07/03/06

      590,924    590,924

UBS AG

            

5.25%-5.34%, 07/03/06

      681,475    681,475
           
            2,217,878

VARIABLE & FLOATING RATE NOTES(3)—0.22%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      605,106    605,191

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      177,277    177,276

American Express Centurion Bank

            

5.34%, 07/19/07

      260,006    260,317

American Express Credit Corp.

            

5.23%, 07/05/07

      70,911    70,958

ASIF Global Financing

            

5.17%, 05/03/07(4)

      23,637    23,648

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      153,640    153,640

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      401,828    401,826

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      236,370    236,370

BNP Paribas

            

5.14%, 05/18/07(4)

      437,284    437,284

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      172,550    172,550

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      59,092    59,092

Credit Agricole SA

            

5.31%, 07/23/07

      236,370    236,370

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      236,370    236,369

DEPFA Bank PLC

            

5.37%, 06/15/07

      236,370    236,370

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      271,825    271,847

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      236,370    236,370

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      472,739    472,739

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      70,911    70,912

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      177,277    177,261

General Electric Capital Corp.

            

5.25%, 04/09/07

      106,366    106,424

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      354,554    354,621

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      236,370    236,370

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      177,277    177,277

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      354,554    354,544

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      247,011    247,010

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      295,462    295,366

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      260,006    259,984

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      114,873    114,873

Marshall & Ilsley Bank

                

5.18%, 07/13/07

      130,003      130,003  

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(4)

      354,554      354,554  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(4)

      29,783      29,793  

Mound Financing PLC

                

5.11%, 05/08/07(4)

      222,187      222,187  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      236,370      236,356  

National City Bank of Indiana

                

5.17%, 05/21/07

      118,185      118,194  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      638,198      638,216  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      83,320      83,300  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      283,643      283,650  

Principal Life Global Funding I

                

5.63%, 02/08/07

      106,366      106,666  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      177,277      177,268  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      193,823      193,823  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      236,370      236,370  

Strips III LLC

                

5.37%, 07/24/06(4)

      55,255      55,255  

SunTrust Bank

                

5.08%, 05/01/07

      236,370      236,382  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      446,738      446,691  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      330,917      330,918  

US Bank N.A.

                

5.28%, 09/29/06

      106,366      106,360  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      378,380      378,381  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      472,739      472,739  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      118,185      118,192  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      212,733      212,731  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      233,769      233,000  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      79,831      79,831  
           
              12,163,719  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $31,569,627)

             31,569,627  
           

TOTAL INVESTMENTS IN SECURITIES—100.58%

                

(Cost: $5,465,767,853)

             5,575,243,972  

Other Assets, Less Liabilities—(0.58)%

             (32,302,633 )
           

NET ASSETS—100.00%

           $ 5,542,941,339  
           

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 1000 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.82%

              

ADVERTISING—0.04%

              

Donnelley (R.H.) Corp.(1)

      52,622    $ 2,845,272
           
              2,845,272

AEROSPACE & DEFENSE—1.21%

              

Alliant Techsystems Inc.(1)

      23,415      1,787,735

Armor Holdings Inc.(1)

      30,787      1,688,051

DRS Technologies Inc.

      28,606      1,394,542

General Dynamics Corp.

      414,720      27,147,571

Goodrich (B.F.) Co.

      8,783      353,867

L-3 Communications Holdings Inc.

      116,278      8,769,687

Northrop Grumman Corp.

      327,384      20,972,219

Raytheon Co.

      237,898      10,603,114

United Technologies Corp.

      88,273      5,598,274
           
              78,315,060

AGRICULTURE—2.03%

              

Altria Group Inc.

      1,171,294      86,008,118

Archer-Daniels-Midland Co.

      672,334      27,753,948

Loews Corp. - Carolina Group

      95,837      4,923,147

Reynolds American Inc.(2)

      88,200      10,169,460

UST Inc.

      73,619      3,326,843
           
              132,181,516

AIRLINES—0.16%

              

AMR Corp.(1)

      51,319      1,304,529

Southwest Airlines Co.

      346,295      5,668,849

UAL Corp.(1)

      101,208      3,139,472
           
              10,112,850

APPAREL—0.21%

              

Jones Apparel Group Inc.

      115,639      3,676,164

Liz Claiborne Inc.

      107,368      3,979,058

VF Corp.

      90,214      6,127,335
           
              13,782,557

AUTO MANUFACTURERS—0.51%

              

Ford Motor Co.

      1,854,013      12,848,310

General Motors Corp.(2)

      485,157      14,452,827

PACCAR Inc.

      70,395      5,799,140
           
              33,100,277

AUTO PARTS & EQUIPMENT—0.26%

              

Autoliv Inc.

      85,212      4,820,443

BorgWarner Inc.

      54,396      3,541,180

Johnson Controls Inc.

      86,526      7,114,168

TRW Automotive Holdings Corp.(1)

      44,777      1,221,517
           
              16,697,308

BANKS—12.06%

            

AmSouth Bancorp

      355,535    9,403,901

Associated Bancorp

      135,855    4,283,508

BancorpSouth Inc.

      81,474    2,220,166

Bank of America Corp.

      4,688,292    225,506,845

Bank of Hawaii Corp.

      18,338    909,565

Bank of New York Co. Inc. (The)

      735,822    23,693,468

BB&T Corp.

      561,424    23,349,624

BOK Financial Corp.

      22,405    1,112,856

City National Corp.

      42,842    2,788,586

Colonial BancGroup Inc. (The)

      158,822    4,078,549

Comerica Inc.

      166,870    8,675,571

Commerce Bancshares Inc.

      68,611    3,433,981

Compass Bancshares Inc.

      132,660    7,375,896

Cullen/Frost Bankers Inc.

      33,345    1,910,668

East West Bancorp Inc.

      4,864    184,394

Fifth Third Bancorp

      490,534    18,125,231

First Citizens BancShares Inc. Class A

      6,185    1,240,092

First Horizon National Corp.

      126,600    5,089,320

Fulton Financial Corp.

      178,326    2,838,950

Huntington Bancshares Inc.

      251,983    5,941,759

KeyCorp

      415,246    14,815,977

M&T Bank Corp.

      78,114    9,211,203

Marshall & Ilsley Corp.

      260,065    11,895,373

Mellon Financial Corp.

      44,185    1,521,290

Mercantile Bankshares Corp.

      126,584    4,515,251

National City Corp.

      586,728    21,233,686

North Fork Bancorp Inc.

      477,904    14,418,364

Northern Trust Corp.

      12,320    681,296

PNC Financial Services Group

      304,087    21,337,785

Popular Inc.

      285,974    5,490,701

Regions Financial Corp.

      468,590    15,519,701

Sky Financial Group Inc.

      103,504    2,443,729

South Financial Group Inc. (The)

      77,041    2,034,653

State Street Corp.

      21,510    1,249,516

SunTrust Banks Inc.

      373,571    28,488,525

Synovus Financial Corp.

      154,671    4,142,089

TCF Financial Corp.

      84,013    2,222,144

TD Banknorth Inc.

      103,543    3,049,341

U.S. Bancorp

      1,828,556    56,465,809

UnionBanCal Corp.

      54,980    3,551,158

Valley National Bancorp

      114,365    2,940,324

Wachovia Corp.

      1,652,474    89,365,794

Webster Financial Corp.

      54,229    2,572,624

Wells Fargo & Co.

      1,465,335    98,294,672

Whitney Holding Corp.

      67,488    2,387,051

Wilmington Trust Corp.

      70,075    2,955,763

Zions Bancorporation

      109,013    8,496,473
           
            783,463,222

BEVERAGES—0.94%

            

Anheuser-Busch Companies Inc.

      285,815    13,030,306

Coca-Cola Co. (The)

      707,590    30,440,522

Coca-Cola Enterprises Inc.

      313,749    6,391,067

Constellation Brands Inc.(1)

      167,565    4,189,125

Molson Coors Brewing Co. Class B

      50,166    3,405,268

Pepsi Bottling Group Inc.

      68,434    2,200,153

PepsiAmericas Inc.

      64,113    1,417,538
           
            61,073,979

BIOTECHNOLOGY—0.21%

            

Biogen Idec Inc.(1)

      178,400    8,265,272

Charles River Laboratories International Inc.(1)

      51,871    1,908,853

Invitrogen Corp.(1)

      34,875    2,304,191

Millennium Pharmaceuticals Inc.(1)

      149,412    1,489,638
           
            13,967,954

BUILDING MATERIALS—0.12%

            

Lennox International Inc.

      61,923    1,639,721

Masco Corp.

      160,775    4,765,371

USG Corp.(1)

      21,483    1,566,755
           
            7,971,847

CHEMICALS—1.82%

            

Air Products & Chemicals Inc.

      203,360    12,998,771

Airgas Inc.

      4,378    163,080

Albemarle Corp.

      40,352    1,932,054

Ashland Inc.

      65,487    4,367,983

Cabot Corp.

      38,313    1,322,565

Celanese Corp. Class A

      36,049    736,121

Chemtura Corp.

      246,856    2,305,635

Cytec Industries Inc.

      42,372    2,273,682

Dow Chemical Co. (The)

      988,009    38,561,991

Du Pont (E.I.) de Nemours and Co.

      188,345    7,835,152

Eastman Chemical Co.

      83,995    4,535,730

FMC Corp.

      40,175    2,586,868

Huntsman Corp.(1)

      26,959    466,930

International Flavors & Fragrances Inc.

      29,955    1,055,614

Lubrizol Corp.

      70,245    2,799,263

Lyondell Chemical Co.

      222,825    5,049,214

Mosaic Co. (The)(1)(2)

      134,942    2,111,842

PPG Industries Inc.

      148,551    9,804,366

Rohm & Haas Co.

      140,547    7,044,216

RPM International Inc.

      121,797    2,192,346

Sherwin-Williams Co. (The)

      45,351    2,153,265

Sigma-Aldrich Corp.

      39,203    2,847,706

Valspar Corp. (The)

      104,436    2,758,155

Westlake Chemical Corp.

      13,925    414,965
           
            118,317,514

COMMERCIAL SERVICES—0.65%

            

ADESA Inc.

      92,318    2,053,152

Cendant Corp.

      884,755    14,412,659

Convergys Corp.(1)

      136,042    2,652,819

Corrections Corp. of America(1)

      14,004    741,372

Donnelley (R.R.) & Sons Co.

      222,009    7,093,188

Equifax Inc.

      13,737    471,729

Hewitt Associates Inc. Class A(1)

      49,427    1,111,119

Laureate Education Inc.(1)

      7,034    299,859

Manpower Inc.

      12,877    831,854

McKesson Corp.

      94,355    4,461,104

Quanta Services Inc.(1)

      61,162    1,059,937

Service Corp. International

      303,840    2,473,258

ServiceMaster Co. (The)

      208,469    2,153,485

United Rentals Inc.(1)

      66,421    2,124,144
           
            41,939,679

COMPUTERS—1.48%

            

Affiliated Computer Services Inc. Class A(1)

      67,627    3,490,229

Cadence Design Systems Inc.(1)

      46,436    796,377

Ceridian Corp.(1)

      14,942    365,182

Computer Sciences Corp.(1)

      191,596    9,280,910

Diebold Inc.

      13,701    556,535

Electronic Data Systems Corp.

      233,818    5,625,661

EMC Corp.(1)

      293,938    3,224,500

Hewlett-Packard Co.

      1,134,331    35,935,606

International Business Machines Corp.

      144,943    11,134,521

Lexmark International Inc.(1)

      25,643    1,431,649

NCR Corp.(1)

      147,712    5,412,168

Reynolds & Reynolds Co. (The) Class A

      14,886    456,554

Sun Microsystems Inc.(1)

      3,280,745    13,615,092

Synopsys Inc.(1)

      134,468    2,523,964

Unisys Corp.(1)

      352,392    2,213,022
           
            96,061,970

COSMETICS & PERSONAL CARE—2.39%

            

Alberto-Culver Co.

      62,997    3,069,214

Colgate-Palmolive Co.

      54,989    3,293,841

Procter & Gamble Co.

      2,673,364    148,639,038
           
            155,002,093

DISTRIBUTION & WHOLESALE—0.21%

            

Genuine Parts Co.

      177,400    7,390,484

Grainger (W.W.) Inc.

      22,236    1,672,814

Ingram Micro Inc. Class A(1)

      144,103    2,612,587

Tech Data Corp.(1)

      57,109    2,187,846
           
            13,863,731

DIVERSIFIED FINANCIAL SERVICES—11.40%

            

AmeriCredit Corp.(1)

      101,972    2,847,058

Ameriprise Financial Inc.

      220,686    9,858,044

Bear Stearns Companies Inc. (The)

      123,905    17,356,612

Capital One Financial Corp.

      259,339    22,160,518

CIT Group Inc.

      204,794    10,708,678

Citigroup Inc.

      5,107,181    246,370,411

Countrywide Financial Corp.

      624,230    23,770,678

E*TRADE Financial Corp.(1)

      33,294    759,769

Edwards (A.G.) Inc.

      78,649    4,350,863

Federal Home Loan Mortgage Corp.

      351,897    20,061,648

Federal National Mortgage Association

      996,715    47,941,991

Goldman Sachs Group Inc. (The)

      95,630    14,385,621

IndyMac Bancorp Inc.

      52,709    2,416,708

Janus Capital Group Inc.

      107,841    1,930,354

Jefferies Group Inc.

      121,768    3,607,986

JP Morgan Chase & Co.

      3,569,566    149,921,772

Legg Mason Inc.

      57,519    5,724,291

Lehman Brothers Holdings Inc.

      479,111    31,214,082

Merrill Lynch & Co. Inc.

      775,186    53,921,938

Morgan Stanley

      980,442    61,973,739

Nelnet Inc. Class A(1)

      2,632    106,728

NYSE Group Inc.(1)

      78,799    5,396,156

Raymond James Financial Inc.

      93,085    2,817,683

Student Loan Corp. (The)

      4,109    830,018
           
            740,433,346

ELECTRIC—5.46%

            

Alliant Energy Corp.

      120,754    4,141,862

Ameren Corp.

      210,962    10,653,581

American Electric Power Co. Inc.

      404,687    13,860,530

CenterPoint Energy Inc.

      319,893    3,998,662

CMS Energy Corp.(1)

      227,195    2,939,903

Consolidated Edison Inc.

      252,497    11,220,967

Constellation Energy Group Inc.

      160,495    8,750,187

Dominion Resources Inc.

      357,046    26,703,470

DPL Inc.

      102,677    2,751,744

DTE Energy Co.

      182,631    7,440,387

Duke Energy Corp.

      1,269,906    37,297,139

Edison International

      334,720    13,054,080

Energy East Corp.

      151,716    3,630,564

Entergy Corp.

      213,627    15,114,110

Exelon Corp.

      105,733    6,008,806

FirstEnergy Corp.

      338,855    18,369,330

FPL Group Inc.

      415,311    17,185,569

Great Plains Energy Inc.

      81,646    2,274,658

Hawaiian Electric Industries Inc.(2)

      83,339    2,325,991

MDU Resources Group Inc.

      123,250    4,512,182

Mirant Corp.(1)

      308,224    8,260,403

Northeast Utilities

      157,763    3,260,961

NRG Energy Inc.(1)

      98,647    4,752,812

NSTAR

      109,729    3,138,249

OGE Energy Corp.

      93,255    3,266,723

Pepco Holdings Inc.

      195,573    4,611,611

PG&E Corp.

      356,660    14,009,605

Pinnacle West Capital Corp.

      101,910    4,067,228

PPL Corp.

      390,900    12,626,070

Progress Energy Inc.

      259,888    11,141,399

Public Service Enterprise Group Inc.

      258,345    17,081,771

Puget Energy Inc.

      119,204    2,560,502

Reliant Energy Inc.(1)

      315,029    3,774,047

SCANA Corp.

      118,640    4,577,131

Sierra Pacific Resources Corp.(1)

      206,373    2,889,222

Southern Co. (The)

      762,339    24,432,965

TECO Energy Inc.

      214,472    3,204,212

Wisconsin Energy Corp.

      120,180    4,843,254

WPS Resources Corp.

      44,193    2,191,973

Xcel Energy Inc.

      416,572    7,989,851
           
            354,913,711

ELECTRICAL COMPONENTS & EQUIPMENT—0.11%

            

American Power Conversion Corp.

      107,507    2,095,311

Emerson Electric Co.

      26,144    2,191,129

Energizer Holdings Inc.(1)

      12,570    736,225

Hubbell Inc. Class B

      44,845    2,136,864
           
            7,159,529

ELECTRONICS—0.35%

            

Applera Corp. - Applied Biosystems Group

      37,071    1,199,247

Arrow Electronics Inc.(1)

      107,763    3,469,969

Avnet Inc.(1)

      70,834    1,418,097

AVX Corp.

      28,579    451,262

Fisher Scientific International Inc.(1)

      52,037    3,801,303

Gentex Corp.

      15,006    210,084

PerkinElmer Inc.

      62,700    1,310,430

Sanmina-SCI Corp.(1)

      328,442    1,510,833

Solectron Corp.(1)

      499,597    1,708,622

Symbol Technologies Inc.

      51,618    556,958

Tektronix Inc.

      24,575    722,996

Thermo Electron Corp.(1)

      117,715    4,265,992

Vishay Intertechnology Inc.(1)

      136,655    2,149,583
           
            22,775,376

ENGINEERING & CONSTRUCTION—0.07%

            

Shaw Group Inc. (The)(1)

      82,464    2,292,499

URS Corp.(1)

      49,610    2,083,620
           
            4,376,119

ENTERTAINMENT—0.05%

            

DreamWorks Animation SKG Inc. Class A(1)

      15,419    353,095

International Speedway Corp. Class A

      36,210    1,679,058

Warner Music Group Corp.

      43,783    1,290,723
           
            3,322,876

ENVIRONMENTAL CONTROL—0.08%

            

Allied Waste Industries Inc.(1)(2)

      242,037    2,749,540

Republic Services Inc.

      6,836    275,764

Waste Management Inc.

      61,603    2,210,316
           
            5,235,620

FOOD—1.71%

            

Campbell Soup Co.

      103,886    3,855,209

ConAgra Foods Inc.

      533,564    11,797,100

Corn Products International Inc.

      76,178    2,331,047

Dean Foods Co.(1)

      139,730    5,196,559

Del Monte Foods Co.

      205,155    2,303,891

General Mills Inc.

      324,346    16,755,714

Heinz (H.J.) Co.

      148,683    6,128,713

Hershey Co. (The)

      21,930    1,207,685

Hormel Foods Corp.

      75,790    2,814,841

Kellogg Co.

      66,230    3,207,519

Kraft Foods Inc.

      216,709    6,696,308

Kroger Co.

      649,739    14,203,295

McCormick & Co. Inc. NVS

      28,717    963,455

Safeway Inc.

      462,408    12,022,608

Sara Lee Corp.

      370,157    5,929,915

Smithfield Foods Inc.(1)

      101,519    2,926,793

Smucker (J.M.) Co. (The)

      59,797    2,672,926

SUPERVALU Inc.

      210,235    6,454,214

Tyson Foods Inc. Class A

      228,193    3,390,948
           
            110,858,740

FOREST PRODUCTS & PAPER—0.87%

            

International Paper Co.

      506,425    16,357,527

Louisiana-Pacific Corp.

      109,099    2,389,268

MeadWestvaco Corp.

      186,100    5,197,773

Plum Creek Timber Co. Inc.

      189,381    6,723,025

Rayonier Inc.

      71,460    2,709,049

Smurfit-Stone Container Corp.(1)

      261,429    2,860,033

Temple-Inland Inc.

      113,512    4,866,259

Weyerhaeuser Co.

      252,959    15,746,698
           
            56,849,632

GAS—0.70%

            

AGL Resources Inc.

      80,062    3,051,963

Atmos Energy Corp.

      83,371    2,326,885

Energen Corp.

      75,478    2,899,110

KeySpan Corp.

      179,744    7,261,658

NiSource Inc.

      280,121    6,117,843

ONEOK Inc.

      120,605    4,105,394

Sempra Energy

      266,169    12,105,366

Southern Union Co.

      102,394    2,770,782

UGI Corp.

      108,190    2,663,638

Vectren Corp.

      78,269    2,132,830
           
            45,435,469

HAND & MACHINE TOOLS—0.10%

            

Black & Decker Corp.

      6,323    534,041

Kennametal Inc.

      40,670    2,531,707

Snap-On Inc.

      52,175    2,108,913

Stanley Works (The)

      25,044    1,182,578
           
            6,357,239

HEALTH CARE - PRODUCTS—0.40%

            

Bausch & Lomb Inc.

      46,107    2,261,087

Beckman Coulter Inc.

      5,253    291,804

Cooper Companies Inc.

      22,773    1,008,616

Hillenbrand Industries Inc.

      36,433    1,767,001

Johnson & Johnson

      346,787    20,779,477
           
            26,107,985

HEALTH CARE - SERVICES—0.77%

            

Aetna Inc.

      292,417    11,676,211

Community Health Systems Inc.(1)

      39,382    1,447,289

Health Management Associates Inc. Class A

      183,784    3,622,383

Health Net Inc.(1)

      9,359    422,746

LifePoint Hospitals Inc.(1)

      38,272    1,229,679

Tenet Healthcare Corp.(1)

      154,244    1,076,623

Triad Hospitals Inc.(1)

      75,100    2,972,458

Universal Health Services Inc. Class B

      36,169    1,817,854

WellPoint Inc.(1)

      353,625    25,733,291
           
            49,998,534

HOLDING COMPANIES - DIVERSIFIED—0.08%

            

Leucadia National Corp.

      167,683    4,894,667
           
            4,894,667

HOME BUILDERS—0.35%

            

Beazer Homes USA Inc.

      20,576    943,821

Centex Corp.

      67,955    3,418,137

Horton (D.R.) Inc.

      148,404    3,534,983

KB Home

      40,031    1,835,421

Lennar Corp. Class A

      83,650    3,711,551

M.D.C. Holdings Inc.

      19,782    1,027,279

Pulte Homes Inc.

      110,144    3,171,046

Ryland Group Inc.

      29,890    1,302,307

Standard-Pacific Corp.

      42,220    1,085,054

Toll Brothers Inc.(1)

      107,154    2,739,928
           
            22,769,527

HOME FURNISHINGS—0.10%

            

Whirlpool Corp.

      74,907    6,191,064
           
            6,191,064

HOUSEHOLD PRODUCTS & WARES—0.46%

            

Clorox Co. (The)

      154,990    9,449,740

Fortune Brands Inc.

      98,974    7,028,144

Jarden Corp.(1)

      25,100    764,295

Kimberly-Clark Corp.

      198,375    12,239,738

Scotts Miracle-Gro Co. (The) Class A

      11,984    507,163
           
            29,989,080

HOUSEWARES—0.04%

            

Newell Rubbermaid Inc.

      109,482    2,827,920
           
            2,827,920

INSURANCE—8.13%

            

Alleghany Corp.(1)

      4,980    1,376,273

Allstate Corp. (The)

      652,744    35,724,679

Ambac Financial Group Inc.

      99,380    8,059,718

American Financial Group Inc.

      58,418    2,506,132

American International Group Inc.

      1,966,448    116,118,754

American National Insurance Co.

      14,570    1,890,020

AmerUs Group Co.

      39,868    2,334,271

AON Corp.

      327,370    11,399,023

Assurant Inc.

      132,514    6,413,678

Berkley (W.R.) Corp.

      76,268    2,603,027

Chubb Corp.

      426,257    21,270,224

CIGNA Corp.

      123,034    12,120,079

Cincinnati Financial Corp.

      160,035    7,523,245

CNA Financial Corp.(1)

      20,925    689,688

Conseco Inc.(1)

      155,657    3,595,677

Erie Indemnity Co. Class A

      55,184    2,869,568

Fidelity National Financial Inc.

      179,545    6,993,278

Fidelity National Title Group Inc. Class A(2)

      32,056    630,542

First American Corp.

      88,068    3,722,634

Gallagher (Arthur J.) & Co.

      69,243    1,754,618

Genworth Financial Inc. Class A

      468,485    16,322,017

Hanover Insurance Group Inc. (The)

      33,288    1,579,848

Hartford Financial Services Group Inc. (The)

      311,381    26,342,833

HCC Insurance Holdings Inc.

      52,322    1,540,360

Lincoln National Corp.

      288,867    16,303,654

Loews Corp.

      455,413    16,144,391

Markel Corp.(1)

      8,120    2,817,640

Marsh & McLennan Companies Inc.

      564,447    15,177,980

MBIA Inc.

      138,412    8,104,023

Mercury General Corp.

      27,224    1,534,617

MetLife Inc.

      475,424    24,346,463

MGIC Investment Corp.

      89,824    5,838,560

Nationwide Financial Services Inc.

      50,250    2,215,020

Old Republic International Corp.

      236,131    5,046,120

Philadelphia Consolidated Holding Corp.(1)

      9,898    300,503

PMI Group Inc. (The)

      91,836    4,094,049

Principal Financial Group Inc.

      265,484    14,774,185

Progressive Corp. (The)

      586,843    15,087,734

Protective Life Corp.

      71,800    3,347,316

Prudential Financial Inc.

      433,196    33,659,329

Radian Group Inc.

      84,661    5,230,357

Reinsurance Group of America Inc.

      29,855    1,467,373

SAFECO Corp.

      122,455    6,900,339

St. Paul Travelers Companies Inc.

      715,293    31,887,762

StanCorp Financial Group Inc.

      56,195    2,860,887

Torchmark Corp.

      103,101    6,260,293

Transatlantic Holdings Inc.

      17,589    983,225

Unitrin Inc.

      48,760    2,125,448

UNUMProvident Corp.

      307,606    5,576,897

Wesco Financial Corp.

      1,455    554,355
           
            528,018,706

INTERNET—0.30%

            

Expedia Inc.(1)

      215,230    3,221,993

IAC/InterActiveCorp(1)

      117,008    3,099,542

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      168,830    2,914,006

McAfee Inc.(1)

      12,291    298,303

Symantec Corp.(1)

      607,736    9,444,217

VeriSign Inc.(1)

      15,614    361,776
           
            19,339,837

INVESTMENT COMPANIES—0.13%

            

Allied Capital Corp.(2)

      143,812    4,137,471

American Capital Strategies Ltd.

      137,129    4,591,079
           
            8,728,550

IRON & STEEL—0.48%

            

Carpenter Technology Corp.

      1,697    196,004

Nucor Corp.

      320,117    17,366,347

Reliance Steel & Aluminum Co.

      33,763    2,800,641

Steel Dynamics Inc.

      50,006    3,287,394

United States Steel Corp.

      111,911    7,847,199
           
            31,497,585

LEISURE TIME—0.09%

            

Brunswick Corp.

      78,908    2,623,691

Sabre Holdings Corp.

      136,377    3,000,294
           
            5,623,985

LODGING—0.09%

            

Harrah’s Entertainment Inc.

      49,728    3,539,639

Starwood Hotels & Resorts Worldwide Inc.

      37,270    2,248,872
           
            5,788,511

MACHINERY—0.45%

            

AGCO Corp.(1)

      86,687    2,281,602

Cummins Inc.

      8,778    1,073,111

Deere & Co.

      240,985    20,119,838

Flowserve Corp.(1)

      49,300    2,805,170

Terex Corp.(1)

      27,128    2,677,534
           
            28,957,255

MANUFACTURING—3.78%

            

Brink’s Co. (The)

      11,125    627,561

Carlisle Companies Inc.

      4,579    363,115

Crane Co.

      54,441    2,264,746

Dover Corp.

      21,993    1,087,114

Eastman Kodak Co.

      295,094    7,017,335

Eaton Corp.

      154,307    11,634,748

General Electric Co.

      5,490,931    180,981,086

Honeywell International Inc.

      465,267    18,750,260

ITT Industries Inc.

      63,087    3,122,807

Leggett & Platt Inc.

      84,094    2,100,668

Pall Corp.

      105,366    2,950,248

Parker Hannifin Corp.

      70,827    5,496,175

Pentair Inc.

      64,969    2,221,290

SPX Corp.

      61,406    3,435,666

Teleflex Inc.

      41,357    2,234,105

Textron Inc.

      8,821    813,120

Trinity Industries Inc.

      4,705    190,082
           
            245,290,126

MEDIA—3.87%

            

Cablevision Systems Corp.

      110,582    2,371,984

CBS Corp. Class B

      691,236    18,697,934

Clear Channel Communications Inc.

      517,024    16,001,893

Comcast Corp. Class A(1)

      990,655    32,434,045

Discovery Holding Co. Class A(1)

      206,686    3,023,816

Gannett Co. Inc.

      244,319    13,664,762

Hearst-Argyle Television Inc.

      27,334    602,988

Liberty Global Inc. Class A(1)

      301,263    6,477,155

Liberty Media Holding Corp. - Liberty Capital Group Series A(1)

      144,299    12,087,927

McClatchy Co. (The) Class A(2)

      51,949    2,084,183

New York Times Co. Class A

      135,862    3,334,053

News Corp. Class A

      761,660    14,608,639

Time Warner Inc.

      4,013,751    69,437,892

Tribune Co.

      230,407    7,472,099

Univision Communications Inc. Class A(1)

      69,914    2,342,119

Walt Disney Co. (The)

      1,445,358    43,360,740

Washington Post Co. (The) Class B

      4,590    3,580,246
           
            251,582,475

METAL FABRICATE & HARDWARE—0.09%

            

Commercial Metals Co.

      123,612    3,176,828

Timken Co. (The)

      79,838    2,675,371
           
            5,852,199

MINING—0.63%

            

Alcoa Inc.

      539,018    17,442,622

Freeport-McMoRan Copper & Gold Inc.

      89,452    4,956,535

Newmont Mining Corp.

      23,223    1,229,193

Phelps Dodge Corp.

      209,387    17,203,236
           
            40,831,586

OFFICE & BUSINESS EQUIPMENT—0.26%

            

Pitney Bowes Inc.

      94,183    3,889,758

Xerox Corp.(1)

      943,394    13,122,611
           
            17,012,369

OFFICE FURNISHINGS—0.00%

            

Steelcase Inc. Class A

      17,691    291,017
           
            291,017

OIL & GAS—13.98%

            

Anadarko Petroleum Corp.

      471,060    22,464,851

Apache Corp.

      339,372    23,162,139

Cabot Oil & Gas Corp.

      50,181    2,458,869

Chesapeake Energy Corp.

      348,696    10,548,054

Chevron Corp.

      2,277,149    141,319,867

Cimarex Energy Co.

      84,855    3,648,765

ConocoPhillips

      1,695,781    111,124,529

Devon Energy Corp.

      452,019    27,306,468

EOG Resources Inc.

      136,819    9,487,029

Exxon Mobil Corp.

      5,861,473    359,601,369

Forest Oil Corp.(1)

      56,387    1,869,793

Frontier Oil Corp.

      53,748    1,741,435

Hess Corp.

      248,591    13,138,034

Kerr-McGee Corp.

      233,216    16,173,530

Marathon Oil Corp.

      372,347    31,016,505

Murphy Oil Corp.

      191,739    10,710,541

Newfield Exploration Co.(1)

      132,127    6,466,295

Noble Energy Inc.

      181,994    8,528,239

Occidental Petroleum Corp.

      439,980    45,119,949

Pioneer Natural Resources Co.

      132,837    6,164,965

Pogo Producing Co.

      59,548    2,745,163

Pride International Inc.(1)

      31,109    971,534

Rowan Companies Inc.

      7,813    278,065

Sunoco Inc.

      67,850    4,701,327

Tesoro Corp.

      70,442    5,238,067

Valero Energy Corp.

      632,283    42,059,465
           
            908,044,847

OIL & GAS SERVICES—0.06%

            

National Oilwell Varco Inc.(1)

      11,863    751,165

SEACOR Holdings Inc.(1)

      23,225    1,906,773

Tidewater Inc.

      26,023    1,280,332
           
            3,938,270

PACKAGING & CONTAINERS—0.14%

            

Bemis Co. Inc.

      107,701    3,297,805

Sealed Air Corp.

      49,282    2,566,607

Sonoco Products Co.

      101,749    3,220,356
           
            9,084,768

PHARMACEUTICALS—5.21%

            

Abbott Laboratories

      312,022    13,607,278

AmerisourceBergen Corp.

      173,806    7,285,948

Bristol-Myers Squibb Co.

      1,094,886    28,313,752

Caremark Rx Inc.

      35,453    1,768,041

King Pharmaceuticals Inc.(1)

      248,831    4,230,127

Kos Pharmaceuticals Inc.(1)

      1,875    70,538

Lilly (Eli) & Co.

      246,463    13,622,010

Medco Health Solutions Inc.(1)

      119,315    6,834,363

Merck & Co. Inc.

      1,558,321    56,769,634

Omnicare Inc.

      64,219    3,045,265

Pfizer Inc.

      7,527,758    176,676,480

Watson Pharmaceuticals Inc.(1)

      104,799    2,439,721

Wyeth

      537,891    23,887,739
           
            338,550,896

PIPELINES—0.16%

            

Dynegy Inc. Class A(1)

      387,826    2,121,408

El Paso Corp.

      44,074    661,110

Equitable Resources Inc.

      16,351    547,759

National Fuel Gas Co.

      86,272    3,031,598

Questar Corp.

      10,019    806,429

Williams Companies Inc.

      146,743    3,427,916
           
            10,596,220

REAL ESTATE INVESTMENT TRUSTS—3.21%

            

AMB Property Corp.

      90,407    4,570,074

Annaly Mortgage Management Inc.

      167,372    2,144,035

Apartment Investment & Management Co. Class A

      99,850    4,338,483

Archstone-Smith Trust

      219,583    11,170,187

AvalonBay Communities Inc.

      76,410    8,452,474

Boston Properties Inc.

      117,275    10,601,660

Brandywine Realty Trust

      93,367    3,003,616

BRE Properties Inc. Class A

      52,716    2,899,380

Camden Property Trust

      57,890    4,257,810

CapitalSource Inc.

      33,585    787,904

CarrAmerica Realty Corp.

      60,658    2,702,314

CBL & Associates Properties Inc.

      66,083    2,572,611

Colonial Properties Trust

      46,996    2,321,602

Developers Diversified Realty Corp.

      65,023    3,392,900

Duke Realty Corp.

      138,568    4,870,665

Equity Office Properties Trust

      376,142    13,732,944

Equity Residential

      299,208    13,383,574

Essex Property Trust Inc.

      12,913    1,441,866

Federal Realty Investment Trust

      26,104    1,827,280

General Growth Properties Inc.

      85,296    3,843,438

Health Care Property Investors Inc.

      140,585    3,759,243

Health Care REIT Inc.

      63,816    2,230,369

Hospitality Properties Trust

      73,923    3,246,698

Host Hotels & Resorts Inc.

      531,682    11,627,885

HRPT Properties Trust

      215,600    2,492,336

iStar Financial Inc.

      116,376    4,393,194

Kimco Realty Corp.

      217,381    7,932,233

Liberty Property Trust

      91,645    4,050,709

Mack-Cali Realty Corp.

      64,020    2,939,798

New Century Financial Corp.

      46,930    2,147,048

New Plan Excel Realty Trust Inc.

      107,464    2,653,286

Pan Pacific Retail Properties Inc.

      33,218    2,304,333

ProLogis

      251,675    13,117,301

Public Storage Inc.

      46,762    3,549,236

Reckson Associates Realty Corp.

      85,491    3,537,618

Regency Centers Corp.

      70,457    4,378,903

Simon Property Group Inc.

      100,972    8,374,618

Taubman Centers Inc.

      25,051    1,024,586

Thornburg Mortgage Inc.

      114,945    3,203,517

Trizec Properties Inc.

      100,927    2,890,549

Ventas Inc.

      43,011    1,457,213

Vornado Realty Trust

      125,523    12,244,769

Weingarten Realty Investors

      62,119    2,377,915
           
            208,248,174

RETAIL—2.02%

            

AnnTaylor Stores Corp.(1)

      5,588    242,407

AutoNation Inc.(1)

      161,642    3,465,604

Barnes & Noble Inc.

      41,139    1,501,574

BJ’s Wholesale Club Inc.(1)

      69,396    1,967,377

Circuit City Stores Inc.

      16,062    437,208

Costco Wholesale Corp.

      155,886    8,905,767

CVS Corp.

      79,874    2,452,132

Dillard’s Inc. Class A

      64,273    2,047,095

Dollar General Corp.

      21,728    303,757

Dollar Tree Stores Inc.(1)

      96,961    2,569,467

Family Dollar Stores Inc.

      74,201    1,812,730

Federated Department Stores Inc.

      519,207    19,002,976

Foot Locker Inc.

      141,734    3,471,066

Gap Inc. (The)

      253,588    4,412,431

Home Depot Inc.

      165,357    5,918,127

McDonald’s Corp.

      1,280,150    43,013,040

OfficeMax Inc.

      73,076    2,977,847

OSI Restaurant Partners Inc.

      31,665    1,095,609

RadioShack Corp.

      32,808    459,312

Rite Aid Corp.(1)

      543,331    2,303,723

Saks Inc.

      139,848    2,261,342

Sears Holdings Corp.(1)

      87,624    13,567,700

Tiffany & Co.

      58,000    1,915,160

United Auto Group Inc.

      49,935    1,066,112

Wendy’s International Inc.

      70,928    4,134,393
           
            131,303,956

SAVINGS & LOANS—1.16%

            

Astoria Financial Corp.

      93,793    2,855,997

Capitol Federal Financial

      22,596    774,817

Golden West Financial Corp.

      121,586    9,021,681

Hudson City Bancorp Inc.

      299,027    3,986,030

New York Community Bancorp Inc.(2)

      302,984    5,002,266

Sovereign Bancorp Inc.

      319,982    6,498,824

Washington Federal Inc.

      89,606    2,077,963

Washington Mutual Inc.

      987,022    44,988,463
           
            75,206,041

SEMICONDUCTORS—0.43%

            

Atmel Corp.(1)

      440,595    2,445,302

Cree Inc.(1)

      11,874    282,126

Cypress Semiconductor Corp.(1)

      15,354    223,247

Fairchild Semiconductor International Inc. Class A(1)

      60,712    1,103,137

Freescale Semiconductor Inc. Class B(1)

      225,105    6,618,087

Integrated Device Technology Inc.(1)

      114,799    1,627,850

International Rectifier Corp.(1)

      33,072    1,292,454

Intersil Corp. Class A

      82,123    1,909,360

KLA-Tencor Corp.

      43,156    1,793,995

LSI Logic Corp.(1)

      114,119    1,021,365

Micron Technology Inc.(1)

      405,255    6,103,140

Novellus Systems Inc.(1)

      78,958    1,950,263

Rambus Inc.(1)

      9,420    214,870

Spansion Inc. Class A(1)

      37,164    592,394

Teradyne Inc.(1)

      46,633    649,598
           
            27,827,188

SOFTWARE—0.27%

            

CA Inc.

      395,015    8,117,558

Compuware Corp.(1)

      393,253    2,634,795

Fair Isaac Corp.

      13,008    472,320

Fidelity National Information Services Inc.

      76,137    2,695,250

IMS Health Inc.

      58,471    1,569,946

Novell Inc.(1)

      348,281    2,309,103
           
            17,798,972

TELECOMMUNICATIONS—6.53%

            

ADC Telecommunications Inc.(1)

      13,594    229,195

Alltel Corp.

      399,747    25,515,851

AT&T Inc.

      3,994,261    111,399,939

Avaya Inc.(1)

      437,445    4,995,622

BellSouth Corp.

      1,858,265    67,269,193

CenturyTel Inc.

      119,334    4,433,258

CIENA Corp.(1)

      465,462    2,238,872

Citizens Communications Co.

      196,637    2,566,113

Comverse Technology Inc.(1)

      40,675    804,145

Crown Castle International Corp.(1)

      24,285    838,804

Embarq Corp.(1)

      153,024    6,272,454

Juniper Networks Inc.(1)

      268,523    4,293,683

Leap Wireless International Inc.(1)

      27,600    1,309,620

Lucent Technologies Inc.(1)

      2,126,318    5,145,690

Motorola Inc.

      543,022    10,941,893

NTL Inc.

      266,269    6,630,098

PanAmSat Holding Corp.

      70,406    1,758,742

Qwest Communications International Inc.(1)

      1,623,676    13,135,539

Sprint Nextel Corp.

      2,269,124    45,359,789

Telephone & Data Systems Inc.

      51,744    2,142,202

Tellabs Inc.(1)

      460,353    6,127,298

United States Cellular Corp.(1)

      6,733    408,020

Verizon Communications Inc.

      2,996,994    100,369,329
           
            424,185,349

TEXTILES—0.05%

            

Mohawk Industries Inc.(1)

      48,197    3,390,659
           
            3,390,659

TOYS, GAMES & HOBBIES—0.15%

            

Hasbro Inc.

      176,861    3,202,953

Mattel Inc.

      400,119    6,605,965
           
            9,808,918

TRANSPORTATION—0.72%

            

Alexander & Baldwin Inc.

      45,446    2,011,894

CSX Corp.

      116,327    8,194,074

Kansas City Southern Industries Inc.(1)

      49,337    1,366,635

Laidlaw International Inc.

      100,577    2,534,540

Norfolk Southern Corp.

      187,027    9,953,577

Overseas Shipholding Group Inc.

      30,664    1,813,776

Ryder System Inc.

      62,666    3,661,574

Swift Transportation Co. Inc.(1)

      29,514    937,365

Union Pacific Corp.

      150,313    13,973,096

YRC Worldwide Inc.(1)

      59,025    2,485,543
           
            46,932,074

TRUCKING & LEASING—0.01%

            

GATX Corp.

      21,910    931,175
           
            931,175

WATER—0.02%

            

Aqua America Inc.

      53,088    1,209,876
           
            1,209,876
           

TOTAL COMMON STOCKS

            

(Cost: $6,046,442,780)

           6,485,064,847

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.53%

              

CERTIFICATES OF DEPOSIT(3)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 24,201    24,201

Fortis Bank NY

              

4.43%, 07/20/06

        60,475    60,475

Societe Generale

              

5.33%, 12/08/06

        242,012    242,012

Toronto-Dominion Bank

              

3.94%, 07/10/06

        121,006    121,006

Washington Mutual Bank

              

5.28%, 08/07/06

        121,006    121,006

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        193,610    193,610
             
              762,310

COMMERCIAL PAPER(3)—0.09%

              

Amstel Funding Corp.

              

5.20% - 5.31%, 07/27/06 - 11/22/06(4)

        675,645    671,857

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        116,166    115,561

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        231,337    230,351

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        91,965    91,748

CC USA Inc.

              

5.03%, 10/24/06(4)

        48,402    47,638

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        182,320    181,649

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        530,891    530,740

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        242,012    241,015

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        178,537    174,369

Falcon Asset Securitization Corp.

              

5.26% - 5.30%, 07/24/06 - 07/28/06(4)

        512,277    510,481

Five Finance Inc.

              

5.19%, 12/01/06(4)

        108,906    106,535

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        24,201    23,636

Govco Inc.

              

5.22%, 08/03/06(4)

        242,012    240,925

Grampian Funding LLC

              

5.03% - 5.11%, 10/17/06 - 10/24/06(4)

        82,284    81,009

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        60,503    60,290

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        222,603    222,052

Landale Funding LLC

              

5.30%, 08/15/06(4)

        266,214    264,528

Lexington Parker Capital Co. LLC

              

5.09% - 5.23%, 07/05/06 - 11/15/06(4)

        374,708    371,857

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        244,433    243,715

Prudential Funding LLC

              

5.22%, 07/31/06

        121,006    120,515

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        242,012    241,414

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        283,564    283,403

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        151,275    150,785

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        264,737    264,587

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        295,809    295,077
             
              5,765,737

MEDIUM-TERM NOTES(3)—0.01%

              

Bank of America N.A.

              

5.28%, 04/20/07

        60,503    60,503

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        75,024    75,024

K2 USA LLC

              

3.94%, 07/07/06(4)

        145,207    145,207

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        242,012    242,389

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        84,704    84,704

US Bank N.A.

              

2.85%, 11/15/06

        48,402    48,073
             
              655,900

MONEY MARKET FUNDS—0.13%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        8,224,090    8,224,090
             
              8,224,090

REPURCHASE AGREEMENTS(3)—0.07%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $484,241 (collateralized by non-U.S. Government debt securities, value $499,234, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 484,025    484,025

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $363,181 (collateralized by non-U.S. Government debt securities, value $399,877, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        363,019    363,019

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $484,241 (collateralized by non-U.S. Government debt securities, value $497,161, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        484,025    484,025

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $605,301 (collateralized by non-U.S. Government debt securities, value $677,105, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        605,031    605,031

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $145,273 (collateralized by non-U.S. Government debt securities, value $164,381, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      145,207    145,207

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $242,120 (collateralized by non-U.S. Government debt securities, value $247,193, 5.22% to 5.42%, 7/3/06).

      242,012    242,012

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $387,396 (collateralized by non-U.S. Government debt securities, value $407,142, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      387,220    387,220

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $242,120 (collateralized by non-U.S. Government debt securities, value $249,622, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      242,012    242,012

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $242,120 (collateralized by non-U.S. Government debt securities, value $249,625, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      242,012    242,012

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $484,241 (collateralized by non-U.S. Government debt securities, value $508,933, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      484,025    484,025

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $242,120 (collateralized by non-U.S. Government debt securities, value $254,684, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      242,012    242,012

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $84,743 (collateralized by non-U.S. Government debt securities, value $89,668, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      84,704    84,704

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $178,199 (collateralized by non-U.S. Government debt securities, value $179,336, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      169,409    169,409

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $484,242 (collateralized by non-U.S. Government debt securities, value $508,927, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      484,025    484,025
           
            4,658,738

TIME DEPOSITS(3)—0.03%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      242,012    242,012

KBC Bank NV

            

5.32%, 07/03/06

      726,037    726,037

Societe Generale

            

5.32%, 07/03/06

      605,031    605,031

UBS AG

            

5.25%-5.34%, 07/03/06

      697,743    697,743
           
            2,270,823

VARIABLE & FLOATING RATE NOTES(3)—0.19%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      619,552    619,638

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      181,509    181,508

American Express Centurion Bank

            

5.34%, 07/19/07

      266,214    266,532

American Express Credit Corp.

            

5.23%, 07/05/07

      72,604    72,652

ASIF Global Financing

            

5.17%, 05/03/07(4)

      24,201    24,213

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      157,308    157,308

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      411,421    411,418

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      242,012    242,012

BNP Paribas

            

5.14%, 05/18/07(4)

      447,723    447,723

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      176,669    176,669

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      60,503    60,503

Credit Agricole SA

            

5.31%, 07/23/07

      242,012    242,012

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      242,012    242,012

DEPFA Bank PLC

            

5.37%, 06/15/07

      242,012    242,012

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      278,314    278,336

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      242,012    242,012

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      484,025    484,025

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      72,604    72,605

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      181,509    181,493

General Electric Capital Corp.

            

5.25%, 04/09/07

      108,906    108,965

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      363,019    363,086

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      242,012    242,012

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      181,509    181,509

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      363,019    363,008

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      252,907    252,907

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      302,516    302,417

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      266,214    266,190

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      117,616    117,616

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      133,107    133,107

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      363,019    363,019

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      30,494    30,504

Mound Financing PLC

                

5.11%, 05/08/07(4)

      227,492      227,492  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      242,012      241,998  

National City Bank of Indiana

                

5.17%, 05/21/07

      121,006      121,015  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      653,433      653,451  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      85,309      85,289  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      290,415      290,422  

Principal Life Global Funding I

                

5.63%, 02/08/07

      108,906      109,213  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      181,509      181,500  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      198,450      198,450  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      242,012      242,012  

Strips III LLC

                

5.37%, 07/24/06(4)

      56,575      56,575  

SunTrust Bank

                

5.08%, 05/01/07

      242,012      242,025  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      457,403      457,355  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      338,817      338,817  

US Bank N.A.

                

5.28%, 09/29/06

      108,906      108,899  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      387,414      387,414  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      484,025      484,025  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      121,006      121,014  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      217,811      217,809  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      239,350      238,563  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      81,737      81,738  
           
              12,454,099  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $34,791,697)

             34,791,697  
           

TOTAL INVESTMENTS IN SECURITIES—100.35%

                

(Cost: $6,081,234,477)

             6,519,856,544  

Other Assets, Less Liabilities—(0.35)%

             (22,838,087 )
           

NET ASSETS—100.00%

          $ 6,497,018,457  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 2000 INDEX FUND

June

30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—98.96%

              

ADVERTISING—0.30%

              

ADVO Inc.

      242,683    $ 5,972,428

Catalina Marketing Corp.

      352,963      10,045,327

inVentiv Health Inc.(1)

      223,078      6,420,185

Marchex Inc. Class B(1)(2)

      176,303      2,896,658

SITEL Corp.(1)

      447,196      1,753,008

ValueVision Media Inc. Class A(1)

      233,436      2,574,799
           
              29,662,405

AEROSPACE & DEFENSE—1.07%

              

AAR Corp.(1)

      278,694      6,195,368

Argon ST Inc.(1)

      97,267      2,590,220

BE Aerospace Inc.(1)

      592,379      13,541,784

Curtiss-Wright Corp.

      335,413      10,357,553

EDO Corp.

      126,914      3,089,087

Esterline Technologies Corp.(1)

      193,683      8,055,276

GenCorp Inc.(1)

      423,417      6,787,375

HEICO Corp.

      157,314      4,459,852

Herley Industries Inc.(1)

      110,804      1,242,113

Innovative Solutions & Support Inc.(1)

      91,468      1,286,040

K&F Industries Holdings Inc.(1)

      143,336      2,541,347

Kaman Corp.

      184,016      3,349,091

Moog Inc. Class A(1)

      281,080      9,618,558

MTC Technologies Inc.(1)

      77,340      1,827,544

Orbital Sciences Corp.(1)

      421,258      6,799,104

Sequa Corp. Class A(1)

      51,681      4,212,001

Teledyne Technologies Inc.(1)

      261,853      8,578,304

TransDigm Group Inc.(1)

      84,831      2,031,702

Triumph Group Inc.(1)

      121,562      5,834,976

United Industrial Corp.

      71,930      3,254,832
           
              105,652,127

AGRICULTURE—0.33%

              

Alico Inc.

      29,508      1,626,186

Alliance One International Inc.

      726,841      3,227,174

Andersons Inc.

      95,608      3,978,249

Delta & Pine Land Co.

      272,341      8,006,825

Maui Land & Pineapple Co. Inc.(1)

      27,205      1,028,349

Tejon Ranch Co.(1)

      83,127      3,421,507

Universal Corp.

      196,391      7,309,673

Vector Group Ltd.

      264,841      4,303,666
           
              32,901,629

AIRLINES—0.63%

              

AirTran Holdings Inc.(1)

      694,299      10,317,283

Alaska Air Group Inc.(1)

      303,156      11,950,410

ExpressJet Holdings Inc.(1)

      377,999      2,611,973

Frontier Airlines Holdings Inc.(1)(2)

      276,401      1,992,851

JetBlue Airways Corp.(1)

      1,328,483      16,127,784

Mesa Air Group Inc.(1)

      276,162    2,720,196

Republic Airways Holdings Inc.(1)

      248,419    4,228,091

SkyWest Inc.

      487,285    12,084,668
           
            62,033,256

APPAREL—1.39%

            

Carter’s Inc.(1)

      371,450    9,817,423

Cherokee Inc.

      59,752    2,471,343

Columbia Sportswear Co.(1)

      101,085    4,575,107

Crocs Inc.(1)(2)

      76,262    1,917,989

Deckers Outdoor Corp.(1)

      83,284    3,211,431

DHB Industries Inc.(1)(3)

      142,305    223,419

Guess? Inc.(1)

      160,078    6,683,256

Gymboree Corp.(1)

      254,166    8,834,810

Hartmarx Corp.(1)

      242,465    1,454,790

Iconix Brand Group Inc.(1)

      267,895    4,377,404

Kellwood Co.

      195,728    5,728,959

K-Swiss Inc. Class A

      198,052    5,287,988

Maidenform Brands Inc.(1)

      110,866    1,366,978

Oxford Industries Inc.

      115,721    4,560,565

Perry Ellis International Inc.(1)

      55,410    1,402,427

Phillips-Van Heusen Corp.

      421,979    16,102,719

Quiksilver Inc.(1)

      933,642    11,371,760

Russell Corp.

      254,125    4,614,910

Skechers U.S.A. Inc. Class A(1)

      82,372    1,985,989

Steven Madden Ltd.

      159,384    4,720,954

Stride Rite Corp.

      280,930    3,705,467

Timberland Co. Class A(1)

      382,798    9,991,028

True Religion Apparel Inc.(1)

      101,174    1,790,780

Volcom Inc.(1)

      99,948    3,197,337

Warnaco Group Inc. (The)(1)

      360,081    6,726,313

Weyco Group Inc.

      52,682    1,223,276

Wolverine World Wide Inc.

      426,674    9,954,304
           
            137,298,726

AUTO MANUFACTURERS—0.19%

            

A.S.V. Inc.(1)(2)

      159,783    3,681,400

Navistar International Corp.(1)

      474,722    11,682,908

Wabash National Corp.

      237,828    3,653,038
           
            19,017,346

AUTO PARTS & EQUIPMENT—0.84%

            

Accuride Corp.(1)

      173,280    2,160,802

Aftermarket Technology Corp.(1)

      165,986    4,124,752

American Axle & Manufacturing Holdings Inc.

      396,813    6,789,470

ArvinMeritor Inc.

      539,346    9,271,358

Bandag Inc.

      85,736    3,137,080

Commercial Vehicle Group Inc.(1)

      160,726    3,323,814

Cooper Tire & Rubber Co.(2)

      468,919    5,223,758

IMPCO Technologies Inc.(1)

      171,044    1,825,039

Keystone Automotive Industries Inc.(1)

      123,570    5,217,125

Lear Corp.

      515,108    11,440,549

Miller Industries Inc.(1)

      73,471    1,520,850

Modine Manufacturing Co.

      256,615    5,994,526

Noble International Ltd.

      87,905    1,258,800

Superior Industries International Inc.(2)

      176,013    3,219,278

Tenneco Inc.(1)

      346,445    9,007,570

Titan International Inc.(2)

      126,073    2,358,826

Visteon Corp.(1)

      978,678    7,056,268
           
            82,929,865

BANKS—7.73%

            

Alabama National Bancorp

      114,877    7,828,868

AMCORE Financial Inc.

      167,590    4,912,063

AmericanWest Bancorporation

      86,058    1,949,214

Ameris Bancorp

      99,192    2,295,303

Arrow Financial Corp.

      79,296    2,175,089

BancFirst Corp.

      53,137    2,377,881

Bancorp Inc. (The)(1)

      80,622    2,016,356

BancTrust Financial Group Inc.

      74,492    1,748,327

Bank Mutual Corp.

      465,361    5,686,711

Bank of Granite Corp.

      98,642    2,054,713

Bank of the Ozarks Inc.(2)

      90,644    3,018,445

BankFinancial Corp.

      187,211    3,238,750

Banner Corp.

      93,202    3,592,005

Boston Private Financial Holdings Inc.

      269,790    7,527,141

Cadence Financial Corp.

      73,456    1,635,865

Camden National Corp.

      57,630    2,299,437

Capital City Bank Group Inc.(2)

      99,606    3,008,101

Capital Corp of the West

      72,225    2,311,200

Capitol Bancorp Ltd.

      102,381    3,987,740

Cardinal Financial Corp.

      186,698    2,169,431

Cascade Bancorp

      171,728    4,895,965

Cass Information Systems Inc.

      29,840    1,452,910

Cathay General Bancorp

      393,935    14,331,355

Centennial Bank Holdings Inc.(1)(2)

      451,683    4,670,402

Center Financial Corp.

      93,311    2,205,872

Centerstate Banks of Florida Inc.

      68,921    1,412,880

Central Pacific Financial Corp.

      233,451    9,034,554

Chemical Financial Corp.

      192,113    5,878,658

Chittenden Corp.

      357,985    9,253,912

Citizens Banking Corp.

      327,166    7,986,122

City Bank

      65,991    3,079,140

City Holding Co.

      135,633    4,901,777

Coastal Financial Corp.

      116,318    1,516,787

CoBiz Inc.

      112,921    2,542,981

Columbia Bancorp

      75,202    1,885,314

Columbia Banking System Inc.

      121,986    4,559,837

Community Bancorp(1)

      47,401    1,473,223

Community Bancorp Inc.

      38,320    1,621,319

Community Bank System Inc.

      228,601    4,610,882

Community Banks Inc.

      182,149    4,735,874

Community Trust Bancorp Inc.

      115,208    4,024,215

Corus Bankshares Inc.

      298,331    7,810,306

CVB Financial Corp.

      466,107    7,299,236

Enterprise Financial Services Corp.

      65,323    1,662,470

Farmers Capital Bank Corp.

      50,393    1,650,371

First BanCorp (Puerto Rico)

      536,638    4,990,733

First Bancorp Inc. (North Carolina)

      90,707    1,904,847

First Busey Corp. Class A

      116,168    2,377,959

First Charter Corp.

      237,496    5,825,777

First Commonwealth Financial Corp.

      539,989    6,857,860

First Community Bancorp

      148,244    8,758,256

First Community Bancshares Inc.

      76,615    2,527,529

First Financial Bancorp

      256,485    3,824,191

First Financial Bankshares Inc.(2)

      158,903    5,806,316

First Financial Corp.

      101,873    3,057,209

First Indiana Corp.

      97,163    2,529,153

First Merchants Corp.

      140,892    3,425,085

First Midwest Bancorp Inc.

      381,106    14,131,410

First Oak Brook Bancshares Inc. Class A

      50,010    1,850,370

First Regional Bancorp(1)

      21,200    1,865,600

First Republic Bank

      165,608    7,584,846

1st Source Corp.

      88,393    2,990,335

First South Bancorp Inc.(2)

      62,636    2,144,030

First State Bancorp

      134,633    3,201,573

FirstMerit Corp.

      609,769    12,768,563

FNB Corp. (Pennsylvania)(2)

      440,180    6,941,639

FNB Corp. (Virginia)

      55,788    2,064,156

Fremont General Corp.

      503,666    9,348,041

Frontier Financial Corp.

      203,192    6,906,496

GB&T Bancshares Inc.(2)

      99,057    2,155,480

Glacier Bancorp Inc.

      247,549    7,245,759

Great Southern Bancorp Inc.

      80,083    2,444,934

Greater Bay Bancorp

      385,356    11,078,985

Greene County Bancshares Inc.

      66,312    2,053,020

Hancock Holding Co.

      206,635    11,571,560

Hanmi Financial Corp.

      311,128    6,048,328

Harleysville National Corp.

      210,120    4,456,645

Heartland Financial USA Inc.

      110,612    2,947,810

Heritage Commerce Corp.

      90,685    2,248,081

IBERIABANK Corp.

      74,306    4,275,567

Independent Bank Corp. (Massachusetts)

      115,395    3,746,876

Independent Bank Corp. (Michigan)

      167,388    4,402,304

Integra Bank Corp.

      134,187    2,918,567

Interchange Financial Services Corp.

      138,222    3,109,995

International Bancshares Corp.

      355,770    9,776,560

Intervest Bancshares Corp.(1)

      36,664    1,484,892

Irwin Financial Corp.

      154,575    2,997,209

Lakeland Bancorp Inc.(2)

      138,336    2,167,725

Lakeland Financial Corp.

      91,825    2,230,429

Macatawa Bank Corp.

      108,888    2,546,879

MainSource Financial Group Inc.

      115,312    2,009,888

MB Financial Inc.

      175,987    6,222,900

MBT Financial Corp.

      112,978    1,807,648

Mercantile Bank Corp.

      61,012    2,431,328

MetroCorp Bancshares Inc.

      35,551    1,040,933

Mid-State Bancshares

      170,702    4,779,656

Midwest Banc Holdings Inc.

      128,596    2,861,261

Nara Bancorp Inc.

      162,387    3,044,756

National Penn Bancshares Inc.

      356,272    7,075,562

NBT Bancorp Inc.

      262,563    6,099,338

Northern Empire Bancshares(1)

      70,930    1,702,320

Old National Bancorp

      513,068    10,245,968

Old Second Bancorp Inc.

      104,032    3,224,992

Omega Financial Corp.

      96,370    3,017,345

Oriental Financial Group Inc.

      160,327    2,045,773

Pacific Capital Bancorp

      357,503    11,125,493

Park National Corp.(2)

      90,908    8,982,619

Peoples Bancorp Inc.

      80,700    2,408,088

Pinnacle Financial Partners Inc.(1)

      117,642    3,579,846

Placer Sierra Bancshares

      90,054    2,088,352

Preferred Bank

      32,579    1,746,560

PremierWest Bancorp

      109,851    1,585,143

PrivateBancorp Inc.(2)

      135,669    5,618,053

Prosperity Bancshares Inc.

      195,722    6,437,297

Provident Bankshares Corp.

      251,639    9,157,143

R&G Financial Corp. Class B

      212,563    1,825,916

Renasant Corp.

      79,369    3,202,539

Republic Bancorp Inc.

      570,465    7,068,061

Republic Bancorp Inc. Class A

      57,692    1,188,455

Royal Bancshares of Pennsylvania Class A

      35,297    857,011

S&T Bancorp Inc.

      198,688    6,602,402

Sandy Spring Bancorp Inc.

      113,154    4,080,333

Santander BanCorp

      33,382    821,865

SCBT Financial Corp.

      66,291    2,363,274

Seacoast Banking Corp. of Florida

      99,653    2,653,759

Security Bank Corp.

      110,239    2,455,023

Shore Bancshares Inc.

      63,786    1,730,514

Sierra Bancorp

      46,111    1,209,030

Signature Bank(1)

      223,891    7,249,591

Simmons First National Corp. Class A

      109,467    3,175,638

Smithtown Bancorp Inc.

      59,887    1,446,870

Southside Bancshares Inc.

      80,244    1,791,046

Southwest Bancorp Inc.

      107,983    2,753,566

State National Bancshares Inc.

      80,306    3,060,462

Sterling Bancorp

      143,528    2,798,796

Sterling Bancshares Inc.

      349,706    6,556,987

Sterling Financial Corp. (Pennsylvania)

      194,904    4,268,398

Suffolk Bancorp

      79,151    2,592,195

Summit Bancshares Inc.

      79,731    1,691,095

Sun Bancorp Inc. (New Jersey)(1)

      108,164    1,756,583

Superior Bancorp(1)

      134,477    1,479,247

Susquehanna Bancshares Inc.

      358,866    8,576,897

SVB Financial Group(1)

      272,114    12,370,302

SY Bancorp Inc.

      93,901    2,580,399

Taylor Capital Group Inc.

      46,018    1,877,995

Texas Capital Bancshares Inc.(1)

      177,246    4,129,832

Texas Regional Bancshares Inc. Class A

      350,681    13,297,824

Texas United Bancshares Inc.

      71,085    2,001,043

Tompkins Trustco Inc.

      46,640    2,005,520

TriCo Bancshares

      105,223    2,881,006

TrustCo Bank Corp. NY(2)

      573,655    6,321,678

Trustmark Corp.

      355,661    11,014,821

UCBH Holdings Inc.

      722,302    11,946,875

UMB Financial Corp.

      242,092    8,071,347

Umpqua Holdings Corp.

      429,241    11,010,032

Union Bankshares Corp.

      67,048    2,892,451

United Bancshares Inc.

      284,063    10,405,228

United Community Banks Inc.

      258,996    7,883,838

United Security Bancshares

      57,092    1,221,198

Univest Corp. of Pennsylvania

      88,025    2,431,250

USB Holding Co. Inc.

      90,421    2,034,473

Vineyard National Bancorp

      69,154    1,860,243

Virginia Commerce Bancorp Inc.(1)

      118,978    2,843,574

Virginia Financial Group Inc.

      54,975    2,321,044

W Holding Co. Inc.

      832,629    5,536,983

Washington Trust Bancorp Inc.

      88,050    2,440,746

WesBanco Inc.

      167,875    5,202,446

West Bancorporation

      127,427    2,379,062

West Coast Bancorp

      112,745    3,322,595

Westamerica Bancorp

      240,178    11,761,517

Western Alliance Bancorp(1)

      99,948    3,476,191

Wilshire Bancorp Inc.

      116,400    2,097,528

Wintrust Financial Corp.

      185,332    9,424,132

Yardville National Bancorp

      74,512    2,662,314
           
            763,217,883

BEVERAGES—0.12%

            

Boston Beer Co. Inc. Class A(1)

      71,758    2,101,792

Coca-Cola Bottling Co. Consolidated

      35,701    1,812,540

Farmer Brothers Co.

      51,536    1,117,300

Green Mountain Coffee Roasters Inc.(1)

      36,265    1,456,765

Jones Soda Co.(1)

      168,822    1,519,398

National Beverage Corp.

      62,895    902,543

Peet's Coffee & Tea Inc.(1)

      105,399    3,181,996
           
            12,092,334

BIOTECHNOLOGY—2.36%

            

Advanced Magnetics Inc.(1)

      60,923    1,841,093

ADVENTRX Pharmaceuticals Inc.(1)

      415,994    1,318,701

Affymetrix Inc.(1)

      515,755    13,203,328

Alexion Pharmaceuticals Inc.(1)

      241,647    8,728,290

American Oriental Bioengineering Inc.(1)

      341,615    1,889,131

Applera Corp. - Celera Genomics Group(1)

      589,066    7,628,405

Arena Pharmaceuticals Inc.(1)

      361,273    4,183,541

ARIAD Pharmaceuticals Inc.(1)

      474,639    2,140,622

Biocryst Pharmaceuticals Inc.(1)

      175,894    2,520,561

Bio-Rad Laboratories Inc. Class A(1)

      142,693    9,266,483

Cambrex Corp.

      204,456    4,258,818

Cell Genesys Inc.(1)(2)

      349,561    1,754,796

Coley Pharmaceutical Group Inc.(1)(2)

      137,315    1,585,988

Cotherix Inc.(1)

      148,285    1,276,734

Cytokinetics Inc.(1)

      196,028    1,233,016

deCODE genetics Inc.(1)(2)

      424,411    2,627,104

Digene Corp.(1)

      134,405    5,206,850

Diversa Corp.(1)

      233,327    2,253,939

Encysive Pharmaceuticals Inc.(1)

      452,497    3,135,804

Enzo Biochem Inc.(1)

      209,348    3,156,968

Enzon Pharmaceuticals Inc.(1)

      334,301    2,520,630

Exelixis Inc.(1)

      641,959    6,451,688

Genitope Corp.(1)

      200,946    1,269,979

Genomic Health Inc.(1)

      95,562    1,124,765

Geron Corp.(1)(2)

      504,199    3,478,973

GTx Inc.(1)

      95,997    873,573

Hana Biosciences Inc.(1)

      219,852    1,994,058

Human Genome Sciences Inc.(1)

      1,005,421    10,758,005

ICOS Corp.(1)(2)

      499,173    10,976,814

Illumina Inc.(1)

      319,177    9,466,790

Incyte Corp.(1)

      639,614    2,942,224

Integra LifeSciences Holdings Corp.(1)

      145,712    5,655,083

InterMune Inc.(1)(2)

      198,741    3,269,289

Keryx Biopharmaceuticals Inc.(1)

      330,045    4,686,639

Lexicon Genetics Inc.(1)

      493,949    2,168,436

LifeCell Corp.(1)

      256,272    7,923,930

Martek Biosciences Corp.(1)(2)

      245,256    7,100,161

Maxygen Inc.(1)

      225,536    1,687,009

Metabasis Therapeutics Inc.(1)

      157,148    1,199,039

Momenta Pharmaceuticals Inc.(1)

      165,380    2,101,980

Monogram Biosciences Inc.(1)

      996,885    1,973,832

Myogen Inc.(1)

      324,914    9,422,506

Myriad Genetics Inc.(1)

      302,311    7,633,353

Nektar Therapeutics(1)

      685,146    12,565,578

Northfield Laboratories Inc.(1)(2)

      193,170    1,910,451

Novavax Inc.(1)

      470,253    2,370,075

Panacos Pharmaceuticals Inc.(1)

      385,340    2,127,077

Peregrine Pharmaceuticals Inc.(1)

      1,341,270    2,132,619

Regeneron Pharmaceuticals Inc.(1)

      348,062    4,462,155

Sangamo BioSciences Inc.(1)

      220,754    1,302,449

Savient Pharmaceuticals Inc.(1)

      473,292    2,484,783

Serologicals Corp.(1)(2)

      261,532    8,222,566

Sirna Therapeutics Inc.(1)

      307,846    1,754,722

SuperGen Inc.(1)

      377,999    1,372,136

Telik Inc.(1)(2)

      399,629    6,593,878
           
            233,187,417

BUILDING MATERIALS—0.87%

            

AAON Inc.

      71,629    1,838,000

Apogee Enterprises Inc.

      215,147    3,162,661

Builders FirstSource Inc.(1)

      115,365    2,348,831

Comfort Systems USA Inc.

      308,223    4,404,507

Drew Industries Inc.(1)

      141,260    4,576,824

ElkCorp

      156,775    4,353,642

Genlyte Group Inc. (The)(1)

      189,872    13,752,429

Goodman Global Inc.(1)

      179,860    2,730,275

Interline Brands Inc.(1)

      207,158    4,843,354

LSI Industries Inc.

      153,508    2,608,101

NCI Building Systems Inc.(1)(2)

      156,651    8,329,134

Simpson Manufacturing Co. Inc.

      283,321    10,213,722

Texas Industries Inc.

      176,759    9,385,903

Trex Co. Inc.(1)(2)

      90,841    2,351,873

U.S. Concrete Inc.(1)

      255,780    2,826,369

Universal Forest Products Inc.

      128,632    8,069,085
           
            85,794,710

CHEMICALS—1.64%

            

American Vanguard Corp.

      135,260    2,093,825

Arch Chemicals Inc.

      183,674    6,621,448

Balchem Corp.

      88,605    1,993,612

CF Industries Holdings Inc.

      421,118    6,005,143

Ferro Corp.

      325,987    5,202,753

Fuller (H.B.) Co.

      225,251    9,814,186

Georgia Gulf Corp.

      261,661    6,546,758

Grace (W.R.) & Co.(1)(2)

      518,654    6,068,252

Hercules Inc.(1)

      868,724    13,256,728

Innospec Inc.

      93,927    2,387,624

Kronos Worldwide Inc.

      19,155    560,284

MacDermid Inc.

      211,745    6,098,256

Minerals Technologies Inc.

      151,915    7,899,580

NewMarket Corp.

      131,909    6,471,456

NL Industries Inc.

      57,915    622,586

Olin Corp.

      553,329    9,921,189

OM Group Inc.(1)

      223,896    6,907,192

OMNOVA Solutions Inc.(1)

      316,870    1,799,822

Pioneer Companies Inc.(1)

      90,318    2,463,875

PolyOne Corp.(1)

      707,811    6,214,581

Rockwood Holdings Inc.(1)

      269,458    6,200,229

Schulman (A.) Inc.

      214,322    4,905,831

Sensient Technologies Corp.

      354,806    7,418,993

Spartech Corp.

      245,193    5,541,362

Stepan Co.

      47,018    1,484,828

Symyx Technologies Inc.(1)

      258,343    6,238,983

Terra Industries Inc.(1)

      727,763    4,635,850

Tronox Inc. Class B

      316,304    4,165,724

UAP Holding Corp.

      389,110    8,486,489

Valley National Gases Inc.

      18,828    492,352

Zoltek Companies Inc.(1)(2)

      107,947    3,226,536
           
            161,746,327

COAL—0.19%

            

Alpha Natural Resources Inc.(1)

      395,942    7,768,382

International Coal Group Inc.(1)

      868,584    6,245,119

James River Coal Co.(1)

      127,184    3,369,104

Westmoreland Coal Co.(1)

      51,697    1,226,253
           
            18,608,858

COMMERCIAL SERVICES—5.56%

            

Aaron Rents Inc.

      335,200    9,010,176

ABM Industries Inc.

      334,181    5,714,495

ACE Cash Express Inc.(1)

      90,085    2,636,788

Administaff Inc.

      174,305    6,241,862

Advance America Cash Advance Centers Inc.

      516,117    9,052,692

Advisory Board Co. (The)(1)

      142,859    6,870,089

Albany Molecular Research Inc.(1)

      194,872    2,081,233

Alderwoods Group Inc.(1)

      311,185    6,055,660

AMN Healthcare Services Inc.(1)

      248,326    5,041,018

Arbitron Inc.

      230,636    8,840,278

Bankrate Inc.(1)(2)

      77,842    2,939,314

Banta Corp.

      183,938    8,521,848

Barrett Business Services Inc.(1)

      52,982    972,220

BearingPoint Inc.(1)

      1,424,428    11,922,462

Bowne & Co. Inc.

      242,942    3,474,071

Bright Horizons Family Solutions Inc.(1)

      212,449    8,007,203

CBIZ Inc.(1)

      466,040    3,453,356

CDI Corp.

      98,301    2,850,729

Central Parking Corp.

      76,749    1,227,984

Cenveo Inc.(1)

      407,342    7,311,789

Chemed Corp.

      200,433    10,929,611

Clark Inc.

      134,390    1,773,948

Clayton Holdings Inc.(1)

      65,991    861,183

Coinmach Service Corp. Class A

      201,406    2,064,411

Coinstar Inc.(1)

      212,879    5,096,323

Compass Diversified Trust(1)

      99,896    1,425,516

Consolidated Graphics Inc.(1)

      85,903    4,472,110

Corinthian Colleges Inc.(1)

      658,774    9,459,995

Cornell Companies Inc.(1)

      87,626    1,345,935

CorVel Corp.(1)

      40,670    1,016,750

CoStar Group Inc.(1)

      128,721    7,701,377

CRA International Inc.(1)

      86,167    3,889,578

Cross Country Healthcare Inc.(1)

      245,422    4,464,226

Deluxe Corp.

      392,035    6,852,772

DeVry Inc.(1)

      466,164    10,241,623

DiamondCluster International Inc. Class A(1)

      223,378    1,769,154

Dollar Financial Corp.(1)

      93,911    1,690,398

Dollar Thrifty Automotive Group Inc.(1)

      188,133    8,479,154

DynCorp International Inc.(1)

      190,985    1,982,424

Educate Inc.(1)

      135,161    1,035,333

Electro Rent Corp.(1)

      145,795    2,335,636

Euronet Worldwide Inc.(1)(2)

      267,968    10,281,932

Exponent Inc.(1)

      123,057    2,079,663

First Advantage Corp. Class A(1)

      52,484    1,220,778

First Consulting Group Inc.(1)

      165,017    1,458,750

Forrester Research Inc.(1)

      106,568    2,981,773

FTI Consulting Inc.(1)

      305,765    8,185,329

Gaiam Inc.(1)

      123,932    1,737,527

Gartner Inc.(1)

      435,014    6,177,199

Geo Group Inc. (The)(1)

      99,207    3,477,205

Gevity HR Inc.

      200,738    5,329,594

Global Cash Access Inc.(1)

      254,275    3,974,318

H&E Equipment Services Inc.(1)

      87,807    2,585,916

Healthcare Services Group Inc.

      208,799    4,374,339

HealthSpring Inc.(1)

      143,549    2,691,544

Heartland Payment Systems Inc.(1)(2)

      106,791    2,977,333

Heidrick & Struggles International Inc.(1)

      140,364    4,749,918

Home Solutions of America Inc.(1)

      287,449    1,773,560

Hudson Highland Group Inc.(1)

      187,631    2,024,538

Huron Consulting Group Inc.(1)

      132,843    4,661,461

ICT Group Inc.(1)

      51,961    1,274,603

Integrated Electrical Services Inc.(1)

      117,636    2,055,101

Interactive Data Corp.(1)

      274,665    5,518,020

Jackson Hewitt Tax Service Inc.

      269,882    8,460,801

Kelly Services Inc. Class A

      154,549    4,199,096

Kendle International Inc.(1)

      93,797    3,445,164

Kenexa Corp.(1)

      120,303    3,831,651

Kforce Inc.(1)

      222,699    3,449,608

Korn/Ferry International(1)

      324,463    6,356,230

Labor Ready Inc.(1)

      416,781    9,440,090

Landauer Inc.

      69,258    3,317,458

LECG Corp.(1)

      186,714    3,448,608

Lincoln Educational Services Corp.(1)

      35,069    599,329

Live Nation Inc.(1)

      487,892    9,933,481

MAXIMUS Inc.

      164,426    3,806,462

McGrath RentCorp

      167,983    4,671,607

Medifast Inc.(1)

      88,615    1,583,550

Midas Inc.(1)

      118,688    2,183,859

Monro Muffler Brake Inc.

      90,623    2,950,685

Morningstar Inc.(1)

      107,516    4,459,764

MPS Group Inc.(1)

      788,806    11,879,418

Navigant Consulting Inc.(1)

      325,194    7,365,644

NCO Group Inc.(1)

      247,414    6,541,626

Net 1 UEPS Technologies Inc.(1)

      366,978    10,036,848

On Assignment Inc.(1)

      199,196    1,830,611

PAREXEL International Corp.(1)

      207,376    5,982,798

PeopleSupport Inc.(1)

      141,219    1,900,808

PHH Corp.(1)

      407,570    11,224,478

PRA International(1)

      137,066    3,052,460

Pre-Paid Legal Services Inc.(2)

      77,464    2,672,508

Providence Service Corp. (The)(1)

      91,541    2,492,661

QC Holdings Inc.(1)(2)

      41,514    560,854

Rent-A-Center Inc.(1)

      531,296    13,208,019

Resources Connection Inc.(1)

      368,520    9,220,370

Rewards Network Inc.(1)

      203,078    1,659,147

Rollins Inc.

      226,132    4,441,232

Senomyx Inc.(1)

      228,269    3,293,922

SFBC International Inc.(1)(2)

      138,517    2,099,918

Sotheby’s Holdings Inc. Class A(1)

      462,530    12,141,412

Source Interlink Companies Inc.(1)(2)

      259,855    3,092,274

SOURCECORP Inc.(1)

      81,264    2,014,535

Spherion Corp.(1)

      440,144    4,014,113

Standard Parking Corp.(1)

      38,890    1,053,141

StarTek Inc.

      86,219    1,288,974

Stewart Enterprises Inc. Class A

      804,025    4,623,144

Strayer Education Inc.

      109,850    10,668,632

Team Inc.(1)

      48,917    1,225,371

TeleTech Holdings Inc.(1)(2)

      250,096    3,166,215

TNS Inc.(1)

      184,364    3,814,491

Universal Technical Institute Inc.(1)

      175,764    3,870,323

Valassis Communications Inc.(1)

      365,812    8,629,505

Vertrue Inc.(1)

      57,816    2,487,822

Viad Corp.

      170,085    5,323,660

Volt Information Sciences Inc.(1)

      63,423    2,955,512

Watson Wyatt Worldwide Inc.

      323,237    11,358,548

Wright Express Corp.(1)

      308,374    8,862,669
           
            548,894,231

COMPUTERS—2.74%

            

Advanced Digital Information Corp.(1)

      474,292    5,582,417

Agilysys Inc.

      233,716    4,206,888

Ansoft Corp.(1)

      125,966    2,579,784

BISYS Group Inc. (The)(1)

      920,945    12,616,946

Brocade Communications Systems Inc.(1)

      2,089,100    12,827,074

CACI International Inc. Class A(1)

      233,855    13,640,762

CIBER Inc.(1)

      416,937    2,747,615

COMSYS IT Partners Inc.(1)

      126,013    1,905,317

Comtech Group Inc.(1)

      112,190    1,248,675

Covansys Corp.(1)

      239,048    3,004,833

Echelon Corp.(1)

      236,108    1,768,449

Electronics For Imaging Inc.(1)

      443,157    9,253,118

Gateway Inc.(1)

      2,166,232    4,115,841

Henry (Jack) & Associates Inc.

      608,449    11,962,107

Hutchinson Technology Inc.(1)

      196,012    4,239,740

iGATE Corp.(1)

      168,346    1,075,731

IHS Inc. Class A(1)

      178,808    5,298,081

Imation Corp.

      266,952    10,958,380

Integral Systems Inc.

      84,524    2,267,779

Intergraph Corp.(1)

      225,002    7,085,313

Internap Network Services Corp.(1)

      2,339,061    2,456,014

InterVoice-Brite Inc.(1)

      294,639    2,097,830

Kanbay International Inc.(1)

      253,523    3,686,224

Komag Inc.(1)(2)

      234,778    10,842,048

Kronos Inc.(1)

      245,173    8,877,714

Magma Design Automation Inc.(1)

      272,196    2,000,641

Manhattan Associates Inc.(1)

      209,861    4,258,080

Maxwell Technologies Inc.(1)

      109,898    2,157,298

McDATA Corp. Class A(1)

      1,178,437    4,808,023

Mentor Graphics Corp.(1)

      614,184    7,972,108

Mercury Computer Systems Inc.(1)

      160,250    2,466,247

MICROS Systems Inc.(1)

      297,403    12,990,563

Mobility Electronics Inc.(1)

      214,405    1,556,580

MTS Systems Corp.

      139,888    5,526,975

Ness Technologies Inc.(1)

      209,680    2,254,060

NetScout Systems Inc.(1)

      197,549    1,762,137

Palm Inc.(1)(2)

      700,631    11,280,159

Perot Systems Corp. Class A(1)

      661,083    9,572,482

Quantum Corp.(1)

      1,445,633    3,787,558

Rackable Systems Inc.(1)

      211,864    8,366,509

Radiant Systems Inc.(1)

      200,194    2,116,051

RadiSys Corp.(1)

      161,734    3,551,679

SI International Inc.(1)

      98,466    3,018,968

Sigma Designs Inc.(1)

      173,891    1,639,792

Silicon Storage Technology Inc.(1)

      691,851    2,808,915

SRA International Inc. Class A(1)

      292,698    7,794,548

Stratasys Inc.(1)

      77,360    2,279,026

Sykes Enterprises Inc.(1)

      223,440    3,610,790

Synaptics Inc.(1)

      190,908    4,085,431

Syntel Inc.

      64,211    1,313,757

TALX Corp.

      245,277    5,364,208

3D Systems Corp.(1)

      99,446    1,997,870

Tyler Technologies Inc.(1)

      299,867    3,358,510
           
            270,043,645

COSMETICS & PERSONAL CARE—0.11%

            

Chattem Inc.(1)

      133,029    4,040,091

Elizabeth Arden Inc.(1)

      198,466    3,548,572

Inter Parfums Inc.

      35,654    613,962

Parlux Fragrances Inc.(1)(2)

      91,365    885,327

Revlon Inc. Class A(1)

      1,198,592    1,510,226
           
            10,598,178

DISTRIBUTION & WHOLESALE—0.93%

            

Aviall Inc.(1)

      261,693    12,435,651

Beacon Roofing Supply Inc.(1)(2)

      335,252    7,378,897

BlueLinx Holdings Inc.

      96,060    1,251,662

Brightpoint Inc.(1)

      384,957    5,208,468

Building Materials Holdings Corp.

      221,100    6,162,057

Central European Distribution Corp.(1)

      242,807    6,109,024

Core-Mark Holding Co. Inc.(1)

      76,262    2,730,180

Directed Electronics Inc.(1)

      71,619    939,641

LKQ Corp.(1)

      341,874    6,495,606

MWI Veterinary Supply Inc.(1)

      39,227    1,429,040

NuCo2 Inc.(1)

      118,605    2,851,264

Owens & Minor Inc.

      306,381    8,762,497

ScanSource Inc.(1)

      196,064    5,748,596

United Stationers Inc.(1)

      241,875    11,929,275

Watsco Inc.

      212,812    12,730,414
           
            92,162,272

DIVERSIFIED FINANCIAL SERVICES—1.85%

            

Accredited Home Lenders Holding Co.(1)

      137,864    6,591,278

Advanta Corp. Class B

      148,124    5,325,058

Asset Acceptance Capital Corp.(1)

      127,443    2,523,371

Asta Funding Inc.

      90,235    3,379,301

Calamos Asset Management Inc. Class A

      176,899    5,128,302

CharterMac

      398,816    7,461,847

Cohen & Steers Inc.

      99,145    2,339,822

CompuCredit Corp.(1)

      158,866    6,106,809

Credit Acceptance Corp.(1)

      74,476    2,021,279

Doral Financial Corp.

      686,602    4,401,119

eSpeed Inc.(1)

      156,889    1,306,885

Federal Agricultural Mortgage Corp.(2)

      85,001    2,354,528

Financial Federal Corp.

      206,972    5,755,891

Friedman, Billings, Ramsey Group Inc. Class A

      1,123,743    12,327,461

GAMCO Investors Inc. Class A

      43,440    1,596,854

GFI Group Inc.(1)

      91,126    4,916,248

Greenhill & Co. Inc.

      134,856    8,193,851

International Securities Exchange Inc.

      291,341    11,091,352

Knight Capital Group Inc. Class A(1)

      798,616    12,162,922

LaBranche & Co. Inc.(1)(2)

      405,381    4,909,164

MarketAxess Holdings Inc.(1)

      234,073    2,577,144

Marlin Business Services Corp.(1)

      90,675    2,045,628

National Financial Partners Corp.

      286,206    12,681,788

Ocwen Financial Corp.(1)

      261,823    3,327,770

optionsXpress Holdings Inc.

      159,026    3,706,896

Penson Worldwide Inc.(1)

      57,335    986,735

Piper Jaffray Companies Inc.(1)

      159,198    9,744,510

Portfolio Recovery Associates Inc.(1)

      121,468    5,551,088

Sanders Morris Harris Group Inc.

      101,894    1,539,618

Stifel Financial Corp.(1)

      90,929    3,210,703

SWS Group Inc.

      120,971    2,917,821

Thomas Weisel Partners Group Inc.(1)

      52,049    989,451

TradeStation Group Inc.(1)(2)

      196,132    2,484,992

United PanAm Financial Corp.(1)

      78,049    2,372,690

Waddell & Reed Financial Inc. Class A

      647,981    13,322,489

World Acceptance Corp.(1)

      140,333    4,984,628
           
            182,337,293

ELECTRIC—1.64%

            

ALLETE Inc.

      192,362    9,108,341

Aquila Inc.(1)

      2,859,620    12,039,000

Avista Corp.

      374,292    8,545,086

Black Hills Corp.

      254,047    8,721,434

CH Energy Group Inc.

      120,779    5,797,392

Cleco Corp.

      385,610    8,965,432

Duquesne Light Holdings Inc.(2)

      599,813    9,860,926

El Paso Electric Co.(1)

      369,918    7,457,547

Empire District Electric Co. (The)

      228,949    4,704,902

IDACORP Inc.(2)

      327,502    11,230,044

ITC Holdings Corp.

      109,535    2,911,440

MGE Energy Inc.

      156,646    4,879,523

NorthWestern Corp.

      271,901    9,339,799

Ormat Technologies Inc.

      62,480    2,383,612

Otter Tail Corp.

      225,541    6,164,036

Pike Electric Corp.(1)

      120,313    2,317,228

PNM Resources Inc.

      526,352    13,137,746

Portland General Electric Co.

      205,915    5,141,698

UIL Holdings Corp.

      112,756    6,347,035

UniSource Energy Corp.

      267,911    8,345,428

Westar Energy Inc.

      666,540    14,030,667
           
            161,428,316

ELECTRICAL COMPONENTS & EQUIPMENT—1.08%

            

Advanced Energy Industries Inc.(1)

      269,696    3,570,775

American Superconductor Corp.(1)(2)

      250,909    2,215,526

Belden CDT Inc.(2)

      325,261    10,749,876

Capstone Turbine Corp.(1)

      785,643    1,791,266

China BAK Battery Inc.(1)

      206,967    1,761,289

Color Kinetics Inc.(1)

      102,490    1,938,086

Encore Wire Corp.(1)

      178,290    6,407,743

Energy Conversion Devices Inc.(1)

      298,310    10,867,433

EnerSys(1)

      355,863    7,437,537

General Cable Corp.(1)

      386,329    13,521,515

GrafTech International Ltd.(1)

      752,738    4,365,880

Greatbatch Inc.(1)

      167,227    3,946,557

Insteel Industries Inc.

      106,863    2,586,085

Intermagnetics General Corp.(1)

      324,489    8,754,713

Lamson & Sessions Co.(1)

      106,588    3,022,836

Littelfuse Inc.(1)

      170,763    5,870,832

Medis Technologies Ltd.(1)(2)

      157,164    3,187,286

Powell Industries Inc.(1)

      58,568    1,401,532

Power-One Inc.(1)

      534,951    3,530,677

Superior Essex Inc.(1)

      154,057    4,610,926

Universal Display Corp.(1)(2)

      181,361    2,413,915

Vicor Corp.

      151,588    2,511,813
           
            106,464,098

ELECTRONICS—2.61%

            

American Science & Engineering Inc.(1)

      69,419    4,020,748

Analogic Corp.

      105,488    4,916,796

Badger Meter Inc.

      106,625    2,878,875

Bel Fuse Inc. Class B

      77,029    2,527,321

Benchmark Electronics Inc.(1)

      491,232    11,848,516

Brady Corp. Class A

      344,256    12,682,391

Checkpoint Systems Inc.(1)

      299,857    6,659,824

Cogent Inc.(1)

      330,728    4,984,071

Coherent Inc.(1)

      236,957    7,992,560

CTS Corp.

      274,826    4,092,159

Cubic Corp.

      118,797    2,329,609

Cymer Inc.(1)

      297,113    13,803,870

Daktronics Inc.

      296,932    8,572,427

Dionex Corp.(1)

      153,363    8,382,822

Eagle Test Systems Inc.(1)

      55,756    781,699

Electro Scientific Industries Inc.(1)

      222,233    3,997,972

Excel Technology Inc.(1)

      91,851    2,748,182

Fargo Electronics Inc.(1)

      98,301    2,495,862

FEI Co.(1)

      182,070    4,129,348

FLIR Systems Inc.(1)

      528,821    11,665,791

Identix Inc.(1)

      686,109    4,795,902

II-VI Inc.(1)

      179,513    3,285,088

International DisplayWorks Inc.(1)(2)

      339,788    1,766,898

Ionatron Inc.(1)(2)

      233,830    1,484,820

Itron Inc.(1)

      193,621    11,473,980

KEMET Corp.(1)

      663,796    6,120,199

Lo-Jack Corp.(1)

      143,714    2,710,446

Measurements Specialties Inc.(1)

      105,343    2,345,989

Methode Electronics Inc.

      285,635    3,002,024

Metrologic Instruments Inc.(1)

      100,000    1,501,000

Molecular Devices Corp.(1)

      129,694    3,963,449

Multi-Fineline Electronix Inc.(1)(2)

      63,595    2,110,718

OSI Systems Inc.(1)

      112,853    2,005,398

OYO Geospace Corp.(1)

      30,176    1,723,351

Park Electrochemical Corp.

      154,207    3,970,830

Paxar Corp.(1)

      314,043    6,459,865

Photon Dynamics Inc.(1)

      130,078    1,628,577

Plexus Corp.(1)

      349,919    11,970,729

RAE Systems Inc.(1)

      294,758    1,179,032

Rofin-Sinar Technologies Inc.(1)

      117,715    6,765,081

Rogers Corp.(1)

      132,961    7,491,023

Sonic Solutions Inc.(1)

      196,198    3,237,267

Taser International Inc.(1)(2)

      474,390    3,752,425

Technitrol Inc.

      310,568    7,189,649

TTM Technologies Inc.(1)

      319,479    4,622,861

Varian Inc.(1)

      236,543    9,818,900

Viisage Technology Inc.(1)(2)

      170,650    2,587,054

Watts Water Technologies Inc. Class A

      192,979    6,474,445

Woodward Governor Co.

      229,513    7,002,442

X-Rite Inc.

      163,014    1,791,524

Zygo Corp.(1)

      138,009    2,261,968
           
            258,003,777

ENERGY - ALTERNATE SOURCES—0.39%

            

Evergreen Solar Inc.(1)(2)

      510,619    6,627,835

FuelCell Energy Inc.(1)(2)

      405,904    3,888,560

Headwaters Inc.(1)(2)

      323,056    8,257,311

KFx Inc.(1)

      542,789    8,293,816

Pacific Ethanol Inc.(1)(2)

      164,457    3,802,246

Plug Power Inc.(1)(2)

      553,495    2,584,822

Quantum Fuel Systems Technologies Worldwide Inc.(1)(2)

      331,298    1,126,413

SunPower Corp. Class A(1)(2)

      77,962    2,184,495

Syntroleum Corp.(1)(2)

      300,816    1,825,953
           
            38,591,451

ENGINEERING & CONSTRUCTION—0.60%

            

Dycom Industries Inc.(1)

      308,451    6,566,922

EMCOR Group Inc.(1)

      240,313    11,696,034

ENGlobal Corp.(1)

      123,487    961,964

Granite Construction Inc.

      264,820    11,988,401

Infrasource Services Inc.(1)

      204,021    3,715,222

Insituform Technologies Inc. Class A(1)

      207,475    4,749,103

Layne Christensen Co.(1)

      91,312    2,588,695

Perini Corp.(1)

      166,007    3,735,157

Sterling Construction Co. Inc.(1)

      66,323    1,830,515

Washington Group International Inc.

      221,110    11,794,007
           
            59,626,020

ENTERTAINMENT—0.74%

            

Bally Technologies Inc.(1)

      399,033    6,572,074

Bluegreen Corp.(1)

      159,851    1,831,892

Carmike Cinemas Inc.

      93,999    1,981,499

Century Casinos Inc.(1)

      155,037    1,660,446

Churchill Downs Inc.

      66,598    2,494,095

Dover Downs Gaming & Entertainment Inc.

      110,918    2,178,430

Dover Motorsports Inc.

      125,946    739,303

Great Wolf Resorts Inc.(1)

      204,658    2,457,943

Isle of Capri Casinos Inc.(1)

      119,377    3,062,020

Macrovision Corp.(1)

      395,906    8,519,897

Magna Entertainment Corp. Class A(1)(2)

      305,770    1,608,350

Pinnacle Entertainment Inc.(1)

      366,661    11,238,160

Progressive Gaming International Corp.(1)(2)

      261,273    2,037,929

Shuffle Master Inc.(1)(2)

      266,372    8,731,674

Six Flags Inc.(1)(2)

      543,571    3,054,869

Speedway Motorsports Inc.

      116,618    4,401,163

Steinway Musical Instruments Inc.(1)

      55,715    1,366,132

Vail Resorts Inc.(1)

      231,521    8,589,429
           
            72,525,305

ENVIRONMENTAL CONTROL—0.73%

            

Aleris International Inc.(1)

      239,851    10,997,168

American Ecology Corp.

      118,927    3,151,565

Basin Water Inc.(1)

      46,173    462,653

Calgon Carbon Corp.

      303,538    1,848,546

Casella Waste Systems Inc. Class A(1)

      168,019    2,199,369

Clean Harbors Inc.(1)

      120,391    4,852,961

Darling International Inc.(1)

      493,250    2,234,422

Metal Management Inc.

      198,995    6,093,227

Mine Safety Appliances Co.(2)

      236,475    9,506,295

Rentech Inc.(1)

      1,057,321    4,916,543

Synagro Technologies Inc.

      469,281    1,844,274

Tetra Tech Inc.(1)

      438,670    7,782,006

Waste Connections Inc.(1)(2)

      340,941    12,410,252

Waste Holdings Inc.

      57,231    1,297,999

Waste Services Inc.(1)

      276,967    2,489,933
           
            72,087,213

FOOD—1.32%

            

Arden Group Inc. Class A

      10,395    1,176,402

Chiquita Brands International Inc.

      322,108    4,438,648

Diamond Foods Inc.

      119,367    1,918,228

Flowers Foods Inc.

      395,859    11,337,402

Gold Kist Inc.(1)

      390,662    5,223,151

Great Atlantic & Pacific Tea Co.

      146,919    3,338,000

Hain Celestial Group Inc.(1)

      237,330    6,113,621

Imperial Sugar Co.

      86,130    2,043,004

Ingles Markets Inc. Class A

      90,245    1,534,165

J&J Snack Foods Corp.

      104,767    3,464,645

Lance Inc.

      231,531    5,329,844

M&F Worldwide Corp.(1)

      80,420    1,294,762

MGP Ingredients Inc.

      72,561    1,684,866

Nash Finch Co.

      101,982    2,171,197

Pathmark Stores Inc.(1)

      397,601    3,741,425

Performance Food Group Co.(1)

      264,447    8,033,900

Pilgrim's Pride Corp.

      309,223    7,977,953

Premium Standard Farms Inc.

      105,368    1,710,123

Ralcorp Holdings Inc.(1)

      202,990    8,633,165

Ruddick Corp.

      303,954    7,449,913

Sanderson Farms Inc.

      129,736    3,631,311

Seaboard Corp.

      2,723    3,485,440

Spartan Stores Inc.

      160,488    2,347,939

Tootsie Roll Industries Inc.

      272,227    7,929,973

TreeHouse Foods Inc.(1)

      237,521    5,674,377

United Natural Foods Inc.(1)

      322,637    10,653,474

Village Super Market Inc. Class A

      12,942    846,019

Weis Markets Inc.

      72,531    2,988,277

Wild Oats Markets Inc.(1)(2)

      220,650    4,324,740
           
            130,495,964

FOREST PRODUCTS & PAPER—0.60%

            

Bowater Inc.

      427,544    9,726,626

Buckeye Technologies Inc.(1)

      288,468    2,203,896

Caraustar Industries Inc.(1)

      222,657    2,003,913

Deltic Timber Corp.

      77,640    4,376,567

Glatfelter Co.

      339,638    5,390,055

Longview Fibre Co.

      390,869    7,461,689

Mercer International Inc.(1)(2)

      207,246    1,798,895

Neenah Paper Inc.

      112,952    3,439,388

Potlatch Corp.

      295,271    11,146,480

Rock-Tenn Co. Class A

      244,442    3,898,850

Schweitzer-Mauduit International Inc.

      118,206    2,559,160

Wausau Paper Corp.

      342,517    4,264,337

Xerium Technologies Inc.

      151,059    1,422,976
           
            59,692,832

GAS—0.94%

            

Cascade Natural Gas Corp.

      87,931    1,854,465

EnergySouth Inc.

      52,640    1,643,947

Laclede Group Inc. (The)

      162,946    5,598,825

New Jersey Resources Corp.

      214,550    10,036,649

Nicor Inc.

      339,275    14,079,912

Northwest Natural Gas Co.

      211,331    7,825,587

Peoples Energy Corp.(2)

      294,121    10,561,885

Piedmont Natural Gas Co.

      583,977    14,190,641

South Jersey Industries Inc.

      223,098    6,110,654

Southwest Gas Corp.

      306,195    9,596,151

WGL Holdings Inc.

      372,652    10,788,275
           
            92,286,991

HAND & MACHINE TOOLS—0.29%

            

Baldor Electric Co.

      245,930    7,695,150

Franklin Electric Co. Inc.

      173,336    8,951,071

Raser Technologies Inc.(1)

      154,964    1,493,853

Regal-Beloit Corp.

      234,851    10,368,672
           
            28,508,746

HEALTH CARE - PRODUCTS—3.41%

            

Abaxis Inc.(1)

      153,818    3,440,909

ABIOMED Inc.(1)

      178,897    2,320,294

Adeza Biomedical Corp.(1)

      106,720    1,496,214

Align Technology Inc.(1)(2)

      426,730    3,153,535

American Medical Systems Holdings Inc.(1)

      534,143    8,893,481

AngioDynamics Inc.(1)

      93,611    2,532,178

Arrow International Inc.

      173,896    5,715,962

ArthroCare Corp.(1)

      200,319    8,415,401

Aspect Medical Systems Inc.(1)

      124,476    2,170,861

Biosite Inc.(1)(2)

      131,843    6,019,951

Bruker BioSciences Corp.(1)

      286,595    1,536,149

Candela Corp.(1)

      181,827    2,883,776

Cepheid Inc.(1)

      416,916    4,048,254

Cerus Corp.(1)

      212,263    1,513,435

Conceptus Inc.(1)

      174,057    2,374,137

CONMED Corp.(1)

      214,903    4,448,492

Cyberonics Inc.(1)

      164,950    3,516,734

Datascope Corp.

      98,844    3,048,349

DexCom Inc.(1)

      128,944    1,751,060

Diagnostic Products Corp.

      190,068    11,056,256

DJ Orthopedics Inc.(1)

      173,953    6,406,689

Encore Medical Corp.(1)

      454,594    2,186,597

ev3 Inc.(1)(2)

      126,376    1,871,629

FoxHollow Technologies Inc.(1)(2)

      142,864    3,903,044

Haemonetics Corp.(1)

      203,601    9,469,483

HealthTronics Inc.(1)

      267,869    2,049,198

Hologic Inc.(1)

      349,111    17,232,119

ICU Medical Inc.(1)

      109,560    4,627,814

Immucor Inc.(1)

      518,509    9,970,928

IntraLase Corp.(1)

      164,380    2,751,721

Invacare Corp.

      237,237    5,902,457

Inverness Medical Innovations Inc.(1)

      211,807    5,979,312

IRIS International Inc.(1)

      134,239    1,766,585

Kensey Nash Corp.(1)

      88,320    2,605,440

Kyphon Inc.(1)

      338,457    12,983,211

Laserscope(1)

      151,862    4,678,868

LCA-Vision Inc.

      159,099    8,417,928

Luminex Corp.(1)

      244,795    4,256,985

Medical Action Industries Inc.(1)

      69,802    1,541,926

Mentor Corp.

      277,990    12,092,565

Merge Technologies Inc.(1)

      157,298    1,936,338

Meridian Bioscience Inc.

      160,400    4,001,980

Merit Medical Systems Inc.(1)

      208,628    2,870,721

Natus Medical Inc.(1)

      142,632    1,410,630

Neurometrix Inc.(1)

      95,727    2,915,844

Northstar Neuroscience Inc.(1)

      82,542    856,786

NuVasive Inc.(1)

      253,326    4,618,133

NxStage Medical Inc.(1)

      81,517    711,643

Oakley Inc.

      190,250    3,205,712

OraSure Technologies Inc.(1)

      350,681    3,338,483

Palomar Medical Technologies Inc.(1)

      132,869    6,062,812

PolyMedica Corp.

      176,283    6,339,137

PSS World Medical Inc.(1)

      516,102    9,109,200

Quidel Corp.(1)

      229,498    2,180,231

Sirona Dental Systems Inc.

      134,809    5,341,133

Solexa Inc.(1)

      179,715    1,527,577

SonoSite Inc.(1)(2)

      124,409    4,856,927

Spectranetics Corp.(1)

      234,043    2,508,941

Stereotaxis Inc.(1)

      179,135    1,932,867

Steris Corp.

      517,669    11,833,913

SurModics Inc.(1)(2)

      121,629    4,392,023

Symmetry Medical Inc.(1)

      266,947    4,110,984

ThermoGenesis Corp.(1)

      419,333    1,727,652

Thoratec Corp.(1)

      402,959    5,589,041

TriPath Imaging Inc.(1)

      240,276    1,590,627

Ventana Medical Systems Inc.(1)

      220,489    10,402,671

Viasys Healthcare Inc.(1)

      247,719    6,341,606

Visicu Inc.(1)

      52,603    928,443

Vital Images Inc.(1)

      101,225    2,500,257

Vital Sign Inc.

      52,303    2,590,568

West Pharmaceutical Services Inc.

      247,368    8,974,511

Wright Medical Group Inc.(1)

      261,671    5,476,774

Young Innovations Inc.

      36,737    1,294,245

Zoll Medical Corp.(1)

      73,870    2,419,981
           
            336,928,318

HEALTH CARE - SERVICES—1.69%

            

Air Methods Corp.(1)

      79,529    2,082,069

Alliance Imaging Inc.(1)

      116,084    742,938

Amedisys Inc.(1)(2)

      121,841    4,617,774

American Retirement Corp.(1)

      270,028    8,848,818

AMERIGROUP Corp.(1)

      394,888    12,257,324

AmSurg Corp.(1)

      228,104    5,189,366

Apria Healthcare Group Inc.(1)

      324,598    6,134,902

Bio-Reference Laboratories Inc.(1)

      79,715    1,734,598

Capital Senior Living Corp.(1)

      165,986    1,706,336

Centene Corp.(1)

      329,905    7,762,665

Emeritus Corp.(1)

      38,041    713,269

Five Star Quality Care Inc.(1)

      241,751    2,676,184

Genesis HealthCare Corp.(1)

      149,388    7,076,510

Gentiva Health Services Inc.(1)

      206,065    3,303,222

Healthways Inc.(1)

      264,167    13,905,751

Horizon Health Corp.(1)

      115,106    2,403,413

Hythiam Inc.(1)

      200,608    1,398,238

Kindred Healthcare Inc.(1)

      256,448    6,667,648

LHC Group Inc.(1)

      84,954    1,692,284

Magellan Health Services Inc.(1)

      283,229    12,833,106

Matria Healthcare Inc.(1)

      160,218    3,431,870

MedCath Corp.(1)

      60,571    1,141,158

Molina Healthcare Inc.(1)

      93,471    3,556,572

National Healthcare Corp.

      49,440    2,202,552

NightHawk Radiology Holdings Inc.(1)

      47,697    855,684

Odyssey Healthcare Inc.(1)

      264,415    4,645,772

Option Care Inc.(2)

      200,386    2,400,624

Psychiatric Solutions Inc.(1)

      404,910    11,604,721

Radiation Therapy Services Inc.(1)

      93,880    2,526,311

RehabCare Group Inc.(1)

      129,736    2,254,812

Res-Care Inc.(1)

      168,672    3,373,440

Sun Healthcare Group Inc.(1)

      176,728    1,535,766

Sunrise Senior Living Inc.(1)

      339,426    9,385,129

Symbion Inc.(1)

      137,864    2,862,057

United Surgical Partners International Inc.(1)

      339,431    10,206,690

VistaCare Inc. Class A(1)

      79,638    963,620
           
            166,693,193

HOLDING COMPANIES - DIVERSIFIED—0.04%

            

Resource America Inc. Class A

      120,578    2,297,011

Star Maritime Acquisition Corp.(1)(2)

      143,978    1,462,816
           
            3,759,827

HOME BUILDERS—0.69%

            

AMREP Corporation

      13,139    713,710

Brookfield Homes Corp.(2)

      94,077    3,099,837

Cavco Industries Inc.(1)

      48,932    2,174,538

Champion Enterprises Inc.(1)

      583,516    6,442,017

Fleetwood Enterprises Inc.(1)

      487,793    3,677,959

Hovnanian Enterprises Inc. Class A(1)

      381,039    11,461,653

Levitt Corp. Class A

      124,730    1,995,680

M/I Homes Inc.

      91,706    3,217,046

Meritage Homes Corp.(1)

      173,155    8,181,574

Monaco Coach Corp.

      204,290    2,594,483

Orleans Homebuilders Inc.

      35,960    584,350

Palm Harbor Homes Inc.(1)(2)

      73,803    1,298,195

Skyline Corp.

      52,231    2,234,442

Technical Olympic USA Inc.

      150,780    2,165,201

WCI Communities Inc.(1)(2)

      255,863    5,153,081

Williams Scotsman International Inc.(1)

      227,969    4,978,843

Winnebago Industries Inc.(2)

      248,658    7,718,344
           
            67,690,953

HOME FURNISHINGS—0.51%

            

American Woodmark Corp.(2)

      91,219    3,196,314

Audiovox Corp. Class A(1)

      126,630    1,729,766

DTS Inc.(1)

      134,654    2,623,060

Ethan Allen Interiors Inc.

      252,985    9,246,602

Furniture Brands International Inc.(2)

      344,846    7,186,591

Hooker Furniture Corp.

      82,065    1,376,230

Kimball International Inc. Class B

      189,224    3,729,605

La-Z-Boy Inc.(2)

      395,942    5,543,188

Sealy Corp.(1)

      154,363    2,048,397

Stanley Furniture Co. Inc.

      93,683    2,245,582

Tempur-Pedic International Inc.(1)

      383,285    5,178,180

TiVo Inc.(1)

      586,513    4,193,568

Universal Electronics Inc.(1)

      105,193    1,862,968
           
            50,160,051

HOUSEHOLD PRODUCTS & WARES—0.85%

            

ACCO Brands Corp.(1)

      344,447    7,543,389

American Greetings Corp. Class A

      408,068    8,573,509

Blyth Inc.

      197,756    3,650,576

Central Garden & Pet Co.(1)

      164,940    7,100,667

CNS Inc.

      96,723    2,369,713

CSS Industries Inc.

      51,868    1,491,205

Ennis Inc.

      195,136    3,840,276

Fossil Inc.(1)(2)

      331,173    5,964,426

Harland (John H.) Co.

      205,755    8,950,342

Playtex Products Inc.(1)

      427,175    4,455,435

Prestige Brands Holdings Inc.(1)

      254,197    2,534,344

Russ Berrie & Co. Inc.(1)

      90,328    1,107,421

Spectrum Brands Inc.(1)

      282,902    3,655,094

Standard Register Co. (The)

      136,885    1,622,087

Tupperware Brands Corp.

      463,534    9,126,984

WD-40 Co.

      128,804    4,323,950

Yankee Candle Co. Inc. (The)

      311,065    7,779,736
           
            84,089,154

HOUSEWARES—0.04%

            

Lifetime Brands Inc.

      85,918    1,861,843

National Presto Industries Inc.

      36,141    1,889,451
           
            3,751,294

INSURANCE—2.49%

            

Affirmative Insurance Holdings Inc.

      57,605    901,518

Alfa Corp.

      248,590    4,116,650

American Equity Investment Life Holding Co.

      425,127    4,531,854

American Physicians Capital Inc.(1)

      52,428    2,757,189

Argonaut Group Inc.(1)

      239,358    7,190,314

Baldwin & Lyons Inc. Class B

      61,472    1,567,536

Bristol West Holdings Inc.

      116,551    1,864,816

Capital Title Group Inc.

      196,437    1,447,741

CNA Surety Corp.(1)

      121,971    2,107,659

Commerce Group Inc.

      415,849    12,284,179

Crawford & Co. Class B

      178,720    1,283,210

Darwin Professional Underwriters Inc.(1)

      39,491    697,411

Delphi Financial Group Inc. Class A

      316,761    11,517,430

Direct General Corp.

      112,983    1,911,672

Donegal Group Inc. Class A

      99,269    1,926,811

EMC Insurance Group Inc.

      44,906    1,291,497

Enstar Group Inc.(1)

      25,016    2,306,225

FBL Financial Group Inc. Class A

      104,177    3,375,335

First Acceptance Corp.(1)

      127,562    1,502,680

FPIC Insurance Group Inc.(1)

      79,897    3,096,009

Great American Financial Resources Inc.

      67,002    1,402,352

Harleysville Group Inc.

      105,036    3,331,742

Hilb, Rogal & Hobbs Co.

      276,375    10,300,496

Horace Mann Educators Corp.

      328,575    5,569,346

Independence Holding Co.

      38,496    862,695

Infinity Property & Casualty Corp.

      157,801    6,469,841

James River Group Inc.(1)

      69,512    1,730,849

Kansas City Life Insurance Co.

      30,478    1,285,257

LandAmerica Financial Group Inc.

      131,723    8,509,306

Meadowbrook Insurance Group(1)

      192,575    1,602,224

Midland Co. (The)

      88,719    3,369,548

National Interstate Corp.

      121,225    3,287,622

National Western Life Insurance Co. Class A

      17,017    4,078,124

Navigators Group Inc. (The)(1)

      99,622    4,365,436

NYMAGIC Inc.

      44,207    1,284,213

Odyssey Re Holdings Corp.(2)

      98,611    2,598,400

Ohio Casualty Corp.

      486,773    14,471,761

Phoenix Companies Inc.

      861,640    12,131,891

PMA Capital Corp. Class A(1)

      247,030    2,544,409

Presidential Life Corp.

      164,530    4,044,147

ProAssurance Corp.(1)

      238,959    11,513,045

RLI Corp.

      170,743    8,226,398

Safety Insurance Group Inc.

      109,286    5,196,549

SCPIE Holdings Inc.(1)

      76,961    1,789,343

SeaBright Insurance Holdings Inc.(1)

      121,495    1,957,284

Selective Insurance Group Inc.

      210,110    11,738,846

State Auto Financial Corp.

      110,115    3,583,142

Stewart Information Services Corp.

      131,796    4,785,513

Tower Group Inc.

      128,974    3,901,463

Triad Guaranty Inc.(1)

      88,091    4,305,888

21st Century Insurance Group

      249,977    3,599,669

United Fire & Casualty Co.

      157,537    4,746,590

Universal American Financial Corp.(1)

      291,506    3,833,304

USI Holdings Corp.(1)

      352,937    4,732,885

Zenith National Insurance Corp.

      282,912    11,223,119
           
            246,050,433

INTERNET—3.55%

            

Access Integrated Technologies Inc. Class A(1)

      102,516    1,005,682

Agile Software Corp.(1)

      435,200    2,759,168

aQuantive Inc.(1)

      582,036    14,742,972

Ariba Inc.(1)

      570,424    4,694,590

Art Technology Group Inc.(1)

      851,986    2,538,918

@Road Inc.(1)

      470,973    2,599,771

Audible Inc.(1)(2)

      187,532    1,704,666

Avocent Corp.(1)

      374,666    9,834,982

Blue Coat Systems Inc.(1)

      110,514    1,863,266

Blue Nile Inc.(1)(2)

      110,244    3,545,447

Chordiant Software Inc.(1)

      606,295    1,837,074

Click Commerce Inc.(1)(2)

      78,044    1,539,808

CMGI Inc.(1)

      3,534,536    4,276,789

CNET Networks Inc.(1)

      1,146,480    9,148,910

Cogent Communications Group Inc.(1)

      160,255    1,501,589

CyberSource Corp.(1)

      233,654    2,733,752

DealerTrack Holdings Inc.(1)

      81,869    1,810,124

Digital Insight Corp.(1)

      264,359    9,064,870

Digital River Inc.(1)

      302,498    12,217,894

Digitas Inc.(1)

      691,488    8,035,091

Drugstore.com Inc.(1)

      612,322    1,775,734

EarthLink Inc.(1)

      1,019,949    8,832,758

eCollege.com Inc.(1)

      138,222    2,922,013

Equinix Inc.(1)(2)

      218,440    11,983,618

eResearch Technology Inc.(1)(2)

      376,964    3,430,372

FTD Group Inc.(1)

      98,534    1,330,209

GSI Commerce Inc.(1)(2)

      299,707    4,055,036

Harris Interactive Inc.(1)

      413,923    2,359,361

i2 Technologies Inc.(1)

      108,055    1,369,057

InfoSpace Inc.(1)

      238,986    5,417,813

Internet Capital Group Inc.(1)

      299,878    2,698,902

Internet Security Systems Inc.(1)

      301,049    5,674,774

Interwoven Inc.(1)

      327,016    2,805,797

iPass Inc.(1)

      496,429    2,780,002

j2 Global Communications Inc.(1)(2)

      380,096    11,866,597

Jupitermedia Corp.(1)

      165,717    2,154,321

Knot Inc. (The)(1)

      110,902    2,321,179

Lionbridge Technologies Inc.(1)

      456,814    2,526,181

Liquidity Services Inc.(1)

      59,768    930,588

Move Inc.(1)

      766,266    4,199,138

NetBank Inc.

      354,749    2,351,986

NetFlix Inc.(1)(2)

      300,883    8,187,026

NetRatings Inc.(1)

      101,842    1,414,585

NIC Inc.(1)

      292,476    2,114,601

1-800-FLOWERS.COM Inc.(1)

      192,108    1,108,463

Online Resources Corp.(1)

      172,719    1,785,914

Openwave Systems Inc.(1)

      721,892    8,330,634

Opsware Inc.(1)

      625,689    5,155,677

Overstock.com Inc.(1)(2)

      85,374    1,815,051

Perficient Inc.(1)

      134,612    1,663,804

Priceline.com Inc.(1)

      194,940    5,820,908

ProQuest Co.(1)(2)

      193,756    2,381,261

RealNetworks Inc.(1)(2)

      817,988    8,752,472

Redback Networks Inc.(1)

      424,147    7,778,856

RightNow Technologies Inc.(1)

      115,106    1,919,968

RSA Security Inc.(1)

      577,759    15,709,267

S1 Corp.(1)

      542,695    2,604,936

Sapient Corp.(1)

      623,256    3,303,257

Secure Computing Corp.(1)

      341,564    2,937,450

Sohu.com Inc.(1)

      197,849    5,102,526

SonicWALL Inc.(1)

      492,866    4,430,865

Stamps.com Inc.(1)

      142,911    3,975,784

Stellent Inc.

      220,489    2,105,670

Terremark Worldwide Inc.(1)

      299,727    1,079,017

TheStreet.com Inc.

      140,452    1,800,595

TIBCO Software Inc.(1)

      1,609,849    11,349,435

Travelzoo Inc.(1)

      22,888    694,422

TriZetto Group Inc. (The)(1)

      328,186    4,853,871

24/7 Real Media Inc.(1)

      371,056    3,257,872

United Online Inc.

      490,776    5,889,312

ValueClick Inc.(1)(2)

      784,420    12,040,847

Vasco Data Security International Inc.(1)

      190,286    1,588,888

Vignette Corp.(1)

      227,969    3,323,788

WebEx Communications Inc.(1)(2)

      319,846    11,367,327

webMethods Inc.(1)

      415,760    4,103,551

Websense Inc.(1)

      366,854    7,535,181

WebSideStory Inc.(1)

      134,187    1,637,081
           
            350,160,961

INVESTMENT COMPANIES—0.38%

            

Apollo Investment Corp.

      620,683    11,470,222

Ares Capital Corp.

      291,678    4,938,109

Capital Southwest Corp.

      21,308    2,225,621

Gladstone Capital Corp.(2)

      86,152    1,842,791

Gladstone Investment Corp.

      99,953    1,499,295

Harris & Harris Group Inc.(1)

      159,099    1,756,453

MCG Capital Corp.

      408,124    6,489,172

Medallion Financial Corp.

      112,502    1,458,026

MVC Capital Inc.

      130,399    1,752,563

NGP Capital Resources Co.

      132,821    1,943,171

Technology Investment Capital Corp.

      148,829    2,180,345
           
            37,555,768

IRON & STEEL—0.76%

            

AK Steel Holding Corp.(1)

      841,131    11,632,842

Chaparral Steel Co.(1)

      176,184    12,688,772

Cleveland-Cliffs Inc.

      168,512    13,361,316

Gibraltar Industries Inc.

      185,017    5,365,493

Olympic Steel Inc.

      63,807    2,258,130

Oregon Steel Mills Inc.(1)

      273,113    13,835,905

Ryerson Inc.

      198,952    5,371,704

Schnitzer Steel Industries Inc. Class A

      173,041    6,139,495

Shiloh Industries Inc.(1)

      36,555    549,787

Steel Technologies Inc.

      87,641    1,703,741

Wheeling-Pittsburgh Corp.(1)

      82,485    1,640,627
           
            74,547,812

LEISURE TIME—0.61%

            

Ambassadors Group Inc.

      157,646    4,552,816

Ambassadors International Inc.

      54,798    1,274,053

Arctic Cat Inc.

      98,524    1,922,203

Bally Total Fitness Holding Corp.(1)

      281,484    1,908,462

Callaway Golf Co.

      578,795    7,518,547

K2 Inc.(1)

      360,221    3,940,818

Life Time Fitness Inc.(1)

      232,117    10,740,054

Marine Products Corp.

      93,891    913,559

Multimedia Games Inc.(1)

      207,303    2,099,979

Nautilus Inc.(2)

      250,841    3,940,712

Navigant International Inc.(1)

      118,610    1,901,318

Polaris Industries Inc.

      316,574    13,707,654

WMS Industries Inc.(1)

      206,583    5,658,308
           
            60,078,483

LODGING—0.52%

            

Ameristar Casinos Inc.

      197,658    3,844,448

Aztar Corp.(1)

      276,241    14,353,482

Gaylord Entertainment Co.(1)

      310,936    13,569,247

Lakes Gaming Inc.(1)

      175,412    2,120,731

Lodgian Inc.(1)

      156,604    2,231,607

Marcus Corp.

      164,660    3,438,101

Monarch Casino & Resort Inc.(1)

      79,669    2,240,292

Morgans Hotel Group Co.(1)

      137,651    2,141,850

MTR Gaming Group Inc.(1)

      173,399    1,626,483

Riviera Holdings Corp.(1)

      83,490    1,686,498

Trump Entertainment Resorts Inc.(1)

      214,380    4,319,757
           
            51,572,496

MACHINERY—1.42%

            

Albany International Corp. Class A

      204,208    8,656,377

Applied Industrial Technologies Inc.

      341,848    8,310,325

Astec Industries Inc.(1)

      129,866    4,431,028

Briggs & Stratton Corp.

      391,196    12,170,108

Bucyrus International Inc. Class A

      241,688    12,205,244

Cascade Corp.

      96,090    3,800,359

Cognex Corp.

      356,163    9,270,923

Columbus McKinnon Corp.(1)

      140,152    3,046,904

DXP Enterprises Inc.(1)

      13,413    416,742

Flow International Corp.(1)

      267,429    3,762,726

Gehl Corp.(1)

      80,119    2,045,438

Gerber Scientific Inc.(1)

      172,963    2,250,249

Gorman-Rupp Co. (The)

      69,559    1,850,269

Intermec Inc.(1)

      385,371    8,840,411

Intevac Inc.(1)

      160,354    3,476,475

iRobot Corp.(1)(2)

      87,590    2,179,239

Kadant Inc.(1)

      104,249    2,397,727

Lindsay Manufacturing Co.

      88,175    2,391,306

Middleby Corp. (The)(1)

      51,444    4,452,993

NACCO Industries Inc.

      41,923    5,760,639

Nordson Corp.

      225,370    11,083,697

Presstek Inc.(1)

      225,785    2,102,058

Robbins & Myers Inc.

      90,230    2,358,612

Sauer-Danfoss Inc.

      79,197    2,013,188

Tecumseh Products Co. Class A(1)

      126,967    2,437,766

Tennant Co.

      63,087    3,172,014

TurboChef Technologies Inc.(1)(2)

      103,793    1,154,178

Wabtec Corp.

      371,419    13,891,071
           
            139,928,066

MANUFACTURING—1.78%

            

Actuant Corp. Class A

      208,892    10,434,155

Acuity Brands Inc.

      343,748    13,375,235

American Railcar Industries Inc.

      69,030    2,285,583

Ameron International Corp.

      66,624    4,465,140

Applied Films Corp.(1)

      81,389    2,318,773

AptarGroup Inc.

      269,168    13,353,424

Barnes Group Inc.

      287,314    5,731,914

Blount International Inc.(1)

      289,959    3,485,307

Ceradyne Inc.(1)(2)

      204,762    10,133,671

CLARCOR Inc.

      396,300    11,805,777

EnPro Industries Inc.(1)

      161,698    5,433,053

ESCO Technologies Inc.(1)

      197,626    10,563,110

Federal Signal Corp.

      369,136    5,588,719

Flanders Corp.(1)

      98,326    986,210

FreightCar America Inc.

      96,241    5,342,338

GenTek Inc.(1)

      77,842    2,090,058

Griffon Corp.(1)

      227,979    5,950,252

Hexcel Corp.(1)

      713,801    11,213,814

Jacuzzi Brands Inc.(1)

      594,284    5,229,699

Koppers Holdings Inc.

      76,578    1,530,794

Lancaster Colony Corp.

      185,213    7,310,357

Matthews International Corp. Class A

      245,536    8,463,626

Myers Industries Inc.

      203,896    3,504,972

PW Eagle Inc.

      80,264    2,427,183

Raven Industries Inc.

      123,352    3,885,588

Reddy Ice Holdings Inc.

      127,324    2,591,043

Smith & Wesson Holding Corp.(1)

      223,139    1,834,203

Smith (A.O.) Corp.

      156,760    7,267,394

Standex International Corp.

      94,289    2,861,671

Tredegar Corp.

      261,122    4,130,950
           
            175,594,013

MEDIA—1.43%

            

Acacia Research Corp. - Acacia Technologies Group(1)

      212,739    2,991,110

Belo (A.H.) Corp.

      694,589    10,835,588

Charter Communications Inc. Class A(1)

      3,014,926    3,406,866

Citadel Broadcasting Corp.

      281,837    2,508,349

CKX Inc.(1)

      390,854    5,303,889

Courier Corp.

      76,816    3,074,176

Cox Radio Inc. Class A(1)

      345,121    4,976,645

Crown Media Holdings Inc.(1)(2)

      118,574    488,525

Cumulus Media Inc. Class A(1)(2)

      294,028    3,137,279

Emmis Communications Corp.(1)

      251,402    3,931,927

Entercom Communications Corp.

      244,329    6,391,647

Entravision Communications Corp.(1)

      512,214    4,389,674

Fisher Communications Inc.(1)

      58,107    2,448,048

Gemstar-TV Guide International Inc.(1)

      1,897,617    6,679,612

Gray Television Inc.

      327,943    1,898,790

Hollinger International Inc.

      572,965    4,600,909

Journal Communications Inc. Class A

      334,270    3,757,195

Journal Register Co.

      302,803    2,713,115

Lee Enterprises Inc.

      349,904    9,429,913

Lin TV Corp. Class A(1)

      211,517    1,596,953

LodgeNet Entertainment Corp.(1)

      126,873    2,366,181

Martha Stewart Living Omnimedia Inc. Class A(1)(2)

      193,243    3,229,091

Media General Inc. Class A

      168,662    7,065,251

Mediacom Communications Corp.(1)

      423,914    2,640,984

Outdoor Channel Holdings Inc.(1)

      100,062    1,032,640

Playboy Enterprises Inc. Class B(1)

      162,740    1,624,145

Primedia Inc.(1)

      1,518,459    2,778,780

Private Media Group Inc.(1)

      192,761    857,786

Radio One Inc. Class D(1)

      584,811    4,327,601

Readers Digest Association Inc. (The)

      737,547    10,296,156

Salem Communications Corp. Class A(1)

      76,381    993,717

Scholastic Corp.(1)

      268,020    6,960,479

Sinclair Broadcast Group Inc. Class A

      347,880    2,977,853

Spanish Broadcasting System Inc. Class A(1)

      341,154    1,743,297

Value Line Inc.

      10,535    449,845

Westwood One Inc.

      536,954    4,027,155

World Wrestling Entertainment Inc.

      163,362    2,759,184
           
            140,690,355

METAL FABRICATE & HARDWARE—0.85%

            

Ampco-Pittsburgh Corp.

      55,006    1,575,922

Castle (A.M.) & Co.

      76,552    2,468,802

CIRCOR International Inc.

      121,930    3,717,646

Dynamic Materials Corp.

      90,416    3,049,732

Foster (L.B.) Co. Class A(1)

      77,764    1,887,332

Kaydon Corp.

      215,467    8,039,074

Ladish Co. Inc.(1)

      107,304    4,020,681

Lawson Products Inc.

      33,755    1,330,622

Mueller Industries Inc.

      281,624    9,302,041

Mueller Water Porducts Inc. Class A(1)

      192,014    3,342,964

NN Inc.

      131,972    1,629,854

NS Group Inc.(1)(2)

      171,520    9,447,322

Quanex Corp.

      288,950    12,445,077

RBC Bearings Inc.(1)

      156,640    3,555,728

Valmont Industries Inc.

      138,123    6,421,338

Worthington Industries Inc.

      553,676    11,599,512
           
            83,833,647

MINING—0.62%

            

AMCOL International Corp.

      167,932    4,425,008

Brush Engineered Materials Inc.(1)

      148,549    3,097,247

Century Aluminum Co.(1)

      176,676    6,305,566

Coeur d'Alene Mines Corp.(1)

      2,126,374    10,227,859

Compass Minerals International Inc.

      244,774    6,107,111

Hecla Mining Co.(1)

      911,733    4,786,598

Royal Gold Inc.(2)

      148,714    4,137,223

RTI International Metals Inc.(1)

      173,958    9,713,815

Stillwater Mining Co.(1)

      316,201    4,009,429

USEC Inc.

      664,656    7,876,174
           
            60,686,030

OFFICE & BUSINESS EQUIPMENT—0.18%

            

Global Imaging Systems Inc.(1)

      178,627    7,373,723

IKON Office Solutions Inc.

      840,410    10,589,166
           
            17,962,889

OFFICE FURNISHINGS—0.22%

            

CompX International Inc.

      11,841    211,954

Herman Miller Inc.

      507,280    13,072,606

Interface Inc. Class A(1)

      365,734    4,187,654

Knoll Inc.

      253,482    4,653,930
           
            22,126,144

OIL & GAS—3.03%

            

Alon USA Energy Inc.

      91,665    2,884,698

Arena Resources Inc.(1)

      82,397    2,825,393

Atlas America Inc.(1)

      132,615    5,942,478

ATP Oil & Gas Corp.(1)

      154,285    6,469,170

Atwood Oceanics Inc.(1)

      206,558    10,245,277

Aurora Oil & Gas Corp.(1)

      509,252    2,037,008

Berry Petroleum Co. Class A

      269,991    8,950,202

Bill Barrett Corp.(1)

      217,714    6,446,512

Bois d'Arc Energy LLC(1)

      128,886    2,122,752

Brigham Exploration Co.(1)

      293,418    2,320,936

Bronco Drilling Co. Inc.(1)

      104,197    2,176,675

Callon Petroleum Co.(1)

      155,027    2,998,222

Carrizo Oil & Gas Inc.(1)

      159,788    5,002,962

Clayton Williams Energy Inc.(1)

      40,764    1,407,989

Complete Production Services Inc.(1)

      198,927    4,702,634

Comstock Resources Inc.(1)

      328,477    9,808,323

Crosstex Energy Inc.

      66,960    6,366,557

Delek US Holdings Inc.(1)

      79,037    1,201,362

Delta Petroleum Corp.(1)

      404,801    6,934,241

Edge Petroleum Corp.(1)

      132,666    2,650,667

Encore Acquisition Co.(1)

      404,221    10,845,249

Energy Partners Ltd.(1)

      292,848    5,549,470

EXCO Resources Inc.(1)

      397,444    4,530,862

Exploration Company of Delaware (The)(1)

      223,139    2,378,662

Gasco Energy Inc.(1)(2)

      561,773    2,499,890

GeoGlobal Resources Inc.(1)

      229,021    1,119,913

Giant Industries Inc.(1)

      112,309    7,474,164

GMX Resources Inc.(1)

      61,187    1,891,902

Goodrich Petroleum Corp.(1)(2)

      95,831    2,720,642

Grey Wolf Inc.(1)

      1,487,556    11,454,181

Gulfport Energy Corp.(1)

      98,626    1,088,831

Harvest Natural Resources Inc.(1)

      284,006    3,845,441

Houston Exploration Co.(1)

      222,735    13,629,155

KCS Energy Inc.(1)

      386,283    11,472,605

Mariner Energy Inc.(1)

      559,843    10,284,316

McMoRan Exploration Co.(1)(2)

      186,859    3,288,718

Meridian Resource Corp. (The)(1)

      664,620    2,326,170

Parallel Petroleum Corp.(1)

      267,138    6,600,980

Parker Drilling Co.(1)

      826,930    5,937,357

Penn Virginia Corp.

      142,843    9,981,869

PetroCorp Inc. Escrow(3)

      26,106    0

Petrohawk Energy Corp.(1)

      449,805    5,667,543

Petroleum Development Corp.(1)

      124,310    4,686,487

PetroQuest Energy Inc.(1)

      313,494    3,849,706

Pioneer Drilling Co.(1)

      316,517    4,887,022

PrimeEnergy Corp.(1)

      5,617    432,228

Quest Resource Corp.(1)

      149,321    2,023,300

RAM Energy Resources Inc.(1)

      159,587    912,838

Remington Oil & Gas Corp.(1)

      120,589    5,302,298

Rosetta Resources Inc.(1)(2)

      386,578    6,424,926

Stone Energy Corp.(1)

      208,829    9,720,990

Sulphco Inc.(1)

      266,460    1,907,854

Swift Energy Co.(1)

      222,953    9,571,372

Toreador Resources Corp.(1)(2)

      92,870    2,612,433

Transmeridian Exploration Inc.(1)

      529,827    3,020,014

VAALCO Energy Inc.(1)

      440,693    4,301,164

Warren Resources Inc.(1)

      407,913    5,857,631

Western Refining Inc.

      177,038    3,820,480

Whiting Petroleum Corp.(1)(2)

      283,042    11,850,969
           
            299,263,690

OIL & GAS SERVICES—1.84%

            

Allis-Chalmers Energy Inc.(1)

      104,726    1,423,226

Basic Energy Services Inc.(1)

      95,883    2,931,143

CARBO Ceramics Inc.

      153,653    7,548,972

Dawson Geophysical Co.(1)

      57,672    1,774,567

Dril-Quip Inc.(1)

      84,903    6,999,403

Gulf Island Fabrication Inc.

      91,810    1,839,872

Hanover Compressor Co.(1)

      782,205    14,689,810

Hercules Offshore Inc.(1)

      154,783    5,417,405

Hornbeck Offshore Services Inc.(1)

      187,662    6,665,754

Hydril Co. LP(1)

      135,923    10,672,674

Input/Output Inc.(1)(2)

      539,367    5,097,018

Lone Star Technologies Inc.(1)

      235,032    12,696,429

Lufkin Industries Inc.

      113,112    6,722,246

MarkWest Hydrocarbon Inc.

      47,489    1,175,353

Matrix Service Co.(1)

      159,602    1,825,847

Maverick Tube Corp.(1)

      282,990    17,882,138

Metretek Technologies Inc.(1)

      120,416    2,068,747

NATCO Group Inc. Class A(1)

      112,175    4,509,435

Newpark Resources Inc.(1)

      683,521    4,203,654

Oil States International Inc.(1)

      378,373    12,970,626

RPC Inc.

      162,946    3,956,329

Superior Well Services Inc.(1)

      83,190    2,071,431

T-3 Energy Services Inc.(1)

      10,960    213,501

Trico Marine Services Inc.(1)

      90,738    3,085,092

Union Drilling Inc.(1)

      102,417    1,521,917

Universal Compression Holdings Inc.(1)

      230,868    14,537,758

Veritas DGC Inc.(1)

      272,243    14,042,294

Warrior Energy Service Corp.(1)

      74,108    1,803,048

W-H Energy Services Inc.(1)

      225,515    11,462,927
           
            181,808,616

PACKAGING & CONTAINERS—0.23%

            

AEP Industries Inc.(1)

      54,851    1,833,120

Chesapeake Corp.

      151,583    2,487,477

Graphic Packaging Corp.(1)

      578,914    2,194,084

Greif Inc. Class A

      126,282    9,466,099

Silgan Holdings Inc.

      178,316    6,599,475
           
            22,580,255

PHARMACEUTICALS—3.36%

            

ACADIA Pharmaceuticals Inc.(1)

      184,995    1,561,358

Adams Respiratory Therapeutics Inc.(1)

      231,868    10,345,950

Adolor Corp.(1)

      346,419    8,663,939

Akorn Inc.(1)

      340,895    1,356,762

Alkermes Inc.(1)

      672,914    12,731,533

Alnylam Pharmaceuticals Inc.(1)

      244,820    3,691,886

Alpharma Inc. Class A

      324,873    7,809,947

Altus Pharmaceuticals Inc.(1)

      56,947    1,050,672

Anadys Pharmaceuticals Inc.(1)

      217,703    635,693

Andrx Corp.(1)

      564,760    13,096,784

Array BioPharma Inc.(1)

      298,378    2,566,051

AtheroGenics Inc.(1)(2)

      301,215    3,930,856

Auxilium Pharmaceuticals Inc.(1)

      165,659    1,288,827

AVANIR Pharmaceuticals Class A(1)(2)

      242,346    1,657,647

AVI BioPharma Inc.(1)

      383,819    1,439,321

Bentley Pharmaceuticals Inc.(1)(2)

      147,932    1,621,335

Bioenvision Inc.(1)

      275,526    1,468,554

BioMarin Pharmaceutical Inc.(1)

      652,940    9,382,748

Bradley Pharmaceuticals Inc.(1)

      110,918    1,131,364

Caraco Pharmaceutical Laboratories Ltd.(1)

      74,512    681,785

CombinatoRX Inc.(1)

      188,009    1,652,599

Connetics Corp.(1)

      261,770    3,078,415

Conor Medsystems Inc.(1)

      206,884    5,707,930

Cubist Pharmaceuticals Inc.(1)(2)

      415,569    10,464,027

CV Therapeutics Inc.(1)(2)

      344,546    4,813,308

Cypress Bioscience Inc.(1)

      245,147    1,505,203

Dendreon Corp.(1)

      544,963    2,637,621

Depomed Inc.(1)

      281,210    1,650,703

Durect Corp.(1)

      424,520    1,642,892

Emisphere Technologies Inc.(1)

      182,070    1,553,057

Genta Inc.(1)

      1,022,361    1,676,672

HealthExtras Inc.(1)

      207,386    6,267,205

Hi-Tech Pharmacal Co. Inc.(1)

      76,930    1,274,730

Idenix Pharmaceuticals Inc.(1)(2)

      189,240    1,778,856

I-Flow Corp.(1)

      178,917    1,935,882

Indevus Pharmaceuticals Inc.(1)

      364,037    1,991,282

Isis Pharmaceuticals Inc.(1)

      557,191    3,371,006

K-V Pharmaceutical Co. Class A(1)

      295,561    5,515,168

Mannatech Inc.(2)

      124,875    1,574,674

MannKind Corp.(1)

      171,090    3,645,928

Medarex Inc.(1)

      934,394    8,979,526

Medicines Co. (The)(1)

      383,187    7,491,306

Medicis Pharmaceutical Corp. Class A

      416,263    9,990,312

MGI Pharma Inc.(1)

      597,587    12,848,121

Nabi Biopharmaceuticals(1)

      459,330    2,636,554

Nastech Pharmaceutical Co. Inc.(1)

      165,784    2,619,387

NBTY Inc.(1)

      421,875    10,087,031

Neurocrine Biosciences Inc.(1)

      288,783    3,061,100

New River Pharmaceuticals Inc.(1)(2)

      121,282    3,456,537

Noven Pharmaceuticals Inc.(1)

      181,361    3,246,362

NPS Pharmaceuticals Inc.(1)

      352,591    1,720,644

Nuvelo Inc.(1)

      396,414    6,600,293

Onyx Pharmaceuticals Inc.(1)

      316,755    5,330,987

OSI Pharmaceuticals Inc.(1)

      435,288    14,347,092

Pain Therapeutics Inc.(1)

      272,196    2,272,837

Par Pharmaceutical Companies Inc.(1)

      267,823    4,944,013

Penwest Pharmaceuticals Co.(1)

      174,321    3,805,427

Perrigo Co.

      594,475    9,571,048

PetMed Express Inc.(1)

      143,455    1,573,701

Pharmion Corp.(1)

      184,731    3,145,969

POZEN Inc.(1)

      192,160    1,352,806

Progenics Pharmaceuticals Inc.(1)

      170,531    4,102,976

Renovis Inc.(1)

      166,131    2,543,466

Rigel Pharmaceuticals Inc.(1)

      190,053    1,849,216

Salix Pharmaceuticals Ltd.(1)

      355,707    4,375,196

Santarus Inc.(1)

      351,969    2,340,594

Sciele Pharma Inc.(1)

      222,865    5,168,239

Somaxon Pharmaceuticals Inc.(1)

      38,341    598,503

Tanox Inc.(1)

      186,496    2,579,240

Tiens Biotech Group (USA) Inc.(1)

      26,998    115,551

Trimeris Inc.(1)

      135,166    1,553,057

United Therapeutics Inc.(1)

      179,901    10,392,881

USANA Health Sciences Inc.(1)(2)

      71,660    2,715,914

Valeant Pharmaceuticals International

      710,161    12,015,924

ViroPharma Inc.(1)

      524,266    4,519,173

XenoPort Inc.(1)

      154,062    2,790,063

Zymogenetics Inc.(1)

      286,791    5,440,425
           
            332,031,641

PIPELINES—0.04%

            

TransMontaigne Inc.(1)

      341,615    3,829,504
           
            3,829,504

REAL ESTATE—0.20%

            

Avatar Holdings Inc.(1)(2)

      44,258    2,521,378

California Coastal Communities Inc.(1)

      77,138    2,468,416

Consolidated-Tomoka Land Co.

      43,615    2,404,931

HouseValues Inc.(1)(2)

      109,995    762,265

Resource Capital Corp.

      30,539    393,037

Tarragon Corp.

      103,788    1,437,464

Trammell Crow Co.(1)

      275,733    9,697,530
           
            19,685,021

REAL ESTATE INVESTMENT TRUSTS—6.66%

            

Aames Investment Corp.

      361,107    1,801,924

Acadia Realty Trust

      242,818    5,742,646

Affordable Residential Communities Inc.(1)

      261,402    2,810,072

Agree Realty Corp.

      58,599    1,990,608

Alexander’s Inc.(1)

      15,748    4,279,676

Alexandria Real Estate Equities Inc.

      174,035    15,433,424

American Campus Communities Inc.

      131,807    3,275,404

American Financial Realty Trust

      991,154    9,594,371

American Home Mortgage Investment Corp.

      336,843    12,416,033

Anthracite Capital Inc.

      436,055    5,302,429

Anworth Mortgage Asset Corp.

      347,061    2,880,606

Arbor Realty Trust Inc.

      90,924    2,277,646

Ashford Hospitality Trust Inc.

      369,857    4,667,595

BioMed Realty Trust Inc.

      427,192    12,790,128

Capital Lease Funding Inc.

      253,699    2,894,706

Capital Trust Inc. Class A

      74,896    2,667,796

Cedar Shopping Centers Inc.

      233,545    3,437,782

CentraCore Properties Trust

      84,566    2,093,009

Corporate Office Properties Trust

      255,449    10,749,294

Cousins Properties Inc.

      292,677    9,052,500

Crescent Real Estate Equities Co.

      603,178    11,194,984

Deerfield Triarc Capital Corp.

      394,779    5,124,231

DiamondRock Hospitality Co.

      490,382    7,262,557

Digital Realty Trust Inc.

      140,649    3,472,624

EastGroup Properties Inc.

      170,080    7,939,334

Education Realty Trust Inc.

      201,733    3,358,854

Entertainment Properties Trust

      201,950    8,693,948

Equity Inns Inc.

      416,761    6,901,562

Equity Lifestyle Properties Inc.

      148,642    6,514,979

Equity One Inc.

      291,890    6,100,501

Extra Space Storage Inc.

      355,609    5,775,090

FelCor Lodging Trust Inc.

      465,734    10,125,057

Fieldstone Investment Corp.

      371,481    3,402,766

First Industrial Realty Trust Inc.

      342,123    12,980,147

First Potomac Realty Trust

      156,879    4,673,425

Franklin Street Properties Corp.

      377,373    7,426,701

Getty Realty Corp.

      134,488    3,824,839

Glenborough Realty Trust Inc.

      245,930    5,297,332

Glimcher Realty Trust(2)

      280,506    6,959,354

GMH Communities Trust

      303,477    3,999,827

Gramercy Capital Corp.

      126,365    3,272,854

Healthcare Realty Trust Inc.

      365,926    11,654,743

Heritage Property Investment Trust Inc.

      215,747    7,533,885

Hersha Hospitality Trust

      212,884    1,977,692

Highland Hospitality Corp.

      456,985    6,434,349

Highwoods Properties Inc.

      413,405    14,956,993

Home Properties Inc.

      264,125    14,661,579

HomeBanc Corp.

      433,036    3,438,306

Impac Mortgage Holdings Inc.

      581,922    6,505,888

Inland Real Estate Corp.

      517,483    7,700,147

Innkeepers USA Trust

      330,438    5,709,969

Investors Real Estate Trust

      355,920    3,213,958

JER Investors Trust Inc.

      196,204    3,050,972

Kite Realty Group Trust

      218,320    3,403,609

KKR Financial Corp.

      614,667    12,791,220

LaSalle Hotel Properties

      305,661    14,152,104

Lexington Corporate Properties Trust

      404,615    8,739,684

LTC Properties Inc.

      178,834    3,996,940

Luminent Mortgage Capital Inc.

      299,915    2,777,213

Maguire Properties Inc.

      289,566    10,184,036

Medical Properties Trust Inc.

      306,205    3,380,503

MFA Mortgage Investments Inc.

      605,886    4,168,496

Mid-America Apartment Communities Inc.

      181,070    10,094,653

Mills Corp.

      432,835    11,578,336

MortgageIT Holdings Inc.

      222,705    2,685,822

National Health Investors Inc.

      179,840    4,835,898

National Retail Properties Inc.

      443,007    8,837,990

Nationwide Health Properties Inc.

      572,136    12,878,781

Newcastle Investment Corp.

      336,407    8,517,825

Newkirk Realty Trust Inc.

      148,388    2,576,016

NorthStar Realty Finance Corp.

      323,201    3,881,644

NovaStar Financial Inc.(2)

      251,049    7,935,659

Omega Healthcare Investors Inc.

      443,592    5,864,286

Parkway Properties Inc.

      108,158    4,921,189

Pennsylvania Real Estate Investment Trust

      280,542    11,325,481

Post Properties Inc.

      328,073    14,874,830

PS Business Parks Inc.

      121,836    7,188,324

RAIT Investment Trust

      213,039    6,220,739

Ramco-Gershenson Properties Trust

      129,068    3,475,801

Realty Income Corp.

      635,846    13,925,027

Redwood Trust Inc.

      148,554    7,253,892

Republic Property Trust

      198,969    1,965,814

Saul Centers Inc.

      83,413    3,401,582

Saxon Capital Inc.

      382,902    4,380,399

Senior Housing Properties Trust

      488,483    8,748,731

Sizeler Property Investors Inc.

      132,221    2,123,469

Sovran Self Storage Inc.

      135,333    6,873,563

Spirit Finance Corp.

      625,860    7,047,184

Strategic Hotels & Resorts Inc.

      559,563    11,605,337

Sun Communities Inc.

      138,066    4,491,287

Sunstone Hotel Investors Inc.

      443,281    12,881,746

Tanger Factory Outlet Centers Inc.

      236,869    7,667,450

Trustreet Properties Inc.

      516,102    6,807,385

Universal Health Realty Income Trust

      90,380    2,833,413

Urstadt Biddle Properties Inc. Class A

      161,833    2,636,260

U-Store-It Trust

      359,062    6,771,909

Washington Real Estate Investment Trust

      322,591    11,839,090

Windrose Medical Properties Trust

      156,143    2,279,688

Winston Hotels Inc.

      202,033    2,474,904

Winthrop Realty Trust Inc.

      184,540    1,096,168
           
            657,688,473

RETAIL—6.19%

            

AC Moore Arts & Crafts Inc.(1)

      118,880    1,938,933

Aeropostale Inc.(1)

      416,703    12,038,550

AFC Enterprises Inc.(1)

      196,168    2,501,142

America’s Car-Mart Inc.(1)(2)

      70,914    1,440,263

Applebee’s International Inc.

      567,950    10,915,999

Asbury Automotive Group Inc.(1)

      93,761    1,963,355

Bebe Stores Inc.

      181,107    2,792,670

Big 5 Sporting Goods Corp.

      173,647    3,386,117

Big Lots Inc.(1)

      864,213    14,760,758

BJ’s Restaurants Inc.(1)

      105,467    2,356,133

Blockbuster Inc. Class A(1)(2)

      1,458,110    7,261,388

Bob Evans Farms Inc.

      274,665    8,242,697

Bon-Ton Stores Inc. (The)

      50,471    1,104,305

Books-A-Million Inc.

      108,071    1,802,624

Borders Group Inc.

      495,434    9,145,712

Brown Shoe Co. Inc.

      217,087    7,398,325

Buckle Inc. (The)

      74,072    3,101,395

Buffalo Wild Wings Inc.(1)

      55,871    2,140,418

Build-A-Bear Workshop Inc.(1)(2)

      112,719    2,424,586

Cabela’s Inc. Class A(1)(2)

      244,965    4,718,026

Cache Inc.(1)

      93,611    1,623,215

California Pizza Kitchen Inc.(1)

      151,511    4,163,522

Casey’s General Store Inc.

      385,381    9,638,379

Cash America International Inc.

      226,267    7,240,544

Casual Male Retail Group Inc.(1)

      234,788    2,359,619

Cato Corp. Class A

      233,845    6,044,893

CBRL Group Inc.

      236,636    8,026,693

CEC Entertainment Inc.(1)

      254,260    8,166,831

Charlotte Russe Holding Inc.(1)

      117,880    2,822,047

Charming Shoppes Inc.(1)

      936,236    10,523,293

Children’s Place Retail Stores Inc. (The)(1)

      173,082    10,393,574

Chipotle Mexican Grill Inc. Class A(1)

      60,354    3,678,576

Christopher & Banks Corp.

      278,974    8,090,246

Citi Trends Inc.(1)

      48,700    2,079,003

CKE Restaurants Inc.(2)

      457,576    7,600,337

Conn’s Inc.(1)

      59,965    1,592,071

Cosi Inc.(1)

      262,464    1,635,151

Cost Plus Inc.(1)

      168,548    2,470,914

CSK Auto Corp.(1)

      335,418    4,014,953

Deb Shops Inc.

      38,268    922,641

dELiA*s Inc.(1)

      162,828    1,315,650

Denny’s Corp.(1)

      703,370    2,595,435

Domino’s Pizza Inc.

      289,685    7,166,807

Dress Barn Inc.(1)

      352,093    8,925,558

DSW Inc. Class A(1)(2)

      123,901    4,512,474

EZCORP Inc.(1)

      90,566    3,413,433

Finish Line Inc. (The)

      325,520    3,850,902

First Cash Inc.(1)

      212,983    4,206,414

Fred’s Inc.

      305,453    4,077,798

Genesco Inc.(1)

      178,435    6,043,593

Group 1 Automotive Inc.

      190,032    10,706,403

Guitar Center Inc.(1)

      200,987    8,937,892

Haverty Furniture Companies Inc.

      172,683    2,709,396

Hibbet Sporting Goods Inc.(1)

      275,148    6,576,037

Hot Topic Inc.(1)

      338,110    3,891,646

IHOP Corp.

      140,525    6,756,442

Insight Enterprises Inc.(1)

      369,188    7,033,031

Jack in the Box Inc.(1)

      270,255    10,593,996

Jo-Ann Stores Inc.(1)(2)

      184,141    2,697,666

Jos. A. Bank Clothiers Inc.(1)

      137,693    3,299,124

Kenneth Cole Productions Inc. Class A

      69,751    1,557,540

Krispy Kreme Doughnuts Inc.(1)(2)

      419,634    3,415,821

Landry’s Restaurants Inc.

      124,818    4,050,344

Lithia Motors Inc. Class A(2)

      121,127    3,672,571

Lone Star Steakhouse & Saloon Inc.

      126,982    3,330,738

Longs Drug Stores Corp.

      243,103    11,090,359

Luby’s Inc.(1)

      163,392    1,704,179

MarineMax Inc.(1)

      126,282    3,312,377

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      91,022    2,166,324

Men’s Wearhouse Inc. (The)

      364,110    11,032,533

Morton’s Restaurant Group Inc.(1)

      76,723    1,175,396

Movado Group Inc.

      135,198    3,102,794

New York & Co. Inc.(1)

      163,253    1,594,982

99 Cents Only Stores(1)

      361,496    3,781,248

Nu Skin Enterprises Inc. Class A

      440,631    6,543,370

O’Charley’s Inc.(1)

      176,547    3,001,299

P.F. Chang’s China Bistro Inc.(1)(2)

      203,176    7,724,752

Pacific Sunwear of California Inc.(1)

      556,767    9,982,832

Pantry Inc. (The)(1)

      173,492    9,982,730

Papa John’s International Inc.(1)

      186,605    6,195,286

Payless ShoeSource Inc.(1)

      509,283    13,837,219

Pep Boys-Manny, Moe & Jack Inc.

      415,222    4,870,554

PETCO Animal Supplies Inc.(1)

      443,576    9,062,258

Pier 1 Imports Inc.

      666,317    4,650,893

PriceSmart Inc.(1)

      60,773    608,945

Rare Hospitality International Inc.(1)

      259,187    7,454,218

Red Robin Gourmet Burgers Inc.(1)(2)

      126,531    5,385,159

Regis Corp.

      349,464    12,444,413

Restoration Hardware Inc.(1)

      226,096    1,623,369

Retail Ventures Inc.(1)(2)

      154,239    2,748,539

Ruby Tuesday Inc.(2)

      451,606    11,023,702

Rush Enterprises Inc. Class A(1)

      167,175    3,037,570

Ruth’s Chris Steak House Inc.(1)

      133,055    2,716,983

Ryan’s Restaurant Group Inc.(1)

      322,559    3,841,678

School Specialty Inc.(1)

      175,785    5,598,752

Select Comfort Corp.(1)(2)

      411,397    9,449,789

Shoe Carnival Inc.(1)

      63,817    1,522,674

Smart & Final Inc.(1)

      105,544    1,777,361

Sonic Automotive Inc.

      230,822    5,119,632

Sonic Corp.(1)

      656,202    13,642,440

Sportsman’s Guide Inc. (The)(1)

      55,746    1,700,253

Stage Stores Inc.

      203,674    6,721,242

Steak n Shake Co. (The)(1)

      215,214    3,258,340

Stein Mart Inc.

      200,666    2,969,857

Syms Corp.(1)

      49,735    915,124

Systemax Inc.(1)

      73,999    577,192

Talbots Inc. (The)

      171,691    3,167,699

Texas Roadhouse Inc. Class A(1)

      399,013    5,394,656

Too Inc.(1)

      256,760    9,857,016

Triarc Companies Inc. Class B

      470,891    7,360,026

Tuesday Morning Corp.(2)

      229,016    3,011,560

Under Armour Inc. Class A(1)(2)

      159,260    6,787,661

West Marine Inc.(1)(2)

      109,809    1,480,225

Wet Seal Inc. Class A(1)

      517,447    2,525,141

World Fuel Services Corp.

      210,146    9,601,571

Zale Corp.(1)

      366,382    8,826,142

Zumiez Inc.(1)

      110,254    4,142,243
           
            610,959,166

SAVINGS & LOANS—2.00%

            

Abington Community Bancorp Inc.

      52,987    793,745

Anchor BanCorp Wisconsin Inc.

      149,181    4,500,791

BankAtlantic Bancorp Inc. Class A

      361,024    5,357,596

BankUnited Financial Corp. Class A

      239,566    7,311,554

Berkshire Hills Bancorp Inc.

      65,940    2,339,551

BFC Financial Corp. Class A(1)

      124,249    859,803

Brookline Bancorp Inc.

      471,087    6,486,868

Charter Financial Corp.

      30,327    1,196,703

Citizens First Bancorp Inc.

      64,086    1,711,737

Clifton Savings Bancorp Inc.

      101,941    1,104,021

Commercial Capital Bancorp Inc.

      372,051    5,859,803

Dime Community Bancshares

      190,908    2,590,622

Downey Financial Corp.

      160,514    10,890,875

Fidelity Bankshares Inc.

      192,657    6,130,346

First Financial Holdings Inc.

      91,639    2,932,448

First Niagara Financial Group Inc.

      850,500    11,924,010

First Place Financial Corp.

      115,758    2,663,592

FirstFed Financial Corp.(1)

      126,920    7,319,476

Flag Financial Corp.

      107,537    2,091,595

Flagstar Bancorp Inc.

      310,687    4,958,565

Flushing Financial Corp.

      129,964    2,334,153

Franklin Bank Corp. (Texas)(1)

      179,068    3,615,383

Harbor Florida Bancshares Inc.(2)

      160,203    5,949,939

Home Federal Bancorp Inc.

      47,303    646,159

Horizon Financial Corp.

      75,274    2,064,766

Investors Bancorp Inc.(1)

      406,881    5,513,238

ITLA Capital Corp.

      42,085    2,212,829

Kearny Financial Corp.

      167,284    2,475,803

KNBT Bancorp Inc.

      221,163    3,653,613

MAF Bancorp Inc.

      256,987    11,009,323

NASB Financial Inc.

      30,316    1,023,771

NewAlliance Bancshares Inc.

      842,419    12,055,016

Northwest Bancorp Inc.

      143,015    3,789,898

OceanFirst Financial Corp.

      66,530    1,478,297

Partners Trust Financial Group Inc.

      363,877    4,151,837

PennFed Financial Services Inc.

      73,585    1,372,360

PFF Bancorp Inc.

      187,351    6,212,559

Provident Financial Services Inc.

      518,291    9,303,323

Provident New York Bancorp

      324,702    4,292,560

Rockville Financial Inc.(1)(2)

      66,644    981,000

Sound Federal Bancorp Inc.

      82,397    1,713,034

Sterling Financial Corp. (Washington)

      267,921    8,174,270

TierOne Corp.

      138,450    4,675,457

United Community Financial Corp.

      207,174    2,486,088

Wauwatosa Holdings Inc.(1)(2)

      79,907    1,363,213

Westfield Financial Inc.

      29,705    861,445

Willow Grove Bancorp Inc.

      113,605    1,807,456

WSFS Financial Corp.

      44,834    2,755,049
           
            196,995,540

SEMICONDUCTORS—3.33%

            

Actel Corp.(1)

      197,948    2,840,554

ADE Corp.(1)

      79,845    2,594,164

Advanced Analogic Technologies Inc.(1)

      281,184    2,946,808

AMIS Holdings Inc.(1)

      333,192    3,331,920

Amkor Technology Inc.(1)

      782,469    7,402,157

ANADIGICS Inc.(1)

      360,926    2,425,423

Applied Micro Circuits Corp.(1)

      2,259,662    6,168,877

Asyst Technologies Inc.(1)

      370,116    2,786,973

ATMI Inc.(1)

      286,413    7,051,488

Axcelis Technologies Inc.(1)

      772,125    4,555,538

Bookham Inc.(1)

      443,520    1,490,227

Brooks Automation Inc.(1)

      570,693    6,734,177

Cabot Microelectronics Corp.(1)(2)

      184,969    5,606,410

Cirrus Logic Inc.(1)

      669,134    5,446,751

Cohu Inc.

      172,839    3,033,324

Conexant Systems Inc.(1)

      3,676,020    9,190,050

Credence Systems Corp.(1)

      763,853    2,673,486

Diodes Inc.(1)

      151,272    6,268,712

DSP Group Inc.(1)

      231,594    5,755,111

EMCORE Corp.(1)(2)

      311,169    2,987,222

Emulex Corp.(1)

      644,979    10,493,808

Entegris Inc.(1)

      1,052,320    10,028,610

Exar Corp.(1)

      238,991    3,171,411

FormFactor Inc.(1)

      350,074    15,623,803

Genesis Microchip Inc.(1)(2)

      270,934    3,131,997

Hittite Microwave Corp.(1)

      99,310    3,591,050

Ikanos Communications Inc.(1)

      157,050    2,385,590

IXYS Corp.(1)

      208,514    2,001,734

Kopin Corp.(1)

      523,049    1,888,207

Kulicke & Soffa Industries Inc.(1)

      434,392    3,218,845

Lattice Semiconductor Corp.(1)

      873,055    5,395,480

LTX Corp.(1)

      471,724    3,306,785

Mattson Technology Inc.(1)

      401,523    3,922,880

Micrel Inc.(1)

      556,005    5,565,610

Microsemi Corp.(1)

      540,677    13,181,705

Microtune Inc.(1)

      404,780    2,533,923

Mindspeed Technologies Inc.(1)

      842,724    2,030,965

MIPS Technologies Inc. Class A(1)

      332,892    2,020,654

MKS Instruments Inc.(1)

      278,306    5,599,517

Monolithic Power Systems Inc.(1)

      167,372    1,980,011

MoSys Inc.(1)

      172,818    1,351,437

NetLogic Microsystems Inc.(1)(2)

      121,635    3,922,729

Nextest Systems Corp.(1)

      46,308    750,653

OmniVision Technologies Inc.(1)(2)

      407,347    8,603,169

ON Semiconductor Corp.(1)

      1,164,708    6,848,483

Pericom Semiconductor Corp.(1)

      201,303    1,670,815

Photronics Inc.(1)

      316,672    4,686,746

PLX Technology Inc.(1)

      190,919    2,333,030

PortalPlayer Inc.(1)(2)

      189,270    1,856,739

Power Integrations Inc.(1)

      225,987    3,950,253

Rudolph Technologies Inc.(1)

      187,133    2,713,429

Semitool Inc.(1)

      168,098    1,516,244

Semtech Corp.(1)

      553,174    7,993,364

Silicon Image Inc.(1)

      623,105    6,717,072

SiRF Technology Holdings Inc.(1)

      393,120    12,666,326

Skyworks Solutions Inc.(1)

      1,226,620    6,758,676

Staktek Holdings Inc.(1)

      91,147    442,974

Standard Microsystems Corp.(1)

      170,023    3,711,602

Supertex Inc.(1)

      91,478    3,653,631

Tessera Technologies Inc.(1)

      352,922    9,705,355

Transmeta Corp.(1)

      1,495,856    2,423,287

TranSwitch Corp.(1)

      972,362    2,051,684

TriQuint Semiconductor Inc.(1)

      1,068,617    4,766,032

Ultratech Inc.(1)(2)

      182,578    2,873,778

Varian Semiconductor Equipment Associates Inc.(1)

      437,877    14,279,169

Veeco Instruments Inc.(1)

      231,396    5,516,481

Virage Logic Corp.(1)

      118,642    1,114,048

Volterra Semiconductor Corp.(1)

      143,186    2,185,018

Zoran Corp.(1)

      374,826    9,123,265
           
            328,547,446

SOFTWARE—3.55%

            

Actuate Corp.(1)

      430,676    1,739,931

Advent Software Inc.(1)

      167,518    6,042,374

Allscripts Healthcare Solutions Inc.(1)(2)

      353,565    6,205,066

Altiris Inc.(1)

      179,062    3,230,278

American Reprographics Co.(1)

      199,300    7,224,625

ANSYS Inc.(1)

      251,629    12,032,899

Aspen Technology Inc.(1)

      346,305    4,543,522

Avid Technology Inc.(1)

      322,860    10,760,924

Blackbaud Inc.

      333,793    7,577,101

Blackboard Inc.(1)

      212,102    6,142,474

Borland Software Corp.(1)

      595,066    3,141,948

Bottomline Technologies Inc.(1)

      156,993    1,277,923

Computer Programs & Systems Inc.

      71,583    2,860,457

Concur Technologies Inc.(1)

      245,520    3,798,194

Convera Corp.(1)

      214,954    1,444,491

Covad Communications Group Inc.(1)

      2,239,807    4,502,012

CSG Systems International Inc.(1)

      364,514    9,018,076

Dendrite International Inc.(1)

      285,630    2,639,221

Digi International Inc.(1)

      176,692    2,213,951

Eclipsys Corp.(1)

      346,263    6,288,136

eFunds Corp.(1)

      355,661    7,842,325

Emageon Inc.(1)

      160,068    2,335,392

Epicor Software Corp.(1)

      419,203    4,414,208

EPIQ Systems Inc.(1)

      113,683    1,891,685

FalconStor Software Inc.(1)

      283,364    1,975,047

FileNET Corp.(1)

      322,320    8,680,078

Hyperion Solutions Corp.(1)

      453,697    12,522,037

Infocrossing Inc.(1)(2)

      130,140    1,503,117

Informatica Corp.(1)

      658,806    8,669,887

infoUSA Inc.

      256,707    2,646,649

InPhonic Inc.(1)(2)

      182,324    1,148,641

Inter-Tel Inc.

      160,669    3,383,689

INVESTools Inc.(1)

      345,286    2,741,571

JDA Software Group Inc.(1)

      223,134    3,130,570

Keane Inc.(1)

      330,531    4,131,638

Lawson Software Inc.(1)

      951,214    6,373,134

ManTech International Corp. Class A(1)

      137,755    4,251,119

MapInfo Corp.(1)

      162,620    2,122,191

MicroStrategy Inc. Class A(1)

      76,879    7,497,240

Midway Games Inc.(1)(2)

      273,072    2,209,152

MRO Software Inc.(1)

      154,275    3,096,299

Neoware Inc.(1)

      151,485    1,861,751

NetIQ Corp.(1)

      207,487    2,529,267

Nuance Communications Inc.(1)

      960,806    9,665,708

Omnicell Inc.(1)

      207,433    2,866,724

Open Solutions Inc.(1)

      154,907    4,122,075

OPNET Technologies Inc.(1)

      98,808    1,280,552

Packeteer Inc.(1)

      265,230    3,007,708

Parametric Technology Corp.(1)

      851,862    10,827,166

PDF Solutions Inc.(1)

      160,644    1,993,592

Pegasystems Inc.

      109,887    705,475

Per-Se Technologies Inc.(1)(2)

      255,915    6,443,940

Phase Forward Inc.(1)

      259,353    2,987,747

Progress Software Corp.(1)

      314,162    7,354,532

QAD Inc.

      116,359    901,782

Quality Systems Inc.(2)

      125,899    4,635,601

Quest Software Inc.(1)

      512,540    7,196,062

Renaissance Learning Inc.

      60,239    816,238

Safeguard Scientifics Inc.(1)

      919,441    1,985,993

Schawk Inc.

      118,336    2,070,880

Smith Micro Software Inc.(1)

      153,871    2,465,013

SPSS Inc.(1)

      148,223    4,763,887

SSA Global Technologies Inc.(1)

      79,876    1,547,997

Sybase Inc.(1)

      688,543    13,357,734

SYNNEX Corp.(1)

      95,785    1,816,084

Take-Two Interactive Software Inc.(1)

      547,484    5,836,179

Taleo Corp. Class A(1)

      104,275    1,229,402

THQ Inc.(1)(2)

      488,042    10,541,707

Transaction Systems Architects Inc. Class A(1)

      286,184    11,931,011

Trident Microsystems Inc.(1)

      437,203    8,298,113

Ulticom Inc.(1)

      99,052    1,037,074

Ultimate Software Group Inc.(1)

      182,485    3,496,413

VA Software Corp.(1)

      476,958    1,850,597

Verint Systems Inc.(1)

      101,764    2,970,491

Wind River Systems Inc.(1)

      576,404    5,129,996

Witness Systems Inc.(1)

      256,242    5,168,401
           
            349,942,164

STORAGE & WAREHOUSING—0.08%

            

Mobile Mini Inc.(1)

      269,753    7,892,973
           
            7,892,973

TELECOMMUNICATIONS—4.24%

            

Adaptec Inc.(1)

      872,636    3,787,240

ADTRAN Inc.

      524,053    11,754,509

Aeroflex Inc.(1)

      575,373    6,714,603

Alaska Communications Systems Group Inc.

      320,488    4,054,173

Anaren Inc.(1)

      131,734    2,699,230

Andrew Corp.(1)

      1,220,868    10,816,890

Anixter International Inc.

      252,922    12,003,678

Arris Group Inc.(1)

      817,993    10,732,068

Atheros Communications Inc.(1)

      394,540    7,480,478

Atlantic Tele-Network Inc.

      41,043    854,926

Avanex Corp.(1)

      1,257,139    2,212,565

Black Box Corp.

      134,094    5,139,823

Broadwing Corp.(1)

      583,485    6,039,070

CalAmp Corp.(1)

      178,229    1,584,456

Carrier Access Corp.(1)

      159,255    1,317,039

Cbeyond Communications Inc.(1)(2)

      126,184    2,752,073

C-COR Inc.(1)(2)

      366,895    2,832,429

Centennial Communications Corp.

      174,217    905,928

Cincinnati Bell Inc.(1)

      1,889,168    7,745,589

Commonwealth Telephone Enterprises Inc.

      163,377    5,417,581

CommScope Inc.(1)

      443,711    13,941,400

Comtech Telecommunications Corp.(1)

      174,067    5,094,941

Consolidated Communications Holdings Inc.

      178,472    2,967,989

CPI International Inc.(1)

      54,404    788,858

CT Communications Inc.

      146,702    3,355,075

Ditech Networks Inc.(1)

      247,569    2,158,802

Dobson Communications Corp. Class A(1)

      1,135,744    8,779,301

EMS Technologies Inc.(1)

      115,871    2,082,202

Eschelon Telecom Inc.(1)

      71,515    1,106,337

Essex Corp.(1)

      148,072    2,727,486

Extreme Networks Inc.(1)

      911,795    3,793,067

FairPoint Communications Inc.

      210,063    3,024,907

Finisar Corp.(1)(2)

      1,741,252    5,693,894

First Avenue Networks Inc.(1)

      418,085    4,548,765

Foundry Networks Inc.(1)

      1,113,975    11,874,974

General Communication Inc. Class A(1)

      408,565    5,033,521

Golden Telecom Inc.

      167,295    4,240,928

Harmonic Inc.(1)

      567,406    2,541,979

Hypercom Corp.(1)

      410,407    3,837,305

I.D. Systems Inc.(1)

      84,933    1,505,862

IDT Corp. Class B(1)(2)

      405,924    5,597,692

InterDigital Communications Corp.(1)

      416,372    14,535,547

Iowa Telecommunications Services Inc.

      240,079    4,542,295

iPCS Inc.(1)

      127,422    6,154,483

Ixia(1)

      327,917    2,951,253

Lightbridge Inc.(1)

      208,545    2,700,658

Loral Space & Communications Ltd.(1)

      87,408    2,478,891

MasTec Inc.(1)

      308,027    4,069,037

MRV Communications Inc.(1)(2)

      955,925    2,972,927

NETGEAR Inc.(1)

      253,503    5,488,340

Newport Corp.(1)

      310,978    5,012,965

North Pittsburgh Systems Inc.

      115,079    3,171,577

Novatel Wireless Inc.(1)

      225,464    2,340,316

NTELOS Holdings Corp.(1)

      115,426    1,667,906

Oplink Communications Inc.(1)

      124,668    2,282,671

Optical Communication Products Inc.(1)

      152,225    305,972

ParkerVision Inc.(1)

      143,786    1,308,453

Pegasus Wireless Corp.(1)

      413,695    3,698,433

Plantronics Inc.

      360,091    7,997,621

Polycom Inc.(1)

      667,162    14,624,191

Powerwave Technologies Inc.(1)(2)

      857,433    7,819,789

Premiere Global Services Inc.(1)

      553,085    4,175,792

Price Communications Corp.(1)

      348,004    5,898,668

Radyne Corp.(1)

      137,600    1,565,888

RCN Corp.(1)

      222,927    5,557,570

RF Micro Devices Inc.(1)

      1,463,582    8,737,585

SafeNet Inc.(1)

      210,285    3,726,250

SAVVIS Inc.(1)

      63,610    1,883,492

Shenandoah Telecommunications Co.

      58,599    2,754,153

Sirenza Microdevices Inc.(1)

      190,027    2,306,928

Sonus Networks Inc.(1)

      1,931,424    9,560,549

Stratex Networks Inc.(1)

      735,374    2,492,918

SureWest Communications

      112,253    2,168,728

Sycamore Networks Inc.(1)

      1,410,041    5,724,766

Symmetricom Inc.(1)

      351,870    2,487,721

Syniverse Holdings Inc.(1)

      181,003    2,660,744

Talk America Holdings Inc.(1)

      232,319    1,438,055

Tekelec(1)

      441,521    5,452,784

3Com Corp.(1)

      2,994,170    15,330,150

Time Warner Telecom Inc. Class A(1)

      581,990    8,642,552

UbiquiTel Inc.(1)

      423,295    4,376,870

USA Mobility Inc.(2)

      209,249    3,473,533

UTStarcom Inc.(1)

      923,750    7,196,013

Valor Communications Group Inc.

      316,248    3,621,040

Viasat Inc.(1)

      168,916    4,337,763

Vonage Holdings Corp.(1)

      239,520    2,057,477

Wireless Facilities Inc.(1)

      437,240    1,202,410

Zhone Technologies Inc.(1)

      848,413    1,730,763
           
            418,224,120

TEXTILES—0.08%

            

G&K Services Inc. Class A

      162,656    5,579,101

UniFirst Corp.

      73,849    2,547,791
           
            8,126,892

TOYS, GAMES & HOBBIES—0.23%

            

JAKKS Pacific Inc.(1)

      210,229    4,223,501

LeapFrog Enterprises Inc.(1)(2)

      259,845    2,624,435

Marvel Entertainment Inc.(1)

      360,475    7,209,500

RC2 Corp.(1)

      159,467    6,164,994

Topps Co. (The)

      264,069    2,170,647
           
            22,393,077

TRANSPORTATION—1.74%

            

ABX Air Inc.(1)

      445,916    2,693,333

American Commercial Lines Inc.(1)

      234,928    14,154,412

Arkansas Best Corp.

      193,144    9,697,760

Atlas Air Worldwide Holdings Inc.(1)

      152,339    7,470,705

Bristow Group Inc.(1)

      178,803    6,436,908

Celadon Group Inc.(1)

      175,775    3,874,081

Dynamex Inc.(1)

      84,965    1,853,087

EGL Inc.(1)

      240,333    12,064,717

Florida East Coast Industries Inc.

      269,494    14,102,621

Forward Air Corp.

      240,457    9,793,814

Genesee & Wyoming Inc. Class A(1)

      276,210    9,797,169

GulfMark Offshore Inc.(1)

      121,536    3,139,275

Heartland Express Inc.

      462,975    8,282,623

Horizon Lines Inc. Class A

      109,591    1,755,648

Hub Group Inc. Class A(1)

      305,951    7,504,978

Knight Transportation Inc.

      437,923    8,846,045

Maritrans Inc.

      91,613    2,281,164

Marten Transport Ltd.(1)

      116,608    2,535,058

Old Dominion Freight Line Inc.(1)

      215,188    8,088,917

P.A.M. Transportation Services Inc.(1)

      40,904    1,181,717

Pacer International Inc.

      286,982    9,349,874

Patriot Transportation Holding Inc.(1)

      11,654    1,011,334

PHI Inc.(1)

      104,814    3,479,825

Quality Distribution Inc.(1)

      65,478    869,548

RailAmerica Inc.(1)

      297,414    3,110,950

SCS Transportation Inc.(1)

      112,382    3,093,876

SIRVA Inc.(1)

      379,557    2,455,734

U.S. Xpress Enterprises Inc. Class A(1)

      70,925    1,916,394

Universal Truckload Services Inc.(1)

      44,953    1,534,246

USA Truck Inc.(1)

      66,230    1,180,219

Werner Enterprises Inc.

      393,379    7,973,792
           
            171,529,824

TRUCKING & LEASING—0.16%

            

AMERCO(1)

      78,044    7,855,909

Greenbrier Companies Inc. (The)

      103,892    3,401,424

Interpool Inc.

      91,348    2,029,753

TAL International Group Inc.(1)

      123,652    2,980,013
           
            16,267,099

WATER—0.17%

              

American States Water Co.

        128,959    4,597,388

California Water Service Group

        132,029    4,718,716

PICO Holdings Inc.(1)

        68,704    2,215,704

SJW Corp.

        115,338    2,935,352

Southwest Water Co.

        173,445    2,076,137
             
              16,543,297
             

TOTAL COMMON STOCKS

              

(Cost: $10,936,770,583)

             9,766,057,900

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—4.07%

              

CERTIFICATES OF DEPOSIT(4)—0.11%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 362,885    362,885

Fortis Bank NY

              

4.43%, 07/20/06

        906,796    906,796

Societe Generale

              

5.33%, 12/08/06

        3,628,851    3,628,851

Toronto-Dominion Bank

              

3.94%, 07/10/06

        1,814,425    1,814,425

Washington Mutual Bank

              

5.28%, 08/07/06

        1,814,425    1,814,425

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        2,903,081    2,903,081
             
              11,430,463

COMMERCIAL PAPER(4)—0.88%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        10,130,953    10,074,031

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        1,741,848    1,732,773

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        3,468,782    3,454,000

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        1,378,963    1,375,715

CC USA Inc.

              

5.03%, 10/24/06(5)

        725,770    714,311

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        2,733,795    2,723,733

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        7,960,429    7,958,173

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        3,628,851    3,613,892

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        2,677,076    2,614,580

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(5)

        7,681,334    7,654,395

Five Finance Inc.

              

5.19%, 12/01/06(5)

        1,632,983    1,597,434

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        362,885    354,414

Govco Inc.

              

5.22%, 08/03/06(5)

        3,628,851    3,612,539

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(5)

        1,233,809    1,214,689

Jupiter Securitization Corp.

              

5.29%, 07/27/06(5)

        907,213    904,013

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(5)

        3,337,817    3,329,558

Landale Funding LLC

              

5.30%, 08/15/06(5)

        3,991,736    3,966,466

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(5)

        5,618,550    5,575,807

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(5)

        3,665,139    3,654,385

Prudential Funding LLC

              

5.22%, 07/31/06

        1,814,425    1,807,059

Ranger Funding Co. LLC

              

5.24%, 07/20/06(5)

        3,628,851    3,619,871

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(5)

        4,251,888    4,249,479

Scaldis Capital LLC

              

5.30%, 07/25/06(5)

        2,268,286    2,260,939

Sydney Capital Corp.

              

5.10%, 07/07/06(5)

        3,969,600    3,967,351

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(5)

        4,435,508    4,424,533
             
              86,454,140

MEDIUM-TERM NOTES(4)—0.10%

              

Bank of America N.A.

              

5.28%, 04/20/07

        907,213    907,213

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        1,124,944    1,124,943

K2 USA LLC

              

3.94%, 07/07/06(5)

        2,177,311    2,177,309

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        3,628,851    3,634,496

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        1,270,098    1,270,098

US Bank N.A.

              

2.85%, 11/15/06

        725,770    720,830
             
              9,834,889

MONEY MARKET FUNDS—0.04%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        3,643,050    3,643,050
             
              3,643,050

REPURCHASE AGREEMENTS(4)—0.71%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $7,260,944 (collateralized by non-U.S. Government debt securities, value $7,485,749, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 7,257,702    7,257,702

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $5,445,712 (collateralized by non-U.S. Government debt securities, value $5,995,954, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        5,443,276    5,443,276

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $7,260,944 (collateralized by non-U.S. Government debt securities, value $7,454,674, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      7,257,702    7,257,702

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $9,076,179 (collateralized by non-U.S. Government debt securities, value $10,152,840, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      9,072,127    9,072,127

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $2,178,302 (collateralized by non-U.S. Government debt securities, value $2,464,806, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      2,177,311    2,177,311

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,630,472 (collateralized by non-U.S. Government debt securities, value $3,706,536, 5.22% to 5.42%, 7/3/06).

      3,628,851    3,628,851

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $5,808,803 (collateralized by non-U.S. Government debt securities, value $6,104,883, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      5,806,161    5,806,161

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,630,472 (collateralized by non-U.S. Government debt securities, value $3,742,950, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      3,628,851    3,628,851

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,630,472 (collateralized by non-U.S. Government debt securities, value $3,742,998, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      3,628,851    3,628,851

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $7,260,944 (collateralized by non-U.S. Government debt securities, value $7,631,185, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      7,257,702    7,257,702

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,630,472 (collateralized by non-U.S. Government debt securities, value $3,818,855, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      3,628,851    3,628,851

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,270,676 (collateralized by non-U.S. Government debt securities, value $1,344,528, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      1,270,098    1,270,098

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $2,671,996 (collateralized by non-U.S. Government debt securities, value $2,689,056, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      2,540,196    2,540,196

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $7,260,956 (collateralized by non-U.S. Government debt securities, value $7,631,104, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      7,257,702    7,257,702
           
            69,855,381

TIME DEPOSITS(4)—0.34%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      3,628,851    3,628,851

KBC Bank NV

            

5.32%, 07/03/06

      10,886,553    10,886,553

Societe Generale

            

5.32%, 07/03/06

      9,072,127    9,072,127

UBS AG

            

5.25%-5.34%, 07/03/06

      10,462,303    10,462,303
           
            34,049,834

VARIABLE & FLOATING RATE NOTES(4)—1.89%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      9,289,858    9,291,165

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      2,721,638    2,721,621

American Express Centurion Bank

            

5.34%, 07/19/07

      3,991,736    3,996,504

American Express Credit Corp.

            

5.23%, 07/05/07

      1,088,655    1,089,376

ASIF Global Financing

            

5.17%, 05/03/07(5)

      362,885    363,056

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      2,358,753    2,358,753

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      6,169,046    6,169,009

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      3,628,851    3,628,851

BNP Paribas

            

5.14%, 05/18/07(5)

      6,713,374    6,713,374

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      2,649,061    2,649,061

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      907,213    907,213

Credit Agricole SA

            

5.31%, 07/23/07

      3,628,851    3,628,851

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      3,628,851    3,628,851

DEPFA Bank PLC

            

5.37%, 06/15/07

      3,628,851    3,628,851

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      4,173,179    4,173,507

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      3,628,851    3,628,851

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      7,257,702    7,257,702

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      1,088,655    1,088,670

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      2,721,638    2,721,388

General Electric Capital Corp.

            

5.25%, 04/09/07

      1,632,983    1,633,872

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      5,443,276    5,444,291

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      3,628,851    3,628,851

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      2,721,638    2,721,638

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      5,443,276    5,443,133

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      3,792,217    3,792,218

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      4,536,064    4,534,589

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      3,991,736    3,991,389

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      1,763,585    1,763,585

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      1,995,868    1,995,868

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      5,443,276    5,443,276

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      457,235    457,388

Mound Financing PLC

            

5.11%, 05/08/07(5)

      3,411,120    3,411,120

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(5)

      3,628,851    3,628,641

National City Bank of Indiana

            

5.17%, 05/21/07

      1,814,425    1,814,560

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(5)

      9,797,897    9,798,173

Newcastle Ltd.

            

5.34%, 04/24/07(5)

      1,279,170    1,278,864

Northern Rock PLC

            

5.17%, 05/03/07(5)

      4,354,621    4,354,727

Principal Life Global Funding I

            

5.63%, 02/08/07

      1,632,983    1,637,590

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(5)

      2,721,638    2,721,492

Sigma Finance Inc.

            

5.51%, 06/18/07(5)

      2,975,658    2,975,658

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(5)

      3,628,851    3,628,851

Strips III LLC

            

5.37%, 07/24/06(5)

      848,306    848,306

SunTrust Bank

            

5.08%, 05/01/07

      3,628,851    3,629,036

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(5)

      6,858,528    6,857,798

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(5)

      5,080,391    5,080,391

US Bank N.A.

            

5.28%, 09/29/06

      1,632,983    1,632,880

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(5)

      5,809,067    5,809,067

Wachovia Bank N.A.

            

5.36%, 05/22/07

      7,257,702    7,257,702

Wells Fargo & Co.

            

5.19%, 07/13/07(5)

      1,814,425    1,814,543

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(5)

      3,265,966    3,265,929

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(5)

      3,588,934    3,577,131

Wind Master Trust

            

5.32%, 08/25/06-09/25/06(5)

      1,225,608    1,225,608
           
            186,742,819
           

TOTAL SHORT-TERM INVESTMENTS

            

(Cost: $402,010,576)

           402,010,576
           

TOTAL INVESTMENTS IN SECURITIES— 103.03%

            

(Cost: $11,338,781,159)

           10,168,068,476

Security

      Shares
     Value
  

SHORT POSITIONS—(0.02)%

                 

COMMON STOCKS—(0.02)%

                 

Helix Energy Solutions Group Inc.(9)

      (52,576 )     (2,121,967 )
            
               (2,121,967 )
            

TOTAL SHORT POSITIONS

                 

(Proceeds: $2,121,902)

              (2,121,967 )

Other Assets, Less Liabilities—(3.01)%

              (297,019,446 )
            

NET ASSETS—100.00%

            $ 9,868,927,063  
            

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

(9)

The Fund closed this short position by purchasing the shares on the following business day.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 2000 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.49%

              

ADVERTISING—0.52%

              

ADVO Inc.

      127,349    $ 3,134,058

Catalina Marketing Corp.

      105,385      2,999,257

inVentiv Health Inc.(1)

      116,987      3,366,886

Marchex Inc. Class B(1)(2)

      92,461      1,519,134

SITEL Corp.(1)

      186,650      731,668

ValueVision Media Inc. Class A(1)

      115,775      1,276,998
           
              13,028,001

AEROSPACE & DEFENSE—1.16%

              

AAR Corp.(1)

      126,543      2,813,051

Argon ST Inc.(1)

      51,218      1,363,935

BE Aerospace Inc.(1)

      310,711      7,102,853

Curtiss-Wright Corp.

      10,023      309,510

Esterline Technologies Corp.(1)

      37,964      1,578,923

GenCorp Inc.(1)

      221,865      3,556,496

HEICO Corp.

      82,583      2,341,228

Herley Industries Inc.(1)

      9,442      105,845

Innovative Solutions & Support Inc.(1)

      24,873      349,714

K&F Industries Holdings Inc.(1)

      30,155      534,648

MTC Technologies Inc.(1)

      28,268      667,973

Orbital Sciences Corp.(1)

      110,433      1,782,389

Teledyne Technologies Inc.(1)

      116,359      3,811,921

TransDigm Group Inc.(1)

      28,595      684,850

Triumph Group Inc.(1)

      13,789      661,872

United Industrial Corp.(2)

      37,804      1,710,631
           
              29,375,839

AGRICULTURE—0.38%

              

Alico Inc.

      15,274      841,750

Andersons Inc.

      49,932      2,077,671

Delta & Pine Land Co.

      104,633      3,076,210

Maui Land & Pineapple Co. Inc.(1)

      6,682      252,580

Tejon Ranch Co.(1)

      43,710      1,799,104

Vector Group Ltd.

      90,617      1,472,526
           
              9,519,841

AIRLINES—0.72%

              

AirTran Holdings Inc.(1)

      364,152      5,411,299

Alaska Air Group Inc.(1)

      78,867      3,108,937

ExpressJet Holdings Inc.(1)

      25,781      178,147

Frontier Airlines Holdings Inc.(1)

      23,516      169,550

JetBlue Airways Corp.(1)

      556,139      6,751,527

SkyWest Inc.

      100,660      2,496,368
           
              18,115,828

APPAREL—1.55%

              

Carter’s Inc.(1)

      194,692      5,145,710

Cherokee Inc.

      22,814      943,587

Crocs Inc.(1)(2)

      39,785    1,000,593

Deckers Outdoor Corp.(1)

      24,155    931,417

DHB Industries Inc.(1)(3)

      104,660    164,316

Guess? Inc.(1)

      84,032    3,508,336

Gymboree Corp.(1)

      133,489    4,640,078

Iconix Brand Group Inc.(1)

      140,670    2,298,548

K-Swiss Inc. Class A

      54,072    1,443,722

Maidenform Brands Inc.(1)

      48,228    594,651

Oxford Industries Inc.

      3,692    145,502

Phillips-Van Heusen Corp.

      110,726    4,225,304

Quiksilver Inc.(1)

      100,850    1,228,353

Skechers U.S.A. Inc. Class A(1)

      40,927    986,750

Steven Madden Ltd.

      83,491    2,473,003

Timberland Co. Class A(1)

      104,589    2,729,773

True Religion Apparel Inc.(1)

      52,879    935,958

Volcom Inc.(1)

      52,606    1,682,866

Warnaco Group Inc. (The)(1)

      80,372    1,501,349

Wolverine World Wide Inc.

      110,281    2,572,856
           
            39,152,672

AUTO MANUFACTURERS—0.29%

            

A.S.V. Inc.(1)(2)

      83,810    1,930,982

Navistar International Corp.(1)

      221,794    5,458,350
           
            7,389,332

AUTO PARTS & EQUIPMENT—0.25%

            

Accuride Corp.(1)

      46,310    577,486

IMPCO Technologies Inc.(1)

      89,763    957,771

Keystone Automotive Industries Inc.(1)

      64,712    2,732,141

Miller Industries Inc.(1)

      38,315    793,120

Noble International Ltd.

      32,881    470,856

Tenneco Inc.(1)

      33,040    859,040
           
            6,390,414

BANKS—2.95%

            

Arrow Financial Corp.

      3,899    106,950

Bancorp Inc. (The)(1)

      6,324    158,163

Bank of the Ozarks Inc.(2)

      47,476    1,580,951

Camden National Corp.

      3,068    122,413

Capital Corp of the West

      16,003    512,096

Capitol Bancorp Ltd.

      3,006    117,084

Cardinal Financial Corp.

      71,566    831,597

Cascade Bancorp

      85,689    2,442,993

Cass Information Systems Inc.

      15,544    756,837

Cathay General Bancorp

      15,485    563,344

Center Financial Corp.

      32,038    757,378

City Bank

      10,304    480,785

Coastal Financial Corp.

      40,236    524,677

CoBiz Inc.

      59,219    1,333,612

Columbia Bancorp

      12,561    314,904

Community Bancorp(1)

      1,591    49,448

Community Bancorp Inc.

      17,232    729,086

CVB Financial Corp.

      153,352    2,401,492

Enterprise Financial Services Corp.

      34,053    866,649

First Busey Corp. Class A

      44,194    904,651

First Indiana Corp.

      4,090    106,463

First Oak Brook Bancshares Inc. Class A

      2,892    107,004

First Regional Bancorp(1)

      8,311    731,368

First Republic Bank

      11,037    505,495

First South Bancorp Inc.(2)

      32,662    1,118,020

First State Bancorp

      4,159    98,901

Fremont General Corp.

      137,832    2,558,162

Frontier Financial Corp.

      26,276    893,121

Glacier Bancorp Inc.

      16,604    485,999

Hancock Holding Co.

      48,544    2,718,464

Heritage Commerce Corp.

      24,892    617,073

International Bancshares Corp.

      21,465    589,858

Intervest Bancshares Corp.(1)

      4,783    193,711

Lakeland Financial Corp.

      9,863    239,572

Macatawa Bank Corp.

      7,111    166,326

MB Financial Inc.

      6,359    224,854

Mercantile Bank Corp.

      7,513    299,393

MetroCorp Bancshares Inc.

      1,228    35,956

Midwest Banc Holdings Inc.

      9,353    208,104

Nara Bancorp Inc.

      47,940    898,875

Northern Empire Bancshares(1)

      9,282    222,768

Old Second Bancorp Inc.

      5,493    170,283

Pacific Capital Bancorp

      16,850    524,372

Pinnacle Financial Partners Inc.(1)

      40,892    1,244,344

Placer Sierra Bancshares

      22,432    520,198

Preferred Bank

      15,831    848,700

PremierWest Bancorp

      4,776    68,918

PrivateBancorp Inc.(2)

      71,316    2,953,196

Seacoast Banking Corp. of Florida

      36,361    968,293

Sierra Bancorp

      24,007    629,464

Signature Bank(1)

      117,618    3,808,471

Smithtown Bancorp Inc.

      31,223    754,348

Southside Bancshares Inc.

      4,725    105,462

Suffolk Bancorp(2)

      41,328    1,353,492

Summit Bancshares Inc.

      12,163    257,977

Superior Bancorp(1)

      64,069    704,759

SVB Financial Group(1)(2)

      142,565    6,481,005

SY Bancorp Inc.

      10,756    295,575

Texas Capital Bancshares Inc.(1)

      93,190    2,171,327

Texas Regional Bancshares Inc. Class A

      20,623    782,024

Tompkins Trustco Inc.

      1,789    76,927

TriCo Bancshares

      14,042    384,470

TrustCo Bank Corp. NY(2)

      301,032    3,317,373

UCBH Holdings Inc.

      292,939    4,845,211

United Community Banks Inc.

      15,079    459,005

United Security Bancshares

      29,750    636,352

USB Holding Co. Inc.

      20,576    462,960

Vineyard National Bancorp

      36,346    977,707

Virginia Commerce Bancorp Inc.(1)

      62,536    1,494,610

West Bancorporation

      58,025    1,083,327

Westamerica Bancorp

      53,593    2,624,449

Western Alliance Bancorp(1)

      52,606    1,829,637

Wilshire Bancorp Inc.

      61,226    1,103,293

Wintrust Financial Corp.

      39,153    1,990,930

Yardville National Bancorp

      4,998    178,579
           
            74,681,635

BEVERAGES—0.21%

            

Boston Beer Co. Inc. Class A(1)

      25,321    741,652

Coca-Cola Bottling Co. Consolidated

      18,693    949,044

Green Mountain Coffee Roasters Inc.(1)

      19,138    768,773

Jones Soda Co.(1)

      88,742    798,678

National Beverage Corp.

      32,877    471,785

Peet’s Coffee & Tea Inc.(1)(2)

      55,448    1,673,975
           
            5,403,907

BIOTECHNOLOGY—4.06%

            

Advanced Magnetics Inc.(1)

      32,022    967,705

ADVENTRX Pharmaceuticals Inc.(1)

      181,098    574,081

Affymetrix Inc.(1)

      270,654    6,928,742

Alexion Pharmaceuticals Inc.(1)

      126,550    4,570,986

American Oriental Bioengineering Inc.(1)

      179,172    990,821

Arena Pharmaceuticals Inc.(1)

      131,754    1,525,711

ARIAD Pharmaceuticals Inc.(1)

      144,993    653,918

Biocryst Pharmaceuticals Inc.(1)

      92,153    1,320,552

Cell Genesys Inc.(1)(2)

      183,262    919,975

Coley Pharmaceutical Group Inc.(1)(2)

      71,904    830,491

Cytokinetics Inc.(1)

      102,913    647,323

deCODE genetics Inc.(1)(2)

      184,786    1,143,825

Digene Corp.(1)

      70,345    2,725,165

Diversa Corp.(1)

      122,160    1,180,066

Encysive Pharmaceuticals Inc.(1)

      237,486    1,645,778

Enzo Biochem Inc.(1)

      109,786    1,655,573

Enzon Pharmaceuticals Inc.(1)

      175,577    1,323,851

Exelixis Inc.(1)

      336,699    3,383,825

Genitope Corp.(1)

      78,165    494,003

Genomic Health Inc.(1)

      49,897    587,288

Geron Corp.(1)(2)

      127,723    881,289

GTx Inc.(1)

      50,244    457,220

Hana Biosciences Inc.(1)

      115,170    1,044,592

Human Genome Sciences Inc.(1)

      527,290    5,642,003

ICOS Corp.(1)

      261,937    5,759,995

Illumina Inc.(1)

      167,309    4,962,385

Incyte Corp.(1)

      181,890    836,694

Integra LifeSciences Holdings Corp.(1)(2)

      76,353    2,963,260

InterMune Inc.(1)(2)

      104,324    1,716,130

Keryx Biopharmaceuticals Inc.(1)

      172,965    2,456,103

Lexicon Genetics Inc.(1)

      259,267    1,138,182

LifeCell Corp.(1)

      134,425    4,156,421

Martek Biosciences Corp.(1)(2)

      83,889    2,428,587

Metabasis Therapeutics Inc.(1)

      82,457    629,147

Momenta Pharmaceuticals Inc.(1)

      86,762    1,102,745

Monogram Biosciences Inc.(1)

      522,736    1,035,017

Myogen Inc.(1)

      170,365    4,940,585

Myriad Genetics Inc.(1)

      158,378    3,999,044

Nektar Therapeutics(1)

      359,135    6,586,536

Northfield Laboratories Inc.(1)(2)

      34,572    341,917

Novavax Inc.(1)

      246,417    1,241,942

Panacos Pharmaceuticals Inc.(1)

      202,013    1,115,112

Peregrine Pharmaceuticals Inc.(1)

      703,362    1,118,346

Regeneron Pharmaceuticals Inc.(1)

      182,782    2,343,265

Sangamo BioSciences Inc.(1)

      115,867    683,615

Serologicals Corp.(1)(2)

      125,049    3,931,541

Sirna Therapeutics Inc.(1)

      161,282    919,307

SuperGen Inc.(1)

      198,399    720,188

Telik Inc.(1)(2)

      209,635    3,458,977
           
            102,679,824

BUILDING MATERIALS—1.23%

            

AAON Inc.

      37,558    963,738

Apogee Enterprises Inc.

      88,403    1,299,524

Builders FirstSource Inc.(1)

      60,428    1,230,314

Comfort Systems USA Inc.

      54,762    782,549

Drew Industries Inc.(1)

      74,282    2,406,737

ElkCorp

      30,315    841,848

Genlyte Group Inc. (The)(1)

      99,521    7,208,306

Goodman Global Inc.(1)

      61,627    935,498

Interline Brands Inc.(1)

      108,788    2,543,463

NCI Building Systems Inc.(1)(2)

      82,063    4,363,290

Simpson Manufacturing Co. Inc.

      133,497    4,812,567

Texas Industries Inc.

      16,522    877,318

Trex Co. Inc.(1)(2)

      47,624    1,232,985

U.S. Concrete Inc.(1)

      108,565    1,199,643

Universal Forest Products Inc.

      7,056    442,623
           
            31,140,403

CHEMICALS—1.00%

            

American Vanguard Corp.

      71,007    1,099,188

Arch Chemicals Inc.

      7,497    270,267

Balchem Corp.

      46,591    1,048,297

Georgia Gulf Corp.

      14,806    370,446

Grace (W.R.) & Co.(1)(2)

      130,928    1,531,858

Hercules Inc.(1)

      247,068    3,770,258

Kronos Worldwide Inc.

      10,023    293,173

MacDermid Inc.

      110,959    3,195,619

NewMarket Corp.

      69,097    3,389,899

NL Industries Inc.

      20,522    220,611

Olin Corp.

      27,559    494,133

OMNOVA Solutions Inc.(1)

      79,943    454,076

Pioneer Companies Inc.(1)

      42,599    1,162,101

Symyx Technologies Inc.(1)

      135,333    3,268,292

UAP Holding Corp.

      122,951    2,681,561

Valley National Gases Inc.

      9,758    255,172

Zoltek Companies Inc.(1)(2)

      56,735    1,695,809
           
            25,200,760

COAL—0.36%

            

Alpha Natural Resources Inc.(1)

      207,471    4,070,581

International Coal Group Inc.(1)

      381,014    2,739,491

James River Coal Co.(1)

      66,821    1,770,088

Westmoreland Coal Co.(1)

      26,950    639,254
           
            9,219,414

COMMERCIAL SERVICES—7.31%

            

Aaron Rents Inc.

      175,585    4,719,725

ACE Cash Express Inc.(1)

      2,386    69,838

Administaff Inc.

      91,608    3,280,482

Advance America Cash Advance Centers Inc.

      270,928    4,752,077

Advisory Board Co. (The)(1)

      74,837    3,598,911

Albany Molecular Research Inc.(1)

      37,652    402,123

AMN Healthcare Services Inc.(1)

      121,743    2,471,383

Arbitron Inc.

      92,879    3,560,052

Bankrate Inc.(1)(2)

      40,992    1,547,858

Barrett Business Services Inc.(1)

      27,956    512,993

BearingPoint Inc.(1)

      64,247    537,747

Bright Horizons Family Solutions Inc.(1)

      111,510    4,202,812

CBIZ Inc.(1)

      106,862    791,847

CDI Corp.

      9,080    263,320

Cenveo Inc.(1)

      213,549    3,833,205

Chemed Corp.

      104,948    5,722,814

Clark Inc.

      6,324    83,477

Clayton Holdings Inc.(1)

      32,826    428,379

Coinmach Service Corp. Class A

      53,702    550,445

Coinstar Inc.(1)

      6,931    165,928

Consolidated Graphics Inc.(1)

      30,011    1,562,373

Corinthian Colleges Inc.(1)

      345,591    4,962,687

CorVel Corp.(1)

      7,989    199,725

CoStar Group Inc.(1)

      67,328    4,028,234

CRA International Inc.(1)

      41,698    1,882,248

Cross Country Healthcare Inc.(1)

      17,380    316,142

DeVry Inc.(1)

      244,640    5,374,741

DiamondCluster International Inc. Class A(1)

      117,213    928,327

Dollar Financial Corp.(1)

      49,324    887,832

DynCorp International Inc.(1)

      59,039    612,825

Euronet Worldwide Inc.(1)(2)

      140,725    5,399,618

First Advantage Corp. Class A(1)

      24,198    562,845

First Consulting Group Inc.(1)

      86,469    764,386

Forrester Research Inc.(1)

      41,367    1,157,449

FTI Consulting Inc.(1)

      89,155    2,386,679

Gaiam Inc.(1)

      64,984    911,076

Gartner Inc.(1)

      228,091    3,238,892

Geo Group Inc. (The)(1)

      52,030    1,823,651

Gevity HR Inc.

      105,198    2,793,007

Global Cash Access Inc.(1)

      107,116    1,674,223

H&E Equipment Services Inc.(1)

      45,971    1,353,846

Healthcare Services Group Inc.(2)

      109,373    2,291,364

HealthSpring Inc.(1)

      58,486    1,096,612

Heartland Payment Systems Inc.(1)

      55,846    1,556,986

Heidrick & Struggles International Inc.(1)

      61,301    2,074,426

Home Solutions of America Inc.(1)

      150,993    931,627

Hudson Highland Group Inc.(1)

      91,974    992,399

Huron Consulting Group Inc.(1)

      69,819    2,449,949

ICT Group Inc.(1)

      27,149    665,965

Integrated Electrical Services Inc.(1)

      61,487    1,074,178

Jackson Hewitt Tax Service Inc.

      141,516    4,436,527

Kelly Services Inc. Class A

      30,023    815,725

Kendle International Inc.(1)

      49,218    1,807,777

Kenexa Corp.(1)

      62,863    2,002,187

Kforce Inc.(1)

      116,683    1,807,420

Korn/Ferry International(1)

      133,474    2,614,756

Labor Ready Inc.(1)

      218,780    4,955,367

Landauer Inc.

      20,370    975,723

LECG Corp.(1)

      77,923    1,439,238

Lincoln Educational Services Corp.(1)

      18,198    311,004

Live Nation Inc.(1)

      67,055    1,365,240

McGrath RentCorp

      88,090    2,449,783

Medifast Inc.(1)

      46,599    832,724

Midas Inc.(1)

      62,298    1,146,283

Monro Muffler Brake Inc.

      47,461    1,545,330

Morningstar Inc.(1)

      56,411    2,339,928

MPS Group Inc.(1)

      152,748    2,300,385

Navigant Consulting Inc.(1)

      158,311    3,585,744

Net 1 UEPS Technologies Inc.(1)

      192,606    5,267,774

On Assignment Inc.(1)

      104,687    962,074

PAREXEL International Corp.(1)

      108,952    3,143,265

PeopleSupport Inc.(1)

      74,251    999,418

PRA International(1)

      57,234    1,274,601

Pre-Paid Legal Services Inc.(2)

      40,708    1,404,426

Providence Service Corp. (The)(1)

      48,170    1,311,669

QC Holdings Inc.(1)(2)

      6,070    82,006

Resources Connection Inc.(1)

      193,116    4,831,762

Rewards Network Inc.(1)

      79,619    650,487

Rollins Inc.

      118,656    2,330,404

Senomyx Inc.(1)

      119,614    1,726,030

Sotheby’s Holdings Inc. Class A(1)

      242,515    6,366,019

Source Interlink Companies Inc.(1)

      22,113    263,145

Spherion Corp.(1)

      120,426    1,098,285

Standard Parking Corp.(1)

      19,430    526,164

StarTek Inc.

      3,493    52,220

Strayer Education Inc.

      57,518    5,586,148

Team Inc.(1)

      25,489    638,499

TeleTech Holdings Inc.(1)(2)

      131,017    1,658,675

TNS Inc.(1)

      23,086    477,649

Universal Technical Institute Inc.(1)

      92,036    2,026,633

Valassis Communications Inc.(1)

      111,767    2,636,584

Watson Wyatt Worldwide Inc.

      37,854    1,330,190

Wright Express Corp.(1)

      135,509    3,894,529
           
            184,719,525

COMPUTERS—3.13%

            

Ansoft Corp.(1)

      65,885    1,349,325

BISYS Group Inc. (The)(1)

      114,028    1,562,184

Brocade Communications Systems Inc.(1)

      722,188    4,434,234

CACI International Inc. Class A(1)

      101,490    5,919,912

CIBER Inc.(1)

      13,789    90,870

COMSYS IT Partners Inc.(1)

      65,920    996,710

Comtech Group Inc.(1)

      58,649    652,763

Gateway Inc.(1)

      96,585    183,511

Henry (Jack) & Associates Inc.

      319,024    6,272,012

iGATE Corp.(1)

      80,317    513,226

IHS Inc. Class A(1)

      83,026    2,460,060

Integral Systems Inc.

      41,593    1,115,940

Intergraph Corp.(1)

      100,476    3,163,989

Internap Network Services Corp.(1)

      1,226,800    1,288,140

InterVoice-Brite Inc.(1)

      154,494    1,099,997

Kanbay International Inc.(1)

      132,986    1,933,616

Komag Inc.(1)

      93,084    4,298,619

Kronos Inc.(1)

      128,573    4,655,628

Magma Design Automation Inc.(1)

      7,283    53,530

Manhattan Associates Inc.(1)

      11,017    223,535

Maxwell Technologies Inc.(1)

      57,554    1,129,785

Mercury Computer Systems Inc.(1)

      23,048    354,709

MICROS Systems Inc.(1)

      155,944    6,811,634

Mobility Electronics Inc.(1)

      112,332    815,530

MTS Systems Corp.

      64,209    2,536,898

Ness Technologies Inc.(1)

      41,270    443,652

NetScout Systems Inc.(1)

      84,497    753,713

Palm Inc.(1)

      19,481    313,644

Rackable Systems Inc.(1)

      111,049    4,385,325

Radiant Systems Inc.(1)

      104,769    1,107,408

RadiSys Corp.(1)

      25,800    566,568

SI International Inc.(1)

      22,845    700,428

Sigma Designs Inc.(1)

      91,276    860,733

Silicon Storage Technology Inc.(1)

      133,922    543,723

SRA International Inc. Class A(1)

      153,683    4,092,578

Stratasys Inc.(1)

      40,630    1,196,960

Sykes Enterprises Inc.(1)

      117,259    1,894,905

Synaptics Inc.(1)

      100,340    2,147,276

Syntel Inc.

      33,886    693,308

TALX Corp.

      128,671    2,814,035

3D Systems Corp.(1)

      52,228    1,049,261

Tyler Technologies Inc.(1)

      157,168    1,760,282
           
            79,240,156

COSMETICS & PERSONAL CARE—0.08%

            

Chattem Inc.(1)

      46,677    1,417,580

Inter Parfums Inc.

      12,374    213,080

Parlux Fragrances Inc.(1)(2)

      48,038    465,488
           
            2,096,148

DISTRIBUTION & WHOLESALE—1.19%

            

Aviall Inc.(1)

      106,648    5,067,913

Beacon Roofing Supply Inc.(1)(2)

      175,625    3,865,506

Brightpoint Inc.(1)

      201,725    2,729,339

Central European Distribution Corp.(1)

      105,521    2,654,908

Directed Electronics Inc.(1)

      37,550    492,656

LKQ Corp.(1)

      179,367    3,407,973

MWI Veterinary Supply Inc.(1)

      20,737    755,449

NuCo2 Inc.(1)

      62,236    1,496,153

ScanSource Inc.(1)

      96,364    2,825,392

Watsco Inc.

      111,782    6,686,799
           
            29,982,088

DIVERSIFIED FINANCIAL SERVICES—1.85%

            

Advanta Corp. Class B

      9,290    333,975

Asset Acceptance Capital Corp.(1)

      50,267    995,287

Asta Funding Inc.

      47,149    1,765,730

Calamos Asset Management Inc. Class A

      79,179    2,295,399

Cohen & Steers Inc.

      40,961    966,680

CompuCredit Corp.(1)

      64,976    2,497,677

Credit Acceptance Corp.(1)

      39,090    1,060,903

Doral Financial Corp.

      90,071    577,355

GFI Group Inc.(1)

      47,838    2,580,860

Greenhill & Co. Inc.

      70,704    4,295,975

International Securities Exchange Inc.

      152,623    5,810,358

MarketAxess Holdings Inc.(1)

      52,529    578,344

Marlin Business Services Corp.(1)

      14,440    325,766

National Financial Partners Corp.

      124,370    5,510,835

optionsXpress Holdings Inc.

      83,222    1,939,905

Penson Worldwide Inc.(1)

      29,932    515,130

Portfolio Recovery Associates Inc.(1)

      63,760    2,913,832

Stifel Financial Corp.(1)

      23,372    825,265

Thomas Weisel Partners Group Inc.(1)

      27,215    517,357

TradeStation Group Inc.(1)

      102,991    1,304,896

United PanAm Financial Corp.(1)

      41,169    1,251,538

Waddell & Reed Financial Inc. Class A

      266,893    5,487,320

World Acceptance Corp.(1)

      67,744    2,406,267
           
            46,756,654

ELECTRIC—0.14%

            

ITC Holdings Corp.

      49,032    1,303,271

Ormat Technologies Inc.

      28,748    1,096,736

Pike Electric Corp.(1)

      62,871    1,210,895
           
            3,610,902

ELECTRICAL COMPONENTS & EQUIPMENT—1.43%

            

Advanced Energy Industries Inc.(1)

      116,929    1,548,140

American Superconductor Corp.(1)(2)

      131,649    1,162,461

Capstone Turbine Corp.(1)

      412,175    939,759

China BAK Battery Inc.(1)

      108,644    924,560

Color Kinetics Inc.(1)

      53,889    1,019,041

Encore Wire Corp.(1)

      93,307    3,353,454

Energy Conversion Devices Inc.(1)

      156,646    5,706,614

General Cable Corp.(1)

      186,767    6,536,845

GrafTech International Ltd.(1)

      181,667    1,053,669

Greatbatch Inc.(1)

      21,095    497,842

Insteel Industries Inc.

      55,900    1,352,780

Intermagnetics General Corp.(1)

      170,046    4,587,841

Lamson & Sessions Co.(1)

      55,695    1,579,510

Littelfuse Inc.(1)

      44,408    1,526,747

Medis Technologies Ltd.(1)(2)

      82,470    1,672,492

Power-One Inc.(1)

      67,370    444,642

Superior Essex Inc.(1)

      5,723    171,289

Universal Display Corp.(1)

      61,948    824,528

Vicor Corp.

      79,514    1,317,547
           
            36,219,761

ELECTRONICS—3.40%

            

American Science & Engineering Inc.(1)

      36,545    2,116,686

Analogic Corp.

      31,652    1,475,300

Badger Meter Inc.

      39,336    1,062,072

Benchmark Electronics Inc.(1)

      54,408    1,312,321

Brady Corp. Class A

      114,827    4,230,227

Cogent Inc.(1)

      173,500    2,614,645

Coherent Inc.(1)

      71,593    2,414,832

CTS Corp.

      79,331    1,181,239

Cymer Inc.(1)

      147,473    6,851,596

Daktronics Inc.

      155,590    4,491,883

Dionex Corp.(1)

      80,201    4,383,787

Eagle Test Systems Inc.(1)

      17,941    251,533

Excel Technology Inc.(1)

      31,758    950,199

Fargo Electronics Inc.(1)

      51,328    1,303,218

FEI Co.(1)

      95,560    2,167,301

FLIR Systems Inc.(1)

      277,317    6,117,613

Identix Inc.(1)

      359,880    2,515,561

II-VI Inc.(1)

      94,266    1,725,068

International DisplayWorks Inc.(1)(2)

      178,447    927,924

Ionatron Inc.(1)(2)

      122,558    778,243

Itron Inc.(1)

      101,752    6,029,824

Lo-Jack Corp.(1)

      75,479    1,423,534

Measurements Specialties Inc.(1)

      55,406    1,233,892

Metrologic Instruments Inc.(1)

      38,974    585,000

Molecular Devices Corp.(1)

      59,710    1,824,738

Multi-Fineline Electronix Inc.(1)

      33,402    1,108,612

OSI Systems Inc.(1)

      22,775    404,712

OYO Geospace Corp.(1)

      15,797    902,167

Park Electrochemical Corp.

      7,520    193,640

Photon Dynamics Inc.(1)

      39,383    493,075

Plexus Corp.(1)

      183,531    6,278,596

RAE Systems Inc.(1)

      154,584    618,336

Rofin-Sinar Technologies Inc.(1)

      57,862    3,325,329

Rogers Corp.(1)

      69,908    3,938,617

Sonic Solutions Inc.(1)

      103,041    1,700,176

Taser International Inc.(1)(2)

      248,939    1,969,107

TTM Technologies Inc.(1)

      145,750    2,109,002

Varian Inc.(1)

      41,781    1,734,329

Viisage Technology Inc.(1)(2)

      11,002    166,790

Watts Water Technologies Inc. Class A

      23,801    798,524

X-Rite Inc.

      33,816    371,638
           
            86,080,886

ENERGY-ALTERNATE SOURCES—0.63%

            

Evergreen Solar Inc.(1)(2)

      268,051    3,479,302

FuelCell Energy Inc.(1)

      21,520    206,162

Headwaters Inc.(1)(2)

      95,486    2,440,622

KFx Inc.(1)

      284,697    4,350,170

Pacific Ethanol Inc.(1)(2)

      86,048    1,989,430

Plug Power Inc.(1)(2)

      290,233    1,355,388

SunPower Corp. Class A(1)(2)

      41,102    1,151,678

Syntroleum Corp.(1)

      157,901    958,459
           
            15,931,211

ENGINEERING & CONSTRUCTION—0.21%

            

ENGlobal Corp.(1)

      64,649    503,616

Granite Construction Inc.

      38,903    1,761,139

Layne Christensen Co.(1)

      17,462    495,048

Perini Corp.(1)

      78,271    1,761,097

Sterling Construction Co. Inc.(1)

      30,545    843,042
           
            5,363,942

ENTERTAINMENT—0.94%

            

Bally Technologies Inc.(1)

      181,558    2,990,260

Century Casinos Inc.(1)

      81,498    872,844

Dover Downs Gaming & Entertainment Inc.

      58,361    1,146,210

Isle of Capri Casinos Inc.(1)

      62,836    1,611,743

Macrovision Corp.(1)

      177,157    3,812,419

Pinnacle Entertainment Inc.(1)

      119,272    3,655,687

Progressive Gaming International Corp.(1)(2)

      136,927    1,068,031

Shuffle Master Inc.(1)(2)

      139,485    4,572,318

Vail Resorts Inc.(1)

      106,761    3,960,833
           
            23,690,345

ENVIRONMENTAL CONTROL—0.88%

            

Aleris International Inc.(1)

      125,848    5,770,131

American Ecology Corp.

      62,497    1,656,170

Basin Water Inc.(1)

      24,054    241,021

Casella Waste Systems Inc. Class A(1)

      83,358    1,091,156

Clean Harbors Inc.(1)

      62,930    2,536,708

Darling International Inc.(1)

      258,721    1,172,006

Mine Safety Appliances Co.(2)

      76,337    3,068,747

Rentech Inc.(1)

      554,393    2,577,927

Tetra Tech Inc.(1)

      139,980    2,483,245

Waste Connections Inc.(1)

      46,439    1,690,380

Waste Holdings Inc.

      1,516    34,383
           
            22,321,874

FOOD—0.78%

            

Arden Group Inc. Class A

      5,302    600,027

Diamond Foods Inc.

      47,382    761,429

Flowers Foods Inc.

      114,289    3,273,237

J&J Snack Foods Corp.

      27,271    901,852

Lance Inc.

      47,983    1,104,569

MGP Ingredients Inc.

      38,299    889,303

Pathmark Stores Inc.(1)

      15,863    149,271

Ralcorp Holdings Inc.(1)

      9,130    388,299

Tootsie Roll Industries Inc.

      127,392    3,710,929

United Natural Foods Inc.(1)(2)

      169,301    5,590,319

Wild Oats Markets Inc.(1)(2)

      115,790    2,269,484
           
            19,638,719

FOREST PRODUCTS & PAPER—0.22%

            

Deltic Timber Corp.

      40,841    2,302,207

Longview Fibre Co.

      53,274    1,017,001

Neenah Paper Inc.

      59,242    1,803,919

Wausau Paper Corp.

      10,428    129,829

Xerium Technologies Inc.

      40,821    384,534
           
            5,637,490

HAND & MACHINE TOOLS—0.41%

            

Baldor Electric Co.

      64,591    2,021,052

Franklin Electric Co. Inc.

      90,859    4,691,959

Raser Technologies Inc.(1)

      81,443    785,111

Regal-Beloit Corp.

      66,236    2,924,319
           
            10,422,441

HEALTH CARE - PRODUCTS—5.92%

            

Abaxis Inc.(1)

      80,563    1,802,194

ABIOMED Inc.(1)

      93,783    1,216,366

Adeza Biomedical Corp.(1)

      60,365    846,317

Align Technology Inc.(1)

      223,728    1,653,350

American Medical Systems Holdings Inc.(1)

      280,062    4,663,032

AngioDynamics Inc.(1)

      49,078    1,327,560

Arrow International Inc.

      91,280    3,000,374

ArthroCare Corp.(1)(2)

      104,862    4,405,253

Aspect Medical Systems Inc.(1)

      65,413    1,140,803

Biosite Inc.(1)

      60,274    2,752,111

Bruker BioSciences Corp.(1)

      150,331    805,774

Candela Corp.(1)

      95,358    1,512,378

Cepheid Inc.(1)

      218,882    2,125,344

Cerus Corp.(1)

      111,369    794,061

Conceptus Inc.(1)

      91,420    1,246,969

Cyberonics Inc.(1)

      86,418    1,842,432

Datascope Corp.

      3,568    110,037

DexCom Inc.(1)

      67,495    916,582

Diagnostic Products Corp.

      99,689    5,798,909

DJ Orthopedics Inc.(1)

      91,322    3,363,389

Encore Medical Corp.(1)

      131,134    630,755

ev3 Inc.(1)(2)

      66,193    980,318

FoxHollow Technologies Inc.(1)(2)

      74,840    2,044,629

Haemonetics Corp.(1)

      106,722    4,963,640

Hologic Inc.(1)

      182,903    9,028,092

ICU Medical Inc.(1)

      21,594    912,131

Immucor Inc.(1)

      272,097    5,232,425

IntraLase Corp.(1)

      85,990    1,439,473

Inverness Medical Innovations Inc.(1)

      6,881    194,251

IRIS International Inc.(1)

      70,220    924,095

Kensey Nash Corp.(1)

      15,294    451,173

Kyphon Inc.(1)

      177,406    6,805,294

Laserscope(1)

      79,741    2,456,820

LCA-Vision Inc.

      83,276    4,406,133

Luminex Corp.(1)

      128,289    2,230,946

Medical Action Industries Inc.(1)

      11,501    254,057

Mentor Corp.

      145,726    6,339,081

Merge Technologies Inc.(1)

      37,554    462,290

Meridian Bioscience Inc.

      84,274    2,102,636

Natus Medical Inc.(1)

      74,645    738,239

Neurometrix Inc.(1)

      50,042    1,524,279

Northstar Neuroscience Inc.(1)

      35,176    365,127

NuVasive Inc.(1)

      132,838    2,421,637

NxStage Medical Inc.(1)

      48,548    423,824

Oakley Inc.

      33,737    568,468

OraSure Technologies Inc.(1)

      184,122    1,752,841

Palomar Medical Technologies Inc.(1)

      69,838    3,186,708

PolyMedica Corp.

      92,445    3,324,322

PSS World Medical Inc.(1)

      270,916    4,781,667

Quidel Corp.(1)

      120,577    1,145,481

Sirona Dental Systems Inc.

      70,648    2,799,074

Solexa Inc.(1)

      94,418    802,553

SonoSite Inc.(1)

      65,363    2,551,772

Spectranetics Corp.(1)

      122,717    1,315,526

Stereotaxis Inc.(1)

      93,961    1,013,839

SurModics Inc.(1)(2)

      63,900    2,307,429

Symmetry Medical Inc.(1)

      119,794    1,844,828

ThermoGenesis Corp.(1)

      220,071    906,693

Thoratec Corp.(1)

      186,147    2,581,859

TriPath Imaging Inc.(1)

      126,168    835,232

Ventana Medical Systems Inc.(1)

      115,669    5,457,263

Viasys Healthcare Inc.(1)

      83,502    2,137,651

Visicu Inc.(1)

      23,001    405,968

Vital Images Inc.(1)

      52,919    1,307,099

Vital Sign Inc.

      24,499    1,213,435

West Pharmaceutical Services Inc.

      129,594    4,701,670

Wright Medical Group Inc.(1)

      123,104    2,576,567

Young Innovations Inc.

      18,034    635,338

Zoll Medical Corp.(1)

      22,969    752,464
           
            149,560,327

HEALTH CARE - SERVICES—2.11%

            

Air Methods Corp.(1)

      36,786    963,057

Alliance Imaging Inc.(1)

      33,052    211,533

Amedisys Inc.(1)(2)

      64,061    2,427,912

American Retirement Corp.(1)

      141,625    4,641,051

AMERIGROUP Corp.(1)

      38,143    1,183,959

AmSurg Corp.(1)

      73,963    1,682,658

Apria Healthcare Group Inc.(1)

      17,349    327,896

Bio-Reference Laboratories Inc.(1)

      41,773    908,980

Centene Corp.(1)

      172,860    4,067,396

Emeritus Corp.(1)

      12,160    228,000

Five Star Quality Care Inc.(1)

      126,628    1,401,772

Gentiva Health Services Inc.(1)

      57,418    920,411

Healthways Inc.(1)

      138,475    7,289,324

Hythiam Inc.(1)

      105,080    732,408

LHC Group Inc.(1)

      44,435    885,145

Magellan Health Services Inc.(1)

      20,322    920,790

Matria Healthcare Inc.(1)

      79,689    1,706,938

MedCath Corp.(1)

      11,719    220,786

Molina Healthcare Inc.(1)

      23,267    885,309

National Healthcare Corp.

      21,691    966,334

NightHawk Radiology Holdings Inc.(1)

      25,240    452,806

Odyssey Healthcare Inc.(1)

      107,182    1,883,188

Option Care Inc.(2)

      8,389    100,500

Psychiatric Solutions Inc.(1)

      212,348    6,085,894

Radiation Therapy Services Inc.(1)

      49,281    1,326,152

Sun Healthcare Group Inc.(1)

      92,800    806,432

Sunrise Senior Living Inc.(1)

      135,053    3,734,215

Symbion Inc.(1)

      37,184    771,940

United Surgical Partners International Inc.(1)(2)

      178,158    5,357,211

VistaCare Inc. Class A(1)

      19,976    241,710
           
            53,331,707

HOME BUILDERS—0.59%

            

AMREP Corporation

      5,438    295,392

Brookfield Homes Corp.(2)

      18,783    618,900

Cavco Industries Inc.(1)

      9,540    423,958

Champion Enterprises Inc.(1)

      305,913    3,377,280

Fleetwood Enterprises Inc.(1)

      255,876    1,929,305

Hovnanian Enterprises Inc. Class A(1)

      55,215    1,660,867

M/I Homes Inc.

      5,945    208,551

Palm Harbor Homes Inc.(1)

      11,177    196,603

Williams Scotsman International Inc.(1)

      111,751    2,440,642

Winnebago Industries Inc.(2)

      118,979    3,693,108
           
            14,844,606

HOME FURNISHINGS—0.42%

            

American Woodmark Corp.(2)

      47,909    1,678,731

DTS Inc.(1)

      54,026    1,052,426

Ethan Allen Interiors Inc.

      26,908    983,487

Kimball International Inc. Class B

      38,022    749,414

Sealy Corp.(1)

      32,627    432,960

Tempur-Pedic International Inc.(1)

      201,117    2,717,091

TiVo Inc.(1)

      307,538    2,198,897

Universal Electronics Inc.(1)

      47,503    841,278
           
            10,654,284

HOUSEHOLD PRODUCTS & WARES—0.56%

            

ACCO Brands Corp.(1)

      71,004    1,554,988

Central Garden & Pet Co.(1)

      7,267    312,844

CNS Inc.

      50,810    1,244,845

Fossil Inc.(1)

      73,706    1,327,445

Harland (John H.) Co.

      42,545    1,850,707

Playtex Products Inc.(1)

      162,233    1,692,090

Tupperware Brands Corp.

      111,174    2,189,016

WD-40 Co.

      32,607    1,094,617

Yankee Candle Co. Inc. (The)

      113,992    2,850,940
           
            14,117,492

HOUSEWARES—0.03%

            

Lifetime Brands Inc.

      37,238    806,947
           
            806,947

INSURANCE—0.24%

            

Darwin Professional Underwriters Inc.(1)

      20,935    369,712

Enstar Group Inc.(1)

      12,424    1,145,369

First Acceptance Corp.(1)

      38,786    456,899

Hilb, Rogal & Hobbs Co.

      10,589    394,652

National Interstate Corp.

      39,745    1,077,884

Safety Insurance Group Inc.

      4,795    228,002

Tower Group Inc.

      67,518    2,042,419

21st Century Insurance Group

      19,500    280,800
           
            5,995,737

INTERNET—5.17%

            

Access Integrated Technologies Inc. Class A(1)

      53,909    528,847

Agile Software Corp.(1)

      31,722    201,117

aQuantive Inc.(1)(2)

      305,448    7,736,998

Art Technology Group Inc.(1)

      447,015    1,332,105

@Road Inc.(1)

      155,610    858,967

Audible Inc.(1)(2)

      98,410    894,547

Avocent Corp.(1)

      21,013    551,591

Blue Coat Systems Inc.(1)

      58,038    978,521

Blue Nile Inc.(1)(2)

      57,835    1,859,974

Chordiant Software Inc.(1)

      318,033    963,640

Click Commerce Inc.(1)(2)

      41,165    812,185

CNET Networks Inc.(1)

      601,400    4,799,172

CyberSource Corp.(1)

      122,426    1,432,384

DealerTrack Holdings Inc.(1)

      42,743    945,048

Digital Insight Corp.(1)

      138,619    4,753,246

Digital River Inc.(1)(2)

      158,518    6,402,542

Digitas Inc.(1)

      362,667    4,214,191

Drugstore.com Inc.(1)

      321,327    931,848

eCollege.com Inc.(1)

      72,606    1,534,891

Equinix Inc.(1)(2)

      114,757    6,295,569

eResearch Technology Inc.(1)(2)

      197,600    1,798,160

GSI Commerce Inc.(1)(2)

      157,048    2,124,859

Harris Interactive Inc.(1)

      63,437    361,591

i2 Technologies Inc.(1)

      37,737    478,128

InfoSpace Inc.(1)

      66,096    1,498,396

Internet Security Systems Inc.(1)

      14,058    264,993

Interwoven Inc.(1)

      82,738    709,892

iPass Inc.(1)

      179,479    1,005,082

j2 Global Communications Inc.(1)(2)

      199,327    6,222,989

Jupitermedia Corp.(1)

      87,015    1,131,195

Knot Inc. (The)(1)

      58,349    1,221,245

Lionbridge Technologies Inc.(1)

      239,454    1,324,181

Liquidity Services Inc.(1)

      31,134    484,756

Move Inc.(1)

      401,983    2,202,867

NetFlix Inc.(1)(2)

      157,952    4,297,874

NIC Inc.(1)

      153,516    1,109,921

1-800-FLOWERS.COM Inc.(1)

      86,894    501,378

Online Resources Corp.(1)

      90,376    934,488

Openwave Systems Inc.(1)

      378,635    4,369,448

Opsware Inc.(1)

      328,235    2,704,656

Overstock.com Inc.(1)(2)

      44,771    951,831

Perficient Inc.(1)

      70,501    871,392

Priceline.com Inc.(1)

      102,075    3,047,959

RealNetworks Inc.(1)(2)

      322,996    3,456,057

Redback Networks Inc.(1)

      222,433    4,079,421

RightNow Technologies Inc.(1)

      60,212    1,004,336

RSA Security Inc.(1)

      46,642    1,268,196

Sapient Corp.(1)

      327,035    1,733,286

Secure Computing Corp.(1)

      9,497    81,674

Sohu.com Inc.(1)

      103,634    2,672,721

Stamps.com Inc.(1)

      74,875    2,083,023

Stellent Inc.

      61,998    592,081

Terremark Worldwide Inc.(1)

      157,063    565,427

TheStreet.com Inc.

      73,655    944,257

TIBCO Software Inc.(1)

      108,106    762,147

Travelzoo Inc.(1)

      12,222    370,815

TriZetto Group Inc. (The)(1)

      172,217    2,547,089

24/7 Real Media Inc.(1)

      194,396    1,706,797

ValueClick Inc.(1)(2)

      411,215    6,312,150

Vasco Data Security International Inc.(1)

      99,852    833,764

Vignette Corp.(1)

      38,193    556,854

WebEx Communications Inc.(1)(2)

      167,811    5,964,003

webMethods Inc.(1)

      60,602    598,142

Websense Inc.(1)

      192,513    3,954,217

WebSideStory Inc.(1)

      70,181    856,208
           
            130,587,329

INVESTMENT COMPANIES—0.07%

            

Gladstone Investment Corp.

      28,514    427,710

Harris & Harris Group Inc.(1)

      66,626    735,551

Technology Investment Capital Corp.

      42,310    619,842
           
            1,783,103

IRON & STEEL—0.64%

            

AK Steel Holding Corp.(1)

      441,366    6,104,092

Chaparral Steel Co.(1)

      17,449    1,256,677

Cleveland-Cliffs Inc.(2)

      31,230    2,476,227

Oregon Steel Mills Inc.(1)

      124,410    6,302,611
           
            16,139,607

LEISURE TIME—0.75%

            

Ambassadors Group Inc.

      82,832    2,392,188

Bally Total Fitness Holding Corp.(1)

      34,712    235,347

Life Time Fitness Inc.(1)

      121,919    5,641,192

Marine Products Corp.

      27,754    270,046

Nautilus Inc.(2)

      99,611    1,564,889

Polaris Industries Inc.

      133,614    5,785,486

WMS Industries Inc.(1)

      108,336    2,967,323
           
            18,856,471

LODGING—0.22%

            

Ameristar Casinos Inc.

      26,705    519,412

Aztar Corp.(1)

      37,562    1,951,722

Lodgian Inc.(1)

      6,152    87,666

Monarch Casino & Resort Inc.(1)

      41,737    1,173,644

Morgans Hotel Group Co.(1)

      72,177    1,123,074

MTR Gaming Group Inc.(1)

      22,459    210,665

Riviera Holdings Corp.(1)

      23,945    483,689
           
            5,549,872

MACHINERY—1.98%

            

Albany International Corp. Class A

      72,021    3,052,970

Applied Industrial Technologies Inc.

      179,347    4,359,926

Astec Industries Inc.(1)

      68,209    2,327,291

Bucyrus International Inc. Class A

      126,581    6,392,341

Cognex Corp.

      172,591    4,492,544

Columbus McKinnon Corp.(1)

      73,408    1,595,890

DXP Enterprises Inc.(1)

      6,943    215,719

Flow International Corp.(1)

      140,300    1,974,021

Gehl Corp.(1)

      14,003    357,497

Gerber Scientific Inc.(1)

      15,758    205,012

Intermec Inc.(1)

      202,037    4,634,729

Intevac Inc.(1)

      84,239    1,826,302

iRobot Corp.(1)(2)

      45,788    1,139,205

Lindsay Manufacturing Co.

      6,510    176,551

Middleby Corp.(The)(1)

      26,760    2,316,346

Nordson Corp.

      102,013    5,016,999

Presstek Inc.(1)

      118,395    1,102,257

Sauer-Danfoss Inc.

      31,846    809,525

Tennant Co.

      5,415    272,266

TurboChef Technologies Inc.(1)(2)

      54,221    602,938

Wabtec Corp.

      194,669    7,280,621
           
            50,150,950

MANUFACTURING—2.21%

            

Actuant Corp. Class A

      109,443    5,466,678

Acuity Brands Inc.

      180,127    7,008,742

American Railcar Industries Inc.

      36,252    1,200,304

Barnes Group Inc.

      124,183    2,477,451

Blount International Inc.(1)

      82,528    991,987

Ceradyne Inc.(1)

      107,614    5,325,817

CLARCOR Inc.

      75,000    2,234,250

ESCO Technologies Inc.(1)

      103,466    5,530,258

Flanders Corp.(1)

      51,347    515,010

FreightCar America Inc.

      27,340    1,517,643

GenTek Inc.(1)

      40,992    1,100,635

Hexcel Corp.(1)

      374,436    5,882,390

Jacuzzi Brands Inc.(1)

      158,552    1,395,258

Lancaster Colony Corp.

      71,994    2,841,603

Matthews International Corp. Class A

      85,046    2,931,536

Myers Industries Inc.

      64,065    1,101,277

PW Eagle Inc.

      42,186    1,275,705

Raven Industries Inc.

      64,547    2,033,231

Reddy Ice Holdings Inc.

      58,369    1,187,809

Smith & Wesson Holding Corp.(1)

      117,034    962,019

Smith (A.O.) Corp.

      60,949    2,825,596
           
            55,805,199

MEDIA—0.89%

            

Acacia Research Corp. - Acacia Technologies Group(1)

      111,727    1,570,882

CKX Inc.(1)

      204,901    2,780,507

Courier Corp.

      6,639    265,693

Crown Media Holdings Inc.(1)(2)

      32,658    134,551

Cumulus Media Inc. Class A(1)(2)

      34,966    373,087

Emmis Communications Corp.(1)

      42,518    664,982

Entravision Communications Corp.(1)

      145,575    1,247,578

Gemstar-TV Guide International Inc.(1)

      995,111    3,502,791

Hollinger International Inc.

      157,761    1,266,821

LodgeNet Entertainment Corp.(1)

      66,587    1,241,848

Martha Stewart Living Omnimedia Inc. Class A(1)(2)

      101,447    1,695,179

Mediacom Communications Corp.(1)

      120,464    750,491

Playboy Enterprises Inc. Class B(1)

      9,816    97,964

Private Media Group Inc.(1)

      101,085    449,828

Readers Digest Association Inc. (The)

      197,183    2,752,675

Salem Communications Corp. Class A(1)

      2,827    36,779

Sinclair Broadcast Group Inc. Class A

      182,646    1,563,450

Spanish Broadcasting System Inc. Class A(1)

      76,161    389,183

Value Line Inc.

      5,407    230,879

World Wrestling Entertainment Inc.

      85,892    1,450,716
           
            22,465,884

METAL FABRICATE & HARDWARE—0.80%

            

Ampco-Pittsburgh Corp.

      2,429    69,591

Castle (A.M.) & Co.

      20,568    663,318

Dynamic Materials Corp.

      47,305    1,595,598

Foster (L.B.) Co. Class A(1)

      40,934    993,468

Kaydon Corp.

      113,151    4,221,664

Ladish Co. Inc.(1)

      53,370    1,999,774

Mueller Industries Inc.

      20,409    674,109

Mueller Water Porducts Inc. Class A(1)

      89,549    1,559,048

NN Inc.

      6,491    80,164

NS Group Inc.(1)

      34,167    1,881,918

Quanex Corp.

      32,116    1,383,236

RBC Bearings Inc.(1)

      82,056    1,862,671

Valmont Industries Inc.

      67,163    3,122,408
           
            20,106,967

MINING—0.78%

            

AMCOL International Corp.

      88,052    2,320,170

Century Aluminum Co.(1)

      50,276    1,794,350

Coeur d’Alene Mines Corp.(1)

      1,115,112    5,363,689

Hecla Mining Co.(1)(2)

      478,133    2,510,198

Royal Gold Inc.(2)

      37,426    1,041,191

RTI International Metals Inc.(1)

      91,326    5,099,644

Stillwater Mining Co.(1)

      134,877    1,710,240
           
            19,839,482

OFFICE & BUSINESS EQUIPMENT—0.05%

            

Global Imaging Systems Inc.(1)

      27,785    1,146,965
           
            1,146,965

OFFICE FURNISHINGS—0.45%

            

Herman Miller Inc.

      266,148    6,858,634

Interface Inc. Class A(1)

      191,651    2,194,404

Knoll Inc.

      132,955    2,441,054
           
            11,494,092

OIL & GAS—3.59%

            

Alon USA Energy Inc.

      29,917    941,488

Arena Resources Inc.(1)

      43,161    1,479,991

Atlas America Inc.(1)

      69,647    3,120,882

ATP Oil & Gas Corp.(1)

      80,913    3,392,682

Atwood Oceanics Inc.(1)

      108,316    5,372,474

Aurora Oil & Gas Corp.(1)

      266,982    1,067,928

Berry Petroleum Co. Class A

      141,598    4,693,974

Bill Barrett Corp.(1)

      50,470    1,494,417

Bois d’Arc Energy LLC(1)

      63,600    1,047,492

Bronco Drilling Co. Inc.(1)

      45,691    954,485

Callon Petroleum Co.(1)

      42,213    816,399

Carrizo Oil & Gas Inc.(1)

      83,814    2,624,216

Clayton Williams Energy Inc.(1)

      21,243    733,733

Complete Production Services Inc.(1)

      104,484    2,470,002

Comstock Resources Inc.(1)

      118,803    3,547,458

Crosstex Energy Inc.

      35,324    3,358,606

Delek US Holdings Inc.(1)

      41,242    626,878

Delta Petroleum Corp.(1)

      194,641    3,334,200

Energy Partners Ltd.(1)

      112,745    2,136,518

Exploration Company of Delaware (The)(1)

      117,034    1,247,582

Gasco Energy Inc.(1)(2)

      294,572    1,310,845

GeoGlobal Resources Inc.(1)

      120,199    587,773

Giant Industries Inc.(1)

      18,144    1,207,483

GMX Resources Inc.(1)

      32,240    996,861

Goodrich Petroleum Corp.(1)

      50,119    1,422,878

Grey Wolf Inc.(1)

      780,147    6,007,132

Gulfport Energy Corp.(1)

      51,593    569,587

KCS Energy Inc.(1)

      202,742    6,021,437

Mariner Energy Inc.(1)

      293,768    5,396,518

Parallel Petroleum Corp.(1)

      140,082    3,461,426

Penn Virginia Corp.

      32,175    2,248,389

Petroleum Development Corp.(1)

      65,288    2,461,358

PetroQuest Energy Inc.(1)

      42,553    522,551

Pioneer Drilling Co.(1)

      165,936    2,562,052

PrimeEnergy Corp.(1)

      2,967    228,311

Quest Resource Corp.(1)

      78,458    1,063,106

RAM Energy Resources Inc.(1)

      41,831    239,273

Remington Oil & Gas Corp.(1)

      75,721    3,329,452

Sulphco Inc.(1)

      84,426    604,490

Toreador Resources Corp.(1)(2)

      48,501    1,364,333

Transmeridian Exploration Inc.(1)

      278,093    1,585,130

VAALCO Energy Inc.(1)

      231,104    2,255,575

Warren Resources Inc.(1)

      59,710    857,436
           
            90,764,801

OIL & GAS SERVICES—2.25%

            

Allis-Chalmers Energy Inc.(1)

      54,942    746,662

Basic Energy Services Inc.(1)

      50,159    1,533,361

CARBO Ceramics Inc.

      80,438    3,951,919

Dawson Geophysical Co.(1)

      16,120    496,012

Dril-Quip Inc.(1)

      44,396    3,660,006

Gulf Island Fabrication Inc.

      31,831    637,893

Hercules Offshore Inc.(1)

      81,307    2,845,745

Hornbeck Offshore Services Inc.(1)

      5,111    181,543

Hydril Co. LP(1)

      71,526    5,616,222

Input/Output Inc.(1)

      78,325    740,171

Lone Star Technologies Inc.(1)

      7,290    393,806

Lufkin Industries Inc.

      59,363    3,527,943

MarkWest Hydrocarbon Inc.

      25,063    620,309

Matrix Service Co.(1)

      83,654    957,002

Maverick Tube Corp.(1)

      124,070    7,839,983

Metretek Technologies Inc.(1)

      62,949    1,081,464

NATCO Group Inc. Class A(1)

      58,637    2,357,207

Newpark Resources Inc.(1)

      206,543    1,270,239

Oil States International Inc.(1)

      103,708    3,555,110

RPC Inc.

      85,560    2,077,397

Superior Well Services Inc.(1)

      43,757    1,089,549

T-3 Energy Services Inc.(1)

      1,267    24,681

Veritas DGC Inc.(1)

      99,295    5,121,636

Warrior Energy Service Corp.(1)

      23,472    571,074

W-H Energy Services Inc.(1)

      118,172    6,006,683
           
            56,903,617

PACKAGING & CONTAINERS—0.16%

            

AEP Industries Inc.(1)

      28,712    959,555

Graphic Packaging Corp.(1)

      303,710    1,151,061

Silgan Holdings Inc.

      55,815    2,065,713
           
            4,176,329

PHARMACEUTICALS—5.90%

            

ACADIA Pharmaceuticals Inc.(1)

      97,132    819,794

Adams Respiratory Therapeutics Inc.(1)

      121,731    5,431,637

Adolor Corp.(1)

      181,507    4,539,490

Akorn Inc.(1)

      178,610    710,868

Alkermes Inc.(1)

      353,100    6,680,652

Alnylam Pharmaceuticals Inc.(1)

      128,308    1,934,885

Alpharma Inc. Class A

      33,375    802,335

Altus Pharmaceuticals Inc.(1)

      24,612    454,091

Anadys Pharmaceuticals Inc.(1)

      72,290    211,087

Andrx Corp.(1)

      239,638    5,557,205

Array BioPharma Inc.(1)

      156,696    1,347,586

AtheroGenics Inc.(1)(2)

      134,635    1,756,987

Auxilium Pharmaceuticals Inc.(1)

      86,972    676,642

AVANIR Pharmaceuticals Class A(1)(2)

      127,076    869,200

AVI BioPharma Inc.(1)

      201,518    755,693

Bentley Pharmaceuticals Inc.(1)(2)

      12,776    140,025

Bioenvision Inc.(1)

      144,522    770,302

BioMarin Pharmaceutical Inc.(1)

      342,461    4,921,165

Caraco Pharmaceutical Laboratories Ltd.(1)

      33,282    304,530

CombinatoRX Inc.(1)

      98,769    868,180

Connetics Corp.(1)

      137,302    1,614,672

Conor Medsystems Inc.(1)

      108,562    2,995,226

Cubist Pharmaceuticals Inc.(1)(2)

      217,849    5,485,438

CV Therapeutics Inc.(1)(2)

      180,747    2,525,036

Cypress Bioscience Inc.(1)

      78,430    481,560

Dendreon Corp.(1)

      14,862    71,932

Depomed Inc.(1)

      147,539    866,054

Durect Corp.(1)

      222,715    861,907

Emisphere Technologies Inc.(1)

      81,319    693,651

Genta Inc.(1)

      536,276    879,493

HealthExtras Inc.(1)

      108,959    3,292,741

Hi-Tech Pharmacal Co. Inc.(1)

      40,287    667,556

Idenix Pharmaceuticals Inc.(1)

      99,046    931,032

I-Flow Corp.(1)

      93,798    1,014,894

Indevus Pharmaceuticals Inc.(1)

      162,568    889,247

Isis Pharmaceuticals Inc.(1)

      292,404    1,769,044

K-V Pharmaceutical Co. Class A(1)

      155,208    2,896,181

Mannatech Inc.(2)

      65,713    828,641

MannKind Corp.(1)

      89,798    1,913,595

Medarex Inc.(1)

      490,184    4,710,668

Medicines Co. (The)(1)

      201,043    3,930,391

Medicis Pharmaceutical Corp. Class A

      218,391    5,241,384

MGI Pharma Inc.(1)

      313,351    6,737,047

Nastech Pharmaceutical Co. Inc.(1)

      87,065    1,375,627

NBTY Inc.(1)

      24,124    576,805

Neurocrine Biosciences Inc.(1)

      119,111    1,262,577

New River Pharmaceuticals Inc.(1)(2)

      54,158    1,543,503

Noven Pharmaceuticals Inc.(1)

      95,007    1,700,625

NPS Pharmaceuticals Inc.(1)

      153,489    749,026

Nuvelo Inc.(1)

      149,017    2,481,133

Onyx Pharmaceuticals Inc.(1)

      166,116    2,795,732

OSI Pharmaceuticals Inc.(1)

      228,297    7,524,669

Pain Therapeutics Inc.(1)

      142,627    1,190,935

Par Pharmaceutical Companies Inc.(1)

      92,523    1,707,975

Penwest Pharmaceuticals Co.(1)

      91,619    2,000,043

Perrigo Co.

      23,372    376,289

PetMed Express Inc.(1)

      75,284    825,865

Pharmion Corp.(1)

      68,427    1,165,312

POZEN Inc.(1)

      100,613    708,316

Progenics Pharmaceuticals Inc.(1)

      89,378    2,150,435

Renovis Inc.(1)

      60,871    931,935

Rigel Pharmaceuticals Inc.(1)

      25,804    251,073

Salix Pharmaceuticals Ltd.(1)

      186,646    2,295,746

Santarus Inc.(1)

      184,423    1,226,413

Sciele Pharma Inc.(1)

      102,457    2,375,978

Somaxon Pharmaceuticals Inc.(1)

      20,050    312,981

Tanox Inc.(1)

      97,611    1,349,960

Tiens Biotech Group (USA) Inc.(1)

      14,015    59,984

Trimeris Inc.(1)

      70,938    815,078

United Therapeutics Inc.(1)

      94,558    5,462,616

USANA Health Sciences Inc.(1)(2)

      37,601    1,425,078

Valeant Pharmaceuticals International

      372,308    6,299,451

ViroPharma Inc.(1)

      114,737    989,033

XenoPort Inc.(1)

      80,746    1,462,310

Zymogenetics Inc.(1)

      150,479    2,854,587
           
            149,096,834

REAL ESTATE—0.14%

            

Consolidated-Tomoka Land Co.

      22,760    1,254,986

HouseValues Inc.(1)(2)

      54,583    378,260

Resource Capital Corp.

      7,369    94,839

Trammell Crow Co.(1)

      52,654    1,851,841
           
            3,579,926

REAL ESTATE INVESTMENT TRUSTS—2.56%

            

Acadia Realty Trust

      127,450    3,014,193

Alexander’s Inc.(1)

      8,070    2,193,103

Alexandria Real Estate Equities Inc.

      16,806    1,490,356

Corporate Office Properties Trust

      133,785    5,629,673

Cousins Properties Inc.

      153,668    4,752,951

Digital Realty Trust Inc.

      73,802    1,822,171

EastGroup Properties Inc.

      81,994    3,827,480

Equity Lifestyle Properties Inc.

      77,927    3,415,540

FelCor Lodging Trust Inc.

      45,204    982,735

Getty Realty Corp.

      70,407    2,002,375

Glimcher Realty Trust(2)

      146,990    3,646,822

Home Properties Inc.

      120,296    6,677,631

Inland Real Estate Corp.

      14,927    222,114

JER Investors Trust Inc.

      38,022    591,242

Maguire Properties Inc.

      22,643    796,354

Mid-America Apartment Communities Inc.

      23,979    1,336,829

Mills Corp.

      227,081    6,074,417

Omega Healthcare Investors Inc.

      40,712    538,213

PS Business Parks Inc.

      13,067    770,953

Saul Centers Inc.

      43,944    1,792,036

Sovran Self Storage Inc.

      8,674    440,552

Sun Communities Inc.

      72,489    2,358,067

Tanger Factory Outlet Centers Inc.

      124,214    4,020,807

Washington Real Estate Investment Trust

      169,246    6,211,328
           
            64,607,942

RETAIL—6.96%

            

AC Moore Arts & Crafts Inc.(1)

      33,909    553,056

Aeropostale Inc.(1)

      218,722    6,318,879

America’s Car-Mart Inc.(1)(2)

      20,837    423,199

Applebee’s International Inc.

      249,111    4,787,913

Bebe Stores Inc.

      94,796    1,461,754

Big 5 Sporting Goods Corp.

      72,688    1,417,416

BJ’s Restaurants Inc.(1)(2)

      55,519    1,240,294

Brown Shoe Co. Inc.

      29,898    1,018,924

Buckle Inc. (The)

      34,545    1,446,399

Buffalo Wild Wings Inc.(1)

      29,501    1,130,183

Build-A-Bear Workshop Inc.(1)(2)

      59,067    1,270,531

Cabela’s Inc. Class A(1)(2)

      7,825    150,710

Cache Inc.(1)

      46,380    804,229

California Pizza Kitchen Inc.(1)

      79,456    2,183,451

Casey’s General Store Inc.

      16,979    424,645

Cash America International Inc.

      62,111    1,987,552

Casual Male Retail Group Inc.(1)

      123,299    1,239,155

Cato Corp. Class A

      122,570    3,168,435

CEC Entertainment Inc.(1)

      75,452    2,423,518

Charlotte Russe Holding Inc.(1)

      61,671    1,476,404

Charming Shoppes Inc.(1)

      248,901    2,797,647

Children’s Place Retail Stores Inc. (The)(1)

      90,648    5,443,412

Chipotle Mexican Grill Inc. Class A(1)

      31,593    1,925,593

Christopher & Banks Corp.

      146,486    4,248,094

Citi Trends Inc.(1)

      25,325    1,081,124

CKE Restaurants Inc.(2)

      240,047    3,987,181

Conn’s Inc.(1)

      26,007    690,486

Cosi Inc.(1)

      137,844    858,768

CSK Auto Corp.(1)

      95,787    1,146,570

Deb Shops Inc.

      19,996    482,104

dELiA*s Inc.(1)

      48,127    388,866

Denny’s Corp.(1)

      369,107    1,362,005

Dress Barn Inc.(1)

      184,537    4,678,013

DSW Inc. Class A(1)

      64,961    2,365,880

EZCORP Inc.(1)

      47,418    1,787,184

First Cash Inc.(1)

      111,911    2,210,242

Genesco Inc.(1)

      12,424    420,801

Guitar Center Inc.(1)

      105,385    4,686,471

Hibbet Sporting Goods Inc.(1)

      144,218    3,446,810

Hot Topic Inc.(1)

      177,145    2,038,939

IHOP Corp.

      18,194    874,768

Jos. A. Bank Clothiers Inc.(1)

      72,209    1,730,128

Krispy Kreme Doughnuts Inc.(1)(2)

      102,664    835,685

Longs Drug Stores Corp.

      112,351    5,125,453

MarineMax Inc.(1)

      4,420    115,937

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      42,221    1,004,860

Men’s Wearhouse Inc. (The)

      191,078    5,789,663

Morton’s Restaurant Group Inc.(1)

      13,317    204,016

New York & Co. Inc.(1)

      85,790    838,168

Nu Skin Enterprises Inc. Class A

      140,491    2,086,291

P.F. Chang’s China Bistro Inc.(1)(2)

      106,383    4,044,682

Pacific Sunwear of California Inc.(1)

      292,085    5,237,084

Pantry Inc. (The)(1)

      83,339    4,795,326

Papa John’s International Inc.(1)

      62,528    2,075,930

Payless ShoeSource Inc.(1)

      33,368    906,609

PETCO Animal Supplies Inc.(1)

      232,644    4,752,917

Rare Hospitality International Inc.(1)

      116,282    3,344,270

Red Robin Gourmet Burgers Inc.(1)(2)

      66,310    2,822,154

Restoration Hardware Inc.(1)

      118,627    851,742

Retail Ventures Inc.(1)

      80,878    1,441,246

Ruby Tuesday Inc.(2)

      217,151    5,300,656

Ruth’s Chris Steak House Inc.(1)

      69,998    1,429,359

School Specialty Inc.(1)

      8,927    284,325

Select Comfort Corp.(1)

      215,989    4,961,267

Sonic Corp.(1)

      344,286    7,157,706

Sportsman’s Guide Inc. (The)(1)

      29,407    896,914

Stein Mart Inc.

      56,665    838,642

Texas Roadhouse Inc. Class A(1)

      209,151    2,827,722

Too Inc.(1)

      134,811    5,175,394

Triarc Companies Inc. Class B

      246,916    3,859,297

Tuesday Morning Corp.(2)

      90,508    1,190,180

Under Armour Inc. Class A(1)

      83,397    3,554,380

Wet Seal Inc. Class A(1)

      271,258    1,323,739

World Fuel Services Corp.

      110,406    5,044,450

Zumiez Inc.(1)

      57,842    2,173,124
           
            175,866,921

SAVINGS & LOANS—0.29%

            

Charter Financial Corp.

      15,910    627,809

Commercial Capital Bancorp Inc.

      40,007    630,110

Fidelity Bankshares Inc.

      27,867    886,728

Harbor Florida Bancshares Inc.(2)

      9,917    368,317

Home Federal Bancorp Inc.

      2,284    31,199

Investors Bancorp Inc.(1)

      11,929    161,638

NewAlliance Bancshares Inc.

      206,258    2,951,552

PFF Bancorp Inc.

      26,234    869,919

Sound Federal Bancorp Inc.

      29,648    616,382

Wauwatosa Holdings Inc.(1)

      3,598    61,382

Westfield Financial Inc.

      7,290    211,410
           
            7,416,446

SEMICONDUCTORS—4.63%

            

ADE Corp.(1)

      39,351    1,278,514

Advanced Analogic Technologies Inc.(1)

      147,520    1,546,010

AMIS Holdings Inc.(1)

      95,748    957,480

Amkor Technology Inc.(1)

      410,397    3,882,356

ANADIGICS Inc.(1)

      189,312    1,272,177

Asyst Technologies Inc.(1)

      125,364    943,991

ATMI Inc.(1)

      104,979    2,584,583

Cabot Microelectronics Corp.(1)

      55,067    1,669,081

Cirrus Logic Inc.(1)

      304,556    2,479,086

Conexant Systems Inc.(1)

      1,696,825    4,242,063

Diodes Inc.(1)

      79,276    3,285,197

DSP Group Inc.(1)

      17,017    422,872

EMCORE Corp.(1)

      163,172    1,566,451

Emulex Corp.(1)

      103,880    1,690,128

Entegris Inc.(1)

      55,188    525,942

Exar Corp.(1)

      56,962    755,886

FormFactor Inc.(1)

      183,647    8,196,166

Genesis Microchip Inc.(1)

      67,034    774,913

Hittite Microwave Corp.(1)

      52,127    1,884,912

Ikanos Communications Inc.(1)

      82,364    1,251,109

IXYS Corp.(1)

      97,693    937,853

Kopin Corp.(1)

      239,949    866,216

LTX Corp.(1)

      247,563    1,735,417

Mattson Technology Inc.(1)

      194,629    1,901,525

Micrel Inc.(1)

      291,492    2,917,835

Microsemi Corp.(1)

      283,757    6,917,996

Microtune Inc.(1)

      212,251    1,328,691

Mindspeed Technologies Inc.(1)

      441,916    1,065,018

MIPS Technologies Inc. Class A(1)

      97,884    594,156

Monolithic Power Systems Inc.(1)

      87,612    1,036,450

MoSys Inc.(1)

      90,449    707,311

NetLogic Microsystems Inc.(1)

      63,904    2,060,904

Nextest Systems Corp.(1)

      24,155    391,553

OmniVision Technologies Inc.(1)

      213,553    4,510,239

ON Semiconductor Corp.(1)

      567,959    3,339,599

Pericom Semiconductor Corp.(1)

      55,140    457,662

PLX Technology Inc.(1)

      100,348    1,226,253

PortalPlayer Inc.(1)(2)

      45,063    442,068

Power Integrations Inc.(1)

      102,664    1,794,567

Rudolph Technologies Inc.(1)

      14,612    211,874

Semitool Inc.(1)

      10,764    97,091

Semtech Corp.(1)

      289,991    4,190,370

Silicon Image Inc.(1)

      326,922    3,524,219

SiRF Technology Holdings Inc.(1)

      205,978    6,636,611

Skyworks Solutions Inc.(1)

      139,002    765,901

Staktek Holdings Inc.(1)

      13,599    66,091

Standard Microsystems Corp.(1)

      21,438    467,992

Supertex Inc.(1)

      48,123    1,922,033

Tessera Technologies Inc.(1)

      185,180    5,092,450

Transmeta Corp.(1)

      784,522    1,270,926

TranSwitch Corp.(1)

      509,954    1,076,003

Ultratech Inc.(1)

      82,520    1,298,865

Varian Semiconductor Equipment Associates Inc.(1)

      197,015    6,424,659

Veeco Instruments Inc.(1)

      112,379    2,679,115

Virage Logic Corp.(1)

      56,099    526,770

Volterra Semiconductor Corp.(1)

      75,082    1,145,751

Zoran Corp.(1)

      173,032    4,211,599
           
            117,048,550

SOFTWARE—4.74%

            

Actuate Corp.(1)

      184,053    743,574

Advent Software Inc.(1)

      87,721    3,164,096

Allscripts Healthcare Solutions Inc.(1)

      185,663    3,258,386

Altiris Inc.(1)

      6,378    115,059

American Reprographics Co.(1)

      104,765    3,797,731

ANSYS Inc.(1)

      122,819    5,873,205

Avid Technology Inc.(1)

      16,277    542,512

Blackbaud Inc.

      141,539    3,212,935

Blackboard Inc.(1)

      111,228    3,221,163

Bottomline Technologies Inc.(1)

      4,534    36,907

Computer Programs & Systems Inc.

      37,523    1,499,419

Concur Technologies Inc.(1)

      128,854    1,993,371

Convera Corp.(1)

      112,765    757,781

CSG Systems International Inc.(1)

      83,443    2,064,380

Digi International Inc.(1)

      43,971    550,957

Eclipsys Corp.(1)

      181,390    3,294,042

eFunds Corp.(1)

      47,964    1,057,606

Emageon Inc.(1)

      84,025    1,225,925

Epicor Software Corp.(1)

      219,974    2,316,326

FalconStor Software Inc.(1)

      148,510    1,035,115

FileNET Corp.(1)

      31,102    837,577

Hyperion Solutions Corp.(1)

      115,545    3,189,042

Infocrossing Inc.(1)

      53,846    621,921

Informatica Corp.(1)

      345,615    4,548,293

infoUSA Inc.

      134,752    1,389,293

InPhonic Inc.(1)(2)

      95,752    603,238

Inter-Tel Inc.

      13,606    286,542

INVESTools Inc.(1)

      129,470    1,027,992

JDA Software Group Inc.(1)

      20,595    288,948

Keane Inc.(1)

      94,473    1,180,913

ManTech International Corp. Class A(1)

      55,059    1,699,121

MapInfo Corp.(1)

      62,871    820,467

MicroStrategy Inc. Class A(1)

      40,249    3,925,082

Midway Games Inc.(1)(2)

      143,305    1,159,337

MRO Software Inc.(1)

      80,905    1,623,763

Neoware Inc.(1)

      73,725    906,080

Nuance Communications Inc.(1)(2)

      503,758    5,067,805

Omnicell Inc.(1)

      108,994    1,506,297

Open Solutions Inc.(1)

      81,401    2,166,081

OPNET Technologies Inc.(1)

      46,771    606,152

Packeteer Inc.(1)

      139,293    1,579,583

Parametric Technology Corp.(1)

      223,459    2,840,164

PDF Solutions Inc.(1)

      84,478    1,048,372

Per-Se Technologies Inc.(1)(2)

      134,156    3,378,048

Phase Forward Inc.(1)

      136,112    1,568,010

QAD Inc.

      34,019    263,647

Quality Systems Inc.

      65,815    2,423,308

Quest Software Inc.(1)

      187,651    2,634,620

Renaissance Learning Inc.

      31,508    426,933

Schawk Inc.

      11,482    200,935

Smith Micro Software Inc.(1)

      80,602    1,291,244

SPSS Inc.(1)

      77,612    2,494,450

SSA Global Technologies Inc.(1)

      23,621    457,775

Sybase Inc.(1)

      20,213    392,132

Take-Two Interactive Software Inc.(1)

      15,204    162,075

Taleo Corp. Class A(1)

      54,583    643,534

THQ Inc.(1)(2)

      206,905    4,469,148

Transaction Systems Architects Inc. Class A(1)

      150,023    6,254,459

Trident Microsystems Inc.(1)

      229,089    4,348,109

Ultimate Software Group Inc.(1)

      95,873    1,836,927

VA Software Corp.(1)

      250,242    970,939

Verint Systems Inc.(1)

      53,324    1,556,528

Wind River Systems Inc.(1)

      302,471    2,691,992

Witness Systems Inc.(1)

      134,401    2,710,868
           
            119,858,234

STORAGE & WAREHOUSING—0.15%

            

Mobile Mini Inc.(1)

      131,665    3,852,518
           
            3,852,518

TELECOMMUNICATIONS—4.36%

            

ADTRAN Inc.

      171,609    3,849,190

Aeroflex Inc.(1)

      45,254    528,114

Anaren Inc.(1)

      9,785    200,495

Anixter International Inc.

      64,802    3,075,503

Arris Group Inc.(1)

      227,774    2,988,395

Atheros Communications Inc.(1)

      207,066    3,925,971

Atlantic Tele-Network Inc.

      19,852    413,517

Avanex Corp.(1)

      659,567    1,160,838

Carrier Access Corp.(1)

      19,929    164,813

Cbeyond Communications Inc.(1)(2)

      66,048    1,440,507

C-COR Inc.(1)

      133,633    1,031,647

Centennial Communications Corp.

      91,541    476,013

Commonwealth Telephone Enterprises Inc.

      46,568    1,544,195

CommScope Inc.(1)

      232,765    7,313,476

Comtech Telecommunications Corp.(1)

      91,428    2,676,098

CPI International Inc.(1)

      28,357    411,177

Dobson Communications Corp. Class A(1)(2)

      595,841    4,605,851

EMS Technologies Inc.(1)

      41,238    741,047

Eschelon Telecom Inc.(1)

      28,791    445,397

Essex Corp.(1)

      77,479    1,427,163

Finisar Corp.(1)

      913,282    2,986,432

First Avenue Networks Inc.(1)

      219,112    2,383,939

Foundry Networks Inc.(1)

      318,551    3,395,754

General Communication Inc. Class A(1)

      125,271    1,543,339

Harmonic Inc.(1)

      269,594    1,207,781

Hypercom Corp.(1)

      215,225    2,012,354

I.D. Systems Inc.(1)

      44,420    787,567

InterDigital Communications Corp.(1)

      218,473    7,626,892

iPCS Inc.(1)

      67,000    3,236,100

Ixia(1)

      162,030    1,458,270

Lightbridge Inc.(1)

      76,742    993,809

NETGEAR Inc.(1)

      132,971    2,878,822

North Pittsburgh Systems Inc.

      60,193    1,658,919

Novatel Wireless Inc.(1)(2)

      118,133    1,226,221

NTELOS Holdings Corp.(1)

      50,665    732,109

Oplink Communications Inc.(1)

      4,129    75,602

ParkerVision Inc.(1)

      75,553    687,532

Pegasus Wireless Corp.(1)

      217,089    1,940,776

Plantronics Inc.

      103,389    2,296,270

Polycom Inc.(1)

      163,456    3,582,956

Radyne Corp.(1)

      72,138    820,930

RF Micro Devices Inc.(1)

      640,343    3,822,848

SAVVIS Inc.(1)

      22,190    657,046

Shenandoah Telecommunications Co.

      4,113    193,311

Sirenza Microdevices Inc.(1)

      99,658    1,209,848

Sonus Networks Inc.(1)

      1,013,029    5,014,494

Stratex Networks Inc.(1)

      385,629    1,307,282

Symmetricom Inc.(1)(2)

      32,085    226,841

Syniverse Holdings Inc.(1)

      81,760    1,201,872

Tekelec(1)

      196,996    2,432,901

Time Warner Telecom Inc. Class A(1)

      239,755    3,560,362

UbiquiTel Inc.(1)

      318,272    3,290,932

UTStarcom Inc.(1)

      226,344    1,763,220

Viasat Inc.(1)

        88,812    2,280,692

Vonage Holdings Corp.(1)

        72,096    619,305

Wireless Facilities Inc.(1)

        84,551    232,515

Zhone Technologies Inc.(1)

        214,461    437,500
             
              110,202,750

TOYS, GAMES & HOBBIES—0.13%

              

LeapFrog Enterprises Inc.(1)(2)

        19,664    198,606

Marvel Entertainment Inc.(1)

        146,432    2,928,640

RC2 Corp.(1)

        4,923    190,323
             
              3,317,569

TRANSPORTATION—2.29%

              

ABX Air Inc.(1)

        233,774    1,411,995

American Commercial Lines Inc.(1)

        123,404    7,435,091

Atlas Air Worldwide Holdings Inc.(1)

        15,781    773,900

Celadon Group Inc.(1)

        92,063    2,029,069

Dynamex Inc.(1)

        38,459    838,791

EGL Inc.(1)

        126,211    6,335,792

Florida East Coast Industries Inc.

        89,950    4,707,084

Forward Air Corp.

        114,437    4,661,019

Genesee & Wyoming Inc. Class A(1)

        145,036    5,144,427

Heartland Express Inc.

        127,992    2,289,777

Horizon Lines Inc. Class A

        20,526    328,827

Hub Group Inc. Class A(1)

        160,506    3,937,212

Knight Transportation Inc.(2)

        229,650    4,638,930

Maritrans Inc.

        5,310    132,219

Marten Transport Ltd.(1)

        18,300    397,842

Old Dominion Freight Line Inc.(1)

        112,940    4,245,415

P.A.M. Transportation Services Inc.(1)

        12,136    350,609

Pacer International Inc.

        150,623    4,907,297

Patriot Transportation Holding Inc.(1)

        1,501    130,257

PHI Inc.(1)

        31,846    1,057,287

Quality Distribution Inc.(1)

        34,190    454,043

U.S. Xpress Enterprises Inc. Class A(1)

        17,177    464,123

Universal Truckload Services Inc.(1)

        23,805    812,465

USA Truck Inc.(1)

        19,925    355,064
             
              57,838,535

TRUCKING & LEASING—0.18%

              

AMERCO(1)

        37,090    3,733,479

Greenbrier Companies Inc. (The)

        20,291    664,327

TAL International Group Inc.(1)

        4,269    102,883
             
              4,500,689
             

TOTAL COMMON STOCKS

              

(Cost: $2,497,551,720)

             2,515,278,694

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—7.63%

              

CERTIFICATES OF DEPOSIT(4)—0.21%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 172,799    172,799

Fortis Bank NY

              

4.43%, 07/20/06

        431,781    431,781

Societe Generale

              

5.33%, 12/08/06

        1,727,915    1,727,915

Toronto-Dominion Bank

              

3.94%, 07/10/06

        863,958    863,958

Washington Mutual Bank

            

5.28%, 08/07/06

      863,958    863,958

Wells Fargo Bank N.A.

            

4.78%, 12/05/06

      1,382,332    1,382,332
           
            5,442,743

COMMERCIAL PAPER(4)—1.63%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(5)

      4,823,959    4,796,855

ASAP Funding Ltd.

            

5.21%, 08/08/06(5)

      829,399    825,078

Barton Capital Corp.

            

5.29%, 08/01/06(5)

      1,651,697    1,644,658

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(5)

      656,608    655,061

CC USA Inc.

            

5.03%, 10/24/06(5)

      345,583    340,127

Chariot Funding LLC

            

5.30%, 07/28/06(5)

      1,301,725    1,296,934

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(5)

      3,790,441    3,789,367

Curzon Funding LLC

            

5.30%, 07/31/06(5)

      1,727,915    1,720,792

Edison Asset Securitization LLC

            

5.22%, 12/11/06(5)

      1,274,718    1,244,959

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(5)

      3,657,547    3,644,720

Five Finance Inc.

            

5.19%, 12/01/06(5)

      777,562    760,635

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      172,792    168,758

Govco Inc.

            

5.22%, 08/03/06(5)

      1,727,915    1,720,148

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(5)

      587,491    578,387

Jupiter Securitization Corp.

            

5.29%, 07/27/06(5)

      431,979    430,455

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(5)

      1,589,336    1,585,404

Landale Funding LLC

            

5.30%, 08/15/06(5)

      1,900,707    1,888,674

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(5)

      2,675,331    2,654,978

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(5)

      1,745,194    1,740,073

Prudential Funding LLC

            

5.22%, 07/31/06

      863,958    860,450

Ranger Funding Co. LLC

            

5.24%, 07/20/06(5)

      1,727,915    1,723,640

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(5)

      2,024,581    2,023,434

Scaldis Capital LLC

            

5.30%, 07/25/06(5)

      1,080,068    1,076,570

Sydney Capital Corp.

            

5.10%, 07/07/06(5)

      1,890,166    1,889,095

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(5)

      2,112,013    2,106,787
           
            41,166,039

MEDIUM-TERM NOTES(4)—0.18%

              

Bank of America N.A.

              

5.28%, 04/20/07

        431,979    431,979

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        535,654    535,653

K2 USA LLC

              

3.94%, 07/07/06(5)

        1,036,749    1,036,749

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        1,727,915    1,730,603

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        604,770    604,770

US Bank N.A.

              

2.85%, 11/15/06

        345,583    343,231
             
              4,682,985

MONEY MARKET FUNDS—0.13%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        3,182,671    3,182,671
             
              3,182,671

REPURCHASE AGREEMENTS(4)—1.32%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,457,374 (collateralized by non-U.S. Government debt securities, value $3,564,418, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 3,455,830    3,455,830

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $2,593,033 (collateralized by non-U.S. Government debt securities, value $2,855,036, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        2,591,873    2,591,873

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,457,374 (collateralized by non-U.S. Government debt securities, value $3,549,621, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        3,455,830    3,455,830

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $4,321,718 (collateralized by non-U.S. Government debt securities, value $4,834,381, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        4,319,788    4,319,788

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,037,221 (collateralized by non-U.S. Government debt securities, value $1,173,643, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        1,036,749    1,036,749

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,728,687 (collateralized by non-U.S. Government debt securities, value $1,764,906, 5.22% to 5.42%, 7/3/06).

        1,727,915    1,727,915

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $2,765,922 (collateralized by non-U.S. Government debt securities, value $2,906,904, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        2,764,664    2,764,664

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,728,687 (collateralized by non-U.S. Government debt securities, value $1,782,245, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      1,727,915    1,727,915

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,728,687 (collateralized by non-U.S. Government debt securities, value $1,782,267, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      1,727,915    1,727,915

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,457,374 (collateralized by non-U.S. Government debt securities, value $3,633,668, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      3,455,830    3,455,830

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,728,687 (collateralized by non-U.S. Government debt securities, value $1,818,388, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      1,727,915    1,727,915

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $605,045 (collateralized by non-U.S. Government debt securities, value $640,211, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      604,770    604,770

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $1,272,299 (collateralized by non-U.S. Government debt securities, value $1,280,422, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      1,209,541    1,209,541

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $3,457,379 (collateralized by non-U.S. Government debt securities, value $3,633,630, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      3,455,830    3,455,830
           
            33,262,365

TIME DEPOSITS(4)—0.64%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      1,727,915    1,727,915

KBC Bank NV

            

5.32%, 07/03/06

      5,183,746    5,183,746

Societe Generale

            

5.32%, 07/03/06

      4,319,788    4,319,788

UBS AG

            

5.25%-5.34%, 07/03/06

      4,981,735    4,981,735
           
            16,213,184

VARIABLE & FLOATING RATE NOTES(4)—3.52%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      4,423,463    4,424,085

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      1,295,936    1,295,928

American Express Centurion Bank

            

5.34%, 07/19/07

      1,900,707    1,902,977

American Express Credit Corp.

            

5.23%, 07/05/07

      518,375    518,718

ASIF Global Financing

            

5.17%, 05/03/07(5)

      172,792    172,873

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      1,123,145    1,123,145

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      2,937,456    2,937,439

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      1,727,915    1,727,915

BNP Paribas

            

5.14%, 05/18/07(5)

      3,196,643    3,196,643

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      1,261,378    1,261,378

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      431,979    431,979

Credit Agricole SA

            

5.31%, 07/23/07

      1,727,915    1,727,915

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      1,727,915    1,727,915

DEPFA Bank PLC

            

5.37%, 06/15/07

      1,727,915    1,727,915

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      1,987,102    1,987,259

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      1,727,915    1,727,915

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      3,455,830    3,455,830

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      518,375    518,381

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      1,295,936    1,295,817

General Electric Capital Corp.

            

5.25%, 04/09/07

      777,562    777,985

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      2,591,873    2,592,355

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      1,727,915    1,727,915

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      1,295,936    1,295,936

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      2,591,873    2,591,804

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      1,805,704    1,805,704

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      2,159,894    2,159,192

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      1,900,707    1,900,541

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      839,749    839,749

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      950,353    950,353

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      2,591,873    2,591,873

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      217,717    217,790

Mound Financing PLC

            

5.11%, 05/08/07(5)

      1,624,240    1,624,240

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(5)

      1,727,915    1,727,815

National City Bank of Indiana

            

5.17%, 05/21/07

      863,958    864,022

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(5)

      4,665,371    4,665,502

Newcastle Ltd.

            

5.34%, 04/24/07(5)

      609,090    608,944

Northern Rock PLC

            

5.17%, 05/03/07(5)

      2,073,498    2,073,549

Principal Life Global Funding I

                 

5.63%, 02/08/07

      777,562       779,755  

Sedna Finance Inc.

                 

5.17%-5.24%, 09/20/06-05/25/07(5)

      1,295,936       1,295,867  

Sigma Finance Inc.

                 

5.51%, 06/18/07(5)

      1,416,890       1,416,890  

Skandinaviska Enskilda Bank NY

                 

5.24%, 05/18/07(5)

      1,727,915       1,727,915  

Strips III LLC

                 

5.37%, 07/24/06(5)

      403,930       403,930  

SunTrust Bank

                 

5.08%, 05/01/07

      1,727,915       1,728,003  

Tango Finance Corp.

                 

5.12%-5.38%, 04/25/07-07/11/07(5)

      3,265,760       3,265,412  

Union Hamilton Special Funding LLC

                 

5.42%-5.49%, 09/28/06-12/21/06(5)

      2,419,081       2,419,081  

US Bank N.A.

                 

5.28%, 09/29/06

      777,562       777,513  

Wachovia Asset Securitization Inc.

                 

5.31%, 07/25/06(5)

      2,766,048       2,766,048  

Wachovia Bank N.A.

                 

5.36%, 05/22/07

      3,455,830       3,455,830  

Wells Fargo & Co.

                 

5.19%, 07/13/07(5)

      863,958       864,014  

WhistleJacket Capital Ltd.

                 

5.21%-5.35%, 07/28/06-06/13/07(5)

      1,555,124       1,555,107  

White Pine Finance LLC

                 

5.12%-5.28%, 08/25/06-05/22/07(5)

      1,708,908       1,703,288  

Wind Master Trust

                 

5.32%, 08/25/06-09/25/06(5)

      583,586       583,586  
            
               88,919,535  
            

TOTAL SHORT-TERM INVESTMENTS

                 

(Cost: $192,869,522)

              192,869,522  
            

TOTAL INVESTMENTS IN SECURITIES—107.12%

                 

(Cost: $2,690,421,242)

              2,708,148,216  

Security

      Shares
     Value
  

SHORT POSITIONS—(0.05)%

                 

COMMON STOCKS—(0.05)%

                 

Helix Energy Solutions(9)

      (33,014 )     (1,332,445 )
            
               (1,332,445 )
            

TOTAL SHORT POSITIONS

                 

(Proceeds: $1,332,404)

              (1,332,445 )

Other Assets, Less Liabilities—(7.07)%

              (178,735,793 )
            

NET ASSETS—100.00%

            $ 2,528,079,978  
            

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

(9)

The Fund closed this short position by purchasing the shares on the following business day.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 2000 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.33%

              

ADVERTISING—0.10%

              

Catalina Marketing Corp.

      109,203    $ 3,107,916

SITEL Corp.(1)

      65,840      258,093

ValueVision Media Inc. Class A(1)

      8,860      97,726
           
              3,463,735

AEROSPACE & DEFENSE—0.99%

              

AAR Corp.(1)

      27,015      600,543

Curtiss-Wright Corp.

      226,731      7,001,453

EDO Corp.

      91,130      2,218,104

Esterline Technologies Corp.(1)

      87,319      3,631,597

Herley Industries Inc.(1)

      66,807      748,906

Innovative Solutions & Support Inc.(1)

      31,794      447,024

K&F Industries Holdings Inc.(1)

      61,622      1,092,558

Kaman Corp.

      131,839      2,399,470

Moog Inc. Class A(1)

      201,708      6,902,448

MTC Technologies Inc.(1)

      16,890      399,111

Orbital Sciences Corp.(1)

      151,085      2,438,512

Sequa Corp. Class A(1)

      36,859      3,004,008

Teledyne Technologies Inc.(1)

      28,753      941,948

TransDigm Group Inc.(1)

      21,533      515,715

Triumph Group Inc.(1)

      68,474      3,286,752
           
              35,628,149

AGRICULTURE—0.29%

              

Alliance One International Inc.

      521,361      2,314,843

Delta & Pine Land Co.

      52,137      1,532,828

Maui Land & Pineapple Co. Inc.(1)

      10,267      388,093

Universal Corp.

      141,188      5,255,017

Vector Group Ltd.

      66,234      1,076,302
           
              10,567,083

AIRLINES—0.55%

              

Alaska Air Group Inc.(1)

      109,650      4,322,403

ExpressJet Holdings Inc.(1)

      236,134      1,631,686

Frontier Airlines Holdings Inc.(1)(2)

      166,460      1,200,177

JetBlue Airways Corp.(1)

      192,592      2,338,067

Mesa Air Group Inc.(1)

      198,385      1,954,092

Republic Airways Holdings Inc.(1)

      178,410      3,036,538

SkyWest Inc.

      211,811      5,252,913
           
              19,735,876

APPAREL—1.25%

              

Cherokee Inc.

      11,363      469,974

Columbia Sportswear Co.(1)

      72,242      3,269,673

Deckers Outdoor Corp.(1)

      26,929      1,038,382

Hartmarx Corp.(1)

      173,981      1,043,886

Kellwood Co.

      140,482      4,111,908

K-Swiss Inc. Class A

      68,017      1,816,054

Maidenform Brands Inc.(1)

      13,800    170,154

Oxford Industries Inc.

      77,980    3,073,192

Perry Ellis International Inc.(1)

      39,867    1,009,034

Phillips-Van Heusen Corp.

      151,471    5,780,133

Quiksilver Inc.(1)

      531,834    6,477,738

Russell Corp.

      182,570    3,315,471

Skechers U.S.A. Inc. Class A(1)

      3,008    72,523

Stride Rite Corp.

      201,550    2,658,444

Timberland Co. Class A(1)

      131,540    3,433,194

Warnaco Group Inc. (The)(1)

      148,147    2,767,386

Weyco Group Inc.

      37,917    880,433

Wolverine World Wide Inc.

      155,162    3,619,929
           
            45,007,508

AUTO MANUFACTURERS—0.10%

            

Navistar International Corp.(1)

      37,495    922,752

Wabash National Corp.

      170,951    2,625,807
           
            3,548,559

AUTO PARTS & EQUIPMENT—1.41%

            

Accuride Corp.(1)

      60,877    759,136

Aftermarket Technology Corp.(1)

      119,335    2,965,475

American Axle & Manufacturing Holdings Inc.

      284,759    4,872,226

ArvinMeritor Inc.

      386,775    6,648,662

Bandag Inc.

      61,628    2,254,969

Commercial Vehicle Group Inc.(1)

      115,644    2,391,518

Cooper Tire & Rubber Co.(2)

      336,652    3,750,303

Lear Corp.

      369,575    8,208,261

Modine Manufacturing Co.

      184,259    4,304,290

Noble International Ltd.

      18,015    257,975

Superior Industries International Inc.(2)

      126,192    2,308,052

Tenneco Inc.(1)

      203,147    5,281,822

Titan International Inc.(2)

      89,911    1,682,235

Visteon Corp.(1)

      702,443    5,064,614
           
            50,749,538

BANKS—12.39%

            

Alabama National Bancorp

      82,145    5,598,182

AMCORE Financial Inc.

      120,094    3,519,955

AmericanWest Bancorporation

      61,975    1,403,734

Ameris Bancorp

      71,178    1,647,059

Arrow Financial Corp.

      51,366    1,408,969

BancFirst Corp.

      38,396    1,718,221

Bancorp Inc. (The)(1)

      49,439    1,236,469

BancTrust Financial Group Inc.

      53,484    1,255,269

Bank Mutual Corp.

      333,824    4,079,329

Bank of Granite Corp.

      70,591    1,470,411

BankFinancial Corp.

      134,287    2,323,165

Banner Corp.

      66,710    2,571,003

Boston Private Financial Holdings Inc.

      193,514    5,399,041

Cadence Financial Corp.

      52,387    1,166,658

Camden National Corp.

      37,066    1,478,933

Capital City Bank Group Inc.(2)

      71,612    2,162,682

Capital Corp of the West

      30,127    964,064

Capitol Bancorp Ltd.

      69,489    2,706,597

Cardinal Financial Corp.

      35,843    416,496

Cascade Bancorp

      6,292    179,385

Cathay General Bancorp

      261,446    9,511,405

Centennial Bank Holdings Inc.(1)

      324,051    3,350,687

Center Financial Corp.

      22,987    543,413

Centerstate Banks of Florida Inc.

      49,466    1,014,053

Central Pacific Financial Corp.

      167,264    6,473,117

Chemical Financial Corp.

      137,593    4,210,346

Chittenden Corp.

      256,809    6,638,513

Citizens Banking Corp.

      234,521    5,724,658

City Bank

      33,211    1,549,625

City Holding Co.

      97,537    3,524,987

Coastal Financial Corp.

      28,607    373,035

Columbia Bancorp

      37,049    928,818

Columbia Banking System Inc.

      87,786    3,281,441

Community Bancorp(1)

      32,021    995,213

Community Bancorp Inc.

      3,838    162,386

Community Bank System Inc.

      164,002    3,307,920

Community Banks Inc.

      130,802    3,400,852

Community Trust Bancorp Inc.

      82,493    2,881,480

Corus Bankshares Inc.

      214,325    5,611,028

CVB Financial Corp.

      124,808    1,954,493

Farmers Capital Bank Corp.

      36,431    1,193,115

First BanCorp (Puerto Rico)

      384,847    3,579,077

First Bancorp Inc. (North Carolina)

      65,015    1,365,315

First Busey Corp. Class A

      23,047    471,772

First Charter Corp.

      170,604    4,184,916

First Commonwealth Financial Corp.

      387,459    4,920,729

First Community Bancorp

      106,191    6,273,764

First Community Bancshares Inc.

      54,797    1,807,753

First Financial Bancorp

      184,122    2,745,259

First Financial Bankshares Inc.(2)

      113,711    4,155,000

First Financial Corp.

      73,078    2,193,071

First Indiana Corp.

      64,375    1,675,681

First Merchants Corp.

      101,228    2,460,853

First Midwest Bancorp Inc.

      273,770    10,151,392

First Oak Brook Bancshares Inc. Class A

      32,065    1,186,405

First Regional Bancorp(1)

      3,556    312,928

First Republic Bank

      103,829    4,755,368

1st Source Corp.

      63,501    2,148,239

First State Bancorp

      90,783    2,158,820

FirstMerit Corp.

      437,837    9,168,307

FNB Corp. (Pennsylvania)

      315,624    4,977,390

FNB Corp. (Virginia)

      40,264    1,489,768

Fremont General Corp.

      172,661    3,204,588

Frontier Financial Corp.

      109,611    3,725,678

GB&T Bancshares Inc.(2)

      71,036    1,545,743

Glacier Bancorp Inc.

      154,767    4,530,030

Great Southern Bancorp Inc.

      57,523    1,756,177

Greater Bay Bancorp

      276,382    7,945,982

Greene County Bancshares Inc.

      47,642    1,474,996

Hancock Holding Co.

      81,851    4,583,656

Hanmi Financial Corp.

      223,175    4,338,522

Harleysville National Corp.

      151,016    3,203,049

Heartland Financial USA Inc.

      79,506    2,118,835

Heritage Commerce Corp.

      30,935    766,879

IBERIABANK Corp.

      53,289    3,066,249

Independent Bank Corp. (Massachusetts)

      82,688    2,684,879

Independent Bank Corp. (Michigan)

      119,873    3,152,660

Integra Bank Corp.

      96,011    2,088,239

Interchange Financial Services Corp.

      99,339    2,235,127

International Bancshares Corp.

      226,031    6,211,332

Intervest Bancshares Corp.(1)

      20,056    812,268

Irwin Financial Corp.

      111,017    2,152,620

Lakeland Bancorp Inc.(2)

      99,458    1,558,507

Lakeland Financial Corp.

      52,691    1,279,864

Macatawa Bank Corp.

      66,898    1,564,744

MainSource Financial Group Inc.

      82,601    1,439,735

MB Financial Inc.

      117,457    4,153,280

MBT Financial Corp.

      81,075    1,297,200

Mercantile Bank Corp.

      33,635    1,340,355

MetroCorp Bancshares Inc.

      23,747    695,312

Mid-State Bancshares

      122,446    3,428,488

Midwest Banc Holdings Inc.

      79,185    1,761,866

Nara Bancorp Inc.

      50,894    954,262

National Penn Bancshares Inc.(2)

      255,935    5,082,869

NBT Bancorp Inc.

      188,683    4,383,106

Northern Empire Bancshares(1)

      37,945    910,680

Old National Bancorp

      368,359    7,356,129

Old Second Bancorp Inc.

      66,910    2,074,210

Omega Financial Corp.

      69,131    2,164,492

Oriental Financial Group Inc.

      115,225    1,470,271

Pacific Capital Bancorp

      233,230    7,258,118

Park National Corp.(2)

      65,227    6,445,080

Peoples Bancorp Inc.

      58,180    1,736,091

Pinnacle Financial Partners Inc.(1)

      28,177    857,426

Placer Sierra Bancshares

      33,650    780,343

Preferred Bank

      1,557    83,471

PremierWest Bancorp

      72,172    1,041,440

Prosperity Bancshares Inc.(2)

      140,477    4,620,289

Provident Bankshares Corp.

      180,876    6,582,078

R&G Financial Corp. Class B

      152,665    1,311,392

Renasant Corp.

      56,774    2,290,831

Republic Bancorp Inc.

      409,387    5,072,305

Republic Bancorp Inc. Class A

      41,339    851,583

Royal Bancshares of Pennsylvania Class A

      25,149    610,618

S&T Bancorp Inc.

      142,675    4,741,090

Sandy Spring Bancorp Inc.

      81,260    2,930,236

Santander BanCorp

      24,062    592,406

SCBT Financial Corp.

      47,620    1,697,653

Seacoast Banking Corp. of Florida

      21,928    583,943

Security Bank Corp.

      79,115    1,761,891

Shore Bancshares Inc.

      45,915    1,245,674

Simmons First National Corp. Class A

      78,295    2,271,338

Southside Bancshares Inc.

      51,236    1,143,588

Southwest Bancorp Inc.

      77,660    1,980,330

State National Bancshares Inc.

      57,767    2,201,500

Sterling Bancorp

      103,080    2,010,060

Sterling Bancshares Inc.

      250,864    4,703,700

Sterling Financial Corp. (Pennsylvania)

      139,608    3,057,415

Summit Bancshares Inc.

      40,519    859,408

Sun Bancorp Inc. (New Jersey)(1)(2)

      77,861    1,264,463

Superior Bancorp(1)

      8,670    95,370

Susquehanna Bancshares Inc.

      257,743    6,160,058

SY Bancorp Inc.

      52,756    1,449,735

Taylor Capital Group Inc.

      32,744    1,336,283

Texas Regional Bancshares Inc. Class A

      223,685    8,482,135

Texas United Bancshares Inc.

      50,823    1,430,667

Tompkins Trustco Inc.

      30,963    1,331,409

TriCo Bancshares

      56,459    1,545,847

Trustmark Corp.

      255,284    7,906,145

UCBH Holdings Inc.

      117,679    1,946,411

UMB Financial Corp.

      173,589    5,787,457

Umpqua Holdings Corp.

      307,812    7,895,378

Union Bankshares Corp.

      48,424    2,089,011

United Bancshares Inc.

      203,923    7,469,699

United Community Banks Inc.

      165,223    5,029,388

Univest Corp. of Pennsylvania

      63,115    1,743,236

USB Holding Co. Inc.

      36,561    822,623

Virginia Financial Group Inc.

      39,400    1,663,468

W Holding Co. Inc.

      597,641    3,974,313

Washington Trust Bancorp Inc.

      63,142    1,750,296

WesBanco Inc.

      120,394    3,731,010

West Bancorporation

      12,282    229,305

West Coast Bancorp

      80,821    2,381,795

Westamerica Bancorp

      99,192    4,857,432

Wintrust Financial Corp.

      79,675    4,051,474

Yardville National Bancorp

      46,659    1,667,126
           
            445,443,724

BEVERAGES—0.04%

            

Boston Beer Co. Inc. Class A(1)

      16,901    495,030

Farmer Brothers Co.

      36,707    795,808
           
            1,290,838

BIOTECHNOLOGY—0.75%

            

ADVENTRX Pharmaceuticals Inc.(1)

      50,741    160,849

Applera Corp. - Celera Genomics Group(1)

      422,499    5,471,362

Arena Pharmaceuticals Inc.(1)(2)

      79,098    915,955

ARIAD Pharmaceuticals Inc.(1)

      142,464    642,513

Bio-Rad Laboratories Inc. Class A(1)

      102,195    6,636,543

Cambrex Corp.

      146,900    3,059,927

Cotherix Inc.(1)

      106,234    914,675

deCODE genetics Inc.(1)

      51,779    320,512

Genitope Corp.(1)

      37,179    234,971

Geron Corp.(1)

      187,044    1,290,604

Incyte Corp.(1)

      210,259    967,191

Martek Biosciences Corp.(1)

      61,242    1,772,956

Maxygen Inc.(1)

      161,699    1,209,509

Northfield Laboratories Inc.(1)

      91,412    904,065

Savient Pharmaceuticals Inc.(1)

      339,405    1,781,876

Serologicals Corp.(1)(2)

      16,500    518,760
           
            26,802,268

BUILDING MATERIALS—0.53%

            

Apogee Enterprises Inc.

      33,510    492,597

Comfort Systems USA Inc.

      146,107    2,087,869

ElkCorp

      70,933    1,969,809

Goodman Global Inc.(1)

      45,003    683,146

LSI Industries Inc.

      109,878    1,866,827

Simpson Manufacturing Co. Inc.

      20,512    739,458

Texas Industries Inc.

      104,377    5,542,419

U.S. Concrete Inc.(1)

      34,845    385,037

Universal Forest Products Inc.

      82,346    5,165,565
           
            18,932,727

CHEMICALS—2.27%

            

Arch Chemicals Inc.

      121,230    4,370,341

CF Industries Holdings Inc.

      302,029    4,306,934

Ferro Corp.

      234,208    3,737,960

Fuller (H.B.) Co.

      161,401    7,032,242

Georgia Gulf Corp.

      167,460    4,189,849

Grace (W.R.) & Co.(1)(2)

      193,271    2,261,271

Hercules Inc.(1)

      285,617    4,358,515

Innospec Inc.

      67,480    1,715,342

Minerals Technologies Inc.

      109,139    5,675,228

NL Industries Inc.

      13,503    145,157

Olin Corp.

      359,183    6,440,151

OM Group Inc.(1)

      160,901    4,963,796

OMNOVA Solutions Inc.(1)

      118,015    670,325

Pioneer Companies Inc.(1)

      6,325    172,546

PolyOne Corp.(1)

      507,799    4,458,475

Rockwood Holdings Inc.(1)

      193,157    4,444,543

Schulman (A.) Inc.

      153,588    3,515,629

Sensient Technologies Corp.

      254,378    5,319,044

Spartech Corp.

      175,930    3,976,018

Stepan Co.

      33,802    1,067,467

Terra Industries Inc.(1)

      522,338    3,327,293

Tronox Inc. Class B

      226,780    2,986,693

UAP Holding Corp.

      111,207    2,425,425
           
            81,560,244

COAL—0.02%

            

International Coal Group Inc.(1)

      102,249    735,170
           
            735,170

COMMERCIAL SERVICES—3.94%

            

ABM Industries Inc.

      240,065    4,105,111

ACE Cash Express Inc.(1)

      61,079    1,787,782

Albany Molecular Research Inc.(1)

      88,079    940,684

Alderwoods Group Inc.(1)

      223,235    4,344,153

AMN Healthcare Services Inc.(1)

      11,771    238,951

Arbitron Inc.

      38,162    1,462,749

Banta Corp.

      131,757    6,104,302

BearingPoint Inc.(1)

      934,191    7,819,179

Bowne & Co. Inc.

      174,490    2,495,207

CBIZ Inc.(1)

      188,357    1,395,725

CDI Corp.

      57,810    1,676,490

Central Parking Corp.

      54,938    879,008

Clark Inc.

      87,563    1,155,832

Clayton Holdings Inc.(1)

      2,406    31,398

Coinmach Service Corp. Class A

      71,150    729,287

Coinstar Inc.(1)

      143,517    3,435,797

Compass Diversified Trust(1)

      71,926    1,026,384

Consolidated Graphics Inc.(1)

      20,766    1,081,078

Cornell Companies Inc.(1)

      62,687    962,872

CorVel Corp.(1)

      18,041    451,025

CRA International Inc.(1)

      5,027    226,919

Cross Country Healthcare Inc.(1)

      152,394    2,772,047

Deluxe Corp.

      281,572    4,921,879

Dollar Thrifty Automotive Group Inc.(1)

      135,264    6,096,348

DynCorp International Inc.(1)

      56,578    587,280

Educate Inc.(1)

      97,042    743,342

Electro Rent Corp.(1)

      104,535    1,674,651

Exponent Inc.(1)

      87,986    1,486,963

First Advantage Corp. Class A(1)

      4,603    107,066

Forrester Research Inc.(1)

      19,567    547,485

FTI Consulting Inc.(1)

      97,400    2,607,398

Global Cash Access Inc.(1)

      36,175    565,415

HealthSpring Inc.(1)

      23,090    432,937

Heidrick & Struggles International Inc.(1)

      16,809    568,817

Hudson Highland Group Inc.(1)

      8,893    95,955

Interactive Data Corp.(1)

      196,794    3,953,591

Kelly Services Inc. Class A

      69,929    1,899,971

Korn/Ferry International(1)

      50,009    979,676

Landauer Inc.

      21,972    1,052,459

LECG Corp.(1)

      27,152    501,497

Live Nation Inc.(1)

      258,417    5,261,370

MAXIMUS Inc.

      117,679    2,724,269

MPS Group Inc.(1)

      357,332    5,381,420

Navigant Consulting Inc.(1)

      16,803    380,588

NCO Group Inc.(1)

      177,346    4,689,028

PHH Corp.(1)

      292,382    8,052,200

PRA International(1)

      19,817    441,325

QC Holdings Inc.(1)

      21,549    291,127

Rent-A-Center Inc.(1)

      381,069    9,473,375

Rewards Network Inc.(1)

      36,502    298,221

SFBC International Inc.(1)

      99,649    1,510,679

Source Interlink Companies Inc.(1)(2)

      156,504    1,862,398

SOURCECORP Inc.(1)

      85,232    2,112,901

Spherion Corp.(1)

      150,847    1,375,725

Standard Parking Corp.(1)

      1,423    38,535

StarTek Inc.

      57,360    857,532

Stewart Enterprises Inc. Class A

      576,756    3,316,347

TNS Inc.(1)

      100,609    2,081,600

Valassis Communications Inc.(1)

      109,367    2,579,968

Vertrue Inc.(1)

      41,469    1,784,411

Viad Corp.

      121,789    3,811,996

Volt Information Sciences Inc.(1)

      45,525    2,121,465

Watson Wyatt Worldwide Inc.

      180,457    6,341,259

Wright Express Corp.(1)

      35,833    1,029,840
           
            141,762,289

COMPUTERS—2.37%

            

Advanced Digital Information Corp.(1)

      340,463    4,007,250

Agilysys Inc.

      167,542    3,015,756

BISYS Group Inc. (The)(1)

      505,057    6,919,281

Brocade Communications Systems Inc.(1)

      511,240    3,139,014

CACI International Inc. Class A(1)

      28,840    1,682,237

CIBER Inc.(1)

      280,611    1,849,226

Covansys Corp.(1)

      171,309    2,153,354

Echelon Corp.(1)

      169,127    1,266,761

Electronics For Imaging Inc.(1)

      317,834    6,636,374

Gateway Inc.(1)

      1,422,455    2,702,664

Hutchinson Technology Inc.(1)

      140,781    3,045,093

iGATE Corp.(1)

      11,000    70,290

IHS Inc. Class A(1)

      14,616    433,072

Imation Corp.

      191,451    7,859,064

Integral Systems Inc.

      3,431    92,054

Intergraph Corp.(1)

      23,687    745,904

Komag Inc.(1)(2)

      41,317    1,908,019

Magma Design Automation Inc.(1)

      185,165    1,360,963

Manhattan Associates Inc.(1)

      135,672    2,752,785

McDATA Corp. Class A(1)

      845,319    3,448,902

Mentor Graphics Corp.(1)

      440,633    5,719,416

Mercury Computer Systems Inc.(1)

      83,595    1,286,527

MTS Systems Corp.

      12,314    486,526

Ness Technologies Inc.(1)

      94,099    1,011,564

NetScout Systems Inc.(1)

      25,887    230,912

Palm Inc.(1)(2)

      476,353    7,669,283

Perot Systems Corp. Class A(1)

      474,300    6,867,864

Quantum Corp.(1)

      1,037,026    2,717,008

RadiSys Corp.(1)

      80,462    1,766,946

SI International Inc.(1)

      39,150    1,200,339

Silicon Storage Technology Inc.(1)

      313,318    1,272,071
           
            85,316,519

COSMETICS & PERSONAL CARE—0.13%

            

Chattem Inc.(1)

      31,875    968,044

Elizabeth Arden Inc.(1)

      142,442    2,546,863

Inter Parfums Inc.

      8,605    148,178

Revlon Inc. Class A(1)

      860,070    1,083,688
           
            4,746,773

DISTRIBUTION & WHOLESALE—0.70%

            

Aviall Inc.(1)

      41,870    1,989,662

BlueLinx Holdings Inc.

      68,804    896,516

Building Materials Holdings Corp.(2)

      158,882    4,428,041

Central European Distribution Corp.(1)

      29,986    754,448

Core-Mark Holding Co. Inc.(1)

      54,417    1,948,129

Owens & Minor Inc.

      220,031    6,292,887

ScanSource Inc.(1)

      9,013    264,261

United Stationers Inc.(1)

      173,362    8,550,214
           
            25,124,158

DIVERSIFIED FINANCIAL SERVICES—1.86%

            

Accredited Home Lenders Holding Co.(1)(2)

      98,964    4,731,469

Advanta Corp. Class B

      93,340    3,355,573

Asset Acceptance Capital Corp.(1)

      22,923    453,875

Calamos Asset Management Inc. Class A

      18,813    545,389

CharterMac

      285,937    5,349,881

Cohen & Steers Inc.

      15,077    355,817

CompuCredit Corp.(1)

      24,778    952,466

Doral Financial Corp.

      369,646    2,369,431

eSpeed Inc.(1)

      112,522    937,308

Federal Agricultural Mortgage Corp.(2)

      60,856    1,685,711

Financial Federal Corp.

      148,626    4,133,289

Friedman, Billings, Ramsey Group Inc. Class A

      806,212    8,844,146

GAMCO Investors Inc. Class A

      30,952    1,137,796

Knight Capital Group Inc. Class A(1)

      572,907    8,725,374

LaBranche & Co. Inc.(1)(2)

      291,008    3,524,107

MarketAxess Holdings Inc.(1)

      96,054    1,057,555

Marlin Business Services Corp.(1)

      45,225    1,020,276

National Financial Partners Corp.

      35,095    1,555,059

Ocwen Financial Corp.(1)

      187,895    2,388,145

Piper Jaffray Companies Inc.(1)

      114,030    6,979,776

Sanders Morris Harris Group Inc.

      73,099    1,104,526

Stifel Financial Corp.(1)

      33,277    1,175,011

SWS Group Inc.

      86,711    2,091,469

Waddell & Reed Financial Inc. Class A

      100,007    2,056,144

World Acceptance Corp.(1)

      7,948    282,313
           
            66,811,906

ELECTRIC—3.08%

            

ALLETE Inc.

      137,854    6,527,387

Aquila Inc.(1)

      2,051,820    8,638,162

Avista Corp.

      268,428    6,128,211

Black Hills Corp.

      182,488    6,264,813

CH Energy Group Inc.

      86,509    4,152,432

Cleco Corp.

      276,648    6,432,066

Duquesne Light Holdings Inc.(2)

      430,111    7,071,025

El Paso Electric Co.(1)

      265,686    5,356,230

Empire District Electric Co. (The)

      164,376    3,377,927

IDACORP Inc.

      234,875    8,053,864

ITC Holdings Corp.

      11,282    299,876

MGE Energy Inc.

      112,266    3,497,086

NorthWestern Corp.

      194,807    6,691,620

Ormat Technologies Inc.

      5,207    198,647

Otter Tail Corp.

      161,705    4,419,398

PNM Resources Inc.

      377,719    9,427,866

Portland General Electric Co.

      147,507    3,683,250

UIL Holdings Corp.

      80,831    4,549,977

UniSource Energy Corp.

      192,467    5,995,347

Westar Energy Inc.

      478,198    10,066,068
           
            110,831,252

ELECTRICAL COMPONENTS & EQUIPMENT—0.75%

            

Advanced Energy Industries Inc.(1)

      33,456    442,957

Belden CDT Inc.(2)

      233,436    7,715,060

EnerSys(1)

      255,496    5,339,866

General Cable Corp.(1)

      21,912    766,920

GrafTech International Ltd.(1)

      291,778    1,692,312

Greatbatch Inc.(1)

      90,853    2,144,131

Littelfuse Inc.(1)

      61,742    2,122,690

Powell Industries Inc.(1)

      42,267    1,011,449

Power-One Inc.(1)

      291,849    1,926,203

Superior Essex Inc.(1)

      102,624    3,071,536

Universal Display Corp.(1)

      45,225    601,945
           
            26,835,069

ELECTRONICS—1.87%

            

Analogic Corp.

      32,668    1,522,655

Badger Meter Inc.

      22,407    604,989

Bel Fuse Inc. Class B

      55,232    1,812,162

Benchmark Electronics Inc.(1)

      278,326    6,713,223

Brady Corp. Class A

      89,897    3,311,805

Checkpoint Systems Inc.(1)

      215,004    4,775,239

Coherent Inc.(1)

      72,095    2,431,764

CTS Corp.

      88,432    1,316,752

Cubic Corp.

      85,354    1,673,792

Cymer Inc.(1)

      11,287    524,394

Eagle Test Systems Inc.(1)

      15,691    219,988

Electro Scientific Industries Inc.(1)

      159,138    2,862,893

Excel Technology Inc.(1)

      22,781    681,608

KEMET Corp.(1)

      476,233    4,390,868

Methode Electronics Inc.

      204,650    2,150,871

Metrologic Instruments Inc.(1)

      18,731    281,152

Molecular Devices Corp.(1)

      11,450    349,912

OSI Systems Inc.(1)

      49,786    884,697

Park Electrochemical Corp.

      100,338    2,583,703

Paxar Corp.(1)

      225,319    4,634,812

Photon Dynamics Inc.(1)

      39,650    496,418

Rofin-Sinar Technologies Inc.(1)

      5,050    290,223

Technitrol Inc.

      222,589    5,152,935

TTM Technologies Inc.(1)

      29,796    431,148

Varian Inc.(1)

      112,446    4,667,633

Viisage Technology Inc.(1)(2)

      107,342    1,627,305

Watts Water Technologies Inc. Class A

      105,968    3,555,226

Woodward Governor Co.

      164,968    5,033,174

X-Rite Inc.

      70,867    778,828

Zygo Corp.(1)

      99,117    1,624,528
           
            67,384,697

ENERGY - ALTERNATE SOURCES—0.16%

            

FuelCell Energy Inc.(1)(2)

      262,113    2,511,043

Headwaters Inc.(1)

      101,402    2,591,835

Quantum Fuel Systems Technologies Worldwide Inc.(1)(2)

      237,954    809,044
           
            5,911,922

ENGINEERING & CONSTRUCTION—0.99%

            

Dycom Industries Inc.(1)

      221,280    4,711,051

EMCOR Group Inc.(1)

      172,645    8,402,632

Granite Construction Inc.

      136,894    6,197,191

Infrasource Services Inc.(1)

      146,443    2,666,727

Insituform Technologies Inc. Class A(1)

      149,163    3,414,341

Layne Christensen Co.(1)

      41,761    1,183,924

Perini Corp.(1)

      12,287    276,457

Sterling Construction Co. Inc.(1)

      5,864    161,846

Washington Group International Inc.

      158,893    8,475,353
           
            35,489,522

ENTERTAINMENT—0.55%

            

Bally Technologies Inc.(1)

      37,777    622,187

Bluegreen Corp.(1)

      114,715    1,314,634

Carmike Cinemas Inc.

      67,556    1,424,080

Churchill Downs Inc.

      47,951    1,795,765

Dover Motorsports Inc.

      90,104    528,910

Great Wolf Resorts Inc.(1)

      147,112    1,766,815

Macrovision Corp.(1)

      41,431    891,595

Magna Entertainment Corp. Class A(1)(2)

      219,380    1,153,939

Pinnacle Entertainment Inc.(1)

      100,007    3,065,215

Six Flags Inc.(1)(2)

      390,314    2,193,565

Speedway Motorsports Inc.

      83,990    3,169,783

Steinway Musical Instruments Inc.(1)

      40,187    985,385

Vail Resorts Inc.(1)

      20,104    745,858
           
            19,657,731

ENVIRONMENTAL CONTROL—0.59%

            

Calgon Carbon Corp.

      217,963    1,327,395

Casella Waste Systems Inc. Class A(1)

      6,505    85,150

Metal Management Inc.

      142,996    4,378,538

Mine Safety Appliances Co.

      65,097    2,616,899

Synagro Technologies Inc.

      337,042    1,324,575

Tetra Tech Inc.(1)

      123,467    2,190,305

Waste Connections Inc.(1)

      180,860    6,583,304

Waste Holdings Inc.

      38,775    879,417

Waste Services Inc.(1)

      193,672    1,741,114
           
            21,126,697

FOOD—1.86%

            

Chiquita Brands International Inc.

      231,042    3,183,759

Diamond Foods Inc.

      21,142    339,752

Flowers Foods Inc.

      127,397    3,648,650

Gold Kist Inc.(1)

      280,123    3,745,245

Great Atlantic & Pacific Tea Co.

      105,725    2,402,072

Hain Celestial Group Inc.(1)

      170,430    4,390,277

Imperial Sugar Co.

      62,051    1,471,850

Ingles Markets Inc. Class A

      64,521    1,096,857

J&J Snack Foods Corp.

      37,907    1,253,584

Lance Inc.

      100,533    2,314,270

M&F Worldwide Corp.(1)

      57,886    931,965

Nash Finch Co.

      73,191    1,558,236

Pathmark Stores Inc.(1)

      263,889    2,483,195

Performance Food Group Co.(1)

      189,736    5,764,180

Pilgrim’s Pride Corp.

      222,100    5,730,180

Premium Standard Farms Inc.

      75,841    1,230,899

Ralcorp Holdings Inc.(1)

      132,849    5,650,068

Ruddick Corp.

      218,398    5,352,935

Sanderson Farms Inc.

      93,177    2,608,024

Seaboard Corp.(2)

      1,944    2,488,320

Spartan Stores Inc.

      115,394    1,688,214

Tootsie Roll Industries Inc.

      20,881    608,264

TreeHouse Foods Inc.(1)

      170,630    4,076,351

Village Super Market Inc. Class A

      9,002    588,461

Weis Markets Inc.

      52,349    2,156,779
           
            66,762,387

FOREST PRODUCTS & PAPER—0.98%

            

Bowater Inc.

      306,953    6,983,181

Buckeye Technologies Inc.(1)

      206,708    1,579,249

Caraustar Industries Inc.(1)

      159,593    1,436,337

Glatfelter Co.

      243,964    3,871,709

Longview Fibre Co.

      207,457    3,960,354

Mercer International Inc.(1)(2)

      148,914    1,292,574

Potlatch Corp.

      212,029    8,004,095

Rock-Tenn Co. Class A

      175,132    2,793,355

Schweitzer-Mauduit International Inc.

      84,724    1,834,275

Wausau Paper Corp.

      231,802    2,885,935

Xerium Technologies Inc.

      52,376    493,382
           
            35,134,446

GAS—1.84%

            

Cascade Natural Gas Corp.

      63,017    1,329,029

EnergySouth Inc.

      37,874    1,182,805

Laclede Group Inc. (The)

      117,059    4,022,147

New Jersey Resources Corp.

      153,827    7,196,027

Nicor Inc.

      243,583    10,108,695

Northwest Natural Gas Co.

      151,362    5,604,935

Peoples Energy Corp.(2)

      210,813    7,570,295

Piedmont Natural Gas Co.

      418,986    10,181,360

South Jersey Industries Inc.

      160,055    4,383,906

Southwest Gas Corp.

      219,836    6,889,660

WGL Holdings Inc.

      267,640    7,748,178
           
            66,217,037

HAND & MACHINE TOOLS—0.17%

            

Baldor Electric Co.

      88,356    2,764,659

Regal-Beloit Corp.

      78,127    3,449,307
           
            6,213,966

HEALTH CARE - PRODUCTS—1.04%

            

Biosite Inc.(1)

      11,993    547,600

CONMED Corp.(1)

      154,207    3,192,085

Datascope Corp.

      65,927    2,033,189

Encore Medical Corp.(1)

      146,780    706,012

HealthTronics Inc.(1)

      192,423    1,472,036

ICU Medical Inc.(1)

      48,847    2,063,297

Invacare Corp.

      170,332    4,237,860

Inverness Medical Innovations Inc.(1)

      142,453    4,021,448

Kensey Nash Corp.(1)

      42,495    1,253,603

Medical Action Industries Inc.(1)

      34,681    766,103

Merge Technologies Inc.(1)

      61,562    757,828

Merit Medical Systems Inc.(1)

      149,440    2,056,294

Northstar Neuroscience Inc.(1)

      11,065    114,855

Oakley Inc.

      90,408    1,523,375

Steris Corp.

      371,350    8,489,061

Symmetry Medical Inc.(1)

      27,560    424,424

Thoratec Corp.(1)

      34,725    481,636

Viasys Healthcare Inc.(1)

      63,425    1,623,680

Visicu Inc.(1)

      6,352    112,113

Vital Sign Inc.

      4,012    198,714

Wright Medical Group Inc.(1)

      19,333    404,640

Young Innovations Inc.

      1,998    70,390

Zoll Medical Corp.(1)

      21,392    700,802
           
            37,251,045

HEALTH CARE - SERVICES—1.30%

            

Air Methods Corp.(1)

      6,607    172,971

Alliance Imaging Inc.(1)

      38,206    244,518

AMERIGROUP Corp.(1)

      231,460    7,184,518

AmSurg Corp.(1)

      62,284    1,416,961

Apria Healthcare Group Inc.(1)

      209,000    3,950,100

Capital Senior Living Corp.(1)

      119,335    1,226,764

Emeritus Corp.(1)

      10,484    196,575

Genesis HealthCare Corp.(1)

      107,401    5,087,585

Gentiva Health Services Inc.(1)

      69,109    1,107,817

Horizon Health Corp.(1)

      82,383    1,720,157

Kindred Healthcare Inc.(1)

      184,085    4,786,210

Magellan Health Services Inc.(1)

      175,219    7,939,173

Matria Healthcare Inc.(1)

      6,097    130,598

MedCath Corp.(1)

      27,413    516,461

Molina Healthcare Inc.(1)

      35,176    1,338,447

National Healthcare Corp.

      5,738    255,628

Odyssey Healthcare Inc.(1)

      43,059    756,547

Option Care Inc.

      132,045    1,581,899

RehabCare Group Inc.(1)

      93,177    1,619,416

Res-Care Inc.(1)

      121,240    2,424,800

Sunrise Senior Living Inc.(1)

      58,983    1,630,880

Symbion Inc.(1)

      48,092    998,390

VistaCare Inc. Class A(1)

      29,730    359,733
           
            46,646,148

HOLDING COMPANIES - DIVERSIFIED—0.08%

            

Resource America Inc. Class A

      86,298    1,643,977

Star Maritime Acquisition Corp.(1)

      103,552    1,052,088
           
            2,696,065

HOME BUILDERS—0.79%

            

AMREP Corporation

      1,775    96,418

Brookfield Homes Corp.

      41,940    1,381,923

Cavco Industries Inc.(1)

      21,841    970,614

Hovnanian Enterprises Inc. Class A(1)

      198,152    5,960,412

Levitt Corp. Class A

      89,752    1,436,032

M/I Homes Inc.

      57,952    2,032,956

Meritage Homes Corp.(1)

      124,107    5,864,056

Monaco Coach Corp.(2)

      146,726    1,863,420

Orleans Homebuilders Inc.

      25,854    420,128

Palm Harbor Homes Inc.(1)(2)

      37,456    658,851

Skyline Corp.

      37,435    1,601,469

Technical Olympic USA Inc.

      107,928    1,549,846

WCI Communities Inc.(1)(2)

      183,471    3,695,106

Williams Scotsman International Inc.(1)

      10,446    228,141

Winnebago Industries Inc.

      15,902    493,598
           
            28,252,970

HOME FURNISHINGS—0.60%

            

Audiovox Corp. Class A(1)

      90,821    1,240,615

DTS Inc.(1)

      22,575    439,761

Ethan Allen Interiors Inc.(2)

      144,548    5,283,229

Furniture Brands International Inc.(2)

      247,601    5,160,005

Hooker Furniture Corp.

      58,680    984,064

Kimball International Inc. Class B

      83,453    1,644,859

La-Z-Boy Inc.(2)

      283,835    3,973,690

Sealy Corp.(1)

      66,144    877,731

Stanley Furniture Co. Inc.

      67,225    1,611,383

Universal Electronics Inc.(1)

      10,668    188,930
           
            21,404,267

HOUSEHOLD PRODUCTS & WARES—1.14%

            

ACCO Brands Corp.(1)

      150,033    3,285,723

American Greetings Corp. Class A

      292,914    6,154,123

Blyth Inc.

      141,687    2,615,542

Central Garden & Pet Co.(1)

      108,297    4,662,186

CSS Industries Inc.

      37,055    1,065,331

Ennis Inc.

      139,853    2,752,307

Fossil Inc.(1)

      136,986    2,467,118

Harland (John H.) Co.

      89,143    3,877,721

Playtex Products Inc.(1)

      84,604    882,420

Prestige Brands Holdings Inc.(1)

      182,646    1,820,981

Russ Berrie & Co. Inc.(1)

      64,608    792,094

Spectrum Brands Inc.(1)

      202,696    2,618,832

Standard Register Co. (The)

      97,927    1,160,435

Tupperware Brands Corp.

      180,734    3,558,652

WD-40 Co.

      47,567    1,596,824

Yankee Candle Co. Inc. (The)

      67,155    1,679,547
           
            40,989,836

HOUSEWARES—0.04%

            

Lifetime Brands Inc.(2)

      10,880    235,770

National Presto Industries Inc.

      26,045    1,361,633
           
            1,597,403

INSURANCE—4.68%

            

Affirmative Insurance Holdings Inc.

      41,246    645,500

Alfa Corp.

      178,590    2,957,450

American Equity Investment Life Holding Co.

      305,331    3,254,828

American Physicians Capital Inc.(1)

      37,641    1,979,540

Argonaut Group Inc.(1)

      171,635    5,155,915

Baldwin & Lyons Inc. Class B

      44,401    1,132,226

Bristol West Holdings Inc.

      83,919    1,342,704

Capital Title Group Inc.

      141,236    1,040,909

CNA Surety Corp.(1)

      87,770    1,516,666

Commerce Group Inc.

      298,327    8,812,580

Crawford & Co. Class B

      128,119    919,894

Delphi Financial Group Inc. Class A

      227,258    8,263,101

Direct General Corp.(2)

      81,081    1,371,891

Donegal Group Inc. Class A

      71,259    1,383,137

EMC Insurance Group Inc.

      32,500    934,700

Enstar Group Inc.(1)

      1,026    94,587

FBL Financial Group Inc. Class A

      74,571    2,416,100

First Acceptance Corp.(1)

      38,749    456,463

FPIC Insurance Group Inc.(1)

      57,328    2,221,460

Great American Financial Resources Inc.

      48,375    1,012,489

Harleysville Group Inc.

      75,483    2,394,321

Hilb, Rogal & Hobbs Co.

      184,106    6,861,631

Horace Mann Educators Corp.

      236,010    4,000,370

Independence Holding Co.

      27,592    618,337

Infinity Property & Casualty Corp.

      113,487    4,652,967

James River Group Inc.(1)

      50,096    1,247,390

Kansas City Life Insurance Co.

      21,928    924,704

LandAmerica Financial Group Inc.

      94,339    6,094,299

Meadowbrook Insurance Group(1)

      138,078    1,148,809

Midland Co. (The)

      63,853    2,425,137

National Interstate Corp.

      32,614    884,492

National Western Life Insurance Co. Class A

      12,374    2,965,429

Navigators Group Inc. (The)(1)

      71,629    3,138,783

NYMAGIC Inc.

      31,767    922,831

Odyssey Re Holdings Corp.(2)

      70,559    1,859,230

Ohio Casualty Corp.

      348,982    10,375,235

Phoenix Companies Inc.

      618,013    8,701,623

PMA Capital Corp. Class A(1)

      176,934    1,822,420

Presidential Life Corp.

      117,788    2,895,229

ProAssurance Corp.(1)

      171,207    8,248,753

RLI Corp.

      122,489    5,901,520

Safety Insurance Group Inc.

      71,542    3,401,822

SCPIE Holdings Inc.(1)

      55,162    1,282,517

SeaBright Insurance Holdings Inc.(1)

      87,270    1,405,920

Selective Insurance Group Inc.

      151,005    8,436,649

State Auto Financial Corp.

      78,984    2,570,139

Stewart Information Services Corp.

      94,415    3,428,209

Triad Guaranty Inc.(1)

      63,185    3,088,483

21st Century Insurance Group

      152,431    2,195,006

United Fire & Casualty Co.

      113,210    3,411,017

Universal American Financial Corp.(1)

      208,984    2,748,140

USI Holdings Corp.(1)

      253,340    3,397,289

Zenith National Insurance Corp.

      202,706    8,041,347
           
            168,402,188

INTERNET—2.02%

            

Agile Software Corp.(1)

      268,841    1,704,452

Ariba Inc.(1)

      409,344    3,368,901

@Road Inc.(1)

      125,010    690,055

Avocent Corp.(1)

      240,065    6,301,706

CMGI Inc.(1)

      2,536,067    3,068,641

Cogent Communications Group Inc.(1)

      115,149    1,078,946

EarthLink Inc.(1)

      732,043    6,339,492

FTD Group Inc.(1)

      70,477    951,440

Harris Interactive Inc.(1)

      210,449    1,199,559

i2 Technologies Inc.(1)

      26,120    330,940

InfoSpace Inc.(1)

      80,815    1,832,076

Internet Capital Group Inc.(1)

      215,026    1,935,234

Internet Security Systems Inc.(1)

      197,023    3,713,884

Interwoven Inc.(1)

      121,169    1,039,630

iPass Inc.(1)

      110,828    620,637

NetBank Inc.

      254,317    1,686,122

NetRatings Inc.(1)

      73,045    1,014,595

1-800-FLOWERS.COM Inc.(1)

      18,714    107,980

ProQuest Co.(1)

      139,336    1,712,439

RealNetworks Inc.(1)

      144,946    1,550,922

RSA Security Inc.(1)

      350,486    9,529,714

S1 Corp.(1)

      389,386    1,869,053

Secure Computing Corp.(1)

      232,074    1,995,836

SonicWALL Inc.(1)

      353,548    3,178,397

Stellent Inc.

      73,420    701,161

TIBCO Software Inc.(1)

      1,007,529    7,103,079

United Online Inc.

      352,278    4,227,336

Vignette Corp.(1)

      111,076    1,619,488

webMethods Inc.(1)

      215,325    2,125,258
           
            72,596,973

INVESTMENT COMPANIES—0.68%

            

Apollo Investment Corp.

      445,634    8,235,316

Ares Capital Corp.

      209,163    3,541,130

Capital Southwest Corp.

      15,039    1,570,824

Gladstone Capital Corp.(2)

      62,073    1,327,741

Gladstone Investment Corp.

      32,966    494,490

Harris & Harris Group Inc.(1)

      22,786    251,557

MCG Capital Corp.

      292,974    4,658,287

Medallion Financial Corp.

      80,565    1,044,122

MVC Capital Inc.

      93,872    1,261,640

NGP Capital Resources Co.

      95,501    1,397,180

Technology Investment Capital Corp.

      48,918    716,649
           
            24,498,936

IRON & STEEL—0.87%

            

Chaparral Steel Co.(1)

      102,488    7,381,186

Cleveland-Cliffs Inc.

      78,333    6,211,024

Gibraltar Industries Inc.

      132,898    3,854,042

Olympic Steel Inc.

      45,937    1,625,710

Oregon Steel Mills Inc.(1)

      25,881    1,311,131

Ryerson Inc.(2)

      142,952    3,859,704

Schnitzer Steel Industries Inc. Class A

      123,978    4,398,739

Shiloh Industries Inc.(1)

      26,478    398,229

Steel Technologies Inc.

      62,703    1,218,946

Wheeling-Pittsburgh Corp.(1)

      59,130    1,176,096
           
            31,434,807

LEISURE TIME—0.48%

            

Ambassadors International Inc.

      39,216    911,772

Arctic Cat Inc.

      70,467    1,374,811

Bally Total Fitness Holding Corp.(1)

      154,636    1,048,432

Callaway Golf Co.

      415,387    5,395,877

K2 Inc.(1)

      258,232    2,825,058

Marine Products Corp.

      29,465    286,694

Multimedia Games Inc.(1)

      148,974    1,509,107

Nautilus Inc.

      43,749    687,297

Navigant International Inc.(1)

      85,157    1,365,067

Polaris Industries Inc.

      44,276    1,917,151
           
            17,321,266

LODGING—0.82%

            

Ameristar Casinos Inc.

      105,061    2,043,436

Aztar Corp.(1)

      147,057    7,641,082

Gaylord Entertainment Co.(1)

      222,974    9,730,585

Lakes Gaming Inc.(1)

      125,552    1,517,924

Lodgian Inc.(1)

      103,802    1,479,179

Marcus Corp.

      117,924    2,462,253

MTR Gaming Group Inc.(1)

      93,644    878,381

Riviera Holdings Corp.(1)

      27,440    554,288

Trump Entertainment Resorts Inc.(1)

      153,648    3,096,007
           
            29,403,135

MACHINERY—0.88%

            

Albany International Corp. Class A

      48,097    2,038,832

Briggs & Stratton Corp.

      280,692    8,732,328

Cascade Corp.

      68,838    2,722,543

Cognex Corp.

      19,697    512,713

Gehl Corp.(1)

      38,396    980,250

Gerber Scientific Inc.(1)

      102,347    1,331,534

Gorman-Rupp Co. (The)

      50,144    1,333,830

Kadant Inc.(1)

      74,647    1,716,881

Lindsay Manufacturing Co.

      54,352    1,474,026

NACCO Industries Inc.

      30,284    4,161,324

Nordson Corp.

      21,967    1,080,337

Robbins & Myers Inc.(2)

      64,505    1,686,161

Sauer-Danfoss Inc.

      13,014    330,816

Tecumseh Products Co. Class A(1)

      91,184    1,750,733

Tennant Co.

      37,771    1,899,126
           
            31,751,434

MANUFACTURING—1.40%

            

Ameron International Corp.

      47,978    3,215,486

Applied Films Corp.(1)

      85,362    2,431,963

AptarGroup Inc.

      192,853    9,567,437

Barnes Group Inc.

      36,528    728,734

Blount International Inc.(1)

      95,392    1,146,612

CLARCOR Inc.

      181,614    5,410,281

EnPro Industries Inc.(1)

      115,731    3,888,562

Federal Signal Corp.

      264,855    4,009,905

FreightCar America Inc.

      31,594    1,753,783

Griffon Corp.(1)

      163,350    4,263,435

Jacuzzi Brands Inc.(1)

      209,227    1,841,198

Koppers Holdings Inc.

      54,759    1,094,632

Lancaster Colony Corp.

      34,601    1,365,701

Matthews International Corp. Class A

      59,939    2,066,097

Myers Industries Inc.

      58,664    1,008,434

Reddy Ice Holdings Inc.

      11,721    238,522

Smith (A.O.) Corp.

      28,993    1,344,115

Standex International Corp.

      67,871    2,059,885

Tredegar Corp.

      187,152    2,960,745
           
            50,395,527

MEDIA—1.95%

            

Belo (A.H.) Corp.

      498,493    7,776,491

Charter Communications Inc. Class A(1)

      2,163,603    2,444,871

Citadel Broadcasting Corp.

      202,511    1,802,348

Courier Corp.

      45,937    1,838,399

Cox Radio Inc. Class A(1)

      247,889    3,574,559

Crown Media Holdings Inc.(1)

      40,427    166,559

Cumulus Media Inc. Class A(1)(2)

      162,883    1,737,962

Emmis Communications Corp.(1)

      122,468    1,915,400

Entercom Communications Corp.

      175,012    4,578,314

Entravision Communications Corp.(1)

      168,296    1,442,297

Fisher Communications Inc.(1)

      41,784    1,760,360

Gray Television Inc.

      235,337    1,362,601

Hollinger International Inc.

      195,264    1,567,970

Journal Communications Inc. Class A

      240,158    2,699,376

Journal Register Co.

      217,181    1,945,942

Lee Enterprises Inc.

      251,071    6,766,363

Lin TV Corp. Class A(1)

      151,558    1,144,263

Media General Inc. Class A

      121,230    5,078,325

Mediacom Communications Corp.(1)

      139,255    867,559

Outdoor Channel Holdings Inc.(1)

      72,100    744,072

Playboy Enterprises Inc. Class B(1)

      103,401    1,031,942

Primedia Inc.(1)(2)

      1,089,685    1,994,124

Radio One Inc. Class D(1)

      419,871    3,107,045

Readers Digest Association Inc. (The)

      259,176    3,618,097

Salem Communications Corp. Class A(1)

      50,671    659,230

Scholastic Corp.(1)

      192,581    5,001,329

Spanish Broadcasting System Inc. Class A(1)

      140,422    717,556

Westwood One Inc.

      385,189    2,888,918
           
            70,232,272

METAL FABRICATE & HARDWARE—0.91%

            

Ampco-Pittsburgh Corp.

      36,126    1,035,010

Castle (A.M.) & Co.

      26,588    857,463

CIRCOR International Inc.

      87,726    2,674,766

Ladish Co. Inc.(1)

      3,920    146,882

Lawson Products Inc.

      24,454    963,977

Mueller Industries Inc.

      174,377    5,759,672

Mueller Water Porducts Inc. Class A(1)

      14,985    260,889

NN Inc.

      85,707    1,058,481

NS Group Inc.(1)

      76,580    4,218,026

Quanex Corp.

      163,295    7,033,116

Valmont Industries Inc.

      7,335    341,004

Worthington Industries Inc.

      397,253    8,322,450
           
            32,671,736

MINING—0.46%

            

Brush Engineered Materials Inc.(1)

      106,511    2,220,754

Century Aluminum Co.(1)

      58,115    2,074,124

Compass Minerals International Inc.

      175,490    4,378,476

Royal Gold Inc.

      55,476    1,543,342

Stillwater Mining Co.(1)

      42,158    534,563

USEC Inc.

      477,145    5,654,168
           
            16,405,427

OFFICE & BUSINESS EQUIPMENT—0.31%

            

Global Imaging Systems Inc.(1)

      90,000    3,715,200

IKON Office Solutions Inc.

      603,065    7,598,619
           
            11,313,819

OFFICE FURNISHINGS—0.00%

            

CompX International Inc.

      8,779    157,144
           
            157,144

OIL & GAS—2.57%

            

Alon USA Energy Inc.

      25,089    789,551

Bill Barrett Corp.(1)

      87,188    2,581,637

Bois d’Arc Energy LLC(1)

      5,256    86,566

Brigham Exploration Co.(1)

      249,615    1,974,455

Bronco Drilling Co. Inc.(1)

      12,080    252,351

Callon Petroleum Co.(1)

      53,739    1,039,312

Comstock Resources Inc.(1)

      73,365    2,190,679

Delta Petroleum Corp.(1)

      24,101    412,850

Edge Petroleum Corp.(1)

      95,337    1,904,833

Encore Acquisition Co.(1)

      289,781    7,774,824

Energy Partners Ltd.(1)

      56,177    1,064,554

EXCO Resources Inc.(1)

      285,421    3,253,799

Giant Industries Inc.(1)

      55,531    3,695,588

Harvest Natural Resources Inc.(1)

      203,863    2,760,305

Houston Exploration Co.(1)

      159,675    9,770,513

McMoRan Exploration Co.(1)(2)

      133,907    2,356,763

Meridian Resource Corp. (The)(1)

      477,107    1,669,875

Parker Drilling Co.(1)

      593,488    4,261,244

Penn Virginia Corp.

      58,343    4,077,009

PetroCorp Inc. Escrow(3)

      19,086    0

Petrohawk Energy Corp.(1)

      323,003    4,069,838

PetroQuest Energy Inc.(1)

      166,537    2,045,074

RAM Energy Resources Inc.(1)

      57,219    327,293

Remington Oil & Gas Corp.(1)

      21,117    928,514

Rosetta Resources Inc.(1)(2)

      277,685    4,615,125

Stone Energy Corp.(1)

      149,652    6,966,301

Sulphco Inc.(1)

      75,412    539,950

Swift Energy Co.(1)(2)

      159,903    6,864,636

Warren Resources Inc.(1)

      211,068    3,030,936

Western Refining Inc.

      127,278    2,746,659

Whiting Petroleum Corp.(1)(2)

      202,843    8,493,036
           
            92,544,070

OIL & GAS SERVICES—1.46%

            

Dawson Geophysical Co.(1)

      19,253    592,415

Gulf Island Fabrication Inc.

      22,634    453,585

Hanover Compressor Co.(1)(2)

      561,179    10,538,942

Hornbeck Offshore Services Inc.(1)

      127,756    4,537,893

Input/Output Inc.(1)(2)

      279,651    2,642,702

Lone Star Technologies Inc.(1)

      158,969    8,587,505

Maverick Tube Corp.(1)

      33,053    2,088,619

Newpark Resources Inc.(1)

      207,984    1,279,102

Oil States International Inc.(1)

      129,917    4,453,555

T-3 Energy Services Inc.(1)

      6,113    119,081

Trico Marine Services Inc.(1)

      65,048    2,211,632

Union Drilling Inc.(1)

      73,649    1,094,424

Universal Compression Holdings Inc.(1)

      165,467    10,419,457

Veritas DGC Inc.(1)

      59,325    3,059,984

Warrior Energy Service Corp.(1)

      20,968    510,151
           
            52,589,047

PACKAGING & CONTAINERS—0.29%

            

Chesapeake Corp.

      108,781    1,785,096

Greif Inc. Class A

      90,457    6,780,657

Silgan Holdings Inc.

      51,329    1,899,686
           
            10,465,439

PHARMACEUTICALS—0.95%

            

Alpharma Inc. Class A

      187,363    4,504,207

Altus Pharmaceuticals Inc.(1)

      6,889    127,102

Anadys Pharmaceuticals Inc.(1)

      57,333    167,412

Andrx Corp.(1)

      77,394    1,794,767

AtheroGenics Inc.(1)(2)

      32,244    420,784

Bentley Pharmaceuticals Inc.(1)

      88,394    968,798

Bradley Pharmaceuticals Inc.(1)

      79,827    814,235

Caraco Pharmaceutical Laboratories Ltd.(1)

      7,970    72,926

Cypress Bioscience Inc.(1)

      68,588    421,130

Dendreon Corp.(1)(2)

      370,525    1,793,341

Emisphere Technologies Inc.(1)

      19,470    166,079

Indevus Pharmaceuticals Inc.(1)

      38,939    212,996

Nabi Biopharmaceuticals(1)

      329,323    1,890,314

NBTY Inc.(1)

      269,829    6,451,611

Neurocrine Biosciences Inc.(1)

      44,097    467,428

New River Pharmaceuticals Inc.(1)

      12,965    369,503

NPS Pharmaceuticals Inc.(1)

      43,005    209,864

Nuvelo Inc.(1)

      80,462    1,339,692

Par Pharmaceutical Companies Inc.(1)

      65,791    1,214,502

Perrigo Co.

      394,376    6,349,454

Pharmion Corp.(1)

      38,982    663,863

Renovis Inc.(1)

      36,202    554,253

Rigel Pharmaceuticals Inc.(1)

      101,043    983,148

Sciele Pharma Inc.(1)

      19,659    455,892

ViroPharma Inc.(1)

      219,477    1,891,892
           
            34,305,193

PIPELINES—0.08%

            

TransMontaigne Inc.(1)

      245,115    2,747,739
           
            2,747,739

REAL ESTATE—0.26%

            

Avatar Holdings Inc.(1)(2)

      31,820    1,812,785

California Coastal Communities Inc.(1)

      55,150    1,764,800

HouseValues Inc.(1)

      4,175    28,933

Resource Capital Corp.

      11,922    153,436

Tarragon Corp.

      74,163    1,027,158

Trammell Crow Co.(1)

      125,877    4,427,094
           
            9,214,206

REAL ESTATE INVESTMENT TRUSTS—10.67%

            

Aames Investment Corp.

      259,171    1,293,263

Affordable Residential Communities Inc.(1)

      187,455    2,015,141

Agree Realty Corp.

      42,300    1,436,931

Alexandria Real Estate Equities Inc.

      102,037    9,048,641

American Campus Communities Inc.

      94,426    2,346,486

American Financial Realty Trust

      710,956    6,882,054

American Home Mortgage Investment Corp.

      241,944    8,918,056

Anthracite Capital Inc.

      313,144    3,807,831

Anworth Mortgage Asset Corp.

      249,002    2,066,717

Arbor Realty Trust Inc.

      65,243    1,634,337

Ashford Hospitality Trust Inc.

      265,611    3,352,011

BioMed Realty Trust Inc.

      306,574    9,178,826

Capital Lease Funding Inc.

      182,114    2,077,921

Capital Trust Inc. Class A

      53,918    1,920,559

Cedar Shopping Centers Inc.

      167,362    2,463,569

CentraCore Properties Trust

      60,390    1,494,653

Crescent Real Estate Equities Co.

      432,738    8,031,617

Deerfield Triarc Capital Corp.

      283,538    3,680,323

DiamondRock Hospitality Co.

      351,854    5,210,958

EastGroup Properties Inc.

      9,621    449,108

Education Realty Trust Inc.

      144,956    2,413,517

Entertainment Properties Trust

      145,194    6,250,602

Equity Inns Inc.

      299,294    4,956,309

Equity One Inc.

      209,395    4,376,356

Extra Space Storage Inc.

      255,229    4,144,919

FelCor Lodging Trust Inc.

      272,391    5,921,780

Fieldstone Investment Corp.

      266,392    2,440,151

First Industrial Realty Trust Inc.

      245,657    9,320,227

First Potomac Realty Trust

      112,511    3,351,703

Franklin Street Properties Corp.

      270,757    5,328,498

Glenborough Realty Trust Inc.

      176,711    3,806,355

GMH Communities Trust

      217,897    2,871,882

Gramercy Capital Corp.

      90,544    2,345,090

Healthcare Realty Trust Inc.

      262,390    8,357,122

Heritage Property Investment Trust Inc.

      155,092    5,415,813

Hersha Hospitality Trust

      153,002    1,421,389

Highland Hospitality Corp.

      327,775    4,615,072

Highwoods Properties Inc.

      296,676    10,733,738

Home Properties Inc.

      24,812    1,377,314

HomeBanc Corp.

      310,889    2,468,459

Impac Mortgage Holdings Inc.

      417,755    4,670,501

Inland Real Estate Corp.

      350,735    5,218,937

Innkeepers USA Trust

      237,042    4,096,086

Investors Real Estate Trust

      255,556    2,307,671

JER Investors Trust Inc.

      88,969    1,383,468

Kite Realty Group Trust

      156,878    2,445,728

KKR Financial Corp.

      441,138    9,180,082

LaSalle Hotel Properties

      219,267    10,152,062

Lexington Corporate Properties Trust

      290,194    6,268,190

LTC Properties Inc.

      128,239    2,866,142

Luminent Mortgage Capital Inc.

      215,064    1,991,493

Maguire Properties Inc.

      176,896    6,221,432

Medical Properties Trust Inc.

      219,847    2,427,111

MFA Mortgage Investments Inc.

      434,666    2,990,502

Mid-America Apartment Communities Inc.

      96,858    5,399,834

MortgageIT Holdings Inc.

      159,642    1,925,283

National Health Investors Inc.

      129,302    3,476,931

National Retail Properties Inc.

      317,677    6,337,656

Nationwide Health Properties Inc.

      410,208    9,233,782

Newcastle Investment Corp.

      241,477    6,114,198

Newkirk Realty Trust Inc.

      106,342    1,846,097

NorthStar Realty Finance Corp.

      232,198    2,788,698

NovaStar Financial Inc.(2)

      180,246    5,697,576

Omega Healthcare Investors Inc.

      262,598    3,471,546

Parkway Properties Inc.

      77,856    3,542,448

Pennsylvania Real Estate Investment Trust

      201,133    8,119,739

Post Properties Inc.

      235,473    10,676,346

PS Business Parks Inc.

      69,750    4,115,250

RAIT Investment Trust

      153,176    4,472,739

Ramco-Gershenson Properties Trust

      92,466    2,490,109

Realty Income Corp.

      456,041    9,987,298

Redwood Trust Inc.

      106,516    5,201,176

Republic Property Trust

      142,969    1,412,534

Saxon Capital Inc.

      274,731    3,142,923

Senior Housing Properties Trust

      350,785    6,282,559

Sizeler Property Investors Inc.

      94,860    1,523,452

Sovran Self Storage Inc.

      85,365    4,335,688

Spirit Finance Corp.

      450,150    5,068,689

Strategic Hotels & Resorts Inc.

      401,602    8,329,225

Sunstone Hotel Investors Inc.

      317,975    9,240,354

Trustreet Properties Inc.

      370,628    4,888,583

Universal Health Realty Income Trust

      64,663    2,027,185

Urstadt Biddle Properties Inc. Class A

      115,871    1,887,539

U-Store-It Trust

      257,950    4,864,937

Windrose Medical Properties Trust

      111,729    1,631,243

Winston Hotels Inc.

      145,281    1,779,692

Winthrop Realty Trust Inc.

      132,398    786,444
           
            383,542,456

RETAIL—5.50%

            

AC Moore Arts & Crafts Inc.(1)

      39,047    636,857

AFC Enterprises Inc.(1)

      140,944    1,797,036

America’s Car-Mart Inc.(1)

      22,125    449,359

Applebee’s International Inc.

      66,855    1,284,953

Asbury Automotive Group Inc.(1)

      67,306    1,409,388

Big 5 Sporting Goods Corp.

      25,170    490,815

Big Lots Inc.(1)

      619,799    10,586,167

Blockbuster Inc. Class A(1)(2)

      1,046,473    5,211,436

Bob Evans Farms Inc.

      196,794    5,905,788

Bon-Ton Stores Inc. (The)

      36,512    798,883

Books-A-Million Inc.

      77,752    1,296,903

Borders Group Inc.

      355,329    6,559,373

Brown Shoe Co. Inc.

      114,661    3,907,647

Buckle Inc. (The)

      5,782    242,092

Cabela’s Inc. Class A(1)(2)

      164,974    3,177,399

Cache Inc.(1)

      3,691    64,002

Casey’s General Store Inc.

      253,193    6,332,357

Cash America International Inc.

      77,498    2,479,936

CBRL Group Inc.

      169,692    5,755,953

CEC Entertainment Inc.(1)

      79,474    2,552,705

Charming Shoppes Inc.(1)

      331,103    3,721,598

Conn’s Inc.(1)

      7,232    192,010

Cost Plus Inc.(1)

      121,110    1,775,473

CSK Auto Corp.(1)

      109,394    1,309,446

dELiA*s Inc.(1)

      51,095    412,848

Domino’s Pizza Inc.

      207,994    5,145,772

Finish Line Inc. (The)

      233,718    2,764,884

Fred’s Inc.

      219,049    2,924,304

Genesco Inc.(1)

      110,812    3,753,202

Group 1 Automotive Inc.

      136,334    7,681,058

Haverty Furniture Companies Inc.

      123,603    1,939,331

IHOP Corp.

      75,939    3,651,147

Insight Enterprises Inc.(1)

      264,910    5,046,536

Jack in the Box Inc.(1)

      194,004    7,604,957

Jo-Ann Stores Inc.(1)(2)

      131,969    1,933,346

Kenneth Cole Productions Inc. Class A

      50,346    1,124,226

Krispy Kreme Doughnuts Inc.(1)(2)

      160,945    1,310,092

Landry’s Restaurants Inc.

      89,844    2,915,438

Lithia Motors Inc. Class A

      86,884    2,634,323

Lone Star Steakhouse & Saloon Inc.

      91,201    2,392,202

Longs Drug Stores Corp.

      20,957    956,058

Luby’s Inc.(1)

      117,527    1,225,807

MarineMax Inc.(1)

      84,398    2,213,760

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      7,584    180,499

Morton’s Restaurant Group Inc.(1)

      36,685    562,014

Movado Group Inc.

      97,081    2,228,009

99 Cents Only Stores(1)

      259,579    2,715,196

Nu Skin Enterprises Inc. Class A

      123,907    1,840,019

O’Charley’s Inc.(1)

      126,752    2,154,784

Pantry Inc. (The)(1)

      10,446    601,063

Papa John’s International Inc.(1)

      48,109    1,597,219

Payless ShoeSource Inc.(1)

      319,626    8,684,238

Pep Boys - Manny, Moe & Jack Inc.

      297,659    3,491,540

Pier 1 Imports Inc.

      477,965    3,336,196

PriceSmart Inc.(1)

      43,657    437,443

Rare Hospitality International Inc.(1)

      26,978    775,887

Regis Corp.

      250,608    8,924,151

Ruby Tuesday Inc.

      26,891    656,409

Rush Enterprises Inc. Class A(1)

      119,650    2,174,041

Ryan’s Restaurant Group Inc.(1)

      231,525    2,757,463

School Specialty Inc.(1)

      113,732    3,622,364

Shoe Carnival Inc.(1)

      45,947    1,096,295

Smart & Final Inc.(1)

      76,026    1,280,278

Sonic Automotive Inc.

      165,419    3,668,993

Stage Stores Inc.

      146,069    4,820,277

Steak n Shake Co. (The)(1)

      154,533    2,339,630

Stein Mart Inc.

      66,302    981,270

Syms Corp.(1)

      35,740    657,616

Systemax Inc.(1)

      52,968    413,150

Talbots Inc. (The)

      123,493    2,278,446

Tuesday Morning Corp.

      40,612    534,048

West Marine Inc.(1)(2)

      78,654    1,060,256

Zale Corp.(1)

      262,879    6,332,755
           
            197,768,416

SAVINGS & LOANS—3.65%

            

Abington Community Bancorp Inc.

      38,238    572,805

Anchor BanCorp Wisconsin Inc.

      107,184    3,233,741

BankAtlantic Bancorp Inc. Class A

      259,084    3,844,807

BankUnited Financial Corp. Class A

      171,853    5,244,954

Berkshire Hills Bancorp Inc.

      47,251    1,676,465

BFC Financial Corp. Class A(1)

      89,246    617,582

Brookline Bancorp Inc.

      338,014    4,654,453

Citizens First Bancorp Inc.

      46,231    1,234,830

Clifton Savings Bancorp Inc.

      73,148    792,193

Commercial Capital Bancorp Inc.

      212,262    3,343,127

Dime Community Bancshares

      137,263    1,862,659

Downey Financial Corp.

      115,420    7,831,247

Fidelity Bankshares Inc.

      100,039    3,183,241

First Financial Holdings Inc.

      66,003    2,112,096

First Niagara Financial Group Inc.

      609,978    8,551,892

First Place Financial Corp.

      83,078    1,911,625

FirstFed Financial Corp.(1)

      91,135    5,255,755

Flag Financial Corp.

      77,193    1,501,404

Flagstar Bancorp Inc.

      222,713    3,554,499

Flushing Financial Corp.

      93,416    1,677,751

Franklin Bank Corp. (Texas)(1)

      128,483    2,594,072

Harbor Florida Bancshares Inc.(2)

      101,511    3,770,119

Home Federal Bancorp Inc.

      30,969    423,037

Horizon Financial Corp.

      54,314    1,489,833

Investors Bancorp Inc.(1)

      275,323    3,730,627

ITLA Capital Corp.

      30,453    1,601,219

Kearny Financial Corp.

      119,764    1,772,507

KNBT Bancorp Inc.

      158,947    2,625,804

MAF Bancorp Inc.

      184,660    7,910,834

NASB Financial Inc.

      21,761    734,869

NewAlliance Bancshares Inc.

      322,068    4,608,793

Northwest Bancorp Inc.

      102,532    2,717,098

OceanFirst Financial Corp.

      47,880    1,063,894

Partners Trust Financial Group Inc.

      261,164    2,979,881

PennFed Financial Services Inc.

      52,523    979,554

PFF Bancorp Inc.

      98,541    3,267,620

Provident Financial Services Inc.

      372,003    6,677,454

Provident New York Bancorp

      232,850    3,078,277

Rockville Financial Inc.(1)

      48,000    706,560

Sound Federal Bancorp Inc.

      18,471    384,012

Sterling Financial Corp. (Washington)

      192,478    5,872,504

TierOne Corp.

      99,578    3,362,749

United Community Financial Corp.

      148,838    1,786,056

Wauwatosa Holdings Inc.(1)(2)

      52,409    894,098

Westfield Financial Inc.

      11,147    323,263

Willow Grove Bancorp Inc.

      81,732    1,300,356

WSFS Financial Corp.

      32,424    1,992,455
           
            131,304,671

SEMICONDUCTORS—2.10%

            

Actel Corp.(1)

      141,888    2,036,093

ADE Corp.(1)

      3,431    111,473

AMIS Holdings Inc.(1)

      108,036    1,080,360

Applied Micro Circuits Corp.(1)

      1,621,556    4,426,848

Asyst Technologies Inc.(1)

      94,388    710,742

ATMI Inc.(1)

      61,849    1,522,722

Axcelis Technologies Inc.(1)

      554,268    3,270,181

Bookham Inc.(1)

      318,225    1,069,236

Brooks Automation Inc.(1)

      409,627    4,833,599

Cabot Microelectronics Corp.(1)(2)

      57,518    1,743,371

Cirrus Logic Inc.(1)

      63,359    515,742

Cohu Inc.

      123,766    2,172,093

Conexant Systems Inc.(1)

      316,548    791,370

Credence Systems Corp.(1)

      548,327    1,919,145

DSP Group Inc.(1)

      142,958    3,552,506

Emulex Corp.(1)

      320,782    5,219,123

Entegris Inc.(1)

      679,536    6,475,978

Exar Corp.(1)

      93,329    1,238,476

Genesis Microchip Inc.(1)

      103,014    1,190,842

IXYS Corp.(1)

      15,679    150,518

Kopin Corp.(1)

      46,898    169,302

Kulicke & Soffa Industries Inc.(1)

      311,379    2,307,318

Lattice Semiconductor Corp.(1)

      626,346    3,870,818

Mattson Technology Inc.(1)

      21,582    210,856

MIPS Technologies Inc. Class A(1)

      104,785    636,045

MKS Instruments Inc.(1)

      199,710    4,018,165

ON Semiconductor Corp.(1)

      58,479    343,857

Pericom Semiconductor Corp.(1)

      69,071    573,289

Photronics Inc.(1)

      227,166    3,362,057

PortalPlayer Inc.(1)

      73,870    724,665

Power Integrations Inc.(1)

      21,733    379,893

Rudolph Technologies Inc.(1)

      114,210    1,656,045

Semitool Inc.(1)

      105,909    955,299

Skyworks Solutions Inc.(1)

      690,195    3,802,974

Staktek Holdings Inc.(1)

      46,887    227,871

Standard Microsystems Corp.(1)

      92,395    2,016,983

TriQuint Semiconductor Inc.(1)

      766,644    3,419,232

Ultratech Inc.(1)

      18,373    289,191

Varian Semiconductor Equipment Associates Inc.(1)

      44,601    1,454,439

Veeco Instruments Inc.(1)

      12,282    292,803

Virage Logic Corp.(1)

      8,426    79,120

Zoran Corp.(1)

      32,277    785,622
           
            75,606,262

SOFTWARE—2.44%

            

Actuate Corp.(1)

      57,529    232,417

Altiris Inc.(1)

      119,743    2,160,164

ANSYS Inc.(1)

      12,840    614,009

Aspen Technology Inc.(1)

      248,199    3,256,371

Avid Technology Inc.(1)

      209,585    6,985,468

Blackbaud Inc.

      46,013    1,044,495

Borland Software Corp.(1)

      426,968    2,254,391

Bottomline Technologies Inc.(1)

      106,441    866,430

Covad Communications Group Inc.(1)

      1,607,109    3,230,289

CSG Systems International Inc.(1)

      147,681    3,653,628

Dendrite International Inc.(1)

      204,645    1,890,920

Digi International Inc.(1)

      66,753    836,415

eFunds Corp.(1)

      189,681    4,182,466

EPIQ Systems Inc.(1)(2)

      81,814    1,361,385

FileNET Corp.(1)

      188,716    5,082,122

Hyperion Solutions Corp.(1)

      167,173    4,613,975

Infocrossing Inc.(1)

      19,936    230,261

Inter-Tel Inc.

      96,983    2,042,462

INVESTools Inc.(1)

      70,949    563,335

JDA Software Group Inc.(1)

      131,921    1,850,852

Keane Inc.(1)

      107,891    1,348,638

Lawson Software Inc.(1)

      682,772    4,574,572

ManTech International Corp. Class A(1)

      23,520    725,827

MapInfo Corp.(1)

      30,697    400,596

Neoware Inc.(1)

      7,824    96,157

NetIQ Corp.(1)

      207,621    2,530,900

OPNET Technologies Inc.(1)

      6,792    88,024

Parametric Technology Corp.(1)

      305,711    3,885,587

Pegasystems Inc.

      78,735    505,479

Progress Software Corp.(1)

      225,445    5,277,667

QAD Inc.

      37,163    288,013

Quest Software Inc.(1)

      111,076    1,559,507

Safeguard Scientifics Inc.(1)

      659,476    1,424,468

Schawk Inc.

      69,168    1,210,440

SSA Global Technologies Inc.(1)

      24,986    484,229

Sybase Inc.(1)

      466,308    9,046,375

SYNNEX Corp.(1)

      68,507    1,298,893

Take-Two Interactive Software Inc.(1)

      371,769    3,963,058

THQ Inc.(1)(2)

      67,258    1,452,773

Ulticom Inc.(1)

      71,031    743,695
           
            87,856,753

STORAGE & WAREHOUSING—0.01%

            

Mobile Mini Inc.(1)

      13,345    390,475
           
            390,475

TELECOMMUNICATIONS—4.19%

            

Adaptec Inc.(1)

      625,896    2,716,389

ADTRAN Inc.

      141,460    3,172,948

Aeroflex Inc.(1)

      350,795    4,093,778

Alaska Communications Systems Group Inc.

      230,266    2,912,865

Anaren Inc.(1)

      80,960    1,658,870

Andrew Corp.(1)

      876,136    7,762,565

Anixter International Inc.

      92,640    4,396,694

Arris Group Inc.(1)

      275,225    3,610,952

Atlantic Tele-Network Inc.

      2,199    45,805

Black Box Corp.

      95,913    3,676,345

Broadwing Corp.(1)

      418,471    4,331,175

CalAmp Corp.(1)

      127,593    1,134,302

Carrier Access Corp.(1)

      86,820    718,001

C-COR Inc.(1)

      80,603    622,255

Cincinnati Bell Inc.(1)

      1,355,267    5,556,595

Commonwealth Telephone Enterprises Inc.

      53,819    1,784,638

Consolidated Communications Holdings Inc.

      127,848    2,126,112

CT Communications Inc.

      105,496    2,412,694

Ditech Networks Inc.(1)

      177,509    1,547,878

EMS Technologies Inc.(1)

      26,788    481,380

Eschelon Telecom Inc.(1)

      11,895    184,016

Extreme Networks Inc.(1)

      654,194    2,721,447

FairPoint Communications Inc.

      150,955    2,173,752

Foundry Networks Inc.(1)

      363,826    3,878,385

General Communication Inc. Class A(1)

      122,072    1,503,927

Golden Telecom Inc.

      119,775    3,036,296

Harmonic Inc.(1)

      38,260    171,405

IDT Corp. Class B(1)(2)

      291,578    4,020,861

Iowa Telecommunications Services Inc.

      172,400    3,261,808

Ixia(1)

      13,649    122,841

Lightbridge Inc.(1)

      44,352    574,358

Loral Space & Communications Ltd.(1)

      62,458    1,771,309

MasTec Inc.(1)

      220,835    2,917,230

MRV Communications Inc.(1)(2)

      685,878    2,133,081

Newport Corp.(1)

      223,018    3,595,050

NTELOS Holdings Corp.(1)

      13,394    193,543

Oplink Communications Inc.(1)

      84,045    1,538,864

Optical Communication Products Inc.(1)

      109,464    220,023

Plantronics Inc.

      116,653    2,590,863

Polycom Inc.(1)

      255,235    5,594,751

Powerwave Technologies Inc.(1)(2)

      615,444    5,612,849

Premiere Global Services Inc.(1)

      396,623    2,994,504

Price Communications Corp.(1)

      250,001    4,237,517

RCN Corp.(1)

      159,876    3,985,709

RF Micro Devices Inc.(1)

      174,366    1,040,965

SafeNet Inc.(1)

      151,199    2,679,246

SAVVIS Inc.(1)

      15,360    454,810

Shenandoah Telecommunications Co.

      36,680    1,723,960

SureWest Communications

      80,304    1,551,473

Sycamore Networks Inc.(1)

      1,011,558    4,106,925

Symmetricom Inc.(1)

      208,326    1,472,865

Syniverse Holdings Inc.(1)

      17,754    260,984

Talk America Holdings Inc.(1)

      166,999    1,033,724

Tekelec(1)

      47,549    587,230

3Com Corp.(1)

      2,148,211    10,998,840

Time Warner Telecom Inc. Class A(1)(2)

      89,828    1,333,946

USA Mobility Inc.(2)

      150,092    2,491,527

UTStarcom Inc.(1)

      353,434    2,753,251

Valor Communications Group Inc.

      226,720    2,595,944

Vonage Holdings Corp.(1)

      73,186    628,668

Wireless Facilities Inc.(1)

      197,793    543,931

Zhone Technologies Inc.(1)

      315,315    643,243
           
            150,698,162

TEXTILES—0.16%

            

G&K Services Inc. Class A

      116,746    4,004,388

UniFirst Corp.

      52,810    1,821,945
           
            5,826,333

TOYS, GAMES & HOBBIES—0.32%

            

JAKKS Pacific Inc.(1)

      151,129    3,036,182

LeapFrog Enterprises Inc.(1)(2)

      159,854    1,614,525

Marvel Entertainment Inc.(1)

      58,163    1,163,260

RC2 Corp.(1)

      107,570    4,158,656

Topps Co. (The)

      189,340    1,556,375
           
            11,528,998

TRANSPORTATION—1.22%

            

Arkansas Best Corp.

      138,685    6,963,374

Atlas Air Worldwide Holdings Inc.(1)

      88,002    4,315,618

Bristow Group Inc.(1)

      128,206    4,615,416

Dynamex Inc.(1)

      8,204    178,929

Florida East Coast Industries Inc.

      70,130    3,669,903

Forward Air Corp.

      16,239    661,414

GulfMark Offshore Inc.(1)

      87,313    2,255,295

Heartland Express Inc.

      157,145    2,811,324

Horizon Lines Inc. Class A

      50,351    806,623

Maritrans Inc.

      58,712    1,461,929

Marten Transport Ltd.(1)

      58,956    1,281,703

P.A.M. Transportation Services Inc.(1)

      12,617    364,505

Patriot Transportation Holding Inc.(1)

      6,516    565,458

PHI Inc.(1)

      31,680    1,051,776

RailAmerica Inc.(1)

      213,354    2,231,683

SCS Transportation Inc.(1)

      80,440    2,214,513

SIRVA Inc.(1)

      272,125    1,760,649

U.S. Xpress Enterprises Inc. Class A(1)

      27,152    733,647

USA Truck Inc.(1)

      20,300    361,746

Werner Enterprises Inc.

      282,061    5,717,376
           
            44,022,881

TRUCKING & LEASING—0.15%

              

AMERCO(1)

        5,575    561,180

Greenbrier Companies Inc. (The)

        46,497    1,522,312

Interpool Inc.

        65,689    1,459,610

TAL International Group Inc.(1)

        82,764    1,994,612
             
              5,537,714

WATER—0.33%

              

American States Water Co.

        92,352    3,292,349

California Water Service Group

        94,660    3,383,148

PICO Holdings Inc.(1)

        49,238    1,587,926

SJW Corp.

        82,628    2,102,883

Southwest Water Co.(2)

        124,412    1,489,212
             
              11,855,518
             

TOTAL COMMON STOCKS

              

(Cost: $3,523,400,933)

             3,572,018,521

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—3.10%

              

CERTIFICATES OF DEPOSIT(4)—0.09%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 98,139    98,139

Fortis Bank NY

              

4.43%, 07/20/06

        245,234    245,234

Societe Generale

              

5.33%, 12/08/06

        981,387    981,387

Toronto-Dominion Bank

              

3.94%, 07/10/06

        490,693    490,693

Washington Mutual Bank

              

5.28%, 08/07/06

        490,693    490,693

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        785,110    785,110
             
              3,091,256

COMMERCIAL PAPER(4)—0.65%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        2,739,816    2,724,424

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        471,066    468,611

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        938,098    934,100

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        372,927    372,049

CC USA Inc.

              

5.03%, 10/24/06(5)

        196,277    193,178

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        739,328    736,607

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        2,152,819    2,152,210

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        981,387    977,341

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        723,989    707,087

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(5)

      2,077,341    2,070,055

Five Finance Inc.

            

5.19%, 12/01/06(5)

      441,624    432,010

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      98,139    95,848

Govco Inc.

            

5.22%, 08/03/06(5)

      981,387    976,976

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(5)

      333,672    328,501

Jupiter Securitization Corp.

            

5.29%, 07/27/06(5)

      245,347    244,481

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(5)

      902,680    900,446

Landale Funding LLC

            

5.30%, 08/15/06(5)

      1,079,526    1,072,692

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(5)

      1,519,481    1,507,921

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(5)

      991,201    988,292

Prudential Funding LLC

            

5.22%, 07/31/06

      490,693    488,701

Ranger Funding Co. LLC

            

5.24%, 07/20/06(5)

      981,387    978,959

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(5)

      1,149,881    1,149,230

Scaldis Capital LLC

            

5.30%, 07/25/06(5)

      613,436    611,449

Sydney Capital Corp.

            

5.10%, 07/07/06(5)

      1,073,539    1,072,931

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(5)

      1,199,539    1,196,571
           
            23,380,670

MEDIUM-TERM NOTES(4)—0.07%

            

Bank of America N.A.

            

5.28%, 04/20/07

      245,347    245,347

Dorada Finance Inc.

            

3.93%, 07/07/06(5)

      304,230    304,230

K2 USA LLC

            

3.94%, 07/07/06(5)

      588,832    588,832

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      981,387    982,914

Sigma Finance Inc.

            

5.13%, 03/30/07(5)

      343,485    343,485

US Bank N.A.

            

2.85%, 11/15/06

      196,277    194,941
           
            2,659,749

MONEY MARKET FUNDS—0.10%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(6)(7)

      3,603,919    3,603,919
           
            3,603,919

REPURCHASE AGREEMENTS(4)—0.53%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,963,651 (collateralized by non-U.S. Government debt securities, value $2,024,447, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,962,774    1,962,774

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $1,472,739 (collateralized by non-U.S. Government debt securities, value $1,621,547, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        1,472,080    1,472,080

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,963,651 (collateralized by non-U.S. Government debt securities, value $2,016,043, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        1,962,774    1,962,774

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,454,563 (collateralized by non-U.S. Government debt securities, value $2,745,735, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        2,453,467    2,453,467

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $589,100 (collateralized by non-U.S. Government debt securities, value $666,582, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        588,832    588,832

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $981,825 (collateralized by non-U.S. Government debt securities, value $1,002,396, 5.22% to 5.42%, 7/3/06).

        981,387    981,387

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,570,933 (collateralized by non-U.S. Government debt securities, value $1,651,005, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        1,570,219    1,570,219

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,963,651 (collateralized by non-U.S. Government debt securities, value $2,063,779, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        1,962,774    1,962,774

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $981,825 (collateralized by non-U.S. Government debt securities, value $1,012,244, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        981,387    981,387

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $981,825 (collateralized by non-U.S. Government debt securities, value $1,012,257, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        981,387    981,387

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $981,825 (collateralized by non-U.S. Government debt securities, value $1,032,772, 3.79% to 7.22%, 5/15/07 to 3/15/42).

        981,387    981,387

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $343,641 (collateralized by non-U.S. Government debt securities, value $363,614, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      343,485    343,485

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $722,615 (collateralized by non-U.S. Government debt securities, value $727,229, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      686,971    686,971

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,963,654 (collateralized by non-U.S. Government debt securities, value $2,063,757, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,962,774    1,962,774
           
            18,891,698

TIME DEPOSITS(4)—0.26%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      981,387    981,387

KBC Bank NV

            

5.32%, 07/03/06

      2,944,161    2,944,161

Societe Generale

            

5.32%, 07/03/06

      2,453,467    2,453,467

UBS AG

            

5.25%-5.34%, 07/03/06

      2,829,426    2,829,426
           
            9,208,441

VARIABLE & FLOATING RATE NOTES(4)—1.40%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      2,512,351    2,512,704

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      736,040    736,036

American Express Centurion Bank

            

5.34%, 07/19/07

      1,079,526    1,080,815

American Express Credit Corp.

            

5.23%, 07/05/07

      294,416    294,611

ASIF Global Financing

            

5.17%, 05/03/07(5)

      98,139    98,185

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      637,902    637,902

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      1,668,358    1,668,348

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      981,387    981,387

BNP Paribas

            

5.14%, 05/18/07(5)

      1,815,566    1,815,566

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      716,412    716,413

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      245,347    245,347

Credit Agricole SA

            

5.31%, 07/23/07

      981,387    981,387

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      981,387    981,387

DEPFA Bank PLC

            

5.37%, 06/15/07

      981,387    981,387

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      1,128,595    1,128,684

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      981,387    981,387

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      1,962,774    1,962,774

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      294,416    294,420

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      736,040    735,973

General Electric Capital Corp.

            

5.25%, 04/09/07

      441,624    441,865

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      1,472,080    1,472,355

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      981,387    981,387

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      736,040    736,040

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      1,472,080    1,472,041

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      1,025,568    1,025,568

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      1,226,734    1,226,335

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      1,079,526    1,079,432

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      476,944    476,944

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      539,763    539,763

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      1,472,080    1,472,080

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      123,655    123,696

Mound Financing PLC

            

5.11%, 05/08/07(5)

      922,504    922,504

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(5)

      981,387    981,330

National City Bank of Indiana

            

5.17%, 05/21/07

      490,693    490,730

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(5)

      2,649,745    2,649,819

Newcastle Ltd.

            

5.34%, 04/24/07(5)

      345,939    345,856

Northern Rock PLC

            

5.17%, 05/03/07(5)

      1,177,664    1,177,693

Principal Life Global Funding I

            

5.63%, 02/08/07

      441,624    442,870

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(5)

      736,040    736,001

Sigma Finance Inc.

            

5.51%, 06/18/07(5)

      804,737    804,737

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(5)

      981,387    981,387

Strips III LLC

            

5.37%, 07/24/06(5)

      229,416    229,416

SunTrust Bank

            

5.08%, 05/01/07

      981,387    981,437

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(5)

      1,854,821    1,854,624

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(5)

      1,373,942    1,373,942

US Bank N.A.

            

5.28%, 09/29/06

      441,624    441,596

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(5)

      1,571,005    1,571,005

Wachovia Bank N.A.

            

5.36%, 05/22/07

      1,962,774    1,962,774

Wells Fargo & Co.

                

5.19%, 07/13/07(5)

      490,693      490,725  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(5)

      883,248      883,239  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(5)

      970,592      967,399  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(5)

      331,454      331,454  
           
              50,502,757  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $111,338,490)

             111,338,490  
           

TOTAL INVESTMENTS IN SECURITIES—102.43%

                

(Cost: $3,634,739,423)

             3,683,357,011  

Other Assets, Less Liabilities—(2.43)%

             (87,381,577 )
           

NET ASSETS—100.00%

           $ 3,595,975,434  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 3000 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.81%

              

ADVERTISING—0.25%

              

ADVO Inc.

      4,840    $ 119,109

Catalina Marketing Corp.

      7,036      200,245

Clear Channel Outdoor Holdings Inc. Class A(1)

      5,393      113,037

Donnelley (R.H.) Corp.(1)

      7,810      422,287

Getty Images Inc.(1)

      7,914      502,618

Harte-Hanks Inc.

      8,520      218,453

Interpublic Group of Companies Inc.(1)

      66,494      555,225

inVentiv Health Inc.(1)

      4,440      127,783

Lamar Advertising Co.(1)

      12,617      679,552

Marchex Inc. Class B(1)(2)

      3,513      57,719

Omnicom Group Inc.

      26,006      2,316,875

SITEL Corp.(1)

      8,921      34,970

ValueVision Media Inc. Class A(1)

      4,644      51,223
           
              5,399,096

AEROSPACE & DEFENSE—1.89%

              

AAR Corp.(1)

      5,562      123,643

Alliant Techsystems Inc.(1)

      5,371      410,076

Argon ST Inc.(1)

      1,949      51,902

Armor Holdings Inc.(1)

      4,566      250,354

BE Aerospace Inc.(1)

      11,805      269,862

Boeing Co. (The)

      121,870      9,982,372

Curtiss-Wright Corp.

      6,680      206,278

DRS Technologies Inc.

      6,075      296,156

EDO Corp.

      2,533      61,653

Esterline Technologies Corp.(1)

      3,864      160,704

GenCorp Inc.(1)

      8,432      135,165

General Dynamics Corp.

      61,528      4,027,623

Goodrich (B.F.) Co.

      18,888      760,998

HEICO Corp.

      3,140      89,019

Herley Industries Inc.(1)

      2,212      24,797

Innovative Solutions & Support Inc.(1)

      1,829      25,716

K&F Industries Holdings Inc.(1)

      2,856      50,637

Kaman Corp.

      3,663      66,667

L-3 Communications Holdings Inc.

      18,587      1,401,832

Lockheed Martin Corp.

      55,821      4,004,599

Moog Inc. Class A(1)

      5,597      191,529

MTC Technologies Inc.(1)

      1,540      36,390

Northrop Grumman Corp.

      52,399      3,356,680

Orbital Sciences Corp.(1)

      8,394      135,479

Raytheon Co.

      68,005      3,030,983

Rockwell Collins Inc.

      26,073      1,456,699

Sequa Corp. Class A(1)

      1,021      83,211

Teledyne Technologies Inc.(1)

      5,218      170,942

TransDigm Group Inc.(1)

      1,684      40,332

Triumph Group Inc.(1)

      2,427      116,496

United Industrial Corp.(2)

      1,440      65,160

United Technologies Corp.

      154,073      9,771,310
           
              40,855,264

AGRICULTURE—1.62%

            

Alico Inc.

      580    31,964

Alliance One International Inc.

      14,475    64,269

Altria Group Inc.

      318,268    23,370,419

Andersons Inc.

      1,899    79,017

Archer-Daniels-Midland Co.

      99,750    4,117,680

Delta & Pine Land Co.

      5,425    159,495

Loews Corp.-Carolina Group

      14,221    730,533

Maui Land & Pineapple Co. Inc.(1)

      538    20,336

Monsanto Co.

      41,243    3,472,248

Reynolds American Inc.

      13,088    1,509,046

Tejon Ranch Co.(1)

      1,659    68,284

Universal Corp.

      3,918    145,828

UST Inc.

      24,599    1,111,629

Vector Group Ltd.

      5,281    85,816
           
            34,966,564

AIRLINES—0.25%

            

AirTran Holdings Inc.(1)

      13,831    205,529

Alaska Air Group Inc.(1)

      6,044    238,254

AMR Corp.(1)

      32,124    816,592

Continental Airlines Inc. Class B(1)(2)

      13,366    398,307

ExpressJet Holdings Inc.(1)

      7,536    52,074

Frontier Airlines Holdings Inc.(1)

      5,520    39,799

JetBlue Airways Corp.(1)(2)

      26,478    321,443

Mesa Air Group Inc.(1)

      5,513    54,303

Republic Airways Holdings Inc.(1)

      4,958    84,385

SkyWest Inc.

      9,702    240,610

Southwest Airlines Co.

      122,323    2,002,428

UAL Corp.(1)

      15,012    465,672

US Airways Group Inc.(1)

      9,268    468,405
           
            5,387,801

APPAREL—0.44%

            

Carter’s Inc.(1)

      7,393    195,397

Cherokee Inc.

      1,183    48,929

Coach Inc.(1)

      58,675    1,754,382

Columbia Sportswear Co.(1)

      2,010    90,973

Crocs Inc.(1)(2)

      1,507    37,901

Deckers Outdoor Corp.(1)

      1,664    64,164

DHB Industries Inc.(1)(3)

      4,354    6,836

Guess? Inc.(1)

      3,196    133,433

Gymboree Corp.(1)

      5,068    176,164

Hartmarx Corp.(1)

      4,834    29,004

Iconix Brand Group Inc.(1)

      5,345    87,337

Jones Apparel Group Inc.

      17,159    545,485

Kellwood Co.

      3,898    114,094

K-Swiss Inc. Class A

      3,941    105,225

Liz Claiborne Inc.

      15,931    590,403

Maidenform Brands Inc.(1)

      2,213    27,286

Nike Inc. Class B

      29,407    2,381,967

Oxford Industries Inc.

      2,305    90,840

Perry Ellis International Inc.(1)

      1,106    27,993

Phillips-Van Heusen Corp.

      8,416    321,155

Polo Ralph Lauren Corp.

      9,307    510,954

Quiksilver Inc.(1)

      18,598    226,524

Russell Corp.

      5,067    92,017

Skechers U.S.A. Inc. Class A(1)

      1,637    39,468

Steven Madden Ltd.

      3,176    94,073

Stride Rite Corp.

      5,593    73,772

Timberland Co. Class A(1)

      7,626    199,039

True Religion Apparel Inc.(1)

      2,013    35,630

VF Corp.

      13,383    908,973

Volcom Inc.(1)

      2,003    64,076

Warnaco Group Inc. (The)(1)

      7,169    133,917

Weyco Group Inc.

      1,051    24,404

Wolverine World Wide Inc.

      8,494    198,165
           
            9,429,980

AUTO MANUFACTURERS—0.33%

            

A.S.V. Inc.(1)

      3,188    73,452

Ford Motor Co.

      275,066    1,906,207

General Motors Corp.(2)

      71,977    2,144,195

Navistar International Corp.(1)

      9,469    233,032

Oshkosh Truck Corp.

      11,222    533,269

PACCAR Inc.

      25,414    2,093,605

Wabash National Corp.

      4,748    72,929
           
            7,056,689

AUTO PARTS & EQUIPMENT—0.27%

            

Accuride Corp.(1)

      3,449    43,009

Aftermarket Technology Corp.(1)

      3,311    82,278

American Axle & Manufacturing Holdings Inc.

      7,912    135,374

ArvinMeritor Inc.

      10,744    184,689

Autoliv Inc.

      12,638    714,932

Bandag Inc.

      1,711    62,605

BorgWarner Inc.

      8,724    567,932

Commercial Vehicle Group Inc.(1)

      3,216    66,507

Cooper Tire & Rubber Co.(2)

      9,348    104,137

Goodyear Tire & Rubber Co. (The)(1)

      27,010    299,811

IMPCO Technologies Inc.(1)

      3,409    36,374

Johnson Controls Inc.

      29,713    2,443,003

Keystone Automotive Industries Inc.(1)

      2,460    103,861

Lear Corp.

      10,259    227,852

Miller Industries Inc.(1)

      1,460    30,222

Modine Manufacturing Co.

      5,115    119,486

Noble International Ltd.

      1,749    25,046

Superior Industries International Inc.(2)

      3,504    64,088

Tenneco Inc.(1)

      6,895    179,270

Titan International Inc.(2)

      2,528    47,299

TRW Automotive Holdings Corp.(1)

      6,646    181,303

Visteon Corp.(1)

      19,509    140,660
           
            5,859,738

BANKS—6.64%

            

Alabama National Bancorp

      2,280    155,382

AMCORE Financial Inc.

      3,332    97,661

AmericanWest Bancorporation

      1,720    38,958

Ameris Bancorp

      1,980    45,817

AmSouth Bancorp

      52,748    1,395,185

Arrow Financial Corp.

      1,571    43,093

Associated Bancorp

      20,159    635,613

BancFirst Corp.

      1,065    47,659

Bancorp Inc. (The)(1)

      1,611    40,291

BancorpSouth Inc.

      12,084    329,289

BancTrust Financial Group Inc.

      1,481    34,759

Bank Mutual Corp.

      9,269    113,267

Bank of America Corp.

      695,557    33,456,292

Bank of Granite Corp.

      1,964    40,910

Bank of Hawaii Corp.

      7,754    384,598

Bank of New York Co. Inc. (The)

      116,137    3,739,611

Bank of the Ozarks Inc.(2)

      1,804    60,073

BankFinancial Corp.

      3,732    64,564

Banner Corp.

      1,854    71,453

BB&T Corp.

      83,294    3,464,197

BOK Financial Corp.

      3,321    164,954

Boston Private Financial Holdings Inc.

      5,375    149,962

Cadence Financial Corp.

      1,459    32,492

Camden National Corp.

      1,146    45,725

Capital City Bank Group Inc.

      1,992    60,158

Capital Corp of the West

      1,449    46,368

Capitol Bancorp Ltd.

      2,049    79,809

Cardinal Financial Corp.

      3,717    43,192

Cascade Bancorp

      3,429    97,761

Cass Information Systems Inc.

      590    28,727

Cathay General Bancorp

      7,853    285,692

Centennial Bank Holdings Inc.(1)

      9,002    93,081

Center Financial Corp.

      1,857    43,899

Centerstate Banks of Florida Inc.

      1,377    28,228

Central Pacific Financial Corp.

      4,644    179,723

Chemical Financial Corp.

      3,817    116,800

Chittenden Corp.

      7,133    184,388

Citizens Banking Corp.

      6,514    159,007

City Bank

      1,316    61,405

City Holding Co.

      2,705    97,759

City National Corp.

      6,355    413,647

Coastal Financial Corp.

      2,323    30,292

CoBiz Inc.

      2,248    50,625

Colonial BancGroup Inc. (The)

      23,565    605,149

Columbia Bancorp

      1,502    37,655

Columbia Banking System Inc.

      2,439    91,170

Comerica Inc.

      24,759    1,287,220

Commerce Bancorp Inc.

      28,073    1,001,364

Commerce Bancshares Inc.

      10,183    509,659

Community Bancorp(1)

      946    29,402

Community Bancorp Inc.

      764    32,325

Community Bank System Inc.

      4,552    91,814

Community Banks Inc.

      3,634    94,484

Community Trust Bancorp Inc.

      2,290    79,990

Compass Bancshares Inc.

      19,678    1,094,097

Corus Bankshares Inc.

      5,953    155,850

Cullen/Frost Bankers Inc.

      8,402    481,435

CVB Financial Corp.

      9,291    145,497

East West Bancorp Inc.

      9,252    350,743

Enterprise Financial Services Corp.

      1,296    32,983

Farmers Capital Bank Corp.

      1,009    33,045

Fifth Third Bancorp

      72,778    2,689,147

First BanCorp (Puerto Rico)

      10,689    99,408

First Bancorp Inc. (North Carolina)

      1,806    37,926

First Busey Corp. Class A

      2,319    47,470

First Charter Corp.

      4,738    116,223

First Citizens BancShares Inc. Class A

      914    183,257

First Commonwealth Financial Corp.

      10,763    136,690

First Community Bancorp

      2,949    174,227

First Community Bancshares Inc.(2)

      1,518    50,079

First Financial Bancorp

      5,111    76,205

First Financial Bankshares Inc.(2)

      3,161    115,503

First Financial Corp.

      2,033    61,010

First Horizon National Corp.

      18,783    755,077

First Indiana Corp.

      1,946    50,654

First Merchants Corp.

      2,809    68,287

First Midwest Bancorp Inc.

      7,602    281,882

First Oak Brook Bancshares Inc. Class A

      998    36,926

First Regional Bancorp(1)

      412    36,256

First Republic Bank

      3,299    151,094

1st Source Corp.

      1,764    59,676

First South Bancorp Inc.(2)

      1,242    42,514

First State Bancorp

      2,675    63,611

FirstMerit Corp.

      12,156    254,547

FNB Corp. (Pennsylvania)

      8,765    138,224

FNB Corp. (Virginia)

      1,117    41,329

Fremont General Corp.

      10,032    186,194

Frontier Financial Corp.

      4,041    137,354

Fulton Financial Corp.

      26,458    421,211

GB&T Bancshares Inc.(2)

      1,976    42,998

Glacier Bancorp Inc.

      4,932    144,360

Great Southern Bancorp Inc.

      1,595    48,695

Greater Bay Bancorp

      7,676    220,685

Greene County Bancshares Inc.

      1,325    41,022

Hancock Holding Co.

      4,118    230,608

Hanmi Financial Corp.

      6,194    120,411

Harleysville National Corp.

      4,195    88,976

Heartland Financial USA Inc.

      2,206    58,790

Heritage Commerce Corp.

      1,805    44,746

Huntington Bancshares Inc.

      37,383    881,491

IBERIABANK Corp.

      1,476    84,929

Independent Bank Corp. (Massachusetts)

      2,296    74,551

Independent Bank Corp. (Michigan)

      3,326    87,474

Integra Bank Corp.

      2,662    57,898

Interchange Financial Services Corp.

      2,756    62,010

International Bancshares Corp.

      7,093    194,916

Intervest Bancshares Corp.(1)

      741    30,010

Investors Financial Services Corp.

      10,023    450,033

Irwin Financial Corp.

      3,085    59,818

KeyCorp

      61,607    2,198,138

Lakeland Bancorp Inc.(2)

      2,759    43,234

Lakeland Financial Corp.

      1,840    44,694

M&T Bank Corp.

      11,587    1,366,339

Macatawa Bank Corp.

      2,099    49,084

MainSource Financial Group Inc.

      2,293    39,967

Marshall & Ilsley Corp.

      38,582    1,764,741

MB Financial Inc.

      3,503    123,866

MBT Financial Corp.

      2,250    36,000

Mellon Financial Corp.

      63,029    2,170,088

Mercantile Bank Corp.

      1,220    48,617

Mercantile Bankshares Corp.

      18,781    669,918

MetroCorp Bancshares Inc.

      708    20,730

Mid-State Bancshares

      3,399    95,172

Midwest Banc Holdings Inc.

      2,557    56,893

Nara Bancorp Inc.

      3,230    60,562

National City Corp.

      87,043    3,150,086

National Penn Bancshares Inc.

      7,108    141,165

NBT Bancorp Inc.

      5,239    121,702

North Fork Bancorp Inc.

      70,902    2,139,113

Northern Empire Bancshares(1)

      1,410    33,840

Northern Trust Corp.

      33,231    1,837,674

Old National Bancorp

      10,233    204,353

Old Second Bancorp Inc.

      2,062    63,922

Omega Financial Corp.

      1,922    60,178

Oriental Financial Group Inc.

      3,204    40,883

Pacific Capital Bancorp

      7,119    221,543

Park National Corp.(2)

      1,812    179,044

Peoples Bancorp Inc.

      1,613    48,132

Pinnacle Financial Partners Inc.(1)

      2,336    71,084

Placer Sierra Bancshares

      1,787    41,441

PNC Financial Services Group

      45,114    3,165,649

Popular Inc.

      42,431    814,675

Preferred Bank

      645    34,578

PremierWest Bancorp

      2,184    31,514

PrivateBancorp Inc.(2)

      2,706    112,055

Prosperity Bancshares Inc.

      3,898    128,205

Provident Bankshares Corp.(2)

      5,019    182,641

R&G Financial Corp. Class B

      4,242    36,439

Regions Financial Corp.

      69,517    2,302,403

Renasant Corp.

      1,574    63,511

Republic Bancorp Inc.

      11,372    140,899

Republic Bancorp Inc. Class A

      1,148    23,649

Royal Bancshares of Pennsylvania Class A

      700    16,996

S&T Bancorp Inc.

      3,960    131,591

Sandy Spring Bancorp Inc.

      2,255    81,315

Santander BanCorp

      669    16,471

SCBT Financial Corp.

      1,325    47,236

Seacoast Banking Corp. of Florida

      1,994    53,100

Security Bank Corp.

      2,195    48,883

Shore Bancshares Inc.

      1,277    34,645

Sierra Bancorp

      908    23,808

Signature Bank(1)

      4,465    144,577

Simmons First National Corp. Class A

      2,172    63,010

Sky Financial Group Inc.

      15,358    362,602

Smithtown Bancorp Inc.

      1,187    28,678

South Financial Group Inc. (The)

      11,425    301,734

Southside Bancshares Inc.

      1,600    35,712

Southwest Bancorp Inc.

      2,154    54,927

State National Bancshares Inc.

      1,602    61,052

State Street Corp.

      50,659    2,942,781

Sterling Bancorp

      2,861    55,790

Sterling Bancshares Inc.

      6,965    130,594

Sterling Financial Corp. (Pennsylvania)

      3,873    84,819

Suffolk Bancorp(2)

      1,567    51,319

Summit Bancshares Inc.

      1,584    33,597

Sun Bancorp Inc. (New Jersey)(1)

      2,159    35,062

SunTrust Banks Inc.

      55,419    4,226,253

Superior Bancorp(1)

      2,671    29,381

Susquehanna Bancshares Inc.

      7,159    171,100

SVB Financial Group(1)(2)

      5,418    246,302

SY Bancorp Inc.

      1,875    51,525

Synovus Financial Corp.

      41,275    1,105,344

Taylor Capital Group Inc.

      905    36,933

TCF Financial Corp.

      20,106    531,804

TD Banknorth Inc.

      15,364    452,470

Texas Capital Bancshares Inc.(1)

      3,541    82,505

Texas Regional Bancshares Inc. Class A

      6,994    265,212

Texas United Bancshares Inc.

      1,415    39,832

Tompkins Trustco Inc.

      924    39,732

TriCo Bancshares

      2,098    57,443

TrustCo Bank Corp. NY(2)

      11,432    125,981

Trustmark Corp.

      7,090    219,577

U.S. Bancorp

      271,285    8,377,281

UCBH Holdings Inc.

      14,393    238,060

UMB Financial Corp.

      4,823    160,799

Umpqua Holdings Corp.

      8,544    219,154

Union Bankshares Corp.

      1,347    58,110

UnionBanCal Corp.

      8,156    526,796

United Bancshares Inc.

      5,660    207,326

United Community Banks Inc.

      5,159    157,040

United Security Bancshares

      1,130    24,171

Univest Corp. of Pennsylvania

      1,753    48,418

USB Holding Co. Inc.

      1,798    40,455

Valley National Bancorp

      16,967    436,222

Vineyard National Bancorp

      1,384    37,230

Virginia Commerce Bancorp Inc.(1)

      2,376    56,786

Virginia Financial Group Inc.

      1,093    46,146

W Holding Co. Inc.

      16,599    110,383

Wachovia Corp.

      245,165    13,258,523

Washington Trust Bancorp Inc.

      1,753    48,593

Webster Financial Corp.

      8,043    381,560

Wells Fargo & Co.

      256,063    17,176,706

WesBanco Inc.

      3,341    103,538

West Bancorporation

      2,549    47,590

West Coast Bancorp

      2,243    66,101

Westamerica Bancorp

      4,792    234,664

Western Alliance Bancorp(1)

      2,003    69,664

Whitney Holding Corp.

      10,013    354,160

Wilmington Trust Corp.

      10,394    438,419

Wilshire Bancorp Inc.

      2,326    41,915

Wintrust Financial Corp.

      3,703    188,298

Yardville National Bancorp

      1,482    52,952

Zions Bancorporation

      16,170    1,260,290
           
            143,610,114

BEVERAGES—1.77%

            

Anheuser-Busch Companies Inc.

      117,788    5,369,955

Boston Beer Co. Inc. Class A(1)

      1,435    42,031

Brown-Forman Corp. Class B

      9,395    671,273

Coca-Cola Bottling Co. Consolidated

      712    36,148

Coca-Cola Co. (The)

      310,587    13,361,453

Coca-Cola Enterprises Inc.

      46,552    948,264

Constellation Brands Inc.(1)

      30,277    756,925

Farmer Brothers Co.

      1,017    22,049

Green Mountain Coffee Roasters Inc.(1)

      729    29,284

Hansen Natural Corp.(1)

      2,324    442,420

Jones Soda Co.(1)

      3,369    30,321

Molson Coors Brewing Co. Class B

      7,440    505,027

National Beverage Corp.

      1,250    17,937

Peet's Coffee & Tea Inc.(1)

      2,103    63,490

Pepsi Bottling Group Inc.

      20,975    674,346

PepsiAmericas Inc.

      9,514    210,355

PepsiCo Inc.

      251,867    15,122,095
           
            38,303,373

BIOTECHNOLOGY—1.55%

            

Advanced Magnetics Inc.(1)

      1,218    36,808

ADVENTRX Pharmaceuticals Inc.(1)

      8,290    26,279

Affymetrix Inc.(1)

      10,278    263,117

Alexion Pharmaceuticals Inc.(1)

      4,809    173,701

American Oriental Bioengineering Inc.(1)

      6,803    37,621

Amgen Inc.(1)

      179,731    11,723,853

Applera Corp.-Celera Genomics Group(1)

      11,733    151,942

Arena Pharmaceuticals Inc.(1)(2)

      7,205    83,434

ARIAD Pharmaceuticals Inc.(1)

      9,466    42,692

Biocryst Pharmaceuticals Inc.(1)

      3,500    50,155

Biogen Idec Inc.(1)

      52,415    2,428,387

Bio-Rad Laboratories Inc. Class A(1)

      2,836    184,170

Cambrex Corp.

      4,079    84,966

Celgene Corp.(1)

      52,954    2,511,608

Cell Genesys Inc.(1)(2)

      6,961    34,944

Charles River Laboratories International Inc.(1)

      10,991    404,469

Coley Pharmaceutical Group Inc.(1)(2)

      2,729    31,520

Cotherix Inc.(1)

      2,950    25,399

Cytokinetics Inc.(1)

      3,907    24,575

deCODE genetics Inc.(1)

      8,462    52,380

Digene Corp.(1)

      2,669    103,397

Diversa Corp.(1)

      4,640    44,822

Encysive Pharmaceuticals Inc.(1)

      9,026    62,550

Enzo Biochem Inc.(1)

      4,172    62,914

Enzon Pharmaceuticals Inc.(1)

      6,674    50,322

Exelixis Inc.(1)

      12,790    128,539

Genentech Inc.(1)

      71,145    5,819,661

Genitope Corp.(1)

      4,001    25,286

Genomic Health Inc.(1)

      1,898    22,339

Genzyme Corp.(1)

      39,678    2,422,342

Geron Corp.(1)(2)

      10,048    69,331

GTx Inc.(1)

      1,911    17,390

Hana Biosciences Inc.(1)

      4,380    39,727

Human Genome Sciences Inc.(1)

      20,034    214,364

ICOS Corp.(1)

      9,951    218,822

Illumina Inc.(1)

      6,355    188,489

Incyte Corp.(1)

      12,747    58,636

Integra LifeSciences Holdings Corp.(1)

      2,900    112,549

InterMune Inc.(1)(2)

      3,961    65,158

Invitrogen Corp.(1)

      8,108    535,696

Keryx Biopharmaceuticals Inc.(1)

      6,573    93,337

Lexicon Genetics Inc.(1)

      9,848    43,233

LifeCell Corp.(1)

      5,104    157,816

Martek Biosciences Corp.(1)(2)

      4,890    141,565

Maxygen Inc.(1)

      4,487    33,563

MedImmune Inc.(1)

      37,912    1,027,415

Metabasis Therapeutics Inc.(1)

      3,135    23,920

Millennium Pharmaceuticals Inc.(1)

      47,979    478,351

Millipore Corp.(1)

      8,102    510,345

Momenta Pharmaceuticals Inc.(1)

      3,293    41,854

Monogram Biosciences Inc.(1)

      19,858    39,319

Myogen Inc.(1)

      6,473    187,717

Myriad Genetics Inc.(1)

      6,019    151,980

Nektar Therapeutics(1)

      13,646    250,268

Northfield Laboratories Inc.(1)(2)

      3,848    38,057

Novavax Inc.(1)

      9,362    47,184

Panacos Pharmaceuticals Inc.(1)

      7,676    42,372

PDL BioPharma Inc.(1)

      17,445    321,162

Peregrine Pharmaceuticals Inc.(1)

      26,718    42,482

Regeneron Pharmaceuticals Inc.(1)

      6,943    89,009

Sangamo BioSciences Inc.(1)

      4,398    25,948

Savient Pharmaceuticals Inc.(1)

      9,426    49,486

Serologicals Corp.(1)(2)

      5,208    163,740

Sirna Therapeutics Inc.(1)

      6,131    34,947

SuperGen Inc.(1)

      7,536    27,356

Telik Inc.(1)

      7,961    131,356

Vertex Pharmaceuticals Inc.(1)

      16,788    616,287
           
            33,444,423

BUILDING MATERIALS—0.37%

            

AAON Inc.

      1,431    36,719

American Standard Companies Inc.

      27,154    1,174,954

Apogee Enterprises Inc.

      4,292    63,092

Builders FirstSource Inc.(1)

      2,295    46,726

Comfort Systems USA Inc.

      6,143    87,783

Drew Industries Inc.(1)

      2,820    91,368

Eagle Materials Inc.

      7,670    364,325

ElkCorp

      3,124    86,753

Florida Rock Industries Inc.

      7,312    363,187

Genlyte Group Inc. (The)(1)

      3,785    274,148

Goodman Global Inc.(1)

      3,592    54,527

Interline Brands Inc.(1)

      4,133    96,630

Lennox International Inc.

      9,184    243,192

LSI Industries Inc.

      3,053    51,870

Martin Marietta Materials Inc.

      6,969    635,224

Masco Corp.

      60,543    1,794,495

NCI Building Systems Inc.(1)(2)

      3,121    165,944

Simpson Manufacturing Co. Inc.

      5,638    203,250

Texas Industries Inc.

      3,526    187,231

Trex Co. Inc.(1)(2)

      1,810    46,861

U.S. Concrete Inc.(1)

      5,090    56,244

Universal Forest Products Inc.

      2,558    160,463

USG Corp.(1)

      5,837    425,692

Vulcan Materials Co.

      15,336    1,196,208
           
            7,906,886

CHEMICALS—1.47%

            

Air Products & Chemicals Inc.

      34,171    2,184,210

Airgas Inc.

      10,305    383,861

Albemarle Corp.

      5,989    286,753

American Vanguard Corp.

      2,694    41,703

Arch Chemicals Inc.

      3,653    131,691

Ashland Inc.

      9,712    647,790

Balchem Corp.

      1,770    39,825

Cabot Corp.

      9,671    333,843

Celanese Corp. Class A

      11,574    236,341

CF Industries Holdings Inc.

      8,390    119,641

Chemtura Corp.

      36,628    342,106

Cytec Industries Inc.

      6,284    337,199

Dow Chemical Co. (The)

      146,583    5,721,134

Du Pont (E.I.) de Nemours and Co.

      140,414    5,841,222

Eastman Chemical Co.

      12,464    673,056

Ecolab Inc.

      27,487    1,115,422

Ferro Corp.

      6,505    103,820

FMC Corp.

      5,962    383,893

Fuller (H.B.) Co.

      4,479    195,150

Georgia Gulf Corp.

      5,212    130,404

Grace (W.R.) & Co.(1)

      10,338    120,955

Hercules Inc.(1)

      17,314    264,212

Huntsman Corp.(1)

      13,749    238,133

Innospec Inc.

      1,876    47,688

International Flavors & Fragrances Inc.

      13,842    487,792

Kronos Worldwide Inc.

      377    11,027

Lubrizol Corp.

      10,420    415,237

Lyondell Chemical Co.

      33,062    749,185

MacDermid Inc.

      4,217    121,450

Minerals Technologies Inc.

      3,032    157,664

Mosaic Co. (The)(1)

      20,022    313,344

NewMarket Corp.

      2,630    129,028

NL Industries Inc.

      1,154    12,405

Olin Corp.

      11,020    197,589

OM Group Inc.(1)

      4,465    137,745

OMNOVA Solutions Inc.(1)

      6,312    35,852

Pioneer Companies Inc.(1)

      1,795    48,968

PolyOne Corp.(1)

      14,102    123,816

PPG Industries Inc.

      25,246    1,666,236

Praxair Inc.

      49,249    2,659,446

Rockwood Holdings Inc.(1)

      5,365    123,449

Rohm & Haas Co.

      24,501    1,227,990

RPM International Inc.

      18,068    325,224

Schulman (A.) Inc.

      4,268    97,695

Sensient Technologies Corp.

      7,065    147,729

Sherwin-Williams Co. (The)

      17,212    817,226

Sigma-Aldrich Corp.

      10,208    741,509

Spartech Corp.

      4,889    110,491

Stepan Co.

      935    29,527

Symyx Technologies Inc.(1)

      5,140    124,131

Terra Industries Inc.(1)

      14,503    92,384

Tronox Inc. Class B

      6,295    82,905

UAP Holding Corp.

      7,762    169,289

Valhi Inc.

      1,110    27,250

Valley National Gases Inc.

      368    9,623

Valspar Corp. (The)

      15,498    409,302

Westlake Chemical Corp.

      2,062    61,448

Zoltek Companies Inc.(1)(2)

      2,153    64,353
           
            31,848,361

COAL—0.26%

            

Alpha Natural Resources Inc.(1)

      7,886    154,723

Arch Coal Inc.

      21,797    923,539

CONSOL Energy Inc.

      27,919    1,304,376

Foundation Coal Holdings Inc.

      6,943    325,835

International Coal Group Inc.(1)

      17,310    124,459

James River Coal Co.(1)

      2,542    67,338

Massey Energy Co.

      12,498    449,928

Peabody Energy Corp.

      40,349    2,249,457

Westmoreland Coal Co.(1)

      1,022    24,242
           
            5,623,897

COMMERCIAL SERVICES—1.54%

            

Aaron Rents Inc.

      6,674    179,397

ABM Industries Inc.

      6,670    114,057

ACE Cash Express Inc.(1)

      1,788    52,335

ADESA Inc.

      13,700    304,688

Administaff Inc.

      3,480    124,619

Advance America Cash Advance Centers Inc.

      10,289    180,469

Advisory Board Co. (The)(1)

      2,841    136,624

Albany Molecular Research Inc.(1)

      3,873    41,364

Alderwoods Group Inc.(1)

      6,195    120,555

Alliance Data Systems Corp.(1)

      12,379    728,133

AMN Healthcare Services Inc.(1)

      4,956    100,607

Apollo Group Inc. Class A(1)

      21,253    1,098,143

ARAMARK Corp. Class B

      18,045    597,470

Arbitron Inc.

      4,587    175,820

Bankrate Inc.(1)

      1,555    58,717

Banta Corp.

      3,661    169,614

Barrett Business Services Inc.(1)

      1,060    19,451

BearingPoint Inc.(1)

      28,387    237,599

Block (H & R) Inc.

      50,060    1,194,432

Bowne & Co. Inc.

      4,848    69,326

Bright Horizons Family Solutions Inc.(1)

      4,238    159,730

Career Education Corp.(1)

      14,888    445,002

CBIZ Inc.(1)

      9,289    68,831

CDI Corp.

      1,953    56,637

Cendant Corp.

      152,455    2,483,492

Central Parking Corp.

      1,522    24,352

Cenveo Inc.(1)

      8,111    145,592

Chemed Corp.

      3,985    217,302

ChoicePoint Inc.(1)

      13,123    548,148

Clark Inc.

      2,668    35,218

Clayton Holdings Inc.(1)

      1,316    17,174

Coinmach Service Corp. Class A

      4,015    41,154

Coinstar Inc.(1)

      4,251    101,769

Compass Diversified Trust(1)

      2,001    28,554

Consolidated Graphics Inc.(1)

      1,716    89,335

Convergys Corp.(1)

      21,362    416,559

Corinthian Colleges Inc.(1)

      13,133    188,590

Cornell Companies Inc.(1)

      1,741    26,742

Corporate Executive Board Co. (The)

      6,105    611,721

Corrections Corp. of America(1)

      6,115    323,728

CorVel Corp.(1)

      808    20,200

CoStar Group Inc.(1)

      2,561    153,225

CRA International Inc.(1)

      1,724    77,821

Cross Country Healthcare Inc.(1)

      4,895    89,040

Deluxe Corp.

      7,822    136,729

DeVry Inc.(1)

      9,293    204,167

DiamondCluster International Inc. Class A(1)

      4,449    35,236

Dollar Financial Corp.(1)

      1,875    33,750

Dollar Thrifty Automotive Group Inc.(1)

      3,760    169,463

Donnelley (R.R.) & Sons Co.

      32,939    1,052,401

DynCorp International Inc.(1)

      3,810    39,548

Educate Inc.(1)

      2,691    20,613

Electro Rent Corp.(1)

      2,903    46,506

Equifax Inc.

      19,601    673,098

Euronet Worldwide Inc.(1)

      5,347    205,164

Exponent Inc.(1)

      2,445    41,320

First Advantage Corp. Class A(1)

      1,045    24,307

First Consulting Group Inc.(1)

      3,282    29,013

Forrester Research Inc.(1)

      2,112    59,094

FTI Consulting Inc.(1)

      6,096    163,190

Gaiam Inc.(1)

      2,471    34,643

Gartner Inc.(1)

      8,663    123,015

Geo Group Inc. (The)(1)

      1,980    69,399

Gevity HR Inc.

      3,995    106,067

Global Cash Access Inc.(1)

      5,071    79,260

H&E Equipment Services Inc.(1)

      1,746    51,420

Healthcare Services Group Inc.(2)

      4,156    87,068

HealthSpring Inc.(1)

      2,862    53,662

Heartland Payment Systems Inc.(1)

      2,118    59,050

Heidrick & Struggles International Inc.(1)

      2,793    94,515

Hewitt Associates Inc. Class A(1)

      8,083    181,706

Home Solutions of America Inc.(1)

      5,734    35,379

Hudson Highland Group Inc.(1)

      3,745    40,409

Huron Consulting Group Inc.(1)

      2,648    92,918

ICT Group Inc.(1)

      1,030    25,266

Integrated Electrical Services Inc.(1)

      2,336    40,810

Interactive Data Corp.(1)

      5,468    109,852

Iron Mountain Inc.(1)

      17,467    652,916

ITT Educational Services Inc.(1)

      6,671    439,019

Jackson Hewitt Tax Service Inc.

      5,378    168,600

Kelly Services Inc. Class A

      3,084    83,792

Kendle International Inc.(1)

      1,872    68,759

Kenexa Corp.(1)

      2,389    76,090

Kforce Inc.(1)

      4,429    68,605

Korn/Ferry International(1)

      6,459    126,532

Labor Ready Inc.(1)

      8,314    188,312

Landauer Inc.

      1,387    66,437

Laureate Education Inc.(1)

      6,651    283,532

LECG Corp.(1)

      3,717    68,653

Lincoln Educational Services Corp.(1)

      693    11,843

Live Nation Inc.(1)

      9,720    197,899

Manpower Inc.

      13,358    862,927

MAXIMUS Inc.

      3,264    75,562

McGrath RentCorp

      3,344    92,997

McKesson Corp.

      46,354    2,191,617

Medifast Inc.(1)

      1,770    31,630

Midas Inc.(1)

      2,367    43,553

Monro Muffler Brake Inc.

      1,804    58,738

Moody’s Corp.

      37,011    2,015,619

Morningstar Inc.(1)

      2,140    88,767

MPS Group Inc.(1)

      15,724    236,803

Navigant Consulting Inc.(1)

      6,481    146,795

NCO Group Inc.(1)

      4,928    130,296

Net 1 UEPS Technologies Inc.(1)

      7,322    200,257

On Assignment Inc.(1)

      3,975    36,530

PAREXEL International Corp.(1)

      4,140    119,439

Paychex Inc.

      51,231    1,996,984

PeopleSupport Inc.(1)

      2,819    37,944

Pharmaceutical Product Development Inc.

      15,397    540,743

PHH Corp.(1)

      8,118    223,570

PRA International(1)

      2,721    60,597

Pre-Paid Legal Services Inc.(2)

      1,543    53,233

Providence Service Corp. (The)(1)

      1,831    49,858

QC Holdings Inc.(1)(2)

      833    11,254

Quanta Services Inc.(1)(2)

      16,622    288,059

Rent-A-Center Inc.(1)

      10,583    263,093

Resources Connection Inc.(1)

      7,332    183,447

Rewards Network Inc.(1)

      4,038    32,990

Robert Half International Inc.

      22,912    962,304

Rollins Inc.

      4,505    88,478

Senomyx Inc.(1)

      4,542    65,541

Service Corp. International

      45,077    366,927

ServiceMaster Co. (The)

      44,307    457,691

SFBC International Inc.(1)

      2,765    41,917

Sotheby's Holdings Inc. Class A(1)

      9,211    241,789

Source Interlink Companies Inc.(1)

      5,185    61,701

SOURCECORP Inc.(1)

      2,427    60,165

Spherion Corp.(1)

      8,763    79,919

Standard Parking Corp.(1)

      781    21,149

StarTek Inc.

      1,725    25,789

Stewart Enterprises Inc. Class A

      16,019    92,109

Strayer Education Inc.

      2,183    212,013

Team Inc.(1)

      965    24,173

TeleTech Holdings Inc.(1)(2)

      4,982    63,072

TNS Inc.(1)

      3,674    76,015

United Rentals Inc.(1)(2)

      9,853    315,099

Universal Technical Institute Inc.(1)

      3,497    77,004

Valassis Communications Inc.(1)

      7,287    171,900

Vertrue Inc.(1)

      1,151    49,528

Viad Corp.

      3,380    105,794

Volt Information Sciences Inc.(1)

      1,266    58,996

Watson Wyatt Worldwide Inc.

      6,449    226,618

Weight Watchers International Inc.

      7,055    288,479

Wright Express Corp.(1)

      6,147    176,665
           
            33,276,500

COMPUTERS—3.46%

            

Advanced Digital Information Corp.(1)

      9,456    111,297

Affiliated Computer Services Inc. Class A(1)

      17,153    885,266

Agilysys Inc.

      4,652    83,736

Ansoft Corp.(1)

      2,505    51,302

Apple Computer Inc.(1)

      129,634    7,404,694

BISYS Group Inc. (The)(1)

      18,361    251,546

Brocade Communications Systems Inc.(1)

      41,634    255,633

CACI International Inc. Class A(1)

      4,656    271,584

Cadence Design Systems Inc.(1)

      43,063    738,530

Ceridian Corp.(1)

      22,394    547,309

CIBER Inc.(1)

      8,318    54,816

Cognizant Technology Solutions Corp.(1)

      21,395    1,441,381

Computer Sciences Corp.(1)

      28,421    1,376,713

COMSYS IT Partners Inc.(1)

      2,507    37,906

Comtech Group Inc.(1)

      2,226    24,775

Covansys Corp.(1)

      4,758    59,808

Dell Inc.(1)

      351,627    8,583,215

Diebold Inc.

      10,262    416,842

DST Systems Inc.(1)

      9,013    536,273

Echelon Corp.(1)

      4,697    35,181

Electronic Data Systems Corp.

      79,018    1,901,173

Electronics For Imaging Inc.(1)

      8,827    184,308

EMC Corp.(1)

      360,404    3,953,632

FactSet Research Systems Inc.

      6,350    300,355

Gateway Inc.(1)

      43,168    82,019

Henry (Jack) & Associates Inc.

      12,117    238,220

Hewlett-Packard Co.

      427,131    13,531,510

Hutchinson Technology Inc.(1)

      3,907    84,508

iGATE Corp.(1)

      3,355    21,438

IHS Inc. Class A(1)

      3,561    105,512

Imation Corp.

      5,317    218,263

Integral Systems Inc.

      1,675    44,940

Intergraph Corp.(1)

      4,471    140,792

Internap Network Services Corp.(1)

      46,603    48,933

International Business Machines Corp.

      236,310    18,153,334

InterVoice-Brite Inc.(1)

      5,870    41,794

Kanbay International Inc.(1)

      5,049    73,412

Komag Inc.(1)

      4,684    216,307

Kronos Inc.(1)

      4,888    176,994

Lexmark International Inc.(1)

      16,056    896,406

Magma Design Automation Inc.(1)

      5,421    39,844

Manhattan Associates Inc.(1)

      4,187    84,954

Maxwell Technologies Inc.(1)

      2,184    42,872

McDATA Corp. Class A(1)

      23,475    95,778

Mentor Graphics Corp.(1)

      12,235    158,810

Mercury Computer Systems Inc.(1)

      3,202    49,279

MICROS Systems Inc.(1)

      5,926    258,848

Mobility Electronics Inc.(1)

      4,270    31,000

MTS Systems Corp.

      2,779    109,798

National Instruments Corp.

      8,565    234,681

NCR Corp.(1)

      27,743    1,016,504

Ness Technologies Inc.(1)

      4,182    44,956

NetScout Systems Inc.(1)

      3,926    35,020

Network Appliance Inc.(1)

      57,032    2,013,230

Palm Inc.(1)

      13,967    224,869

Perot Systems Corp. Class A(1)

      13,176    190,788

Quantum Corp.(1)

      28,799    75,453

Rackable Systems Inc.(1)

      4,221    166,687

Radiant Systems Inc.(1)

      3,978    42,047

RadiSys Corp.(1)(2)

      3,219    70,689

Reynolds & Reynolds Co. (The) Class A

      9,564    293,328

SanDisk Corp.(1)

      29,770    1,517,675

SI International Inc.(1)

      1,958    60,032

Sigma Designs Inc.(1)

      3,467    32,694

Silicon Storage Technology Inc.(1)

      13,785    55,967

SRA International Inc. Class A(1)

      5,838    155,466

Stratasys Inc.(1)

      1,540    45,368

Sun Microsystems Inc.(1)

      533,112    2,212,415

Sykes Enterprises Inc.(1)

      4,451    71,928

Synaptics Inc.(1)

      3,807    81,470

Synopsys Inc.(1)

      21,926    411,551

Syntel Inc.

      1,289    26,373

TALX Corp.

      4,891    106,966

3D Systems Corp.(1)

      1,987    39,919

Tyler Technologies Inc.(1)(2)

      5,973    66,898

Unisys Corp.(1)

      52,283    328,337

Western Digital Corp.(1)

      33,642    666,448
           
            74,740,599

COSMETICS & PERSONAL CARE—1.67%

            

Alberto-Culver Co.

      11,878    578,696

Avon Products Inc.

      68,632    2,127,592

Chattem Inc.(1)

      2,654    80,602

Colgate-Palmolive Co.

      78,443    4,698,736

Elizabeth Arden Inc.(1)

      3,953    70,680

Estee Lauder Companies Inc. (The) Class A

      18,955    732,990

Inter Parfums Inc.

      711    12,243

Parlux Fragrances Inc.(1)(2)

      1,826    17,694

Procter & Gamble Co.

      500,149    27,808,284

Revlon Inc. Class A(1)

      23,882    30,091
           
            36,157,608

DISTRIBUTION & WHOLESALE—0.31%

            

Aviall Inc.(1)

      5,213    247,722

Beacon Roofing Supply Inc.(1)

      6,675    146,917

BlueLinx Holdings Inc.

      1,913    24,926

Brightpoint Inc.(1)

      7,664    103,694

Building Materials Holdings Corp.

      4,408    122,851

CDW Corp.

      8,958    489,555

Central European Distribution Corp.(1)

      4,844    121,875

Core-Mark Holding Co. Inc.(1)

      1,507    53,951

Directed Electronics Inc.(1)

      1,431    18,775

Fastenal Co.

      19,153    771,674

Genuine Parts Co.

      26,318    1,096,408

Grainger (W.W.) Inc.

      11,656    876,881

Ingram Micro Inc. Class A(1)

      21,383    387,674

LKQ Corp.(1)

      6,811    129,409

MWI Veterinary Supply Inc.(1)

      791    28,816

NuCo2 Inc.(1)

      2,365    56,855

Owens & Minor Inc.

      6,114    174,860

Pool Corp.

      8,068    352,007

ScanSource Inc.(1)(2)

      3,908    114,583

Tech Data Corp.(1)

      8,477    324,754

United Stationers Inc.(1)

      4,816    237,525

Watsco Inc.

      4,249    254,175

WESCO International Inc.(1)

      7,369    508,461
           
            6,644,348

DIVERSIFIED FINANCIAL SERVICES—7.30%

            

Accredited Home Lenders Holding Co.(1)(2)

      2,745    131,238

Advanta Corp. Class B

      2,946    105,909

Affiliated Managers Group Inc.(1)

      4,775    414,900

American Express Co.

      164,931    8,777,628

AmeriCredit Corp.(1)

      19,879    555,022

Ameriprise Financial Inc.

      32,740    1,462,496

Asset Acceptance Capital Corp.(1)

      2,549    50,470

Asta Funding Inc.

      1,792    67,110

Bear Stearns Companies Inc. (The)

      18,386    2,575,511

BlackRock Inc.

      3,022    420,572

Calamos Asset Management Inc. Class A

      3,531    102,364

Capital One Financial Corp.

      46,188    3,946,765

CBOT Holdings Inc. Class A(1)

      8,048    962,460

CharterMac

      7,936    148,483

Chicago Mercantile Exchange Holdings Inc.

      5,281    2,593,763

CIT Group Inc.

      30,382    1,588,675

Citigroup Inc.

      757,704    36,551,641

Cohen & Steers Inc.

      1,979    46,704

CompuCredit Corp.(1)

      3,160    121,470

Countrywide Financial Corp.

      92,612    3,526,665

Credit Acceptance Corp.(1)

      1,481    40,194

Doral Financial Corp.

      13,690    87,753

E*TRADE Financial Corp.(1)

      64,995    1,483,186

Eaton Vance Corp.

      17,632    440,095

Edwards (A.G.) Inc.

      11,668    645,474

eSpeed Inc.(1)

      3,128    26,056

Federal Agricultural Mortgage Corp.(2)

      1,689    46,785

Federal Home Loan Mortgage Corp.

      105,470    6,012,845

Federal National Mortgage Association

      147,876    7,112,836

Federated Investors Inc. Class B

      13,955    439,582

Financial Federal Corp.

      4,128    114,800

First Marblehead Corp. (The)(2)

      4,659    265,283

Franklin Resources Inc.

      25,996    2,256,713

Friedman, Billings, Ramsey Group Inc. Class A

      22,390    245,618

GAMCO Investors Inc. Class A

      864    31,761

GFI Group Inc.(1)

      1,819    98,135

Goldman Sachs Group Inc. (The)

      58,149    8,747,354

Greenhill & Co. Inc.

      2,682    162,958

IndyMac Bancorp Inc.

      9,987    457,904

IntercontinentalExchange Inc.(1)

      3,111    180,251

International Securities Exchange Inc.

      5,798    220,730

Investment Technology Group Inc.(1)

      6,599    335,625

Janus Capital Group Inc.

      32,257    577,400

Jefferies Group Inc.

      18,064    535,236

JP Morgan Chase & Co.

      529,580    22,242,360

Knight Capital Group Inc. Class A(1)

      15,911    242,325

LaBranche & Co. Inc.(1)(2)

      8,079    97,837

Legg Mason Inc.

      19,440    1,934,669

Lehman Brothers Holdings Inc.

      81,611    5,316,957

MarketAxess Holdings Inc.(1)

      4,663    51,340

Marlin Business Services Corp.(1)

      1,805    40,721

MasterCard Inc. Class A(1)

      9,381    450,288

Merrill Lynch & Co. Inc.

      140,420    9,767,615

Morgan Stanley

      163,250    10,319,032

Nasdaq Stock Market Inc. (The)(1)

      14,401    430,590

National Financial Partners Corp.

      5,697    252,434

Nelnet Inc. Class A(1)

      2,959    119,987

Nuveen Investments Inc. Class A

      12,069    519,570

NYSE Group Inc.(1)

      23,758    1,626,948

Ocwen Financial Corp.(1)

      5,217    66,308

optionsXpress Holdings Inc.

      3,165    73,776

Penson Worldwide Inc.(1)

      1,137    19,568

Piper Jaffray Companies Inc.(1)

      3,170    194,036

Portfolio Recovery Associates Inc.(1)

      2,424    110,777

Raymond James Financial Inc.

      13,806    417,908

Rowe (T.) Price Group Inc.

      40,478    1,530,473

Sanders Morris Harris Group Inc.

      2,034    30,734

Schwab (Charles) Corp. (The)

      159,224    2,544,400

SLM Corp.

      62,622    3,313,956

Stifel Financial Corp.(1)

      1,813    64,017

Student Loan Corp. (The)

      610    123,220

SWS Group Inc.

      2,409    58,105

TD Ameritrade Holding Corp.

      47,492    703,357

Thomas Weisel Partners Group Inc.(1)

      1,032    19,618

TradeStation Group Inc.(1)

      3,910    49,540

United PanAm Financial Corp.(1)

      1,561    47,454

Waddell & Reed Financial Inc. Class A

      12,917    265,574

World Acceptance Corp.(1)

      2,792    99,172
           
            157,859,086

ELECTRIC—3.16%

            

AES Corp. (The)(1)

      100,342    1,851,310

Allegheny Energy Inc.(1)

      24,900    923,043

ALLETE Inc.

      3,824    181,066

Alliant Energy Corp.

      17,911    614,347

Ameren Corp.

      31,302    1,580,751

American Electric Power Co. Inc.

      60,044    2,056,507

Aquila Inc.(1)

      56,981    239,890

Avista Corp.

      7,452    170,129

Black Hills Corp.

      5,064    173,847

CenterPoint Energy Inc.

      47,459    593,237

CH Energy Group Inc.(2)

      2,403    115,344

Cleco Corp.

      7,684    178,653

CMS Energy Corp.(1)

      33,703    436,117

Consolidated Edison Inc.

      37,460    1,664,722

Constellation Energy Group Inc.

      27,271    1,486,815

Dominion Resources Inc.

      52,975    3,962,000

DPL Inc.

      18,528    496,550

DTE Energy Co.

      27,097    1,103,932

Duke Energy Corp.

      188,399    5,533,279

Duquesne Light Holdings Inc.(2)

      11,948    196,425

Edison International

      49,657    1,936,623

El Paso Electric Co.(1)

      7,374    148,660

Empire District Electric Co. (The)

      4,563    93,770

Energy East Corp.

      22,512    538,712

Entergy Corp.

      31,695    2,242,421

Exelon Corp.

      101,860    5,788,704

FirstEnergy Corp.

      50,271    2,725,191

FPL Group Inc.

      61,617    2,549,711

Great Plains Energy Inc.

      12,110    337,385

Hawaiian Electric Industries Inc.(2)

      12,365    345,107

IDACORP Inc.

      6,524    223,708

ITC Holdings Corp.

      2,174    57,785

MDU Resources Group Inc.

      18,287    669,487

MGE Energy Inc.

      3,120    97,188

Mirant Corp.(1)

      45,729    1,225,537

Northeast Utilities

      23,405    483,781

NorthWestern Corp.

      5,412    185,902

NRG Energy Inc.(1)

      20,874    1,005,709

NSTAR

      16,277    465,522

OGE Energy Corp.

      13,832    484,535

Ormat Technologies Inc.

      1,238    47,230

Otter Tail Corp.

      4,487    122,630

Pepco Holdings Inc.

      29,011    684,079

PG&E Corp.

      52,917    2,078,580

Pike Electric Corp.(1)

      2,389    46,012

Pinnacle West Capital Corp.

      15,118    603,359

PNM Resources Inc.

      10,488    261,780

Portland General Electric Co.

      4,096    102,277

PPL Corp.

      57,994    1,873,206

Progress Energy Inc.

      38,555    1,652,853

Public Service Enterprise Group Inc.

      38,332    2,534,512

Puget Energy Inc.

      17,687    379,917

Reliant Energy Inc.(1)

      46,736    559,897

SCANA Corp.

      17,602    679,085

Sierra Pacific Resources Corp.(1)

      30,620    428,680

Southern Co. (The)

      113,101    3,624,887

TECO Energy Inc.

      31,822    475,421

TXU Corp.

      69,613    4,162,161

UIL Holdings Corp.

      2,243    126,258

UniSource Energy Corp.

      5,346    166,528

Westar Energy Inc.

      13,276    279,460

Wisconsin Energy Corp.

      17,834    718,710

WPS Resources Corp.

      6,558    325,277

Xcel Energy Inc.

      61,807    1,185,458
           
            68,281,659

ELECTRICAL COMPONENTS & EQUIPMENT—0.47%

            

Advanced Energy Industries Inc.(1)

      5,373    71,139

American Power Conversion Corp.

      26,066    508,026

American Superconductor Corp.(1)

      4,997    44,124

AMETEK Inc.

      10,808    512,083

Belden CDT Inc.(2)

      6,483    214,263

Capstone Turbine Corp.(1)

      15,656    35,696

China BAK Battery Inc.(1)

      4,128    35,129

Color Kinetics Inc.(1)

      2,052    38,803

Emerson Electric Co.

      62,560    5,243,154

Encore Wire Corp.(1)

      3,546    127,443

Energizer Holdings Inc.(1)

      9,419    551,671

Energy Conversion Devices Inc.(1)

      5,953    216,868

EnerSys(1)

      7,096    148,306

General Cable Corp.(1)

      7,705    269,675

GrafTech International Ltd.(1)

      15,001    87,006

Greatbatch Inc.(1)

      3,321    78,376

Hubbell Inc. Class B

      9,265    441,477

Insteel Industries Inc.

      2,120    51,304

Intermagnetics General Corp.(1)

      6,460    174,291

Lamson & Sessions Co.(1)

      2,112    59,896

Littelfuse Inc.(1)

      3,400    116,892

Medis Technologies Ltd.(1)(2)

      3,136    63,598

Molex Inc.

      20,931    702,654

Powell Industries Inc.(1)

      1,174    28,094

Power-One Inc.(1)

      10,666    70,396

Superior Essex Inc.(1)

      3,070    91,885

Universal Display Corp.(1)

      3,611    48,062

Vicor Corp.

      3,022    50,075
           
            10,080,386

ELECTRONICS—0.82%

            

Agilent Technologies Inc.(1)

      64,928    2,049,128

American Science & Engineering Inc.(1)

      1,392    80,625

Amphenol Corp. Class A

      13,657    764,246

Analogic Corp.

      2,106    98,161

Applera Corp.-Applied Biosystems Group

      28,206    912,464

Arrow Electronics Inc.(1)

      18,566    597,825

Avnet Inc.(1)

      19,536    391,111

AVX Corp.

      7,725    121,978

Badger Meter Inc.

      2,113    57,051

Bel Fuse Inc. Class B

      1,530    50,199

Benchmark Electronics Inc.(1)

      9,793    236,207

Brady Corp. Class A

      6,856    252,575

Checkpoint Systems Inc.(1)

      5,972    132,638

Cogent Inc.(1)

      6,593    99,357

Coherent Inc.(1)

      4,722    159,273

CTS Corp.

      5,473    81,493

Cubic Corp.

      2,371    46,495

Cymer Inc.(1)

      5,917    274,904

Daktronics Inc.

      5,912    170,679

Dionex Corp.(1)

      3,049    166,658

Dolby Laboratories Inc. Class A(1)

      5,332    124,236

Eagle Test Systems Inc.(1)

      1,116    15,646

Electro Scientific Industries Inc.(1)

      4,415    79,426

Excel Technology Inc.(1)

      1,840    55,053

Fargo Electronics Inc.(1)

      1,953    49,587

FEI Co.(1)

      3,632    82,374

Fisher Scientific International Inc.(1)

      18,925    1,382,471

FLIR Systems Inc.(1)(2)

      10,536    232,424

Gentex Corp.

      23,435    328,090

Identix Inc.(1)

      13,675    95,588

II-VI Inc.(1)

      3,582    65,551

International DisplayWorks Inc.(1)

      6,775    35,230

Ionatron Inc.(1)(2)

      4,655    29,559

Itron Inc.(1)

      3,862    228,862

Jabil Circuit Inc.

      27,815    712,064

KEMET Corp.(1)

      13,221    121,898

Lo-Jack Corp.(1)

      2,867    54,072

Measurements Specialties Inc.(1)

      2,102    46,812

Methode Electronics Inc.

      5,680    59,697

Metrologic Instruments Inc.(1)

      2,004    30,080

Mettler Toledo International Inc.(1)

      6,210    376,140

Molecular Devices Corp.(1)

      2,590    79,150

Multi-Fineline Electronix Inc.(1)(2)

      1,271    42,184

OSI Systems Inc.(1)

      2,246    39,911

OYO Geospace Corp.(1)

      600    34,266

Park Electrochemical Corp.

      3,074    79,156

Paxar Corp.(1)

      6,254    128,645

PerkinElmer Inc.

      19,299    403,349

Photon Dynamics Inc.(1)

      2,601    32,565

Plexus Corp.(1)

      6,972    238,512

RAE Systems Inc.(1)

      5,873    23,492

Rofin-Sinar Technologies Inc.(1)

      2,338    134,365

Rogers Corp.(1)

      2,652    149,414

Sanmina-SCI Corp.(1)

      81,209    373,561

Solectron Corp.(1)

      136,246    465,961

Sonic Solutions Inc.(1)

      3,912    64,548

Symbol Technologies Inc.

      38,678    417,336

Taser International Inc.(1)(2)

      9,459    74,821

Technitrol Inc.

      6,177    142,998

Tektronix Inc.

      12,746    374,987

Thermo Electron Corp.(1)

      24,945    904,007

Thomas & Betts Corp.(1)

      9,515    488,119

Trimble Navigation Ltd.(1)

      8,329    371,807

TTM Technologies Inc.(1)

      6,364    92,087

Varian Inc.(1)

      4,710    195,512

Viisage Technology Inc.(1)(2)

      3,397    51,499

Vishay Intertechnology Inc.(1)

      25,662    403,663

Waters Corp.(1)

      15,775    700,410

Watts Water Technologies Inc. Class A

      3,842    128,899

Woodward Governor Co.

      4,580    139,736

X-Rite Inc.

      3,249    35,707

Zygo Corp.(1)

      2,750    45,072
           
            17,803,666

ENERGY - ALTERNATE SOURCES—0.05%

            

Covanta Holding Corp.(1)

      17,375    306,669

Evergreen Solar Inc.(1)(2)

      10,187    132,227

FuelCell Energy Inc.(1)

      8,095    77,550

Headwaters Inc.(1)(2)

      6,444    164,709

KFx Inc.(1)

      10,820    165,330

Pacific Ethanol Inc.(1)(2)

      3,265    75,487

Plug Power Inc.(1)

      11,025    51,487

Quantum Fuel Systems Technologies Worldwide Inc.(1)(2)

      6,610    22,474

SunPower Corp. Class A(1)(2)

      1,558    43,655

Syntroleum Corp.(1)

      6,001    36,426
           
            1,076,014

ENGINEERING & CONSTRUCTION—0.18%

            

Dycom Industries Inc.(1)

      6,149    130,912

EMCOR Group Inc.(1)

      4,796    233,421

ENGlobal Corp.(1)

      2,458    19,148

Fluor Corp.

      13,343    1,239,965

Granite Construction Inc.

      5,280    239,026

Infrasource Services Inc.(1)

      4,066    74,042

Insituform Technologies Inc. Class A(1)

      4,143    94,833

Jacobs Engineering Group Inc.(1)

      8,934    711,504

Layne Christensen Co.(1)

      1,824    51,710

Perini Corp.(1)

      3,311    74,497

Shaw Group Inc. (The)(1)(2)

      12,233    340,077

Sterling Construction Co. Inc.(1)

      1,326    36,598

URS Corp.(1)

      7,800    327,600

Washington Group International Inc.

      4,408    235,123
           
            3,808,456

ENTERTAINMENT—0.27%

            

Bally Technologies Inc.(1)

      7,943    130,821

Bluegreen Corp.(1)

      3,190    36,557

Carmike Cinemas Inc.

      1,878    39,588

Century Casinos Inc.(1)

      3,099    33,190

Churchill Downs Inc.

      1,334    49,958

Dover Downs Gaming & Entertainment Inc.

      2,215    43,503

Dover Motorsports Inc.

      2,505    14,704

DreamWorks Animation SKG Inc. Class A(1)

      6,179    141,499

Great Wolf Resorts Inc.(1)

      4,085    49,061

GTECH Holdings Corp.

      19,412    675,149

International Game Technology Inc.

      51,685    1,960,929

International Speedway Corp. Class A

      5,374    249,192

Isle of Capri Casinos Inc.(1)

      2,388    61,252

Macrovision Corp.(1)

      7,885    169,685

Magna Entertainment Corp. Class A(1)(2)

      6,096    32,065

Penn National Gaming Inc.(1)

      11,018    427,278

Pinnacle Entertainment Inc.(1)

      7,313    224,143

Progressive Gaming International Corp.(1)(2)

      5,201    40,568

Regal Entertainment Group Class A(2)

      9,618    195,438

Scientific Games Corp. Class A(1)

      10,087    359,299

Shuffle Master Inc.(1)(2)

      5,300    173,734

Six Flags Inc.(1)(2)

      10,843    60,938

Speedway Motorsports Inc.

      2,332    88,010

Steinway Musical Instruments Inc.(1)

      1,115    27,340

Vail Resorts Inc.(1)

      4,613    171,142

Warner Music Group Corp.

      14,060    414,489
           
            5,869,532

ENVIRONMENTAL CONTROL—0.29%

            

Aleris International Inc.(1)

      4,782    219,255

Allied Waste Industries Inc.(1)

      38,038    432,112

American Ecology Corp.

      2,375    62,937

Basin Water Inc.(1)

      910    9,118

Calgon Carbon Corp.

      6,056    36,881

Casella Waste Systems Inc. Class A(1)

      3,345    43,786

Clean Harbors Inc.(1)

      2,392    96,422

Darling International Inc.(1)

      9,827    44,516

Metal Management Inc.

      3,969    121,531

Mine Safety Appliances Co.(2)

      4,708    189,262

Nalco Holding Co.(1)

      16,179    285,236

Rentech Inc.(1)

      21,061    97,934

Republic Services Inc.

      18,110    730,557

Stericycle Inc.(1)

      6,742    438,904

Synagro Technologies Inc.

      9,359    36,781

Tetra Tech Inc.(1)

      8,746    155,154

Waste Connections Inc.(1)

      6,783    246,901

Waste Holdings Inc.

      1,134    25,719

Waste Management Inc.

      83,084    2,981,054

Waste Services Inc.(1)

      5,728    51,498
           
            6,305,558

FOOD—1.47%

            

Arden Group Inc. Class A

      204    23,087

Campbell Soup Co.

      36,264    1,345,757

Chiquita Brands International Inc.

      6,416    88,412

ConAgra Foods Inc.

      79,161    1,750,250

Corn Products International Inc.

      11,304    345,902

Dean Foods Co.(1)

      20,734    771,097

Del Monte Foods Co.

      30,436    341,796

Diamond Foods Inc.

      2,388    38,375

Flowers Foods Inc.

      7,884    225,798

General Mills Inc.

      54,247    2,802,400

Gold Kist Inc.(1)

      7,781    104,032

Great Atlantic & Pacific Tea Co.

      2,936    66,706

Hain Celestial Group Inc.(1)

      4,733    121,922

Heinz (H.J.) Co.

      51,063    2,104,817

Hershey Co. (The)

      26,888    1,480,722

Hormel Foods Corp.

      11,246    417,676

Imperial Sugar Co.

      1,723    40,870

Ingles Markets Inc. Class A

      1,792    30,464

J&J Snack Foods Corp.

      2,084    68,918

Kellogg Co.

      37,650    1,823,389

Kraft Foods Inc.

      32,150    993,435

Kroger Co.

      110,166    2,408,229

Lance Inc.

      4,613    106,191

M&F Worldwide Corp.(1)

      1,605    25,840

McCormick & Co. Inc. NVS

      20,197    677,609

MGP Ingredients Inc.

      1,459    33,878

Nash Finch Co.

      2,037    43,368

Pathmark Stores Inc.(1)

      7,927    74,593

Performance Food Group Co.(1)

      5,269    160,072

Pilgrim’s Pride Corp.

      6,163    159,005

Premium Standard Farms Inc.

      2,102    34,115

Ralcorp Holdings Inc.(1)

      4,035    171,609

Ruddick Corp.

      6,068    148,727

Safeway Inc.

      68,604    1,783,704

Sanderson Farms Inc.

      2,591    72,522

Sara Lee Corp.

      115,855    1,855,997

Seaboard Corp.

      55    70,400

Smithfield Foods Inc.(1)

      15,059    434,151

Smucker (J.M.) Co. (The)

      8,873    396,623

Spartan Stores Inc.

      3,209    46,948

SUPERVALU Inc.

      31,193    957,625

Sysco Corp.

      94,274    2,881,013

Tootsie Roll Industries Inc.

      5,422    157,943

TreeHouse Foods Inc.(1)

      4,739    113,215

Tyson Foods Inc. Class A

      33,853    503,056

United Natural Foods Inc.(1)

      6,431    212,352

Village Super Market Inc. Class A

      254    16,604

Weis Markets Inc.

      1,458    60,070

Whole Foods Market Inc.

      21,355    1,380,387

Wild Oats Markets Inc.(1)(2)

      4,394    86,122

Wrigley (William Jr.) Co.

      35,783    1,623,117
           
            31,680,910

FOREST PRODUCTS & PAPER—0.45%

            

Bowater Inc.(2)

      8,520    193,830

Buckeye Technologies Inc.(1)

      5,738    43,838

Caraustar Industries Inc.(1)

      4,428    39,852

Deltic Timber Corp.

      1,549    87,317

Glatfelter Co.

      6,771    107,456

International Paper Co.

      75,135    2,426,860

Longview Fibre Co.

      7,788    148,673

Louisiana-Pacific Corp.

      16,183    354,408

MeadWestvaco Corp.

      27,611    771,175

Mercer International Inc.(1)(2)

      4,136    35,900

Neenah Paper Inc.

      2,249    68,482

Plum Creek Timber Co. Inc.

      28,096    997,408

Potlatch Corp.

      5,888    222,272

Rayonier Inc.

      11,662    442,106

Rock-Tenn Co. Class A

      4,866    77,613

Schweitzer-Mauduit International Inc.

      2,353    50,942

Smurfit-Stone Container Corp.(1)

      38,787    424,330

Temple-Inland Inc.

      16,838    721,845

Wausau Paper Corp.

      6,830    85,033

Weyerhaeuser Co.

      37,530    2,336,242

Xerium Technologies Inc.

      3,007    28,326
           
            9,663,908

GAS—0.40%

            

AGL Resources Inc.

      11,880    452,866

Atmos Energy Corp.

      12,370    345,247

Cascade Natural Gas Corp.

      1,750    36,907

Energen Corp.

      11,199    430,154

EnergySouth Inc.

      1,050    32,792

KeySpan Corp.

      26,663    1,077,185

Laclede Group Inc. (The)

      3,247    111,567

New Jersey Resources Corp.

      4,274    199,938

Nicor Inc.

      6,760    280,540

NiSource Inc.

      41,558    907,627

Northwest Natural Gas Co.

      4,205    155,711

ONEOK Inc.

      17,889    608,942

Peoples Energy Corp.(2)

      5,854    210,217

Piedmont Natural Gas Co.(2)

      11,634    282,706

Sempra Energy

      39,492    1,796,096

South Jersey Industries Inc.

      4,441    121,639

Southern Union Co.

      15,191    411,068

Southwest Gas Corp.

      6,109    191,456

UGI Corp.

      16,055    395,274

Vectren Corp.

      11,610    316,372

WGL Holdings Inc.

      7,429    215,070
           
            8,579,374

HAND & MACHINE TOOLS—0.15%

            

Baldor Electric Co.

      4,911    153,665

Black & Decker Corp.

      11,581    978,131

Franklin Electric Co. Inc.

      3,451    178,210

Kennametal Inc.

      6,036    375,741

Lincoln Electric Holdings Inc.

      6,468    405,220

Raser Technologies Inc.(1)

      3,097    29,855

Regal-Beloit Corp.

      4,686    206,887

Snap-On Inc.

      8,858    358,040

Stanley Works (The)

      12,386    584,867
           
            3,270,616

HEALTH CARE - PRODUCTS—3.21%

            

Abaxis Inc.(1)

      3,063    68,519

ABIOMED Inc.(1)

      3,564    46,225

Adeza Biomedical Corp.(1)

      2,292    32,134

Advanced Medical Optics Inc.(1)

      10,467    530,677

Align Technology Inc.(1)

      8,496    62,785

American Medical Systems Holdings Inc.(1)

      10,641    177,173

AngioDynamics Inc.(1)

      1,866    50,475

Arrow International Inc.

      3,467    113,960

ArthroCare Corp.(1)(2)

      3,982    167,284

Aspect Medical Systems Inc.(1)

      2,487    43,373

Bard (C.R.) Inc.

      15,783    1,156,263

Bausch & Lomb Inc.

      8,172    400,755

Baxter International Inc.

      99,806    3,668,869

Beckman Coulter Inc.

      9,625    534,669

Becton, Dickinson & Co.

      37,699    2,304,540

Biomet Inc.

      37,506    1,173,563

Biosite Inc.(1)

      2,628    119,994

Boston Scientific Corp.(1)

      188,094    3,167,503

Bruker BioSciences Corp.(1)

      5,709    30,600

Candela Corp.(1)

      3,625    57,492

Cepheid Inc.(1)

      8,318    80,768

Cerus Corp.(1)

      4,233    30,181

Conceptus Inc.(1)

      3,472    47,358

CONMED Corp.(1)

      4,285    88,699

Cooper Companies Inc.

      6,781    300,330

Cyberonics Inc.(1)

      3,280    69,930

Cytyc Corp.(1)

      17,424    441,873

Dade Behring Holdings Inc.

      13,281    553,021

Datascope Corp.

      1,970    60,755

DENTSPLY International Inc.

      12,029    728,957

DexCom Inc.(1)

      2,567    34,860

Diagnostic Products Corp.

      3,791    220,522

DJ Orthopedics Inc.(1)

      3,469    127,763

Edwards Lifesciences Corp.(1)

      8,988    408,325

Encore Medical Corp.(1)

      9,062    43,588

ev3 Inc.(1)

      2,517    37,277

FoxHollow Technologies Inc.(1)(2)

      2,842    77,643

Gen-Probe Inc.(1)

      7,867    424,661

Haemonetics Corp.(1)

      4,054    188,552

HealthTronics Inc.(1)

      5,345    40,889

Henry Schein Inc.(1)

      13,460    628,986

Hillenbrand Industries Inc.

      9,351    453,523

Hologic Inc.(1)

      6,948    342,953

ICU Medical Inc.(1)

      2,174    91,830

IDEXX Laboratories Inc.(1)

      4,812    361,526

Immucor Inc.(1)

      10,334    198,723

IntraLase Corp.(1)

      3,263    54,623

Intuitive Surgical Inc.(1)

      5,568    656,857

Invacare Corp.

      4,731    117,707

Inverness Medical Innovations Inc.(1)

      4,219    119,102

IRIS International Inc.(1)

      2,664    35,058

Johnson & Johnson

      451,314    27,042,735

Kensey Nash Corp.(1)(2)

      1,761    51,949

Kinetic Concepts Inc.(1)

      6,689    295,319

Kyphon Inc.(1)

      6,736    258,393

Laserscope(1)

      3,031    93,385

LCA-Vision Inc.

      3,167    167,566

Luminex Corp.(1)

      4,877    84,811

Medical Action Industries Inc.(1)

      1,403    30,992

Medtronic Inc.

      183,969    8,631,825

Mentor Corp.

      5,541    241,033

Merge Technologies Inc.(1)

      3,140    38,653

Meridian Bioscience Inc.

      3,206    79,990

Merit Medical Systems Inc.(1)

      4,151    57,118

Natus Medical Inc.(1)

      2,835    28,038

Neurometrix Inc.(1)

      1,903    57,965

Northstar Neuroscience Inc.(1)

      1,642    17,044

NuVasive Inc.(1)

      5,043    91,934

NxStage Medical Inc.(1)

      1,846    16,116

Oakley Inc.

      3,797    63,979

OraSure Technologies Inc.(1)

      6,994    66,583

Palomar Medical Technologies Inc.(1)

      2,649    120,874

Patterson Companies Inc.(1)

      21,132    738,141

PolyMedica Corp.

      3,512    126,292

PSS World Medical Inc.(1)

      10,288    181,583

Quidel Corp.(1)

      4,579    43,500

ResMed Inc.(1)

      11,490    539,455

Respironics Inc.(1)

      11,076    379,021

Sirona Dental Systems Inc.

      2,681    106,221

Solexa Inc.(1)

      3,588    30,498

SonoSite Inc.(1)(2)

      2,485    97,014

Spectranetics Corp.(1)

      4,662    49,977

St. Jude Medical Inc.(1)

      55,015    1,783,586

Stereotaxis Inc.(1)

      3,571    38,531

Steris Corp.

      10,309    235,664

Stryker Corp.

      45,621    1,921,100

SurModics Inc.(1)(2)

      2,429    87,711

Symmetry Medical Inc.(1)

      5,317    81,882

TECHNE Corp.(1)

      6,003    305,673

ThermoGenesis Corp.(1)

      8,363    34,456

Thoratec Corp.(1)

      8,033    111,418

TriPath Imaging Inc.(1)

      4,795    31,743

Varian Medical Systems Inc.(1)

      20,027    948,278

Ventana Medical Systems Inc.(1)

      4,399    207,545

Viasys Healthcare Inc.(1)

      4,938    126,413

Visicu Inc.(1)

      1,049    18,515

Vital Images Inc.(1)

      2,014    49,746

Vital Sign Inc.

      1,040    51,511

West Pharmaceutical Services Inc.

      4,927    178,752

Wright Medical Group Inc.(1)

      5,213    109,108

Young Innovations Inc.

      743    26,176

Zimmer Holdings Inc.(1)

      37,816    2,144,924

Zoll Medical Corp.(1)

      1,463    47,928
           
            69,342,357

HEALTH CARE - SERVICES—1.76%

            

Aetna Inc.

      86,425    3,450,950

Air Methods Corp.(1)

      1,578    41,312

Alliance Imaging Inc.(1)

      2,316    14,822

Amedisys Inc.(1)(2)

      2,435    92,286

American Retirement Corp.(1)

      5,382    176,368

AMERIGROUP Corp.(1)

      7,881    244,626

AmSurg Corp.(1)

      4,537    103,217

Apria Healthcare Group Inc.(1)

      6,463    122,151

Bio-Reference Laboratories Inc.(1)

      1,584    34,468

Brookdale Senior Living Inc.

      1,854    82,948

Capital Senior Living Corp.(1)

      3,311    34,037

Centene Corp.(1)

      6,569    154,569

Community Health Systems Inc.(1)

      14,978    550,441

Covance Inc.(1)

      7,318    448,008

Coventry Health Care Inc.(1)

      24,461    1,343,887

DaVita Inc.(1)

      15,744    782,477

Emeritus Corp.(1)

      756    14,175

Five Star Quality Care Inc.(1)

      4,812    53,269

Genesis HealthCare Corp.(1)

      2,983    141,305

Gentiva Health Services Inc.(1)

      4,101    65,739

HCA Inc.

      59,021    2,546,756

Health Management Associates Inc. Class A

      36,694    723,239

Health Net Inc.(1)

      17,577    793,953

Healthways Inc.(1)

      5,260    276,886

Horizon Health Corp.(1)

      2,287    47,753

Humana Inc.(1)

      25,094    1,347,548

Hythiam Inc.(1)

      3,991    27,817

Kindred Healthcare Inc.(1)

      5,110    132,860

Laboratory Corp. of America Holdings(1)

      19,010    1,182,992

LHC Group Inc.(1)

      1,687    33,605

LifePoint Hospitals Inc.(1)

      8,762    281,523

Lincare Holdings Inc.(1)

      14,573    551,442

Magellan Health Services Inc.(1)

      5,635    255,322

Manor Care Inc.

      12,038    564,823

Matria Healthcare Inc.(1)

      3,201    68,565

MedCath Corp.(1)

      1,207    22,740

Molina Healthcare Inc.(1)

      1,862    70,849

National Healthcare Corp.

      981    43,704

NightHawk Radiology Holdings Inc.(1)

      955    17,133

Odyssey Healthcare Inc.(1)(2)

      5,268    92,559

Option Care Inc.(2)

      3,984    47,728

Pediatrix Medical Group Inc.(1)

      7,389    334,722

Psychiatric Solutions Inc.(1)

      8,065    231,143

Quest Diagnostics Inc.

      24,135    1,446,169

Radiation Therapy Services Inc.(1)

      1,874    50,429

RehabCare Group Inc.(1)

      2,591    45,032

Res-Care Inc.(1)

      3,364    67,280

Sierra Health Services Inc.(1)

      8,529    384,061

Sun Healthcare Group Inc.(1)

      3,525    30,632

Sunrise Senior Living Inc.(1)

      6,765    187,052

Symbion Inc.(1)

      2,745    56,986

Tenet Healthcare Corp.(1)

      71,739    500,738

Triad Hospitals Inc.(1)

      13,341    528,037

United Surgical Partners International Inc.(1)(2)

      6,765    203,424

UnitedHealth Group Inc.

      205,309    9,193,737

Universal Health Services Inc. Class B

      6,968    350,212

VistaCare Inc. Class A(1)

      1,582    19,142

Wellcare Health Plans Inc.(1)

      4,985    244,514

WellPoint Inc.(1)

      97,153    7,069,824
           
            38,023,986

HOLDING COMPANIES - DIVERSIFIED—0.05%

            

Leucadia National Corp.

      24,882    726,306

Resource America Inc. Class A

      2,397    45,663

Star Maritime Acquisition Corp.(1)

      2,875    29,210

Walter Industries Inc.

      6,633    382,392
           
            1,183,571

HOME BUILDERS—0.37%

            

AMREP Corporation

      260    14,123

Beazer Homes USA Inc.

      6,150    282,100

Brookfield Homes Corp.

      1,880    61,946

Cavco Industries Inc.(1)

      966    42,929

Centex Corp.

      18,495    930,298

Champion Enterprises Inc.(1)

      11,620    128,285

Fleetwood Enterprises Inc.(1)

      9,717    73,266

Horton (D.R.) Inc.

      47,659    1,135,237

Hovnanian Enterprises Inc. Class A(1)

      7,600    228,608

KB Home

      12,296    563,772

Lennar Corp. Class A

      20,792    922,541

Levitt Corp. Class A

      2,495    39,920

M.D.C. Holdings Inc.

      5,259    273,100

M/I Homes Inc.

      1,836    64,407

Meritage Homes Corp.(1)

      3,445    162,776

Monaco Coach Corp.(2)

      4,074    51,740

NVR Inc.(1)

      712    349,770

Orleans Homebuilders Inc.

      720    11,700

Palm Harbor Homes Inc.(1)(2)

      1,461    25,699

Pulte Homes Inc.

      32,425    933,516

Ryland Group Inc.

      6,949    302,768

Skyline Corp.

      1,038    44,406

Standard-Pacific Corp.

      10,121    260,110

Technical Olympic USA Inc.

      2,998    43,051

Thor Industries Inc.(2)

      5,428    262,987

Toll Brothers Inc.(1)

      19,696    503,627

WCI Communities Inc.(1)

      5,092    102,553

Williams Scotsman International Inc.(1)

      4,533    99,001

Winnebago Industries Inc.(2)

      4,966    154,145
           
            8,068,381

HOME FURNISHINGS—0.13%

            

American Woodmark Corp.

      1,821    63,808

Audiovox Corp. Class A(1)

      2,525    34,491

DTS Inc.(1)

      2,676    52,128

Ethan Allen Interiors Inc.(2)

      5,033    183,956

Furniture Brands International Inc.(2)

      6,873    143,233

Harman International Industries Inc.

      10,201    870,859

Hooker Furniture Corp.

      1,628    27,302

Kimball International Inc. Class B

      3,766    74,228

La-Z-Boy Inc.(2)

      7,886    110,404

Sealy Corp.(1)

      3,079    40,858

Stanley Furniture Co. Inc.

      1,868    44,776

Tempur-Pedic International Inc.(1)(2)

      7,641    103,230

TiVo Inc.(1)

      11,683    83,533

Universal Electronics Inc.(1)

      2,097    37,138

Whirlpool Corp.

      11,113    918,489
           
            2,788,433

HOUSEHOLD PRODUCTS & WARES—0.49%

            

ACCO Brands Corp.(1)

      6,861    150,256

American Greetings Corp. Class A(2)

      8,133    170,874

Avery Dennison Corp.

      14,367    834,148

Blyth Inc.

      3,932    72,585

Central Garden & Pet Co.(1)

      3,279    141,161

Church & Dwight Co. Inc.

      9,852    358,810

Clorox Co. (The)

      22,997    1,402,127

CNS Inc.

      1,933    47,358

CSS Industries Inc.

      1,027    29,526

Ennis Inc.

      3,880    76,358

Fortune Brands Inc.

      22,351    1,587,145

Fossil Inc.(1)(2)

      6,607    118,992

Harland (John H.) Co.

      4,091    177,958

Jarden Corp.(1)

      7,370    224,417

Kimberly-Clark Corp.

      70,070    4,323,319

Playtex Products Inc.(1)

      8,509    88,749

Prestige Brands Holdings Inc.(1)

      5,069    50,538

Russ Berrie & Co. Inc.(1)

      1,795    22,007

Scotts Miracle-Gro Co. (The) Class A

      7,143    302,292

Spectrum Brands Inc.(1)

      5,625    72,675

Standard Register Co. (The)

      2,716    32,185

Tupperware Brands Corp.

      9,241    181,955

WD-40 Co.

      2,563    86,040

Yankee Candle Co. Inc. (The)

      6,192    154,862
           
            10,706,337

HOUSEWARES—0.07%

            

Lifetime Brands Inc.

      1,716    37,186

National Presto Industries Inc.

      725    37,903

Newell Rubbermaid Inc.

      42,189    1,089,742

Toro Co.

      6,499    303,503
           
            1,468,334

INSURANCE—4.31%

            

Affirmative Insurance Holdings Inc.

      1,145    17,919

AFLAC Inc.

      75,997    3,522,461

Alfa Corp.

      4,964    82,204

Alleghany Corp.(1)

      741    204,783

Allstate Corp. (The)

      96,844    5,300,272

Ambac Financial Group Inc.

      16,118    1,307,170

American Equity Investment Life Holding Co.

      8,483    90,429

American Financial Group Inc.

      8,665    371,728

American International Group Inc.

      335,722    19,824,384

American National Insurance Co.

      2,159    280,065

American Physicians Capital Inc.(1)

      1,043    54,851

AmerUs Group Co.

      5,916    346,382

AON Corp.

      48,568    1,691,138

Argonaut Group Inc.(1)

      4,767    143,201

Assurant Inc.

      19,656    951,350

Baldwin & Lyons Inc. Class B

      1,234    31,467

Berkley (W.R.) Corp.

      24,598    839,530

Bristol West Holdings Inc.

      2,330    37,280

Brown & Brown Inc.

      17,123    500,334

Capital Title Group Inc.

      3,919    28,883

Chubb Corp.

      63,239    3,155,626

CIGNA Corp.

      18,255    1,798,300

Cincinnati Financial Corp.

      23,738    1,115,923

CNA Financial Corp.(1)

      3,512    115,756

CNA Surety Corp.(1)

      2,439    42,146

Commerce Group Inc.

      8,286    244,768

Conseco Inc.(1)

      23,097    533,541

Crawford & Co. Class B

      3,558    25,546

Darwin Professional Underwriters Inc.(1)

      799    14,110

Delphi Financial Group Inc. Class A

      6,309    229,395

Direct General Corp.(2)

      2,250    38,070

Donegal Group Inc. Class A

      1,982    38,471

EMC Insurance Group Inc.

      898    25,826

Enstar Group Inc.(1)

      499    46,003

Erie Indemnity Co. Class A

      8,187    425,724

FBL Financial Group Inc. Class A

      2,067    66,971

Fidelity National Financial Inc.

      26,642    1,037,706

Fidelity National Title Group Inc. Class A(2)

      4,757    93,570

First Acceptance Corp.(1)

      2,553    30,074

First American Corp.

      13,069    552,427

FPIC Insurance Group Inc.(1)

      1,589    61,574

Gallagher (Arthur J.) & Co.

      14,740    373,512

Genworth Financial Inc. Class A

      69,501    2,421,415

Great American Financial Resources Inc.

      1,346    28,172

Hanover Insurance Group Inc. (The)

      7,743    367,483

Harleysville Group Inc.

      2,092    66,358

Hartford Financial Services Group Inc. (The)

      46,195    3,908,097

HCC Insurance Holdings Inc.

      16,948    498,949

Hilb, Rogal & Hobbs Co.

      5,519    205,693

Horace Mann Educators Corp.

      6,556    111,124

Independence Holding Co.

      769    17,233

Infinity Property & Casualty Corp.

      3,155    129,355

James River Group Inc.(1)

      1,394    34,711

Kansas City Life Insurance Co.

      609    25,682

LandAmerica Financial Group Inc.

      2,624    169,510

Lincoln National Corp.

      42,858    2,418,906

Loews Corp.

      67,568    2,395,286

Markel Corp.(1)

      1,468    509,396

Marsh & McLennan Companies Inc.

      83,741    2,251,795

MBIA Inc.

      20,535    1,202,324

Meadowbrook Insurance Group(1)

      3,830    31,866

Mercury General Corp.

      4,038    227,622

MetLife Inc.

      70,537    3,612,200

MGIC Investment Corp.

      13,324    866,060

Midland Co. (The)

      1,773    67,339

National Interstate Corp.

      2,417    65,549

National Western Life Insurance Co. Class A

      340    81,481

Nationwide Financial Services Inc.

      7,453    328,528

Navigators Group Inc. (The)(1)

      1,993    87,333

NYMAGIC Inc.

      878    25,506

Odyssey Re Holdings Corp.(2)

      1,963    51,725

Ohio Casualty Corp.

      9,687    287,995

Old Republic International Corp.

      35,031    748,612

Philadelphia Consolidated Holding Corp.(1)

      8,395    254,872

Phoenix Companies Inc.

      17,165    241,683

PMA Capital Corp. Class A(1)

      4,917    50,645

PMI Group Inc. (The)

      13,627    607,492

Presidential Life Corp.

      3,267    80,303

Principal Financial Group Inc.

      42,216    2,349,320

ProAssurance Corp.(1)

      4,756    229,144

Progressive Corp. (The)

      119,262    3,066,226

Protective Life Corp.

      10,654    496,689

Prudential Financial Inc.

      74,993    5,826,956

Radian Group Inc.

      12,564    776,204

Reinsurance Group of America Inc.

      4,425    217,489

RLI Corp.

      3,400    163,812

SAFECO Corp.

      18,168    1,023,767

Safety Insurance Group Inc.

      2,166    102,993

SCPIE Holdings Inc.(1)

      1,528    35,526

SeaBright Insurance Holdings Inc.(1)

      2,425    39,067

Selective Insurance Group Inc.

      4,195    234,375

St. Paul Travelers Companies Inc.

      106,122    4,730,919

StanCorp Financial Group Inc.

      8,339    424,538

State Auto Financial Corp.

      2,191    71,295

Stewart Information Services Corp.

      2,626    95,350

Torchmark Corp.

      15,297    928,834

Tower Group Inc.

      2,568    77,682

Transatlantic Holdings Inc.

      4,090    228,631

Triad Guaranty Inc.(1)

      1,755    85,784

21st Century Insurance Group

      4,978    71,683

United Fire & Casualty Co.

      3,147    94,819

Unitrin Inc.

      7,237    315,461

Universal American Financial Corp.(1)

      5,803    76,309

UNUMProvident Corp.

      45,635    827,363

USI Holdings Corp.(1)

      7,035    94,339

Wesco Financial Corp.

      219    83,439

Zenith National Insurance Corp.

      5,626    223,183
           
            93,160,367

INTERNET—2.08%

            

Access Integrated Technologies Inc. Class A(1)

      2,053    20,140

Agile Software Corp.(1)

      8,669    54,961

Akamai Technologies Inc.(1)

      23,552    852,347

Amazon.com Inc.(1)

      47,578    1,840,317

aQuantive Inc.(1)(2)

      11,603    293,904

Ariba Inc.(1)

      11,371    93,583

Art Technology Group Inc.(1)

      16,983    50,609

@Road Inc.(1)

      9,383    51,794

Audible Inc.(1)(2)

      3,742    34,015

Avocent Corp.(1)

      7,463    195,904

Blue Coat Systems Inc.(1)

      2,203    37,143

Blue Nile Inc.(1)(2)

      2,195    70,591

CheckFree Corp.(1)

      12,601    624,506

Chordiant Software Inc.(1)

      12,079    36,599

Click Commerce Inc.(1)(2)

      1,561    30,799

CMGI Inc.(1)

      70,428    85,218

CNET Networks Inc.(1)

      22,848    182,327

Cogent Communications Group Inc.(1)

      3,202    30,003

CyberSource Corp.(1)

      4,650    54,405

DealerTrack Holdings Inc.(1)

      1,622    35,862

Digital Insight Corp.(1)

      5,266    180,571

Digital River Inc.(1)

      6,025    243,350

Digitas Inc.(1)

      13,774    160,054

Drugstore.com Inc.(1)

      12,206    35,397

EarthLink Inc.(1)

      20,326    176,023

eBay Inc.(1)

      179,465    5,256,530

eCollege.com Inc.(1)

      2,756    58,262

Emdeon Corp.(1)

      41,829    519,098

Equinix Inc.(1)(2)

      4,364    239,409

eResearch Technology Inc.(1)(2)

      7,505    68,296

Expedia Inc.(1)

      35,010    524,100

F5 Networks Inc.(1)

      6,176    330,292

FTD Group Inc.(1)

      1,960    26,460

Google Inc. Class A(1)

      31,831    13,347,693

GSI Commerce Inc.(1)

      5,968    80,747

Harris Interactive Inc.(1)

      8,255    47,053

i2 Technologies Inc.(1)

      2,156    27,317

IAC/InterActiveCorp(1)

      28,135    745,296

InfoSpace Inc.(1)

      4,756    107,819

Internet Capital Group Inc.(1)

      5,973    53,757

Internet Security Systems Inc.(1)

      6,008    113,251

Interwoven Inc.(1)

      6,509    55,847

iPass Inc.(1)

      9,896    55,418

j2 Global Communications Inc.(1)(2)

      7,572    236,398

Jupitermedia Corp.(1)

      3,303    42,939

Knot Inc. (The)(1)

      2,214    46,339

Liberty Media Holding Corp.-Liberty Interactive Group Series A(1)

      107,039    1,847,493

Lionbridge Technologies Inc.(1)

      9,093    50,284

Liquidity Services Inc.(1)

      1,183    18,419

McAfee Inc.(1)

      24,319    590,222

Monster Worldwide Inc.(1)

      18,843    803,842

Move Inc.(1)

      15,272    83,691

NetBank Inc.

      7,063    46,828

NetFlix Inc.(1)(2)

      6,003    163,342

NetRatings Inc.(1)

      2,033    28,238

NIC Inc.(1)

      5,832    42,165

NutriSystem Inc.(1)

      4,896    304,188

1-800-FLOWERS.COM Inc.(1)

      3,816    22,018

Online Resources Corp.(1)

      3,432    35,487

Openwave Systems Inc.(1)

      14,381    165,957

Opsware Inc.(1)

      12,473    102,778

Overstock.com Inc.(1)(2)

      1,700    36,142

Perficient Inc.(1)

      2,675    33,063

Priceline.com Inc.(1)

      3,875    115,707

ProQuest Co.(1)

      3,866    47,513

RealNetworks Inc.(1)

      16,295    174,356

Redback Networks Inc.(1)

      8,454    155,046

RightNow Technologies Inc.(1)

      2,287    38,147

RSA Security Inc.(1)

      11,501    312,712

S1 Corp.(1)

      10,817    51,922

Sapient Corp.(1)

      12,426    65,858

Secure Computing Corp.(1)

      6,802    58,497

Sohu.com Inc.(1)

      3,935    101,484

SonicWALL Inc.(1)

      9,816    88,246

Stamps.com Inc.(1)

      2,843    79,092

Stellent Inc.

      4,399    42,010

Symantec Corp.(1)

      159,023    2,471,217

Terremark Worldwide Inc.(1)

      5,968    21,485

TheStreet.com Inc.

      2,796    35,845

TIBCO Software Inc.(1)

      32,084    226,192

Travelzoo Inc.(1)

      462    14,017

TriZetto Group Inc. (The)(1)

      6,544    96,786

24/7 Real Media Inc.(1)

      7,382    64,814

United Online Inc.

      9,780    117,360

ValueClick Inc.(1)(2)

      15,620    239,767

Vasco Data Security International Inc.(1)

      3,798    31,713

VeriSign Inc.(1)

      37,361    865,654

Vignette Corp.(1)

      4,533    66,091

WebEx Communications Inc.(1)(2)

      6,375    226,567

WebMD Health Corp. Class A(1)(2)

      1,075    50,848

webMethods Inc.(1)

      8,283    81,753

Websense Inc.(1)

      7,318    150,312

WebSideStory Inc.(1)

      2,662    32,476

Yahoo! Inc.(1)

      214,730    7,086,090
           
            45,036,477

INVESTMENT COMPANIES—0.09%

            

Allied Capital Corp.(2)

      21,340    613,952

American Capital Strategies Ltd.

      20,342    681,050

Apollo Investment Corp.

      12,376    228,708

Ares Capital Corp.

      5,808    98,329

Capital Southwest Corp.

      415    43,347

Gladstone Capital Corp.(2)

      1,723    36,855

Gladstone Investment Corp.

      2,003    30,045

Harris & Harris Group Inc.(1)

      3,167    34,964

MCG Capital Corp.

      8,135    129,347

Medallion Financial Corp.

      2,236    28,979

MVC Capital Inc.

      2,611    35,092

NGP Capital Resources Co.

      2,648    38,740

Technology Investment Capital Corp.

      2,967    43,467
           
            2,042,875

IRON & STEEL—0.35%

            

AK Steel Holding Corp.(1)

      16,765    231,860

Allegheny Technologies Inc.

      15,283    1,058,195

Carpenter Technology Corp.

      3,873    447,332

Chaparral Steel Co.(1)

      3,509    252,718

Cleveland-Cliffs Inc.

      3,360    266,414

Gibraltar Industries Inc.

      3,693    107,097

Nucor Corp.

      47,493    2,576,495

Olympic Steel Inc.

      1,277    45,193

Oregon Steel Mills Inc.(1)

      5,448    275,996

Reliance Steel & Aluminum Co.

      5,005    415,165

Ryerson Inc.(2)

      3,968    107,136

Schnitzer Steel Industries Inc. Class A

      3,442    122,122

Shiloh Industries Inc.(1)

      738    11,100

Steel Dynamics Inc.

      7,416    487,528

Steel Technologies Inc.

      1,741    33,845

United States Steel Corp.

      16,606    1,164,413

Wheeling-Pittsburgh Corp.(1)

      1,640    32,620
           
            7,635,229

LEISURE TIME—0.20%

            

Ambassadors Group Inc.

      3,150    90,972

Ambassadors International Inc.

      1,088    25,296

Arctic Cat Inc.

      1,960    38,240

Bally Total Fitness Holding Corp.(1)

      5,609    38,029

Brunswick Corp.

      14,414    479,266

Callaway Golf Co.

      11,532    149,801

Harley-Davidson Inc.

      40,946    2,247,526

K2 Inc.(1)

      7,173    78,473

Life Time Fitness Inc.(1)

      4,631    214,276

Marine Products Corp.

      1,875    18,244

Multimedia Games Inc.(1)(2)

      4,138    41,918

Nautilus Inc.(2)

      4,995    78,471

Navigant International Inc.(1)

      2,365    37,911

Polaris Industries Inc.

      6,303    272,920

Sabre Holdings Corp.

      20,229    445,038

WMS Industries Inc.(1)

      4,116    112,737
           
            4,369,118

LODGING—0.59%

            

Ameristar Casinos Inc.

      3,929    76,419

Aztar Corp.(1)

      5,515    286,559

Boyd Gaming Corp.

      6,662    268,878

Choice Hotels International Inc.

      5,116    310,030

Gaylord Entertainment Co.(1)

      6,188    270,044

Harrah’s Entertainment Inc.

      28,159    2,004,358

Hilton Hotels Corp.

      58,623    1,657,858

Lakes Gaming Inc.(1)

      3,486    42,146

Las Vegas Sands Corp.(1)

      21,171    1,648,374

Lodgian Inc.(1)

      3,119    44,446

Marcus Corp.

      3,271    68,298

Marriott International Inc. Class A

      52,045    1,983,955

MGM Mirage(1)

      18,236    744,029

Monarch Casino & Resort Inc.(1)

      1,583    44,514

Morgans Hotel Group Co.(1)

      2,739    42,619

MTR Gaming Group Inc.(1)

      3,453    32,389

Riviera Holdings Corp.(1)

      1,670    33,734

Starwood Hotels & Resorts Worldwide Inc.

      33,106    1,997,616

Station Casinos Inc.

      7,716    525,305

Trump Entertainment Resorts Inc.(1)

      4,269    86,020

Wynn Resorts Ltd.(1)

      7,495    549,384
           
            12,716,975

MACHINERY—0.98%

            

AGCO Corp.(1)

      13,795    363,084

Albany International Corp. Class A

      4,072    172,612

Applied Industrial Technologies Inc.

      6,810    165,551

Astec Industries Inc.(1)

      2,595    88,541

Briggs & Stratton Corp.

      7,797    242,565

Bucyrus International Inc. Class A

      4,810    242,905

Cascade Corp.

      1,914    75,699

Caterpillar Inc.

      102,065    7,601,801

Cognex Corp.

      7,105    184,943

Columbus McKinnon Corp.(1)

      2,787    60,589

Cummins Inc.

      7,079    865,408

Deere & Co.

      35,753    2,985,018

DXP Enterprises Inc.(1)

      268    8,327

Flow International Corp.(1)

      5,331    75,007

Flowserve Corp.(1)

      8,612    490,023

Gardner Denver Inc.(1)

      7,976    307,076

Gehl Corp.(1)

      1,596    40,746

Gerber Scientific Inc.(1)

      3,440    44,754

Gorman-Rupp Co. (The)

      1,396    37,134

Graco Inc.

      10,427    479,433

IDEX Corp.

      8,134    383,925

Intermec Inc.(1)

      7,676    176,087

Intevac Inc.(1)

      3,205    69,484

iRobot Corp.(1)(2)

      1,740    43,291

JLG Industries Inc.

      16,206    364,635

Joy Global Inc.

      18,842    981,480

Kadant Inc.(1)

      2,069    47,587

Lindsay Manufacturing Co.

      1,757    47,650

Manitowoc Co. Inc. (The)

      9,329    415,141

Middleby Corp. (The)(1)

      1,014    87,772

NACCO Industries Inc.

      845    116,111

Nordson Corp.

      4,482    220,425

Presstek Inc.(1)

      4,495    41,848

Robbins & Myers Inc.(2)

      1,792    46,843

Rockwell Automation Inc.

      27,058    1,948,447

Sauer-Danfoss Inc.

      1,569    39,884

Tecumseh Products Co. Class A(1)

      2,535    48,672

Tennant Co.

      1,256    63,152

Terex Corp.(1)

      7,652    755,252

TurboChef Technologies Inc.(1)(2)

      2,055    22,852

Wabtec Corp.

      7,392    276,461

Zebra Technologies Corp. Class A(1)

      10,790    368,586
           
            21,096,801

MANUFACTURING—4.20%

            

Actuant Corp. Class A

      4,158    207,692

Acuity Brands Inc.

      6,840    266,144

American Railcar Industries Inc.

      1,380    45,692

Ameron International Corp.

      1,335    89,472

Applied Films Corp.(1)

      2,431    69,259

AptarGroup Inc.

      5,357    265,761

Barnes Group Inc.

      5,730    114,314

Blount International Inc.(1)

      5,783    69,512

Brink’s Co. (The)

      7,365    415,460

Carlisle Companies Inc.

      4,685    371,521

Ceradyne Inc.(1)

      4,088    202,315

CLARCOR Inc.

      7,897    235,252

Crane Co.

      8,075    335,920

Danaher Corp.

      36,191    2,327,805

Donaldson Co. Inc.

      11,269    381,681

Dover Corp.

      31,077    1,536,136

Eastman Kodak Co.(2)

      43,778    1,041,041

Eaton Corp.

      22,894    1,726,208

EnPro Industries Inc.(1)

      3,218    108,125

ESCO Technologies Inc.(1)

      3,928    209,952

Federal Signal Corp.

      7,351    111,294

Flanders Corp.(1)

      1,954    19,599

FreightCar America Inc.

      1,918    106,468

General Electric Co.

      1,584,894    52,238,106

GenTek Inc.(1)

      1,555    41,752

Griffon Corp.(1)(2)

      4,534    118,337

Harsco Corp.

      6,394    498,476

Hexcel Corp.(1)

      14,228    223,522

Honeywell International Inc.

      126,195    5,085,659

Illinois Tool Works Inc.

      76,094    3,614,465

ITT Industries Inc.

      28,193    1,395,554

Jacuzzi Brands Inc.(1)

      11,836    104,157

Koppers Holdings Inc.

      1,517    30,325

Lancaster Colony Corp.

      3,699    146,000

Leggett & Platt Inc.

      27,791    694,219

Matthews International Corp. Class A

      4,899    168,869

Myers Industries Inc.

      4,062    69,826

Pall Corp.

      19,045    533,260

Parker Hannifin Corp.

      18,341    1,423,262

Pentair Inc.

      15,500    529,945

PW Eagle Inc.

      1,600    48,384

Raven Industries Inc.

      2,454    77,301

Reddy Ice Holdings Inc.

      2,546    51,811

Roper Industries Inc.

      13,233    618,643

Smith & Wesson Holding Corp.(1)

      4,442    36,513

Smith (A.O.) Corp.

      3,124    144,829

SPX Corp.

      9,106    509,481

Standex International Corp.

      1,887    57,270

Teleflex Inc.

      6,140    331,683

Textron Inc.

      19,827    1,827,653

3M Co.

      114,913    9,281,523

Tredegar Corp.

      5,196    82,201

Trinity Industries Inc.

      12,034    486,174
           
            90,725,823

MEDIA—3.15%

            

Acacia Research Corp.- Acacia Technologies Group(1)

      4,247    59,713

Belo (A.H.) Corp.

      13,840    215,904

Cablevision Systems Corp.

      33,013    708,129

CBS Corp. Class B

      102,552    2,774,032

Charter Communications Inc. Class A(1)

      60,079    67,889

Citadel Broadcasting Corp.

      5,620    50,018

CKX Inc.(1)

      7,787    105,670

Clear Channel Communications Inc.

      76,705    2,374,020

Comcast Corp. Class A(1)

      296,914    9,720,964

Courier Corp.

      1,524    60,990

Cox Radio Inc. Class A(1)

      6,882    99,238

Crown Media Holdings Inc.(1)(2)

      2,364    9,740

Cumulus Media Inc. Class A(1)

      5,851    62,430

DIRECTV Group Inc. (The)(1)

      122,688    2,024,352

Discovery Holding Co. Class A(1)

      42,706    624,789

Dow Jones & Co. Inc.

      9,024    315,930

EchoStar Communications Corp.(1)

      31,360    966,202

Emmis Communications Corp.(1)

      5,012    78,388

Entercom Communications Corp.

      4,863    127,216

Entravision Communications Corp.(1)

      10,208    87,483

Fisher Communications Inc.(1)

      1,160    48,871

Gannett Co. Inc.

      36,246    2,027,239

Gemstar-TV Guide International Inc.(1)

      37,801    133,060

Gray Television Inc.

      6,537    37,849

Hearst-Argyle Television Inc.

      4,055    89,453

Hollinger International Inc.

      11,420    91,703

Journal Communications Inc. Class A

      6,673    75,005

Journal Register Co.

      6,034    54,065

Lee Enterprises Inc.

      6,971    187,868

Liberty Global Inc. Class A(1)

      70,051    1,506,097

Liberty Media Holding Corp.-Liberty Capital Group Series A(1)

      21,404    1,793,013

Lin TV Corp. Class A(1)

      4,210    31,786

LodgeNet Entertainment Corp.(1)

      2,532    47,222

Martha Stewart Living Omnimedia Inc. Class A(1)(2)

      3,850    64,334

McClatchy Co. (The) Class A(2)

      8,398    336,940

McGraw-Hill Companies Inc. (The)

      54,536    2,739,343

Media General Inc. Class A

      3,364    140,918

Mediacom Communications Corp.(1)

      8,447    52,625

Meredith Corp.

      4,739    234,770

New York Times Co. Class A

      20,160    494,726

News Corp. Class A

      350,932    6,730,876

Outdoor Channel Holdings Inc.(1)

      2,006    20,702

Playboy Enterprises Inc. Class B(1)

      3,240    32,335

Primedia Inc.(1)

      30,257    55,370

Private Media Group Inc.(1)

      3,836    17,070

Radio One Inc. Class D(1)

      11,659    86,277

Readers Digest Association Inc. (The)

      14,689    205,058

Salem Communications Corp. Class A(1)

      1,511    19,658

Scholastic Corp.(1)

      5,349    138,914

Scripps (E.W.) Co. Class A

      12,785    551,545

Sinclair Broadcast Group Inc. Class A

      6,937    59,381

Sirius Satellite Radio Inc.(1)

      214,022    1,016,605

Spanish Broadcasting System Inc. Class A(1)

      6,790    34,697

Time Warner Inc.

      639,620    11,065,426

Tribune Co.

      34,186    1,108,652

Univision Communications Inc. Class A(1)

      32,824    1,099,604

Value Line Inc.

      208    8,882

Viacom Inc. Class B(1)

      96,712    3,466,158

Walt Disney Co. (The)

      334,529    10,035,870

Washington Post Co. (The) Class B

      854    666,129

Westwood One Inc.

      10,699    80,243

Wiley (John) & Sons Inc. Class A

      6,739    223,735

World Wrestling Entertainment Inc.

      3,259    55,045

XM Satellite Radio Holdings Inc. Class A(1)

      39,381    576,932
           
            68,075,148

METAL FABRICATE & HARDWARE—0.18%

            

Ampco-Pittsburgh Corp.

      1,094    31,343

Castle (A.M.) & Co.

      1,516    48,891

CIRCOR International Inc.

      2,438    74,335

Commercial Metals Co.

      18,342    471,389

Dynamic Materials Corp.

      1,797    60,613

Foster (L.B.) Co. Class A(1)

      1,552    37,667

Kaydon Corp.

      4,302    160,508

Ladish Co. Inc.(1)

      2,134    79,961

Lawson Products Inc.

      681    26,845

Mueller Industries Inc.

      5,614    185,430

Mueller Water Porducts Inc. Class A(1)

      3,814    66,402

NN Inc.

      2,631    32,493

NS Group Inc.(1)

      3,423    188,539

Precision Castparts Corp.

      20,598    1,230,936

Quanex Corp.

      5,753    247,782

RBC Bearings Inc.(1)

      3,120    70,824

Timken Co. (The)

      12,832    430,000

Valmont Industries Inc.

      2,753    127,987

Worthington Industries Inc.

      11,030    231,079
           
            3,803,024

MINING—0.62%

            

Alcoa Inc.

      132,621    4,291,616

AMCOL International Corp.

      3,342    88,062

Brush Engineered Materials Inc.(1)

      2,958    61,674

Century Aluminum Co.(1)(2)

      3,524    125,772

Coeur d’Alene Mines Corp.(1)

      42,367    203,785

Compass Minerals International Inc.

      4,876    121,656

Freeport-McMoRan Copper & Gold Inc.

      28,726    1,591,708

Hecla Mining Co.(1)(2)

      18,165    95,366

Newmont Mining Corp.

      63,804    3,377,146

Phelps Dodge Corp.

      31,065    2,552,300

Royal Gold Inc.(2)

      2,963    82,431

RTI International Metals Inc.(1)

      3,469    193,709

Southern Copper Corp.(2)

      1,030    91,804

Stillwater Mining Co.(1)

      6,292    79,783

Titanium Metals Corp.(1)

      11,330    389,525

USEC Inc.

      13,247    156,977
           
            13,503,314

OFFICE & BUSINESS EQUIPMENT—0.17%

            

Global Imaging Systems Inc.(1)

      3,556    146,792

IKON Office Solutions Inc.

      16,743    210,962

Pitney Bowes Inc.

      33,831    1,397,220

Xerox Corp.(1)

      139,961    1,946,858
           
            3,701,832

OFFICE FURNISHINGS—0.05%

            

CompX International Inc.

      247    4,421

Herman Miller Inc.

      10,114    260,638

HNI Corp.

      7,901    358,310

Interface Inc. Class A(1)

      7,285    83,413

Knoll Inc.

      5,048    92,681

Steelcase Inc. Class A

      11,770    193,617
           
            993,080

OIL & GAS—7.29%

            

Alon USA Energy Inc.

      1,835    57,747

Anadarko Petroleum Corp.

      69,889    3,333,006

Apache Corp.

      50,349    3,436,319

Arena Resources Inc.(1)

      1,638    56,167

Atlas America Inc.(1)

      2,642    118,388

ATP Oil & Gas Corp.(1)

      3,076    128,977

Atwood Oceanics Inc.(1)

      4,115    204,104

Aurora Oil & Gas Corp.(1)

      10,146    40,584

Berry Petroleum Co. Class A

      5,381    178,380

Bill Barrett Corp.(1)

      4,342    128,567

Bois d'Arc Energy LLC(1)

      2,566    42,262

Brigham Exploration Co.(1)

      6,930    54,816

Bronco Drilling Co. Inc.(1)

      2,067    43,180

Cabot Oil & Gas Corp.

      7,442    364,658

Callon Petroleum Co.(1)

      3,099    59,935

Carrizo Oil & Gas Inc.(1)

      3,188    99,816

Cheniere Energy Inc.(1)(2)

      8,359    326,001

Chesapeake Energy Corp.

      51,735    1,564,984

Chevron Corp.

      337,835    20,966,040

Cimarex Energy Co.

      12,593    541,499

Clayton Williams Energy Inc.(1)

      810    27,977

CNX Gas Corp.(1)

      4,255    127,650

Complete Production Services Inc.(1)

      3,967    93,780

Comstock Resources Inc.(1)

      6,553    195,673

ConocoPhillips

      251,590    16,486,693

Crosstex Energy Inc.

      1,345    127,883

Delek US Holdings Inc.(1)

      1,564    23,773

Delta Petroleum Corp.(1)

      8,062    138,102

Denbury Resources Inc.(1)

      18,146    574,684

Devon Energy Corp.

      67,066    4,051,457

Diamond Offshore Drilling Inc.

      8,996    755,034

Edge Petroleum Corp.(1)

      2,643    52,807

Encore Acquisition Co.(1)

      8,045    215,847

Energy Partners Ltd.(1)

      5,843    110,725

ENSCO International Inc.

      23,437    1,078,571

EOG Resources Inc.

      36,974    2,563,777

EXCO Resources Inc.(1)

      7,922    90,311

Exploration Company of Delaware (The)(1)

      4,442    47,352

Exxon Mobil Corp.

      922,172    56,575,252

Forest Oil Corp.(1)

      8,368    277,483

Frontier Oil Corp.

      17,264    559,354

Gasco Energy Inc.(1)

      11,192    49,804

GeoGlobal Resources Inc.(1)

      4,565    22,323

Giant Industries Inc.(1)

      2,230    148,407

GMX Resources Inc.(1)

      1,225    37,877

Goodrich Petroleum Corp.(1)

      1,906    54,111

Grey Wolf Inc.(1)

      29,635    228,190

Gulfport Energy Corp.(1)

      1,963    21,672

Harvest Natural Resources Inc.(1)

      5,658    76,609

Helmerich & Payne Inc.

      8,006    482,442

Hess Corp.

      36,881    1,949,161

Holly Corp.

      7,325    353,065

Houston Exploration Co.(1)

      4,430    271,072

KCS Energy Inc.(1)

      7,704    228,809

Kerr-McGee Corp.

      34,600    2,399,510

Marathon Oil Corp.

      55,244    4,601,825

Mariner Energy Inc.(1)

      11,161    205,028

McMoRan Exploration Co.(1)(2)

      3,722    65,507

Meridian Resource Corp. (The)(1)

      13,246    46,361

Murphy Oil Corp.

      28,442    1,588,770

Newfield Exploration Co.(1)

      19,606    959,518

Noble Energy Inc.

      27,001    1,265,267

Occidental Petroleum Corp.

      65,279    6,694,361

Parallel Petroleum Corp.(1)

      5,323    131,531

Parker Drilling Co.(1)

      16,482    118,341

Patterson-UTI Energy Inc.

      26,136    739,910

Penn Virginia Corp.

      2,841    198,529

PetroCorp Inc. Escrow(3)

      1,248    0

Petrohawk Energy Corp.(1)

      8,972    113,047

Petroleum Development Corp.(1)

      2,482    93,571

PetroQuest Energy Inc.(1)

      6,238    76,603

Pioneer Drilling Co.(1)

      6,302    97,303

Pioneer Natural Resources Co.

      19,704    914,463

Plains Exploration & Production Co.(1)

      11,999    486,439

Pogo Producing Co.

      8,835    407,294

Pride International Inc.(1)

      24,682    770,819

PrimeEnergy Corp.(1)

      115    8,849

Quest Resource Corp.(1)

      2,981    40,393

Quicksilver Resources Inc.(1)

      9,536    351,020

RAM Energy Resources Inc.(1)

      3,182    18,201

Range Resources Corp.

      21,017    571,452

Remington Oil & Gas Corp.(1)

      3,685    162,029

Rosetta Resources Inc.(1)(2)

      7,713    128,190

Rowan Companies Inc.

      16,797    597,805

Southwestern Energy Co.(1)

      25,548    796,076

St. Mary Land & Exploration Co.

      8,709    350,537

Stone Energy Corp.(1)

      4,157    193,508

Sulphco Inc.(1)

      5,302    37,962

Sunoco Inc.

      20,218    1,400,905

Swift Energy Co.(1)

      4,437    190,480

Tesoro Corp.

      10,449    776,988

TODCO Class A

      9,425    385,011

Toreador Resources Corp.(1)

      1,844    51,872

Transmeridian Exploration Inc.(1)

      10,566    60,226

Unit Corp.(1)

      7,051    401,131

VAALCO Energy Inc.(1)

      8,780    85,693

Valero Energy Corp.

      93,807    6,240,042

W&T Offshore Inc.

      2,708    105,314

Warren Resources Inc.(1)

      8,128    116,718

Western Refining Inc.

      3,535    76,285

Whiting Petroleum Corp.(1)(2)

      5,629    235,686

XTO Energy Inc.

      55,498    2,456,896
           
            157,656,423

OIL & GAS SERVICES—1.10%

            

Allis-Chalmers Energy Inc.(1)

      2,083    28,308

Baker Hughes Inc.

      51,935    4,250,880

Basic Energy Services Inc.(1)

      1,908    58,328

BJ Services Co.

      48,999    1,825,703

Cameron International Corp.(1)

      17,605    840,991

CARBO Ceramics Inc.

      3,058    150,240

Dawson Geophysical Co.(1)

      1,147    35,293

Dresser-Rand Group Inc.(1)

      4,770    112,000

Dril-Quip Inc.(1)

      1,686    138,994

FMC Technologies Inc.(1)

      10,418    702,798

Global Industries Ltd.(1)

      13,455    224,699

Grant Prideco Inc.(1)

      19,956    893,031

Gulf Island Fabrication Inc.

      1,839    36,854

Halliburton Co.

      78,678    5,838,694

Hanover Compressor Co.(1)(2)

      15,580    292,592

Helix Energy Solutions Group Inc.(1)

      12,294    496,186

Hercules Offshore Inc.(1)

      3,091    108,185

Hornbeck Offshore Services Inc.(1)

      3,746    133,058

Hydril Co. LP(1)

      2,714    213,103

Input/Output Inc.(1)(2)

      10,744    101,531

Lone Star Technologies Inc.(1)

      4,691    253,408

Lufkin Industries Inc.

      2,254    133,955

MarkWest Hydrocarbon Inc.

      949    23,488

Matrix Service Co.(1)

      3,182    36,402

Maverick Tube Corp.(1)

      5,628    355,633

Metretek Technologies Inc.(1)

      2,392    41,095

NATCO Group Inc. Class A(1)

      2,226    89,485

National Oilwell Varco Inc.(1)

      26,664    1,688,365

Newpark Resources Inc.(1)

      13,624    83,788

Oceaneering International Inc.(1)

      8,193    375,649

Oil States International Inc.(1)

      7,547    258,711

RPC Inc.

      3,247    78,837

SEACOR Holdings Inc.(1)

      3,445    282,834

Smith International Inc.

      32,607    1,450,033

Superior Energy Services Inc.(1)

      12,160    412,224

Superior Well Services Inc.(1)

      1,661    41,359

T-3 Energy Services Inc.(1)

      221    4,305

Tetra Technologies Inc.(1)

      10,882    329,616

Tidewater Inc.

      9,189    452,099

Trico Marine Services Inc.(1)

      1,807    61,438

Union Drilling Inc.(1)

      2,050    30,463

Universal Compression Holdings Inc.(1)

      4,594    289,284

Veritas DGC Inc.(1)

      5,422    279,667

Warrior Energy Service Corp.(1)

      1,470    35,765

W-H Energy Services Inc.(1)

      4,487    228,074
           
            23,797,445

PACKAGING & CONTAINERS—0.20%

            

AEP Industries Inc.(1)

      1,089    36,394

Ball Corp.

      15,959    591,121

Bemis Co. Inc.

      15,981    489,338

Chesapeake Corp.

      3,022    49,591

Crown Holdings Inc.(1)

      25,564    398,031

Graphic Packaging Corp.(1)

      11,536    43,721

Greif Inc. Class A

      2,515    188,524

Owens-Illinois Inc.(1)

      23,373    391,731

Packaging Corp. of America

      12,374    272,475

Pactiv Corp.(1)

      21,511    532,397

Sealed Air Corp.

      12,436    647,667

Silgan Holdings Inc.

      3,546    131,237

Sonoco Products Co.

      15,093    477,693
           
            4,249,920

PHARMACEUTICALS—5.28%

            

Abbott Laboratories

      232,622    10,144,645

Abraxis BioScience Inc.(1)

      3,893    92,809

ACADIA Pharmaceuticals Inc.(1)

      3,693    31,169

Adams Respiratory Therapeutics Inc.(1)

      4,623    206,278

Adolor Corp.(1)

      6,894    172,419

Akorn Inc.(1)

      6,782    26,992

Alkermes Inc.(1)

      13,414    253,793

Allergan Inc.

      22,779    2,443,276

Alnylam Pharmaceuticals Inc.(1)

      4,877    73,545

Alpharma Inc. Class A

      6,472    155,587

Altus Pharmaceuticals Inc.(1)

      1,125    20,756

AmerisourceBergen Corp.

      31,989    1,340,979

Amylin Pharmaceuticals Inc.(1)

      16,266    803,052

Anadys Pharmaceuticals Inc.(1)

      4,342    12,679

Andrx Corp.(1)

      11,255    261,003

Array BioPharma Inc.(1)

      5,955    51,213

AtheroGenics Inc.(1)(2)

      6,013    78,470

Auxilium Pharmaceuticals Inc.(1)

      3,301    25,682

AVANIR Pharmaceuticals Class A(1)(2)

      4,830    33,037

AVI BioPharma Inc.(1)

      7,657    28,714

Barr Pharmaceuticals Inc.(1)

      16,179    771,577

Bentley Pharmaceuticals Inc.(1)(2)

      2,940    32,222

Bioenvision Inc.(1)

      5,494    29,283

BioMarin Pharmaceutical Inc.(1)

      13,012    186,982

Bradley Pharmaceuticals Inc.(1)

      2,215    22,593

Bristol-Myers Squibb Co.

      299,705    7,750,371

Caraco Pharmaceutical Laboratories Ltd.(1)

      1,482    13,560

Cardinal Health Inc.

      63,658    4,095,119

Caremark Rx Inc.

      67,434    3,362,934

Cephalon Inc.(1)

      9,256    556,286

CombinatoRX Inc.(1)

      3,756    33,015

Connetics Corp.(1)

      5,215    61,328

Conor Medsystems Inc.(1)

      4,125    113,809

Cubist Pharmaceuticals Inc.(1)

      8,277    208,415

CV Therapeutics Inc.(1)

      6,864    95,890

Cypress Bioscience Inc.(1)

      4,887    30,006

Dendreon Corp.(1)

      10,849    52,509

Depomed Inc.(1)

      5,601    32,878

Durect Corp.(1)

      8,465    32,760

Emisphere Technologies Inc.(1)

      3,632    30,981

Endo Pharmaceuticals Holdings Inc.(1)

      20,277    668,735

Express Scripts Inc.(1)

      18,757    1,345,627

Forest Laboratories Inc.(1)

      49,669    1,921,694

Genta Inc.(1)

      20,371    33,408

Gilead Sciences Inc.(1)

      69,356    4,103,101

HealthExtras Inc.(1)

      4,140    125,111

Hi-Tech Pharmacal Co. Inc.(1)

      1,527    25,302

Hospira Inc.(1)

      23,806    1,022,230

Idenix Pharmaceuticals Inc.(1)

      3,766    35,400

I-Flow Corp.(1)

      3,564    38,562

ImClone Systems Inc.(1)

      10,594    409,352

Indevus Pharmaceuticals Inc.(1)

      7,261    39,718

Isis Pharmaceuticals Inc.(1)

      11,108    67,203

King Pharmaceuticals Inc.(1)

      36,917    627,589

Kos Pharmaceuticals Inc.(1)

      2,808    105,637

K-V Pharmaceutical Co. Class A(1)

      5,897    110,038

Lilly (Eli) & Co.

      149,856    8,282,541

Mannatech Inc.(2)

      2,499    31,512

MannKind Corp.(1)

      3,410    72,667

Medarex Inc.(1)

      18,621    178,948

Medco Health Solutions Inc.(1)

      45,983    2,633,906

Medicines Co. (The)(1)

      7,638    149,323

Medicis Pharmaceutical Corp. Class A

      8,298    199,152

Merck & Co. Inc.

      332,649    12,118,403

MGI Pharma Inc.(1)

      11,908    256,022

Mylan Laboratories Inc.

      32,040    640,800

Nabi Biopharmaceuticals(1)

      9,142    52,475

Nastech Pharmaceutical Co. Inc.(1)

      3,305    52,219

NBTY Inc.(1)

      8,413    201,155

Neurocrine Biosciences Inc.(1)

      5,748    60,929

New River Pharmaceuticals Inc.(1)(2)

      2,418    68,913

Noven Pharmaceuticals Inc.(1)

      3,611    64,637

NPS Pharmaceuticals Inc.(1)

      7,025    34,282

Nuvelo Inc.(1)

      7,900    131,535

Omnicare Inc.

      18,460    875,373

Onyx Pharmaceuticals Inc.(1)

      6,309    106,180

OSI Pharmaceuticals Inc.(1)

      8,672    285,829

Pain Therapeutics Inc.(1)(2)

      5,421    45,265

Par Pharmaceutical Companies Inc.(1)

      5,343    98,632

Penwest Pharmaceuticals Co.(1)

      3,480    75,968

Perrigo Co.

      11,841    190,640

PetMed Express Inc.(1)

      2,859    31,363

Pfizer Inc.

      1,116,821    26,211,789

Pharmion Corp.(1)

      3,685    62,756

POZEN Inc.(1)(2)

      3,818    26,879

Progenics Pharmaceuticals Inc.(1)

      3,393    81,636

Renovis Inc.(1)

      3,315    50,753

Rigel Pharmaceuticals Inc.(1)

      3,791    36,886

Salix Pharmaceuticals Ltd.(1)

      7,092    87,232

Santarus Inc.(1)

      7,006    46,590

Schering-Plough Corp.

      225,740    4,295,832

Sciele Pharma Inc.(1)

      4,434    102,824

Sepracor Inc.(1)

      16,578    947,267

Somaxon Pharmaceuticals Inc.(1)

      764    11,926

Tanox Inc.(1)

      3,711    51,323

Tiens Biotech Group (USA) Inc.(1)

      532    2,277

Trimeris Inc.(1)

      2,691    30,920

United Therapeutics Inc.(1)

      3,594    207,625

USANA Health Sciences Inc.(1)(2)

      1,432    54,273

Valeant Pharmaceuticals International

      14,146    239,350

VCA Antech Inc.(1)

      12,660    404,234

ViroPharma Inc.(1)

      10,453    90,105

Watson Pharmaceuticals Inc.(1)

      15,544    361,864

Wyeth

      205,147    9,110,578

XenoPort Inc.(1)

      3,070    55,598

Zymogenetics Inc.(1)

      5,715    108,414
           
            114,064,923

PIPELINES—0.39%

            

Dynegy Inc. Class A(1)

      57,540    314,744

El Paso Corp.

      100,596    1,508,940

Equitable Resources Inc.

      18,381    615,764

Kinder Morgan Inc.

      16,230    1,621,215

National Fuel Gas Co.

      12,798    449,722

Questar Corp.

      13,042    1,049,751

TransMontaigne Inc.(1)

      6,803    76,262

Western Gas Resources Inc.

      9,655    577,852

Williams Companies Inc.

      90,710    2,118,986
           
            8,333,236

REAL ESTATE—0.12%

            

Avatar Holdings Inc.(1)

      879    50,077

California Coastal Communities Inc.(1)

      1,545    49,440

CB Richard Ellis Group Inc. Class A(1)

      28,204    702,280

Consolidated-Tomoka Land Co.

      869    47,917

Forest City Enterprises Inc. Class A

      10,737    535,884

HouseValues Inc.(1)(2)

      2,187    15,156

Jones Lang LaSalle Inc.

      5,457    477,760

Resource Capital Corp.

      611    7,864

St. Joe Co. (The)(2)

      11,370    529,160

Tarragon Corp.

      2,055    28,462

Trammell Crow Co.(1)

      5,500    193,435
           
            2,637,435

REAL ESTATE INVESTMENT TRUSTS—2.37%

            

Aames Investment Corp.

      7,200    35,928

Acadia Realty Trust

      4,844    114,561

Affordable Residential Communities Inc.(1)

      5,204    55,943

Agree Realty Corp.

      1,175    39,915

Alexander’s Inc.(1)

      302    82,072

Alexandria Real Estate Equities Inc.

      3,472    307,897

AMB Property Corp.

      13,412    677,977

American Campus Communities Inc.

      2,626    65,256

American Financial Realty Trust

      19,740    191,083

American Home Mortgage Investment Corp.

      6,723    247,810

Annaly Mortgage Management Inc.

      24,835    318,136

Anthracite Capital Inc.

      8,694    105,719

Anworth Mortgage Asset Corp.

      6,913    57,378

Apartment Investment & Management Co. Class A

      14,816    643,755

Arbor Realty Trust Inc.

      1,813    45,416

Archstone-Smith Trust

      32,574    1,657,039

Ashford Hospitality Trust Inc.

      7,372    93,035

AvalonBay Communities Inc.

      11,339    1,254,320

BioMed Realty Trust Inc.

      8,509    254,759

Boston Properties Inc.

      17,396    1,572,598

Brandywine Realty Trust

      13,849    445,522

BRE Properties Inc. Class A

      7,824    430,320

Camden Property Trust

      8,585    631,427

Capital Lease Funding Inc.

      5,054    57,666

Capital Trust Inc. Class A

      1,493    53,181

CapitalSource Inc.

      14,239    334,047

CarrAmerica Realty Corp.

      9,002    401,039

CBL & Associates Properties Inc.

      9,802    381,592

Cedar Shopping Centers Inc.

      4,647    68,404

CentraCore Properties Trust

      1,676    41,481

Colonial Properties Trust

      6,971    344,367

Corporate Office Properties Trust

      5,080    213,766

Cousins Properties Inc.

      5,838    180,569

Crescent Real Estate Equities Co.

      12,013    222,961

Deerfield Triarc Capital Corp.

      7,878    102,256

Developers Diversified Realty Corp.

      16,715    872,189

DiamondRock Hospitality Co.

      9,768    144,664

Digital Realty Trust Inc.

      2,802    69,181

Duke Realty Corp.

      20,559    722,649

EastGroup Properties Inc.

      3,380    157,778

Education Realty Trust Inc.

      4,024    67,000

Entertainment Properties Trust

      4,031    173,535

Equity Inns Inc.

      8,313    137,663

Equity Lifestyle Properties Inc.

      2,961    129,781

Equity Office Properties Trust

      55,807    2,037,514

Equity One Inc.

      5,814    121,513

Equity Residential

      44,388    1,985,475

Essex Property Trust Inc.

      3,489    389,582

Extra Space Storage Inc.

      7,089    115,125

Federal Realty Investment Trust

      8,083    565,810

FelCor Lodging Trust Inc.

      9,280    201,747

Fieldstone Investment Corp.

      7,394    67,729

First Industrial Realty Trust Inc.

      6,819    258,713

First Potomac Realty Trust

      3,127    93,153

Franklin Street Properties Corp.

      7,517    147,935

General Growth Properties Inc.

      26,198    1,180,482

Getty Realty Corp.

      2,671    75,963

Glenborough Realty Trust Inc.

      4,911    105,783

Glimcher Realty Trust(2)

      5,580    138,440

Global Signal Inc.

      2,605    120,664

GMH Communities Trust

      6,054    79,792

Gramercy Capital Corp.

      2,517    65,190

Health Care Property Investors Inc.

      20,854    557,636

Health Care REIT Inc.

      9,469    330,942

Healthcare Realty Trust Inc.

      7,291    232,218

Heritage Property Investment Trust Inc.

      4,310    150,505

Hersha Hospitality Trust

      4,251    39,492

Highland Hospitality Corp.

      9,098    128,100

Highwoods Properties Inc.

      8,239    298,087

Home Properties Inc.

      5,259    291,927

HomeBanc Corp.

      8,631    68,530

Hospitality Properties Trust

      10,965    481,583

Host Hotels & Resorts Inc.

      78,877    1,725,040

HRPT Properties Trust

      31,983    369,723

Impac Mortgage Holdings Inc.

      11,599    129,677

Inland Real Estate Corp.

      10,303    153,309

Innkeepers USA Trust

      6,585    113,789

Investors Real Estate Trust

      7,098    64,095

iStar Financial Inc.

      17,270    651,943

JER Investors Trust Inc.

      3,912    60,832

Kilroy Realty Corp.

      4,889    353,230

Kimco Realty Corp.

      32,251    1,176,839

Kite Realty Group Trust

      4,360    67,972

KKR Financial Corp.

      12,250    254,923

LaSalle Hotel Properties

      6,093    282,106

Lexington Corporate Properties Trust

      8,056    174,010

Liberty Property Trust

      13,598    601,032

LTC Properties Inc.

      3,562    79,611

Luminent Mortgage Capital Inc.

      5,974    55,319

Macerich Co. (The)

      10,939    767,918

Mack-Cali Realty Corp.

      9,500    436,240

Maguire Properties Inc.

      5,771    202,966

Medical Properties Trust Inc.

      6,109    67,443

MFA Mortgage Investments Inc.

      12,067    83,021

Mid-America Apartment Communities Inc.

      3,602    200,812

Mills Corp.

      8,625    230,719

MortgageIT Holdings Inc.

      4,429    53,414

National Health Investors Inc.

      3,592    96,589

National Retail Properties Inc.

      8,822    175,999

Nationwide Health Properties Inc.

      11,395    256,501

New Century Financial Corp.

      6,962    318,512

New Plan Excel Realty Trust Inc.

      15,945    393,682

Newcastle Investment Corp.

      6,710    169,897

Newkirk Realty Trust Inc.

      2,953    51,264

NorthStar Realty Finance Corp.

      6,448    77,440

NovaStar Financial Inc.(2)

      5,001    158,082

Omega Healthcare Investors Inc.

      8,840    116,865

Pan Pacific Retail Properties Inc.

      6,211    430,857

Parkway Properties Inc.

      2,159    98,235

Pennsylvania Real Estate Investment Trust

      5,581    225,305

Post Properties Inc.

      6,541    296,569

ProLogis

      37,336    1,945,952

PS Business Parks Inc.

      2,435    143,665

Public Storage Inc.

      12,609    957,023

RAIT Investment Trust

      4,256    124,275

Ramco-Gershenson Properties Trust

      2,571    69,237

Realty Income Corp.

      12,661    277,276

Reckson Associates Realty Corp.

      12,680    524,698

Redwood Trust Inc.

      2,958    144,439

Regency Centers Corp.

      10,452    649,592

Republic Property Trust

      3,968    39,204

Saul Centers Inc.

      1,668    68,021

Saxon Capital Inc.

      7,629    87,276

Senior Housing Properties Trust

      9,738    174,408

Shurgard Storage Centers Inc. Class A

      7,211    450,688

Simon Property Group Inc.

      33,667    2,792,341

Sizeler Property Investors Inc.

      2,639    42,382

SL Green Realty Corp.

      6,587    721,079

Sovran Self Storage Inc.

      2,696    136,930

Spirit Finance Corp.

      12,478    140,502

Strategic Hotels & Resorts Inc.

      11,153    231,313

Sun Communities Inc.

      2,751    89,490

Sunstone Hotel Investors Inc.

      8,831    256,629

Tanger Factory Outlet Centers Inc.

      4,720    152,786

Taubman Centers Inc.

      8,042    328,918

Thornburg Mortgage Inc.

      17,054    475,295

Trizec Properties Inc.

      14,970    428,741

Trustreet Properties Inc.

      10,288    135,699

United Dominion Realty Trust Inc.

      20,466    573,253

Universal Health Realty Income Trust

      1,796    56,305

Urstadt Biddle Properties Inc. Class A

      3,222    52,486

U-Store-It Trust

      7,165    135,132

Ventas Inc.

      15,834    536,456

Vornado Realty Trust

      18,621    1,816,479

Washington Real Estate Investment Trust

      6,430    235,981

Weingarten Realty Investors

      12,238    468,471

Windrose Medical Properties Trust

      3,105    45,333

Winston Hotels Inc.

      4,033    49,404

Winthrop Realty Trust Inc.

      3,679    21,853
           
            51,334,057

RETAIL—5.95%

            

Abercrombie & Fitch Co. Class A

      13,405    743,039

AC Moore Arts & Crafts Inc.(1)

      2,373    38,704

Advance Auto Parts Inc.

      16,450    475,405

Aeropostale Inc.(1)

      8,311    240,105

AFC Enterprises Inc.(1)

      3,911    49,865

American Eagle Outfitters Inc.

      17,391    591,990

America’s Car-Mart Inc.(1)(2)

      1,410    28,637

AnnTaylor Stores Corp.(1)

      11,053    479,479

Applebee’s International Inc.

      11,324    217,647

Asbury Automotive Group Inc.(1)

      1,871    39,179

AutoNation Inc.(1)

      23,981    514,153

AutoZone Inc.(1)

      8,330    734,706

Barnes & Noble Inc.

      7,922    289,153

Bebe Stores Inc.

      3,603    55,558

Bed Bath & Beyond Inc.(1)

      43,021    1,427,007

Best Buy Co. Inc.

      61,072    3,349,188

Big 5 Sporting Goods Corp.

      3,460    67,470

Big Lots Inc.(1)

      17,215    294,032

BJ’s Restaurants Inc.(1)(2)

      2,105    47,026

BJ’s Wholesale Club Inc.(1)

      10,292    291,778

Blockbuster Inc. Class A(1)(2)

      29,057    144,704

Bob Evans Farms Inc.

      5,468    164,095

Bon-Ton Stores Inc. (The)

      1,012    22,143

Books-A-Million Inc.

      2,156    35,962

Borders Group Inc.

      9,866    182,126

Brinker International Inc.

      12,927    469,250

Brown Shoe Co. Inc.

      4,324    147,362

Buckle Inc. (The)

      1,469    61,507

Buffalo Wild Wings Inc.(1)

      1,120    42,907

Build-A-Bear Workshop Inc.(1)(2)

      2,242    48,225

Burger King Holdings Inc.(1)

      3,808    59,976

Cabela’s Inc. Class A(1)(2)

      4,882    94,027

Cache Inc.(1)

      1,866    32,356

California Pizza Kitchen Inc.(1)

      3,020    82,990

CarMax Inc.(1)

      16,050    569,133

Casey’s General Store Inc.

      7,677    192,002

Cash America International Inc.

      4,509    144,288

Casual Male Retail Group Inc.(1)

      4,684    47,074

Cato Corp. Class A

      4,656    120,358

CBRL Group Inc.(2)

      4,713    159,865

CEC Entertainment Inc.(1)

      5,071    162,881

Charlotte Russe Holding Inc.(1)

      2,343    56,091

Charming Shoppes Inc.(1)

      18,649    209,615

Cheesecake Factory (The)(1)

      12,051    324,774

Chico’s FAS Inc.(1)

      27,298    736,500

Children’s Place Retail Stores Inc. (The)(1)

      3,443    206,752

Chipotle Mexican Grill Inc. Class A(1)

      1,201    73,201

Christopher & Banks Corp.

      5,570    161,530

Circuit City Stores Inc.

      27,082    737,172

Citi Trends Inc.(1)(2)

      959    40,940

CKE Restaurants Inc.(2)

      9,116    151,417

Claire’s Stores Inc.

      15,076    384,589

Coldwater Creek Inc.(1)

      9,104    243,623

Conn’s Inc.(1)

      1,189    31,568

Copart Inc.(1)

      10,791    265,027

Cosi Inc.(1)

      5,236    32,620

Cost Plus Inc.(1)

      3,361    49,272

Costco Wholesale Corp.

      71,820    4,103,077

CSK Auto Corp.(1)

      6,680    79,960

CVS Corp.

      124,738    3,829,457

Darden Restaurants Inc.

      22,586    889,888

Deb Shops Inc.

      762    18,372

dELiA*s Inc.(1)

      3,243    26,203

Denny’s Corp.(1)

      14,022    51,741

Dick’s Sporting Goods Inc.(1)

      5,569    220,532

Dillard’s Inc. Class A

      9,538    303,785

Dollar General Corp.

      48,115    672,648

Dollar Tree Stores Inc.(1)

      16,095    426,518

Domino’s Pizza Inc.

      5,775    142,874

Dress Barn Inc.(1)

      7,010    177,704

DSW Inc. Class A(1)

      2,470    89,957

EZCORP Inc.(1)

      1,802    67,917

Family Dollar Stores Inc.

      23,678    578,454

Federated Department Stores Inc.

      83,912    3,071,179

Finish Line Inc. (The)

      6,491    76,789

First Cash Inc.(1)

      4,254    84,017

Foot Locker Inc.

      23,710    580,658

Fred’s Inc.

      6,086    81,248

GameStop Corp. Class A(1)

      10,008    420,336

Gap Inc. (The)

      81,965    1,426,191

Genesco Inc.(1)

      3,550    120,239

Group 1 Automotive Inc.

      3,790    213,529

Guitar Center Inc.(1)

      4,002    177,969

Haverty Furniture Companies Inc.

      3,431    53,832

Hibbet Sporting Goods Inc.(1)

      5,482    131,020

Home Depot Inc.

      322,795    11,552,833

Hot Topic Inc.(1)

      6,734    77,508

IHOP Corp.

      2,798    134,528

Insight Enterprises Inc.(1)

      7,352    140,056

Jack in the Box Inc.(1)

      5,389    211,249

Jo-Ann Stores Inc.(1)(2)

      3,667    53,722

Jos. A. Bank Clothiers Inc.(1)

      2,740    65,650

Kenneth Cole Productions Inc. Class A

      1,402    31,307

Kohl’s Corp.(1)

      52,655    3,112,964

Krispy Kreme Doughnuts Inc.(1)(2)

      8,372    68,148

Landry’s Restaurants Inc.

      2,497    81,028

Limited Brands Inc.

      51,995    1,330,552

Lithia Motors Inc. Class A

      2,414    73,192

Lone Star Steakhouse & Saloon Inc.

      2,535    66,493

Longs Drug Stores Corp.

      4,853    221,394

Lowe’s Companies Inc.

      118,245    7,173,924

Luby’s Inc.(1)

      3,260    34,002

MarineMax Inc.(1)

      2,515    65,968

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      1,816    43,221

McDonald’s Corp.

      189,925    6,381,480

Men’s Wearhouse Inc. (The)

      7,263    220,069

Michaels Stores Inc.

      20,134    830,326

Morton’s Restaurant Group Inc.(1)

      1,521    23,302

Movado Group Inc.

      2,692    61,781

MSC Industrial Direct Co. Inc. Class A

      5,761    274,051

New York & Co. Inc.(1)

      3,256    31,811

99 Cents Only Stores(1)

      7,211    75,427

Nordstrom Inc.

      35,971    1,312,942

Nu Skin Enterprises Inc. Class A

      8,778    130,353

O’Charley’s Inc.(1)

      3,520    59,840

Office Depot Inc.(1)

      43,851    1,666,338

OfficeMax Inc.

      10,837    441,608

O’Reilly Automotive Inc.(1)

      17,257    538,246

OSI Restaurant Partners Inc.

      10,083    348,872

P.F. Chang’s China Bistro Inc.(1)(2)

      4,041    153,639

Pacific Sunwear of California Inc.(1)

      11,096    198,951

Panera Bread Co. Class A(1)

      4,578    307,825

Pantry Inc. (The)(1)

      3,455    198,801

Papa John’s International Inc.(1)

      3,714    123,305

Payless ShoeSource Inc.(1)

      10,147    275,694

Penney (J.C.) Co. Inc.

      35,757    2,413,955

Pep Boys - Manny, Moe & Jack Inc.

      8,267    96,972

PETCO Animal Supplies Inc.(1)

      8,839    180,581

PetSmart Inc.

      21,352    546,611

Pier 1 Imports Inc.

      13,270    92,625

PriceSmart Inc.(1)

      1,213    12,154

RadioShack Corp.

      20,627    288,778

Rare Hospitality International Inc.(1)

      5,165    148,545

Red Robin Gourmet Burgers Inc.(1)(2)

      2,522    107,336

Regis Corp.

      6,958    247,774

Restoration Hardware Inc.(1)

      4,504    32,339

Retail Ventures Inc.(1)(2)

      3,075    54,797

Rite Aid Corp.(1)

      80,605    341,765

Ross Stores Inc.

      21,875    613,594

Ruby Tuesday Inc.(2)

      9,000    219,690

Rush Enterprises Inc. Class A(1)

      3,320    60,324

Ruth’s Chris Steak House Inc.(1)

      2,655    54,215

Ryan’s Restaurant Group Inc.(1)

      6,429    76,569

Saks Inc.

      20,752    335,560

School Specialty Inc.(1)

      3,497    111,379

Sears Holdings Corp.(1)

      13,002    2,013,230

Select Comfort Corp.(1)

      8,206    188,492

Shoe Carnival Inc.(1)

      1,277    30,469

Smart & Final Inc.(1)

      2,108    35,499

Sonic Automotive Inc.

      4,592    101,851

Sonic Corp.(1)

      13,083    271,996

Sportsman’s Guide Inc. (The)(1)

      1,116    34,038

Stage Stores Inc.

      4,056    133,848

Staples Inc.

      110,981    2,699,058

Starbucks Corp.(1)

      116,976    4,417,014

Steak n Shake Co. (The)(1)

      4,294    65,011

Stein Mart Inc.

      3,992    59,082

Syms Corp.(1)

      990    18,216

Systemax Inc.(1)

      1,466    11,435

Talbots Inc. (The)

      3,428    63,247

Target Corp.

      132,343    6,467,602

Texas Roadhouse Inc. Class A(1)

      7,942    107,376

Tiffany & Co.

      21,731    717,558

Tim Hortons Inc.(1)

      5,094    131,171

TJX Companies Inc.

      69,804    1,595,719

Too Inc.(1)

      5,119    196,518

Tractor Supply Co.(1)

      5,480    302,880

Triarc Companies Inc. Class B

      9,381    146,625

Tuesday Morning Corp.(2)

      4,565    60,030

Under Armour Inc. Class A(1)

      3,172    135,191

United Auto Group Inc.

      8,364    178,571

Urban Outfitters Inc.(1)

      17,492    305,935

Walgreen Co.

      153,960    6,903,566

Wal-Mart Stores Inc.

      374,752    18,051,804

Wendy’s International Inc.

      17,778    1,036,280

West Marine Inc.(1)(2)

      2,182    29,413

Wet Seal Inc. Class A(1)

      10,302    50,274

Williams-Sonoma Inc.

      14,657    499,071

World Fuel Services Corp.

      4,196    191,715

Yum! Brands Inc.

      41,448    2,083,591

Zale Corp.(1)

      7,304    175,953

Zumiez Inc.(1)

      2,195    82,466
           
            128,597,895

SAVINGS & LOANS—0.81%

            

Abington Community Bancorp Inc.

      1,060    15,879

Anchor BanCorp Wisconsin Inc.

      2,977    89,816

Astoria Financial Corp.

      13,913    423,651

BankAtlantic Bancorp Inc. Class A

      7,197    106,803

BankUnited Financial Corp. Class A

      4,774    145,702

Berkshire Hills Bancorp Inc.

      1,314    46,621

BFC Financial Corp. Class A(1)

      2,480    17,162

Brookline Bancorp Inc.

      9,387    129,259

Capitol Federal Financial

      3,350    114,872

Charter Financial Corp.

      605    23,873

Citizens First Bancorp Inc.

      1,286    34,349

Clifton Savings Bancorp Inc.

      2,035    22,039

Commercial Capital Bancorp Inc.

      7,411    116,723

Dime Community Bancshares

      3,807    51,661

Downey Financial Corp.

      3,209    217,731

Fidelity Bankshares Inc.

      3,833    121,966

First Financial Holdings Inc.

      1,834    58,688

First Niagara Financial Group Inc.

      16,938    237,471

First Place Financial Corp.

      2,306    53,061

FirstFed Financial Corp.(1)

      2,534    146,136

Flag Financial Corp.

      2,141    41,642

Flagstar Bancorp Inc.

      6,181    98,649

Flushing Financial Corp.

      2,598    46,660

Franklin Bank Corp. (Texas)(1)

      3,569    72,058

Golden West Financial Corp.

      40,354    2,994,267

Harbor Florida Bancshares Inc.(2)

      3,200    118,848

Home Federal Bancorp Inc.

      944    12,895

Horizon Financial Corp.

      1,504    41,255

Hudson City Bancorp Inc.

      88,372    1,177,999

Investors Bancorp Inc.(1)

      8,098    109,728

ITLA Capital Corp.

      850    44,693

Kearny Financial Corp.

      3,323    49,180

KNBT Bancorp Inc.

      4,410    72,853

MAF Bancorp Inc.

      5,126    219,598

NASB Financial Inc.

      604    20,397

New York Community Bancorp Inc.(2)

      44,948    742,091

NewAlliance Bancshares Inc.

      16,777    240,079

Northwest Bancorp Inc.

      2,846    75,419

OceanFirst Financial Corp.

      1,332    29,597

Partners Trust Financial Group Inc.

      7,256    82,791

PennFed Financial Services Inc.

      1,463    27,285

People’s Bank

      8,895    292,201

PFF Bancorp Inc.

      3,736    123,886

Provident Financial Services Inc.

      10,327    185,370

Provident New York Bancorp

      6,466    85,481

Rockville Financial Inc.(1)

      1,335    19,651

Sound Federal Bancorp Inc.

      1,638    34,054

Sovereign Bancorp Inc.

      47,474    964,192

Sterling Financial Corp. (Washington)

      5,346    163,106

TierOne Corp.

      2,763    93,307

United Community Financial Corp.

      4,134    49,608

Washington Federal Inc.

      13,291    308,218

Washington Mutual Inc.

      146,434    6,674,462

Wauwatosa Holdings Inc.(1)

      1,590    27,125

Westfield Financial Inc.

      586    16,994

Willow Grove Bancorp Inc.

      2,269    36,100

WSFS Financial Corp.

      896    55,059
           
            17,620,261

SEMICONDUCTORS—2.83%

            

Actel Corp.(1)

      3,938    56,510

ADE Corp.(1)

      1,588    51,594

Advanced Analogic Technologies Inc.(1)

      5,600    58,688

Advanced Micro Devices Inc.(1)

      73,785    1,801,830

Agere Systems Inc.(1)

      25,814    379,466

Altera Corp.(1)

      54,733    960,564

AMIS Holdings Inc.(1)

      6,640    66,400

Amkor Technology Inc.(1)

      15,588    147,462

ANADIGICS Inc.(1)

      7,194    48,344

Analog Devices Inc.

      55,046    1,769,178

Applied Materials Inc.

      238,347    3,880,289

Applied Micro Circuits Corp.(1)

      45,029    122,929

Asyst Technologies Inc.(1)

      7,380    55,571

Atmel Corp.(1)

      65,363    362,765

ATMI Inc.(1)

      5,704    140,432

Axcelis Technologies Inc.(1)

      15,394    90,825

Bookham Inc.(1)

      8,838    29,696

Broadcom Corp. Class A(1)

      69,403    2,085,560

Brooks Automation Inc.(1)

      11,379    134,272

Cabot Microelectronics Corp.(1)(2)

      3,692    111,905

Cirrus Logic Inc.(1)

      13,327    108,482

Cohu Inc.

      3,436    60,302

Conexant Systems Inc.(1)

      73,255    183,138

Credence Systems Corp.(1)

      15,227    53,295

Cree Inc.(1)

      11,745    279,061

Cypress Semiconductor Corp.(1)

      21,292    309,586

Diodes Inc.(1)

      3,013    124,859

DSP Group Inc.(1)

      4,615    114,683

EMCORE Corp.(1)

      6,195    59,472

Emulex Corp.(1)

      12,854    209,135

Entegris Inc.(1)

      20,965    199,796

Exar Corp.(1)

      4,756    63,112

Fairchild Semiconductor International Inc. Class A(1)

      18,530    336,690

FormFactor Inc.(1)

      6,976    311,339

Freescale Semiconductor Inc. Class B(1)

      61,841    1,818,125

Genesis Microchip Inc.(1)

      5,410    62,540

Hittite Microwave Corp.(1)

      1,983    71,705

Ikanos Communications Inc.(1)

      3,132    47,575

Integrated Device Technology Inc.(1)

      30,523    432,816

Intel Corp.

      886,612    16,801,297

International Rectifier Corp.(1)

      10,900    425,972

Intersil Corp. Class A

      21,601    502,223

IXYS Corp.(1)

      4,147    39,811

KLA-Tencor Corp.

      30,342    1,261,317

Kopin Corp.(1)

      10,416    37,602

Kulicke & Soffa Industries Inc.(1)

      8,645    64,059

Lam Research Corp.(1)

      21,431    999,113

Lattice Semiconductor Corp.(1)

      17,391    107,476

Linear Technology Corp.

      46,279    1,549,884

LSI Logic Corp.(1)

      60,469    541,198

LTX Corp.(1)

      9,406    65,936

Mattson Technology Inc.(1)

      7,991    78,072

Maxim Integrated Products Inc.

      48,882    1,569,601

MEMC Electronic Materials Inc.(1)

      21,157    793,388

Micrel Inc.(1)

      11,073    110,841

Microchip Technology Inc.

      32,673    1,096,179

Micron Technology Inc.(1)

      110,518    1,664,401

Microsemi Corp.(1)

      10,783    262,890

Microtune Inc.(1)

      8,061    50,462

Mindspeed Technologies Inc.(1)

      16,786    40,454

MIPS Technologies Inc. Class A(1)

      6,631    40,250

MKS Instruments Inc.(1)

      5,550    111,666

Monolithic Power Systems Inc.(1)

      3,326    39,347

MoSys Inc.(1)

      3,435    26,862

National Semiconductor Corp.

      51,456    1,227,226

NetLogic Microsystems Inc.(1)

      2,429    78,335

Nextest Systems Corp.(1)

      914    14,816

Novellus Systems Inc.(1)

      19,395    479,057

NVIDIA Corp.(1)

      53,726    1,143,827

OmniVision Technologies Inc.(1)

      8,111    171,304

ON Semiconductor Corp.(1)

      23,197    136,398

Pericom Semiconductor Corp.(1)

      4,011    33,291

Photronics Inc.(1)

      6,306    93,329

PLX Technology Inc.(1)

      3,808    46,534

PMC-Sierra Inc.(1)

      31,468    295,799

PortalPlayer Inc.(1)

      3,767    36,954

Power Integrations Inc.(1)

      4,501    78,677

QLogic Corp.(1)

      24,592    423,966

Rambus Inc.(1)

      13,438    306,521

Rudolph Technologies Inc.(1)

      3,730    54,085

Semitool Inc.(1)

      3,347    30,190

Semtech Corp.(1)

      11,015    159,167

Silicon Image Inc.(1)

      12,422    133,909

Silicon Laboratories Inc.(1)

      7,626    268,054

SiRF Technology Holdings Inc.(1)

      7,828    252,218

Skyworks Solutions Inc.(1)

      24,445    134,692

Spansion Inc. Class A(1)

      6,703    106,846

Staktek Holdings Inc.(1)

      1,819    8,840

Standard Microsystems Corp.(1)

      3,378    73,742

Supertex Inc.(1)

      1,829    73,050

Teradyne Inc.(1)

      30,208    420,797

Tessera Technologies Inc.(1)

      7,035    193,463

Texas Instruments Inc.

      237,474    7,193,087

Transmeta Corp.(1)

      29,803    48,281

TranSwitch Corp.(1)

      19,374    40,879

TriQuint Semiconductor Inc.(1)

      21,293    94,967

Ultratech Inc.(1)

      3,647    57,404

Varian Semiconductor Equipment Associates Inc.(1)

      8,722    284,424

Veeco Instruments Inc.(1)

      4,609    109,879

Virage Logic Corp.(1)

      2,366    22,217

Volterra Semiconductor Corp.(1)

      2,851    43,506

Xilinx Inc.

      52,361    1,185,977

Zoran Corp.(1)

      7,468    181,771
           
            61,217,771

SOFTWARE—3.56%

            

Activision Inc.(1)

      42,149    479,656

Actuate Corp.(1)

      8,587    34,691

Acxiom Corp.

      13,214    330,350

Adobe Systems Inc.(1)

      91,253    2,770,441

Advent Software Inc.(1)

      3,330    120,113

Allscripts Healthcare Solutions Inc.(1)

      7,054    123,798

Altiris Inc.(1)

      3,569    64,385

American Reprographics Co.(1)

      3,978    144,203

ANSYS Inc.(1)

      5,019    240,009

Aspen Technology Inc.(1)

      6,890    90,397

Autodesk Inc.(1)

      35,208    1,213,268

Automatic Data Processing Inc.

      87,849    3,983,952

Avid Technology Inc.(1)

      6,438    214,579

BEA Systems Inc.(1)

      59,377    777,245

Blackbaud Inc.

      6,658    151,137

Blackboard Inc.(1)

      4,228    122,443

BMC Software Inc.(1)

      32,441    775,340

Borland Software Corp.(1)

      11,859    62,616

Bottomline Technologies Inc.(1)

      3,131    25,486

CA Inc.

      69,191    1,421,875

Cerner Corp.(1)

      9,803    363,789

Citrix Systems Inc.(1)

      27,766    1,114,527

Computer Programs & Systems Inc.

      1,430    57,143

Compuware Corp.(1)

      58,339    390,871

Concur Technologies Inc.(1)

      4,898    75,772

Convera Corp.(1)

      4,286    28,802

Covad Communications Group Inc.(1)

      44,631    89,708

CSG Systems International Inc.(1)

      7,275    179,984

Dendrite International Inc.(1)

      5,680    52,483

Digi International Inc.(1)

      3,524    44,156

Dun & Bradstreet Corp.(1)

      10,105    704,116

Eclipsys Corp.(1)

      6,889    125,104

eFunds Corp.(1)

      7,090    156,335

Electronic Arts Inc.(1)

      46,304    1,992,924

Emageon Inc.(1)

      3,196    46,630

Epicor Software Corp.(1)

      8,359    88,020

EPIQ Systems Inc.(1)(2)

      2,271    37,789

Fair Isaac Corp.

      9,948    361,212

FalconStor Software Inc.(1)

      5,639    39,304

Fidelity National Information Services Inc.

      14,460    511,884

FileNET Corp.(1)

      6,422    172,944

First Data Corp.

      116,686    5,255,537

Fiserv Inc.(1)

      26,776    1,214,559

Global Payments Inc.

      10,273    498,754

Hyperion Solutions Corp.(1)

      9,036    249,394

IMS Health Inc.

      30,438    817,260

Infocrossing Inc.(1)(2)

      2,603    30,065

Informatica Corp.(1)

      13,134    172,843

infoUSA Inc.

      5,117    52,756

InPhonic Inc.(1)(2)

      3,639    22,926

Inter-Tel Inc.

      3,214    67,687

Intuit Inc.(1)

      26,540    1,602,751

INVESTools Inc.(1)

      6,886    54,675

JDA Software Group Inc.(1)

      4,442    62,321

Keane Inc.(1)

      6,587    82,338

Lawson Software Inc.(1)

      18,964    127,059

ManTech International Corp. Class A(1)

      2,742    84,618

MapInfo Corp.(1)

      3,237    42,243

Microsoft Corp.

      1,352,716    31,518,283

MicroStrategy Inc. Class A(1)

      1,526    148,816

Midway Games Inc.(1)(2)

      5,447    44,066

MoneyGram International Inc.

      12,914    438,430

MRO Software Inc.(1)

      3,076    61,735

NAVTEQ Corp.(1)

      14,155    632,445

Neoware Inc.(1)

      3,019    37,104

NetIQ Corp.(1)

      6,245    76,127

Novell Inc.(1)

      51,673    342,592

Nuance Communications Inc.(1)(2)

      19,135    192,498

Omnicell Inc.(1)

      4,141    57,229

Open Solutions Inc.(1)(2)

      3,095    82,358

OPNET Technologies Inc.(1)

      1,968    25,505

Oracle Corp.(1)

      605,754    8,777,375

Packeteer Inc.(1)

      5,292    60,011

Parametric Technology Corp.(1)

      16,979    215,803

PDF Solutions Inc.(1)

      3,213    39,873

Pegasystems Inc.

      2,184    14,021

Per-Se Technologies Inc.(1)(2)

      5,094    128,267

Phase Forward Inc.(1)

      5,170    59,558

Progress Software Corp.(1)

      6,258    146,500

QAD Inc.

      2,324    18,011

Quality Systems Inc.

      2,503    92,160

Quest Software Inc.(1)

      10,218    143,461

Red Hat Inc.(1)

      28,028    655,855

Renaissance Learning Inc.

      1,197    16,219

Safeguard Scientifics Inc.(1)

      18,316    39,563

Salesforce.com Inc.(1)

      12,870    343,114

Schawk Inc.

      2,357    41,248

SEI Investments Co.

      9,580    468,270

Smith Micro Software Inc.(1)

      3,064    49,085

SPSS Inc.(1)

      2,948    94,749

SSA Global Technologies Inc.(1)

      1,589    30,795

Sybase Inc.(1)

      13,721    266,187

SYNNEX Corp.(1)

      1,905    36,119

Take-Two Interactive Software Inc.(1)(2)

      10,898    116,173

Taleo Corp. Class A(1)

      2,070    24,405

THQ Inc.(1)(2)

      9,725    210,060

Total System Services Inc.

      5,715    110,014

Transaction Systems Architects Inc. Class A(1)

      5,697    237,508

Trident Microsystems Inc.(1)

      8,702    165,164

Ulticom Inc.(1)

      1,976    20,689

Ultimate Software Group Inc.(1)

      3,644    69,819

VA Software Corp.(1)

      9,509    36,895

VeriFone Holdings Inc.(1)

      5,921    180,472

Verint Systems Inc.(1)

      2,030    59,256

Wind River Systems Inc.(1)

      11,487    102,234

Witness Systems Inc.(1)

      5,103    102,928
           
            77,046,316

STORAGE & WAREHOUSING—0.01%

            

Mobile Mini Inc.(1)

      5,374    157,243
           
            157,243

TELECOMMUNICATIONS—5.75%

            

Adaptec Inc.(1)

      17,378    75,421

ADC Telecommunications Inc.(1)

      17,853    301,002

ADTRAN Inc.

      10,446    234,304

Aeroflex Inc.(1)

      11,457    133,703

Alaska Communications Systems Group Inc.

      6,394    80,884

Alltel Corp.

      59,309    3,785,693

American Tower Corp. Class A(1)

      63,953    1,990,217

Anaren Inc.(1)

      2,624    53,766

Andrew Corp.(1)

      24,326    215,528

Anixter International Inc.

      5,031    238,771

Arris Group Inc.(1)

      16,295    213,790

AT&T Inc.

      592,593    16,527,419

Atheros Communications Inc.(1)

      7,871    149,234

Atlantic Tele-Network Inc.

      819    17,060

Avanex Corp.(1)

      25,055    44,097

Avaya Inc.(1)

      70,391    803,865

BellSouth Corp.

      275,697    9,980,231

Black Box Corp.

      2,659    101,919

Broadwing Corp.(1)

      11,619    120,257

CalAmp Corp.(1)

      3,544    31,506

Carrier Access Corp.(1)

      3,172    26,232

Cbeyond Communications Inc.(1)(2)

      2,512    54,787

C-COR Inc.(1)

      7,319    56,503

Centennial Communications Corp.

      3,477    18,080

CenturyTel Inc.

      17,706    657,778

CIENA Corp.(1)

      88,765    426,960

Cincinnati Bell Inc.(1)

      37,637    154,312

Cisco Systems Inc.(1)

      930,450    18,171,689

Citizens Communications Co.

      49,525    646,301

Commonwealth Telephone Enterprises Inc.

      3,259    108,068

CommScope Inc.(1)

      8,843    277,847

Comtech Telecommunications Corp.(1)

      3,472    101,625

Comverse Technology Inc.(1)

      30,785    608,619

Consolidated Communications Holdings Inc.

      3,551    59,053

Corning Inc.(1)

      237,399    5,742,682

CPI International Inc.(1)

      1,076    15,602

Crown Castle International Corp.(1)

      32,754    1,131,323

CT Communications Inc.

      2,930    67,009

Ditech Networks Inc.(1)

      4,933    43,016

Dobson Communications Corp. Class A(1)(2)

      22,633    174,953

Embarq Corp.(1)

      22,700    930,473

EMS Technologies Inc.(1)

      2,310    41,511

Eschelon Telecom Inc.(1)

      1,428    22,091

Essex Corp.(1)

      2,944    54,228

Extreme Networks Inc.(1)

      18,167    75,575

FairPoint Communications Inc.

      4,193    60,379

Finisar Corp.(1)

      34,698    113,462

First Avenue Networks Inc.(1)

      8,326    90,587

Foundry Networks Inc.(1)

      22,205    236,705

General Communication Inc. Class A(1)

      8,148    100,383

Golden Telecom Inc.

      3,323    84,238

Harmonic Inc.(1)

      11,307    50,655

Harris Corp.

      20,464    849,461

Hypercom Corp.(1)

      8,176    76,446

I.D. Systems Inc.(1)

      1,687    29,911

IDT Corp. Class B(1)(2)

      8,096    111,644

InterDigital Communications Corp.(1)

      8,301    289,788

Iowa Telecommunications Services Inc.

      4,789    90,608

iPCS Inc.(1)

      2,549    123,117

Ixia(1)

      6,536    58,824

JDS Uniphase Corp.(1)

      248,785    629,426

Juniper Networks Inc.(1)

      86,232    1,378,850

Leap Wireless International Inc.(1)

      6,694    317,630

Level 3 Communications Inc.(1)

      152,421    676,749

Lightbridge Inc.(1)

      4,148    53,717

Loral Space & Communications Ltd.(1)

      1,734    49,176

Lucent Technologies Inc.(1)

      682,819    1,652,422

MasTec Inc.(1)

      6,137    81,070

Motorola Inc.

      376,467    7,585,810

MRV Communications Inc.(1)(2)

      19,042    59,221

NETGEAR Inc.(1)

      5,048    109,289

NeuStar Inc. Class A(1)

      9,511    320,996

Newport Corp.(1)

      6,189    99,767

NII Holdings Inc. Class B(1)

      20,990    1,183,416

North Pittsburgh Systems Inc.

      2,286    63,002

Novatel Wireless Inc.(1)(2)

      4,485    46,554

NTELOS Holdings Corp.(1)

      2,297    33,192

NTL Inc.

      39,508    983,749

Oplink Communications Inc.(1)

      2,493    45,647

Optical Communication Products Inc.(1)

      3,042    6,114

PanAmSat Holding Corp.

      10,444    260,891

ParkerVision Inc.(1)

      2,869    26,108

Pegasus Wireless Corp.(1)

      8,248    73,737

Plantronics Inc.

      7,169    159,223

Polycom Inc.(1)

      13,295    291,426

Powerwave Technologies Inc.(1)(2)

      17,092    155,879

Premiere Global Services Inc.(1)

      11,012    83,141

Price Communications Corp.(1)

      6,941    117,650

QUALCOMM Inc.

      255,477    10,236,963

Qwest Communications International Inc.(1)

      240,890    1,948,800

Radyne Corp.(1)

      2,737    31,147

RCN Corp.(1)

      4,436    110,589

RF Micro Devices Inc.(1)

      29,167    174,127

SafeNet Inc.(1)

      4,200    74,424

SAVVIS Inc.(1)

      1,271    37,634

SBA Communications Corp.(1)

      15,700    410,398

Shenandoah Telecommunications Co.

      1,175    55,225

Sirenza Microdevices Inc.(1)

      3,790    46,011

Sonus Networks Inc.(1)

      38,483    190,491

Sprint Nextel Corp.

      441,795    8,831,482

Stratex Networks Inc.(1)

      14,651    49,667

SureWest Communications

      2,228    43,045

Sycamore Networks Inc.(1)

      28,090    114,045

Symmetricom Inc.(1)(2)

      7,003    49,511

Syniverse Holdings Inc.(1)

      3,600    52,920

Talk America Holdings Inc.(1)

      4,637    28,703

Tekelec(1)

      8,805    108,742

Telephone & Data Systems Inc.

      16,620    688,068

Tellabs Inc.(1)

      68,294    908,993

3Com Corp.(1)

      59,654    305,428

Time Warner Telecom Inc. Class A(1)

      11,601    172,275

UbiquiTel Inc.(1)

      12,644    130,739

United States Cellular Corp.(1)

      2,402    145,561

USA Mobility Inc.(2)

      4,169    69,205

UTStarcom Inc.(1)

      18,418    143,476

Valor Communications Group Inc.

      6,294    72,066

Verizon Communications Inc.

      444,634    14,890,793

Viasat Inc.(1)

      3,372    86,593

Vonage Holdings Corp.(1)

      4,772    40,991

West Corp.(1)

      4,564    218,661

Wireless Facilities Inc.(1)

      8,703    23,933

Zhone Technologies Inc.(1)

      16,902    34,480
           
            124,200,230

TEXTILES—0.07%

            

Cintas Corp.

      21,379    850,029

G&K Services Inc. Class A

      3,238    111,063

Mohawk Industries Inc.(1)

      8,087    568,920

UniFirst Corp.

      1,462    50,439
           
            1,580,451

TOYS, GAMES & HOBBIES—0.09%

            

Hasbro Inc.

      26,237    475,152

JAKKS Pacific Inc.(1)

      4,198    84,338

LeapFrog Enterprises Inc.(1)(2)

      5,184    52,358

Marvel Entertainment Inc.(1)

      7,181    143,620

Mattel Inc.

      59,365    980,116

RC2 Corp.(1)

      3,178    122,861

Topps Co. (The)

      5,258    43,221
           
            1,901,666

TRANSPORTATION—1.77%

            

ABX Air Inc.(1)

      8,883    53,653

Alexander & Baldwin Inc.

      6,738    298,291

American Commercial Lines Inc.(1)

      4,688    282,452

Arkansas Best Corp.

      3,847    193,158

Atlas Air Worldwide Holdings Inc.(1)

      3,045    149,327

Bristow Group Inc.(1)

      3,561    128,196

Burlington Northern Santa Fe Corp.

      55,579    4,404,636

C.H. Robinson Worldwide Inc.

      26,477    1,411,224

Celadon Group Inc.(1)

      3,497    77,074

Con-way Inc.

      7,889    457,010

CSX Corp.

      33,770    2,378,759

Dynamex Inc.(1)

      1,688    36,815

EGL Inc.(1)

      4,797    240,809

Expeditors International Washington Inc.

      32,525    1,821,725

FedEx Corp.

      46,508    5,434,925

Florida East Coast Industries Inc.

      5,366    280,803

Forward Air Corp.

      4,800    195,504

Genesee & Wyoming Inc. Class A(1)

      5,514    195,582

GulfMark Offshore Inc.(1)

      2,426    62,664

Heartland Express Inc.

      9,224    165,017

Horizon Lines Inc. Class A

      2,175    34,844

Hub Group Inc. Class A(1)

      6,101    149,658

Hunt (J.B.) Transport Services Inc.

      16,690    415,748

Kansas City Southern Industries Inc.(1)

      11,469    317,691

Kirby Corp.(1)

      8,030    317,185

Knight Transportation Inc.(2)

      8,724    176,225

Laidlaw International Inc.

      14,926    376,135

Landstar System Inc.

      8,991    424,645

Maritrans Inc.

      1,833    45,642

Marten Transport Ltd.(1)

      2,332    50,698

Norfolk Southern Corp.

      63,205    3,363,770

Old Dominion Freight Line Inc.(1)

      4,293    161,374

Overseas Shipholding Group Inc.

      4,547    268,955

P.A.M. Transportation Services Inc.(1)

      814    23,516

Pacer International Inc.

      5,721    186,390

Patriot Transportation Holding Inc.(1)

      242    21,001

PHI Inc.(1)

      2,086    69,255

Quality Distribution Inc.(1)

      1,301    17,277

RailAmerica Inc.(1)

      5,926    61,986

Ryder System Inc.

      9,296    543,165

SCS Transportation Inc.(1)

      2,232    61,447

SIRVA Inc.(1)

      7,556    48,887

Swift Transportation Co. Inc.(1)

      8,137    258,431

U.S. Xpress Enterprises Inc. Class A(1)

      1,410    38,098

Union Pacific Corp.

      40,993    3,810,709

United Parcel Service Inc. Class B

      98,197    8,084,559

Universal Truckload Services Inc.(1)

      900    30,717

USA Truck Inc.(1)

      1,323    23,576

Werner Enterprises Inc.

      7,836    158,836

YRC Worldwide Inc.(1)

      8,756    368,715
           
            38,176,759

TRUCKING & LEASING—0.03%

            

AMERCO(1)

      1,561    157,130

GATX Corp.

      6,855    291,338

Greenbrier Companies Inc. (The)

      2,058    67,379

Interpool Inc.

      1,825    40,552

TAL International Group Inc.(1)

      2,463    59,358
           
            615,757

WATER—0.04%

            

American States Water Co.

      2,568    91,549

Aqua America Inc.(2)

      19,737    449,806

California Water Service Group

      2,633    94,103

PICO Holdings Inc.(1)

      1,370    44,183

SJW Corp.

      2,294    58,382

Southwest Water Co.

      3,454    41,344
           
            779,367
           

TOTAL COMMON STOCKS

            

(Cost: $2,086,115,363)

           2,157,199,023

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.93%

              

CERTIFICATES OF DEPOSIT(4)—0.03%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 16,341    16,341

Fortis Bank NY

              

4.43%, 07/20/06

        40,814    40,814

Societe Generale

              

5.33%, 12/08/06

        163,331    163,331

Toronto-Dominion Bank

              

3.94%, 07/10/06

        81,666    81,666

Washington Mutual Bank

              

5.28%, 08/07/06

        81,666    81,666

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        130,665    130,665
             
              514,483

COMMERCIAL PAPER(4)—0.18%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        455,985    453,423

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        78,399    77,991

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        156,127    155,462

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        62,066    61,920

CC USA Inc.

              

5.03%, 10/24/06(5)

        32,666    32,151

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        123,046    122,593

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        358,292    358,190

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        163,331    162,658

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        120,493    117,680

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(5)

        345,730    344,517

Five Finance Inc.

              

5.19%, 12/01/06(5)

        73,499    71,899

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        16,333    15,952

Govco Inc.

              

5.22%, 08/03/06(5)

        163,331    162,597

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(5)

        55,533    54,672

Jupiter Securitization Corp.

              

5.29%, 07/27/06(5)

        40,833    40,689

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(5)

        150,232    149,860

Landale Funding LLC

              

5.30%, 08/15/06(5)

        179,665    178,527

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(5)

        252,886    250,962

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(5)

        164,965    164,481

Prudential Funding LLC

              

5.22%, 07/31/06

        81,666    81,334

Ranger Funding Co. LLC

              

5.24%, 07/20/06(5)

        163,331    162,927

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(5)

        191,374    191,265

Scaldis Capital LLC

              

5.30%, 07/25/06(5)

        102,094    101,763

Sydney Capital Corp.

              

5.10%, 07/07/06(5)

        178,668    178,567

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(5)

        199,638    199,144
             
              3,891,224

MEDIUM-TERM NOTES(4)—0.02%

              

Bank of America N.A.

              

5.28%, 04/20/07

        40,833    40,833

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        50,633    50,633

K2 USA LLC

              

3.94%, 07/07/06(5)

        97,999    97,999

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        163,331    163,585

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        57,166    57,166

US Bank N.A.

              

2.85%, 11/15/06

        32,666    32,444
             
              442,660

MONEY MARKET FUNDS—0.09%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        2,008,440    2,008,440
             
              2,008,440

REPURCHASE AGREEMENTS(4)—0.15%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $326,809 (collateralized by non-U.S. Government debt securities, value $336,927, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 326,663    326,663

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $245,107 (collateralized by non-U.S. Government debt securities, value $269,873, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        244,997    244,997

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $326,809 (collateralized by non-U.S. Government debt securities, value $335,528, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        326,663    326,663

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $408,511 (collateralized by non-U.S. Government debt securities, value $456,970, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        408,328    408,328

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $98,044 (collateralized by non-U.S. Government debt securities, value $110,939, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      97,999    97,999

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,404 (collateralized by non-U.S. Government debt securities, value $166,828, 5.22% to 5.42%, 7/3/06).

      163,331    163,331

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $261,449 (collateralized by non-U.S. Government debt securities, value $274,775, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      261,330    261,330

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,404 (collateralized by non-U.S. Government debt securities, value $168,467, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      163,331    163,331

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,404 (collateralized by non-U.S. Government debt securities, value $168,469, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      163,331    163,331

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $326,809 (collateralized by non-U.S. Government debt securities, value $343,473, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      326,663    326,663

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,404 (collateralized by non-U.S. Government debt securities, value $171,883, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      163,331    163,331

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $57,192 (collateralized by non-U.S. Government debt securities, value $60,516, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      57,166    57,166

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $120,264 (collateralized by non-U.S. Government debt securities, value $121,032, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      114,332    114,332

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $326,809 (collateralized by non-U.S. Government debt securities, value $343,469, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      326,663    326,663
           
            3,144,128

TIME DEPOSITS(4)—0.07%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      163,331    163,331

KBC Bank NV

            

5.32%, 07/03/06

      489,994    489,994

Societe Generale

            

5.32%, 07/03/06

      408,328    408,328

UBS AG

            

5.25%-5.34%, 07/03/06

      470,899    470,899
           
            1,532,552

VARIABLE & FLOATING RATE NOTES(4)—0.39%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      418,128    418,187

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      122,499    122,498

American Express Centurion Bank

            

5.34%, 07/19/07

      179,665    179,879

American Express Credit Corp.

            

5.23%, 07/05/07

      48,999    49,032

ASIF Global Financing

            

5.17%, 05/03/07(5)

      16,333    16,341

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      106,165    106,165

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      277,663    277,662

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      163,331    163,331

BNP Paribas

            

5.14%, 05/18/07(5)

      302,163    302,163

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      119,232    119,232

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      40,833    40,833

Credit Agricole SA

            

5.31%, 07/23/07

      163,331    163,331

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      163,331    163,332

DEPFA Bank PLC

            

5.37%, 06/15/07

      163,331    163,331

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      187,831    187,845

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      163,331    163,331

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      326,663    326,663

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      48,999    49,000

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      122,499    122,488

General Electric Capital Corp.

            

5.25%, 04/09/07

      73,499    73,539

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      244,997    245,042

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      163,331    163,331

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      122,499    122,499

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      244,997    244,991

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      170,684    170,684

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      204,164    204,098

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      179,665    179,649

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      79,377    79,377

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      89,832    89,832

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      244,997    244,997

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      20,580    20,587

Mound Financing PLC

            

5.11%, 05/08/07(5)

      153,532    153,532

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(5)

      163,331      163,322  

National City Bank of Indiana

                

5.17%, 05/21/07

      81,666      81,672  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(5)

      440,995      441,007  

Newcastle Ltd.

                

5.34%, 04/24/07(5)

      57,574      57,561  

Northern Rock PLC

                

5.17%, 05/03/07(5)

      195,998      196,002  

Principal Life Global Funding I

                

5.63%, 02/08/07

      73,499      73,706  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(5)

      122,499      122,492  

Sigma Finance Inc.

                

5.51%, 06/18/07(5)

      133,932      133,932  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(5)

      163,331      163,331  

Strips III LLC

                

5.37%, 07/24/06(5)

      38,181      38,181  

SunTrust Bank

                

5.08%, 05/01/07

      163,331      163,340  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(5)

      308,696      308,663  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(5)

      228,664      228,664  

US Bank N.A.

                

5.28%, 09/29/06

      73,499      73,494  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(5)

      261,461      261,461  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      326,663      326,663  

Wells Fargo & Co.

                

5.19%, 07/13/07(5)

      81,666      81,671  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(5)

      146,998      146,996  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(5)

      161,535      161,003  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(5)

      55,164      55,164  
           
              8,405,127  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $19,938,614)

             19,938,614  
           

TOTAL INVESTMENTS IN SECURITIES—100.74%

                

(Cost: $2,106,053,977)

             2,177,137,637  

Other Assets, Less Liabilities—(0.74)%

             (15,886,535 )
           

NET ASSETS—100.00%

          $ 2,161,251,102  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 3000 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.00%

              

ADVERTISING—0.45%

              

ADVO Inc.

      1,017    $ 25,027

Catalina Marketing Corp.

      841      23,935

Clear Channel Outdoor Holdings Inc. Class A(1)

      1,133      23,748

Getty Images Inc.(1)

      1,664      105,681

Harte-Hanks Inc.

      1,791      45,921

Interpublic Group of Companies Inc.(1)

      13,972      116,666

inVentiv Health Inc.(1)

      934      26,881

Lamar Advertising Co.(1)

      2,652      142,837

Marchex Inc. Class B(1)(2)

      738      12,125

Omnicom Group Inc.

      5,464      486,788

SITEL Corp.(1)

      1,490      5,841

ValueVision Media Inc. Class A(1)

      924      10,192
           
              1,025,642

AEROSPACE & DEFENSE—2.58%

              

AAR Corp.(1)

      1,010      22,452

Alliant Techsystems Inc.(1)

      398      30,387

Argon ST Inc.(1)

      409      10,892

BE Aerospace Inc.(1)

      2,480      56,693

Boeing Co. (The)

      25,609      2,097,633

Curtiss-Wright Corp.

      80      2,470

DRS Technologies Inc.

      384      18,720

Esterline Technologies Corp.(1)

      303      12,602

GenCorp Inc.(1)

      1,771      28,389

Goodrich (B.F.) Co.

      3,695      148,872

HEICO Corp.

      659      18,683

Herley Industries Inc.(1)

      75      841

Innovative Solutions & Support Inc.(1)

      199      2,798

K&F Industries Holdings Inc.(1)

      241      4,273

L-3 Communications Holdings Inc.

      281      21,193

Lockheed Martin Corp.

      11,729      841,438

MTC Technologies Inc.(1)

      226      5,340

Northrop Grumman Corp.

      804      51,504

Orbital Sciences Corp.(1)

      882      14,235

Raytheon Co.

      6,874      306,374

Rockwell Collins Inc.

      5,480      306,168

Teledyne Technologies Inc.(1)

      929      30,434

TransDigm Group Inc.(1)

      228      5,461

Triumph Group Inc.(1)

      110      5,280

United Industrial Corp.(2)

      302      13,665

United Technologies Corp.

      29,624      1,878,754
           
              5,935,551

AGRICULTURE—1.37%

              

Alico Inc.

      122      6,723

Altria Group Inc.

      30,363      2,229,555

Andersons Inc.

      399      16,602

Delta & Pine Land Co.

      835      24,549

Maui Land & Pineapple Co. Inc.(1)

      53    2,003

Monsanto Co.

      8,666    729,591

Tejon Ranch Co.(1)

      349    14,365

UST Inc.

      2,874    129,876

Vector Group Ltd.

      723    11,749
           
            3,165,013

AIRLINES—0.30%

            

AirTran Holdings Inc.(1)

      2,907    43,198

Alaska Air Group Inc.(1)

      630    24,835

AMR Corp.(1)

      5,151    130,938

Continental Airlines Inc. Class B(1)(2)

      2,809    83,708

ExpressJet Holdings Inc.(1)

      206    1,423

Frontier Airlines Holdings Inc.(1)

      188    1,355

JetBlue Airways Corp.(1)(2)

      4,440    53,902

SkyWest Inc.

      804    19,939

Southwest Airlines Co.

      14,909    244,060

US Airways Group Inc.(1)

      1,948    98,452
           
            701,810

APPAREL—0.56%

            

Carter’s Inc.(1)

      1,554    41,072

Cherokee Inc.

      182    7,528

Coach Inc.(1)

      12,329    368,637

Crocs Inc.(1)(2)

      318    7,998

Deckers Outdoor Corp.(1)

      193    7,442

DHB Industries Inc.(1)(3)

      886    1,391

Guess? Inc.(1)

      671    28,014

Gymboree Corp.(1)

      1,066    37,054

Iconix Brand Group Inc.(1)

      1,123    18,350

K-Swiss Inc. Class A

      432    11,534

Maidenform Brands Inc.(1)

      385    4,747

Nike Inc. Class B

      6,179    500,499

Oxford Industries Inc.

      30    1,182

Phillips-Van Heusen Corp.

      884    33,733

Polo Ralph Lauren Corp.

      1,956    107,384

Quiksilver Inc.(1)

      805    9,805

Skechers U.S.A. Inc. Class A(1)

      327    7,884

Steven Madden Ltd.

      667    19,757

Timberland Co. Class A(1)

      835    21,793

True Religion Apparel Inc.(1)

      422    7,469

Volcom Inc.(1)

      420    13,436

Warnaco Group Inc. (The)(1)

      642    11,993

Wolverine World Wide Inc.

      880    20,530
           
            1,289,232

AUTO MANUFACTURERS—0.19%

            

A.S.V. Inc.(1)

      669    15,414

Navistar International Corp.(1)

      1,771    43,584

Oshkosh Truck Corp.

      2,358    112,052

PACCAR Inc.

      3,145    259,085
           
            430,135

AUTO PARTS & EQUIPMENT—0.18%

            

Accuride Corp.(1)

      370    4,614

BorgWarner Inc.

      137    8,919

Goodyear Tire & Rubber Co. (The)(1)

      5,676    63,004

IMPCO Technologies Inc.(1)

      717    7,650

Johnson Controls Inc.

      3,547    291,634

Keystone Automotive Industries Inc.(1)

      517    21,828

Miller Industries Inc.(1)

      306    6,334

Noble International Ltd.

      262    3,752

Tenneco Inc.(1)

      264    6,864
           
            414,599

BANKS—1.37%

            

Arrow Financial Corp.

      31    850

Bancorp Inc. (The)(1)

      51    1,276

Bank of Hawaii Corp.

      1,057    52,427

Bank of New York Co. Inc. (The)

      1,464    47,141

Bank of the Ozarks Inc.(2)

      379    12,621

Camden National Corp.

      25    997

Capital Corp of the West

      128    4,096

Capitol Bancorp Ltd.

      24    935

Cardinal Financial Corp.

      571    6,635

Cascade Bancorp

      684    19,501

Cass Information Systems Inc.

      124    6,038

Cathay General Bancorp

      124    4,511

Center Financial Corp.

      256    6,052

City Bank

      82    3,826

Coastal Financial Corp.

      321    4,186

CoBiz Inc.

      473    10,652

Columbia Bancorp

      100    2,507

Commerce Bancorp Inc.

      5,899    210,417

Community Bancorp(1)

      13    404

Community Bancorp Inc.

      138    5,839

Cullen/Frost Bankers Inc.

      725    41,542

CVB Financial Corp.

      1,224    19,168

East West Bancorp Inc.

      1,793    67,973

Enterprise Financial Services Corp.

      272    6,922

First Busey Corp. Class A

      353    7,226

First Indiana Corp.

      33    859

First Oak Brook Bancshares Inc. Class A

      23    851

First Regional Bancorp(1)

      66    5,808

First Republic Bank

      88    4,030

First South Bancorp Inc.(2)

      261    8,934

First State Bancorp

      33    785

Fremont General Corp.

      1,100    20,416

Frontier Financial Corp.

      210    7,138

Glacier Bancorp Inc.

      133    3,893

Hancock Holding Co.

      388    21,728

Heritage Commerce Corp.

      199    4,933

International Bancshares Corp.

      171    4,699

Intervest Bancshares Corp.(1)

      38    1,539

Investors Financial Services Corp.

      2,106    94,559

Lakeland Financial Corp.

      79    1,919

Macatawa Bank Corp.

      50    1,158

MB Financial Inc.

      51    1,803

Mellon Financial Corp.

      11,868    408,615

Mercantile Bank Corp.

      60    2,391

MetroCorp Bancshares Inc.

      10    293

Midwest Banc Holdings Inc.

      75    1,669

Nara Bancorp Inc.

      383    7,181

Northern Empire Bancshares(1)

      74    1,776

Northern Trust Corp.

      6,599    364,925

Old Second Bancorp Inc.

      44    1,364

Pacific Capital Bancorp

      135    4,201

Pinnacle Financial Partners Inc.(1)

      326    9,920

Placer Sierra Bancshares

      179    4,151

Preferred Bank

      126    6,755

PremierWest Bancorp

      39    562

PrivateBancorp Inc.

      569    23,562

Seacoast Banking Corp. of Florida

      290    7,723

Sierra Bancorp

      192    5,034

Signature Bank(1)

      939    30,405

Smithtown Bancorp Inc.

      249    6,016

Southside Bancshares Inc.

      38    848

State Street Corp.

      9,974    579,390

Suffolk Bancorp

      330    10,807

Summit Bancshares Inc.

      97    2,057

Superior Bancorp(1)

      511    5,621

SVB Financial Group(1)(2)

      1,138    51,733

SY Bancorp Inc.

      86    2,363

Synovus Financial Corp.

      3,851    103,130

TCF Financial Corp.

      1,605    42,452

Texas Capital Bancshares Inc.(1)

      744    17,335

Texas Regional Bancshares Inc. Class A

      165    6,257

Tompkins Trustco Inc.

      14    602

TriCo Bancshares

      112    3,067

TrustCo Bank Corp. NY(2)

      2,403    26,481

UCBH Holdings Inc.

      2,339    38,687

United Community Banks Inc.

      120    3,653

United Security Bancshares

      238    5,091

USB Holding Co. Inc.

      164    3,690

Vineyard National Bancorp

      290    7,801

Virginia Commerce Bancorp Inc.(1)

      499    11,926

Wells Fargo & Co.

      8,125    545,025

West Bancorporation

      463    8,644

Westamerica Bancorp

      428    20,959

Western Alliance Bancorp(1)

      420    14,608

Wilshire Bancorp Inc.

      489    8,812

Wintrust Financial Corp.

      313    15,916

Yardville National Bancorp

      40    1,429
           
            3,153,721

BEVERAGES—2.66%

            

Anheuser-Busch Companies Inc.

      15,841    722,191

Boston Beer Co. Inc. Class A(1)

      202    5,917

Brown-Forman Corp. Class B

      1,974    141,042

Coca-Cola Bottling Co. Consolidated

      149    7,565

Coca-Cola Co. (The)

      43,205    1,858,679

Constellation Brands Inc.(1)

      1,139    28,475

Green Mountain Coffee Roasters Inc.(1)

      153    6,146

Hansen Natural Corp.(1)

      488    92,901

Jones Soda Co.(1)

      708    6,372

National Beverage Corp.

      262    3,760

Peet's Coffee & Tea Inc.(1)

      443    13,374

Pepsi Bottling Group Inc.

      2,275    73,141

PepsiCo Inc.

      52,926    3,177,677
           
            6,137,240

BIOTECHNOLOGY—2.79%

            

Advanced Magnetics Inc.(1)

      256    7,736

ADVENTRX Pharmaceuticals Inc.(1)

      1,446    4,584

Affymetrix Inc.(1)

      2,161    55,322

Alexion Pharmaceuticals Inc.(1)

      1,010    36,481

American Oriental Bioengineering Inc.(1)

      1,430    7,908

Amgen Inc.(1)

      37,768    2,463,607

Arena Pharmaceuticals Inc.(1)

      1,052    12,182

ARIAD Pharmaceuticals Inc.(1)

      1,158    5,223

Biocryst Pharmaceuticals Inc.(1)

      736    10,547

Biogen Idec Inc.(1)

      5,452    252,591

Celgene Corp.(1)

      11,127    527,754

Cell Genesys Inc.(1)(2)

      1,463    7,344

Charles River Laboratories International Inc.(1)

      693    25,502

Coley Pharmaceutical Group Inc.(1)(2)

      574    6,630

Cytokinetics Inc.(1)

      822    5,170

deCODE genetics Inc.(1)(2)

      1,475    9,130

Digene Corp.(1)

      562    21,772

Diversa Corp.(1)

      975    9,418

Encysive Pharmaceuticals Inc.(1)

      1,896    13,139

Enzo Biochem Inc.(1)

      876    13,210

Enzon Pharmaceuticals Inc.(1)

      1,402    10,571

Exelixis Inc.(1)

      2,688    27,014

Genentech Inc.(1)

      14,949    1,222,828

Genitope Corp.(1)

      624    3,944

Genomic Health Inc.(1)

      398    4,684

Genzyme Corp.(1)

      8,338    509,035

Geron Corp.(1)

      1,020    7,038

GTx Inc.(1)

      401    3,649

Hana Biosciences Inc.(1)

      919    8,335

Human Genome Sciences Inc.(1)

      4,209    45,036

ICOS Corp.(1)

      2,091    45,981

Illumina Inc.(1)

      1,336    39,626

Incyte Corp.(1)

      1,452    6,679

Integra LifeSciences Holdings Corp.(1)

      609    23,635

InterMune Inc.(1)(2)

      833    13,703

Invitrogen Corp.(1)

      617    40,765

Keryx Biopharmaceuticals Inc.(1)

      1,381    19,610

Lexicon Genetics Inc.(1)

      2,070    9,087

LifeCell Corp.(1)

      1,073    33,177

Martek Biosciences Corp.(1)(2)

      670    19,396

MedImmune Inc.(1)

      7,967    215,906

Metabasis Therapeutics Inc.(1)

      658    5,021

Millennium Pharmaceuticals Inc.(1)

      5,424    54,077

Millipore Corp.(1)

      1,703    107,272

Momenta Pharmaceuticals Inc.(1)

      693    8,808

Monogram Biosciences Inc.(1)

      4,173    8,263

Myogen Inc.(1)

      1,360    39,440

Myriad Genetics Inc.(1)

      1,264    31,916

Nektar Therapeutics(1)

      2,867    52,581

Northfield Laboratories Inc.(1)(2)

      276    2,730

Novavax Inc.(1)

      1,967    9,914

Panacos Pharmaceuticals Inc.(1)

      1,613    8,904

PDL BioPharma Inc.(1)

      3,666    67,491

Peregrine Pharmaceuticals Inc.(1)

      5,615    8,928

Regeneron Pharmaceuticals Inc.(1)

      1,459    18,704

Sangamo BioSciences Inc.(1)

      925    5,457

Serologicals Corp.(1)

      998    31,377

Sirna Therapeutics Inc.(1)

      1,288    7,342

SuperGen Inc.(1)

      1,584    5,750

Telik Inc.(1)

      1,674    27,621

Vertex Pharmaceuticals Inc.(1)

      3,528    129,513
           
            6,436,058

BUILDING MATERIALS—0.57%

            

AAON Inc.

      300    7,698

American Standard Companies Inc.

      5,705    246,855

Apogee Enterprises Inc.

      706    10,378

Builders FirstSource Inc.(1)

      482    9,814

Comfort Systems USA Inc.

      437    6,245

Drew Industries Inc.(1)

      593    19,213

Eagle Materials Inc.

      1,612    76,570

ElkCorp

      242    6,720

Florida Rock Industries Inc.

      1,536    76,293

Genlyte Group Inc. (The)(1)

      795    57,582

Goodman Global Inc.(1)

      492    7,469

Interline Brands Inc.(1)

      868    20,294

Martin Marietta Materials Inc.

      1,465    133,535

Masco Corp.

      7,709    228,495

NCI Building Systems Inc.(1)

      655    34,826

Simpson Manufacturing Co. Inc.

      1,066    38,429

Texas Industries Inc.

      132    7,009

Trex Co. Inc.(1)(2)

      380    9,838

U.S. Concrete Inc.(1)

      867    9,580

Universal Forest Products Inc.

      56    3,513

USG Corp.(1)

      557    40,622

Vulcan Materials Co.

      3,222    251,316
           
            1,302,294

CHEMICALS—1.10%

            

Air Products & Chemicals Inc.

      840    53,693

Airgas Inc.

      2,030    75,617

American Vanguard Corp.

      567    8,777

Arch Chemicals Inc.

      60    2,163

Balchem Corp.

      372    8,370

Cabot Corp.

      837    28,893

Celanese Corp. Class A

      1,309    26,730

Du Pont (E.I.) de Nemours and Co.

      23,635    983,216

Ecolab Inc.

      5,776    234,390

Georgia Gulf Corp.

      118    2,952

Grace (W.R.) & Co.(1)

      1,045    12,226

Hercules Inc.(1)

      1,972    30,093

Huntsman Corp.(1)

      2,048    35,471

International Flavors & Fragrances Inc.

      1,975    69,599

Kronos Worldwide Inc.

      80    2,340

MacDermid Inc.

      886    25,517

NewMarket Corp.

      552    27,081

NL Industries Inc.

      164    1,763

Olin Corp.

      220    3,945

OMNOVA Solutions Inc.(1)

      638    3,624

Pioneer Companies Inc.(1)

      340    9,275

PPG Industries Inc.

      674    44,484

Praxair Inc.

      10,349    558,846

Rohm & Haas Co.

      767    38,442

Sherwin-Williams Co. (The)

      2,202    104,551

Sigma-Aldrich Corp.

      922    66,974

Symyx Technologies Inc.(1)

      1,080    26,082

UAP Holding Corp.

      982    21,417

Valhi Inc.

      233    5,720

Valley National Gases Inc.

      78    2,040

Zoltek Companies Inc.(1)(2)

      453    13,540
           
            2,527,831

COAL—0.51%

            

Alpha Natural Resources Inc.(1)

      1,656    32,491

Arch Coal Inc.

      4,580    194,055

CONSOL Energy Inc.

      5,867    274,106

Foundation Coal Holdings Inc.

      1,459    68,471

International Coal Group Inc.(1)

      3,042    21,872

James River Coal Co.(1)

      533    14,119

Massey Energy Co.

      2,626    94,536

Peabody Energy Corp.

      8,479    472,704

Westmoreland Coal Co.(1)

      215    5,100
           
            1,177,454

COMMERCIAL SERVICES—2.11%

            

Aaron Rents Inc.

      1,402    37,686

ACE Cash Express Inc.(1)

      19    556

Administaff Inc.

      731    26,177

Advance America Cash Advance Centers Inc.

      2,163    37,939

Advisory Board Co. (The)(1)

      597    28,710

Albany Molecular Research Inc.(1)

      301    3,215

Alliance Data Systems Corp.(1)

      2,601    152,991

AMN Healthcare Services Inc.(1)

      972    19,732

Apollo Group Inc. Class A(1)

      4,466    230,758

ARAMARK Corp. Class B

      3,792    125,553

Arbitron Inc.

      741    28,403

Bankrate Inc.(1)

      327    12,348

Barrett Business Services Inc.(1)

      223    4,092

BearingPoint Inc.(1)

      513    4,294

Block (H & R) Inc.

      10,518    250,959

Bright Horizons Family Solutions Inc.(1)

      890    33,544

Career Education Corp.(1)

      3,128    93,496

CBIZ Inc.(1)

      853    6,321

CDI Corp.

      73    2,117

Cendant Corp.

      4,453    72,539

Cenveo Inc.(1)

      1,705    30,605

Chemed Corp.

      838    45,696

ChoicePoint Inc.(1)

      2,757    115,160

Clark Inc.

      51    673

Clayton Holdings Inc.(1)

      262    3,419

Coinmach Service Corp. Class A

      429    4,397

Coinstar Inc.(1)

      55    1,317

Consolidated Graphics Inc.(1)

      240    12,494

Convergys Corp.(1)

      247    4,816

Corinthian Colleges Inc.(1)

      2,759    39,619

Corporate Executive Board Co. (The)

      1,282    128,456

Corrections Corp. of America(1)

      847    44,840

CorVel Corp.(1)

      64    1,600

CoStar Group Inc.(1)

      537    32,129

CRA International Inc.(1)

      333    15,032

Cross Country Healthcare Inc.(1)

      139    2,528

DeVry Inc.(1)

      1,953    42,907

DiamondCluster International Inc. Class A(1)

      936    7,413

Dollar Financial Corp.(1)

      394    7,092

DynCorp International Inc.(1)

      471    4,889

Equifax Inc.

      3,690    126,715

Euronet Worldwide Inc.(1)

      1,123    43,090

First Advantage Corp. Class A(1)

      193    4,489

First Consulting Group Inc.(1)

      690    6,100

Forrester Research Inc.(1)

      330    9,233

FTI Consulting Inc.(1)

      712    19,060

Gaiam Inc.(1)

      519    7,276

Gartner Inc.(1)

      1,821    25,858

Geo Group Inc. (The)(1)

      415    14,546

Gevity HR Inc.

      840    22,302

Global Cash Access Inc.(1)

      855    13,364

H&E Equipment Services Inc.(1)

      367    10,808

Healthcare Services Group Inc.(2)

      873    18,289

HealthSpring Inc.(1)

      467    8,756

Heartland Payment Systems Inc.(1)

      446    12,434

Heidrick & Struggles International Inc.(1)

      489    16,548

Hewitt Associates Inc. Class A(1)

      158    3,552

Home Solutions of America Inc.(1)

      1,205    7,435

Hudson Highland Group Inc.(1)

      734    7,920

Huron Consulting Group Inc.(1)

      557    19,545

ICT Group Inc.(1)

      217    5,323

Integrated Electrical Services Inc.(1)

      491    8,578

Iron Mountain Inc.(1)

      3,671    137,222

ITT Educational Services Inc.(1)

      1,401    92,200

Jackson Hewitt Tax Service Inc.

      1,130    35,425

Kelly Services Inc. Class A

      240    6,521

Kendle International Inc.(1)

      393    14,435

Kenexa Corp.(1)

      502    15,989

Kforce Inc.(1)

      932    14,437

Korn/Ferry International(1)

      1,065    20,863

Labor Ready Inc.(1)

      1,747    39,570

Landauer Inc.

      163    7,808

Laureate Education Inc.(1)

      1,178    50,218

LECG Corp.(1)

      622    11,488

Lincoln Educational Services Corp.(1)

      145    2,478

Live Nation Inc.(1)

      535    10,893

Manpower Inc.

      2,406    155,428

McGrath RentCorp

      703    19,550

McKesson Corp.

      6,799    321,457

Medifast Inc.(1)

      372    6,648

Midas Inc.(1)

      497    9,145

Monro Muffler Brake Inc.

      379    12,340

Moody’s Corp.

      7,777    423,535

Morningstar Inc.(1)

      450    18,666

MPS Group Inc.(1)

      1,219    18,358

Navigant Consulting Inc.(1)

      1,264    28,630

Net 1 UEPS Technologies Inc.(1)

      1,538    42,064

On Assignment Inc.(1)

      836    7,683

PAREXEL International Corp.(1)

      870    25,099

Paychex Inc.

      10,765    419,620

PeopleSupport Inc.(1)

      593    7,982

Pharmaceutical Product Development Inc.

      3,235    113,613

PRA International(1)

      457    10,177

Pre-Paid Legal Services Inc.(2)

      325    11,212

Providence Service Corp. (The)(1)

      385    10,484

QC Holdings Inc.(1)(2)

      48    648

Quanta Services Inc.(1)

      1,585    27,468

Resources Connection Inc.(1)

      1,542    38,581

Rewards Network Inc.(1)

      636    5,196

Robert Half International Inc.

      4,814    202,188

Rollins Inc.

      947    18,599

Senomyx Inc.(1)

      955    13,781

ServiceMaster Co. (The)

      2,812    29,048

Sotheby’s Holdings Inc. Class A(1)

      1,936    50,820

Source Interlink Companies Inc.(1)

      177    2,106

Spherion Corp.(1)

      961    8,764

Standard Parking Corp.(1)

      155    4,197

StarTek Inc.

      28    419

Strayer Education Inc.

      459    44,578

Team Inc.(1)

      203    5,085

TeleTech Holdings Inc.(1)(2)

      1,046    13,242

TNS Inc.(1)

      184    3,807

Universal Technical Institute Inc.(1)

      735    16,185

Valassis Communications Inc.(1)

      892    21,042

Watson Wyatt Worldwide Inc.

      302    10,612

Weight Watchers International Inc.

      1,482    60,599

Wright Express Corp.(1)

      1,082    31,097
           
            4,857,033

COMPUTERS—5.30%

            

Affiliated Computer Services Inc. Class A(1)

      1,496    77,209

Ansoft Corp.(1)

      526    10,772

Apple Computer Inc.(1)

      27,240    1,555,949

BISYS Group Inc. (The)(1)

      910    12,467

Brocade Communications Systems Inc.(1)

      5,765    35,397

CACI International Inc. Class A(1)

      810    47,247

Cadence Design Systems Inc.(1)

      7,600    130,340

Ceridian Corp.(1)

      4,240    103,626

CIBER Inc.(1)

      110    725

Cognizant Technology Solutions Corp.(1)

      4,497    302,963

COMSYS IT Partners Inc.(1)

      526    7,953

Comtech Group Inc.(1)

      468    5,209

Dell Inc.(1)

      73,888    1,803,606

Diebold Inc.

      1,730    70,273

DST Systems Inc.(1)

      1,893    112,633

Electronic Data Systems Corp.

      9,315    224,119

EMC Corp.(1)

      66,569    730,262

FactSet Research Systems Inc.

      1,335    63,145

Gateway Inc.(1)

      771    1,465

Henry (Jack) & Associates Inc.

      2,547    50,074

Hewlett-Packard Co.

      54,391    1,723,107

iGATE Corp.(1)

      641    4,096

IHS Inc. Class A(1)

      663    19,645

Integral Systems Inc.

      332    8,908

Intergraph Corp.(1)

      802    25,255

Internap Network Services Corp.(1)

      9,794    10,284

International Business Machines Corp.

      45,137    3,467,424

InterVoice-Brite Inc.(1)

      1,233    8,779

Kanbay International Inc.(1)

      1,062    15,441

Komag Inc.(1)

      743    34,312

Kronos Inc.(1)

      1,026    37,151

Lexmark International Inc.(1)

      2,574    143,706

Magma Design Automation Inc.(1)

      58    426

Manhattan Associates Inc.(1)

      88    1,786

Maxwell Technologies Inc.(1)

      460    9,030

Mercury Computer Systems Inc.(1)

      184    2,832

MICROS Systems Inc.(1)

      1,245    54,382

Mobility Electronics Inc.(1)

      897    6,512

MTS Systems Corp.

      513    20,269

National Instruments Corp.

      1,801    49,347

NCR Corp.(1)

      1,224    44,847

Ness Technologies Inc.(1)

      329    3,537

NetScout Systems Inc.(1)

      674    6,012

Network Appliance Inc.(1)

      11,984    423,035

Palm Inc.(1)

      156    2,512

Rackable Systems Inc.(1)

      887    35,028

Radiant Systems Inc.(1)

      836    8,837

RadiSys Corp.(1)

      206    4,524

Reynolds & Reynolds Co. (The) Class A

      1,545    47,385

SanDisk Corp.(1)

      6,256    318,931

SI International Inc.(1)

      182    5,580

Sigma Designs Inc.(1)

      729    6,874

Silicon Storage Technology Inc.(1)

      1,069    4,340

SRA International Inc. Class A(1)

      1,227    32,675

Stratasys Inc.(1)

      324    9,545

Sun Microsystems Inc.(1)

      9,746    40,446

Sykes Enterprises Inc.(1)

      936    15,126

Synaptics Inc.(1)

      801    17,141

Synopsys Inc.(1)

      415    7,790

Syntel Inc.

      271    5,545

TALX Corp.

      1,027    22,461

3D Systems Corp.(1)

      417    8,378

Tyler Technologies Inc.(1)(2)

      1,255    14,056

Western Digital Corp.(1)

      7,069    140,037
           
            12,212,768

COSMETICS & PERSONAL CARE—1.19%

            

Alberto-Culver Co.

      532    25,919

Avon Products Inc.

      14,422    447,082

Chattem Inc.(1)

      373    11,328

Colgate-Palmolive Co.

      14,769    884,663

Estee Lauder Companies Inc. (The) Class A

      3,982    153,984

Inter Parfums Inc.

      99    1,705

Parlux Fragrances Inc.(1)(2)

      482    3,711

Procter & Gamble Co.

      21,755    1,209,578
           
            2,737,970

DISTRIBUTION & WHOLESALE—0.35%

            

Aviall Inc.(1)

      851    40,440

Beacon Roofing Supply Inc.(1)

      1,402    30,858

Brightpoint Inc.(1)

      1,610    21,783

CDW Corp.

      1,882    102,851

Central European Distribution Corp.(1)

      842    21,185

Directed Electronics Inc.(1)

      300    3,936

Fastenal Co.

      4,025    162,167

Grainger (W.W.) Inc.

      1,756    132,104

LKQ Corp.(1)

      1,432    27,208

MWI Veterinary Supply Inc.(1)

      166    6,047

NuCo2 Inc.(1)

      497    11,948

Pool Corp.

      1,696    73,996

ScanSource Inc.(1)

      769    22,547

Watsco Inc.

      892    53,359

WESCO International Inc.(1)

      1,549    106,881
           
            817,310

DIVERSIFIED FINANCIAL SERVICES—4.21%

            

Advanta Corp. Class B

      74    2,660

Affiliated Managers Group Inc.(1)

      1,003    87,151

American Express Co.

      34,657    1,844,446

AmeriCredit Corp.(1)(2)

      998    27,864

Asset Acceptance Capital Corp.(1)

      401    7,940

Asta Funding Inc.

      376    14,081

BlackRock Inc.

      635    88,373

Calamos Asset Management Inc. Class A

      632    18,322

Capital One Financial Corp.

      1,621    138,514

CBOT Holdings Inc. Class A(1)

      1,692    202,346

Chicago Mercantile Exchange Holdings Inc.

      1,110    545,176

Cohen & Steers Inc.

      327    7,717

CompuCredit Corp.(1)

      519    19,950

Credit Acceptance Corp.(1)

      312    8,468

Doral Financial Corp.

      719    4,609

E*TRADE Financial Corp.(1)

      12,620    287,988

Eaton Vance Corp.

      3,705    92,477

Federal Home Loan Mortgage Corp.

      11,192    638,056

Federated Investors Inc. Class B

      2,933    92,389

First Marblehead Corp. (The)

      979    55,744

Franklin Resources Inc.

      5,462    474,156

GFI Group Inc.(1)

      382    20,609

Goldman Sachs Group Inc. (The)

      9,237    1,389,522

Greenhill & Co. Inc.

      564    34,269

IndyMac Bancorp Inc.

      455    20,862

IntercontinentalExchange Inc.(1)

      653    37,835

International Securities Exchange Inc.

      1,218    46,369

Investment Technology Group Inc.(1)

      1,386    70,492

Janus Capital Group Inc.

      3,416    61,146

Legg Mason Inc.

      2,292    228,100

Lehman Brothers Holdings Inc.

      2,212    144,112

MarketAxess Holdings Inc.(1)

      419    4,613

Marlin Business Services Corp.(1)

      115    2,594

MasterCard Inc. Class A(1)

      1,971    94,608

Merrill Lynch & Co. Inc.

      5,341    371,520

Morgan Stanley

      3,739    236,342

Nasdaq Stock Market Inc. (The)(1)

      3,027    90,507

National Financial Partners Corp.

      993    44,000

Nelnet Inc. Class A(1)

      540    21,897

Nuveen Investments Inc. Class A

      2,537    109,218

NYSE Group Inc.(1)

      2,537    173,734

optionsXpress Holdings Inc.

      664    15,478

Penson Worldwide Inc.(1)

      239    4,113

Portfolio Recovery Associates Inc.(1)

      509    23,261

Rowe (T.) Price Group Inc.

      8,506    321,612

Schwab (Charles) Corp. (The)

      33,459    534,675

SLM Corp.

      13,159    696,374

Stifel Financial Corp.(1)

      187    6,603

TD Ameritrade Holding Corp.

      9,979    147,789

Thomas Weisel Partners Group Inc.(1)

      217    4,125

TradeStation Group Inc.(1)

      822    10,415

United PanAm Financial Corp.(1)

      329    10,002

Waddell & Reed Financial Inc. Class A

      2,131    43,813

World Acceptance Corp.(1)

      541    19,216
           
            9,698,252

ELECTRIC—1.14%

            

AES Corp. (The)(1)

      21,085    389,018

Allegheny Energy Inc.(1)

      5,231    193,913

Constellation Energy Group Inc.

      728    39,691

DPL Inc.

      693    18,572

Exelon Corp.

      18,108    1,029,078

ITC Holdings Corp.

      391    10,393

NRG Energy Inc.(1)

      1,312    63,212

Ormat Technologies Inc.

      229    8,736

Pike Electric Corp.(1)

      502    9,669

TXU Corp.

      14,628    874,608
           
            2,636,890

ELECTRICAL COMPONENTS & EQUIPMENT—0.75%

            

Advanced Energy Industries Inc.(1)

      933    12,353

American Power Conversion Corp.

      2,125    41,416

American Superconductor Corp.(1)

      1,051    9,280

AMETEK Inc.

      2,270    107,553

Capstone Turbine Corp.(1)

      3,290    7,501

China BAK Battery Inc.(1)

      867    7,378

Color Kinetics Inc.(1)

      430    8,131

Emerson Electric Co.

      12,331    1,033,461

Encore Wire Corp.(1)

      745    26,775

Energizer Holdings Inc.(1)

      1,587    92,951

Energy Conversion Devices Inc.(1)

      1,251    45,574

General Cable Corp.(1)

      1,491    52,185

GrafTech International Ltd.(1)

      1,450    8,410

Greatbatch Inc.(1)

      168    3,965

Hubbell Inc. Class B

      549    26,160

Insteel Industries Inc.

      446    10,793

Intermagnetics General Corp.(1)

      1,357    36,612

Lamson & Sessions Co.(1)

      445    12,620

Littelfuse Inc.(1)

      355    12,205

Medis Technologies Ltd.(1)(2)

      658    13,344

Molex Inc.

      4,399    147,674

Power-One Inc.(1)

      538    3,551

Superior Essex Inc.(1)

      46    1,377

Universal Display Corp.(1)

      495    6,588

Vicor Corp.

      635    10,522
           
            1,738,379

ELECTRONICS—1.15%

            

Agilent Technologies Inc.(1)

      13,644    430,605

American Science & Engineering Inc.(1)

      292    16,913

Amphenol Corp. Class A

      2,869    160,549

Analogic Corp.

      253    11,792

Applera Corp. - Applied Biosystems Group

      4,771    154,342

Arrow Electronics Inc.(1)

      542    17,452

Avnet Inc.(1)

      1,896    37,958

AVX Corp.

      732    11,558

Badger Meter Inc.

      314    8,478

Benchmark Electronics Inc.(1)

      434    10,468

Brady Corp. Class A

      917    33,782

Cogent Inc.(1)

      1,385    20,872

Coherent Inc.(1)

      572    19,294

CTS Corp.

      633    9,425

Cymer Inc.(1)

      1,177    54,683

Daktronics Inc.

      1,242    35,857

Dionex Corp.(1)

      640    34,982

Dolby Laboratories Inc. Class A(1)

      1,120    26,096

Eagle Test Systems Inc.(1)

      143    2,005

Excel Technology Inc.(1)

      254    7,600

Fargo Electronics Inc.(1)

      410    10,410

FEI Co.(1)

      763    17,305

Fisher Scientific International Inc.(1)

      2,354    171,960

FLIR Systems Inc.(1)

      2,214    48,841

Gentex Corp.

      4,457    62,398

Identix Inc.(1)

      2,873    20,082

II-VI Inc.(1)

      752    13,762

International DisplayWorks Inc.(1)

      1,425    7,410

Ionatron Inc.(1)(2)

      978    6,210

Itron Inc.(1)

      812    48,119

Jabil Circuit Inc.

      5,844    149,606

Lo-Jack Corp.(1)

      603    11,373

Measurements Specialties Inc.(1)

      442    9,843

Metrologic Instruments Inc.(1)

      311    4,668

Mettler Toledo International Inc.(1)

      1,306    79,104

Molecular Devices Corp.(1)

      477    14,577

Multi-Fineline Electronix Inc.(1)

      267    8,862

OSI Systems Inc.(1)

      182    3,234

OYO Geospace Corp.(1)

      126    7,196

Park Electrochemical Corp.

      60    1,545

PerkinElmer Inc.

      2,101    43,911

Photon Dynamics Inc.(1)

      314    3,931

Plexus Corp.(1)

      1,465    50,118

RAE Systems Inc.(1)

      1,234    4,936

Rofin-Sinar Technologies Inc.(1)

      462    26,551

Rogers Corp.(1)

      558    31,438

Sanmina-SCI Corp.(1)

      6,826    31,400

Solectron Corp.(1)

      13,056    44,652

Sonic Solutions Inc.(1)

      823    13,579

Symbol Technologies Inc.

      6,518    70,329

Taser International Inc.(1)(2)

      1,987    15,717

Tektronix Inc.

      1,913    56,280

Thermo Electron Corp.(1)

      1,573    57,006

Thomas & Betts Corp.(1)

      1,999    102,549

Trimble Navigation Ltd.(1)

      1,750    78,120

TTM Technologies Inc.(1)

      1,164    16,843

Varian Inc.(1)

      333    13,823

Viisage Technology Inc.(1)(2)

      88    1,334

Vishay Intertechnology Inc.(1)

      1,132    17,806

Waters Corp.(1)

      3,315    147,186

Watts Water Technologies Inc. Class A

      190    6,374

X-Rite Inc.

      270    2,967
           
            2,638,066

ENERGY - ALTERNATE SOURCES—0.08%

            

Covanta Holding Corp.(1)

      3,652    64,458

Evergreen Solar Inc.(1)(2)

      2,140    27,777

FuelCell Energy Inc.(1)

      172    1,648

Headwaters Inc.(1)(2)

      762    19,477

KFx Inc.(1)

      2,273    34,731

Pacific Ethanol Inc.(1)(2)

      687    15,883

Plug Power Inc.(1)

      2,317    10,820

SunPower Corp. Class A(1)(2)

      328    9,191

Syntroleum Corp.(1)

      1,261    7,654
           
            191,639

ENGINEERING & CONSTRUCTION—0.20%

            

ENGlobal Corp.(1)

      516    4,020

Fluor Corp.

      2,804    260,576

Granite Construction Inc.

      311    14,079

Jacobs Engineering Group Inc.(1)

      1,877    149,484

Layne Christensen Co.(1)

      139    3,941

Perini Corp.(1)

      625    14,062

Sterling Construction Co. Inc.(1)

      244    6,734

URS Corp.(1)

      92    3,864
           
            456,760

ENTERTAINMENT—0.44%

            

Bally Technologies Inc.(1)

      1,449    23,865

Century Casinos Inc.(1)

      651    6,972

Dover Downs Gaming & Entertainment Inc.

      466    9,152

DreamWorks Animation SKG Inc. Class A(1)

      819    18,755

GTECH Holdings Corp.

      4,079    141,868

International Game Technology Inc.

      10,860    412,028

Isle of Capri Casinos Inc.(1)

      502    12,876

Macrovision Corp.(1)

      1,414    30,429

Penn National Gaming Inc.(1)

      2,316    89,814

Pinnacle Entertainment Inc.(1)

      952    29,179

Progressive Gaming International Corp.(1)(2)

      1,093    8,525

Regal Entertainment Group Class A

      2,020    41,046

Scientific Games Corp. Class A(1)

      2,119    75,479

Shuffle Master Inc.(1)

      1,114    36,517

Vail Resorts Inc.(1)

      852    31,609

Warner Music Group Corp.

      1,590    46,873
           
            1,014,987

ENVIRONMENTAL CONTROL—0.45%

            

Aleris International Inc.(1)

      1,005    46,079

Allied Waste Industries Inc.(1)

      448    5,089

American Ecology Corp.

      499    13,223

Basin Water Inc.(1)

      192    1,924

Casella Waste Systems Inc. Class A(1)

      665    8,705

Clean Harbors Inc.(1)

      502    20,236

Darling International Inc.(1)

      2,065    9,354

Mine Safety Appliances Co.

      609    24,482

Nalco Holding Co.(1)

      3,400    59,942

Rentech Inc.(1)

      4,426    20,581

Republic Services Inc.

      3,593    144,942

Stericycle Inc.(1)

      1,418    92,312

Tetra Tech Inc.(1)

      1,117    19,816

Waste Connections Inc.(1)

      371    13,504

Waste Holdings Inc.

      12    272

Waste Management Inc.

      15,539    557,539
           
            1,038,000

FOOD—1.22%

            

Arden Group Inc. Class A

      42    4,753

Campbell Soup Co.

      4,382    162,616

Diamond Foods Inc.

      378    6,074

Flowers Foods Inc.

      912    26,120

General Mills Inc.

      1,288    66,538

Heinz (H.J.) Co.

      6,094    251,195

Hershey Co. (The)

      4,967    273,533

J&J Snack Foods Corp.

      218    7,209

Kellogg Co.

      5,846    283,122

Kroger Co.

      2,894    63,263

Lance Inc.

      383    8,817

McCormick & Co. Inc. NVS

      3,348    112,325

MGP Ingredients Inc.

      306    7,105

Pathmark Stores Inc.(1)

      127    1,195

Ralcorp Holdings Inc.(1)

      73    3,105

Sara Lee Corp.

      12,806    205,152

Sysco Corp.

      19,810    605,394

Tootsie Roll Industries Inc.

      1,017    29,625

United Natural Foods Inc.(1)

      1,351    44,610

Whole Foods Market Inc.

      4,487    290,040

Wild Oats Markets Inc.(1)(2)

      924    18,110

Wrigley (William Jr.) Co.

      7,519    341,062
           
            2,810,963

FOREST PRODUCTS & PAPER—0.02%

            

Deltic Timber Corp.

      326    18,377

Longview Fibre Co.

      425    8,113

Neenah Paper Inc.

      473    14,403

Rayonier Inc.

      223    8,454

Wausau Paper Corp.

      83    1,033

Xerium Technologies Inc.

      326    3,071
           
            53,451

HAND & MACHINE TOOLS—0.20%

            

Baldor Electric Co.

      516    16,146

Black & Decker Corp.

      2,237    188,937

Franklin Electric Co. Inc.

      725    37,439

Lincoln Electric Holdings Inc.

      1,359    85,141

Raser Technologies Inc.(1)

      650    6,266

Regal-Beloit Corp.

      529    23,355

Snap-On Inc.

      234    9,458

Stanley Works (The)

      1,822    86,035
           
            452,777

HEALTH CARE - PRODUCTS—5.88%

            

Abaxis Inc.(1)

      643    14,384

ABIOMED Inc.(1)

      749    9,715

Adeza Biomedical Corp.(1)

      482    6,758

Advanced Medical Optics Inc.(1)

      2,200    111,540

Align Technology Inc.(1)

      1,786    13,199

American Medical Systems Holdings Inc.(1)

      2,236    37,229

AngioDynamics Inc.(1)

      392    10,604

Arrow International Inc.

      729    23,962

ArthroCare Corp.(1)(2)

      837    35,162

Aspect Medical Systems Inc.(1)

      522    9,104

Bard (C.R.) Inc.

      3,317    243,003

Bausch & Lomb Inc.

      280    13,731

Baxter International Inc.

      20,972    770,931

Beckman Coulter Inc.

      1,858    103,212

Becton, Dickinson & Co.

      7,921    484,211

Biomet Inc.

      7,881    246,596

Biosite Inc.(1)

      481    21,962

Boston Scientific Corp.(1)

      39,525    665,601

Bruker BioSciences Corp.(1)

      1,200    6,432

Candela Corp.(1)

      761    12,069

Cepheid Inc.(1)

      1,747    16,963

Cerus Corp.(1)

      889    6,339

Conceptus Inc.(1)

      730    9,957

Cooper Companies Inc.

      716    31,712

Cyberonics Inc.(1)

      690    14,711

Cytyc Corp.(1)

      3,662    92,868

Dade Behring Holdings Inc.

      2,791    116,217

Datascope Corp.

      29    894

DENTSPLY International Inc.

      2,529    153,257

DexCom Inc.(1)

      539    7,320

Diagnostic Products Corp.

      796    46,303

DJ Orthopedics Inc.(1)

      729    26,849

Edwards Lifesciences Corp.(1)

      1,888    85,772

Encore Medical Corp.(1)

      1,047    5,036

ev3 Inc.(1)

      528    7,820

FoxHollow Technologies Inc.(1)(2)

      597    16,310

Gen-Probe Inc.(1)

      1,652    89,175

Haemonetics Corp.(1)

      852    39,627

Henry Schein Inc.(1)

      2,829    132,199

Hillenbrand Industries Inc.

      829    40,206

Hologic Inc.(1)

      1,460    72,066

ICU Medical Inc.(1)

      172    7,265

IDEXX Laboratories Inc.(1)

      1,011    75,956

Immucor Inc.(1)

      2,172    41,768

IntraLase Corp.(1)

      686    11,484

Intuitive Surgical Inc.(1)

      1,171    138,143

Inverness Medical Innovations Inc.(1)

      55    1,553

IRIS International Inc.(1)

      561    7,383

Johnson & Johnson

      84,024    5,034,718

Kensey Nash Corp.(1)(2)

      122    3,599

Kinetic Concepts Inc.(1)

      1,405    62,031

Kyphon Inc.(1)

      1,416    54,318

Laserscope(1)

      637    19,626

LCA-Vision Inc.

      665    35,185

Luminex Corp.(1)

      1,024    17,807

Medical Action Industries Inc.(1)

      92    2,032

Medtronic Inc.

      38,658    1,813,833

Mentor Corp.

      1,163    50,590

Merge Technologies Inc.(1)

      300    3,693

Meridian Bioscience Inc.

      673    16,791

Natus Medical Inc.(1)

      596    5,894

Neurometrix Inc.(1)

      399    12,154

Northstar Neuroscience Inc.(1)

      281    2,917

NuVasive Inc.(1)

      1,060    19,324

NxStage Medical Inc.(1)

      388    3,387

Oakley Inc.

      269    4,533

OraSure Technologies Inc.(1)

      1,470    13,994

Palomar Medical Technologies Inc.(1)

      558    25,462

Patterson Companies Inc.(1)(2)

      4,440    155,089

PolyMedica Corp.

      738    26,538

PSS World Medical Inc.(1)

      2,163    38,177

Quidel Corp.(1)

      963    9,148

ResMed Inc.(1)

      2,415    113,384

Respironics Inc.(1)

      2,328    79,664

Sirona Dental Systems Inc.

      564    22,346

Solexa Inc.(1)

      754    6,409

SonoSite Inc.(1)

      522    20,379

Spectranetics Corp.(1)

      980    10,506

St. Jude Medical Inc.(1)

      11,561    374,808

Stereotaxis Inc.(1)

      750    8,093

Stryker Corp.

      9,587    403,709

SurModics Inc.(1)(2)

      510    18,416

Symmetry Medical Inc.(1)

      956    14,722

TECHNE Corp.(1)

      1,261    64,210

ThermoGenesis Corp.(1)

      1,757    7,239

Thoratec Corp.(1)

      1,486    20,611

TriPath Imaging Inc.(1)

      1,007    6,666

Varian Medical Systems Inc.(1)

      4,208    199,249

Ventana Medical Systems Inc.(1)

      923    43,547

Viasys Healthcare Inc.(1)

      667    17,075

Visicu Inc.(1)

      184    3,248

Vital Images Inc.(1)

      422    10,423

Vital Sign Inc.

      195    9,658

West Pharmaceutical Services Inc.

      1,035    37,550

Wright Medical Group Inc.(1)

      983    20,574

Young Innovations Inc.

      144    5,073

Zimmer Holdings Inc.(1)

      7,947    450,754

Zoll Medical Corp.(1)

      183    5,995
           
            13,539,706

HEALTH CARE - SERVICES—2.67%

            

Aetna Inc.

      9,044    361,127

Air Methods Corp.(1)

      294    7,697

Alliance Imaging Inc.(1)

      264    1,690

Amedisys Inc.(1)(2)

      511    19,367

American Retirement Corp.(1)

      1,131    37,063

AMERIGROUP Corp.(1)

      305    9,467

AmSurg Corp.(1)

      590    13,423

Apria Healthcare Group Inc.(1)

      139    2,627

Bio-Reference Laboratories Inc.(1)

      333    7,246

Brookdale Senior Living Inc.

      389    17,404

Centene Corp.(1)

      1,380    32,471

Community Health Systems Inc.(1)

      1,920    70,560

Covance Inc.(1)

      1,537    94,095

Coventry Health Care Inc.(1)

      5,141    282,447

DaVita Inc.(1)

      3,308    164,408

Emeritus Corp.(1)

      97    1,819

Five Star Quality Care Inc.(1)

      1,011    11,192

Gentiva Health Services Inc.(1)

      458    7,342

HCA Inc.

      12,403    535,189

Health Management Associates Inc. Class A

      1,982    39,065

Health Net Inc.(1)

      3,402    153,668

Healthways Inc.(1)

      1,105    58,167

Humana Inc.(1)

      5,273    283,160

Hythiam Inc.(1)

      839    5,848

Laboratory Corp. of America Holdings(1)

      3,994    248,547

LHC Group Inc.(1)

      355    7,072

LifePoint Hospitals Inc.(1)

      648    20,820

Lincare Holdings Inc.(1)

      3,063    115,904

Magellan Health Services Inc.(1)

      162    7,340

Manor Care Inc.

      2,531    118,755

Matria Healthcare Inc.(1)

      636    13,623

MedCath Corp.(1)

      94    1,771

Molina Healthcare Inc.(1)

      186    7,077

National Healthcare Corp.

      173    7,707

NightHawk Radiology Holdings Inc.(1)

      201    3,606

Odyssey Healthcare Inc.(1)

      856    15,040

Option Care Inc.(2)

      67    803

Pediatrix Medical Group Inc.(1)

      1,553    70,351

Psychiatric Solutions Inc.(1)

      1,695    48,579

Quest Diagnostics Inc.

      5,071    303,854

Radiation Therapy Services Inc.(1)

      393    10,576

Sierra Health Services Inc.(1)

      1,793    80,739

Sun Healthcare Group Inc.(1)

      741    6,439

Sunrise Senior Living Inc.(1)

      1,078    29,807

Symbion Inc.(1)

      297    6,166

Tenet Healthcare Corp.(1)

      10,265    71,650

Triad Hospitals Inc.(1)

      463    18,326

United Surgical Partners International Inc.(1)

      1,422    42,760

UnitedHealth Group Inc.

      43,141    1,931,854

Universal Health Services Inc. Class B

      337    16,938

VistaCare Inc. Class A(1)

      159    1,924

Wellcare Health Plans Inc.(1)

      1,047    51,355

WellPoint Inc.(1)

      9,391    683,383
           
            6,159,308

HOLDING COMPANIES - DIVERSIFIED—0.03%

            

Walter Industries Inc.(2)

      1,393    80,306
           
            80,306

HOME BUILDERS—0.36%

            

AMREP Corporation

      43    2,336

Beazer Homes USA Inc.

      652    29,907

Brookfield Homes Corp.

      150    4,943

Cavco Industries Inc.(1)

      76    3,377

Centex Corp.

      1,769    88,981

Champion Enterprises Inc.(1)

      2,442    26,960

Fleetwood Enterprises Inc.(1)

      2,043    15,404

Horton (D.R.) Inc.

      5,388    128,342

Hovnanian Enterprises Inc. Class A(1)

      441    13,265

KB Home

      1,336    61,256

Lennar Corp. Class A

      1,760    78,091

M.D.C. Holdings Inc.

      488    25,342

M/I Homes Inc.

      47    1,649

NVR Inc.(1)

      149    73,196

Palm Harbor Homes Inc.(1)

      89    1,566

Pulte Homes Inc.

      3,379    97,281

Ryland Group Inc.

      529    23,049

Standard-Pacific Corp.

      810    20,817

Thor Industries Inc.(2)

      1,140    55,233

Toll Brothers Inc.(1)

      799    20,430

Williams Scotsman International Inc.(1)

      892    19,481

Winnebago Industries Inc.(2)

      950    29,488
           
            820,394

HOME FURNISHINGS—0.12%

            

American Woodmark Corp.

      383    13,420

DTS Inc.(1)

      431    8,396

Ethan Allen Interiors Inc.(2)

      215    7,858

Harman International Industries Inc.

      2,143    182,948

Kimball International Inc. Class B

      304    5,992

Sealy Corp.(1)

      261    3,463

Tempur-Pedic International Inc.(1)(2)

      1,605    21,684

TiVo Inc.(1)

      2,455    17,553

Universal Electronics Inc.(1)

      379    6,712
           
            268,026

HOUSEHOLD PRODUCTS & WARES—0.47%

            

ACCO Brands Corp.(1)

      567    12,417

Avery Dennison Corp.

      3,020    175,341

Central Garden & Pet Co.(1)

      58    2,497

Church & Dwight Co. Inc.

      2,071    75,426

CNS Inc.

      406    9,947

Fortune Brands Inc.

      1,611    114,397

Fossil Inc.(1)

      588    10,590

Harland (John H.) Co.

      340    14,790

Jarden Corp.(1)

      767    23,355

Kimberly-Clark Corp.

      8,540    526,918

Playtex Products Inc.(1)

      1,295    13,507

Scotts Miracle-Gro Co. (The) Class A

      1,127    47,695

Tupperware Brands Corp.

      888    17,485

WD-40 Co.

      260    8,728

Yankee Candle Co. Inc. (The)

      910    22,759
           
            1,075,852

HOUSEWARES—0.09%

            

Lifetime Brands Inc.

      297    6,436

Newell Rubbermaid Inc.

      5,452    140,825

Toro Co.

      1,365    63,746
           
            211,007

INSURANCE—0.93%

            

AFLAC Inc.

      15,970    740,210

Ambac Financial Group Inc.

      288    23,357

American International Group Inc.

      9,242    545,740

Berkley (W.R.) Corp.

      2,791    95,257

Brown & Brown Inc.

      3,598    105,134

CNA Financial Corp.(1)

      86    2,835

Darwin Professional Underwriters Inc.(1)

      167    2,949

Enstar Group Inc.(1)

      99    9,127

First Acceptance Corp.(1)

      310    3,652

Gallagher (Arthur J.) & Co.

      938    23,769

Hanover Insurance Group Inc. (The)

      589    27,954

HCC Insurance Holdings Inc.

      1,930    56,819

Hilb, Rogal & Hobbs Co.

      85    3,168

Markel Corp.(1)

      56    19,432

National Interstate Corp.

      317    8,597

Philadelphia Consolidated Holding Corp.(1)

      1,455    44,174

Principal Financial Group Inc.

      594    33,056

Progressive Corp. (The)

      6,767    173,980

Prudential Financial Inc.

      2,253    175,058

Safety Insurance Group Inc.

      38    1,807

Tower Group Inc.

      539    16,305

Transatlantic Holdings Inc.

      311    17,385

21st Century Insurance Group

      156    2,246
           
            2,132,011

INTERNET—3.66%

            

Access Integrated Technologies Inc. Class A(1)

      430    4,218

Agile Software Corp.(1)

      253    1,604

Akamai Technologies Inc.(1)

      4,949    179,104

Amazon.com Inc.(1)

      9,997    386,684

aQuantive Inc.(1)

      2,438    61,755

Art Technology Group Inc.(1)

      3,569    10,636

@Road Inc.(1)

      1,242    6,856

Audible Inc.(1)(2)

      786    7,145

Avocent Corp.(1)

      168    4,410

Blue Coat Systems Inc.(1)

      463    7,806

Blue Nile Inc.(1)(2)

      462    14,858

CheckFree Corp.(1)

      2,649    131,284

Chordiant Software Inc.(1)

      2,539    7,693

Click Commerce Inc.(1)(2)

      329    6,491

CNET Networks Inc.(1)

      4,801    38,312

CyberSource Corp.(1)

      977    11,431

DealerTrack Holdings Inc.(1)

      341    7,540

Digital Insight Corp.(1)

      1,107    37,959

Digital River Inc.(1)

      1,265    51,093

Digitas Inc.(1)

      2,895    33,640

Drugstore.com Inc.(1)

      2,565    7,439

eBay Inc.(1)

      37,711    1,104,555

eCollege.com Inc.(1)

      580    12,261

Emdeon Corp.(1)

      8,789    109,071

Equinix Inc.(1)

      916    50,252

eResearch Technology Inc.(1)(2)

      1,577    14,351

Expedia Inc.(1)

      647    9,686

F5 Networks Inc.(1)

      1,299    69,471

Google Inc. Class A(1)

      6,688    2,804,479

GSI Commerce Inc.(1)

      1,254    16,967

Harris Interactive Inc.(1)

      506    2,884

i2 Technologies Inc.(1)

      301    3,814

IAC/InterActiveCorp(1)

      2,264    59,973

InfoSpace Inc.(1)

      528    11,970

Internet Security Systems Inc.(1)

      112    2,111

Interwoven Inc.(1)

      661    5,671

iPass Inc.(1)

      1,433    8,025

j2 Global Communications Inc.(1)

      1,591    49,671

Jupitermedia Corp.(1)

      695    9,035

Knot Inc. (The)(1)

      466    9,753

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      17,230    297,390

Lionbridge Technologies Inc.(1)

      1,912    10,573

Liquidity Services Inc.(1)

      249    3,877

McAfee Inc.(1)

      4,726    114,700

Monster Worldwide Inc.(1)

      3,959    168,891

Move Inc.(1)

      3,209    17,585

NetFlix Inc.(1)

      1,261    34,312

NIC Inc.(1)

      1,225    8,857

NutriSystem Inc.(1)

      1,028    63,870

1-800-FLOWERS.COM Inc.(1)

      694    4,004

Online Resources Corp.(1)

      721    7,455

Openwave Systems Inc.(1)

      3,023    34,885

Opsware Inc.(1)

      2,620    21,589

Overstock.com Inc.(1)(2)

      357    7,590

Perficient Inc.(1)

      563    6,959

Priceline.com Inc.(1)

      815    24,336

RealNetworks Inc.(1)

      2,579    27,595

Redback Networks Inc.(1)

      1,776    32,572

RightNow Technologies Inc.(1)

      481    8,023

RSA Security Inc.(1)

      372    10,115

Sapient Corp.(1)

      2,611    13,838

Secure Computing Corp.(1)

      76    654

Sohu.com Inc.(1)

      827    21,328

Stamps.com Inc.(1)

      598    16,636

Stellent Inc.

      495    4,727

Symantec Corp.(1)

      14,469    224,848

Terremark Worldwide Inc.(1)

      1,254    4,514

TheStreet.com Inc.

      588    7,538

TIBCO Software Inc.(1)

      863    6,084

Travelzoo Inc.(1)

      98    2,973

TriZetto Group Inc. (The)(1)

      1,375    20,336

24/7 Real Media Inc.(1)

      1,552    13,627

ValueClick Inc.(1)

      3,283    50,394

Vasco Data Security International Inc.(1)

      797    6,655

VeriSign Inc.(1)

      7,365    170,647

Vignette Corp.(1)

      305    4,447

WebEx Communications Inc.(1)(2)

      1,340    47,624

WebMD Health Corp. Class A(1)(2)

      226    10,690

webMethods Inc.(1)

      484    4,777

Websense Inc.(1)

      1,537    31,570

WebSideStory Inc.(1)

      560    6,832

Yahoo! Inc.(1)

      45,121    1,488,993
           
            8,436,868

INVESTMENT COMPANIES—0.01%

            

Gladstone Investment Corp.

      228    3,420

Harris & Harris Group Inc.(1)

      532    5,873

Technology Investment Capital Corp.

      338    4,952
           
            14,245

IRON & STEEL—0.19%

            

AK Steel Holding Corp.(1)

      3,524    48,737

Allegheny Technologies Inc.

      3,211    222,330

Carpenter Technology Corp.

      762    88,011

Chaparral Steel Co.(1)

      139    10,011

Cleveland-Cliffs Inc.

      249    19,743

Oregon Steel Mills Inc.(1)

      993    50,305
           
            439,137

LEISURE TIME—0.28%

            

Ambassadors Group Inc.

      661    19,090

Bally Total Fitness Holding Corp.(1)

      277    1,878

Brunswick Corp.

      570    18,953

Harley-Davidson Inc.

      8,604    472,274

Life Time Fitness Inc.(1)

      973    45,021

Marine Products Corp.

      222    2,160

Nautilus Inc.(2)

      795    12,489

Polaris Industries Inc.

      1,067    46,201

WMS Industries Inc.(1)

      865    23,692
           
            641,758

LODGING—1.01%

            

Ameristar Casinos Inc.

      213    4,143

Aztar Corp.(1)

      300    15,588

Boyd Gaming Corp.

      1,399    56,464

Choice Hotels International Inc.

      1,076    65,206

Harrah’s Entertainment Inc.

      4,367    310,843

Hilton Hotels Corp.

      12,318    348,353

Las Vegas Sands Corp.(1)

      4,448    346,321

Lodgian Inc.(1)

      49    698

Marriott International Inc. Class A

      10,937    416,918

MGM Mirage(1)

      3,832    156,346

Monarch Casino & Resort Inc.(1)

      333    9,364

Morgans Hotel Group Co.(1)

      576    8,963

MTR Gaming Group Inc.(1)

      179    1,679

Riviera Holdings Corp.(1)

      191    3,858

Starwood Hotels & Resorts Worldwide Inc.

      5,796    349,731

Station Casinos Inc.

      1,621    110,358

Wynn Resorts Ltd.(1)

      1,575    115,448
           
            2,320,281

MACHINERY—1.45%

            

AGCO Corp.(1)

      197    5,185

Albany International Corp. Class A

      575    24,374

Applied Industrial Technologies Inc.

      1,432    34,812

Astec Industries Inc.(1)

      545    18,595

Bucyrus International Inc. Class A

      1,010    51,005

Caterpillar Inc.

      21,447    1,597,373

Cognex Corp.

      1,378    35,869

Columbus McKinnon Corp.(1)

      586    12,740

Cummins Inc.

      1,214    148,412

DXP Enterprises Inc.(1)

      55    1,709

Flow International Corp.(1)

      1,120    15,758

Flowserve Corp.(1)

      273    15,534

Gardner Denver Inc.(1)

      1,677    64,565

Gehl Corp.(1)

      112    2,859

Gerber Scientific Inc.(1)

      126    1,639

Graco Inc.

      2,191    100,742

IDEX Corp.

      1,709    80,665

Intermec Inc.(1)

      1,613    37,002

Intevac Inc.(1)

      673    14,591

iRobot Corp.(1)(2)

      366    9,106

JLG Industries Inc.

      3,406    76,635

Joy Global Inc.

      3,959    206,224

Lindsay Manufacturing Co.

      52    1,410

Manitowoc Co. Inc. (The)

      1,960    87,220

Middleby Corp. (The)(1)

      214    18,524

Nordson Corp.

      814    40,033

Presstek Inc.(1)

      945    8,798

Rockwell Automation Inc.

      5,685    409,377

Sauer-Danfoss Inc.

      254    6,457

Tennant Co.

      43    2,162

Terex Corp.(1)

      762    75,209

TurboChef Technologies Inc.(1)(2)

      433    4,815

Wabtec Corp.

      1,554    58,120

Zebra Technologies Corp. Class A(1)

      2,267    77,441
           
            3,344,960

MANUFACTURING—4.83%

            

Actuant Corp. Class A

      874    43,656

Acuity Brands Inc.

      1,438    55,953

American Railcar Industries Inc.

      289    9,569

Barnes Group Inc.

      991    19,770

Blount International Inc.(1)

      659    7,921

Brink's Co. (The)

      1,202    67,805

Carlisle Companies Inc.

      842    66,771

Ceradyne Inc.(1)

      859    42,512

CLARCOR Inc.

      599    17,844

Danaher Corp.

      7,605    489,154

Donaldson Co. Inc.

      2,368    80,204

Dover Corp.

      5,845    288,918

ESCO Technologies Inc.(1)

      826    44,150

Flanders Corp.(1)

      410    4,112

FreightCar America Inc.

      218    12,101

General Electric Co.

      161,857    5,334,807

GenTek Inc.(1)

      327    8,780

Harsco Corp.

      1,344    104,778

Hexcel Corp.(1)

      2,989    46,957

Honeywell International Inc.

      12,012    484,084

Illinois Tool Works Inc.

      15,990    759,525

ITT Industries Inc.

      3,957    195,872

Jacuzzi Brands Inc.(1)

      1,266    11,141

Lancaster Colony Corp.

      575    22,695

Leggett & Platt Inc.

      3,217    80,361

Matthews International Corp. Class A

      679    23,405

Myers Industries Inc.

      511    8,784

Pall Corp.

      716    20,048

Parker Hannifin Corp.

      1,645    127,652

Pentair Inc.

      1,231    42,088

PW Eagle Inc.

      337    10,191

Raven Industries Inc.

      515    16,223

Reddy Ice Holdings Inc.

      466    9,483

Roper Industries Inc.

      2,781    130,012

Smith & Wesson Holding Corp.(1)

      934    7,677

Smith (A.O.) Corp.

      487    22,577

Textron Inc.

      3,892    358,765

3M Co.

      24,147    1,950,353

Trinity Industries Inc.

      2,383    96,273
           
            11,122,971

MEDIA—2.63%

            

Acacia Research Corp. - Acacia Technologies Group(1)

      892    12,542

Cablevision Systems Corp.

      3,489    74,839

CKX Inc.(1)

      1,636    22,201

Comcast Corp. Class A(1)

      31,508    1,031,572

Courier Corp.

      53    2,121

Crown Media Holdings Inc.(1)(2)

      261    1,075

Cumulus Media Inc. Class A(1)

      279    2,977

DIRECTV Group Inc. (The)(1)

      25,780    425,370

Discovery Holding Co. Class A(1)

      2,531    37,029

Dow Jones & Co. Inc.

      1,895    66,344

EchoStar Communications Corp.(1)

      6,591    203,069

Emmis Communications Corp.(1)

      339    5,302

Entravision Communications Corp.(1)

      1,162    9,958

Gemstar-TV Guide International Inc.(1)

      7,944    27,963

Hollinger International Inc.

      1,259    10,110

Liberty Global Inc. Class A(1)

      5,329    114,574

LodgeNet Entertainment Corp.(1)

      532    9,922

Martha Stewart Living Omnimedia Inc. Class A(1)(2)

      810    13,535

McClatchy Co. (The) Class A

      145    5,817

McGraw-Hill Companies Inc. (The)

      11,460    575,636

Mediacom Communications Corp.(1)

      962    5,993

Meredith Corp.

      996    49,342

News Corp. Class A

      49,997    958,942

Playboy Enterprises Inc. Class B(1)

      78    778

Private Media Group Inc.(1)

      807    3,591

Readers Digest Association Inc. (The)

      1,574    21,973

Salem Communications Corp. Class A(1)

      23    299

Scripps (E.W.) Co. Class A

      2,687    115,917

Sinclair Broadcast Group Inc. Class A

      1,458    12,480

Sirius Satellite Radio Inc.(1)

      44,973    213,622

Spanish Broadcasting System Inc. Class A(1)

      608    3,107

Time Warner Inc.

      9,274    160,440

Univision Communications Inc. Class A(1)

      4,718    158,053

Value Line Inc.

      43    1,836

Viacom Inc. Class B(1)

      20,322    728,340

Walt Disney Co. (The)

      25,236    757,080

Washington Post Co. (The) Class B

      36    28,080

Wiley (John) & Sons Inc. Class A

      1,417    47,044

World Wrestling Entertainment Inc.

      686    11,587

XM Satellite Radio Holdings Inc. Class A(1)

      8,275    121,229
           
            6,051,689

METAL FABRICATE & HARDWARE—0.18%

            

Ampco-Pittsburgh Corp.

      19    544

Castle (A.M.) & Co.

      164    5,289

Dynamic Materials Corp.

      378    12,750

Foster (L.B.) Co. Class A(1)

      327    7,936

Kaydon Corp.

      903    33,691

Ladish Co. Inc.(1)

      426    15,962

Mueller Industries Inc.

      163    5,384

Mueller Water Porducts Inc. Class A(1)

      715    12,448

NN Inc.

      52    642

NS Group Inc.(1)

      273    15,037

Precision Castparts Corp.

      4,328    258,641

Quanex Corp.

      256    11,026

RBC Bearings Inc.(1)

      655    14,869

Timken Co. (The)

      208    6,970

Valmont Industries Inc.

      536    24,919
           
            426,108

MINING—0.64%

            

Alcoa Inc.

      11,063    357,999

AMCOL International Corp.

      703    18,524

Century Aluminum Co.(1)

      401    14,312

Coeur d’Alene Mines Corp.(1)

      8,902    42,819

Freeport-McMoRan Copper & Gold Inc.

      3,247    179,916

Hecla Mining Co.(1)

      3,817    20,039

Newmont Mining Corp.

      12,684    671,364

Royal Gold Inc.(2)

      299    8,318

RTI International Metals Inc.(1)

      729    40,707

Southern Copper Corp.(2)

      217    19,341

Stillwater Mining Co.(1)

      1,077    13,656

Titanium Metals Corp.(1)

      2,380    81,824
           
            1,468,819

OFFICE & BUSINESS EQUIPMENT—0.08%

            

Global Imaging Systems Inc.(1)

      222    9,164

Pitney Bowes Inc.

      4,173    172,345
           
            181,509

OFFICE FURNISHINGS—0.09%

            

Herman Miller Inc.

      2,125    54,761

HNI Corp.

      1,659    75,236

Interface Inc. Class A(1)

      1,530    17,519

Knoll Inc.

      1,061    19,480

Steelcase Inc. Class A

      1,922    31,617
           
            198,613

OIL & GAS—1.86%

            

Alon USA Energy Inc.

      239    7,521

Arena Resources Inc.(1)

      344    11,796

Atlas America Inc.(1)

      556    24,914

ATP Oil & Gas Corp.(1)

      646    27,087

Atwood Oceanics Inc.(1)

      865    42,904

Aurora Oil & Gas Corp.(1)

      2,131    8,524

Berry Petroleum Co. Class A

      1,130    37,460

Bill Barrett Corp.(1)

      403    11,933

Bois d’Arc Energy LLC(1)

      508    8,367

Bronco Drilling Co. Inc.(1)

      365    7,625

Callon Petroleum Co.(1)

      337    6,518

Carrizo Oil & Gas Inc.(1)

      669    20,946

Cheniere Energy Inc.(1)

      1,756    68,484

Clayton Williams Energy Inc.(1)

      170    5,872

CNX Gas Corp.(1)

      894    26,820

Complete Production Services Inc.(1)

      834    19,716

Comstock Resources Inc.(1)

      948    28,307

Crosstex Energy Inc.

      282    26,813

Delek US Holdings Inc.(1)

      329    5,001

Delta Petroleum Corp.(1)

      1,554    26,620

Denbury Resources Inc.(1)

      3,813    120,758

Diamond Offshore Drilling Inc.

      1,890    158,628

Energy Partners Ltd.(1)

      900    17,055

ENSCO International Inc.

      4,925    226,649

EOG Resources Inc.

      3,504    242,967

Exploration Company of Delaware (The)(1)

      934    9,956

Exxon Mobil Corp.

      11,045    677,611

Frontier Oil Corp.

      1,951    63,212

Gasco Energy Inc.(1)(2)

      2,352    10,466

GeoGlobal Resources Inc.(1)

      960    4,694

Giant Industries Inc.(1)

      145    9,650

GMX Resources Inc.(1)

      257    7,946

Goodrich Petroleum Corp.(1)

      400    11,356

Grey Wolf Inc.(1)

      6,228    47,956

Gulfport Energy Corp.(1)

      412    4,548

Helmerich & Payne Inc.

      1,683    101,418

Holly Corp.

      1,538    74,132

KCS Energy Inc.(1)

      1,619    48,084

Mariner Energy Inc.(1)

      2,345    43,078

Parallel Petroleum Corp.(1)

      1,118    27,626

Patterson-UTI Energy Inc.

      5,493    155,507

Penn Virginia Corp.

      257    17,959

Petroleum Development Corp.(1)

      521    19,642

PetroQuest Energy Inc.(1)

      340    4,175

Pioneer Drilling Co.(1)

      1,325    20,458

Plains Exploration & Production Co.(1)

      2,521    102,201

Pride International Inc.(1)

      4,217    131,697

PrimeEnergy Corp.(1)

      24    1,847

Quest Resource Corp.(1)

      626    8,482

Quicksilver Resources Inc.(1)

      2,003    73,730

RAM Energy Resources Inc.(1)

      334    1,910

Range Resources Corp.

      4,417    120,098

Remington Oil & Gas Corp.(1)

      663    29,152

Rowan Companies Inc.

      3,287    116,984

Southwestern Energy Co.(1)

      5,369    167,298

St. Mary Land & Exploration Co.

      1,830    73,658

Sulphco Inc.(1)

      674    4,826

Sunoco Inc.

      2,132    147,726

TODCO Class A

      1,980    80,883

Toreador Resources Corp.(1)

      387    10,886

Transmeridian Exploration Inc.(1)

      2,220    12,654

Unit Corp.(1)

      1,482    84,311

VAALCO Energy Inc.(1)

      1,845    18,007

W&T Offshore Inc.

      570    22,167

Warren Resources Inc.(1)

      477    6,850

XTO Energy Inc.

      11,662    516,277
           
            4,280,403

OIL & GAS SERVICES—1.99%

            

Allis-Chalmers Energy Inc.(1)

      439    5,966

Baker Hughes Inc.

      10,914    893,311

Basic Energy Services Inc.(1)

      400    12,228

BJ Services Co.

      10,297    383,666

Cameron International Corp.(1)

      3,699    176,701

CARBO Ceramics Inc.

      642    31,541

Dawson Geophysical Co.(1)

      129    3,969

Dresser-Rand Group Inc.(1)

      1,002    23,527

Dril-Quip Inc.(1)

      354    29,184

FMC Technologies Inc.(1)

      2,190    147,737

Global Industries Ltd.(1)

      2,827    47,211

Grant Prideco Inc.(1)

      4,193    187,637

Gulf Island Fabrication Inc.

      254    5,090

Halliburton Co.

      16,532    1,226,840

Helix Energy Solutions Group Inc.(1)

      2,627    106,026

Hercules Offshore Inc.(1)

      649    22,715

Hornbeck Offshore Services Inc.(1)

      41    1,456

Hydril Co. LP(1)

      571    44,835

Input/Output Inc.(1)

      625    5,906

Lone Star Technologies Inc.(1)

      58    3,133

Lufkin Industries Inc.

      474    28,170

MarkWest Hydrocarbon Inc.

      200    4,950

Matrix Service Co.(1)

      668    7,642

Maverick Tube Corp.(1)

      990    62,558

Metretek Technologies Inc.(1)

      503    8,642

NATCO Group Inc. Class A(1)

      468    18,814

National Oilwell Varco Inc.(1)

      5,234    331,417

Newpark Resources Inc.(1)

      1,649    10,141

Oceaneering International Inc.(1)

      1,722    78,954

Oil States International Inc.(1)

      828    28,384

RPC Inc.

      683    16,583

Smith International Inc.

      6,852    304,708

Superior Energy Services Inc.(1)

      2,556    86,648

Superior Well Services Inc.(1)

      349    8,690

T-3 Energy Services Inc.(1)

      10    195

Tetra Technologies Inc.(1)

      2,287    69,273

Tidewater Inc.

      1,120    55,104

Veritas DGC Inc.(1)

      793    40,903

Warrior Energy Service Corp.(1)

      187    4,550

W-H Energy Services Inc.(1)

      943    47,933
           
            4,572,938

PACKAGING & CONTAINERS—0.24%

            

AEP Industries Inc.(1)

      229    7,653

Ball Corp.

      3,353    124,195

Crown Holdings Inc.(1)

      5,373    83,658

Graphic Packaging Corp.(1)

      2,425    9,191

Owens-Illinois Inc.(1)

      4,912    82,325

Packaging Corp. of America

      2,600    57,252

Pactiv Corp.(1)

      4,521    111,895

Sealed Air Corp.

      1,076    56,038

Silgan Holdings Inc.

      446    16,506
           
            548,713

PHARMACEUTICALS—5.74%

            

Abbott Laboratories

      39,154    1,707,506

Abraxis BioScience Inc.(1)

      819    19,525

ACADIA Pharmaceuticals Inc.(1)

      775    6,541

Adams Respiratory Therapeutics Inc.(1)

      972    43,371

Adolor Corp.(1)

      1,449    36,239

Akorn Inc.(1)

      1,426    5,675

Alkermes Inc.(1)

      2,819    53,335

Allergan Inc.

      4,787    513,454

Alnylam Pharmaceuticals Inc.(1)

      1,024    15,442

Alpharma Inc. Class A

      267    6,419

Altus Pharmaceuticals Inc.(1)

      196    3,616

AmerisourceBergen Corp.

      1,304    54,664

Amylin Pharmaceuticals Inc.(1)

      3,418    168,747

Anadys Pharmaceuticals Inc.(1)

      577    1,685

Andrx Corp.(1)

      1,913    44,362

Array BioPharma Inc.(1)

      1,251    10,759

AtheroGenics Inc.(1)(2)

      1,075    14,029

Auxilium Pharmaceuticals Inc.(1)

      694    5,399

AVANIR Pharmaceuticals Class A(1)(2)

      1,015    6,943

AVI BioPharma Inc.(1)

      1,609    6,034

Barr Pharmaceuticals Inc.(1)

      3,400    162,146

Bentley Pharmaceuticals Inc.(1)(2)

      102    1,118

Bioenvision Inc.(1)

      1,154    6,151

BioMarin Pharmaceutical Inc.(1)

      2,734    39,288

Bristol-Myers Squibb Co.

      28,843    745,880

Caraco Pharmaceutical Laboratories Ltd.(1)

      266    2,434

Cardinal Health Inc.

      13,377    860,542

Caremark Rx Inc.

      13,065    651,552

Cephalon Inc.(1)

      1,945    116,895

CombinatoRX Inc.(1)

      789    6,935

Connetics Corp.(1)

      1,096    12,889

Conor Medsystems Inc.(1)

      867    23,921

Cubist Pharmaceuticals Inc.(1)

      1,739    43,788

CV Therapeutics Inc.(1)

      1,443    20,159

Cypress Bioscience Inc.(1)

      626    3,844

Dendreon Corp.(1)

      119    576

Depomed Inc.(1)

      1,178    6,915

Durect Corp.(1)

      1,778    6,881

Emisphere Technologies Inc.(1)

      649    5,536

Endo Pharmaceuticals Holdings Inc.(1)

      4,262    140,561

Express Scripts Inc.(1)

      3,941    282,727

Forest Laboratories Inc.(1)

      10,438    403,846

Genta Inc.(1)

      4,281    7,021

Gilead Sciences Inc.(1)

      14,573    862,139

HealthExtras Inc.(1)

      870    26,291

Hi-Tech Pharmacal Co. Inc.(1)

      322    5,336

Hospira Inc.(1)

      5,003    214,829

Idenix Pharmaceuticals Inc.(1)

      791    7,435

I-Flow Corp.(1)

      749    8,104

ImClone Systems Inc.(1)

      2,226    86,013

Indevus Pharmaceuticals Inc.(1)

      1,298    7,100

Isis Pharmaceuticals Inc.(1)

      2,334    14,121

Kos Pharmaceuticals Inc.(1)

      532    20,014

K-V Pharmaceutical Co. Class A(1)

      1,239    23,120

Lilly (Eli) & Co.

      23,807    1,315,813

Mannatech Inc.(2)

      525    6,620

MannKind Corp.(1)

      717    15,279

Medarex Inc.(1)

      3,913    37,604

Medco Health Solutions Inc.(1)

      5,942    340,358

Medicines Co. (The)(1)

      1,605    31,378

Medicis Pharmaceutical Corp. Class A

      1,743    41,832

Merck & Co. Inc.

      21,320    776,688

MGI Pharma Inc.(1)

      2,502    53,793

Mylan Laboratories Inc.

      6,733    134,660

Nastech Pharmaceutical Co. Inc.(1)

      695    10,981

NBTY Inc.(1)

      193    4,615

Neurocrine Biosciences Inc.(1)

      951    10,081

New River Pharmaceuticals Inc.(1)(2)

      432    12,312

Noven Pharmaceuticals Inc.(1)

      758    13,568

NPS Pharmaceuticals Inc.(1)

      1,225    5,978

Nuvelo Inc.(1)

      1,190    19,814

Omnicare Inc.

      1,878    89,055

Onyx Pharmaceuticals Inc.(1)

      1,326    22,317

OSI Pharmaceuticals Inc.(1)

      1,823    60,086

Pain Therapeutics Inc.(1)(2)

      1,139    9,511

Par Pharmaceutical Companies Inc.(1)

      739    13,642

Penwest Pharmaceuticals Co.(1)

      731    15,958

Perrigo Co.

      187    3,011

PetMed Express Inc.(1)

      601    6,593

Pharmion Corp.(1)

      546    9,298

POZEN Inc.(1)

      803    5,653

Progenics Pharmaceuticals Inc.(1)

      713    17,155

Renovis Inc.(1)

      486    7,441

Rigel Pharmaceuticals Inc.(1)

      206    2,004

Salix Pharmaceuticals Ltd.(1)

      1,490    18,327

Santarus Inc.(1)

      1,472    9,789

Schering-Plough Corp.

      47,435    902,688

Sciele Pharma Inc.(1)

      818    18,969

Sepracor Inc.(1)

      3,483    199,019

Somaxon Pharmaceuticals Inc.(1)

      160    2,498

Tanox Inc.(1)

      779    10,774

Tiens Biotech Group (USA) Inc.(1)

      112    479

Trimeris Inc.(1)

      566    6,503

United Therapeutics Inc.(1)

      755    43,616

USANA Health Sciences Inc.(1)(2)

      300    11,370

Valeant Pharmaceuticals International

      2,972    50,286

VCA Antech Inc.(1)

      2,661    84,966

ViroPharma Inc.(1)

      916    7,896

Wyeth

      26,339    1,169,715

XenoPort Inc.(1)

      645    11,681

Zymogenetics Inc.(1)

      1,201    22,783
           
            13,214,309

PIPELINES—0.61%

            

El Paso Corp.

      19,765    296,475

Equitable Resources Inc.

      3,352    112,292

Kinder Morgan Inc.

      3,411    340,725

Questar Corp.

      2,428    195,430

Western Gas Resources Inc.

      2,028    121,376

Williams Companies Inc.

      14,487    338,416
           
            1,404,714

REAL ESTATE—0.22%

            

CB Richard Ellis Group Inc. Class A(1)

      5,926    147,557

Consolidated-Tomoka Land Co.

      182    10,035

Forest City Enterprises Inc. Class A

      2,256    112,597

HouseValues Inc.(1)(2)

      436    3,021

Jones Lang LaSalle Inc.

      1,146    100,332

Resource Capital Corp.

      59    759

St. Joe Co. (The)(2)

      2,388    111,138

Trammell Crow Co.(1)

      420    14,771
           
            500,210

REAL ESTATE INVESTMENT TRUSTS—0.89%

            

Acadia Realty Trust

      1,017    24,052

Alexander’s Inc.(1)

      64    17,393

Alexandria Real Estate Equities Inc.

      134    11,883

CapitalSource Inc.

      1,944    45,606

Corporate Office Properties Trust

      1,068    44,941

Cousins Properties Inc.

      1,227    37,951

Developers Diversified Realty Corp.

      1,486    77,539

Digital Realty Trust Inc.

      589    14,542

EastGroup Properties Inc.

      655    30,575

Equity Lifestyle Properties Inc.

      622    27,262

Essex Property Trust Inc.

      331    36,959

Federal Realty Investment Trust

      885    61,950

FelCor Lodging Trust Inc.

      361    7,848

General Growth Properties Inc.

      2,846    128,241

Getty Realty Corp.

      562    15,983

Glimcher Realty Trust

      1,173    29,102

Global Signal Inc.

      547    25,337

Home Properties Inc.

      960    53,290

Inland Real Estate Corp.

      119    1,771

JER Investors Trust Inc.

      304    4,727

Kilroy Realty Corp.

      1,027    74,201

Macerich Co. (The)

      2,299    161,390

Maguire Properties Inc.

      181    6,366

Mid-America Apartment Communities Inc.

      191    10,648

Mills Corp.

      1,813    48,498

Omega Healthcare Investors Inc.

      325    4,297

Pan Pacific Retail Properties Inc.

      270    18,730

PS Business Parks Inc.

      104    6,136

Public Storage Inc.

      1,193    90,549

Saul Centers Inc.

      351    14,314

Shurgard Storage Centers Inc. Class A

      1,515    94,688

Simon Property Group Inc.

      3,926    325,622

SL Green Realty Corp.

      1,384    151,506

Sovran Self Storage Inc.

      69    3,505

Sun Communities Inc.

      579    18,835

Tanger Factory Outlet Centers Inc.

      992    32,111

Taubman Centers Inc.

      909    37,178

United Dominion Realty Trust Inc.

      4,301    120,471

Ventas Inc.

      1,986    67,286

Washington Real Estate Investment Trust

      1,351    49,582

Weingarten Realty Investors

      635    24,308
           
            2,057,173

RETAIL—9.46%

            

Abercrombie & Fitch Co. Class A

      2,817    156,146

AC Moore Arts & Crafts Inc.(1)

      271    4,420

Advance Auto Parts Inc.

      3,456    99,878

Aeropostale Inc.(1)

      1,746    50,442

American Eagle Outfitters Inc.

      3,655    124,416

America’s Car-Mart Inc.(1)(2)

      166    3,371

AnnTaylor Stores Corp.(1)

      2,149    93,224

Applebee’s International Inc.

      1,989    38,229

AutoZone Inc.(1)

      1,750    154,350

Barnes & Noble Inc.

      383    13,980

Bebe Stores Inc.

      757    11,673

Bed Bath & Beyond Inc.(1)

      9,039    299,824

Best Buy Co. Inc.

      12,833    703,762

Big 5 Sporting Goods Corp.

      580    11,310

BJ's Restaurants Inc.(1)

      443    9,897

Brinker International Inc.

      2,716    98,591

Brown Shoe Co. Inc.

      239    8,145

Buckle Inc. (The)

      276    11,556

Buffalo Wild Wings Inc.(1)

      235    9,003

Build-A-Bear Workshop Inc.(1)(2)

      471    10,131

Burger King Holdings Inc.(1)

      801    12,616

Cabela’s Inc. Class A(1)(2)

      63    1,213

Cache Inc.(1)

      370    6,416

California Pizza Kitchen Inc.(1)

      634    17,422

CarMax Inc.(1)

      3,372    119,571

Casey’s General Store Inc.

      135    3,376

Cash America International Inc.

      496    15,872

Casual Male Retail Group Inc.(1)

      984    9,889

Cato Corp. Class A

      978    25,281

CEC Entertainment Inc.(1)

      602    19,336

Charlotte Russe Holding Inc.(1)

      492    11,778

Charming Shoppes Inc.(1)

      1,987    22,334

Cheesecake Factory (The)(1)

      2,533    68,264

Chico’s FAS Inc.(1)

      5,737    154,784

Children’s Place Retail Stores Inc. (The)(1)

      724    43,476

Chipotle Mexican Grill Inc. Class A(1)

      252    15,359

Christopher & Banks Corp.

      1,169    33,901

Circuit City Stores Inc.

      5,190    141,272

Citi Trends Inc.(1)

      202    8,623

CKE Restaurants Inc.

      1,916    31,825

Claire’s Stores Inc.

      3,169    80,841

Coldwater Creek Inc.(1)

      1,914    51,219

Conn’s Inc.(1)

      208    5,522

Copart Inc.(1)

      2,267    55,678

Cosi Inc.(1)

      1,100    6,853

Costco Wholesale Corp.

      10,233    584,611

CSK Auto Corp.(1)

      765    9,157

CVS Corp.

      23,722    728,265

Darden Restaurants Inc.

      4,747    187,032

Deb Shops Inc.

      160    3,858

dELiA*s Inc.(1)

      384    3,103

Denny’s Corp.(1)

      2,947    10,874

Dick’s Sporting Goods Inc.(1)

      1,169    46,292

Dollar General Corp.

      9,433    131,873

Dollar Tree Stores Inc.(1)

      358    9,487

Dress Barn Inc.(1)

      1,473    37,341

DSW Inc. Class A(1)

      519    18,902

EZCORP Inc.(1)

      379    14,285

Family Dollar Stores Inc.

      2,661    65,008

Federated Department Stores Inc.

      1,446    52,924

First Cash Inc.(1)

      893    17,637

Foot Locker Inc.

      563    13,788

GameStop Corp. Class A(1)

      2,103    88,326

Gap Inc. (The)

      9,318    162,133

Genesco Inc.(1)

      99    3,353

Guitar Center Inc.(1)

      841    37,399

Hibbet Sporting Goods Inc.(1)

      1,151    27,509

Home Depot Inc.

      62,675    2,243,138

Hot Topic Inc.(1)

      1,414    16,275

IHOP Corp.

      145    6,972

Jos. A. Bank Clothiers Inc.(1)

      576    13,801

Kohl’s Corp.(1)

      11,065    654,163

Krispy Kreme Doughnuts Inc.(1)(2)

      820    6,675

Limited Brands Inc.

      10,926    279,596

Longs Drug Stores Corp.

      897    40,921

Lowe’s Companies Inc.

      24,847    1,507,467

MarineMax Inc.(1)

      35    918

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      337    8,021

Men’s Wearhouse Inc. (The)

      1,525    46,208

Michaels Stores Inc.

      4,230    174,445

Morton’s Restaurant Group Inc.(1)

      106    1,624

MSC Industrial Direct Co. Inc. Class A

      1,211    57,607

New York & Co. Inc.(1)

      685    6,692

Nordstrom Inc.

      7,558    275,867

Nu Skin Enterprises Inc. Class A

      1,122    16,662

Office Depot Inc.(1)

      9,215    350,170

O’Reilly Automotive Inc.(1)

      3,626    113,095

OSI Restaurant Partners Inc.(2)

      1,131    39,133

P.F. Chang’s China Bistro Inc.(1)(2)

      849    32,279

Pacific Sunwear of California Inc.(1)

      2,332    41,813

Panera Bread Co. Class A(1)

      962    64,685

Pantry Inc. (The)(1)

      665    38,264

Papa John’s International Inc.(1)

      499    16,567

Payless ShoeSource Inc.(1)

      266    7,227

Penney (J.C.) Co. Inc.

      7,514    507,270

PETCO Animal Supplies Inc.(1)

      1,857    37,939

PetSmart Inc.

      4,486    114,842

RadioShack Corp.

      3,311    46,354

Rare Hospitality International Inc.(1)

      928    26,689

Red Robin Gourmet Burgers Inc.(1)(2)

      529    22,514

Restoration Hardware Inc.(1)

      947    6,799

Retail Ventures Inc.(1)

      646    11,512

Ross Stores Inc.

      4,596    128,918

Ruby Tuesday Inc.(2)

      1,734    42,327

Ruth’s Chris Steak House Inc.(1)

      559    11,415

School Specialty Inc.(1)

      71    2,261

Select Comfort Corp.(1)

      1,724    39,600

Sonic Corp.(1)

      2,749    57,152

Sportsman’s Guide Inc. (The)(1)

      235    7,168

Staples Inc.

      23,320    567,142

Starbucks Corp.(1)

      24,581    928,179

Stein Mart Inc.

      452    6,690

Target Corp.

      27,810    1,359,075

Texas Roadhouse Inc. Class A(1)

      1,670    22,578

Tiffany & Co.

      2,758    91,069

Tim Hortons Inc.(1)

      1,071    27,578

TJX Companies Inc.

      14,668    335,310

Too Inc.(1)

      1,076    41,308

Tractor Supply Co.(1)

      1,151    63,616

Triarc Companies Inc. Class B

      1,971    30,807

Tuesday Morning Corp.

      723    9,507

Under Armour Inc. Class A(1)

      666    28,385

United Auto Group Inc.

      200    4,270

Urban Outfitters Inc.(1)

      3,676    64,293

Walgreen Co.

      32,353    1,450,709

Wal-Mart Stores Inc.

      78,749    3,793,339

Wendy’s International Inc.

      1,524    88,834

Wet Seal Inc. Class A(1)

      2,166    10,570

Williams-Sonoma Inc.

      3,080    104,874

World Fuel Services Corp.

      881    40,253

Yum! Brands Inc.

      8,710    437,852

Zumiez Inc.(1)

      462    17,357
           
            21,774,866

SAVINGS & LOANS—0.26%

            

Charter Financial Corp.

      127    5,011

Commercial Capital Bancorp Inc.

      319    5,024

Fidelity Bankshares Inc.

      223    7,096

Golden West Financial Corp.

      4,689    347,924

Harbor Florida Bancshares Inc.(2)

      79    2,934

Home Federal Bancorp Inc.

      18    246

Hudson City Bancorp Inc.

      9,248    123,276

Investors Bancorp Inc.(1)

      95    1,287

NewAlliance Bancshares Inc.

      1,647    23,569

People’s Bank

      1,869    61,397

PFF Bancorp Inc.

      209    6,930

Sound Federal Bancorp Inc.

      237    4,927

Wauwatosa Holdings Inc.(1)

      29    495

Westfield Financial Inc.

      58    1,682
           
            591,798

SEMICONDUCTORS—5.02%

            

ADE Corp.(1)

      314    10,202

Advanced Analogic Technologies Inc.(1)

      1,178    12,345

Advanced Micro Devices Inc.(1)

      15,505    378,632

Agere Systems Inc.(1)

      5,424    79,733

Altera Corp.(1)

      11,500    201,825

AMIS Holdings Inc.(1)

      764    7,640

Amkor Technology Inc.(1)

      3,276    30,991

ANADIGICS Inc.(1)

      1,511    10,154

Analog Devices Inc.

      11,567    371,763

Applied Materials Inc.

      50,085    815,384

Asyst Technologies Inc.(1)

      1,001    7,538

ATMI Inc.(1)

      838    20,632

Broadcom Corp. Class A(1)

      14,583    438,219

Cabot Microelectronics Corp.(1)(2)

      440    13,336

Cirrus Logic Inc.(1)

      2,431    19,788

Conexant Systems Inc.(1)

      13,546    33,865

Cree Inc.(1)

      2,098    49,848

Cypress Semiconductor Corp.(1)

      3,995    58,087

Diodes Inc.(1)

      633    26,232

DSP Group Inc.(1)

      136    3,380

EMCORE Corp.(1)

      1,303    12,509

Emulex Corp.(1)

      829    13,488

Entegris Inc.(1)

      441    4,203

Exar Corp.(1)

      455    6,038

Fairchild Semiconductor International Inc. Class A(1)

      2,002    36,376

FormFactor Inc.(1)

      1,466    65,428

Freescale Semiconductor Inc. Class B(1)

      5,978    175,753

Genesis Microchip Inc.(1)

      535    6,185

Hittite Microwave Corp.(1)

      416    15,043

Ikanos Communications Inc.(1)

      658    9,995

Integrated Device Technology Inc.(1)

      2,835    40,200

Intel Corp.

      186,306    3,530,499

International Rectifier Corp.(1)

      1,260    49,241

Intersil Corp. Class A

      1,979    46,012

IXYS Corp.(1)

      780    7,488

KLA-Tencor Corp.

      5,031    209,139

Kopin Corp.(1)

      1,916    6,917

Lam Research Corp.(1)

      4,504    209,976

Linear Technology Corp.

      9,725    325,690

LSI Logic Corp.(1)

      9,148    81,875

LTX Corp.(1)

      1,976    13,852

Mattson Technology Inc.(1)

      1,554    15,183

Maxim Integrated Products Inc.

      10,271    329,802

MEMC Electronic Materials Inc.(1)

      4,446    166,725

Micrel Inc.(1)

      2,327    23,293

Microchip Technology Inc.

      6,866    230,354

Micron Technology Inc.(1)

      10,590    159,485

Microsemi Corp.(1)

      2,265    55,221

Microtune Inc.(1)

      1,694    10,604

Mindspeed Technologies Inc.(1)

      3,528    8,502

MIPS Technologies Inc. Class A(1)

      781    4,741

Monolithic Power Systems Inc.(1)

      699    8,269

MoSys Inc.(1)

      722    5,646

National Semiconductor Corp.

      10,813    257,890

NetLogic Microsystems Inc.(1)

      510    16,448

Nextest Systems Corp.(1)

      193    3,129

Novellus Systems Inc.(1)

      1,614    39,866

NVIDIA Corp.(1)

      11,290    240,364

OmniVision Technologies Inc.(1)(2)

      1,705    36,010

ON Semiconductor Corp.(1)

      4,534    26,660

Pericom Semiconductor Corp.(1)

      440    3,652

PLX Technology Inc.(1)

      801    9,788

PMC-Sierra Inc.(1)

      6,613    62,162

PortalPlayer Inc.(1)

      360    3,532

Power Integrations Inc.(1)

      820    14,334

QLogic Corp.(1)

      5,168    89,096

Rambus Inc.(1)

      2,530    57,709

Rudolph Technologies Inc.(1)

      117    1,697

Semitool Inc.(1)

      86    776

Semtech Corp.(1)

      2,315    33,452

Silicon Image Inc.(1)

      2,610    28,136

Silicon Laboratories Inc.(1)

      1,602    56,310

SiRF Technology Holdings Inc.(1)

      1,644    52,970

Skyworks Solutions Inc.(1)

      1,110    6,116

Spansion Inc. Class A(1)

      249    3,969

Staktek Holdings Inc.(1)

      109    530

Standard Microsystems Corp.(1)

      171    3,733

Supertex Inc.(1)

      384    15,337

Teradyne Inc.(1)

      4,895    68,187

Tessera Technologies Inc.(1)

      1,478    40,645

Texas Instruments Inc.

      49,901    1,511,501

Transmeta Corp.(1)

      6,263    10,146

TranSwitch Corp.(1)

      4,071    8,590

Ultratech Inc.(1)

      659    10,373

Varian Semiconductor Equipment Associates Inc.(1)

      1,573    51,296

Veeco Instruments Inc.(1)

      897    21,384

Virage Logic Corp.(1)

      448    4,207

Volterra Semiconductor Corp.(1)

      599    9,141

Xilinx Inc.

      11,002    249,195

Zoran Corp.(1)

      1,381    33,614
           
            11,555,271

SOFTWARE—6.57%

            

Activision Inc.(1)

      8,857    100,793

Actuate Corp.(1)

      1,469    5,935

Acxiom Corp.

      2,777    69,425

Adobe Systems Inc.(1)

      19,176    582,183

Advent Software Inc.(1)

      700    25,249

Allscripts Healthcare Solutions Inc.(1)

      1,482    26,009

Altiris Inc.(1)

      51    920

American Reprographics Co.(1)

      836    30,305

ANSYS Inc.(1)

      981    46,911

Autodesk Inc.(1)

      7,398    254,935

Automatic Data Processing Inc.

      18,460    837,161

Avid Technology Inc.(1)

      130    4,333

BEA Systems Inc.(1)

      12,477    163,324

Blackbaud Inc.

      1,130    25,651

Blackboard Inc.(1)

      888    25,716

BMC Software Inc.(1)

      6,816    162,902

Bottomline Technologies Inc.(1)

      36    293

CA Inc.

      2,224    45,703

Cerner Corp.(1)

      2,060    76,447

Citrix Systems Inc.(1)

      5,834    234,177

Computer Programs & Systems Inc.

      300    11,988

Concur Technologies Inc.(1)

      1,029    15,919

Convera Corp.(1)

      900    6,048

CSG Systems International Inc.(1)

      666    16,477

Digi International Inc.(1)

      351    4,398

Dun & Bradstreet Corp.(1)

      2,123    147,931

Eclipsys Corp.(1)

      1,448    26,296

eFunds Corp.(1)

      383    8,445

Electronic Arts Inc.(1)

      9,730    418,779

Emageon Inc.(1)

      671    9,790

Epicor Software Corp.(1)

      1,756    18,491

Fair Isaac Corp.

      1,685    61,182

FalconStor Software Inc.(1)

      1,186    8,266

Fidelity National Information Services Inc.

      666    23,576

FileNET Corp.(1)

      248    6,679

First Data Corp.

      24,519    1,104,336

Fiserv Inc.(1)

      5,627    255,241

Global Payments Inc.

      2,160    104,868

Hyperion Solutions Corp.(1)

      922    25,447

IMS Health Inc.

      4,573    122,785

Infocrossing Inc.(1)

      430    4,967

Informatica Corp.(1)

      2,759    36,308

infoUSA Inc.

      1,076    11,094

InPhonic Inc.(1)

      764    4,813

Inter-Tel Inc.

      109    2,296

Intuit Inc.(1)

      5,576    336,735

INVESTools Inc.(1)

      1,034    8,210

JDA Software Group Inc.(1)

      164    2,301

Keane Inc.(1)

      754    9,425

ManTech International Corp. Class A(1)

      440    13,578

MapInfo Corp.(1)

      502    6,551

Microsoft Corp.

      284,249    6,623,002

MicroStrategy Inc. Class A(1)

      321    31,304

Midway Games Inc.(1)(2)

      1,144    9,255

MoneyGram International Inc.

      2,714    92,140

MRO Software Inc.(1)

      646    12,965

NAVTEQ Corp.(1)

      2,974    132,878

Neoware Inc.(1)

      589    7,239

Nuance Communications Inc.(1)(2)

      4,022    40,461

Omnicell Inc.(1)

      870    12,023

Open Solutions Inc.(1)

      650    17,297

OPNET Technologies Inc.(1)

      373    4,834

Oracle Corp.(1)

      127,289    1,844,418

Packeteer Inc.(1)

      1,112    12,610

Parametric Technology Corp.(1)

      1,784    22,675

PDF Solutions Inc.(1)

      674    8,364

Per-Se Technologies Inc.(1)(2)

      1,071    26,968

Phase Forward Inc.(1)

      1,087    12,522

QAD Inc.

      272    2,108

Quality Systems Inc.

      525    19,331

Quest Software Inc.(1)

      1,498    21,032

Red Hat Inc.(1)

      5,890    137,826

Renaissance Learning Inc.

      251    3,401

Salesforce.com Inc.(1)

      2,705    72,115

Schawk Inc.

      92    1,610

SEI Investments Co.

      2,012    98,347

Smith Micro Software Inc.(1)

      643    10,301

SPSS Inc.(1)

      620    19,927

SSA Global Technologies Inc.(1)

      189    3,663

Sybase Inc.(1)

      161    3,123

Take-Two Interactive Software Inc.(1)(2)

      121    1,290

Taleo Corp. Class A(1)

      436    5,140

THQ Inc.(1)

      1,652    35,683

Total System Services Inc.

      1,201    23,119

Transaction Systems Architects Inc. Class A(1)

      1,198    49,945

Trident Microsystems Inc.(1)

      1,829    34,714

Ultimate Software Group Inc.(1)

      765    14,657

VA Software Corp.(1)

      1,998    7,752

VeriFone Holdings Inc.(1)

      1,244    37,917

Verint Systems Inc.(1)

      426    12,435

Wind River Systems Inc.(1)

      2,415    21,494

Witness Systems Inc.(1)

      1,073    21,642
           
            15,121,119

STORAGE & WAREHOUSING—0.01%

            

Mobile Mini Inc.(1)

      1,051    30,752
           
            30,752

TELECOMMUNICATIONS—5.21%

            

ADC Telecommunications Inc.(1)

      3,327    56,093

ADTRAN Inc.

      1,370    30,729

Aeroflex Inc.(1)

      361    4,213

American Tower Corp. Class A(1)

      13,438    418,191

Anaren Inc.(1)

      78    1,598

Anixter International Inc.

      517    24,537

Arris Group Inc.(1)

      1,818    23,852

Atheros Communications Inc.(1)

      1,653    31,341

Atlantic Tele-Network Inc.

      158    3,291

Avanex Corp.(1)

      5,265    9,266

Avaya Inc.(1)

      1,154    13,179

Carrier Access Corp.(1)

      159    1,315

Cbeyond Communications Inc.(1)(2)

      527    11,494

C-COR Inc.(1)

      1,067    8,237

Centennial Communications Corp.

      731    3,801

CIENA Corp.(1)

      4,141    19,918

Cisco Systems Inc.(1)

      195,518    3,818,467

Citizens Communications Co.

      4,278    55,828

Commonwealth Telephone Enterprises Inc.

      372    12,336

CommScope Inc.(1)

      1,858    58,378

Comtech Telecommunications Corp.(1)

      730    21,367

Comverse Technology Inc.(1)

      5,202    102,844

Corning Inc.(1)

      49,885    1,206,718

CPI International Inc.(1)

      226    3,277

Crown Castle International Corp.(1)

      6,126    211,592

Dobson Communications Corp. Class A(1)(2)

      4,757    36,772

EMS Technologies Inc.(1)

      329    5,912

Eschelon Telecom Inc.(1)

      230    3,558

Essex Corp.(1)

      619    11,402

Finisar Corp.(1)

      7,291    23,842

First Avenue Networks Inc.(1)

      1,749    19,029

Foundry Networks Inc.(1)

      2,543    27,108

General Communication Inc. Class A(1)

      1,000    12,320

Harmonic Inc.(1)

      2,152    9,641

Harris Corp.

      4,300    178,493

Hypercom Corp.(1)

      1,718    16,063

I.D. Systems Inc.(1)

      355    6,294

InterDigital Communications Corp.(1)

      1,744    60,883

iPCS Inc.(1)

      535    25,841

Ixia(1)

      1,294    11,646

JDS Uniphase Corp.(1)

      52,279    132,266

Juniper Networks Inc.(1)

      9,748    155,871

Leap Wireless International Inc.(1)

      545    25,860

Level 3 Communications Inc.(1)

      32,028    142,204

Lightbridge Inc.(1)

      613    7,938

Lucent Technologies Inc.(1)

      77,194    186,809

Motorola Inc.

      62,178    1,252,887

NETGEAR Inc.(1)

      1,062    22,992

NeuStar Inc. Class A(1)

      1,998    67,433

NII Holdings Inc. Class B(1)

      4,411    248,692

North Pittsburgh Systems Inc.

      481    13,256

Novatel Wireless Inc.(1)(2)

      943    9,788

NTELOS Holdings Corp.(1)

      405    5,852

Oplink Communications Inc.(1)

      33    604

ParkerVision Inc.(1)

      603    5,487

Pegasus Wireless Corp.(1)

      1,733    15,493

Plantronics Inc.

      825    18,323

Polycom Inc.(1)

      1,305    28,606

QUALCOMM Inc.

      53,684    2,151,118

Radyne Corp.(1)

      576    6,555

RF Micro Devices Inc.(1)

      5,112    30,519

SAVVIS Inc.(1)

      177    5,241

SBA Communications Corp.(1)

      3,299    86,236

Shenandoah Telecommunications Co.

      33    1,551

Sirenza Microdevices Inc.(1)

      796    9,663

Sonus Networks Inc.(1)

      8,087    40,031

Sprint Nextel Corp.

      22,095    441,679

Stratex Networks Inc.(1)

      3,079    10,438

Symmetricom Inc.(1)

      256    1,810

Syniverse Holdings Inc.(1)

      653    9,599

Tekelec(1)

      1,573    19,427

Telephone & Data Systems Inc.

      1,879    77,791

Time Warner Telecom Inc. Class A(1)

      1,914    28,423

UbiquiTel Inc.(1)

      2,690    27,815

United States Cellular Corp.(1)

      295    17,877

UTStarcom Inc.(1)

      1,807    14,077

Viasat Inc.(1)

      709    18,207

Vonage Holdings Corp.(1)

      575    4,939

West Corp.(1)

      959    45,946

Wireless Facilities Inc.(1)

      675    1,856

Zhone Technologies Inc.(1)

      1,712    3,492
           
            11,995,317

TEXTILES—0.08%

            

Cintas Corp.

      4,491    178,562

Mohawk Industries Inc.(1)

      197    13,859
           
            192,421

TOYS, GAMES & HOBBIES—0.01%

            

LeapFrog Enterprises Inc.(1)(2)

      157    1,586

Marvel Entertainment Inc.(1)

      1,169    23,380

RC2 Corp.(1)

      39    1,508
           
            26,474

TRANSPORTATION—2.74%

            

ABX Air Inc.(1)

      1,866    11,271

American Commercial Lines Inc.(1)

      985    59,346

Atlas Air Worldwide Holdings Inc.(1)

      126    6,179

Burlington Northern Santa Fe Corp.

      11,679    925,561

C.H. Robinson Worldwide Inc.

        5,563    296,508

Celadon Group Inc.(1)

        735    16,199

Con-way Inc.

        1,657    95,990

CSX Corp.

        3,470    244,427

Dynamex Inc.(1)

        307    6,696

EGL Inc.(1)

        1,008    50,602

Expeditors International Washington Inc.

        6,834    382,772

FedEx Corp.

        9,772    1,141,956

Florida East Coast Industries Inc.

        718    37,573

Forward Air Corp.

        914    37,227

Genesee & Wyoming Inc. Class A(1)

        1,158    41,074

Heartland Express Inc.

        1,022    18,284

Horizon Lines Inc. Class A

        164    2,627

Hub Group Inc. Class A(1)

        1,281    31,423

Hunt (J.B.) Transport Services Inc.

        3,506    87,334

Kansas City Southern Industries Inc.(1)

        873    24,182

Kirby Corp.(1)

        1,688    66,676

Knight Transportation Inc.(2)

        1,833    37,027

Landstar System Inc.

        1,889    89,217

Maritrans Inc.

        42    1,046

Marten Transport Ltd.(1)

        146    3,174

Norfolk Southern Corp.

        7,451    396,542

Old Dominion Freight Line Inc.(1)

        902    33,906

P.A.M. Transportation Services Inc.(1)

        97    2,802

Pacer International Inc.

        1,203    39,194

Patriot Transportation Holding Inc.(1)

        12    1,041

PHI Inc.(1)

        254    8,433

Quality Distribution Inc.(1)

        273    3,625

Swift Transportation Co. Inc.(1)

        790    25,090

U.S. Xpress Enterprises Inc. Class A(1)

        137    3,702

Union Pacific Corp.

        3,928    365,147

United Parcel Service Inc. Class B

        20,635    1,698,880

Universal Truckload Services Inc.(1)

        190    6,485

USA Truck Inc.(1)

        159    2,833
             
              6,302,051

TRUCKING & LEASING—0.03%

              

AMERCO(1)

        296    29,795

GATX Corp.

        758    32,215

Greenbrier Companies Inc. (The)

        162    5,304

TAL International Group Inc.(1)

        34    819
             
              68,133

WATER—0.02%

              

Aqua America Inc.

        2,493    56,815
             
              56,815
             

TOTAL COMMON STOCKS

              

(Cost: $226,600,555)

             230,278,870

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.69%

              

CERTIFICATES OF DEPOSIT(4)—0.02%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 1,225    1,225

Fortis Bank NY

              

4.43%, 07/20/06

        3,054    3,054

Societe Generale

              

5.33%, 12/08/06

        12,220    12,220

 

 

Toronto-Dominion Bank

            

3.94%, 07/10/06

      6,110    6,110

Washington Mutual Bank

            

5.28%, 08/07/06

      6,110    6,110

Wells Fargo Bank N.A.

            

4.78%, 12/05/06

      9,776    9,776
           
            38,495

COMMERCIAL PAPER(4)—0.13%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(5)

      34,116    33,925

ASAP Funding Ltd.

            

5.21%, 08/08/06(5)

      5,866    5,835

Barton Capital Corp.

            

5.29%, 08/01/06(5)

      11,681    11,631

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(5)

      4,644    4,633

CC USA Inc.

            

5.03%, 10/24/06(5)

      2,444    2,405

Chariot Funding LLC

            

5.30%, 07/28/06(5)

      9,206    9,172

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(5)

      26,807    26,799

Curzon Funding LLC

            

5.30%, 07/31/06(5)

      12,220    12,170

Edison Asset Securitization LLC

            

5.22%, 12/11/06(5)

      9,015    8,805

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(5)

      25,867    25,777

Five Finance Inc.

            

5.19%, 12/01/06(5)

      5,499    5,379

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      1,222    1,194

Govco Inc.

            

5.22%, 08/03/06(5)

      12,220    12,165

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(5)

      4,155    4,091

Jupiter Securitization Corp.

            

5.29%, 07/27/06(5)

      3,055    3,044

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(5)

      11,240    11,212

Landale Funding LLC

            

5.30%, 08/15/06(5)

      13,442    13,357

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(5)

      18,921    18,777

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(5)

      12,342    12,306

Prudential Funding LLC

            

5.22%, 07/31/06

      6,110    6,085

Ranger Funding Co. LLC

            

5.24%, 07/20/06(5)

      12,220    12,190

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(5)

      14,318    14,310

Scaldis Capital LLC

            

5.30%, 07/25/06(5)

      7,639    7,614

Sydney Capital Corp.

            

5.10%, 07/07/06(5)

      13,368    13,360

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(5)

      14,937    14,900
           
            291,136

MEDIUM-TERM NOTES(4)—0.01%

              

Bank of America N.A.

              

5.28%, 04/20/07

        3,055    3,055

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        3,788    3,788

K2 USA LLC

              

3.94%, 07/07/06(5)

        7,332    7,332

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        12,220    12,239

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        4,277    4,277

US Bank N.A.

              

2.85%, 11/15/06

        2,444    2,427
             
              33,118

MONEY MARKET FUNDS—0.11%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        251,673    251,673
             
              251,673

REPURCHASE AGREEMENTS(4)—0.10%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $24,452 (collateralized by non-U.S. Government debt securities, value $25,209, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 24,441    24,441

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $18,338 (collateralized by non-U.S. Government debt securities, value $20,192, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        18,330    18,330

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $24,452 (collateralized by non-U.S. Government debt securities, value $25,104, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        24,441    24,441

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $30,565 (collateralized by non-U.S. Government debt securities, value $34,190, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        30,551    30,551

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $7,335 (collateralized by non-U.S. Government debt securities, value $8,300, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        7,332    7,332

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $12,225 (collateralized by non-U.S. Government debt securities, value $12,482, 5.22% to 5.42%, 7/3/06).

        12,220    12,220

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $19,561 (collateralized by non-U.S. Government debt securities, value $20,558, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        19,552    19,552

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $12,225 (collateralized by non-U.S. Government debt securities, value $12,605, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      12,220    12,220

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $12,225 (collateralized by non-U.S. Government debt securities, value $12,605, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      12,220    12,220

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $24,452 (collateralized by non-U.S. Government debt securities, value $25,698, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      24,441    24,441

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $12,225 (collateralized by non-U.S. Government debt securities, value $12,860, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      12,220    12,220

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $4,279 (collateralized by non-U.S. Government debt securities, value $4,528, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      4,277    4,277

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $8,998 (collateralized by non-U.S. Government debt securities, value $9,055, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      8,554    8,554

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $24,452 (collateralized by non-U.S. Government debt securities, value $25,698, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      24,441    24,441
           
            235,240

TIME DEPOSITS(4)—0.05%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      12,220    12,220

KBC Bank NV

            

5.32%, 07/03/06

      36,661    36,661

Societe Generale

            

5.32%, 07/03/06

      30,551    30,551

UBS AG

            

5.25%-5.34%, 07/03/06

      35,232    35,232
           
            114,664

VARIABLE & FLOATING RATE NOTES(4)—0.27%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      31,284    31,288

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      9,165    9,165

American Express Centurion Bank

            

5.34%, 07/19/07

      13,442    13,458

American Express Credit Corp.

            

5.23%, 07/05/07

      3,666    3,669

ASIF Global Financing

            

5.17%, 05/03/07(5)

      1,222    1,223

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      7,943    7,943

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      20,774    20,774

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      12,220    12,220

BNP Paribas

            

5.14%, 05/18/07(5)

      22,608    22,608

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      8,921    8,921

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      3,055    3,055

Credit Agricole SA

            

5.31%, 07/23/07

      12,220    12,220

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      12,220    12,220

DEPFA Bank PLC

            

5.37%, 06/15/07

      12,220    12,220

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      14,053    14,055

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      12,220    12,220

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      24,441    24,441

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      3,666    3,666

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      9,165    9,164

General Electric Capital Corp.

            

5.25%, 04/09/07

      5,499    5,502

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      18,330    18,334

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      12,220    12,220

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      9,165    9,165

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      18,330    18,330

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      12,770    12,771

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      15,275    15,270

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      13,442    13,441

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      5,939    5,939

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      6,721    6,721

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      18,330    18,330

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      1,540    1,540

Mound Financing PLC

            

5.11%, 05/08/07(5)

      11,487    11,487

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(5)

      12,220    12,219

National City Bank of Indiana

            

5.17%, 05/21/07

      6,110    6,111

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(5)

      32,995    32,995

Newcastle Ltd.

            

5.34%, 04/24/07(5)

      4,308    4,307

Northern Rock PLC

            

5.17%, 05/03/07(5)

      14,664    14,665

Principal Life Global Funding I

            

5.63%, 02/08/07

      5,499    5,515

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(5)

      9,165    9,165

Sigma Finance Inc.

                

5.51%, 06/18/07(5)

      10,021      10,021  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(5)

      12,220      12,220  

Strips III LLC

                

5.37%, 07/24/06(5)

      2,857      2,857  

SunTrust Bank

                

5.08%, 05/01/07

      12,220      12,221  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(5)

      23,096      23,094  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(5)

      17,108      17,108  

US Bank N.A.

                

5.28%, 09/29/06

      5,499      5,499  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(5)

      19,562      19,563  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      24,441      24,441  

Wells Fargo & Co.

                

5.19%, 07/13/07(5)

      6,110      6,111  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(5)

      10,998      10,998  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(5)

      12,086      12,047  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(5)

      4,127      4,127  
           
              628,864  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $1,593,190)

             1,593,190  
           

TOTAL INVESTMENTS IN SECURITIES—100.69%

                

(Cost: $228,193,745)

             231,872,060  

Other Assets, Less Liabilities—(0.69)%

             (1,586,865 )
           

NET ASSETS—100.00%

          $ 230,285,195  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL 3000 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.66%

              

ADVERTISING—0.05%

              

Catalina Marketing Corp.

      1,207    $ 34,351

Donnelley (R.H.) Corp.(1)

      3,110      168,158

SITEL Corp.(1)

      729      2,858

ValueVision Media Inc. Class A(1)

      98      1,081
           
              206,448

AEROSPACE & DEFENSE—1.18%

              

AAR Corp.(1)

      300      6,669

Alliant Techsystems Inc.(1)

      1,383      105,592

Armor Holdings Inc.(1)

      1,821      99,845

Curtiss-Wright Corp.

      2,509      77,478

DRS Technologies Inc.

      1,691      82,436

EDO Corp.

      1,009      24,559

Esterline Technologies Corp.(1)

      966      40,176

General Dynamics Corp.

      24,514      1,604,686

Goodrich (B.F.) Co.

      519      20,911

Herley Industries Inc.(1)

      740      8,295

Innovative Solutions & Support Inc.(1)

      352      4,949

K&F Industries Holdings Inc.(1)

      681      12,074

Kaman Corp.

      1,459      26,554

L-3 Communications Holdings Inc.

      6,873      518,362

Moog Inc. Class A(1)

      2,232      76,379

MTC Technologies Inc.(1)

      187      4,419

Northrop Grumman Corp.

      19,352      1,239,689

Orbital Sciences Corp.(1)

      1,671      26,970

Raytheon Co.

      14,062      626,743

Sequa Corp. Class A(1)

      407      33,170

Teledyne Technologies Inc.(1)

      317      10,385

TransDigm Group Inc.(1)

      238      5,700

Triumph Group Inc.(1)

      757      36,336

United Technologies Corp.

      5,217      330,862
           
              5,023,239

AGRICULTURE—1.87%

              

Alliance One International Inc.

      5,768      25,610

Altria Group Inc.

      69,232      5,083,706

Archer-Daniels-Midland Co.

      39,739      1,640,426

Delta & Pine Land Co.

      578      16,993

Loews Corp. - Carolina Group

      5,664      290,960

Maui Land & Pineapple Co. Inc.(1)

      114      4,309

Reynolds American Inc.

      5,212      600,944

Universal Corp.

      1,561      58,100

UST Inc.

      4,351      196,622

Vector Group Ltd.

      733      11,911
           
              7,929,581

AIRLINES—0.19%

            

Alaska Air Group Inc.(1)

      1,212    47,777

AMR Corp.(1)

      3,034    77,124

ExpressJet Holdings Inc.(1)

      2,613    18,056

Frontier Airlines Holdings Inc.(1)

      1,841    13,274

JetBlue Airways Corp.(1)

      2,131    25,870

Mesa Air Group Inc.(1)

      2,194    21,611

Republic Airways Holdings Inc.(1)

      1,974    33,597

SkyWest Inc.

      2,344    58,131

Southwest Airlines Co.

      20,469    335,078

UAL Corp.(1)

      5,983    185,593
           
            816,111

APPAREL—0.31%

            

Cherokee Inc.

      127    5,253

Columbia Sportswear Co.(1)

      799    36,163

Deckers Outdoor Corp.(1)

      299    11,529

Hartmarx Corp.(1)

      1,924    11,544

Jones Apparel Group Inc.

      6,835    217,285

Kellwood Co.

      1,555    45,515

K-Swiss Inc. Class A

      753    20,105

Liz Claiborne Inc.

      6,347    235,220

Maidenform Brands Inc.(1)

      152    1,874

Oxford Industries Inc.

      862    33,971

Perry Ellis International Inc.(1)

      441    11,162

Phillips-Van Heusen Corp.

      1,675    63,918

Quiksilver Inc.(1)

      5,884    71,667

Russell Corp.

      2,019    36,665

Skechers U.S.A. Inc. Class A(1)

      34    820

Stride Rite Corp.

      2,230    29,414

Timberland Co. Class A(1)

      1,456    38,002

VF Corp.

      5,332    362,149

Warnaco Group Inc. (The)(1)

      1,640    30,635

Weyco Group Inc.

      419    9,729

Wolverine World Wide Inc.

      1,717    40,058
           
            1,312,678

AUTO MANUFACTURERS—0.47%

            

Ford Motor Co.

      109,587    759,438

General Motors Corp.(2)

      28,677    854,288

Navistar International Corp.(1)

      414    10,189

PACCAR Inc.

      4,160    342,701

Wabash National Corp.

      1,892    29,061
           
            1,995,677

AUTO PARTS & EQUIPMENT—0.37%

            

Accuride Corp.(1)

      673    8,392

Aftermarket Technology Corp.(1)

      1,320    32,802

American Axle & Manufacturing Holdings Inc.

      3,151    53,914

ArvinMeritor Inc.

      4,279    73,556

Autoliv Inc.

      5,036    284,887

Bandag Inc.

      681    24,918

BorgWarner Inc.

      3,215    209,296

Commercial Vehicle Group Inc.(1)

      1,280    26,470

Cooper Tire & Rubber Co.(2)

      3,724    41,485

Johnson Controls Inc.

      5,115    420,555

Lear Corp.

      4,089    90,817

Modine Manufacturing Co.

      2,038    47,608

Noble International Ltd.

      200    2,864

Superior Industries International Inc.(2)

      1,395    25,515

Tenneco Inc.(1)

      2,248    58,448

Titan International Inc.(2)

      1,007    18,841

TRW Automotive Holdings Corp.(1)

      2,646    72,183

Visteon Corp.(1)

      7,772    56,036
           
            1,548,587

BANKS—12.08%

            

Alabama National Bancorp

      909    61,948

AMCORE Financial Inc.

      1,328    38,924

AmericanWest Bancorporation

      685    15,515

Ameris Bancorp

      787    18,211

AmSouth Bancorp

      21,015    555,847

Arrow Financial Corp.

      569    15,608

Associated Bancorp

      8,031    253,217

BancFirst Corp.

      424    18,974

Bancorp Inc. (The)(1)

      547    13,680

BancorpSouth Inc.

      4,816    131,236

BancTrust Financial Group Inc.

      591    13,871

Bank Mutual Corp.

      3,694    45,141

Bank of America Corp.

      277,113    13,329,135

Bank of Granite Corp.

      781    16,268

Bank of Hawaii Corp.

      1,084    53,766

Bank of New York Co. Inc. (The)

      43,492    1,400,442

BankFinancial Corp.

      1,485    25,690

Banner Corp.

      739    28,481

BB&T Corp.

      33,184    1,380,123

BOK Financial Corp.

      1,324    65,763

Boston Private Financial Holdings Inc.

      2,141    59,734

Cadence Financial Corp.

      579    12,894

Camden National Corp.

      409    16,319

Capital City Bank Group Inc.

      792    23,918

Capital Corp of the West

      333    10,656

Capitol Bancorp Ltd.

      768    29,914

Cardinal Financial Corp.

      397    4,613

Cascade Bancorp

      69    1,967

Cathay General Bancorp

      2,892    105,211

Centennial Bank Holdings Inc.(1)

      3,586    37,079

Center Financial Corp.

      254    6,005

Centerstate Banks of Florida Inc.

      548    11,234

Central Pacific Financial Corp.

      1,850    71,595

Chemical Financial Corp.

      1,522    46,573

Chittenden Corp.

      2,841    73,440

Citizens Banking Corp.

      2,595    63,344

City Bank

      368    17,171

City Holding Co.

      1,079    38,995

City National Corp.

      2,533    164,873

Coastal Financial Corp.

      316    4,121

Colonial BancGroup Inc. (The)

      9,389    241,110

Columbia Bancorp

      409    10,254

Columbia Banking System Inc.

      971    36,296

Comerica Inc.

      9,863    512,777

Commerce Bancshares Inc.

      4,055    202,953

Community Bancorp(1)

      354    11,002

Community Bancorp Inc.

      43    1,819

Community Bank System Inc.

      1,815    36,609

Community Banks Inc.

      1,448    37,648

Community Trust Bancorp Inc.

      913    31,891

Compass Bancshares Inc.

      7,841    435,960

Corus Bankshares Inc.(2)

      2,371    62,073

Cullen/Frost Bankers Inc.

      1,971    112,938

CVB Financial Corp.

      1,380    21,611

East West Bancorp Inc.

      288    10,918

Farmers Capital Bank Corp.

      402    13,165

Fifth Third Bancorp

      28,994    1,071,328

First BanCorp (Puerto Rico)

      4,258    39,599

First Bancorp Inc. (North Carolina)

      719    15,099

First Busey Corp. Class A

      255    5,220

First Charter Corp.

      1,888    46,313

First Citizens BancShares Inc. Class A

      366    73,383

First Commonwealth Financial Corp.

      4,287    54,445

First Community Bancorp

      1,175    69,419

First Community Bancshares Inc.(2)

      606    19,992

First Financial Bancorp

      2,037    30,372

First Financial Bankshares Inc.

      1,258    45,967

First Financial Corp.

      809    24,278

First Horizon National Corp.

      7,483    300,817

First Indiana Corp.

      712    18,533

First Merchants Corp.

      1,119    27,203

First Midwest Bancorp Inc.

      3,029    112,315

First Oak Brook Bancshares Inc. Class A

      355    13,135

First Regional Bancorp(1)

      40    3,520

First Republic Bank

      1,149    52,624

1st Source Corp.

      702    23,749

First State Bancorp

      1,005    23,899

FirstMerit Corp.

      4,845    101,454

FNB Corp. (Pennsylvania)

      3,492    55,069

FNB Corp. (Virginia)

      445    16,465

Fremont General Corp.

      1,911    35,468

Frontier Financial Corp.

      1,212    41,196

Fulton Financial Corp.

      10,541    167,813

GB&T Bancshares Inc.(2)

      786    17,103

Glacier Bancorp Inc.

      1,713    50,140

Great Southern Bancorp Inc.

      637    19,448

Greater Bay Bancorp

      3,059    87,946

Greene County Bancshares Inc.

      527    16,316

Hancock Holding Co.

      906    50,736

Hanmi Financial Corp.

      2,469    47,997

Harleysville National Corp.

      1,670    35,421

Heartland Financial USA Inc.

      879    23,425

Heritage Commerce Corp.

      342    8,478

Huntington Bancshares Inc.

      14,895    351,224

IBERIABANK Corp.

      589    33,891

Independent Bank Corp. (Massachusetts)

      915    29,710

Independent Bank Corp. (Michigan)

      1,326    34,874

Integra Bank Corp.

      1,062    23,098

Interchange Financial Services Corp.

      1,100    24,750

International Bancshares Corp.

      2,501    68,727

Intervest Bancshares Corp.(1)

      223    9,031

Irwin Financial Corp.

      1,228    23,811

KeyCorp

      24,544    875,730

Lakeland Bancorp Inc.(2)

      1,101    17,253

Lakeland Financial Corp.

      582    14,137

M&T Bank Corp.

      4,617    544,437

Macatawa Bank Corp.

      742    17,355

MainSource Financial Group Inc.

      914    15,931

Marshall & Ilsley Corp.

      15,371    703,070

MB Financial Inc.

      1,299    45,933

MBT Financial Corp.

      897    14,352

Mellon Financial Corp.

      2,612    89,931

Mercantile Bank Corp.

      373    14,864

Mercantile Bankshares Corp.

      7,482    266,883

MetroCorp Bancshares Inc.

      263    7,701

Mid-State Bancshares

      1,355    37,940

Midwest Banc Holdings Inc.

      876    19,491

Nara Bancorp Inc.

      564    10,575

National City Corp.

      34,679    1,255,033

National Penn Bancshares Inc.

      2,831    56,224

NBT Bancorp Inc.

      2,088    48,504

North Fork Bancorp Inc.

      28,248    852,242

Northern Empire Bancshares(1)

      419    10,056

Northern Trust Corp.

      729    40,314

Old National Bancorp

      4,075    81,378

Old Second Bancorp Inc.

      741    22,971

Omega Financial Corp.

      764    23,921

Oriental Financial Group Inc.

      1,275    16,269

Pacific Capital Bancorp

      2,580    80,290

Park National Corp.(2)

      722    71,341

Peoples Bancorp Inc.

      644    19,217

Pinnacle Financial Partners Inc.(1)

      311    9,464

Placer Sierra Bancshares

      373    8,650

PNC Financial Services Group

      17,974    1,261,236

Popular Inc.

      16,903    324,538

Preferred Bank

      18    965

PremierWest Bancorp

      798    11,517

Prosperity Bancshares Inc.

      1,555    51,144

Provident Bankshares Corp.

      2,002    72,853

R&G Financial Corp. Class B

      1,689    14,509

Regions Financial Corp.

      27,698    917,358

Renasant Corp.

      628    25,340

Republic Bancorp Inc.

      4,529    56,114

Republic Bancorp Inc. Class A

      458    9,435

Royal Bancshares of Pennsylvania Class A

      278    6,750

S&T Bancorp Inc.

      1,578    52,437

Sandy Spring Bancorp Inc.

      899    32,418

Santander BanCorp

      266    6,549

SCBT Financial Corp.

      527    18,788

Seacoast Banking Corp. of Florida

      242    6,444

Security Bank Corp.

      875    19,486

Shore Bancshares Inc.

      507    13,755

Simmons First National Corp. Class A

      866    25,123

Sky Financial Group Inc.

      6,117    144,422

South Financial Group Inc. (The)

      4,554    120,271

Southside Bancshares Inc.

      568    12,678

Southwest Bancorp Inc.

      859    21,904

State National Bancshares Inc.

      639    24,352

State Street Corp.

      1,272    73,890

Sterling Bancorp

      1,140    22,230

Sterling Bancshares Inc.

      2,776    52,050

Sterling Financial Corp. (Pennsylvania)

      1,545    33,835

Summit Bancshares Inc.

      448    9,502

Sun Bancorp Inc. (New Jersey)(1)

      861    13,983

SunTrust Banks Inc.

      22,081    1,683,897

Superior Bancorp(1)

      96    1,056

Susquehanna Bancshares Inc.

      2,852    68,163

SY Bancorp Inc.

      583    16,021

Synovus Financial Corp.

      9,142    244,823

Taylor Capital Group Inc.

      362    14,773

TCF Financial Corp.

      4,965    131,324

TD Banknorth Inc.

      6,120    180,234

Texas Regional Bancshares Inc. Class A

      2,474    93,814

Texas United Bancshares Inc.

      563    15,848

Tompkins Trustco Inc.

      342    14,706

TriCo Bancshares

      625    17,112

Trustmark Corp.

      2,824    87,459

U.S. Bancorp

      108,082    3,337,572

UCBH Holdings Inc.

      1,301    21,519

UMB Financial Corp.

      1,920    64,013

Umpqua Holdings Corp.

      3,406    87,364

Union Bankshares Corp.

      536    23,123

UnionBanCal Corp.

      3,249    209,853

United Bancshares Inc.

      2,257    82,674

United Community Banks Inc.

      1,827    55,614

Univest Corp. of Pennsylvania

      698    19,279

USB Holding Co. Inc.

      404    9,090

Valley National Bancorp

      6,760    173,800

Virginia Financial Group Inc.

      436    18,408

W Holding Co. Inc.

      6,613    43,976

Wachovia Corp.

      97,675    5,282,264

Washington Trust Bancorp Inc.

      698    19,349

Webster Financial Corp.

      3,205    152,045

Wells Fargo & Co.

      86,613    5,810,000

WesBanco Inc.

      1,332    41,279

West Bancorporation

      135    2,520

West Coast Bancorp

      894    26,346

Westamerica Bancorp

      1,098    53,769

Whitney Holding Corp.

      3,989    141,091

Wilmington Trust Corp.

      4,141    174,667

Wintrust Financial Corp.

      881    44,799

Yardville National Bancorp

      516    18,437

Zions Bancorporation

      6,444    502,245
           
            51,236,980

BEVERAGES—0.85%

            

Anheuser-Busch Companies Inc.

      16,893    770,152

Boston Beer Co. Inc. Class A(1)

      187    5,477

Coca-Cola Co. (The)

      41,824    1,799,268

Coca-Cola Enterprises Inc.

      18,546    377,782

Constellation Brands Inc.(1)

      9,905    247,625

Farmer Brothers Co.

      405    8,780

Molson Coors Brewing Co. Class B

      2,966    201,332

Pepsi Bottling Group Inc.

      4,046    130,079

PepsiAmericas Inc.

      3,789    83,775
           
            3,624,270

BIOTECHNOLOGY—0.26%

            

ADVENTRX Pharmaceuticals Inc.(1)

      562    1,782

Applera Corp. - Celera Genomics Group(1)

      4,673    60,515

Arena Pharmaceuticals Inc.(1)

      875    10,132

ARIAD Pharmaceuticals Inc.(1)

      1,576    7,108

Biogen Idec Inc.(1)

      10,546    488,596

Bio-Rad Laboratories Inc. Class A(1)

      1,130    73,382

Cambrex Corp.

      1,626    33,870

Charles River Laboratories International Inc.(1)

      3,067    112,866

Cotherix Inc.(1)

      1,176    10,125

deCODE genetics Inc.(1)

      574    3,553

Genitope Corp.(1)

      411    2,598

Geron Corp.(1)

      2,070    14,283

Incyte Corp.(1)

      2,327    10,704

Invitrogen Corp.(1)

      2,062    136,236

Martek Biosciences Corp.(1)

      677    19,599

Maxygen Inc.(1)

      1,789    13,382

Millennium Pharmaceuticals Inc.(1)

      8,832    88,055

Northfield Laboratories Inc.(1)

      1,012    10,009

Savient Pharmaceuticals Inc.(1)

      3,755    19,714

Serologicals Corp.(1)

      183    5,754
           
            1,122,263

BUILDING MATERIALS—0.16%

            

Apogee Enterprises Inc.

      371    5,454

Comfort Systems USA Inc.

      1,617    23,107

ElkCorp

      784    21,772

Goodman Global Inc.(1)

      497    7,544

Lennox International Inc.

      3,660    96,917

LSI Industries Inc.

      1,215    20,643

Masco Corp.

      9,503    281,669

Simpson Manufacturing Co. Inc.

      226    8,147

Texas Industries Inc.

      1,155    61,330

U.S. Concrete Inc.(1)

      386    4,265

Universal Forest Products Inc.

      912    57,210

USG Corp.(1)

      1,270    92,621
           
            680,679

CHEMICALS—1.86%

            

Air Products & Chemicals Inc.

      12,020    768,318

Airgas Inc.

      259    9,648

Albemarle Corp.

      2,385    114,194

Arch Chemicals Inc.

      1,341    48,343

Ashland Inc.

      3,872    258,262

Cabot Corp.

      2,265    78,188

Celanese Corp. Class A

      2,131    43,515

CF Industries Holdings Inc.

      3,341    47,643

Chemtura Corp.

      14,591    136,280

Cytec Industries Inc.

      2,505    134,418

Dow Chemical Co. (The)

      58,399    2,279,313

Du Pont (E.I.) de Nemours and Co.

      11,133    463,133

Eastman Chemical Co.

      4,964    268,056

Ferro Corp.

      2,591    41,352

FMC Corp.

      2,374    152,862

Fuller (H.B.) Co.

      1,786    77,816

Georgia Gulf Corp.

      1,852    46,337

Grace (W.R.) & Co.(1)

      2,138    25,015

Hercules Inc.(1)

      3,159    48,206

Huntsman Corp.(1)

      1,593    27,591

Innospec Inc.

      747    18,989

International Flavors & Fragrances Inc.

      1,770    62,375

Lubrizol Corp.

      4,151    165,417

Lyondell Chemical Co.

      13,171    298,455

Minerals Technologies Inc.

      1,207    62,764

Mosaic Co. (The)(1)

      7,975    124,809

NL Industries Inc.

      149    1,602

Olin Corp.

      3,973    71,236

OM Group Inc.(1)

      1,780    54,913

OMNOVA Solutions Inc.(1)

      1,305    7,412

Pioneer Companies Inc.(1)

      70    1,910

PolyOne Corp.(1)

      5,618    49,326

PPG Industries Inc.

      8,780    579,480

Rockwood Holdings Inc.(1)

      2,137    49,172

Rohm & Haas Co.

      8,308    416,397

RPM International Inc.

      7,199    129,582

Schulman (A.) Inc.

      1,699    38,890

Sensient Technologies Corp.

      2,814    58,841

Sherwin-Williams Co. (The)

      2,681    127,294

Sigma-Aldrich Corp.

      2,317    168,307

Spartech Corp.

      1,946    43,980

Stepan Co.

      374    11,811

Terra Industries Inc.(1)

      5,779    36,812

Tronox Inc. Class B

      2,509    33,044

UAP Holding Corp.

      1,230    26,826

Valspar Corp. (The)

      6,174    163,055

Westlake Chemical Corp.

      824    24,555
           
            7,895,744

COAL—0.00%

            

International Coal Group Inc.(1)

      1,131    8,132
           
            8,132

COMMERCIAL SERVICES—0.95%

            

ABM Industries Inc.

      2,656    45,418

ACE Cash Express Inc.(1)

      675    19,757

ADESA Inc.

      5,457    121,364

Albany Molecular Research Inc.(1)

      974    10,402

Alderwoods Group Inc.(1)

      2,469    48,047

AMN Healthcare Services Inc.(1)

      131    2,659

Arbitron Inc.

      422    16,175

Banta Corp.

      1,458    67,549

BearingPoint Inc.(1)

      10,336    86,512

Bowne & Co. Inc.

      1,930    27,599

CBIZ Inc.(1)

      2,085    15,450

CDI Corp.

      640    18,560

Cendant Corp.

      52,295    851,886

Central Parking Corp.

      607    9,712

Clark Inc.

      969    12,791

Clayton Holdings Inc.(1)

      27    352

Coinmach Service Corp. Class A

      787    8,067

Coinstar Inc.(1)

      1,587    37,993

Compass Diversified Trust(1)

      796    11,359

Consolidated Graphics Inc.(1)

      229    11,922

Convergys Corp.(1)

      8,042    156,819

Cornell Companies Inc.(1)

      693    10,644

Corrections Corp. of America(1)

      828    43,834

CorVel Corp.(1)

      200    5,000

CRA International Inc.(1)

      55    2,483

Cross Country Healthcare Inc.(1)

      1,686    30,668

Deluxe Corp.

      3,115    54,450

Dollar Thrifty Automotive Group Inc.(1)

      1,496    67,425

Donnelley (R.R.) & Sons Co.

      13,123    419,280

DynCorp International Inc.(1)

      626    6,498

Educate Inc.(1)

      1,074    8,227

Electro Rent Corp.(1)

      1,157    18,535

Equifax Inc.

      812    27,884

Exponent Inc.(1)

      973    16,444

First Advantage Corp. Class A(1)

      50    1,163

Forrester Research Inc.(1)

      217    6,072

FTI Consulting Inc.(1)

      1,078    28,858

Global Cash Access Inc.(1)

      401    6,268

HealthSpring Inc.(1)

      255    4,781

Heidrick & Struggles International Inc.(1)

      186    6,294

Hewitt Associates Inc. Class A(1)

      2,921    65,664

Hudson Highland Group Inc.(1)

      99    1,068

Interactive Data Corp.(1)

      2,178    43,756

Kelly Services Inc. Class A

      773    21,002

Korn/Ferry International(1)

      554    10,853

Landauer Inc.

      243    11,640

Laureate Education Inc.(1)

      415    17,691

LECG Corp.(1)

      301    5,559

Live Nation Inc.(1)

      2,859    58,209

Manpower Inc.

      760    49,096

MAXIMUS Inc.

      1,301    30,118

McKesson Corp.

      5,576    263,633

MPS Group Inc.(1)

      3,954    59,547

Navigant Consulting Inc.(1)

      186    4,213

NCO Group Inc.(1)

      1,962    51,875

PHH Corp.(1)

      3,236    89,119

PRA International(1)

      220    4,899

QC Holdings Inc.(1)

      238    3,215

Quanta Services Inc.(1)

      3,614    62,631

Rent-A-Center Inc.(1)

      4,217    104,835

Rewards Network Inc.(1)

      403    3,293

Service Corp. International

      17,959    146,186

ServiceMaster Co. (The)

      12,323    127,297

SFBC International Inc.(1)

      1,103    16,721

Source Interlink Companies Inc.(1)

      1,732    20,611

SOURCECORP Inc.(1)

      974    24,145

Spherion Corp.(1)

      1,668    15,212

Standard Parking Corp.(1)

      16    433

StarTek Inc.

      635    9,493

Stewart Enterprises Inc. Class A

      6,380    36,685

TNS Inc.(1)

      1,112    23,007

United Rentals Inc.(1)

      3,926    125,553

Valassis Communications Inc.(1)

      1,209    28,520

Vertrue Inc.(1)

      459    19,751

Viad Corp.

      1,348    42,192

Volt Information Sciences Inc.(1)

      503    23,440

Watson Wyatt Worldwide Inc.

      1,997    70,175

Wright Express Corp.(1)

      397    11,410
           
            4,047,948

COMPUTERS—1.56%

            

Advanced Digital Information Corp.(1)

      3,767    44,338

Affiliated Computer Services Inc. Class A(1)

      3,997    206,285

Agilysys Inc.

      1,853    33,354

BISYS Group Inc. (The)(1)

      5,587    76,542

Brocade Communications Systems Inc.(1)

      5,655    34,722

CACI International Inc. Class A(1)

      318    18,549

Cadence Design Systems Inc.(1)

      2,744    47,060

Ceridian Corp.(1)

      883    21,581

CIBER Inc.(1)

      3,104    20,455

Computer Sciences Corp.(1)

      11,325    548,583

Covansys Corp.(1)

      1,896    23,833

Diebold Inc.

      810    32,902

Echelon Corp.(1)

      1,871    14,014

Electronic Data Systems Corp.

      13,821    332,533

Electronics For Imaging Inc.(1)

      3,515    73,393

EMC Corp.(1)

      17,374    190,593

Gateway Inc.(1)

      15,737    29,900

Hewlett-Packard Co.

      67,048    2,124,081

Hutchinson Technology Inc.(1)

      1,557    33,678

iGATE Corp.(1)

      122    780

IHS Inc. Class A(1)

      161    4,770

Imation Corp.

      2,118    86,944

Integral Systems Inc.

      39    1,046

Intergraph Corp.(1)

      262    8,250

International Business Machines Corp.

      8,568    658,194

Komag Inc.(1)

      457    21,104

Lexmark International Inc.(1)

      1,516    84,638

Magma Design Automation Inc.(1)

      2,049    15,060

Manhattan Associates Inc.(1)

      1,501    30,455

McDATA Corp. Class A(1)

      9,352    38,156

Mentor Graphics Corp.(1)

      4,875    63,277

Mercury Computer Systems Inc.(1)

      926    14,251

MTS Systems Corp.

      135    5,334

NCR Corp.(1)

      8,731    319,904

Ness Technologies Inc.(1)

      1,040    11,180

NetScout Systems Inc.(1)

      287    2,560

Palm Inc.(1)

      5,271    84,863

Perot Systems Corp. Class A(1)

      5,247    75,977

Quantum Corp.(1)

      11,473    30,059

RadiSys Corp.(1)

      890    19,544

Reynolds & Reynolds Co. (The) Class A

      880    26,990

SI International Inc.(1)

      433    13,276

Silicon Storage Technology Inc.(1)

      3,466    14,072

Sun Microsystems Inc.(1)

      193,916    804,751

Synopsys Inc.(1)

      7,949    149,203

Unisys Corp.(1)

      20,829    130,806
           
            6,621,840

COSMETICS & PERSONAL CARE—2.17%

            

Alberto-Culver Co.

      3,723    181,385

Chattem Inc.(1)

      353    10,721

Colgate-Palmolive Co.

      3,249    194,615

Elizabeth Arden Inc.(1)

      1,575    28,161

Inter Parfums Inc.

      95    1,636

Procter & Gamble Co.

      158,017    8,785,745

Revlon Inc. Class A(1)

      9,515    11,989
           
            9,214,252

DISTRIBUTION & WHOLESALE—0.26%

            

Aviall Inc.(1)

      464    22,049

BlueLinx Holdings Inc.

      760    9,903

Building Materials Holdings Corp.

      1,757    48,968

Central European Distribution Corp.(1)

      331    8,328

Core-Mark Holding Co. Inc.(1)

      602    21,552

Genuine Parts Co.

      10,485    436,805

Grainger (W.W.) Inc.

      1,314    98,852

Ingram Micro Inc. Class A(1)

      8,517    154,413

Owens & Minor Inc.

      2,435    69,641

ScanSource Inc.(1)

      100    2,932

Tech Data Corp.(1)

      3,375    129,296

United Stationers Inc.(1)

      1,917    94,546
           
            1,097,285

DIVERSIFIED FINANCIAL SERVICES—10.49%

            

Accredited Home Lenders Holding Co.(1)(2)

      1,095    52,352

Advanta Corp. Class B

      1,032    37,100

AmeriCredit Corp.(1)(2)

      6,027    168,274

Ameriprise Financial Inc.

      13,043    582,631

Asset Acceptance Capital Corp.(1)

      253    5,009

Bear Stearns Companies Inc. (The)

      7,324    1,025,946

Calamos Asset Management Inc. Class A

      209    6,059

Capital One Financial Corp.

      15,329    1,309,863

CharterMac

      3,163    59,180

CIT Group Inc.

      12,105    632,970

Citigroup Inc.

      301,872    14,562,305

Cohen & Steers Inc.

      167    3,941

CompuCredit Corp.(1)

      274    10,533

Countrywide Financial Corp.

      36,896    1,405,000

Doral Financial Corp.

      4,090    26,217

E*TRADE Financial Corp.(1)

      1,968    44,910

Edwards (A.G.) Inc.

      4,649    257,183

eSpeed Inc.(1)

      1,245    10,371

Federal Agricultural Mortgage Corp.(2)

      672    18,614

Federal Home Loan Mortgage Corp.

      20,799    1,185,751

Federal National Mortgage Association

      58,913    2,833,715

Financial Federal Corp.

      1,645    45,747

Friedman, Billings, Ramsey Group Inc. Class A

      8,920    97,852

GAMCO Investors Inc. Class A

      342    12,572

Goldman Sachs Group Inc. (The)

      5,651    850,080

IndyMac Bancorp Inc.

      3,116    142,869

Janus Capital Group Inc.

      6,373    114,077

Jefferies Group Inc.

      7,197    213,247

JP Morgan Chase & Co.

      210,988    8,861,496

Knight Capital Group Inc. Class A(1)

      6,339    96,543

LaBranche & Co. Inc.(1)(2)

      3,220    38,994

Legg Mason Inc.

      3,400    338,368

Lehman Brothers Holdings Inc.

      28,319    1,844,983

MarketAxess Holdings Inc.(1)

      1,063    11,704

Marlin Business Services Corp.(1)

      500    11,280

Merrill Lynch & Co. Inc.

      45,819    3,187,170

Morgan Stanley

      57,952    3,663,146

National Financial Partners Corp.

      389    17,237

Nelnet Inc. Class A(1)

      155    6,285

NYSE Group Inc.(1)

      4,658    318,980

Ocwen Financial Corp.(1)

      2,080    26,437

Piper Jaffray Companies Inc.(1)

      1,262    77,247

Raymond James Financial Inc.

      5,502    166,546

Sanders Morris Harris Group Inc.

      809    12,224

Stifel Financial Corp.(1)

      368    12,994

Student Loan Corp. (The)

      242    48,884

SWS Group Inc.

      959    23,131

Waddell & Reed Financial Inc. Class A

      1,107    22,760

World Acceptance Corp.(1)

      88    3,126
           
            44,503,903

ELECTRIC—5.23%

            

ALLETE Inc.

      1,525    72,209

Alliant Energy Corp.

      7,138    244,833

Ameren Corp.

      12,470    629,735

American Electric Power Co. Inc.

      23,920    819,260

Aquila Inc.(1)

      22,701    95,571

Avista Corp.

      2,971    67,828

Black Hills Corp.

      2,018    69,278

CenterPoint Energy Inc.

      18,909    236,362

CH Energy Group Inc.

      957    45,936

Cleco Corp.

      3,062    71,191

CMS Energy Corp.(1)

      13,429    173,771

Consolidated Edison Inc.

      14,924    663,223

Constellation Energy Group Inc.

      9,486    517,177

Dominion Resources Inc.

      21,104    1,578,368

DPL Inc.

      6,069    162,649

DTE Energy Co.

      10,795    439,788

Duke Energy Corp.

      75,062    2,204,571

Duquesne Light Holdings Inc.

      4,760    78,254

Edison International

      19,785    771,615

El Paso Electric Co.(1)

      2,939    59,250

Empire District Electric Co. (The)

      1,819    37,380

Energy East Corp.

      8,967    214,580

Entergy Corp.

      12,627    893,360

Exelon Corp.

      6,250    355,187

FirstEnergy Corp.

      20,029    1,085,772

FPL Group Inc.

      24,548    1,015,796

Great Plains Energy Inc.

      4,826    134,452

Hawaiian Electric Industries Inc.

      4,927    137,513

IDACORP Inc.

      2,599    89,120

ITC Holdings Corp.

      126    3,349

MDU Resources Group Inc.

      7,285    266,704

MGE Energy Inc.

      1,242    38,688

Mirant Corp.(1)

      18,218    488,242

Northeast Utilities

      9,325    192,748

NorthWestern Corp.

      2,156    74,059

NRG Energy Inc.(1)

      5,830    280,889

NSTAR

      6,486    185,500

OGE Energy Corp.

      5,512    193,085

Ormat Technologies Inc.

      57    2,175

Otter Tail Corp.

      1,789    48,893

Pepco Holdings Inc.

      11,560    272,585

PG&E Corp.

      21,081    828,062

Pinnacle West Capital Corp.

      6,023    240,378

PNM Resources Inc.

      4,179    104,308

Portland General Electric Co.

      1,633    40,776

PPL Corp.

      23,104    746,259

Progress Energy Inc.

      15,361    658,526

Public Service Enterprise Group Inc.

      15,269    1,009,586

Puget Energy Inc.

      7,046    151,348

Reliant Energy Inc.(1)

      18,621    223,080

SCANA Corp.

      7,012    270,523

Sierra Pacific Resources Corp.(1)

      12,198    170,772

Southern Co. (The)

      45,061    1,444,205

TECO Energy Inc.

      12,678    189,409

UIL Holdings Corp.

      894    50,323

UniSource Energy Corp.

      2,129    66,318

Westar Energy Inc.

      5,292    111,397

Wisconsin Energy Corp.

      7,103    286,251

WPS Resources Corp.

      2,613    129,605

Xcel Energy Inc.

      24,622    472,250
           
            22,204,322

ELECTRICAL COMPONENTS & EQUIPMENT—0.17%

            

Advanced Energy Industries Inc.(1)

      370    4,899

American Power Conversion Corp.

      6,355    123,859

Belden CDT Inc.

      2,583    85,368

Emerson Electric Co.

      1,546    129,570

Energizer Holdings Inc.(1)

      744    43,576

EnerSys(1)

      2,826    59,063

General Cable Corp.(1)

      242    8,470

GrafTech International Ltd.(1)

      3,229    18,728

Greatbatch Inc.(1)

      1,006    23,742

Hubbell Inc. Class B

      2,650    126,272

Littelfuse Inc.(1)

      682    23,447

Powell Industries Inc.(1)

      468    11,199

Power-One Inc.(1)

      3,229    21,311

Superior Essex Inc.(1)

      1,135    33,971

Universal Display Corp.(1)

      500    6,655
           
            720,130

ELECTRONICS—0.49%

            

Analogic Corp.

      361    16,826

Applera Corp. - Applied Biosystems Group

      2,190    70,846

Arrow Electronics Inc.(1)

      6,369    205,082

Avnet Inc.(1)

      4,187    83,824

AVX Corp.

      1,689    26,669

Badger Meter Inc.

      248    6,696

Bel Fuse Inc. Class B

      611    20,047

Benchmark Electronics Inc.(1)

      3,079    74,265

Brady Corp. Class A

      995    36,656

Checkpoint Systems Inc.(1)

      2,378    52,815

Coherent Inc.(1)

      798    26,917

CTS Corp.

      978    14,562

Cubic Corp.

      944    18,512

Cymer Inc.(1)

      126    5,854

Eagle Test Systems Inc.(1)

      173    2,425

Electro Scientific Industries Inc.(1)

      1,760    31,662

Excel Technology Inc.(1)

      252    7,540

Fisher Scientific International Inc.(1)

      3,075    224,629

Gentex Corp.

      887    12,418

KEMET Corp.(1)

      5,269    48,580

Methode Electronics Inc.

      2,265    23,805

Metrologic Instruments Inc.(1)

      208    3,122

Molecular Devices Corp.(1)

      128    3,912

OSI Systems Inc.(1)

      551    9,791

Park Electrochemical Corp.

      1,111    28,608

Paxar Corp.(1)

      2,493    51,281

PerkinElmer Inc.

      3,705    77,434

Photon Dynamics Inc.(1)

      439    5,496

Rofin-Sinar Technologies Inc.(1)

      55    3,161

Sanmina-SCI Corp.(1)

      19,414    89,304

Solectron Corp.(1)

      29,530    100,993

Symbol Technologies Inc.

      3,052    32,931

Technitrol Inc.

      2,462    56,995

Tektronix Inc.

      1,453    42,747

Thermo Electron Corp.(1)

      6,958    252,158

TTM Technologies Inc.(1)

      329    4,761

Varian Inc.(1)

      1,244    51,638

Viisage Technology Inc.(1)(2)

      1,188    18,010

Vishay Intertechnology Inc.(1)

      8,077    127,051

Watts Water Technologies Inc. Class A

      1,173    39,354

Woodward Governor Co.

      1,824    55,650

X-Rite Inc.

      784    8,616

Zygo Corp.(1)

      1,097    17,980
           
            2,091,623

ENERGY - ALTERNATE SOURCES—0.02%

            

FuelCell Energy Inc.(1)

      2,899    27,772

Headwaters Inc.(1)

      1,121    28,653

Quantum Fuel Systems Technologies Worldwide Inc.(1)(2)

      2,632    8,949
           
            65,374

ENGINEERING & CONSTRUCTION—0.15%

            

Dycom Industries Inc.(1)

      2,447    52,097

EMCOR Group Inc.(1)

      1,911    93,008

Granite Construction Inc.

      1,515    68,584

Infrasource Services Inc.(1)

      1,621    29,518

Insituform Technologies Inc. Class A(1)

      1,649    37,746

Layne Christensen Co.(1)

      462    13,098

Perini Corp.(1)

      135    3,037

Shaw Group Inc. (The)(1)

      4,874    135,497

Sterling Construction Co. Inc.(1)

      64    1,766

URS Corp.(1)

      2,932    123,144

Washington Group International Inc.

      1,757    93,718
           
            651,213

ENTERTAINMENT—0.10%

            

Bally Technologies Inc.(1)

      417    6,868

Bluegreen Corp.(1)

      1,270    14,554

Carmike Cinemas Inc.

      748    15,768

Churchill Downs Inc.

      530    19,848

Dover Motorsports Inc.

      997    5,852

DreamWorks Animation SKG Inc. Class A(1)

      912    20,885

Great Wolf Resorts Inc.(1)

      1,628    19,552

International Speedway Corp. Class A

      2,140    99,232

Macrovision Corp.(1)

      459    9,878

Magna Entertainment Corp. Class A(1)(2)

      2,428    12,771

Pinnacle Entertainment Inc.(1)

      1,107    33,930

Six Flags Inc.(1)

      4,317    24,262

Speedway Motorsports Inc.

      930    35,098

Steinway Musical Instruments Inc.(1)

      445    10,911

Vail Resorts Inc.(1)

      223    8,273

Warner Music Group Corp.

      2,588    76,294
           
            413,976

ENVIRONMENTAL CONTROL—0.13%

            

Allied Waste Industries Inc.(1)

      14,306    162,516

Calgon Carbon Corp.

      2,412    14,689

Casella Waste Systems Inc. Class A(1)

      72    942

Metal Management Inc.

      1,582    48,441

Mine Safety Appliances Co.

      720    28,944

Republic Services Inc.

      403    16,257

Synagro Technologies Inc.

      3,729    14,655

Tetra Tech Inc.(1)

      1,367    24,251

Waste Connections Inc.(1)

      2,002    72,873

Waste Holdings Inc.

      429    9,730

Waste Management Inc.

      3,641    130,639

Waste Services Inc.(1)

      2,598    23,359
           
            547,296

FOOD—1.72%

            

Campbell Soup Co.

      6,140    227,855

Chiquita Brands International Inc.

      2,556    35,222

ConAgra Foods Inc.

      31,538    697,305

Corn Products International Inc.

      4,502    137,761

Dean Foods Co.(1)

      8,259    307,152

Del Monte Foods Co.

      12,127    136,186

Diamond Foods Inc.

      233    3,744

Flowers Foods Inc.

      1,409    40,354

General Mills Inc.

      19,172    990,426

Gold Kist Inc.(1)

      3,099    41,434

Great Atlantic & Pacific Tea Co.

      1,170    26,582

Hain Celestial Group Inc.(1)

      1,886    48,583

Heinz (H.J.) Co.

      8,788    362,241

Hershey Co. (The)

      1,295    71,316

Hormel Foods Corp.

      4,480    166,387

Imperial Sugar Co.

      686    16,272

Ingles Markets Inc. Class A

      714    12,138

J&J Snack Foods Corp.

      419    13,856

Kellogg Co.

      3,915    189,603

Kraft Foods Inc.

      12,809    395,798

Kroger Co.

      38,404    839,511

Lance Inc.

      1,113    25,621

M&F Worldwide Corp.(1)

      641    10,320

McCormick & Co. Inc. NVS

      1,698    56,968

Nash Finch Co.

      810    17,245

Pathmark Stores Inc.(1)

      2,919    27,468

Performance Food Group Co.(1)

      2,098    63,737

Pilgrim’s Pride Corp.

      2,456    63,365

Premium Standard Farms Inc.

      840    13,633

Ralcorp Holdings Inc.(1)

      1,469    62,477

Ruddick Corp.

      2,417    59,241

Safeway Inc.

      27,332    710,632

Sanderson Farms Inc.

      1,030    28,830

Sara Lee Corp.

      21,879    350,502

Seaboard Corp.

      22    28,160

Smithfield Foods Inc.(1)

      6,001    173,009

Smucker (J.M.) Co. (The)

      3,534    157,970

Spartan Stores Inc.

      1,277    18,683

SUPERVALU Inc.

      12,426    381,478

Tootsie Roll Industries Inc.

      230    6,700

TreeHouse Foods Inc.(1)

      1,888    45,104

Tyson Foods Inc. Class A

      13,487    200,417

Village Super Market Inc. Class A

      100    6,537

Weis Markets Inc.

      578    23,814
           
            7,291,637

FOREST PRODUCTS & PAPER—0.88%

            

Bowater Inc.

      3,396    77,259

Buckeye Technologies Inc.(1)

      2,286    17,465

Caraustar Industries Inc.(1)

      1,765    15,885

Glatfelter Co.

      2,700    42,849

International Paper Co.

      29,934    966,868

Longview Fibre Co.

      2,295    43,812

Louisiana-Pacific Corp.

      6,449    141,233

MeadWestvaco Corp.

      10,999    307,202

Mercer International Inc.(1)(2)

      1,647    14,296

Plum Creek Timber Co. Inc.

      11,193    397,351

Potlatch Corp.

      2,347    88,599

Rayonier Inc.

      4,225    160,170

Rock-Tenn Co. Class A

      1,937    30,895

Schweitzer-Mauduit International Inc.

      936    20,264

Smurfit-Stone Container Corp.(1)

      15,452    169,045

Temple-Inland Inc.

      6,710    287,658

Wausau Paper Corp.

      2,564    31,922

Weyerhaeuser Co.

      14,952    930,762

Xerium Technologies Inc.

      579    5,454
           
            3,748,989

GAS—0.81%

            

AGL Resources Inc.

      4,733    180,422

Atmos Energy Corp.

      4,929    137,568

Cascade Natural Gas Corp.

      697    14,700

Energen Corp.

      4,462    171,385

EnergySouth Inc.

      418    13,054

KeySpan Corp.

      10,625    429,250

Laclede Group Inc. (The)

      1,294    44,462

New Jersey Resources Corp.

      1,702    79,620

Nicor Inc.

      2,695    111,842

NiSource Inc.

      16,557    361,605

Northwest Natural Gas Co.

      1,674    61,988

ONEOK Inc.

      7,129    242,671

Peoples Energy Corp.(2)

      2,333    83,778

Piedmont Natural Gas Co.

      4,636    112,655

Sempra Energy

      15,732    715,491

South Jersey Industries Inc.

      1,771    48,508

Southern Union Co.

      6,052    163,767

Southwest Gas Corp.

      2,433    76,250

UGI Corp.

      6,395    157,445

Vectren Corp.

      4,626    126,058

WGL Holdings Inc.

      2,962    85,750
           
            3,418,269

HAND & MACHINE TOOLS—0.10%

            

Baldor Electric Co.

      977    30,570

Black & Decker Corp.

      374    31,588

Kennametal Inc.

      2,404    149,649

Regal-Beloit Corp.

      864    38,146

Snap-On Inc.

      3,083    124,615

Stanley Works (The)

      1,480    69,886
           
            444,454

HEALTH CARE - PRODUCTS—0.46%

            

Bausch & Lomb Inc.

      2,725    133,634

Beckman Coulter Inc.

      311    17,276

Biosite Inc.(1)

      134    6,118

CONMED Corp.(1)

      1,706    35,314

Cooper Companies Inc.

      1,346    59,614

Datascope Corp.

      730    22,513

Encore Medical Corp.(1)

      1,624    7,811

HealthTronics Inc.(1)

      2,129    16,287

Hillenbrand Industries Inc.

      2,154    104,469

ICU Medical Inc.(1)

      541    22,852

Invacare Corp.

      1,885    46,899

Inverness Medical Innovations Inc.(1)

      1,575    44,462

Johnson & Johnson

      20,498    1,228,240

Kensey Nash Corp.(1)

      471    13,894

Medical Action Industries Inc.(1)

      384    8,483

Merge Technologies Inc.(1)

      680    8,371

Merit Medical Systems Inc.(1)

      1,652    22,732

Northstar Neuroscience Inc.(1)

      123    1,277

Oakley Inc.

      1,001    16,867

Steris Corp.

      4,109    93,932

Symmetry Medical Inc.(1)

      306    4,712

Thoratec Corp.(1)

      385    5,340

Viasys Healthcare Inc.(1)

      701    17,946

Visicu Inc.(1)

      70    1,235

Vital Sign Inc.

      45    2,229

Wright Medical Group Inc.(1)

      215    4,500

Young Innovations Inc.

      23    810

Zoll Medical Corp.(1)

      236    7,731
           
            1,955,548

HEALTH CARE - SERVICES—0.82%

            

Aetna Inc.

      17,284    690,150

Air Methods Corp.(1)

      73    1,911

Alliance Imaging Inc.(1)

      422    2,701

AMERIGROUP Corp.(1)

      2,560    79,462

AmSurg Corp.(1)

      689    15,675

Apria Healthcare Group Inc.(1)

      2,312    43,697

Capital Senior Living Corp.(1)

      1,320    13,570

Community Health Systems Inc.(1)

      2,328    85,554

Emeritus Corp.(1)

      117    2,194

Genesis HealthCare Corp.(1)

      1,189    56,323

Gentiva Health Services Inc.(1)

      764    12,247

Health Management Associates Inc. Class A

      10,863    214,110

Health Net Inc.(1)

      554    25,024

Horizon Health Corp.(1)

      912    19,043

Kindred Healthcare Inc.(1)

      2,036    52,936

LifePoint Hospitals Inc.(1)

      2,263    72,710

Magellan Health Services Inc.(1)

      1,938    87,811

Matria Healthcare Inc.(1)

      67    1,435

MedCath Corp.(1)

      304    5,727

Molina Healthcare Inc.(1)

      390    14,839

National Healthcare Corp.

      63    2,807

Odyssey Healthcare Inc.(1)

      477    8,381

Option Care Inc.

      1,462    17,515

RehabCare Group Inc.(1)

      1,030    17,901

Res-Care Inc.(1)

      1,341    26,820

Sunrise Senior Living Inc.(1)

      653    18,055

Symbion Inc.(1)

      532    11,044

Tenet Healthcare Corp.(1)

      9,118    63,644

Triad Hospitals Inc.(1)

      4,439    175,696

Universal Health Services Inc. Class B

      2,138    107,456

VistaCare Inc. Class A(1)

      328    3,969

WellPoint Inc.(1)

      20,902    1,521,039
           
            3,471,446

HOLDING COMPANIES - DIVERSIFIED—0.08%

            

Leucadia National Corp.

      9,912    289,331

Resource America Inc. Class A

      954    18,174

Star Maritime Acquisition Corp.(1)

      1,145    11,633
           
            319,138

HOME BUILDERS—0.39%

            

AMREP Corporation

      20    1,086

Beazer Homes USA Inc.

      1,216    55,778

Brookfield Homes Corp.

      464    15,289

Cavco Industries Inc.(1)

      241    10,710

Centex Corp.

      4,017    202,055

Horton (D.R.) Inc.

      8,771    208,925

Hovnanian Enterprises Inc. Class A(1)

      2,192    65,935

KB Home

      2,365    108,435

Lennar Corp. Class A

      4,943    219,321

Levitt Corp. Class A

      993    15,888

M.D.C. Holdings Inc.

      1,170    60,758

M/I Homes Inc.

      642    22,521

Meritage Homes Corp.(1)

      1,374    64,921

Monaco Coach Corp.(2)

      1,624    20,625

Orleans Homebuilders Inc.

      286    4,647

Palm Harbor Homes Inc.(1)(2)

      414    7,282

Pulte Homes Inc.

      6,511    187,452

Ryland Group Inc.

      1,766    76,945

Skyline Corp.

      414    17,711

Standard-Pacific Corp.

      2,496    64,147

Technical Olympic USA Inc.

      1,195    17,160

Toll Brothers Inc.(1)

      6,334    161,960

WCI Communities Inc.(1)

      2,029    40,864

Williams Scotsman International Inc.(1)

      116    2,533

Winnebago Industries Inc.

      176    5,463
           
            1,658,411

HOME FURNISHINGS—0.14%

            

Audiovox Corp. Class A(1)

      1,005    13,728

DTS Inc.(1)

      249    4,851

Ethan Allen Interiors Inc.(2)

      1,599    58,443

Furniture Brands International Inc.(2)

      2,739    57,081

Hooker Furniture Corp.

      650    10,900

Kimball International Inc. Class B

      924    18,212

La-Z-Boy Inc.(2)

      3,141    43,974

Sealy Corp.(1)

      732    9,714

Stanley Furniture Co. Inc.

      744    17,834

Universal Electronics Inc.(1)

      119    2,107

Whirlpool Corp.

      4,427    365,892
           
            602,736

HOUSEHOLD PRODUCTS & WARES—0.52%

            

ACCO Brands Corp.(1)

      1,659    36,332

American Greetings Corp. Class A(2)

      3,241    68,093

Blyth Inc.

      1,567    28,927

Central Garden & Pet Co.(1)

      1,199    51,617

Clorox Co. (The)

      9,161    558,546

CSS Industries Inc.

      409    11,759

Ennis Inc.

      1,548    30,465

Fortune Brands Inc.

      5,850    415,408

Fossil Inc.(1)

      1,516    27,303

Harland (John H.) Co.

      986    42,891

Jarden Corp.(1)

      1,483    45,157

Kimberly-Clark Corp.

      11,725    723,432

Playtex Products Inc.(1)

      935    9,752

Prestige Brands Holdings Inc.(1)

      2,020    20,139

Russ Berrie & Co. Inc.(1)

      715    8,766

Scotts Miracle-Gro Co. (The) Class A

      708    29,963

Spectrum Brands Inc.(1)

      2,243    28,980

Standard Register Co. (The)

      1,084    12,845

Tupperware Brands Corp.

      2,001    39,400

WD-40 Co.

      526    17,658

Yankee Candle Co. Inc. (The)

      744    18,607
           
            2,226,040

HOUSEWARES—0.04%

            

Lifetime Brands Inc.

      121    2,622

National Presto Industries Inc.

      289    15,109

Newell Rubbermaid Inc.

      6,471    167,146
           
            184,877

INSURANCE—7.80%

            

Affirmative Insurance Holdings Inc.

      457    7,152

Alfa Corp.

      1,976    32,723

Alleghany Corp.(1)

      295    81,526

Allstate Corp. (The)

      38,581    2,111,538

Ambac Financial Group Inc.

      5,874    476,381

American Equity Investment Life Holding Co.

      3,378    36,009

American Financial Group Inc.

      3,453    148,134

American International Group Inc.

      116,232    6,863,500

American National Insurance Co.

      861    111,689

American Physicians Capital Inc.(1)

      416    21,877

AmerUs Group Co.

      2,357    138,002

AON Corp.

      19,351    673,802

Argonaut Group Inc.(1)

      1,900    57,076

Assurant Inc.

      7,833    379,117

Baldwin & Lyons Inc. Class B

      490    12,495

Berkley (W.R.) Corp.

      4,507    153,824

Bristol West Holdings Inc.

      929    14,864

Capital Title Group Inc.

      1,562    11,512

Chubb Corp.

      25,195    1,257,230

CIGNA Corp.

      7,272    716,365

Cincinnati Financial Corp.

      9,460    444,715

CNA Financial Corp.(1)

      1,237    40,772

CNA Surety Corp.(1)

      971    16,779

Commerce Group Inc.

      3,301    97,512

Conseco Inc.(1)

      9,201    212,543

Crawford & Co. Class B

      1,417    10,174

Delphi Financial Group Inc. Class A

      2,515    91,445

Direct General Corp.

      897    15,177

Donegal Group Inc. Class A

      788    15,295

EMC Insurance Group Inc.

      360    10,354

Enstar Group Inc.(1)

      12    1,106

Erie Indemnity Co. Class A

      3,261    169,572

FBL Financial Group Inc. Class A

      826    26,762

Fidelity National Financial Inc.

      10,613    413,376

Fidelity National Title Group Inc. Class A(2)

      1,895    37,275

First Acceptance Corp.(1)

      428    5,042

First American Corp.

      5,206    220,058

FPIC Insurance Group Inc.(1)

      635    24,606

Gallagher (Arthur J.) & Co.

      4,093    103,717

Genworth Financial Inc. Class A

      27,691    964,754

Great American Financial Resources Inc.

      535    11,198

Hanover Insurance Group Inc. (The)

      1,968    93,401

Harleysville Group Inc.

      836    26,518

Hartford Financial Services Group Inc. (The)

      18,405    1,557,063

HCC Insurance Holdings Inc.

      3,092    91,028

Hilb, Rogal & Hobbs Co.

      2,037    75,919

Horace Mann Educators Corp.

      2,612    44,273

Independence Holding Co.

      306    6,857

Infinity Property & Casualty Corp.

      1,256    51,496

James River Group Inc.(1)

      555    13,819

Kansas City Life Insurance Co.

      242    10,205

LandAmerica Financial Group Inc.

      1,043    67,378

Lincoln National Corp.

      17,074    963,657

Loews Corp.

      26,919    954,279

Markel Corp.(1)

      481    166,907

Marsh & McLennan Companies Inc.

      33,363    897,131

MBIA Inc.

      8,181    478,998

Meadowbrook Insurance Group(1)

      1,528    12,713

Mercury General Corp.

      1,609    90,699

MetLife Inc.

      28,101    1,439,052

MGIC Investment Corp.

      5,309    345,085

Midland Co. (The)

      706    26,814

National Interstate Corp.

      361    9,790

National Western Life Insurance Co. Class A

      136    32,592

Nationwide Financial Services Inc.

      2,971    130,962

Navigators Group Inc. (The)(1)

      792    34,705

NYMAGIC Inc.

      351    10,197

Odyssey Re Holdings Corp.(2)

      780    20,553

Ohio Casualty Corp.

      3,862    114,817

Old Republic International Corp.

      13,957    298,261

Philadelphia Consolidated Holding Corp.(1)

      584    17,730

Phoenix Companies Inc.

      6,837    96,265

PMA Capital Corp. Class A(1)

      1,958    20,167

PMI Group Inc. (The)

      5,428    241,980

Presidential Life Corp.

      1,302    32,003

Principal Financial Group Inc.

      15,693    873,315

ProAssurance Corp.(1)

      1,895    91,301

Progressive Corp. (The)

      34,686    891,777

Protective Life Corp.

      4,243    197,809

Prudential Financial Inc.

      25,605    1,989,508

Radian Group Inc.

      5,005    309,209

Reinsurance Group of America Inc.

      1,764    86,701

RLI Corp.

      1,356    65,332

SAFECO Corp.

      7,239    407,918

Safety Insurance Group Inc.

      791    37,612

SCPIE Holdings Inc.(1)

      610    14,182

SeaBright Insurance Holdings Inc.(1)

      965    15,546

Selective Insurance Group Inc.

      1,670    93,303

St. Paul Travelers Companies Inc.

      42,279    1,884,798

StanCorp Financial Group Inc.

      3,322    169,123

State Auto Financial Corp.

      873    28,407

Stewart Information Services Corp.

      1,044    37,908

Torchmark Corp.

      6,095    370,088

Transatlantic Holdings Inc.

      1,039    58,080

Triad Guaranty Inc.(1)

      699    34,167

21st Century Insurance Group

      1,686    24,278

United Fire & Casualty Co.

      1,253    37,753

Unitrin Inc.

      2,883    125,670

Universal American Financial Corp.(1)

      2,312    30,403

UNUMProvident Corp.

      18,182    329,640

USI Holdings Corp.(1)

      2,804    37,602

Wesco Financial Corp.

      86    32,766

Zenith National Insurance Corp.

      2,243    88,980
           
            33,073,538

INTERNET—0.46%

            

Agile Software Corp.(1)

      2,975    18,861

Ariba Inc.(1)

      4,529    37,274

@Road Inc.(1)

      1,382    7,629

Avocent Corp.(1)

      2,656    69,720

CMGI Inc.(1)

      28,059    33,951

Cogent Communications Group Inc.(1)

      1,275    11,947

EarthLink Inc.(1)

      8,099    70,137

Expedia Inc.(1)

      12,722    190,448

FTD Group Inc.(1)

      779    10,516

Harris Interactive Inc.(1)

      2,329    13,275

i2 Technologies Inc.(1)

      289    3,662

IAC/InterActiveCorp(1)

      6,915    183,178

InfoSpace Inc.(1)

      894    20,267

Internet Capital Group Inc.(1)

      2,378    21,402

Internet Security Systems Inc.(1)

      2,181    41,112

Interwoven Inc.(1)

      1,341    11,506

iPass Inc.(1)

      1,226    6,866

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      9,979    172,238

McAfee Inc.(1)

      727    17,644

NetBank Inc.

      2,813    18,650

NetRatings Inc.(1)

      808    11,223

1-800-FLOWERS.COM Inc.(1)

      208    1,200

ProQuest Co.(1)

      1,542    18,951

RealNetworks Inc.(1)

      1,604    17,163

RSA Security Inc.(1)

      3,877    105,416

S1 Corp.(1)

      4,309    20,683

Secure Computing Corp.(1)

      2,567    22,076

SonicWALL Inc.(1)

      3,911    35,160

Stellent Inc.

      813    7,764

Symantec Corp.(1)

      35,921    558,212

TIBCO Software Inc.(1)

      11,147    78,586

United Online Inc.

      3,897    46,764

VeriSign Inc.(1)

      924    21,409

Vignette Corp.(1)

      1,228    17,904

webMethods Inc.(1)

      2,382    23,510
           
            1,946,304

INVESTMENT COMPANIES—0.19%

            

Allied Capital Corp.(2)

      8,499    244,516

American Capital Strategies Ltd.

      8,105    271,355

Apollo Investment Corp.

      4,931    91,125

Ares Capital Corp.

      2,314    39,176

Capital Southwest Corp.

      166    17,339

Gladstone Capital Corp.(2)

      686    14,674

Gladstone Investment Corp.

      365    5,475

Harris & Harris Group Inc.(1)

      252    2,782

MCG Capital Corp.

      3,242    51,548

Medallion Financial Corp.

      891    11,547

MVC Capital Inc.

      1,038    13,951

NGP Capital Resources Co.

      1,056    15,449

Technology Investment Capital Corp.

      541    7,926
           
            786,863

IRON & STEEL—0.52%

            

Carpenter Technology Corp.

      101    11,665

Chaparral Steel Co.(1)

      1,133    81,599

Cleveland-Cliffs Inc.

      866    68,665

Gibraltar Industries Inc.

      1,469    42,601

Nucor Corp.

      18,921    1,026,464

Olympic Steel Inc.

      508    17,978

Oregon Steel Mills Inc.(1)

      287    14,539

Reliance Steel & Aluminum Co.

      1,996    165,568

Ryerson Inc.(2)

      1,581    42,687

Schnitzer Steel Industries Inc. Class A

      1,373    48,714

Shiloh Industries Inc.(1)

      294    4,422

Steel Dynamics Inc.

      2,956    194,327

Steel Technologies Inc.

      693    13,472

United States Steel Corp.

      6,615    463,844

Wheeling-Pittsburgh Corp.(1)

      655    13,028
           
            2,209,573

LEISURE TIME—0.12%

            

Ambassadors International Inc.

      434    10,090

Arctic Cat Inc.

      779    15,198

Bally Total Fitness Holding Corp.(1)

      1,711    11,601

Brunswick Corp.

      4,665    155,111

Callaway Golf Co.

      4,595    59,689

K2 Inc.(1)

      2,857    31,256

Marine Products Corp.

      325    3,162

Multimedia Games Inc.(1)(2)

      1,647    16,684

Nautilus Inc.

      485    7,619

Navigant International Inc.(1)

      941    15,084

Polaris Industries Inc.

      489    21,174

Sabre Holdings Corp.

      8,060    177,320
           
            523,988

LODGING—0.16%

            

Ameristar Casinos Inc.

      1,162    22,601

Aztar Corp.(1)

      1,628    84,591

Gaylord Entertainment Co.(1)

      2,466    107,616

Harrah’s Entertainment Inc.

      2,939    209,198

Lakes Gaming Inc.(1)

      1,388    16,781

Lodgian Inc.(1)

      1,148    16,359

Marcus Corp.

      1,304    27,228

MTR Gaming Group Inc.(1)

      1,035    9,708

Riviera Holdings Corp.(1)

      304    6,141

Starwood Hotels & Resorts Worldwide Inc.

      2,202    132,869

Trump Entertainment Resorts Inc.(1)

      1,700    34,255
           
            667,347

MACHINERY—0.49%

            

AGCO Corp.(1)

      5,123    134,837

Albany International Corp. Class A

      532    22,551

Briggs & Stratton Corp.

      3,105    96,597

Cascade Corp.

      761    30,098

Cognex Corp.

      219    5,701

Cummins Inc.

      518    63,325

Deere & Co.

      14,244    1,189,232

Flowserve Corp.(1)

      2,913    165,750

Gehl Corp.(1)

      424    10,825

Gerber Scientific Inc.(1)

      1,132    14,727

Gorman-Rupp Co. (The)

      555    14,763

Kadant Inc.(1)

      826    18,998

Lindsay Manufacturing Co.

      601    16,299

NACCO Industries Inc.

      335    46,032

Nordson Corp.

      242    11,902

Robbins & Myers Inc.

      714    18,664

Sauer-Danfoss Inc.

      143    3,635

Tecumseh Products Co. Class A(1)

      1,009    19,373

Tennant Co.

      417    20,967

Terex Corp.(1)

      1,604    158,315
           
            2,062,591

MANUFACTURING—3.55%

            

Ameron International Corp.

      531    35,588

Applied Films Corp.(1)

      975    27,778

AptarGroup Inc.

      2,134    105,868

Barnes Group Inc.

      403    8,040

Blount International Inc.(1)

      1,055    12,681

Brink’s Co. (The)

      658    37,118

Carlisle Companies Inc.

      271    21,490

CLARCOR Inc.

      2,008    59,818

Crane Co.

      3,218    133,869

Dover Corp.

      1,299    64,210

Eastman Kodak Co.(2)

      17,442    414,771

Eaton Corp.

      9,122    687,799

EnPro Industries Inc.(1)

      1,281    43,042

Federal Signal Corp.

      2,930    44,360

FreightCar America Inc.

      349    19,373

General Electric Co.

      324,555    10,697,333

Griffon Corp.(1)(2)

      1,808    47,189

Honeywell International Inc.

      27,501    1,108,290

ITT Industries Inc.

      3,729    184,585

Jacuzzi Brands Inc.(1)

      2,315    20,372

Koppers Holdings Inc.

      605    12,094

Lancaster Colony Corp.

      383    15,117

Leggett & Platt Inc.

      4,970    124,151

Matthews International Corp. Class A

      664    22,888

Myers Industries Inc.

      650    11,173

Pall Corp.

      6,228    174,384

Parker Hannifin Corp.

      4,186    324,834

Pentair Inc.

      3,840    131,290

Reddy Ice Holdings Inc.

      131    2,666

Smith (A.O.) Corp.

      320    14,835

SPX Corp.

      3,629    203,043

Standex International Corp.

      752    22,823

Teleflex Inc.

      2,445    132,079

Textron Inc.

      521    48,026

Tredegar Corp.

      2,071    32,763

Trinity Industries Inc.

      278    11,231
           
            15,056,971

MEDIA—3.69%

            

Belo (A.H.) Corp.

      5,515    86,034

Cablevision Systems Corp.

      6,537    140,219

CBS Corp. Class B

      40,857    1,105,182

Charter Communications Inc. Class A(1)

      23,937    27,049

Citadel Broadcasting Corp.

      2,241    19,945

Clear Channel Communications Inc.

      30,561    945,863

Comcast Corp. Class A(1)

      58,555    1,917,091

Courier Corp.

      508    20,330

Cox Radio Inc. Class A(1)

      2,742    39,540

Crown Media Holdings Inc.(1)

      447    1,842

Cumulus Media Inc. Class A(1)

      1,803    19,238

Discovery Holding Co. Class A(1)

      12,217    178,735

Emmis Communications Corp.(1)

      1,355    21,192

Entercom Communications Corp.

      1,936    50,646

Entravision Communications Corp.(1)

      1,862    15,957

Fisher Communications Inc.(1)

      463    19,506

Gannett Co. Inc.

      14,442    807,741

Gray Television Inc.

      2,604    15,077

Hearst-Argyle Television Inc.

      1,616    35,649

Hollinger International Inc.

      2,161    17,353

Journal Communications Inc. Class A

      2,657    29,865

Journal Register Co.

      2,403    21,531

Lee Enterprises Inc.

      2,778    74,867

Liberty Global Inc. Class A(1)

      17,807    382,851

Liberty Media Holding Corp. - Liberty Capital Group Series A(1)

      8,529    714,474

Lin TV Corp. Class A(1)

      1,676    12,654

McClatchy Co. (The) Class A(2)

      3,070    123,172

Media General Inc. Class A

      1,341    56,174

Mediacom Communications Corp.(1)

      1,541    9,600

New York Times Co. Class A(2)

      8,031    197,081

News Corp. Class A

      45,020    863,484

Outdoor Channel Holdings Inc.(1)

      798    8,235

Playboy Enterprises Inc. Class B(1)

      1,144    11,417

Primedia Inc.(1)

      12,057    22,064

Radio One Inc. Class D(1)

      4,646    34,380

Readers Digest Association Inc. (The)

      2,868    40,037

Salem Communications Corp. Class A(1)

      561    7,299

Scholastic Corp.(1)

      2,130    55,316

Spanish Broadcasting System Inc. Class A(1)

      1,554    7,941

Time Warner Inc.

      237,242    4,104,287

Tribune Co.

      13,619    441,664

Univision Communications Inc. Class A(1)

      4,133    138,455

Walt Disney Co. (The)

      85,431    2,562,930

Washington Post Co. (The) Class B

      271    211,383

Westwood One Inc.

      4,261    31,957
           
            15,647,307

METAL FABRICATE & HARDWARE—0.17%

            

Ampco-Pittsburgh Corp.

      401    11,489

Castle (A.M.) & Co.

      295    9,514

CIRCOR International Inc.

      970    29,575

Commercial Metals Co.

      7,307    187,790

Ladish Co. Inc.(1)

      44    1,649

Lawson Products Inc.

      271    10,683

Mueller Industries Inc.

      1,929    63,715

Mueller Water Porducts Inc. Class A(1)

      166    2,890

NN Inc.

      948    11,708

NS Group Inc.(1)

      846    46,598

Quanex Corp.

      1,807    77,827

Timken Co. (The)

      4,719    158,134

Valmont Industries Inc.

      81    3,766

Worthington Industries Inc.

      4,396    92,096
           
            707,434

MINING—0.61%

            

Alcoa Inc.

      31,860    1,030,990

Brush Engineered Materials Inc.(1)

      1,179    24,582

Century Aluminum Co.(1)

      643    22,949

Compass Minerals International Inc.

      1,941    48,428

Freeport-McMoRan Copper & Gold Inc.

      5,288    293,008

Newmont Mining Corp.

      1,374    72,726

Phelps Dodge Corp.

      12,376    1,016,812

Royal Gold Inc.

      614    17,081

Stillwater Mining Co.(1)

      467    5,922

USEC Inc.

      5,280    62,568
           
            2,595,066

OFFICE & BUSINESS EQUIPMENT—0.27%

            

Global Imaging Systems Inc.(1)

      996    41,115

IKON Office Solutions Inc.

      6,672    84,067

Pitney Bowes Inc.

      5,566    229,876

Xerox Corp.(1)

      55,761    775,636
           
            1,130,694

OFFICE FURNISHINGS—0.00%

            

CompX International Inc.

      97    1,736

Steelcase Inc. Class A

      1,045    17,190
           
            18,926

OIL & GAS—12.89%

            

Alon USA Energy Inc.

      278    8,749

Anadarko Petroleum Corp.

      27,843    1,327,833

Apache Corp.

      20,060    1,369,095

Bill Barrett Corp.(1)

      964    28,544

Bois d’Arc Energy LLC(1)

      57    939

Brigham Exploration Co.(1)

      2,762    21,847

Bronco Drilling Co. Inc.(1)

      133    2,778

Cabot Oil & Gas Corp.

      2,967    145,383

Callon Petroleum Co.(1)

      594    11,488

Chesapeake Energy Corp.

      20,610    623,452

Chevron Corp.

      134,597    8,353,090

Cimarex Energy Co.

      5,016    215,688

Comstock Resources Inc.(1)

      812    24,246

ConocoPhillips

      100,234    6,568,334

Delta Petroleum Corp.(1)

      267    4,574

Devon Energy Corp.

      26,718    1,614,034

Edge Petroleum Corp.(1)

      1,054    21,059

Encore Acquisition Co.(1)

      3,206    86,017

Energy Partners Ltd.(1)

      621    11,768

EOG Resources Inc.

      8,087    560,753

EXCO Resources Inc.(1)

      3,159    36,013

Exxon Mobil Corp.

      346,457    21,255,137

Forest Oil Corp.(1)

      3,334    110,555

Frontier Oil Corp.

      3,176    102,902

Giant Industries Inc.(1)

      614    40,862

Harvest Natural Resources Inc.(1)

      2,256    30,546

Hess Corp.

      14,694    776,578

Houston Exploration Co.(1)

      1,766    108,062

Kerr-McGee Corp.

      13,785    955,990

Marathon Oil Corp.

      22,009    1,833,350

McMoRan Exploration Co.(1)(2)

      1,481    26,066

Meridian Resource Corp. (The)(1)

      5,279    18,476

Murphy Oil Corp.

      11,334    633,117

Newfield Exploration Co.(1)

      7,809    382,172

Noble Energy Inc.

      10,757    504,073

Occidental Petroleum Corp.

      26,007    2,667,018

Parker Drilling Co.(1)

      6,566    47,144

Penn Virginia Corp.

      646    45,142

PetroCorp Inc. Escrow(3)

      190    0

Petrohawk Energy Corp.(1)

      3,574    45,032

PetroQuest Energy Inc.(1)

      1,842    22,620

Pioneer Natural Resources Co.

      7,852    364,411

Pogo Producing Co.

      3,519    162,226

Pride International Inc.(1)

      1,838    57,401

RAM Energy Resources Inc.(1)

      633    3,621

Remington Oil & Gas Corp.(1)

      214    9,410

Rosetta Resources Inc.(1)(2)

      3,071    51,040

Rowan Companies Inc.

      462    16,443

Stone Energy Corp.(1)

      1,655    77,040

Sulphco Inc.(1)

      835    5,979

Sunoco Inc.

      4,011    277,922

Swift Energy Co.(1)

      1,769    75,943

Tesoro Corp.

      4,163    309,561

Valero Energy Corp.

      37,372    2,485,985

Warren Resources Inc.(1)

      2,336    33,545

Western Refining Inc.

      1,408    30,385

Whiting Petroleum Corp.(1)

      2,245    93,998
           
            54,695,436

OIL & GAS SERVICES—0.19%

            

Dawson Geophysical Co.(1)

      214    6,585

Gulf Island Fabrication Inc.

      250    5,010

Hanover Compressor Co.(1)

      6,208    116,586

Hornbeck Offshore Services Inc.(1)

      1,413    50,190

Input/Output Inc.(1)(2)

      3,094    29,238

Lone Star Technologies Inc.(1)

      1,758    94,967

Maverick Tube Corp.(1)

      366    23,128

National Oilwell Varco Inc.(1)

      701    44,387

Newpark Resources Inc.(1)

      2,301    14,151

Oil States International Inc.(1)

      1,438    49,295

SEACOR Holdings Inc.(1)

      1,374    112,805

T-3 Energy Services Inc.(1)

      67    1,305

Tidewater Inc.

      1,539    75,719

Trico Marine Services Inc.(1)

      720    24,480

Union Drilling Inc.(1)

      815    12,111

Universal Compression Holdings Inc.(1)

      1,830    115,235

Veritas DGC Inc.(1)

      657    33,888

Warrior Energy Service Corp.(1)

      231    5,620
           
            814,700

PACKAGING & CONTAINERS—0.15%

            

Bemis Co. Inc.

      6,365    194,896

Chesapeake Corp.

      1,203    19,741

Greif Inc. Class A

      1,001    75,035

Sealed Air Corp.

      2,912    151,657

Silgan Holdings Inc.

      569    21,059

Sonoco Products Co.

      6,013    190,311
           
            652,699

PHARMACEUTICALS—4.81%

            

Abbott Laboratories

      18,443    804,299

Alpharma Inc. Class A

      2,073    49,835

Altus Pharmaceuticals Inc.(1)

      76    1,402

AmerisourceBergen Corp.

      10,274    430,686

Anadys Pharmaceuticals Inc.(1)

      635    1,854

Andrx Corp.(1)

      856    19,851

AtheroGenics Inc.(1)(2)

      357    4,659

Bentley Pharmaceuticals Inc.(1)

      978    10,719

Bradley Pharmaceuticals Inc.(1)

      883    9,007

Bristol-Myers Squibb Co.

      64,716    1,673,556

Caraco Pharmaceutical Laboratories Ltd.(1)

      88    805

Caremark Rx Inc.

      2,095    104,478

Cypress Bioscience Inc.(1)

      758    4,654

Dendreon Corp.(1)

      4,099    19,839

Emisphere Technologies Inc.(1)

      216    1,842

Indevus Pharmaceuticals Inc.(1)

      430    2,352

King Pharmaceuticals Inc.(1)

      14,708    250,036

Kos Pharmaceuticals Inc.(1)

      111    4,176

Lilly (Eli) & Co.

      14,567    805,118

Medco Health Solutions Inc.(1)

      7,053    403,996

Merck & Co. Inc.

      92,108    3,355,494

Nabi Biopharmaceuticals(1)

      3,643    20,911

NBTY Inc.(1)

      2,984    71,347

Neurocrine Biosciences Inc.(1)

      489    5,183

New River Pharmaceuticals Inc.(1)

      143    4,076

NPS Pharmaceuticals Inc.(1)

      476    2,323

Nuvelo Inc.(1)

      890    14,819

Omnicare Inc.

      3,795    179,959

Par Pharmaceutical Companies Inc.(1)

      728    13,439

Perrigo Co.

      4,363    70,244

Pfizer Inc.

      444,948    10,442,930

Pharmion Corp.(1)

      431    7,340

Renovis Inc.(1)

      400    6,124

Rigel Pharmaceuticals Inc.(1)

      1,117    10,868

Sciele Pharma Inc.(1)

      218    5,055

ViroPharma Inc.(1)

      2,429    20,938

Watson Pharmaceuticals Inc.(1)

      6,194    144,196

Wyeth

      31,794    1,411,972
           
            20,390,382

PIPELINES—0.15%

            

Dynegy Inc. Class A(1)

      22,923    125,389

El Paso Corp.

      2,606    39,090

Equitable Resources Inc.

      966    32,361

National Fuel Gas Co.

      5,100    179,214

Questar Corp.

      591    47,570

TransMontaigne Inc.(1)

      2,713    30,413

Williams Companies Inc.

      8,675    202,648
           
            656,685

REAL ESTATE—0.02%

            

Avatar Holdings Inc.(1)

      352    20,053

California Coastal Communities Inc.(1)

      617    19,744

HouseValues Inc.(1)

      45    312

Resource Capital Corp.

      133    1,712

Tarragon Corp.

      821    11,371

Trammell Crow Co.(1)

      1,392    48,957
           
            102,149

REAL ESTATE INVESTMENT TRUSTS—3.90%

            

Aames Investment Corp.

      2,868    14,311

Affordable Residential Communities Inc.(1)

      2,075    22,306

Agree Realty Corp.

      469    15,932

Alexandria Real Estate Equities Inc.

      1,128    100,031

AMB Property Corp.

      5,344    270,139

American Campus Communities Inc.

      1,044    25,943

American Financial Realty Trust

      7,866    76,143

American Home Mortgage Investment Corp.

      2,677    98,674

Annaly Mortgage Management Inc.

      9,893    126,729

Anthracite Capital Inc.

      3,464    42,122

Anworth Mortgage Asset Corp.

      2,755    22,867

Apartment Investment & Management Co. Class A

      5,902    256,442

Arbor Realty Trust Inc.

      722    18,086

Archstone-Smith Trust

      12,979    660,242

Ashford Hospitality Trust Inc.

      2,939    37,090

AvalonBay Communities Inc.

      4,516    499,560

BioMed Realty Trust Inc.

      3,392    101,556

Boston Properties Inc.

      6,932    626,653

Brandywine Realty Trust

      5,519    177,546

BRE Properties Inc. Class A

      3,116    171,380

Camden Property Trust

      3,423    251,762

Capital Lease Funding Inc.

      2,014    22,980

Capital Trust Inc. Class A

      596    21,230

CapitalSource Inc.

      1,986    46,592

CarrAmerica Realty Corp.

      3,586    159,756

CBL & Associates Properties Inc.

      3,906    152,061

Cedar Shopping Centers Inc.

      1,851    27,247

CentraCore Properties Trust

      667    16,508

Colonial Properties Trust

      2,778    137,233

Crescent Real Estate Equities Co.

      4,787    88,847

Deerfield Triarc Capital Corp.

      3,137    40,718

Developers Diversified Realty Corp.

      3,844    200,580

DiamondRock Hospitality Co.

      3,892    57,641

Duke Realty Corp.

      8,190    287,879

EastGroup Properties Inc.

      107    4,995

Education Realty Trust Inc.

      1,604    26,707

Entertainment Properties Trust

      1,606    69,138

Equity Inns Inc.

      3,312    54,847

Equity Office Properties Trust

      22,232    811,690

Equity One Inc.

      2,317    48,425

Equity Residential

      17,685    791,050

Essex Property Trust Inc.

      762    85,085

Extra Space Storage Inc.

      2,823    45,846

Federal Realty Investment Trust

      1,544    108,080

FelCor Lodging Trust Inc.

      3,013    65,503

Fieldstone Investment Corp.

      2,948    27,004

First Industrial Realty Trust Inc.

      2,717    103,083

First Potomac Realty Trust

      1,245    37,089

Franklin Street Properties Corp.

      2,995    58,942

General Growth Properties Inc.

      5,041    227,147

Glenborough Realty Trust Inc.

      1,955    42,111

GMH Communities Trust

      2,411    31,777

Gramercy Capital Corp.

      1,002    25,952

Health Care Property Investors Inc.

      8,310    222,209

Health Care REIT Inc.

      3,773    131,866

Healthcare Realty Trust Inc.

      2,902    92,429

Heritage Property Investment Trust Inc.

      1,716    59,923

Hersha Hospitality Trust

      1,693    15,728

Highland Hospitality Corp.

      3,626    51,054

Highwoods Properties Inc.

      3,282    118,743

Home Properties Inc.

      275    15,265

HomeBanc Corp.

      3,439    27,306

Hospitality Properties Trust

      4,370    191,930

Host Hotels & Resorts Inc.

      31,427    687,308

HRPT Properties Trust

      12,744    147,321

Impac Mortgage Holdings Inc.

      4,622    51,674

Inland Real Estate Corp.

      3,880    57,734

Innkeepers USA Trust

      2,623    45,325

Investors Real Estate Trust

      2,827    25,528

iStar Financial Inc.

      6,879    259,682

JER Investors Trust Inc.

      984    15,301

Kimco Realty Corp.

      12,850    468,897

Kite Realty Group Trust

      1,735    27,049

KKR Financial Corp.

      4,880    101,553

LaSalle Hotel Properties

      2,426    112,324

Lexington Corporate Properties Trust

      3,211    69,358

Liberty Property Trust

      5,417    239,431

LTC Properties Inc.

      1,419    31,715

Luminent Mortgage Capital Inc.

      2,379    22,030

Mack-Cali Realty Corp.

      3,783    173,715

Maguire Properties Inc.

      1,957    68,828

Medical Properties Trust Inc.

      2,433    26,860

MFA Mortgage Investments Inc.

      4,809    33,086

Mid-America Apartment Communities Inc.

      1,072    59,764

MortgageIT Holdings Inc.

      1,766    21,298

National Health Investors Inc.

      1,431    38,480

National Retail Properties Inc.

      3,516    70,144

Nationwide Health Properties Inc.

      4,538    102,150

New Century Financial Corp.

      2,774    126,911

New Plan Excel Realty Trust Inc.

      6,353    156,856

Newcastle Investment Corp.

      2,672    67,655

Newkirk Realty Trust Inc.

      1,177    20,433

NorthStar Realty Finance Corp.

      2,569    30,854

NovaStar Financial Inc.(2)

      1,995    63,062

Omega Healthcare Investors Inc.

      2,905    38,404

Pan Pacific Retail Properties Inc.

      1,964    136,243

Parkway Properties Inc.

      861    39,176

Pennsylvania Real Estate Investment Trust

      2,225    89,823

Post Properties Inc.

      2,606    118,156

ProLogis

      14,876    775,337

PS Business Parks Inc.

      771    45,489

Public Storage Inc.

      2,764    209,788

RAIT Investment Trust

      1,695    49,494

Ramco-Gershenson Properties Trust

      1,024    27,576

Realty Income Corp.

      5,045    110,486

Reckson Associates Realty Corp.

      5,053    209,093

Redwood Trust Inc.

      1,179    57,571

Regency Centers Corp.

      4,164    258,793

Republic Property Trust

      1,581    15,620

Saxon Capital Inc.

      3,040    34,778

Senior Housing Properties Trust

      3,880    69,491

Simon Property Group Inc.

      5,968    494,986

Sizeler Property Investors Inc.

      1,049    16,847

Sovran Self Storage Inc.

      944    47,946

Spirit Finance Corp.

      4,970    55,962

Strategic Hotels & Resorts Inc.

      4,443    92,148

Sunstone Hotel Investors Inc.

      3,517    102,204

Taubman Centers Inc.

      1,480    60,532

Thornburg Mortgage Inc.

      6,795    189,377

Trizec Properties Inc.

      5,966    170,866

Trustreet Properties Inc.

      4,101    54,092

Universal Health Realty Income Trust

      716    22,447

Urstadt Biddle Properties Inc. Class A

      1,283    20,900

U-Store-It Trust

      2,854    53,826

Ventas Inc.

      2,541    86,089

Vornado Realty Trust

      7,420    723,821

Weingarten Realty Investors

      3,672    140,564

Windrose Medical Properties Trust

      1,236    18,046

Winston Hotels Inc.

      1,607    19,686

Winthrop Realty Trust Inc.

      1,466    8,708
           
            16,552,401

RETAIL—2.35%

            

AC Moore Arts & Crafts Inc.(1)

      432    7,046

AFC Enterprises Inc.(1)

      1,558    19,865

America’s Car-Mart Inc.(1)

      244    4,956

AnnTaylor Stores Corp.(1)

      330    14,315

Applebee’s International Inc.

      740    14,223

Asbury Automotive Group Inc.(1)

      745    15,600

AutoNation Inc.(1)

      9,555    204,859

Barnes & Noble Inc.

      2,432    88,768

Big 5 Sporting Goods Corp.

      279    5,441

Big Lots Inc.(1)

      6,857    117,118

BJ’s Wholesale Club Inc.(1)

      4,102    116,292

Blockbuster Inc. Class A(1)

      11,578    57,658

Bob Evans Farms Inc.

      2,178    65,362

Bon-Ton Stores Inc. (The)

      403    8,818

Books-A-Million Inc.

      860    14,345

Borders Group Inc.

      3,932    72,585

Brown Shoe Co. Inc.

      1,269    43,248

Buckle Inc. (The)

      63    2,638

Cabela’s Inc. Class A(1)(2)

      1,824    35,130

Cache Inc.(1)

      42    728

Casey’s General Store Inc.

      2,802    70,078

Cash America International Inc.

      857    27,424

CBRL Group Inc.

      1,878    63,702

CEC Entertainment Inc.(1)

      879    28,233

Charming Shoppes Inc.(1)

      3,663    41,172

Circuit City Stores Inc.

      949    25,832

Conn’s Inc.(1)

      80    2,124

Cost Plus Inc.(1)

      1,340    19,644

Costco Wholesale Corp.

      9,213    526,339

CSK Auto Corp.(1)

      1,209    14,472

CVS Corp.

      4,721    144,935

dELiA*s Inc.(1)

      566    4,573

Dillard’s Inc. Class A

      3,798    120,966

Dollar General Corp.

      1,285    17,964

Dollar Tree Stores Inc.(1)

      5,732    151,898

Domino’s Pizza Inc.

      2,301    56,927

Family Dollar Stores Inc.

      4,386    107,150

Federated Department Stores Inc.

      30,689    1,123,217

Finish Line Inc. (The)

      2,586    30,592

Foot Locker Inc.

      8,378    205,177

Fred’s Inc.

      2,424    32,360

Gap Inc. (The)

      14,990    260,826

Genesco Inc.(1)

      1,226    41,525

Group 1 Automotive Inc.

      1,508    84,961

Haverty Furniture Companies Inc.

      1,368    21,464

Home Depot Inc.

      9,774    349,811

IHOP Corp.

      841    40,435

Insight Enterprises Inc.(1)

      2,931    55,836

Jack in the Box Inc.(1)

      2,147    84,162

Jo-Ann Stores Inc.(1)(2)

      1,461    21,404

Kenneth Cole Productions Inc. Class A

      558    12,460

Krispy Kreme Doughnuts Inc.(1)(2)

      1,781    14,497

Landry’s Restaurants Inc.

      994    32,255

Lithia Motors Inc. Class A

      961    29,138

Lone Star Steakhouse & Saloon Inc.

      1,010    26,492

Longs Drug Stores Corp.

      231    10,538

Luby’s Inc.(1)

      1,299    13,549

MarineMax Inc.(1)

      935    24,525

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      84    1,999

McDonald’s Corp.

      75,667    2,542,411

Morton’s Restaurant Group Inc.(1)

      405    6,205

Movado Group Inc.

      1,074    24,648

99 Cents Only Stores(1)

      2,872    30,041

Nu Skin Enterprises Inc. Class A

      1,372    20,374

O’Charley’s Inc.(1)

      1,402    23,834

OfficeMax Inc.

      4,318    175,959

OSI Restaurant Partners Inc.

      1,872    64,771

Pantry Inc. (The)(1)

      116    6,675

Papa John’s International Inc.(1)

      532    17,662

Payless ShoeSource Inc.(1)

      3,536    96,073

Pep Boys - Manny, Moe & Jack Inc.

      3,293    38,627

Pier 1 Imports Inc.

      5,289    36,917

PriceSmart Inc.(1)

      484    4,850

RadioShack Corp.

      1,939    27,146

Rare Hospitality International Inc.(1)

      299    8,599

Regis Corp.

      2,773    98,747

Rite Aid Corp.(1)

      32,115    136,168

Ruby Tuesday Inc.

      298    7,274

Rush Enterprises Inc. Class A(1)

      1,324    24,057

Ryan’s Restaurant Group Inc.(1)

      2,561    30,502

Saks Inc.

      8,266    133,661

School Specialty Inc.(1)

      1,259    40,099

Sears Holdings Corp.(1)

      5,180    802,071

Shoe Carnival Inc.(1)

      508    12,121

Smart & Final Inc.(1)

      842    14,179

Sonic Automotive Inc.

      1,829    40,567

Stage Stores Inc.

      1,616    53,328

Steak n Shake Co. (The)(1)

      1,710    25,889

Stein Mart Inc.

      734    10,863

Syms Corp.(1)

      396    7,286

Systemax Inc.(1)

      585    4,563

Talbots Inc. (The)

      1,367    25,221

Tiffany & Co.

      3,427    113,160

Tuesday Morning Corp.

      449    5,904

United Auto Group Inc.

      2,952    63,025

Wendy’s International Inc.

      4,193    244,410

West Marine Inc.(1)

      870    11,728

Zale Corp.(1)

      2,908    70,054
           
            9,949,320

SAVINGS & LOANS—1.39%

            

Abington Community Bancorp Inc.

      423    6,337

Anchor BanCorp Wisconsin Inc.

      1,186    35,782

Astoria Financial Corp.

      5,544    168,815

BankAtlantic Bancorp Inc. Class A

      2,867    42,546

BankUnited Financial Corp. Class A

      1,902    58,049

Berkshire Hills Bancorp Inc.

      523    18,556

BFC Financial Corp. Class A(1)

      988    6,837

Brookline Bancorp Inc.

      3,740    51,500

Capitol Federal Financial

      1,336    45,811

Citizens First Bancorp Inc.

      511    13,649

Clifton Savings Bancorp Inc.

      809    8,761

Commercial Capital Bancorp Inc.

      2,349    36,997

Dime Community Bancshares

      1,519    20,613

Downey Financial Corp.

      1,278    86,712

Fidelity Bankshares Inc.

      1,108    35,257

First Financial Holdings Inc.

      731    23,392

First Niagara Financial Group Inc.

      6,748    94,607

First Place Financial Corp.

      920    21,169

FirstFed Financial Corp.(1)

      1,009    58,189

Flag Financial Corp.

      853    16,591

Flagstar Bancorp Inc.

      2,463    39,309

Flushing Financial Corp.

      1,033    18,553

Franklin Bank Corp. (Texas)(1)

      1,421    28,690

Golden West Financial Corp.

      7,186    533,201

Harbor Florida Bancshares Inc.

      1,122    41,671

Home Federal Bancorp Inc.

      342    4,672

Horizon Financial Corp.

      600    16,458

Hudson City Bancorp Inc.

      17,674    235,594

Investors Bancorp Inc.(1)

      3,047    41,287

ITLA Capital Corp.

      337    17,719

Kearny Financial Corp.

      1,325    19,610

KNBT Bancorp Inc.

      1,758    29,042

MAF Bancorp Inc.

      2,043    87,522

NASB Financial Inc.

      240    8,105

New York Community Bancorp Inc.

      17,909    295,678

NewAlliance Bancshares Inc.

      3,563    50,987

Northwest Bancorp Inc.

      1,134    30,051

OceanFirst Financial Corp.

      530    11,777

Partners Trust Financial Group Inc.

      2,890    32,975

PennFed Financial Services Inc.

      580    10,817

PFF Bancorp Inc.

      1,091    36,178

Provident Financial Services Inc.

      4,116    73,882

Provident New York Bancorp

      2,576    34,055

Rockville Financial Inc.(1)

      531    7,816

Sound Federal Bancorp Inc.

      205    4,262

Sovereign Bancorp Inc.

      18,912    384,109

Sterling Financial Corp. (Washington)

      2,129    64,956

TierOne Corp.

      1,102    37,215

United Community Financial Corp.

      1,646    19,752

Washington Federal Inc.

      5,295    122,791

Washington Mutual Inc.

      58,339    2,659,092

Wauwatosa Holdings Inc.(1)

      579    9,878

Westfield Financial Inc.

      124    3,596

Willow Grove Bancorp Inc.

      905    14,399

WSFS Financial Corp.

      359    22,061
           
            5,897,930

SEMICONDUCTORS—0.59%

            

Actel Corp.(1)

      1,569    22,515

ADE Corp.(1)

      39    1,267

AMIS Holdings Inc.(1)

      1,196    11,960

Applied Micro Circuits Corp.(1)

      17,939    48,973

Asyst Technologies Inc.(1)

      1,044    7,861

Atmel Corp.(1)

      26,042    144,533

ATMI Inc.(1)

      684    16,840

Axcelis Technologies Inc.(1)

      6,132    36,179

Bookham Inc.(1)

      3,520    11,827

Brooks Automation Inc.(1)

      4,532    53,478

Cabot Microelectronics Corp.(1)(2)

      637    19,307

Cirrus Logic Inc.(1)

      701    5,706

Cohu Inc.

      1,370    24,044

Conexant Systems Inc.(1)

      3,503    8,758

Credence Systems Corp.(1)

      6,067    21,235

Cree Inc.(1)

      702    16,680

Cypress Semiconductor Corp.(1)

      908    13,202

DSP Group Inc.(1)

      1,581    39,288

Emulex Corp.(1)

      3,549    57,742

Entegris Inc.(1)

      7,519    71,656

Exar Corp.(1)

      1,032    13,695

Fairchild Semiconductor International Inc. Class A(1)

      3,589    65,212

Freescale Semiconductor Inc. Class B(1)

      13,306    391,196

Genesis Microchip Inc.(1)

      1,139    13,167

Integrated Device Technology Inc.(1)

      6,786    96,225

International Rectifier Corp.(1)

      1,955    76,401

Intersil Corp. Class A

      4,853    112,832

IXYS Corp.(1)

      173    1,661

KLA-Tencor Corp.

      2,550    106,004

Kopin Corp.(1)

      518    1,870

Kulicke & Soffa Industries Inc.(1)

      3,444    25,520

Lattice Semiconductor Corp.(1)

      6,929    42,821

LSI Logic Corp.(1)

      6,745    60,368

Mattson Technology Inc.(1)

      238    2,325

Micron Technology Inc.(1)

      23,954    360,747

MIPS Technologies Inc. Class A(1)

      1,159    7,035

MKS Instruments Inc.(1)

      2,209    44,445

Novellus Systems Inc.(1)

      4,668    115,300

ON Semiconductor Corp.(1)

      648    3,810

Pericom Semiconductor Corp.(1)

      763    6,333

Photronics Inc.(1)

      2,514    37,207

PortalPlayer Inc.(1)

      818    8,025

Power Integrations Inc.(1)

      240    4,195

Rambus Inc.(1)

      557    12,705

Rudolph Technologies Inc.(1)

      1,264    18,328

Semitool Inc.(1)

      1,172    10,571

Skyworks Solutions Inc.(1)

      7,636    42,074

Spansion Inc. Class A(1)

      2,196    35,004

Staktek Holdings Inc.(1)

      518    2,517

Standard Microsystems Corp.(1)

      1,023    22,332

Teradyne Inc.(1)

      2,756    38,391

TriQuint Semiconductor Inc.(1)

      8,483    37,834

Ultratech Inc.(1)

      204    3,211

Varian Semiconductor Equipment Associates Inc.(1)

      493    16,077

Veeco Instruments Inc.(1)

      135    3,218

Virage Logic Corp.(1)

      93    873

Zoran Corp.(1)

      357    8,689
           
            2,481,269

SOFTWARE—0.48%

            

Actuate Corp.(1)

      637    2,573

Altiris Inc.(1)

      1,325    23,903

ANSYS Inc.(1)

      141    6,743

Aspen Technology Inc.(1)

      2,746    36,028

Avid Technology Inc.(1)

      2,319    77,292

Blackbaud Inc.

      508    11,532

Borland Software Corp.(1)

      4,724    24,943

Bottomline Technologies Inc.(1)

      1,178    9,589

CA Inc.

      23,349    479,822

Compuware Corp.(1)

      23,245    155,742

Covad Communications Group Inc.(1)

      17,780    35,738

CSG Systems International Inc.(1)

      1,635    40,450

Dendrite International Inc.(1)

      2,265    20,929

Digi International Inc.(1)

      739    9,260

eFunds Corp.(1)

      2,098    46,261

EPIQ Systems Inc.(1)

      906    15,076

Fair Isaac Corp.

      768    27,886

Fidelity National Information Services Inc.

      4,499    159,265

FileNET Corp.(1)

      2,089    56,257

Hyperion Solutions Corp.(1)

      1,849    51,032

IMS Health Inc.

      3,456    92,794

Infocrossing Inc.(1)

      222    2,564

Inter-Tel Inc.

      1,073    22,597

INVESTools Inc.(1)

      785    6,233

JDA Software Group Inc.(1)

      1,460    20,484

Keane Inc.(1)

      1,195    14,938

Lawson Software Inc.(1)

      7,554    50,612

ManTech International Corp. Class A(1)

      260    8,024

MapInfo Corp.(1)

      339    4,424

Neoware Inc.(1)

      86    1,057

NetIQ Corp.(1)

      2,714    33,084

Novell Inc.(1)

      20,587    136,492

OPNET Technologies Inc.(1)

      75    972

Parametric Technology Corp.(1)

      3,382    42,985

Pegasystems Inc.

      871    5,592

Progress Software Corp.(1)

      2,494    58,385

QAD Inc.

      410    3,178

Quest Software Inc.(1)

      1,228    17,241

Safeguard Scientifics Inc.(1)

      7,296    15,759

Schawk Inc.

      764    13,370

SSA Global Technologies Inc.(1)

      277    5,368

Sybase Inc.(1)

      5,159    100,085

SYNNEX Corp.(1)

      757    14,353

Take-Two Interactive Software Inc.(1)(2)

      4,114    43,855

THQ Inc.(1)

      745    16,092

Ulticom Inc.(1)

      785    8,219
           
            2,029,078

STORAGE & WAREHOUSING—0.00%

            

Mobile Mini Inc.(1)

      147    4,301
           
            4,301

TELECOMMUNICATIONS—6.30%

            

Adaptec Inc.(1)

      6,924    30,050

ADC Telecommunications Inc.(1)

      804    13,555

ADTRAN Inc.

      1,564    35,081

Aeroflex Inc.(1)

      3,880    45,280

Alaska Communications Systems Group Inc.

      2,547    32,220

Alltel Corp.

      23,629    1,508,239

Anaren Inc.(1)

      896    18,359

Andrew Corp.(1)

      9,693    85,880

Anixter International Inc.

      1,024    48,599

Arris Group Inc.(1)

      3,045    39,950

AT&T Inc.

      236,090    6,584,550

Atlantic Tele-Network Inc.

      25    521

Avaya Inc.(1)

      25,855    295,264

BellSouth Corp.

      109,838    3,976,136

Black Box Corp.

      1,061    40,668

Broadwing Corp.(1)

      4,630    47,921

CalAmp Corp.(1)

      1,411    12,544

Carrier Access Corp.(1)

      960    7,939

C-COR Inc.(1)

      892    6,886

CenturyTel Inc.

      7,054    262,056

CIENA Corp.(1)

      27,513    132,338

Cincinnati Bell Inc.(1)

      14,995    61,480

Citizens Communications Co.

      11,622    151,667

Commonwealth Telephone Enterprises Inc.

      595    19,730

Comverse Technology Inc.(1)

      2,404    47,527

Consolidated Communications Holdings Inc.

      1,414    23,515

Crown Castle International Corp.(1)

      1,436    49,599

CT Communications Inc.

      1,167    26,689

Ditech Networks Inc.(1)

      1,964    17,126

Embarq Corp.(1)

      9,044    370,714

EMS Technologies Inc.(1)

      297    5,337

Eschelon Telecom Inc.(1)

      133    2,058

Extreme Networks Inc.(1)

      7,238    30,110

FairPoint Communications Inc.

      1,670    24,048

Foundry Networks Inc.(1)

      4,026    42,917

General Communication Inc. Class A(1)

      1,351    16,644

Golden Telecom Inc.

      1,325    33,589

Harmonic Inc.(1)

      423    1,895

IDT Corp. Class B(1)

      3,226    44,487

Iowa Telecommunications Services Inc.

      1,908    36,099

Ixia(1)

      150    1,350

Juniper Networks Inc.(1)

      15,872    253,793

Leap Wireless International Inc.(1)

      1,632    77,438

Lightbridge Inc.(1)

      490    6,346

Loral Space & Communications Ltd.(1)

      691    19,597

Lucent Technologies Inc.(1)

      125,682    304,150

MasTec Inc.(1)

      2,444    32,285

Motorola Inc.

      32,096    646,734

MRV Communications Inc.(1)(2)

      7,589    23,602

Newport Corp.(1)

      2,467    39,768

NTELOS Holdings Corp.(1)

      148    2,139

NTL Inc.

      15,738    391,876

Oplink Communications Inc.(1)

      931    17,047

Optical Communication Products Inc.(1)

      1,210    2,432

PanAmSat Holding Corp.

      4,161    103,942

Plantronics Inc.

      1,290    28,651

Polycom Inc.(1)

      2,823    61,880

Powerwave Technologies Inc.(1)

      6,808    62,089

Premiere Global Services Inc.(1)

      4,389    33,137

Price Communications Corp.(1)

      2,766    46,884

Qwest Communications International Inc.(1)

      95,972    776,413

RCN Corp.(1)

      1,769    44,101

RF Micro Devices Inc.(1)

      1,928    11,510

SafeNet Inc.(1)

      1,672    29,628

SAVVIS Inc.(1)

      170    5,034

Shenandoah Telecommunications Co.

      405    19,035

Sprint Nextel Corp.

      134,122    2,681,099

SureWest Communications

      888    17,156

Sycamore Networks Inc.(1)

      11,191    45,435

Symmetricom Inc.(1)

      2,305    16,296

Syniverse Holdings Inc.(1)

      197    2,896

Talk America Holdings Inc.(1)

      1,847    11,433

Tekelec(1)

      526    6,496

Telephone & Data Systems Inc.

      3,059    126,643

Tellabs Inc.(1)

      27,210    362,165

3Com Corp.(1)

      23,767    121,687

Time Warner Telecom Inc. Class A(1)

      994    14,761

United States Cellular Corp.(1)

      399    24,179

USA Mobility Inc.

      1,660    27,556

UTStarcom Inc.(1)

      3,910    30,459

Valor Communications Group Inc.

      2,509    28,728

Verizon Communications Inc.

      177,146    5,932,620

Vonage Holdings Corp.(1)

      810    6,958

Wireless Facilities Inc.(1)

      2,187    6,014

Zhone Technologies Inc.(1)

      3,489    7,118
           
            26,739,827

TEXTILES—0.06%

            

G&K Services Inc. Class A

      1,291    44,281

Mohawk Industries Inc.(1)

      2,849    200,427

UniFirst Corp.

      583    20,114
           
            264,822

TOYS, GAMES & HOBBIES—0.17%

            

Hasbro Inc.

      10,455    189,340

JAKKS Pacific Inc.(1)

      1,672    33,590

LeapFrog Enterprises Inc.(1)(2)

      1,768    17,857

Marvel Entertainment Inc.(1)

      644    12,880

Mattel Inc.

      23,650    390,462

RC2 Corp.(1)

      1,191    46,044

Topps Co. (The)

      2,094    17,213
           
            707,386

TRANSPORTATION—0.77%

            

Alexander & Baldwin Inc.

      2,687    118,953

Arkansas Best Corp.

      1,535    77,072

Atlas Air Worldwide Holdings Inc.(1)

      973    47,716

Bristow Group Inc.(1)

      1,418    51,048

CSX Corp.

      6,876    484,345

Dynamex Inc.(1)

      91    1,985

Florida East Coast Industries Inc.

      775    40,556

Forward Air Corp.

      180    7,331

GulfMark Offshore Inc.(1)

      966    24,952

Heartland Express Inc.

      1,738    31,093

Horizon Lines Inc. Class A

      558    8,939

Kansas City Southern Industries Inc.(1)

      2,916    80,773

Laidlaw International Inc.

      5,944    149,789

Maritrans Inc.

      650    16,185

Marten Transport Ltd.(1)

      653    14,196

Norfolk Southern Corp.

      11,055    588,347

Overseas Shipholding Group Inc.

      1,813    107,239

P.A.M. Transportation Services Inc.(1)

      139    4,016

Patriot Transportation Holding Inc.(1)

      72    6,248

PHI Inc.(1)

      350    11,620

RailAmerica Inc.(1)

      2,360    24,686

Ryder System Inc.

      3,703    216,366

SCS Transportation Inc.(1)

      890    24,502

SIRVA Inc.(1)

      3,010    19,475

Swift Transportation Co. Inc.(1)

      1,744    55,389

U.S. Xpress Enterprises Inc. Class A(1)

      301    8,133

Union Pacific Corp.

      8,884    825,857

USA Truck Inc.(1)

      224    3,992

Werner Enterprises Inc.

      3,121    63,263

YRC Worldwide Inc.(1)

      3,489    146,922
           
            3,260,988

TRUCKING & LEASING—0.03%

            

AMERCO(1)

      61    6,140

GATX Corp.

      1,294    54,995

Greenbrier Companies Inc. (The)

      514    16,828

Interpool Inc.

      727    16,154

TAL International Group Inc.(1)

      916    22,076
           
            116,193

WATER—0.05%

            

American States Water Co.

      1,023    36,470

Aqua America Inc.

      3,138    71,515

California Water Service Group

      1,047    37,420

PICO Holdings Inc.(1)

        545    17,576

SJW Corp.

        915    23,287

Southwest Water Co.

        1,377    16,483
             
              202,751
             

TOTAL COMMON STOCKS

              

(Cost: $404,295,628)

             422,846,015

Security

    

Shares

or Principal

    Value

SHORT-TERM INVESTMENTS—0.59%

              

CERTIFICATES OF DEPOSIT(4)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 1,871    1,871

Fortis Bank NY

              

4.43%, 07/20/06

        4,690    4,690

Societe Generale

              

5.33%, 12/08/06

        18,768    18,768

Toronto-Dominion Bank

              

3.94%, 07/10/06

        9,384    9,384

Washington Mutual Bank

              

5.28%, 08/07/06

        9,384    9,384

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        15,014    15,014
             
              59,111

COMMERCIAL PAPER(4)—0.11%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        52,395    52,100

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        9,009    8,962

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        17,940    17,863

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        7,132    7,115

CC USA Inc.

              

5.03%, 10/24/06(5)

        3,754    3,694

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        14,139    14,087

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        41,170    41,158

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        18,768    18,690

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        13,845    13,522

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(5)

        39,726    39,587

Five Finance Inc.

              

5.19%, 12/01/06(5)

        8,445    8,262

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        1,877    1,833

Govco Inc.

              

5.22%, 08/03/06(5)

        18,768    18,683

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(5)

        6,381    6,282

Jupiter Securitization Corp.

              

5.29%, 07/27/06(5)

        4,692    4,675

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(5)

        17,263    17,220

Landale Funding LLC

              

5.30%, 08/15/06(5)

        20,645    20,514

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(5)

        29,058    28,837

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(5)

        18,955    18,900

Prudential Funding LLC

              

5.22%, 07/31/06

        9,384    9,346

Ranger Funding Co. LLC

              

5.24%, 07/20/06(5)

        18,768    18,721

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(5)

        21,990    21,978

Scaldis Capital LLC

              

5.30%, 07/25/06(5)

        11,731    11,693

Sydney Capital Corp.

              

5.10%, 07/07/06(5)

        20,530    20,518

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(5)

        22,940    22,883
             
              447,123

MEDIUM-TERM NOTES(4)—0.01%

              

Bank of America N.A.

              

5.28%, 04/20/07

        4,692    4,692

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        5,818    5,818

K2 USA LLC

              

3.94%, 07/07/06(5)

        11,261    11,261

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        18,768    18,797

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        6,569    6,569

US Bank N.A.

              

2.85%, 11/15/06

        3,754    3,728
             
              50,865

MONEY MARKET FUNDS—0.10%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        418,976    418,976
             
              418,976

REPURCHASE AGREEMENTS(4)—0.09%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $37,553 (collateralized by non-U.S. Government debt securities, value $38,715, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 37,536    37,536

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $28,165 (collateralized by non-U.S. Government debt securities, value $31,010, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        28,152    28,152

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $37,553 (collateralized by non-U.S. Government debt securities, value $38,554, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        37,536    37,536

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $46,940 (collateralized by non-U.S. Government debt securities, value $52,509, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      46,919    46,919

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $11,266 (collateralized by non-U.S. Government debt securities, value $12,748, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      11,261    11,261

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $18,776 (collateralized by non-U.S. Government debt securities, value $19,170, 5.22% to 5.42%, 7/3/06).

      18,768    18,768

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $30,042 (collateralized by non-U.S. Government debt securities, value $31,573, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      30,028    30,028

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $18,776 (collateralized by non-U.S. Government debt securities, value $19,358, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      18,768    18,768

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $18,776 (collateralized by non-U.S. Government debt securities, value $19,358, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      18,768    18,768

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $37,553 (collateralized by non-U.S. Government debt securities, value $39,467, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      37,536    37,536

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $18,776 (collateralized by non-U.S. Government debt securities, value $19,750, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      18,768    18,768

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $6,572 (collateralized by non-U.S. Government debt securities, value $6,954, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      6,569    6,569

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $13,819 (collateralized by non-U.S. Government debt securities, value $13,907, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      13,137    13,137

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $37,553 (collateralized by non-U.S. Government debt securities, value $39,467, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      37,536    37,536
           
            361,282

TIME DEPOSITS(4)—0.04%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      18,768    18,768

KBC Bank NV

            

5.32%, 07/03/06

      56,303    56,303

Societe Generale

            

5.32%, 07/03/06

      46,919    46,919

UBS AG

            

5.25%-5.34%, 07/03/06

      54,109    54,109
           
            176,099

VARIABLE & FLOATING RATE NOTES(4)—0.23%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      48,045    48,052

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      14,076    14,076

American Express Centurion Bank

            

5.34%, 07/19/07

      20,645    20,669

American Express Credit Corp.

            

5.23%, 07/05/07

      5,630    5,634

ASIF Global Financing

            

5.17%, 05/03/07(5)

      1,877    1,878

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      12,199    12,199

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      31,905    31,905

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      18,768    18,768

BNP Paribas

            

5.14%, 05/18/07(5)

      34,720    34,720

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      13,700    13,700

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      4,692    4,692

Credit Agricole SA

            

5.31%, 07/23/07

      18,768    18,768

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      18,768    18,768

DEPFA Bank PLC

            

5.37%, 06/15/07

      18,768    18,768

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      21,583    21,584

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      18,768    18,768

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      37,536    37,536

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      5,630    5,630

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      14,076    14,075

General Electric Capital Corp.

            

5.25%, 04/09/07

      8,445    8,450

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      28,152    28,157

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      18,768    18,768

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      14,076    14,076

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      28,152    28,151

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      19,613    19,613

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      23,460    23,452

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      20,645    20,643

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      9,121    9,121

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      10,322    10,322

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(5)

      28,152      28,152  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(5)

      2,365      2,366  

Mound Financing PLC

                

5.11%, 05/08/07(5)

      17,642      17,642  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(5)

      18,768      18,767  

National City Bank of Indiana

                

5.17%, 05/21/07

      9,384      9,385  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(5)

      50,673      50,675  

Newcastle Ltd.

                

5.34%, 04/24/07(5)

      6,616      6,614  

Northern Rock PLC

                

5.17%, 05/03/07(5)

      22,521      22,522  

Principal Life Global Funding I

                

5.63%, 02/08/07

      8,445      8,469  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(5)

      14,076      14,075  

Sigma Finance Inc.

                

5.51%, 06/18/07(5)

      15,390      15,390  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(5)

      18,768      18,768  

Strips III LLC

                

5.37%, 07/24/06(5)

      4,387      4,387  

SunTrust Bank

                

5.08%, 05/01/07

      18,768      18,769  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(5)

      35,471      35,468  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(5)

      26,275      26,275  

US Bank N.A.

                

5.28%, 09/29/06

      8,445      8,445  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(5)

      30,043      30,043  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      37,536      37,536  

Wells Fargo & Co.

                

5.19%, 07/13/07(5)

      9,384      9,384  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(5)

      16,891      16,891  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(5)

      18,561      18,501  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(5)

      6,339      6,339  
           
              965,806  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $2,479,262)

             2,479,262  
           

TOTAL INVESTMENTS IN SECURITIES—100.25%

                

(Cost: $406,774,890)

             425,325,277  

Other Assets, Less Liabilities—(0.25)%

             (1,045,663 )
           

NET ASSETS—100.00%

           $ 424,279,614  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL MICROCAPTM INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.59%

              

ADVERTISING—0.21%

              

Greenfield Online Inc.(1)

      12,638    $ 93,648

SITEL Corp.(1)

      37,647      147,576

Traffix Inc.

      1,700      9,163

ValueVision Media Inc. Class A(1)

      18,067      199,279
           
              449,666

AEROSPACE & DEFENSE—0.88%

              

Allied Defense Group Inc. (The)(1)

      7,476      164,397

Ducommun Inc.(1)

      8,455      156,587

EDO Corp.

      2,880      70,099

Herley Industries Inc.(1)

      19,046      213,506

Innovative Solutions & Support Inc.(1)

      12,104      170,182

Kaman Corp.

      19,847      361,215

MTC Technologies Inc.(1)

      6,497      153,524

TVI Corp.(1)

      43,788      154,572

United Industrial Corp.(2)

      9,256      418,834
           
              1,862,916

AGRICULTURE—0.18%

              

Alico Inc.

      2,208      121,683

Alliance One International Inc.

      30,827      136,872

Cadiz Inc.(1)

      983      16,721

Hines Horticulture Inc.(1)

      27,145      97,722
           
              372,998

AIRLINES—0.34%

              

ExpressJet Holdings Inc.(1)

      26,166      180,807

Frontier Airlines Holdings Inc.(1)

      20,559      148,230

Hawaiian Holdings Inc.(1)

      2,825      9,605

MAIR Holdings Inc.(1)

      1,979      12,290

Mesa Air Group Inc.(1)

      20,737      204,259

Midwest Air Group Inc.(1)

      2,797      14,125

Pinnacle Airlines Corp.(1)

      19,491      137,217
           
              706,533

APPAREL—1.14%

              

Ashworth Inc.(1)

      12,638      113,742

Bakers Footwear Group Inc.(1)

      1,099      15,287

Cherokee Inc.

      10,680      441,725

Cutter & Buck Inc.

      10,413      119,437

Deckers Outdoor Corp.(1)

      4,717      181,888

DHB Industries Inc.(1)(3)

      12,727      19,981

Hartmarx Corp.(1)

      19,669      118,014

Maidenform Brands Inc.(1)

      654      8,064

Mossimo Inc.(1)

      19,758      157,076

Perry Ellis International Inc.(1)

      12,371      313,110

Rocky Brands Inc.(1)

      5,874      124,822

Russell Corp.

      9,860      179,058

Stride Rite Corp.

      26,077    343,956

Tandy Brands Accessories Inc.

      12,371    128,164

True Religion Apparel Inc.(1)

      3,028    53,596

Unifi Inc.(1)

      32,752    94,981
           
            2,412,901

AUTO MANUFACTURERS—0.19%

            

A.S.V. Inc.(1)

      10,680    246,067

Wabash National Corp.

      10,141    155,766
           
            401,833

AUTO PARTS & EQUIPMENT—0.74%

            

Accuride Corp.(1)

      6,390    79,683

Aftermarket Technology Corp.(1)

      13,350    331,747

Amerigon Inc. Class A(1)

      15,931    142,901

Amerityre Corp.(1)

      4,595    36,346

Commercial Vehicle Group Inc.(1)

      8,277    171,168

Exide Technologies Inc.(1)

      20,114    86,088

Hayes Lemmerz International Inc.(1)

      10,943    34,689

IMPCO Technologies Inc.(1)

      6,551    69,899

Miller Industries Inc.(1)

      2,505    51,853

Noble International Ltd.

      1,190    17,041

Proliance International Inc.(1)

      967    4,468

Spartan Motors Inc.

      9,434    145,095

Standard Motor Products Inc.

      1,703    14,203

Strattec Security Corp.(1)

      938    46,722

Superior Industries International Inc.

      6,306    115,337

Supreme Industries Inc.

      742    5,328

Titan International Inc.(2)

      10,858    203,153
           
            1,555,721

BANKS—11.85%

            

AmericanWest Bancorporation

      7,448    168,697

Ameris Bancorp

      11,837    273,908

AmeriServ Financial Inc.(1)

      33,820    166,056

Ames National Corp.

      147    3,216

Arrow Financial Corp.

      9,415    258,253

Bancorp Inc. (The)(1)

      10,680    267,107

Bancshares of Florida Inc.(1)

      1,443    31,746

BancTrust Financial Group Inc.

      10,324    242,304

Bank of Granite Corp.

      11,748    244,711

Bank of the Ozarks Inc.(2)

      11,450    381,285

BankFinancial Corp.

      8,909    154,126

Banner Corp.

      8,188    315,566

Bridge Capital Holdings(1)

      467    9,088

Bryn Mawr Bank Corp.

      11,327    251,006

Camden National Corp.

      590    23,541

Capital Crossing Bank(1)

      8,099    199,235

Cardinal Financial Corp.

      28,747    334,040

Cass Information Systems Inc.

      148    7,206

Center Bancorp Inc.

      711    10,295

Center Financial Corp.

      10,769    254,579

Citizens & Northern Corp.

      1,920    45,350

City Bank

      11,918    556,094

Coast Financial Holdings Inc.(1)

      627    10,220

Coastal Financial Corp.

      32,237    420,370

CoBiz Inc.

      8,447    190,226

Columbia Bancorp

      537    13,463

Columbia Banking System Inc.

      15,664    585,520

Community Bancorp(1)

      10,324    320,870

Community Bancshares Inc.(1)

      782    7,820

Community Bank System Inc.

      6,128    123,602

Community Trust Bancorp Inc.

      8,779    306,650

Eastern Virginia Bankshares

      493    10,895

EuroBancshares Inc.(1)

      9,426    91,149

Financial Institutions Inc.

      9,790    204,219

First Bancorp Inc. (North Carolina)

      9,167    192,507

First Busey Corp. Class A

      9,685    198,252

First Citizens Banc Corp.

      58    1,188

First Community Bancshares Inc.(2)

      6,942    229,017

First Financial Corp.

      9,518    285,635

First Indiana Corp.

      14,577    379,439

First Merchants Corp.

      12,573    305,650

First Oak Brook Bancshares Inc. Class A

      6,675    246,975

First Regional Bancorp(1)

      86    7,568

First Security Group Inc.

      1,529    17,736

1st Source Corp.

      4,172    141,139

First State Bancorp

      9,256    220,108

FirstBank NW Corp.

      435    11,423

FNB United Corp.

      545    9,919

Gateway Financial Holdings Inc.

      11,721    177,808

GB&T Bancshares Inc.(2)

      9,701    211,094

German American Bancorp Inc.

      18,126    234,913

Great Southern Bancorp Inc.

      4,717    144,010

Harleysville National Corp.

      7,998    169,638

Heartland Financial USA Inc.

      9,160    244,114

Heritage Commerce Corp.

      8,455    209,599

IBERIABANK Corp.

      10,590    609,349

Independent Bank Corp. (Massachusetts)

      16,554    537,508

Independent Bank Corp. (Michigan)

      3,329    87,553

Integra Bank Corp.

      22,873    497,488

Interchange Financial Services Corp.

      11,481    258,322

Lakeland Bancorp Inc.(2)

      13,528    211,984

Lakeland Financial Corp.

      14,974    363,718

LNB Bancorp Inc.

      16,712    309,673

Macatawa Bank Corp.

      11,165    261,138

MainSource Financial Group Inc.

      22,250    387,817

MBT Financial Corp.

      11,036    176,576

Mercantile Bank Corp.

      10,377    413,523

Mid-State Bancshares

      3,564    99,792

Midwest Banc Holdings Inc.

      17,266    384,168

Millenium Bankshares Corp.

      561    4,920

Nara Bancorp Inc.

      18,690    350,437

Northern Empire Bancshares(1)

      767    18,408

Old Second Bancorp Inc.

      15,219    471,789

Omega Financial Corp.

      9,547    298,917

Oriental Financial Group Inc.

      17,266    220,314

Pacific Mercantile Bancorp(1)

      8,633    150,128

Peoples Bancorp Inc.

      11,022    328,896

Pinnacle Financial Partners Inc.(1)

      8,572    260,846

Placer Sierra Bancshares

      595    13,798

Preferred Bank

      7,744    415,156

PremierWest Bancorp

      6,949    100,270

QCR Holdings Inc.

      534    9,206

R&G Financial Corp. Class B

      6,028    51,781

Renasant Corp.

      8,614    347,575

Republic First Bancorp Inc.(1)

      14,362    196,041

Sandy Spring Bancorp Inc.

      8,750    315,525

SCBT Financial Corp.

      8,801    313,756

Seacoast Banking Corp. of Florida

      9,226    245,688

Security Bank Corp.

      8,455    188,293

Simmons First National Corp. Class A

      9,097    263,904

Southcoast Financial Corp.(1)

      175    3,736

Southern Community Financial Corp.

      23,429    227,261

Southside Bancshares Inc.

      12,434    277,527

Southwest Bancorp Inc.

      15,541    396,295

State National Bancshares Inc.

      1,676    63,872

Sterling Bancorp

      12,538    244,491

Sterling Financial Corp. (Pennsylvania)

      3,168    69,379

Suffolk Bancorp

      6,764    221,521

Summit Bancshares Inc.

      11,214    237,849

Summit Financial Group Inc.

      97    2,322

Sun American Bancorp(1)

      3,927    21,402

Sun Bancorp Inc. (New Jersey)(1)

      61    991

Superior Bancorp(1)

      14,475    159,225

SY Bancorp Inc.

      9,066    249,134

Texas Capital Bancshares Inc.(1)

      16,821    391,929

Texas United Bancshares Inc.

      886    24,941

TIB Financial Corp.

      639    20,448

TriCo Bancshares

      8,540    233,825

Union Bankshares Corp.

      6,663    287,442

United Security Bancshares Inc.

      34    1,006

Univest Corp. of Pennsylvania

      7,031    194,196

Vineyard National Bancorp

      10,235    275,321

Virginia Commerce Bancorp Inc.(1)

      11,832    282,785

Virginia Financial Group Inc.

      6,408    270,546

Waccamaw Bankshares Inc.(1)

      91    1,480

Washington Trust Bancorp Inc.

      8,455    234,373

West Bancorporation

      15,842    295,770

West Coast Bancorp

      9,770    287,922

Wilshire Bancorp Inc.

      15,486    279,058

Yardville National Bancorp

      13,101    468,099
           
            25,008,548

BEVERAGES—0.58%

            

Boston Beer Co. Inc. Class A(1)

      10,146    297,176

Coca-Cola Bottling Co. Consolidated

      7,728    392,351

Green Mountain Coffee Roasters Inc.(1)

      5,251    210,933

Jones Soda Co.(1)

      5,515    49,635

Peet's Coffee & Tea Inc.(1)

      9,256    279,439
           
            1,229,534

BIOTECHNOLOGY—3.58%

            

Aastrom Biosciences Inc.(1)

      100,307    133,408

Advanced Magnetics Inc.(1)

      5,518    166,754

ADVENTRX Pharmaceuticals Inc.(1)

      29,548    93,667

American Oriental Bioengineering Inc.(1)

      13,250    73,272

Anesiva Inc.(1)

      1,024    7,782

ARIAD Pharmaceuticals Inc.(1)

      36,298    163,704

ArQule Inc.(1)

      24,057    135,681

Avant Immunotherapeutics Inc.(1)

      54,824    88,267

Avigen Inc.(1)

      21,271    110,184

Barrier Therapeutics Inc.(1)

      13,605    88,977

Biocryst Pharmaceuticals Inc.(1)

      18,085    259,158

Bodisen Biotech Inc.(1)

      2,485    33,572

Cambrex Corp.

      15,199    316,595

Cell Genesys Inc.(1)(2)

      27,145    136,268

Coley Pharmaceutical Group Inc.(1)

      3,574    41,280

Cotherix Inc.(1)

      9,809    84,455

CryoLife Inc.(1)

      4,062    21,935

CuraGen Corp.(1)(2)

      31,498    110,243

Curis Inc.(1)

      44,327    59,841

Cytogen Corp.(1)

      13,439    33,597

Cytokinetics Inc.(1)

      19,869    124,976

deCODE genetics Inc.(1)(2)

      34,977    216,508

Diversa Corp.(1)

      8,170    78,922

Dyadic International Inc.(1)

      1,615    8,398

Encysive Pharmaceuticals Inc.(1)

      24,040    166,597

EntreMed Inc.(1)

      27,056    44,642

Enzo Biochem Inc.(1)

      15,397    232,187

Enzon Pharmaceuticals Inc.(1)

      26,308    198,362

Gene Logic Inc.(1)

      18,512    24,991

Genitope Corp.(1)

      22,187    140,222

Genomic Health Inc.(1)

      1,972    23,210

GenVec Inc.(1)

      17,014    23,990

Geron Corp.(1)

      36,402    251,174

GTx Inc.(1)

      1,045    9,509

Halozyme Therapeutics Inc.(1)

      56,168    151,654

Hana Biosciences Inc.(1)

      9,773    88,641

Harvard Bioscience Inc.(1)

      27,679    123,172

Immunogen Inc.(1)

      31,332    98,069

Immunomedics Inc.(1)

      31,328    82,706

Incyte Corp.(1)

      30,319    139,467

Inovio Biomedical Corp.(1)(2)

      24,208    50,111

InterMune Inc.(1)

      15,487    254,761

Kosan Biosciences Inc.(1)

      17,255    69,020

Lexicon Genetics Inc.(1)

      42,643    187,203

Maxygen Inc.(1)

      21,519    160,962

Metabasis Therapeutics Inc.(1)

      3,858    29,437

Micormet Inc.(1)

      7,778    33,290

Momenta Pharmaceuticals Inc.(1)

      6,151    78,179

Monogram Biosciences Inc.(1)

      94,057    186,233

Nanogen Inc.(1)(2)

      61,525    116,897

Neose Technologies Inc.(1)

      20,648    83,624

Neurobiological Technologies Inc.(1)

      28,504    79,241

Northfield Laboratories Inc.(1)(2)

      16,395    162,147

Novavax Inc.(1)

      20,355    102,589

Orchid Cellmark Inc.(1)

      20,932    58,400

Oscient Pharmaceuticals Corp.(1)

      45,835    39,418

Oxigene Inc.(1)

      15,308    60,007

Panacos Pharmaceuticals Inc.(1)

      18,283    100,922

Peregrine Pharmaceuticals Inc.(1)

      125,668    199,812

Regeneration Technologies Inc.(1)

      19,580    125,312

RegeneRx Biopharmaceuticals Inc.(1)

      16,910    46,502

Repligen Corp.(1)

      20,915    61,072

Sangamo BioSciences Inc.(1)

      6,110    36,049

Savient Pharmaceuticals Inc.(1)

      40,050    210,262

Seattle Genetics Inc.(1)

      6,078    27,959

Sirna Therapeutics Inc.(1)

      21,005    119,728

Sonus Pharmaceuticals Inc.(1)

      18,512    92,190

StemCells Inc.(1)(2)

      51,264    105,091

SuperGen Inc.(1)

      31,411    114,022

Tercica Inc.(1)

      1,011    5,348

Third Wave Technologies Inc.(1)

      18,512    55,166

Vical Inc.(1)

      19,821    110,007
           
            7,546,998

BUILDING MATERIALS—0.77%

            

AAON Inc.

      1,179    30,253

Apogee Enterprises Inc.

      19,758    290,443

Comfort Systems USA Inc.

      21,270    303,948

Craftmade International Inc.

      6,675    111,806

ElkCorp

      4,746    131,796

Fiberstars Inc.(1)

      6,052    47,508

LSI Industries Inc.

      18,868    320,567

Trex Co. Inc.(1)

      2,827    73,191

U.S. Concrete Inc.(1)

      28,836    318,638
           
            1,628,150

CHEMICALS—0.81%

            

Aceto Corp.

      15,575    107,779

American Vanguard Corp.

      3,276    50,712

Balchem Corp.

      1,765    39,712

ICO Inc.(1)

      45,746    225,070

Innospec Inc.

      7,387    187,778

Landec Corp.(1)

      17,825    164,881

O2Diesel Corp.(1)

      6,075    6,743

OMNOVA Solutions Inc.(1)

      23,763    134,974

Penford Corp.

      9,256    156,426

Pioneer Companies Inc.(1)

      8,099    220,941

Quaker Chemical Corp.

      7,476    139,801

Tronox Inc. Class B

      13,371    176,096

Wellman Inc.

      25,276    102,115
           
            1,713,028

COAL—0.11%

            

James River Coal Co.(1)

      9,077    240,450
           
            240,450

COMMERCIAL SERVICES—4.77%

            

ACE Cash Express Inc.(1)

      7,832    229,243

Albany Molecular Research Inc.(1)

      14,684    156,825

Bowne & Co. Inc.

      21,093    301,630

Cadmus Communications Corp.

      6,853    119,790

Carriage Services Inc.(1)

      15,575    71,489

Cash Systems Inc.(1)

      10,502    76,560

CDI Corp.

      10,858    314,882

Clark Inc.

      8,454    111,593

Clayton Holdings Inc.(1)

      1,066    13,911

Coinmach Service Corp. Class A

      7,993    81,928

Collectors Universe

      2,248    31,427

Cornell Companies Inc.(1)

      7,565    116,198

CorVel Corp.(1)

      88    2,200

CPI Corp.

      805    24,713

CRA International Inc.(1)

      4,044    182,546

Cross Country Healthcare Inc.(1)

      10,329    187,885

DiamondCluster International Inc. Class A(1)

      18,690    148,025

Document Security Systems Inc.(1)(2)

      8,099    86,254

Dollar Financial Corp.(1)

      7,298    131,364

Edgewater Technology Inc.(1)

      1,888    13,103

Educate Inc.(1)

      1,263    9,675

Electro Rent Corp.(1)

      12,194    195,348

Escala Group Inc.(1)(2)

      6,230    29,156

Exponent Inc.(1)

      11,899    201,093

First Consulting Group Inc.(1)

      19,601    173,273

Forrester Research Inc.(1)

      8,188    229,100

Franklin Covey Co.(1)

      8,900    65,860

Gaiam Inc.(1)

      3,747    52,533

Geo Group Inc. (The)(1)

      5,875    205,919

Healthcare Services Group Inc.(2)

      18,245    382,233

HMS Holdings Corp.(1)

      14,151    151,699

Home Solutions of America Inc.(1)

      9,969    61,509

Hooper Holmes Inc.

      34,176    104,237

Hudson Highland Group Inc.(1)

      14,863    160,372

Huron Consulting Group Inc.(1)

      7,395    259,491

ICT Group Inc.(1)

      1,252    30,712

Integrated Alarm Services Group Inc.(1)(2)

      22,873    90,120

Intersections Inc.(1)

      7,921    85,943

Kendle International Inc.(1)

      8,455    310,552

Kforce Inc.(1)

      25,899    401,176

Landauer Inc.

      5,073    242,997

LECG Corp.(1)

      10,324    190,684

Mac-Gray Corp.(1)

      282    3,483

Medifast Inc.(1)

      3,313    59,203

Michael Baker Corp.(1)

      2,524    54,771

Midas Inc.(1)

      10,769    198,150

Monro Muffler Brake Inc.

      6,408    208,644

Multi-Color Corp.

      808    24,240

Odyssey Marine Exploration Inc.(1)

      27,412    67,982

On Assignment Inc.(1)

      17,711    162,764

PDI Inc.(1)

      6,586    94,773

PeopleSupport Inc.(1)

      15,308    206,046

PRA International(1)

      3,315    73,825

Pre-Paid Legal Services Inc.

      2,853    98,428

Princeton Review Inc. (The)(1)

      612    3,256

Providence Service Corp. (The)(1)

      9,612    261,735

ProxyMed Inc.(1)

      153    1,111

Remedy Temp Inc.(1)

      647    10,993

Rent-Way Inc.(1)

      20,381    150,412

Rewards Network Inc.(1)

      5,835    47,672

Rural/Metro Corp.(1)

      17,533    122,731

Saba Software Inc.(1)

      5,147    28,103

Senomyx Inc.(1)

      12,664    182,742

Services Acquisition Corp. International(1)

      15,729    155,717

SFBC International Inc.(1)

      5,687    86,215

SM&A(1)

      2,835    17,293

Source Interlink Companies Inc.(1)

      21,983    261,598

SOURCECORP Inc.(1)

      9,164    227,176

Spherion Corp.(1)

      40,762    371,749

Standard Parking Corp.(1)

      5,785    156,658

StarTek Inc.

      9,523    142,369

Team Inc.(1)

      712    17,836

TNS Inc.(1)

      9,281    192,024

Traffic.com Inc.(1)

      1,868    10,442

Vertrue Inc.(1)

      5,073    218,291

Volt Information Sciences Inc.(1)

      2,135    99,491
           
            10,053,171

COMPUTERS—3.60%

            

Adept Technology Inc.(1)

      1,117    15,861

Agilysys Inc.

      18,423    331,614

Ansoft Corp.(1)

      9,790    200,499

Applix Inc.(1)

      4,971    36,686

Carreker Corp.(1)

      11,951    85,450

Catapult Communications Corp.(1)

      6,764    73,728

CIBER Inc.(1)

      31,061    204,692

Computer Horizons Corp.(1)

      23,941    113,002

Computer Task Group Inc.(1)

      20,203    101,015

COMSYS IT Partners Inc.(1)

      5,940    89,813

Comtech Group Inc.(1)

      920    10,240

Covansys Corp.(1)

      19,046    239,408

Cray Inc.(1)

      20,132    200,313

Digimarc Corp.(1)

      14,919    92,050

Dot Hill Systems Corp.(1)

      32,930    112,621

Echelon Corp.(1)

      13,261    99,325

Hutchinson Technology Inc.(1)

      6,445    139,405

iGATE Corp.(1)

      3,764    24,052

Immersion Corp.(1)

      18,067    105,873

InFocus Corp.(1)

      33,998    97,234

Integral Systems Inc.

      2,300    61,709

Internap Network Services Corp.(1)

      106,329    111,645

Internet Commerce Corp. Class A(1)

      1,486    5,305

InterVoice-Brite Inc.(1)

      25,632    182,500

Iomega Corp.(1)

      31,328    86,152

Kanbay International Inc.(1)

      13,265    192,873

LivePerson Inc.(1)

      23,674    114,819

Magma Design Automation Inc.(1)

      20,915    153,725

Manhattan Associates Inc.(1)

      8,520    172,871

Maxwell Technologies Inc.(1)(2)

      7,120    139,766

McDATA Corp. Class A(1)

      72,536    295,947

Mercury Computer Systems Inc.(1)

      5,391    82,967

Mobility Electronics Inc.(1)

      18,334    133,105

NCI Inc. Class A(1)

      2,375    31,112

Ness Technologies Inc.(1)

      13,795    148,296

NetScout Systems Inc.(1)

      12,564    112,071

Overland Storage Inc.(1)

      18,690    125,223

PacificNet Inc.(1)

      802    5,879

PAR Technology Corp.(1)

      4,272    54,553

Pomeroy IT Solutions Inc.(1)

      1,588    11,434

Quantum Corp.(1)

      109,292    286,345

Radiant Systems Inc.(1)

      15,041    158,983

RadiSys Corp.(1)

      13,884    304,893

Rainmaker Systems Inc.(1)

      2,271    12,309

Rimage Corp.(1)

      8,099    165,382

SI International Inc.(1)

      6,408    196,469

Sigma Designs Inc.(1)

      14,863    140,158

Silicon Storage Technology Inc.(1)

      53,844    218,607

Stratasys Inc.(1)

      19,776    582,601

Synaptics Inc.(1)

      12,564    268,870

TechTeam Global Inc.(1)

      1,536    14,054

3D Systems Corp.(1)

      9,434    189,529

TransAct Technologies Inc.(1)

      8,803    90,671

Tyler Technologies Inc.(1)(2)

      18,155    203,336

Xanser Corp.(1)

      35,155    177,533
           
            7,604,573

COSMETICS & PERSONAL CARE—0.10%

            

Elizabeth Arden Inc.(1)

      8,146    145,650

Parlux Fragrances Inc.(1)(2)

      7,652    74,148
           
            219,798

DISTRIBUTION & WHOLESALE—0.43%

            

Bell Microproducts Inc.(1)

      17,889    96,958

Core-Mark Holding Co. Inc.(1)

      3,068    109,834

Handleman Co.

      16,109    131,288

Industrial Distribution Grp(1)

      11,481    101,377

MWI Veterinary Supply Inc.(1)

      1,319    48,051

Navarre Corp.(1)(2)

      16,910    84,212

NuCo2 Inc.(1)

      9,256    222,514

Rentrak Corp.(1)

      11,214    110,570
           
            904,804

DIVERSIFIED FINANCIAL SERVICES—1.00%

            

Aether Holdings Inc.(1)

      6,796    37,378

Asta Funding Inc.

      6,586    246,646

Consumer Portfolio Services(1)

      16,020    107,494

Delta Financial Corp.

      2,123    20,912

Diamond Hill Investment Group(1)

      647    30,428

Encore Capital Group Inc.(1)

      10,324    126,675

eSpeed Inc.(1)

      12,282    102,309

Federal Agricultural Mortgage Corp.

      2,306    63,876

FirstCity Financial Corp.(1)

      11,130    116,308

International Assets Holding Corp.(1)

      285    4,688

Landenburg Thalmann Financial Services Inc.(1)

      9,340    9,340

MarketAxess Holdings Inc.(1)

      16,554    182,260

Marlin Business Services Corp.(1)

      2,892    65,244

Matrix Bancorp Inc.(1)

      308    7,207

MCF Corp.(1)

      70,666    72,786

Penson Worldwide Inc.(1)

      99    1,704

Sanders Morris Harris Group Inc.

      9,406    142,125

Stifel Financial Corp.(1)

      4,242    149,785

SWS Group Inc.

      2,269    54,728

Thomas Weisel Partners Group Inc.(1)

      145    2,756

U.S. Global Investors Inc. Class A(1)

      1,281    27,093

United PanAm Financial Corp.(1)

      1,405    42,712

Westwood Holdings Group Inc.

      3,695    69,466

World Acceptance Corp.(1)

      12,104    429,934
           
            2,113,854

ELECTRIC—0.15%

            

Central Vermont Public Service Corp.

      8,811    162,827

Empire District Electric Co. (The)

      5,416    111,299

Green Mountain Power Corp.

      491    16,689

Unitil Corp.

      638    15,350
           
            306,165

ELECTRICAL COMPONENTS & EQUIPMENT—1.56%

            

Active Power Inc.(1)

      23,941    81,160

American Superconductor Corp.(1)

      20,292    179,178

C&D Technologies Inc.

      16,109    121,140

Capstone Turbine Corp.(1)(2)

      59,363    135,348

Cherokee International Corp.(1)

      14,062    54,279

China BAK Battery Inc.(1)

      9,555    81,313

Color Kinetics Inc.(1)

      8,544    161,567

Distributed Energy Systems Corp.(1)

      19,669    101,689

GrafTech International Ltd.(1)

      59,629    345,848

Greatbatch Inc.(1)

      12,015    283,554

Insteel Industries Inc.

      9,434    228,303

Lamson & Sessions Co.(1)

      8,277    234,736

Magnetek Inc.(1)

      20,559    55,509

Powell Industries Inc.(1)

      274    6,557

Power-One Inc.(1)

      44,945    296,637

Research Frontiers Inc.(1)(2)

      22,062    114,281

Superior Essex Inc.(1)

      13,795    412,884

Ultralife Batteries Inc.(1)

      13,083    132,531

Universal Display Corp.(1)

      17,177    228,626

Valence Technology Inc.(1)(2)

      25,543    44,189
           
            3,299,329

ELECTRONICS—3.79%

            

American Science & Engineering Inc.(1)

      5,785    335,067

Axsys Technologies Inc.(1)

      4,361    65,720

Badger Meter Inc.

      9,790    264,330

Bel Fuse Inc. Class B

      9,434    309,530

BTU International Inc.(1)

      275    3,732

California Micro Devices Corp.(1)

      19,402    77,608

CTS Corp.

      23,941    356,481

Cubic Corp.

      20,203    396,181

Cyberoptics Corp.(1)

      7,031    90,981

DDI Corp.(1)

      2,712    22,238

Electro Scientific Industries Inc.(1)

      17,266    310,615

Excel Technology Inc.(1)

      6,942    207,705

Fargo Electronics Inc.(1)

      9,701    246,308

FARO Technologies Inc.(1)

      7,120    120,755

Frequency Electronics Inc.

      7,832    101,659

hi/fn inc.(1)

      659    4,073

Identix Inc.(1)

      53,934    376,999

II-VI Inc.(1)

      13,528    247,562

Innovex Inc.(1)

      17,711    67,656

International DisplayWorks Inc.(1)

      21,805    113,386

Iteris Inc.(1)

      22,962    54,650

LaBarge Inc.(1)

      6,586    87,396

LeCroy Corp.(1)

      11,036    158,367

Lo-Jack Corp.(1)

      12,193    229,960

LOUD Technologies Inc.(1)

      2,691    49,783

Measurements Specialties Inc.(1)

      8,455    188,293

Mechanical Technology Inc.(1)

      24,030    59,354

Merix Corp.(1)

      18,868    206,982

Methode Electronics Inc.

      26,077    274,069

Metrologic Instruments Inc.(1)

      7,921    118,894

Molecular Devices Corp.(1)

      11,303    345,420

Nu Horizons Electronics Corp.(1)

      1,461    14,099

OSI Systems Inc.(1)

      9,701    172,387

OYO Geospace Corp.(1)

      243    13,878

Photon Dynamics Inc.(1)

      10,235    128,142

Planar Systems Inc.(1)

      10,235    123,229

RAE Systems Inc.(1)

      27,056    108,224

Scientific Technologies Inc.(1)

      325    3,380

Sonic Solutions Inc.(1)

      13,973    230,554

Spatialight Inc.(1)(2)

      21,246    48,866

Spectrum Control Inc.(1)

      14,774    136,659

SRS Labs Inc.(1)

      13,973    69,725

Stoneridge Inc.(1)

      8,366    69,438

Taser International Inc.(1)

      18,928    149,720

TTM Technologies Inc.(1)

      26,077    377,334

UQM Technologies Inc.(1)

      26,433    76,656

Viisage Technology Inc.(1)(2)

      8,803    133,453

Woodhead Industries Inc.

      8,989    172,049

X-Rite Inc.

      19,729    216,822

Zygo Corp.(1)

      16,109    264,027
           
            8,000,396

ENERGY—ALTERNATE SOURCES—0.36%

            

DayStar Technologies Inc.(1)

      320    3,238

FuelCell Energy Inc.(1)

      29,814    285,618

Green Plains Renewable Energy Inc.(1)

      737    24,690

Millennium Cell Inc.(1)(2)

      45,479    65,035

Plug Power Inc.(1)(2)

      25,632    119,701

Quantum Fuel Systems Technologies Worldwide Inc.(1)(2)

      29,192    99,253

Syntroleum Corp.(1)(2)

      25,187    152,885
           
            750,420

ENGINEERING & CONSTRUCTION—0.21%

            

ENGlobal Corp.(1)

      8,455    65,864

Layne Christensen Co.(1)

      8,010    227,084

Sterling Construction Co. Inc.(1)

      5,073    140,015
           
            432,963

ENTERTAINMENT—0.74%

            

Bluegreen Corp.(1)

      11,125    127,493

Carmike Cinemas Inc.

      10,947    230,763

Century Casinos Inc.(1)

      5,535    59,280

Churchill Downs Inc.

      1,020    38,199

Dover Downs Gaming & Entertainment Inc.

      12,796    251,313

Dover Motorsports Inc.

      20,292    119,114

Empire Resorts Inc.(1)

      9,590    66,651

Great Wolf Resorts Inc.(1)

      8,665    104,067

Image Entertainment Inc.(1)

      23,496    84,821

Nevada Gold & Casinos Inc.(1)

      1,868    13,636

Progressive Gaming International Corp.(1)

      16,432    128,170

Silverleaf Resorts Inc.(1)

      267    985

Steinway Musical Instruments Inc.(1)

      2,703    66,278

Sunterra Corp.(1)

      14,062    143,995

Youbet.com Inc.(1)

      24,681    119,209
           
            1,553,974

ENVIRONMENTAL CONTROL—0.67%

            

ADE-ES Inc.(1)

      531    9,107

American Ecology Corp.

      10,858    287,737

Calgon Carbon Corp.

      26,255    159,893

Casella Waste Systems Inc. Class A(1)

      16,198    212,032

Darling International Inc.(1)

      36,455    165,141

Perma-Fix Environmental Services Inc.(1)

      56,159    119,619

Synagro Technologies Inc.

      41,474    162,993

Waste Services Inc.(1)

      16,584    149,087

WCA Waste Corp.(1)

      16,732    138,039
           
            1,403,648

FOOD—1.33%

            

American Italian Pasta Co. Class A(1)

      4,920    42,115

Ark Restaurants Corp.

      815    22,967

Benihana Inc.(1)

      1,902    51,620

Calavo Growers Inc.

      1,241    12,410

Cal-Maine Foods Inc.

      20,559    141,240

Chiquita Brands International Inc.

      15,351    211,537

Diamond Foods Inc.

      4,504    72,379

Frisch’s Restaurants Inc.

      346    8,211

Imperial Sugar Co.

      9,167    217,441

Ingles Markets Inc. Class A

      11,389    193,613

J&J Snack Foods Corp.

      10,575    349,715

Lifeway Foods Inc.(1)(2)

      4,094    52,567

M&F Worldwide Corp.(1)

      2,882    46,400

Marsh Supermarkets Inc. Class B

      1,646    19,752

MGP Ingredients Inc.

      855    19,853

Monterey Gourmet Foods Inc.(1)

      1,346    7,928

Nash Finch Co.

      8,900    189,481

Pathmark Stores Inc.(1)

      23,436    220,533

Premium Standard Farms Inc.

      1,360    22,073

Rocky Mountain Chocolate Factory Inc.

      4,895    63,586

Sanfilippo (John B.) & Son Inc.(1)(2)

      5,607    74,293

Spartan Stores Inc.

      15,575    227,862

Tasty Baking Co.

      22,339    209,987

Village Super Market Inc. Class A

      144    9,413

Wild Oats Markets Inc.(1)(2)

      16,376    320,970
           
            2,807,946

FOREST PRODUCTS & PAPER—0.65%

            

Buckeye Technologies Inc.(1)

      15,932    121,720

Caraustar Industries Inc.(1)

      18,334    165,006

Mercer International Inc.(1)(2)

      21,983    190,812

Neenah Paper Inc.

      9,434    287,265

Pope & Talbot Inc.

      13,973    87,052

Rock-Tenn Co. Class A

      18,689    298,090

Schweitzer-Mauduit International Inc.

      9,700    210,005

Xerium Technologies Inc.

      413    3,890
           
            1,363,840

GAS—0.43%

            

Cascade Natural Gas Corp.

      10,769    227,118

EnergySouth Inc.

      16,396    512,047

SEMCO Energy Inc.(1)

      28,925    160,823
           
            899,988

HEALTH CARE - PRODUCTS—4.92%

            

Abaxis Inc.(1)

      15,308    342,440

ABIOMED Inc.(1)

      17,088    221,631

Adeza Biomedical Corp.(1)

      6,052    84,849

Align Technology Inc.(1)

      37,558    277,554

AngioDynamics Inc.(1)

      3,713    100,437

Aspect Medical Systems Inc.(1)

      4,926    85,909

ATS Medical Inc.(1)

      27,501    65,727

BioLase Technology Inc.(1)(2)

      14,151    118,868

Bioveris Corp.(1)

      5,335    42,947

Bruker BioSciences Corp.(1)

      4,425    23,718

Caliper Life Sciences Inc.(1)

      318    1,587

Candela Corp.(1)

      18,067    286,543

Cantel Medical Corp.(1)

      6,675    95,052

Cardiac Science Corp.(1)

      4,978    39,276

Cepheid Inc.(1)

      28,569    277,405

Cerus Corp.(1)

      13,617    97,089

Cholestech Corp.(1)

      9,167    116,421

Columbia Laboratories Inc.(1)

      29,103    101,861

Conceptus Inc.(1)

      19,313    263,429

CONMED Corp.(1)

      9,373    194,021

Cutera Inc.(1)

      6,777    133,642

Cynosure Inc. Class A(1)

      119    1,702

Datascope Corp.

      10,235    315,647

Delcath Systems Inc.(1)

      3,492    18,333

DexCom Inc.(1)

      4,262    57,878

Digirad Corp.(1)

      16,465    73,763

Electro-Optical Sciences Inc.(1)

      1,763    13,557

Encore Medical Corp.(1)

      33,286    160,106

Endologix Inc.(1)

      21,271    75,299

EPIX Pharmaceuticals Inc.(1)

      26,631    115,845

Hanger Orthopedic Group Inc.(1)

      16,999    142,112

HealthTronics Inc.(1)

      21,449    164,085

HemoSense Inc.(1)

      1,524    8,077

ICU Medical Inc.(1)

      8,722    368,417

Immunicon Corp.(1)

      14,062    73,263

Interleukin Genetics Inc.(1)

      6,332    36,409

IntraLase Corp.(1)

      12,207    204,345

IRIS International Inc.(1)

      11,659    153,432

Kensey Nash Corp.(1)(2)

      6,497    191,662

Laserscope(1)

      7,714    237,668

Lifecore Biomedical Inc.(1)

      8,308    130,436

Luminex Corp.(1)

      15,242    265,058

Medical Action Industries Inc.(1)

      515    11,376

Merge Technologies Inc.(1)

      11,036    135,853

Merit Medical Systems Inc.(1)

      16,999    233,906

Microtek Medical Holdings Inc.(1)

      31,150    118,993

Micrus Endovascular Corp.(1)

      3,560    42,934

Minrad International Inc.(1)

      9,330    38,626

Natus Medical Inc.(1)

      16,109    159,318

Neurometrix Inc.(1)

      5,162    157,235

NMT Medical Inc.(1)

      10,057    100,671

NuVasive Inc.(1)

      12,478    227,474

NxStage Medical Inc.(1)

      1,187    10,363

OraSure Technologies Inc.(1)

      26,611    253,337

Orthovita Inc.(1)

      31,150    131,453

Palatin Technologies Inc.(1)

      38,359    74,800

PhotoMedex Inc.(1)

      38,626    60,643

Possis Medical Inc.(1)

      13,706    120,750

Quidel Corp.(1)

      23,852    226,594

Retractable Technologies Inc.(1)

      30,794    113,938

RITA Medical Systems Inc.(1)

      36,401    125,947

Rockwell Medical Technologies Inc.(1)

      3,158    21,664

Solexa Inc.(1)(2)

      8,560    72,760

Somanetics Corp.(1)

      9,523    181,889

Sonic Innovations Inc.(1)

      17,444    78,498

SonoSite Inc.(1)

      10,502    409,998

Spectranetics Corp.(1)

      17,533    187,954

Staar Surgical Co.(1)

      23,852    184,614

Stereotaxis Inc.(1)

      7,212    77,817

Synergetics USA Inc.(1)

      4,741    29,773

Synovis Life Technologies Inc.(1)

      650    6,390

ThermoGenesis Corp.(1)

      36,935    152,172

TriPath Imaging Inc.(1)

      23,318    154,365

Vascular Solutions Inc.(1)

      11,926    94,215

Visicu Inc.(1)

      287    5,066

Vital Images Inc.(1)

      9,523    235,218

VNUS Medical Technologies Inc.(1)

      781    6,545

Zila Inc.(1)

      31,951    103,521

Zoll Medical Corp.(1)

      7,565    247,829
           
            10,371,999

HEALTH CARE - SERVICES—2.23%

            

Air Methods Corp.(1)

      11,659    305,233

Alliance Imaging Inc.(1)

      10,591    67,782

Allied Healthcare International Inc.(1)

      28,391    76,088

Amedisys Inc.(1)(2)

      9,257    350,840

America Service Group Inc.(1)

      8,455    131,222

American Dental Partners Inc.(1)

      10,947    167,051

Bio-Reference Laboratories Inc.(1)

      1,370    29,811

Capital Senior Living Corp.(1)

      11,053    113,625

Continucare Corp.(1)

      25,810    76,140

Five Star Quality Care Inc.(1)

      10,012    110,833

Gentiva Health Services Inc.(1)

      16,554    265,361

Horizon Health Corp.(1)

      7,298    152,382

Hythiam Inc.(1)

      7,948    55,398

I-trax Inc.(1)

      5,515    17,262

LHC Group Inc.(1)

      1,799    35,836

Matria Healthcare Inc.(1)

      9,256    198,264

MedCath Corp.(1)

      5,874    110,666

Metropolitan Health Networks Inc.(1)

      30,349    84,674

National Dentex Corp.(1)

      477    11,066

NovaMed Inc.(1)

      11,104    74,952

Odyssey Healthcare Inc.(1)

      20,737    364,349

Option Care Inc.

      14,240    170,595

PainCare Holdings Inc.(1)

      9,578    19,635

Pediatric Services of America Inc.(1)

      8,366    104,408

Psychemedics Corp.

      11,659    204,732

Q-Med Inc.(1)

      9,523    40,568

Radiation Therapy Services Inc.(1)

      7,476    201,179

RehabCare Group Inc.(1)

      10,324    179,431

Res-Care Inc.(1)

      14,685    293,700

Sun Healthcare Group Inc.(1)

      11,739    102,012

SunLink Health Systems Inc.(1)

      9,434    93,397

Symbion Inc.(1)

      11,748    243,888

U.S. Physical Therapy Inc.(1)

      10,858    158,961

VistaCare Inc. Class A(1)

      8,366    101,229
           
            4,712,570

HOLDING COMPANIES - DIVERSIFIED—0.04%

            

Resource America Inc. Class A

      2,828    53,873

Star Maritime Acquisition Corp.(1)

      3,236    32,878
           
            86,751

HOME BUILDERS—0.51%

            

Cavalier Homes Inc.(1)

      15,842    83,963

Cavco Industries Inc.(1)

      4,183    185,893

Coachmen Industries Inc.

      8,989    107,329

Fleetwood Enterprises Inc.(1)

      33,999    256,352

Levitt Corp. Class A

      3,246    51,936

M/I Homes Inc.

      3,012    105,661

Modtech Holdings Inc.(1)

      13,528    91,585

Monaco Coach Corp.(2)

      15,042    191,033
           
            1,073,752

HOME FURNISHINGS—0.75%

            

American Technology Corp.(1)

      16,376    43,724

American Woodmark Corp.

      2,573    90,158

Applica Inc.(1)

      657    2,904

Audiovox Corp. Class A(1)

      12,104    165,341

Bassett Furniture Industries Inc.

      8,277    153,207

DTS Inc.(1)

      12,104    235,786

Hooker Furniture Corp.

      6,052    101,492

Kimball International Inc. Class B

      14,507    285,933

Stanley Furniture Co. Inc.

      10,146    243,200

TiVo Inc.(1)

      34,307    245,295

Universal Electronics Inc.(1)

      385    6,818
           
            1,573,858

HOUSEHOLD PRODUCTS & WARES—0.60%

            

CNS Inc.

      9,419    230,766

Ennis Inc.

      20,381    401,098

Prestige Brands Holdings Inc.(1)

      10,839    108,065

Standard Register Co. (The)

      9,092    107,740

WD-40 Co.

      12,638    424,258
           
            1,271,927

HOUSEWARES—0.15%

            

Libbey Inc.

      11,392    83,731

Lifetime Brands Inc.

      428    9,275

National Presto Industries Inc.

      4,242    221,772
           
            314,778

INSURANCE—1.33%

            

Affirmative Insurance Holdings Inc.

      9,612    150,428

AmCOMP Inc.(1)

      1,577    16,622

American Independence Corp.(1)

      886    10,889

American Physicians Capital Inc.(1)

      4,628    243,387

Amerisafe Inc.(1)

      757    9,417

Baldwin & Lyons Inc. Class B

      10,057    256,454

Bristol West Holdings Inc.

      946    15,136

Brooke Corp.

      721    8,652

Capital Title Group Inc.

      21,004    154,799

Ceres Group Inc.(1)

      21,004    130,645

Citizens Inc.(1)

      17,162    85,982

Crawford & Co. Class B

      17,889    128,443

Direct General Corp.

      10,947    185,223

Donegal Group Inc. Class A

      1,157    22,457

Enstar Group Inc.(1)

      572    52,733

First Acceptance Corp.(1)

      1,853    21,828

FPIC Insurance Group Inc.(1)

      5,696    220,720

Investors Title Co.

      386    17,073

James River Group Inc.(1)

      2,084    51,892

KMG America Corp.(1)

      15,308    135,782

Meadowbrook Insurance Group(1)

      5,827    48,481

National Atlantic Holdings Corp. Class A(1)

      1,943    18,264

National Interstate Corp.

      5,748    155,886

North Pointe Holdings Corp.(1)

      131    956

NYMAGIC Inc.

      3,675    106,759

Penn Treaty American Corp.(1)

      10,439    77,040

PMA Capital Corp. Class A(1)

      23,051    237,425

ProCentury Corp.

      2,572    35,262

Republic Companies Group Inc.

      3,854    68,254

SCPIE Holdings Inc.(1)

      1,832    42,594

SeaBright Insurance Holdings Inc.(1)

      3,857    62,136

Specialty Underwriters’ Alliance Inc.(1)

      3,405    22,745

21st Century Holding Co.

      716    9,365
           
            2,803,729

INTERNET—4.80%

            

Access Integrated Technologies Inc. Class A(1)

      4,568    44,812

ActivIdentity Corp.(1)

      33,642    153,408

Agile Software Corp.(1)

      34,532    218,933

Alloy Inc.(1)

      4,064    42,631

Answers Corp.(1)

      6,970    66,354

Answerthink Inc.(1)

      26,255    105,808

Applied Digital Solutions Inc.(1)

      48,387    91,451

Arbinet-thexchange Inc.(1)

      6,393    35,865

Art Technology Group Inc.(1)

      61,677    183,797

AsiaInfo Holdings Inc.(1)

      27,768    119,125

@Road Inc.(1)

      34,532    190,617

Audible Inc.(1)(2)

      19,770    179,709

autobytel.com Inc.(1)

      33,083    116,783

Blue Coat Systems Inc.(1)

      4,236    71,419

Blue Nile Inc.(1)(2)

      9,256    297,673

Centillium Communications Inc.(1)

      25,988    73,026

Chordiant Software Inc.(1)

      55,002    166,656

Click Commerce Inc.(1)(2)

      4,361    86,043

Cogent Communications Group Inc.(1)

      5,765    54,018

Corillian Corp.(1)

      26,967    80,631

CyberSource Corp.(1)

      20,470    239,499

Drugstore.com Inc.(1)

      45,390    131,631

eCollege.com Inc.(1)

      12,460    263,404

EDGAR Online Inc.(1)

      1,958    9,203

eDiets.com Inc.(1)

      7,308    36,905

Entrust Inc.(1)

      37,380    127,466

ePlus Inc.(1)

      7,565    85,711

eResearch Technology Inc.(1)

      19,924    181,308

FTD Group Inc.(1)

      1,277    17,240

Globix Corp.(1)

      9,934    49,372

Harris Interactive Inc.(1)

      39,872    227,270

Health Grades Inc.(1)

      6,447    29,012

HealthStream Inc.(1)

      18,512    70,716

Hollywood Media Corp.(1)

      22,072    84,315

i2 Technologies Inc.(1)

      3,444    43,635

I-many Inc.(1)

      3,982    9,557

iMergent Inc.(1)

      3,165    41,145

Internet Capital Group Inc.(1)

      22,072    198,648

Interwoven Inc.(1)

      24,119    206,941

iPass Inc.(1)

      38,537    215,807

Jupitermedia Corp.(1)

      6,506    84,578

Keynote Systems Inc.(1)

      16,287    167,919

Knot Inc. (The)(1)

      8,989    188,140

Lionbridge Technologies Inc.(1)

      29,560    163,467

MIVA Inc.(1)

      15,664    63,439

Napster Inc.(1)

      21,182    65,241

NetBank Inc.

      38,537    255,500

NetRatings Inc.(1)

      10,344    143,678

Network Engines Inc.(1)

      40,228    76,031

NIC Inc.(1)

      7,985    57,732

1-800 CONTACTS INC.(1)

      1,690    25,350

1-800-FLOWERS.COM Inc.(1)

      17,266    99,625

Online Resources Corp.(1)

      17,413    180,050

Overstock.com Inc.(1)

      3,822    81,256

PC-Tel Inc.(1)

      13,652    116,588

Perficient Inc.(1)

      3,844    47,512

PlanetOut Inc.(1)

      13,600    95,200

ProQuest Co.(1)

      8,319    102,241

Quovadx Inc.(1)

      29,993    77,382

RightNow Technologies Inc.(1)

      8,900    148,452

S1 Corp.(1)

      44,055    211,464

Secure Computing Corp.(1)

      29,459    253,347

Selectica Inc.(1)

      24,920    62,300

SonicWALL Inc.(1)

      32,129    288,840

Stellent Inc.

      18,423    175,940

SumTotal Systems Inc.(1)

      17,266    108,258

SupportSoft Inc.(1)

      29,103    114,666

TeleCommunication Systems Inc.(1)(2)

      21,627    51,689

Terremark Worldwide Inc.(1)

      23,407    84,265

TheStreet.com Inc.

      3,502    44,896

Travelzoo Inc.(1)

      6,745    204,643

TriZetto Group Inc. (The)(1)

      16,917    250,202

TRX Inc.(1)

      938    8,451

Tumbleweed Communications Corp.(1)

      34,799    99,177

24/7 Real Media Inc.(1)

      24,475    214,891

Varsity Group Inc.(1)

      13,706    55,920

Vasco Data Security International Inc.(1)

      16,892    141,048

Vignette Corp.(1)

      18,511    269,890

WatchGuard Technologies Inc.(1)

      31,061    126,418

Web.com Inc.(1)

      700    4,179

webMethods Inc.(1)

      31,773    313,600

WebSideStory Inc.(1)

      6,942    84,692

Website Pros Inc.(1)

      1,770    18,213

WorldGate Communications Inc.(1)(2)

      32,851    53,876
           
            10,127,790

INVESTMENT COMPANIES—0.65%

            

Capital Southwest Corp.

      99    10,341

Gladstone Capital Corp.(2)

      12,282    262,712

Gladstone Investment Corp.

      10,584    158,760

Harris & Harris Group Inc.(1)

      12,015    132,646

Hercules Technology Growth Capital Inc.

      8,129    98,361

Medallion Financial Corp.

      12,104    156,868

MVC Capital Inc.

      5,572    74,888

NGP Capital Resources Co.

      5,847    85,542

Patriots Capital Funding Inc.

      11,181    124,109

Prospect Energy Corp.

      7,376    125,318

Technology Investment Capital Corp.

      6,220    91,123

UTEK Corp.

      2,689    53,914
           
            1,374,582

IRON & STEEL—0.29%

            

Material Sciences Corp.(1)

      6,586    59,472

Olympic Steel Inc.

      6,675    236,228

Steel Technologies Inc.

      8,277    160,905

Universal Stainless & Alloy Products Inc.(1)

      769    22,509

Wheeling-Pittsburgh Corp.(1)

      7,120    141,617
           
            620,731

LEISURE TIME—0.86%

            

Aldila Inc.

      4,718    119,460

Ambassadors Group Inc.

      14,418    416,392

Ambassadors International Inc.

      916    21,297

Arctic Cat Inc.

      25,871    504,743

Bally Total Fitness Holding Corp.(1)

      9,917    67,237

Escalade Inc.

      7,209    93,717

K2 Inc.(1)

      16,700    182,698

Multimedia Games Inc.(1)

      15,664    158,676

Nautilus Inc.

      11,453    179,927

Navigant International Inc.(1)

      4,317    69,202
           
            1,813,349

LODGING—0.66%

            

Interstate Hotels & Resorts Inc.(1)

      23,496    218,278

Lakes Gaming Inc.(1)

      8,725    105,485

Lodgian Inc.(1)

      12,193    173,750

Marcus Corp.

      5,261    109,850

Monarch Casino & Resort Inc.(1)

      5,696    160,172

Morgans Hotel Group Co.(1)

      6,338    98,619

MTR Gaming Group Inc.(1)

      17,533    164,460

Red Lion Hotels Corp.(1)

      2,468    27,025

Riviera Holdings Corp.(1)

      6,141    124,048

Sands Regent(1)

      150    2,175

Trump Entertainment Resorts Inc.(1)

      10,563    212,844
           
            1,396,706

MACHINERY—1.51%

            

Cascade Corp.

      7,921    313,276

Columbus McKinnon Corp.(1)

      11,837    257,336

Flow International Corp.(1)

      15,753    221,645

Gehl Corp.(1)

      7,476    190,862

Gerber Scientific Inc.(1)

      17,266    224,631

Global Power Equipment Group Inc.(1)

      23,763    75,566

Gorman-Rupp Co. (The)

      40    1,064

Hurco Companies Inc.(1)

      4,973    127,756

Intevac Inc.(1)

      16,109    349,243

iRobot Corp.(1)

      2,400    59,712

Kadant Inc.(1)

      1,597    36,731

Lindsay Manufacturing Co.

      9,612    260,677

Park-Ohio Holdings Corp.(1)

      6,319    109,129

Presstek Inc.(1)

      20,559    191,404

Robbins & Myers Inc.

      370    9,672

Tecumseh Products Co. Class A(1)

      12,727    244,358

Tennant Co.

      8,455    425,117

TurboChef Technologies Inc.(1)(2)

      7,654    85,112
           
            3,183,291

MANUFACTURING—1.33%

            

Ameron International Corp.

      4,806    322,098

Applied Films Corp.(1)

      9,523    271,310

Blount International Inc.(1)

      9,251    111,197

Flanders Corp.(1)

      12,371    124,081

GenTek Inc.(1)

      9,612    258,082

GP Strategies Corp.(1)

      11,926    91,949

Myers Industries Inc.

      20,025    344,230

Nanophase Technologies Corp.(1)(2)

      11,481    83,122

Portec Rail Products Inc.

      11,659    163,576

PW Eagle Inc.

      2,535    76,658

Quixote Corp.

      5,607    101,038

Raven Industries Inc.

      11,659    367,259

Reddy Ice Holdings Inc.

      3,548    72,202

Smith & Wesson Holding Corp.(1)

      16,910    139,000

Standex International Corp.

      1,497    45,434

Sturm, Ruger & Co. Inc.

      17,711    110,694

Tredegar Corp.

      7,825    123,792
           
            2,805,722

MEDIA—1.47%

            

Acacia Research Corp. - Acacia Technologies Group(1)

      28,569    401,680

Acme Communications Inc.(1)

      17,978    91,328

Beasley Broadcast Group Inc. Class A

      16,654    116,578

Charter Communications Inc. Class A(1)

      175,426    198,231

Courier Corp.

      5,073    203,021

Crown Media Holdings Inc.(1)

      2,778    11,445

Emmis Communications Corp.(1)

      13,575    212,313

Fisher Communications Inc.(1)

      6,410    270,053

4Kids Entertainment Inc.(1)

      8,010    129,842

Global Traffic Network Inc.(1)

      4,465    24,558

Gray Television Inc.

      16,878    97,724

Journal Register Co.

      9,119    81,706

Lin TV Corp. Class A(1)

      10,612    80,121

LodgeNet Entertainment Corp.(1)

      13,617    253,957

Moscow CableCom Corp.(1)

      4,363    45,681

New Frontier Media Inc.(1)

      13,261    95,081

Nexstar Broadcasting Group Inc. Class A(1)

      5,545    26,616

NTN Communications Inc.(1)

      43,521    67,458

Outdoor Channel Holdings Inc.(1)

      6,024    62,168

Playboy Enterprises Inc. Class B(1)

      16,376    163,432

Primedia Inc.(1)

      74,192    135,771

Private Media Group Inc.(1)

      726    3,231

Regent Communications Inc.(1)

      27,295    111,637

Saga Communications Inc.(1)

      7,543    68,340

Salem Communications Corp. Class A(1)

      3,386    44,052

Spanish Broadcasting System Inc. Class A(1)

      18,264    93,329

Young Broadcasting Inc. Class A(1)

      6,334    19,889
           
            3,109,242

METAL FABRICATE & HARDWARE—0.77%

            

Castle (A.M.) & Co.

      6,052    195,177

CIRCOR International Inc.

      9,791    298,528

Dynamic Materials Corp.

      3,795    128,005

Foster (L.B.) Co. Class A(1)

      1,487    36,089

Ladish Co. Inc.(1)

      13,528    506,894

NN Inc.

      11,036    136,295

Northwest Pipe Co.(1)

      3,916    99,075

RBC Bearings Inc.(1)

      6,164    139,923

Sun Hydraulics Corp.

      4,539    94,320
           
            1,634,306

MINING—0.28%

            

Brush Engineered Materials Inc.(1)

      13,439    280,203

Charles & Colvard Ltd.(2)

      11,330    119,305

Mines Management Inc.(1)(2)

      12,104    89,570

U.S. Energy Corp.(1)

      21,983    96,286
           
            585,364

OFFICE & BUSINESS EQUIPMENT—0.01%

            

TRM Corp.(1)

      1,713    11,871
           
            11,871

OIL & GAS—2.43%

            

Abraxas Petroleum Corp.(1)

      16,198    69,975

Adams Resources & Energy Inc.

      5,785    189,517

American Oil & Gas Inc.(1)(2)

      32,485    168,597

Arena Resources Inc.(1)

      2,869    98,378

Aurora Oil & Gas Corp.(1)

      22,522    90,088

Brigham Exploration Co.(1)

      20,737    164,030

Bronco Drilling Co. Inc.(1)

      3,736    78,045

Callon Petroleum Co.(1)

      7,743    149,750

Cano Petroleum Inc.(1)

      11,034    62,563

Clayton Williams Energy Inc.(1)

      4,272    147,555

Contango Oil & Gas Co.(1)

      11,659    164,858

CREDO Petroleum Corp.(1)

      309    5,954

Double Eagle Petroleum Co.(1)

      10,169    168,805

Edge Petroleum Corp.(1)

      11,659    232,947

Endeavour International Corp.(1)

      37,925    90,641

Exploration Company of Delaware (The)(1)

      18,496    197,167

FX Energy Inc.(1)

      9,043    41,779

Gasco Energy Inc.(1)(2)

      44,055    196,045

GeoGlobal Resources Inc.(1)(2)

      14,507    70,939

GMX Resources Inc.(1)

      5,607    173,368

Goodrich Petroleum Corp.(1)

      4,895    138,969

Harvest Natural Resources Inc.(1)

      20,915    283,189

McMoRan Exploration Co.(1)(2)

      12,639    222,446

Meridian Resource Corp. (The)(1)

      46,280    161,980

Panhandle Royalty Co. Class A

      431    8,081

Petroleum Development Corp.(1)

      10,146    382,504

PetroQuest Energy Inc.(1)

      25,632    314,761

Quest Resource Corp.(1)

      4,983    67,520

Toreador Resources Corp.(1)

      8,277    232,832

Transmeridian Exploration Inc.(1)(2)

      38,805    221,189

Tri-Valley Corp.(1)(2)

      16,554    136,571

VAALCO Energy Inc.(1)

      39,694    387,413

Whittier Energy Corp.(1)

      667    5,623
           
            5,124,079

OIL & GAS SERVICES—0.97%

            

Allis-Chalmers Energy Inc.(1)

      6,319    85,875

Dawson Geophysical Co.(1)

      6,319    194,436

Flotek Industries Inc.(1)

      951    14,788

Gulf Island Fabrication Inc.

      7,544    151,182

Infinity Energy Resources Inc.(1)

      14,058    97,703

MarkWest Hydrocarbon Inc.

      8,751    216,587

Matrix Service Co.(1)

      19,402    221,959

Metretek Technologies Inc.(1)

      5,422    93,150

Mitcham Industries Inc.(1)

      9,256    118,199

NATCO Group Inc. Class A(1)

      4,716    189,583

Natural Gas Services Group Inc.(1)

      2,845    42,590

Newpark Resources Inc.(1)

      54,735    336,620

Omni Energy Services Corp.(1)

      4,956    58,233

Particle Drilling Technologies Inc.(1)

      298    1,049

TGC Industries Inc.(1)

      1,700    18,258

Trico Marine Services Inc.(1)

      2,843    96,662

Union Drilling Inc.(1)

      2,183    32,439

Warrior Energy Service Corp.(1)

      3,277    79,729
           
            2,049,042

PACKAGING & CONTAINERS—0.21%

            

AEP Industries Inc.(1)

      6,764    226,053

Chesapeake Corp.

      12,727    208,850
           
            434,903

PHARMACEUTICALS—4.75%

            

ACADIA Pharmaceuticals Inc.(1)

      9,462    79,859

Accelrys Inc.(1)

      4,793    34,174

Acusphere Inc.(1)

      7,666    26,294

Advancis Pharmaceutical Corp.(1)

      2,144    6,368

Akorn Inc.(1)

      14,598    58,100

Alfacell Corp.(1)(2)

      32,218    91,821

Allos Therapeutics Inc.(1)

      36,134    126,469

Alnylam Pharmaceuticals Inc.(1)

      12,138    183,041

Altus Pharmaceuticals Inc.(1)

      385    7,103

Anadys Pharmaceuticals Inc.(1)

      12,395    36,193

Anika Therapeutics Inc.(1)

      8,544    82,706

Antigenics Inc.(1)(2)

      30,590    64,851

Array BioPharma Inc.(1)

      20,395    175,397

AtheroGenics Inc.(1)(2)

      22,962    299,654

Auxilium Pharmaceuticals Inc.(1)

      13,779    107,201

AVANIR Pharmaceuticals Class A(1)(2)

      17,389    118,941

AVI BioPharma Inc.(1)

      13,698    51,368

Bentley Pharmaceuticals Inc.(1)(2)

      8,099    88,765

Bioenvision Inc.(1)

      26,967    143,734

BioScrip Inc.(1)

      29,370    157,717

BioSphere Medical Inc.(1)

      1,658    10,528

Bradley Pharmaceuticals Inc.(1)(2)

      9,167    93,503

Caraco Pharmaceutical Laboratories Ltd.(1)

      1,393    12,746

Cell Therapeutics Inc.(1)(2)

      100,217    144,312

Chelsea Therapeutics International(1)

      3,573    13,577

CollaGenex Pharmaceuticals Inc.(1)

      10,502    125,814

CombinatoRX Inc.(1)

      8,982    78,952

Connetics Corp.(1)

      13,269    156,043

Cortex Pharmaceuticals Inc.(1)(2)

      32,663    97,989

Cyclacel Pharmaceuticals Inc.(1)

      3,508    23,679

Cypress Bioscience Inc.(1)

      8,504    52,215

Cytomedix Inc.(1)

      5,692    17,645

Cytrx Corp.(1)

      16,658    21,989

Dendreon Corp.(1)

      41,284    199,815

Depomed Inc.(1)

      32,129    188,597

Discovery Laboratories Inc.(1)

      136,523    285,333

DOV Pharmaceutical Inc.(1)

      14,151    30,000

Durect Corp.(1)

      25,721    99,540

DUSA Pharmaceuticals Inc.(1)

      17,779    100,451

Dyax Corp.(1)

      26,865    78,983

Dynavax Technologies Corp.(1)

      20,921    86,822

Emisphere Technologies Inc.(1)

      6,021    51,359

Favrille Inc.(1)

      369    1,808

Generex Biotechnology Corp.(1)

      23,207    42,005

Genta Inc.(1)

      74,582    122,314

Hemispherx Biopharma Inc.(1)(2)

      46,903    119,134

Hi-Tech Pharmacal Co. Inc.(1)

      5,498    91,102

Hollis-Eden Pharmaceuticals Inc.(1)

      14,774    70,767

Icagen Inc.(1)

      2,899    14,495

Idenix Pharmaceuticals Inc.(1)

      7,558    71,045

I-Flow Corp.(1)

      12,727    137,706

Immtech Pharmaceuticals Inc.(1)(2)

      12,291    83,456

Indevus Pharmaceuticals Inc.(1)

      35,394    193,605

InSite Vision Inc.(1)

      16,155    26,333

Insmed Inc.(1)

      98,978    158,365

Inspire Pharmaceuticals Inc.(1)

      29,569    137,496

Introgen Therapeutics Inc.(1)(2)

      22,397    95,187

Isis Pharmaceuticals Inc.(1)

      41,885    253,404

ISTA Pharmaceuticals Inc.(1)

      14,571    105,203

La Jolla Pharmaceutical Co.(1)

      370    1,358

Mannatech Inc.(2)

      10,146    127,941

Matrixx Initiatives Inc.(1)

      8,455    131,560

Nabi Biopharmaceuticals(1)

      20,047    115,070

Nastech Pharmaceutical Co. Inc.(1)

      13,083    206,711

Neogen Corp.(1)

      1,558    29,789

NeoPharm Inc.(1)

      14,600    77,818

Neurogen Corp.(1)

      2,667    13,655

NitroMed Inc.(1)

      3,924    18,953

NovaDel Pharma Inc.(1)

      7,821    10,558

Noven Pharmaceuticals Inc.(1)

      14,151    253,303

NPS Pharmaceuticals Inc.(1)

      27,964    136,464

Nutraceutical International Corp.(1)

      1,762    27,011

Nutrition 21 Inc.(1)

      5,886    10,713

Pain Therapeutics Inc.(1)(2)

      22,517    188,017

Penwest Pharmaceuticals Co.(1)

      18,423    402,174

PetMed Express Inc.(1)

      14,774    162,071

Pharmacopeia Drug Discovery(1)

      24,386    97,544

Pharmacyclics Inc.(1)

      10,174    39,272

Point Therapeutics Inc.(1)

      18,868    46,793

Poniard Pharmaceuticals Inc.(1)

      26,472    25,381

POZEN Inc.(1)(2)

      19,135    134,710

Progenics Pharmaceuticals Inc.(1)

      11,144    268,125

Pro-Pharmaceuticals Inc.(1)

      28,124    88,591

Quigley Corp. (The)(1)

      2,116    19,404

Reliv International Inc.

      9,968    98,484

Renovis Inc.(1)

      10,665    163,281

Repros Therapeutics Inc.(1)

      285    2,320

Rigel Pharmaceuticals Inc.(1)

      21,736    211,491

Salix Pharmaceuticals Ltd.(1)

      19,785    243,356

Santarus Inc.(1)(2)

      20,915    139,085

Schiff Nutrition International Inc.(1)

      1,654    11,049

SciClone Pharmaceuticals Inc.(1)

      4,020    9,206

SCOLR Pharma Inc.(1)(2)

      24,564    122,329

Somaxon Pharmaceuticals Inc.(1)

      794    12,394

Spectrum Pharmaceuticals Inc.(1)

      2,785    10,862

Star Scientific Inc.(1)

      10,803    27,872

Sunesis Pharmaceuticals Inc.(1)

      4,417    27,385

Theragenics Corp.(1)

      26,789    91,350

Threshold Pharmaceuticals Inc.(1)

      4,236    14,826

Titan Pharmaceuticals Inc.(1)

      2,347    5,023

Trimeris Inc.(1)

      12,625    145,061

Vanda Pharmaceuticals Inc.(1)

      6,540    54,478

ViaCell Inc.(1)

      6,931    31,536

Vion Pharmaceuticals Inc.(1)

      49,040    70,127

VIVUS Inc.(1)

      37,558    144,598

XenoPort Inc.(1)

      6,946    125,792
           
            10,027,964

PIPELINES—0.15%

            

TransMontaigne Inc.(1)

      27,590    309,284
           
            309,284

REAL ESTATE—0.49%

            

Avatar Holdings Inc.(1)(2)

      4,806    273,798

California Coastal Communities Inc.(1)

      6,845    219,040

Consolidated-Tomoka Land Co.

      3,471    191,391

HouseValues Inc.(1)(2)

      5,162    35,773

Tarragon Corp.

      6,853    94,914

Thomas Properties Group Inc.

      16,079    189,089

ZipRealty Inc.(1)

      4,180    35,446
           
            1,039,451

REAL ESTATE INVESTMENT TRUSTS—4.96%

            

Aames Investment Corp.

      10,208    50,938

Affordable Residential Communities Inc.(1)

      16,643    178,912

Agree Realty Corp.

      12,254    416,268

American Campus Communities Inc.

      11,036    274,245

American First Apartment Investors Inc.

      16,748    249,210

Amerivest Properties Inc.(1)

      24,030    105,492

AmREIT Class A

      3,514    25,231

Anworth Mortgage Asset Corp.

      26,254    217,908

Arbor Realty Trust Inc.

      8,633    216,257

Associated Estates Realty Corp.

      37,469    464,616

BNP Residential Properties Inc.

      11,305    192,750

Boykin Lodging Co.(1)

      13,973    152,166

Capital Lease Funding Inc.

      32,307    368,623

Capital Trust Inc. Class A

      11,029    392,853

Capstead Mortgage Corp.

      17,088    129,698

Cedar Shopping Centers Inc.

      23,941    352,412

CentraCore Properties Trust

      12,816    317,196

Columbia Equity Trust Inc.

      8,439    129,623

Eagle Hospitality Properties Trust Inc.

      1,888    18,181

ECC Capital Corp.

      8,909    10,869

Education Realty Trust Inc.

      16,376    272,660

Feldman Mall Properties Inc.

      4,388    48,092

Fieldstone Investment Corp.

      8,711    79,793

First Potomac Realty Trust

      13,083    389,743

Gladstone Commercial Corp.

      25,261    473,896

GMH Communities Trust

      16,999    224,047

Government Properties Trust Inc.

      4,307    40,873

Gramercy Capital Corp.

      8,455    218,985

Hersha Hospitality Trust

      35,600    330,724

HomeBanc Corp.

      34,443    273,477

Investors Real Estate Trust

      8,827    79,708

JER Investors Trust Inc.

      890    13,840

Kite Realty Group Trust

      5,772    89,985

LTC Properties Inc.

      13,350    298,373

Luminent Mortgage Capital Inc.

      22,962    212,628

Medical Properties Trust Inc.

      4,576    50,519

MFA Mortgage Investments Inc.

      9,269    63,771

Monmouth Real Estate Investment Corp. Class A

      21,807    175,764

MortgageIT Holdings Inc.

      12,193    147,048

Newkirk Realty Trust Inc.

      1,360    23,610

NorthStar Realty Finance Corp.

      10,429    125,252

One Liberty Properties Inc.

      23,230    441,370

Opteum Inc. Class A

      25,721    232,003

Parkway Properties Inc.

      2,610    118,755

Ramco-Gershenson Properties Trust

      10,502    282,819

Saul Centers Inc.

      820    33,440

Saxon Capital Inc.

      13,496    154,394

Sizeler Property Investors Inc.

      19,135    307,308

Sunset Financial Resources Inc.

      21,609    181,948

Universal Health Realty Income Trust

      12,017    376,733

Urstadt Biddle Properties Inc. Class A

      2,701    43,999

Windrose Medical Properties Trust

      4,632    67,627

Winston Hotels Inc.

      27,145    332,526
           
            10,469,158

RETAIL—4.15%

            

AC Moore Arts & Crafts Inc.(1)

      4,019    65,550

AFC Enterprises Inc.(1)

      9,829    125,320

Allion Healthcare Inc.(1)

      3,510    30,502

America’s Car-Mart Inc.(1)(2)

      9,167    186,182

Big 5 Sporting Goods Corp.

      7,763    151,379

BJ’s Restaurants Inc.(1)

      9,790    218,709

Blair Corp.

      7,209    214,468

Bombay Co. Inc. (The)(1)

      25,276    61,168

Bon-Ton Stores Inc. (The)

      9,790    214,205

Books-A-Million Inc.

      10,146    169,235

Buca Inc.(1)

      14,738    83,270

Buffalo Wild Wings Inc.(1)

      6,373    244,150

Build-A-Bear Workshop Inc.(1)

      3,595    77,328

Cache Inc.(1)

      8,811    152,783

California Pizza Kitchen Inc.(1)

      11,836    325,253

Caribou Coffee Co. Inc.(1)

      512    3,820

Casual Male Retail Group Inc.(1)

      20,648    207,512

Celebrate Express Inc.(1)

      556    7,234

Champps Entertainment Inc.(1)

      12,727    83,489

Charlotte Russe Holding Inc.(1)

      8,544    204,543

Citi Trends Inc.(1)

      1,686    71,975

Collegiate Pacific Inc.

      596    6,407

Cosi Inc.(1)

      22,072    137,509

Cost Plus Inc.(1)

      11,301    165,673

CSK Auto Corp.(1)

      15,017    179,753

Deb Shops Inc.

      868    20,927

dELiA*s Inc.(1)

      7,921    64,002

Denny’s Corp.(1)

      57,920    213,725

Design Within Reach Inc.(1)

      13,439    91,923

Duckwall-Alco Stores Inc.(1)

      252    7,563

EZCORP Inc.(1)

      7,743    291,834

Famous Dave’s of America Inc.(1)

      8,455    112,452

Finlay Enterprises Inc.(1)

      9,345    79,433

Fred’s Inc.

      12,791    170,760

Hastings Entertainment Inc.(1)

      13,884    108,295

Haverty Furniture Companies Inc.

      16,554    259,732

Hot Topic Inc.(1)

      16,603    191,101

Jo-Ann Stores Inc.(1)

      7,594    111,252

Kona Grill Inc.(1)

      2,113    27,469

Krispy Kreme Doughnuts Inc.(1)(2)

      27,679    225,307

Lone Star Steakhouse & Saloon Inc.

      3,836    100,618

Luby’s Inc.(1)

      15,664    163,376

MarineMax Inc.(1)

      7,743    203,099

McCormick & Schmick’s Seafood Restaurants Inc.(1)

      3,629    86,370

Morton’s Restaurant Group Inc.(1)

      591    9,054

Mothers Work Inc.(1)

      1,254    43,953

Movado Group Inc.

      15,041    345,191

Movie Gallery Inc.

      8,105    50,332

Nathan’s Famous Inc.(1)

      984    13,284

O’Charley’s Inc.(1)

      16,376    278,392

RedEnvelope Inc.(1)

      7,817    79,343

Restoration Hardware Inc.(1)

      19,491    139,945

Rex Stores Corp.(1)

      1,194    17,134

Rubio’s Restaurants Inc.(1)

      11,728    99,688

Rush Enterprises Inc. Class A(1)

      13,350    242,570

Ruth’s Chris Steak House Inc.(1)

      5,120    104,550

Ryan’s Restaurant Group Inc.(1)

      12,201    145,314

Sharper Image Corp.(1)(2)

      8,188    90,969

Shoe Carnival Inc.(1)

      5,696    135,907

Shoe Pavilion Inc.(1)

      1,085    7,855

Smart & Final Inc.(1)

      9,434    158,869

Sportsman’s Guide Inc. (The)(1)

      6,853    209,017

Steak n Shake Co. (The)(1)

      9,241    139,909

Syms Corp.(1)

      1,015    18,676

Trans World Entertainment Corp.(1)

      15,842    114,379

Tweeter Home Entertainment Group Inc.(1)

      5,347    37,964

United Retail Group Inc.(1)

      3,619    56,131

West Marine Inc.(1)

      8,099    109,175

Wet Seal Inc. Class A(1)

      26,475    129,198

Wilsons The Leather Experts Inc.(1)

      14,774    60,721
           
            8,754,175

SAVINGS & LOANS—3.19%

            

Abington Community Bancorp Inc.

      13,890    208,072

American Bancorp of New Jersey

      2,684    31,913

Berkshire Hills Bancorp Inc.

      8,386    297,535

Beverly Hills Bancorp Inc.

      8,173    78,624

BFC Financial Corp. Class A(1)

      29,548    204,472

CFS Bancorp Inc.

      20,686    306,980

Citizens First Bancorp Inc.

      11,926    318,543

First Financial Holdings Inc.

      7,903    252,896

First Place Financial Corp.

      9,879    227,316

Flag Financial Corp.

      346    6,730

Flushing Financial Corp.

      11,125    199,805

Franklin Bank Corp. (Texas)(1)

      21,449    433,055

Horizon Financial Corp.

      8,989    246,568

ITLA Capital Corp.

      3,463    182,085

KNBT Bancorp Inc.

      31,506    520,479

Legacy Bancorp Inc. When Issued

      266    4,115

OceanFirst Financial Corp.

      7,031    156,229

Partners Trust Financial Group Inc.

      29,192    333,081

PennFed Financial Services Inc.

      7,298    136,108

Provident New York Bancorp

      37,558    496,517

Sound Federal Bancorp Inc.

      15,667    325,717

Synergy Financial Group Inc.

      18,136    272,040

TierOne Corp.

      17,177    580,067

United Community Financial Corp.

      20,470    245,640

Willow Grove Bancorp Inc.

      15,486    246,382

WSFS Financial Corp.

      6,969    428,245
           
            6,739,214

SEMICONDUCTORS—3.16%

            

Actel Corp.(1)

      14,952    214,561

ADE Corp.(1)

      6,319    205,304

Advanced Analogic Technologies Inc.(1)

      11,460    120,101

ANADIGICS Inc.(1)

      20,050    134,736

Asyst Technologies Inc.(1)

      29,014    218,475

Aviza Technology Inc.(1)

      2,273    11,797

Bookham Inc.(1)

      19,847    66,686

Cascade Microtech Inc.(1)

      5,073    58,137

CEVA Inc.(1)

      16,554    95,682

Cohu Inc.

      13,084    229,624

Credence Systems Corp.(1)

      35,303    123,561

Electroglas Inc.(1)

      13,528    41,125

EMCORE Corp.(1)

      26,611    255,466

ESS Technology Inc.(1)

      22,250    48,060

Exar Corp.(1)

      7,943    105,404

FSI International Inc.(1)

      19,936    137,359

Genesis Microchip Inc.(1)

      12,972    149,956

Ikanos Communications Inc.(1)

      6,254    94,998

Integrated Silicon Solution Inc.(1)

      19,758    108,867

IXYS Corp.(1)

      13,528    129,869

Kopin Corp.(1)

      40,495    146,187

Kulicke & Soffa Industries Inc.(1)

      29,549    218,958

Leadis Technology Inc.(1)

      13,706    75,657

LTX Corp.(1)

      35,600    249,556

MathStar Inc.(1)

      4,096    24,248

Mattson Technology Inc.(1)

      23,674    231,295

Microtune Inc.(1)

      29,281    183,299

Mindspeed Technologies Inc.(1)(2)

      94,797    228,461

MIPS Technologies Inc. Class A(1)

      27,234    165,310

Monolithic Power Systems Inc.(1)

      11,926    141,085

MoSys Inc.(1)

      4,166    32,578

Nanometrics Inc.(1)

      9,523    94,563

Pericom Semiconductor Corp.(1)

      17,622    146,263

Pixelworks Inc.(1)

      39,681    108,329

PLX Technology Inc.(1)

      14,418    176,188

PortalPlayer Inc.(1)

      8,666    85,013

Power Integrations Inc.(1)

      9,924    173,472

QuickLogic Corp.(1)

      15,753    77,032

Richardson Electronics Ltd.

      191    1,404

Rudolph Technologies Inc.(1)

      17,037    247,037

Semitool Inc.(1)

      3,793    34,213

SigmaTel Inc.(1)

      7,397    30,402

Standard Microsystems Corp.(1)

      11,836    258,380

Supertex Inc.(1)

      5,696    227,498

Transmeta Corp.(1)

      69,828    113,121

TranSwitch Corp.(1)

      79,725    168,220

Ultra Clean Holdings(1)

      843    7,376

Ultratech Inc.(1)

      13,915    219,022

Virage Logic Corp.(1)

      11,139    104,595

Volterra Semiconductor Corp.(1)

      9,078    138,530

White Electronic Designs Corp.(1)

      258    1,311
           
            6,658,371

SOFTWARE—3.81%

            

Actuate Corp.(1)

      38,626    156,049

Altiris Inc.(1)

      12,549    226,384

American Software Inc. Class A

      15,664    105,262

AMICAS Inc.(1)

      34,710    112,113

Aspen Technology Inc.(1)

      29,103    381,831

AuthentiDate Holding Corp.(1)

      22,250    58,963

Borland Software Corp.(1)

      48,326    255,161

Bottomline Technologies Inc.(1)

      9,968    81,140

Callidus Software Inc.(1)

      6,740    35,587

CallWave Inc.(1)

      1,126    4,110

Captaris Inc.(1)

      19,313    89,805

Computer Programs & Systems Inc.

      5,874    234,725

Concur Technologies Inc.(1)

      19,313    298,772

Concurrent Computer Corp.(1)

      42,809    111,731

Convera Corp.(1)(2)

      9,968    66,985

Covad Communications Group Inc.(1)

      127,217    255,706

DataTRAK International Inc.(1)

      8,905    64,027

Dendrite International Inc.(1)

      11,732    108,404

Digi International Inc.(1)

      16,999    212,997

Emageon Inc.(1)

      11,125    162,314

Embarcadero Technologies Inc.(1)

      12,549    76,549

Epicor Software Corp.(1)

      21,028    221,425

EPIQ Systems Inc.(1)(2)

      9,701    161,425

FalconStor Software Inc.(1)

      14,388    100,284

Indus International Inc.(1)

      37,558    107,416

Infocrossing Inc.(1)

      14,863    171,668

infoUSA Inc.

      9,083    93,646

InPhonic Inc.(1)

      8,539    53,796

Interactive Intelligence Inc.(1)

      1,261    17,831

Inter-Tel Inc.

      3,826    80,576

InterVideo Inc.(1)

      8,633    84,344

INVESTools Inc.(1)

      28,480    226,131

JDA Software Group Inc.(1)

      16,465    231,004

Manugistics Group Inc.(1)

      34,977    87,443

MapInfo Corp.(1)

      15,308    199,769

Mediware Information Systems Inc.(1)

      5,370    51,821

MetaSolv Inc.(1)

      27,946    78,808

Moldflow Corp.(1)

      8,177    95,753

MRO Software Inc.(1)

      13,540    271,748

NaviSite Inc.(1)

      6,105    27,473

Neoware Inc.(1)

      8,722    107,193

Omnicell Inc.(1)

      18,690    258,296

Open Solutions Inc.(1)

      11,125    296,036

OPNET Technologies Inc.(1)

      2,240    29,030

Packeteer Inc.(1)

      23,125    262,238

PDF Solutions Inc.(1)

      12,371    153,524

Peerless Systems Corp.(1)

      18,003    92,355

Phase Forward Inc.(1)

      18,512    213,258

Phoenix Technologies Ltd.(1)

      20,203    97,176

PLATO Learning Inc.(1)

      22,606    140,609

Safeguard Scientifics Inc.(1)

      34,893    75,369

Schawk Inc.

      3,003    52,553

SeaChange International Inc.(1)

      16,554    115,216

Smith Micro Software Inc.(1)

      9,180    147,064

Softbrands Inc.(1)

      1,153    2,133

Taleo Corp. Class A(1)

      1,547    18,239

Ulticom Inc.(1)

      7,120    74,546

Ultimate Software Group Inc.(1)

      15,219    291,596

VA Software Corp.(1)

      38,893    150,905

Viewpoint Corp.(1)

      4,597    8,045
           
            8,046,357

TELECOMMUNICATIONS—4.51%

            

Adaptec Inc.(1)

      69,776    302,828

Airspan Networks Inc.(1)

      32,485    81,213

Alaska Communications Systems Group Inc.

      17,021    215,316

Anaren Inc.(1)

      8,633    176,890

Applied Signal Technology Inc.

      8,722    148,623

Avanex Corp.(1)

      53,720    94,547

Avici Systems Inc.(1)

      12,994    75,105

Aware Inc.(1)

      12,671    71,971

CalAmp Corp.(1)

      18,868    167,737

Carrier Access Corp.(1)

      12,460    103,044

Cbeyond Communications Inc.(1)

      6,109    133,237

C-COR Inc.(1)

      30,883    238,417

Consolidated Communications Holdings Inc.

      8,094    134,603

CT Communications Inc.

      12,007    274,600

D&E Communications Inc.

      12,905    139,890

Ditech Networks Inc.(1)

      20,292    176,946

EFJ Inc.(1)

      13,973    83,978

8X8 Inc.(1)(2)

      172,035    168,594

EMS Technologies Inc.(1)

      6,497    116,751

Endwave Corp.(1)

      133    1,653

Eschelon Telecom Inc.(1)

      2,402    37,159

Essex Corp.(1)

      10,680    196,726

Extreme Networks Inc.(1)

      32,188    133,902

FairPoint Communications Inc.

      12,060    173,664

Glenayre Technologies Inc.(1)

      46,102    121,709

Globecomm Systems Inc.(1)

      15,664    116,697

GlobeTel Communications Corp.(1)(2)

      56,604    68,491

Harmonic Inc.(1)

      41,652    186,601

Hector Communications Corp.

      653    22,881

Hickory Tech Corp.

      22,451    157,157

Hypercom Corp.(1)

      33,731    315,385

I.D. Systems Inc.(1)

      4,895    86,788

Iowa Telecommunications Services Inc.

      12,594    238,278

Knology Inc.(1)

      5,330    49,569

KVH Industries Inc.(1)

      17,355    202,359

Lantronix Inc.(1)

      47,081    102,637

LCC International Inc. Class A(1)

      24,564    91,624

Lightbridge Inc.(1)

      11,459    148,394

Loral Space & Communications Ltd.(1)

      3,513    99,629

Mpower Holding Corp.(1)

      63,724    119,164

MRV Communications Inc.(1)(2)

      71,734    223,093

Network Equipment Technologies Inc.(1)

      17,355    54,495

NMS Communications Corp.(1)

      37,469    135,638

North Pittsburgh Systems Inc.

      8,633    237,925

Novatel Wireless Inc.(1)(2)

      15,575    161,669

NTELOS Holdings Corp.(1)

      6,327    91,425

Oplink Communications Inc.(1)

      8,454    154,793

ParkerVision Inc.(1)(2)

      11,392    103,667

Performance Technologies Inc.(1)

      11,481    79,219

Premiere Global Services Inc.(1)

      22,027    166,304

Radyne Corp.(1)

      9,879    112,423

Rural Cellular Corp. Class A(1)

      6,903    75,864

SafeNet Inc.(1)

      10,678    189,214

SAVVIS Inc.(1)

      2,887    85,484

Shenandoah Telecommunications Co.

      2,136    100,392

Sirenza Microdevices Inc.(1)

      7,503    91,086

SpectraLink Corp.

      16,643    146,791

Stratex Networks Inc.(1)

      68,352    231,713

Stratos International Inc.(1)

      14,863    101,812

SunCom Wireless Holdings Inc. Class A(1)

      28,836    43,254

SureWest Communications

      11,392    220,093

Symmetricom Inc.(1)

      27,768    196,320

Talk America Holdings Inc.(1)

      20,559    127,260

Telkonet Inc.(1)(2)

      27,056    84,956

Tollgrade Communications Inc.(1)

      8,010    77,697

Tut Systems Inc.(1)

      19,743    47,778

US LEC Corp. Class A(1)

      909    2,963

USA Mobility Inc.

      11,660    193,556

Warwick Valley Telephone Co.

      2,196    42,822

Westell Technologies Inc. Class A(1)

      41,919    91,803

Wireless Facilities Inc.(1)

      37,914    104,264

Zhone Technologies Inc.(1)

      79,654    162,494
           
            9,513,024

TEXTILES—0.11%

            

Angelica Corp.

      4,895    85,858

Dixie Group Inc.(1)

      11,659    154,948
           
            240,806

TOYS, GAMES & HOBBIES—0.26%

            

JAKKS Pacific Inc.(1)

      9,934    199,574

Lenox Group Inc.(1)

      11,748    83,293

Topps Co. (The)

      32,841    269,953
           
            552,820

TRANSPORTATION—1.52%

            

ABX Air Inc.(1)

      37,557    226,844

Celadon Group Inc.(1)

      18,829    414,991

Covenant Transport Inc. Class A(1)

      8,989    136,813

Dynamex Inc.(1)

      8,722    190,227

Frozen Food Express Industries Inc.(1)

      13,973    153,982

GulfMark Offshore Inc.(1)

      8,900    229,887

Maritrans Inc.

      6,319    157,343

Marten Transport Ltd.(1)

      9,345    203,160

PHI Inc.(1)

      5,144    170,781

RailAmerica Inc.(1)

      29,726    310,934

SCS Transportation Inc.(1)

      11,214    308,721

SIRVA Inc.(1)

      16,132    104,374

U.S. Xpress Enterprises Inc. Class A(1)

      7,476    202,002

Universal Truckload Services Inc.(1)

      9,523    325,020

USA Truck Inc.(1)

      3,649    65,025
           
            3,200,104

TRUCKING & LEASING—0.09%

            

Greenbrier Companies Inc. (The)

      4,895    160,262

Interpool Inc.

      1,370    30,441
           
            190,703

WATER—0.50%

            

Connecticut Water Service Inc.

      9,256    216,776

Middlesex Water Co.

      10,235    193,646

PICO Holdings Inc.(1)

      3,234    104,297

Pure Cycle Corp.(1)

      2,236    23,948

SJW Corp.

      7,860    200,037

Southwest Water Co.

      26,712    319,743
           
            1,058,447
           

TOTAL COMMON STOCKS

            

(Cost: $214,249,736)

           210,124,365

Security

     

Shares

or Principal

    Value

SHORT-TERM INVESTMENTS—4.35%

              

CERTIFICATES OF DEPOSIT(4)—0.12%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 8,162    8,162

Fortis Bank NY

              

4.43%, 07/20/06

        20,395    20,395

Societe Generale

              

5.33%, 12/08/06

        81,617    81,617

Toronto-Dominion Bank

              

3.94%, 07/10/06

        40,808    40,808

Washington Mutual Bank

              

5.28%, 08/07/06

        40,808    40,808

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        65,293    65,293
             
              257,083

COMMERCIAL PAPER(4)—0.92%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        227,856    226,575

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        39,176    38,972

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        78,016    77,684

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        31,014    30,941

CC USA Inc.

              

5.03%, 10/24/06(5)

        16,323    16,066

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        61,486    61,260

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        179,038    178,987

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        81,617    81,280

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        60,210    58,805

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(5)

        172,761    172,156

Five Finance Inc.

              

5.19%, 12/01/06(5)

        36,727    35,928

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        8,162    7,971

Govco Inc.

              

5.22%, 08/03/06(5)

        81,617    81,250

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(5)

        27,750    27,319

Jupiter Securitization Corp.

              

5.29%, 07/27/06(5)

        20,404    20,332

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(5)

        75,071    74,885

Landale Funding LLC

              

5.30%, 08/15/06(5)

        89,778    89,210

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(5)

        126,367    125,405

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(5)

        82,433    82,191

Prudential Funding LLC

              

5.22%, 07/31/06

        40,808    40,643

Ranger Funding Co. LLC

              

5.24%, 07/20/06(5)

        81,617    81,415

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(5)

        95,629    95,575

Scaldis Capital LLC

              

5.30%, 07/25/06(5)

        51,016    50,851

Sydney Capital Corp.

              

5.10%, 07/07/06(5)

        89,280    89,230

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(5)

        99,759    99,512
             
              1,944,443

MEDIUM-TERM NOTES(4)—0.11%

              

Bank of America N.A.

              

5.28%, 04/20/07

        20,404    20,404

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        25,301    25,301

K2 USA LLC

              

3.94%, 07/07/06(5)

        48,970    48,970

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        81,617    81,744

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        28,566    28,566

US Bank N.A.

              

2.85%, 11/15/06

        16,323    16,212
             
              221,197

MONEY MARKET FUNDS—0.11%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(6)(7)

        223,419    223,419
             
              223,419

REPURCHASE AGREEMENTS(4)—0.74%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,306 (collateralized by non-U.S. Government debt securities, value $168,362, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 163,233    163,233

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $122,480 (collateralized by non-U.S. Government debt securities, value $134,855, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        122,425    122,425

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,306 (collateralized by non-U.S. Government debt securities, value $167,663, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        163,233    163,233

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $204,132 (collateralized by non-U.S. Government debt securities, value $228,348, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        204,041    204,041

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $48,992 (collateralized by non-U.S. Government debt securities, value $55,436, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      48,970    48,970

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $81,653 (collateralized by non-U.S. Government debt securities, value $83,364, 5.22% to 5.42%, 7/3/06).

      81,617    81,617

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $130,646 (collateralized by non-U.S. Government debt securities, value $137,305, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      130,587    130,587

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $163,306 (collateralized by non-U.S. Government debt securities, value $171,633, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      163,233    163,233

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $81,653 (collateralized by non-U.S. Government debt securities, value $84,183, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      81,617    81,617

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $81,653 (collateralized by non-U.S. Government debt securities, value $84,184, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      81,617    81,617

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $81,653 (collateralized by non-U.S. Government debt securities, value $85,890, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      81,617    81,617

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $28,579 (collateralized by non-U.S. Government debt securities, value $30,240, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      28,566    28,566

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $60,096 (collateralized by non-U.S. Government debt securities, value $60,480, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

      57,132    57,132

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $163,306 (collateralized by non-U.S. Government debt securities, value $171,631, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      163,233    163,233
           
            1,571,121

TIME DEPOSITS(4)—0.36%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      81,617    81,617

KBC Bank NV

            

5.32%, 07/03/06

      244,850    244,850

Societe Generale

            

5.32%, 07/03/06

      204,041    204,041

UBS AG

            

5.25%-5.34%, 07/03/06

      235,308    235,308
           
            765,816

VARIABLE & FLOATING RATE NOTES(4)—1.99%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      208,938    208,968

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      61,212    61,212

American Express Centurion Bank

            

5.34%, 07/19/07

      89,778    89,885

American Express Credit Corp.

            

5.23%, 07/05/07

      24,485    24,501

ASIF Global Financing

            

5.17%, 05/03/07(5)

      8,162    8,166

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      53,051    53,051

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      138,748    138,747

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      81,617    81,617

BNP Paribas

            

5.14%, 05/18/07(5)

      150,991    150,991

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      59,580    59,580

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      20,404    20,404

Credit Agricole SA

            

5.31%, 07/23/07

      81,617    81,617

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      81,617    81,616

DEPFA Bank PLC

            

5.37%, 06/15/07

      81,617    81,617

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      93,859    93,866

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      81,617    81,617

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      163,233    163,233

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      24,485    24,485

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      61,212    61,207

General Electric Capital Corp.

            

5.25%, 04/09/07

      36,727    36,747

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      122,425    122,448

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      81,617    81,617

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      61,212    61,212

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      122,425    122,421

Leafs LLC

            

5.27%, 01/22/07-02/20/07(5)

      85,291    85,291

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      102,021    101,988

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      89,778    89,770

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      39,665    39,665

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      44,889    44,889

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      122,425    122,425

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      10,284    10,287

Mound Financing PLC

                

5.11%, 05/08/07(5)

      76,720      76,720  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(5)

      81,617      81,611  

National City Bank of Indiana

                

5.17%, 05/21/07

      40,808      40,811  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(5)

      220,365      220,371  

Newcastle Ltd.

                

5.34%, 04/24/07(5)

      28,770      28,763  

Northern Rock PLC

                

5.17%, 05/03/07(5)

      97,940      97,942  

Principal Life Global Funding I

                

5.63%, 02/08/07

      36,727      36,831  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(5)

      61,212      61,209  

Sigma Finance Inc.

                

5.51%, 06/18/07(5)

      66,926      66,926  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(5)

      81,617      81,617  

Strips III LLC

                

5.37%, 07/24/06(5)

      19,079      19,079  

SunTrust Bank

                

5.08%, 05/01/07

      81,617      81,621  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(5)

      154,255      154,238  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(5)

      114,263      114,264  

US Bank N.A.

                

5.28%, 09/29/06

      36,727      36,725  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(5)

      130,652      130,652  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      163,233      163,233  

Wells Fargo & Co.

                

5.19%, 07/13/07(5)

      40,808      40,811  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(5)

      73,455      73,453  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(5)

      80,719      80,453  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(5)

      27,565      27,565  
           
              4,200,035  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $9,183,114)

             9,183,114  
           

TOTAL INVESTMENTS IN SECURITIES—103.94%

                

(Cost: $223,432,850)

             219,307,479  

Other Assets, Less Liabilities—(3.94)%

             (8,316,523 )
           

NET ASSETS—100.00%

           $ 210,990,956  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

Affiliated issuer. See Note 2.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL MIDCAP INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.07%

              

ADVERTISING—0.43%

              

Clear Channel Outdoor Holdings Inc. Class A(1)

      21,093    $ 442,109

Donnelley (R.H.) Corp.(1)

      30,543      1,651,460

Getty Images Inc.(1)

      30,978      1,967,413

Harte-Hanks Inc.

      33,347      855,017

Interpublic Group of Companies Inc.(1)

      260,126      2,172,052

Lamar Advertising Co.(1)

      49,378      2,659,499
           
              9,747,550

AEROSPACE & DEFENSE—0.79%

              

Alliant Techsystems Inc.(1)

      21,005      1,603,732

Armor Holdings Inc.(1)

      17,870      979,812

DRS Technologies Inc.

      23,753      1,157,959

Goodrich (B.F.) Co.

      73,885      2,976,827

L-3 Communications Holdings Inc.

      72,726      5,484,995

Rockwell Collins Inc.

      102,021      5,699,913
           
              17,903,238

AGRICULTURE—0.32%

              

Loews Corp. - Carolina Group

      55,626      2,857,508

UST Inc.

      96,239      4,349,040
           
              7,206,548

AIRLINES—0.72%

              

AMR Corp.(1)

      125,684      3,194,887

Continental Airlines Inc. Class B(1)

      52,298      1,558,480

Southwest Airlines Co.

      478,568      7,834,158

UAL Corp.(1)

      58,744      1,822,239

US Airways Group Inc.(1)

      36,265      1,832,833
           
              16,242,597

APPAREL—0.74%

              

Coach Inc.(1)

      229,546      6,863,425

Jones Apparel Group Inc.

      67,120      2,133,745

Liz Claiborne Inc.

      62,319      2,309,542

Polo Ralph Lauren Corp.

      36,414      1,999,129

VF Corp.

      52,363      3,556,495
           
              16,862,336

AUTO MANUFACTURERS—0.78%

              

Ford Motor Co.

      1,076,114      7,457,470

Oshkosh Truck Corp.

      43,899      2,086,080

PACCAR Inc.

      99,414      8,189,725
           
              17,733,275

AUTO PARTS & EQUIPMENT—0.30%

              

Autoliv Inc.

      49,459      2,797,896

BorgWarner Inc.

      34,133      2,222,058

Goodyear Tire & Rubber Co. (The)(1)

      105,667      1,172,904

TRW Automotive Holdings Corp.(1)

      25,990      709,007
           
              6,901,865

BANKS—4.88%

            

AmSouth Bancorp

      206,361    5,458,248

Associated Bancorp

      78,854    2,486,267

BancorpSouth Inc.

      47,290    1,288,652

Bank of Hawaii Corp.

      30,326    1,504,170

BOK Financial Corp.

      13,005    645,958

City National Corp.

      24,866    1,618,528

Colonial BancGroup Inc. (The)

      92,184    2,367,285

Comerica Inc.

      96,855    5,035,491

Commerce Bancorp Inc.

      109,831    3,917,672

Commerce Bancshares Inc.

      39,823    1,993,141

Compass Bancshares Inc.

      77,000    4,281,200

Cullen/Frost Bankers Inc.

      32,859    1,882,821

East West Bancorp Inc.

      36,204    1,372,494

First Citizens BancShares Inc. Class A

      3,589    719,594

First Horizon National Corp.

      73,482    2,953,976

Fulton Financial Corp.

      103,504    1,647,784

Huntington Bancshares Inc.

      146,257    3,448,740

Investors Financial Services Corp.

      39,209    1,760,484

KeyCorp

      241,019    8,599,558

M&T Bank Corp.

      45,340    5,346,493

Marshall & Ilsley Corp.

      150,948    6,904,362

Mercantile Bankshares Corp.

      73,473    2,620,782

North Fork Bancorp Inc.

      277,387    8,368,766

Northern Trust Corp.

      130,020    7,190,106

Popular Inc.

      165,987    3,186,950

Sky Financial Group Inc.

      60,076    1,418,394

South Financial Group Inc. (The)

      44,717    1,180,976

Synovus Financial Corp.

      161,465    4,324,033

TCF Financial Corp.

      78,650    2,080,292

TD Banknorth Inc.

      60,099    1,769,916

UnionBanCal Corp.

      31,911    2,061,131

Valley National Bancorp

      66,380    1,706,630

Webster Financial Corp.

      31,476    1,493,221

Whitney Holding Corp.

      39,172    1,385,514

Wilmington Trust Corp.

      40,673    1,715,587

Zions Bancorporation

      63,274    4,931,576
           
            110,666,792

BEVERAGES—0.73%

            

Brown-Forman Corp. Class B

      36,753    2,626,002

Coca-Cola Enterprises Inc.

      182,108    3,709,540

Constellation Brands Inc.(1)

      118,464    2,961,600

Hansen Natural Corp.(1)

      9,094    1,731,225

Molson Coors Brewing Co. Class B

      29,118    1,976,530

Pepsi Bottling Group Inc.

      82,069    2,638,518

PepsiAmericas Inc.

      37,212    822,757
           
            16,466,172

BIOTECHNOLOGY—1.10%

            

Celgene Corp.(1)

      207,158    9,825,501

Charles River Laboratories International Inc.(1)

      43,009    1,582,731

Invitrogen Corp.(1)

      31,727    2,096,203

MedImmune Inc.(1)

      148,331    4,019,770

Millennium Pharmaceuticals Inc.(1)

      187,711    1,871,479

Millipore Corp.(1)

      31,705    1,997,098

PDL BioPharma Inc.(1)

      68,256    1,256,593

Vertex Pharmaceuticals Inc.(1)

      65,692    2,411,553
           
            25,060,928

BUILDING MATERIALS—1.07%

            

American Standard Companies Inc.

      106,222    4,596,226

Eagle Materials Inc.

      30,005    1,425,237

Florida Rock Industries Inc.(2)

      28,589    1,420,016

Lennox International Inc.

      35,941    951,718

Martin Marietta Materials Inc.

      27,268    2,485,478

Masco Corp.

      236,849    7,020,204

USG Corp.(1)

      22,837    1,665,502

Vulcan Materials Co.

      59,992    4,679,376
           
            24,243,757

CHEMICALS—2.48%

            

Air Products & Chemicals Inc.

      133,675    8,544,506

Airgas Inc.

      40,331    1,502,330

Albemarle Corp.

      23,422    1,121,445

Ashland Inc.

      38,010    2,535,267

Cabot Corp.

      37,818    1,305,477

Celanese Corp. Class A

      45,290    924,822

Chemtura Corp.

      143,281    1,338,245

Cytec Industries Inc.

      24,594    1,319,714

Eastman Chemical Co.

      48,752    2,632,608

Ecolab Inc.

      107,538    4,363,892

FMC Corp.

      23,319    1,501,510

Huntsman Corp.(1)

      53,773    931,348

International Flavors & Fragrances Inc.

      54,166    1,908,810

Lubrizol Corp.

      40,772    1,624,764

Lyondell Chemical Co.

      129,333    2,930,686

Mosaic Co. (The)(1)(2)

      78,324    1,225,771

PPG Industries Inc.

      98,766    6,518,556

Rohm & Haas Co.

      95,860    4,804,503

RPM International Inc.

      70,694    1,272,492

Sherwin-Williams Co. (The)

      67,323    3,196,496

Sigma-Aldrich Corp.

      39,920    2,899,789

Valhi Inc.

      4,346    106,694

Valspar Corp. (The)

      60,617    1,600,895

Westlake Chemical Corp.

      8,082    240,844
           
            56,351,464

COAL—0.52%

            

Arch Coal Inc.

      85,271    3,612,932

CONSOL Energy Inc.

      109,238    5,103,599

Foundation Coal Holdings Inc.

      27,167    1,274,947

Massey Energy Co.

      48,884    1,759,824
           
            11,751,302

COMMERCIAL SERVICES—2.69%

            

ADESA Inc.

      53,584    1,191,708

Alliance Data Systems Corp.(1)

      48,427    2,848,476

Apollo Group Inc. Class A(1)

      83,140    4,295,844

ARAMARK Corp. Class B

      70,605    2,337,732

Block (H & R) Inc.

      195,833    4,672,575

Career Education Corp.(1)

      58,233    1,740,584

ChoicePoint Inc.(1)

      51,326    2,143,887

Convergys Corp.(1)

      83,557    1,629,361

Corporate Executive Board Co. (The)

      23,869    2,391,674

Corrections Corp. of America(1)

      23,907    1,265,637

Donnelley (R.R.) & Sons Co.

      128,859    4,117,045

Equifax Inc.

      76,667    2,632,745

Hewitt Associates Inc. Class A(1)

      31,629    711,020

Iron Mountain Inc.(1)

      68,344    2,554,699

ITT Educational Services Inc.(1)

      26,086    1,716,720

Laureate Education Inc.(1)

      26,007    1,108,678

Manpower Inc.

      52,267    3,376,448

Paychex Inc.

      200,414    7,812,138

Pharmaceutical Product Development Inc.

      60,226    2,115,137

Quanta Services Inc.(1)

      65,017    1,126,745

Robert Half International Inc.

      89,633    3,764,586

Service Corp. International

      176,356    1,435,538

ServiceMaster Co. (The)

      173,353    1,790,736

United Rentals Inc.(1)

      38,552    1,232,893

Weight Watchers International Inc.

      27,598    1,128,482
           
            61,141,088

COMPUTERS—2.68%

            

Affiliated Computer Services Inc. Class A(1)

      67,098    3,462,928

Cadence Design Systems Inc.(1)

      168,458    2,889,055

Ceridian Corp.(1)

      87,605    2,141,066

Cognizant Technology Solutions Corp.(1)

      83,718    5,640,082

Computer Sciences Corp.(1)

      111,206    5,386,819

Diebold Inc.

      40,165    1,631,502

DST Systems Inc.(1)

      35,247    2,097,196

Electronic Data Systems Corp.

      309,142    7,437,957

FactSet Research Systems Inc.

      24,847    1,175,263

Lexmark International Inc.(1)

      62,801    3,506,180

National Instruments Corp.

      33,522    918,503

NCR Corp.(1)

      108,526    3,976,393

Network Appliance Inc.(1)

      223,113    7,875,889

Reynolds & Reynolds Co. (The) Class A

      37,404    1,147,181

SanDisk Corp.(1)

      116,475    5,937,895

Synopsys Inc.(1)

      85,767    1,609,847

Unisys Corp.(1)

      204,537    1,284,492

Western Digital Corp.(1)

      131,603    2,607,055
           
            60,725,303

COSMETICS & PERSONAL CARE—0.59%

            

Alberto-Culver Co.

      46,460    2,263,531

Avon Products Inc.

      268,501    8,323,531

Estee Lauder Companies Inc. (The) Class A

      74,145    2,867,187
           
            13,454,249

DISTRIBUTION & WHOLESALE—0.83%

            

CDW Corp.

      35,038    1,914,827

Fastenal Co.

      74,941    3,019,373

Genuine Parts Co.

      102,967    4,289,605

Grainger (W.W.) Inc.

      45,606    3,430,939

Ingram Micro Inc. Class A(1)

      83,640    1,516,393

Pool Corp.

      31,570    1,377,399

Tech Data Corp.(1)

      33,148    1,269,900

WESCO International Inc.(1)

      28,843    1,990,167
           
            18,808,603

DIVERSIFIED FINANCIAL SERVICES—3.21%

            

Affiliated Managers Group Inc.(1)

      18,675    1,622,671

AmeriCredit Corp.(1)

      77,775    2,171,478

Ameriprise Financial Inc.

      128,091    5,721,825

BlackRock Inc.

      11,835    1,647,077

CBOT Holdings Inc. Class A(1)

      31,494    3,766,367

CIT Group Inc.

      118,868    6,215,608

E*TRADE Financial Corp.(1)

      254,279    5,802,647

Eaton Vance Corp.

      68,979    1,721,716

Edwards (A.G.) Inc.

      45,650    2,525,358

Federated Investors Inc. Class B

      54,601    1,719,931

First Marblehead Corp. (The)(2)

      18,228    1,037,902

IndyMac Bancorp Inc.

      39,071    1,791,405

IntercontinentalExchange Inc.(1)

      12,159    704,492

Investment Technology Group Inc.(1)

      25,807    1,312,544

Janus Capital Group Inc.

      126,197    2,258,926

Jefferies Group Inc.

      70,677    2,094,160

Legg Mason Inc.

      76,049    7,568,396

MasterCard Inc. Class A(1)

      36,699    1,761,552

Nasdaq Stock Market Inc. (The)(1)

      56,355    1,685,014

Nelnet Inc. Class A(1)

      11,574    469,326

Nuveen Investments Inc. Class A

      47,232    2,033,338

NYSE Group Inc.(1)

      92,963    6,366,106

Raymond James Financial Inc.

      54,028    1,635,428

Rowe (T.) Price Group Inc.

      158,358    5,987,516

Student Loan Corp. (The)

      2,385    481,770

TD Ameritrade Holding Corp.

      185,798    2,751,668
           
            72,854,221

ELECTRIC—5.90%

            

AES Corp. (The)(1)

      392,554    7,242,621

Allegheny Energy Inc.(1)

      97,399    3,610,581

Alliant Energy Corp.

      70,088    2,404,018

Ameren Corp.

      122,448    6,183,624

American Electric Power Co. Inc.

      234,890    8,044,982

CenterPoint Energy Inc.

      185,673    2,320,912

CMS Energy Corp.(1)

      131,869    1,706,385

Consolidated Edison Inc.

      146,556    6,512,949

Constellation Energy Group Inc.

      106,706    5,817,611

DPL Inc.

      72,502    1,943,054

DTE Energy Co.

      106,004    4,318,603

Edison International

      194,280    7,576,920

Energy East Corp.

      88,059    2,107,252

Entergy Corp.

      123,995    8,772,646

Great Plains Energy Inc.

      47,389    1,320,258

Hawaiian Electric Industries Inc.(2)

      48,372    1,350,063

MDU Resources Group Inc.

      71,537    2,618,970

Mirant Corp.(1)

      178,900    4,794,520

Northeast Utilities

      91,570    1,892,752

NRG Energy Inc.(1)

      81,678    3,935,246

NSTAR

      63,689    1,821,505

OGE Energy Corp.

      54,128    1,896,104

Pepco Holdings Inc.

      113,515    2,676,684

PG&E Corp.

      207,014    8,131,510

Pinnacle West Capital Corp.

      59,151    2,360,716

PPL Corp.

      226,888    7,328,482

Progress Energy Inc.

      150,845    6,466,725

Puget Energy Inc.

      69,189    1,486,180

Reliant Energy Inc.(1)

      182,850    2,190,543

SCANA Corp.

      68,861    2,656,657

Sierra Pacific Resources Corp.(1)

      119,784    1,676,976

TECO Energy Inc.

      124,485    1,859,806

Wisconsin Energy Corp.

      69,756    2,811,167

WPS Resources Corp.

      25,651    1,272,290

Xcel Energy Inc.

      241,789    4,637,513
           
            133,746,825

ELECTRICAL COMPONENTS & EQUIPMENT—0.47%

            

American Power Conversion Corp.

      101,960    1,987,200

AMETEK Inc.

      42,267    2,002,610

Energizer Holdings Inc.(1)

      36,849    2,158,246

Hubbell Inc. Class B

      36,252    1,727,408

Molex Inc.

      81,896    2,749,249
           
            10,624,713

ELECTRONICS—1.83%

            

Amphenol Corp. Class A

      53,421    2,989,439

Applera Corp. - Applied Biosystems Group

      110,345    3,569,661

Arrow Electronics Inc.(1)

      72,646    2,339,201

Avnet Inc.(1)

      76,419    1,529,908

AVX Corp.

      30,214    477,079

Dolby Laboratories Inc. Class A(1)

      20,859    486,015

Fisher Scientific International Inc.(1)

      74,029    5,407,818

Gentex Corp.

      91,686    1,283,604

Jabil Circuit Inc.

      108,801    2,785,306

Mettler Toledo International Inc.(1)

      24,309    1,472,396

PerkinElmer Inc.

      75,504    1,578,034

Sanmina-SCI Corp.(1)

      317,725    1,461,535

Solectron Corp.(1)

      533,047    1,823,021

Symbol Technologies Inc.

      151,317    1,632,710

Tektronix Inc.

      49,875    1,467,322

Thermo Electron Corp.(1)

      97,607    3,537,278

Thomas & Betts Corp.(1)

      37,218    1,909,283

Trimble Navigation Ltd.(1)

      32,578    1,454,282

Vishay Intertechnology Inc.(1)

      100,402    1,579,323

Waters Corp.(1)

      61,719    2,740,324
           
            41,523,539

ENERGY - ALTERNATE SOURCES—0.05%

            

Covanta Holding Corp.(1)

      67,987    1,199,971
           
            1,199,971

ENGINEERING & CONSTRUCTION—0.45%

            

Fluor Corp.

      52,208    4,851,689

Jacobs Engineering Group Inc.(1)

      34,946    2,783,099

Shaw Group Inc. (The)(1)

      47,864    1,330,619

URS Corp.(1)

      30,503    1,281,126
           
            10,246,533

ENTERTAINMENT—0.76%

            

DreamWorks Animation SKG Inc. Class A(1)

      24,189    553,928

GTECH Holdings Corp.

      75,940    2,641,193

International Game Technology Inc.

      202,196    7,671,316

International Speedway Corp. Class A

      21,017    974,558

Penn National Gaming Inc.(1)

      43,113    1,671,922

Regal Entertainment Group Class A(2)

      37,615    764,337

Scientific Games Corp. Class A(1)

      39,457    1,405,458

Warner Music Group Corp.

      55,007    1,621,606
           
            17,304,318

ENVIRONMENTAL CONTROL—0.33%

            

Allied Waste Industries Inc.(1) (2)

      148,817    1,690,561

Nalco Holding Co.(1)

      63,310    1,116,155

Republic Services Inc.

      70,855    2,858,291

Stericycle Inc.(1)

      26,393    1,718,184
           
            7,383,191

FOOD—3.55%

            

Campbell Soup Co.

      141,878    5,265,093

ConAgra Foods Inc.

      309,694    6,847,334

Corn Products International Inc.

      44,215    1,352,979

Dean Foods Co.(1)

      81,103    3,016,221

Del Monte Foods Co.

      119,076    1,337,223

Heinz (H.J.) Co.

      199,766    8,234,355

Hershey Co. (The)

      105,198    5,793,254

Hormel Foods Corp.

      43,991    1,633,826

Kroger Co.

      430,999    9,421,638

McCormick & Co. Inc. NVS

      78,997    2,650,349

Safeway Inc.

      268,393    6,978,218

Sara Lee Corp.

      453,266    7,261,321

Smithfield Foods Inc.(1)

      58,925    1,698,808

Smucker (J.M.) Co. (The)

      34,707    1,551,403

SUPERVALU Inc.

      122,026    3,746,198

Tyson Foods Inc. Class A

      132,449    1,968,192

Whole Foods Market Inc.

      83,531    5,399,444

Wrigley (William Jr.) Co.

      139,990    6,349,946
           
            80,505,802

FOREST PRODUCTS & PAPER—0.64%

            

Louisiana-Pacific Corp.

      63,324    1,386,796

MeadWestvaco Corp.

      108,017    3,016,915

Plum Creek Timber Co. Inc.

      109,921    3,902,195

Rayonier Inc.

      45,629    1,729,795

Smurfit-Stone Container Corp.(1)

      151,740    1,660,036

Temple-Inland Inc.

      65,886    2,824,533
           
            14,520,270

GAS—1.16%

            

AGL Resources Inc.

      46,470    1,771,436

Atmos Energy Corp.

      48,391    1,350,593

Energen Corp.

      43,809    1,682,704

KeySpan Corp.

      104,328    4,214,851

NiSource Inc.

      162,589    3,550,944

ONEOK Inc.

      70,002    2,382,868

Sempra Energy

      154,490    7,026,205

Southern Union Co.

      59,432    1,608,230

UGI Corp.

      62,796    1,546,038

Vectren Corp.

      45,430    1,237,967
           
            26,371,836

HAND & MACHINE TOOLS—0.47%

            

Black & Decker Corp.

      45,317    3,827,474

Kennametal Inc.

      23,605    1,469,411

Lincoln Electric Holdings Inc.

      25,302    1,585,170

Snap-On Inc.

      34,649    1,400,513

Stanley Works (The)

      48,453    2,287,951
           
            10,570,519

HEALTH CARE - PRODUCTS—2.37%

            

Advanced Medical Optics Inc.(1)

      40,954    2,076,368

Bard (C.R.) Inc.

      61,749    4,523,732

Bausch & Lomb Inc.

      31,973    1,567,956

Beckman Coulter Inc.

      37,643    2,091,069

Biomet Inc.

      146,731    4,591,213

Cooper Companies Inc.

      26,544    1,175,634

Cytyc Corp.(1)

      68,177    1,728,969

Dade Behring Holdings Inc.

      51,969    2,163,989

DENTSPLY International Inc.

      47,077    2,852,866

Edwards Lifesciences Corp.(1)

      35,151    1,596,910

Gen-Probe Inc.(1)

      30,762    1,660,533

Henry Schein Inc.(1)

      52,662    2,460,895

Hillenbrand Industries Inc.

      36,585    1,774,372

IDEXX Laboratories Inc.(1)

      18,817    1,413,721

Intuitive Surgical Inc.(1)

      21,802    2,571,982

Kinetic Concepts Inc.(1)

      26,156    1,154,787

Patterson Companies Inc.(1)

      82,673    2,887,768

ResMed Inc.(1)

      44,965    2,111,107

Respironics Inc.(1)

      43,336    1,482,958

St. Jude Medical Inc.(1)

      215,238    6,978,016

TECHNE Corp.(1)

      23,478    1,195,500

Varian Medical Systems Inc.(1)

      78,346    3,709,683
           
            53,770,028

HEALTH CARE - SERVICES—2.15%

            

Brookdale Senior Living Inc.

      7,249    324,320

Community Health Systems Inc.(1)

      58,612    2,153,991

Covance Inc.(1)

      28,614    1,751,749

Coventry Health Care Inc.(1)

      95,707    5,258,143

DaVita Inc.(1)

      61,597    3,061,371

Health Management Associates Inc. Class A

      143,569    2,829,745

Health Net Inc.(1)

      68,767    3,106,205

Humana Inc.(1)

      98,179    5,272,212

Laboratory Corp. of America Holdings(1)

      74,358    4,627,298

LifePoint Hospitals Inc.(1)

      34,280    1,101,416

Lincare Holdings Inc.(1)

      57,018    2,157,561

Manor Care Inc.

      47,113    2,210,542

Pediatrix Medical Group Inc.(1)

      28,920    1,310,076

Quest Diagnostics Inc.

      94,416    5,657,407

Sierra Health Services Inc.(1)

      33,382    1,503,191

Tenet Healthcare Corp.(1)

      280,649    1,958,930

Triad Hospitals Inc.(1)

      52,203    2,066,195

Universal Health Services Inc. Class B

      27,264    1,370,289

Wellcare Health Plans Inc.(1)

      19,485    955,739
           
            48,676,380

HOLDING COMPANIES - DIVERSIFIED—0.19%

            

Leucadia National Corp.

      97,327    2,840,975

Walter Industries Inc.

      25,941    1,495,499
           
            4,336,474

HOME BUILDERS—1.16%

            

Beazer Homes USA Inc.

      24,079    1,104,504

Centex Corp.

      72,372    3,640,312

Horton (D.R.) Inc.

      186,445    4,441,120

KB Home

      48,105    2,205,614

Lennar Corp. Class A

      81,327    3,608,479

M.D.C. Holdings Inc.

      20,576    1,068,512

NVR Inc.(1)

      2,778    1,364,692

Pulte Homes Inc.

      126,844    3,651,839

Ryland Group Inc.

      27,192    1,184,755

Standard-Pacific Corp.

      39,589    1,017,437

Thor Industries Inc.

      21,226    1,028,400

Toll Brothers Inc.(1)

      77,068    1,970,629
           
            26,286,293

HOME FURNISHINGS—0.31%

            

Harman International Industries Inc.

      39,895    3,405,836

Whirlpool Corp.

      43,478    3,593,457
           
            6,999,293

HOUSEHOLD PRODUCTS & WARES—0.81%

            

Avery Dennison Corp.

      56,225    3,264,423

Church & Dwight Co. Inc.

      38,549    1,403,955

Clorox Co. (The)

      89,960    5,484,861

Fortune Brands Inc.

      87,438    6,208,972

Jarden Corp.(1)

      28,849    878,452

Scotts Miracle-Gro Co. (The) Class A

      27,937    1,182,294
           
            18,422,957

HOUSEWARES—0.24%

            

Newell Rubbermaid Inc.

      165,055    4,263,371

Toro Co.

      25,423    1,187,254
           
            5,450,625

INSURANCE—4.05%

            

Alleghany Corp.(1)

      2,891    798,957

Ambac Financial Group Inc.

      63,041    5,112,625

American Financial Group Inc.

      33,907    1,454,610

American National Insurance Co.

      8,457    1,097,042

AmerUs Group Co.

      23,140    1,354,847

AON Corp.

      190,013    6,616,253

Assurant Inc.

      76,915    3,722,686

Berkley (W.R.) Corp.

      96,236    3,284,535

Brown & Brown Inc.

      66,980    1,957,156

CIGNA Corp.

      71,412    7,034,796

Cincinnati Financial Corp.

      92,888    4,366,665

CNA Financial Corp.(1)

      13,739    452,837

Conseco Inc.(1)

      90,347    2,087,016

Erie Indemnity Co. Class A

      32,030    1,665,560

Fidelity National Financial Inc.

      104,212    4,059,057

Fidelity National Title Group Inc. Class A(2)

      18,606    365,980

First American Corp.

      51,117    2,160,716

Gallagher (Arthur J.) & Co.

      57,662    1,461,155

Hanover Insurance Group Inc. (The)

      30,283    1,437,231

HCC Insurance Holdings Inc.

      66,308    1,952,108

Markel Corp.(1)

      5,761    1,999,067

MBIA Inc.

      80,337    4,703,731

Mercury General Corp.

      15,801    890,702

MGIC Investment Corp.

      52,136    3,388,840

Nationwide Financial Services Inc.

      29,166    1,285,637

Old Republic International Corp.

      137,056    2,928,887

Philadelphia Consolidated Holding Corp.(1)

      32,832    996,780

PMI Group Inc. (The)

      53,304    2,376,292

Protective Life Corp.

      41,674    1,942,842

Radian Group Inc.

      49,140    3,035,869

Reinsurance Group of America Inc.

      17,328    851,671

SAFECO Corp.

      71,076    4,005,133

StanCorp Financial Group Inc.

      32,616    1,660,481

Torchmark Corp.

      59,842    3,633,606

Transatlantic Holdings Inc.

      16,001    894,456

Unitrin Inc.

      28,301    1,233,641

UNUMProvident Corp.

      178,542    3,236,966

Wesco Financial Corp.

      845    321,945
           
            91,828,378

INTERNET—1.71%

            

Akamai Technologies Inc.(1)

      92,135    3,334,366

Amazon.com Inc.(1)

      186,131    7,199,547

CheckFree Corp.(1)

      49,316    2,444,101

Emdeon Corp.(1)

      163,633    2,030,686

Expedia Inc.(1)

      136,979    2,050,576

F5 Networks Inc.(1)

      24,178    1,293,039

IAC/InterActiveCorp(1)

      110,071    2,915,781

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      418,774    7,228,039

McAfee Inc.(1)

      95,123    2,308,635

Monster Worldwide Inc.(1)

      73,714    3,144,639

NutriSystem Inc.(1)

      19,141    1,189,230

VeriSign Inc.(1)

      146,175    3,386,875

WebMD Health Corp. Class A(1)

      4,211    199,180
           
            38,724,694

INVESTMENT COMPANIES—0.22%

            

Allied Capital Corp.(2)

      83,472    2,401,489

American Capital Strategies Ltd.

      79,593    2,664,774
           
            5,066,263

IRON & STEEL—0.62%

            

Allegheny Technologies Inc.

      59,789    4,139,790

Carpenter Technology Corp.

      15,163    1,751,326

Reliance Steel & Aluminum Co.

      19,597    1,625,571

Steel Dynamics Inc.

      29,025    1,908,103

United States Steel Corp.

      64,955    4,554,645
           
            13,979,435

LEISURE TIME—0.55%

            

Brunswick Corp.

      56,404    1,875,433

Harley-Davidson Inc.

      160,194    8,793,049

Sabre Holdings Corp.

      79,156    1,741,432
           
            12,409,914

LODGING—1.39%

            

Boyd Gaming Corp.

      26,052    1,051,459

Choice Hotels International Inc.

      20,025    1,213,515

Harrah’s Entertainment Inc.

      110,165    7,841,545

Hilton Hotels Corp.

      229,345    6,485,877

MGM Mirage(1)

      71,341    2,910,713

Starwood Hotels & Resorts Worldwide Inc.

      129,538    7,816,323

Station Casinos Inc.

      30,181    2,054,722

Wynn Resorts Ltd.(1)

      29,329    2,149,816
           
            31,523,970

MACHINERY—1.33%

            

AGCO Corp.(1)

      53,986    1,420,912

Cummins Inc.

      27,691    3,385,225

Flowserve Corp.(1)

      33,704    1,917,758

Gardner Denver Inc.(1)

      31,219    1,201,931

Graco Inc.

      40,801    1,876,030

IDEX Corp.

      31,826    1,502,187

JLG Industries Inc.

      63,414    1,426,815

Joy Global Inc.

      73,708    3,839,450

Manitowoc Co. Inc. (The)

      36,500    1,624,250

Rockwell Automation Inc.

      105,850    7,622,258

Terex Corp.(1)

      29,934    2,954,486

Zebra Technologies Corp. Class A(1)

      42,200    1,441,552
           
            30,212,854

MANUFACTURING—2.53%

            

Brink’s Co. (The)

      28,829    1,626,244

Carlisle Companies Inc.

      18,331    1,453,648

Crane Co.

      31,599    1,314,518

Donaldson Co. Inc.

      44,081    1,493,023

Dover Corp.

      121,579    6,009,650

Eastman Kodak Co.(2)

      171,279    4,073,015

Eaton Corp.

      89,564    6,753,126

Harsco Corp.

      25,016    1,950,247

ITT Industries Inc.

      110,294    5,459,553

Leggett & Platt Inc.

      108,709    2,715,551

Pall Corp.

      74,490    2,085,720

Parker Hannifin Corp.

      71,745    5,567,412

Pentair Inc.

      60,626    2,072,803

Roper Industries Inc.

      51,786    2,420,996

SPX Corp.

      35,642    1,994,170

Teleflex Inc.

      24,005    1,296,750

Textron Inc.

      77,576    7,150,956

Trinity Industries Inc.

      47,095    1,902,638
           
            57,340,020

MEDIA—2.47%

            

Cablevision Systems Corp.

      129,145    2,770,160

Discovery Holding Co. Class A(1)

      167,083    2,444,424

Dow Jones & Co. Inc.

      35,289    1,235,468

EchoStar Communications Corp.(1)

      122,704    3,780,510

Gannett Co. Inc.

      141,809    7,931,377

Hearst-Argyle Television Inc.

      15,865    349,982

Liberty Global Inc. Class A(1)

      274,075    5,892,612

Liberty Media Holding Corp.-Liberty Capital Group Series A(1)

      83,754    7,016,073

McClatchy Co. (The) Class A(2)

      32,845    1,317,752

Meredith Corp.

      18,536    918,273

New York Times Co. Class A(2)

      78,858    1,935,175

Scripps (E.W.) Co. Class A

      50,025    2,158,079

Sirius Satellite Radio Inc.(1)(2)

      837,300    3,977,175

Tribune Co.

      133,734    4,336,994

Univision Communications Inc. Class A(1)

      128,417    4,301,970

Washington Post Co. (The) Class B

      3,326    2,594,313

Wiley (John) & Sons Inc. Class A

      26,380    875,816

XM Satellite Radio Holdings Inc. Class A(1)

      154,061    2,256,994
           
            56,093,147

METAL FABRICATE & HARDWARE—0.37%

            

Commercial Metals Co.

      71,748    1,843,924

Precision Castparts Corp.

      80,579    4,815,401

Timken Co. (The)

      50,206    1,682,403
           
            8,341,728

MINING—0.36%

            

Freeport-McMoRan Copper & Gold Inc.

      112,382    6,227,087

Southern Copper Corp.(2)

      4,038    359,907

Titanium Metals Corp.(1)

      44,313    1,523,481
           
            8,110,475

OFFICE & BUSINESS EQUIPMENT—0.58%

            

Pitney Bowes Inc.

      132,364    5,466,633

Xerox Corp.(1)

      547,569    7,616,685
           
            13,083,318

OFFICE FURNISHINGS—0.09%

            

HNI Corp.

      30,895    1,401,088

Steelcase Inc. Class A

      46,046    757,457
           
            2,158,545

OIL & GAS—4.18%

            

Cabot Oil & Gas Corp.

      29,126    1,427,174

Cheniere Energy Inc.(1)

      32,692    1,274,988

Chesapeake Energy Corp.

      202,392    6,122,358

Cimarex Energy Co.

      49,252    2,117,836

CNX Gas Corp.(1)

      16,639    499,170

Denbury Resources Inc.(1)

      70,993    2,248,348

Diamond Offshore Drilling Inc.

      35,182    2,952,825

ENSCO International Inc.

      91,693    4,219,712

Forest Oil Corp.(1)

      32,728    1,085,260

Frontier Oil Corp.

      67,526    2,187,842

Helmerich & Payne Inc.

      31,332    1,888,066

Hess Corp.

      144,288    7,625,621

Holly Corp.

      28,639    1,380,400

Kerr-McGee Corp.

      135,364    9,387,493

Murphy Oil Corp.

      111,289    6,216,604

Newfield Exploration Co.(1)

      76,690    3,753,209

Noble Energy Inc.

      105,634    4,950,009

Patterson-UTI Energy Inc.

      102,264    2,895,094

Pioneer Natural Resources Co.

      77,101    3,578,257

Plains Exploration & Production Co.(1)

      46,928    1,902,461

Pogo Producing Co.

      34,563    1,593,354

Pride International Inc.(1)

      96,560    3,015,569

Quicksilver Resources Inc.(1)

      37,297    1,372,903

Range Resources Corp.

      82,229    2,235,807

Rowan Companies Inc.

      65,724    2,339,117

Southwestern Energy Co.(1)

      99,966    3,114,941

St. Mary Land & Exploration Co.

      34,078    1,371,640

Sunoco Inc.

      79,080    5,479,453

Tesoro Corp.

      40,887    3,040,357

TODCO Class A

      36,871    1,506,180

Unit Corp.(1)

      27,583    1,569,197

W&T Offshore Inc.

      10,609    412,584
           
            94,763,829

OIL & GAS SERVICES—1.75%

            

BJ Services Co.

      191,709    7,143,077

Cameron International Corp.(1)

      68,873    3,290,063

Dresser-Rand Group Inc.(1)

      18,655    438,019

FMC Technologies Inc.(1)

      40,765    2,750,007

Global Industries Ltd.(1)

      52,639    879,071

Grant Prideco Inc.(1)

      78,072    3,493,722

Helix Energy Solutions Group Inc.(1)

      54,286    2,190,983

National Oilwell Varco Inc.(1)

      104,333    6,606,366

Oceaneering International Inc.(1)

      32,054    1,469,676

SEACOR Holdings Inc.(1)

      13,480    1,106,708

Smith International Inc.

      127,577    5,673,349

Superior Energy Services Inc.(1)

      47,581    1,612,996

Tetra Technologies Inc.(1)

      42,589    1,290,021

Tidewater Inc.

      35,962    1,769,330
           
            39,713,388

PACKAGING & CONTAINERS—0.65%

            

Ball Corp.

      62,429    2,312,370

Bemis Co. Inc.

      62,512    1,914,117

Crown Holdings Inc.(1)

      100,026    1,557,405

Owens-Illinois Inc.(1)

      91,444    1,532,601

Packaging Corp. of America

      48,406    1,065,900

Pactiv Corp.(1)

      84,167    2,083,133

Sealed Air Corp.

      48,647    2,533,536

Sonoco Products Co.

      59,057    1,869,154
           
            14,868,216

PHARMACEUTICALS—2.65%

            

Abraxis BioScience Inc.(1)

      15,242    363,369

Allergan Inc.

      89,124    9,559,440

AmerisourceBergen Corp.

      125,163    5,246,833

Amylin Pharmaceuticals Inc.(1)

      63,644    3,142,104

Barr Pharmaceuticals Inc.(1)

      63,308    3,019,159

Cephalon Inc.(1)

      36,219    2,176,762

Endo Pharmaceuticals Holdings Inc.(1)

      79,344    2,616,765

Express Scripts Inc.(1)

      73,381    5,264,353

Forest Laboratories Inc.(1)

      194,327    7,518,512

Hospira Inc.(1)

      93,149    3,999,818

ImClone Systems Inc.(1)

      41,443    1,601,358

King Pharmaceuticals Inc.(1)

      144,428    2,455,276

Kos Pharmaceuticals Inc.(1)

      10,993    413,557

Mylan Laboratories Inc.

      125,360    2,507,200

Omnicare Inc.

      72,237    3,425,479

Sepracor Inc.(1)

      64,846    3,705,300

VCA Antech Inc.(1)

      49,543    1,581,908

Watson Pharmaceuticals Inc.(1)

      60,829    1,416,099
           
            60,013,292

PIPELINES—1.42%

            

Dynegy Inc. Class A(1)

      225,104    1,231,319

El Paso Corp.

      393,568    5,903,520

Equitable Resources Inc.

      71,899    2,408,617

Kinder Morgan Inc.

      63,506    6,343,614

National Fuel Gas Co.

      50,074    1,759,600

Questar Corp.

      51,014    4,106,117

Western Gas Resources Inc.

      37,754    2,259,577

Williams Companies Inc.

      354,889    8,290,207
           
            32,302,571

REAL ESTATE—0.39%

            

CB Richard Ellis Group Inc. Class A(1)

      110,335    2,747,342

Forest City Enterprises Inc. Class A

      41,993    2,095,871

Jones Lang LaSalle Inc.

      21,340    1,868,317

St. Joe Co. (The)(2)

      44,469    2,069,587
           
            8,781,117

REAL ESTATE INVESTMENT TRUSTS—6.11%

            

AMB Property Corp.

      52,475    2,652,611

Annaly Mortgage Management Inc.

      97,146    1,244,440

Apartment Investment & Management Co. Class A

      57,955    2,518,145

Archstone-Smith Trust

      127,451    6,483,432

AvalonBay Communities Inc.

      44,350    4,905,997

Boston Properties Inc.

      68,069    6,153,438

Brandywine Realty Trust

      54,193    1,743,389

BRE Properties Inc. Class A

      30,598    1,682,890

Camden Property Trust

      33,601    2,471,354

CapitalSource Inc.

      55,696    1,306,628

CarrAmerica Realty Corp.

      35,207    1,568,472

CBL & Associates Properties Inc.

      38,357    1,493,238

Colonial Properties Trust

      27,278    1,347,533

Developers Diversified Realty Corp.

      65,409    3,413,042

Duke Realty Corp.

      80,428    2,827,044

Equity Office Properties Trust

      218,322    7,970,936

Equity Residential

      173,668    7,768,170

Essex Property Trust Inc.

      13,652    1,524,382

Federal Realty Investment Trust

      31,632    2,214,240

General Growth Properties Inc.

      102,502    4,618,740

Global Signal Inc.

      10,175    471,306

Health Care Property Investors Inc.

      81,599    2,181,957

Health Care REIT Inc.

      37,041    1,294,583

Hospitality Properties Trust

      42,906    1,884,432

Host Hotels & Resorts Inc.

      308,601    6,749,104

HRPT Properties Trust

      125,139    1,446,607

iStar Financial Inc.

      67,547    2,549,899

Kilroy Realty Corp.

      19,116    1,381,131

Kimco Realty Corp.

      126,173    4,604,053

Liberty Property Trust

      53,193    2,351,131

Macerich Co. (The)

      42,807    3,005,051

Mack-Cali Realty Corp.

      37,158    1,706,295

New Century Financial Corp.

      27,240    1,246,230

New Plan Excel Realty Trust Inc.

      62,375    1,540,039

Pan Pacific Retail Properties Inc.

      24,313    1,686,593

ProLogis

      146,078    7,613,585

Public Storage Inc.

      49,348    3,745,513

Reckson Associates Realty Corp.

      49,621    2,053,317

Regency Centers Corp.

      40,896    2,541,686

Shurgard Storage Centers Inc. Class A

      28,199    1,762,438

SL Green Realty Corp.

      25,762    2,820,166

Taubman Centers Inc.

      31,472    1,287,205

Thornburg Mortgage Inc.

      66,717    1,859,403

Trizec Properties Inc.

      58,581    1,677,760

United Dominion Realty Trust Inc.

      80,071    2,242,789

Ventas Inc.

      61,948    2,098,798

Vornado Realty Trust

      72,857    7,107,200

Weingarten Realty Investors

      47,883    1,832,961
           
            138,649,353

RETAIL—5.50%

            

Abercrombie & Fitch Co. Class A

      52,449    2,907,248

Advance Auto Parts Inc.

      64,352    1,859,773

American Eagle Outfitters Inc.

      68,049    2,316,388

AnnTaylor Stores Corp.(1)

      43,246    1,876,011

AutoNation Inc.(1)

      93,821    2,011,522

AutoZone Inc.(1)

      32,582    2,873,732

Barnes & Noble Inc.

      31,010    1,131,865

Bed Bath & Beyond Inc.(1)

      168,294    5,582,312

BJ’s Wholesale Club Inc.(1)

      40,280    1,141,938

Brinker International Inc.

      50,572    1,835,764

Burger King Holdings Inc.(1)

      14,938    235,274

CarMax Inc.(1)

      62,779    2,226,143

Cheesecake Factory (The)(1)

      47,160    1,270,962

Chico’s FAS Inc.(1)

      106,812    2,881,788

Circuit City Stores Inc.

      105,944    2,883,796

Claire’s Stores Inc.

      58,992    1,504,886

Coldwater Creek Inc.(1)

      35,633    953,539

Copart Inc.(1)

      42,205    1,036,555

Darden Restaurants Inc.

      88,378    3,482,093

Dick’s Sporting Goods Inc.(1)

      21,769    862,052

Dillard’s Inc. Class A

      37,305    1,188,164

Dollar General Corp.

      188,234    2,631,511

Dollar Tree Stores Inc.(1)

      62,951    1,668,202

Family Dollar Stores Inc.

      92,619    2,262,682

Foot Locker Inc.

      92,745    2,271,325

GameStop Corp. Class A(1)

      39,151    1,644,342

Limited Brands Inc.

      203,425    5,205,646

Michaels Stores Inc.

      78,756    3,247,897

MSC Industrial Direct Co. Inc. Class A

      22,545    1,072,466

Nordstrom Inc.

      140,713    5,136,025

Office Depot Inc.(1)

      171,561    6,519,318

OfficeMax Inc.

      42,415    1,728,411

O’Reilly Automotive Inc.(1)

      67,500    2,105,325

OSI Restaurant Partners Inc.

      39,440    1,364,624

Panera Bread Co. Class A(1)

      17,917    1,204,739

Penney (J.C.) Co. Inc.

      139,891    9,444,041

PetSmart Inc.

      83,518    2,138,061

RadioShack Corp.

      80,692    1,129,688

Rite Aid Corp.(1)

      315,363    1,337,139

Ross Stores Inc.

      85,568    2,400,182

Saks Inc.

      81,171    1,312,535

Tiffany & Co.

      85,013    2,807,129

Tim Hortons Inc.(1)

      19,941    513,481

TJX Companies Inc.

      273,087    6,242,769

Tractor Supply Co.(1)

      21,428    1,184,326

United Auto Group Inc.

      32,713    698,423

Urban Outfitters Inc.(1)

      68,437    1,196,963

Wendy’s International Inc.

      69,540    4,053,487

Williams-Sonoma Inc.

      57,343    1,952,529

Yum! Brands Inc.

      162,163    8,151,934
           
            124,687,005

SAVINGS & LOANS—0.69%

            

Astoria Financial Corp.

      54,440    1,657,698

Capitol Federal Financial

      13,116    449,748

Hudson City Bancorp Inc.

      345,742    4,608,741

New York Community Bancorp Inc.(2)

      175,859    2,903,432

People’s Bank

      34,792    1,142,917

Sovereign Bancorp Inc.

      185,725    3,772,084

Washington Federal Inc.

      52,009    1,206,089
           
            15,740,709

SEMICONDUCTORS—3.95%

            

Agere Systems Inc.(1)

      100,988    1,484,524

Altera Corp.(1)

      214,116    3,757,736

Analog Devices Inc.

      215,358    6,921,606

Atmel Corp.(1)

      255,732    1,419,313

Cree Inc.(1)

      45,949    1,091,748

Cypress Semiconductor Corp.(1)

      83,287    1,210,993

Fairchild Semiconductor International Inc. Class A(1)

      72,509    1,317,489

Freescale Semiconductor Inc. Class B(1)

      241,955    7,113,477

Integrated Device Technology Inc.(1)

      119,412    1,693,262

International Rectifier Corp.(1)(2)

      42,658    1,667,075

Intersil Corp. Class A

      84,514    1,964,951

KLA-Tencor Corp.

      118,714    4,934,941

Lam Research Corp.(1)

      83,859    3,909,507

Linear Technology Corp.

      181,054    6,063,498

LSI Logic Corp.(1)

      236,563    2,117,239

Maxim Integrated Products Inc.

      191,226    6,140,267

MEMC Electronic Materials Inc.(1)

      82,769    3,103,838

Microchip Technology Inc.

      127,834    4,288,831

Micron Technology Inc.(1)

      432,389    6,511,778

National Semiconductor Corp.

      201,317    4,801,410

Novellus Systems Inc.(1)

      75,875    1,874,113

NVIDIA Corp.(1)

      210,202    4,475,201

PMC-Sierra Inc.(1)

      123,120    1,157,328

QLogic Corp.(1)

      96,211    1,658,678

Rambus Inc.(1)

      52,574    1,199,213

Silicon Laboratories Inc.(1)

      29,833    1,048,630

Spansion Inc. Class A(1)

      26,209    417,771

Teradyne Inc.(1)

      118,198    1,646,498

Xilinx Inc.

      204,838    4,639,581
           
            89,630,496

SOFTWARE—3.06%

            

Activision Inc.(1)

      164,901    1,876,573

Acxiom Corp.

      51,711    1,292,775

Autodesk Inc.(1)

      137,740    4,746,520

BEA Systems Inc.(1)

      232,289    3,040,663

BMC Software Inc.(1)

      126,906    3,033,053

CA Inc.

      270,692    5,562,721

Cerner Corp.(1)

      38,362    1,423,614

Citrix Systems Inc.(1)

      108,615    4,359,806

Compuware Corp.(1)

      228,254    1,529,302

Dun & Bradstreet Corp.(1)

      39,526    2,754,172

Electronic Arts Inc.(1)

      181,152    7,796,782

Fair Isaac Corp.

      38,922    1,413,258

Fidelity National Information Services Inc.

      56,582    2,003,003

Fiserv Inc.(1)

      104,765    4,752,140

Global Payments Inc.

      40,207    1,952,050

IMS Health Inc.

      119,083    3,197,379

Intuit Inc.(1)

      103,821    6,269,750

MoneyGram International Inc.

      50,523    1,715,256

NAVTEQ Corp.(1)

      55,373    2,474,066

Novell Inc.(1)

      202,150    1,340,255

Red Hat Inc.(1)

      109,657    2,565,974

Salesforce.com Inc.(1)

      50,354    1,342,438

SEI Investments Co.

      37,468    1,831,436

Total System Services Inc.

      22,368    430,584

VeriFone Holdings Inc.(1)

      23,159    705,886
           
            69,409,456

TELECOMMUNICATIONS—3.46%

            

ADC Telecommunications Inc.(1)

      69,828    1,177,300

American Tower Corp. Class A(1)

      250,197    7,786,131

Avaya Inc.(1)

      275,383    3,144,874

CenturyTel Inc.

      69,265    2,573,195

CIENA Corp.(1)

      347,256    1,670,301

Citizens Communications Co.

      193,773    2,528,738

Comverse Technology Inc.(1)

      120,455    2,381,395

Crown Castle International Corp.(1)

      128,144    4,426,094

Embarq Corp.(1)

      88,819    3,640,691

Harris Corp.

      80,063    3,323,415

JDS Uniphase Corp.(1)

      973,324    2,462,510

Juniper Networks Inc.(1)

      337,355    5,394,306

Leap Wireless International Inc.(1)

      26,175    1,242,004

Level 3 Communications Inc.(1)

      596,306    2,647,599

Lucent Technologies Inc.(1)

      2,671,356    6,464,682

NeuStar Inc. Class A(1)

      37,201    1,255,534

NII Holdings Inc. Class B(1)

      82,126    4,630,264

NTL Inc.

      154,549    3,848,270

PanAmSat Holding Corp.

      40,866    1,020,833

Qwest Communications International Inc.(1)

      942,421    7,624,186

SBA Communications Corp.(1)

      61,429    1,605,754

Telephone & Data Systems Inc.

      65,008    2,691,331

Tellabs Inc.(1)

      267,201    3,556,445

United States Cellular Corp.(1)

      9,395    569,337

West Corp.(1)

      17,861    855,721
           
            78,520,910

TEXTILES—0.24%

            

Cintas Corp.

      83,622    3,324,811

Mohawk Industries Inc.(1)

      31,646    2,226,296
           
            5,551,107

TOYS, GAMES & HOBBIES—0.25%

            

Hasbro Inc.

      102,654    1,859,064

Mattel Inc.

      232,239    3,834,266
           
            5,693,330

TRANSPORTATION—1.67%

            

Alexander & Baldwin Inc.

      26,378    1,167,754

C.H. Robinson Worldwide Inc.

      103,578    5,520,707

Con-way Inc.

      30,848    1,787,025

CSX Corp.

      132,131    9,307,308

Expeditors International Washington Inc.

      127,228    7,126,040

Hunt (J.B.) Transport Services Inc.

      65,280    1,626,125

Kansas City Southern Industries Inc.(1)

      44,884    1,243,287

Kirby Corp.(1)

      31,427    1,241,367

Laidlaw International Inc.

      58,377    1,471,100

Landstar System Inc.

      35,162    1,660,701

Overseas Shipholding Group Inc.

      17,798    1,052,752

Ryder System Inc.

      36,373    2,125,274

Swift Transportation Co. Inc.(1)

      31,840    1,011,238

YRC Worldwide Inc.(1)

      34,260    1,442,689
           
            37,783,367

TRUCKING & LEASING—0.05%

            

GATX Corp.

      26,829    1,140,233
           
            1,140,233

WATER—0.08%

            

Aqua America Inc.(2)

      77,228    1,760,026
           
            1,760,026
           

TOTAL COMMON STOCKS

            

(Cost: $2,071,719,842)

           2,269,942,001

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.98%

              

CERTIFICATES OF DEPOSIT(3)—0.02%

             

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 17,944    17,944

Fortis Bank NY

              

4.43%, 07/20/06

        44,839    44,839

Societe Generale

              

5.33%, 12/08/06

        179,438    179,438

Toronto-Dominion Bank

              

3.94%, 07/10/06

        89,719    89,719

Washington Mutual Bank

              

5.28%, 08/07/06

        89,719    89,719

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        143,551    143,551
             
              565,210

COMMERCIAL PAPER(3)—0.19%

             

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        500,952    498,146

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        86,130    85,682

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        171,523    170,792

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        68,187    68,026

CC USA Inc.

              

5.03%, 10/24/06(4)

        35,888    35,321

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        135,180    134,682

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        393,625    393,513

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        179,438    178,699

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        132,375    129,285

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        379,824    378,492

Five Finance Inc.

              

5.19%, 12/01/06(4)

        80,747    78,989

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        17,944    17,525

Govco Inc.

              

5.22%, 08/03/06(4)

        179,438    178,632

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        61,009    60,063

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        44,860    44,701

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        165,047    164,639

Landale Funding LLC

              

5.30%, 08/15/06(4)

        197,382    196,133

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        277,824    275,711

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        181,233    180,701

Prudential Funding LLC

              

5.22%, 07/31/06

        89,719    89,355

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        179,438    178,994

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        210,246    210,127

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        112,161    111,798

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        196,288    196,176

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        219,326    218,783
             
              4,274,965

MEDIUM-TERM NOTES(3)—0.02%

             

Bank of America N.A.

              

5.28%, 04/20/07

        44,860    44,860

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        55,626    55,626

K2 USA LLC

              

3.94%, 07/07/06(4)

        107,663    107,663

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        179,438    179,717

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        62,803    62,803

US Bank N.A.

              

2.85%, 11/15/06

        35,888    35,643
             
              486,312

MONEY MARKET FUNDS—0.12%

             

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        2,617,309    2,617,309
             
              2,617,309

REPURCHASE AGREEMENTS(3)—0.15%

             

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $359,037 (collateralized by non-U.S. Government debt securities, value $370,153, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 358,876    358,876

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $269,278 (collateralized by non-U.S. Government debt securities, value $296,486, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        269,157    269,157

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $359,037 (collateralized by non-U.S. Government debt securities, value $368,616, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        358,876    358,876

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $448,796 (collateralized by non-U.S. Government debt securities, value $502,034, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      448,596    448,596

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $107,712 (collateralized by non-U.S. Government debt securities, value $121,879, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      107,663    107,663

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $179,518 (collateralized by non-U.S. Government debt securities, value $183,280, 5.22% to 5.42%, 7/3/06).

      179,438    179,438

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $287,232 (collateralized by non-U.S. Government debt securities, value $301,872, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      287,101    287,101

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $179,518 (collateralized by non-U.S. Government debt securities, value $185,080, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      179,438    179,438

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $179,518 (collateralized by non-U.S. Government debt securities, value $185,083, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      179,438    179,438

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $359,037 (collateralized by non-U.S. Government debt securities, value $377,344, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      358,876    358,876

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $179,518 (collateralized by non-U.S. Government debt securities, value $188,834, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      179,438    179,438

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $62,832 (collateralized by non-U.S. Government debt securities, value $66,484, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      62,803    62,803

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $132,124 (collateralized by non-U.S. Government debt securities, value $132,968, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      125,607    125,607

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $359,038 (collateralized by non-U.S. Government debt securities, value $377,340, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      358,876    358,876
           
            3,454,183

TIME DEPOSITS(3)—0.07%

           

ABN Amro Bank NV

            

5.30%, 07/03/06

      179,438    179,438

KBC Bank NV

            

5.32%, 07/03/06

      538,315    538,315

Societe Generale

            

5.32%, 07/03/06

      448,596    448,596

UBS AG

            

5.25%-5.34%, 07/03/06

      517,337    517,337
           
            1,683,686

VARIABLE & FLOATING RATE NOTES(3)—0.41%

           

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      459,362    459,426

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      134,579    134,578

American Express Centurion Bank

            

5.34%, 07/19/07

      197,382    197,618

American Express Credit Corp.

            

5.23%, 07/05/07

      53,831    53,867

ASIF Global Financing

            

5.17%, 05/03/07(4)

      17,944    17,952

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      116,635    116,635

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      305,045    305,044

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      179,438    179,438

BNP Paribas

            

5.14%, 05/18/07(4)

      331,961    331,961

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      130,990    130,990

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      44,860    44,860

Credit Agricole SA

            

5.31%, 07/23/07

      179,438    179,438

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      179,438    179,439

DEPFA Bank PLC

            

5.37%, 06/15/07

      179,438    179,438

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      206,354    206,370

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      179,438    179,438

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      358,877    358,876

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      53,831    53,832

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      134,579    134,566

General Electric Capital Corp.

            

5.25%, 04/09/07

      80,747    80,791

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      269,157    269,207

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      179,438    179,438

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      134,579    134,579

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      269,157    269,150

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      187,516    187,517

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      224,298    224,225

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      197,382    197,365

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      87,205    87,205

Marshall & Ilsley Bank

                

5.18%, 07/13/07

      98,691      98,691  

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(4)

      269,157      269,157  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(4)

      22,609      22,617  

Mound Financing PLC

                

5.11%, 05/08/07(4)

      168,672      168,672  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      179,438      179,428  

National City Bank of Indiana

                

5.17%, 05/21/07

      89,719      89,726  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      484,483      484,497  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      63,252      63,237  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      215,326      215,331  

Principal Life Global Funding I

                

5.63%, 02/08/07

      80,747      80,975  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      134,579      134,571  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      147,139      147,139  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      179,438      179,438  

Strips III LLC

                

5.37%, 07/24/06(4)

      41,947      41,947  

SunTrust Bank

                

5.08%, 05/01/07

      179,438      179,447  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      339,138      339,102  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      251,214      251,213  

US Bank N.A.

                

5.28%, 09/29/06

      80,747      80,742  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      287,245      287,245  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      358,877      358,876  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      89,719      89,725  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      161,494      161,492  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      177,464      176,880  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      60,603      60,603  
           
              9,233,994  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $22,315,659)

             22,315,659  
           

TOTAL INVESTMENTS IN SECURITIES—101.05%

                

(Cost: $2,094,035,501)

             2,292,257,660  

Other Assets, Less Liabilities—(1.05)%

             (23,785,416 )
           

NET ASSETS—100.00%

           $ 2,268,472,244  
           

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL MIDCAP GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.12%

              

ADVERTISING—0.66%

              

Clear Channel Outdoor Holdings Inc. Class A(1)

      24,418    $ 511,801

Getty Images Inc.(1)

      35,860      2,277,469

Harte-Hanks Inc.

      38,603      989,781

Interpublic Group of Companies Inc.(1)

      301,124      2,514,385

Lamar Advertising Co.(1)

      57,161      3,078,691
           
              9,372,127

AEROSPACE & DEFENSE—0.80%

              

Alliant Techsystems Inc.(1)

      8,583      655,312

DRS Technologies Inc.

      8,276      403,455

Goodrich (B.F.) Co.

      79,629      3,208,252

L-3 Communications Holdings Inc.

      6,062      457,196

Rockwell Collins Inc.

      118,099      6,598,191
           
              11,322,406

AGRICULTURE—0.20%

              

UST Inc.

      61,942      2,799,159
           
              2,799,159

AIRLINES—0.85%

              

AMR Corp.(1)(2)

      111,012      2,821,925

Continental Airlines Inc. Class B(1)

      60,540      1,804,092

Southwest Airlines Co.

      321,317      5,259,959

US Airways Group Inc.(1)

      41,980      2,121,669
           
              12,007,645

APPAREL—0.73%

              

Coach Inc.(1)

      265,724      7,945,148

Polo Ralph Lauren Corp.

      42,153      2,314,200
           
              10,259,348

AUTO MANUFACTURERS—0.57%

              

Oshkosh Truck Corp.

      50,818      2,414,871

PACCAR Inc.

      67,783      5,583,964
           
              7,998,835

AUTO PARTS & EQUIPMENT—0.11%

              

BorgWarner Inc.

      2,963      192,891

Goodyear Tire & Rubber Co. (The)(1)

      122,321      1,357,763
           
              1,550,654

BANKS—1.49%

              

Bank of Hawaii Corp.

      22,784      1,130,086

Commerce Bancorp Inc.

      127,141      4,535,119

Cullen/Frost Bankers Inc.

      15,634      895,828

East West Bancorp Inc.

      38,642      1,464,918

Investors Financial Services Corp.

      45,389      2,037,966

Northern Trust Corp.

      142,235      7,865,595

Synovus Financial Corp.

      82,989      2,222,445

TCF Financial Corp.

      34,597      915,091
           
              21,067,048

BEVERAGES—0.51%

            

Brown-Forman Corp. Class B

      42,545    3,039,840

Constellation Brands Inc.(1)

      24,547    613,675

Hansen Natural Corp.(1)

      10,526    2,003,835

Pepsi Bottling Group Inc.

      49,022    1,576,057
           
            7,233,407

BIOTECHNOLOGY—1.79%

            

Celgene Corp.(1)

      239,807    11,374,046

Charles River Laboratories International Inc.(1)

      14,936    549,645

Invitrogen Corp.(1)

      13,294    878,335

MedImmune Inc.(1)

      171,709    4,653,314

Millennium Pharmaceuticals Inc.(1)

      116,905    1,165,543

Millipore Corp.(1)

      36,701    2,311,796

PDL BioPharma Inc.(1)

      79,013    1,454,629

Vertex Pharmaceuticals Inc.(1)

      76,046    2,791,649
           
            25,178,957

BUILDING MATERIALS—1.61%

            

American Standard Companies Inc.

      122,963    5,320,609

Eagle Materials Inc.

      34,734    1,649,865

Florida Rock Industries Inc.

      33,094    1,643,779

Martin Marietta Materials Inc.

      31,565    2,877,150

Masco Corp.

      166,152    4,924,745

USG Corp.(1)

      12,001    875,233

Vulcan Materials Co.

      69,447    5,416,866
           
            22,708,247

CHEMICALS—1.20%

            

Air Products & Chemicals Inc.

      18,105    1,157,272

Airgas Inc.

      43,747    1,629,576

Cabot Corp.

      18,036    622,603

Celanese Corp. Class A

      28,206    575,967

Ecolab Inc.

      124,487    5,051,682

Huntsman Corp.(1)

      44,134    764,401

International Flavors & Fragrances Inc.

      42,576    1,500,378

PPG Industries Inc.

      14,520    958,320

Rohm & Haas Co.

      16,534    828,684

Sherwin-Williams Co. (The)

      47,462    2,253,496

Sigma-Aldrich Corp.

      19,871    1,443,429

Valhi Inc.

      5,032    123,536
           
            16,909,344

COAL—0.97%

            

Arch Coal Inc.

      98,709    4,182,300

CONSOL Energy Inc.

      126,454    5,907,931

Foundation Coal Holdings Inc.

      31,449    1,475,902

Massey Energy Co.

      56,588    2,037,168
           
            13,603,301

COMMERCIAL SERVICES—3.92%

            

Alliance Data Systems Corp.(1)

      56,059    3,297,390

Apollo Group Inc. Class A(1)

      96,243    4,972,876

ARAMARK Corp. Class B

      81,733    2,706,180

Block (H & R) Inc.

      226,697    5,408,990

Career Education Corp.(1)

      67,411    2,014,915

ChoicePoint Inc.(1)

      59,416    2,481,806

Convergys Corp.(1)

      5,319    103,720

Corporate Executive Board Co. (The)

      27,631    2,768,626

Corrections Corp. of America(1)

      18,265    966,949

Equifax Inc.

      79,521    2,730,751

Hewitt Associates Inc. Class A(1)

      3,404    76,522

Iron Mountain Inc.(1)

      79,115    2,957,319

ITT Educational Services Inc.(1)

      30,197    1,987,265

Laureate Education Inc.(1)

      25,380    1,081,949

Manpower Inc.

      51,853    3,349,704

Paychex Inc.

      232,001    9,043,399

Pharmaceutical Product Development Inc.

      69,718    2,448,496

Quanta Services Inc.(1)

      34,169    592,149

Robert Half International Inc.

      103,760    4,357,920

ServiceMaster Co. (The)

      60,604    626,039

Weight Watchers International Inc.

      31,948    1,306,354
           
            55,279,319

COMPUTERS—3.45%

            

Affiliated Computer Services Inc. Class A(1)

      32,234    1,663,597

Cadence Design Systems Inc.(1)

      163,806    2,809,273

Ceridian Corp.(1)

      91,373    2,233,156

Cognizant Technology Solutions Corp.(1)

      96,913    6,529,029

Diebold Inc.

      37,289    1,514,679

DST Systems Inc.(1)

      40,802    2,427,719

Electronic Data Systems Corp.

      200,763    4,830,358

FactSet Research Systems Inc.

      28,763    1,360,490

Lexmark International Inc.(1)

      55,469    3,096,834

National Instruments Corp.

      38,805    1,063,257

NCR Corp.(1)

      26,382    966,636

Network Appliance Inc.(1)

      258,276    9,117,143

Reynolds & Reynolds Co. (The) Class A

      33,297    1,021,219

SanDisk Corp.(1)

      134,832    6,873,735

Synopsys Inc.(1)

      8,935    167,710

Western Digital Corp.(1)

      152,344    3,017,935
           
            48,692,770

COSMETICS & PERSONAL CARE—0.96%

            

Alberto-Culver Co.

      11,455    558,088

Avon Products Inc.

      310,819    9,635,389

Estee Lauder Companies Inc. (The) Class A

      85,831    3,319,085
           
            13,512,562

DISTRIBUTION & WHOLESALE—0.88%

            

CDW Corp.

      40,559    2,216,549

Fastenal Co.

      86,752    3,495,238

Grainger (W.W.) Inc.

      37,855    2,847,832

Pool Corp.

      36,546    1,594,502

WESCO International Inc.(1)

      33,389    2,303,841
           
            12,457,962

DIVERSIFIED FINANCIAL SERVICES—3.53%

            

Affiliated Managers Group Inc.(1)

      21,619    1,878,475

AmeriCredit Corp.(1)(2)

      21,517    600,755

BlackRock Inc.

      13,723    1,909,830

CBOT Holdings Inc. Class A(1)

      36,458    4,360,012

E*TRADE Financial Corp.(1)

      271,984    6,206,675

Eaton Vance Corp.

      79,851    1,993,081

Federated Investors Inc. Class B

      63,206    1,990,989

First Marblehead Corp. (The)(2)

      21,100    1,201,434

IndyMac Bancorp Inc.

      9,815    450,018

IntercontinentalExchange Inc.(1)

      14,076    815,563

Investment Technology Group Inc.(1)

      29,874    1,519,392

Janus Capital Group Inc.

      73,629    1,317,959

Legg Mason Inc.

      49,388    4,915,094

MasterCard Inc. Class A(1)

      42,483    2,039,184

Nasdaq Stock Market Inc. (The)(1)

      65,236    1,950,556

Nelnet Inc. Class A(1)

      11,630    471,596

Nuveen Investments Inc. Class A

      54,676    2,353,802

NYSE Group Inc.(1)

      54,669    3,743,733

Rowe (T.) Price Group Inc.

      183,317    6,931,216

TD Ameritrade Holding Corp.

      215,081    3,185,350
           
            49,834,714

ELECTRIC—1.08%

            

AES Corp. (The)(1)

      454,423    8,384,104

Allegheny Energy Inc.(1)

      112,750    4,179,642

Constellation Energy Group Inc.

      15,688    855,310

DPL Inc.

      14,939    400,365

NRG Energy Inc.(1)

      28,270    1,362,049
           
            15,181,470

ELECTRICAL COMPONENTS & EQUIPMENT—0.64%

            

American Power Conversion Corp.

      45,795    892,545

AMETEK Inc.

      48,930    2,318,303

Energizer Holdings Inc.(1)

      34,211    2,003,738

Hubbell Inc. Class B

      11,834    563,890

Molex Inc.

      94,803    3,182,537
           
            8,961,013

ELECTRONICS—2.32%

            

Amphenol Corp. Class A

      61,841    3,460,622

Applera Corp.—Applied Biosystems Group

      102,828    3,326,486

Arrow Electronics Inc.(1)

      11,689    376,386

Avnet Inc.(1)

      40,870    818,217

AVX Corp.

      15,774    249,071

Dolby Laboratories Inc. Class A(1)

      24,146    562,602

Fisher Scientific International Inc.(1)

      50,732    3,705,973

Gentex Corp.

      96,053    1,344,742

Jabil Circuit Inc.

      125,949    3,224,294

Mettler Toledo International Inc.(1)

      28,141    1,704,500

PerkinElmer Inc.

      45,275    946,247

Sanmina-SCI Corp.(1)

      147,120    676,752

Solectron Corp.(1)

      281,379    962,316

Symbol Technologies Inc.

      140,483    1,515,812

Tektronix Inc.

      41,223    1,212,781

Thermo Electron Corp.(1)

      33,896    1,228,391

Thomas & Betts Corp.(1)

      43,084    2,210,209

Trimble Navigation Ltd.(1)

      37,713    1,683,508

Vishay Intertechnology Inc.(1)

      24,408    383,938

Waters Corp.(1)

      71,447    3,172,247
           
            32,765,094

ENERGY—ALTERNATE SOURCES—0.10%

            

Covanta Holding Corp.(1)

      78,701    1,389,073
           
            1,389,073

ENGINEERING & CONSTRUCTION—0.63%

            

Fluor Corp.

      60,436    5,616,317

Jacobs Engineering Group Inc.(1)

      40,453    3,221,677

URS Corp.(1)

      1,977    83,034
           
            8,921,028

ENTERTAINMENT—1.26%

            

DreamWorks Animation SKG Inc. Class A(1)

      17,641    403,979

GTECH Holdings Corp.

      87,910    3,057,510

International Game Technology Inc.

      234,064    8,880,388

Penn National Gaming Inc.(1)

      49,908    1,935,432

Regal Entertainment Group Class A(2)

      43,542    884,773

Scientific Games Corp. Class A(1)

      45,674    1,626,908

Warner Music Group Corp.

      34,258    1,009,926
           
            17,798,916

ENVIRONMENTAL CONTROL—0.46%

            

Allied Waste Industries Inc.(1)

      9,647    109,590

Nalco Holding Co.(1)

      73,288    1,292,067

Republic Services Inc.

      77,430    3,123,526

Stericycle Inc.(1)

      30,552    1,988,935
           
            6,514,118

FOOD—2.60%

            

Campbell Soup Co.

      94,437    3,504,557

Heinz (H.J.) Co.

      131,350    5,414,247

Hershey Co. (The)

      107,042    5,894,803

Kroger Co.

      62,366    1,363,321

McCormick & Co. Inc. NVS

      72,153    2,420,733

Sara Lee Corp.

      275,994    4,421,424

Whole Foods Market Inc.

      96,697    6,250,494

Wrigley (William Jr.) Co.

      162,053    7,350,724
           
            36,620,303

FOREST PRODUCTS & PAPER—0.01%

            

Rayonier Inc.

      4,807    182,233
           
            182,233

HAND & MACHINE TOOLS—0.57%

            

Black & Decker Corp.

      48,210    4,071,817

Lincoln Electric Holdings Inc.

      29,290    1,835,018

Snap-On Inc.

      5,054    204,283

Stanley Works (The)

      39,263    1,853,999
           
            7,965,117

HEALTH CARE—PRODUCTS—4.16%

            

Advanced Medical Optics Inc.(1)

      47,410    2,403,687

Bard (C.R.) Inc.

      71,482    5,236,771

Bausch & Lomb Inc.

      6,033    295,858

Beckman Coulter Inc.

      40,045    2,224,500

Biomet Inc.

      169,858    5,314,857

Cooper Companies Inc.

      15,425    683,173

Cytyc Corp.(1)

      78,923    2,001,487

Dade Behring Holdings Inc.

      60,160    2,505,062

DENTSPLY International Inc.

      54,496    3,302,458

Edwards Lifesciences Corp.(1)

      40,691    1,848,592

Gen-Probe Inc.(1)

      35,611    1,922,282

Henry Schein Inc.(1)

      60,961    2,848,708

Hillenbrand Industries Inc.

      17,872    866,792

IDEXX Laboratories Inc.(1)

      21,782    1,636,482

Intuitive Surgical Inc.(1)

      25,239    2,977,445

Kinetic Concepts Inc.(1)

      30,279    1,336,818

Patterson Companies Inc.(1)

      95,702    3,342,871

ResMed Inc.(1)

      52,052    2,443,841

Respironics Inc.(1)

      50,166    1,716,681

St. Jude Medical Inc.(1)

      249,161    8,077,800

TECHNE Corp.(1)

      27,178    1,383,904

Varian Medical Systems Inc.(1)

      90,694    4,294,361
           
            58,664,430

HEALTH CARE—SERVICES—3.40%

            

Brookdale Senior Living Inc.

      8,391    375,413

Community Health Systems Inc.(1)

      41,388    1,521,009

Covance Inc.(1)

      33,123    2,027,790

Coventry Health Care Inc.(1)

      110,790    6,086,803

DaVita Inc.(1)

      71,305    3,543,858

Health Management Associates Inc. Class A

      42,712    841,854

Health Net Inc.(1)

      73,317    3,311,729

Humana Inc.(1)

      113,652    6,103,112

Laboratory Corp. of America Holdings(1)

      86,078    5,356,634

LifePoint Hospitals Inc.(1)(2)

      13,968    448,792

Lincare Holdings Inc.(1)

      66,004    2,497,591

Manor Care Inc.

      54,539    2,558,970

Pediatrix Medical Group Inc.(1)

      33,479    1,516,599

Quest Diagnostics Inc.

      109,296    6,549,016

Sierra Health Services Inc.(1)

      38,643    1,740,094

Tenet Healthcare Corp.(1)

      221,244    1,544,283

Triad Hospitals Inc.(1)

      9,971    394,652

Universal Health Services Inc. Class B

      7,259    364,837

Wellcare Health Plans Inc.(1)

      22,557    1,106,421
           
            47,889,457

HOLDING COMPANIES—DIVERSIFIED—0.12%

            

Walter Industries Inc.

      30,029    1,731,172
           
            1,731,172

HOME BUILDERS—1.07%

            

Beazer Homes USA Inc.

      14,049    644,428

Centex Corp.

      38,119    1,917,386

Horton (D.R.) Inc.

      116,116    2,765,883

KB Home

      28,791    1,320,067

Lennar Corp. Class A

      37,939    1,683,353

M.D.C. Holdings Inc.

      10,528    546,719

NVR Inc.(1)(2)

      3,216    1,579,860

Pulte Homes Inc.

      72,830    2,096,776

Ryland Group Inc.

      11,394    496,437

Standard-Pacific Corp.

      17,460    448,722

Thor Industries Inc.

      24,572    1,190,513

Toll Brothers Inc.(1)

      17,218    440,264
           
            15,130,408

HOME FURNISHINGS—0.28%

            

Harman International Industries Inc.

      46,183    3,942,643
           
            3,942,643

HOUSEHOLD PRODUCTS & WARES—0.67%

            

Avery Dennison Corp.

      65,086    3,778,893

Church & Dwight Co. Inc.

      44,624    1,625,206

Fortune Brands Inc.

      34,718    2,465,325

Jarden Corp.(1)

      16,531    503,369

Scotts Miracle-Gro Co. (The) Class A

      24,288    1,027,868
           
            9,400,661

HOUSEWARES—0.31%

            

Newell Rubbermaid Inc.

      117,507    3,035,206

Toro Co.

      29,430    1,374,381
           
            4,409,587

INSURANCE—0.64%

            

Ambac Financial Group Inc.

      6,203    503,063

Berkley (W.R.) Corp.

      60,158    2,053,193

Brown & Brown Inc.

      77,536    2,265,602

CNA Financial Corp.(1)

      1,844    60,778

Gallagher (Arthur J.) & Co.

      20,225    512,501

Hanover Insurance Group Inc. (The)

      12,690    602,267

HCC Insurance Holdings Inc.

      41,603    1,224,792

Markel Corp.(1)

      1,213    420,911

Philadelphia Consolidated Holding Corp.(1)

      31,355    951,938

Transatlantic Holdings Inc.

      6,704    374,754
           
            8,969,799

INTERNET—2.71%

            

Akamai Technologies Inc.(1)

      106,657    3,859,917

Amazon.com Inc.(1)

      215,467    8,334,264

CheckFree Corp.(1)

      57,089    2,829,331

Emdeon Corp.(1)

      189,423    2,350,739

Expedia Inc.(1)

      13,954    208,891

F5 Networks Inc.(1)

      27,989    1,496,852

IAC/InterActiveCorp(1)

      48,801    1,292,738

Liberty Media Holding Corp.-Liberty Interactive Group Series A(1)

      371,338    6,409,294

McAfee Inc.(1)

      101,857    2,472,069

Monster Worldwide Inc.(1)

      85,331    3,640,220

NutriSystem Inc.(1)

      22,158    1,376,677

VeriSign Inc.(1)

      158,723    3,677,612

WebMD Health Corp. Class A(1)

      4,874    230,540
           
            38,179,144

IRON & STEEL—0.47%

            

Allegheny Technologies Inc.

      69,212    4,792,239

Carpenter Technology Corp.

      16,413    1,895,701
           
            6,687,940

LEISURE TIME—0.75%

            

Brunswick Corp.

      12,275    408,144

Harley-Davidson Inc.

      185,441    10,178,856
           
            10,587,000

LODGING—2.31%

            

Boyd Gaming Corp.

      30,157    1,217,137

Choice Hotels International Inc.

      23,181    1,404,769

Harrah’s Entertainment Inc.

      94,116    6,699,177

Hilton Hotels Corp.

      265,492    7,508,114

MGM Mirage(1)

      82,585    3,369,468

Starwood Hotels & Resorts Worldwide Inc.

      124,912    7,537,190

Station Casinos Inc.

      34,938    2,378,579

Wynn Resorts Ltd.(1)

      33,950    2,488,535
           
            32,602,969

MACHINERY—2.06%

            

AGCO Corp.(1)

      4,249    111,834

Cummins Inc.

      26,157    3,197,693

Flowserve Corp.(1)

      5,891    335,198

Gardner Denver Inc.(1)

      36,139    1,391,351

Graco Inc.

      47,231    2,171,681

IDEX Corp.

      36,842    1,738,942

JLG Industries Inc.

      73,408    1,651,680

Joy Global Inc.

      85,324    4,444,527

Manitowoc Co. Inc. (The)

      42,253    1,880,258

Rockwell Automation Inc.

      122,533    8,823,601

Terex Corp.(1)

      16,424    1,621,049

Zebra Technologies Corp. Class A(1)

      48,850    1,668,716
           
            29,036,530

MANUFACTURING—2.54%

            

Brink’s Co. (The)

      25,899    1,460,963

Carlisle Companies Inc.

      18,143    1,438,740

Donaldson Co. Inc.

      51,028    1,728,318

Dover Corp.

      125,964    6,226,401

Harsco Corp.

      28,959    2,257,644

ITT Industries Inc.

      85,288    4,221,756

Leggett & Platt Inc.

      69,339    1,732,088

Pall Corp.

      15,435    432,180

Parker Hannifin Corp.

      35,463    2,751,929

Pentair Inc.

      26,528    906,992

Roper Industries Inc.

      59,948    2,802,569

Textron Inc.

      83,876    7,731,690

Trinity Industries Inc.

      51,356    2,074,782
           
            35,766,052

MEDIA—1.89%

            

Cablevision Systems Corp.

      75,198    1,612,997

Discovery Holding Co. Class A(1)

      54,543    797,964

Dow Jones & Co. Inc.

      40,851    1,430,194

EchoStar Communications Corp.(1)

      142,042    4,376,314

Liberty Global Inc. Class A(1)

      114,851    2,469,296

McClatchy Co. (The) Class A

      3,117    125,054

Meredith Corp.

      21,458    1,063,029

Scripps (E.W.) Co. Class A

      57,909    2,498,194

Sirius Satellite Radio Inc.(1)(2)

      969,263    4,603,999

Univision Communications Inc. Class A(1)

      101,681    3,406,314

Washington Post Co. (The) Class B

      767    598,268

Wiley (John) & Sons Inc. Class A

      30,538    1,013,862

XM Satellite Radio Holdings Inc. Class A(1)

      178,343    2,612,725
           
            26,608,210

METAL FABRICATE & HARDWARE—0.41%

            

Precision Castparts Corp.

      93,279    5,574,353

Timken Co. (The)

      4,475    149,957
           
            5,724,310

MINING—0.43%

            

Freeport-McMoRan Copper & Gold Inc.

      69,990    3,878,146

Southern Copper Corp.(2)

      4,675    416,683

Titanium Metals Corp.(1)

      51,297    1,763,591
           
            6,058,420

OFFICE & BUSINESS EQUIPMENT—0.26%

            

Pitney Bowes Inc.

      89,943    3,714,646
           
            3,714,646

OFFICE FURNISHINGS—0.16%

            

HNI Corp.

      35,764    1,621,897

Steelcase Inc. Class A

      41,416    681,293
           
            2,303,190

OIL & GAS—3.24%

            

Cheniere Energy Inc.(1)

      37,846    1,475,994

CNX Gas Corp.(1)

      19,261    577,830

Denbury Resources Inc.(1)

      82,181    2,602,672

Diamond Offshore Drilling Inc.

      40,727    3,418,217

ENSCO International Inc.

      106,144    4,884,747

Frontier Oil Corp.

      42,055    1,362,582

Helmerich & Payne Inc.

      36,271    2,185,690

Holly Corp.

      33,153    1,597,975

Patterson-UTI Energy Inc.

      118,382    3,351,394

Plains Exploration & Production Co.(1)

      54,325    2,202,335

Pride International Inc.(1)

      90,876    2,838,057

Quicksilver Resources Inc.(1)

      43,175    1,589,272

Range Resources Corp.

      95,190    2,588,216

Rowan Companies Inc.

      70,834    2,520,982

Southwestern Energy Co.(1)

      115,722    3,605,898

St. Mary Land & Exploration Co.

      39,448    1,587,782

Sunoco Inc.

      45,956    3,184,291

TODCO Class A

      42,682    1,743,560

Unit Corp.(1)

      31,931    1,816,555

W&T Offshore Inc.

      12,281    477,608
           
            45,611,657

OIL & GAS SERVICES—3.07%

            

BJ Services Co.

      221,923    8,268,851

Cameron International Corp.(1)

      79,728    3,808,607

Dresser-Rand Group Inc.(1)

      21,596    507,074

FMC Technologies Inc.(1)

      47,190    3,183,437

Global Industries Ltd.(1)

      60,935    1,017,615

Grant Prideco Inc.(1)

      90,376    4,044,326

Helix Energy Solutions Group Inc.(1)

      62,841    2,536,263

National Oilwell Varco Inc.(1)

      112,806    7,142,876

Oceaneering International Inc.(1)

      37,107    1,701,356

Smith International Inc.

      147,684    6,567,507

Superior Energy Services Inc.(1)

      55,080    1,867,212

Tetra Technologies Inc.(1)

      49,301    1,493,327

Tidewater Inc.

      24,146    1,187,983
           
            43,326,434

PACKAGING & CONTAINERS—0.79%

            

Ball Corp.

      72,268    2,676,807

Crown Holdings Inc.(1)

      115,791    1,802,866

Owens-Illinois Inc.(1)

      105,856    1,774,147

Packaging Corp. of America

      56,034    1,233,869

Pactiv Corp.(1)

      97,432    2,411,442

Sealed Air Corp.

      23,201    1,208,308
           
            11,107,439

PHARMACEUTICALS—4.11%

            

Abraxis BioScience Inc.(1)

      17,644    420,633

Allergan Inc.

      103,170    11,066,014

AmerisourceBergen Corp.

      28,108    1,178,287

Amylin Pharmaceuticals Inc.(1)

      73,676    3,637,384

Barr Pharmaceuticals Inc.(1)

      73,286    3,495,009

Cephalon Inc.(1)

      41,927    2,519,813

Endo Pharmaceuticals Holdings Inc.(1)

      91,849    3,029,180

Express Scripts Inc.(1)

      84,946    6,094,026

Forest Laboratories Inc.(1)

      224,954    8,703,470

Hospira Inc.(1)

      107,829    4,630,177

ImClone Systems Inc.(1)

      47,975    1,853,754

Kos Pharmaceuticals Inc.(1)

      11,466    431,351

Mylan Laboratories Inc.

      145,117    2,902,340

Omnicare Inc.

      40,473    1,919,230

Sepracor Inc.(1)(2)

      75,067    4,289,328

VCA Antech Inc.(1)

      57,351    1,831,217
           
            58,001,213

PIPELINES—2.15%

            

El Paso Corp.

      425,984    6,389,760

Equitable Resources Inc.

      72,244    2,420,174

Kinder Morgan Inc.

      73,516    7,343,513

Questar Corp.

      52,323    4,211,478

Western Gas Resources Inc.

      43,705    2,615,744

Williams Companies Inc.

      312,225    7,293,576
           
            30,274,245

REAL ESTATE—0.72%

            

CB Richard Ellis Group Inc. Class A(1)

      127,724    3,180,328

Forest City Enterprises Inc. Class A

      48,611    2,426,175

Jones Lang LaSalle Inc.

      24,703    2,162,748

St. Joe Co. (The)(2)

      51,478    2,395,786
           
            10,165,037

REAL ESTATE INVESTMENT TRUSTS—1.86%

            

CapitalSource Inc.

      41,909    983,185

Developers Diversified Realty Corp.

      32,028    1,671,221

Essex Property Trust Inc.

      7,127    795,801

Federal Realty Investment Trust

      19,078    1,335,460

General Growth Properties Inc.

      61,346    2,764,251

Global Signal Inc.

      11,779    545,603

Kilroy Realty Corp.

      22,130    1,598,893

Macerich Co. (The)

      49,554    3,478,691

Pan Pacific Retail Properties Inc.

      5,826    404,150

Public Storage Inc.

      25,707    1,951,161

Shurgard Storage Centers Inc. Class A

      32,643    2,040,188

SL Green Realty Corp.

      29,822    3,264,614

Taubman Centers Inc.

      19,601    801,681

United Dominion Realty Trust Inc.

      92,691    2,596,275

Ventas Inc.

      42,812    1,450,471

Weingarten Realty Investors

      13,691    524,091
           
            26,205,736

RETAIL—8.61%

            

Abercrombie & Fitch Co. Class A

      60,715    3,365,432

Advance Auto Parts Inc.

      74,495    2,152,906

American Eagle Outfitters Inc.

      78,775    2,681,501

AnnTaylor Stores Corp.(1)

      46,307    2,008,798

AutoZone Inc.(1)

      37,717    3,326,639

Barnes & Noble Inc.

      8,257    301,381

Bed Bath & Beyond Inc.(1)

      194,819    6,462,146

Brinker International Inc.

      58,541    2,125,038

Burger King Holdings Inc.(1)

      17,266    271,940

CarMax Inc.(1)

      72,673    2,576,985

Cheesecake Factory (The)(1)

      54,593    1,471,281

Chico’s FAS Inc.(1)

      123,646    3,335,969

Circuit City Stores Inc.

      111,849    3,044,530

Claire’s Stores Inc.

      68,290    1,742,078

Coldwater Creek Inc.(1)

      41,249    1,103,823

Copart Inc.(1)

      48,856    1,199,903

Darden Restaurants Inc.

      102,307    4,030,896

Dick's Sporting Goods Inc.(1)

      25,200    997,920

Dollar General Corp.

      203,302    2,842,162

Dollar Tree Stores Inc.(1)

      7,724    204,686

Family Dollar Stores Inc.

      57,361    1,401,329

Foot Locker Inc.

      12,132    297,113

GameStop Corp. Class A(1)

      45,323    1,903,566

Limited Brands Inc.

      235,486    6,026,087

Michaels Stores Inc.

      91,168    3,759,768

MSC Industrial Direct Co. Inc. Class A

      26,098    1,241,482

Nordstrom Inc.

      162,890    5,945,485

Office Depot Inc.(1)

      198,600    7,546,800

O’Reilly Automotive Inc.(1)

      78,138    2,437,124

OSI Restaurant Partners Inc.

      24,381    843,583

Panera Bread Co. Class A(1)

      20,740    1,394,558

Penney (J.C.) Co. Inc.

      161,938    10,932,434

PetSmart Inc.

      96,682    2,475,059

RadioShack Corp.

      71,365    999,110

Ross Stores Inc.

      99,054    2,778,465

Tiffany & Co.

      59,441    1,962,742

Tim Hortons Inc.(1)

      23,084    594,413

TJX Companies Inc.

      316,127    7,226,663

Tractor Supply Co.(1)

      24,804    1,370,917

United Auto Group Inc.

      4,317    92,168

Urban Outfitters Inc.(1)

      79,223    1,385,610

Wendy’s International Inc.

      32,844    1,914,477

Williams-Sonoma Inc.

      66,381    2,260,273

Yum! Brands Inc.

      187,722    9,436,785
           
            121,472,025

SAVINGS & LOANS—0.28%

            

Hudson City Bancorp Inc.

      199,315    2,656,869

People’s Bank

      40,276    1,323,067
           
            3,979,936

SEMICONDUCTORS—6.03%

            

Agere Systems Inc.(1)

      116,905    1,718,504

Altera Corp.(1)

      247,862    4,349,978

Analog Devices Inc.

      249,299    8,012,470

Cree Inc.(1)

      45,212    1,074,237

Cypress Semiconductor Corp.(1)

      86,098    1,251,865

Fairchild Semiconductor International Inc. Class A(1)

      43,144    783,926

Freescale Semiconductor Inc. Class B(1)

      128,840    3,787,896

Integrated Device Technology Inc.(1)

      61,098    866,370

International Rectifier Corp.(1)(2)

      27,160    1,061,413

Intersil Corp. Class A

      42,655    991,729

KLA-Tencor Corp.

      108,428    4,507,352

Lam Research Corp.(1)

      97,075    4,525,637

Linear Technology Corp.

      209,589    7,019,136

LSI Logic Corp.(1)

      197,170    1,764,672

Maxim Integrated Products Inc.

      221,365    7,108,030

MEMC Electronic Materials Inc.(1)

      95,814    3,593,025

Microchip Technology Inc.

      147,981    4,964,763

Micron Technology Inc.(1)

      228,245    3,437,370

National Semiconductor Corp.

      233,045    5,558,123

Novellus Systems Inc.(1)

      34,781    859,091

NVIDIA Corp.(1)

      243,331    5,180,517

PMC-Sierra Inc.(1)

      142,525    1,339,735

QLogic Corp.(1)

      111,375    1,920,105

Rambus Inc.(1)

      54,531    1,243,852

Silicon Laboratories Inc.(1)

      34,534    1,213,870

Spansion Inc. Class A(1)

      5,370    85,598

Teradyne Inc.(1)

      105,493    1,469,517

Xilinx Inc.

      237,122    5,370,813
           
            85,059,594

SOFTWARE—4.85%

            

Activision Inc.(1)

      190,890    2,172,328

Acxiom Corp.

      59,861    1,496,525

Autodesk Inc.(1)

      159,449    5,494,613

BEA Systems Inc.(1)

      268,898    3,519,875

BMC Software Inc.(1)

      146,908    3,511,101

CA Inc.

      47,943    985,229

Cerner Corp.(1)

      44,408    1,647,981

Citrix Systems Inc.(1)

      125,733    5,046,923

Dun & Bradstreet Corp.(1)

      45,755    3,188,208

Electronic Arts Inc.(1)

      209,702    9,025,574

Fair Isaac Corp.

      36,315    1,318,598

Fidelity National Information Services Inc.

      14,344    507,778

Fiserv Inc.(1)

      121,278    5,501,170

Global Payments Inc.

      46,544    2,259,711

IMS Health Inc.

      98,565    2,646,470

Intuit Inc.(1)

      120,183    7,257,851

MoneyGram International Inc.

      58,485    1,985,566

NAVTEQ Corp.(1)

      64,100    2,863,988

Red Hat Inc.(1)

      126,940    2,970,396

Salesforce.com Inc.(1)

      58,290    1,554,011

SEI Investments Co.

      43,373    2,120,072

Total System Services Inc.

      25,894    498,460

VeriFone Holdings Inc.(1)

      26,809    817,138
           
            68,389,566

TELECOMMUNICATIONS—3.43%

            

ADC Telecommunications Inc.(1)

      71,699    1,208,845

American Tower Corp. Class A(1)

      289,630    9,013,286

Avaya Inc.(1)

      24,865    283,958

CIENA Corp.(1)

      89,241    429,249

Citizens Communications Co.

      92,192    1,203,106

Comverse Technology Inc.(1)

      112,110    2,216,415

Crown Castle International Corp.(1)

      132,023    4,560,074

Harris Corp.

      92,682    3,847,230

JDS Uniphase Corp.(1)

        1,126,726    2,850,617

Juniper Networks Inc.(1)

        210,102    3,359,531

Leap Wireless International Inc.(1)

        11,757    557,870

Level 3 Communications Inc.(1)

        690,288    3,064,879

Lucent Technologies Inc.(1)

        1,663,700    4,026,154

NeuStar Inc. Class A(1)

        43,064    1,453,410

NII Holdings Inc. Class B(1)

        95,070    5,360,047

SBA Communications Corp.(1)

        71,110    1,858,815

Telephone & Data Systems Inc.

        40,487    1,676,162

United States Cellular Corp.(1)

        6,352    384,931

West Corp.(1)

        20,677    990,635
             
              48,345,214

TEXTILES—0.29%

              

Cintas Corp.

        96,801    3,848,808

Mohawk Industries Inc.(1)

        4,249    298,917
             
              4,147,725

TRANSPORTATION—2.01%

              

C.H. Robinson Worldwide Inc.

        119,903    6,390,830

Con-way Inc.

        35,710    2,068,680

CSX Corp.

        74,795    5,268,560

Expeditors International Washington Inc.

        147,280    8,249,153

Hunt (J.B.) Transport Services Inc.

        75,567    1,882,374

Kansas City Southern Industries Inc.(1)

        18,809    521,009

Kirby Corp.(1)

        36,380    1,437,010

Landstar System Inc.

        40,704    1,922,450

Swift Transportation Co. Inc.(1)

        17,027    540,778
             
              28,280,844

TRUCKING & LEASING—0.05%

              

GATX Corp.

        16,337    694,323
             
              694,323

WATER—0.09%

              

Aqua America Inc.(2)

        53,730    1,224,507
             
              1,224,507
             

TOTAL COMMON STOCKS

              

(Cost: $1,289,494,235)

             1,411,778,233

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—1.54%

              

CERTIFICATES OF DEPOSIT(3)—0.04%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 18,531    18,531

Fortis Bank NY

              

4.43%, 07/20/06

        46,307    46,307

Societe Generale

              

5.33%, 12/08/06

        185,312    185,312

Toronto-Dominion Bank

              

3.94%, 07/10/06

        92,656    92,656

Washington Mutual Bank

              

5.28%, 08/07/06

        92,656    92,656

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        148,250    148,250
             
              583,712

COMMERCIAL PAPER(3)—0.31%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(4)

      517,352    514,462

ASAP Funding Ltd.

            

5.21%, 08/08/06(4)

      88,950    88,487

Barton Capital Corp.

            

5.29%, 08/01/06(4)

      177,138    176,383

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(4)

      70,419    70,253

CC USA Inc.

            

5.03%, 10/24/06(4)

      37,062    36,477

Chariot Funding LLC

            

5.30%, 07/28/06(4)

      139,605    139,091

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(4)

      406,511    406,396

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      185,312    184,549

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      136,709    133,517

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      392,258    390,882

Five Finance Inc.

            

5.19%, 12/01/06(4)

      83,391    81,575

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      18,531    18,099

Govco Inc.

            

5.22%, 08/03/06(4)

      185,312    184,479

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      63,006    62,030

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      46,328    46,165

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      170,450    170,029

Landale Funding LLC

            

5.30%, 08/15/06(4)

      203,844    202,553

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      286,919    284,736

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      187,166    186,616

Prudential Funding LLC

            

5.22%, 07/31/06

      92,656    92,280

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      185,312    184,854

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      217,129    217,006

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      115,833    115,458

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      202,713    202,598

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      226,506    225,945
           
            4,414,920

MEDIUM-TERM NOTES(3)—0.04%

            

Bank of America N.A.

            

5.28%, 04/20/07

      46,328    46,328

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      57,447    57,447

K2 USA LLC

            

3.94%, 07/07/06(4)

      111,187    111,187

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      185,312    185,601

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        64,859    64,859

US Bank N.A.

              

2.85%, 11/15/06

        37,062    36,810
             
              502,232

MONEY MARKET FUNDS—0.10%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        1,428,845    1,428,845
             
              1,428,845

REPURCHASE AGREEMENTS(3)—0.25%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $370,791 (collateralized by non-U.S. Government debt securities, value $382,271, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 370,625    370,625

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $278,093 (collateralized by non-U.S. Government debt securities, value $306,192, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        277,969    277,969

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $370,791 (collateralized by non-U.S. Government debt securities, value $380,684, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        370,625    370,625

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $463,488 (collateralized by non-U.S. Government debt securities, value $518,469, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        463,281    463,281

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $111,238 (collateralized by non-U.S. Government debt securities, value $125,869, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        111,187    111,187

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $185,395 (collateralized by non-U.S. Government debt securities, value $189,280, 5.22% to 5.42%, 7/3/06).

        185,312    185,312

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $296,635 (collateralized by non-U.S. Government debt securities, value $311,755, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        296,500    296,500

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $185,395 (collateralized by non-U.S. Government debt securities, value $191,139, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        185,312    185,312

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $185,395 (collateralized by non-U.S. Government debt securities, value $191,142, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        185,312    185,312

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $370,791 (collateralized by non-U.S. Government debt securities, value $389,697, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        370,625    370,625

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $185,395 (collateralized by non-U.S. Government debt securities, value $195,015, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      185,312    185,312

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $64,889 (collateralized by non-U.S. Government debt securities, value $68,660, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      64,859    64,859

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $136,450 (collateralized by non-U.S. Government debt securities, value $137,320, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      129,719    129,719

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $370,791 (collateralized by non-U.S. Government debt securities, value $389,693, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      370,625    370,625
           
            3,567,263

TIME DEPOSITS(3)—0.12%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      185,312    185,312

KBC Bank NV

            

5.32%, 07/03/06

      555,937    555,937

Societe Generale

            

5.32%, 07/03/06

      463,281    463,281

UBS AG

            

5.25%-5.34%, 07/03/06

      534,272    534,272
           
            1,738,802

VARIABLE & FLOATING RATE NOTES(3)—0.68%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      474,400    474,467

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      138,984    138,983

American Express Centurion Bank

            

5.34%, 07/19/07

      203,844    204,087

American Express Credit Corp.

            

5.23%, 07/05/07

      55,594    55,631

ASIF Global Financing

            

5.17%, 05/03/07(4)

      18,531    18,540

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      120,453    120,453

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      315,031    315,029

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      185,312    185,312

BNP Paribas

            

5.14%, 05/18/07(4)

      342,828    342,828

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      135,278    135,278

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      46,328    46,328

Credit Agricole SA

            

5.31%, 07/23/07

      185,312    185,312

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      185,312    185,312

DEPFA Bank PLC

            

5.37%, 06/15/07

      185,312    185,312

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      213,109    213,126

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      185,312    185,312

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      370,625    370,625

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      55,594    55,594

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      138,984    138,971

General Electric Capital Corp.

            

5.25%, 04/09/07

      83,391    83,436

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      277,969    278,020

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      185,312    185,312

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      138,984    138,984

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      277,969    277,961

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      193,655    193,655

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      231,641    231,565

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      203,844    203,826

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      90,060    90,060

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      101,922    101,922

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      277,969    277,969

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      23,349    23,357

Mound Financing PLC

            

5.11%, 05/08/07(4)

      174,194    174,194

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      185,312    185,301

National City Bank of Indiana

            

5.17%, 05/21/07

      92,656    92,663

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      500,344    500,357

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      65,323    65,307

Northern Rock PLC

                

5.17%, 05/03/07(4)

      222,375      222,380  

Principal Life Global Funding I

                

5.63%, 02/08/07

      83,391      83,626  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      138,984      138,977  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      151,956      151,956  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      185,312      185,312  

Strips III LLC

                

5.37%, 07/24/06(4)

      43,320      43,320  

SunTrust Bank

                

5.08%, 05/01/07

      185,312      185,322  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      350,241      350,203  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      259,437      259,437  

US Bank N.A.

                

5.28%, 09/29/06

      83,391      83,385  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      296,648      296,648  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      370,625      370,625  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      92,656      92,662  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      166,781      166,779  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      183,274      182,671  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      62,587      62,587  
           
              9,536,279  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $21,772,053)

             21,772,053  
           

TOTAL INVESTMENTS IN SECURITIES—101.66%

                

(Cost: $1,311,266,288)

             1,433,550,286  

Other Assets, Less Liabilities—(1.66)%

             (23,452,767 )
           

NET ASSETS—100.00%

           $ 1,410,097,519  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® RUSSELL MIDCAP VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.99%

              

ADVERTISING—0.16%

              

Donnelley (R.H.) Corp.(1)

      61,839    $ 3,343,635
           
              3,343,635

AEROSPACE & DEFENSE—0.77%

              

Alliant Techsystems Inc.(1)

      27,517      2,100,923

Armor Holdings Inc.(1)

      36,181      1,983,804

DRS Technologies Inc.

      33,617      1,638,829

Goodrich (B.F.) Co.

      10,321      415,833

L-3 Communications Holdings Inc.

      136,646      10,305,841
           
              16,445,230

AGRICULTURE—0.46%

              

Loews Corp.—Carolina Group

      112,625      5,785,546

UST Inc.

      86,514      3,909,568
           
              9,695,114

AIRLINES—0.56%

              

AMR Corp.(1)

      60,309      1,533,055

Southwest Airlines Co.

      406,956      6,661,870

UAL Corp.(1)

      118,937      3,689,426
           
              11,884,351

APPAREL—0.76%

              

Jones Apparel Group Inc.

      135,896      4,320,134

Liz Claiborne Inc.

      126,176      4,676,083

VF Corp.

      106,017      7,200,675
           
              16,196,892

AUTO MANUFACTURERS—1.03%

              

Ford Motor Co.

      2,178,781      15,098,952

PACCAR Inc.

      82,726      6,814,968
           
              21,913,920

AUTO PARTS & EQUIPMENT—0.53%

              

Autoliv Inc.

      100,139      5,664,863

BorgWarner Inc.

      63,924      4,161,452

TRW Automotive Holdings Corp.(1)

      52,620      1,435,474
           
              11,261,789

BANKS—8.80%

              

AmSouth Bancorp

      417,815      11,051,207

Associated Bancorp

      159,653      5,033,859

BancorpSouth Inc.

      95,745      2,609,051

Bank of Hawaii Corp.

      21,550      1,068,880

BOK Financial Corp.

      26,330      1,307,811

City National Corp.

      50,347      3,277,086

Colonial BancGroup Inc. (The)

      186,643      4,792,992

Comerica Inc.

      196,100      10,195,239

Commerce Bancshares Inc.

      80,630    4,035,532

Compass Bancshares Inc.

      155,898    8,667,929

Cullen/Frost Bankers Inc.

      39,186    2,245,358

East West Bancorp Inc.

      5,717    216,731

First Citizens BancShares Inc. Class A

      7,268    1,457,234

First Horizon National Corp.

      148,776    5,980,795

Fulton Financial Corp.

      209,563    3,336,243

Huntington Bancshares Inc.

      296,123    6,982,580

KeyCorp

      487,985    17,411,305

M&T Bank Corp.

      91,797    10,824,702

Marshall & Ilsley Corp.

      305,621    13,979,105

Mercantile Bankshares Corp.

      148,758    5,306,198

North Fork Bancorp Inc.

      561,618    16,944,015

Northern Trust Corp.

      14,478    800,633

Popular Inc.

      336,068    6,452,506

Sky Financial Group Inc.

      121,635    2,871,802

South Financial Group Inc. (The)

      90,536    2,391,056

Synovus Financial Corp.

      181,765    4,867,667

TCF Financial Corp.

      98,730    2,611,408

TD Banknorth Inc.

      121,681    3,583,505

UnionBanCal Corp.

      64,611    4,173,224

Valley National Bancorp

      134,398    3,455,373

Webster Financial Corp.

      63,729    3,023,304

Whitney Holding Corp.

      79,310    2,805,195

Wilmington Trust Corp.

      82,350    3,473,523

Zions Bancorporation

      128,108    9,984,738
           
            187,217,786

BEVERAGES—0.97%

            

Coca-Cola Enterprises Inc.

      368,709    7,510,602

Constellation Brands Inc.(1)

      196,918    4,922,950

Molson Coors Brewing Co. Class B

      58,954    4,001,798

Pepsi Bottling Group Inc.

      80,421    2,585,535

PepsiAmericas Inc.

      75,343    1,665,834
           
            20,686,719

BIOTECHNOLOGY—0.32%

            

Charles River Laboratories International Inc.(1)

      60,957    2,243,218

Invitrogen Corp.(1)

      40,984    2,707,813

Millennium Pharmaceuticals Inc.(1)

      175,585    1,750,582
           
            6,701,613

BUILDING MATERIALS—0.44%

            

Lennox International Inc.

      72,770    1,926,950

Masco Corp.

      188,939    5,600,152

USG Corp.(1)

      25,246    1,841,191
           
            9,368,293

CHEMICALS—3.97%

            

Air Products & Chemicals Inc.

      238,983    15,275,793

Airgas Inc.

      5,144    191,614

Albemarle Corp.

      47,421    2,270,517

Ashland Inc.

      76,958    5,133,099

Cabot Corp.

      45,024    1,554,228

Celanese Corp. Class A

      42,363    865,052

Chemtura Corp.

      290,097    2,709,506

Cytec Industries Inc.

      49,794    2,671,946

Eastman Chemical Co.

      98,708    5,330,232

FMC Corp.

      47,213    3,040,045

Huntsman Corp.(1)

      31,681    548,715

International Flavors & Fragrances Inc.

      35,203    1,240,554

Lubrizol Corp.

      82,550    3,289,617

Lyondell Chemical Co.

      261,857    5,933,680

Mosaic Co. (The)(1)(2)

      158,580    2,481,777

PPG Industries Inc.

      174,573    11,521,818

Rohm & Haas Co.

      165,167    8,278,170

RPM International Inc.

      143,132    2,576,376

Sherwin-Williams Co. (The)

      53,295    2,530,447

Sigma-Aldrich Corp.

      46,071    3,346,597

Valspar Corp. (The)

      122,730    3,241,299

Westlake Chemical Corp.

      16,364    487,647
           
            84,518,729

COMMERCIAL SERVICES—1.27%

            

ADESA Inc.

      108,490    2,412,818

Convergys Corp.(1)

      159,873    3,117,523

Corrections Corp. of America(1)

      16,457    871,234

Donnelley (R.R.) & Sons Co.

      260,899    8,335,723

Equifax Inc.

      16,143    554,351

Hewitt Associates Inc. Class A(1)

      58,085    1,305,751

Laureate Education Inc.(1)

      8,266    352,380

Manpower Inc.

      15,132    977,527

Quanta Services Inc.(1)

      71,876    1,245,611

Service Corp. International

      357,064    2,906,501

ServiceMaster Co. (The)

      244,986    2,530,705

United Rentals Inc.(1)

      78,056    2,496,231
           
            27,106,355

COMPUTERS—1.78%

            

Affiliated Computer Services Inc. Class A(1)

      79,473    4,101,602

Cadence Design Systems Inc.(1)

      54,570    935,875

Ceridian Corp.(1)

      17,559    429,142

Computer Sciences Corp.(1)

      225,158    10,906,654

Diebold Inc.

      16,101    654,023

Electronic Data Systems Corp.

      274,776    6,611,111

Lexmark International Inc.(1)

      30,134    1,682,381

NCR Corp.(1)

      173,586    6,360,191

Reynolds & Reynolds Co. (The) Class A

      17,494    536,541

Synopsys Inc.(1)

      158,023    2,966,092

Unisys Corp.(1)

      414,120    2,600,674
           
            37,784,286

COSMETICS & PERSONAL CARE—0.17%

            

Alberto-Culver Co.

      74,032    3,606,839
           
            3,606,839

DISTRIBUTION & WHOLESALE—0.77%

            

Genuine Parts Co.

      208,475    8,685,068

Grainger (W.W.) Inc.

      26,131    1,965,835

Ingram Micro Inc. Class A(1)

      169,345    3,070,225

Tech Data Corp.(1)

      67,113    2,571,099
           
            16,292,227

DIVERSIFIED FINANCIAL SERVICES—2.84%

            

AmeriCredit Corp.(1)

      119,835    3,345,793

Ameriprise Financial Inc.

      259,344    11,584,896

CIT Group Inc.

      240,668    12,584,530

E*TRADE Financial Corp.(1)

      39,126    892,855

Edwards (A.G.) Inc.

      92,426    5,113,006

IndyMac Bancorp Inc.

      61,942    2,840,041

Janus Capital Group Inc.

      126,732    2,268,503

Jefferies Group Inc.

      143,098    4,239,994

Legg Mason Inc.

      67,595    6,727,054

Nelnet Inc. Class A(1)

      3,093    125,421

NYSE Group Inc.(1)

      92,603    6,341,453

Raymond James Financial Inc.

      109,390    3,311,235

Student Loan Corp. (The)

      4,829    975,458
           
            60,350,239

ELECTRIC—11.48%

            

Alliant Energy Corp.

      141,907    4,867,410

Ameren Corp.

      247,917    12,519,808

American Electric Power Co. Inc.

      475,576    16,288,478

CenterPoint Energy Inc.

      375,928    4,699,100

CMS Energy Corp.(1)

      266,993    3,454,889

Consolidated Edison Inc.

      296,727    13,186,548

Constellation Energy Group Inc.

      188,609    10,282,963

DPL Inc.

      120,663    3,233,768

DTE Energy Co.

      214,623    8,743,741

Edison International

      393,353    15,340,767

Energy East Corp.

      178,292    4,266,528

Entergy Corp.

      251,048    17,761,646

Great Plains Energy Inc.

      95,948    2,673,111

Hawaiian Electric Industries Inc.(2)

      97,938    2,733,450

MDU Resources Group Inc.

      144,839    5,302,556

Mirant Corp.(1)

      362,216    9,707,389

Northeast Utilities

      185,399    3,832,197

NRG Energy Inc.(1)

      115,927    5,585,363

NSTAR

      128,950    3,687,970

OGE Energy Corp.

      109,591    3,838,973

Pepco Holdings Inc.

      229,831    5,419,415

PG&E Corp.

      419,137    16,463,701

Pinnacle West Capital Corp.

      119,761    4,779,662

PPL Corp.

      459,374    14,837,780

Progress Energy Inc.

      305,412    13,093,012

Puget Energy Inc.

      140,085    3,009,026

Reliant Energy Inc.(1)

      370,213    4,435,152

SCANA Corp.

      139,422    5,378,901

Sierra Pacific Resources Corp.(1)

      242,524    3,395,336

TECO Energy Inc.

      252,041    3,765,493

Wisconsin Energy Corp.

      141,232    5,691,650

WPS Resources Corp.

      51,935    2,575,976

Xcel Energy Inc.

      489,543    9,389,435
           
            244,241,194

ELECTRICAL COMPONENTS & EQUIPMENT—0.28%

            

American Power Conversion Corp.

      126,339    2,462,347

Energizer Holdings Inc.(1)

      14,771    865,137

Hubbell Inc. Class B

      52,700    2,511,155
           
            5,838,639

ELECTRONICS—1.26%

            

Applera Corp. - Applied Biosystems Group

      43,564    1,409,295

Arrow Electronics Inc.(1)

      126,640    4,077,808

Avnet Inc.(1)

      83,243    1,666,525

AVX Corp.

      33,585    530,307

Fisher Scientific International Inc.(1)

      61,152    4,467,154

Gentex Corp.

      17,635    246,890

PerkinElmer Inc.

      73,683    1,539,975

Sanmina-SCI Corp.(1)

      385,976    1,775,490

Solectron Corp.(1)

      587,112    2,007,923

Symbol Technologies Inc.

      60,660    654,521

Tektronix Inc.

      28,880    849,650

Thermo Electron Corp.(1)

      138,335    5,013,260

Vishay Intertechnology Inc.(1)

      160,593    2,526,128
           
            26,764,926

ENGINEERING & CONSTRUCTION—0.24%

            

Shaw Group Inc. (The)(1)

      96,909    2,694,070

URS Corp.(1)

      58,301    2,448,642
           
            5,142,712

ENTERTAINMENT—0.18%

            

DreamWorks Animation SKG Inc. Class A(1)

      18,120    414,948

International Speedway Corp. Class A

      42,553    1,973,183

Warner Music Group Corp.

      51,453    1,516,834
           
            3,904,965

ENVIRONMENTAL CONTROL—0.17%

            

Allied Waste Industries Inc.(1)(2)

      284,435    3,231,182

Republic Services Inc.

      8,033    324,051
           
            3,555,233

FOOD—4.65%

            

Campbell Soup Co.

      122,084    4,530,537

ConAgra Foods Inc.

      627,029    13,863,611

Corn Products International Inc.

      89,522    2,739,373

Dean Foods Co.(1)

      164,207    6,106,858

Del Monte Foods Co.

      241,092    2,707,463

Heinz (H.J.) Co.

      174,727    7,202,247

Hershey Co. (The)

      25,771    1,419,209

Hormel Foods Corp.

      89,067    3,307,948

Kroger Co.

      763,554    16,691,290

McCormick & Co. Inc. NVS

      33,748    1,132,245

Safeway Inc.

      543,408    14,128,608

Sara Lee Corp.

      434,997    6,968,652

Smithfield Foods Inc.(1)

      119,302    3,439,477

Smucker (J.M.) Co. (The)

      70,271    3,141,114

SUPERVALU Inc.

      247,062    7,584,803

Tyson Foods Inc. Class A

      268,166    3,984,947
           
            98,948,382

FOREST PRODUCTS & PAPER—1.37%

            

Louisiana-Pacific Corp.

      128,210    2,807,799

MeadWestvaco Corp.

      218,700    6,108,291

Plum Creek Timber Co. Inc.

      222,555    7,900,702

Rayonier Inc.

      83,978    3,183,606

Smurfit-Stone Container Corp.(1)

      307,223    3,361,020

Temple-Inland Inc.

      133,396    5,718,687
           
            29,080,105

GAS—2.51%

            

AGL Resources Inc.

      94,087    3,586,596

Atmos Energy Corp.

      97,975    2,734,482

Energen Corp.

      88,700    3,406,967

KeySpan Corp.

      211,230    8,533,692

NiSource Inc.

      329,190    7,189,510

ONEOK Inc.

      141,732    4,824,557

Sempra Energy

      312,794    14,225,871

Southern Union Co.

      120,331    3,256,157

UGI Corp.

      127,141    3,130,211

Vectren Corp.

      91,980    2,506,455
           
            53,394,498

HAND & MACHINE TOOLS—0.35%

            

Black & Decker Corp.

      7,431    627,622

Kennametal Inc.

      47,794    2,975,176

Snap-On Inc.

      61,314    2,478,312

Stanley Works (The)

      29,430    1,389,685
           
            7,470,795

HEALTH CARE - PRODUCTS—0.29%

            

Bausch & Lomb Inc.

      54,184    2,657,183

Beckman Coulter Inc.

      6,173    342,910

Cooper Companies Inc.

      26,762    1,185,289

Hillenbrand Industries Inc.

      42,815    2,076,527
           
            6,261,909

HEALTH CARE - SERVICES—0.70%

            

Community Health Systems Inc.(1)

      46,281    1,700,827

Health Management Associates Inc. Class A

      215,977    4,256,907

Health Net Inc.(1)

      10,999    496,825

LifePoint Hospitals Inc.(1)

      44,976    1,445,079

Tenet Healthcare Corp.(1)

      181,262    1,265,209

Triad Hospitals Inc.(1)

      88,255    3,493,133

Universal Health Services Inc. Class B

      42,504    2,136,251
           
            14,794,231

HOLDING COMPANIES - DIVERSIFIED—0.27%

            

Leucadia National Corp.

      197,056    5,752,065
           
            5,752,065

HOME BUILDERS—1.26%

            

Beazer Homes USA Inc.

      24,180    1,109,137

Centex Corp.

      79,858    4,016,857

Horton (D.R.) Inc.

      174,400    4,154,208

KB Home

      47,043    2,156,922

Lennar Corp. Class A

      98,302    4,361,660

M.D.C. Holdings Inc.

      23,247    1,207,217

Pulte Homes Inc.

      129,438    3,726,520

Ryland Group Inc.

      35,125    1,530,396

Standard-Pacific Corp.

      49,615    1,275,105

Toll Brothers Inc.(1)

      125,924    3,219,877
           
            26,757,899

HOME FURNISHINGS—0.34%

            

Whirlpool Corp.

      88,028    7,275,514
           
            7,275,514

HOUSEHOLD PRODUCTS & WARES—0.98%

            

Clorox Co. (The)

      182,140    11,105,076

Fortune Brands Inc.

      116,312    8,259,315

Jarden Corp.(1)

      29,497    898,184

Scotts Miracle-Gro Co. (The) Class A

      14,083    595,993
           
            20,858,568

HOUSEWARES—0.16%

            

Newell Rubbermaid Inc.

      128,660    3,323,288
           
            3,323,288

INSURANCE—8.00%

            

Alleghany Corp.(1)

      5,852    1,617,259

Ambac Financial Group Inc.

      116,789    9,471,588

American Financial Group Inc.

      68,651    2,945,128

American National Insurance Co.

      17,122    2,221,066

AmerUs Group Co.

      46,852    2,743,185

AON Corp.

      384,715    13,395,776

Assurant Inc.

      155,727    7,537,187

Berkley (W.R.) Corp.

      89,628    3,059,004

CIGNA Corp.

      144,586    14,243,167

Cincinnati Financial Corp.

      188,068    8,841,077

CNA Financial Corp.(1)

      24,590    810,486

Conseco Inc.(1)

      182,924    4,225,544

Erie Indemnity Co. Class A

      64,850    3,372,200

Fidelity National Financial Inc.

      210,996    8,218,294

Fidelity National Title Group Inc. Class A(2)

      37,672    741,008

First American Corp.

      103,495    4,374,734

Gallagher (Arthur J.) & Co.

      81,372    2,061,966

Hanover Insurance Group Inc. (The)

      39,119    1,856,588

HCC Insurance Holdings Inc.

      61,487    1,810,177

Markel Corp.(1)

      9,543    3,311,421

MBIA Inc.

      162,658    9,523,626

Mercury General Corp.

      31,992    1,803,389

MGIC Investment Corp.

      105,558    6,861,270

Nationwide Financial Services Inc.

      59,052    2,603,012

Old Republic International Corp.

      277,494    5,930,047

Philadelphia Consolidated Holding Corp.(1)

      11,632    353,148

PMI Group Inc. (The)

      107,923    4,811,207

Protective Life Corp.

      84,377    3,933,656

Radian Group Inc.

      99,492    6,146,616

Reinsurance Group of America Inc.

      35,084    1,724,379

SAFECO Corp.

      143,906    8,109,103

StanCorp Financial Group Inc.

      66,038    3,361,995

Torchmark Corp.

      121,162    7,356,957

Transatlantic Holdings Inc.

      20,670    1,155,453

Unitrin Inc.

      57,301    2,497,751

UNUMProvident Corp.

      361,489    6,553,796

Wesco Financial Corp.

      1,710    651,510
           
            170,233,770

INTERNET—0.55%

            

Expedia Inc.(1)

      252,932    3,786,392

IAC/InterActiveCorp(1)

      137,505    3,642,507

Liberty Media Holding Corp. - Liberty Interactive Group Series A(1)

      198,404    3,424,453

McAfee Inc.(1)

      14,444    350,556

VeriSign Inc.(1)

      18,349    425,146
           
            11,629,054

INVESTMENT COMPANIES—0.48%

            

Allied Capital Corp.(2)

      169,003    4,862,216

American Capital Strategies Ltd.

      161,150    5,395,302
           
            10,257,518

IRON & STEEL—0.78%

            

Carpenter Technology Corp.

      1,994    230,307

Reliance Steel & Aluminum Co.

      39,677    3,291,207

Steel Dynamics Inc.

      58,766    3,863,277

United States Steel Corp.

      131,514    9,221,762
           
            16,606,553

LEISURE TIME—0.31%

            

Brunswick Corp.

      92,731    3,083,306

Sabre Holdings Corp.

      160,266    3,525,852
           
            6,609,158

LODGING—0.32%

            

Harrah’s Entertainment Inc.

      58,438    4,159,617

Starwood Hotels & Resorts Worldwide Inc.

      43,799    2,642,832
           
            6,802,449

MACHINERY—0.49%

            

AGCO Corp.(1)

      101,872    2,681,271

Cummins Inc.

      10,315    1,261,009

Flowserve Corp.(1)

      57,936    3,296,558

Terex Corp.(1)

      31,880    3,146,556
           
            10,385,394

MANUFACTURING—2.52%

            

Brink’s Co. (The)

      13,074    737,504

Carlisle Companies Inc.

      5,381    426,713

Crane Co.

      63,978    2,661,485

Dover Corp.

      25,846    1,277,568

Eastman Kodak Co.(2)

      346,785    8,246,547

Eaton Corp.

      181,337    13,672,810

ITT Industries Inc.

      74,138    3,669,831

Leggett & Platt Inc.

      98,825    2,468,648

Pall Corp.

      123,822    3,467,016

Parker Hannifin Corp.

      83,234    6,458,958

Pentair Inc.

      76,350    2,610,406

SPX Corp.

      72,163    4,037,520

Teleflex Inc.

      48,601    2,625,426

Textron Inc.

      10,366    955,538

Trinity Industries Inc.

      5,529    223,372
           
            53,539,342

MEDIA—3.15%

            

Cablevision Systems Corp.

      129,953    2,787,492

Discovery Holding Co. Class A(1)

      242,892    3,553,510

Gannett Co. Inc.

      287,117    16,058,454

Hearst-Argyle Television Inc.

      32,122    708,611

Liberty Global Inc. Class A(1)

      354,035    7,611,752

Liberty Media Holding Corp. - Liberty Capital Group Series A(1)

      169,576    14,205,382

McClatchy Co. (The) Class A(2)

      61,047    2,449,225

New York Times Co. Class A

      159,661    3,918,081

Tribune Co.

      270,767    8,780,974

Univision Communications Inc. Class A(1)

      82,161    2,752,393

Washington Post Co. (The) Class B

      5,394    4,207,374
           
            67,033,248

METAL FABRICATE & HARDWARE—0.32%

            

Commercial Metals Co.

      145,265    3,733,310

Timken Co. (The)

      93,823    3,144,009
           
            6,877,319

MINING—0.27%

            

Freeport-McMoRan Copper & Gold Inc.

      105,121    5,824,755
           
            5,824,755

OFFICE & BUSINESS EQUIPMENT—0.94%

            

Pitney Bowes Inc.

      110,681    4,571,125

Xerox Corp.(1)

      1,108,648    15,421,294
           
            19,992,419

OFFICE FURNISHINGS—0.02%

            

Steelcase Inc. Class A

      20,790    341,995
           
            341,995

OIL & GAS—5.27%

            

Cabot Oil & Gas Corp.

      58,971    2,889,579

Chesapeake Energy Corp.

      409,778    12,395,784

Cimarex Energy Co.

      99,719    4,287,917

Forest Oil Corp.(1)

      66,264    2,197,314

Frontier Oil Corp.

      63,163    2,046,481

Hess Corp.

      292,137    15,439,440

Kerr-McGee Corp.

      274,068    19,006,616

Murphy Oil Corp.

      225,325    12,586,654

Newfield Exploration Co.(1)

      155,272    7,599,012

Noble Energy Inc.

      213,874    10,022,136

Pioneer Natural Resources Co.

      156,106    7,244,879

Pogo Producing Co.

      69,979    3,226,032

Pride International Inc.(1)

      36,558    1,141,706

Rowan Companies Inc.

      9,182    326,787

Sunoco Inc.

      79,735    5,524,838

Tesoro Corp.

      82,781    6,155,595
           
            112,090,770

OIL & GAS SERVICES—0.22%

            

National Oilwell Varco Inc.(1)

      13,941    882,744

SEACOR Holdings Inc.(1)

      27,294    2,240,837

Tidewater Inc.

      30,581    1,504,585
           
            4,628,166

PACKAGING & CONTAINERS—0.50%

            

Bemis Co. Inc.

      126,567    3,875,482

Sealed Air Corp.

      57,914    3,016,161

Sonoco Products Co.

      119,573    3,784,485
           
            10,676,128

PHARMACEUTICALS—0.94%

            

AmerisourceBergen Corp.

      204,252    8,562,244

King Pharmaceuticals Inc.(1)

      292,419    4,971,123

Kos Pharmaceuticals Inc.(1)

      2,203    82,877

Omnicare Inc.

      75,469    3,578,740

Watson Pharmaceuticals Inc.(1)

      123,157    2,867,095
           
            20,062,079

PIPELINES—0.59%

            

Dynegy Inc. Class A(1)

      455,762    2,493,018

El Paso Corp.

      51,795    776,925

Equitable Resources Inc.

      19,215    643,703

National Fuel Gas Co.

      101,385    3,562,669

Questar Corp.

      11,774    947,689

Williams Companies Inc.

      172,448    4,028,385
           
            12,452,389

REAL ESTATE INVESTMENT TRUSTS—11.04%

            

AMB Property Corp.

      106,244    5,370,634

Annaly Mortgage Management Inc.

      196,691    2,519,612

Apartment Investment & Management Co. Class A

      117,340    5,098,423

Archstone-Smith Trust

      258,047    13,126,851

AvalonBay Communities Inc.

      89,795    9,933,123

Boston Properties Inc.

      137,818    12,458,747

Brandywine Realty Trust

      109,722    3,529,757

BRE Properties Inc. Class A

      61,950    3,407,250

Camden Property Trust

      68,030    5,003,607

CapitalSource Inc.

      39,468    925,919

CarrAmerica Realty Corp.

      71,283    3,175,658

CBL & Associates Properties Inc.

      77,659    3,023,265

Colonial Properties Trust

      55,228    2,728,263

Developers Diversified Realty Corp.

      76,413    3,987,230

Duke Realty Corp.

      162,841    5,723,861

Equity Office Properties Trust

      442,031    16,138,552

Equity Residential

      351,621    15,728,007

Essex Property Trust Inc.

      15,175    1,694,441

Federal Realty Investment Trust

      30,676    2,147,320

General Growth Properties Inc.

      100,238    4,516,724

Health Care Property Investors Inc.

      165,211    4,417,742

Health Care REIT Inc.

      74,994    2,621,040

Hospitality Properties Trust

      86,872    3,815,418

Host Hotels & Resorts Inc.

      624,817    13,664,748

HRPT Properties Trust

      253,366    2,928,911

iStar Financial Inc.

      136,761    5,162,728

Kimco Realty Corp.

      255,460    9,321,735

Liberty Property Trust

      107,699    4,760,296

Mack-Cali Realty Corp.

      75,234    3,454,745

New Century Financial Corp.

      55,151    2,523,158

New Plan Excel Realty Trust Inc.

      126,289    3,118,075

Pan Pacific Retail Properties Inc.

      39,037    2,707,997

ProLogis

      295,761    15,415,063

Public Storage Inc.

      54,953    4,170,933

Reckson Associates Realty Corp.

      100,466    4,157,283

Regency Centers Corp.

      82,799    5,145,958

Taubman Centers Inc.

      29,439    1,204,055

Thornburg Mortgage Inc.

      135,079    3,764,652

Trizec Properties Inc.

      118,607    3,396,904

Ventas Inc.

      50,545    1,712,465

Vornado Realty Trust

      147,511    14,389,698

Weingarten Realty Investors

      73,001    2,794,478
           
            234,885,326

RETAIL—1.88%

            

AnnTaylor Stores Corp.(1)

      6,567    284,876

AutoNation Inc.(1)(2)

      189,957    4,072,678

Barnes & Noble Inc.

      48,345    1,764,593

BJ’s Wholesale Club Inc.(1)

      81,552    2,311,999

Circuit City Stores Inc.

      18,875    513,778

Dillard’s Inc. Class A

      75,531    2,405,662

Dollar General Corp.

      25,535    356,979

Dollar Tree Stores Inc.(1)

      113,946    3,019,569

Family Dollar Stores Inc.

      87,199    2,130,272

Foot Locker Inc.

      166,561    4,079,079

OfficeMax Inc.

      85,877    3,499,488

OSI Restaurant Partners Inc.

      37,212    1,287,535

RadioShack Corp.

      38,555    539,770

Rite Aid Corp.(1)

      638,507    2,707,270

Saks Inc.

      164,346    2,657,475

Tiffany & Co.

      68,160    2,250,643

United Auto Group Inc.

      58,682    1,252,861

Wendy’s International Inc.

      83,352    4,858,588
           
            39,993,115

SAVINGS & LOANS—1.17%

            

Astoria Financial Corp.

      110,222    3,356,260

Capitol Federal Financial

      26,555    910,571

Hudson City Bancorp Inc.

      351,408    4,684,269

New York Community Bancorp Inc.(2)

      356,057    5,878,501

Sovereign Bancorp Inc.

      376,032    7,637,218

Washington Federal Inc.

      105,302    2,441,953
           
            24,908,772

SEMICONDUCTORS—1.54%

            

Atmel Corp.(1)

      517,775    2,873,651

Cree Inc.(1)

      13,954    331,547

Cypress Semiconductor Corp.(1)

      18,043    262,345

Fairchild Semiconductor International Inc. Class A(1)

      71,347    1,296,375

Freescale Semiconductor Inc. Class B(1)

      264,536    7,777,358

Integrated Device Technology Inc.(1)

      134,908    1,912,995

International Rectifier Corp.(1)

      38,866    1,518,883

Intersil Corp. Class A

      96,508    2,243,811

KLA-Tencor Corp.

      50,715    2,108,223

LSI Logic Corp.(1)

      134,109    1,200,276

Micron Technology Inc.(1)

      476,243    7,172,220

Novellus Systems Inc.(1)

      92,789    2,291,888

Rambus Inc.(1)

      11,070    252,507

Spansion Inc. Class A(1)

      43,674    696,164

Teradyne Inc.(1)

      54,802    763,392
           
            32,701,635

SOFTWARE—0.98%

            

CA Inc.

      464,210    9,539,516

Compuware Corp.(1)

      462,140    3,096,338

Fair Isaac Corp.

      15,287    555,071

Fidelity National Information Services Inc.

      89,473    3,167,344

IMS Health Inc.

      68,714    1,844,971

Novell Inc.(1)

      409,290    2,713,593
           
            20,916,833

TELECOMMUNICATIONS—3.50%

            

ADC Telecommunications Inc.(1)

      15,975    269,338

Avaya Inc.(1)

      514,072    5,870,702

CenturyTel Inc.

      140,238    5,209,842

CIENA Corp.(1)

      546,998    2,631,060

Citizens Communications Co.

      231,082    3,015,620

Comverse Technology Inc.(1)

      47,800    945,006

Crown Castle International Corp.(1)

      28,539    985,737

Embarq Corp.(1)

      179,829    7,371,191

Juniper Networks Inc.(1)

      315,561    5,045,820

Leap Wireless International Inc.(1)

      32,434    1,538,993

Lucent Technologies Inc.(1)

      2,498,786    6,047,062

NTL Inc.

      312,912    7,791,509

PanAmSat Holding Corp.

      82,739    2,066,820

Qwest Communications International Inc.(1)

      1,908,096    15,436,497

Telephone & Data Systems Inc.

      60,808    2,517,451

Tellabs Inc.(1)

      540,994    7,200,630

United States Cellular Corp.(1)

      7,913    479,528
           
            74,422,806

TEXTILES—0.19%

            

Mohawk Industries Inc.(1)

      56,640    3,984,624
           
            3,984,624

TOYS, GAMES & HOBBIES—0.54%

            

Hasbro Inc.

      207,841    3,764,001

Mattel Inc.

      470,208    7,763,134
           
            11,527,135

TRANSPORTATION—1.27%

            

Alexander & Baldwin Inc.

      53,406    2,364,284

CSX Corp.

      136,704    9,629,430

Kansas City Southern Industries Inc.(1)

      57,980    1,606,046

Laidlaw International Inc.

      118,195    2,978,514

Overseas Shipholding Group Inc.

      36,036    2,131,529

Ryder System Inc.

      73,643    4,302,960

Swift Transportation Co. Inc.(1)

      34,683    1,101,532

YRC Worldwide Inc.(1)

      69,365    2,920,960
           
            27,035,255

TRUCKING & LEASING—0.05%

            

GATX Corp.

      25,748    1,094,290
           
            1,094,290

WATER—0.07%

            

Aqua America Inc.

      62,388    1,421,823
           
            1,421,823
           

TOTAL COMMON STOCKS

            

(Cost: $2,028,031,091)

           2,126,673,060

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.99%

              

CERTIFICATES OF DEPOSIT(3)—0.03%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 17,420    17,420

Fortis Bank NY

              

4.43%, 07/20/06

        43,529    43,529

Societe Generale

              

5.33%, 12/08/06

        174,198    174,198

Toronto-Dominion Bank

              

3.94%, 07/10/06

        87,099    87,099

Washington Mutual Bank

              

5.28%, 08/07/06

        87,099    87,099

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        139,358    139,358
             
              548,703

COMMERCIAL PAPER(3)—0.19%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        486,321    483,588

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        83,615    83,179

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        166,514    165,804

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        66,195    66,039

CC USA Inc.

              

5.03%, 10/24/06(4)

        34,840    34,289

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        131,232    130,749

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        382,128    382,020

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        174,198    173,479

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        128,509    125,509

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        368,731    367,438

Five Finance Inc.

              

5.19%, 12/01/06(4)

        78,389    76,682

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        17,420    17,013

Govco Inc.

              

5.22%, 08/03/06(4)

        174,198    173,414

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        59,227    58,310

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        43,549    43,396

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        160,227    159,830

Landale Funding LLC

              

5.30%, 08/15/06(4)

        191,617    190,404

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        269,710    267,658

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        175,939    175,423

Prudential Funding LLC

              

5.22%, 07/31/06

        87,099    86,745

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        174,198    173,766

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        204,105    203,990

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        108,886    108,533

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        190,555    190,447

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        212,920    212,393
             
              4,150,098

MEDIUM-TERM NOTES(3)—0.02%

              

Bank of America N.A.

              

5.28%, 04/20/07

        43,549    43,549

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        54,001    54,001

K2 USA LLC

              

3.94%, 07/07/06(4)

        104,519    104,518

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        174,198    174,469

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        60,969    60,969

US Bank N.A.

              

2.85%, 11/15/06

        34,840    34,602
             
              472,108

MONEY MARKET FUNDS—0.09%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        1,999,118    1,999,118
             
              1,999,118

REPURCHASE AGREEMENTS(3)—0.16%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $348,551 (collateralized by non-U.S. Government debt securities, value $359,342, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 348,395    348,395

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $261,413 (collateralized by non-U.S. Government debt securities, value $287,827, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        261,296    261,296

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $348,551 (collateralized by non-U.S. Government debt securities, value $357,850, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        348,395    348,395

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $435,689 (collateralized by non-U.S. Government debt securities, value $487,372, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        435,494    435,494

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $104,567 (collateralized by non-U.S. Government debt securities, value $118,319, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      104,519    104,519

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $174,276 (collateralized by non-U.S. Government debt securities, value $177,927, 5.22% to 5.42%, 7/3/06).

      174,198    174,198

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $278,843 (collateralized by non-U.S. Government debt securities, value $293,056, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      278,716    278,716

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $174,276 (collateralized by non-U.S. Government debt securities, value $179,675, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      174,198    174,198

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $174,276 (collateralized by non-U.S. Government debt securities, value $179,677, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      174,198    174,198

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $348,551 (collateralized by non-U.S. Government debt securities, value $366,324, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      348,395    348,395

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $174,276 (collateralized by non-U.S. Government debt securities, value $183,318, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      174,198    174,198

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $60,997 (collateralized by non-U.S. Government debt securities, value $64,542, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      60,969    60,969

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $128,265 (collateralized by non-U.S. Government debt securities, value $129,084, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      121,938    121,938

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $348,551 (collateralized by non-U.S. Government debt securities, value $366,320, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      348,395    348,395
           
            3,353,304

TIME DEPOSITS(3)—0.08%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      174,198    174,198

KBC Bank NV

            

5.32%, 07/03/06

      522,593    522,593

Societe Generale

            

5.32%, 07/03/06

      435,494    435,494

UBS AG

            

5.25%-5.34%, 07/03/06

      502,227    502,227
           
            1,634,512

VARIABLE & FLOATING RATE NOTES(3)—0.42%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      445,946    446,008

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      130,648    130,647

American Express Centurion Bank

            

5.34%, 07/19/07

      191,617    191,846

American Express Credit Corp.

            

5.23%, 07/05/07

      52,259    52,294

ASIF Global Financing

            

5.17%, 05/03/07(4)

      17,420    17,428

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      113,228    113,228

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      296,136    296,134

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      174,198    174,198

BNP Paribas

            

5.14%, 05/18/07(4)

      322,265    322,265

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      127,164    127,165

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      43,549    43,549

Credit Agricole SA

            

5.31%, 07/23/07

      174,198    174,198

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      174,198    174,197

DEPFA Bank PLC

            

5.37%, 06/15/07

      174,198    174,198

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      200,327    200,343

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      174,198    174,198

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      348,395    348,395

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      52,259    52,260

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      130,648    130,636

General Electric Capital Corp.

            

5.25%, 04/09/07

      78,389    78,432

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      261,296    261,345

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      174,198    174,198

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      130,648    130,648

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      261,296    261,289

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      182,040    182,040

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      217,747    217,676

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      191,617    191,601

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      84,658    84,658

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      95,809    95,809

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      261,296    261,296

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      21,949    21,956

Mound Financing PLC

                

5.11%, 05/08/07(4)

      163,746      163,746  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      174,198      174,187  

National City Bank of Indiana

                

5.17%, 05/21/07

      87,099      87,105  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      470,333      470,347  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      61,405      61,390  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      209,037      209,042  

Principal Life Global Funding I

                

5.63%, 02/08/07

      78,389      78,610  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      130,648      130,641  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      142,842      142,842  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      174,198      174,198  

Strips III LLC

                

5.37%, 07/24/06(4)

      40,722      40,722  

SunTrust Bank

                

5.08%, 05/01/07

      174,198      174,206  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      329,233      329,198  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      243,877      243,877  

US Bank N.A.

                

5.28%, 09/29/06

      78,389      78,384  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      278,855      278,855  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      348,395      348,395  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      87,099      87,104  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      156,778      156,776  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      172,281      171,714  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      58,833      58,834  
           
              8,964,308  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $21,122,151)

             21,122,151  
           

TOTAL INVESTMENTS IN SECURITIES—100.98%

                

(Cost: $2,049,153,242)

             2,147,795,211  

Other Assets, Less Liabilities—(0.98)%

             (20,861,069 )
           

NET ASSETS—100.00%

           $ 2,126,934,142  
           

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P 100 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.84%

              

AEROSPACE & DEFENSE—2.83%

              

Boeing Co. (The)

      205,407    $ 16,824,887

General Dynamics Corp.

      103,716      6,789,249

Raytheon Co.

      114,653      5,110,084

United Technologies Corp.

      259,666      16,468,018
           
              45,192,238

AGRICULTURE—2.46%

              

Altria Group Inc.

      536,475      39,393,359
           
              39,393,359

AUTO MANUFACTURERS—0.48%

              

Ford Motor Co.

      481,947      3,339,893

General Motors Corp.(1)

      145,283      4,327,981
           
              7,667,874

BANKS—6.22%

              

Bank of America Corp.

      1,172,422      56,393,498

U.S. Bancorp

      457,252      14,119,942

Wells Fargo & Co.

      431,618      28,952,935
           
              99,466,375

BEVERAGES—3.58%

              

Anheuser-Busch Companies Inc.

      198,570      9,052,806

Coca-Cola Co. (The)

      526,556      22,652,439

PepsiCo Inc.

      424,540      25,489,382
           
              57,194,627

BIOTECHNOLOGY—1.34%

              

Amgen Inc.(2)

      302,972      19,762,864

MedImmune Inc.(2)

      63,937      1,732,693
           
              21,495,557

CHEMICALS—1.22%

              

Dow Chemical Co. (The)

      247,108      9,644,625

Du Pont (E.I.) de Nemours and Co.

      236,703      9,846,845
           
              19,491,470

COMPUTERS—4.82%

              

Computer Sciences Corp.(2)

      48,223      2,335,922

Dell Inc.(2)

      583,609      14,245,896

EMC Corp.(2)

      607,522      6,664,516

Hewlett-Packard Co.

      716,650      22,703,472

International Business Machines Corp.

      398,349      30,601,170

Unisys Corp.(2)

      88,117      553,375
           
              77,104,351

COSMETICS & PERSONAL CARE—3.65%

              

Avon Products Inc.

      115,717      3,587,227

Colgate-Palmolive Co.

      132,259      7,922,314

Procter & Gamble Co.

      843,025      46,872,190
           
              58,381,731

DIVERSIFIED FINANCIAL SERVICES—10.97%

            

American Express Co.

      316,966    16,868,931

Citigroup Inc.

      1,277,190    61,611,646

Goldman Sachs Group Inc. (The)

      110,994    16,696,827

JP Morgan Chase & Co.

      892,640    37,490,880

Lehman Brothers Holdings Inc.

      137,543    8,960,926

Merrill Lynch & Co. Inc.

      237,380    16,512,153

Morgan Stanley

      275,215    17,396,340
           
            175,537,703

ELECTRIC—1.64%

            

AES Corp. (The)(2)

      169,099    3,119,877

American Electric Power Co. Inc.

      101,177    3,465,312

Entergy Corp.

      53,440    3,780,880

Exelon Corp.

      171,734    9,759,643

Southern Co. (The)

      190,609    6,109,018
           
            26,234,730

FOOD—0.53%

            

Campbell Soup Co.

      47,518    1,763,393

Heinz (H.J.) Co.

      86,072    3,547,888

Sara Lee Corp.

      195,310    3,128,866
           
            8,440,147

FOREST PRODUCTS & PAPER—0.50%

            

International Paper Co.

      126,610    4,089,503

Weyerhaeuser Co.

      63,292    3,939,927
           
            8,029,430

HAND & MACHINE TOOLS—0.10%

            

Black & Decker Corp.

      19,501    1,647,054
           
            1,647,054

HEALTH CARE - PRODUCTS—4.15%

            

Baxter International Inc.

      168,250    6,184,870

Johnson & Johnson

      760,716    45,582,103

Medtronic Inc.

      310,119    14,550,783
           
            66,317,756

HEALTH CARE - SERVICES—0.28%

            

HCA Inc.

      104,838    4,523,760
           
            4,523,760

INSURANCE—3.62%

            

Allstate Corp. (The)

      163,261    8,935,275

American International Group Inc.

      667,329    39,405,777

CIGNA Corp.

      30,790    3,033,123

Hartford Financial Services Group Inc. (The)

      77,858    6,586,787
           
            57,960,962

IRON & STEEL—0.10%

            

Allegheny Technologies Inc.

      22,476    1,556,238
           
            1,556,238

LODGING—0.21%

            

Harrah’s Entertainment Inc.

      47,464    3,378,488
           
            3,378,488

MACHINERY—1.01%

            

Caterpillar Inc.

      172,067    12,815,550

Rockwell Automation Inc.

      45,638    3,286,392
           
            16,101,942

MANUFACTURING—8.03%

            

Eastman Kodak Co.(1)

      73,761    1,754,037

General Electric Co.

      2,671,504    88,052,772

Honeywell International Inc.

      212,675    8,570,802

3M Co.

      193,703    15,645,391

Tyco International Ltd.

      523,239    14,389,073
           
            128,412,075

MEDIA—3.94%

            

CBS Corp. Class B

      198,494    5,369,263

Clear Channel Communications Inc.

      129,288    4,001,464

Comcast Corp. Class A(2)

      542,794    17,771,076

Time Warner Inc.

      1,100,175    19,033,028

Walt Disney Co. (The)

      563,920    16,917,600
           
            63,092,431

MINING—0.45%

            

Alcoa Inc.

      223,541    7,233,787
           
            7,233,787

OFFICE & BUSINESS EQUIPMENT—0.20%

            

Xerox Corp.(2)

      235,914    3,281,564
           
            3,281,564

OIL & GAS—8.17%

            

Exxon Mobil Corp.

      1,554,401    95,362,501

Chevron Corp.

      569,485    35,342,239
           
            130,704,740

OIL & GAS SERVICES—2.30%

            

Baker Hughes Inc.

      87,578    7,168,259

Halliburton Co.

      132,596    9,839,949

Schlumberger Ltd.

      303,113    19,735,687
           
            36,743,895

PHARMACEUTICALS—5.92%

            

Abbott Laboratories

      392,081    17,098,652

Bristol-Myers Squibb Co.

      505,157    13,063,360

Merck & Co. Inc.

      560,729    20,427,357

Pfizer Inc.

      1,882,463    44,181,407
           
            94,770,776

PIPELINES—0.39%

            

El Paso Corp.

      178,761    2,681,415

Williams Companies Inc.

      152,907    3,571,908
           
            6,253,323

RETAIL—4.69%

            

Home Depot Inc.

      531,038    19,005,850

Limited Brands Inc.

      88,172    2,256,321

McDonald’s Corp.

      320,139    10,756,670

OfficeMax Inc.

      18,203    741,772

RadioShack Corp.

      34,663    485,282

Target Corp.

      221,841    10,841,370

Wal-Mart Stores Inc.

      642,385    30,943,685
           
            75,030,950

SEMICONDUCTORS—2.66%

            

Intel Corp.

      1,494,427    28,319,392

National Semiconductor Corp.

      86,672    2,067,127

Texas Instruments Inc.

      400,283    12,124,572
           
            42,511,091

SOFTWARE—4.19%

              

Microsoft Corp.

        2,253,889    52,515,614

Oracle Corp.(2)

        1,000,453    14,496,564
             
              67,012,178

TELECOMMUNICATIONS—6.36%

              

AT&T Inc.

        998,893    27,859,126

Cisco Systems Inc.(2)

        1,568,339    30,629,661

Lucent Technologies Inc.(2)

        1,150,929    2,785,248

Sprint Nextel Corp.

        765,389    15,300,126

Verizon Communications Inc.

        749,489    25,100,387
             
              101,674,548

TRANSPORTATION—2.83%

              

Burlington Northern Santa Fe Corp.

        93,716    7,426,993

FedEx Corp.

        78,384    9,159,954

Norfolk Southern Corp.

        106,544    5,670,272

United Parcel Service Inc. Class B

        278,672    22,943,066
             
              45,200,285
             

TOTAL COMMON STOCKS

              

(Cost: $1,647,181,181)

             1,597,037,435

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.13%

              

CERTIFICATES OF DEPOSIT(3)—0.00%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 981    981

Fortis Bank NY

              

4.43%, 07/20/06

        2,452    2,452

Societe Generale

              

5.33%, 12/08/06

        9,811    9,811

Toronto-Dominion Bank

              

3.94%, 07/10/06

        4,906    4,906

Washington Mutual Bank

              

5.28%, 08/07/06

        4,906    4,906

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        7,849    7,849
             
              30,905

COMMERCIAL PAPER(3)—0.01%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        27,391    27,241

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        4,710    4,685

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        9,379    9,339

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        3,728    3,720

CC USA Inc.

              

5.03%, 10/24/06(4)

        1,962    1,931

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        7,391    7,364

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        21,523    21,517

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      9,811    9,771

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      7,238    7,069

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      20,768    20,696

Five Finance Inc.

            

5.19%, 12/01/06(4)

      4,415    4,319

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      981    958

Govco Inc.

            

5.22%, 08/03/06(4)

      9,811    9,767

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      3,336    3,284

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      2,453    2,444

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      9,025    9,002

Landale Funding LLC

            

5.30%, 08/15/06(4)

      10,793    10,724

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      15,191    15,076

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      9,910    9,881

Prudential Funding LLC

            

5.22%, 07/31/06

      4,906    4,886

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      9,811    9,787

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      11,496    11,490

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      6,133    6,113

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      10,733    10,727

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      11,992    11,963
           
            233,754

MEDIUM-TERM NOTES(3)—0.00%

            

Bank of America N.A.

            

5.28%, 04/20/07

      2,453    2,453

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      3,042    3,042

K2 USA LLC

            

3.94%, 07/07/06(4)

      5,887    5,887

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      9,811    9,827

Sigma Finance Inc.

            

5.13%, 03/30/07(4)

      3,434    3,434

US Bank N.A.

            

2.85%, 11/15/06

      1,962    1,949
           
            26,592

MONEY MARKET FUNDS—0.07%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(5)(6)

      1,048,710    1,048,710
           
            1,048,710

REPURCHASE AGREEMENTS(3)—0.01%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $19,632 (collateralized by non-U.S. Government debt securities, value $20,240, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 19,623    19,623

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $14,724 (collateralized by non-U.S. Government debt securities, value $16,212, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        14,717    14,717

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $19,632 (collateralized by non-U.S. Government debt securities, value $20,156, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        19,623    19,623

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $24,540 (collateralized by non-U.S. Government debt securities, value $27,451, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        24,529    24,529

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $5,890 (collateralized by non-U.S. Government debt securities, value $6,664, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        5,887    5,887

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $9,815 (collateralized by non-U.S. Government debt securities, value $10,022, 5.22% to 5.42%, 7/3/06).

        9,811    9,811

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $15,705 (collateralized by non-U.S. Government debt securities, value $16,506, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        15,698    15,698

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $19,632 (collateralized by non-U.S. Government debt securities, value $20,633, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        19,623    19,623

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $9,815 (collateralized by non-U.S. Government debt securities, value $10,120, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        9,811    9,811

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $9,815 (collateralized by non-U.S. Government debt securities, value $10,120, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        9,811    9,811

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $9,815 (collateralized by non-U.S. Government debt securities, value $10,325, 3.79% to 7.22%, 5/15/07 to 3/15/42).

        9,811    9,811

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $3,436 (collateralized by non-U.S. Government debt securities, value $3,635, 0.00% to 10.00%, 7/3/06 to 6/30/36).

        3,434    3,434

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $7,224 (collateralized by non-U.S. Government debt securities, value $7,271, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      6,868    6,868

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $19,632 (collateralized by non-U.S. Government debt securities, value $20,633, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      19,623    19,623
           
            188,869

TIME DEPOSITS(3)—0.01%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      9,811    9,811

KBC Bank NV

            

5.32%, 07/03/06

      29,434    29,434

Societe Generale

            

5.32%, 07/03/06

      24,529    24,529

UBS AG

            

5.25%-5.34%, 07/03/06

      28,288    28,288
           
            92,062

VARIABLE & FLOATING RATE NOTES(3)—0.03%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      25,117    25,121

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      7,359    7,359

American Express Centurion Bank

            

5.34%, 07/19/07

      10,793    10,806

American Express Credit Corp.

            

5.23%, 07/05/07

      2,943    2,945

ASIF Global Financing

            

5.17%, 05/03/07(4)

      981    982

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      6,377    6,377

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      16,680    16,680

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      9,811    9,811

BNP Paribas

            

5.14%, 05/18/07(4)

      18,151    18,151

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      7,162    7,162

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      2,453    2,453

Credit Agricole SA

            

5.31%, 07/23/07

      9,811    9,811

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      9,811    9,812

DEPFA Bank PLC

            

5.37%, 06/15/07

      9,811    9,811

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      11,283    11,284

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      9,811    9,811

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      19,623    19,623

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      2,943    2,943

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      7,359    7,358

General Electric Capital Corp.

            

5.25%, 04/09/07

      4,415    4,418

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      14,717    14,719

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      9,811    9,811

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      7,359    7,359

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      14,717    14,717

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      10,253    10,253

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      12,264    12,260

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      10,793    10,792

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      4,768    4,768

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      5,396    5,396

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      14,717    14,717

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      1,236    1,237

Mound Financing PLC

            

5.11%, 05/08/07(4)

      9,223    9,223

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      9,811    9,811

National City Bank of Indiana

            

5.17%, 05/21/07

      4,906    4,906

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      26,491    26,491

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      3,459    3,458

Northern Rock PLC

            

5.17%, 05/03/07(4)

      11,774    11,774

Principal Life Global Funding I

            

5.63%, 02/08/07

      4,415    4,428

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      7,359    7,358

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      8,045    8,045

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      9,811    9,811

Strips III LLC

            

5.37%, 07/24/06(4)

      2,294    2,294

SunTrust Bank

            

5.08%, 05/01/07

      9,811    9,812

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      18,544    18,541

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      13,736    13,736

US Bank N.A.

            

5.28%, 09/29/06

      4,415    4,415

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      15,706    15,706

Wachovia Bank N.A.

            

5.36%, 05/22/07

      19,623    19,623

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      4,906    4,906

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      8,830    8,831

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      9,704    9,672

Wind Master Trust

              

5.32%, 08/25/06-09/25/06(4)

      3,314      3,314
           
              504,902
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $2,125,794)

             2,125,794
           

TOTAL INVESTMENTS IN SECURITIES—99.97%

              

(Cost: $1,649,306,975)

             1,599,163,229

Other Assets, Less Liabilities—0.03%

             460,968
           

NET ASSETS—100.00%

          $ 1,599,624,197
           

 

(1)

All or a portion of this security represents a security on loan. See Note 3.

(2)

Non-income earning security.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P 1500 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.88%

              

ADVERTISING—0.17%

              

ADVO Inc.

      371    $ 9,130

Catalina Marketing Corp.

      456      12,978

Harte-Hanks Inc.

      668      17,128

Interpublic Group of Companies Inc.(1)

      4,974      41,533

inVentiv Health Inc.(1)

      334      9,613

Omnicom Group Inc.

      1,992      177,467
           
              267,849

AEROSPACE & DEFENSE—1.99%

              

AAR Corp.(1)

      388      8,625

Alliant Techsystems Inc.(1)

      412      31,456

Armor Holdings Inc.(1)

      344      18,862

Boeing Co. (The)

      9,316      763,074

Curtiss-Wright Corp.

      521      16,088

DRS Technologies Inc.

      467      22,766

EDO Corp.

      170      4,138

Esterline Technologies Corp.(1)

      304      12,643

GenCorp Inc.(1)

      681      10,916

General Dynamics Corp.

      4,700      307,662

Goodrich (B.F.) Co.

      1,427      57,494

Kaman Corp.

      304      5,533

L-3 Communications Holdings Inc.

      1,418      106,946

Lockheed Martin Corp.

      4,130      296,286

Moog Inc. Class A(1)

      448      15,331

Northrop Grumman Corp.

      3,955      253,357

Raytheon Co.

      5,185      231,095

Rockwell Collins Inc.

      1,994      111,405

Sequa Corp. Class A(1)

      83      6,764

Teledyne Technologies Inc.(1)

      398      13,038

Triumph Group Inc.(1)

      192      9,216

United Technologies Corp.

      11,779      747,024
           
              3,049,719

AGRICULTURE—1.69%

              

Alliance One International Inc.

      996      4,422

Altria Group Inc.

      24,323      1,786,038

Archer-Daniels-Midland Co.

      7,616      314,388

Delta & Pine Land Co.

      425      12,495

Monsanto Co.

      3,148      265,030

Reynolds American Inc.

      992      114,378

Universal Corp.

      313      11,650

UST Inc.

      1,891      85,454
           
              2,593,855

AIRLINES—0.14%

              

AirTran Holdings Inc.(1)

      1,048      15,573

Alaska Air Group Inc.(1)

      442      17,424

Frontier Airlines Holdings Inc.(1)

      423      3,050

JetBlue Airways Corp.(1)(2)

      1,827    22,180

Mesa Air Group Inc.(1)

      428    4,216

SkyWest Inc.

      703    17,434

Southwest Airlines Co.

      8,256    135,151
           
            215,028

APPAREL—0.42%

            

Ashworth Inc.(1)

      200    1,800

Coach Inc.(1)

      4,470    133,653

Deckers Outdoor Corp.(1)

      127    4,897

Gymboree Corp.(1)

      398    13,834

Jones Apparel Group Inc.

      1,320    41,963

Kellwood Co.

      299    8,752

K-Swiss Inc. Class A

      323    8,624

Liz Claiborne Inc.

      1,215    45,028

Nike Inc. Class B

      2,204    178,524

Oxford Industries Inc.

      178    7,015

Phillips-Van Heusen Corp.

      534    20,377

Polo Ralph Lauren Corp.

      700    38,430

Quiksilver Inc.(1)

      1,406    17,125

Russell Corp.

      396    7,191

Skechers U.S.A. Inc. Class A(1)

      295    7,112

Stride Rite Corp.

      428    5,645

Timberland Co. Class A(1)

      619    16,156

VF Corp.

      1,020    69,278

Wolverine World Wide Inc.

      674    15,724
           
            641,128

AUTO MANUFACTURERS—0.38%

            

A.S.V. Inc.(1)

      212    4,884

Ford Motor Co.

      21,721    150,527

General Motors Corp.(2)

      6,585    196,167

Navistar International Corp.(1)

      738    18,162

Oshkosh Truck Corp.

      853    40,535

PACCAR Inc.

      1,947    160,394

Wabash National Corp.

      369    5,668
           
            576,337

AUTO PARTS & EQUIPMENT—0.21%

            

ArvinMeritor Inc.

      853    14,663

Bandag Inc.

      151    5,525

BorgWarner Inc.

      667    43,422

Cooper Tire & Rubber Co.(2)

      723    8,054

Goodyear Tire & Rubber Co. (The)(1)

      2,069    22,966

Johnson Controls Inc.

      2,261    185,899

Lear Corp.

      804    17,857

Modine Manufacturing Co.

      425    9,928

Standard Motor Products Inc.

      132    1,101

Superior Industries International Inc.(2)

      302    5,524
           
            314,939

BANKS—6.47%

            

AmSouth Bancorp

      3,998    105,747

Associated Bancorp

      1,540    48,556

Bank Mutual Corp.

      725    8,859

Bank of America Corp.

      53,152    2,556,611

Bank of Hawaii Corp.

      590    29,264

Bank of New York Co. Inc. (The)

      8,992    289,542

BB&T Corp.

      6,402    266,259

Boston Private Financial Holdings Inc.

      401    11,188

Cathay General Bancorp

      605    22,010

Central Pacific Financial Corp.

      360    13,932

Chittenden Corp.

      568    14,683

City National Corp.

      482    31,373

Colonial BancGroup Inc. (The)

      1,783    45,787

Comerica Inc.

      1,884    97,949

Commerce Bancorp Inc.

      2,141    76,369

Community Bank System Inc.

      370    7,463

Compass Bancshares Inc.

      1,493    83,011

Cullen/Frost Bankers Inc.

      552    31,630

East West Bancorp Inc.

      697    26,423

Fifth Third Bancorp

      6,485    239,621

First BanCorp (Puerto Rico)

      1,020    9,486

First Commonwealth Financial Corp.

      815    10,350

First Horizon National Corp.

      1,456    58,531

First Indiana Corp.

      138    3,592

First Midwest Bancorp Inc.

      570    21,136

First Republic Bank

      273    12,503

FirstMerit Corp.

      922    19,307

Fremont General Corp.

      784    14,551

Glacier Bancorp Inc.

      380    11,123

Greater Bay Bancorp

      603    17,336

Hanmi Financial Corp.

      479    9,312

Huntington Bancshares Inc.

      2,878    67,863

Independent Bank Corp. (Michigan)

      220    5,786

Investors Financial Services Corp.

      779    34,977

Irwin Financial Corp.

      227    4,402

KeyCorp

      4,718    168,338

M&T Bank Corp.

      918    108,251

Marshall & Ilsley Corp.

      2,621    119,885

Mellon Financial Corp.

      4,826    166,159

Mercantile Bankshares Corp.

      1,424    50,794

Nara Bancorp Inc.

      278    5,212

National City Corp.

      6,329    229,047

North Fork Bancorp Inc.

      5,431    163,853

Northern Trust Corp.

      2,160    119,448

PNC Financial Services Group

      3,443    241,595

PrivateBancorp Inc.

      216    8,945

Prosperity Bancshares Inc.

      296    9,735

Provident Bankshares Corp.

      383    13,937

Regions Financial Corp.

      5,312    175,933

Republic Bancorp Inc.

      861    10,668

South Financial Group Inc. (The)

      901    23,795

State Street Corp.

      3,872    224,924

Sterling Bancorp

      218    4,251

Sterling Bancshares Inc.

      540    10,125

SunTrust Banks Inc.

      4,198    320,139

Susquehanna Bancshares Inc.

      569    13,599

SVB Financial Group(1)

      424    19,275

Synovus Financial Corp.

      3,737    100,077

TCF Financial Corp.

      1,300    34,385

Texas Regional Bancshares Inc. Class A

      544    20,628

TrustCo Bank Corp. NY

      908    10,006

U.S. Bancorp

      20,740    640,451

UCBH Holdings Inc.

      1,086    17,962

Umpqua Holdings Corp.

      652    16,724

United Bancshares Inc.

      442    16,190

Wachovia Corp.

      18,739    1,013,405

Webster Financial Corp.

      621    29,460

Wells Fargo & Co.

      19,571    1,312,823

Westamerica Bancorp

      352    17,237

Whitney Holding Corp.

      741    26,209

Wilmington Trust Corp.

      789    33,280

Wilshire Bancorp Inc.

      163    2,937

Wintrust Financial Corp.

      274    13,933

Zions Bancorporation

      1,228    95,710
           
            9,915,857

BEVERAGES—1.92%

            

Anheuser-Busch Companies Inc.

      9,009    410,720

Brown-Forman Corp. Class B

      964    68,878

Coca-Cola Co. (The)

      23,877    1,027,189

Coca-Cola Enterprises Inc.

      3,509    71,478

Constellation Brands Inc.(1)

      2,277    56,925

Hansen Natural Corp.(1)

      154    29,317

Molson Coors Brewing Co. Class B

      664    45,072

Peet’s Coffee & Tea Inc.(1)

      192    5,796

Pepsi Bottling Group Inc.

      1,563    50,250

PepsiAmericas Inc.

      675    14,924

PepsiCo Inc.

      19,251    1,155,830
           
            2,936,379

BIOTECHNOLOGY—1.06%

            

Affymetrix Inc.(1)

      806    20,634

Amgen Inc.(1)

      13,739    896,195

ArQule Inc.(1)

      398    2,245

Biogen Idec Inc.(1)

      4,004    185,505

Cambrex Corp.

      313    6,520

Charles River Laboratories International Inc.(1)

      829    30,507

CryoLife Inc.(1)

      274    1,480

Enzo Biochem Inc.(1)

      318    4,795

Genzyme Corp.(1)

      3,025    184,676

Integra LifeSciences Holdings Corp.(1)

      199    7,723

Invitrogen Corp.(1)

      611    40,369

Martek Biosciences Corp.(1)(2)

      389    11,262

MedImmune Inc.(1)

      2,911    78,888

Millennium Pharmaceuticals Inc.(1)

      3,626    36,151

Millipore Corp.(1)

      604    38,046

PDL BioPharma Inc.(1)

      1,303    23,988

Regeneron Pharmaceuticals Inc.(1)

      559    7,166

Savient Pharmaceuticals Inc.(1)

      842    4,420

Vertex Pharmaceuticals Inc.(1)

      1,300    47,723
           
            1,628,293

BUILDING MATERIALS—0.31%

            

American Standard Companies Inc.

      2,060    89,136

Apogee Enterprises Inc.

      368    5,410

Drew Industries Inc.(1)

      182    5,897

ElkCorp

      211    5,859

Florida Rock Industries Inc.(2)

      535    26,573

Lennox International Inc.

      668    17,689

Martin Marietta Materials Inc.

      531    48,401

Masco Corp.

      4,640    137,530

NCI Building Systems Inc.(1)

      251    13,346

Simpson Manufacturing Co. Inc.

      429    15,465

Texas Industries Inc.

      274    14,549

Universal Forest Products Inc.

      198    12,421

Vulcan Materials Co.

      1,162    90,636
           
            482,912

CHEMICALS—1.47%

            

Air Products & Chemicals Inc.

      2,609    166,767

Airgas Inc.

      785    29,241

Albemarle Corp.

      443    21,211

Arch Chemicals Inc.

      304    10,959

Ashland Inc.

      826    55,094

Cabot Corp.

      748    25,821

Chemtura Corp.

      2,808    26,227

Cytec Industries Inc.

      467    25,059

Dow Chemical Co. (The)

      11,210    437,526

Du Pont (E.I.) de Nemours and Co.

      10,737    446,659

Eastman Chemical Co.

      941    50,814

Ecolab Inc.

      2,108    85,543

Ferro Corp.

      511    8,156

FMC Corp.

      455    29,297

Fuller (H.B.) Co.

      357    15,554

Georgia Gulf Corp.

      422    10,558

Hercules Inc.(1)

      1,383    21,105

International Flavors & Fragrances Inc.

      907    31,963

Lubrizol Corp.

      785    31,282

Lyondell Chemical Co.

      2,370    53,704

MacDermid Inc.

      297    8,554

Minerals Technologies Inc.

      238    12,376

Olin Corp.

      842    15,097

OM Group Inc.(1)

      357    11,013

OMNOVA Solutions Inc.(1)

      453    2,573

Penford Corp.

      134    2,265

PolyOne Corp.(1)

      1,123    9,860

PPG Industries Inc.

      1,914    126,324

Praxair Inc.

      3,754    202,716

Quaker Chemical Corp.

      134    2,506

Rohm & Haas Co.

      1,689    84,653

RPM International Inc.

      1,341    24,138

Schulman (A.) Inc.

      369    8,446

Sensient Technologies Corp.

      570    11,919

Sherwin-Williams Co. (The)

      1,280    60,774

Sigma-Aldrich Corp.

      775    56,296

Tronox Inc. Class B

      438    5,768

Valspar Corp. (The)

      1,179    31,137

Wellman Inc.

      160    646
           
            2,259,601

COAL—0.24%

            

Arch Coal Inc.

      1,651    69,953

CONSOL Energy Inc.

      2,000    93,440

Massey Energy Co.

      972    34,992

Peabody Energy Corp.

      3,076    171,487
           
            369,872

COMMERCIAL SERVICES—1.25%

            

Aaron Rents Inc.

      559    15,026

ABM Industries Inc.

      482    8,242

ADESA Inc.

      1,078    23,975

Administaff Inc.

      273    9,776

Alliance Data Systems Corp.(1)

      779    45,821

Apollo Group Inc. Class A(1)

      1,625    83,964

Arbitron Inc.

      360    13,799

Bankrate Inc.(1)

      114    4,305

Banta Corp.

      286    13,250

Block (H & R) Inc.

      3,788    90,382

Bowne & Co. Inc.

      382    5,463

Career Education Corp.(1)

      1,142    34,134

CDI Corp.

      162    4,698

Cendant Corp.

      11,667    190,055

Central Parking Corp.

      237    3,792

Chemed Corp.

      304    16,577

ChoicePoint Inc.(1)

      1,022    42,689

Coinstar Inc.(1)

      304    7,278

Consolidated Graphics Inc.(1)

      138    7,184

Convergys Corp.(1)

      1,586    30,927

Corinthian Colleges Inc.(1)

      1,042    14,963

Corporate Executive Board Co. (The)

      463    46,393

CPI Corp.

      90    2,763

Cross Country Healthcare Inc.(1)

      266    4,839

Deluxe Corp.

      550    9,614

DeVry Inc.(1)

      724    15,906

Donnelley (R.R.) & Sons Co.

      2,500    79,875

Equifax Inc.

      1,494    51,304

Gartner Inc.(1)

      728    10,338

Gevity HR Inc.

      334    8,868

Healthcare Services Group Inc.

      318    6,662

Heidrick & Struggles International Inc.(1)

      233    7,885

Hooper Holmes Inc.

      759    2,315

ITT Educational Services Inc.(1)

      428    28,167

Kelly Services Inc. Class A

      226    6,140

Kendle International Inc.(1)

      142    5,216

Korn/Ferry International(1)

      479    9,384

Labor Ready Inc.(1)

      645    14,609

Laureate Education Inc.(1)

      589    25,109

Live Nation Inc.(1)

      762    15,514

Manpower Inc.

      1,017    65,698

MAXIMUS Inc.

      224    5,186

McKesson Corp.

      3,542    167,466

Midas Inc.(1)

      135    2,484

Moody’s Corp.

      2,835    154,394

MPS Group Inc.(1)

      1,185    17,846

Navigant Consulting Inc.(1)

      613    13,884

NCO Group Inc.(1)

      395    10,444

On Assignment Inc.(1)

      368    3,382

PAREXEL International Corp.(1)

      308    8,886

Paychex Inc.

      3,892    151,710

Pharmaceutical Product Development Inc.

      1,162    40,809

Pre-Paid Legal Services Inc.(2)

      131    4,519

Quanta Services Inc.(1)

      1,423    24,661

Rent-A-Center Inc.(1)

      840    20,882

Rewards Network Inc.(1)

      334    2,729

Robert Half International Inc.

      1,982    83,244

Rollins Inc.

      374    7,345

SFBC International Inc.(1)

      191    2,896

Sotheby’s Holdings Inc. Class A(1)

      543    14,254

Spherion Corp.(1)

      729    6,648

StarTek Inc.

      171    2,556

United Rentals Inc.(1)

      759    24,273

Universal Technical Institute Inc.(1)

      277    6,100

Valassis Communications Inc.(1)

      558    13,163

Vertrue Inc.(1)

      134    5,766

Viad Corp.

      274    8,576

Volt Information Sciences Inc.(1)

      109    5,079

Watson Wyatt Worldwide Inc.

      494    17,359
           
            1,909,440

COMPUTERS—3.61%

            

Affiliated Computer Services Inc. Class A(1)

      1,358    70,086

Agilysys Inc.

      389    7,002

Apple Computer Inc.(1)

      9,915    566,345

BISYS Group Inc. (The)(1)

      1,404    19,235

CACI International Inc. Class A(1)

      367    21,407

Cadence Design Systems Inc.(1)

      3,276    56,183

Carreker Corp.(1)

      334    2,388

Catapult Communications Corp.(1)

      170    1,853

Ceridian Corp.(1)

      1,678    41,010

CIBER Inc.(1)

      756    4,982

Cognizant Technology Solutions Corp.(1)

      1,625    109,476

Computer Sciences Corp.(1)

      2,178    105,502

Dell Inc.(1)

      26,471    646,157

Diebold Inc.

      794    32,252

DST Systems Inc.(1)

      726    43,197

Electronic Data Systems Corp.

      6,040    145,322

EMC Corp.(1)

      27,572    302,465

FactSet Research Systems Inc.

      395    18,683

Gateway Inc.(1)

      3,211    6,101

Henry (Jack) & Associates Inc.

      895    17,596

Hewlett-Packard Co.

      32,498    1,029,537

Hutchinson Technology Inc.(1)

      318    6,878

Imation Corp.

      422    17,323

International Business Machines Corp.

      18,060    1,387,369

Komag Inc.(1)

      361    16,671

Kronos Inc.(1)

      389    14,086

Lexmark International Inc.(1)

      1,231    68,727

Manhattan Associates Inc.(1)

      316    6,412

McDATA Corp. Class A(1)

      1,678    6,846

Mentor Graphics Corp.(1)

      966    12,539

Mercury Computer Systems Inc.(1)

      251    3,863

MICROS Systems Inc.(1)

      470    20,530

MTS Systems Corp.

      227    8,969

National Instruments Corp.

      667    18,276

NCR Corp.(1)

      2,105    77,127

Network Appliance Inc.(1)

      4,360    153,908

Palm Inc.(1)

      1,067    17,179

Radiant Systems Inc.(1)

      279    2,949

RadiSys Corp.(1)

      222    4,875

Reynolds & Reynolds Co. (The) Class A

      599    18,371

SanDisk Corp.(1)

      2,271    115,776

SRA International Inc. Class A(1)

      442    11,770

Sun Microsystems Inc.(1)

      40,644    168,673

Synaptics Inc.(1)

      308    6,591

Synopsys Inc.(1)

      1,640    30,783

TALX Corp.

      386    8,442

Unisys Corp.(1)

      3,913    24,574

Western Digital Corp.(1)

      2,535    50,218
           
            5,526,504

COSMETICS & PERSONAL CARE—1.79%

            

Alberto-Culver Co.

      866    42,192

Avon Products Inc.

      5,246    162,626

Colgate-Palmolive Co.

      6,001    359,460

Estee Lauder Companies Inc. (The) Class A

      1,377    53,249

Procter & Gamble Co.

      38,221    2,125,088
           
            2,742,615

DISTRIBUTION & WHOLESALE—0.27%

            

Bell Microproducts Inc.(1)

      368    1,995

Brightpoint Inc.(1)

      595    8,050

Building Materials Holdings Corp.

      328    9,141

CDW Corp.

      725    39,621

Fastenal Co.

      1,432    57,695

Genuine Parts Co.

      2,000    83,320

Grainger (W.W.) Inc.

      886    66,654

Ingram Micro Inc. Class A(1)

      1,395    25,291

LKQ Corp.(1)

      538    10,222

Owens & Minor Inc.

      483    13,814

Pool Corp.

      626    27,312

ScanSource Inc.(1)

      292    8,561

Tech Data Corp.(1)

      640    24,518

United Stationers Inc.(1)

      367    18,100

Watsco Inc.

      274    16,391
           
            410,685

DIVERSIFIED FINANCIAL SERVICES—7.41%

            

American Express Co.

      14,377    765,144

AmeriCredit Corp.(1)

      1,490    41,601

Ameriprise Financial Inc.

      2,856    127,578

Bear Stearns Companies Inc. (The)

      1,401    196,252

Capital One Financial Corp.

      3,528    301,468

CIT Group Inc.

      2,313    120,947

Citigroup Inc.

      57,900    2,793,096

Countrywide Financial Corp.

      7,072    269,302

E*TRADE Financial Corp.(1)

      4,937    112,662

Eaton Vance Corp.

      1,488    37,140

Edwards (A.G.) Inc.

      873    48,294

Federal Home Loan Mortgage Corp.

      8,055    459,216

Federal National Mortgage Association

      11,270    542,087

Federated Investors Inc. Class B

      963    30,334

Financial Federal Corp.

      325    9,038

Franklin Resources Inc.

      1,778    154,348

Goldman Sachs Group Inc. (The)

      5,019    755,008

IndyMac Bancorp Inc.

      752    34,479

Investment Technology Group Inc.(1)

      510    25,939

Janus Capital Group Inc.

      2,483    44,446

Jefferies Group Inc.

      1,192    35,319

JP Morgan Chase & Co.

      40,472    1,699,824

LaBranche & Co. Inc.(1)(2)

      725    8,780

Legg Mason Inc.

      1,533    152,564

Lehman Brothers Holdings Inc.

      6,242    406,666

Merrill Lynch & Co. Inc.

      10,761    748,535

Morgan Stanley

      12,477    788,671

Piper Jaffray Companies Inc.(1)

      247    15,119

Portfolio Recovery Associates Inc.(1)

      190    8,683

Raymond James Financial Inc.

      1,005    30,421

Rowe (T.) Price Group Inc.

      3,088    116,757

Schwab (Charles) Corp. (The)

      12,007    191,872

SLM Corp.

      4,793    253,646

SWS Group Inc.

      200    4,824

TradeStation Group Inc.(1)

      268    3,396

Waddell & Reed Financial Inc. Class A

      970    19,943

World Acceptance Corp.(1)

      222    7,885
           
            11,361,284

ELECTRIC—3.23%

            

AES Corp. (The)(1)

      7,644    141,032

Allegheny Energy Inc.(1)

      1,887    69,951

ALLETE Inc.

      362    17,141

Alliant Energy Corp.

      1,344    46,099

Ameren Corp.

      2,390    120,695

American Electric Power Co. Inc.

      4,587    157,105

Aquila Inc.(1)

      4,492    18,911

Avista Corp.

      594    13,561

Black Hills Corp.

      397    13,629

CenterPoint Energy Inc.

      3,565    44,562

Central Vermont Public Service Corp.

      141    2,606

CH Energy Group Inc.

      160    7,680

Cleco Corp.

      596    13,857

CMS Energy Corp.(1)

      2,573    33,295

Consolidated Edison Inc.

      2,862    127,187

Constellation Energy Group Inc.

      2,082    113,511

Dominion Resources Inc.

      4,052    303,049

DPL Inc.

      1,448    38,806

DTE Energy Co.

      2,056    83,761

Duke Energy Corp.

      14,394    422,752

Duquesne Light Holdings Inc.

      950    15,618

Edison International

      3,798    148,122

El Paso Electric Co.(1)

      585    11,794

Energy East Corp.

      1,695    40,561

Entergy Corp.

      2,421    171,286

Exelon Corp.

      7,792    442,819

FirstEnergy Corp.

      3,836    207,950

FPL Group Inc.

      4,697    194,362

Great Plains Energy Inc.

      930    25,910

Green Mountain Power Corp.

      60    2,039

Hawaiian Electric Industries Inc.

      919    25,649

IDACORP Inc.

      512    17,556

MDU Resources Group Inc.

      1,376    50,375

Northeast Utilities

      1,777    36,731

NSTAR

      1,217    34,806

OGE Energy Corp.

      1,046    36,641

Pepco Holdings Inc.

      2,189    51,617

PG&E Corp.

      4,021    157,945

Pinnacle West Capital Corp.

      1,144    45,657

PNM Resources Inc.

      836    20,867

PPL Corp.

      4,433    143,186

Progress Energy Inc.

      2,943    126,166

Public Service Enterprise Group Inc.

      2,918    192,938

Puget Energy Inc.

      1,342    28,826

SCANA Corp.

      1,316    50,771

Sierra Pacific Resources Corp.(1)

      2,324    32,536

Southern Co. (The)

      8,650    277,232

TECO Energy Inc.

      2,385    35,632

TXU Corp.

      5,392    322,388

UIL Holdings Corp.

      152    8,556

UniSource Energy Corp.

      423    13,176

Westar Energy Inc.

      1,009    21,239

Wisconsin Energy Corp.

      1,352    54,486

WPS Resources Corp.

      484    24,006

Xcel Energy Inc.

      4,671    89,590
           
            4,948,223

ELECTRICAL COMPONENTS & EQUIPMENT—0.43%

            

Advanced Energy Industries Inc.(1)

      370    4,899

American Power Conversion Corp.

      1,978    38,551

AMETEK Inc.

      816    38,662

Belden CDT Inc.

      517    17,087

C&D Technologies Inc.

      304    2,286

Emerson Electric Co.

      4,791    401,534

Energizer Holdings Inc.(1)

      723    42,346

Greatbatch Inc.(1)

      251    5,924

Hubbell Inc. Class B

      697    33,212

Intermagnetics General Corp.(1)

      462    12,465

Littelfuse Inc.(1)

      275    9,454

Magnetek Inc.(1)

      398    1,075

Molex Inc.

      1,647    55,290

Vicor Corp.

      250    4,142
           
            666,927

ELECTRONICS—0.79%

            

Agilent Technologies Inc.(1)

      4,963    156,632

Amphenol Corp. Class A

      1,027    57,471

Analogic Corp.

      164    7,644

Applera Corp. - Applied Biosystems Group

      2,117    68,485

Arrow Electronics Inc.(1)

      1,396    44,951

Avnet Inc.(1)

      1,674    33,513

Bel Fuse Inc. Class B

      134    4,397

Benchmark Electronics Inc.(1)

      763    18,404

Brady Corp. Class A

      596    21,957

Checkpoint Systems Inc.(1)

      478    10,616

Coherent Inc.(1)

      370    12,480

CTS Corp.

      426    6,343

Cubic Corp.

      210    4,118

Cymer Inc.(1)

      425    19,745

Daktronics Inc.

      360    10,393

Dionex Corp.(1)

      237    12,954

Electro Scientific Industries Inc.(1)

      341    6,135

FEI Co.(1)

      293    6,645

Fisher Scientific International Inc.(1)

      1,443    105,411

FLIR Systems Inc.(1)

      782    17,251

Gentex Corp.

      1,771    24,794

Itron Inc.(1)

      303    17,956

Jabil Circuit Inc.

      2,059    52,710

Keithley Instruments Inc.

      200    2,546

KEMET Corp.(1)

      1,049    9,672

LoJack Corp.(1)

      220    4,149

Methode Electronics Inc.

      425    4,467

Park Electrochemical Corp.

      234    6,025

Paxar Corp.(1)

      424    8,722

PerkinElmer Inc.

      1,478    30,890

Photon Dynamics Inc.(1)

      198    2,479

Planar Systems Inc.(1)

      200    2,408

Plexus Corp.(1)

      513    17,550

Rogers Corp.(1)

      205    11,550

Sanmina-SCI Corp.(1)

      6,128    28,189

Solectron Corp.(1)

      10,524    35,992

Sonic Solutions Inc.(1)

      278    4,587

Symbol Technologies Inc.

      2,939    31,712

Technitrol Inc.

      485    11,228

Tektronix Inc.

      936    27,537

Thermo Electron Corp.(1)

      1,874    67,914

Thomas & Betts Corp.(1)

      619    31,755

Trimble Navigation Ltd.(1)

      644    28,748

Varian Inc.(1)

      366    15,193

Vishay Intertechnology Inc.(1)

      2,141    33,678

Waters Corp.(1)

      1,209    53,680

Watts Water Technologies Inc. Class A

      315    10,568

Woodward Governor Co.

      352    10,740

X-Rite Inc.

      246    2,704
           
            1,215,688

ENERGY—ALTERNATE SOURCES—0.01%

            

Headwaters Inc.(1)

      468    11,962
           
            11,962

ENGINEERING & CONSTRUCTION—0.16%

            

Dycom Industries Inc.(1)

      502    10,688

EMCOR Group Inc.(1)

      378    18,397

Fluor Corp.

      1,016    94,417

Granite Construction Inc.

      383    17,338

Insituform Technologies Inc. Class A(1)

      330    7,554

Jacobs Engineering Group Inc.(1)

      676    53,837

Shaw Group Inc. (The)(1)

      937    26,049

URS Corp.(1)

      504    21,168
           
            249,448

ENTERTAINMENT—0.19%

            

GTECH Holdings Corp.

      1,453    50,535

International Game Technology Inc.

      3,936    149,332

International Speedway Corp. Class A

      408    18,919

Macrovision Corp.(1)

      616    13,256

Pinnacle Entertainment Inc.(1)

      551    16,888

Scientific Games Corp. Class A(1)

      757    26,964

Shuffle Master Inc.(1)(2)

      404    13,243
           
            289,137

ENVIRONMENTAL CONTROL—0.27%

            

Aleris International Inc.(1)

      376    17,240

Allied Waste Industries Inc.(1)

      2,773    31,501

Mine Safety Appliances Co.

      320    12,864

Republic Services Inc.

      1,400    56,476

Stericycle Inc.(1)

      509    33,136

Tetra Tech Inc.(1)

      682    12,099

Waste Connections Inc.(1)

      516    18,782

Waste Management Inc.

      6,360    228,197
           
            410,295

FOOD—1.45%

            

American Italian Pasta Co. Class A(1)(2)

      234    2,003

Campbell Soup Co.

      2,131    79,081

ConAgra Foods Inc.

      6,055    133,876

Corn Products International Inc.

      864    26,438

Dean Foods Co.(1)

      1,566    58,240

Flowers Foods Inc.

      643    18,416

General Mills Inc.

      4,146    214,182

Great Atlantic & Pacific Tea Co.

      212    4,817

Hain Celestial Group Inc.(1)

      448    11,540

Heinz (H.J.) Co.

      3,902    160,840

Hershey Co. (The)

      2,074    114,215

Hormel Foods Corp.

      853    31,680

J&J Snack Foods Corp.

      158    5,225

Kellogg Co.

      2,769    134,103

Kroger Co.

      8,448    184,673

Lance Inc.

      360    8,287

McCormick & Co. Inc. NVS

      1,534    51,466

Nash Finch Co.

      145    3,087

Performance Food Group Co.(1)

      428    13,003

Ralcorp Holdings Inc.(1)

      307    13,057

Ruddick Corp.

      412    10,098

Safeway Inc.

      5,204    135,304

Sanderson Farms Inc.

      182    5,094

Sara Lee Corp.

      8,855    141,857

Smithfield Foods Inc.(1)

      1,154    33,270

Smucker (J.M.) Co. (The)

      674    30,128

SUPERVALU Inc.

      2,349    72,114

Sysco Corp.

      7,202    220,093

Tootsie Roll Industries Inc.

      324    9,438

TreeHouse Foods Inc.(1)

      370    8,839

Tyson Foods Inc. Class A

      2,886    42,886

United Natural Foods Inc.(1)

      485    16,015

Whole Foods Market Inc.

      1,627    105,169

Wrigley (William Jr.) Co.

      2,567    116,439
           
            2,214,973

FOREST PRODUCTS & PAPER—0.46%

            

Bowater Inc.

      624    14,196

Buckeye Technologies Inc.(1)

      450    3,438

Caraustar Industries Inc.(1)

      340    3,060

Deltic Timber Corp.

      144    8,117

Glatfelter Co.

      536    8,506

International Paper Co.

      5,729    185,047

Longview Fibre Co.

      624    11,912

Louisiana-Pacific Corp.

      1,234    27,025

MeadWestvaco Corp.

      2,099    58,625

Neenah Paper Inc.

      190    5,785

Plum Creek Timber Co. Inc.

      2,132    75,686

Pope & Talbot Inc.

      200    1,246

Potlatch Corp.

      466    17,591

Rayonier Inc.

      883    33,475

Rock-Tenn Co. Class A

      426    6,795

Schweitzer-Mauduit International Inc.

      173    3,745

Temple-Inland Inc.

      1,280    54,874

Wausau Paper Corp.

      626    7,794

Weyerhaeuser Co.

      2,861    178,097
           
            705,014

GAS—0.43%

            

AGL Resources Inc.

      898    34,232

Atmos Energy Corp.

      950    26,514

Cascade Natural Gas Corp.

      118    2,489

Energen Corp.

      838    32,188

KeySpan Corp.

      2,020    81,608

Laclede Group Inc. (The)

      274    9,415

New Jersey Resources Corp.

      341    15,952

Nicor Inc.

      512    21,248

NiSource Inc.

      3,153    68,862

Northwest Natural Gas Co.

      334    12,368

ONEOK Inc.

      1,349    45,920

Peoples Energy Corp.

      458    16,447

Piedmont Natural Gas Co.

      877    21,311

Sempra Energy

      3,015    137,122

South Jersey Industries Inc.

      348    9,532

Southern Union Co.

      1,146    31,011

Southwest Gas Corp.

      449    14,072

UGI Corp.

      1,227    30,209

Vectren Corp.

      916    24,961

WGL Holdings Inc.

      597    17,283
           
            652,744

HAND & MACHINE TOOLS—0.15%

            

Baldor Electric Co.

      317    9,919

Black & Decker Corp.

      895    75,592

Kennametal Inc.

      458    28,510

Lincoln Electric Holdings Inc.

      493    30,886

Regal-Beloit Corp.

      362    15,982

Snap-On Inc.

      695    28,092

Stanley Works (The)

      837    39,523
           
            228,504

HEALTH CARE - PRODUCTS—3.24%

            

Advanced Medical Optics Inc.(1)

      787    39,901

American Medical Systems Holdings Inc.(1)

      840    13,986

ArthroCare Corp.(1)

      304    12,771

Bard (C.R.) Inc.

      1,205    88,278

Bausch & Lomb Inc.

      620    30,405

Baxter International Inc.

      7,624    280,258

Beckman Coulter Inc.

      721    40,052

Becton, Dickinson & Co.

      2,881    176,116

BioLase Technology Inc.(1)(2)

      334    2,806

Biomet Inc.

      2,863    89,583

Biosite Inc.(1)

      200    9,132

Boston Scientific Corp.(1)

      14,128    237,916

CONMED Corp.(1)

      367    7,597

Cooper Companies Inc.

      518    22,942

Cyberonics Inc.(1)

      280    5,970

Cytyc Corp.(1)

      1,322    33,526

Datascope Corp.

      138    4,256

DENTSPLY International Inc.

      911    55,207

Diagnostic Products Corp.

      280    16,288

DJ Orthopedics Inc.(1)

      251    9,244

Edwards Lifesciences Corp.(1)

      693    31,483

Gen-Probe Inc.(1)

      598    32,280

Haemonetics Corp.(1)

      308    14,325

Henry Schein Inc.(1)

      1,008    47,104

Hillenbrand Industries Inc.

      718    34,823

Hologic Inc.(1)

      530    26,161

ICU Medical Inc.(1)

      162    6,843

IDEXX Laboratories Inc.(1)

      372    27,948

Immucor Inc.(1)

      770    14,807

Intuitive Surgical Inc.(1)

      424    50,019

Invacare Corp.

      389    9,678

Johnson & Johnson

      34,489    2,066,581

Kensey Nash Corp.(1)(2)

      135    3,982

Laserscope(1)

      242    7,456

LCA-Vision Inc.

      246    13,016

Medtronic Inc.

      14,057    659,554

Mentor Corp.

      453    19,705

Merit Medical Systems Inc.(1)

      308    4,238

Osteotech Inc.(1)

      234    945

Patterson Companies Inc.(1)

      1,601    55,923

PolyMedica Corp.

      281    10,105

Possis Medical Inc.(1)

      234    2,062

ResMed Inc.(1)

      890    41,785

Respironics Inc.(1)

      867    29,669

St. Jude Medical Inc.(1)

      4,216    136,683

Steris Corp.

      755    17,259

Stryker Corp.

      3,404    143,342

SurModics Inc.(1)(2)

      184    6,644

TECHNE Corp.(1)

      462    23,525

Varian Medical Systems Inc.(1)

      1,530    72,445

Viasys Healthcare Inc.(1)

      370    9,472

Vital Sign Inc.

      76    3,764

Zimmer Holdings Inc.(1)

      2,885    163,637
           
            4,963,497

HEALTH CARE - SERVICES—1.78%

            

Aetna Inc.

      6,591    263,179

Amedisys Inc.(1)(2)

      189    7,163

AMERIGROUP Corp.(1)

      618    19,183

AmSurg Corp.(1)

      360    8,190

Apria Healthcare Group Inc.(1)

      531    10,036

Centene Corp.(1)

      508    11,953

Community Health Systems Inc.(1)

      1,117    41,050

Covance Inc.(1)

      732    44,813

Coventry Health Care Inc.(1)

      1,856    101,969

Genesis HealthCare Corp.(1)

      237    11,227

Gentiva Health Services Inc.(1)

      279    4,472

HCA Inc.

      4,747    204,833

Health Management Associates Inc. Class A

      2,782    54,833

Health Net Inc.(1)

      1,328    59,986

Healthways Inc.(1)

      400    21,056

Humana Inc.(1)

      1,912    102,674

Laboratory Corp. of America Holdings(1)

      1,458    90,731

LifePoint Hospitals Inc.(1)(2)

      659    21,174

Lincare Holdings Inc.(1)

      1,105    41,813

Manor Care Inc.

      914    42,885

Matria Healthcare Inc.(1)

      252    5,398

Odyssey Healthcare Inc.(1)

      448    7,871

Pediatrix Medical Group Inc.(1)

      548    24,824

Quest Diagnostics Inc.

      1,883    112,829

RehabCare Group Inc.(1)

      193    3,354

Sierra Health Services Inc.(1)

      590    26,568

Sunrise Senior Living Inc.(1)

      489    13,521

Tenet Healthcare Corp.(1)

      5,399    37,685

Triad Hospitals Inc.(1)

      993    39,303

United Surgical Partners International Inc.(1)

      515    15,486

UnitedHealth Group Inc.

      15,696    702,867

Universal Health Services Inc. Class B

      629    31,614

WellPoint Inc.(1)

      7,429    540,608
           
            2,725,148

HOLDING COMPANIES - DIVERSIFIED—0.04%

            

Leucadia National Corp.

      1,898    55,403
           
            55,403

HOME BUILDERS—0.37%

            

Beazer Homes USA Inc.

      467    21,421

Centex Corp.

      1,422    71,527

Champion Enterprises Inc.(1)

      927    10,234

Coachmen Industries Inc.

      200    2,388

Fleetwood Enterprises Inc.(1)

      726    5,474

Horton (D.R.) Inc.

      3,143    74,866

Hovnanian Enterprises Inc. Class A(1)

      436    13,115

KB Home

      889    40,761

Lennar Corp. Class A

      1,610    71,436

M.D.C. Holdings Inc.

      377    19,578

M/I Homes Inc.

      146    5,122

Meritage Homes Corp.(1)

      275    12,994

Monaco Coach Corp.

      359    4,559

NVR Inc.(1)

      56    27,510

Pulte Homes Inc.

      2,476    71,284

Ryland Group Inc.

      520    22,656

Skyline Corp.

      90    3,850

Standard-Pacific Corp.

      776    19,943

Thor Industries Inc.

      404    19,574

Toll Brothers Inc.(1)

      1,358    34,724

Winnebago Industries Inc.(2)

      380    11,795
           
            564,811

HOME FURNISHINGS—0.12%

            

Audiovox Corp. Class A(1)

      222    3,033

Bassett Furniture Industries Inc.

      134    2,480

Ethan Allen Interiors Inc.

      381    13,926

Furniture Brands International Inc.(2)

      610    12,712

Harman International Industries Inc.

      772    65,906

La-Z-Boy Inc.(2)

      641    8,974

Whirlpool Corp.

      897    74,137
           
            181,168

HOUSEHOLD PRODUCTS & WARES—0.50%

            

American Greetings Corp. Class A

      688    14,455

Avery Dennison Corp.

      1,277    74,143

Blyth Inc.

      316    5,833

Church & Dwight Co. Inc.

      752    27,388

Clorox Co. (The)

      1,753    106,880

CNS Inc.

      169    4,140

Fortune Brands Inc.

      1,695    120,362

Fossil Inc.(1)

      545    9,815

Harland (John H.) Co.

      316    13,746

Kimberly-Clark Corp.

      5,354    330,342

Playtex Products Inc.(1)

      746    7,781

Russ Berrie & Co. Inc.(1)

      133    1,631

Scotts Miracle-Gro Co. (The) Class A

      530    22,430

Spectrum Brands Inc.(1)

      439    5,672

Standard Register Co. (The)

      172    2,038

Tupperware Brands Corp.

      650    12,798

WD-40 Co.

      198    6,647
           
            766,101

HOUSEWARES—0.07%

            

Libbey Inc.

      162    1,191

National Presto Industries Inc.

      53    2,771

Newell Rubbermaid Inc.

      3,217    83,095

Toro Co.

      511    23,864
           
            110,921

INSURANCE—4.84%

            

ACE Ltd.

      3,780    191,230

AFLAC Inc.

      5,811    269,340

Allstate Corp. (The)

      7,407    405,385

Ambac Financial Group Inc.

      1,220    98,942

American Financial Group Inc.

      542    23,252

American International Group Inc.

      30,255    1,786,558

AmerUs Group Co.

      441    25,821

AON Corp.

      3,726    129,739

Berkley (W.R.) Corp.

      1,953    66,656

Brown & Brown Inc.

      1,275    37,255

Chubb Corp.

      4,828    240,917

CIGNA Corp.

      1,402    138,111

Cincinnati Financial Corp.

      2,015    94,725

Delphi Financial Group Inc. Class A

      524    19,053

Everest Re Group Ltd.

      751    65,014

Fidelity National Financial Inc.

      2,031    79,107

First American Corp.

      1,113    47,047

Gallagher (Arthur J.) & Co.

      1,090    27,621

Genworth Financial Inc. Class A

      4,144    144,377

Hanover Insurance Group Inc. (The)

      597    28,334

Hartford Financial Services Group Inc. (The)

      3,529    298,553

HCC Insurance Holdings Inc.

      1,275    37,536

Hilb, Rogal & Hobbs Co.

      421    15,691

Horace Mann Educators Corp.

      514    8,712

Infinity Property & Casualty Corp.

      261    10,701

LandAmerica Financial Group Inc.

      204    13,178

Lincoln National Corp.

      3,330    187,945

Loews Corp.

      4,741    168,068

Marsh & McLennan Companies Inc.

      6,404    172,204

MBIA Inc.

      1,567    91,748

Mercury General Corp.

      424    23,901

MetLife Inc.

      8,842    452,799

MGIC Investment Corp.

      1,010    65,650

Ohio Casualty Corp.

      760    22,595

Old Republic International Corp.

      2,653    56,695

Philadelphia Consolidated Holding Corp.(1)

      645    19,582

PMI Group Inc. (The)

      1,048    46,720

Presidential Life Corp.

      249    6,120

Principal Financial Group Inc.

      3,234    179,972

ProAssurance Corp.(1)

      361    17,393

Progressive Corp. (The)

      9,147    235,169

Protective Life Corp.

      801    37,343

Prudential Financial Inc.

      5,735    445,609

Radian Group Inc.

      963    59,494

RLI Corp.

      266    12,816

SAFECO Corp.

      1,396    78,665

Safety Insurance Group Inc.

      165    7,846

SCPIE Holdings Inc.(1)

      134    3,115

Selective Insurance Group Inc.

      322    17,990

St. Paul Travelers Companies Inc.

      8,105    361,321

StanCorp Financial Group Inc.

      630    32,073

Stewart Information Services Corp.

      234    8,497

Torchmark Corp.

      1,176    71,407

United Fire & Casualty Co.

      207    6,237

Unitrin Inc.

      511    22,274

UNUMProvident Corp.

      3,454    62,621

XL Capital Ltd. Class A

      2,091    128,178

Zenith National Insurance Corp.

      443    17,574
           
            7,422,476

INTERNET—1.70%

            

Amazon.com Inc.(1)

      3,599    139,209

Avocent Corp.(1)

      583    15,304

Blue Coat Systems Inc.(1)

      157    2,647

CheckFree Corp.(1)

      1,063    52,682

Digital Insight Corp.(1)

      427    14,642

eBay Inc.(1)

      13,475    394,683

F5 Networks Inc.(1)

      478    25,563

Google Inc. Class A(1)

      2,401    1,006,811

InfoSpace Inc.(1)

      333    7,549

Internet Security Systems Inc.(1)

      485    9,142

j2 Global Communications Inc.(1)

      577    18,014

McAfee Inc.(1)

      1,867    45,312

MIVA Inc.(1)

      362    1,466

Monster Worldwide Inc.(1)

      1,488    63,478

Napster Inc.(1)

      398    1,226

PC-Tel Inc.(1)

      274    2,340

RSA Security Inc.(1)

      882    23,982

Secure Computing Corp.(1)

      620    5,332

Stamps.com Inc.(1)

      228    6,343

Symantec Corp.(1)

      12,077    187,677

United Online Inc.

      735    8,820

VeriSign Inc.(1)

      2,829    65,548

WebEx Communications Inc.(1)

      431    15,318

Websense Inc.(1)

      570    11,708

Yahoo! Inc.(1)

      14,615    482,295
           
            2,607,091

IRON & STEEL—0.33%

            

Allegheny Technologies Inc.

      997    69,032

Carpenter Technology Corp.

      259    29,914

Chaparral Steel Co.(1)

      274    19,733

Cleveland-Cliffs Inc.

      265    21,012

Material Sciences Corp.(1)

      164    1,481

Nucor Corp.

      3,622    196,493

Reliance Steel & Aluminum Co.

      358    29,696

Ryerson Inc.

      295    7,965

Steel Dynamics Inc.

      494    32,476

Steel Technologies Inc.

      129    2,508

United States Steel Corp.

      1,458    102,235
           
            512,545

LEISURE TIME—0.33%

            

Arctic Cat Inc.

      144    2,809

Bally Total Fitness Holding Corp.(1)

      478    3,241

Brunswick Corp.

      1,099    36,542

Callaway Golf Co.

      813    10,561

Carnival Corp.

      5,048    210,704

Harley-Davidson Inc.

      3,137    172,190

K2 Inc.(1)

      567    6,203

Multimedia Games Inc.(1)

      333    3,373

Nautilus Inc.(2)

      398    6,253

Polaris Industries Inc.

      469    20,308

Sabre Holdings Corp.

      1,529    33,638

WMS Industries Inc.(1)

      269    7,368
           
            513,190

LODGING—0.40%

            

Aztar Corp.(1)

      426    22,135

Boyd Gaming Corp.

      509    20,543

Harrah’s Entertainment Inc.

      2,145    152,681

Hilton Hotels Corp.

      3,811    107,775

Marcus Corp.

      274    5,721

Marriott International Inc. Class A

      3,795    144,665

Starwood Hotels & Resorts Worldwide Inc.

      2,522    152,177
           
            605,697

MACHINERY—0.94%

            

AGCO Corp.(1)

      1,077    28,347

Albany International Corp. Class A

      357    15,133

Applied Industrial Technologies Inc.

      429    10,429

Astec Industries Inc.(1)

      208    7,097

Briggs & Stratton Corp.

      622    19,350

Caterpillar Inc.

      7,797    580,721

Cognex Corp.

      552    14,369

Cummins Inc.

      538    65,770

Deere & Co.

      2,737    228,512

Flowserve Corp.(1)

      642    36,530

Gardner Denver Inc.(1)

      627    24,139

Gerber Scientific Inc.(1)

      304    3,955

Graco Inc.

      788    36,232

IDEX Corp.

      619    29,217

JLG Industries Inc.

      1,225    27,562

Joy Global Inc.

      1,425    74,228

Lindsay Manufacturing Co.

      140    3,797

Manitowoc Co. Inc. (The)

      706    31,417

Nordson Corp.

      404    19,869

Robbins & Myers Inc.

      170    4,444

Rockwell Automation Inc.

      2,067    148,845

Tecumseh Products Co. Class A(1)

      227    4,358

Zebra Technologies Corp. Class A(1)

      824    28,148
           
            1,442,469

MANUFACTURING—5.00%

            

Acuity Brands Inc.

      529    20,583

AptarGroup Inc.

      408    20,241

Barnes Group Inc.

      434    8,658

Brink’s Co. (The)

      561    31,646

Carlisle Companies Inc.

      344    27,279

Ceradyne Inc.(1)

      305    15,094

CLARCOR Inc.

      622    18,529

Cooper Industries Ltd.

      1,073    99,703

Crane Co.

      585    24,336

Danaher Corp.

      2,747    176,687

Donaldson Co. Inc.

      788    26,690

Dover Corp.

      2,352    116,259

Eastman Kodak Co.

      3,322    78,997

Eaton Corp.

      1,742    131,347

EnPro Industries Inc.(1)

      249    8,366

Federal Signal Corp.

      588    8,902

General Electric Co.

      121,103    3,991,555

Griffon Corp.(1)

      306    7,987

Harsco Corp.

      480    37,421

Honeywell International Inc.

      9,647    388,774

Illinois Tool Works Inc.

      4,819    228,902

Ingersoll-Rand Co. Class A

      3,812    163,077

ITT Industries Inc.

      2,136    105,732

Lancaster Colony Corp.

      299    11,802

Leggett & Platt Inc.

      2,108    52,658

Lydall Inc.(1)

      172    1,586

Myers Industries Inc.

      368    6,326

Pall Corp.

      1,462    40,936

Parker Hannifin Corp.

      1,398    108,485

Pentair Inc.

      1,171    40,036

Roper Industries Inc.

      988    46,189

Smith (A.O.) Corp.

      252    11,683

SPX Corp.

      708    39,613

Standex International Corp.

      143    4,340

Sturm, Ruger & Co. Inc.

      368    2,300

Teleflex Inc.

      461    24,903

Textron Inc.

      1,520    140,114

3M Co.

      8,785    709,564

Tredegar Corp.

      323    5,110

Trinity Industries Inc.

      810    32,724

Tyco International Ltd.

      23,750    653,125
           
            7,668,259

MEDIA—2.95%

            

Belo (A.H.) Corp.

      1,021    15,928

CBS Corp. Class B

      8,984    243,017

Clear Channel Communications Inc.

      5,752    178,024

Comcast Corp. Class A(1)

      24,617    805,961

Dow Jones & Co. Inc.

      685    23,982

Emmis Communications Corp.(1)

      456    7,132

Entercom Communications Corp.

      391    10,229

4Kids Entertainment Inc.(1)

      146    2,367

Gannett Co. Inc.

      2,774    155,150

Lee Enterprises Inc.

      536    14,445

McClatchy Co. (The) Class A

      1    6

McGraw-Hill Companies Inc. (The)

      4,106    206,244

Media General Inc. Class A

      301    12,609

Meredith Corp.

      488    24,176

New York Times Co. Class A

      1,672    41,031

News Corp. Class A

      27,569    528,773

Radio One Inc. Class D(1)

      918    6,793

Readers Digest Association Inc. (The)

      1,076    15,021

Scholastic Corp.(1)

      432    11,219

Scripps (E.W.) Co. Class A

      981    42,320

Time Warner Inc.

      49,890    863,097

Tribune Co.

      3,028    98,198

Univision Communications Inc. Class A(1)

      2,587    86,664

Viacom Inc. Class B(1)

      8,389    300,662

Walt Disney Co. (The)

      25,574    767,220

Washington Post Co. (The) Class B

      68    53,041

Westwood One Inc.

      831    6,232
           
            4,519,541

METAL FABRICATE & HARDWARE—0.17%

            

Castle (A.M.) & Co.

      109    3,515

Commercial Metals Co.

      1,352    34,746

Kaydon Corp.

      342    12,760

Lawson Products Inc.

      62    2,444

Mueller Industries Inc.

      451    14,897

NS Group Inc.(1)

      272    14,982

Precision Castparts Corp.

      1,549    92,568

Quanex Corp.

      459    19,769

Timken Co. (The)

      972    32,572

Valmont Industries Inc.

      209    9,716

Wolverine Tube Inc.(1)(2)

      170    624

Worthington Industries Inc.

      880    18,436
           
            257,029

MINING—0.62%

            

Alcoa Inc.

      10,157    328,681

AMCOL International Corp.

      260    6,851

Brush Engineered Materials Inc.(1)

      234    4,879

Century Aluminum Co.(1)

      264    9,422

Freeport-McMoRan Copper & Gold Inc.

      2,183    120,960

Newmont Mining Corp.

      5,225    276,559

Phelps Dodge Corp.

      2,368    194,555

RTI International Metals Inc.(1)

      266    14,853
           
            956,760

OFFICE & BUSINESS EQUIPMENT—0.17%

            

Global Imaging Systems Inc.(1)

      273    11,269

Pitney Bowes Inc.

      2,595    107,173

Xerox Corp.(1)

      10,724    149,171
           
            267,613

OFFICE FURNISHINGS—0.04%

            

Herman Miller Inc.

      793    20,436

HNI Corp.

      595    26,983

Interface Inc. Class A(1)

      622    7,122
           
            54,541

OIL & GAS—7.80%

            

Anadarko Petroleum Corp.

      5,358    255,523

Apache Corp.

      3,839    262,012

Atwood Oceanics Inc.(1)

      318    15,773

Cabot Oil & Gas Corp.

      566    27,734

Chesapeake Energy Corp.

      4,492    135,883

Chevron Corp.

      25,820    1,602,389

Cimarex Energy Co.

      965    41,495

ConocoPhillips

      19,229    1,260,076

Denbury Resources Inc.(1)

      1,361    43,103

Devon Energy Corp.

      5,130    309,903

ENSCO International Inc.

      1,776    81,732

EOG Resources Inc.

      2,825    195,885

Exxon Mobil Corp.

      70,464    4,322,966

Forest Oil Corp.(1)

      648    21,488

Frontier Oil Corp.

      1,300    42,120

Helmerich & Payne Inc.

      610    36,759

Hess Corp.

      2,797    147,821

Kerr-McGee Corp.

      2,652    183,916

Marathon Oil Corp.

      4,227    352,109

Murphy Oil Corp.

      1,932    107,922

Nabors Industries Ltd.(1)

      3,628    122,590

Newfield Exploration Co.(1)

      1,481    72,480

Noble Corp.

      1,604    119,370

Noble Energy Inc.

      2,035    95,360

Occidental Petroleum Corp.

      4,992    511,930

Patterson-UTI Energy Inc.

      1,998    56,563

Penn Virginia Corp.

      226    15,793

Petroleum Development Corp.(1)

      199    7,502

Pioneer Natural Resources Co.

      1,487    69,012

Plains Exploration & Production Co.(1)

      914    37,054

Pogo Producing Co.

      681    31,394

Pride International Inc.(1)

      1,871    58,431

Quicksilver Resources Inc.(1)

      780    28,712

Remington Oil & Gas Corp.(1)

      279    12,268

Rowan Companies Inc.

      1,264    44,986

Southwestern Energy Co.(1)

      1,939    60,419

St. Mary Land & Exploration Co.

      677    27,249

Stone Energy Corp.(1)

      332    15,455

Sunoco Inc.

      1,541    106,776

Swift Energy Co.(1)

      341    14,639

Transocean Inc.(1)

      3,787    304,172

Unit Corp.(1)

      549    31,233

Valero Energy Corp.

      7,175    477,281

XTO Energy Inc.

      4,231    187,306
           
            11,954,584

OIL & GAS SERVICES—1.78%

            

Baker Hughes Inc.

      3,974    325,272

BJ Services Co.

      3,751    139,762

Cameron International Corp.(1)

      1,342    64,107

CARBO Ceramics Inc.

      243    11,939

Dril-Quip Inc.(1)

      101    8,326

FMC Technologies Inc.(1)

      791    53,361

Grant Prideco Inc.(1)

      1,511    67,617

Halliburton Co.

      6,023    446,967

Hanover Compressor Co.(1)

      1,104    20,733

Helix Energy Solutions Group Inc.(1)

      892    36,001

Hydril Co. LP(1)

      226    17,746

Input/Output Inc.(1)

      810    7,654

Lone Star Technologies Inc.(1)

      360    19,447

Lufkin Industries Inc.

      179    10,638

Maverick Tube Corp.(1)

      437    27,614

National Oilwell Varco Inc.(1)

      2,023    128,096

Oceaneering International Inc.(1)

      626    28,702

Schlumberger Ltd.

      13,746    895,002

SEACOR Holdings Inc.(1)

      248    20,361

Smith International Inc.

      2,324    103,348

Tetra Technologies Inc.(1)

      825    24,989

Tidewater Inc.

      703    34,588

Veritas DGC Inc.(1)

      433    22,334

Weatherford International Ltd.(1)

      4,059    201,408

W-H Energy Services Inc.(1)

      334    16,977
           
            2,732,989

PACKAGING & CONTAINERS—0.15%

            

Ball Corp.

      1,204    44,596

Bemis Co. Inc.

      1,225    37,510

Chesapeake Corp.

      233    3,824

Packaging Corp. of America

      727    16,009

Pactiv Corp.(1)

      1,654    40,937

Sealed Air Corp.

      937    48,799

Sonoco Products Co.

      1,127    35,670
           
            227,345

PHARMACEUTICALS—5.42%

            

Abbott Laboratories

      17,783    775,517

Allergan Inc.

      1,777    190,601

Alpharma Inc. Class A

      515    12,381

AmerisourceBergen Corp.

      2,420    101,446

Barr Pharmaceuticals Inc.(1)

      1,222    58,277

Bradley Pharmaceuticals Inc.(1)(2)

      218    2,224

Bristol-Myers Squibb Co.

      22,927    592,892

Cardinal Health Inc.

      4,871    313,351

Caremark Rx Inc.

      5,161    257,379

Cephalon Inc.(1)(2)

      702    42,190

Connetics Corp.(1)

      449    5,280

Express Scripts Inc.(1)

      1,711    122,747

Forest Laboratories Inc.(1)

      3,800    147,022

Gilead Sciences Inc.(1)

      5,307    313,962

Hospira Inc.(1)

      1,829    78,537

King Pharmaceuticals Inc.(1)

      2,799    47,583

Lilly (Eli) & Co.

      13,162    727,464

Medco Health Solutions Inc.(1)

      3,521    201,683

Medicis Pharmaceutical Corp. Class A

      653    15,672

Merck & Co. Inc.

      25,428    926,342

MGI Pharma Inc.(1)

      900    19,350

Mylan Laboratories Inc.

      2,469    49,380

NBTY Inc.(1)

      673    16,091

Noven Pharmaceuticals Inc.(1)

      304    5,442

Omnicare Inc.

      1,385    65,677

Par Pharmaceutical Companies Inc.(1)

      423    7,809

Perrigo Co.

      961    15,472

PetMed Express Inc.(1)

      280    3,072

Pfizer Inc.

      85,347    2,003,094

Schering-Plough Corp.

      17,230    327,887

Sciele Pharma Inc.(1)

      325    7,537

Sepracor Inc.(1)

      1,252    71,539

Theragenics Corp.(1)

      398    1,357

USANA Health Sciences Inc.(1)(2)

      124    4,700

Valeant Pharmaceuticals International

      1,112    18,815

VCA Antech Inc.(1)

      969    30,940

Watson Pharmaceuticals Inc.(1)

      1,183    27,540

Wyeth

      15,674    696,082
           
            8,304,334

PIPELINES—0.41%

            

Dynegy Inc. Class A(1)

      4,214    23,051

El Paso Corp.

      8,062    120,930

Equitable Resources Inc.

      1,384    46,364

Kinder Morgan Inc.

      1,218    121,666

National Fuel Gas Co.

      987    34,683

Questar Corp.

      989    79,605

Western Gas Resources Inc.

      675    40,399

Williams Companies Inc.

      6,929    161,861
           
            628,559

REAL ESTATE INVESTMENT TRUSTS—1.25%

            

Acadia Realty Trust

      372    8,798

AMB Property Corp.

      1,023    51,713

Apartment Investment & Management Co. Class A

      1,115    48,447

Archstone-Smith Trust

      2,487    126,514

Boston Properties Inc.

      1,056    95,462

Colonial Properties Trust

      542    26,775

Developers Diversified Realty Corp.

      1,261    65,799

EastGroup Properties Inc.

      250    11,670

Entertainment Properties Trust

      303    13,044

Equity Office Properties Trust

      4,275    156,080

Equity Residential

      3,382    151,277

Essex Property Trust Inc.

      265    29,590

Glenborough Realty Trust Inc.

      398    8,573

Highwoods Properties Inc.

      633    22,902

Hospitality Properties Trust

      841    36,937

Kilroy Realty Corp.

      362    26,155

Kimco Realty Corp.

      2,454    89,546

Lexington Corporate Properties Trust

      648    13,997

Liberty Property Trust

      1,021    45,128

LTC Properties Inc.

      245    5,476

Macerich Co. (The)

      828    58,126

Mack-Cali Realty Corp.

      725    33,292

National Retail Properties Inc.

      672    13,406

New Century Financial Corp.

      656    30,012

New Plan Excel Realty Trust Inc.

      1,207    29,801

Parkway Properties Inc.

      171    7,781

ProLogis

      2,835    147,760

Public Storage Inc.

      955    72,485

Regency Centers Corp.

      788    48,974

Shurgard Storage Centers Inc. Class A

      545    34,063

Simon Property Group Inc.

      2,130    176,662

Sovran Self Storage Inc.

      206    10,463

United Dominion Realty Trust Inc.

      1,550    43,416

Vornado Realty Trust

      1,385    135,107

Weingarten Realty Investors

      934    35,754
           
            1,910,985

RETAIL—6.18%

            

Abercrombie & Fitch Co. Class A

      1,015    56,261

Advance Auto Parts Inc.

      1,265    36,559

Aeropostale Inc.(1)

      648    18,721

American Eagle Outfitters Inc.

      1,519    51,707

AnnTaylor Stores Corp.(1)

      837    36,309

Applebee’s International Inc.

      860    16,529

AutoNation Inc.(1)

      1,740    37,306

AutoZone Inc.(1)

      628    55,390

Barnes & Noble Inc.

      610    22,265

Bed Bath & Beyond Inc.(1)

      3,273    108,565

Best Buy Co. Inc.

      4,697    257,583

Big Lots Inc.(1)

      1,326    22,648

BJ’s Wholesale Club Inc.(1)

      795    22,538

Bob Evans Farms Inc.

      427    12,814

Borders Group Inc.

      750    13,845

Brinker International Inc.

      977    35,465

Brown Shoe Co. Inc.

      330    11,246

CarMax Inc.(1)

      1,228    43,545

Casey’s General Store Inc.

      615    15,381

Cash America International Inc.

      357    11,424

Cato Corp. Class A

      374    9,668

CBRL Group Inc.

      376    12,754

CEC Entertainment Inc.(1)

      408    13,105

Cheesecake Factory (The)(1)

      924    24,902

Chico’s FAS Inc.(1)

      2,095    56,523

Children’s Place Retail Stores Inc. (The)(1)

      243    14,592

Christopher & Banks Corp.

      427    12,383

Circuit City Stores Inc.

      1,745    47,499

Claire’s Stores Inc.

      1,150    29,337

Copart Inc.(1)

      807    19,820

Cost Plus Inc.(1)

      273    4,002

Costco Wholesale Corp.

      5,497    314,044

CVS Corp.

      9,531    292,602

Darden Restaurants Inc.

      1,519    59,849

Dillard’s Inc. Class A

      737    23,473

Dollar General Corp.

      3,663    51,209

Dollar Tree Stores Inc.(1)

      1,231    32,622

Dress Barn Inc.(1)

      562    14,247

Family Dollar Stores Inc.

      1,793    43,803

Federated Department Stores Inc.

      6,436    235,558

Finish Line Inc. (The)

      495    5,856

Foot Locker Inc.

      1,791    43,862

Fred’s Inc.

      479    6,395

GameStop Corp. Class A(1)

      664    27,888

Gap Inc. (The)

      6,208    108,019

Genesco Inc.(1)

      274    9,280

Group 1 Automotive Inc.

      267    15,043

Guitar Center Inc.(1)

      308    13,697

Hancock Fabrics Inc.

      274    915

Haverty Furniture Companies Inc.

      304    4,770

Hibbet Sporting Goods Inc.(1)

      422    10,086

Home Depot Inc.

      24,082    861,895

Hot Topic Inc.(1)

      566    6,515

IHOP Corp.

      220    10,578

Insight Enterprises Inc.(1)

      596    11,354

Jack in the Box Inc.(1)

      426    16,699

Jo-Ann Stores Inc.(1)

      276    4,043

Jos. A. Bank Clothiers Inc.(1)

      180    4,313

Kohl’s Corp.(1)

      3,972    234,825

Landry’s Restaurants Inc.

      210    6,815

Limited Brands Inc.

      4,028    103,077

Lone Star Steakhouse & Saloon Inc.

      208    5,456

Longs Drug Stores Corp.

      330    15,055

Lowe’s Companies Inc.

      9,042    548,578

MarineMax Inc.(1)

      190    4,984

McDonald’s Corp.

      14,523    487,973

Men’s Wearhouse Inc. (The)

      632    19,150

Michaels Stores Inc.

      1,543    63,633

MSC Industrial Direct Co. Inc. Class A

      647    30,778

99 Cents Only Stores(1)

      596    6,234

Nordstrom Inc.

      2,530    92,345

O’Charley’s Inc.(1)

      250    4,250

Office Depot Inc.(1)

      3,361    127,718

OfficeMax Inc.

      829    33,782

O’Reilly Automotive Inc.(1)

      1,310    40,859

OSI Restaurant Partners Inc.

      781    27,023

P.F. Chang’s China Bistro Inc.(1)(2)

      305    11,596

Pacific Sunwear of California Inc.(1)

      885    15,868

Panera Bread Co. Class A(1)

      370    24,879

Papa John’s International Inc.(1)

      271    8,997

Payless ShoeSource Inc.(1)

      800    21,736

Penney (J.C.) Co. Inc.

      2,729    184,235

Pep Boys - Manny, Moe & Jack Inc.

      701    8,223

PetSmart Inc.

      1,641    42,010

Pier 1 Imports Inc.

      1,097    7,657

RadioShack Corp.

      1,559    21,826

Rare Hospitality International Inc.(1)

      385    11,073

Red Robin Gourmet Burgers Inc.(1)

      169    7,193

Regis Corp.

      557    19,835

Ross Stores Inc.

      1,671    46,872

Ruby Tuesday Inc.

      675    16,477

Ryan’s Restaurant Group Inc.(1)

      508    6,050

Saks Inc.

      1,600    25,872

School Specialty Inc.(1)

      269    8,568

Sears Holdings Corp.(1)

      1,133    175,434

Select Comfort Corp.(1)

      631    14,494

Sonic Automotive Inc.

      373    8,273

Sonic Corp.(1)

      1,018    21,164

Stage Stores Inc.

      328    10,824

Staples Inc.

      8,473    206,063

Starbucks Corp.(1)

      8,939    337,537

Steak n Shake Co. (The)(1)

      333    5,042

Stein Mart Inc.

      314    4,647

Target Corp.

      10,063    491,779

Tiffany & Co.

      1,645    54,318

TJX Companies Inc.

      5,329    121,821

Too Inc.(1)

      387    14,857

Tractor Supply Co.(1)

      387    21,389

Triarc Companies Inc. Class B

      730    11,410

Tuesday Morning Corp.(2)

      318    4,182

Urban Outfitters Inc.(1)

      1,247    21,810

Walgreen Co.

      11,770    527,767

Wal-Mart Stores Inc.

      29,126    1,402,999

Wendy’s International Inc.

      1,348    78,575

Williams-Sonoma Inc.

      1,333    45,389

World Fuel Services Corp.

      332    15,169

Yum! Brands Inc.

      3,176    159,658

Zale Corp.(1)

      586    14,117
           
            9,469,521

SAVINGS & LOANS—0.70%

            

Anchor BanCorp Wisconsin Inc.

      238    7,180

Astoria Financial Corp.

      1,012    30,815

BankAtlantic Bancorp Inc. Class A

      550    8,162

BankUnited Financial Corp. Class A

      374    11,414

Brookline Bancorp Inc.

      728    10,025

Dime Community Bancshares

      323    4,383

Downey Financial Corp.

      244    16,555

Fidelity Bankshares Inc.

      270    8,591

First Niagara Financial Group Inc.

      1,303    18,268

FirstFed Financial Corp.(1)

      199    11,476

Flagstar Bancorp Inc.

      401    6,400

Franklin Bank Corp. (Texas)(1)

      281    5,673

Golden West Financial Corp.

      2,979    221,042

Harbor Florida Bancshares Inc.

      237    8,802

MAF Bancorp Inc.

      342    14,651

New York Community Bancorp Inc.

      3,102    51,214

Sovereign Bancorp Inc.

      4,338    88,096

Sterling Financial Corp. (Washington)

      421    12,845

Washington Federal Inc.

      1,019    23,631

Washington Mutual Inc.

      11,198    510,405
           
            1,069,628

SEMICONDUCTORS—2.82%

            

Actel Corp.(1)

      303    4,348

Advanced Micro Devices Inc.(1)

      5,637    137,656

Altera Corp.(1)

      4,156    72,938

Analog Devices Inc.

      4,219    135,599

Applied Materials Inc.

      18,236    296,882

Atmel Corp.(1)

      4,936    27,395

ATMI Inc.(1)

      456    11,227

Axcelis Technologies Inc.(1)

      1,213    7,157

Broadcom Corp. Class A(1)

      5,322    159,926

Brooks Automation Inc.(1)

      883    10,419

Cabot Microelectronics Corp.(1)

      305    9,245

Cohu Inc.

      251    4,405

Credence Systems Corp.(1)

      1,162    4,067

Cree Inc.(1)

      862    20,481

Cypress Semiconductor Corp.(1)

      1,565    22,755

Diodes Inc.(1)

      227    9,407

DSP Group Inc.(1)

      335    8,325

ESS Technology Inc.(1)

      538    1,162

Exar Corp.(1)

      401    5,321

Fairchild Semiconductor International Inc. Class A(1)

      1,412    25,656

Freescale Semiconductor Inc. Class B(1)

      4,740    139,356

Integrated Device Technology Inc.(1)

      2,296    32,557

Intel Corp.

      67,763    1,284,109

International Rectifier Corp.(1)

      841    32,866

Intersil Corp. Class A

      1,644    38,223

KLA-Tencor Corp.

      2,306    95,860

Kopin Corp.(1)

      790    2,852

Kulicke & Soffa Industries Inc.(1)

      598    4,431

Lam Research Corp.(1)

      1,618    75,431

Lattice Semiconductor Corp.(1)

      1,358    8,392

Linear Technology Corp.

      3,537    118,454

LSI Logic Corp.(1)

      4,529    40,535

Maxim Integrated Products Inc.

      3,708    119,064

MEMC Electronic Materials Inc.(1)

      1,911    71,663

Micrel Inc.(1)

      733    7,337

Microchip Technology Inc.

      2,463    82,634

Micron Technology Inc.(1)

      7,839    118,055

Microsemi Corp.(1)

      814    19,845

National Semiconductor Corp.

      3,906    93,158

Novellus Systems Inc.(1)

      1,499    37,025

NVIDIA Corp.(1)

      4,076    86,778

Pericom Semiconductor Corp.(1)

      368    3,054

Photronics Inc.(1)

      514    7,607

PMC-Sierra Inc.(1)

      2,406    22,616

Power Integrations Inc.(1)

      346    6,048

QLogic Corp.(1)

      1,840    31,722

Rudolph Technologies Inc.(1)

      272    3,944

Semtech Corp.(1)

      842    12,167

Silicon Laboratories Inc.(1)

      532    18,700

Skyworks Solutions Inc.(1)

      1,921    10,585

Standard Microsystems Corp.(1)

      234    5,108

Supertex Inc.(1)

      138    5,512

Teradyne Inc.(1)

      2,291    31,914

Texas Instruments Inc.

      18,157    549,976

TriQuint Semiconductor Inc.(1)

      1,657    7,390

Ultratech Inc.(1)

      279    4,391

Varian Semiconductor Equipment Associates Inc.(1)

      676    22,044

Veeco Instruments Inc.(1)

      308    7,343

Xilinx Inc.

      3,990    90,374
           
            4,323,491

SOFTWARE—3.52%

            

Activision Inc.(1)

      3,235    36,814

Acxiom Corp.

      911    22,775

Adobe Systems Inc.(1)

      6,970    211,609

Advent Software Inc.(1)

      200    7,214

Altiris Inc.(1)

      262    4,726

ANSYS Inc.(1)

      434    20,754

Autodesk Inc.(1)

      2,670    92,008

Automatic Data Processing Inc.

      6,731    305,251

Avid Technology Inc.(1)

      492    16,398

BMC Software Inc.(1)

      2,460    58,794

CA Inc.

      5,281    108,525

Captaris Inc.(1)

      428    1,990

Cerner Corp.(1)

      707    26,237

Citrix Systems Inc.(1)

      2,103    84,414

Compuware Corp.(1)

      4,422    29,627

CSG Systems International Inc.(1)

      570    14,102

Dendrite International Inc.(1)

      509    4,703

Digi International Inc.(1)

      274    3,433

Dun & Bradstreet Corp.(1)

      776    54,072

eFunds Corp.(1)

      545    12,017

Electronic Arts Inc.(1)

      3,565    153,438

Epicor Software Corp.(1)

      667    7,024

EPIQ Systems Inc.(1)

      138    2,296

Fair Isaac Corp.

      758    27,523

Fidelity National Information Services Inc.

      1,077    38,126

FileNET Corp.(1)

      483    13,007

First Data Corp.

      8,927    402,072

Fiserv Inc.(1)

      2,055    93,215

Global Payments Inc.

      773    37,529

Hyperion Solutions Corp.(1)

      713    19,679

IMS Health Inc.

      2,302    61,809

Inter-Tel Inc.

      244    5,139

Intuit Inc.(1)

      1,997    120,599

JDA Software Group Inc.(1)

      341    4,784

Keane Inc.(1)

      586    7,325

ManTech International Corp. Class A(1)

      224    6,913

MapInfo Corp.(1)

      234    3,054

Microsoft Corp.

      102,181    2,380,817

MoneyGram International Inc.

      972    32,999

MRO Software Inc.(1)

      248    4,977

Neoware Inc.(1)

      240    2,950

Novell Inc.(1)

      4,018    26,639

Open Solutions Inc.(1)

      239    6,360

Oracle Corp.(1)

      45,411    658,005

Parametric Technology Corp.(1)

      1,328    16,879

Per-Se Technologies Inc.(1)

      410    10,324

Phoenix Technologies Ltd.(1)

      334    1,607

Progress Software Corp.(1)

      488    11,424

Quality Systems Inc.

      196    7,217

SEI Investments Co.

      726    35,487

SPSS Inc.(1)

      190    6,107

Sybase Inc.(1)

      1,071    20,777

Take-Two Interactive Software Inc.(1)(2)

      844    8,997

THQ Inc.(1)(2)

      764    16,502

Transaction Systems Architects Inc. Class A(1)

      454    18,927

Wind River Systems Inc.(1)

      922    8,206
           
            5,394,196

STORAGE & WAREHOUSING—0.01%

            

Mobile Mini Inc.(1)

      385    11,265
           
            11,265

TELECOMMUNICATIONS—5.58%

            

Adaptec Inc.(1)

      1,354    5,876

ADC Telecommunications Inc.(1)

      1,359    22,913

ADTRAN Inc.

      827    18,550

Aeroflex Inc.(1)

      936    10,923

Alltel Corp.

      4,530    289,150

Andrew Corp.(1)

      1,809    16,028

Anixter International Inc.

      399    18,937

Applied Signal Technology Inc.

      135    2,300

AT&T Inc.

      45,291    1,263,166

Avaya Inc.(1)

      4,823    55,079

BellSouth Corp.

      21,069    762,698

Black Box Corp.

      217    8,318

C-COR Inc.(1)

      508    3,922

CenturyTel Inc.

      1,361    50,561

CIENA Corp.(1)

      6,685    32,155

Cincinnati Bell Inc.(1)

      2,993    12,271

Cisco Systems Inc.(1)

      71,110    1,388,778

Citizens Communications Co.

      3,798    49,564

Commonwealth Telephone Enterprises Inc.

      274    9,086

CommScope Inc.(1)

      659    20,706

Comtech Telecommunications Corp.(1)

      232    6,791

Comverse Technology Inc.(1)

      2,332    46,104

Corning Inc.(1)

      18,149    439,024

Ditech Networks Inc.(1)

      347    3,026

Embarq Corp.(1)

      1,726    70,749

General Communication Inc. Class A(1)

      549    6,764

Harmonic Inc.(1)

      870    3,898

Harris Corp.

      1,548    64,257

JDS Uniphase Corp.(1)

      19,386    49,047

Juniper Networks Inc.(1)

      6,559    104,878

Lucent Technologies Inc.(1)

      52,119    126,128

Motorola Inc.

      28,784    579,998

NETGEAR Inc.(1)

      400    8,660

Network Equipment Technologies Inc.(1)

      334    1,049

Newport Corp.(1)

      470    7,576

Novatel Wireless Inc.(1)

      354    3,675

Plantronics Inc.

      532    11,816

Polycom Inc.(1)

      1,015    22,249

Powerwave Technologies Inc.(1)

      1,301    11,865

QUALCOMM Inc.

      19,529    782,527

Qwest Communications International Inc.(1)

      18,214    147,351

RF Micro Devices Inc.(1)

      2,314    13,815

Sprint Nextel Corp.

      34,695    693,553

Symmetricom Inc.(1)

      598    4,228

Telephone & Data Systems Inc.

      1,186    49,100

Tellabs Inc.(1)

      5,210    69,345

3Com Corp.(1)

      4,707    24,099

Tollgrade Communications Inc.(1)

      141    1,368

UTStarcom Inc.(1)

      1,273    9,917

Verizon Communications Inc.

      33,984    1,138,124

Viasat Inc.(1)

      276    7,088
           
            8,549,050

TEXTILES—0.08%

            

Angelica Corp.

      105    1,842

Cintas Corp.

      1,593    63,338

G&K Services Inc. Class A

      260    8,918

Mohawk Industries Inc.(1)

      613    43,125
           
            117,223

TOYS, GAMES & HOBBIES—0.08%

            

Hasbro Inc.

      2,000    36,220

JAKKS Pacific Inc.(1)

      313    6,288

Lenox Group Inc.(1)

      170    1,205

Mattel Inc.

      4,498    74,262

RC2 Corp.(1)

      200    7,732
           
            125,707

TRANSPORTATION—2.07%

            

Alexander & Baldwin Inc.

      535    23,684

Arkansas Best Corp.

      307    15,414

Bristow Group Inc.(1)

      275    9,900

Burlington Northern Santa Fe Corp.

      4,252    336,971

C.H. Robinson Worldwide Inc.

      2,009    107,080

Con-way Inc.

      566    32,788

CSX Corp.

      2,574    181,313

EGL Inc.(1)

      402    20,180

Expeditors International Washington Inc.

      2,470    138,345

FedEx Corp.

      3,554    415,320

Forward Air Corp.

      367    14,948

Heartland Express Inc.

      750    13,418

Hub Group Inc. Class A(1)

      472    11,578

Hunt (J.B.) Transport Services Inc.

      1,413    35,198

Kansas City Southern Industries Inc.(1)

      883    24,459

Kirby Corp.(1)

      611    24,135

Knight Transportation Inc.

      698    14,100

Landstar System Inc.

      685    32,353

Norfolk Southern Corp.

      4,826    256,840

Old Dominion Freight Line Inc.(1)

      346    13,006

Overseas Shipholding Group Inc.

      354    20,939

Ryder System Inc.

      695    40,609

Swift Transportation Co. Inc.(1)

      619    19,659

Union Pacific Corp.

      3,131    291,058

United Parcel Service Inc. Class B

      12,619    1,038,922

Werner Enterprises Inc.

        620    12,567

YRC Worldwide Inc.(1)

        674    28,382
             
              3,173,166

TRUCKING & LEASING—0.02%

              

GATX Corp.

        615    26,138
             
              26,138

WATER—0.03%

              

American States Water Co.

        200    7,130

Aqua America Inc.

        1,486    33,866
             
              40,996
             

TOTAL COMMON STOCKS

              

(Cost: $144,632,427)

             153,048,649

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.25%

              

CERTIFICATES OF DEPOSIT(3)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 314    314

Fortis Bank NY

              

4.43%, 07/20/06

        784    784

Societe Generale

              

5.33%, 12/08/06

        3,137    3,137

Toronto-Dominion Bank

              

3.94%, 07/10/06

        1,568    1,568

Washington Mutual Bank

              

5.28%, 08/07/06

        1,568    1,568

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        2,509    2,509
             
              9,880

COMMERCIAL PAPER(3)—0.05%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        8,757    8,708

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        1,506    1,498

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        2,998    2,985

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        1,192    1,189

CC USA Inc.

              

5.03%, 10/24/06(4)

        627    617

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        2,363    2,354

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        6,881    6,879

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        3,137    3,124

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        2,314    2,260

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        6,639    6,616

Five Finance Inc.

              

5.19%, 12/01/06(4)

        1,411    1,381

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        314    306

Govco Inc.

              

5.22%, 08/03/06(4)

        3,137    3,122

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        1,066    1,050

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        784    781

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        2,885    2,878

Landale Funding LLC

              

5.30%, 08/15/06(4)

        3,450    3,428

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        4,856    4,819

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        3,168    3,159

Prudential Funding LLC

              

5.22%, 07/31/06

        1,568    1,562

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        3,137    3,129

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        3,675    3,673

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        1,961    1,954

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        3,431    3,429

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        3,834    3,824
             
              74,725

MEDIUM-TERM NOTES(3)—0.00%

              

Bank of America N.A.

              

5.28%, 04/20/07

        784    784

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        972    972

K2 USA LLC

              

3.94%, 07/07/06(4)

        1,882    1,882

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        3,137    3,141

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        1,098    1,098

US Bank N.A.

              

2.85%, 11/15/06

        627    623
             
              8,500

MONEY MARKET FUNDS—0.03%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        45,356    45,356
             
              45,356

REPURCHASE AGREEMENTS(3)—0.04%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $6,276 (collateralized by non-U.S. Government debt securities, value $6,470, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 6,273    6,273

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $4,707 (collateralized by non-U.S. Government debt securities, value $5,183, 2.12% to 6.47%, 11/25/34 to 12/25/42).

      4,705    4,705

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $6,276 (collateralized by non-U.S. Government debt securities, value $6,443, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      6,273    6,273

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $7,845 (collateralized by non-U.S. Government debt securities, value $8,775, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      7,841    7,841

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,883 (collateralized by non-U.S. Government debt securities, value $2,130, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      1,882    1,882

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,138 (collateralized by non-U.S. Government debt securities, value $3,204, 5.22% to 5.42%, 7/3/06).

      3,137    3,137

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $5,020 (collateralized by non-U.S. Government debt securities, value $5,277, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      5,018    5,018

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,138 (collateralized by non-U.S. Government debt securities, value $3,235, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      3,137    3,137

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,138 (collateralized by non-U.S. Government debt securities, value $3,235, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      3,137    3,137

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $6,276 (collateralized by non-U.S. Government debt securities, value $6,596, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      6,273    6,273

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $3,138 (collateralized by non-U.S. Government debt securities, value $3,301, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      3,137    3,137

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,098 (collateralized by non-U.S. Government debt securities, value $1,162, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      1,098    1,098

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $2,310 (collateralized by non-U.S. Government debt securities, value $2,324, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      2,196    2,196

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $6,276 (collateralized by non-U.S. Government debt securities, value $6,596, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      6,273    6,273
           
            60,380

TIME DEPOSITS(3)—0.02%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      3,137    3,137

KBC Bank NV

            

5.32%, 07/03/06

      9,410    9,410

Societe Generale

            

5.32%, 07/03/06

      7,841    7,841

UBS AG

            

5.25%-5.34%, 07/03/06

      9,043    9,043
           
            29,431

VARIABLE & FLOATING RATE NOTES(3)–0.10%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      8,030    8,031

American Express Bank

            

5.21%-5.31%, 07/19/06–02/28/07

      2,352    2,352

American Express Centurion Bank

            

5.34%, 07/19/07

      3,450    3,454

American Express Credit Corp.

            

5.23%, 07/05/07

      941    942

ASIF Global Financing

            

5.17%, 05/03/07(4)

      314    314

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      2,039    2,039

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      5,332    5,332

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      3,137    3,137

BNP Paribas

            

5.14%, 05/18/07(4)

      5,803    5,803

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07–07/15/07(4)

      2,290    2,290

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      784    784

Credit Agricole SA

            

5.31%, 07/23/07

      3,137    3,137

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      3,137    3,136

DEPFA Bank PLC

            

5.37%, 06/15/07

      3,137    3,137

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      3,607    3,608

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      3,137    3,137

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      6,273    6,273

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      941    941

Five Finance Inc.

            

5.37%-5.45%, 12/01/06–06/29/07(4)

      2,352    2,352

General Electric Capital Corp.

            

5.25%, 04/09/07

      1,411    1,412

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      4,705    4,706

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      3,137    3,137

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      2,352    2,352

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      4,705    4,704

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      3,278    3,278

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      3,921    3,919

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      3,450    3,450

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      1,524    1,524

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      1,725    1,725

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      4,705    4,705

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      395    395

Mound Financing PLC

            

5.11%, 05/08/07(4)

      2,948    2,948

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      3,137    3,136

National City Bank of Indiana

            

5.17%, 05/21/07

      1,568    1,568

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      8,469    8,469

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      1,106    1,105

Northern Rock PLC

            

5.17%, 05/03/07(4)

      3,764    3,764

Principal Life Global Funding I

            

5.63%, 02/08/07

      1,411    1,415

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      2,352    2,352

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      2,572    2,572

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      3,137    3,137

Strips III LLC

            

5.37%, 07/24/06(4)

      733    733

SunTrust Bank

            

5.08%, 05/01/07

      3,137    3,137

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      5,928    5,928

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      4,391    4,392

US Bank N.A.

            

5.28%, 09/29/06

      1,411    1,411

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      5,021    5,021

Wachovia Bank N.A.

            

5.36%, 05/22/07

      6,273    6,273

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      1,568    1,568

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      2,823    2,822

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      3,102    3,092

Wind Master Trust

            

5.32%, 08/25/06-09/25/06(4)

      1,059    1,060
           
            161,409
           

TOTAL SHORT-TERM INVESTMENTS

            

(Cost: $389,681)

           389,681
           

TOTAL INVESTMENTS IN SECURITIES—100.13%

           

(Cost: $145,022,108)

        153,438,330  

Other Assets, Less Liabilities—(0.13)%

        (205,397 )
      

NET ASSETS—100.00%

      $ 153,232,933  
      

 

NVS - Non-Voting Shares

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P 500 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.84%

              

ADVERTISING—0.16%

              

Interpublic Group of Companies Inc.(1)(2)

      620,586    $ 5,181,893

Omnicom Group Inc.

      247,231      22,025,810
           
              27,207,703

AEROSPACE & DEFENSE—2.15%

              

Boeing Co. (The)

      1,157,923      94,845,473

General Dynamics Corp.

      584,946      38,290,565

Goodrich (B.F.) Co.

      179,696      7,239,952

L-3 Communications Holdings Inc.

      176,789      13,333,426

Lockheed Martin Corp.

      513,156      36,813,811

Northrop Grumman Corp.

      498,113      31,909,119

Raytheon Co.

      645,203      28,756,698

Rockwell Collins Inc.

      247,985      13,854,922

United Technologies Corp.

      1,463,841      92,836,796
           
              357,880,762

AGRICULTURE—1.91%

              

Altria Group Inc.

      3,024,469      222,086,759

Archer-Daniels-Midland Co.

      948,334      39,147,228

Monsanto Co.

      392,088      33,009,889

Reynolds American Inc.

      124,274      14,328,792

UST Inc.

      233,954      10,572,381
           
              319,145,049

AIRLINES—0.10%

              

Southwest Airlines Co.

      1,021,851      16,727,701
           
              16,727,701

APPAREL—0.35%

              

Coach Inc.(1)

      558,285      16,692,721

Jones Apparel Group Inc.

      163,257      5,189,940

Liz Claiborne Inc.

      150,790      5,588,277

Nike Inc. Class B

      273,589      22,160,709

VF Corp.

      127,532      8,661,973
           
              58,293,620

AUTO MANUFACTURERS—0.39%

              

Ford Motor Co.

      2,713,723      18,806,100

General Motors Corp.(2)

      818,662      24,387,941

Navistar International Corp.(1)

      89,134      2,193,588

PACCAR Inc.

      240,270      19,793,443
           
              65,181,072

AUTO PARTS & EQUIPMENT—0.16%

              

Cooper Tire & Rubber Co.(2)

      89,274      994,512

Goodyear Tire & Rubber Co. (The)(1)

      256,800      2,850,480

Johnson Controls Inc.

      282,337      23,213,748
           
              27,058,740

BANKS—6.74%

            

AmSouth Bancorp

      502,023    13,278,508

Bank of America Corp.

      6,609,819    317,932,294

Bank of New York Co. Inc. (The)

      1,118,352    36,010,934

BB&T Corp.

      797,032    33,148,561

Comerica Inc.

      235,601    12,248,896

Commerce Bancorp Inc.

      266,651    9,511,441

Compass Bancshares Inc.

      186,978    10,395,977

Fifth Third Bancorp

      806,443    29,798,069

First Horizon National Corp.

      178,651    7,181,770

Huntington Bancshares Inc.

      355,591    8,384,836

KeyCorp

      585,774    20,900,416

M&T Bank Corp.

      114,395    13,489,458

Marshall & Ilsley Corp.

      326,615    14,939,370

Mellon Financial Corp.

      599,344    20,635,414

National City Corp.

      784,284    28,383,238

North Fork Bancorp Inc.

      674,114    20,338,019

Northern Trust Corp.

      268,078    14,824,713

PNC Financial Services Group

      428,929    30,097,948

Regions Financial Corp.

      660,490    21,875,429

State Street Corp.

      481,619    27,977,248

SunTrust Banks Inc.

      526,899    40,181,318

Synovus Financial Corp.

      467,670    12,524,203

U.S. Bancorp

      2,577,260    79,585,789

Wachovia Corp.

      2,329,540    125,981,523

Wells Fargo & Co.

      2,433,362    163,229,923

Zions Bancorporation

      153,739    11,982,418
           
            1,124,837,713

BEVERAGES—2.15%

            

Anheuser-Busch Companies Inc.

      1,119,761    51,049,904

Brown-Forman Corp. Class B

      120,547    8,613,083

Coca-Cola Co. (The)

      2,968,379    127,699,665

Coca-Cola Enterprises Inc.

      439,833    8,959,398

Constellation Brands Inc.(1)

      287,439    7,185,975

Molson Coors Brewing Co. Class B

      83,096    5,640,556

Pepsi Bottling Group Inc.

      194,145    6,241,762

PepsiCo Inc.

      2,393,416    143,700,697
           
            359,091,040

BIOTECHNOLOGY—1.03%

            

Amgen Inc.(1)

      1,707,805    111,400,120

Biogen Idec Inc.(1)

      498,033    23,073,869

Genzyme Corp.(1)

      377,093    23,021,528

MedImmune Inc.(1)

      360,554    9,771,013

Millipore Corp.(1)

      76,639    4,827,491
           
            172,094,021

BUILDING MATERIALS—0.24%

            

American Standard Companies Inc.

      256,465    11,097,241

Masco Corp.

      575,638    17,061,910

Vulcan Materials Co.

      145,964    11,385,192
           
            39,544,343

CHEMICALS—1.36%

            

Air Products & Chemicals Inc.

      324,484    20,741,017

Ashland Inc.

      103,086    6,875,836

Dow Chemical Co. (The)

      1,393,479    54,387,485

Du Pont (E.I.) de Nemours and Co.

      1,334,913    55,532,381

Eastman Chemical Co.

      118,146    6,379,884

Ecolab Inc.

      264,252    10,723,346

Hercules Inc.(1)

      163,081    2,488,616

International Flavors & Fragrances Inc.

      114,248    4,026,100

PPG Industries Inc.

      240,158    15,850,428

Praxair Inc.

      468,072    25,275,888

Rohm & Haas Co.

      210,417    10,546,100

Sherwin-Williams Co. (The)

      160,786    7,634,119

Sigma-Aldrich Corp.

      96,773    7,029,591
           
            227,490,791

COAL—0.07%

            

CONSOL Energy Inc.

      265,337    12,396,545
           
            12,396,545

COMMERCIAL SERVICES—0.81%

            

Apollo Group Inc. Class A(1)

      202,850    10,481,259

Block (H & R) Inc.

      476,400    11,366,904

Cendant Corp.

      1,449,454    23,611,606

Convergys Corp.(1)

      202,850    3,955,575

Donnelley (R.R.) & Sons Co.

      312,623    9,988,305

Equifax Inc.

      185,805    6,380,544

McKesson Corp.

      440,734    20,837,904

Moody’s Corp.

      353,418    19,247,144

Paychex Inc.

      483,533    18,848,116

Robert Half International Inc.

      248,576    10,440,192
           
            135,157,549

COMPUTERS—3.63%

            

Affiliated Computer Services Inc. Class A(1)

      171,550    8,853,695

Apple Computer Inc.(1)

      1,231,498    70,343,166

Computer Sciences Corp.(1)

      272,312    13,190,793

Dell Inc.(1)

      3,289,238    80,290,300

Electronic Data Systems Corp.

      749,979    18,044,495

EMC Corp.(1)

      3,426,313    37,586,654

Gateway Inc.(1)

      380,901    723,712

Hewlett-Packard Co.

      4,040,157    127,992,174

International Business Machines Corp.

      2,245,618    172,508,375

Lexmark International Inc.(1)

      150,104    8,380,306

NCR Corp.(1)

      263,457    9,653,064

Network Appliance Inc.(1)

      541,540    19,116,362

SanDisk Corp.(1)

      282,615    14,407,713

Sun Microsystems Inc.(1)

      5,064,366    21,017,119

Unisys Corp.(1)

      496,156    3,115,860
           
            605,223,788

COSMETICS & PERSONAL CARE—2.05%

            

Alberto-Culver Co.

      109,541    5,336,838

Avon Products Inc.

      651,956    20,210,636

Colgate-Palmolive Co.

      745,765    44,671,323

Estee Lauder Companies Inc. (The) Class A

      172,450    6,668,641

Procter & Gamble Co.

      4,752,917    264,262,185
           
            341,149,623

DISTRIBUTION & WHOLESALE—0.11%

            

Genuine Parts Co.

      250,297    10,427,373

Grainger (W.W.) Inc.

      110,847    8,339,020
           
            18,766,393

DIVERSIFIED FINANCIAL SERVICES—8.23%

            

American Express Co.

      1,786,769    95,091,846

Ameriprise Financial Inc.

      354,172    15,820,863

Bear Stearns Companies Inc. (The)

      174,660    24,466,373

Capital One Financial Corp.

      439,126    37,523,317

CIT Group Inc.

      289,166    15,120,490

Citigroup Inc.

      7,200,388    347,346,717

Countrywide Financial Corp.

      880,505    33,529,630

E*TRADE Financial Corp.(1)

      618,015    14,103,102

Federal Home Loan Mortgage Corp.

      1,001,238    57,080,578

Federal National Mortgage Association

      1,402,455    67,458,085

Federated Investors Inc. Class B

      122,174    3,848,481

Franklin Resources Inc.

      221,926    19,265,396

Goldman Sachs Group Inc. (The)

      625,652    94,116,830

Janus Capital Group Inc.

      306,951    5,494,423

JP Morgan Chase & Co.

      5,032,591    211,368,822

Legg Mason Inc.

      191,064    19,014,689

Lehman Brothers Holdings Inc.

      775,803    50,543,565

Merrill Lynch & Co. Inc.

      1,338,081    93,076,914

Morgan Stanley

      1,551,110    98,045,663

Rowe (T.) Price Group Inc.

      385,040    14,558,362

Schwab (Charles) Corp. (The)

      1,493,311    23,863,110

SLM Corp.

      595,355    31,506,187
           
            1,372,243,443

ELECTRIC—3.12%

            

AES Corp. (The)(1)

      954,782    17,615,728

Allegheny Energy Inc.(1)

      236,055    8,750,559

Ameren Corp.

      297,714    15,034,557

American Electric Power Co. Inc.

      570,049    19,524,178

CenterPoint Energy Inc.

      448,849    5,610,612

CMS Energy Corp.(1)

      320,197    4,143,349

Consolidated Edison Inc.

      356,394    15,838,149

Constellation Energy Group Inc.

      259,406    14,142,815

Dominion Resources Inc.

      503,623    37,665,964

DTE Energy Co.

      257,404    10,486,639

Duke Energy Corp.

      1,789,464    52,556,558

Edison International

      471,555    18,390,645

Entergy Corp.

      301,514    21,332,115

Exelon Corp.

      968,651    55,048,436

FirstEnergy Corp.

      477,397    25,879,691

FPL Group Inc.

      585,534    24,229,397

PG&E Corp.

      502,430    19,735,450

Pinnacle West Capital Corp.

      143,540    5,728,681

PPL Corp.

      551,928    17,827,274

Progress Energy Inc.

      366,823    15,725,702

Public Service Enterprise Group Inc.

      364,246    24,083,946

Southern Co. (The)

      1,075,288    34,462,980

TECO Energy Inc.

      302,140    4,513,972

TXU Corp.

      670,068    40,063,366

Xcel Energy Inc.

      587,340    11,265,181
           
            519,655,944

ELECTRICAL COMPONENTS & EQUIPMENT—0.37%

            

American Power Conversion Corp.

      246,070    4,795,904

Emerson Electric Co.

      594,773    49,847,925

Molex Inc.

      206,166    6,920,993
           
            61,564,822

ELECTRONICS—0.50%

            

Agilent Technologies Inc.(1)

      617,092    19,475,424

Applera Corp.-Applied Biosystems Group

      267,628    8,657,766

Fisher Scientific International Inc.(1)

      179,893    13,141,184

Jabil Circuit Inc.

      257,291    6,586,650

PerkinElmer Inc.

      183,702    3,839,372

Sanmina-SCI Corp.(1)

      768,843    3,536,678

Solectron Corp.(1)

      1,326,349    4,536,114

Symbol Technologies Inc.

      366,926    3,959,132

Tektronix Inc.

      120,192    3,536,049

Thermo Electron Corp.(1)

      236,799    8,581,596

Waters Corp.(1)

      150,078    6,663,463
           
            82,513,428

ENGINEERING & CONSTRUCTION—0.07%

            

Fluor Corp.

      126,839    11,787,148
           
            11,787,148

ENTERTAINMENT—0.11%

            

International Game Technology Inc.

      491,846    18,660,637
           
            18,660,637

ENVIRONMENTAL CONTROL—0.19%

            

Allied Waste Industries Inc.(1)(2)

      349,584    3,971,274

Waste Management Inc.

      789,906    28,341,827
           
            32,313,101

FOOD—1.47%

            

Campbell Soup Co.

      268,250    9,954,757

ConAgra Foods Inc.

      751,528    16,616,284

Dean Foods Co.(1)

      196,430    7,305,232

General Mills Inc.

      515,494    26,630,420

Heinz (H.J.) Co.

      484,873    19,986,465

Hershey Co. (The)

      257,409    14,175,514

Kellogg Co.

      353,387    17,114,532

Kroger Co.

      1,048,472    22,919,598

McCormick & Co. Inc. NVS

      191,883    6,437,675

Safeway Inc.

      652,862    16,974,412

Sara Lee Corp.

      1,100,021    17,622,336

SUPERVALU Inc.

      295,936    9,085,235

Sysco Corp.

      896,355    27,392,609

Tyson Foods Inc. Class A

      364,694    5,419,353

Whole Foods Market Inc.

      203,019    13,123,148

Wrigley (William Jr.) Co.

      321,052    14,562,919
           
            245,320,489

FOREST PRODUCTS & PAPER—0.43%

            

International Paper Co.

      714,380    23,074,474

Louisiana-Pacific Corp.

      153,819    3,368,636

MeadWestvaco Corp.

      262,532    7,332,519

Plum Creek Timber Co. Inc.

      267,171    9,484,570

Temple-Inland Inc.

      160,381    6,875,533

Weyerhaeuser Co.

      356,482    22,191,004
           
            72,326,736

GAS—0.24%

            

KeySpan Corp.

      253,917    10,258,247

Nicor Inc.

      64,149    2,662,183

NiSource Inc.

      395,212    8,631,430

Peoples Energy Corp.

      55,398    1,989,342

Sempra Energy

      375,760    17,089,565
           
            40,630,767

HAND & MACHINE TOOLS—0.11%

            

Black & Decker Corp.

      110,159    9,304,029

Snap-On Inc.

      84,589    3,419,087

Stanley Works (The)

      102,534    4,841,655
           
            17,564,771

HEALTH CARE - PRODUCTS—3.08%

            

Bard (C.R.) Inc.

      149,850    10,978,011

Bausch & Lomb Inc.

      77,985    3,824,384

Baxter International Inc.

      948,849    34,879,689

Becton, Dickinson & Co.

      358,012    21,885,274

Biomet Inc.

      356,669    11,160,173

Boston Scientific Corp.(1)

      1,760,700    29,650,188

Johnson & Johnson

      4,288,783    256,983,877

Medtronic Inc.

      1,747,827    82,008,043

Patterson Companies Inc.(1)

      200,575    7,006,085

St. Jude Medical Inc.(1)

      520,229    16,865,824

Stryker Corp.

      423,054    17,814,804

Zimmer Holdings Inc.(1)

      359,384    20,384,260
           
            513,440,612

HEALTH CARE - SERVICES—1.68%

            

Aetna Inc.

      821,637    32,807,965

Coventry Health Care Inc.(1)

      232,069    12,749,871

HCA Inc.

      591,351    25,516,796

Health Management Associates Inc. Class A

      348,165    6,862,332

Humana Inc.(1)

      238,542    12,809,705

Laboratory Corp. of America Holdings(1)

      180,579    11,237,431

Manor Care Inc.

      114,652    5,379,472

Quest Diagnostics Inc.

      235,457    14,108,583

Tenet Healthcare Corp.(1)

      680,583    4,750,469

UnitedHealth Group Inc.

      1,950,543    87,345,316

WellPoint Inc.(1)

      923,587    67,209,426
           
            280,777,366

HOME BUILDERS—0.25%

            

Centex Corp.

      175,945    8,850,034

Horton (D.R.) Inc.

      393,484    9,372,789

KB Home

      109,324    5,012,505

Lennar Corp. Class A

      201,782    8,953,067

Pulte Homes Inc.

      308,408    8,879,066
           
            41,067,461

HOME FURNISHINGS—0.11%

            

Harman International Industries Inc.

      96,761    8,260,487

Whirlpool Corp.

      112,691    9,313,911
           
            17,574,398

HOUSEHOLD PRODUCTS & WARES—0.47%

            

Avery Dennison Corp.

      159,135    9,239,378

Clorox Co. (The)

      218,676    13,332,676

Fortune Brands Inc.

      212,613    15,097,649

Kimberly-Clark Corp.

      666,192    41,104,046
           
            78,773,749

HOUSEWARES—0.06%

            

Newell Rubbermaid Inc.

      400,779    10,352,122
           
            10,352,122

INSURANCE—4.85%

            

ACE Ltd.

      470,945    23,825,108

AFLAC Inc.

      722,560    33,490,656

Allstate Corp. (The)

      920,629    50,386,025

Ambac Financial Group Inc.

      153,374    12,438,631

American International Group Inc.

      3,762,208    222,158,382

AON Corp.

      461,818    16,080,503

Chubb Corp.

      601,252    30,002,475

CIGNA Corp.

      173,560    17,097,396

Cincinnati Financial Corp.

      250,935    11,796,454

Genworth Financial Inc. Class A

      528,680    18,419,211

Hartford Financial Services Group Inc. (The)

      439,200    37,156,320

Lincoln National Corp.

      415,838    23,469,897

Loews Corp.

      588,426    20,859,702

Marsh & McLennan Companies Inc.

      795,513    21,391,345

MBIA Inc.

      195,180    11,427,789

MetLife Inc.

      1,099,261    56,293,156

MGIC Investment Corp.

      126,837    8,244,405

Principal Financial Group Inc.

      401,364    22,335,907

Progressive Corp. (The)

      1,133,895    29,152,440

Prudential Financial Inc.

      712,890    55,391,553

SAFECO Corp.

      172,780    9,736,153

St. Paul Travelers Companies Inc.

      1,008,879    44,975,826

Torchmark Corp.

      145,468    8,832,817

UNUMProvident Corp.

      431,959    7,831,417

XL Capital Ltd. Class A

      261,445    16,026,579
           
            808,820,147

INTERNET—1.74%

            

Amazon.com Inc.(1)

      448,387    17,343,609

eBay Inc.(1)

      1,675,471    49,074,546

Google Inc. Class A(1)

      298,495    125,167,908

Monster Worldwide Inc.(1)

      185,595    7,917,483

Symantec Corp.(1)

      1,499,984    23,309,751

VeriSign Inc.(1)

      353,769    8,196,828

Yahoo! Inc.(1)

      1,816,724    59,951,892
           
            290,962,017

IRON & STEEL—0.28%

            

Allegheny Technologies Inc.

      126,173    8,736,219

Nucor Corp.

      451,270    24,481,398

United States Steel Corp.

      180,816    12,678,818
           
            45,896,435

LEISURE TIME—0.34%

            

Brunswick Corp.

      137,522    4,572,607

Carnival Corp.

      629,418    26,271,907

Harley-Davidson Inc.

      387,475    21,268,503

Sabre Holdings Corp.

      191,233    4,207,126
           
            56,320,143

LODGING—0.42%

            

Harrah’s Entertainment Inc.

      267,342    19,029,404

Hilton Hotels Corp.

      479,318    13,555,113

Marriott International Inc. Class A

      474,246    18,078,258

Starwood Hotels & Resorts Worldwide Inc.

      314,273    18,963,233
           
            69,626,008

MACHINERY—0.76%

            

Caterpillar Inc.

      970,259    72,264,890

Cummins Inc.

      67,231    8,218,990

Deere & Co.

      339,056    28,307,785

Rockwell Automation Inc.

      257,467    18,540,199
           
            127,331,864

MANUFACTURING—5.36%

            

Cooper Industries Ltd.

      133,867    12,438,922

Danaher Corp.

      341,905    21,991,330

Dover Corp.

      295,517    14,607,405

Eastman Kodak Co.

      415,766    9,886,915

Eaton Corp.

      217,803    16,422,346

General Electric Co.

      15,061,103    496,413,955

Honeywell International Inc.

      1,199,683    48,347,225

Illinois Tool Works Inc.

      600,177    28,508,408

Ingersoll-Rand Co. Class A

      476,177    20,370,852

ITT Industries Inc.

      268,342    13,282,929

Leggett & Platt Inc.

      263,933    6,593,046

Pall Corp.

      180,838    5,063,464

Parker Hannifin Corp.

      174,391    13,532,742

Textron Inc.

      187,302    17,265,498

3M Co.

      1,091,759    88,181,374

Tyco International Ltd.

      2,949,057    81,099,068
           
            894,005,479

MEDIA—3.25%

            

CBS Corp. Class B

      1,119,431    30,280,609

Clear Channel Communications Inc.

      729,285    22,571,371

Comcast Corp. Class A(1)

      3,059,702    100,174,643

Dow Jones & Co. Inc.

      85,319    2,987,018

Gannett Co. Inc.

      344,608    19,273,925

McClatchy Co. (The) Class A

      1    32

McGraw-Hill Companies Inc. (The)

      518,462    26,042,346

Meredith Corp.

      60,756    3,009,852

New York Times Co. Class A

      210,162    5,157,375

News Corp. Class A

      3,427,445    65,738,395

Scripps (E.W.) Co. Class A

      123,141    5,312,303

Time Warner Inc.

      6,201,334    107,283,078

Tribune Co.

      317,211    10,287,153

Univision Communications Inc. Class A(1)

      323,636    10,841,806

Viacom Inc. Class B(1)

      1,044,834    37,446,851

Walt Disney Co. (The)

      3,178,418    95,352,540
           
            541,759,297

MINING—0.69%

            

Alcoa Inc.

      1,260,827    40,800,362

Freeport-McMoRan Copper & Gold Inc.

      273,156    15,135,574

Newmont Mining Corp.

      650,489    34,430,383

Phelps Dodge Corp.

      295,212    24,254,618
           
            114,620,937

OFFICE & BUSINESS EQUIPMENT—0.19%

            

Pitney Bowes Inc.

      321,702    13,286,293

Xerox Corp.(1)

      1,323,244    18,406,324
           
            31,692,617

OIL & GAS—8.22%

            

Anadarko Petroleum Corp.

      664,420    31,686,190

Apache Corp.

      478,703    32,671,480

Chesapeake Energy Corp.

      596,982    18,058,706

Chevron Corp.

      3,210,465    199,241,458

ConocoPhillips

      2,390,776    156,667,551

Devon Energy Corp.

      637,571    38,515,664

EOG Resources Inc.

      351,130    24,347,354

Exxon Mobil Corp.

      8,763,325    537,629,989

Hess Corp.

      349,694    18,481,328

Kerr-McGee Corp.

      328,985    22,815,110

Marathon Oil Corp.

      525,158    43,745,661

Murphy Oil Corp.

      240,638    13,442,039

Nabors Industries Ltd.(1)

      446,275    15,079,632

Noble Corp.

      199,704    14,861,972

Occidental Petroleum Corp.

      620,534    63,635,762

Rowan Companies Inc.

      159,488    5,676,178

Sunoco Inc.

      191,962    13,301,047

Transocean Inc.(1)

      470,810    37,815,459

Valero Energy Corp.

      891,760    59,319,875

XTO Energy Inc.

      527,137    23,336,355
           
            1,370,328,810

OIL & GAS SERVICES—1.59%

            

Baker Hughes Inc.

      493,778    40,415,729

BJ Services Co.

      465,949    17,361,260

Halliburton Co.

      747,949    55,505,295

National Oilwell Varco Inc.(1)

      253,706    16,064,664

Schlumberger Ltd.

      1,708,690    111,252,806

Weatherford International Ltd.(1)

      504,827    25,049,516
           
            265,649,270

PACKAGING & CONTAINERS—0.13%

            

Ball Corp.

      150,917    5,589,966

Bemis Co. Inc.

      152,720    4,676,286

Pactiv Corp.(1)

      204,737    5,067,241

Sealed Air Corp.

      117,773    6,133,618
           
            21,467,111

PHARMACEUTICALS—5.93%

            

Abbott Laboratories

      2,210,114    96,383,072

Allergan Inc.

      221,108    23,716,044

AmerisourceBergen Corp.

      304,165    12,750,597

Barr Pharmaceuticals Inc.(1)

      153,325    7,312,069

Bristol-Myers Squibb Co.

      2,847,143    73,627,118

Cardinal Health Inc.

      605,222    38,933,931

Caremark Rx Inc.

      641,077    31,970,510

Express Scripts Inc.(1)

      213,152    15,291,524

Forest Laboratories Inc.(1)

      471,684    18,249,454

Gilead Sciences Inc.(1)

      659,324    39,005,608

Hospira Inc.(1)

      226,430    9,722,904

King Pharmaceuticals Inc.(1)

      350,343    5,955,831

Lilly (Eli) & Co.

      1,636,554    90,452,340

Medco Health Solutions Inc.(1)

      437,143    25,039,551

Merck & Co. Inc.

      3,160,816    115,148,527

Mylan Laboratories Inc.

      304,796    6,095,920

Pfizer Inc.

      10,613,076    249,088,894

Schering-Plough Corp.

      2,146,107    40,840,416

Watson Pharmaceuticals Inc.(1)

      147,433    3,432,240

Wyeth

      1,949,024    86,556,156
           
            989,572,706

PIPELINES—0.32%

            

Dynegy Inc. Class A(1)

      534,722    2,924,929

El Paso Corp.

      1,007,133    15,106,995

Kinder Morgan Inc.

      151,067    15,090,083

Williams Companies Inc.

      861,166    20,116,838
           
            53,238,845

REAL ESTATE INVESTMENT TRUSTS—0.90%

            

Apartment Investment & Management Co. Class A

      140,812    6,118,281

Archstone-Smith Trust

      309,936    15,766,444

Boston Properties Inc.

      132,311    11,960,914

Equity Office Properties Trust

      527,826    19,270,927

Equity Residential

      421,400    18,849,222

Kimco Realty Corp.

      306,195    11,173,056

ProLogis

      354,396    18,471,120

Public Storage Inc.

      119,604    9,077,944

Simon Property Group Inc.

      265,414    22,013,437

Vornado Realty Trust

      172,458    16,823,278
           
            149,524,623

RETAIL—5.90%

            

AutoNation Inc.(1)(2)

      214,539    4,599,716

AutoZone Inc.(1)

      77,556    6,840,439

Bed Bath & Beyond Inc.(1)

      409,194    13,572,965

Best Buy Co. Inc.

      582,220    31,928,945

Big Lots Inc.(1)

      164,631    2,811,897

Circuit City Stores Inc.

      218,356    5,943,650

Costco Wholesale Corp.

      682,844    39,010,878

CVS Corp.

      1,185,942    36,408,419

Darden Restaurants Inc.

      186,942    7,365,515

Dillard’s Inc. Class A

      88,999    2,834,618

Dollar General Corp.

      452,044    6,319,575

Family Dollar Stores Inc.

      224,726    5,490,056

Federated Department Stores Inc.

      801,696    29,342,074

Gap Inc. (The)

      797,123    13,869,940

Home Depot Inc.

      2,993,406    107,134,001

Kohl’s Corp.(1)

      493,313    29,164,665

Limited Brands Inc.

      497,210    12,723,604

Lowe’s Companies Inc.

      1,124,078    68,197,812

McDonald’s Corp.

      1,805,462    60,663,523

Nordstrom Inc.

      312,128    11,392,672

Office Depot Inc.(1)

      416,956    15,844,328

OfficeMax Inc.

      102,768    4,187,796

Penney (J.C.) Co. Inc.

      340,063    22,957,653

RadioShack Corp.

      195,364    2,735,096

Sears Holdings Corp.(1)

      140,553    21,763,227

Staples Inc.

      1,054,780    25,652,250

Starbucks Corp.(1)

      1,112,131    41,994,067

Target Corp.

      1,251,002    61,136,468

Tiffany & Co.

      203,948    6,734,363

TJX Companies Inc.

      662,395    15,142,350

Walgreen Co.

      1,463,641    65,629,662

Wal-Mart Stores Inc.

      3,621,534    174,449,293

Wendy’s International Inc.

      168,859    9,842,791

Yum! Brands Inc.

      392,228    19,717,302
           
            983,401,610

SAVINGS & LOANS—0.61%

            

Golden West Financial Corp.

      371,164    27,540,369

Sovereign Bancorp Inc.

      545,416    11,077,389

Washington Mutual Inc.

      1,392,050    63,449,639
           
            102,067,397

SEMICONDUCTORS—2.74%

            

Advanced Micro Devices Inc.(1)

      702,247    17,148,872

Altera Corp.(1)

      520,803    9,140,093

Analog Devices Inc.

      523,392    16,821,819

Applied Materials Inc.

      2,265,907    36,888,966

Broadcom Corp. Class A(1)

      663,116    19,926,636

Freescale Semiconductor Inc. Class B(1)

      588,057    17,288,876

Intel Corp.

      8,425,277    159,658,999

KLA-Tencor Corp.

      288,801    12,005,458

Linear Technology Corp.

      440,066    14,737,810

LSI Logic Corp.(1)

      572,387    5,122,864

Maxim Integrated Products Inc.

      464,055    14,900,806

Micron Technology Inc.(1)

      1,050,951    15,827,322

National Semiconductor Corp.

      488,486    11,650,391

Novellus Systems Inc.(1)

      178,356    4,405,393

NVIDIA Corp.(1)

      510,587    10,870,397

PMC-Sierra Inc.(1)

      299,733    2,817,490

QLogic Corp.(1)

      234,033    4,034,729

Teradyne Inc.(1)

      287,314    4,002,284

Texas Instruments Inc.

      2,257,453    68,378,251

Xilinx Inc.

      496,937    11,255,623
           
            456,883,079

SOFTWARE—3.58%

            

Adobe Systems Inc.(1)

      867,633    26,341,338

Autodesk Inc.(1)

      335,725    11,569,084

Automatic Data Processing Inc.

      835,184    37,875,594

BMC Software Inc.(1)

      307,922    7,359,336

CA Inc.

      660,388    13,570,973

Citrix Systems Inc.(1)

      263,665    10,583,513

Compuware Corp.(1)

      547,513    3,668,337

Electronic Arts Inc.(1)

      442,946    19,064,396

First Data Corp.

      1,109,300    49,962,872

Fiserv Inc.(1)

      254,644    11,550,652

IMS Health Inc.

      288,258    7,739,727

Intuit Inc.(1)

      247,602    14,952,685

Microsoft Corp.

      12,706,951    296,071,958

Novell Inc.(1)

      491,902    3,261,310

Oracle Corp.(1)

      5,639,157    81,711,385

Parametric Technology Corp.(1)

      160,471    2,039,586
           
            597,322,746

TELECOMMUNICATIONS—6.10%

            

ADC Telecommunications Inc.(1)

      169,920    2,864,851

Alltel Corp.

      563,859    35,991,120

Andrew Corp.(1)

      230,216    2,039,714

AT&T Inc.

      5,631,315    157,057,375

Avaya Inc.(1)

      595,964    6,805,909

BellSouth Corp.

      2,619,402    94,822,352

CenturyTel Inc.

      167,997    6,241,089

CIENA Corp.(1)

      844,809    4,063,531

Cisco Systems Inc.(1)

      8,842,036    172,684,963

Citizens Communications Co.

      471,269    6,150,060

Comverse Technology Inc.(1)

      292,241    5,777,605

Corning Inc.(1)

      2,256,895    54,594,290

Embarq Corp.(1)

      215,069    8,815,678

JDS Uniphase Corp.(1)

      2,430,205    6,148,419

Juniper Networks Inc.(1)

      819,934    13,110,745

Lucent Technologies Inc.(1)

      6,496,144    15,720,668

Motorola Inc.

      3,578,734    72,111,490

QUALCOMM Inc.

      2,427,351    97,263,955

Qwest Communications International Inc.(1)

      2,270,450    18,367,941

Sprint Nextel Corp.

      4,313,801    86,232,882

Tellabs Inc.(1)

      648,537    8,632,027

Verizon Communications Inc.

      4,225,180    141,501,278
           
            1,016,997,942

TEXTILES—0.05%

            

Cintas Corp.

      199,293    7,923,890
           
            7,923,890

TOYS, GAMES & HOBBIES—0.08%

            

Hasbro Inc.

      249,690    4,521,886

Mattel Inc.

      562,751    9,291,019
           
            13,812,905

TRANSPORTATION—1.91%

            

Burlington Northern Santa Fe Corp.

      528,384    41,874,432

CSX Corp.

      320,756    22,594,053

FedEx Corp.

      442,114    51,665,442

Norfolk Southern Corp.

      600,928    31,981,388

Ryder System Inc.

      88,206    5,153,877

Union Pacific Corp.

      389,736    36,229,859

United Parcel Service Inc. Class B

      1,570,910    129,333,020
           
            318,832,071
           

TOTAL COMMON STOCKS

            

(Cost: $16,075,077,864)

           16,651,871,396

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.27%

              

CERTIFICATES OF DEPOSIT(3)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 32,742    32,742

Fortis Bank NY

              

4.43%, 07/20/06

        81,818    81,818

Societe Generale

              

5.33%, 12/08/06

        327,421    327,421

Toronto-Dominion Bank

              

3.94%, 07/10/06

        163,710    163,710

Washington Mutual Bank

              

5.28%, 08/07/06

        163,710    163,710

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        261,936    261,936
             
              1,031,337

COMMERCIAL PAPER(3)—0.05%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        914,086    908,948

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        157,162    156,343

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        312,978    311,644

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        124,420    124,127

CC USA Inc.

              

5.03%, 10/24/06(4)

        65,484    64,450

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        246,662    245,754

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        718,246    718,043

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        327,421    326,071

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        241,545    235,906

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        693,064    690,634

Five Finance Inc.

              

5.19%, 12/01/06(4)

        147,339    144,132

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        32,742    31,978

Govco Inc.

              

5.22%, 08/03/06(4)

        327,421    325,949

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        111,323    109,598

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        81,855    81,566

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        301,161    300,416

Landale Funding LLC

              

5.30%, 08/15/06(4)

        360,163    357,883

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        506,945    503,089

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        330,695    329,725

Prudential Funding LLC

              

5.22%, 07/31/06

        163,710    163,046

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        327,421    326,610

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        383,635    383,418

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        204,661    203,998

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        358,165    357,962

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        400,203    399,213
             
              7,800,503

MEDIUM-TERM NOTES(3)—0.00%

              

Bank of America N.A.

              

5.28%, 04/20/07

        81,855    81,855

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        101,500    101,500

K2 USA LLC

              

3.94%, 07/07/06(4)

        196,452    196,452

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        327,421    327,930

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        114,597    114,597

US Bank N.A.

              

2.85%, 11/15/06

        65,484    65,038
             
              887,372

MONEY MARKET FUNDS—0.05%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        8,726,618    8,726,618
             
              8,726,618

REPURCHASE AGREEMENTS(3)—0.04%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $655,133 (collateralized by non-U.S. Government debt securities, value $675,417, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 654,841    654,841

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $491,351 (collateralized by non-U.S. Government debt securities, value $540,997, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        491,131    491,131

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $655,133 (collateralized by non-U.S. Government debt securities, value $672,613, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        654,841    654,841

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $818,917 (collateralized by non-U.S. Government debt securities, value $916,061, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        818,551    818,551

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $196,541 (collateralized by non-U.S. Government debt securities, value $222,392, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      196,452    196,452

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $327,567 (collateralized by non-U.S. Government debt securities, value $334,430, 5.22% to 5.42%, 7/3/06).

      327,421    327,421

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $524,111 (collateralized by non-U.S. Government debt securities, value $550,826, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      523,873    523,873

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $327,567 (collateralized by non-U.S. Government debt securities, value $337,715, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      327,421    327,421

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $327,567 (collateralized by non-U.S. Government debt securities, value $337,720, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      327,421    327,421

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $655,133 (collateralized by non-U.S. Government debt securities, value $688,539, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      654,841    654,841

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $327,567 (collateralized by non-U.S. Government debt securities, value $344,564, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      327,421    327,421

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $114,649 (collateralized by non-U.S. Government debt securities, value $121,313, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      114,597    114,597

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $241,086 (collateralized by non-U.S. Government debt securities, value $242,626, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      229,194    229,194

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $655,135 (collateralized by non-U.S. Government debt securities, value $688,532, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      654,841    654,841
           
            6,302,846

TIME DEPOSITS(3)—0.02%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      327,421    327,421

KBC Bank NV

            

5.32%, 07/03/06

      982,262    982,262

Societe Generale

            

5.32%, 07/03/06

      818,551    818,551

UBS AG

            

5.25%-5.34%, 07/03/06

      943,983    943,983
           
            3,072,217

VARIABLE & FLOATING RATE NOTES(3)—0.10%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      838,197    838,314

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      245,565    245,564

American Express Centurion Bank

            

5.34%, 07/19/07

      360,163    360,593

American Express Credit Corp.

            

5.23%, 07/05/07

      98,226    98,291

ASIF Global Financing

            

5.17%, 05/03/07(4)

      32,742    32,757

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      212,823    212,823

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      556,615    556,612

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      327,421    327,421

BNP Paribas

            

5.14%, 05/18/07(4)

      605,728    605,728

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      239,017    239,017

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      81,855    81,855

Credit Agricole SA

            

5.31%, 07/23/07

      327,421    327,421

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      327,421    327,420

DEPFA Bank PLC

            

5.37%, 06/15/07

      327,421    327,421

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      376,534    376,564

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      327,421    327,421

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      654,841    654,841

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      98,226    98,227

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      245,565    245,543

General Electric Capital Corp.

            

5.25%, 04/09/07

      147,339    147,419

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      491,131    491,223

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      327,421    327,421

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      245,565    245,565

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      491,131    491,117

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      342,161    342,161

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      409,276    409,143

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      360,163    360,131

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      159,123    159,123

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      180,081    180,081

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      491,131    491,131

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      41,255    41,269

Mound Financing PLC

                

5.11%, 05/08/07(4)

      307,775      307,775  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      327,421      327,401  

National City Bank of Indiana

                

5.17%, 05/21/07

      163,710      163,722  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      884,035      884,061  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      115,416      115,388  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      392,905      392,914  

Principal Life Global Funding I

                

5.63%, 02/08/07

      147,339      147,755  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      245,565      245,552  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      268,485      268,485  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      327,421      327,421  

Strips III LLC

                

5.37%, 07/24/06(4)

      76,540      76,540  

SunTrust Bank

                

5.08%, 05/01/07

      327,421      327,437  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      618,825      618,759  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      458,389      458,389  

US Bank N.A.

                

5.28%, 09/29/06

      147,339      147,330  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      524,135      524,135  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      654,841      654,841  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      163,710      163,721  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      294,678      294,675  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      323,819      322,754  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      110,583      110,583  
           
              16,849,255  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $44,670,148)

             44,670,148  
           

TOTAL INVESTMENTS IN SECURITIES—100.11%

                

(Cost: $16,119,748,012)

             16,696,541,544  

Other Assets, Less Liabilities—(0.11)%

             (19,073,057 )
           

NET ASSETS—100.00%

          $ 16,677,468,487  
           

 

NVS - Non-Voting Shares

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P 500 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.91%

              

ADVERTISING—0.29%

              

Interpublic Group of Companies Inc.(1)

      92,049    $ 768,609

Omnicom Group Inc.

      99,774      8,888,866
           
              9,657,475

AEROSPACE & DEFENSE—1.24%

              

Boeing Co. (The)

      182,343      14,935,715

General Dynamics Corp.

      236,047      15,451,637

L-3 Communications Holdings Inc.

      71,367      5,382,499

Rockwell Collins Inc.

      100,072      5,591,023
           
              41,360,874

AGRICULTURE—1.95%

              

Altria Group Inc.

      756,955      55,583,206

Monsanto Co.

      58,576      4,931,513

UST Inc.

      93,883      4,242,573
           
              64,757,292

AIRLINES—0.09%

              

Southwest Airlines Co.

      182,088      2,980,781
           
              2,980,781

APPAREL—0.54%

              

Coach Inc.(1)

      225,343      6,737,756

Liz Claiborne Inc.

      61,444      2,277,115

Nike Inc. Class B

      110,307      8,934,867
           
              17,949,738

AUTO PARTS & EQUIPMENT—0.03%

              

Goodyear Tire & Rubber Co. (The)(1)

      103,436      1,148,140
           
              1,148,140

BANKS—1.88%

              

Bank of America Corp.

      613,708      29,519,355

Commerce Bancorp Inc.

      107,439      3,832,349

Fifth Third Bancorp

      172,776      6,384,073

M&T Bank Corp.

      23,177      2,733,032

Marshall & Ilsley Corp.

      61,859      2,829,431

Mellon Financial Corp.

      94,450      3,251,913

Northern Trust Corp.

      50,889      2,814,162

State Street Corp.

      110,934      6,444,156

Synovus Financial Corp.

      96,123      2,574,174

Zions Bancorporation

      26,633      2,075,776
           
              62,458,421

BEVERAGES—3.33%

              

Anheuser-Busch Companies Inc.

      451,874      20,600,936

Brown-Forman Corp. Class B

      31,105      2,222,452

Coca-Cola Co. (The)

      659,102      28,354,568

Pepsi Bottling Group Inc.

      46,633      1,499,251

PepsiCo Inc.

      966,184      58,009,687
           
              110,686,894

BIOTECHNOLOGY—1.83%

            

Amgen Inc.(1)

      689,473    44,974,324

Biogen Idec Inc.(1)

      90,487    4,192,263

Genzyme Corp.(1)

      93,026    5,679,237

MedImmune Inc.(1)

      145,520    3,943,592

Millipore Corp.(1)

      31,021    1,954,013
           
            60,743,429

BUILDING MATERIALS—0.15%

            

American Standard Companies Inc.

      60,860    2,633,412

Vulcan Materials Co.

      29,923    2,333,994
           
            4,967,406

CHEMICALS—0.45%

            

Ecolab Inc.

      106,540    4,323,393

International Flavors & Fragrances Inc.

      29,155    1,027,422

Praxair Inc.

      101,871    5,501,034

Sherwin-Williams Co. (The)

      28,522    1,354,225

Sigma-Aldrich Corp.

      39,074    2,838,335
           
            15,044,409

COAL—0.07%

            

CONSOL Energy Inc.

      49,240    2,300,493
           
            2,300,493

COMMERCIAL SERVICES—1.05%

            

Apollo Group Inc. Class A(1)

      81,695    4,221,181

Block (H & R) Inc.

      192,535    4,593,885

Cendant Corp.

      584,946    9,528,770

Convergys Corp.(1)

      34,200    666,900

Equifax Inc.

      74,915    2,572,581

Moody’s Corp.

      65,874    3,587,498

Paychex Inc.

      195,234    7,610,221

Robert Half International Inc.

      53,127    2,231,334
           
            35,012,370

COMPUTERS—4.38%

            

Affiliated Computer Services Inc. Class A(1)

      69,316    3,577,399

Apple Computer Inc.(1)

      258,611    14,771,860

Dell Inc.(1)

      1,328,221    32,421,875

EMC Corp.(1)

      636,139    6,978,445

International Business Machines Corp.

      906,484    69,636,101

Lexmark International Inc.(1)

      61,619    3,440,189

NCR Corp.(1)

      39,362    1,442,224

Network Appliance Inc.(1)

      218,735    7,721,345

SanDisk Corp.(1)

      114,158    5,819,775
           
            145,809,213

COSMETICS & PERSONAL CARE—4.00%

            

Alberto-Culver Co.

      27,949    1,361,675

Avon Products Inc.

      168,507    5,223,717

Colgate-Palmolive Co.

      300,944    18,026,546

Estee Lauder Companies Inc. (The) Class A

      48,754    1,885,317

Procter & Gamble Co.

      1,918,579    106,672,992
           
            133,170,247

DISTRIBUTION & WHOLESALE—0.04%

            

Grainger (W.W.) Inc.

      16,983    1,277,631
           
            1,277,631

DIVERSIFIED FINANCIAL SERVICES—4.68%

            

American Express Co.

      721,413    38,393,600

Ameriprise Financial Inc.

      91,498    4,087,216

Capital One Financial Corp.

      177,203    15,141,996

Countrywide Financial Corp.

      355,266    13,528,529

E*TRADE Financial Corp.(1)

      151,997    3,468,572

Federal Home Loan Mortgage Corp.

      404,034    23,033,978

Federal National Mortgage Association

      282,989    13,611,771

Federated Investors Inc. Class B

      49,233    1,550,839

Franklin Resources Inc.

      51,149    4,440,245

Janus Capital Group Inc.

      123,871    2,217,291

Legg Mason Inc.

      77,272    7,690,109

Lehman Brothers Holdings Inc.

      118,759    7,737,149

Rowe (T.) Price Group Inc.

      90,171    3,409,365

Schwab (Charles) Corp. (The)

      301,634    4,820,111

SLM Corp.

      240,264    12,714,771
           
            155,845,542

ELECTRIC—0.78%

            

AES Corp. (The)(1)

      193,103    3,562,750

Edison International

      91,391    3,564,249

Exelon Corp.

      234,538    13,328,795

TXU Corp.

      94,657    5,659,542
           
            26,115,336

ELECTRICAL COMPONENTS & EQUIPMENT—0.06%

            

American Power Conversion Corp.

      50,221    978,807

Molex Inc.

      33,304    1,118,015
           
            2,096,822

ELECTRONICS—0.52%

            

Agilent Technologies Inc.(1)

      86,936    2,743,700

Applera Corp.-Applied Biosystems Group

      67,232    2,174,955

Fisher Scientific International Inc.(1)

      72,643    5,306,571

Jabil Circuit Inc.

      104,008    2,662,605

Tektronix Inc.

      17,713    521,116

Thermo Electron Corp.(1)

      34,034    1,233,392

Waters Corp.(1)

      60,496    2,686,022
           
            17,328,361

ENTERTAINMENT—0.23%

            

International Game Technology Inc.

      198,523    7,531,963
           
            7,531,963

ENVIRONMENTAL CONTROL—0.18%

            

Waste Management Inc.

      165,263    5,929,636
           
            5,929,636

FOOD—1.92%

            

Campbell Soup Co.

      108,392    4,022,427

Dean Foods Co.(1)

      41,174    1,531,261

General Mills Inc.

      207,981    10,744,298

Heinz (H.J.) Co.

      86,154    3,551,268

Hershey Co. (The)

      66,497    3,661,990

Kellogg Co.

      142,623    6,907,232

Kroger Co.

      228,955    5,004,956

McCormick & Co. Inc. NVS

      77,498    2,600,058

Sara Lee Corp.

      231,010    3,700,780

Sysco Corp.

      361,472    11,046,584

Whole Foods Market Inc.

      81,965    5,298,218

Wrigley (William Jr.) Co.

      129,647    5,880,788
           
            63,949,860

FOREST PRODUCTS & PAPER—0.05%

            

Plum Creek Timber Co. Inc.

      43,094    1,529,837
           
            1,529,837

HAND & MACHINE TOOLS—0.11%

            

Black & Decker Corp.

      44,178    3,731,274
           
            3,731,274

HEALTH CARE - PRODUCTS—6.05%

            

Bard (C.R.) Inc.

      60,421    4,426,442

Bausch & Lomb Inc.

      14,181    695,436

Baxter International Inc.

      248,594    9,138,315

Becton, Dickinson & Co.

      144,431    8,829,067

Biomet Inc.

      143,932    4,503,632

Boston Scientific Corp.(1)

      710,496    11,964,753

Johnson & Johnson

      1,731,231    103,735,362

Medtronic Inc.

      705,737    33,113,180

Patterson Companies Inc.(1)

      81,021    2,830,064

St. Jude Medical Inc.(1)

      211,111    6,844,219

Stryker Corp.

      170,784    7,191,714

Zimmer Holdings Inc.(1)

      144,938    8,220,883
           
            201,493,067

HEALTH CARE - SERVICES—2.14%

            

Aetna Inc.

      129,248    5,160,873

Coventry Health Care Inc.(1)

      93,688    5,147,219

HCA Inc.

      126,348    5,451,916

Health Management Associates Inc. Class A

      140,637    2,771,955

Humana Inc.(1)

      96,317    5,172,223

Laboratory Corp. of America Holdings(1)

      72,821    4,531,651

Manor Care Inc.

      46,217    2,168,502

Quest Diagnostics Inc.

      95,068    5,696,475

UnitedHealth Group Inc.

      787,586    35,268,101
           
            71,368,915

HOME BUILDERS—0.36%

            

Centex Corp.

      71,006    3,571,602

Horton (D.R.) Inc.

      158,845    3,783,688

KB Home

      23,710    1,087,103

Lennar Corp. Class A

      81,499    3,616,111
           
            12,058,504

HOME FURNISHINGS—0.10%

            

Harman International Industries Inc.

      39,110    3,338,821
           
            3,338,821

HOUSEHOLD PRODUCTS & WARES—0.61%

            

Clorox Co. (The)

      88,293    5,383,224

Fortune Brands Inc.

      85,884    6,098,623

Kimberly-Clark Corp.

      145,114    8,953,534
           
            20,435,381

INSURANCE—3.22%

            

AFLAC Inc.

      186,884    8,662,073

Ambac Financial Group Inc.

      61,987    5,027,146

American International Group Inc.

      880,848    52,014,074

CIGNA Corp.

      36,434    3,589,113

Cincinnati Financial Corp.

      43,746    2,056,499

Marsh & McLennan Companies Inc.

      180,034    4,841,114

MBIA Inc.

      37,596    2,201,246

MGIC Investment Corp.

      51,135    3,323,775

Progressive Corp. (The)

      457,580    11,764,382

Prudential Financial Inc.

      152,486    11,848,162

Torchmark Corp.

      30,047    1,824,454
           
            107,152,038

INTERNET—3.47%

            

Amazon.com Inc.(1)

      181,068    7,003,710

eBay Inc.(1)

      676,104    19,803,086

Google Inc. Class A(1)

      120,505    50,531,362

Monster Worldwide Inc.(1)

      28,085    1,198,106

Symantec Corp.(1)

      605,335    9,406,906

VeriSign Inc.(1)

      142,931    3,311,711

Yahoo! Inc.(1)

      733,133    24,193,389
           
            115,448,270

IRON & STEEL—0.03%

            

Allegheny Technologies Inc.

      15,143    1,048,501
           
            1,048,501

LEISURE TIME—0.46%

            

Carnival Corp.

      157,338    6,567,288

Harley-Davidson Inc.

      157,114    8,623,987
           
            15,191,275

LODGING—0.56%

            

Harrah’s Entertainment Inc.

      70,268    5,001,676

Hilton Hotels Corp.

      90,518    2,559,849

Marriott International Inc. Class A

      87,914    3,351,282

Starwood Hotels & Resorts Worldwide Inc.

      127,173    7,673,619
           
            18,586,426

MACHINERY—0.10%

            

Rockwell Automation Inc.

      44,541    3,207,397
           
            3,207,397

MANUFACTURING—4.16%

            

Danaher Corp.

      137,961    8,873,652

General Electric Co.

      2,918,237    96,185,092

Illinois Tool Works Inc.

      116,340    5,526,150

ITT Industries Inc.

      107,965    5,344,267

Pall Corp.

      37,438    1,048,264

3M Co.

      264,506    21,364,150
           
            138,341,575

MEDIA—1.86%

            

CBS Corp. Class B

      203,203    5,496,641

Clear Channel Communications Inc.

      294,316    9,109,080

Dow Jones & Co. Inc.

      34,497    1,207,740

Gannett Co. Inc.

      80,704    4,513,775

McClatchy Co. (The) Class A

      1    21

McGraw-Hill Companies Inc. (The)

      121,373    6,096,566

Meredith Corp.

      13,479    667,750

New York Times Co. Class A

      52,605    1,290,927

Scripps (E.W.) Co. Class A

      28,342    1,222,674

Time Warner Inc.

      1,352,071    23,390,828

Univision Communications Inc. Class A(1)

      130,677    4,377,679

Viacom Inc. Class B(1)

      122,170    4,378,573
           
            61,752,254

MINING—0.37%

            

Freeport-McMoRan Copper & Gold Inc.

      55,030    3,049,212

Newmont Mining Corp.

      175,638    9,296,519
           
            12,345,731

OFFICE & BUSINESS EQUIPMENT—0.10%

            

Pitney Bowes Inc.

      77,923    3,218,220
           
            3,218,220

OIL & GAS—9.71%

            

Anadarko Petroleum Corp.

      268,126    12,786,929

Apache Corp.

      193,089    13,178,324

Chesapeake Energy Corp.

      240,963    7,289,131

Chevron Corp.

      738,714    45,844,591

Devon Energy Corp.

      257,284    15,542,526

EOG Resources Inc.

      142,055    9,850,094

Exxon Mobil Corp.

      2,263,964    138,894,191

Hess Corp.

      93,157    4,923,347

Kerr-McGee Corp.

      66,408    4,605,395

Murphy Oil Corp.

      48,243    2,694,854

Nabors Industries Ltd.(1)

      181,551    6,134,608

Noble Corp.

      52,488    3,906,157

Occidental Petroleum Corp.

      165,286    16,950,079

Rowan Companies Inc.

      30,669    1,091,510

Transocean Inc.(1)

      73,959    5,940,387

Valero Energy Corp.

      359,872    23,938,685

XTO Energy Inc.

      213,228    9,439,604
           
            323,010,412

OIL & GAS SERVICES—1.59%

            

Baker Hughes Inc.

      129,521    10,601,294

BJ Services Co.

      187,545    6,987,927

Halliburton Co.

      105,612    7,837,467

National Oilwell Varco Inc.(1)

      61,271    3,879,680

Schlumberger Ltd.

      275,970    17,968,407

Weatherford International Ltd.(1)

      116,196    5,765,646
           
            53,040,421

PACKAGING & CONTAINERS—0.10%

            

Ball Corp.

      60,939    2,257,181

Pactiv Corp.(1)

      44,961    1,112,785
           
            3,369,966

PHARMACEUTICALS—10.13%

            

Abbott Laboratories

      553,289    24,128,933

Allergan Inc.

      89,171    9,564,481

AmerisourceBergen Corp.

      122,824    5,148,782

Barr Pharmaceuticals Inc.(1)

      62,275    2,969,895

Bristol-Myers Squibb Co.

      482,799    12,485,182

Cardinal Health Inc.

      244,235    15,711,638

Caremark Rx Inc.

      258,717    12,902,217

Express Scripts Inc.(1)

      86,052    6,173,370

Forest Laboratories Inc.(1)

      190,458    7,368,820

Gilead Sciences Inc.(1)

      266,072    15,740,820

Hospira Inc.(1)

      91,386    3,924,115

King Pharmaceuticals Inc.(1)

      141,477    2,405,109

Lilly (Eli) & Co.

      660,783    36,521,476

Medco Health Solutions Inc.(1)

      93,520    5,356,826

Merck & Co. Inc.

      574,275    20,920,838

Mylan Laboratories Inc.

      123,032    2,460,640

Pfizer Inc.

      4,284,128    100,548,484

Schering-Plough Corp.

      866,024    16,480,437

Watson Pharmaceuticals Inc.(1)

      59,391    1,382,622

Wyeth

      786,971    34,949,382
           
            337,144,067

PIPELINES—0.07%

            

Kinder Morgan Inc.

      24,348    2,432,122
           
            2,432,122

REAL ESTATE INVESTMENT TRUSTS—0.40%

            

Boston Properties Inc.

      19,700    1,780,880

ProLogis

      53,145    2,769,917

Public Storage Inc.

      20,771    1,576,519

Simon Property Group Inc.

      42,862    3,554,974

Vornado Realty Trust

      36,065    3,518,141
           
            13,200,431

RETAIL—9.17%

            

AutoZone Inc.(1)

      31,299    2,760,572

Bed Bath & Beyond Inc.(1)

      165,198    5,479,618

Best Buy Co. Inc.

      235,428    12,910,872

Darden Restaurants Inc.

      74,681    2,942,431

Dollar General Corp.

      118,496    1,656,574

Family Dollar Stores Inc.

      51,720    1,263,520

Gap Inc. (The)

      196,294    3,415,516

Home Depot Inc.

      1,208,538    43,253,575

Kohl’s Corp.(1)

      199,088    11,770,083

Lowe’s Companies Inc.

      453,620    27,521,125

McDonald’s Corp.

      386,215    12,976,824

Office Depot Inc.(1)

      99,305    3,773,590

RadioShack Corp.

      78,634    1,100,876

Sears Holdings Corp.(1)

      56,722    8,782,834

Staples Inc.

      255,515    6,214,125

Starbucks Corp.(1)

      448,781    16,945,971

Target Corp.

      504,848    24,671,922

Tiffany & Co.

      82,298    2,717,480

TJX Companies Inc.

      267,305    6,110,592

Walgreen Co.

      590,635    26,484,073

Wal-Mart Stores Inc.

      1,461,892    70,419,338

Wendy’s International Inc.

      68,201    3,975,436

Yum! Brands Inc.

      159,046    7,995,242
           
            305,142,189

SAVINGS & LOANS—0.33%

            

Golden West Financial Corp.

      149,670    11,105,514
           
            11,105,514

SEMICONDUCTORS—2.98%

            

Altera Corp.(1)

      130,186    2,284,764

Analog Devices Inc.

      134,556    4,324,630

Applied Materials Inc.

      439,000    7,146,920

Broadcom Corp. Class A(1)

      268,136    8,057,487

Freescale Semiconductor Inc. Class B(1)

      97,342    2,861,855

Intel Corp.

      1,768,627    33,515,482

KLA-Tencor Corp.

      64,127    2,665,759

Linear Technology Corp.

      177,592    5,947,556

LSI Logic Corp.(1)

      75,547    676,146

Maxim Integrated Products Inc.

      187,360    6,016,130

National Semiconductor Corp.

      88,763    2,116,998

Novellus Systems Inc.(1)

      29,988    740,704

NVIDIA Corp.(1)

      206,150    4,388,933

PMC-Sierra Inc.(1)

      50,656    476,166

QLogic Corp.(1)

      94,296    1,625,663

Texas Instruments Inc.

      455,543    13,798,397

Xilinx Inc.

      110,815    2,509,960
           
            99,153,550

SOFTWARE—6.83%

            

Adobe Systems Inc.(1)

      349,865    10,621,901

Autodesk Inc.(1)

      135,574    4,671,880

Automatic Data Processing Inc.

      215,719    9,782,857

BMC Software Inc.(1)

      45,860      1,096,054

CA Inc.

      95,991      1,972,615

Citrix Systems Inc.(1)

      106,510      4,275,311

Compuware Corp.(1)

      78,034      522,828

Electronic Arts Inc.(1)

      179,243      7,714,619

First Data Corp.

      447,645      20,161,931

Fiserv Inc.(1)

      102,773      4,661,783

IMS Health Inc.

      116,439      3,126,387

Intuit Inc.(1)

      99,930      6,034,773

Microsoft Corp.

      5,129,337      119,513,552

Oracle Corp.(1)

      2,276,984      32,993,498

Parametric Technology Corp.(1)

      21,884      278,146
           
              227,428,135

TELECOMMUNICATIONS—3.75%

              

ADC Telecommunications Inc.(1)

      24,907      419,932

Alltel Corp.

      100,213      6,396,596

CIENA Corp.(1)

      105,303      506,507

Cisco Systems Inc.(1)

      3,569,244      69,707,335

Comverse Technology Inc.(1)

      51,955      1,027,150

Corning Inc.(1)

      355,661      8,603,440

JDS Uniphase Corp.(1)

      352,675      892,268

Juniper Networks Inc.(1)

      188,347      3,011,669

Lucent Technologies Inc.(1)

      888,055      2,149,093

Motorola Inc.

      447,783      9,022,827

QUALCOMM Inc.

      578,239      23,170,037
           
              124,906,854

TEXTILES—0.10%

              

Cintas Corp.

      80,524      3,201,634
           
              3,201,634

TRANSPORTATION—1.31%

              

FedEx Corp.

      81,976      9,579,715

United Parcel Service Inc. Class B

      412,234      33,939,225
           
              43,518,940
           

TOTAL COMMON STOCKS

              

(Cost: $3,315,973,193)

             3,325,024,054

Security

     Shares
    Value

SHORT-TERM INVESTMENTS—0.03%

              

MONEY MARKET FUNDS—0.03%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(2)(3)

      1,171,937      1,171,937
           
              1,171,937
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $1,171,937)

             1,171,937
           

TOTAL INVESTMENTS IN SECURITIES—99.94%

              

(Cost: $3,317,145,130)

             3,326,195,991

Other Assets, Less Liabilities—0.06%

             1,945,418
           

NET ASSETS—100.00%

          $ 3,328,141,409
           

NVS - Non-Voting Shares

(1)

Non-income earning security.

(2)

Affiliated issuer. See Note 2.

(3)

The rate quoted is the annualized seven-day yield of the fund at period end.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P 500 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.83%

              

ADVERTISING—0.04%

              

Interpublic Group of Companies Inc.(1)

      156,805    $ 1,309,322
           
              1,309,322

AEROSPACE & DEFENSE—3.03%

              

Boeing Co. (The)

      272,642      22,332,106

Goodrich (B.F.) Co.

      68,987      2,779,486

Lockheed Martin Corp.

      197,967      14,202,153

Northrop Grumman Corp.

      192,171      12,310,474

Raytheon Co.

      249,411      11,116,248

United Technologies Corp.

      565,031      35,834,266
           
              98,574,733

AGRICULTURE—1.88%

              

Altria Group Inc.

      443,532      32,568,555

Archer-Daniels-Midland Co.

      365,823      15,101,173

Monsanto Co.

      95,258      8,019,771

Reynolds American Inc.

      47,960      5,529,788
           
              61,219,287

AIRLINES—0.11%

              

Southwest Airlines Co.

      221,452      3,625,169
           
              3,625,169

APPAREL—0.16%

              

Jones Apparel Group Inc.

      62,762      1,995,204

VF Corp.

      49,236      3,344,109
           
              5,339,313

AUTO MANUFACTURERS—0.78%

              

Ford Motor Co.

      1,048,032      7,262,862

General Motors Corp.(2)

      316,172      9,418,764

Navistar International Corp.(1)

      34,402      846,633

PACCAR Inc.

      93,199      7,677,734
           
              25,205,993

AUTO PARTS & EQUIPMENT—0.29%

              

Cooper Tire & Rubber Co.(2)

      34,444      383,706

Johnson Controls Inc.

      108,986      8,960,829
           
              9,344,535

BANKS—11.51%

              

AmSouth Bancorp

      193,677      5,122,757

Bank of America Corp.

      1,964,085      94,472,489

Bank of New York Co. Inc. (The)

      431,408      13,891,338

BB&T Corp.

      307,445      12,786,638

Comerica Inc.

      90,785      4,719,912

Compass Bancshares Inc.

      72,348      4,022,549

Fifth Third Bancorp

      146,308      5,406,081

First Horizon National Corp.

      68,359      2,748,032

Huntington Bancshares Inc.

      137,163    3,234,304

KeyCorp

      225,949    8,061,860

M&T Bank Corp.

      22,068    2,602,259

Marshall & Ilsley Corp.

      66,891    3,059,594

Mellon Financial Corp.

      140,993    4,854,389

National City Corp.

      303,247    10,974,509

North Fork Bancorp Inc.

      260,055    7,845,859

Northern Trust Corp.

      54,851    3,033,260

PNC Financial Services Group

      165,467    11,610,819

Regions Financial Corp.

      254,680    8,435,002

State Street Corp.

      79,905    4,641,681

SunTrust Banks Inc.

      203,260    15,500,608

Synovus Financial Corp.

      88,517    2,370,485

U.S. Bancorp

      994,886    30,722,080

Wachovia Corp.

      899,068    48,621,597

Wells Fargo & Co.

      939,053    62,991,675

Zions Bancorporation

      33,877    2,640,373
           
            374,370,150

BEVERAGES—1.01%

            

Brown-Forman Corp. Class B

      16,715    1,194,287

Coca-Cola Co. (The)

      515,528    22,178,015

Coca-Cola Enterprises Inc.

      169,432    3,451,330

Constellation Brands Inc.(1)

      110,819    2,770,475

Molson Coors Brewing Co. Class B

      32,089    2,178,201

Pepsi Bottling Group Inc.

      31,046    998,129
           
            32,770,437

BIOTECHNOLOGY—0.26%

            

Biogen Idec Inc.(1)

      105,598    4,892,355

Genzyme Corp.(1)

      56,595    3,455,125
           
            8,347,480

BUILDING MATERIALS—0.32%

            

American Standard Companies Inc.

      40,649    1,758,882

Masco Corp.

      222,056    6,581,740

Vulcan Materials Co.

      27,733    2,163,174
           
            10,503,796

CHEMICALS—2.26%

            

Air Products & Chemicals Inc.

      125,319    8,010,391

Ashland Inc.

      39,832    2,656,794

Dow Chemical Co. (The)

      537,568    20,981,279

Du Pont (E.I.) de Nemours and Co.

      514,959    21,422,294

Eastman Chemical Co.

      45,927    2,480,058

Hercules Inc.(1)

      62,777    957,977

International Flavors & Fragrances Inc.

      16,200    570,888

PPG Industries Inc.

      92,603    6,111,798

Praxair Inc.

      83,347    4,500,738

Rohm & Haas Co.

      81,441    4,081,823

Sherwin-Williams Co. (The)

      35,120    1,667,498
           
            73,441,538

COAL—0.08%

            

CONSOL Energy Inc.

      55,269    2,582,168
           
            2,582,168

COMMERCIAL SERVICES—0.57%

            

Convergys Corp.(1)

      45,060    878,670

Donnelley (R.R.) & Sons Co.

      120,540    3,851,253

McKesson Corp.

      169,999    8,037,553

Moody’s Corp.

      73,916    4,025,465

Robert Half International Inc.

      44,968    1,888,656
           
            18,681,597

COMPUTERS—2.90%

            

Apple Computer Inc.(1)

      228,211    13,035,412

Computer Sciences Corp.(1)

      104,854    5,079,128

Electronic Data Systems Corp.

      289,678    6,969,653

EMC Corp.(1)

      713,817    7,830,573

Gateway Inc.(1)

      147,126    279,539

Hewlett-Packard Co.

      1,559,240    49,396,723

NCR Corp.(1)

      63,807    2,337,889

Sun Microsystems Inc.(1)

      1,955,308    8,114,528

Unisys Corp.(1)

      190,732    1,197,797
           
            94,241,242

COSMETICS & PERSONAL CARE—0.13%

            

Alberto-Culver Co.

      15,465    753,455

Avon Products Inc.

      90,253    2,797,843

Estee Lauder Companies Inc. (The) Class A

      19,998    773,323
           
            4,324,621

DISTRIBUTION & WHOLESALE—0.19%

            

Genuine Parts Co.

      96,507    4,020,482

Grainger (W.W.) Inc.

      26,489    1,992,767
           
            6,013,249

DIVERSIFIED FINANCIAL SERVICES—11.70%

            

Ameriprise Financial Inc.

      48,623    2,171,989

Bear Stearns Companies Inc. (The)

      67,418    9,443,913

CIT Group Inc.

      111,432    5,826,779

Citigroup Inc.

      2,778,647    134,041,931

E*TRADE Financial Corp.(1)

      93,029    2,122,922

Federal National Mortgage Association

      270,518    13,011,916

Franklin Resources Inc.

      36,969    3,209,279

Goldman Sachs Group Inc. (The)

      241,502    36,329,146

JP Morgan Chase & Co.

      1,942,099    81,568,158

Lehman Brothers Holdings Inc.

      185,575    12,090,211

Merrill Lynch & Co. Inc.

      516,483    35,926,558

Morgan Stanley

      598,704    37,844,080

Rowe (T.) Price Group Inc.

      62,036    2,345,581

Schwab (Charles) Corp. (The)

      287,763    4,598,453
           
            380,530,916

ELECTRIC—5.40%

            

AES Corp. (The)(1)

      184,625    3,406,331

Allegheny Energy Inc.(1)

      91,121    3,377,855

Ameren Corp.

      114,698    5,792,249

American Electric Power Co. Inc.

      220,207    7,542,090

CenterPoint Energy Inc.

      174,679    2,183,488

CMS Energy Corp.(1)

      123,453    1,597,482

Consolidated Edison Inc.

      137,407    6,106,367

Constellation Energy Group Inc.

      100,033    5,453,799

Dominion Resources Inc.

      194,275    14,529,827

DTE Energy Co.

      99,245    4,043,241

Duke Energy Corp.

      690,320    20,274,698

Edison International

      94,572    3,688,308

Entergy Corp.

      116,250    8,224,688

Exelon Corp.

      149,486    8,495,289

FirstEnergy Corp.

      184,373    9,994,860

FPL Group Inc.

      225,979    9,351,011

PG&E Corp.

      194,047    7,622,166

Pinnacle West Capital Corp.

      55,186    2,202,473

PPL Corp.

      212,707    6,870,436

Progress Energy Inc.

      141,280    6,056,674

Public Service Enterprise Group Inc.

      140,571    9,294,555

Southern Co. (The)

      414,805    13,294,500

TECO Energy Inc.

      117,588    1,756,765

TXU Corp.

      168,019    10,045,856

Xcel Energy Inc.

      227,272    4,359,077
           
            175,564,085

ELECTRICAL COMPONENTS & EQUIPMENT—0.67%

            

American Power Conversion Corp.

      47,705    929,770

Emerson Electric Co.

      229,440    19,229,366

Molex Inc.

      47,738    1,602,565
           
            21,761,701

ELECTRONICS—0.47%

            

Agilent Technologies Inc.(1)

      154,745    4,883,752

Applera Corp.-Applied Biosystems Group

      38,858    1,257,056

PerkinElmer Inc.

      69,563    1,453,867

Sanmina-SCI Corp.(1)

      296,089    1,362,009

Solectron Corp.(1)

      510,537    1,746,037

Symbol Technologies Inc.

      141,048    1,521,908

Tektronix Inc.

      29,552    869,420

Thermo Electron Corp.(1)

      58,706    2,127,505
           
            15,221,554

ENGINEERING & CONSTRUCTION—0.14%

            

Fluor Corp.

      49,074    4,560,447
           
            4,560,447

ENVIRONMENTAL CONTROL—0.21%

            

Allied Waste Industries Inc.(1)

      134,712    1,530,328

Waste Management Inc.

      146,288    5,248,813
           
            6,779,141

FOOD—1.03%

            

ConAgra Foods Inc.

      290,348    6,419,594

Dean Foods Co.(1)

      36,415    1,354,274

Heinz (H.J.) Co.

      104,693    4,315,445

Hershey Co. (The)

      35,897    1,976,848

Kroger Co.

      186,331    4,073,196

Safeway Inc.

      251,626    6,542,276

Sara Lee Corp.

      203,731    3,263,771

SUPERVALU Inc.

      114,136    3,503,975

Tyson Foods Inc. Class A

      140,598    2,089,286
           
            33,538,665

FOREST PRODUCTS & PAPER—0.81%

            

International Paper Co.

      275,572    8,900,976

Louisiana-Pacific Corp.

      59,124    1,294,816

MeadWestvaco Corp.

      101,399    2,832,074

Plum Creek Timber Co. Inc.

      61,558    2,185,309

Temple-Inland Inc.

      61,730    2,646,365

Weyerhaeuser Co.

      137,645    8,568,401
           
            26,427,941

GAS—0.48%

            

KeySpan Corp.

      98,076    3,962,270

Nicor Inc.(2)

      24,753    1,027,250

NiSource Inc.

      152,292    3,326,057

Peoples Energy Corp.

      21,369    767,361

Sempra Energy

      144,710    6,581,411
           
            15,664,349

HAND & MACHINE TOOLS—0.10%

            

Snap-On Inc.

      32,439    1,311,184

Stanley Works (The)

      38,986    1,840,919
           
            3,152,103

HEALTH CARE - PRODUCTS—0.17%

            

Bausch & Lomb Inc.

      16,392    803,864

Baxter International Inc.

      127,807    4,698,185
           
            5,502,049

HEALTH CARE - SERVICES—1.23%

            

Aetna Inc.

      193,660    7,732,844

HCA Inc.

      107,006    4,617,309

Tenet Healthcare Corp.(1)

      262,824    1,834,512

WellPoint Inc.(1)

      356,307    25,928,460
           
            40,113,125

HOME BUILDERS—0.13%

            

KB Home

      19,207    880,641

Pulte Homes Inc.

      119,402    3,437,584
           
            4,318,225

HOME FURNISHINGS—0.11%

            

Whirlpool Corp.

      43,713    3,612,879
           
            3,612,879

HOUSEHOLD PRODUCTS & WARES—0.33%

            

Avery Dennison Corp.

      61,236    3,555,362

Kimberly-Clark Corp.

      118,190    7,292,323
           
            10,847,685

HOUSEWARES—0.12%

            

Newell Rubbermaid Inc.

      155,124    4,006,853
           
            4,006,853

INSURANCE—6.44%

            

ACE Ltd.

      181,786    9,196,554

AFLAC Inc.

      100,092    4,639,264

Allstate Corp. (The)

      355,167    19,438,290

American International Group Inc.

      609,785    36,007,804

AON Corp.

      177,958    6,196,498

Chubb Corp.

      231,938    11,573,706

CIGNA Corp.

      32,146    3,166,702

Cincinnati Financial Corp.

      55,434    2,605,952

Genworth Financial Inc. Class A

      203,949    7,105,583

Hartford Financial Services Group Inc. (The)

      169,429    14,333,693

Lincoln National Corp.

      160,507    9,059,015

Loews Corp.

      226,969    8,046,051

Marsh & McLennan Companies Inc.

      135,470    3,642,788

MBIA Inc.

      38,963    2,281,284

MetLife Inc.

      424,052    21,715,703

Principal Financial Group Inc.

      154,854    8,617,625

Prudential Financial Inc.

      129,261    10,043,580

SAFECO Corp.

      66,644    3,755,389

St. Paul Travelers Companies Inc.

      389,199    17,350,491

Torchmark Corp.

      26,493    1,608,655

UNUMProvident Corp.

      166,843    3,024,864

XL Capital Ltd. Class A

      100,671    6,171,132
           
            209,580,623

INTERNET—0.06%

            

Monster Worldwide Inc.(1)

      44,517    1,899,095
           
            1,899,095

IRON & STEEL—0.51%

            

Allegheny Technologies Inc.

      34,222    2,369,531

Nucor Corp.

      174,190    9,449,808

United States Steel Corp.

      69,695    4,887,013
           
            16,706,352

LEISURE TIME—0.22%

            

Brunswick Corp.

      52,878    1,758,194

Carnival Corp.

      92,124    3,845,256

Sabre Holdings Corp.

      73,738    1,622,236
           
            7,225,686

LODGING—0.28%

            

Harrah’s Entertainment Inc.

      36,219    2,578,068

Hilton Hotels Corp.

      98,244    2,778,340

Marriott International Inc. Class A

      98,924    3,770,983
           
            9,127,391

MACHINERY—1.42%

            

Caterpillar Inc.

      374,301    27,877,939

Cummins Inc.

      25,939    3,171,043

Deere & Co.

      131,123    10,947,459

Rockwell Automation Inc.

      56,388    4,060,500
           
            46,056,941

MANUFACTURING—6.54%

            

Cooper Industries Ltd.

      51,801    4,813,349

Dover Corp.

      113,971    5,633,587

Eastman Kodak Co.

      160,287    3,811,625

Eaton Corp.

      83,867    6,323,572

General Electric Co.

      3,022,309    99,615,305

Honeywell International Inc.

      462,795    18,650,639

Illinois Tool Works Inc.

      120,215    5,710,213

Ingersoll-Rand Co. Class A

      183,897    7,867,114

Leggett & Platt Inc.

      101,552    2,536,769

Pall Corp.

      34,166    956,648

Parker Hannifin Corp.

      67,139    5,209,986

Textron Inc.

      72,735    6,704,712

3M Co.

      168,577    13,615,964

Tyco International Ltd.

      1,138,382    31,305,505
           
            212,754,988

MEDIA—4.61%

            

CBS Corp. Class B

      237,983    6,437,440

Comcast Corp. Class A(1)

      1,181,006    38,666,136

Gannett Co. Inc.

      55,861    3,124,306

McClatchy Co. (The) Class A

      1    38

McGraw-Hill Companies Inc. (The)

      84,031    4,220,877

Meredith Corp.

      10,523    521,309

New York Times Co. Class A

      30,971    760,028

News Corp. Class A

      1,322,264    25,361,024

Scripps (E.W.) Co. Class A

      20,515    885,017

Time Warner Inc.

      1,101,059    19,048,321

Tribune Co.

      122,422    3,970,145

Viacom Inc. Class B(1)

      286,179    10,256,655

Walt Disney Co. (The)

      1,226,820    36,804,600
           
            150,055,896

MINING—1.00%

            

Alcoa Inc.

      486,375    15,739,095

Freeport-McMoRan Copper & Gold Inc.

      52,762    2,923,542

Newmont Mining Corp.

      83,030    4,394,778

Phelps Dodge Corp.

      113,935    9,360,900
           
            32,418,315

OFFICE & BUSINESS EQUIPMENT—0.28%

            

Pitney Bowes Inc.

      49,070    2,026,591

Xerox Corp.(1)

      513,376    7,141,060
           
            9,167,651

OIL & GAS—6.77%

            

Chevron Corp.

      532,751    33,062,527

ConocoPhillips

      922,625    60,459,616

Exxon Mobil Corp.

      1,217,454    74,690,803

Hess Corp.

      46,001    2,431,153

Kerr-McGee Corp.

      63,472    4,401,783

Marathon Oil Corp.

      202,604    16,876,913

Murphy Oil Corp.

      46,645    2,605,590

Noble Corp.

      27,118    2,018,122

Occidental Petroleum Corp.

      81,408    8,348,390

Rowan Companies Inc.

      31,789    1,131,371

Sunoco Inc.

      74,146    5,137,576

Transocean Inc.(1)

      110,795    8,899,054
           
            220,062,898

OIL & GAS SERVICES—1.59%

            

Baker Hughes Inc.

      66,677    5,457,512

Halliburton Co.

      187,559    13,918,753

National Oilwell Varco Inc.(1)

      39,311    2,489,173

Schlumberger Ltd.

      395,701    25,764,092

Weatherford International Ltd.(1)

      83,714    4,153,889
           
            51,783,419

PACKAGING & CONTAINERS—0.16%

            

Bemis Co. Inc.

      58,833    1,801,466

Pactiv Corp.(1)

      35,804    886,149

Sealed Air Corp.

      45,803    2,385,420
           
            5,073,035

PHARMACEUTICALS—1.83%

            

Abbott Laboratories

      324,197    14,138,231

Bristol-Myers Squibb Co.

      637,490    16,485,491

Medco Health Solutions Inc.(1)

      79,277    4,540,987

Merck & Co. Inc.

      670,980    24,443,801
           
            59,608,510

PIPELINES—0.56%

            

Dynegy Inc. Class A(1)

      205,846    1,125,978

El Paso Corp.

      389,423    5,841,345

Kinder Morgan Inc.

      34,970    3,493,153

Williams Companies Inc.

      332,658    7,770,891
           
            18,231,367

REAL ESTATE INVESTMENT TRUSTS—1.39%

            

Apartment Investment & Management Co. Class A

      54,408    2,364,028

Archstone-Smith Trust

      119,494    6,078,660

Boston Properties Inc.

      32,220    2,912,688

Equity Office Properties Trust

      204,688    7,473,159

Equity Residential

      162,760    7,280,255

Kimco Realty Corp.

      118,312    4,317,205

ProLogis

      86,496    4,508,172

Public Storage Inc.

      26,246    1,992,071

Simon Property Group Inc.

      61,547    5,104,708

Vornado Realty Trust

      31,843    3,106,285
           
            45,137,231

RETAIL—2.70%

            

AutoNation Inc.(1)

      82,968    1,778,834

Big Lots Inc.(1)

      63,842    1,090,421

Circuit City Stores Inc.

      84,165    2,290,971

Costco Wholesale Corp.

      263,416    15,048,956

CVS Corp.

      457,487    14,044,851

Dillard’s Inc. Class A

      34,332    1,093,474

Dollar General Corp.

      61,854    864,719

Family Dollar Stores Inc.

      37,041    904,912

Federated Department Stores Inc.

      309,245    11,318,367

Gap Inc. (The)

      119,988    2,087,791

Limited Brands Inc.

      191,795    4,908,034

McDonald’s Corp.

      327,760    11,012,736

Nordstrom Inc.

      120,405    4,394,783

Office Depot Inc.(1)

      65,978    2,507,164

OfficeMax Inc.

      39,593    1,613,415

Penney (J.C.) Co. Inc.

      131,272    8,862,173

Staples Inc.

      162,686    3,956,524
           
            87,778,125

SAVINGS & LOANS—0.88%

            

Sovereign Bancorp Inc.

      210,920    4,283,782

Washington Mutual Inc.

      537,027    24,477,691
           
            28,761,473

SEMICONDUCTORS—2.51%

            

Advanced Micro Devices Inc.(1)

      270,467    6,604,804

Altera Corp.(1)

      76,000    1,333,800

Analog Devices Inc.

      72,038    2,315,301

Applied Materials Inc.

      454,605    7,400,969

Freescale Semiconductor Inc. Class B(1)

      133,857    3,935,396

Intel Corp.

      1,560,720    29,575,644

KLA-Tencor Corp.

      50,002    2,078,583

LSI Logic Corp.(1)

      148,980    1,333,371

Micron Technology Inc.(1)

      405,195    6,102,237

National Semiconductor Corp.

      103,347    2,464,826

Novellus Systems Inc.(1)

      40,098    990,421

PMC-Sierra Inc.(1)

      69,301    651,429

Teradyne Inc.(1)

      110,586    1,540,463

Texas Instruments Inc.

      435,464    13,190,205

Xilinx Inc.

      86,400    1,956,960
           
            81,474,409

SOFTWARE—0.40%

            

Automatic Data Processing Inc.

      116,001    5,260,645

BMC Software Inc.(1)

      74,536    1,781,410

CA Inc.

      162,984    3,349,321

Compuware Corp.(1)

      138,080    925,136

Novell Inc.(1)

      189,727    1,257,890

Parametric Technology Corp.(1)

      41,173    523,309
           
            13,097,711

TELECOMMUNICATIONS—8.40%

            

ADC Telecommunications Inc.(1)

      41,834    705,321

Alltel Corp.

      121,781    7,773,281

Andrew Corp.(1)

      88,990    788,451

AT&T Inc.

      2,173,163    60,609,516

Avaya Inc.(1)

      229,849    2,624,876

BellSouth Corp.

      1,011,054    36,600,155

CenturyTel Inc.

      65,040    2,416,236

CIENA Corp.(1)

      224,070    1,077,777

Citizens Communications Co.

      180,806    2,359,518

Comverse Technology Inc.(1)

        63,110    1,247,685

Corning Inc.(1)

        531,104    12,847,406

Embarq Corp.(1)

        83,350    3,416,517

JDS Uniphase Corp.(1)

        607,938    1,538,083

Juniper Networks Inc.(1)

        135,907    2,173,153

Lucent Technologies Inc.(1)

        1,656,904    4,009,708

Motorola Inc.

        952,655    19,195,998

QUALCOMM Inc.

        384,145    15,392,690

Qwest Communications International Inc.(1)

        874,411    7,073,985

Sprint Nextel Corp.

        1,665,143    33,286,209

Tellabs Inc.(1)

        251,376    3,345,815

Verizon Communications Inc.

        1,630,586    54,608,325
             
              273,090,705

TOYS, GAMES & HOBBIES—0.16%

              

Hasbro Inc.

        94,884    1,718,349

Mattel Inc.

        217,023    3,583,050
             
              5,301,399

TRANSPORTATION—2.50%

              

Burlington Northern Santa Fe Corp.

        203,840    16,154,320

CSX Corp.

        123,877    8,725,896

FedEx Corp.

        92,099    10,762,689

Norfolk Southern Corp.

        231,818    12,337,354

Ryder System Inc.

        34,024    1,988,022

Union Pacific Corp.

        150,350    13,976,536

United Parcel Service Inc. Class B

        212,210    17,471,249
             
              81,416,066
             

TOTAL COMMON STOCKS

              

(Cost: $2,990,814,049)

             3,247,305,634

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.33%

              

CERTIFICATES OF DEPOSIT(3)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 8,607    8,607

Fortis Bank NY

              

4.43%, 07/20/06

        21,490    21,490

Societe Generale

              

5.33%, 12/08/06

        86,000    86,000

Toronto-Dominion Bank

              

3.94%, 07/10/06

        43,000    43,000

Washington Mutual Bank

              

5.28%, 08/07/06

        43,000    43,000

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        68,800    68,800
             
              270,897

COMMERCIAL PAPER(3)—0.06%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        240,094    238,745

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        41,280    41,065

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        82,207    81,857

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(4)

      32,680    32,603

CC USA Inc.

            

5.03%, 10/24/06(4)

      17,200    16,928

Chariot Funding LLC

            

5.30%, 07/28/06(4)

      64,788    64,550

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(4)

      188,655    188,601

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      86,000    85,646

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      63,444    61,963

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      182,040    181,402

Five Finance Inc.

            

5.19%, 12/01/06(4)

      38,700    37,858

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      8,600    8,399

Govco Inc.

            

5.22%, 08/03/06(4)

      86,000    85,614

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      29,240    28,787

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      21,500    21,424

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      79,103    78,907

Landale Funding LLC

            

5.30%, 08/15/06(4)

      94,600    94,001

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      133,154    132,142

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      86,860    86,605

Prudential Funding LLC

            

5.22%, 07/31/06

      43,000    42,826

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      86,000    85,788

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      100,766    100,709

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      53,756    53,582

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      94,076    94,022

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      105,117    104,857
           
            2,048,881

MEDIUM-TERM NOTES(3)—0.01%

            

Bank of America N.A.

            

5.28%, 04/20/07

      21,500    21,500

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      26,660    26,660

K2 USA LLC

            

3.94%, 07/07/06(4)

      51,600    51,600

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      86,000    86,134

Sigma Finance Inc.

            

5.13%, 03/30/07(4)

      30,100    30,100

US Bank N.A.

            

2.85%, 11/15/06

      17,200    17,083
           
            233,077

MONEY MARKET FUNDS—0.04%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20% (5) (6)

        1,362,315    1,362,315
             
              1,362,315

REPURCHASE AGREEMENTS(3)—0.05%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $172,078 (collateralized by non-U.S. Government debt securities, value $177,405, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 172,001    172,001

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $129,058 (collateralized by non-U.S. Government debt securities, value $142,098, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        129,000    129,000

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $172,078 (collateralized by non-U.S. Government debt securities, value $176,669, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        172,001    172,001

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $215,097 (collateralized by non-U.S. Government debt securities, value $240,613, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        215,001    215,001

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $51,623 (collateralized by non-U.S. Government debt securities, value $58,414, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        51,600    51,600

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $86,038 (collateralized by non-U.S. Government debt securities, value $87,841, 5.22% to 5.42%, 7/3/06).

        86,000    86,000

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $137,663 (collateralized by non-U.S. Government debt securities, value $144,680, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        137,600    137,600

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $172,078 (collateralized by non-U.S. Government debt securities, value $180,852, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        172,001    172,001

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $86,038 (collateralized by non-U.S. Government debt securities, value $88,704, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        86,000    86,000

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $86,038 (collateralized by non-U.S. Government debt securities, value $88,705, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        86,000    86,000

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $86,038 (collateralized by non-U.S. Government debt securities, value $90,503, 3.79% to 7.22%, 5/15/07 to 3/15/42).

        86,000    86,000

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $30,114 (collateralized by non-U.S. Government debt securities, value $31,864, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      30,100    30,100

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $63,324 (collateralized by non-U.S. Government debt securities, value $63,728, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      60,200    60,200

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $172,078 (collateralized by non-U.S. Government debt securities, value $180,850, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      172,001    172,001
           
            1,655,505

TIME DEPOSITS(3)—0.02%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      86,000    86,000

KBC Bank NV

            

5.32%, 07/03/06

      258,001    258,001

Societe Generale

            

5.32%, 07/03/06

      215,001    215,001

UBS AG

            

5.25%-5.34%, 07/03/06

      247,946    247,946
           
            806,948

VARIABLE & FLOATING RATE NOTES(3)—0.14%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      220,161    220,192

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      64,500    64,500

American Express Centurion Bank

            

5.34%, 07/19/07

      94,600    94,713

American Express Credit Corp.

            

5.23%, 07/05/07

      25,800    25,817

ASIF Global Financing

            

5.17%, 05/03/07(4)

      8,600    8,604

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      55,900    55,900

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      146,201    146,200

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      86,000    86,000

BNP Paribas

            

5.14%, 05/18/07(4)

      159,101    159,101

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      62,780    62,780

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      21,500    21,500

Credit Agricole SA

            

5.31%, 07/23/07

      86,000    86,000

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      86,000    86,000

DEPFA Bank PLC

            

5.37%, 06/15/07

      86,000    86,000

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      98,900    98,908

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      86,000    86,000

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      172,001    172,001

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      25,800    25,800

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      64,500    64,494

General Electric Capital Corp.

            

5.25%, 04/09/07

      38,700    38,721

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      129,000    129,024

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      86,000    86,000

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      64,500    64,500

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      129,000    128,997

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      89,872    89,872

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      107,500    107,465

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      94,600    94,592

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      41,795    41,795

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      47,300    47,300

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      129,000    129,000

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      10,836    10,840

Mound Financing PLC

            

5.11%, 05/08/07(4)

      80,840    80,840

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      86,000    85,995

National City Bank of Indiana

            

5.17%, 05/21/07

      43,000    43,003

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      232,201    232,207

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      30,315    30,308

Northern Rock PLC

            

5.17%, 05/03/07(4)

      103,200    103,203

Principal Life Global Funding I

            

5.63%, 02/08/07

      38,700    38,809

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      64,500    64,497

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      70,520    70,520

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      86,000    86,000

Strips III LLC

            

5.37%, 07/24/06(4)

      20,104    20,104

SunTrust Bank

            

5.08%, 05/01/07

      86,000    86,005

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      162,541    162,523

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      120,400    120,400

US Bank N.A.

            

5.28%, 09/29/06

      38,700    38,698

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      137,669    137,670

Wachovia Bank N.A.

            

5.36%, 05/22/07

      172,001    172,001

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      43,000      43,003  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      77,400      77,400  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      85,054      84,775  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      29,046      29,046  
           
              4,425,623  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $10,803,246)

             10,803,246  
           

TOTAL INVESTMENTS IN SECURITIES—100.16%

                

(Cost: $3,001,617,295)

             3,258,108,880  

Other Assets, Less Liabilities—(0.16)%

             (5,301,225 )
           

NET ASSETS—100.00%

           $ 3,252,807,655  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P EUROPE 350 INDEX FUND

June 30, 2006

 

Security

    Shares
    Value

COMMON STOCKS—98.97%

            

AUSTRIA—0.30%

            

Erste Bank der Oesterreichischen Sparkassen AG

    48,444    $ 2,725,489

OMV AG

    37,801      2,249,959
         
            4,975,448

BELGIUM—1.78%

            

AGFA Gevaert NV

    26,424      639,927

Belgacom SA

    43,673      1,447,996

Delhaize-Le Lion SA

    20,185      1,398,878

Dexia Group

    175,426      4,216,999

Fortis

    298,004      10,143,360

Groupe Bruxelles Lambert SA

    17,249      1,806,340

InBev NV

    46,976      2,303,526

KBC Groupe SA(1)

    46,976      5,039,526

Solvay SA

    14,313      1,646,204

UCB SA

    20,520      1,109,863
         
            29,752,619

DENMARK—0.61%

            

AP Moller - Maersk A/S

    242      1,883,317

Danske Bank A/S

    103,494      3,938,405

Novo Nordisk A/S Class B

    50,279      3,201,825

Vestas Wind Systems A/S(2)

    41,471      1,133,855
         
            10,157,402

FINLAND—1.67%

            

Fortum OYJ

    96,521      2,468,332

Nokia OYJ

    921,537      18,806,040

Sampo OYJ Class A

    96,888      1,848,377

Stora Enso OYJ Class R

    147,901      2,065,121

UPM-Kymmene OYJ

    121,110      2,609,346
         
            27,797,216

FRANCE—15.22%

            

Accor SA

    49,545      3,014,861

Alcatel SA(2)

    317,455      4,026,665

Alstom(2)

    24,956      2,279,969

Arcelor

    144,965      6,995,467

Assurances Generales de France

    17,640      2,080,734

AXA

    393,791      12,920,345

BNP Paribas

    187,537      17,948,595

Bouygues SA

    45,875      2,358,054

Cap Gemini SA

    29,759      1,698,232

Carrefour SA

    137,625      8,066,658

Christian Dior SA

    12,698      1,244,512

Compagnie de Saint-Gobain SA

    77,070      5,508,697

Compagnie Generale des Etablissements Michelin Class B

    34,131      2,051,155

Credit Agricole SA

    157,443    5,989,106

Dassault Systemes SA

    12,845    688,176

Electricite de France

    56,518    2,977,390

Essilor International SA

    22,499    2,264,069

Etablissements Economiques du Casino Guichard-Perrachon SA

    11,744    892,729

European Aeronautic Defence and Space Co.

    73,767    2,118,476

France Telecom SA

    381,313    8,195,982

Groupe Danone

    59,087    7,506,051

Hermes International

    14,313    1,265,536

Lafarge SA

    39,269    4,928,240

Lagardere S.C.A.

    28,626    2,111,972

L’Air Liquide SA

    27,451    5,345,764

L’Oreal SA

    60,922    5,752,761

LVMH Moet Hennessy Louis Vuitton SA

    56,977    5,653,443

Pernod-Ricard SA

    18,350    3,636,800

PPR SA

    15,480    1,973,412

PSA Peugeot Citroen

    37,434    2,328,631

Publicis Groupe

    33,030    1,275,461

Renault SA

    44,407    4,769,605

Safran SA

    33,108    720,517

Sanofi-Aventis

    224,971    21,948,395

Schneider Electric SA

    52,481    5,469,044

Societe Generale Class A

    83,309    12,250,151

Societe Television Francaise

    29,532    962,908

Sodexho Alliance SA

    23,042    1,106,912

Suez SA

    285,526    11,865,354

Thales/Ex Thomson CSF(1)

    20,684    807,710

Thomson SA

    63,874    1,056,025

Total SA

    556,005    36,577,647

Valeo SA

    19,936    709,674

Vallourec

    1,631    1,960,349

Veolia Environment

    91,383    4,721,782

Vinci SA

    46,609    4,800,506

Vivendi Universal SA

    260,937    9,141,930
         
          253,966,452

GERMANY—10.03%

          

Adidas-Salomon AG

    45,508    2,175,097

Allianz AG

    92,484    14,606,816

Altana AG

    17,249    960,735

BASF AG

    119,642    9,604,100

Bayer AG

    164,783    7,572,550

Bayerische Motoren Werke AG(1)

    74,501    3,720,883

Commerzbank AG

    125,881    4,577,638

Continental AG

    32,296    3,300,319

DaimlerChrysler AG Registered

    232,169    11,467,813

Deutsche Bank AG

    117,440    13,214,490

Deutsche Boerse AG

    24,956    3,398,414

Deutsche Lufthansa AG

    66,794    1,229,849

Deutsche Post AG

    147,901    3,963,821

Deutsche Telekom AG

    589,035    9,474,874

E.ON AG

    155,608    17,911,115

Fresenius Medical Care AG & Co. KGaA

    13,579    1,560,567

Hypo Real Estate Holding AG

    31,195    1,894,257

Infineon Technologies AG(2)

    163,315    1,818,846

Linde AG

    23,593    1,817,562

MAN AG

    32,296    2,338,139

Metro AG

    31,195    1,767,813

MLP AG

    12,478    257,035

Muenchener Rueckversicherungs-Gesellschaft AG

    41,471    5,663,803

Puma AG

    2,936    1,140,989

RWE AG

    106,063    8,821,915

SAP AG

    47,343    9,988,296

Siemens AG

    180,564    15,706,641

ThyssenKrupp AG

    93,952    3,215,926

TUI AG(1)

    47,710    944,958

Volkswagen AG

    45,508    3,190,492
         
          167,305,753

GREECE—0.33%

          

Hellenic Telecommunications Organization SA ADR(2)

    186,803    2,080,985

National Bank of Greece SA ADR

    438,932    3,511,456
         
          5,592,441

IRELAND—1.07%

          

Allied Irish Banks PLC

    211,759    5,079,564

Anglo Irish Bank Corp. PLC

    179,830    2,805,263

Bank of Ireland

    235,614    4,202,686

CRH PLC

    128,083    4,163,118

Elan Corp. PLC(2)

    95,420    1,586,114
         
          17,836,745

ITALY—5.51%

          

Alleanza Assicurazioni SpA(1)

    115,238    1,305,513

Assicurazioni Generali SpA

    248,092    9,034,506

Autostrade SpA

    56,151    1,577,391

Banca Fideuram SpA

    55,050    320,273

Banca Intesa SpA

    822,080    4,814,279

Banca Monte dei Paschi di Siena SpA

    278,186    1,671,802

Banche Popolari Unite Scrl

    74,760    1,933,824

Banco Popolare di Verona e Novara Scrl

    85,144    2,280,813

Benetton Group SpA

    16,882    252,126

Capitalia SpA

    364,798    2,992,270

Enel SpA

    978,422    8,432,140

Eni SpA

    578,759    17,042,895

Fiat SpA(2)

    139,827    1,861,202

Finmeccanica SpA

    63,720    1,414,416

Luxottica Group SpA

    26,791    727,604

Mediaset SpA

    176,894    2,085,430

Mediobanca SpA

    75,969    1,487,179

Mediolanum SpA

    48,444    340,067

Pirelli & Co. SpA

    554,170    482,195

RAS Holding SpA

    33,764    839,270

Sanpaolo IMI SpA

    241,853    4,276,863

Seat Pagine Gaille SpA

    877,864    408,583

Snam Rete Gas SpA

    251,028    1,103,358

Telecom Italia SpA

    2,379,995    6,626,526

Tiscali SpA(1)(2)

    56,160    166,776

UniCredito Italiano SpA German

    2,365,682    18,512,261
         
          91,989,562

NETHERLANDS—5.13%

          

ABN AMRO Holding NV

    433,794    11,864,406

Aegon NV

    277,452    4,743,195

Akzo Nobel NV(2)

    66,196    3,568,486

ASML Holding NV(2)

    114,871    2,326,576

Burhmann NV(2)

    40,905    593,118

Heineken NV(2)

    55,417    2,348,974

ING Groep NV

    500,221    19,655,141

Koninklijke Ahold NV(2)

    353,788    3,071,599

Koninklijke DSM NV

    47,000    1,956,744

Koninklijke KPN NV

    389,020    4,372,326

Koninklijke Philips Electronics NV(2)

    298,004    9,308,876

Randstad Holding NV

    14,680    860,443

Reed Elsevier NV(2)

    194,510    2,924,832

Royal Numico NV

    43,306    1,943,046

STMicroelectronics NV

    143,130    2,304,136

TNT Post Group NV

    86,979    3,111,815

Unilever NV CVA

    393,057    8,910,785

Wolters Kluwer NV CVA(2)

    75,235    1,776,800
         
          85,641,298

NORWAY—0.89%

          

DNB NOR ASA

    172,857    2,145,920

Norsk Hydro ASA

    165,150    4,379,158

Orkla ASA

    40,370    1,871,685

Statoil ASA

    143,497    4,070,199

Telenor ASA

    173,728    2,100,895

Tomra Systems ASA

    37,434    303,799
         
          14,871,656

PORTUGAL—0.60%

          

Banco Comercial Portugues SA Class R

    848,137    2,407,524

Banco Espirito Santo SA

    71,565    964,479

Brisa-Auto Estradas de Portugal SA

    86,612    903,691

CIMPOR-Cimentos de Portugal SGPS SA

    57,986    386,289

Energias de Portugal SA

    557,473    2,188,335

Portugal Telecom SGPS SA

    261,304    3,154,058
         
          10,004,376

SPAIN—5.96%

          

Abertis Infraestructuras SA(1)

    77,455    1,813,391

Acerinox SA

    45,875    795,403

Actividades de Construcciones y Servicios SA

    61,656    2,570,856

Altadis SA

    60,188    2,844,419

Banco Bilbao Vizcaya Argentaria SA

    777,306    15,981,949

Banco Popular Espanol SA

    246,624    3,673,778

Banco Sabadell SA

    59,821    2,092,005

Banco Santander Central Hispano SA

    1,425,061    20,809,002

Bankinter SA

    16,515    1,064,292

Endesa SA

    238,183    8,280,788

Gas Natural SDG SA

    34,865    1,064,128

Grupo Ferrovial SA

    12,845    980,528

Iberdrola SA

    203,685    7,013,698

Industria de Diseno Textil SA

    59,087    2,491,691

Repsol YPF SA

    222,402    6,367,141

Sacyr Vallehermoso SA(1)

    43,306    1,446,902

Telefonica SA

    1,102,101    18,347,803

Union Fenosa SA

    47,710    1,845,993
         
          99,483,767

SWEDEN—3.10%

          

ASSA Abloy AB Class B

    80,373    1,350,066

Atlas Copco AB Class A

    74,501    2,068,481

Electrolux AB Class B

    65,693    948,444

ForeningsSparbanken AB

    91,750    2,407,284

Hennes & Mauritz AB Class B(1)

    106,797    4,136,402

Holmen AB Class B

    11,744    474,426

Investor AB Class B

    95,787    1,755,254

Nordea AB

    486,275    5,805,503

Sandvik AB

    242,220    2,816,140

Securitas AB Class B

    80,006    1,532,714

Skandinaviska Enskilda Banken AB Class A

    101,292    2,411,564

Skanska AB Class B

    88,080    1,357,250

SKF AB

    88,080    1,387,818

Svenska Cellulosa AB Class B

    44,774    1,849,151

Svenska Handelsbanken AB Class A

    117,807    3,033,713

Swedish Match AB

    71,198    1,146,529

Telefonaktiebolaget LM Ericsson Class B

    3,330,892    11,005,175

TeliaSonera AB

    446,639    2,535,942

Volvo AB Class A

    24,222    1,166,807

Volvo AB Class B

    51,013    2,506,938
         
          51,695,601

SWITZERLAND—10.49%

          

ABB Ltd.

    422,417    5,482,800

Adecco SA

    29,160    1,721,035

Baloise Holding Registered

    13,579    1,041,426

Ciba Specialty Chemicals AG

    16,148    898,356

Clariant AG Registered(2)

    52,481    743,302

Compagnie Financiere Richemont AG

    118,174    5,402,240

Credit Suisse Group

    281,122    15,696,935

Givaudan SA Registered

    1,387    1,089,786

Holcim Ltd.

    40,772    3,118,642

Julius Baer Holding AG

    20,552    1,781,733

Nestle SA

    91,383    28,645,773

Novartis AG

    629,038    33,993,727

Roche Holding AG Bearer

    6,093    1,071,871

Roche Holding AG Genusschein

    158,544    26,156,524

Serono SA

    1,468    1,012,021

Swatch Group AG(The) Class B

    7,476    1,260,240

Swiss Life Holding

    7,707    1,802,494

Swiss Reinsurance Co.(1)

    75,602    5,273,625

Swisscom AG

    5,138    1,688,200

Syngenta AG(2)

    24,222    3,213,122

UBS AG Registered

    245,156    26,817,064

Zurich Financial Services AG

    32,296    7,065,574
         
          174,976,490

UNITED KINGDOM—36.28%

          

Aegis Group PLC

    219,099    527,818

Alliance & Leicester PLC

    86,245    1,859,938

AMVESCAP PLC

    185,702    1,701,011

Anglo American PLC

    336,172    13,790,790

ARM Holdings PLC

    363,697    761,805

Associated British Foods PLC

    80,740    1,135,675

AstraZeneca PLC

    357,091    21,557,338

Aviva PLC

    538,756    7,627,872

AWG PLC

    28,259    626,152

BAE Systems PLC

    733,266    5,014,594

Barclays PLC(3)

    1,468,000    16,684,532

BBA Group PLC

    112,302    548,869

BG Group PLC

    798,592    10,671,584

BHP Billiton PLC

    557,473    10,815,968

BOC Group PLC

    111,568    3,262,403

Boots Group PLC

    107,831    1,534,682

BP PLC

    4,609,887    53,757,795

Brambles Industries PLC

    152,305    1,211,292

British Airways PLC(2)

    143,497    909,675

British American Tobacco PLC

    340,576    8,579,406

British Land Co. PLC

      120,743    2,820,534

British Sky Broadcasting Group PLC

      271,213    2,876,802

BT Group PLC

      1,868,764    8,269,371

Bunzl PLC

      81,313    928,673

Cable & Wireless PLC

      538,756    1,145,925

Cadbury Schweppes PLC

      466,090    4,495,626

Capita Group PLC

      151,204    1,290,628

Carnival PLC

      40,003    1,629,946

Centrica PLC

      814,373    4,296,503

Cobham PLC

      258,001    796,900

Compass Group PLC

      493,248    2,392,472

Cookson Group PLC

      40,158    390,125

Corus Group PLC

      206,254    1,741,443

Corus Group PLC Deferred(2)(4)

      315,252    58

Daily Mail and General Trust PLC Class A

      73,767    837,715

Diageo PLC

      640,415    10,772,842

DSG International PLC

      424,986    1,501,323

Electrocomponents PLC

      147,901    633,953

EMAP PLC

      62,390    982,575

EMI Group PLC

      180,931    1,016,472

Enterprise Inns PLC

      80,006    1,402,804

FirstGroup PLC

      95,053    824,527

FKI PLC

      146,433    289,794

Friends Provident PLC

      488,844    1,616,153

Gallaher Group PLC

      144,598    2,259,878

GKN PLC

      164,049    828,328

GlaxoSmithKline PLC

      1,311,291    36,646,257

Group 4 Securicor PLC

      253,597    786,815

GUS PLC

      196,712    3,514,585

Hammerson PLC

      65,693    1,438,589

Hanson PLC

      155,241    1,884,982

Hays PLC

      362,963    906,280

HBOS PLC

      867,221    15,077,305

HSBC Holdings PLC

      2,575,606    45,326,720

IMI PLC

      79,639    735,377

Imperial Chemical Industries PLC

      266,075    1,786,392

Imperial Tobacco Group PLC

      158,544    4,894,093

Intercontinental Hotels Group PLC

      88,309    1,544,303

International Power PLC

      336,172    1,768,927

Invensys PLC(2)

      1,833,532    652,808

Invensys PLC New(4)

      569,143    202,637

ITV PLC

      929,978    1,857,644

J Sainsbury PLC

      294,701    1,823,240

Johnson Matthey PLC

      46,976    1,152,957

Kesa Electricals PLC

      117,581    628,494

Kingfisher PLC

      549,399    2,423,496

Ladbrokes PLC

      124,863    941,082

Land Securities Group PLC

      103,494    3,434,027

Legal & General Group PLC

      1,435,704    3,405,559

Lloyds TSB Group PLC

      1,261,012    12,396,200

LogicaCMG PLC

      253,230    817,291

Lonmin PLC

      34,131    1,775,762

Man Group PLC

      70,831    3,338,020

Marks & Spencer Group PLC

      381,313    4,139,861

Misys PLC

      118,174    469,923

Mitchells & Butlers PLC

      115,605    1,102,228

National Grid PLC

      604,449    6,540,058

Next PLC

      55,784    1,683,821

Northern Rock PLC

      94,686    1,751,265

Old Mutual PLC

      1,205,962    3,641,270

Pearson PLC

      182,766    2,489,627

Persimmon PLC

    66,060    1,507,717

Provident Financial PLC

    67,895    772,287

Prudential Corp. PLC

    533,618    6,030,284

Rank Group PLC

    156,709    578,233

Reckitt Benckiser PLC

    136,157    5,086,949

Reed International PLC

    293,233    2,961,226

Rentokil Initial PLC

    413,609    1,193,385

Reuters Group PLC

    307,546    2,189,964

Rexam PLC

    124,780    1,218,555

Rio Tinto PLC

    239,651    12,672,418

Rolls-Royce Group PLC(2)

    405,535    3,105,237

Royal & Sun Alliance Insurance Group PLC

    652,526    1,623,253

Royal Bank of Scotland Group PLC

    714,916    23,510,012

Royal Dutch Shell PLC Class A

    884,837    29,785,215

Royal Dutch Shell PLC Class B

    625,001    21,859,404

SABMiller PLC

    187,170    3,373,527

Sage Group PLC

    296,903    1,267,133

Schroders PLC

    27,525    514,180

Scottish & Newcastle PLC

    162,948    1,536,287

Scottish & Southern Energy PLC

    188,271    4,007,973

Scottish Power PLC

    330,590    3,564,711

Severn Trent PLC

    77,070    1,667,774

Shire PLC

    113,770    1,660,240

Slough Estates PLC

    94,686    1,070,899

Smith & Nephew PLC

    206,621    1,591,679

Smith WH PLC

    45,946    413,850

Smiths Group PLC

    124,413    2,050,263

Spirent Communications PLC(2)

    228,274    158,327

Standard Chartered PLC

    272,681    6,657,250

Tate & Lyle PLC

    108,999    1,220,683

Tesco PLC

    1,766,371    10,911,752

3i Group PLC

    121,844    2,031,588

TI Automotive Ltd.(2)(4)

    3,861    —  

Tomkins PLC

    195,244    1,039,104

Trinity Mirror PLC

    64,592    582,995

Unilever PLC

    293,306    6,596,607

United Business Media PLC

    62,757    751,568

United Utilities PLC

    194,877    2,312,189

Vodafone Group PLC

    13,645,427    29,086,679

Whitbread PLC

    48,976    1,056,208

William Hill PLC

    107,164    1,241,755

William Morrison Supermarkets PLC

    534,352    1,922,264

Wolseley PLC

    131,753    2,907,147

WPP Group PLC

    282,590    3,420,838

Xstrata PLC

    86,612    3,283,961

Yell Group PLC

    181,633    1,718,330
         
          605,310,364
         

TOTAL COMMON STOCKS

          

(Cost: $1,271,356,036)

         1,651,357,190

Security

    Shares
    Value

PREFERRED STOCKS—0.21%

          

GERMANY—0.21%

          

Henkel KGaA

    13,212    1,509,605

Porsche AG

    1,997    1,929,832
         
          3,439,437
         

TOTAL PREFERRED STOCKS

          

(Cost: $2,258,403)

         3,439,437
         

Security

   

Shares or

Principal

    Value

SHORT-TERM INVESTMENTS—0.78%

            

CERTIFICATES OF DEPOSIT(5)—0.02%

            

Credit Suisse First Boston NY

            

5.28%, 04/23/07

    $ 11,854    11,854

Fortis Bank NY

            

4.43%, 07/20/06

      29,620    29,620

Societe Generale

            

5.33%, 12/08/06

      118,536    118,536

Toronto-Dominion Bank

            

3.94%, 07/10/06

      59,268    59,268

Washington Mutual Bank

            

5.28%, 08/07/06

      59,268    59,268

Wells Fargo Bank N.A.

            

4.78%, 12/05/06

      94,829    94,829
           
            373,375

COMMERCIAL PAPER(5)—0.17%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(6)

      330,927    329,065

ASAP Funding Ltd.

            

5.21%, 08/08/06(6)

      56,897    56,601

Barton Capital Corp.

            

5.29%, 08/01/06(6)

      113,308    112,825

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(6)

      45,044    44,938

CC USA Inc.

            

5.03%, 10/24/06(6)

      23,707    23,333

Chariot Funding LLC

            

5.30%, 07/28/06(6)

      89,299    88,971

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(6)

      260,027    259,953

Curzon Funding LLC

            

5.30%, 07/31/06(6)

      118,536    118,048

Edison Asset Securitization LLC

            

5.22%, 12/11/06(6)

      87,447    85,405

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(6)

      250,910    250,031

Five Finance Inc.

            

5.19%, 12/01/06(6)

      53,341    52,180

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      11,854    11,577

Govco Inc.

            

5.22%, 08/03/06(6)

      118,536    118,003

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(6)

      40,302    39,676

Jupiter Securitization Corp.

            

5.29%, 07/27/06(6)

      29,634    29,530

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(6)

      109,030    108,760

Landale Funding LLC

            

5.30%, 08/15/06(6)

      130,390    129,564

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(6)

      183,530    182,134

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(6)

      119,722    119,371

Prudential Funding LLC

            

5.22%, 07/31/06

      59,268    59,028

Ranger Funding Co. LLC

            

5.24%, 07/20/06(6)

      118,536    118,243

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(6)

      138,888    138,809

Scaldis Capital LLC

            

5.30%, 07/25/06(6)

      74,093    73,853

Sydney Capital Corp.

            

5.10%, 07/07/06(6)

      129,667    129,593

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(6)

      144,886    144,527
           
            2,824,018

MEDIUM-TERM NOTES(5)—0.02%

            

Bank of America N.A.

            

5.28%, 04/20/07

      29,634    29,634

Dorada Finance Inc.

            

3.93%, 07/07/06(6)

      36,746    36,746

K2 USA LLC

            

3.94%, 07/07/06(6)

      71,122    71,122

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      118,536    118,721

Sigma Finance Inc.

            

5.13%, 03/30/07(6)

      41,488    41,488

US Bank N.A.

            

2.85%, 11/15/06

      23,707    23,546
           
            321,257

MONEY MARKET FUNDS—0.00%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(3)(7)

      2,579    2,579
           
            2,579

REPURCHASE AGREEMENTS(5)—0.14%

            

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $237,179(collateralized by non-U.S. Government debt securities, value $244,522, 4.88% to 7.38%, 9/15/06 to 2/15/17).

    $ 237,073    237,073

Bear Stearns Companies Inc.(The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $177,884(collateralized by non-U.S. Government debt securities, value $195,858, 2.12% to 6.47%, 11/25/34 to 12/25/42).

      177,804    177,804

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $237,179(collateralized by non-U.S. Government debt securities, value $243,507, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      237,073    237,073

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $296,473(collateralized by non-U.S. Government debt securities, value $331,642, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      296,341    296,341

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $71,154(collateralized by non-U.S. Government debt securities, value $80,513, 0.00% to 10.00%, 9/10/34 to 5/9/36).

    71,122    71,122

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $118,589 (collateralized by non-U.S. Government debt securities, value $121,074, 5.22% to 5.42%, 7/3/06).

    118,536    118,536

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $189,744(collateralized by non-U.S. Government debt securities, value $199,416, 0.00% to 10.00%, 1/1/10 to 6/6/16).

    189,658    189,658

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $118,589(collateralized by non-U.S. Government debt securities, value $122,263, 6.38% to 8.49%, 1/7/09 to 2/23/36).

    118,536    118,536

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $118,589(collateralized by non-U.S. Government debt securities, value $122,265, 0.07% to 7.75%, 2/22/11 to 12/15/45).

    118,536    118,536

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $237,179(collateralized by non-U.S. Government debt securities, value $249,272, 0.00% to 8.57%, 6/25/23 to 4/25/46).

    237,073    237,073

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $118,589 (collateralized by non-U.S. Government debt securities, value $124,743, 3.79% to 7.22%, 5/15/07 to 3/15/42).

    118,536    118,536

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $41,507 (collateralized by non-U.S. Government debt securities, value $43,919, 0.00% to 10.00%, 7/3/06 to 6/30/36).

    41,488    41,488

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $87,280 (collateralized by non-U.S. Government debt securities, value $87,838, 0.00% to 10.00%, 7/3/06 to 6/30/36).(8)

    82,975    82,975

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $237,179 (collateralized by non-U.S. Government debt securities, value $249,270, 0.00% to 10.00%, 1/1/10 to 5/6/16).

    237,073    237,073
         
          2,281,824

TIME DEPOSITS(5)—0.07%

          

ABN Amro Bank NV

          

5.30%, 07/03/06

    118,536    118,536

KBC Bank NV

          

5.32%, 07/03/06

    355,609    355,609

Societe Generale

          

5.32%, 07/03/06

    296,341    296,341

UBS AG

          

5.25%-5.34%, 07/03/06

    341,751    341,751
         
          1,112,237

VARIABLE & FLOATING RATE NOTES(5)—0.36%

          

Allstate Life Global Funding II

          

5.11%-5.35%, 05/04/07-07/27/07(6)

    303,453    303,495

American Express Bank

          

5.21%-5.31%, 07/19/06-02/28/07

    88,902    88,902

American Express Centurion Bank

          

5.34%, 07/19/07

    130,390    130,546

American Express Credit Corp.

          

5.23%, 07/05/07

    35,561    35,584

ASIF Global Financing

          

5.17%, 05/03/07(6)

    11,854    11,859

Australia & New Zealand Banking Group Ltd.

          

5.30%, 07/23/07(6)

    77,049    77,049

Beta Finance Inc.

          

5.03%-5.41%, 04/25/07-07/17/07(6)

    201,512    201,511

BMW US Capital LLC

          

5.20%, 07/13/07(6)

    118,536    118,536

BNP Paribas

          

5.14%, 05/18/07(6)

    219,292    219,292

Carlyle Loan Investment Ltd.

          

5.25%-5.32%, 04/13/07-07/15/07(6)

    86,531    86,532

Commodore CDO Ltd.

          

5.38%, 06/12/07(6)

    29,634    29,634

Credit Agricole SA

          

5.31%, 07/23/07

    118,536    118,536

Cullinan Finance Corp.

          

5.36%-5.71%, 04/25/07-06/28/07(6)

    118,536    118,536

DEPFA Bank PLC

          

5.37%, 06/15/07

    118,536    118,536

Dorada Finance Inc.

          

5.03%-5.41%, 06/27/07-07/17/07(6)

    136,317    136,327

Eli Lilly Services Inc.

          

5.08%, 06/29/07(6)

    118,536    118,536

Fifth Third Bancorp

          

5.28%, 06/22/07(6)

    237,073    237,073

First Tennessee Bank N.A.

          

5.21%, 08/25/06

    35,561    35,561

Five Finance Inc.

          

5.37%-5.45%, 12/01/06-06/29/07(6)

    88,902    88,894

General Electric Capital Corp.

          

5.25%, 04/09/07

    53,341    53,370

Hartford Life Global Funding Trusts

          

5.11%-5.22%, 07/13/07-07/16/07

    177,804    177,837

HBOS Treasury Services PLC

          

5.53%, 04/24/07(6)

    118,536    118,536

JP Morgan Chase & Co.

          

5.12%, 07/02/07

    88,902    88,902

K2 USA LLC

          

5.20%-5.46%, 04/02/07-06/28/07(6)

    177,804    177,800

Leafs LLC

          

5.27%, 01/22/07-02/20/07(6)

    123,873    123,873

Lexington Parker Capital Co. LLC

          

4.96%, 01/10/07

    148,170    148,122

Links Finance LLC

          

5.13%-5.35%, 05/10/07-05/16/07(6)

    130,390    130,379

Lothian Mortgages Master Issuer PLC

          

5.29%, 04/24/07(6)

    57,607    57,607

Marshall & Ilsley Bank

          

5.18%, 07/13/07

    65,195    65,195

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(6)

    177,804      177,804

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(6)

    14,936      14,941

Mound Financing PLC

            

5.11%, 05/08/07(6)

    111,424      111,424

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(6)

    118,536      118,529

National City Bank of Indiana

            

5.17%, 05/21/07

    59,268      59,273

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(6)

    320,048      320,057

Newcastle Ltd.

            

5.34%, 04/24/07(6)

    41,784      41,774

Northern Rock PLC

            

5.17%, 05/03/07(6)

    142,244      142,247

Principal Life Global Funding I

            

5.63%, 02/08/07

    53,341      53,492

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(6)

    88,902      88,898

Sigma Finance Inc.

            

5.51%, 06/18/07(6)

    97,200      97,200

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(6)

    118,536      118,536

Strips III LLC

            

5.37%, 07/24/06(6)

    27,710      27,710

SunTrust Bank

            

5.08%, 05/01/07

    118,536      118,542

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(6)

    224,034      224,011

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(6)

    165,951      165,950

US Bank N.A.

            

5.28%, 09/29/06

    53,341      53,338

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(6)

    189,753      189,753

Wachovia Bank N.A.

            

5.36%, 05/22/07

    237,073      237,073

Wells Fargo & Co.

            

5.19%, 07/13/07(6)

    59,268      59,272

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(6)

    106,683      106,681

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(6)

    117,232      116,848

Wind Master Trust

            

5.32%, 08/25/06-09/25/06(6)

    40,034      40,034
         
            6,099,947
         

TOTAL SHORT-TERM INVESTMENTS

            

(Cost: $13,015,237)

           13,015,237
         

TOTAL INVESTMENTS IN SECURITIES—99.96%

            

(Cost: $1,286,629,676)

           1,667,811,864

Other Assets, Less Liabilities—0.04%

           650,019
         

NET ASSETS—100.00%

         $ 1,668,461,883
         

ADR - American Depositary Receipts

 

(1)

All or a portion of this security represents a security on loan. See Note 3.

(2)

Non-income earning security.

(3)

Affiliated issuer. See Note 2.

(4)

Security valued at fair value in accordance with procedures approved by the Board of Trustees. See Note 1.

(5)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(6)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(7)

The rate quoted is the annualized seven-day yield of the fund at period end.

(8)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL 100 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.68%

              

AUSTRALIA—0.98%

              

BHP Billiton Ltd.

      210,700    $ 4,539,647
           
              4,539,647

BELGIUM—0.56%

              

Fortis

      75,740      2,578,013
           
              2,578,013

CANADA—0.35%

              

Alcan Inc.

      22,552      1,058,591

Nortel Networks Corp.(1)

      258,300      576,013
           
              1,634,604

FINLAND—1.04%

              

Nokia OYJ ADR

      238,140      4,824,716
           
              4,824,716

FRANCE—7.85%

              

Alcatel SA(1)

      81,760      1,037,061

AXA

      98,140      3,219,989

BNP Paribas

      47,736      4,568,667

Carrefour SA

      35,280      2,067,878

France Telecom SA

      98,280      2,112,441

L’Oreal SA

      16,100      1,520,296

LVMH Moet Hennessy Louis Vuitton SA

      14,840      1,472,473

Sanofi-Aventis

      57,120      5,572,684

Suez SA

      72,380      3,007,832

Total SA

      142,800      9,394,318

Vivendi Universal SA

      65,100      2,280,779
           
              36,254,418

GERMANY—5.71%

              

Allianz AG

      23,660      3,736,833

BASF AG

      29,540      2,371,283

Bayer AG

      41,720      1,917,229

DaimlerChrysler AG Registered

      59,080      2,918,212

Deutsche Bank AG

      31,080      3,497,159

Deutsche Telekom AG

      151,900      2,443,375

E.ON AG

      39,620      4,560,423

Siemens AG

      46,620      4,055,313

Volkswagen AG

      12,788      896,546
           
              26,396,373

ITALY—0.51%

              

Assicurazioni Generali SpA

      64,400      2,345,187
           
              2,345,187

JAPAN—5.64%

            

Bridgestone Corp.

      32,500    626,886

Canon Inc.

      65,850    3,231,584

Fuji Photo Film Co. Ltd.

      28,000    940,559

Hitachi Ltd.

      162,000    1,071,355

Honda Motor Co. Ltd.

      87,600    2,781,682

Matsushita Electric Industrial Co. Ltd.

      140,000    2,957,617

Nissan Motor Co. Ltd.

      140,000    1,530,858

Seven & I Holdings Co. Ltd.

      42,020    1,385,780

Sony Corp.

      56,000    2,473,866

Toshiba Corp.

      152,000    993,255

Toyota Motor Corp.

      154,000    8,069,457
           
            26,062,899

NETHERLANDS—3.01%

            

ABN AMRO Holding NV

      111,440    3,047,920

Aegon NV

      71,400    1,220,622

ING Groep NV

      127,260    5,000,416

Koninklijke Philips Electronics NV NYS

      75,740    2,358,544

Unilever NV NYS

      101,640    2,291,982
           
            13,919,484

SOUTH KOREA—1.04%

            

Samsung Electronics Co. Ltd. GDR(2)

      15,260    4,795,455
           
            4,795,455

SPAIN—3.40%

            

Banco Bilbao Vizcaya Argentaria SA

      195,720    4,024,139

Banco Santander Central Hispano SA

      365,960    5,343,815

Repsol YPF SA

      57,960    1,659,335

Telefonica SA

      282,380    4,701,069
           
            15,728,358

SWEDEN—0.64%

            

Telefonaktiebolaget LM Ericsson AB ADR

      88,900    2,937,256
           
            2,937,256

SWITZERLAND—6.12%

            

Credit Suisse Group

      72,380    4,041,463

Nestle SA

      23,520    7,372,800

Novartis AG

      158,900    8,587,086

Swiss Reinsurance Co.

      19,418    1,354,505

UBS AG Registered

      63,140    6,906,743
           
            28,262,597

UNITED KINGDOM—15.22%

            

AstraZeneca PLC

      90,720    5,476,704

Barclays PLC(3)

      372,400    4,232,507

BP PLC

      1,183,840    13,805,247

Diageo PLC

      168,280    2,830,748

GlaxoSmithKline PLC

      336,560    9,405,742

HSBC Holdings PLC

      658,000    11,579,792

Reuters Group PLC

      85,960    612,101

Royal Dutch Shell PLC Class A ADR

      113,179    7,580,729

Royal Dutch Shell PLC Class B

      158,060    5,528,147

Standard Chartered PLC

      72,240    1,763,672

Vodafone Group PLC

      3,533,320    7,531,647
           
            70,347,036

UNITED STATES—47.61%

            

Altria Group Inc.

      121,100    8,892,373

American International Group Inc.

      150,640    8,895,292

Bristol-Myers Squibb Co.

      113,400    2,932,524

Chevron Corp.

      128,660    7,984,640

Citigroup Inc.

      289,240    13,952,938

Coca-Cola Co. (The)

      119,700    5,149,494

Colgate-Palmolive Co.

      30,240    1,811,376

Dell Inc.(1)

      136,360    3,328,548

Dow Chemical Co. (The)

      56,140    2,191,144

Du Pont (E.I.) de Nemours and Co.

      54,740    2,277,184

EMC Corp.(1)

      140,280    1,538,872

Exxon Mobil Corp.

      355,040    21,781,704

Ford Motor Co.

      107,240    743,173

General Electric Co.

      604,380    19,920,365

General Motors Corp.(4)

      31,500    938,385

Hewlett-Packard Co.

      162,120    5,135,962

Intel Corp.

      340,340    6,449,443

International Business Machines Corp.

      90,580    6,958,356

Johnson & Johnson

      173,180    10,376,946

JP Morgan Chase & Co.

      201,600    8,467,200

Kimberly-Clark Corp.

      27,020    1,667,134

Lucent Technologies Inc.(1)

      257,600    623,392

McDonald’s Corp.

      72,800    2,446,080

Merck & Co. Inc.

      126,280    4,600,380

Microsoft Corp.

      513,800    11,971,540

Morgan Stanley

      62,300    3,937,983

News Corp. Class A

      143,640    2,755,015

Nike Inc. Class B

      11,060    895,860

PepsiCo Inc.

      96,040    5,766,242

Pfizer Inc.

      427,560    10,034,833

Procter & Gamble Co.

      191,240    10,632,944

Texas Instruments Inc.

      92,960    2,815,758

3M Co.

      44,240    3,573,265

Time Warner Inc.

      268,100    4,638,130

Tyco International Ltd.

      117,740    3,237,850

United Technologies Corp.

      58,660    3,720,217

Wal-Mart Stores Inc.

      144,480    6,959,602
           
            220,002,144
           

TOTAL COMMON STOCKS

            

(Cost: $427,360,158)

           460,628,187

 

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.04%

              

CERTIFICATES OF DEPOSIT(5)—0.00%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 86    86

Fortis Bank NY

              

4.43%, 07/20/06

        214    214

Societe Generale

              

5.33%, 12/08/06

        858    858

Toronto-Dominion Bank

              

3.94%, 07/10/06

        429    429

Washington Mutual Bank

              

5.28%, 08/07/06

        429    429

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        686    686
             
              2,702

COMMERCIAL PAPER(5)—0.01%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(2)

      2,395    2,384

ASAP Funding Ltd.

            

5.21%, 08/08/06(2)

      412    410

Barton Capital Corp.

            

5.29%, 08/01/06(2)

      820    817

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(2)

      326    325

CC USA Inc.

            

5.03%, 10/24/06(2)

      172    169

Chariot Funding LLC

            

5.30%, 07/28/06(2)

      646    644

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(2)

      1,882    1,882

Curzon Funding LLC

            

5.30%, 07/31/06(2)

      858    854

Edison Asset Securitization LLC

            

5.22%, 12/11/06(2)

      633    618

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(2)

      1,816    1,810

Five Finance Inc.

            

5.19%, 12/01/06(2)

      386    378

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      86    84

Govco Inc.

            

5.22%, 08/03/06(2)

      858    854

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(2)

      292    287

Jupiter Securitization Corp.

            

5.29%, 07/27/06(2)

      215    214

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(2)

      789    787

Landale Funding LLC

            

5.30%, 08/15/06(2)

      944    938

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(2)

      1,328    1,319

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(2)

      867    864

Prudential Funding LLC

            

5.22%, 07/31/06

      429    427

Ranger Funding Co. LLC

            

5.24%, 07/20/06(2)

      858    856

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(2)

      1,005    1,005

Scaldis Capital LLC

            

5.30%, 07/25/06(2)

      536    535

Sydney Capital Corp.

            

5.10%, 07/07/06(2)

      939    938

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(2)

      1,049    1,046
           
            20,445

MEDIUM-TERM NOTES(5)—0.00%

            

Bank of America N.A.

            

5.28%, 04/20/07

      215    214

Dorada Finance Inc.

            

3.93%, 07/07/06(2)

      266    266

K2 USA LLC

            

3.94%, 07/07/06(2)

      515    515

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      858    859

Sigma Finance Inc.

              

5.13%, 03/30/07(2)

        300    300

US Bank N.A.

              

2.85%, 11/15/06

        172    170
             
              2,324

MONEY MARKET FUNDS—0.02%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(3)(6)

        92,809    92,809
             
              92,809

REPURCHASE AGREEMENTS(5)—0.00%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,717 (collateralized by non-U.S. Government debt securities, value $1,770, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,716    1,716

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $1,288 (collateralized by non-U.S. Government debt securities, value $1,418, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        1,287    1,287

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,717 (collateralized by non-U.S. Government debt securities, value $1,763, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        1,716    1,716

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,146 (collateralized by non-U.S. Government debt securities, value $2,401, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        2,145    2,145

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $515 (collateralized by non-U.S. Government debt securities, value $583, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        515    515

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $858 (collateralized by non-U.S. Government debt securities, value $876, 5.22% to 5.42%, 7/3/06).

        858    858

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,374 (collateralized by non-U.S. Government debt securities, value $1,443, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        1,373    1,373

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,717 (collateralized by non-U.S. Government debt securities, value $1,804, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        1,716    1,716

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $858 (collateralized by non-U.S. Government debt securities, value $885, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        858    858

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $858 (collateralized by non-U.S. Government debt securities, value $885, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      858    858

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $858 (collateralized by non-U.S. Government debt securities, value $903, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      858    858

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $300 (collateralized by non-U.S. Government debt securities, value $318, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      300    300

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $632 (collateralized by non-U.S. Government debt securities, value $636, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      601    601

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,717 (collateralized by non-U.S. Government debt securities, value $1,804, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,716    1,716
           
            16,517

TIME DEPOSITS(5)—0.00%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      858    858

KBC Bank NV

            

5.32%, 07/03/06

      2,574    2,574

Societe Generale

            

5.32%, 07/03/06

      2,145    2,145

UBS AG

            

5.25%-5.34%, 07/03/06

      2,474    2,474
           
            8,051

VARIABLE & FLOATING RATE NOTES(5)—0.01%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(2)

      2,197    2,197

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      644    643

American Express Centurion Bank

            

5.34%, 07/19/07

      944    945

American Express Credit Corp.

            

5.23%, 07/05/07

      257    258

ASIF Global Financing

            

5.17%, 05/03/07(2)

      86    86

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(2)

      558    558

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(2)

      1,459    1,458

BMW US Capital LLC

            

5.20%, 07/13/07(2)

      858    858

BNP Paribas

            

5.14%, 05/18/07(2)

      1,587    1,587

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(2)

      626    627

Commodore CDO Ltd.

            

5.38%, 06/12/07(2)

      215    214

Credit Agricole SA

            

5.31%, 07/23/07

      858    858

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(2)

      858    858

DEPFA Bank PLC

            

5.37%, 06/15/07

      858    858

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(2)

      987    987

Eli Lilly Services Inc.

            

5.08%, 06/29/07(2)

      858    858

Fifth Third Bancorp

            

5.28%, 06/22/07(2)

      1,716    1,716

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      257    257

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(2)

      644    643

General Electric Capital Corp.

            

5.25%, 04/09/07

      386    386

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      1,287    1,287

HBOS Treasury Services PLC

            

5.53%, 04/24/07(2)

      858    858

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      644    644

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(2)

      1,287    1,287

Leafs LLC

            

5.27%, 01/22/07-02/20/07(2)

      897    897

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      1,073    1,072

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(2)

      944    944

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(2)

      417    417

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      472    472

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(2)

      1,287    1,287

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(2)

      108    108

Mound Financing PLC

            

5.11%, 05/08/07(2)

      807    807

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(2)

      858    858

National City Bank of Indiana

            

5.17%, 05/21/07

      429    429

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(2)

      2,317    2,317

Newcastle Ltd.

            

5.34%, 04/24/07(2)

      302    302

Northern Rock PLC

            

5.17%, 05/03/07(2)

      1,030    1,030

Principal Life Global Funding I

            

5.63%, 02/08/07

      386    387

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(2)

      644    643

Sigma Finance Inc.

            

5.51%, 06/18/07(2)

      704    704

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(2)

      858    858

Strips III LLC

            

5.37%, 07/24/06(2)

      201    201

SunTrust Bank

              

5.08%, 05/01/07

      858      858

Tango Finance Corp.

              

5.12%-5.38%, 04/25/07-07/11/07(2)

      1,622      1,621

Union Hamilton Special Funding LLC

              

5.42%-5.49%, 09/28/06-12/21/06(2)

      1,201      1,201

US Bank N.A.

              

5.28%, 09/29/06

      386      386

Wachovia Asset Securitization Inc.

              

5.31%, 07/25/06(2)

      1,374      1,374

Wachovia Bank N.A.

              

5.36%, 05/22/07

      1,716      1,716

Wells Fargo & Co.

              

5.19%, 07/13/07(2)

      429      429

WhistleJacket Capital Ltd.

              

5.21%-5.35%, 07/28/06-06/13/07(2)

      772      772

White Pine Finance LLC

              

5.12%-5.28%, 08/25/06-05/22/07(2)

      849      845

Wind Master Trust

              

5.32%, 08/25/06-09/25/06(2)

      290      290
           
              44,153
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $187,001)

             187,001
           

TOTAL INVESTMENTS IN SECURITIES—99.72%

              

(Cost: $427,547,159)

             460,815,188

Other Assets, Less Liabilities—0.28%

             1,279,539
           

NET ASSETS—100.00%

           $ 462,094,727
           

 

ADR - American Depositary Receipts

GDR - Global Depositary Receipts

NYS - New York Registered Shares

 

(1)

Non-income earning security.

(2)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(3)

Affiliated issuer. See Note 2.

(4)

All or a portion of this security represents a security on loan. See Note 3.

(5)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL ENERGY SECTOR INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—98.48%

              

ARGENTINA—0.46%

              

Petrobras Energia Participaciones SA ADR(1)

      18,084    $ 202,541

Tenaris SA ADR

      78,114      3,162,836
           
              3,365,377

AUSTRALIA—0.70%

              

Origin Energy Ltd.

      198,306      1,084,359

Santos Ltd.

      110,814      996,184

Woodside Petroleum Ltd.

      93,564      3,058,588
           
              5,139,131

AUSTRIA—0.23%

              

OMV AG

      28,290      1,683,854
           
              1,683,854

CANADA—9.79%

              

Cameco Corp.

      98,394      3,934,521

Canadian Natural Resources Ltd.

      168,774      9,366,722

Enbridge Inc.

      95,220      2,908,572

EnCana Corp.

      255,714      13,515,753

Husky Energy Inc.

      51,632      3,252,709

Imperial Oil Ltd.

      90,127      3,304,900

Nexen Inc.

      67,620      3,824,564

Petro-Canada

      140,589      6,695,075

Suncor Energy Inc.

      170,430      13,844,660

Talisman Energy Inc.

      413,738      7,247,205

TransCanada Corp.

      123,786      3,545,170
           
              71,439,851

CHINA—1.00%

              

PetroChina Co. Ltd. ADR

      67,758      7,315,831
           
              7,315,831

FRANCE—6.82%

              

Total SA

      757,015      49,801,400
           
              49,801,400

HONG KONG—0.41%

              

CNOOC Ltd.

      3,726,000      2,974,276
           
              2,974,276

ITALY—3.25%

              

Eni SpA

      804,678      23,695,602
           
              23,695,602

JAPAN—0.54%

              

Nippon Oil Corp.

      337,000      2,464,524

TonenGeneral Sekiyu K.K.(2)

      141,000      1,450,518
           
              3,915,042

NORWAY—2.08%

            

Norsk Hydro ASA ADR

      358,524    9,576,176

Statoil ASA ADR

      195,242    5,568,302
           
            15,144,478

SPAIN—1.15%

            

Repsol YPF SA

      47,886    1,370,927

Repsol YPF SA ADR

      251,574    7,059,166
           
            8,430,093

UNITED KINGDOM—22.03%

            

BG Group PLC

      1,368,270    18,284,190

BP PLC

      6,345,102    73,992,853

Royal Dutch Shell PLC Class A

      1,178,244    39,661,826

Royal Dutch Shell PLC Class B

      823,446    28,800,016
           
            160,738,885

UNITED STATES—50.02%

            

Anadarko Petroleum Corp.

      148,548    7,084,254

Apache Corp.

      102,534    6,997,945

Baker Hughes Inc.

      105,156    8,607,019

BJ Services Co.

      100,602    3,748,431

Chesapeake Energy Corp.

      116,058    3,510,754

Chevron Corp.

      688,068    42,701,500

ConocoPhillips

      507,840    33,278,755

CONSOL Energy Inc.

      37,812    1,766,577

Devon Energy Corp.

      139,746    8,442,056

El Paso Corp.

      215,694    3,235,410

EOG Resources Inc.

      52,302    3,626,621

Exxon Mobil Corp.

      1,900,950    116,623,282

Halliburton Co.

      161,322    11,971,706

Hess Corp.

      100,050    5,287,642

Kerr-McGee Corp.

      65,136    4,517,182

Kinder Morgan Inc.

      29,670    2,963,736

Marathon Oil Corp.

      120,545    10,041,399

Murphy Oil Corp.

      48,990    2,736,581

Nabors Industries Ltd.(1)

      100,050    3,380,690

National Oilwell Varco Inc.(1)

      55,476    3,512,740

Noble Corp.

      44,298    3,296,657

Occidental Petroleum Corp.

      149,900    15,372,245

Rowan Companies Inc.

      33,120    1,178,741

Schlumberger Ltd.

      369,678    24,069,735

Sunoco Inc.

      26,132    1,810,686

Transocean Inc.(1)

      101,430    8,146,858

Valero Energy Corp.

      190,578    12,677,249

Weatherford International Ltd.(1)

      106,398    5,279,469

Williams Companies Inc.

      185,472    4,332,626

XTO Energy Inc.

      108,192    4,789,660
           
            364,988,206
           

TOTAL COMMON STOCKS

            

(Cost: $622,867,047)

           718,632,026

Security

      Shares
    Value

PREFERRED STOCKS—1.42%

            

BRAZIL—1.42%

            

Petroleo Brasileiro SA ADR

      129,720    10,356,845
           
            10,356,845
           

TOTAL PREFERRED STOCKS

            

(Cost: $6,815,452)

           10,356,845

 

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.13%

              

CERTIFICATES OF DEPOSIT(3)—0.00%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 590    590

Fortis Bank NY

              

4.43%, 07/20/06

        1,475    1,475

Societe Generale

              

5.33%, 12/08/06

        5,903    5,903

Toronto-Dominion Bank

              

3.94%, 07/10/06

        2,951    2,951

Washington Mutual Bank

              

5.28%, 08/07/06

        2,951    2,951

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        4,722    4,722
             
              18,592

COMMERCIAL PAPER(3)—0.02%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        16,479    16,382

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        2,833    2,819

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        5,642    5,618

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        2,243    2,238

CC USA Inc.

              

5.03%, 10/24/06(4)

        1,181    1,162

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        4,447    4,431

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        12,949    12,945

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        5,903    5,878

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        4,355    4,253

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        12,495    12,451

Five Finance Inc.

              

5.19%, 12/01/06(4)

        2,656    2,598

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        590    576

Govco Inc.

              

5.22%, 08/03/06(4)

        5,903    5,876

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        2,007    1,976

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        1,476    1,470

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        5,429    5,416

Landale Funding LLC

              

5.30%, 08/15/06(4)

        6,493    6,452

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        9,139    9,070

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        5,962    5,945

Prudential Funding LLC

              

5.22%, 07/31/06

        2,951    2,939

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        5,903    5,888

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        6,916    6,912

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        3,690    3,678

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        6,457    6,453

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        7,215    7,197
             
              140,623

MEDIUM-TERM NOTES(3)—0.00%

              

Bank of America N.A.

              

5.28%, 04/20/07

        1,476    1,476

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        1,830    1,830

K2 USA LLC

              

3.94%, 07/07/06(4)

        3,542    3,542

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        5,903    5,912

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        2,066    2,066

US Bank N.A.

              

2.85%, 11/15/06

        1,181    1,173
             
              15,999

MONEY MARKET FUNDS—0.04%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        297,096    297,096
             
              297,096

REPURCHASE AGREEMENTS(3)—0.02%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $11,811 (collateralized by non-U.S. Government debt securities, value $12,177, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 11,806    11,806

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $8,858 (collateralized by non-U.S. Government debt securities, value $9,753, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        8,854    8,854

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $11,811 (collateralized by non-U.S. Government debt securities, value $12,126, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        11,806    11,806

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $14,764 (collateralized by non-U.S. Government debt securities, value $16,515, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      14,757    14,757

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $3,544 (collateralized by non-U.S. Government debt securities, value $4,009, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      3,542    3,542

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,906 (collateralized by non-U.S. Government debt securities, value $6,029, 5.22% to 5.42%, 7/3/06).

      5,903    5,903

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $9,449 (collateralized by non-U.S. Government debt securities, value $9,930, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      9,445    9,445

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $11,811 (collateralized by non-U.S. Government debt securities, value $12,413, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      11,806    11,806

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,906 (collateralized by non-U.S. Government debt securities, value $6,088, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      5,903    5,903

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,906 (collateralized by non-U.S. Government debt securities, value $6,089, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      5,903    5,903

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,906 (collateralized by non-U.S. Government debt securities, value $6,212, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      5,903    5,903

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $2,067 (collateralized by non-U.S. Government debt securities, value $2,187, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      2,066    2,066

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $4,346 (collateralized by non-U.S. Government debt securities, value $4,374, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      4,132    4,132

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $11,811 (collateralized by non-U.S. Government debt securities, value $12,413, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      11,806    11,806
           
            113,632

TIME DEPOSITS(3)—0.01%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      5,903    5,903

KBC Bank NV

            

5.32%, 07/03/06

      17,708    17,708

Societe Generale

            

5.32%, 07/03/06

      14,757    14,757

UBS AG

            

5.25%-5.34%, 07/03/06

      17,018    17,018
           
            55,386

VARIABLE & FLOATING RATE NOTES(3)—0.04%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      15,111    15,115

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      4,427    4,427

American Express Centurion Bank

            

5.34%, 07/19/07

      6,493    6,501

American Express Credit Corp.

            

5.23%, 07/05/07

      1,771    1,772

ASIF Global Financing

            

5.17%, 05/03/07(4)

      590    591

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      3,837    3,837

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      10,035    10,035

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      5,903    5,903

BNP Paribas

            

5.14%, 05/18/07(4)

      10,920    10,920

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      4,309    4,309

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      1,476    1,476

Credit Agricole SA

            

5.31%, 07/23/07

      5,903    5,903

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      5,903    5,903

DEPFA Bank PLC

            

5.37%, 06/15/07

      5,903    5,903

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      6,788    6,789

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      5,903    5,903

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      11,806    11,806

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      1,771    1,771

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      4,427    4,427

General Electric Capital Corp.

            

5.25%, 04/09/07

      2,656    2,658

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      8,854    8,856

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      5,903    5,903

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      4,427    4,427

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      8,854    8,854

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      6,169    6,168

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      7,379    7,376

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      6,493    6,492

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      2,869    2,869

Marshall & Ilsley Bank

                

5.18%, 07/13/07

      3,247      3,247  

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(4)

      8,854      8,854  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(4)

      744      744  

Mound Financing PLC

                

5.11%, 05/08/07(4)

      5,549      5,549  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      5,903      5,902  

National City Bank of Indiana

                

5.17%, 05/21/07

      2,951      2,952  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      15,938      15,938  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      2,081      2,080  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      7,083      7,084  

Principal Life Global Funding I

                

5.63%, 02/08/07

      2,656      2,664  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      4,427      4,427  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      4,840      4,840  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      5,903      5,903  

Strips III LLC

                

5.37%, 07/24/06(4)

      1,380      1,380  

SunTrust Bank

                

5.08%, 05/01/07

      5,903      5,903  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      11,156      11,156  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      8,264      8,264  

US Bank N.A.

                

5.28%, 09/29/06

      2,656      2,656  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      9,449      9,449  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      11,806      11,806  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      2,951      2,952  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      5,313      5,312  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      5,838      5,819  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      1,994      1,993  
           
              303,768  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $945,096)

             945,096  
           

TOTAL INVESTMENTS IN SECURITIES—100.03%

                

(Cost: $630,627,595)

             729,933,967  

Other Assets, Less Liabilities—(0.03)%

             (244,071 )
           

NET ASSETS—100.00%

          $ 729,689,896  
           

ADR - American Depositary Receipts

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL FINANCIALS SECTOR INDEX FUND

June

30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.69%

              

AUSTRALIA—4.59%

              

AMP Ltd.

      55,083    $ 373,635

Australia & New Zealand Banking Group Ltd.

      53,796      1,062,742

AXA Asia Pacific Holdings Ltd.

      36,980      172,264

Commonwealth Bank of Australia

      37,238      1,228,646

GPT Group

      62,909      202,844

Insurance Australia Group Ltd.

      51,514      204,757

Lend Lease Corp. Ltd.

      13,502      140,338

Macquarie Bank Ltd.

      6,754      346,234

Mirvac Group

      28,208      91,164

National Australia Bank Ltd.

      45,537      1,189,523

Promina Group Ltd.

      25,499      106,468

QBE Insurance Group Ltd.

      22,876      348,412

St. George Bank Ltd.

      16,039      349,501

Stockland Trust Group

      37,023      193,094

Suncorp-Metway Ltd.

      16,254      233,669

Westfield Group

      46,053      592,947

Westpac Banking Corp.

      52,890      914,779
           
              7,751,017

AUSTRIA—0.14%

              

Erste Bank der Oesterreichischen Sparkassen AG

      4,257      239,501
           
              239,501

BELGIUM—1.47%

              

Dexia Group

      22,833      548,874

Fortis

      31,516      1,072,731

Groupe Bruxelles Lambert SA

      2,236      234,157

KBC Groupe SA

      5,865      629,190
           
              2,484,952

BRAZIL—0.64%

              

Banco Bradesco SA ADR

      14,362      446,515

Banco Itau Holding Financiera SA ADR

      15,050      438,858

Unibanco - Uniao de Bancos Brasileiros SA GDR

      2,838      188,415
           
              1,073,788

CANADA—4.56%

              

Bank of Montreal

      14,061      759,377

Bank of Nova Scotia

      28,036      1,114,785

Brascan Corp. Class A

      8,514      343,439

Canadian Imperial Bank of Commerce

      9,503      638,404

Manulife Financial Corp.

      43,524      1,384,267

National Bank of Canada

      4,945      253,453

Royal Bank of Canada

      36,550      1,489,476

Sun Life Financial Inc.

      16,856      672,209

Toronto-Dominion Bank

      20,339      1,036,610
           
              7,692,020

CHILE—0.13%

            

Banco de Chile ADR

      2,774    106,383

Banco Santander Chile SA ADR

      2,582    104,158
           
            210,541

CHINA—0.21%

            

China Construction Bank Class H

      774,000    353,766
           
            353,766

DENMARK—0.28%

            

Danske Bank A/S

      12,427    472,902
           
            472,902

FINLAND—0.08%

            

Sampo OYJ Class A

      7,310    139,456
           
            139,456

FRANCE—3.59%

            

Assurances Generales de France

      2,124    250,537

AXA

      44,032    1,444,697

BNP Paribas

      22,952    2,196,666

Credit Agricole SA

      18,782    714,464

Societe Generale Class A

      9,848    1,448,097
           
            6,054,461

GERMANY—3.25%

            

Allianz AG

      11,696    1,847,253

Commerzbank AG

      15,050    547,290

Deutsche Bank AG

      14,448    1,625,706

Deutsche Boerse AG

      3,139    427,457

Hypo Real Estate Holding AG

      3,784    229,776

MLP AG(1)

      2,666    54,917

Muenchener Rueckversicherungs-Gesellschaft AG

      5,461    745,823
           
            5,478,222

GREECE—0.24%

            

National Bank of Greece SA ADR

      50,998    407,984
           
            407,984

HONG KONG—1.01%

            

BOC Hong Kong Holdings Ltd.

      129,000    252,453

Cheung Kong (Holdings) Ltd.

      43,000    465,875

Hang Seng Bank Ltd.

      25,800    327,192

Sun Hung Kai Properties Ltd.

      43,000    438,470

Swire Pacific Ltd. Class A

      21,500    221,865
           
            1,705,855

IRELAND—0.82%

            

Allied Irish Banks PLC

      24,682    594,899

Anglo Irish Bank Corp. PLC

      18,318    285,752

Bank of Ireland

      28,466    507,753
           
            1,388,404

ITALY—3.64%

            

Alleanza Assicurazioni SpA

      21,457    243,083

Assicurazioni Generali SpA

      30,840    1,123,068

Banca Fideuram SpA

      14,663    85,307

Banca Intesa SpA

      103,992    609,000

Banca Monte dei Paschi di Siena SpA(1)

      31,289    188,036

Banche Popolari Unite Scrl

      9,891    255,851

Banco Popolare di Verona e Novara Scrl

      11,051    296,031

Capitalia SpA

      45,394    372,346

Mediobanca SpA

      10,234    200,342

Mediolanum SpA(1)

      11,309    79,387

RAS Holding SpA

      2,580    64,131

Sanpaolo IMI SpA

      30,014    530,759

UniCredito Italiano SpA German

      268,535    2,101,377
           
            6,148,718

JAPAN—9.42%

            

Acom Co. Ltd.

      3,440    186,873

Credit Saison Co. Ltd.

      4,300    203,875

Daiwa Securities Group Inc.

      43,000    513,073

Millea Holdings Inc.

      43    801,207

Mitsubishi Estate Co. Ltd.

      42,000    892,796

Mitsubishi UFJ Financial Group

      266    3,723,046

Mitsui Fudosan Co. Ltd.

      33,000    717,360

Mitsui Sumitomo Insurance Co. Ltd.

      43,000    540,533

Mizuho Financial Group Inc.

      286    2,424,301

Nikko Cordial Corp.

      21,500    275,344

Nomura Holdings Inc.

      55,900    1,048,904

ORIX Corp.

      1,770    432,765

Promise Co. Ltd.

      2,150    124,695

Shinsei Bank Ltd.

      43,000    272,711

Sompo Japan Insurance Inc.

      38,000    531,864

Sumitomo Mitsui Financial Group Inc.

      172    1,820,584

Sumitomo Realty & Development Co. Ltd.

      10,000    246,687

Sumitomo Trust & Banking Co. Ltd. (The)

      43,000    470,192

T&D Holdings Inc.

      6,450    521,913

Takefuji Corp.

      2,580    153,922
           
            15,902,645

NETHERLANDS—2.56%

            

ABN AMRO Holding NV

      52,761    1,443,030

Aegon NV

      33,110    566,034

ING Groep NV

      59,039    2,319,814
           
            4,328,878

NORWAY—0.07%

            

DNB NOR ASA

      10,062    124,914
           
            124,914

PORTUGAL—0.17%

            

Banco Comercial Portugues SA Class R

      83,549    237,162

Banco Espirito Santo SA

      4,042    54,474
           
            291,636

SINGAPORE—0.65%

            

DBS Group Holdings Ltd.

      43,000    492,174

Oversea-Chinese Banking Corp.

      43,000    179,467

United Overseas Bank Ltd.

      43,000    424,195
           
            1,095,836

SOUTH KOREA—0.71%

            

Kookmin Bank ADR(2)

      14,362    1,192,908
           
            1,192,908

SPAIN—3.24%

            

Banco Bilbao Vizcaya Argentaria SA

      97,266    1,999,856

Banco Popular Espanol SA

      32,207    479,764

Banco Sabadell SA

      6,063    212,030

Banco Santander Central Hispano SA

      179,009    2,613,922

Bankinter SA

      2,537    163,494
           
            5,469,066

SWEDEN—1.19%

            

ForeningsSparbanken AB

      13,029    341,847

Investor AB Class B

      10,062    184,382

Nordea AB

      64,113    765,427

Skandinaviska Enskilda Banken AB Class A

      13,717    326,575

Svenska Handelsbanken AB Class A

      15,437    397,527
           
            2,015,758

SWITZERLAND—4.17%

            

Baloise Holding Registered

      1,674    128,386

Credit Suisse Group

      33,798    1,887,170

Julius Baer Holding AG

      1,892    164,025

Swiss Life Holding

      980    229,200

Swiss Reinsurance Co.

      9,331    650,885

UBS AG Registered

      28,466    3,113,832

Zurich Financial Services AG(2)

      3,999    874,883
           
            7,048,381

UNITED KINGDOM—12.15%

            

Alliance & Leicester PLC

      10,621    229,050

AMVESCAP PLC

      26,617    243,809

Aviva PLC

      67,037    949,130

Barclays PLC(3)

      182,492    2,074,110

British Land Co. PLC

      15,308    357,592

Friends Provident PLC

      57,835    191,207

Hammerson PLC

      8,987    196,803

HBOS PLC

      108,489    1,886,165

HSBC Holdings PLC

      315,448    5,551,402

Land Securities Group PLC

      13,591    450,962

Legal & General Group PLC

      176,472    418,600

Lloyds TSB Group PLC

      158,068    1,553,865

Man Group PLC

      8,960    422,254

Northern Rock PLC

      11,223    207,575

Old Mutual PLC

      141,556    427,413

Provident Financial PLC

      7,783    88,530

Prudential Corp. PLC

      67,338    760,970

Royal & Sun Alliance Insurance Group PLC

      86,129    214,258

Royal Bank of Scotland Group PLC

      90,472    2,975,172

Schroders PLC

      4,945    92,375

Slough Estates PLC

      12,986    146,872

Standard Chartered PLC

      33,841    826,196

3i Group PLC

      15,394    256,675
           
            20,520,985

UNITED STATES—40.71%

            

ACE Ltd.

      8,127    411,145

AFLAC Inc.

      14,319    663,686

Allstate Corp. (The)

      18,576    1,016,664

Ambac Financial Group Inc.

      3,311    268,522

American Express Co.

      33,540    1,784,999

American International Group Inc.

      69,445    4,100,727

Ameriprise Financial Inc.

      6,708    299,646

AmSouth Bancorp

      10,234    270,689

AON Corp.

      8,876    309,062

Apartment Investment & Management Co. Class A

      3,268    141,995

Archstone-Smith Trust

      5,160    262,489

Bank of America Corp.

      131,673    6,333,471

Bank of New York Co. Inc. (The)

      22,790    733,838

BB&T Corp.

      15,738    654,543

Bear Stearns Companies Inc. (The)

      3,268    457,781

Capital One Financial Corp.

      8,342    712,824

Chubb Corp.

      10,664    532,134

Cincinnati Financial Corp.

      5,220    245,392

CIT Group Inc.

      6,020    314,786

Citigroup Inc.

      140,438    6,774,729

Comerica Inc.

      5,203    270,504

Commerce Bancorp Inc.

      3,268    116,570

Compass Bancshares Inc.

      3,526    196,046

Countrywide Financial Corp.

      17,028    648,426

E*TRADE Financial Corp.(2)

      10,879    248,259

Equity Office Properties Trust

      12,040    439,580

Equity Residential

      7,525    336,593

Federal Home Loan Mortgage Corp.

      18,189    1,036,955

Federal National Mortgage Association

      26,273    1,263,731

Federated Investors Inc. Class B

      2,838    89,397

Fifth Third Bancorp

      13,846    511,610

First Horizon National Corp.

      4,859    195,332

Franklin Resources Inc.

      4,343    377,016

Genworth Financial Inc. Class A

      10,320    359,549

Golden West Financial Corp.

      7,869    583,880

Goldman Sachs Group Inc. (The)

      12,427    1,869,394

Hartford Financial Services Group Inc. (The)

      8,385    709,371

Huntington Bancshares Inc.

      6,665    157,161

Janus Capital Group Inc.

      5,934    106,219

JP Morgan Chase & Co.

      98,126    4,121,292

KeyCorp

      12,083    431,121

Legg Mason Inc.

      3,397    338,069

Lehman Brothers Holdings Inc.

      15,050    980,507

Lincoln National Corp.

      7,386    416,866

Loews Corp.

      11,868    420,721

M&T Bank Corp.

      2,924    344,798

Marsh & McLennan Companies Inc.

      14,968    402,490

Marshall & Ilsley Corp.

      5,977    273,388

MBIA Inc.

      4,042    236,659

Mellon Financial Corp.

      11,567    398,252

Merrill Lynch & Co. Inc.

      24,288    1,689,473

MetLife Inc.

      20,855    1,067,985

MGIC Investment Corp.

      2,795    181,675

Moody’s Corp.

      6,923    377,027

Morgan Stanley

      30,616    1,935,237

National City Corp.

      17,114    619,356

North Fork Bancorp Inc.

      14,362    433,302

Northern Trust Corp.

      5,762    318,639

Plum Creek Timber Co. Inc.

      5,676    201,498

PNC Financial Services Group

      8,127    570,272

Principal Financial Group Inc.

      7,826    435,517

Progressive Corp. (The)

      16,684    428,946

ProLogis

      5,246    273,422

Prudential Financial Inc.

      12,642    982,283

Public Storage Inc.

      2,107    159,921

Regions Financial Corp.

      13,158    435,793

Rowe (T.) Price Group Inc.

      7,396    279,643

SAFECO Corp.

      3,827    215,651

Schwab (Charles) Corp. (The)

      30,745    491,305

Simon Property Group Inc.

      4,902    406,572

SLM Corp.

      12,212    646,259

Sovereign Bancorp Inc.

      11,425    232,040

St. Paul Travelers Companies Inc.

      19,479    868,374

State Street Corp.

      9,589    557,025

SunTrust Banks Inc.

      9,718    741,095

Synovus Financial Corp.

      9,374    251,036

Torchmark Corp.

      3,182    193,211

U.S. Bancorp

      52,589    1,623,948

UNUMProvident Corp.

      8,944    162,155

Vornado Realty Trust

      3,397    331,377

Wachovia Corp.

      44,505    2,406,830

Washington Mutual Inc.

      28,294    1,289,641

Wells Fargo & Co.

      48,031    3,221,919

XL Capital Ltd. Class A

      5,074    311,036

Zions Bancorporation

      2,838    221,194
           
            68,729,535
           

TOTAL COMMON STOCKS

            

(Cost: $149,742,459)

           168,322,129

 

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.07%

              

CERTIFICATES OF DEPOSIT(4)—0.00%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 67    67

Fortis Bank NY

              

4.43%, 07/20/06

        168    168

Societe Generale

              

5.33%, 12/08/06

        673    673

Toronto-Dominion Bank

              

3.94%, 07/10/06

        337    337

Washington Mutual Bank

              

5.28%, 08/07/06

        337    337

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        539    539
             
              2,121

COMMERCIAL PAPER(4)—0.01%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(5)

        1,880    1,872

ASAP Funding Ltd.

              

5.21%, 08/08/06(5)

        323    322

Barton Capital Corp.

              

5.29%, 08/01/06(5)

        644    641

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(5)

        256    255

CC USA Inc.

              

5.03%, 10/24/06(5)

        135    133

Chariot Funding LLC

              

5.30%, 07/28/06(5)

        507    505

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(5)

        1,477    1,477

Curzon Funding LLC

              

5.30%, 07/31/06(5)

        673    671

Edison Asset Securitization LLC

              

5.22%, 12/11/06(5)

        497    485

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(5)

        1,425    1,420

Five Finance Inc.

              

5.19%, 12/01/06(5)

        303    296

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        67    66

Govco Inc.

              

5.22%, 08/03/06(5)

        673    670

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(5)

        229    226

Jupiter Securitization Corp.

              

5.29%, 07/27/06(5)

        168    168

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(5)

        619    618

Landale Funding LLC

              

5.30%, 08/15/06(5)

        741    736

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(5)

        1,042    1,035

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(5)

        680    678

Prudential Funding LLC

              

5.22%, 07/31/06

        337    335

Ranger Funding Co. LLC

              

5.24%, 07/20/06(5)

        673    672

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(5)

        789    788

Scaldis Capital LLC

              

5.30%, 07/25/06(5)

        421    420

Sydney Capital Corp.

              

5.10%, 07/07/06(5)

        737    736

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(5)

        823    821
             
              16,046

MEDIUM-TERM NOTES(4)—0.00%

              

Bank of America N.A.

              

5.28%, 04/20/07

        168    168

Dorada Finance Inc.

              

3.93%, 07/07/06(5)

        209    209

K2 USA LLC

              

3.94%, 07/07/06(5)

        404    404

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        673    674

Sigma Finance Inc.

              

5.13%, 03/30/07(5)

        236    236

US Bank N.A.

              

2.85%, 11/15/06

        135    134
             
              1,825

MONEY MARKET FUNDS—0.03%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(3)(6)

        43,032    43,032
             
              43,032

REPURCHASE AGREEMENTS(4)—0.01%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,348 (collateralized by non-U.S. Government debt securities, value $1,389, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,347    1,347

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $1,010 (collateralized by non-U.S. Government debt securities, value $1,113, 2.12% to 6.47%, 11/25/34 to 12/25/42).

      1,010    1,010

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,348 (collateralized by non-U.S. Government debt securities, value $1,383, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      1,347    1,347

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,684 (collateralized by non-U.S. Government debt securities, value $1,884, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      1,683    1,683

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $404 (collateralized by non-U.S. Government debt securities, value $457, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      404    404

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $673 (collateralized by non-U.S. Government debt securities, value $688, 5.22% to 5.42%, 7/3/06).

      673    673

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,077 (collateralized by non-U.S. Government debt securities, value $1,133, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      1,077    1,077

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,348 (collateralized by non-U.S. Government debt securities, value $1,416, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      1,347    1,347

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $673 (collateralized by non-U.S. Government debt securities, value $694, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      673    673

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $673 (collateralized by non-U.S. Government debt securities, value $694, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      673    673

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $673 (collateralized by non-U.S. Government debt securities, value $709, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      673    673

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $236 (collateralized by non-U.S. Government debt securities, value $249, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      236    236

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $495 (collateralized by non-U.S. Government debt securities, value $499, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      471    471

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,348 (collateralized by non-U.S. Government debt securities, value $1,416, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,347    1,347
           
            12,961

TIME DEPOSITS(4)—0.00%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      673    673

KBC Bank NV

            

5.32%, 07/03/06

      2,020    2,020

Societe Generale

            

5.32%, 07/03/06

      1,683    1,683

UBS AG

            

5.25%-5.34%, 07/03/06

      1,942    1,942
           
            6,318

VARIABLE & FLOATING RATE NOTES(4)—0.02%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(5)

      1,724    1,723

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      505    505

American Express Centurion Bank

            

5.34%, 07/19/07

      741    742

American Express Credit Corp.

            

5.23%, 07/05/07

      202    202

ASIF Global Financing

            

5.17%, 05/03/07(5)

      67    67

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(5)

      438    438

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(5)

      1,145    1,144

BMW US Capital LLC

            

5.20%, 07/13/07(5)

      673    673

BNP Paribas

            

5.14%, 05/18/07(5)

      1,246    1,246

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(5)

      492    491

Commodore CDO Ltd.

            

5.38%, 06/12/07(5)

      168    168

Credit Agricole SA

            

5.31%, 07/23/07

      673    673

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(5)

      673    673

DEPFA Bank PLC

            

5.37%, 06/15/07

      673    673

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(5)

      774    774

Eli Lilly Services Inc.

            

5.08%, 06/29/07(5)

      673    673

Fifth Third Bancorp

            

5.28%, 06/22/07(5)

      1,347    1,347

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      202    202

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(5)

      505    505

General Electric Capital Corp.

            

5.25%, 04/09/07

      303    303

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      1,010    1,010

HBOS Treasury Services PLC

            

5.53%, 04/24/07(5)

      673    673

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      505    505

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(5)

      1,010    1,010

Leafs LLC

            

5.27%, 01/22/07 - 02/20/07(5)

      704    703

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      842    841

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(5)

      741    741

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(5)

      327    327

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      370    370

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(5)

      1,010    1,010

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(5)

      85    85

Mound Financing PLC

            

5.11%, 05/08/07(5)

      633    633

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(5)

      673    673

National City Bank of Indiana

            

5.17%, 05/21/07

      337    337

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(5)

      1,818    1,818

Newcastle Ltd.

            

5.34%, 04/24/07(5)

      237    237

Northern Rock PLC

            

5.17%, 05/03/07(5)

      808    808

Principal Life Global Funding I

            

5.63%, 02/08/07

      303    304

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(5)

      505    505

Sigma Finance Inc.

            

5.51%, 06/18/07(5)

      552    552

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(5)

      673    673

Strips III LLC

            

5.37%, 07/24/06(5)

      157    157

SunTrust Bank

            

5.08%, 05/01/07

      673    673

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(5)

      1,273    1,273

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(5)

      943    942

US Bank N.A.

            

5.28%, 09/29/06

      303    303

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(5)

      1,078    1,078

Wachovia Bank N.A.

            

5.36%, 05/22/07

      1,347    1,347

Wells Fargo & Co.

            

5.19%, 07/13/07(5)

      337    337

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(5)

      606    606

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(5)

      666    663

Wind Master Trust

              

5.32%, 08/25/06-09/25/06(5)

      227      228
           
              34,644
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $116,947)

             116,947
           

TOTAL INVESTMENTS IN SECURITIES—99.76%

              

(Cost: $149,859,406)

             168,439,076

Other Assets, Less Liabilities—0.24%

             398,565
           

NET ASSETS—100.00%

          $ 168,837,641
           

 

ADR - American Depositary Receipts

GDR - Global Depositary Receipts

 

(1)

All or a portion of this security represents a security on loan. See Note 3.

(2)

Non-income earning security.

(3)

Affiliated issuer. See Note 2.

(4)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(5)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL HEALTHCARE SECTOR INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.79%

              

AUSTRALIA—0.33%

              

CSL Ltd.

      43,581    $ 1,740,345
           
              1,740,345

BELGIUM—0.20%

              

UCB SA

      19,303      1,044,039
           
              1,044,039

CANADA—0.29%

              

Biovail Corp.

      38,009      890,670

MDS Inc.

      34,626      633,612
           
              1,524,282

DENMARK—0.66%

              

Novo Nordisk A/S Class B

      53,730      3,421,589
           
              3,421,589

FRANCE—4.77%

              

Essilor International SA

      23,084      2,322,937

Sanofi-Aventis

      231,402      22,575,809
           
              24,898,746

GERMANY—0.48%

              

Altana AG

      16,119      897,796

Fresenius Medical Care AG & Co. KGaA

      14,129      1,623,776
           
              2,521,572

IRELAND—0.32%

              

Elan Corp. PLC(1)

      100,296      1,667,165
           
              1,667,165

JAPAN—4.80%

              

Astellas Pharma Inc.

      120,035      4,410,156

Daiichi Sanyko Co. Ltd.

      164,993      4,546,455

Eisai Co. Ltd.

      59,700      2,689,542

Taisho Pharmaceutical Co. Ltd.

      34,000      667,716

Takeda Pharmaceutical Co. Ltd.

      183,300      11,416,665

Terumo Corp.

      39,800      1,329,974
           
              25,060,508

SWITZERLAND—12.25%

              

Novartis AG

      641,775      34,682,045

Roche Holding AG Bearer

      6,116      1,075,917

Roche Holding AG Genusschein

      164,573      27,151,186

Serono SA

      1,608      1,108,536
           
              64,017,684

UNITED KINGDOM—12.20%

            

AstraZeneca PLC

      369,344    22,297,043

GlaxoSmithKline PLC

      1,362,951    38,089,983

Shire PLC

      115,022    1,678,510

Smith & Nephew PLC

      220,094    1,695,467
           
            63,761,003

UNITED STATES—63.49%

            

Abbott Laboratories

      362,578    15,812,027

Aetna Inc.

      132,733    5,300,029

Allergan Inc.

      34,825    3,735,329

AmerisourceBergen Corp.

      50,148    2,102,204

Amgen Inc.(1)

      274,222    17,887,501

Applera Corp.-Applied Biosystems Group

      44,576    1,442,034

Bard (C.R.) Inc.

      25,273    1,851,500

Barr Pharmaceuticals Inc.(1)

      24,278    1,157,818

Baxter International Inc.

      151,240    5,559,582

Becton, Dickinson & Co.

      59,899    3,661,626

Biogen Idec Inc.(1)

      80,396    3,724,747

Biomet Inc.

      63,282    1,980,094

Boston Scientific Corp.(1)

      284,371    4,788,808

Bristol-Myers Squibb Co.

      458,098    11,846,414

Cardinal Health Inc.

      99,699    6,413,637

Caremark Rx Inc.

      106,067    5,289,561

CIGNA Corp.

      28,855    2,842,506

Coventry Health Care Inc.(1)

      37,014    2,033,549

Express Scripts Inc.(1)

      34,029    2,441,240

Fisher Scientific International Inc.(1)

      28,656    2,093,321

Forest Laboratories Inc.(1)

      78,008    3,018,130

Genzyme Corp.(1)

      60,496    3,693,281

Gilead Sciences Inc.(1)

      107,858    6,380,879

HCA Inc.

      97,510    4,207,556

Health Management Associates Inc. Class A

      57,113    1,125,697

Hospira Inc.(1)

      37,412    1,606,471

Humana Inc.(1)

      37,611    2,019,711

IMS Health Inc.

      54,327    1,458,680

Johnson & Johnson

      697,097    41,770,052

King Pharmaceuticals Inc.(1)

      58,506    994,602

Laboratory Corp. of America Holdings(1)

      30,447    1,894,717

Lilly (Eli) & Co.

      264,471    14,617,312

Manor Care Inc.

      19,104    896,360

McKesson Corp.

      70,844    3,349,504

Medco Health Solutions Inc.(1)

      70,844    4,057,944

MedImmune Inc.(1)

      58,904    1,596,298

Medtronic Inc.

      283,376    13,296,002

Merck & Co. Inc.

      512,027    18,653,144

Millipore Corp.(1)

      12,139    764,636

Mylan Laboratories Inc.

      51,342    1,026,840

Patterson Companies Inc.(1)

      33,432    1,167,780

PerkinElmer Inc.

      30,646    640,501

Pfizer Inc.

      1,723,738    40,456,131

Quest Diagnostics Inc.

      39,601    2,372,892

Schering-Plough Corp.

      345,265    6,570,393

St. Jude Medical Inc.(1)

      84,376    2,735,470

Stryker Corp.

      71,839    3,025,140

Tenet Healthcare Corp.(1)

      109,649    765,350

Thermo Electron Corp.(1)

      37,213    1,348,599

UnitedHealth Group Inc.

      316,211    14,159,929

Waters Corp.(1)

      24,079    1,069,108

Watson Pharmaceuticals Inc.(1)

      25,273    588,355

WellPoint Inc.(1)

      153,827    11,193,991

Wyeth

      313,823    13,936,879

Zimmer Holdings Inc.(1)

      58,108    3,295,886
           
            331,717,747
           

TOTAL COMMON STOCKS

            

(Cost: $494,949,265)

           521,374,680

Security

      Shares
    Value

SHORT-TERM INVESTMENTS—0.03%

              

MONEY MARKET FUNDS—0.03%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(2)(3)

      150,213      150,213
           
              150,213
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $150,213)

             150,213
           

TOTAL INVESTMENTS IN SECURITIES—99.82%

              

(Cost: $495,099,478)

             521,524,893

Other Assets, Less Liabilities—0.18%

             918,277
           

NET ASSETS—100.00%

           $ 522,443,170
           

 

(1)

Non-income earning security.

(2)

Affiliated issuer. See Note 2.

(3)

The rate quoted is the annualized seven-day yield of the fund at period end.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL TECHNOLOGY SECTOR INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.76%

              

CANADA—1.30%

              

ATI Technologies Inc.(1)

      11,718    $ 170,907

Celestica Inc.(1)

      8,526      81,036

Cognos Inc.(1)

      4,830      136,418

Nortel Networks Corp.(1)

      191,604      427,280

Research in Motion Ltd.(1)

      8,316      581,769
           
              1,397,410

FINLAND—3.38%

              

Nokia OYJ

      177,450      3,621,267
           
              3,621,267

FRANCE—1.22%

              

Alcatel SA(1)

      63,378      803,900

Cap Gemini SA

      5,744      327,788

Dassault Systemes SA

      3,192      171,013
           
              1,302,701

GERMANY—2.18%

              

Infineon Technologies AG(1)

      33,306      370,930

SAP AG

      9,324      1,967,152
           
              2,338,082

JAPAN—10.88%

              

Advantest Corp.

      4,200      428,395

Canon Inc.

      50,400      2,473,376

Fujitsu Ltd.

      84,000      651,778

Hirose Electric Co. Ltd.

      600      72,956

Hitachi Ltd.

      168,000      1,111,035

Hoya Corp.

      16,800      598,137

Keyence Corp.

      1,000      255,609

Konica Minolta Holdings Inc.(1)

      21,000      265,451

Kyocera Corp.

      8,400      651,043

Murata Manufacturing Co. Ltd.

      8,400      545,965

NEC Corp.

      84,000      448,235

Nintendo Co. Ltd.

      4,600      772,602

NTT Data Corp.

      42      181,866

Ricoh Corp. Ltd.

      36,000      706,994

Rohm Co. Ltd.

      4,200      375,856

TDK Corp.

      4,600      350,085

Tokyo Electron Ltd.

      8,400      587,849

Toshiba Corp.

      126,000      823,357

Yahoo! Japan Corp.

      672      356,237
           
              11,656,826

NETHERLANDS—0.88%

              

ASML Holding NV(1)

      22,596      457,655

STMicroelectronics NV

      29,988      482,753
           
              940,408

SOUTH KOREA—3.45%

            

Samsung Electronics Co. Ltd. GDR(2)

      11,760    3,695,580
           
            3,695,580

SWEDEN—2.02%

            

Telefonaktiebolaget LM Ericsson Class B

      654,318    2,161,849
           
            2,161,849

TAIWAN—3.11%

            

Taiwan Semiconductor Manufacturing Co. Ltd. ADR

      251,555    2,309,271

United Microelectronics Corp. ADR

      327,810    1,019,489
           
            3,328,760

UNITED KINGDOM—0.72%

            

ARM Holdings PLC

      67,536    141,462

Electrocomponents PLC

      21,000    90,013

LogicaCMG PLC

      54,852    177,033

Misys PLC

      24,318    96,701

Sage Group PLC

      58,926    251,486

Spirent Communications PLC(1)

      24,192    16,779
           
            773,474

UNITED STATES—70.62%

            

ADC Telecommunications Inc.(1)

      5,425    91,465

Adobe Systems Inc.(1)

      26,544    805,876

Advanced Micro Devices Inc.(1)

      21,924    535,384

Affiliated Computer Services Inc. Class A(1)

      5,166    266,617

Agilent Technologies Inc.(1)

      19,866    626,971

Altera Corp.(1)

      16,128    283,046

Analog Devices Inc.

      16,590    533,203

Andrew Corp.(1)

      6,552    58,051

Apple Computer Inc.(1)

      37,548    2,144,742

Applied Materials Inc.

      70,770    1,152,136

Autodesk Inc.(1)

      10,374    357,488

Automatic Data Processing Inc.

      25,368    1,150,439

Avaya Inc.(1)

      18,690    213,440

BMC Software Inc.(1)

      10,122    241,916

Broadcom Corp. Class A(1)

      19,950    599,498

CA Inc.

      20,160    414,288

CIENA Corp.(1)

      25,746    123,838

Cisco Systems Inc.(1)

      270,102    5,275,092

Citrix Systems Inc.(1)

      8,232    330,432

Computer Sciences Corp.(1)

      8,274    400,793

Compuware Corp.(1)

      18,018    120,721

Comverse Technology Inc.(1)

      9,030    178,523

Convergys Corp.(1)

      6,300    122,850

Corning Inc.(1)

      68,502    1,657,063

Dell Inc.(1)

      99,792    2,435,923

eBay Inc.(1)

      50,736    1,486,057

Electronic Arts Inc.(1)

      13,188    567,611

Electronic Data Systems Corp.

      22,890    550,733

EMC Corp.(1)

      106,092    1,163,829

First Data Corp.

      33,264    1,498,211

Fiserv Inc.(1)

      7,686    348,637

Freescale Semiconductor Inc. Class B(1)

      18,900    555,660

Gateway Inc.(1)

      3,990    7,581

Google Inc. Class A(1)

      8,988    3,768,938

Hewlett-Packard Co.

      124,488    3,943,780

Intel Corp.

      256,494    4,860,561

International Business Machines Corp.

      68,502    5,262,324

Intuit Inc.(1)

      8,022    484,449

Jabil Circuit Inc.

      8,442    216,115

JDS Uniphase Corp.(1)

      75,138    190,099

Juniper Networks Inc.(1)

      24,738    395,561

KLA-Tencor Corp.

      9,114    378,869

Lexmark International Inc.(1)

      3,738    208,693

Linear Technology Corp.

      13,356    447,292

LSI Logic Corp.(1)

      19,782    177,049

Lucent Technologies Inc.(1)

      200,424    485,026

Maxim Integrated Products Inc.

      14,196    455,834

Micron Technology Inc.(1)

      28,812    433,909

Microsoft Corp.

      387,954    9,039,328

Molex Inc.

      7,518    252,379

Motorola Inc.

      109,914    2,214,767

National Semiconductor Corp.

      15,582    371,631

NCR Corp.(1)

      7,854    287,771

Network Appliance Inc.(1)

      16,926    597,488

Novell Inc.(1)

      16,506    109,435

Novellus Systems Inc.(1)

      5,922    146,273

NVIDIA Corp.(1)

      15,876    338,000

Oracle Corp.(1)

      169,596    2,457,446

Parametric Technology Corp.(1)

      5,173    65,749

Paychex Inc.

      14,910    581,192

PMC-Sierra Inc.(1)

      9,492    89,225

QLogic Corp.(1)

      7,812    134,679

QUALCOMM Inc.

      73,080    2,928,316

Sabre Holdings Corp.

      5,628    123,816

SanDisk Corp.(1)

      8,568    436,797

Sanmina-SCI Corp.(1)

      23,562    108,385

Solectron Corp.(1)

      41,286    141,198

Sun Microsystems Inc.(1)

      157,752    654,671

Symantec Corp.(1)

      45,360    704,894

Symbol Technologies Inc.

      11,270    121,603

Tektronix Inc.

      3,612    106,265

Tellabs Inc.(1)

      19,908    264,975

Teradyne Inc.(1)

      9,324    129,883

Texas Instruments Inc.

      70,014    2,120,724

Unisys Corp.(1)

      14,784    92,843

VeriSign Inc.(1)

      10,836    251,070

Xerox Corp.(1)

      40,866    568,446

Xilinx Inc.

      15,792    357,689

Yahoo! Inc.(1)

      55,566    1,833,678
           
            75,637,229
           

TOTAL COMMON STOCKS

            

(Cost: $107,893,343)

           106,853,586

Security

     Shares
    Value

SHORT-TERM INVESTMENTS—0.07%

            

MONEY MARKET FUNDS—0.07%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(3)(4)

      81,529    81,529
           
            81,529
           

TOTAL SHORT-TERM INVESTMENTS

             

(Cost: $81,529)

            81,529
          

TOTAL INVESTMENTS IN SECURITIES—99.83%

             

(Cost: $107,974,872)

            106,935,115

Other Assets, Less Liabilities—0.17%

            177,102
          

NET ASSETS—100.00%

         $ 107,112,217
          

 

ADR - American Depositary Receipts

GDR - Global Depositary Receipts

 

(1)

Non-income earning security.

(2)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(3)

Affiliated issuer. See Note 2.

(4)

The rate quoted is the annualized seven-day yield of the fund at period end.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P GLOBAL TELECOMMUNICATIONS SECTOR INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.36%

              

AUSTRALIA—1.54%

              

Telstra Corp. Ltd.

      456,599    $ 1,248,367
           
              1,248,367

BELGIUM—0.60%

              

Belgacom SA

      14,663      486,158
           
              486,158

BRAZIL—0.45%

              

Brasil Telecom Participacoes SA ADR

      3,379      110,054

Tele Norte Leste Participacoes SA ADR

      19,716      251,379
           
              361,433

CANADA—4.41%

              

BCE Inc.

      70,401      1,669,974

Rogers Communications Class B

      20,026      808,711

TELUS Corp.

      26,350      1,090,631
           
              3,569,316

CHILE—0.10%

              

Compania de Telecomunicaciones de Chile SA ADR

      12,090      82,696
           
              82,696

FRANCE—4.42%

              

Bouygues SA

      16,399      842,937

France Telecom SA

      127,069      2,731,235
           
              3,574,172

GERMANY—3.89%

              

Deutsche Telekom AG

      195,641      3,146,967
           
              3,146,967

GREECE—0.65%

              

Hellenic Telecommunications Organization SA ADR(1)

      47,403      528,069
           
              528,069

HONG KONG—2.63%

              

China Mobil Ltd.

      372,000      2,126,535
           
              2,126,535

ITALY—2.69%

              

Telecom Italia SpA

      782,750      2,179,380
           
              2,179,380

JAPAN—8.20%

              

Nippon Telegraph & Telephone Corp.

      735      3,607,007

NTT DoCoMo Inc.

      1,240      1,822,333

SoftBank Corp.(2)

      53,700    1,204,921
           
            6,634,261

MEXICO—3.68%

            

America Movil SA de CV Series L ADR

      66,557    2,213,686

Telefonos de Mexico ADR

      36,555    761,441
           
            2,975,127

NETHERLANDS—1.81%

            

Koninklijke KPN NV

      130,014    1,461,271
           
            1,461,271

NEW ZEALAND—0.21%

            

Telecom Corp. of New Zealand Ltd.

      69,254    171,850
           
            171,850

NORWAY—0.87%

            

Telenor ASA

      58,280    704,781
           
            704,781

PORTUGAL—1.32%

            

Portugal Telecom SGPS ADR

      88,815    1,070,221
           
            1,070,221

SINGAPORE—0.80%

            

Singapore Telecommunications Ltd.

      403,000    647,308
           
            647,308

SOUTH KOREA—0.78%

            

SK Telecom Co. Ltd. ADR

      26,860    629,061
           
            629,061

SPAIN—7.31%

            

Telefonica SA

      355,167    5,912,828
           
            5,912,828

SWEDEN—1.09%

            

TeliaSonera AB

      155,496    882,881
           
            882,881

SWITZERLAND—0.67%

            

Swisscom AG ADR

      16,448    541,962
           
            541,962

TAIWAN—0.58%

            

Chunghwa Telecom Co. Ltd. Sponsored ADR

      25,584    472,536
           
            472,536

UNITED KINGDOM—15.63%

            

BT Group PLC

      632,028    2,796,754

Cable & Wireless PLC

      176,514    375,442

Vodafone Group PLC

      4,445,462    9,475,975
           
            12,648,171

UNITED STATES—35.03%

            

Alltel Corp.

      31,000    1,978,730

AT&T Inc.

      287,556    8,019,937

BellSouth Corp.

      127,720    4,623,464

CenturyTel Inc.

      9,827    365,073

Citizens Communications Co.

      26,505    345,890

Embarq Corp.(1)

      11,201    459,129

Qwest Communications International Inc.(1)

        118,172    956,011

Sprint Nextel Corp.

        220,131    4,400,419

Verizon Communications Inc.

        214,892    7,196,733
             
              28,345,386
             

TOTAL COMMON STOCKS

              

(Cost: $78,542,616)

             80,400,737

Security

     Shares or
Principal
    Value
               

SHORT-TERM INVESTMENTS—0.78%

              

CERTIFICATES OF DEPOSIT(3)—0.02%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 535    535

Fortis Bank NY

              

4.43%, 07/20/06

        1,337    1,337

Societe Generale

              

5.33%, 12/08/06

        5,352    5,352

Toronto-Dominion Bank

              

3.94%, 07/10/06

        2,676    2,676

Washington Mutual Bank

              

5.28%, 08/07/06

        2,676    2,676

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        4,281    4,281
             
              16,857

COMMERCIAL PAPER(3)—0.16%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        14,941    14,857

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        2,569    2,555

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        5,116    5,094

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        2,034    2,029

CC USA Inc.

              

5.03%, 10/24/06(4)

        1,070    1,053

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        4,032    4,017

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        11,740    11,736

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        5,352    5,330

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        3,948    3,856

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        11,328    11,288

Five Finance Inc.

              

5.19%, 12/01/06(4)

        2,408    2,356

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        535    523

Govco Inc.

              

5.22%, 08/03/06(4)

        5,352    5,328

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        1,820    1,792

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        1,338    1,333

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        4,923    4,910

Landale Funding LLC

              

5.30%, 08/15/06(4)

        5,887    5,850

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        8,286    8,222

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        5,405    5,389

Prudential Funding LLC

              

5.22%, 07/31/06

        2,676    2,665

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        5,352    5,338

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        6,271    6,267

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        3,345    3,334

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        5,854    5,851

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        6,541    6,525
             
              127,498

MEDIUM-TERM NOTES(3)—0.02%

              

Bank of America N.A.

              

5.28%, 04/20/07

        1,338    1,338

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        1,659    1,659

K2 USA LLC

              

3.94%, 07/07/06(4)

        3,211    3,211

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        5,352    5,360

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        1,873    1,873

US Bank N.A.

              

2.85%, 11/15/06

        1,070    1,063
             
              14,504

MONEY MARKET FUNDS—0.05%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        43,604    43,604
             
              43,604

REPURCHASE AGREEMENTS(3)—0.13%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $10,708 (collateralized by non-U.S. Government debt securities, value $11,040, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 10,703    10,703

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $8,032 (collateralized by non-U.S. Government debt securities, value $8,843, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        8,028    8,028

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $10,708 (collateralized by non-U.S. Government debt securities, value $10,994, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        10,703    10,703

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $13,385 (collateralized by non-U.S. Government debt securities, value $14,973, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      13,379    13,379

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $3,212 (collateralized by non-U.S. Government debt securities, value $3,635, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      3,211    3,211

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,354 (collateralized by non-U.S. Government debt securities, value $5,466, 5.22% to 5.42%, 7/3/06).

      5,352    5,352

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $8,567 (collateralized by non-U.S. Government debt securities, value $9,003, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      8,563    8,563

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $10,708 (collateralized by non-U.S. Government debt securities, value $11,254, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      10,703    10,703

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,354 (collateralized by non-U.S. Government debt securities, value $5,520, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      5,352    5,352

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,354 (collateralized by non-U.S. Government debt securities, value $5,520, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      5,352    5,352

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,354 (collateralized by non-U.S. Government debt securities, value $5,632, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      5,352    5,352

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,874 (collateralized by non-U.S. Government debt securities, value $1,983, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      1,873    1,873

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $3,940 (collateralized by non-U.S. Government debt securities, value $3,966, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      3,746    3,746

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $10,708 (collateralized by non-U.S. Government debt securities, value $11,254, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      10,703    10,703
           
            103,020

TIME DEPOSITS(3)—0.06%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      5,352    5,352

KBC Bank NV

            

5.32%, 07/03/06

      16,055    16,055

Societe Generale

            

5.32%, 07/03/06

      13,379    13,379

UBS AG

            

5.25%-5.34%, 07/03/06

      15,430    15,430
           
            50,216

VARIABLE & FLOATING RATE NOTES(3)—0.34%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      13,700    13,703

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      4,014    4,014

American Express Centurion Bank

            

5.34%, 07/19/07

      5,887    5,894

American Express Credit Corp.

            

5.23%, 07/05/07

      1,606    1,607

ASIF Global Financing

            

5.17%, 05/03/07(4)

      535    535

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      3,479    3,479

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      9,098    9,098

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      5,352    5,352

BNP Paribas

            

5.14%, 05/18/07(4)

      9,901    9,901

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      3,907    3,906

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      1,338    1,338

Credit Agricole SA

            

5.31%, 07/23/07

      5,352    5,352

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      5,352    5,352

DEPFA Bank PLC

            

5.37%, 06/15/07

      5,352    5,352

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      6,154    6,155

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      5,352    5,352

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      10,703    10,703

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      1,606    1,606

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      4,014    4,013

General Electric Capital Corp.

            

5.25%, 04/09/07

      2,408    2,410

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      8,028    8,029

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      5,352    5,352

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      4,014    4,014

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      8,028    8,027

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      5,593    5,592

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      6,690    6,687

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      5,887    5,886

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      2,601      2,601  

Marshall & Ilsley Bank

                

5.18%, 07/13/07

      2,943      2,943  

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(4)

      8,028      8,028  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(4)

      674      675  

Mound Financing PLC

                

5.11%, 05/08/07(4)

      5,031      5,031  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      5,352      5,352  

National City Bank of Indiana

                

5.17%, 05/21/07

      2,676      2,676  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      14,450      14,450  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      1,886      1,886  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      6,422      6,422  

Principal Life Global Funding I

                

5.63%, 02/08/07

      2,408      2,415  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      4,014      4,014  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      4,388      4,388  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      5,352      5,352  

Strips III LLC

                

5.37%, 07/24/06(4)

      1,251      1,251  

SunTrust Bank

                

5.08%, 05/01/07

      5,352      5,352  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      10,115      10,114  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      7,492      7,493  

US Bank N.A.

                

5.28%, 09/29/06

      2,408      2,408  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      8,567      8,567  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      10,703      10,703  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      2,676      2,676  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      4,817      4,816  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      5,293      5,276  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      1,807      1,807  
           
              275,405  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $631,104)

             631,104  
           

TOTAL INVESTMENTS IN SECURITIES—100.14%

                

(Cost: $79,173,720)

             81,031,841  

Other Assets, Less Liabilities—(0.14)%

             (111,520 )
           

NET ASSETS—100.00%

          $ 80,920,321  
           

ADR - American Depositary Receipts

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P LATIN AMERICA 40 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—98.86%

              

ARGENTINA—4.16%

              

Grupo Financiero Galicia SA ADR(1)

      287,153    $ 1,794,706

Petrobras Energia Participaciones SA ADR(1)

      262,033      2,934,770

Tenaris SA ADR

      982,663      39,788,025
           
              44,517,501

BRAZIL—53.03%

              

Aracruz Celulose SA ADR

      282,757      14,822,122

Banco Bradesco SA ADR

      1,895,304      58,925,001

Banco Itau Holding Financiera SA ADR

      1,773,158      51,705,287

Brasil Telecom Participacoes SA ADR

      205,042      6,678,218

Centrais Eletricas Brasileiras SA ADR

      789,396      8,474,797

Companhia de Bebidas das Americas ADR

      901,180      37,173,675

Companhia Energetica de Minas Gerais ADR

      395,169      16,838,151

Companhia Paranaense de Energia ADR

      461,266      4,289,774

Companhia Siderurgica Nacional SA ADR

      749,204      24,124,369

Companhia Vale do Rio Doce ADR

      2,706,994      65,076,136

Companhia Vale do Rio Doce Class A ADR

      3,726,238      76,685,978

Empresa Brasileira de Aeronautica SA ADR

      405,845      14,801,167

Gerdau SA ADR(2)

      1,508,142      22,486,398

Petroleo Brasileiro SA ADR

      1,415,514      126,419,555

Tele Norte Leste Participacoes SA ADR

      1,132,912      14,444,628

Unibanco-Uniao de Bancos Brasileiros SA GDR

      371,619      24,671,785
           
              567,617,041

CHILE—7.48%

              

Banco de Chile ADR

      158,303      6,070,920

Banco Santander Chile SA ADR

      402,705      16,245,120

Compania de Telecomunicaciones de Chile SA ADR

      791,437      5,413,429

Distribucion y Servicio D&S SA ADR

      431,436      6,937,491

Empresa Nacional de Electricidad SA ADR

      755,344      19,941,082

Enersis SA ADR

      1,285,830      14,465,588

Sociedad Quimica y Minera de Chile SA ADR

      105,190      10,954,487
           
              80,028,117

MEXICO—34.19%

              

Alfa SA Class A(2)

      1,224,600      6,065,690

America Movil SA de CV Series L(2)

      68,703,200      114,914,656

Cemex SA de CV Series CPO(1)(2)

      15,150,858      87,098,659

Fomento Economico Mexicano SA de CV Class UBD(2)

      2,873,100      24,157,900

Grupo Carso SA de CV Series A1(2)

      3,030,100      7,162,081

Grupo Modelo SA de CV Series C(2)

      2,669,000      10,167,484

Grupo Televisa SA Series CPO(2)

      7,661,600      29,743,243

Kimberly-Clark de Mexico SA de CV Class A(2)

      2,449,200      7,796,109

Telefonos de Mexico SA de CV Series L ADR(2)

      38,559,200      40,514,377

Wal-Mart de Mexico SA de CV Series V(2)

      13,847,400      38,250,825
           
              365,871,024
           

TOTAL COMMON STOCKS

              

(Cost: $1,005,968,451)

             1,058,033,683

Security

      Shares
    Value

PREFERRED STOCKS—0.63%

              

BRAZIL—0.63%

              

Centrais Eletricas Brasileiras SA ADR(2)

        661,598    6,775,690
             
              6,775,690
             

TOTAL PREFERRED STOCKS

              

(Cost: $6,559,136)

             6,775,690

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—5.43%

              

CERTIFICATES OF DEPOSIT(3)—0.15%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 52,322    52,322

Fortis Bank NY

              

4.43%, 07/20/06

        130,744    130,744

Societe Generale

              

5.33%, 12/08/06

        523,215    523,215

Toronto-Dominion Bank

              

3.94%, 07/10/06

        261,608    261,608

Washington Mutual Bank

              

5.28%, 08/07/06

        261,608    261,608

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        418,572    418,572
             
              1,648,069

COMMERCIAL PAPER(3)—1.16%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        1,460,702    1,452,495

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        251,143    249,835

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        500,136    498,005

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        198,822    198,354

CC USA Inc.

              

5.03%, 10/24/06(4)

        104,643    102,991

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        394,164    392,714

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        1,147,752    1,147,426

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        523,215    521,059

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        385,986    376,976

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        1,107,511    1,103,627

Five Finance Inc.

              

5.19%, 12/01/06(4)

        235,447    230,321

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        52,322    51,100

Govco Inc.

              

5.22%, 08/03/06(4)

        523,215    520,864

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        177,893    175,136

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        130,804    130,343

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        481,254    480,063

Landale Funding LLC

              

5.30%, 08/15/06(4)

        575,537    571,894

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        810,094    803,932

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        528,448    526,897

Prudential Funding LLC

              

5.22%, 07/31/06

        261,608    260,546

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        523,215    521,921

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        613,046    612,699

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        327,046    325,987

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        572,345    572,021

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        639,521    637,939
             
              12,465,145

MEDIUM-TERM NOTES(3)—0.13%

              

Bank of America N.A.

              

5.28%, 04/20/07

        130,804    130,804

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        162,197    162,197

K2 USA LLC

              

3.94%, 07/07/06(4)

        313,929    313,929

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        523,215    524,029

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        183,125    183,125

US Bank N.A.

              

2.85%, 11/15/06

        104,643    103,931
             
              1,418,015

MONEY MARKET FUNDS—0.07%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        722,022    722,022
             
              722,022

REPURCHASE AGREEMENTS(3)—0.94%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,046,899 (collateralized by non-U.S. Government debt securities, value $1,079,311, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,046,431    1,046,431

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $785,174 (collateralized by non-U.S. Government debt securities, value $864,509, 2.12% to 6.47%, 11/25/34 to 12/25/42).

      784,823    784,823

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,046,899 (collateralized by non-U.S. Government debt securities, value $1,074,831, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      1,046,431    1,046,431

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,308,624 (collateralized by non-U.S. Government debt securities, value $1,463,858, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      1,308,039    1,308,039

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $314,072 (collateralized by non-U.S. Government debt securities, value $355,381, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      313,929    313,929

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $523,449 (collateralized by non-U.S. Government debt securities, value $534,416, 5.22% to 5.42%, 7/3/06).

      523,215    523,215

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $837,526 (collateralized by non-U.S. Government debt securities, value $880,215, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      837,145    837,145

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,046,899 (collateralized by non-U.S. Government debt securities, value $1,100,280, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      1,046,431    1,046,431

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $523,449 (collateralized by non-U.S. Government debt securities, value $539,667, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      523,215    523,215

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $523,449 (collateralized by non-U.S. Government debt securities, value $539,673, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      523,215    523,215

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $523,449 (collateralized by non-U.S. Government debt securities, value $550,611, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      523,215    523,215

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $183,208 (collateralized by non-U.S. Government debt securities, value $193,857, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      183,125    183,125

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $385,254 (collateralized by non-U.S. Government debt securities, value $387,714, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      366,251    366,251

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,046,900 (collateralized by non-U.S. Government debt securities, value $1,100,269, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,046,431    1,046,431
           
            10,071,896

TIME DEPOSITS(3)—0.46%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      523,215    523,215

KBC Bank NV

            

5.32%, 07/03/06

      1,569,646    1,569,646

Societe Generale

            

5.32%, 07/03/06

      1,308,039    1,308,039

UBS AG

            

5.25%-5.34%, 07/03/06

      1,508,477    1,508,477
           
            4,909,377

VARIABLE & FLOATING RATE NOTES(3)—2.52%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      1,339,431    1,339,620

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      392,412    392,409

American Express Centurion Bank

            

5.34%, 07/19/07

      575,537    576,224

American Express Credit Corp.

            

5.23%, 07/05/07

      156,965    157,069

ASIF Global Financing

            

5.17%, 05/03/07(4)

      52,322    52,346

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      340,090    340,090

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      889,466    889,461

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      523,215    523,215

BNP Paribas

            

5.14%, 05/18/07(4)

      967,949    967,949

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      381,947    381,947

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      130,804    130,804

Credit Agricole SA

            

5.31%, 07/23/07

      523,215    523,215

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      523,215    523,216

DEPFA Bank PLC

            

5.37%, 06/15/07

      523,215    523,215

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      601,698    601,745

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      523,215    523,215

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      1,046,431    1,046,431

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      156,965    156,967

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      392,412    392,376

General Electric Capital Corp.

            

5.25%, 04/09/07

      235,447    235,575

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      784,823    784,969

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      523,215    523,215

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      392,412    392,412

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      784,823    784,803

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      546,770    546,770

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      654,019    653,807

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      575,537    575,486

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      254,277    254,277

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      287,768    287,768

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      784,823    784,823

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      65,925    65,947

Mound Financing PLC

            

5.11%, 05/08/07(4)

      491,823    491,822

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      523,215    523,186

National City Bank of Indiana

            

5.17%, 05/21/07

      261,608    261,627

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      1,412,682    1,412,721

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      184,433    184,389

Northern Rock PLC

            

5.17%, 05/03/07(4)

      627,859    627,874

Principal Life Global Funding I

            

5.63%, 02/08/07

      235,447    236,111

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      392,412    392,391

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      429,037    429,037

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      523,215    523,215

Strips III LLC

            

5.37%, 07/24/06(4)

      122,311    122,311

SunTrust Bank

            

5.08%, 05/01/07

      523,215    523,242

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      988,877    988,773

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      732,502    732,501

US Bank N.A.

            

5.28%, 09/29/06

      235,447    235,432

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      837,564    837,563

Wachovia Bank N.A.

            

5.36%, 05/22/07

      1,046,431    1,046,431

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      261,608    261,625

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      470,894    470,889

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      517,460    515,758

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      176,711      176,710  
           
              26,924,974  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $58,159,498)

             58,159,498  
           

TOTAL INVESTMENTS IN SECURITIES—104.92%

                

(Cost: $1,070,687,085)

             1,122,968,871  

Other Assets, Less Liabilities—(4.92)%

             (52,669,040 )
           

NET ASSETS—100.00%

          $ 1,070,299,831  
           

 

ADR - American Depositary Receipts

GDR - Global Depositary Receipts

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P MIDCAP 400 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.86%

              

ADVERTISING—0.23%

              

Catalina Marketing Corp.

      132,695    $ 3,776,499

Harte-Hanks Inc.

      195,436      5,010,979
           
              8,787,478

AEROSPACE & DEFENSE—0.47%

              

Alliant Techsystems Inc.(1)

      123,430      9,423,880

DRS Technologies Inc.

      140,023      6,826,121

Sequa Corp. Class A(1)

      23,398      1,906,937
           
              18,156,938

AGRICULTURE—0.09%

              

Universal Corp.

      90,484      3,367,814
           
              3,367,814

AIRLINES—0.43%

              

AirTran Holdings Inc.(1)

      316,898      4,709,104

Alaska Air Group Inc.(1)

      137,868      5,434,757

JetBlue Airways Corp.(1)(2)

      541,274      6,571,066
           
              16,714,927

APPAREL—0.43%

              

Polo Ralph Lauren Corp.

      213,220      11,705,778

Timberland Co. Class A(1)

      185,888      4,851,677
           
              16,557,455

AUTO MANUFACTURERS—0.32%

              

Oshkosh Truck Corp.

      257,926      12,256,644
           
              12,256,644

AUTO PARTS & EQUIPMENT—0.70%

              

ArvinMeritor Inc.

      247,696      4,257,894

Bandag Inc.

      40,753      1,491,152

BorgWarner Inc.

      200,544      13,055,414

Lear Corp.

      236,159      5,245,091

Modine Manufacturing Co.

      117,318      2,740,548
           
              26,790,099

BANKS—3.80%

              

Associated Bancorp

      463,288      14,607,471

Bank of Hawaii Corp.

      178,195      8,838,472

Cathay General Bancorp

      180,157      6,554,112

City National Corp.

      145,423      9,465,583

Colonial BancGroup Inc. (The)

      541,412      13,903,460

Cullen/Frost Bankers Inc.

      167,902      9,620,785

FirstMerit Corp.

      279,500      5,852,730

Greater Bay Bancorp

      176,485      5,073,944

Investors Financial Services Corp.

      230,308      10,340,829

Mercantile Bankshares Corp.

      431,666      15,397,526

SVB Financial Group(1)(2)

      124,265    5,649,087

TCF Financial Corp.

      392,806    10,389,719

Texas Regional Bancshares Inc. Class A

      159,012    6,029,735

Webster Financial Corp.

      184,957    8,774,360

Westamerica Bancorp

      110,146    5,393,850

Wilmington Trust Corp.

      238,682    10,067,607
           
            145,959,270

BEVERAGES—0.12%

            

PepsiAmericas Inc.

      210,054    4,644,294
           
            4,644,294

BIOTECHNOLOGY—1.65%

            

Affymetrix Inc.(1)

      235,988    6,041,293

Charles River Laboratories International Inc.(1)

      252,207    9,281,218

Invitrogen Corp.(1)

      186,553    12,325,557

Martek Biosciences Corp.(1)(2)

      112,947    3,269,816

Millennium Pharmaceuticals Inc.(1)

      1,102,714    10,994,059

PDL BioPharma Inc.(1)

      400,560    7,374,310

Vertex Pharmaceuticals Inc.(1)

      385,724    14,159,928
           
            63,446,181

BUILDING MATERIALS—0.59%

            

Florida Rock Industries Inc.

      166,047    8,247,554

Martin Marietta Materials Inc.

      160,206    14,602,777
           
            22,850,331

CHEMICALS—2.70%

            

Airgas Inc.

      235,910    8,787,647

Albemarle Corp.

      135,736    6,499,040

Cabot Corp.

      222,306    7,674,003

Chemtura Corp.

      843,229    7,875,759

Cytec Industries Inc.

      141,885    7,613,549

Ferro Corp.

      148,213    2,365,479

FMC Corp.

      136,920    8,816,279

Lubrizol Corp.

      239,770    9,554,834

Lyondell Chemical Co.

      719,134    16,295,576

Minerals Technologies Inc.

      69,664    3,622,528

Olin Corp.

      253,655    4,548,034

RPM International Inc.

      415,686    7,482,348

Sensient Technologies Corp.

      162,488    3,397,624

Valspar Corp. (The)

      357,320    9,436,821
           
            103,969,521

COAL—1.90%

            

Arch Coal Inc.

      500,752    21,216,862

Peabody Energy Corp.

      927,339    51,699,149
           
            72,916,011

COMMERCIAL SERVICES—4.43%

            

ADESA Inc.

      314,832    7,001,864

Alliance Data Systems Corp.(1)

      236,216    13,894,225

Banta Corp.

      84,153    3,898,808

Career Education Corp.(1)

      342,160    10,227,162

ChoicePoint Inc.(1)

      301,569    12,596,537

Corinthian Colleges Inc.(1)

      302,184    4,339,362

Corporate Executive Board Co. (The)

      140,269    14,054,954

Deluxe Corp.

      179,061    3,129,986

DeVry Inc.(1)

      205,523    4,515,340

Gartner Inc.(1)

      203,577    2,890,793

ITT Educational Services Inc.(1)

      125,694    8,271,922

Kelly Services Inc. Class A

      68,497    1,861,063

Korn/Ferry International(1)

      147,976    2,898,850

Laureate Education Inc.(1)

      179,661    7,658,948

Manpower Inc.

      307,065    19,836,399

MPS Group Inc.(1)

      360,681    5,431,856

Navigant Consulting Inc.(1)

      182,476    4,133,081

Pharmaceutical Product Development Inc.

      355,550    12,486,916

Quanta Services Inc.(1)(2)

      414,774    7,188,033

Rent-A-Center Inc.(1)

      243,383    6,050,501

Rollins Inc.

      102,941    2,021,761

Sotheby’s Holdings Inc. Class A(1)

      165,718    4,350,097

United Rentals Inc.(1)(2)

      238,678    7,632,922

Valassis Communications Inc.(1)

      167,265    3,945,781
           
            170,317,161

COMPUTERS—3.94%

            

BISYS Group Inc. (The)(1)

      422,089    5,782,619

Cadence Design Systems Inc.(1)

      989,708    16,973,492

Ceridian Corp.(1)

      514,796    12,581,614

Cognizant Technology Solutions Corp.(1)

      491,813    33,133,442

Diebold Inc.

      236,007    9,586,604

DST Systems Inc.(1)

      214,912    12,787,264

Henry (Jack) & Associates Inc.

      265,614    5,221,971

Imation Corp.

      122,042    5,009,824

McDATA Corp. Class A(1)

      552,882    2,255,759

Mentor Graphics Corp.(1)

      280,351    3,638,956

National Instruments Corp.

      194,571    5,331,245

Palm Inc.(1)

      320,779    5,164,542

Reynolds & Reynolds Co. (The) Class A

      182,669    5,602,458

SRA International Inc. Class A(1)

      132,725    3,534,467

Synopsys Inc.(1)

      501,854    9,419,800

Western Digital Corp.(1)

      773,484    15,322,718
           
            151,346,775

DISTRIBUTION & WHOLESALE—1.15%

            

CDW Corp.

      216,993    11,858,667

Fastenal Co.

      433,936    17,483,281

Ingram Micro Inc. Class A(1)

      414,792    7,520,179

Tech Data Corp.(1)

      194,630    7,456,275
           
            44,318,402

DIVERSIFIED FINANCIAL SERVICES—1.95%

            

AmeriCredit Corp.(1)

      457,032    12,760,333

Eaton Vance Corp.

      448,198    11,187,022

Edwards (A.G.) Inc.

      264,592    14,637,229

IndyMac Bancorp Inc.

      229,499    10,522,529

Jefferies Group Inc.

      352,997    10,459,301

Raymond James Financial Inc.

      311,966    9,443,211

Waddell & Reed Financial Inc. Class A

      296,409    6,094,169
           
            75,103,794

ELECTRIC—5.38%

            

Alliant Energy Corp.

      411,975    14,130,742

Aquila Inc.(1)

      1,310,146    5,515,715

Black Hills Corp.

      116,433    3,997,145

DPL Inc.

      425,988    11,416,478

Duquesne Light Holdings Inc.(2)

      274,740    4,516,726

Energy East Corp.

      517,397    12,381,310

Great Plains Energy Inc.

      278,256    7,752,212

Hawaiian Electric Industries Inc.

      283,997    7,926,356

IDACORP Inc.

      149,369    5,121,863

MDU Resources Group Inc.

      420,300    15,387,183

Northeast Utilities

      538,033    11,121,142

NSTAR

      374,221    10,702,721

OGE Energy Corp.

      318,360    11,152,151

Pepco Holdings Inc.

      666,731    15,721,517

PNM Resources Inc.

      241,129    6,018,580

Puget Energy Inc.

      405,871    8,718,109

SCANA Corp.

      404,795    15,616,991

Sierra Pacific Resources Corp.(1)

      703,849    9,853,886

Westar Energy Inc.

      305,637    6,433,659

Wisconsin Energy Corp.

      409,822    16,515,827

WPS Resources Corp.

      141,084    6,997,766
           
            206,998,079

ELECTRICAL COMPONENTS & EQUIPMENT—0.90%

            

AMETEK Inc.

      248,306    11,764,738

Energizer Holdings Inc.(1)

      216,502    12,680,522

Hubbell Inc. Class B

      212,880    10,143,732
           
            34,588,992

ELECTRONICS—2.13%

            

Amphenol Corp. Class A

      314,056    17,574,574

Arrow Electronics Inc.(1)

      426,947    13,747,693

Avnet Inc.(1)

      512,933    10,268,919

Gentex Corp.

      537,171    7,520,394

KEMET Corp.(1)

      305,548    2,817,153

Plexus Corp.(1)

      159,911    5,470,555

Thomas & Betts Corp.(1)

      190,164    9,755,413

Varian Inc.(1)

      108,305    4,495,741

Vishay Intertechnology Inc.(1)

      646,165    10,164,175
           
            81,814,617

ENGINEERING & CONSTRUCTION—0.64%

            

Dycom Industries Inc.(1)

      140,949    3,000,804

Granite Construction Inc.

      115,838    5,243,986

Jacobs Engineering Group Inc.(1)

      205,254    16,346,429
           
            24,591,219

ENTERTAINMENT—0.87%

            

GTECH Holdings Corp.

      446,276    15,521,479

International Speedway Corp. Class A

      123,151    5,710,512

Macrovision Corp.(1)

      180,560    3,885,651

Scientific Games Corp. Class A(1)

      229,464    8,173,508
           
            33,291,150

ENVIRONMENTAL CONTROL—0.80%

            

Mine Safety Appliances Co.

      92,504    3,718,661

Republic Services Inc.

      421,554    17,005,488

Stericycle Inc.(1)

      155,054    10,094,015
           
            30,818,164

FOOD—0.89%

            

Hormel Foods Corp.

      255,985    9,507,283

Ruddick Corp.

      121,618    2,980,857

Smithfield Foods Inc.(1)

      346,629    9,993,314

Smucker (J.M.) Co. (The)

      203,942    9,116,207

Tootsie Roll Industries Inc.

      90,022    2,622,341
           
            34,220,002

FOREST PRODUCTS & PAPER—0.66%

            

Bowater Inc.(2)

      195,479    4,447,147

Glatfelter Co.

      155,851    2,473,355

Longview Fibre Co.

      178,517    3,407,890

Potlatch Corp.

      134,697    5,084,812

Rayonier Inc.

      268,375    10,174,096
           
            25,587,300

GAS—0.95%

            

AGL Resources Inc.

      272,954    10,405,006

ONEOK Inc.

      411,288    14,000,244

Vectren Corp.

      266,843    7,271,472

WGL Holdings Inc.

      170,904    4,947,671
           
            36,624,393

HAND & MACHINE TOOLS—0.47%

            

Kennametal Inc.

      138,768    8,638,308

Lincoln Electric Holdings Inc.

      148,680    9,314,802
           
            17,953,110

HEALTH CARE - PRODUCTS—3.76%

            

Advanced Medical Optics Inc.(1)(2)

      240,646    12,200,752

Beckman Coulter Inc.

      221,170    12,285,993

Cytyc Corp.(1)

      400,599    10,159,191

DENTSPLY International Inc.

      276,378    16,748,507

Edwards Lifesciences Corp.(1)

      206,119    9,363,986

Gen-Probe Inc.(1)

      180,614    9,749,544

Henry Schein Inc.(1)

      309,543    14,464,944

Hillenbrand Industries Inc.

      214,966    10,425,851

Intuitive Surgical Inc.(1)

      128,141    15,116,794

Steris Corp.

      230,698    5,273,756

TECHNE Corp.(1)

      137,757    7,014,586

Varian Medical Systems Inc.(1)

      460,280    21,794,258
           
            144,598,162

HEALTH CARE - SERVICES—2.29%

            

Apria Healthcare Group Inc.(1)

      148,138    2,799,808

Community Health Systems Inc.(1)

      344,443    12,658,280

Covance Inc.(1)

      222,720    13,634,918

Health Net Inc.(1)

      403,893    18,243,847

LifePoint Hospitals Inc.(1)(2)

      201,450    6,472,588

Lincare Holdings Inc.(1)

      335,006    12,676,627

Triad Hospitals Inc.(1)

      306,748    12,141,086

Universal Health Services Inc. Class B

      189,834    9,541,057
           
            88,168,211

HOLDING COMPANIES - DIVERSIFIED—0.44%

            

Leucadia National Corp.

      575,605    16,801,910
           
            16,801,910

HOME BUILDERS—1.03%

            

Beazer Homes USA Inc.

      141,504    6,490,788

Hovnanian Enterprises Inc. Class A(1)

      125,820    3,784,666

M.D.C. Holdings Inc.

      114,933    5,968,471

Ryland Group Inc.

      159,794    6,962,225

Thor Industries Inc.(2)

      121,090    5,866,811

Toll Brothers Inc.(1)

      409,596    10,473,370
           
            39,546,331

HOME FURNISHINGS—0.09%

            

Furniture Brands International Inc.(2)

      171,709    3,578,416
           
            3,578,416

HOUSEHOLD PRODUCTS & WARES—0.64%

            

American Greetings Corp. Class A(2)

      201,775    4,239,293

Blyth Inc.

      90,422    1,669,190

Church & Dwight Co. Inc.

      226,666    8,255,176

Scotts Miracle-Gro Co. (The) Class A

      158,048    6,688,591

Tupperware Brands Corp.

      187,739    3,696,581
           
            24,548,831

INSURANCE—5.89%

            

American Financial Group Inc.

      164,857    7,072,365

AmerUs Group Co.

      135,858    7,954,486

Berkley (W.R.) Corp.

      593,010    20,239,432

Brown & Brown Inc.

      390,867    11,421,134

Everest Re Group Ltd.

      227,407    19,686,624

Fidelity National Financial Inc.

      612,225    23,846,164

First American Corp.

      338,715    14,317,483

Gallagher (Arthur J.) & Co.

      338,622    8,580,681

Hanover Insurance Group Inc. (The)

      177,953    8,445,649

HCC Insurance Holdings Inc.

      389,601    11,469,853

Horace Mann Educators Corp.

      151,429    2,566,722

Mercury General Corp.

      124,353    7,009,779

Ohio Casualty Corp.

      222,882    6,626,282

Old Republic International Corp.

      805,219    17,207,530

PMI Group Inc. (The)

      312,964    13,951,935

Protective Life Corp.

      244,956    11,419,849

Radian Group Inc.

      288,699    17,835,824

StanCorp Financial Group Inc.

      191,657    9,757,258

Unitrin Inc.

      158,386    6,904,046
           
            226,313,096

INTERNET—1.27%

            

Avocent Corp.(1)

      171,676    4,506,495

CheckFree Corp.(1)

      320,164    15,867,328

F5 Networks Inc.(1)

      141,852    7,586,245

McAfee Inc.(1)

      558,895    13,564,382

RSA Security Inc.(1)

      263,697    7,169,921
           
            48,694,371

IRON & STEEL—0.50%

            

Reliance Steel & Aluminum Co.

      110,556    9,170,620

Steel Dynamics Inc.

      151,795    9,979,003
           
            19,149,623

LEISURE TIME—0.08%

            

Callaway Golf Co.

      225,704    2,931,895
           
            2,931,895

LODGING—0.16%

            

Boyd Gaming Corp.

      153,617    6,199,982
           
            6,199,982

MACHINERY—1.78%

            

AGCO Corp.(1)

      317,124    8,346,704

Flowserve Corp.(1)

      196,975    11,207,878

Graco Inc.

      239,734    11,022,969

Joy Global Inc.

      432,945    22,552,105

Nordson Corp.

      118,179    5,812,043

Tecumseh Products Co. Class A(1)

      64,459    1,237,613

Zebra Technologies Corp. Class A(1)

      248,041    8,473,081
           
            68,652,393

MANUFACTURING—2.77%

            

Brink’s Co. (The)

      169,332    9,552,018

Carlisle Companies Inc.

      107,630    8,535,059

Crane Co.

      176,755    7,353,008

Donaldson Co. Inc.

      237,881    8,057,029

Federal Signal Corp.

      169,961    2,573,210

Harsco Corp.

      147,056    11,464,486

Lancaster Colony Corp.

      86,154    3,400,498

Pentair Inc.

      355,870    12,167,195

Roper Industries Inc.

      304,360    14,228,830

SPX Corp.

      209,354    11,713,356

Teleflex Inc.

      140,635    7,597,103

Trinity Industries Inc.

      248,047    10,021,099
           
            106,662,891

MEDIA—1.13%

            

Belo (A.H.) Corp.

      316,101    4,931,176

Emmis Communications Corp.(1)

      130,730    2,044,617

Entercom Communications Corp.

      116,729    3,053,631

Lee Enterprises Inc.

      160,765    4,332,617

Media General Inc. Class A

      84,093    3,522,656

Readers Digest Association Inc. (The)

      337,773    4,715,311

Scholastic Corp.(1)

      126,510    3,285,465

Washington Post Co. (The) Class B

      20,521    16,006,585

Westwood One Inc.

      226,017    1,695,128
           
            43,587,186

METAL FABRICATE & HARDWARE—1.40%

            

Commercial Metals Co.

      421,349    10,828,669

Precision Castparts Corp.

      469,617    28,064,312

Timken Co. (The)

      294,891    9,881,797

Worthington Industries Inc.

      251,425    5,267,354
           
            54,042,132

OFFICE FURNISHINGS—0.37%

            

Herman Miller Inc.

      232,469    5,990,726

HNI Corp.

      181,540    8,232,839
           
            14,223,565

OIL & GAS—5.46%

            

Denbury Resources Inc.(1)

      417,124    13,210,317

ENSCO International Inc.

      538,680    24,790,054

Forest Oil Corp.(1)

      193,262    6,408,568

Helmerich & Payne Inc.

      183,600    11,063,736

Newfield Exploration Co.(1)

      450,551    22,049,966

Noble Energy Inc.

      620,579    29,080,332

Patterson-UTI Energy Inc.

      600,821    17,009,243

Pioneer Natural Resources Co.

      452,705    21,010,039

Plains Exploration & Production Co.(1)

      275,570    11,171,608

Pogo Producing Co.

      203,101    9,362,956

Pride International Inc.(1)

      567,302    17,716,841

Quicksilver Resources Inc.(1)

      236,968    8,722,792

Southwestern Energy Co.(1)

      587,316    18,300,767
           
            209,897,219

OIL & GAS SERVICES—2.70%

            

Cameron International Corp.(1)

      404,635    19,329,414

FMC Technologies Inc.(1)

      239,358    16,147,091

Grant Prideco Inc.(1)

      458,560    20,520,560

Hanover Compressor Co.(1)(2)

      322,027    6,047,667

Smith International Inc.

      702,231    31,228,213

Tidewater Inc.

      210,877    10,375,148
           
            103,648,093

PACKAGING & CONTAINERS—0.41%

            

Packaging Corp. of America

      211,384    4,654,676

Sonoco Products Co.

      346,835    10,977,328
           
            15,632,004

PHARMACEUTICALS—2.11%

            

Cephalon Inc.(1)(2)

      212,826    12,790,843

Medicis Pharmaceutical Corp. Class A

      190,758    4,578,192

Omnicare Inc.

      424,190    20,115,090

Par Pharmaceutical Companies Inc.(1)

      121,968    2,251,529

Perrigo Co.

      292,645    4,711,585

Sepracor Inc.(1)(2)

      380,837    21,761,026

Valeant Pharmaceuticals International

      325,016    5,499,271

VCA Antech Inc.(1)

      291,300    9,301,209
           
            81,008,745

PIPELINES—1.58%

            

Equitable Resources Inc.

      422,590    14,156,765

National Fuel Gas Co.

      294,228    10,339,172

Questar Corp.

      299,704    24,123,175

Western Gas Resources Inc.

      204,911    12,263,923
           
            60,883,035

REAL ESTATE INVESTMENT TRUSTS—3.72%

            

AMB Property Corp.

      308,469    15,593,108

Developers Diversified Realty Corp.

      384,115    20,043,121

Highwoods Properties Inc.

      189,521    6,856,870

Hospitality Properties Trust

      252,107    11,072,539

Liberty Property Trust

      312,648    13,819,042

Macerich Co. (The)

      251,323    17,642,875

Mack-Cali Realty Corp.

      218,462    10,031,775

New Plan Excel Realty Trust Inc.

      366,900    9,058,761

Regency Centers Corp.

      240,387    14,940,052

United Dominion Realty Trust Inc.

      470,456    13,177,473

Weingarten Realty Investors

      282,517    10,814,751
           
            143,050,367

RETAIL—8.18%

            

Abercrombie & Fitch Co. Class A

      308,071    17,076,376

Advance Auto Parts Inc.

      378,554    10,940,211

Aeropostale Inc.(1)

      191,056    5,519,608

American Eagle Outfitters Inc.

      461,634    15,714,021

AnnTaylor Stores Corp.(1)

      256,974    11,147,532

Applebee’s International Inc.

      260,134    4,999,775

Barnes & Noble Inc.

      184,984    6,751,916

BJ’s Wholesale Club Inc.(1)

      233,542    6,620,916

Bob Evans Farms Inc.

      125,327    3,761,063

Borders Group Inc.

      224,914    4,151,912

Brinker International Inc.

      297,138    10,786,109

CarMax Inc.(1)

      367,834    13,043,394

CBRL Group Inc.(2)

      107,614    3,650,267

Cheesecake Factory (The)(1)

      277,166    7,469,624

Chico’s FAS Inc.(1)

      637,266    17,193,437

Claire’s Stores Inc.

      343,557    8,764,139

Copart Inc.(1)

      244,337    6,000,917

Dollar Tree Stores Inc.(1)

      366,341    9,708,037

Foot Locker Inc.

      544,207    13,327,629

GameStop Corp. Class A(1)

      207,673    8,722,266

Michaels Stores Inc.

      462,916    19,090,656

MSC Industrial Direct Co. Inc. Class A

      191,048    9,088,153

99 Cents Only Stores(1)

      167,536    1,752,427

O’Reilly Automotive Inc.(1)

      396,656    12,371,701

OSI Restaurant Partners Inc.

      230,923    7,989,936

Pacific Sunwear of California Inc.(1)

      252,498    4,527,289

Payless ShoeSource Inc.(1)

      236,066    6,413,913

PetSmart Inc.

      490,376    12,553,626

Pier 1 Imports Inc.(2)

      305,971    2,135,678

Regis Corp.

      160,233    5,705,897

Ross Stores Inc.

      500,549    14,040,399

Ruby Tuesday Inc.(2)

      206,336    5,036,662

Saks Inc.

      479,717    7,757,024

Urban Outfitters Inc.(1)

      387,849    6,783,479

Williams-Sonoma Inc.

      403,276    13,731,548
           
            314,327,537

SAVINGS & LOANS—0.96%

            

Astoria Financial Corp.

      296,988    9,043,285

First Niagara Financial Group Inc.

      389,490    5,460,650

New York Community Bancorp Inc.(2)

      920,022    15,189,563

Washington Federal Inc.

      306,178    7,100,268
           
            36,793,766

SEMICONDUCTORS—3.92%

            

Atmel Corp.(1)

      1,500,170    8,325,944

Cabot Microelectronics Corp.(1)(2)

      84,888    2,572,955

Credence Systems Corp.(1)

      347,972    1,217,902

Cree Inc.(1)(2)

      269,566    6,404,888

Cypress Semiconductor Corp.(1)(2)

      488,712    7,105,872

Fairchild Semiconductor International Inc. Class A(1)

      425,692    7,734,824

Integrated Device Technology Inc.(1)

      701,642    9,949,284

International Rectifier Corp.(1)(2)

      250,579    9,792,627

Intersil Corp. Class A

      495,936    11,530,512

Lam Research Corp.(1)

      492,615    22,965,711

Lattice Semiconductor Corp.(1)

      400,977    2,478,038

MEMC Electronic Materials Inc.(1)

      578,587    21,697,013

Micrel Inc.(1)

      222,609    2,228,316

Microchip Technology Inc.

      750,998    25,195,983

Semtech Corp.(1)

      256,033    3,699,677

Silicon Laboratories Inc.(1)

      161,317    5,670,293

TriQuint Semiconductor Inc.(1)

      488,993    2,180,909
           
            150,750,748

SOFTWARE—2.47%

            

Activision Inc.(1)

      974,265    11,087,136

Acxiom Corp.

      270,211    6,755,275

Advent Software Inc.(1)

      54,010    1,948,141

CSG Systems International Inc.(1)

      167,222    4,137,072

Dun & Bradstreet Corp.(1)

      232,220    16,181,090

Fair Isaac Corp.

      228,618    8,301,120

Fidelity National Information Services Inc.

      330,450    11,697,930

MoneyGram International Inc.

      296,864    10,078,533

SEI Investments Co.

      220,849    10,795,099

Sybase Inc.(1)

      315,395    6,118,663

Transaction Systems Architects Inc. Class A(1)

      130,597    5,444,589

Wind River Systems Inc.(1)

      263,560    2,345,684
           
            94,890,332

TELECOMMUNICATIONS—2.08%

            

ADTRAN Inc.

      239,149    5,364,112

Cincinnati Bell Inc.(1)

      865,902    3,550,198

CommScope Inc.(1)

      202,844    6,373,358

Harris Corp.

      470,372    19,525,142

Newport Corp.(1)

      141,000    2,272,920

Plantronics Inc.

      166,482    3,697,565

Polycom Inc.(1)

      305,691    6,700,747

Powerwave Technologies Inc.(1)(2)

      391,501    3,570,489

RF Micro Devices Inc.(1)

      665,664    3,974,014

Telephone & Data Systems Inc.

      360,037    14,905,532

3Com Corp.(1)

      1,372,966    7,029,586

UTStarcom Inc.(1)

      367,253    2,860,901
           
            79,824,564

TEXTILES—0.34%

            

Mohawk Industries Inc.(1)

      187,408    13,184,153
           
            13,184,153

TRANSPORTATION—3.27%

              

Alexander & Baldwin Inc.

        154,720    6,849,454

C.H. Robinson Worldwide Inc.

        608,488    32,432,410

Con-way Inc.

        168,120    9,739,192

Expeditors International Washington Inc.

        747,404    41,862,098

Hunt (J.B.) Transport Services Inc.

        432,708    10,778,756

Overseas Shipholding Group Inc.

        103,911    6,146,336

Swift Transportation Co. Inc.(1)

        188,093    5,973,834

Werner Enterprises Inc.

        178,784    3,623,952

YRC Worldwide Inc.(1)

        201,316    8,477,417
             
              125,883,449

TRUCKING & LEASING—0.20%

              

GATX Corp.

        178,450    7,584,125
             
              7,584,125

WATER—0.27%

              

Aqua America Inc.

        453,581    10,337,111
             
              10,337,111
             

TOTAL COMMON STOCKS

              

(Cost: $3,406,348,132)

             3,839,384,364

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—2.57%

              

CERTIFICATES OF DEPOSIT(3)—0.07%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 88,076    88,076

Fortis Bank NY

              

4.43%, 07/20/06

        220,090    220,090

Societe Generale

              

5.33%, 12/08/06

        880,759    880,759

Toronto-Dominion Bank

              

3.94%, 07/10/06

        440,380    440,380

Washington Mutual Bank

              

5.28%, 08/07/06

        440,380    440,380

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        704,608    704,608
             
              2,774,293

COMMERCIAL PAPER(3)—0.55%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        2,458,887    2,445,070

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        422,765    420,562

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        841,909    838,321

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        334,689    333,900

CC USA Inc.

              

5.03%, 10/24/06(4)

        176,152    173,371

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        663,520    661,078

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        1,932,078    1,931,531

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      880,759    877,129

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      649,754    634,585

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      1,864,339    1,857,800

Five Finance Inc.

            

5.19%, 12/01/06(4)

      396,342    387,714

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      88,076    86,020

Govco Inc.

            

5.22%, 08/03/06(4)

      880,759    876,800

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      299,458    294,817

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      220,190    219,413

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      810,123    808,118

Landale Funding LLC

            

5.30%, 08/15/06(4)

      968,835    962,702

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      1,363,680    1,353,306

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      889,567    886,957

Prudential Funding LLC

            

5.22%, 07/31/06

      440,380    438,592

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      880,759    878,580

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      1,031,977    1,031,392

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      550,536    548,753

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      963,463    962,917

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      1,076,543    1,073,880
           
            20,983,308

MEDIUM-TERM NOTES(3)—0.06%

            

Bank of America N.A.

            

5.28%, 04/20/07

      220,190    220,190

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      273,035    273,035

K2 USA LLC

            

3.94%, 07/07/06(4)

      528,456    528,455

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      880,759    882,130

Sigma Finance Inc.

            

5.13%, 03/30/07(4)

      308,266    308,266

US Bank N.A.

            

2.85%, 11/15/06

      176,152    174,953
           
            2,387,029

MONEY MARKET FUNDS—0.05%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(5)(6)

      2,021,842    2,021,842
           
            2,021,842

REPURCHASE AGREEMENTS(3)—0.44%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,762,306 (collateralized by non-U.S. Government debt securities, value $1,816,868, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,761,519    1,761,519

Bear Stearns Companies (The) Inc. Repurchase Agreement, 5.37%, due 7/3/06, maturity value $1,321,730 (collateralized by non-U.S. Government debt securities, value $1,455,280, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        1,321,139    1,321,139

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,762,306 (collateralized by non-U.S. Government debt securities, value $1,809,326, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        1,761,519    1,761,519

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,202,883 (collateralized by non-U.S. Government debt securities, value $2,464,199, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        2,201,899    2,201,899

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $528,696 (collateralized by non-U.S. Government debt securities, value $598,234, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        528,456    528,456

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $881,152 (collateralized by non-U.S. Government debt securities, value $899,614, 5.22% to 5.42%, 7/3/06).

        880,759    880,759

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,409,856 (collateralized by non-U.S. Government debt securities, value $1,481,718, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        1,409,215    1,409,215

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,762,306 (collateralized by non-U.S. Government debt securities, value $1,852,167, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        1,761,519    1,761,519

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $881,152 (collateralized by non-U.S. Government debt securities, value $908,453, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        880,759    880,759

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $881,152 (collateralized by non-U.S. Government debt securities, value $908,464, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        880,759    880,759

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $881,152 (collateralized by non-U.S. Government debt securities, value $926,875, 3.79% to 7.22%, 5/15/07 to 3/15/42).

        880,759    880,759

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $308,406 (collateralized by non-U.S. Government debt securities, value $326,331, 0.00% to 10.00%, 7/3/06 to 6/30/36).

        308,266    308,266

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $648,521 (collateralized by non-U.S. Government debt securities, value $652,661, 0.00% to 10.00%, 7/3/06 to 6/30/36)(7).

      616,532    616,532

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,762,309 (collateralized by non-U.S. Government debt securities, value $1,852,147, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,761,519    1,761,519
           
            16,954,619

TIME DEPOSITS(3)—0.22%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      880,759    880,759

KBC Bank NV

            

5.32%, 07/03/06

      2,642,278    2,642,278

Societe Generale

            

5.32%, 07/03/06

      2,201,899    2,201,899

UBS AG

            

5.25%-5.34%, 07/03/06

      2,539,309    2,539,309
           
            8,264,245

VARIABLE & FLOATING RATE NOTES(3)—1.18%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      2,254,744    2,255,062

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      660,570    660,565

American Express Centurion Bank

            

5.34%, 07/19/07

      968,835    969,993

American Express Credit Corp.

            

5.23%, 07/05/07

      264,228    264,403

ASIF Global Financing

            

5.17%, 05/03/07(4)

      88,076    88,117

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      572,494    572,494

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      1,497,291    1,497,282

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      880,759    880,759

BNP Paribas

            

5.14%, 05/18/07(4)

      1,629,405    1,629,405

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      642,954    642,955

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      220,190    220,190

Credit Agricole SA

            

5.31%, 07/23/07

      880,759    880,759

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      880,759    880,760

DEPFA Bank PLC

            

5.37%, 06/15/07

      880,759    880,759

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      1,012,873    1,012,953

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      880,759    880,759

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      1,761,519    1,761,519

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      264,228    264,231

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      660,570    660,509

General Electric Capital Corp.

            

5.25%, 04/09/07

      396,342    396,558

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      1,321,139    1,321,385

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      880,759    880,759

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      660,570    660,570

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      1,321,139    1,321,105

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      920,410    920,410

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      1,100,949    1,100,591

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      968,835    968,751

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      428,040    428,040

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      484,418    484,418

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      1,321,139    1,321,139

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      110,976    111,013

Mound Financing PLC

            

5.11%, 05/08/07(4)

      827,914    827,914

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      880,759    880,709

National City Bank of Indiana

            

5.17%, 05/21/07

      440,380    440,412

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      2,378,050    2,378,117

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      310,468    310,393

Northern Rock PLC

            

5.17%, 05/03/07(4)

      1,056,911    1,056,937

Principal Life Global Funding I

            

5.63%, 02/08/07

      396,342    397,460

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      660,570    660,534

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      722,223    722,223

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      880,759    880,759

Strips III LLC

            

5.37%, 07/24/06(4)

      205,893    205,893

SunTrust Bank

            

5.08%, 05/01/07

      880,759    880,804

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      1,664,635    1,664,458

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      1,233,063    1,233,063

US Bank N.A.

            

5.28%, 09/29/06

      396,342    396,317

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      1,409,920    1,409,921

Wachovia Bank N.A.

            

5.36%, 05/22/07

      1,761,519    1,761,519

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      440,380    440,408

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      792,683    792,675

White Pine Finance LLC

            

5.12%-5.28%, 08/25/06-05/22/07(4)

      871,071    868,207

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      297,468      297,468  
           
              45,324,404  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $98,709,740)

             98,709,740  
           

TOTAL INVESTMENTS IN SECURITIES—102.43%

                

(Cost: $3,505,057,872)

             3,938,094,104  

Other Assets, Less Liabilities—(2.43)%

             (93,462,438 )
           

NET ASSETS—100.00%

           $ 3,844,631,666  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P MIDCAP 400 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.93%

              

ADVERTISING—0.39%

              

Catalina Marketing Corp.

      143,862    $ 4,094,313

Harte-Hanks Inc.

      131,525      3,372,301
           
              7,466,614

AEROSPACE & DEFENSE—0.71%

              

Alliant Techsystems Inc.(1)

      133,185      10,168,675

DRS Technologies Inc.

      72,261      3,522,724
           
              13,691,399

AIRLINES—0.64%

              

AirTran Holdings Inc.(1)

      342,909      5,095,628

JetBlue Airways Corp.(1)(2)

      584,355      7,094,070
           
              12,189,698

APPAREL—0.68%

              

Polo Ralph Lauren Corp.

      143,057      7,853,829

Timberland Co. Class A(1)

      201,331      5,254,739
           
              13,108,568

AUTO MANUFACTURERS—0.37%

              

Oshkosh Truck Corp.

      150,712      7,161,834
           
              7,161,834

BANKS—2.22%

              

Cathay General Bancorp

      105,032      3,821,064

City National Corp.

      82,975      5,400,843

Cullen/Frost Bankers Inc.

      68,811      3,942,870

Greater Bay Bancorp

      104,890      3,015,588

Investors Financial Services Corp.

      248,625      11,163,263

SVB Financial Group(1)(2)

      59,015      2,682,822

TCF Financial Corp.

      212,763      5,627,581

Texas Regional Bancshares Inc. Class A

      97,856      3,710,700

Westamerica Bancorp

      63,249      3,097,304
           
              42,462,035

BEVERAGES—0.10%

              

PepsiAmericas Inc.

      87,582      1,936,438
           
              1,936,438

BIOTECHNOLOGY—2.37%

              

Affymetrix Inc.(1)

      186,862      4,783,667

Charles River Laboratories International Inc.(1)

      155,054      5,705,987

Invitrogen Corp.(1)

      201,100      13,286,677

Martek Biosciences Corp.(1)(2)

      121,178      3,508,103

Millennium Pharmaceuticals Inc.(1)

      451,903      4,505,473

PDL BioPharma Inc.(1)

      263,808      4,856,705

Vertex Pharmaceuticals Inc.(1)

      237,192      8,707,318
           
              45,353,930

BUILDING MATERIALS—0.62%

            

Florida Rock Industries Inc.

      113,011    5,613,256

Martin Marietta Materials Inc.

      68,972    6,286,798
           
            11,900,054

CHEMICALS—0.44%

            

Airgas Inc.

      89,045    3,316,926

Valspar Corp. (The)

      193,057    5,098,635
           
            8,415,561

COAL—1.61%

            

Arch Coal Inc.

      254,341    10,776,428

Peabody Energy Corp.

      360,435    20,094,251
           
            30,870,679

COMMERCIAL SERVICES—5.54%

            

ADESA Inc.

      142,164    3,161,727

Alliance Data Systems Corp.(1)

      254,904    14,993,453

Career Education Corp.(1)

      369,248    11,036,823

ChoicePoint Inc.(1)

      325,471    13,594,924

Corinthian Colleges Inc.(1)

      324,886    4,665,363

Corporate Executive Board Co. (The)

      151,351    15,165,370

Deluxe Corp.

      102,573    1,792,976

DeVry Inc.(1)

      143,873    3,160,890

Gartner Inc.(1)

      83,751    1,189,264

ITT Educational Services Inc.(1)

      135,610    8,924,494

Korn/Ferry International(1)

      46,730    915,441

Laureate Education Inc.(1)

      81,400    3,470,082

Navigant Consulting Inc.(1)

      106,530    2,412,905

Pharmaceutical Product Development Inc.

      383,702    13,475,614

Rent-A-Center Inc.(1)

      143,915    3,577,727

Rollins Inc.

      111,763    2,195,025

Valassis Communications Inc.(1)

      102,493    2,417,810
           
            106,149,888

COMPUTERS—5.71%

            

BISYS Group Inc. (The)(1)

      454,388    6,225,116

Cadence Design Systems Inc.(1)

      437,139    7,496,934

Ceridian Corp.(1)

      216,507    5,291,431

Cognizant Technology Solutions Corp.(1)

      531,061    35,777,580

Diebold Inc.

      104,930    4,262,257

DST Systems Inc.(1)

      231,955    13,801,323

Henry (Jack) & Associates Inc.

      287,184    5,646,037

McDATA Corp. Class A(1)

      269,207    1,098,365

National Instruments Corp.

      116,001    3,178,427

Palm Inc.(1)

      118,077    1,901,040

Reynolds & Reynolds Co. (The) Class A

      76,883    2,358,002

SRA International Inc. Class A(1)

      94,453    2,515,283

Synopsys Inc.(1)

      179,440    3,368,089

Western Digital Corp.(1)

      834,620    16,533,822
           
            109,453,706

DISTRIBUTION & WHOLESALE—1.65%

            

CDW Corp.

      234,191    12,798,538

Fastenal Co.

      468,143    18,861,481
           
            31,660,019

DIVERSIFIED FINANCIAL SERVICES—1.80%

            

AmeriCredit Corp.(1)

      226,757    6,331,055

Eaton Vance Corp.

      483,698    12,073,102

IndyMac Bancorp Inc.

      133,718    6,130,970

Raymond James Financial Inc.

      111,012    3,360,333

Waddell & Reed Financial Inc. Class A

      320,308    6,585,533
           
            34,480,993

ELECTRICAL COMPONENTS & EQUIPMENT—1.14%

            

AMETEK Inc.

      174,120    8,249,806

Energizer Holdings Inc.(1)

      233,697    13,687,633
           
            21,937,439

ELECTRONICS—1.36%

            

Amphenol Corp. Class A

      338,817    18,960,199

Gentex Corp.

      309,518    4,333,252

Varian Inc.(1)

      65,826    2,732,437
           
            26,025,888

ENGINEERING & CONSTRUCTION—1.03%

            

Granite Construction Inc.

      47,322    2,142,267

Jacobs Engineering Group Inc.(1)

      221,631    17,650,693
           
            19,792,960

ENTERTAINMENT—1.74%

            

GTECH Holdings Corp.

      481,474    16,745,666

International Speedway Corp. Class A

      75,808    3,515,217

Macrovision Corp.(1)

      195,358    4,204,104

Scientific Games Corp. Class A(1)

      248,172    8,839,887
           
            33,304,874

ENVIRONMENTAL CONTROL—1.12%

            

Mine Safety Appliances Co.(2)

      55,786    2,242,597

Republic Services Inc.

      204,680    8,256,791

Stericycle Inc.(1)

      167,356    10,894,876
           
            21,394,264

FOOD—0.52%

            

Hormel Foods Corp.

      118,762    4,410,821

Smucker (J.M.) Co. (The)

      94,588    4,228,084

Tootsie Roll Industries Inc.

      46,008    1,340,213
           
            9,979,118

HAND & MACHINE TOOLS—0.13%

            

Lincoln Electric Holdings Inc.

      40,287    2,523,981
           
            2,523,981

HEALTH CARE - PRODUCTS—6.54%

            

Advanced Medical Optics Inc.(1)(2)

      90,817    4,604,422

Beckman Coulter Inc.

      238,491    13,248,175

Cytyc Corp.(1)

      432,310    10,963,382

DENTSPLY International Inc.

      298,585    18,094,251

Edwards Lifesciences Corp.(1)

      145,367    6,604,023

Gen-Probe Inc.(1)

      195,256    10,539,919

Henry Schein Inc.(1)

      227,067    10,610,841

Intuitive Surgical Inc.(1)

      138,270    16,311,712

Steris Corp.

      137,795    3,149,994

TECHNE Corp.(1)

      149,124    7,593,394

Varian Medical Systems Inc.(1)

      496,976    23,531,814
           
            125,251,927

HEALTH CARE - SERVICES—3.44%

            

Apria Healthcare Group Inc.(1)

      160,179    3,027,383

Community Health Systems Inc.(1)

      371,702    13,660,049

Covance Inc.(1)

      146,568    8,972,893

Health Net Inc.(1)

      296,631    13,398,822

LifePoint Hospitals Inc.(1)(2)

      217,310    6,982,170

Lincare Holdings Inc.(1)

      361,280    13,670,835

Universal Health Services Inc. Class B

      125,399    6,302,554
           
            66,014,706

HOLDING COMPANIES-DIVERSIFIED—0.40%

            

Leucadia National Corp.

      261,570    7,635,228
           
            7,635,228

HOME BUILDERS—2.09%

            

Beazer Homes USA Inc.

      95,110    4,362,696

Hovnanian Enterprises Inc. Class A(1)

      135,273    4,069,012

M.D.C. Holdings Inc.

      124,036    6,441,189

Ryland Group Inc.

      172,388    7,510,945

Thor Industries Inc.(2)

      130,417    6,318,704

Toll Brothers Inc.(1)

      442,048    11,303,167
           
            40,005,713

HOUSEHOLD PRODUCTS & WARES—0.67%

            

Church & Dwight Co. Inc.

      244,417    8,901,667

Scotts Miracle-Gro Co. (The) Class A

      91,691    3,880,363
           
            12,782,030

INSURANCE—4.28%

            

Berkley (W.R.) Corp.

      390,576    13,330,359

Brown & Brown Inc.

      422,239    12,337,824

Everest Re Group Ltd.

      130,223    11,273,405

Fidelity National Financial Inc.

      343,661    13,385,596

Gallagher (Arthur J.) & Co.

      208,295    5,278,195

PMI Group Inc. (The)

      158,542    7,067,802

Radian Group Inc.

      311,665    19,254,664
           
            81,927,845

INTERNET—1.78%

            

Avocent Corp.(1)

      72,593    1,905,566

CheckFree Corp.(1)

      131,618    6,522,988

F5 Networks Inc.(1)

      153,267    8,196,719

McAfee Inc.(1)

      603,240    14,640,635

RSA Security Inc.(1)

      102,442    2,785,398
           
            34,051,306

LODGING—0.18%

            

Boyd Gaming Corp.

      84,238    3,399,846
           
            3,399,846

MACHINERY—1.86%

            

Flowserve Corp.(1)

      89,234    5,077,415

Graco Inc.

      258,450    11,883,531

Joy Global Inc.

      182,426    9,502,570

Zebra Technologies Corp. Class A(1)

      267,554    9,139,645
           
            35,603,161

MANUFACTURING—1.24%

            

Donaldson Co. Inc.

      256,659    8,693,040

Pentair Inc.

      141,861    4,850,228

Roper Industries Inc.

      150,995    7,059,016

Teleflex Inc.

      58,159    3,141,749
           
            23,744,033

MEDIA—0.71%

            

Emmis Communications Corp.(1)

      50,711    793,120

Entercom Communications Corp.

      47,321    1,237,917

Lee Enterprises Inc.

      95,047    2,561,517

Washington Post Co. (The) Class B

      10,211    7,964,682

Westwood One Inc.

      135,423    1,015,673
           
            13,572,909

METAL FABRICATE & HARDWARE—0.65%

            

Precision Castparts Corp.

      207,829    12,419,861
           
            12,419,861

OFFICE FURNISHINGS—0.34%

            

Herman Miller Inc.

      98,527    2,539,041

HNI Corp.

      86,185    3,908,490
           
            6,447,531

OIL & GAS—9.23%

            

Denbury Resources Inc.(1)

      450,196    14,257,707

ENSCO International Inc.

      267,546    12,312,467

Helmerich & Payne Inc.

      79,387    4,783,861

Newfield Exploration Co.(1)

      486,337    23,801,333

Noble Energy Inc.

      670,047    31,398,402

Patterson-UTI Energy Inc.

      648,579    18,361,272

Pioneer Natural Resources Co.

      489,021    22,695,465

Plains Exploration & Production Co.(1)

      297,842    12,074,515

Pogo Producing Co.

      219,114    10,101,155

Quicksilver Resources Inc.(1)(2)

      199,592    7,346,982

Southwestern Energy Co.(1)

      633,614    19,743,412
           
            176,876,571

OIL & GAS SERVICES—2.89%

            

Cameron International Corp.(1)

      179,002    8,550,926

FMC Technologies Inc.(1)

      121,254    8,179,795

Grant Prideco Inc.(1)

      494,971    22,149,952

Smith International Inc.

      371,494    16,520,338
           
            55,401,011

PHARMACEUTICALS—3.60%

            

Cephalon Inc.(1)

      229,683    13,803,948

Medicis Pharmaceutical Corp. Class A

      206,558    4,957,392

Omnicare Inc.

      297,760    14,119,779

Par Pharmaceutical Companies Inc.(1)

      132,296    2,442,184

Perrigo Co.

      139,435    2,244,904

Sepracor Inc.(1)(2)

      411,300    23,501,682

Valeant Pharmaceuticals International

      168,030    2,843,068

VCA Antech Inc.(1)

      156,976    5,012,244
           
            68,925,201

PIPELINES—1.82%

            

Equitable Resources Inc.

      205,361    6,879,594

Questar Corp.

      184,546    14,854,108

Western Gas Resources Inc.

      221,271    13,243,069
           
            34,976,771

REAL ESTATE INVESTMENT TRUSTS—0.57%

            

Macerich Co. (The)

      92,142    6,468,368

Weingarten Realty Investors

      116,087    4,443,810
           
            10,912,178

RETAIL—12.02%

            

Abercrombie & Fitch Co. Class A

      332,815    18,447,935

Advance Auto Parts Inc.

      408,307    11,800,072

Aeropostale Inc.(1)

      206,444    5,964,167

American Eagle Outfitters Inc.

      498,481    16,968,293

AnnTaylor Stores Corp.(1)

      119,417    5,180,309

Applebee’s International Inc.

      280,093    5,383,387

Barnes & Noble Inc.

      75,570    2,758,305

Brinker International Inc.

      225,102    8,171,203

CarMax Inc.(1)

      155,363    5,509,172

Cheesecake Factory (The)(1)

      298,924    8,056,002

Chico’s FAS Inc.(1)

      688,381    18,572,519

Claire’s Stores Inc.

      204,720    5,222,407

Copart Inc.(1)

      263,754    6,477,798

Dollar Tree Stores Inc.(1)

      257,818    6,832,177

GameStop Corp. Class A(1)

      224,253    9,418,626

Michaels Stores Inc.

      344,768    14,218,232

MSC Industrial Direct Co. Inc. Class A

      102,969    4,898,235

99 Cents Only Stores(1)

      119,675    1,251,801

O’Reilly Automotive Inc.(1)

      231,062    7,206,824

OSI Restaurant Partners Inc.(2)

      147,177    5,092,324

Pacific Sunwear of California Inc.(1)

      273,503    4,903,909

PetSmart Inc.

      529,712    13,560,627

Regis Corp.

      98,624    3,512,001

Ross Stores Inc.

      540,288    15,155,078

Ruby Tuesday Inc.(2)

      147,138    3,591,639

Urban Outfitters Inc.(1)

      418,423    7,318,218

Williams-Sonoma Inc.

      435,558    14,830,750
           
            230,302,010

SAVINGS & LOANS—0.11%

            

First Niagara Financial Group Inc.

      158,492    2,222,058
           
            2,222,058

SEMICONDUCTORS—3.29%

            

Cabot Microelectronics Corp.(1)

      91,919    2,786,065

Cree Inc.(1)

      291,264    6,920,433

Cypress Semiconductor Corp.(1)(2)

      179,210    2,605,713

International Rectifier Corp.(1)(2)

      127,257    4,973,204

Lam Research Corp.(1)

      239,281    11,155,280

MEMC Electronic Materials Inc.(1)

      206,051    7,726,913

Micrel Inc.(1)

      103,737    1,038,407

Microchip Technology Inc.

      510,779    17,136,635

Semtech Corp.(1)

      176,174    2,545,714

Silicon Laboratories Inc.(1)

      174,374    6,129,246
           
            63,017,610

SOFTWARE—3.75%

            

Activision Inc.(1)

      1,050,753    11,957,569

Advent Software Inc.(1)

      23,804    858,610

CSG Systems International Inc.(1)

      181,252    4,484,174

Dun & Bradstreet Corp.(1)

      125,284    8,729,789

Fair Isaac Corp.

      246,543    8,951,976

Fidelity National Information Services Inc.

      356,639    12,625,021

MoneyGram International Inc.

      144,820    4,916,639

SEI Investments Co.

      238,312    11,648,691

Sybase Inc.(1)

      225,650    4,377,610

Transaction Systems Architects Inc. Class A(1)

      54,918    2,289,531

Wind River Systems Inc.(1)

      105,168    935,995
           
            71,775,605

TELECOMMUNICATIONS—1.46%

            

ADTRAN Inc.

      131,510    2,949,769

Harris Corp.

      299,634    12,437,807

Plantronics Inc.

      179,633    3,989,649

Polycom Inc.(1)

      177,483    3,890,427

Powerwave Technologies Inc.(1)

      140,573    1,282,026

RF Micro Devices Inc.(1)

      286,257    1,708,954

UTStarcom Inc.(1)

      214,453    1,670,589
           
            27,929,221

TEXTILES—0.49%

            

Mohawk Industries Inc.(1)

      133,442    9,387,645
           
            9,387,645

TRANSPORTATION—4.33%

              

C.H. Robinson Worldwide Inc.

        657,028    35,019,592

Expeditors International Washington Inc.

        806,844    45,191,332

Overseas Shipholding Group Inc.

        47,088    2,785,255
             
              82,996,179

WATER—0.30%

              

Aqua America Inc.(2)

        249,141    5,677,923
             
              5,677,923
             

TOTAL COMMON STOCKS

              

(Cost: $1,846,860,041)

             1,914,516,019

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—2.65%

              

CERTIFICATES OF DEPOSIT(3)—0.08%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 45,198    45,198

Fortis Bank NY

              

4.43%, 07/20/06

        112,943    112,943

Societe Generale

              

5.33%, 12/08/06

        451,981    451,981

Toronto-Dominion Bank

              

3.94%, 07/10/06

        225,991    225,991

Washington Mutual Bank

              

5.28%, 08/07/06

        225,991    225,991

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        361,585    361,585
             
              1,423,689

COMMERCIAL PAPER(3)—0.56%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        1,261,832    1,254,745

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        216,951    215,821

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        432,044    430,203

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        171,753    171,348

CC USA Inc.

              

5.03%, 10/24/06(4)

        90,396    88,969

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        340,500    339,247

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        991,489    991,208

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        451,981    450,118

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        333,436    325,652

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        956,727    953,372

Five Finance Inc.

              

5.19%, 12/01/06(4)

        203,392    198,964

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        45,198    44,143

Govco Inc.

              

5.22%, 08/03/06(4)

        451,981    449,950

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        153,674    151,292

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        112,995    112,597

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        415,732    414,704

Landale Funding LLC

              

5.30%, 08/15/06(4)

        497,179    494,032

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        699,802    694,479

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        456,501    455,162

Prudential Funding LLC

              

5.22%, 07/31/06

        225,991    225,073

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        451,981    450,863

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        529,582    529,282

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        282,520    281,605

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        494,422    494,142

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        552,452    551,085
             
              10,768,056

MEDIUM-TERM NOTES(3)—0.06%

              

Bank of America N.A.

              

5.28%, 04/20/07

        112,995    112,995

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        140,114    140,114

K2 USA LLC

              

3.94%, 07/07/06(4)

        271,189    271,189

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        451,981    452,684

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        158,193    158,193

US Bank N.A.

              

2.85%, 11/15/06

        90,396    89,781
             
              1,224,956

MONEY MARKET FUNDS—0.06%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        1,105,545    1,105,545
             
              1,105,545

REPURCHASE AGREEMENTS(3)—0.46%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $904,366 (collateralized by non-U.S. Government debt securities, value $932,366, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 903,962    903,962

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $678,275 (collateralized by non-U.S. Government debt securities, value $746,809, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        677,972    677,972

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,130,458 (collateralized by non-U.S. Government debt securities, value $1,264,558, 0.00% to 10.00%, 6/1/28 to 12/15/35).

      1,129,953    1,129,953

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $904,366 (collateralized by non-U.S. Government debt securities, value $928,496, 5.36% to 6.00%, 12/25/35 to 12/25/42).

      903,962    903,962

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $271,312 (collateralized by non-U.S. Government debt securities, value $306,997, 0.00% to 10.00%, 9/10/34 to 5/9/36).

      271,189    271,189

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $452,183 (collateralized by non-U.S. Government debt securities, value $461,657, 5.22% to 5.42%, 7/3/06).

      451,981    451,981

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $723,499 (collateralized by non-U.S. Government debt securities, value $760,376, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      723,170    723,170

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $452,183 (collateralized by non-U.S. Government debt securities, value $466,193, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      451,981    451,981

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $452,183 (collateralized by non-U.S. Government debt securities, value $466,198, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      451,981    451,981

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $904,366 (collateralized by non-U.S. Government debt securities, value $950,480, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      903,962    903,962

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $452,183 (collateralized by non-U.S. Government debt securities, value $475,647, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      451,981    451,981

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $158,265 (collateralized by non-U.S. Government debt securities, value $167,464, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      158,193    158,193

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $332,803 (collateralized by non-U.S. Government debt securities, value $334,928, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      316,387    316,387

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $904,367 (collateralized by non-U.S. Government debt securities, value $950,470, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      903,962    903,962
           
            8,700,636

TIME DEPOSITS(3)—0.22%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      451,981    451,981

KBC Bank NV

            

5.32%, 07/03/06

      1,355,944    1,355,944

Societe Generale

            

5.32%, 07/03/06

      1,129,953    1,129,953

UBS AG

            

5.25%-5.34%, 07/03/06

      1,303,103    1,303,103
           
            4,240,981

VARIABLE & FLOATING RATE NOTES(3)—1.21%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      1,157,072    1,157,234

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      338,986    338,983

American Express Centurion Bank

            

5.34%, 07/19/07

      497,179    497,773

American Express Credit Corp.

            

5.23%, 07/05/07

      135,594    135,684

ASIF Global Financing

            

5.17%, 05/03/07(4)

      45,198    45,219

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      293,788    293,788

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      768,368    768,363

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      451,981    451,981

BNP Paribas

            

5.14%, 05/18/07(4)

      836,165    836,165

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      329,946    329,946

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      112,995    112,995

Credit Agricole SA

            

5.31%, 07/23/07

      451,981    451,981

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      451,981    451,981

DEPFA Bank PLC

            

5.37%, 06/15/07

      451,981    451,981

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      519,778    519,820

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      451,981    451,981

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      903,962    903,962

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      135,594    135,596

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      338,986    338,955

General Electric Capital Corp.

            

5.25%, 04/09/07

      203,392    203,502

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      677,972    678,098

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      451,981    451,981

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      338,986    338,986

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      677,972    677,954

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      472,329    472,329

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      564,976    564,793

Links Finance LLC

                

5.13%-5.35%, 05/10/07-05/16/07(4)

      497,179      497,136  

Lothian Mortgages Master Issuer PLC

                

5.29%, 04/24/07(4)

      219,658      219,658  

Marshall & Ilsley Bank

                

5.18%, 07/13/07

      248,590      248,590  

Metropolitan Life Global Funding I

                

5.15%, 07/06/07(4)

      677,972      677,972  

Mortgage Interest Networking Trust

                

5.54%, 08/25/06(4)

      56,950      56,969  

Mound Financing PLC

                

5.11%, 05/08/07(4)

      424,862      424,862  

Natexis Banques Populaires

                

5.18%-5.40%, 06/20/07-07/13/07(4)

      451,981      451,955  

National City Bank of Indiana

                

5.17%, 05/21/07

      225,991      226,007  

Nationwide Building Society

                

5.16%-5.55%, 04/27/07-07/06/07(4)

      1,220,349      1,220,383  

Newcastle Ltd.

                

5.34%, 04/24/07(4)

      159,323      159,285  

Northern Rock PLC

                

5.17%, 05/03/07(4)

      542,377      542,391  

Principal Life Global Funding I

                

5.63%, 02/08/07

      203,392      203,965  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      338,986      338,967  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      370,625      370,625  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      451,981      451,981  

Strips III LLC

                

5.37%, 07/24/06(4)

      105,658      105,658  

SunTrust Bank

                

5.08%, 05/01/07

      451,981      452,004  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      854,244      854,154  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      632,774      632,773  

US Bank N.A.

                

5.28%, 09/29/06

      203,392      203,379  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      723,532      723,532  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      903,962      903,962  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      225,991      226,005  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      406,783      406,779  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      447,009      445,540  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      152,652      152,653  
           
              23,259,216  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $50,723,079)

             50,723,079  
           

TOTAL INVESTMENTS IN SECURITIES—102.58%

                

(Cost: $1,897,583,120)

             1,965,239,098  

Other Assets, Less Liabilities—(2.58)%

             (49,488,425 )
           

NET ASSETS—100.00%

          $ 1,915,750,673  
           

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P MIDCAP 400 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.80%

              

ADVERTISING—0.09%

              

Harte-Hanks Inc.

      91,639    $ 2,349,624
           
              2,349,624

AEROSPACE & DEFENSE—0.26%

              

DRS Technologies Inc.

      90,484      4,411,095

Sequa Corp. Class A(1)

      29,369      2,393,573
           
              6,804,668

AGRICULTURE—0.16%

              

Universal Corp.

      112,072      4,171,320
           
              4,171,320

AIRLINES—0.26%

              

Alaska Air Group Inc.(1)

      171,097      6,744,644
           
              6,744,644

APPAREL—0.22%

              

Polo Ralph Lauren Corp.

      100,750      5,531,175
           
              5,531,175

AUTO MANUFACTURERS—0.27%

              

Oshkosh Truck Corp.

      147,526      7,010,435
           
              7,010,435

AUTO PARTS & EQUIPMENT—1.29%

              

ArvinMeritor Inc.

      306,585      5,270,196

Bandag Inc.

      50,764      1,857,455

BorgWarner Inc.

      249,330      16,231,383

Lear Corp.

      293,338      6,515,037

Modine Manufacturing Co.

      146,010      3,410,794
           
              33,284,865

BANKS—5.15%

              

Associated Bancorp

      576,000      18,161,280

Bank of Hawaii Corp.

      221,529      10,987,838

Cathay General Bancorp

      103,272      3,757,035

City National Corp.

      84,985      5,531,674

Colonial BancGroup Inc. (The)

      673,381      17,292,424

Cullen/Frost Bankers Inc.

      129,312      7,409,578

FirstMerit Corp.

      347,586      7,278,451

Greater Bay Bancorp

      98,551      2,833,341

Mercantile Bankshares Corp.

      536,691      19,143,768

SVB Financial Group(1)(2)

      86,769      3,944,519

TCF Financial Corp.

      244,204      6,459,196

Texas Regional Bancshares Inc. Class A

      85,461      3,240,681

Webster Financial Corp.

      229,934      10,908,069

Westamerica Bancorp

      64,368      3,152,101

Wilmington Trust Corp.

      297,118      12,532,437
           
              132,632,392

BEVERAGES—0.14%

            

PepsiAmericas Inc.

      159,289    3,521,880
           
            3,521,880

BIOTECHNOLOGY—1.03%

            

Affymetrix Inc.(1)

      79,471    2,034,458

Charles River Laboratories International Inc.(1)

      134,905    4,964,504

Millennium Pharmaceuticals Inc.(1)

      849,603    8,470,542

PDL BioPharma Inc.(1)

      194,578    3,582,181

Vertex Pharmaceuticals Inc.(1)

      206,129    7,566,996
           
            26,618,681

BUILDING MATERIALS—0.57%

            

Florida Rock Industries Inc.

      76,121    3,780,930

Martin Marietta Materials Inc.

      119,518    10,894,066
           
            14,674,996

CHEMICALS—4.64%

            

Airgas Inc.

      190,642    7,101,414

Albemarle Corp.

      168,869    8,085,448

Cabot Corp.

      276,559    9,546,817

Chemtura Corp.

      1,046,426    9,773,619

Cytec Industries Inc.

      176,537    9,472,975

Ferro Corp.

      185,192    2,955,664

FMC Corp.

      170,346    10,968,579

Lubrizol Corp.

      297,818    11,868,047

Lyondell Chemical Co.

      894,101    20,260,329

Minerals Technologies Inc.

      86,628    4,504,656

Olin Corp.

      314,800    5,644,364

RPM International Inc.

      515,802    9,284,436

Sensient Technologies Corp.

      201,931    4,222,377

Valspar Corp. (The)

      221,621    5,853,011
           
            119,541,736

COAL—2.14%

            

Arch Coal Inc.

      330,134    13,987,778

Peabody Energy Corp.

      737,965    41,141,549
           
            55,129,327

COMMERCIAL SERVICES—3.48%

            

ADESA Inc.

      227,551    5,060,734

Banta Corp.

      104,390    4,836,389

Deluxe Corp.

      104,940    1,834,351

DeVry Inc.(1)

      89,482    1,965,920

Gartner Inc.(1)

      158,083    2,244,779

Kelly Services Inc. Class A

      84,464    2,294,887

Korn/Ferry International(1)

      131,637    2,578,769

Laureate Education Inc.(1)

      129,878    5,536,699

Manpower Inc.

      381,787    24,663,440

MPS Group Inc.(1)

      448,630    6,756,368

Navigant Consulting Inc.(1)

      104,665    2,370,662

Quanta Services Inc.(1)(2)

      515,674    8,936,630

Rent-A-Center Inc.(1)

      136,497    3,393,315

Sotheby's Holdings Inc. Class A(1)

      205,358    5,390,647

United Rentals Inc.(1)(2)

      296,987    9,497,644

Valassis Communications Inc.(1)

      89,474    2,110,692
           
            89,471,926

COMPUTERS—2.42%

            

Cadence Design Systems Inc.(1)

      726,037    12,451,535

Ceridian Corp.(1)

      390,264    9,538,052

Diebold Inc.

      173,124    7,032,297

Imation Corp.

      151,956    6,237,794

McDATA Corp. Class A(1)

      379,935    1,550,135

Mentor Graphics Corp.(1)

      350,139    4,544,804

National Instruments Corp.

      109,074    2,988,628

Palm Inc.(1)

      263,389    4,240,563

Reynolds & Reynolds Co. (The) Class A

      138,992    4,262,885

SRA International Inc. Class A(1)

      56,243    1,497,751

Synopsys Inc.(1)

      419,001    7,864,649
           
            62,209,093

DISTRIBUTION & WHOLESALE—0.72%

            

Ingram Micro Inc. Class A(1)

      516,156    9,357,908

Tech Data Corp.(1)

      241,955    9,269,296
           
            18,627,204

DIVERSIFIED FINANCIAL SERVICES—2.08%

            

AmeriCredit Corp.(1)

      306,633    8,561,193

Edwards (A.G.) Inc.

      329,253    18,214,276

IndyMac Bancorp Inc.

      131,522    6,030,284

Jefferies Group Inc.

      438,518    12,993,288

Raymond James Financial Inc.

      259,734    7,862,148
           
            53,661,189

ELECTRIC—10.00%

            

Alliant Energy Corp.

      511,977    17,560,811

Aquila Inc.(1)

      1,628,542    6,856,162

Black Hills Corp.

      144,775    4,970,126

DPL Inc.

      529,609    14,193,521

Duquesne Light Holdings Inc.(2)

      341,980    5,622,151

Energy East Corp.

      643,258    15,393,164

Great Plains Energy Inc.

      346,192    9,644,909

Hawaiian Electric Industries Inc.(2)

      353,367    9,862,473

IDACORP Inc.(2)

      186,060    6,379,997

MDU Resources Group Inc.

      522,557    19,130,812

Northeast Utilities

      668,903    13,826,225

NSTAR

      465,245    13,306,007

OGE Energy Corp.

      395,396    13,850,722

Pepco Holdings Inc.

      829,190    19,552,300

PNM Resources Inc.

      299,791    7,482,783

Puget Energy Inc.

      505,428    10,856,593

SCANA Corp.

      503,010    19,406,126

Sierra Pacific Resources Corp.(1)

      875,024    12,250,336

Westar Energy Inc.

      379,534    7,989,191

Wisconsin Energy Corp.

      509,534    20,534,220

WPS Resources Corp.

      175,466    8,703,114
           
            257,371,743

ELECTRICAL COMPONENTS & EQUIPMENT—0.69%

            

AMETEK Inc.

      107,864    5,110,596

Hubbell Inc. Class B

      264,820    12,618,673
           
            17,729,269

ELECTRONICS—2.79%

            

Arrow Electronics Inc.(1)

      530,662    17,087,316

Avnet Inc.(1)

      637,990    12,772,560

Gentex Corp.

      314,155    4,398,170

KEMET Corp.(1)

      377,460    3,480,181

Plexus Corp.(1)

      198,917    6,804,951

Thomas & Betts Corp.(1)

      236,534    12,134,194

Varian Inc.(1)

      59,243    2,459,177

Vishay Intertechnology Inc.(1)

      803,326    12,636,318
           
            71,772,867

ENGINEERING & CONSTRUCTION—0.30%

            

Dycom Industries Inc.(1)

      175,540    3,737,247

Granite Construction Inc.

      88,998    4,028,939
           
            7,766,186

ENTERTAINMENT—0.12%

            

International Speedway Corp. Class A

      65,745    3,048,596
           
            3,048,596

ENVIRONMENTAL CONTROL—0.53%

            

Mine Safety Appliances Co.

      50,452    2,028,170

Republic Services Inc.

      288,286    11,629,457
           
            13,657,627

FOOD—1.21%

            

Hormel Foods Corp.

      181,418    6,737,864

Ruddick Corp.

      150,403    3,686,378

Smithfield Foods Inc.(1)

      430,931    12,423,741

Smucker (J.M.) Co. (The)

      144,530    6,460,491

Tootsie Roll Industries Inc.

      58,910    1,716,048
           
            31,024,522

FOREST PRODUCTS & PAPER—1.24%

            

Bowater Inc.(2)

      243,637    5,542,742

Glatfelter Co.

      193,817    3,075,876

Longview Fibre Co.

      222,520    4,247,907

Potlatch Corp.

      168,602    6,364,725

Rayonier Inc.

      333,318    12,636,085
           
            31,867,335

GAS—1.77%

            

AGL Resources Inc.

      339,459    12,940,177

ONEOK Inc.

      511,347    17,406,252

Vectren Corp.

      331,874    9,043,566

WGL Holdings Inc.

      212,431    6,149,877
           
            45,539,872

HAND & MACHINE TOOLS—0.75%

            

Kennametal Inc.

      172,432    10,733,892

Lincoln Electric Holdings Inc.

      138,633    8,685,357
           
            19,419,249

HEALTH CARE-PRODUCTS—1.38%

            

Advanced Medical Optics Inc.(1)

      194,426    9,857,398

Edwards Lifesciences Corp.(1)

      89,640    4,072,345

Henry Schein Inc.(1)

      123,320    5,762,744

Hillenbrand Industries Inc.

      267,251    12,961,673

Steris Corp.

      129,079    2,950,746
           
            35,604,906

HEALTH CARE-SERVICES—1.31%

            

Covance Inc.(1)

      108,178    6,622,657

Health Net Inc.(1)

      160,629    7,255,612

Triad Hospitals Inc.(1)

      381,336    15,093,279

Universal Health Services Inc. Class B

      91,869    4,617,336
           
            33,588,884

HOLDING COMPANIES-DIVERSIFIED—0.47%

            

Leucadia National Corp.

      415,104    12,116,886
           
            12,116,886

HOME BUILDERS—0.12%

            

Beazer Homes USA Inc.

      66,862    3,066,960
           
            3,066,960

HOME FURNISHINGS—0.17%

            

Furniture Brands International Inc.(2)

      213,399    4,447,235
           
            4,447,235

HOUSEHOLD PRODUCTS & WARES—0.61%

            

American Greetings Corp. Class A(2)

      250,800    5,269,308

Blyth Inc.

      113,679    2,098,514

Scotts Miracle-Gro Co. (The) Class A

      90,074    3,811,932

Tupperware Brands Corp.

      235,407    4,635,164
           
            15,814,918

INSURANCE—7.27%

            

American Financial Group Inc.

      205,152    8,801,021

AmerUs Group Co.

      169,049    9,897,819

Berkley (W.R.) Corp.

      287,427    9,809,884

Everest Re Group Ltd.

      132,898    11,504,980

Fidelity National Financial Inc.

      365,402    14,232,408

First American Corp.

      420,963    17,794,106

Gallagher (Arthur J.) & Co.

      181,386    4,596,321

Hanover Insurance Group Inc. (The)

      221,227    10,499,433

HCC Insurance Holdings Inc.

      484,371    14,259,882

Horace Mann Educators Corp.

      186,683    3,164,277

Mercury General Corp.

      154,707    8,720,834

Ohio Casualty Corp.

      276,976    8,234,496

Old Republic International Corp.

      1,001,142    21,394,405

PMI Group Inc. (The)

      206,380    9,200,420

Protective Life Corp.

      304,426    14,192,340

StanCorp Financial Group Inc.

      238,265    12,130,071

Unitrin Inc.

      197,170    8,594,640
           
            187,027,337

INTERNET—0.83%

            

Avocent Corp.(1)

      130,183    3,417,304

CheckFree Corp.(1)

      246,810    12,231,904

RSA Security Inc.(1)

      210,594    5,726,051
           
            21,375,259

IRON & STEEL—0.93%

            

Reliance Steel & Aluminum Co.

      137,740    11,425,533

Steel Dynamics Inc.

      188,708    12,405,664
           
            23,831,197

LEISURE TIME—0.14%

            

Callaway Golf Co.

      282,637    3,671,455
           
            3,671,455

LODGING—0.15%

            

Boyd Gaming Corp.

      93,907    3,790,087
           
            3,790,087

MACHINERY—1.72%

            

AGCO Corp.(1)

      394,580    10,385,346

Flowserve Corp.(1)

      142,044    8,082,304

Joy Global Inc.

      328,431    17,107,971

Nordson Corp.

      146,785    7,218,886

Tecumseh Products Co. Class A(1)

      80,399    1,543,661
           
            44,338,168

MANUFACTURING—4.09%

            

Brink's Co. (The)

      210,600    11,879,946

Carlisle Companies Inc.

      133,910    10,619,063

Crane Co.

      219,724    9,140,518

Federal Signal Corp.

      210,634    3,188,999

Harsco Corp.

      182,743    14,246,644

Lancaster Colony Corp.

      107,068    4,225,974

Pentair Inc.

      278,742    9,530,189

Roper Industries Inc.

      204,190    9,545,882

SPX Corp.

      260,357    14,566,974

Teleflex Inc.

      108,732    5,873,703

Trinity Industries Inc.

      308,637    12,468,935
           
            105,286,827

MEDIA—1.50%

            

Belo (A.H.) Corp.

      392,922    6,129,583

Emmis Communications Corp.(1)

      102,718    1,606,510

Entercom Communications Corp.

      91,404    2,391,129

Lee Enterprises Inc.

      89,981    2,424,988

Media General Inc. Class A

      104,831    4,391,371

Readers Digest Association Inc. (The)

      419,402    5,854,852

Scholastic Corp.(1)

      156,691    4,069,265

Washington Post Co. (The) Class B

      13,780    10,748,538

Westwood One Inc.

      124,182    931,365
           
            38,547,601

METAL FABRICATE & HARDWARE—2.05%

            

Commercial Metals Co.

      524,114    13,469,730

Precision Castparts Corp.

      344,513    20,588,097

Timken Co. (The)

      366,759    12,290,094

Worthington Industries Inc.

      312,133    6,539,186
           
            52,887,107

OFFICE FURNISHINGS—0.40%

            

Herman Miller Inc.

      176,299    4,543,225

HNI Corp.

      126,401    5,732,285
           
            10,275,510

OIL & GAS—2.23%

            

ENSCO International Inc.

      361,691    16,645,020

Forest Oil Corp.(1)

      240,381    7,971,034

Helmerich & Payne Inc.

      136,960    8,253,210

Pride International Inc.(1)

      705,332    22,027,518

Quicksilver Resources Inc.(1)

      64,486    2,373,730
           
            57,270,512

OIL & GAS SERVICES—2.53%

            

Cameron International Corp.(1)

      296,837    14,179,903

FMC Technologies Inc.(1)

      157,960    10,655,982

Hanover Compressor Co.(1)(2)

      401,078    7,532,245

Smith International Inc.

      445,317    19,803,247

Tidewater Inc.

      262,504    12,915,197
           
            65,086,574

PACKAGING & CONTAINERS—0.75%

            

Packaging Corp. of America

      262,006    5,769,372

Sonoco Products Co.

      431,411    13,654,158
           
            19,423,530

PHARMACEUTICALS—0.83%

            

Omnicare Inc.

      184,566    8,752,120

Perrigo Co.

      204,797    3,297,232

Valeant Pharmaceuticals International

      209,842    3,550,527

VCA Antech Inc.(1)

      180,773    5,772,082
           
            21,371,961

PIPELINES—1.38%

            

Equitable Resources Inc.

      288,807    9,675,034

National Fuel Gas Co.

      365,791    12,853,896

Questar Corp.

      160,242    12,897,879
           
            35,426,809

REAL ESTATE INVESTMENT TRUSTS—6.42%

            

AMB Property Corp.

      383,311    19,376,371

Developers Diversified Realty Corp.

      477,780    24,930,560

Highwoods Properties Inc.

      235,835    8,532,510

Hospitality Properties Trust

      313,426    13,765,670

Liberty Property Trust

      388,561    17,174,396

Macerich Co. (The)

      206,378    14,487,736

Mack-Cali Realty Corp.

      271,404    12,462,872

New Plan Excel Realty Trust Inc.

      455,575    11,248,147

Regency Centers Corp.

      298,724    18,565,697

United Dominion Realty Trust Inc.

      584,901    16,383,077

Weingarten Realty Investors

      217,836    8,338,762
           
            165,265,798

RETAIL—4.88%

            

AnnTaylor Stores Corp.(1)

      181,948    7,892,904

Barnes & Noble Inc.

      142,974    5,218,551

BJ’s Wholesale Club Inc.(1)

      290,319    8,230,544

Bob Evans Farms Inc.

      156,212    4,687,922

Borders Group Inc.

      279,546    5,160,419

Brinker International Inc.

      110,852    4,023,928

CarMax Inc.(1)

      279,144    9,898,446

CBRL Group Inc.

      134,878    4,575,062

Claire's Stores Inc.

      192,227    4,903,711

Dollar Tree Stores Inc.(1)

      159,442    4,225,213

Foot Locker Inc.

      676,598    16,569,885

Michaels Stores Inc.

      178,447    7,359,154

MSC Industrial Direct Co. Inc. Class A

      118,726    5,647,796

99 Cents Only Stores(1)

      71,885    751,917

O'Reilly Automotive Inc.(1)

      226,526    7,065,346

OSI Restaurant Partners Inc.

      117,434    4,063,216

Payless ShoeSource Inc.(1)

      293,447    7,972,955

Pier 1 Imports Inc.(2)

      377,874    2,637,561

Regis Corp.

      85,586    3,047,717

Ruby Tuesday Inc.

      87,338    2,131,921

Saks Inc.

      596,354    9,643,044
           
            125,707,212

SAVINGS & LOANS—1.68%

            

Astoria Financial Corp.

      369,214    11,242,566

First Niagara Financial Group Inc.

      300,209    4,208,930

New York Community Bancorp Inc.(2)

      1,143,288    18,875,685

Washington Federal Inc.

      379,748    8,806,356
           
            43,133,537

SEMICONDUCTORS—4.46%

            

Atmel Corp.(1)

      1,865,359    10,352,742

Credence Systems Corp.(1)

      436,740    1,528,590

Cypress Semiconductor Corp.(1)(2)

      402,240    5,848,570

Fairchild Semiconductor International Inc. Class A(1)

      529,693    9,624,522

Integrated Device Technology Inc.(1)

      872,298    12,369,186

International Rectifier Corp.(1)(2)

      164,889    6,443,862

Intersil Corp. Class A

      617,359    14,353,597

Lam Research Corp.(1)

      336,914    15,706,931

Lattice Semiconductor Corp.(1)

      497,182    3,072,585

MEMC Electronic Materials Inc.(1)

      481,997    18,074,887

Micrel Inc.(1)

      158,125    1,582,831

Microchip Technology Inc.

      345,520    11,592,196

Semtech Corp.(1)

      114,718    1,657,675

TriQuint Semiconductor Inc.(1)

      607,290    2,708,513
           
            114,916,687

SOFTWARE—1.37%

            

Acxiom Corp.

      336,215    8,405,375

Advent Software Inc.(1)

      39,747    1,433,674

Dun & Bradstreet Corp.(1)

      144,368    10,059,562

MoneyGram International Inc.

      203,005    6,892,020

Sybase Inc.(1)

      132,507    2,570,636

Transaction Systems Architects Inc. Class A(1)

      99,384    4,143,319

Wind River Systems Inc.(1)

      207,741    1,848,895
           
            35,353,481

TELECOMMUNICATIONS—2.61%

            

ADTRAN Inc.

      145,530    3,264,238

Cincinnati Bell Inc.(1)

      1,073,030    4,399,423

CommScope Inc.(1)

      252,370    7,929,465

Harris Corp.

      239,683    9,949,241

Newport Corp.(1)

      176,992    2,853,111

Polycom Inc.(1)

      175,413    3,845,053

Powerwave Technologies Inc.(1)(2)

      327,352    2,985,450

RF Micro Devices Inc.(1)

      495,835    2,960,135

Telephone & Data Systems Inc.

      447,703    18,534,904

3Com Corp.(1)

      1,704,994    8,729,568

UTStarcom Inc.(1)

      209,409    1,631,296
           
            67,081,884

TEXTILES—0.22%

            

Mohawk Industries Inc.(1)

      79,338    5,581,428
           
            5,581,428

TRANSPORTATION—2.37%

            

Alexander & Baldwin Inc.

      192,698    8,530,740

Con-way Inc.

      209,012    12,108,065

Hunt (J.B.) Transport Services Inc.

      538,066    13,403,224

Overseas Shipholding Group Inc.

      74,927    4,431,932

Swift Transportation Co. Inc.(1)

      234,009    7,432,126

Werner Enterprises Inc.

      222,194    4,503,872

YRC Worldwide Inc.(1)

      250,272    10,538,954
           
            60,948,913

TRUCKING & LEASING—0.37%

            

GATX Corp.

      221,992    9,434,660
           
            9,434,660

WATER—0.24%

            

Aqua America Inc.

      276,439    6,300,045
           
            6,300,045
           

TOTAL COMMON STOCKS

            

(Cost: $2,373,816,468)

           2,569,155,789

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—2.27%

              

CERTIFICATES OF DEPOSIT(3)—0.06%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 51,752    51,752

Fortis Bank NY

              

4.43%, 07/20/06

        129,320    129,320

Societe Generale

              

5.33%, 12/08/06

        517,518    517,518

Toronto-Dominion Bank

              

3.94%, 07/10/06

        258,759    258,759

Washington Mutual Bank

              

5.28%, 08/07/06

        258,759    258,759

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        414,014    414,014
             
              1,630,122

COMMERCIAL PAPER(3)—0.48%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        1,444,796    1,436,685

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        248,409    247,114

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        494,690    492,582

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        196,657    196,194

CC USA Inc.

              

5.03%, 10/24/06(4)

        103,504    101,869

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        389,872    388,437

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        1,135,253    1,134,932

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        517,518    515,385

Edison Asset Securitization LLC

              

5.22%, 12/11/06(4)

        381,783    372,871

Falcon Asset Securitization Corp.

              

5.26%-5.30%, 07/24/06-07/28/06(4)

        1,095,451    1,091,609

Five Finance Inc.

              

5.19%, 12/01/06(4)

        232,883    227,813

General Electric Capital Services Inc.

              

5.22%, 12/11/06

        51,752    50,544

Govco Inc.

              

5.22%, 08/03/06(4)

        517,518    515,192

Grampian Funding LLC

              

5.03%-5.11%, 10/17/06-10/24/06(4)

        175,956    173,229

Jupiter Securitization Corp.

              

5.29%, 07/27/06(4)

        129,379    128,923

Kitty Hawk Funding Corp.

              

5.24%, 07/20/06(4)

        476,013    474,835

Landale Funding LLC

              

5.30%, 08/15/06(4)

        569,270    565,666

Lexington Parker Capital Co. LLC

              

5.09%-5.23%, 07/05/06-11/15/06(4)

        801,273    795,177

Lockhart Funding LLC

              

5.23%-5.28%, 07/19/06-08/04/06(4)

        522,693    521,159

Prudential Funding LLC

              

5.22%, 07/31/06

        258,759    257,708

Ranger Funding Co. LLC

              

5.24%, 07/20/06(4)

        517,518    516,237

Regency Markets No. 1 LLC

              

5.10%, 07/07/06(4)

        606,371    606,027

Scaldis Capital LLC

              

5.30%, 07/25/06(4)

        323,485    322,437

Sydney Capital Corp.

              

5.10%, 07/07/06(4)

        566,113    565,792

Thames Asset Global Securitization No. 1 Inc.

              

5.24%, 07/20/06(4)

        632,557    630,992
             
              12,329,409

MEDIUM-TERM NOTES(3)—0.05%

              

Bank of America N.A.

              

5.28%, 04/20/07

        129,379    129,379

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        160,431    160,430

K2 USA LLC

              

3.94%, 07/07/06(4)

        310,511    310,511

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        517,518    518,323

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        181,131    181,131

US Bank N.A.

              

2.85%, 11/15/06

        103,504    102,799
             
              1,402,573

MONEY MARKET FUNDS—0.06%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        1,448,254    1,448,254
             
              1,448,254

REPURCHASE AGREEMENTS(3)—0.39%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,035,498 (collateralized by non-U.S. Government debt securities, value $1,067,558, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,035,036    1,035,036

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $776,624 (collateralized by non-U.S. Government debt securities, value $855,095, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        776,277    776,277

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,035,498 (collateralized by non-U.S. Government debt securities, value $1,063,127, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        1,035,036    1,035,036

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,294,373 (collateralized by non-U.S. Government debt securities, value $1,447,918, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        1,293,795    1,293,795

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $310,652 (collateralized by non-U.S. Government debt securities, value $351,511, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        310,511    310,511

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $517,749 (collateralized by non-U.S. Government debt securities, value $528,597, 5.22% to 5.42%, 7/3/06).

        517,518    517,518

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $828,406 (collateralized by non-U.S. Government debt securities, value $870,630, 0.00% to 10.00%, 1/1/10 to 6/6/16).

      828,029    828,029

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,035,498 (collateralized by non-U.S. Government debt securities, value $1,088,299, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      1,035,036    1,035,036

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $517,749 (collateralized by non-U.S. Government debt securities, value $533,790, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      517,518    517,518

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $517,749 (collateralized by non-U.S. Government debt securities, value $533,797, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      517,518    517,518

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $517,749 (collateralized by non-U.S. Government debt securities, value $544,615, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      517,518    517,518

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $181,213 (collateralized by non-U.S. Government debt securities, value $191,746, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      181,131    181,131

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $381,059 (collateralized by non-U.S. Government debt securities, value $383,492, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      362,263    362,263

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,035,500 (collateralized by non-U.S. Government debt securities, value $1,088,288, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,035,036    1,035,036
           
            9,962,222

TIME DEPOSITS(3)—0.19%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      517,518    517,518

KBC Bank NV

            

5.32%, 07/03/06

      1,552,554    1,552,554

Societe Generale

            

5.32%, 07/03/06

      1,293,795    1,293,795

UBS AG

            

5.25%-5.34%, 07/03/06

      1,492,051    1,492,051
           
            4,855,918

VARIABLE & FLOATING RATE NOTES(3)—1.04%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      1,324,846    1,325,031

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      388,138    388,135

American Express Centurion Bank

            

5.34%, 07/19/07

      569,270    569,950

American Express Credit Corp.

            

5.23%, 07/05/07

      155,255    155,358

ASIF Global Financing

            

5.17%, 05/03/07(4)

      51,752    51,776

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      336,387    336,387

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      879,780    879,776

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      517,518    517,518

BNP Paribas

            

5.14%, 05/18/07(4)

      957,408    957,408

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      377,788    377,788

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      129,379    129,379

Credit Agricole SA

            

5.31%, 07/23/07

      517,518    517,518

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      517,518    517,517

DEPFA Bank PLC

            

5.37%, 06/15/07

      517,518    517,518

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      595,146    595,192

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      517,518    517,518

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      1,035,036    1,035,036

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      155,255    155,257

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      388,138    388,103

General Electric Capital Corp.

            

5.25%, 04/09/07

      232,883    233,010

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      776,277    776,422

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      517,518    517,518

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      388,138    388,138

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      776,277    776,256

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      540,816    540,816

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      646,897    646,687

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      569,270    569,220

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      251,509    251,509

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      284,635    284,635

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      776,277    776,277

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      65,207    65,229

Mound Financing PLC

            

5.11%, 05/08/07(4)

      486,467    486,467

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      517,518    517,488

National City Bank of Indiana

            

5.17%, 05/21/07

      258,759    258,778

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      1,397,298    1,397,338

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      182,425    182,381

Northern Rock PLC

                

5.17%, 05/03/07(4)

      621,022      621,037  

Principal Life Global Funding I

                

5.63%, 02/08/07

      232,883      233,540  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      388,138      388,117  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      424,365      424,365  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      517,518      517,518  

Strips III LLC

                

5.37%, 07/24/06(4)

      120,979      120,979  

SunTrust Bank

                

5.08%, 05/01/07

      517,518      517,544  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/06-07/11/07(4)

      978,109      978,005  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      724,525      724,525  

US Bank N.A.

                

5.28%, 09/29/06

      232,883      232,868  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      828,443      828,443  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      1,035,036      1,035,036  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      258,759      258,776  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      465,766      465,760  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      511,825      510,142  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      174,787      174,787  
           
              26,631,776  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $58,260,274)

             58,260,274  
           

TOTAL INVESTMENTS IN SECURITIES—102.07%

                

(Cost: $2,432,076,742)

             2,627,416,063  

Other Assets, Less Liabilities—(2.07)%

             (53,158,938 )
           

NET ASSETS—100.00%

           $ 2,574,257,125  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P SMALLCAP 600 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.04%

              

ADVERTISING—0.29%

              

ADVO Inc.

      281,066    $ 6,917,034

inVentiv Health Inc.(1)

      258,654      7,444,062
           
              14,361,096

AEROSPACE & DEFENSE—1.77%

              

AAR Corp.(1)

      323,372      7,188,560

Armor Holdings Inc.(1)

      267,154      14,648,054

Curtiss-Wright Corp.

      389,137      12,016,551

EDO Corp.

      131,662      3,204,653

Esterline Technologies Corp.(1)

      225,912      9,395,680

GenCorp Inc.(1)

      491,202      7,873,968

Kaman Corp.

      213,258      3,881,296

Moog Inc. Class A(1)

      329,639      11,280,247

Teledyne Technologies Inc.(1)

      303,953      9,957,500

Triumph Group Inc.(1)

      143,019      6,864,912
           
              86,311,421

AGRICULTURE—0.26%

              

Alliance One International Inc.

      772,612      3,430,397

Delta & Pine Land Co.

      316,112      9,293,693
           
              12,724,090

AIRLINES—0.40%

              

Frontier Airlines Holdings Inc.(1)(2)

      322,906      2,328,152

Mesa Air Group Inc.(1)

      319,122      3,143,352

SkyWest Inc.

      565,627      14,027,550
           
              19,499,054

APPAREL—1.81%

              

Ashworth Inc.(1)

      128,558      1,157,022

Deckers Outdoor Corp.(1)

      96,892      3,736,156

Gymboree Corp.(1)

      289,734      10,071,154

Kellwood Co.

      227,923      6,671,306

K-Swiss Inc. Class A

      231,723      6,187,004

Oxford Industries Inc.

      129,970      5,122,118

Phillips-Van Heusen Corp.

      427,058      16,296,533

Quiksilver Inc.(1)

      1,033,072      12,582,817

Russell Corp.

      295,037      5,357,872

Skechers U.S.A. Inc. Class A(1)

      228,256      5,503,252

Stride Rite Corp.

      325,707      4,296,075

Wolverine World Wide Inc.

      495,338      11,556,236
           
              88,537,545

AUTO MANUFACTURERS—0.16%

              

A.S.V. Inc.(1)(2)

      158,390      3,649,306

Wabash National Corp.

      277,449      4,261,617
           
              7,910,923

AUTO PARTS & EQUIPMENT—0.09%

            

Standard Motor Products Inc.

      103,655    864,483

Superior Industries International Inc.(2)

      204,207    3,734,946
           
            4,599,429

BANKS—6.06%

            

Bank Mutual Corp.

      540,578    6,605,863

Boston Private Financial Holdings Inc.

      313,433    8,744,781

Central Pacific Financial Corp.

      270,743    10,477,754

Chittenden Corp.

      415,672    10,745,121

Community Bank System Inc.

      265,645    5,358,060

East West Bancorp Inc.

      538,952    20,431,670

First BanCorp (Puerto Rico)

      718,225    6,679,492

First Commonwealth Financial Corp.

      627,291    7,966,596

First Indiana Corp.

      117,157    3,049,597

First Midwest Bancorp Inc.

      443,165    16,432,558

First Republic Bank

      212,840    9,748,072

Fremont General Corp.

      579,681    10,758,879

Glacier Bancorp Inc.

      286,981    8,399,934

Hanmi Financial Corp.

      352,324    6,849,179

Independent Bank Corp. (Michigan)

      170,051    4,472,341

Irwin Financial Corp.

      162,992    3,160,415

Nara Bancorp Inc.

      177,782    3,333,412

PrivateBancorp Inc.(2)

      156,123    6,465,053

Prosperity Bancshares Inc.

      224,083    7,370,090

Provident Bankshares Corp.

      292,777    10,654,155

Republic Bancorp Inc.

      662,850    8,212,711

South Financial Group Inc. (The)

      665,920    17,586,947

Sterling Bancorp

      167,569    3,267,595

Sterling Bancshares Inc.

      406,025    7,612,969

Susquehanna Bancshares Inc.

      459,605    10,984,559

TrustCo Bank Corp. NY(2)

      665,647    7,335,430

UCBH Holdings Inc.

      839,123    13,879,094

Umpqua Holdings Corp.

      510,132    13,084,886

United Bancshares Inc.

      326,359    11,954,530

Whitney Holding Corp.

      583,174    20,626,864

Wilshire Bancorp Inc.

      136,277    2,455,712

Wintrust Financial Corp.

      215,543    10,960,362
           
            295,664,681

BEVERAGES—0.52%

            

Hansen Natural Corp.(1)(2)

      115,160    21,923,009

Peet's Coffee & Tea Inc.(1)(2)

      121,369    3,664,130
           
            25,587,139

BIOTECHNOLOGY—0.52%

            

ArQule Inc.(1)

      314,347    1,772,917

Cambrex Corp.

      237,842    4,954,249

CryoLife Inc.(1)

      193,752    1,046,261

Enzo Biochem Inc.(1)

      244,046    3,680,214

Integra LifeSciences Holdings Corp.(1)

      157,043    6,094,839

Regeneron Pharmaceuticals Inc.(1)

      395,451    5,069,682

Savient Pharmaceuticals Inc.(1)

      545,822    2,865,565
           
            25,483,727

BUILDING MATERIALS—1.39%

            

Apogee Enterprises Inc.

      248,297    3,649,966

Drew Industries Inc.(1)

      135,207    4,380,707

ElkCorp

      161,985    4,498,323

Lennox International Inc.

      510,429    13,516,160

NCI Building Systems Inc.(1)(2)

      182,953    9,727,611

Simpson Manufacturing Co. Inc.

      327,086    11,791,450

Texas Industries Inc.

      212,385    11,277,643

Universal Forest Products Inc.

      145,842    9,148,669
           
            67,990,529

CHEMICALS—1.33%

            

Arch Chemicals Inc.

      212,665    7,666,573

Fuller (H.B.) Co.

      261,042    11,373,600

Georgia Gulf Corp.

      302,340    7,564,547

MacDermid Inc.

      224,631    6,469,373

OM Group Inc.(1)

      260,525    8,037,196

OMNOVA Solutions Inc.(1)

      369,416    2,098,283

Penford Corp.

      78,840    1,332,396

PolyOne Corp.(1)

      820,345    7,202,629

Quaker Chemical Corp.

      86,375    1,615,212

Schulman (A.) Inc.

      260,348    5,959,366

Tronox Inc. Class B

      365,752    4,816,954

Wellman Inc.

      150,891    609,600
           
            64,745,729

COAL—0.54%

            

Massey Energy Co.

      728,071    26,210,556
           
            26,210,556

COMMERCIAL SERVICES—3.88%

            

Aaron Rents Inc.

      427,580    11,493,350

ABM Industries Inc.

      342,322    5,853,706

Administaff Inc.

      208,522    7,467,173

Arbitron Inc.

      267,442    10,251,052

Bankrate Inc.(1)

      98,622    3,723,967

Bowne & Co. Inc.

      282,736    4,043,125

CDI Corp.

      111,646    3,237,734

Central Parking Corp.

      159,369    2,549,904

Chemed Corp.

      232,323    12,668,573

Coinstar Inc.(1)

      247,297    5,920,290

Consolidated Graphics Inc.(1)

      104,939    5,463,124

CPI Corp.

      48,437    1,487,016

Cross Country Healthcare Inc.(1)

      185,428    3,372,935

Gevity HR Inc.

      233,035    6,187,079

Healthcare Services Group Inc.(2)

      241,302    5,055,277

Heidrick & Struggles International Inc.(1)

      163,046    5,517,477

Hooper Holmes Inc.

      586,644    1,789,264

Kendle International Inc.(1)

      108,749    3,994,351

Labor Ready Inc.(1)

      483,880    10,959,882

Live Nation Inc.(1)

      566,742    11,538,867

MAXIMUS Inc.

      169,609    3,926,448

Midas Inc.(1)

      107,911    1,985,562

NCO Group Inc.(1)

      287,003    7,588,359

On Assignment Inc.(1)

      230,843    2,121,447

PAREXEL International Corp.(1)

      240,794    6,946,907

Pre-Paid Legal Services Inc.(2)

      88,422    3,050,559

Rewards Network Inc.(1)

      186,001    1,519,628

SFBC International Inc.(1)

      158,198    2,398,282

Spherion Corp.(1)

      511,315    4,663,193

StarTek Inc.

      100,972    1,509,531

Universal Technical Institute Inc.(1)

      205,109    4,516,500

Vertrue Inc.(1)

      87,053    3,745,891

Viad Corp.

      197,232    6,173,362

Volt Information Sciences Inc.(1)

      72,803    3,392,620

Watson Wyatt Worldwide Inc.

      375,875    13,208,247
           
            189,320,682

COMPUTERS—2.36%

            

Agilysys Inc.

      272,138    4,898,484

CACI International Inc. Class A(1)

      271,450    15,833,678

Carreker Corp.(1)

      193,574    1,384,054

Catapult Communications Corp.(1)

      92,813    1,011,662

CIBER Inc.(1)

      484,696    3,194,147

FactSet Research Systems Inc.

      302,509    14,308,676

Hutchinson Technology Inc.(1)

      228,352    4,939,254

Komag Inc.(1)(2)

      272,904    12,602,707

Kronos Inc.(1)

      284,850    10,314,418

Manhattan Associates Inc.(1)

      241,833    4,906,792

Mercury Computer Systems Inc.(1)

      187,044    2,878,607

MICROS Systems Inc.(1)

      345,288    15,082,180

MTS Systems Corp.

      162,031    6,401,845

Radiant Systems Inc.(1)

      210,975    2,230,006

RadiSys Corp.(1)

      186,615    4,098,065

Synaptics Inc.(1)

      221,355    4,736,997

TALX Corp.

      286,082    6,256,613
           
            115,078,185

DISTRIBUTION & WHOLESALE—1.77%

            

Bell Microproducts Inc.(1)

      264,358    1,432,820

Brightpoint Inc.(1)

      446,689    6,043,702

Building Materials Holdings Corp.

      256,963    7,161,559

LKQ Corp.(1)

      412,422    7,836,018

Owens & Minor Inc.

      356,061    10,183,345

Pool Corp.

      469,970    20,504,791

ScanSource Inc.(1)(2)

      228,129    6,688,742

United Stationers Inc.(1)

      279,968    13,808,022

Watsco Inc.

      212,812    12,730,414
           
            86,389,413

DIVERSIFIED FINANCIAL SERVICES—1.28%

            

Financial Federal Corp.

      241,249    6,709,135

Investment Technology Group Inc.(1)

      384,591    19,560,298

LaBranche & Co. Inc.(1)(2)

      539,812    6,537,123

Piper Jaffray Companies Inc.(1)

      184,565    11,297,224

Portfolio Recovery Associates Inc.(1)

      141,273    6,456,176

SWS Group Inc.

      141,751    3,419,034

TradeStation Group Inc.(1)

      206,782    2,619,928

World Acceptance Corp.(1)

      162,809    5,782,976
           
            62,381,894

ELECTRIC—1.37%

            

ALLETE Inc.

      268,830    12,729,100

Avista Corp.

      434,842    9,927,443

Central Vermont Public Service Corp.

      89,848    1,660,391

CH Energy Group Inc.

      120,321    5,775,408

Cleco Corp.

      447,837    10,412,210

El Paso Electric Co.(1)

      429,396    8,656,623

Green Mountain Power Corp.

      46,452    1,578,903

UIL Holdings Corp.

      115,192    6,484,158

UniSource Energy Corp.

      311,552    9,704,845
           
            66,929,081

ELECTRICAL COMPONENTS & EQUIPMENT—0.86%

            

Advanced Energy Industries Inc.(1)

      261,336    3,460,089

Belden CDT Inc.(2)

      377,845    12,487,777

C&D Technologies Inc.

      224,574    1,688,796

Greatbatch Inc.(1)

      193,016    4,555,178

Intermagnetics General Corp.(1)

      345,000    9,308,100

Littelfuse Inc.(1)

      198,391    6,820,683

Magnetek Inc.(1)

      255,533    689,939

Vicor Corp.

      171,372    2,839,634
           
            41,850,196

ELECTRONICS—4.46%

            

Analogic Corp.

      123,533    5,757,873

Bel Fuse Inc. Class B

      104,711    3,435,568

Benchmark Electronics Inc.(1)

      571,079    13,774,425

Brady Corp. Class A

      471,580    17,373,007

Checkpoint Systems Inc.(1)

      347,273    7,712,933

Coherent Inc.(1)

      275,256    9,284,385

CTS Corp.

      319,872    4,762,894

Cubic Corp.

      138,040    2,706,964

Cymer Inc.(1)

      336,971    15,655,673

Daktronics Inc.

      279,136    8,058,656

Dionex Corp.(1)

      177,631    9,709,310

Electro Scientific Industries Inc.(1)

      257,155    4,626,218

FEI Co.(1)

      223,668    5,072,790

FLIR Systems Inc.(1)(2)

      612,967    13,522,052

Itron Inc.(1)

      225,237    13,347,545

Keithley Instruments Inc.

      127,488    1,622,922

Lo-Jack Corp.(1)

      164,784    3,107,826

Methode Electronics Inc.

      331,124    3,480,113

Park Electrochemical Corp.

      179,291    4,616,743

Paxar Corp.(1)

      328,979    6,767,098

Photon Dynamics Inc.(1)

      151,629    1,898,395

Planar Systems Inc.(1)(2)

      132,853    1,599,550

Rogers Corp.(1)

      154,663    8,713,713

Sonic Solutions Inc.(1)

      226,231    3,732,811

Technitrol Inc.

      360,365    8,342,450

Trimble Navigation Ltd.(1)

      485,484    21,672,006

Watts Water Technologies Inc. Class A

      226,300    7,592,365

Woodward Governor Co.

      264,236    8,061,840

X-Rite Inc.

      163,775    1,799,887
           
            217,808,012

ENERGY - ALTERNATE SOURCES—0.20%

            

Headwaters Inc.(1)(2)

      375,630    9,601,103
           
            9,601,103

ENGINEERING & CONSTRUCTION—1.14%

            

EMCOR Group Inc.(1)

      279,332    13,595,088

Insituform Technologies Inc. Class A(1)

      241,530    5,528,622

Shaw Group Inc. (The)(1)

      713,257    19,828,545

URS Corp.(1)

      395,402    16,606,884
           
            55,559,139

ENTERTAINMENT—0.48%

            

Pinnacle Entertainment Inc.(1)

      425,853    13,052,394

Shuffle Master Inc.(1)(2)

      308,911    10,126,103
           
            23,178,497

ENVIRONMENTAL CONTROL—0.74%

            

Aleris International Inc.(1)

      278,727    12,779,633

Tetra Tech Inc.(1)

      509,886    9,045,378

Waste Connections Inc.(1)

      395,535    14,397,474
           
            36,222,485

FOOD—2.09%

            

American Italian Pasta Co. Class A(1)(2)

      162,335    1,389,588

Corn Products International Inc.

      657,933    20,132,750

Flowers Foods Inc.

      469,526    13,447,225

Great Atlantic & Pacific Tea Co.

      160,916    3,656,012

Hain Celestial Group Inc.(1)

      341,720    8,802,707

J&J Snack Foods Corp.

      120,896    3,998,031

Lance Inc.

      269,419    6,202,025

Nash Finch Co.

      118,439    2,521,566

Performance Food Group Co.(1)

      306,574    9,313,718

Ralcorp Holdings Inc.(1)

      234,453    9,971,286

Sanderson Farms Inc.

      126,762    3,548,068

TreeHouse Foods Inc.(1)

      276,297    6,600,735

United Natural Foods Inc.(1)(2)

      375,307    12,392,637
           
            101,976,348

FOREST PRODUCTS & PAPER—0.59%

            

Buckeye Technologies Inc.(1)

      294,767    2,252,020

Caraustar Industries Inc.(1)

      256,249    2,306,241

Deltic Timber Corp.

      110,398    6,223,135

Neenah Paper Inc.

      131,686    4,009,839

Pope & Talbot Inc.

      145,649    907,393

Rock-Tenn Co. Class A

      279,520    4,458,344

Schweitzer-Mauduit International Inc.

      137,130    2,968,864

Wausau Paper Corp.

      450,894    5,613,630
           
            28,739,466

GAS—3.19%

            

Atmos Energy Corp.

      720,768    20,116,635

Cascade Natural Gas Corp.

      101,631    2,143,398

Energen Corp.

      652,501    25,062,563

Laclede Group Inc. (The)

      189,557    6,513,179

New Jersey Resources Corp.

      248,877    11,642,466

Northwest Natural Gas Co.

      244,005    9,035,505

Piedmont Natural Gas Co.(2)

      668,646    16,248,098

South Jersey Industries Inc.

      259,508    7,107,924

Southern Union Co.

      874,156    23,654,661

Southwest Gas Corp.

      355,597    11,144,410

UGI Corp.

      935,291    23,026,864
           
            155,695,703

HAND & MACHINE TOOLS—0.40%

            

Baldor Electric Co.

      243,202    7,609,791

Regal-Beloit Corp.

      273,122    12,058,336
           
            19,668,127

HEALTH CARE - PRODUCTS—5.51%

            

American Medical Systems Holdings Inc.(1)

      620,230    10,326,829

ArthroCare Corp.(1)(2)

      232,003    9,746,446

BioLase Technology Inc.(1)(2)

      205,493    1,726,141

Biosite Inc.(1)

      152,958    6,984,062

CONMED Corp.(1)

      250,073    5,176,511

Cooper Companies Inc.

      399,449    17,691,596

Cyberonics Inc.(1)

      195,209    4,161,856

Datascope Corp.

      111,972    3,453,216

Diagnostic Products Corp.

      210,241    12,229,719

DJ Orthopedics Inc.(1)

      201,955    7,438,003

Haemonetics Corp.(1)

      238,777    11,105,518

Hologic Inc.(1)

      404,944    19,988,036

ICU Medical Inc.(1)

      126,357    5,337,320

IDEXX Laboratories Inc.(1)

      280,262    21,056,084

Immucor Inc.(1)

      602,133    11,579,018

Invacare Corp.

      282,822    7,036,611

Kensey Nash Corp.(1)

      89,147    2,629,836

Laserscope(1)

      178,874    5,511,108

LCA-Vision Inc.

      184,199    9,745,969

Mentor Corp.

      339,774    14,780,169

Merit Medical Systems Inc.(1)

      240,960    3,315,610

Osteotech Inc.(1)

      150,788    609,184

PolyMedica Corp.

      205,582    7,392,729

Possis Medical Inc.(1)

      152,015    1,339,252

ResMed Inc.(1)

      669,664    31,440,725

Respironics Inc.(1)

      645,444    22,087,094

SurModics Inc.(1)(2)

      139,575    5,040,053

Viasys Healthcare Inc.(1)

      287,097    7,349,683

Vital Sign Inc.

      52,199    2,585,416
           
            268,863,794

HEALTH CARE - SERVICES—2.80%

            

Amedisys Inc.(1)(2)

      141,628    5,367,701

AMERIGROUP Corp.(1)

      458,196    14,222,404

AmSurg Corp.(1)

      264,387    6,014,804

Centene Corp.(1)

      382,801    9,007,308

Genesis HealthCare Corp.(1)

      173,765    8,231,248

Gentiva Health Services Inc.(1)

      238,075    3,816,342

Healthways Inc.(1)

      306,537    16,136,108

Matria Healthcare Inc.(1)

      186,040    3,984,977

Odyssey Healthcare Inc.(1)

      307,463    5,402,125

Pediatrix Medical Group Inc.(1)

      431,026    19,525,478

RehabCare Group Inc.(1)

      149,591    2,599,892

Sierra Health Services Inc.(1)

      442,521    19,926,721

Sunrise Senior Living Inc.(1)

      375,390    10,379,533

United Surgical Partners International Inc.(1)(2)

      394,515    11,863,066
           
            136,477,707

HOME BUILDERS—1.59%

            

Champion Enterprises Inc.(1)

      677,627    7,481,002

Coachmen Industries Inc.

      125,755    1,501,515

Fleetwood Enterprises Inc.(1)

      565,668    4,265,137

M/I Homes Inc.

      108,471    3,805,163

Meritage Homes Corp.(1)

      198,769    9,391,835

Monaco Coach Corp.(2)

      238,141    3,024,391

NVR Inc.(1)(2)

      43,995    21,612,544

Skyline Corp.

      60,753    2,599,013

Standard-Pacific Corp.

      589,709    15,155,521

Winnebago Industries Inc.(2)

      289,228    8,977,637
           
            77,813,758

HOME FURNISHINGS—0.44%

            

Audiovox Corp. Class A(1)

      163,539    2,233,943

Bassett Furniture Industries Inc.

      104,936    1,942,365

Ethan Allen Interiors Inc.

      293,557    10,729,508

La-Z-Boy Inc.(2)

      459,642    6,434,988
           
            21,340,804

HOUSEHOLD PRODUCTS & WARES—0.79%

            

CNS Inc.

      124,437    3,048,706

Fossil Inc.(1)(2)

      412,577    7,430,512

Harland (John H.) Co.

      238,496    10,374,576

Playtex Products Inc.(1)

      565,063    5,893,607

Russ Berrie & Co. Inc.(1)

      105,491    1,293,320

Spectrum Brands Inc.(1)(2)

      334,924    4,327,218

Standard Register Co. (The)

      112,148    1,328,954

WD-40 Co.

      148,882    4,997,969
           
            38,694,862

HOUSEWARES—0.43%

            

Libbey Inc.

      124,484    914,957

National Presto Industries Inc.

      42,088    2,200,361

Toro Co.

      378,675    17,684,122
           
            20,799,440

INSURANCE—2.69%

            

Delphi Financial Group Inc. Class A

      379,468    13,797,456

Hilb, Rogal & Hobbs Co.

      320,699    11,952,452

Infinity Property & Casualty Corp.

      183,746    7,533,586

LandAmerica Financial Group Inc.

      152,713    9,865,260

Philadelphia Consolidated Holding Corp.(1)

      496,001    15,058,590

Presidential Life Corp.

      191,412    4,704,907

ProAssurance Corp.(1)

      277,101    13,350,726

RLI Corp.

      190,150    9,161,427

Safety Insurance Group Inc.

      125,761    5,979,936

SCPIE Holdings Inc.(1)

      88,786    2,064,274

Selective Insurance Group Inc.

      244,400    13,654,628

Stewart Information Services Corp.

      161,979    5,881,457

United Fire & Casualty Co.(2)

      173,482    5,227,013

Zenith National Insurance Corp.

      328,078    13,014,854
           
            131,246,566

INTERNET—1.60%

            

Blue Coat Systems Inc.(1)

      128,924    2,173,659

Digital Insight Corp.(1)

      306,982    10,526,413

InfoSpace Inc.(1)

      246,666    5,591,918

Internet Security Systems Inc.(1)

      341,859    6,444,042

j2 Global Communications Inc.(1)(2)

      441,353    13,779,041

MIVA Inc.(1)

      244,780    991,359

Napster Inc.(1)

      389,639    1,200,088

PC-Tel Inc.(1)

      194,187    1,658,357

Secure Computing Corp.(1)

      479,313    4,122,092

Stamps.com Inc.(1)

      173,692    4,832,111

United Online Inc.

      569,125    6,829,500

WebEx Communications Inc.(1)(2)

      315,377    11,208,499

Websense Inc.(1)

      424,712    8,723,584
           
            78,080,663

IRON & STEEL—1.27%

            

Carpenter Technology Corp.

      196,493    22,694,941

Chaparral Steel Co.(1)

      204,479    14,726,578

Cleveland-Cliffs Inc.(2)

      195,943    15,536,320

Material Sciences Corp.(1)

      113,395    1,023,957

Ryerson Inc.

      230,838    6,232,626

Steel Technologies Inc.

      98,540    1,915,618
           
            62,130,040

LEISURE TIME—0.76%

            

Arctic Cat Inc.

      113,979    2,223,730

Bally Total Fitness Holding Corp.(1)(2)

      304,728    2,066,056

K2 Inc.(1)

      418,011    4,573,040

Multimedia Games Inc.(1)

      241,548    2,446,881

Nautilus Inc.(2)

      291,639    4,581,649

Polaris Industries Inc.

      367,460    15,911,018

WMS Industries Inc.(1)

      201,696    5,524,453
           
            37,326,827

LODGING—0.42%

            

Aztar Corp.(1)

      320,067    16,630,681

Marcus Corp.

      193,856    4,047,713
           
            20,678,394

MACHINERY—2.94%

            

Albany International Corp. Class A

      263,535    11,171,249

Applied Industrial Technologies Inc.

      328,724    7,991,281

Astec Industries Inc.(1)

      161,416    5,507,514

Briggs & Stratton Corp.

      454,269    14,132,309

Cognex Corp.

      414,089    10,778,737

Gardner Denver Inc.(1)

      465,231    17,911,394

Gerber Scientific Inc.(1)

      200,323    2,606,202

IDEX Corp.

      473,770    22,361,944

JLG Industries Inc.

      945,150    21,265,875

Lindsay Manufacturing Co.

      102,994    2,793,197

Manitowoc Co. Inc. (The)

      543,330    24,178,185

Robbins & Myers Inc.

      104,202    2,723,840
           
            143,421,727

MANUFACTURING—2.00%

            

Acuity Brands Inc.

      398,156    15,492,250

AptarGroup Inc.

      312,098    15,483,182

Barnes Group Inc.

      319,510    6,374,225

Ceradyne Inc.(1)

      238,199    11,788,469

CLARCOR Inc.

      459,965    13,702,357

EnPro Industries Inc.(1)

      187,409    6,296,942

Griffon Corp.(1)

      224,858    5,868,794

Lydall Inc.(1)

      144,720    1,334,318

Myers Industries Inc.

      278,962    4,795,357

Smith (A.O.) Corp.

      181,694    8,423,334

Standex International Corp.

      99,142    3,008,960

Sturm, Ruger & Co. Inc.

      190,743    1,192,144

Tredegar Corp.

      248,466    3,930,732
           
            97,691,064

MEDIA—0.15%

            

4Kids Entertainment Inc.(1)

      115,143    1,866,468

Radio One Inc. Class D(1)

      702,042    5,195,111
           
            7,061,579

METAL FABRICATE & HARDWARE—1.18%

            

Castle (A.M.) & Co.

      91,205    2,941,361

Kaydon Corp.

      250,595    9,349,699

Lawson Products Inc.

      40,976    1,615,274

Mueller Industries Inc.

      327,667    10,822,841

NS Group Inc.(1)

      199,611    10,994,574

Quanex Corp.

      337,698    14,544,653

Valmont Industries Inc.

      150,647    7,003,579

Wolverine Tube Inc.(1)(2)

      130,742    479,823
           
            57,751,804

MINING—0.56%

            

AMCOL International Corp.

      196,386    5,174,771

Brush Engineered Materials Inc.(1)

      171,821    3,582,468

Century Aluminum Co.(1)

      204,351    7,293,287

RTI International Metals Inc.(1)

      202,257    11,294,031
           
            27,344,557

OFFICE & BUSINESS EQUIPMENT—0.18%

            

Global Imaging Systems Inc.(1)

      212,094    8,755,240
           
            8,755,240

OFFICE FURNISHINGS—0.10%

            

Interface Inc. Class A(1)

      436,042    4,992,681
           
            4,992,681

OIL & GAS—3.89%

            

Atwood Oceanics Inc.(1)

      239,748    11,891,501

Cabot Oil & Gas Corp.

      433,837    21,258,013

Cimarex Energy Co.

      733,516    31,541,188

Frontier Oil Corp.

      1,005,617    32,581,991

Penn Virginia Corp.

      165,671    11,577,089

Petroleum Development Corp.(1)

      145,063    5,468,875

Remington Oil & Gas Corp.(1)

      210,201    9,242,538

St. Mary Land & Exploration Co.

      507,845    20,440,761

Stone Energy Corp.(1)

      242,228    11,275,713

Swift Energy Co.(1)(2)

      258,627    11,102,857

Unit Corp.(1)

      410,836    23,372,460
           
            189,752,986

OIL & GAS SERVICES—3.95%

            

CARBO Ceramics Inc.

      177,286    8,710,061

Dril-Quip Inc.(1)

      72,641    5,988,524

Helix Energy Solutions Group Inc.(1)(2)

      716,559    28,920,321

Hydril Co. LP(1)

      174,610    13,710,377

Input/Output Inc.(1)(2)

      625,944    5,915,171

Lone Star Technologies Inc.(1)

      273,411    14,769,662

Lufkin Industries Inc.

      131,349    7,806,071

Maverick Tube Corp.(1)

      328,147    20,735,609

Oceaneering International Inc.(1)

      477,391    21,888,377

SEACOR Holdings Inc.(1)

      185,199    15,204,838

Tetra Technologies Inc.(1)

      634,572    19,221,186

Veritas DGC Inc.(1)

      318,068    16,405,947

W-H Energy Services Inc.(1)

      261,570    13,295,603
           
            192,571,747

PACKAGING & CONTAINERS—0.06%

            

Chesapeake Corp.

      176,781    2,900,976
           
            2,900,976

PHARMACEUTICALS—1.17%

            

Alpharma Inc. Class A

      378,720    9,104,429

Bradley Pharmaceuticals Inc.(1)(2)

      134,296    1,369,819

Connetics Corp.(1)

      299,429    3,521,285

MGI Pharma Inc.(1)

      694,087    14,922,871

NBTY Inc.(1)

      494,226    11,816,944

Noven Pharmaceuticals Inc.(1)

      210,776    3,772,890

PetMed Express Inc.(1)

      213,683    2,344,103

Sciele Pharma Inc.(1)

      250,445    5,807,820

Theragenics Corp.(1)

      281,957    961,473

USANA Health Sciences Inc.(1)(2)

      88,093    3,338,725
           
            56,960,359

REAL ESTATE INVESTMENT TRUSTS—3.74%

            

Acadia Realty Trust

      281,302    6,652,792

Colonial Properties Trust

      406,526    20,082,384

EastGroup Properties Inc.

      197,107    9,200,955

Entertainment Properties Trust

      235,024    10,117,783

Essex Property Trust Inc.

      203,246    22,694,448

Glenborough Realty Trust Inc.

      285,932    6,158,975

Kilroy Realty Corp.

      282,159    20,385,988

Lexington Corporate Properties Trust

      469,328    10,137,485

LTC Properties Inc.

      180,736    4,039,450

National Retail Properties Inc.

      513,868    10,251,667

New Century Financial Corp.

      500,872    22,914,894

Parkway Properties Inc.

      126,175    5,740,963

Shurgard Storage Centers Inc. Class A

      419,947    26,246,688

Sovran Self Storage Inc.

      157,405    7,994,600
           
            182,619,072

RETAIL—7.85%

            

Brown Shoe Co. Inc.

      253,436    8,637,099

Casey’s General Store Inc.

      446,150    11,158,212

Cash America International Inc.

      262,646    8,404,672

Cato Corp. Class A

      278,750    7,205,688

CEC Entertainment Inc.(1)

      295,769    9,500,100

Children's Place Retail Stores Inc. (The)(1)

      196,971    11,828,109

Christopher & Banks Corp.

      321,824    9,332,896

Cost Plus Inc.(1)

      195,626    2,867,877

Dress Barn Inc.(1)

      404,969    10,265,964

Finish Line Inc. (The)

      384,054    4,543,359

Fred's Inc.

      355,403    4,744,630

Genesco Inc.(1)

      206,604    6,997,677

Group 1 Automotive Inc.

      194,110    10,936,157

Guitar Center Inc.(1)

      233,348    10,376,986

Hancock Fabrics Inc.(2)

      165,875    554,023

Haverty Furniture Companies Inc.

      200,723    3,149,344

Hibbet Sporting Goods Inc.(1)

      319,507    7,636,217

Hot Topic Inc.(1)

      392,615    4,518,999

IHOP Corp.

      163,268    7,849,925

Insight Enterprises Inc.(1)

      428,247    8,158,105

Jack in the Box Inc.(1)

      313,929    12,306,017

Jo-Ann Stores Inc.(1)(2)

      212,992    3,120,333

Jos. A. Bank Clothiers Inc.(1)

      138,437    3,316,951

Landry's Restaurants Inc.

      150,829    4,894,401

Lone Star Steakhouse & Saloon Inc.

      160,448    4,208,551

Longs Drug Stores Corp.

      238,539    10,882,149

MarineMax Inc.(1)

      147,986    3,881,673

Men's Wearhouse Inc. (The)

      474,122    14,365,897

O'Charley's Inc.(1)

      204,822    3,481,974

P.F. Chang's China Bistro Inc.(1)(2)

      235,616    8,958,120

Panera Bread Co. Class A(1)(2)

      278,308    18,713,430

Papa John's International Inc.(1)

      205,693    6,829,008

Pep Boys-Manny, Moe & Jack Inc.

      482,214    5,656,370

Rare Hospitality International Inc.(1)

      300,829    8,651,842

Red Robin Gourmet Burgers Inc.(1)(2)

      129,516    5,512,201

Ryan's Restaurant Group Inc.(1)

      375,838    4,476,231

School Specialty Inc.(1)

      203,918    6,494,788

Select Comfort Corp.(1)

      477,520    10,968,634

Sonic Automotive Inc.

      267,493    5,932,995

Sonic Corp.(1)

      762,253    15,847,240

Stage Stores Inc.

      236,143    7,792,719

Steak n Shake Co. (The)(1)

      248,867    3,767,846

Stein Mart Inc.

      236,297    3,497,196

Too Inc.(1)

      290,463    11,150,875

Tractor Supply Co.(1)

      301,471    16,662,302

Triarc Companies Inc. Class B

      555,490    8,682,309

Tuesday Morning Corp.(2)

      232,631    3,059,098

World Fuel Services Corp.

      244,740    11,182,171

Zale Corp.(1)

      428,388    10,319,867
           
            383,279,227

SAVINGS & LOANS—1.92%

            

Anchor BanCorp Wisconsin Inc.

      163,407    4,929,989

BankAtlantic Bancorp Inc. Class A

      403,679    5,990,596

BankUnited Financial Corp. Class A

      284,282    8,676,287

Brookline Bancorp Inc.

      547,272    7,535,935

Dime Community Bancshares

      239,396    3,248,604

Downey Financial Corp.

      185,129    12,561,003

Fidelity Bankshares Inc.

      198,997    6,332,085

FirstFed Financial Corp.(1)

      147,546    8,508,978

Flagstar Bancorp Inc.

      315,025    5,027,799

Franklin Bank Corp. (Texas)(1)

      207,170    4,182,762

Harbor Florida Bancshares Inc.

      173,520    6,444,533

MAF Bancorp Inc.

      257,046    11,011,851

Sterling Financial Corp. (Washington)

      311,129    9,492,546
           
            93,942,968

SEMICONDUCTORS—2.56%

            

Actel Corp.(1)

      228,858    3,284,112

ATMI Inc.(1)

      332,638    8,189,548

Axcelis Technologies Inc.(1)

      896,320    5,288,288

Brooks Automation Inc.(1)

      663,203    7,825,795

Cohu Inc.

      201,215    3,531,323

Diodes Inc.(1)

      169,814    7,037,092

DSP Group Inc.(1)

      268,582    6,674,263

ESS Technology Inc.(1)

      311,091    671,957

Exar Corp.(1)

      318,672    4,228,777

Kopin Corp.(1)

      606,948    2,191,082

Kulicke & Soffa Industries Inc.(1)

      501,953    3,719,472

Microsemi Corp.(1)

      627,530    15,299,181

Pericom Semiconductor Corp.(1)

      233,963    1,941,893

Photronics Inc.(1)

      368,303    5,450,884

Power Integrations Inc.(1)

      262,020    4,580,110

Rudolph Technologies Inc.(1)

      212,139    3,076,016

Skyworks Solutions Inc.(1)

      1,426,606    7,860,599

Standard Microsystems Corp.(1)

      195,455    4,266,783

Supertex Inc.(1)

      106,493    4,253,330

Ultratech Inc.(1)(2)

      213,032    3,353,124

Varian Semiconductor Equipment Associates Inc.(1)

      508,358    16,577,555

Veeco Instruments Inc.(1)

      239,282    5,704,483
           
            125,005,667

SOFTWARE—4.25%

            

Altiris Inc.(1)

      210,122    3,790,601

ANSYS Inc.(1)

      339,964    16,257,078

Avid Technology Inc.(1)

      375,230    12,506,416

Captaris Inc.(1)

      253,703    1,179,719

Cerner Corp.(1)(2)

      557,349    20,683,221

Dendrite International Inc.(1)

      387,235    3,578,051

Digi International Inc.(1)

      183,242    2,296,022

eFunds Corp.(1)

      412,402    9,093,464

Epicor Software Corp.(1)

      487,727    5,135,765

EPIQ Systems Inc.(1)(2)

      120,999    2,013,423

FileNET Corp.(1)

      374,229    10,077,987

Global Payments Inc.

      593,856    28,831,709

Hyperion Solutions Corp.(1)

      526,367    14,527,729

Inter-Tel Inc.

      186,970    3,937,588

JDA Software Group Inc.(1)

      257,284    3,609,695

Keane Inc.(1)

      399,152    4,989,400

ManTech International Corp. Class A(1)

      159,324    4,916,739

MapInfo Corp.(1)

      188,151    2,455,371

MRO Software Inc.(1)

      196,152    3,936,771

Neoware Inc.(1)

      175,995    2,162,979

Open Solutions Inc.(1)(2)

      179,675    4,781,152

Per-Se Technologies Inc.(1)(2)

      294,163    7,407,024

Phoenix Technologies Ltd.(1)

      223,932    1,077,113

Progress Software Corp.(1)

      364,599    8,535,263

Quality Systems Inc.(2)

      146,965    5,411,251

SPSS Inc.(1)

      154,250    4,957,595

Take-Two Interactive Software Inc.(1)(2)

      643,802    6,862,929

THQ Inc.(1)(2)

      572,116    12,357,706
           
            207,369,761

STORAGE & WAREHOUSING—0.19%

            

Mobile Mini Inc.(1)(2)

      312,820    9,153,113
           
            9,153,113

TELECOMMUNICATIONS—1.60%

            

Adaptec Inc.(1)

      1,016,722    4,412,573

Aeroflex Inc.(1)

      667,956    7,795,047

Anixter International Inc.

      294,428    13,973,553

Applied Signal Technology Inc.

      103,348    1,761,050

Black Box Corp.

      155,188    5,948,356

C-COR Inc.(1)

      428,202    3,305,719

Commonwealth Telephone Enterprises Inc.

        190,293    6,310,116

Comtech Telecommunications Corp.(1)

        180,830    5,292,894

Ditech Networks Inc.(1)

        287,123    2,503,713

General Communication Inc. Class A(1)

        410,456    5,056,818

Harmonic Inc.(1)

        657,968    2,947,697

NETGEAR Inc.(1)

        294,604    6,378,177

Network Equipment Technologies Inc.(1)

        214,263    672,786

Novatel Wireless Inc.(1)

        260,892    2,708,059

Symmetricom Inc.(1)(2)

        408,247    2,886,306

Tollgrade Communications Inc.(1)

        116,515    1,130,196

Viasat Inc.(1)

        203,972    5,238,001
             
              78,321,061

TEXTILES—0.16%

              

Angelica Corp.

        82,009    1,438,438

G&K Services Inc. Class A

        188,407    6,462,360
             
              7,900,798

TOYS, GAMES & HOBBIES—0.26%

              

JAKKS Pacific Inc.(1)

        243,765    4,897,239

Lenox Group Inc.(1)

        123,043    872,375

RC2 Corp.(1)

        184,895    7,148,041
             
              12,917,655

TRANSPORTATION—2.97%

              

Arkansas Best Corp.

        224,501    11,272,195

Bristow Group Inc.(1)

        207,694    7,476,984

EGL Inc.(1)

        298,498    14,984,600

Forward Air Corp.

        279,694    11,391,937

Heartland Express Inc.

        531,417    9,507,050

Hub Group Inc. Class A(1)

        366,686    8,994,808

Kansas City Southern Industries Inc.(1)(2)

        668,843    18,526,951

Kirby Corp.(1)

        468,122    18,490,819

Knight Transportation Inc.(2)

        508,985    10,281,497

Landstar System Inc.

        523,704    24,734,540

Old Dominion Freight Line Inc.(1)

        251,790    9,464,786
             
              145,126,167

WATER—0.11%

              

American States Water Co.

        149,691    5,336,483
             
              5,336,483
             

TOTAL COMMON STOCKS

              

(Cost: $5,020,446,428)

             4,883,653,797

Security

      Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—4.86%

              

CERTIFICATES OF DEPOSIT(3)—0.14%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 213,977    213,977

Fortis Bank NY

              

4.43%, 07/20/06

        534,696    534,696

Societe Generale

              

5.33%, 12/08/06

        2,139,767    2,139,767

Toronto-Dominion Bank

              

3.94%, 07/10/06

        1,069,884    1,069,884

Washington Mutual Bank

              

5.28%, 08/07/06

        1,069,884    1,069,884

Wells Fargo Bank N.A.

            

4.78%, 12/05/06

      1,711,814    1,711,814
           
            6,740,022

COMMERCIAL PAPER(3)—1.04%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(4)

      5,973,760    5,940,195

ASAP Funding Ltd.

            

5.21%, 08/08/06(4)

      1,027,088    1,021,737

Barton Capital Corp.

            

5.29%, 08/01/06(4)

      2,045,382    2,036,666

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(4)

      813,112    811,196

CC USA Inc.

            

5.03%, 10/24/06(4)

      427,953    421,197

Chariot Funding LLC

            

5.30%, 07/28/06(4)

      1,611,994    1,606,061

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(4)

      4,693,901    4,692,571

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      2,139,767    2,130,947

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      1,578,549    1,541,698

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      4,529,331    4,513,447

Five Finance Inc.

            

5.19%, 12/01/06(4)

      962,895    941,934

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      213,977    208,981

Govco Inc.

            

5.22%, 08/03/06(4)

      2,139,767    2,130,149

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      727,521    716,246

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      534,942    533,055

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      1,968,158    1,963,288

Landale Funding LLC

            

5.30%, 08/15/06(4)

      2,353,744    2,338,844

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      3,313,002    3,287,799

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      2,161,165    2,154,823

Prudential Funding LLC

            

5.22%, 07/31/06

      1,069,884    1,065,540

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      2,139,767    2,134,473

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      2,507,144    2,505,723

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      1,337,504    1,333,172

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      2,340,692    2,339,365

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      2,615,416    2,608,945
           
            50,978,052

MEDIUM-TERM NOTES(3)—0.12%

            

Bank of America N.A.

            

5.28%, 04/20/07

      534,942    534,942

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        663,328    663,327

K2 USA LLC

              

3.94%, 07/07/06(4)

        1,283,860    1,283,860

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        2,139,767    2,143,096

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        748,919    748,919

US Bank N.A.

              

2.85%, 11/15/06

        427,953    425,041
             
              5,799,185

MONEY MARKET FUNDS—0.05%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        2,320,716    2,320,716
             
              2,320,716

REPURCHASE AGREEMENTS(3)—0.84%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $4,281,447 (collateralized by non-U.S. Government debt securities, value $4,414,004, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 4,279,535    4,279,535

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $3,211,087 (collateralized by non-U.S. Government debt securities, value $3,535,540, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        3,209,651    3,209,651

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $4,281,447 (collateralized by non-U.S. Government debt securities, value $4,395,681, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        4,279,535    4,279,535

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $5,351,808 (collateralized by non-U.S. Government debt securities, value $5,986,665, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        5,349,419    5,349,419

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,284,444 (collateralized by non-U.S. Government debt securities, value $1,453,383, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        1,283,860    1,283,860

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,140,723 (collateralized by non-U.S. Government debt securities, value $2,185,575, 5.22% to 5.42%, 7/3/06).

        2,139,767    2,139,767

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $3,425,186 (collateralized by non-U.S. Government debt securities, value $3,599,770, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        3,423,628    3,423,628

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,140,723 (collateralized by non-U.S. Government debt securities, value $2,207,047, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      2,139,767    2,139,767

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,140,723 (collateralized by non-U.S. Government debt securities, value $2,207,075, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      2,139,767    2,139,767

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $4,281,447 (collateralized by non-U.S. Government debt securities, value $4,499,761, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      4,279,535    4,279,535

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,140,723 (collateralized by non-U.S. Government debt securities, value $2,251,804, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      2,139,767    2,139,767

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $749,260 (collateralized by non-U.S. Government debt securities, value $792,807, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      748,919    748,919

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $1,575,554 (collateralized by non-U.S. Government debt securities, value $1,585,613, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      1,497,837    1,497,837

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $4,281,454 (collateralized by non-U.S. Government debt securities, value $4,499,713, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      4,279,535    4,279,535
           
            41,190,522

TIME DEPOSITS(3)—0.41%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      2,139,767    2,139,767

KBC Bank NV

            

5.32%, 07/03/06

      6,419,302    6,419,302

Societe Generale

            

5.32%, 07/03/06

      5,349,419    5,349,419

UBS AG

            

5.25%-5.34%, 07/03/06

      6,169,142    6,169,142
           
            20,077,630

VARIABLE & FLOATING RATE NOTES(3)—2.26%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      5,477,805    5,478,575

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      1,604,826    1,604,815

American Express Centurion Bank

            

5.34%, 07/19/07

      2,353,744    2,356,555

American Express Credit Corp.

            

5.23%, 07/05/07

      641,930    642,355

ASIF Global Financing

            

5.17%, 05/03/07(4)

      213,977    214,078

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      1,390,849    1,390,849

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      3,637,605    3,637,583

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      2,139,767    2,139,767

BNP Paribas

            

5.14%, 05/18/07(4)

      3,958,570    3,958,570

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      1,562,030    1,562,030

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      534,942    534,942

Credit Agricole SA

            

5.31%, 07/23/07

      2,139,767    2,139,767

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      2,139,767    2,139,768

DEPFA Bank PLC

            

5.37%, 06/15/07

      2,139,767    2,139,767

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      2,460,733    2,460,926

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      2,139,767    2,139,767

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      4,279,535    4,279,535

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      641,930    641,939

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      1,604,826    1,604,679

General Electric Capital Corp.

            

5.25%, 04/09/07

      962,895    963,420

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      3,209,651    3,210,249

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      2,139,767    2,139,767

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      1,604,826    1,604,826

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      3,209,651    3,209,568

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      2,236,097    2,236,097

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      2,674,709    2,673,840

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      2,353,744    2,353,540

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      1,039,906    1,039,906

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      1,176,872    1,176,872

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      3,209,651    3,209,651

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      269,611    269,701

Mound Financing PLC

            

5.11%, 05/08/07(4)

      2,011,381    2,011,381

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      2,139,767    2,139,644

National City Bank of Indiana

            

5.17%, 05/21/07

      1,069,884    1,069,963

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      5,777,372    5,777,534

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      754,268    754,088

Northern Rock PLC

            

5.17%, 05/03/07(4)

      2,567,721    2,567,783

Principal Life Global Funding I

                

5.63%, 02/08/07

      962,895      965,612  

Sedna Finance Inc.

                

5.17%-5.24%, 09/20/06-05/25/07(4)

      1,604,826      1,604,739  

Sigma Finance Inc.

                

5.51%, 06/18/07(4)

      1,754,609      1,754,609  

Skandinaviska Enskilda Bank NY

                

5.24%, 05/18/07(4)

      2,139,767      2,139,767  

Strips III LLC

                

5.37%, 07/24/06(4)

      500,207      500,207  

SunTrust Bank

                

5.08%, 05/01/07

      2,139,767      2,139,877  

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      4,044,160      4,043,730  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      2,995,674      2,995,674  

US Bank N.A.

                

5.28%, 09/29/06

      962,895      962,834  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      3,425,341      3,425,341  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      4,279,535      4,279,535  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      1,069,884      1,069,953  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      1,925,791      1,925,770  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      2,116,230      2,109,271  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      722,685      722,685  
           
              110,113,701  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $237,219,828)

             237,219,828  
           

TOTAL INVESTMENTS IN SECURITIES—104.90%

                

(Cost: $5,257,666,256)

             5,120,873,625  

Other Assets, Less Liabilities—(4.90)%

             (238,983,785 )
           

NET ASSETS—100.00%

           $ 4,881,889,840  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is "illiquid," in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P SMALLCAP 600 GROWTH INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—100.16%

              

ADVERTISING—0.40%

              

ADVO Inc.

      160,771    $ 3,956,574

inVentiv Health Inc.(1)

      48,662      1,400,492
           
              5,357,066

AEROSPACE & DEFENSE—1.68%

              

Armor Holdings Inc.(1)

      73,219      4,014,598

Curtiss-Wright Corp.

      222,454      6,869,380

EDO Corp.

      41,337      1,006,143

GenCorp Inc.(1)

      281,087      4,505,825

Moog Inc. Class A(1)

      88,470      3,027,443

Teledyne Technologies Inc.(1)

      100,692      3,298,670
           
              22,722,059

AGRICULTURE—0.39%

              

Delta & Pine Land Co.

      180,670      5,311,698
           
              5,311,698

AIRLINES—0.42%

              

Mesa Air Group Inc.(1)

      92,970      915,754

SkyWest Inc.

      190,601      4,726,905
           
              5,642,659

APPAREL—1.45%

              

Deckers Outdoor Corp.(1)

      21,071      812,498

Gymboree Corp.(1)

      61,166      2,126,130

K-Swiss Inc. Class A

      132,315      3,532,810

Phillips-Van Heusen Corp.

      95,059      3,627,451

Quiksilver Inc.(1)

      348,474      4,244,413

Skechers U.S.A. Inc. Class A(1)

      92,635      2,233,430

Wolverine World Wide Inc.

      130,307      3,040,062
           
              19,616,794

AUTO MANUFACTURERS—0.15%

              

A.S.V. Inc.(1)(2)

      90,696      2,089,636
           
              2,089,636

BANKS—5.26%

              

Bank Mutual Corp.

      102,138      1,248,126

Boston Private Financial Holdings Inc.

      103,864      2,897,806

Central Pacific Financial Corp.

      72,701      2,813,529

East West Bancorp Inc.

      308,260      11,686,137

First Indiana Corp.

      22,907      596,269

First Midwest Bancorp Inc.

      103,725      3,846,123

First Republic Bank

      60,762      2,782,900

Fremont General Corp.

      332,198      6,165,595

Glacier Bancorp Inc.

      88,501      2,590,424

Hanmi Financial Corp.

      130,632      2,539,486

Independent Bank Corp. (Michigan)

      56,525      1,486,607

Irwin Financial Corp.

      44,684      866,423

Nara Bancorp Inc.

      101,189    1,897,294

PrivateBancorp Inc.(2)

      88,933    3,682,716

Prosperity Bancshares Inc.

      92,142    3,030,550

Sterling Bancorp

      37,344    728,208

Sterling Bancshares Inc.

      120,257    2,254,819

UCBH Holdings Inc.

      479,467    7,930,384

Umpqua Holdings Corp.

      169,333    4,343,391

Wilshire Bancorp Inc.

      77,277    1,392,532

Wintrust Financial Corp.

      123,192    6,264,313
           
            71,043,632

BEVERAGES—1.09%

            

Hansen Natural Corp.(1)

      65,871    12,539,862

Peet’s Coffee & Tea Inc.(1)(2)

      70,266    2,121,331
           
            14,661,193

BIOTECHNOLOGY—0.44%

            

ArQule Inc.(1)

      83,366    470,184

CryoLife Inc.(1)

      45,147    243,794

Enzo Biochem Inc.(1)

      74,981    1,130,713

Integra LifeSciences Holdings Corp.(1)(2)

      89,844    3,486,846

Savient Pharmaceuticals Inc.(1)

      119,154    625,558
           
            5,957,095

BUILDING MATERIALS—0.84%

            

Drew Industries Inc.(1)

      18,370    595,188

ElkCorp

      50,168    1,393,165

Simpson Manufacturing Co. Inc.

      186,631    6,728,048

Universal Forest Products Inc.

      41,617    2,610,634
           
            11,327,035

CHEMICALS—0.28%

            

MacDermid Inc.

      56,403    1,624,406

OM Group Inc.(1)

      70,197    2,165,577
           
            3,789,983

COAL—0.42%

            

Massey Energy Co.

      158,193    5,694,948
           
            5,694,948

COMMERCIAL SERVICES—3.09%

            

Aaron Rents Inc.

      104,969    2,821,567

Administaff Inc.

      47,602    1,704,628

Arbitron Inc.

      152,853    5,858,855

Bankrate Inc.(1)(2)

      56,492    2,133,138

Coinstar Inc.(1)

      141,568    3,389,138

Cross Country Healthcare Inc.(1)

      67,147    1,221,404

Gevity HR Inc.

      31,453    835,077

Healthcare Services Group Inc.(2)

      58,170    1,218,662

Heidrick & Struggles International Inc.(1)

      30,350    1,027,044

Kendle International Inc.(1)

      27,526    1,011,030

Labor Ready Inc.(1)

      141,001    3,193,673

Live Nation Inc.(1)

      90,804    1,848,769

MAXIMUS Inc.

      57,723    1,336,287

Midas Inc.(1)

      19,763    363,639

On Assignment Inc.(1)

      44,700    410,793

PAREXEL International Corp.(1)

      45,300    1,306,905

Pre-Paid Legal Services Inc.(2)

      50,525    1,743,113

Rewards Network Inc.(1)

      53,794    439,497

SFBC International Inc.(1)(2)

      92,350    1,400,026

Universal Technical Institute Inc.(1)

      52,828    1,163,273

Vertrue Inc.(1)

      49,776    2,141,861

Watson Wyatt Worldwide Inc.

      146,116    5,134,516
           
            41,702,895

COMPUTERS—3.60%

            

CACI International Inc. Class A(1)

      155,100    9,046,983

Carreker Corp.(1)

      48,943    349,942

Catapult Communications Corp.(1)

      34,987    381,358

FactSet Research Systems Inc.

      172,880    8,177,224

Komag Inc.(1)(2)

      155,958    7,202,140

Kronos Inc.(1)

      162,677    5,890,534

Manhattan Associates Inc.(1)

      139,549    2,831,449

Mercury Computer Systems Inc.(1)

      105,704    1,626,785

MICROS Systems Inc.(1)

      108,575    4,742,556

MTS Systems Corp.

      40,813    1,612,522

Radiant Systems Inc.(1)

      43,596    460,810

Synaptics Inc.(1)

      126,835    2,714,269

TALX Corp.

      163,683    3,579,747
           
            48,616,319

DISTRIBUTION & WHOLESALE—1.76%

            

Building Materials Holdings Corp.

      67,679    1,886,214

LKQ Corp.(1)

      171,609    3,260,571

Pool Corp.

      268,794    11,727,482

ScanSource Inc.(1)(2)

      130,145    3,815,851

Watsco Inc.

      52,268    3,126,672
           
            23,816,790

DIVERSIFIED FINANCIAL SERVICES—1.58%

            

Financial Federal Corp.

      89,796    2,497,227

Investment Technology Group Inc.(1)

      219,713    11,174,603

Portfolio Recovery Associates Inc.(1)

      80,739    3,689,772

TradeStation Group Inc.(1)

      52,766    668,545

World Acceptance Corp.(1)

      92,762    3,294,906
           
            21,325,053

ELECTRICAL COMPONENTS & EQUIPMENT—0.58%

            

Greatbatch Inc.(1)

      110,445    2,606,502

Intermagnetics General Corp.(1)

      120,052    3,239,003

Littelfuse Inc.(1)

      40,824    1,403,529

Vicor Corp.

      33,453    554,316
           
            7,803,350

ELECTRONICS—3.95%

            

Analogic Corp.

      32,564    1,517,808

Bel Fuse Inc. Class B

      23,259    763,128

Brady Corp. Class A

      107,825    3,972,273

Checkpoint Systems Inc.(1)

      83,428    1,852,936

Cymer Inc.(1)

      92,337    4,289,977

Daktronics Inc.

      159,033    4,591,283

Dionex Corp.(1)

      101,524    5,549,302

FEI Co.(1)

      64,996    1,474,109

FLIR Systems Inc.(1)(2)

      350,939    7,741,714

Itron Inc.(1)

      65,593    3,887,041

Lo-Jack Corp.(1)

      95,669    1,804,317

Paxar Corp.(1)

      69,664    1,432,988

Photon Dynamics Inc.(1)

      33,549    420,033

Rogers Corp.(1)

      39,722    2,237,937

Sonic Solutions Inc.(1)

      129,015    2,128,748

Trimble Navigation Ltd.(1)

      169,117    7,549,383

Woodward Governor Co.

      56,083    1,711,092

X-Rite Inc.

      31,953    351,163
           
            53,275,232

ENERGY - ALTERNATE SOURCES—0.41%

            

Headwaters Inc.(1)(2)

      214,620    5,485,687
           
            5,485,687

ENGINEERING & CONSTRUCTION—0.91%

            

Insituform Technologies Inc. Class A(1)

      62,151    1,422,636

Shaw Group Inc. (The)(1)

      236,245    6,567,611

URS Corp.(1)

      101,573    4,266,066
           
            12,256,313

ENTERTAINMENT—0.43%

            

Shuffle Master Inc.(1)(2)

      176,222    5,776,557
           
            5,776,557

ENVIRONMENTAL CONTROL—0.79%

            

Tetra Tech Inc.(1)

      140,129    2,485,888

Waste Connections Inc.(1)

      226,069    8,228,912
           
            10,714,800

FOOD—0.92%

            

J&J Snack Foods Corp.

      32,453    1,073,221

Ralcorp Holdings Inc.(1)

      89,813    3,819,747

Sanderson Farms Inc.

      38,329    1,072,829

TreeHouse Foods Inc.(1)

      88,312    2,109,774

United Natural Foods Inc.(1)(2)

      132,790    4,384,726
           
            12,460,297

FOREST PRODUCTS & PAPER—0.10%

            

Deltic Timber Corp.

      23,318    1,314,436
           
            1,314,436

GAS—0.82%

            

New Jersey Resources Corp.

      72,479    3,390,568

Southern Union Co.

      284,900    7,709,394
           
            11,099,962

HEALTH CARE - PRODUCTS—9.49%

            

American Medical Systems Holdings Inc.(1)

      353,802    5,890,803

ArthroCare Corp.(1)(2)

      132,624    5,571,534

BioLase Technology Inc.(1)(2)

      118,933    999,037

Biosite Inc.(1)

      87,421    3,991,643

CONMED Corp.(1)

      54,510    1,128,357

Cooper Companies Inc.

      228,214    10,107,598

Cyberonics Inc.(1)

      70,209    1,496,856

Diagnostic Products Corp.

      120,178    6,990,754

DJ Orthopedics Inc.(1)

      46,090    1,697,495

Haemonetics Corp.(1)

      84,572    3,933,444

Hologic Inc.(1)

      113,433    5,599,053

ICU Medical Inc.(1)

      72,393    3,057,880

IDEXX Laboratories Inc.(1)

      160,189    12,035,000

Immucor Inc.(1)

      344,171    6,618,408

Invacare Corp.

      74,332    1,849,380

Kensey Nash Corp.(1)(2)

      51,004    1,504,618

Laserscope(1)

      51,065    1,573,313

LCA-Vision Inc.

      55,931    2,959,309

Mentor Corp.

      194,198    8,447,613

Merit Medical Systems Inc.(1)

      138,646    1,907,769

PolyMedica Corp.

      117,346    4,219,762

Possis Medical Inc.(1)

      87,081    767,184

ResMed Inc.(1)

      382,743    17,969,784

Respironics Inc.(1)

      368,914    12,624,237

SurModics Inc.(1)(2)

      79,621    2,875,114

Viasys Healthcare Inc.(1)

      58,957    1,509,299

Vital Sign Inc.

      15,206    753,153
           
            128,078,397

HEALTH CARE - SERVICES—5.12%

            

Amedisys Inc.(1)(2)

      80,983    3,069,256

AMERIGROUP Corp.(1)

      262,080    8,134,963

AmSurg Corp.(1)

      151,452    3,445,533

Centene Corp.(1)

      218,398    5,138,905

Healthways Inc.(1)

      175,205    9,222,791

Matria Healthcare Inc.(1)

      43,834    938,924

Odyssey Healthcare Inc.(1)(2)

      175,501    3,083,553

Pediatrix Medical Group Inc.(1)

      246,256    11,155,397

RehabCare Group Inc.(1)

      46,504    808,240

Sierra Health Services Inc.(1)

      252,928    11,389,348

Sunrise Senior Living Inc.(1)

      214,561    5,932,612

United Surgical Partners International Inc.(1)(2)

      225,145    6,770,110
           
            69,089,632

HOME BUILDERS—1.89%

            

Champion Enterprises Inc.(1)

      128,290    1,416,322

M/I Homes Inc.

      34,278    1,202,472

Meritage Homes Corp.(1)

      113,607    5,367,931

NVR Inc.(1)(2)

      25,159    12,359,359

Winnebago Industries Inc.(2)

      165,304    5,131,036
           
            25,477,120

HOME FURNISHINGS—0.19%

            

Ethan Allen Interiors Inc.(2)

      68,753    2,512,922
           
            2,512,922

HOUSEHOLD PRODUCTS & WARES—1.04%

            

CNS Inc.

      71,107    1,742,122

Fossil Inc.(1)(2)

      235,796    4,246,686

Harland (John H.) Co.

      89,990    3,914,565

Playtex Products Inc.(1)

      139,589    1,455,913

Spectrum Brands Inc.(1)

      82,098    1,060,706

WD-40 Co.

      46,698    1,567,652
           
            13,987,644

HOUSEWARES—0.49%

            

Toro Co.

      142,872    6,672,122
           
            6,672,122

INSURANCE—2.08%

            

Hilb, Rogal & Hobbs Co.

      183,725    6,847,431

Philadelphia Consolidated Holding Corp.(1)

      283,400    8,604,024

ProAssurance Corp.(1)

      85,646    4,126,424

RLI Corp.

      66,322    3,195,394

United Fire & Casualty Co.

      38,842    1,170,309

Zenith National Insurance Corp.

      105,045    4,167,135
           
            28,110,717

INTERNET—2.71%

            

Blue Coat Systems Inc.(1)

      35,588    600,014

Digital Insight Corp.(1)

      175,450    6,016,181

InfoSpace Inc.(1)

      67,915    1,539,633

Internet Security Systems Inc.(1)

      194,702    3,670,133

j2 Global Communications Inc.(1)(2)

      252,303    7,876,900

MIVA Inc.(1)

      142,320    576,396

Napster Inc.(1)

      72,623    223,679

Secure Computing Corp.(1)

      101,108    869,529

Stamps.com Inc.(1)

      76,848    2,137,911

United Online Inc.

      142,693    1,712,316

WebEx Communications Inc.(1)(2)

      180,278    6,407,080

Websense Inc.(1)

      243,674    5,005,064
           
            36,634,836

IRON & STEEL—0.33%

            

Cleveland-Cliffs Inc.(2)

      55,989    4,439,368
           
            4,439,368

LEISURE TIME—1.11%

            

Arctic Cat Inc.

      28,679    559,527

Multimedia Games Inc.(1)

      137,877    1,396,694

Nautilus Inc.(2)

      166,666    2,618,323

Polaris Industries Inc.

      210,022    9,093,953

WMS Industries Inc.(1)(2)

      47,630    1,304,586
           
            14,973,083

LODGING—0.39%

            

Aztar Corp.(1)

      100,552    5,224,682
           
            5,224,682

MACHINERY—2.08%

            

Albany International Corp. Class A

      57,441    2,434,924

Cognex Corp.

      94,215    2,452,416

Gardner Denver Inc.(1)

      108,938    4,194,113

IDEX Corp.

      121,871    5,752,311

JLG Industries Inc.

      242,756    5,462,010

Lindsay Manufacturing Co.

      28,136    763,048

Manitowoc Co. Inc. (The)

      158,423    7,049,824
           
            28,108,646

MANUFACTURING—1.28%

            

AptarGroup Inc.

      71,142    3,529,355

Ceradyne Inc.(1)

      136,129    6,737,024

CLARCOR Inc.

      113,154    3,370,858

EnPro Industries Inc.(1)

      107,106    3,598,762
           
            17,235,999

MEDIA—0.17%

            

4Kids Entertainment Inc.(1)

      36,115    585,423

Radio One Inc. Class D(1)

      236,869    1,752,831
           
            2,338,254

METAL FABRICATE & HARDWARE—0.27%

            

NS Group Inc.(1)

      37,657    2,074,148

Valmont Industries Inc.

      32,660    1,518,363
           
            3,592,511

MINING—0.29%

            

AMCOL International Corp.

      56,304    1,483,610

RTI International Metals Inc.(1)

      43,964    2,454,950
           
            3,938,560

OFFICE & BUSINESS EQUIPMENT—0.23%

            

Global Imaging Systems Inc.(1)

      76,340    3,151,315
           
            3,151,315

OIL & GAS—7.76%

            

Atwood Oceanics Inc.(1)

      63,134    3,131,446

Cabot Oil & Gas Corp.

      248,076    12,155,724

Cimarex Energy Co.

      419,256    18,028,008

Frontier Oil Corp.

      574,992    18,629,741

Penn Virginia Corp.

      94,657    6,614,631

Petroleum Development Corp.(1)

      82,317    3,103,351

Remington Oil & Gas Corp.(1)

      121,432    5,339,365

St. Mary Land & Exploration Co.

      290,136    11,677,974

Stone Energy Corp.(1)

      138,546    6,449,316

Swift Energy Co.(1)

      147,831    6,346,385

Unit Corp.(1)

      234,822    13,359,024
           
            104,834,965

OIL & GAS SERVICES—4.84%

            

CARBO Ceramics Inc.

      101,069    4,965,520

Dril-Quip Inc.(1)

      21,207    1,748,305

Helix Energy Solutions Group Inc.(1)

      409,053    16,509,379

Hydril Co. LP(1)

      99,898    7,843,991

Lone Star Technologies Inc.(1)

      68,715    3,711,984

Maverick Tube Corp.(1)

      97,556    6,164,564

Oceaneering International Inc.(1)

      169,014    7,749,292

SEACOR Holdings Inc.(1)

      45,538    3,738,670

Tetra Technologies Inc.(1)

      173,904    5,267,552

W-H Energy Services Inc.(1)

      149,536    7,600,915
           
            65,300,172

PHARMACEUTICALS—1.77%

            

Alpharma Inc. Class A

      64,777    1,557,239

Bradley Pharmaceuticals Inc.(1)(2)

      77,660    792,132

Connetics Corp.(1)

      170,989    2,010,831

MGI Pharma Inc.(1)

      190,168    4,088,612

NBTY Inc.(1)

      283,222    6,771,838

Noven Pharmaceuticals Inc.(1)

      120,206    2,151,687

PetMed Express Inc.(1)

      121,726    1,335,334

Sciele Pharma Inc.(1)

      143,497    3,327,695

USANA Health Sciences Inc.(1)(2)

      50,339    1,907,848
           
            23,943,216

REAL ESTATE INVESTMENT TRUSTS—1.29%

            

Essex Property Trust Inc.

      47,560    5,310,550

Kilroy Realty Corp.

      59,558    4,303,066

LTC Properties Inc.

      21,855    488,459

New Century Financial Corp.

      160,349    7,335,967
           
            17,438,042

RETAIL—9.24%

            

Cash America International Inc.

      55,568    1,778,176

CEC Entertainment Inc.(1)

      169,045    5,429,725

Children’s Place Retail Stores Inc. (The)(1)

      112,558    6,759,108

Christopher & Banks Corp.

      183,549    5,322,921

Cost Plus Inc.(1)

      55,314    810,903

Dress Barn Inc.(1)

      122,148    3,096,452

Finish Line Inc. (The)

      114,510    1,354,653

Genesco Inc.(1)

      118,132    4,001,131

Guitar Center Inc.(1)

      133,155    5,921,403

Hibbet Sporting Goods Inc.(1)

      182,325    4,357,568

Hot Topic Inc.(1)

      224,370    2,582,499

IHOP Corp.

      39,234    1,886,371

Jack in the Box Inc.(1)

      112,970    4,428,424

Jos. A. Bank Clothiers Inc.(1)

      62,593    1,499,728

Landry’s Restaurants Inc.

      43,069    1,397,589

MarineMax Inc.(1)

      44,802    1,175,156

Men’s Wearhouse Inc. (The)

      113,674    3,444,322

P.F. Chang’s China Bistro Inc.(1)(2)

      134,372    5,108,823

Panera Bread Co. Class A(1)(2)

      159,226    10,706,356

Papa John’s International Inc.(1)

      117,556    3,902,859

Rare Hospitality International Inc.(1)

      110,064    3,165,441

Red Robin Gourmet Burgers Inc.(1)(2)

      31,882    1,356,898

School Specialty Inc.(1)

      50,171    1,597,946

Select Comfort Corp.(1)

      272,936    6,269,340

Sonic Corp.(1)

      435,672    9,057,621

Steak n Shake Co. (The)(1)

      79,909    1,209,822

Stein Mart Inc.

      65,318    966,706

Too Inc.(1)

      166,010    6,373,124

Tractor Supply Co.(1)

      172,270    9,521,363

Triarc Companies Inc. Class B

      192,881    3,014,730

Tuesday Morning Corp.(2)

      70,670    929,311

World Fuel Services Corp.

      139,586    6,377,684
           
            124,804,153

SAVINGS & LOANS—1.69%

            

Anchor BanCorp Wisconsin Inc.

      43,143    1,301,624

BankAtlantic Bancorp Inc. Class A

      114,949    1,705,843

BankUnited Financial Corp. Class A

      63,301    1,931,947

Dime Community Bancshares

      65,787    892,730

Downey Financial Corp.

      56,044    3,802,585

Fidelity Bankshares Inc.

      66,029    2,101,043

FirstFed Financial Corp.(1)

      47,327    2,729,348

Flagstar Bancorp Inc.

      180,269    2,877,093

Franklin Bank Corp. (Texas)(1)

      28,243    570,226

Harbor Florida Bancshares Inc.

      64,577    2,398,390

MAF Bancorp Inc.

      58,813    2,519,549
           
            22,830,378

SEMICONDUCTORS—1.73%

            

ATMI Inc.(1)

      69,839    1,719,436

Cohu Inc.

      39,154    687,153

Diodes Inc.(1)

      75,721    3,137,878

DSP Group Inc.(1)

      93,607    2,326,134

Kopin Corp.(1)

      171,385    618,700

Microsemi Corp.(1)

      171,983    4,192,946

Power Integrations Inc.(1)

      84,070    1,469,544

Rudolph Technologies Inc.(1)

      42,429    615,221

Standard Microsystems Corp.(1)

      46,833    1,022,364

Supertex Inc.(1)

      28,641    1,143,922

Ultratech Inc.(1)

      40,326    634,731

Varian Semiconductor Equipment Associates Inc.(1)

      148,232    4,833,846

Veeco Instruments Inc.(1)

      41,013    977,750
           
            23,379,625

SOFTWARE—6.05%

            

Altiris Inc.(1)

      75,694    1,365,520

ANSYS Inc.(1)

      194,137    9,283,631

Avid Technology Inc.(1)

      75,031    2,500,783

Cerner Corp.(1)(2)

      318,771    11,829,592

Dendrite International Inc.(1)

      221,317    2,044,969

eFunds Corp.(1)

      235,971    5,203,161

Epicor Software Corp.(1)

      105,994    1,116,117

EPIQ Systems Inc.(1)

      69,483    1,156,197

FileNET Corp.(1)

      96,307    2,593,548

Global Payments Inc.

      339,418    16,478,744

Hyperion Solutions Corp.(1)

      159,504    4,402,310

Inter-Tel Inc.

      50,396    1,061,340

JDA Software Group Inc.(1)

      63,427    889,881

ManTech International Corp. Class A(1)

      91,301    2,817,549

MRO Software Inc.(1)

      41,214    827,165

Neoware Inc.(1)

      100,421    1,234,174

Open Solutions Inc.(1)

      69,852    1,858,762

Per-Se Technologies Inc.(1)

      168,225    4,235,906

Progress Software Corp.(1)

      122,885    2,876,738

Quality Systems Inc.

      84,171    3,099,176

SPSS Inc.(1)

      29,008    932,317

Take-Two Interactive Software Inc. (1) (2)

      368,074    3,923,669
           
            81,731,249

STORAGE & WAREHOUSING—0.25%

              

Mobile Mini Inc.(1)

        114,391    3,347,081
             
              3,347,081

TELECOMMUNICATIONS—1.13%

              

Aeroflex Inc.(1)

        149,417    1,743,696

Black Box Corp.

        33,759    1,293,982

Commonwealth Telephone Enterprises Inc.

        60,946    2,020,969

Comtech Telecommunications Corp.(1)

        103,340    3,024,762

General Communication Inc. Class A(1)

        153,864    1,895,604

Harmonic Inc.(1)

        116,012    519,734

NETGEAR Inc.(1)

        105,878    2,292,259

Novatel Wireless Inc.(1)

        64,606    670,610

Viasat Inc.(1)

        72,207    1,854,276
             
              15,315,892

TEXTILES—0.11%

              

G&K Services Inc. Class A

        44,265    1,518,290
             
              1,518,290

TOYS, GAMES & HOBBIES—0.22%

              

RC2 Corp.(1)

        76,098    2,941,949
             
              2,941,949

TRANSPORTATION—3.16%

              

Bristow Group Inc.(1)

        51,133    1,840,788

Forward Air Corp.

        159,589    6,500,060

Heartland Express Inc.

        304,887    5,454,428

Kirby Corp.(1)

        160,570    6,342,515

Knight Transportation Inc.(2)

        291,980    5,897,996

Landstar System Inc.

        299,330    14,137,356

Old Dominion Freight Line Inc.(1)

        67,549    2,539,167
             
              42,712,310
             

TOTAL COMMON STOCKS

              

(Cost: $1,185,008,136)

             1,352,524,619

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—7.74%

              

CERTIFICATES OF DEPOSIT(3)—0.22%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 94,683    94,683

Fortis Bank NY

              

4.43%, 07/20/06

        236,599    236,599

Societe Generale

              

5.33%, 12/08/06

        946,831    946,831

Toronto-Dominion Bank

              

3.94%, 07/10/06

        473,416    473,416

Washington Mutual Bank

              

5.28%, 08/07/06

        473,416    473,416

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        757,465    757,465
             
              2,982,410

COMMERCIAL PAPER(3)—1.67%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(4)

      2,643,344    2,628,494

ASAP Funding Ltd.

            

5.21%, 08/08/06(4)

      454,479    452,111

Barton Capital Corp.

            

5.29%, 08/01/06(4)

      905,066    901,210

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(4)

      359,796    358,948

CC USA Inc.

            

5.03%, 10/24/06(4)

      189,366    186,376

Chariot Funding LLC

            

5.30%, 07/28/06(4)

      713,295    710,670

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(4)

      2,077,016    2,076,428

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      946,831    942,928

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      698,496    682,190

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      2,004,195    1,997,167

Five Finance Inc.

            

5.19%, 12/01/06(4)

      426,074    416,799

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      94,683    92,473

Govco Inc.

            

5.22%, 08/03/06(4)

      946,831    942,575

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      321,923    316,933

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      236,708    235,873

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      870,895    868,740

Landale Funding LLC

            

5.30%, 08/15/06(4)

      1,041,514    1,034,921

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      1,465,979    1,454,827

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      956,299    953,494

Prudential Funding LLC

            

5.22%, 07/31/06

      473,416    471,493

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      946,831    944,488

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      1,109,393    1,108,764

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      591,836    589,919

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      1,035,739    1,035,152

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      1,157,302    1,154,438
           
            22,557,411

MEDIUM-TERM NOTES(3)—0.19%

            

Bank of America N.A.

            

5.28%, 04/20/07

      236,708    236,708

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      293,518    293,517

K2 USA LLC

            

3.94%, 07/07/06(4)

      568,099    568,098

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      946,831    948,304

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        331,391    331,391

US Bank N.A.

              

2.85%, 11/15/06

        189,366    188,077
             
              2,566,095

MONEY MARKET FUNDS—0.04%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        547,672    547,672
             
              547,672

REPURCHASE AGREEMENTS(3)—1.35%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,894,508 (collateralized by non-U.S. Government debt securities, value $1,953,164, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 1,893,662    1,893,662

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $1,420,883 (collateralized by non-U.S. Government debt securities, value $1,564,450, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        1,420,247    1,420,247

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,894,508 (collateralized by non-U.S. Government debt securities, value $1,945,056, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        1,893,662    1,893,662

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $2,368,135 (collateralized by non-U.S. Government debt securities, value $2,649,055, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        2,367,078    2,367,078

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $568,357 (collateralized by non-U.S. Government debt securities, value $643,111, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        568,099    568,099

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $947,254 (collateralized by non-U.S. Government debt securities, value $967,101, 5.22% to 5.42%, 7/3/06).

        946,831    946,831

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $1,515,619 (collateralized by non-U.S. Government debt securities, value $1,592,871, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        1,514,930    1,514,930

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,894,508 (collateralized by non-U.S. Government debt securities, value $1,991,110, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        1,893,662    1,893,662

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $947,254 (collateralized by non-U.S. Government debt securities, value $976,602, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        946,831    946,831

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $947,254 (collateralized by non-U.S. Government debt securities, value $976,614, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      946,831    946,831

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $947,254 (collateralized by non-U.S. Government debt securities, value $996,407, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      946,831    946,831

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $331,542 (collateralized by non-U.S. Government debt securities, value $350,811, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      331,391    331,391

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $697,171 (collateralized by non-U.S. Government debt securities, value $701,622, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      662,782    662,782

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $1,894,511 (collateralized by non-U.S. Government debt securities, value $1,991,089, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      1,893,662    1,893,662
           
            18,226,499

TIME DEPOSITS(3)—0.66%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      946,831    946,831

KBC Bank NV

            

5.32%, 07/03/06

      2,840,493    2,840,493

Societe Generale

            

5.32%, 07/03/06

      2,367,078    2,367,078

UBS AG

            

5.25%-5.34%, 07/03/06

      2,729,800    2,729,800
           
            8,884,202

VARIABLE & FLOATING RATE NOTES(3)—3.61%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      2,423,888    2,424,228

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      710,123    710,119

American Express Centurion Bank

            

5.34%, 07/19/07

      1,041,514    1,042,758

American Express Credit Corp.

            

5.23%, 07/05/07

      284,049    284,237

ASIF Global Financing

            

5.17%, 05/03/07(4)

      94,683    94,728

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      615,440    615,440

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      1,609,613    1,609,602

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      946,831    946,831

BNP Paribas

            

5.14%, 05/18/07(4)

      1,751,638    1,751,638

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      691,187    691,186

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      236,708    236,708

Credit Agricole SA

            

5.31%, 07/23/07

      946,831    946,831

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      946,831    946,831

DEPFA Bank PLC

            

5.37%, 06/15/07

      946,831    946,831

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      1,088,856    1,088,942

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      946,831    946,831

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      1,893,662    1,893,662

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      284,049    284,053

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      710,123    710,059

General Electric Capital Corp.

            

5.25%, 04/09/07

      426,074    426,306

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      1,420,247    1,420,511

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      946,831    946,831

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      710,123    710,123

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      1,420,247    1,420,209

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      989,456    989,456

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      1,183,539    1,183,154

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      1,041,514    1,041,424

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      460,150    460,150

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      520,757    520,757

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      1,420,247    1,420,247

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      119,301    119,341

Mound Financing PLC

            

5.11%, 05/08/07(4)

      890,021    890,021

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      946,831    946,776

National City Bank of Indiana

            

5.17%, 05/21/07

      473,416    473,451

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      2,556,444    2,556,516

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      333,758    333,678

Northern Rock PLC

            

5.17%, 05/03/07(4)

      1,136,197    1,136,225

Principal Life Global Funding I

            

5.63%, 02/08/07

      426,074    427,276

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      710,123    710,085

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      776,402    776,402

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      946,831    946,831

Strips III LLC

            

5.37%, 07/24/06(4)

      221,338    221,338

SunTrust Bank

            

5.08%, 05/01/07

      946,831    946,879

Tango Finance Corp.

                

5.12%-5.38%, 04/25/07-07/11/07(4)

      1,789,511      1,789,321  

Union Hamilton Special Funding LLC

                

5.42%-5.49%, 09/28/06-12/21/06(4)

      1,325,564      1,325,563  

US Bank N.A.

                

5.28%, 09/29/06

      426,074      426,047  

Wachovia Asset Securitization Inc.

                

5.31%, 07/25/06(4)

      1,515,688      1,515,688  

Wachovia Bank N.A.

                

5.36%, 05/22/07

      1,893,662      1,893,662  

Wells Fargo & Co.

                

5.19%, 07/13/07(4)

      473,416      473,446  

WhistleJacket Capital Ltd.

                

5.21%-5.35%, 07/28/06-06/13/07(4)

      852,148      852,138  

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      936,416      933,337  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      319,783      319,782  
           
              48,724,486  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $104,488,775)

             104,488,775  
           

TOTAL INVESTMENTS IN SECURITIES—107.90%

                

(Cost: $1,289,496,911)

             1,457,013,394  

Other Assets, Less Liabilities—(7.90)%

             (106,725,981 )
           

NET ASSETS—100.00%

           $ 1,350,287,413  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P SMALLCAP 600 VALUE INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.92%

              

ADVERTISING—0.20%

              

inVentiv Health Inc.(1)

      125,209    $ 3,603,515
           
              3,603,515

AEROSPACE & DEFENSE—1.85%

              

AAR Corp.(1)(2)

      233,896      5,199,508

Armor Holdings Inc.(1)

      100,144      5,490,896

EDO Corp.

      42,851      1,042,993

Esterline Technologies Corp.(1)

      162,941      6,776,716

Kaman Corp.

      153,774      2,798,687

Moog Inc. Class A(1)

      126,181      4,317,914

Teledyne Technologies Inc.(1)

      92,110      3,017,524

Triumph Group Inc.(1)

      103,447      4,965,456
           
              33,609,694

AGRICULTURE—0.14%

              

Alliance One International Inc.

      558,552      2,479,971
           
              2,479,971

AIRLINES—0.38%

              

Frontier Airlines Holdings Inc.(1)(2)

      233,698      1,684,963

Mesa Air Group Inc.(1)

      112,622      1,109,327

SkyWest Inc.

      167,385      4,151,148
           
              6,945,438

APPAREL—2.15%

              

Ashworth Inc.(1)

      93,116      838,044

Deckers Outdoor Corp.(1)

      43,214      1,666,332

Gymboree Corp.(1)

      131,861      4,583,488

Kellwood Co.(2)

      164,246      4,807,480

Oxford Industries Inc.

      93,695      3,692,520

Phillips-Van Heusen Corp.

      187,899      7,170,226

Quiksilver Inc.(1)

      305,592      3,722,111

Russell Corp.

      213,078      3,869,496

Skechers U.S.A. Inc. Class A(1)

      47,579      1,147,130

Stride Rite Corp.

      235,367      3,104,491

Wolverine World Wide Inc.

      192,965      4,501,873
           
              39,103,191

AUTO MANUFACTURERS—0.17%

              

Wabash National Corp.

      199,635      3,066,394
           
              3,066,394

AUTO PARTS & EQUIPMENT—0.18%

              

Standard Motor Products Inc.

      75,166      626,884

Superior Industries International Inc.(2)

      146,685      2,682,869
           
              3,309,753

BANKS—6.80%

            

Bank Mutual Corp.

      261,193    3,191,778

Boston Private Financial Holdings Inc.

      95,045    2,651,755

Central Pacific Financial Corp.

      103,515    4,006,030

Chittenden Corp.

      299,838    7,750,812

Community Bank System Inc.

      191,195    3,856,403

First BanCorp (Puerto Rico)

      517,560    4,813,308

First Commonwealth Financial Corp.

      452,446    5,746,064

First Indiana Corp.

      55,588    1,446,956

First Midwest Bancorp Inc.

      188,591    6,992,954

First Republic Bank

      76,830    3,518,814

Glacier Bancorp Inc.

      95,257    2,788,172

Hanmi Financial Corp.

      89,029    1,730,724

Independent Bank Corp. (Michigan)

      51,732    1,360,552

Irwin Financial Corp.

      61,128    1,185,272

Prosperity Bancshares Inc.(2)

      45,151    1,485,016

Provident Bankshares Corp.(2)

      211,081    7,681,238

Republic Bancorp Inc.

      478,013    5,922,581

South Financial Group Inc. (The)

      480,536    12,690,956

Sterling Bancorp

      73,389    1,431,085

Sterling Bancshares Inc.

      140,711    2,638,331

Susquehanna Bancshares Inc.

      331,527    7,923,495

TrustCo Bank Corp. NY(2)

      480,858    5,299,055

Umpqua Holdings Corp.

      154,584    3,965,080

United Bancshares Inc.

      235,422    8,623,508

Whitney Holding Corp.

      420,950    14,889,002
           
            123,588,941

BIOTECHNOLOGY—0.60%

            

ArQule Inc.(1)

      123,936    698,999

Cambrex Corp.

      172,256    3,588,092

CryoLife Inc.(1)

      85,011    459,059

Enzo Biochem Inc.(1)

      80,723    1,217,303

Regeneron Pharmaceuticals Inc.(1)

      284,710    3,649,982

Savient Pharmaceuticals Inc.(1)

      245,019    1,286,350
           
            10,899,785

BUILDING MATERIALS—1.91%

            

Apogee Enterprises Inc.

      179,640    2,640,708

Drew Industries Inc.(1)

      74,286    2,406,866

ElkCorp

      53,606    1,488,639

Lennox International Inc.

      368,303    9,752,663

NCI Building Systems Inc.(1)(2)

      131,829    7,009,348

Texas Industries Inc.

      153,307    8,140,602

Universal Forest Products Inc.

      52,480    3,292,070
           
            34,730,896

CHEMICALS—2.31%

            

Arch Chemicals Inc.

      153,521    5,534,432

Fuller (H.B.) Co.

      188,440    8,210,331

Georgia Gulf Corp.

      219,198    5,484,334

MacDermid Inc.

      90,754    2,613,715

OM Group Inc.(1)

      99,591    3,072,382

OMNOVA Solutions Inc.(1)

      264,891    1,504,581

Penford Corp.

      57,525    972,172

PolyOne Corp.(1)

      592,483    5,202,001

Quaker Chemical Corp.

      62,970    1,177,539

Schulman (A.) Inc.

      188,319    4,310,622

Tronox Inc. Class B

      264,701    3,486,112

Wellman Inc.

      110,374    445,911
           
            42,014,132

COAL—0.64%

            

Massey Energy Co.

      325,707    11,725,452
           
            11,725,452

COMMERCIAL SERVICES—4.62%

            

Aaron Rents Inc.

      176,030    4,731,686

ABM Industries Inc.

      246,599    4,216,843

Administaff Inc.

      90,372    3,236,221

Bowne & Co. Inc.

      203,771    2,913,925

CDI Corp.

      80,633    2,338,357

Central Parking Corp.

      115,527    1,848,432

Chemed Corp.

      167,640    9,141,409

Consolidated Graphics Inc.(1)

      75,673    3,939,536

CPI Corp.

      35,021    1,075,145

Cross Country Healthcare Inc.(1)

      49,515    900,678

Gevity HR Inc.

      127,715    3,390,833

Healthcare Services Group Inc.

      101,358    2,123,450

Heidrick & Struggles International Inc.(1)

      78,768    2,665,509

Hooper Holmes Inc.

      425,437    1,297,583

Kendle International Inc.(1)

      43,954    1,614,430

Labor Ready Inc.(1)

      171,173    3,877,068

Live Nation Inc.(1)

      294,371    5,993,394

MAXIMUS Inc.

      48,941    1,132,984

Midas Inc.(1)

      52,832    972,109

NCO Group Inc.(1)

      207,070    5,474,931

On Assignment Inc.(1)

      109,360    1,005,018

PAREXEL International Corp.(1)

      116,559    3,362,727

Rewards Network Inc.(1)

      67,517    551,614

Spherion Corp.(1)

      368,543    3,361,112

StarTek Inc.

      72,205    1,079,465

Universal Technical Institute Inc.(1)

      81,250    1,789,125

Viad Corp.

      142,215    4,451,330

Volt Information Sciences Inc.(1)

      52,672    2,454,515

Watson Wyatt Worldwide Inc.

      86,787    3,049,695
           
            83,989,124

COMPUTERS—1.19%

            

Agilysys Inc.

      195,660    3,521,880

Carreker Corp.(1)

      77,680    555,412

Catapult Communications Corp.(1)

      22,957    250,231

CIBER Inc.(1)

      349,777    2,305,030

Hutchinson Technology Inc.(1)

      164,398    3,555,929

MICROS Systems Inc.(1)

      112,103    4,896,659

MTS Systems Corp.

      65,507    2,588,182

Radiant Systems Inc.(1)

      97,773    1,033,461

RadiSys Corp.(1)(2)

      135,076    2,966,269
           
            21,673,053

DISTRIBUTION & WHOLESALE—1.78%

            

Bell Microproducts Inc.(1)

      193,036    1,046,255

Brightpoint Inc.(1)

      322,498    4,363,398

Building Materials Holdings Corp.

      100,196    2,792,463

LKQ Corp.(1)

      80,386    1,527,334

Owens & Minor Inc.

      256,904    7,347,454

United Stationers Inc.(1)

      202,402    9,982,467

Watsco Inc.

      87,608    5,240,711
           
            32,300,082

DIVERSIFIED FINANCIAL SERVICES—0.99%

            

Financial Federal Corp.

      60,837    1,691,877

LaBranche & Co. Inc.(1)(2)

      389,239    4,713,684

Piper Jaffray Companies Inc.(1)

      133,133    8,149,071

SWS Group Inc.

      102,378    2,469,357

TradeStation Group Inc.(1)

      81,225    1,029,121
           
            18,053,110

ELECTRIC—2.66%

            

ALLETE Inc.

      193,925    9,182,349

Avista Corp.

      313,415    7,155,264

Central Vermont Public Service Corp.

      64,792    1,197,356

CH Energy Group Inc.(2)

      86,756    4,164,288

Cleco Corp.

      323,015    7,510,099

El Paso Electric Co.(1)

      310,080    6,251,213

Green Mountain Power Corp.

      33,834    1,150,018

UIL Holdings Corp.

      82,992    4,671,620

UniSource Energy Corp.

      224,717    6,999,935
           
            48,282,142

ELECTRICAL COMPONENTS & EQUIPMENT—1.12%

            

Advanced Energy Industries Inc.(1)

      189,115    2,503,883

Belden CDT Inc.(2)

      272,557    9,008,009

C&D Technologies Inc.

      164,076    1,233,852

Intermagnetics General Corp.(1)

      97,087    2,619,407

Littelfuse Inc.(1)

      91,565    3,148,005

Magnetek Inc.(1)

      187,103    505,178

Vicor Corp.

      82,217    1,362,336
           
            20,380,670

ELECTRONICS—4.94%

            

Analogic Corp.

      48,270    2,249,865

Bel Fuse Inc. Class B

      46,142    1,513,919

Benchmark Electronics Inc.(1)

      411,859    9,934,039

Brady Corp. Class A

      204,205    7,522,912

Checkpoint Systems Inc.(1)

      145,375    3,228,779

Coherent Inc.(1)

      198,528    6,696,349

CTS Corp.

      230,010    3,424,849

Cubic Corp.

      99,352    1,948,293

Cymer Inc.(1)

      126,344    5,869,942

Electro Scientific Industries Inc.(1)

      185,671    3,340,221

FEI Co.(1)

      78,869    1,788,749

Itron Inc.(1)

      79,685    4,722,133

Keithley Instruments Inc.

      91,821    1,168,881

Methode Electronics Inc.

      239,012    2,512,016

Park Electrochemical Corp.

      129,174    3,326,231

Paxar Corp.(1)

      149,140    3,067,810

Photon Dynamics Inc.(1)

      66,373    830,990

Planar Systems Inc.(1)(2)

      96,828    1,165,809

Rogers Corp.(1)

      61,424    3,460,628

Technitrol Inc.

      259,847    6,015,458

Trimble Navigation Ltd.(1)

      136,550    6,095,592

Watts Water Technologies Inc. Class A

      163,109    5,472,307

Woodward Governor Co.

      120,113    3,664,648

X-Rite Inc.

      79,015    868,375
           
            89,888,795

ENGINEERING & CONSTRUCTION—1.35%

            

EMCOR Group Inc.(1)

      201,569    9,810,363

Insituform Technologies Inc. Class A(1)

      95,909    2,195,357

Shaw Group Inc. (The)(1)(2)

      215,866    6,001,075

URS Corp.(1)

      156,830    6,586,860
           
            24,593,655

ENTERTAINMENT—0.52%

            

Pinnacle Entertainment Inc.(1)

      307,266    9,417,703
           
            9,417,703

ENVIRONMENTAL CONTROL—0.69%

            

Aleris International Inc.(1)

      201,003    9,215,988

Tetra Tech Inc.(1)

      191,260    3,392,952
           
            12,608,940

FOOD—3.18%

            

American Italian Pasta Co. Class A(1)(2)

      118,153    1,011,390

Corn Products International Inc.

      475,151    14,539,621

Flowers Foods Inc.

      338,768    9,702,316

Great Atlantic & Pacific Tea Co.

      116,525    2,647,448

Hain Celestial Group Inc.(1)

      246,548    6,351,076

J&J Snack Foods Corp.

      46,066    1,523,403

Lance Inc.

      194,030    4,466,571

Nash Finch Co.

      85,409    1,818,358

Performance Food Group Co.(1)

      221,522    6,729,838

Ralcorp Holdings Inc.(1)

      56,021    2,382,573

Sanderson Farms Inc.

      42,893    1,200,575

TreeHouse Foods Inc.(1)

      87,687    2,094,842

United Natural Foods Inc.(1)(2)

      102,964    3,399,871
           
            57,867,882

FOREST PRODUCTS & PAPER—1.05%

            

Buckeye Technologies Inc.(1)

      212,308    1,622,033

Caraustar Industries Inc.(1)

      185,871    1,672,839

Deltic Timber Corp.

      50,036    2,820,529

Neenah Paper Inc.

      94,646    2,881,971

Pope & Talbot Inc.

      103,977    647,777

Rock-Tenn Co. Class A

      201,740    3,217,753

Schweitzer-Mauduit International Inc.

      98,955    2,142,376

Wausau Paper Corp.

      327,640    4,079,118
           
            19,084,396

GAS—5.41%

            

Atmos Energy Corp.

      520,019    14,513,730

Cascade Natural Gas Corp.

      73,400    1,548,006

Energen Corp.

      470,782    18,082,737

Laclede Group Inc. (The)

      136,682    4,696,394

New Jersey Resources Corp.

      88,046    4,118,792

Northwest Natural Gas Co.

      176,727    6,544,201

Piedmont Natural Gas Co.(2)

      482,386    11,721,980

South Jersey Industries Inc.

      186,892    5,118,972

Southern Union Co.

      271,258    7,340,241

Southwest Gas Corp.

      256,673    8,044,132

UGI Corp.

      674,816    16,613,970
           
            98,343,155

HAND & MACHINE TOOLS—0.78%

            

Baldor Electric Co.

      175,384    5,487,765

Regal-Beloit Corp.

      197,015    8,698,212
           
            14,185,977

HEALTH CARE - PRODUCTS—1.78%

            

CONMED Corp.(1)

      111,662    2,311,403

Cyberonics Inc.(1)

      51,855    1,105,549

Datascope Corp.

      81,045    2,499,428

DJ Orthopedics Inc.(1)

      87,506    3,222,846

Haemonetics Corp.(1)

      65,504    3,046,591

Hologic Inc.(1)

      149,007    7,354,986

Invacare Corp.

      110,223    2,742,348

Laserscope(1)

      64,697    1,993,315

LCA-Vision Inc.

      62,477    3,305,658

Osteotech Inc.(1)

      110,357    445,842

Viasys Healthcare Inc.(1)

      132,741    3,398,170

Vital Sign Inc.

      18,415    912,095
           
            32,338,231

HEALTH CARE - SERVICES—0.62%

            

Genesis HealthCare Corp.(1)

      125,403    5,940,340

Gentiva Health Services Inc.(1)

      172,307    2,762,081

Matria Healthcare Inc.(1)

      79,516    1,703,233

RehabCare Group Inc.(1)

      50,227    872,945
           
            11,278,599

HOME BUILDERS—1.32%

            

Champion Enterprises Inc.(1)

      327,433    3,614,860

Coachmen Industries Inc.

      90,207    1,077,072

Fleetwood Enterprises Inc.(1)(2)

      408,777    3,082,179

M/I Homes Inc.

      34,407    1,206,998

Monaco Coach Corp.(2)

      170,983    2,171,484

Skyline Corp.

      43,590    1,864,780

Standard-Pacific Corp.

      425,433    10,933,628
           
            23,951,001

HOME FURNISHINGS—0.67%

            

Audiovox Corp. Class A(1)

      116,648    1,593,412

Bassett Furniture Industries Inc.

      75,705    1,401,300

Ethan Allen Interiors Inc.

      124,943    4,566,667

La-Z-Boy Inc.(2)

      331,053    4,634,742
           
            12,196,121

HOUSEHOLD PRODUCTS & WARES—0.57%

            

Harland (John H.) Co.

      58,504    2,544,924

Playtex Products Inc.(1)

      232,434    2,424,287

Russ Berrie & Co. Inc.(1)

      76,028    932,103

Spectrum Brands Inc.(1)(2)

      138,272    1,786,474

Standard Register Co. (The)

      81,333    963,796

WD-40 Co.

      48,511    1,628,514
           
            10,280,098

HOUSEWARES—0.36%

            

Libbey Inc.

      90,561    665,623

National Presto Industries Inc.

      30,203    1,579,013

Toro Co.

      92,901    4,338,477
           
            6,583,113

INSURANCE—3.26%

            

Delphi Financial Group Inc. Class A

      273,744    9,953,332

Infinity Property & Casualty Corp.

      132,512    5,432,992

LandAmerica Financial Group Inc.

      110,148    7,115,561

Presidential Life Corp.

      137,746    3,385,797

ProAssurance Corp.(1)

      91,963    4,430,777

RLI Corp.

      53,279    2,566,982

Safety Insurance Group Inc.

      90,674    4,311,549

SCPIE Holdings Inc.(1)

      64,652    1,503,159

Selective Insurance Group Inc.

      176,309    9,850,384

Stewart Information Services Corp.

      116,796    4,240,863

United Fire & Casualty Co.

      76,307    2,299,130

Zenith National Insurance Corp.

      104,147    4,131,511
           
            59,222,037

INTERNET—0.56%

            

Blue Coat Systems Inc.(1)

      48,102    811,000

InfoSpace Inc.(1)

      92,434    2,095,479

Napster Inc.(1)

      194,772    599,898

PC-Tel Inc.(1)

      140,814    1,202,552

Secure Computing Corp.(1)

      218,661    1,880,485

Stamps.com Inc.(1)

      28,748    799,769

United Online Inc.

      230,110    2,761,320
           
            10,150,503

IRON & STEEL—2.16%

            

Carpenter Technology Corp.

      141,770    16,374,435

Chaparral Steel Co.(1)

      147,542    10,625,975

Cleveland-Cliffs Inc.

      70,683    5,604,455

Material Sciences Corp.(1)

      82,763    747,350

Ryerson Inc.(2)

      167,023    4,509,621

Steel Technologies Inc.

      71,285    1,385,780
           
            39,247,616

LEISURE TIME—0.44%

            

Arctic Cat Inc.

      45,810    893,753

Bally Total Fitness Holding Corp.(1)(2)

      218,447    1,481,071

K2 Inc.(1)

      301,550    3,298,957

WMS Industries Inc.(1)

      86,006    2,355,704
           
            8,029,485

LODGING—0.46%

            

Aztar Corp.(1)

      103,922    5,399,787

Marcus Corp.

      139,695    2,916,832
           
            8,316,619

MACHINERY—3.74%

            

Albany International Corp. Class A

      118,149    5,008,336

Applied Industrial Technologies Inc.

      237,587    5,775,740

Astec Industries Inc.(1)

      116,804    3,985,352

Briggs & Stratton Corp.

      327,712    10,195,120

Cognex Corp.

      179,230    4,665,357

Gardner Denver Inc.(1)

      197,934    7,620,459

Gerber Scientific Inc.(1)

      144,737    1,883,028

IDEX Corp.

      188,112    8,878,886

JLG Industries Inc.

      374,829    8,433,653

Lindsay Manufacturing Co.

      38,420    1,041,950

Manitowoc Co. Inc. (The)

      192,212    8,553,434

Robbins & Myers Inc.(2)

      74,694    1,952,501
           
            67,993,816

MANUFACTURING—2.68%

            

Acuity Brands Inc.

      287,718    11,195,107

AptarGroup Inc.

      135,104    6,702,509

Barnes Group Inc.

      231,100    4,610,445

CLARCOR Inc.

      189,154    5,634,898

Griffon Corp.(1)(2)

      161,908    4,225,799

Lydall Inc.(1)

      103,601    955,201

Myers Industries Inc.

      202,055    3,473,325

Smith (A.O.) Corp.

      131,157    6,080,439

Standex International Corp.

      71,342    2,165,230

Sturm, Ruger & Co. Inc.

      137,797    861,231

Tredegar Corp.

      179,033    2,832,302
           
            48,736,486

MEDIA—0.12%

            

4Kids Entertainment Inc.(1)

      37,307    604,745

Radio One Inc. Class D(1)

      207,590    1,536,166
           
            2,140,911

METAL FABRICATE & HARDWARE—2.04%

            

Castle (A.M.) & Co.

      65,873    2,124,404

Kaydon Corp.

      180,744    6,743,559

Lawson Products Inc.

      29,344    1,156,740

Mueller Industries Inc.

      236,180    7,801,025

NS Group Inc.(1)

      96,472    5,313,678

Quanex Corp.

      243,503    10,487,674

Valmont Industries Inc.

      67,468    3,136,587

Wolverine Tube Inc.(1)(2)

      97,979    359,583
           
            37,123,250

MINING—0.81%

            

AMCOL International Corp.

      71,130    1,874,276

Brush Engineered Materials Inc.(1)

      124,158    2,588,694

Century Aluminum Co.(1)

      147,512    5,264,703

RTI International Metals Inc.(1)

      90,460    5,051,286
           
            14,778,959

OFFICE & BUSINESS EQUIPMENT—0.13%

            

Global Imaging Systems Inc.(1)

      56,578    2,335,540
           
            2,335,540

OFFICE FURNISHINGS—0.20%

            

Interface Inc. Class A(1)

      315,536    3,612,887
           
            3,612,887

OIL & GAS—0.25%

            

Atwood Oceanics Inc.(1)

      93,441    4,634,674
           
            4,634,674

OIL & GAS SERVICES—3.11%

            

Dril-Quip Inc.(1)

      25,683    2,117,307

Input/Output Inc.(1)(2)

      452,170    4,273,007

Lone Star Technologies Inc.(1)

      110,461    5,967,103

Lufkin Industries Inc.

      94,908    5,640,382

Maverick Tube Corp.(1)

      113,650    7,181,544

Oceaneering International Inc.(1)

      130,879    6,000,802

SEACOR Holdings Inc.(1)

      76,159    6,252,654

Tetra Technologies Inc.(1)

      237,931    7,206,930

Veritas DGC Inc.(1)

      229,538    11,839,570
           
            56,479,299

PACKAGING & CONTAINERS—0.11%

            

Chesapeake Corp.

      127,060    2,085,055
           
            2,085,055

PHARMACEUTICALS—0.60%

            

Alpharma Inc. Class A

      191,566    4,605,247

MGI Pharma Inc.(1)

      260,106    5,592,279

Theragenics Corp.(1)

      206,886    705,481
           
            10,903,007

REAL ESTATE INVESTMENT TRUSTS—6.04%

            

Acadia Realty Trust

      203,682    4,817,079

Colonial Properties Trust

      293,133    14,480,770

EastGroup Properties Inc.

      142,306    6,642,844

Entertainment Properties Trust

      169,521    7,297,879

Essex Property Trust Inc.

      86,559    9,665,178

Glenborough Realty Trust Inc.

      206,129    4,440,019

Kilroy Realty Corp.

      128,351    9,273,360

Lexington Corporate Properties Trust

      338,825    7,318,620

LTC Properties Inc.

      102,893    2,299,659

National Retail Properties Inc.

      370,917    7,399,794

New Century Financial Corp.

      159,021    7,275,211

Parkway Properties Inc.

      90,906    4,136,223

Shurgard Storage Centers Inc. Class A

      303,028    18,939,250

Sovran Self Storage Inc.

      113,491    5,764,208
           
            109,750,094

RETAIL—6.54%

            

Brown Shoe Co. Inc.

      182,971    6,235,652

Casey’s General Store Inc.

      322,727    8,071,402

Cash America International Inc.

      119,446    3,822,272

Cato Corp. Class A

      201,818    5,216,995

Cost Plus Inc.(1)

      71,982    1,055,256

Dress Barn Inc.(1)

      137,309    3,480,783

Finish Line Inc. (The)

      133,500    1,579,305

Fred’s Inc.

      255,942    3,416,826

Group 1 Automotive Inc.

      140,076    7,891,882

Hancock Fabrics Inc.

      124,489    415,793

Haverty Furniture Companies Inc.

      144,196    2,262,435

IHOP Corp.

      68,298    3,283,768

Insight Enterprises Inc.(1)

      309,312    5,892,394

Jack in the Box Inc.(1)

      83,808    3,285,274

Jo-Ann Stores Inc.(1)(2)

      154,208    2,259,147

Jos. A. Bank Clothiers Inc.(1)

      20,898    500,716

Landry’s Restaurants Inc.

      54,395    1,765,118

Lone Star Steakhouse & Saloon Inc.

      116,181    3,047,428

Longs Drug Stores Corp.

      172,178    7,854,760

MarineMax Inc.(1)

      50,123    1,314,726

Men’s Wearhouse Inc. (The)

      198,333    6,009,490

O’Charley’s Inc.(1)

      147,978    2,515,626

Pep Boys-Manny, Moe & Jack Inc.

      347,698    4,078,498

Rare Hospitality International Inc.(1)

      78,187    2,248,658

Red Robin Gourmet Burgers Inc.(1)

      53,148    2,261,979

Ryan’s Restaurant Group Inc.(1)

      270,367    3,220,071

School Specialty Inc.(1)

      83,839    2,670,272

Sonic Automotive Inc.

      193,486    4,291,519

Stage Stores Inc.

      170,893    5,639,469

Steak n Shake Co. (The)(1)

      79,296    1,200,541

Stein Mart Inc.

      88,665    1,312,242

Triarc Companies Inc. Class B

      155,603    2,432,075

Tuesday Morning Corp.(2)

      78,380    1,030,697

Zale Corp.(1)

      308,767    7,438,197
           
            119,001,266

SAVINGS & LOANS—2.14%

            

Anchor BanCorp Wisconsin Inc.

      63,923    1,928,557

BankAtlantic Bancorp Inc. Class A

      145,125    2,153,655

BankUnited Financial Corp. Class A

      125,230    3,822,020

Brookline Bancorp Inc.

      394,573    5,433,270

Dime Community Bancshares

      89,731    1,217,650

Downey Financial Corp.

      62,851    4,264,440

Fidelity Bankshares Inc.

      60,274    1,917,919

FirstFed Financial Corp.(1)

      46,830    2,700,686

Franklin Bank Corp. (Texas)(1)

      113,834    2,298,308

Harbor Florida Bancshares Inc.

      43,762    1,625,321

MAF Bancorp Inc.

      111,259    4,766,336

Sterling Financial Corp. (Washington)

      224,731    6,856,543
           
            38,984,705

SEMICONDUCTORS—3.34%

            

Actel Corp.(1)

      165,412    2,373,662

ATMI Inc.(1)

      151,157    3,721,485

Axcelis Technologies Inc.(1)

      647,233    3,818,675

Brooks Automation Inc.(1)

      478,253    5,643,385

Cohu Inc.

      95,421    1,674,639

Diodes Inc.(1)

      26,921    1,115,606

DSP Group Inc.(1)

      75,498    1,876,125

ESS Technology Inc.(1)

      223,899    483,622

Exar Corp.(1)

      230,240    3,055,285

Kopin Corp.(1)

      223,612    807,239

Kulicke & Soffa Industries Inc.(1)

      363,497    2,693,513

Microsemi Corp.(1)

      235,254    5,735,493

Pericom Semiconductor Corp.(1)

      169,159    1,404,020

Photronics Inc.(1)

      265,546    3,930,081

Power Integrations Inc.(1)

      83,359    1,457,115

Rudolph Technologies Inc.(1)

      99,516    1,442,982

Skyworks Solutions Inc.(1)

      1,027,911    5,663,790

Standard Microsystems Corp.(1)

      81,822    1,786,174

Supertex Inc.(1)

      40,577    1,620,645

Ultratech Inc.(1)(2)

      102,684    1,616,246

Varian Semiconductor Equipment Associates Inc.(1)

      179,723    5,860,767

Veeco Instruments Inc.(1)

      120,793    2,879,705
           
            60,660,254

SOFTWARE—2.56%

            

Altiris Inc.(1)

      56,128    1,012,549

Avid Technology Inc.(1)

      175,953    5,864,513

Captaris Inc.(1)

      181,422    843,612

Digi International Inc.(1)

      133,489    1,672,617

Epicor Software Corp.(1)

      217,912    2,294,613

FileNET Corp.(1)

      148,529    3,999,886

Hyperion Solutions Corp.(1)

      178,490    4,926,324

Inter-Tel Inc.

      71,744    1,510,929

JDA Software Group Inc.(1)

      106,113    1,488,765

Keane Inc.(1)

      287,760    3,597,000

MapInfo Corp.(1)

      135,904    1,773,547

MRO Software Inc.(1)

      89,268    1,791,609

Open Solutions Inc.(1)(2)

      41,436    1,102,612

Phoenix Technologies Ltd.(1)

      162,186    780,115

Progress Software Corp.(1)

      107,820    2,524,066

SPSS Inc.(1)

      74,665    2,399,733

THQ Inc.(1)(2)

      412,688    8,914,061
           
            46,496,551

STORAGE & WAREHOUSING—0.13%

            

Mobile Mini Inc.(1)

      81,198    2,375,853
           
            2,375,853

TELECOMMUNICATIONS—2.05%

            

Adaptec Inc.(1)

      730,907    3,172,136

Aeroflex Inc.(1)

      293,979    3,430,735

Anixter International Inc.

      212,419    10,081,406

Applied Signal Technology Inc.

      75,421    1,285,174

Black Box Corp.

      69,443    2,661,750

C-COR Inc.(1)

      307,663    2,375,158

Commonwealth Telephone Enterprises Inc.

      60,391    2,002,566

Ditech Networks Inc.(1)

      207,334    1,807,952

General Communication Inc. Class A(1)

      103,340    1,273,149

Harmonic Inc.(1)

      327,917    1,469,068

NETGEAR Inc.(1)

      78,703    1,703,920

Network Equipment Technologies Inc.(1)

      161,072    505,766

Novatel Wireless Inc.(1)

      107,817    1,119,140

Symmetricom Inc.(1)(2)

      294,575    2,082,645

Tollgrade Communications Inc.(1)

      84,773    822,298

Viasat Inc.(1)

      55,871    1,434,767
           
            37,227,630

TEXTILES—0.21%

            

Angelica Corp.

      59,998    1,052,365

G&K Services Inc. Class A

      80,442    2,759,161
           
            3,811,526

TOYS, GAMES & HOBBIES—0.31%

              

JAKKS Pacific Inc.(1)

        176,406    3,543,997

Lenox Group Inc.(1)

        90,112    638,894

RC2 Corp.(1)

        37,336    1,443,410
             
              5,626,301

TRANSPORTATION—2.79%

              

Arkansas Best Corp.

        161,927    8,130,355

Bristow Group Inc.(1)

        85,450    3,076,200

EGL Inc.(1)

        215,352    10,810,670

Hub Group Inc. Class A(1)

        264,731    6,493,851

Kansas City Southern Industries Inc.(1)(2)

        482,344    13,360,929

Kirby Corp.(1)

        135,012    5,332,974

Old Dominion Freight Line Inc.(1)

        96,260    3,618,413
             
              50,823,392

WATER—0.21%

              

American States Water Co.

        107,840    3,844,496
             
              3,844,496
             

TOTAL COMMON STOCKS

              

(Cost: $1,721,049,751)

             1,816,765,221

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—3.03%

              

CERTIFICATES OF DEPOSIT(3)—0.09%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 49,150    49,150

Fortis Bank NY

              

4.43%, 07/20/06

        122,818    122,818

Societe Generale

              

5.33%, 12/08/06

        491,497    491,497

Toronto-Dominion Bank

              

3.94%, 07/10/06

        245,749    245,749

Washington Mutual Bank

              

5.28%, 08/07/06

        245,749    245,749

Wells Fargo Bank N.A.

              

4.78%, 12/05/06

        393,198    393,198
             
              1,548,161

COMMERCIAL PAPER(3)—0.65%

              

Amstel Funding Corp.

              

5.20%-5.31%, 07/27/06-11/22/06(4)

        1,372,152    1,364,448

ASAP Funding Ltd.

              

5.21%, 08/08/06(4)

        235,919    234,690

Barton Capital Corp.

              

5.29%, 08/01/06(4)

        469,817    467,815

Cancara Asset Securitisation Ltd.

              

5.30%, 07/19/06(4)

        186,769    186,329

CC USA Inc.

              

5.03%, 10/24/06(4)

        98,299    96,747

Chariot Funding LLC

              

5.30%, 07/28/06(4)

        370,269    368,907

Concord Minutemen Capital Co. LLC

              

5.10%, 07/05/06(4)

        1,078,173    1,077,867

Curzon Funding LLC

              

5.30%, 07/31/06(4)

        491,497    489,471

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      362,587    354,123

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      1,040,372    1,036,723

Five Finance Inc.

            

5.19%, 12/01/06(4)

      221,174    216,359

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      49,150    48,002

Govco Inc.

            

5.22%, 08/03/06(4)

      491,497    489,288

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      167,109    164,520

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      122,874    122,441

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      452,079    450,960

Landale Funding LLC

            

5.30%, 08/15/06(4)

      540,647    537,224

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      760,985    755,196

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      496,412    494,956

Prudential Funding LLC

            

5.22%, 07/31/06

      245,749    244,751

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      491,497    490,281

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      575,882    575,556

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      307,220    306,225

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      537,649    537,344

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      600,752    599,266
           
            11,709,489

MEDIUM-TERM NOTES(3)—0.07%

            

Bank of America N.A.

            

5.28%, 04/20/07

      122,874    122,874

Dorada Finance Inc.

            

3.93%, 07/07/06(4)

      152,364    152,364

K2 USA LLC

            

3.94%, 07/07/06(4)

      294,898    294,898

Marshall & Ilsley Bank

            

5.18%, 12/15/06

      491,497    492,262

Sigma Finance Inc.

            

5.13%, 03/30/07(4)

      172,024    172,024

US Bank N.A.

            

2.85%, 11/15/06

      98,299    97,630
           
            1,332,052

MONEY MARKET FUNDS—0.06%

            

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

            

5.20%(5)(6)

      1,081,252    1,081,252
           
            1,081,252

REPURCHASE AGREEMENTS(3)—0.52%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $983,433 (collateralized by non-U.S. Government debt securities, value $1,013,882, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 982,994    982,994

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $737,576 (collateralized by non-U.S. Government debt securities, value $812,101, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        737,246    737,246

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $1,229,292 (collateralized by non-U.S. Government debt securities, value $1,375,116, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        1,228,743    1,228,743

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $983,433 (collateralized by non-U.S. Government debt securities, value $1,009,673, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        982,994    982,994

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $295,032 (collateralized by non-U.S. Government debt securities, value $333,837, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        294,898    294,898

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $491,717 (collateralized by non-U.S. Government debt securities, value $502,019, 5.22% to 5.42%, 7/3/06).

        491,497    491,497

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $786,754 (collateralized by non-U.S. Government debt securities, value $826,855, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        786,396    786,396

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $491,717 (collateralized by non-U.S. Government debt securities, value $506,951, 6.38% to 8.49%, 1/7/09 to 2/23/36).

        491,497    491,497

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $491,717 (collateralized by non-U.S. Government debt securities, value $506,957, 0.07% to 7.75%, 2/22/11 to 12/15/45).

        491,497    491,497

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $983,433 (collateralized by non-U.S. Government debt securities, value $1,033,580, 0.00% to 8.57%, 6/25/23 to 4/25/46).

        982,994    982,994

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $491,717 (collateralized by non-U.S. Government debt securities, value $517,232, 3.79% to 7.22%, 5/15/07 to 3/15/42).

        491,497    491,497

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $172,102 (collateralized by non-U.S. Government debt securities, value $182,105, 0.00% to 10.00%, 7/3/06 to 6/30/36).

        172,024    172,024

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $361,899 (collateralized by non-U.S. Government debt securities, value $364,210, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      344,048    344,048

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $983,435 (collateralized by non-U.S. Government debt securities, value $1,033,569, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      982,994    982,994
           
            9,461,319

TIME DEPOSITS(3)—0.25%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      491,497    491,497

KBC Bank NV

            

5.32%, 07/03/06

      1,474,492    1,474,492

Societe Generale

            

5.32%, 07/03/06

      1,228,743    1,228,743

UBS AG

            

5.25%-5.34%, 07/03/06

      1,417,031    1,417,031
           
            4,611,763

VARIABLE & FLOATING RATE NOTES(3)—1.39%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      1,258,233    1,258,409

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      368,623    368,620

American Express Centurion Bank

            

5.34%, 07/19/07

      540,647    541,293

American Express Credit Corp.

            

5.23%, 07/05/07

      147,449    147,547

ASIF Global Financing

            

5.17%, 05/03/07(4)

      49,150    49,173

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      319,473    319,473

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      835,545    835,541

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      491,497    491,497

BNP Paribas

            

5.14%, 05/18/07(4)

      909,270    909,270

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      358,793    358,793

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      122,874    122,874

Credit Agricole SA

            

5.31%, 07/23/07

      491,497    491,497

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      491,497    491,497

DEPFA Bank PLC

            

5.37%, 06/15/07

      491,497    491,497

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      565,222    565,266

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      491,497    491,497

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      982,994    982,994

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      147,449    147,451

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      368,623    368,589

General Electric Capital Corp.

            

5.25%, 04/09/07

      221,174    221,294

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      737,246    737,383

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      491,497    491,497

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      368,623    368,623

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      737,246    737,227

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      513,624    513,624

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      614,372    614,172

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      540,647    540,600

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      238,863    238,863

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      270,323    270,323

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      737,246    737,246

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      61,929    61,949

Mound Financing PLC

            

5.11%, 05/08/07(4)

      462,007    462,007

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      491,497    491,469

National City Bank of Indiana

            

5.17%, 05/21/07

      245,749    245,767

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      1,327,043    1,327,080

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      173,253    173,211

Northern Rock PLC

            

5.17%, 05/03/07(4)

      589,797    589,811

Principal Life Global Funding I

            

5.63%, 02/08/07

      221,174    221,798

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      368,623    368,603

Sigma Finance Inc.

            

5.51%, 06/18/07(4)

      403,028    403,028

Skandinaviska Enskilda Bank NY

            

5.24%, 05/18/07(4)

      491,497    491,497

Strips III LLC

            

5.37%, 07/24/06(4)

      114,896    114,896

SunTrust Bank

            

5.08%, 05/01/07

      491,497    491,522

Tango Finance Corp.

            

5.12%-5.38%, 04/25/07-07/11/07(4)

      928,930    928,830

Union Hamilton Special Funding LLC

            

5.42%-5.49%, 09/28/06-12/21/06(4)

      688,096    688,096

US Bank N.A.

            

5.28%, 09/29/06

      221,174    221,160

Wachovia Asset Securitization Inc.

            

5.31%, 07/25/06(4)

      786,789    786,789

Wachovia Bank N.A.

            

5.36%, 05/22/07

      982,994    982,994

Wells Fargo & Co.

            

5.19%, 07/13/07(4)

      245,749    245,765

WhistleJacket Capital Ltd.

            

5.21%-5.35%, 07/28/06-06/13/07(4)

      442,348    442,343

White Pine Finance LLC

                

5.12%-5.28%, 08/25/06-05/22/07(4)

      486,091      484,492  

Wind Master Trust

                

5.32%, 08/25/06-09/25/06(4)

      165,998      165,999  
           
              25,292,736  
           

TOTAL SHORT-TERM INVESTMENTS

                

(Cost: $55,036,772)

             55,036,772  
           

TOTAL INVESTMENTS IN SECURITIES—102.95%

                

(Cost: $1,776,086,523)

             1,871,801,993  

Other Assets, Less Liabilities—(2.95)%

             (53,548,598 )
           

NET ASSETS—100.00%

          $ 1,818,253,395  
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven (7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Schedule of Investments (Unaudited)

 

iSHARES® S&P/TOPIX 150 INDEX FUND

June 30, 2006

 

Security

      Shares
    Value

COMMON STOCKS—99.55%

              

ADVERTISING—0.23%

              

DENTSU Inc.

      255    $ 704,894
           
              704,894

AGRICULTURE—0.71%

              

Japan Tobacco Inc.

      595      2,170,450
           
              2,170,450

AIRLINES—0.44%

              

All Nippon Airways Co. Ltd.

      204,000      785,199

Japan Airlines System Corp.(1)(2)

      221,000      554,844
           
              1,340,043

AUTO MANUFACTURERS—10.10%

              

Honda Motor Co. Ltd.

      221,000      7,017,714

Nissan Motor Co. Ltd.

      283,900      3,104,361

Suzuki Motor Corp.

      54,400      1,177,798

Toyota Motor Corp.

      372,300      19,508,175
           
              30,808,048

AUTO PARTS & EQUIPMENT—1.40%

              

Bridgestone Corp.

      85,000      1,639,549

Denso Corp.

      68,000      2,224,730

NOK Corp.

      13,600      394,979
           
              4,259,258

BANKS—14.74%

              

Mitsubishi UFJ Financial Group

      1,369      19,161,090

Mizuho Financial Group Inc.

      1,445      12,248,655

Nipponkoa Insurance Co. Ltd.

      102,000      881,564

Shinsei Bank Ltd.

      170,000      1,078,161

Sumitomo Mitsui Financial Group Inc.

      884      9,356,952

Sumitomo Trust & Banking Co. Ltd. (The)

      204,000      2,230,678
           
              44,957,100

BEVERAGES—0.90%

              

Asahi Breweries Ltd.

      61,200      860,328

Kirin Brewery Co. Ltd.

      119,000      1,872,729
           
              2,733,057

BUILDING MATERIALS—1.37%

              

Asahi Glass Co. Ltd.

      136,000      1,726,248

Daikin Industries Ltd.

      34,000      1,180,772

JS Group Corp.

      34,000      715,304

Matsushita Electric Works Ltd.

      51,000      567,038
           
              4,189,362

CHEMICALS—3.02%

              

Asahi Kasei Corp.

      153,000      999,790

JSR Corp.

      28,900      730,622

Mitsubishi Chemical Holdings Corp.

      144,500    903,797

Mitsui Chemicals Inc.

      102,000    666,527

Nitto Denko Corp.

      22,100    1,575,603

Shin-Etsu Chemical Co. Ltd.

      51,000    2,774,964

Sumitomo Chemical Co. Ltd.

      187,000    1,560,583
           
            9,211,886

COMMERCIAL SERVICES—0.75%

            

Dai Nippon Printing Co. Ltd.

      85,000    1,316,100

Toppan Printing Co. Ltd.

      85,000    962,166
           
            2,278,266

COMPUTERS—1.12%

            

Fujitsu Ltd.

      272,000    2,110,519

TDK Corp.

      17,000    1,293,793
           
            3,404,312

COSMETICS & PERSONAL CARE—1.04%

            

Kao Corp.

      68,000    1,781,569

Shiseido Co. Ltd.

      51,000    1,001,575

Uni-Charm Corp.

      6,800    375,944
           
            3,159,088

DISTRIBUTION & WHOLESALE—3.58%

            

Itochu Corp.

      187,000    1,644,010

Marubeni Corp.

      187,000    997,857

Mitsubishi Corp.

      180,200    3,601,951

Mitsui & Co. Ltd.

      204,000    2,883,821

Sumitomo Corp.

      136,000    1,795,250
           
            10,922,889

DIVERSIFIED FINANCIAL SERVICES—4.83%

            

Acom Co. Ltd.

      11,560    627,981

Credit Saison Co. Ltd.

      25,500    1,209,028

Daiwa Securities Group Inc.

      187,000    2,231,273

Nikko Cordial Corp.

      93,500    1,197,428

Nomura Holdings Inc.

      272,000    5,103,792

ORIX Corp.

      11,900    2,909,548

Promise Co. Ltd.

      9,350    542,278

Takefuji Corp.

      15,130    902,651
           
            14,723,979

ELECTRIC—3.33%

            

Chubu Electric Power Co. Inc.

      83,300    2,251,647

Kansai Electric Power Co. Inc.

      103,700    2,322,285

Kyushu Electric Power Co. Inc.

      54,400    1,265,836

Tokyo Electric Power Co. Inc. (The)

      156,400    4,323,352
           
            10,163,120

ELECTRICAL COMPONENTS & EQUIPMENT—4.01%

            

Fujikura Ltd.

      51,000    563,469

Furukawa Electric Co. Ltd.

      85,000    550,234

Hitachi Ltd.

      425,000    2,810,655

Mitsubishi Electric Corp.

      255,000    2,045,532

Sanyo Electric Co. Ltd.(2)

      187,000    404,050

Sharp Corp.

      119,000    1,882,098

Sumitomo Electric Industries Ltd.

      96,900    1,420,674

Toshiba Corp.

      391,000    2,555,019
           
            12,231,731

ELECTRONICS—4.73%

            

Advantest Corp.

      11,900    1,213,786

Fanuc Ltd.

      25,500    2,293,137

Hirose Electric Co. Ltd.

      5,100    620,129

Hoya Corp.

      56,600    2,015,151

Keyence Corp.

      5,610    1,433,969

Kyocera Corp.

      22,100    1,712,864

Murata Manufacturing Co. Ltd.

      27,200    1,767,887

NEC Corp.

      255,000    1,360,714

NGK Insulators Ltd.

      34,000    397,953

Secom Co. Ltd.

      34,000    1,609,063
           
            14,424,653

ENGINEERING & CONSTRUCTION—0.79%

            

Kajima Corp.

      136,000    624,590

Obayashi Corp.

      102,000    702,218

Shimizu Corp.

      102,000    571,946

Taisei Corp.

      136,000    497,293
           
            2,396,047

ENTERTAINMENT—0.16%

            

Oriental Land Co. Ltd.

      8,500    478,852
           
            478,852

FOOD—0.58%

            

Ajinomoto Co. Inc.

      68,000    753,672

Nippon Meat Packers Inc.

      17,000    197,192

Nissin Food Products Co. Ltd.

      15,300    540,716

Yakult Honsha Co. Ltd.

      10,200    277,496
           
            1,769,076

FOREST PRODUCTS & PAPER—0.34%

            

Nippon Paper Group Inc.

      85    347,986

Oji Paper Co. Ltd.

      119,000    677,680
           
            1,025,666

GAS—0.77%

            

Osaka Gas Co. Ltd.

      255,000    820,890

Tokyo Gas Co. Ltd.

      323,000    1,522,958
           
            2,343,848

HAND & MACHINE TOOLS—0.39%

            

SMC Corp.

      8,500    1,203,823
           
            1,203,823

HEALTH CARE-PRODUCTS—0.24%

            

Terumo Corp.

      22,100    738,503
           
            738,503

HOME BUILDERS—0.74%

            

Daiwa House Industry Co. Ltd.

      68,000    1,088,571

Sekisui House Ltd.

      85,000    1,168,132
           
            2,256,703

HOME FURNISHINGS—4.04%

            

Matsushita Electric Industrial Co. Ltd.

      289,000    6,105,367

Pioneer Corp.

      11,900    192,166

Sony Corp.

      136,000    6,007,960
           
            12,305,493

HOUSEWARES—0.11%

            

TOTO Ltd.

      34,000    325,382
           
            325,382

INSURANCE—3.50%

            

Millea Holdings Inc.

      221    4,117,832

Mitsui Sumitomo Insurance Co. Ltd.

      204,000    2,564,388

Sompo Japan Insurance Inc.

      119,000    1,665,573

T&D Holdings Inc.

      28,900    2,338,494
           
            10,686,287

INTERNET—1.08%

            

SoftBank Corp.

      100,300    2,250,531

Yahoo! Japan Corp.

      1,956    1,036,903
           
            3,287,434

IRON & STEEL—3.22%

            

JFE Holdings Inc.

      74,825    3,174,572

Kobe Steel Ltd.

      357,000    1,118,016

Nippon Steel Corp.

      884,000    3,348,397

Sumitomo Metal Industries Ltd.

      527,000    2,175,952
           
            9,816,937

MACHINERY—1.53%

            

Komatsu Ltd.

      119,000    2,368,237

Kubota Corp.

      136,000    1,290,819

Toyota Industries Corp.

      25,500    1,008,267
           
            4,667,323

MANUFACTURING—1.78%

            

Fuji Photo Film Co. Ltd.

      64,600    2,170,004

Kawasaki Heavy Industries Ltd.

      187,000    629,795

Konica Minolta Holdings Inc.(1)

      51,000    644,666

Mitsubishi Heavy Industries Ltd.

      459,000    1,983,519
           
            5,427,984

MEDIA—0.11%

            

Nippon Television Network Corp.

      2,550    347,317
           
            347,317

METAL FABRICATE & HARDWARE—0.19%

            

NSK Ltd.

      68,000    564,510
           
            564,510

MINING—0.74%

            

Mitsubishi Materials Corp.(2)

      153,000    653,143

Mitsui Mining & Smelting Co. Ltd.

      85,000    501,903

Sumitomo Metal Mining Co. Ltd.

      85,000    1,109,391
           
            2,264,437

OFFICE & BUSINESS EQUIPMENT—3.22%

            

Canon Inc.

      165,750    8,134,169

Ricoh Corp. Ltd.

      85,000    1,669,291
           
            9,803,460

OIL & GAS—0.52%

            

Nippon Oil Corp.

      170,000    1,243,231

TonenGeneral Sekiyu K.K.

      34,000    349,770
           
            1,593,001

PACKAGING & CONTAINERS—0.10%

            

Toyo Seikan Kaisha Ltd.

      17,000    308,577
           
            308,577

PHARMACEUTICALS—4.59%

            

Astellas Pharma Inc.

      69,728    2,561,848

Daiichi Sanyko Co. Ltd.

      90,703    2,499,361

Eisai Co. Ltd.

      35,700    1,608,319

Taisho Pharmaceutical Co. Ltd.

      17,000    333,858

Takeda Pharmaceutical Co. Ltd.

      112,200    6,988,269
           
            13,991,655

REAL ESTATE—2.34%

              

Mitsubishi Estate Co. Ltd.

        153,000    3,252,329

Mitsui Fudosan Co. Ltd.

        102,000    2,217,294

Sumitomo Realty & Development Co. Ltd.

        68,000    1,677,470
             
              7,147,093

RETAIL—2.06%

              

AEON Co. Ltd.

        91,800    2,015,641

Marui Co. Ltd.

        44,200    689,012

Seven & I Holdings Co. Ltd.

        108,800    3,588,121
             
              6,292,774

SEMICONDUCTORS—0.87%

              

Rohm Co. Ltd.

        12,300    1,100,722

Tokyo Electron Ltd.

        22,100    1,546,604
             
              2,647,326

TELECOMMUNICATIONS—3.56%

              

Nippon Telegraph & Telephone Corp.

        1,360    6,674,190

NTT Data Corp.

        153    662,511

NTT DoCoMo Inc.

        2,397    3,522,687
             
              10,859,388

TEXTILES—0.97%

              

Kuraray Co. Ltd.

        51,000    571,054

Teijin Ltd.

        119,000    755,754

Toray Industries Inc.

        187,000    1,624,380
             
              2,951,188

TOYS, GAMES & HOBBIES—0.84%

              

Nintendo Co. Ltd.

        15,300    2,569,741
             
              2,569,741

TRANSPORTATION—3.87%

              

Central Japan Railway Co.

        204    2,034,379

East Japan Railway Co.

        493    3,665,748

Kintetsu Corp.

        204,000    681,695

Mitsui O.S.K. Lines Ltd.

        119,000    809,885

Nippon Express Co. Ltd.

        119,000    643,328

Nippon Yusen Kabushiki Kaisha

        153,000    995,775

Odakyu Electric Railway Co. Ltd.

        68,000    438,997

Tokyu Corp.

        119,000    695,377

West Japan Railway Co.

        221    918,296

Yamato Holdings Co. Ltd.

        51,000    905,655
             
              11,789,135
             

TOTAL COMMON STOCKS

              

(Cost: $269,707,622)

             303,541,096

Security

     Shares or
Principal
    Value

SHORT-TERM INVESTMENTS—0.30%

              

CERTIFICATES OF DEPOSIT(3)—0.01%

              

Credit Suisse First Boston NY

              

5.28%, 04/23/07

      $ 806    806

Fortis Bank NY

              

4.43%, 07/20/06

        2,014    2,014

Societe Generale

            

5.33%, 12/08/06

      8,060    8,060

Toronto-Dominion Bank

            

3.94%, 07/10/06

      4,030    4,030

Washington Mutual Bank

            

5.28%, 08/07/06

      4,030    4,030

Wells Fargo Bank N.A.

            

4.78%, 12/05/06

      6,448    6,448
           
            25,388

COMMERCIAL PAPER(3)—0.06%

            

Amstel Funding Corp.

            

5.20%-5.31%, 07/27/06-11/22/06(4)

      22,503    22,384

ASAP Funding Ltd.

            

5.21%, 08/08/06(4)

      3,869    3,849

Barton Capital Corp.

            

5.29%, 08/01/06(4)

      7,705    7,672

Cancara Asset Securitisation Ltd.

            

5.30%, 07/19/06(4)

      3,063    3,056

CC USA Inc.

            

5.03%, 10/24/06(4)

      1,612    1,587

Chariot Funding LLC

            

5.30%, 07/28/06(4)

      6,072    6,050

Concord Minutemen Capital Co. LLC

            

5.10%, 07/05/06(4)

      17,682    17,677

Curzon Funding LLC

            

5.30%, 07/31/06(4)

      8,060    8,027

Edison Asset Securitization LLC

            

5.22%, 12/11/06(4)

      5,946    5,807

Falcon Asset Securitization Corp.

            

5.26%-5.30%, 07/24/06-07/28/06(4)

      17,062    17,001

Five Finance Inc.

            

5.19%, 12/01/06(4)

      3,627    3,548

General Electric Capital Services Inc.

            

5.22%, 12/11/06

      806    787

Govco Inc.

            

5.22%, 08/03/06(4)

      8,060    8,024

Grampian Funding LLC

            

5.03%-5.11%, 10/17/06-10/24/06(4)

      2,741    2,698

Jupiter Securitization Corp.

            

5.29%, 07/27/06(4)

      2,015    2,008

Kitty Hawk Funding Corp.

            

5.24%, 07/20/06(4)

      7,414    7,396

Landale Funding LLC

            

5.30%, 08/15/06(4)

      8,866    8,810

Lexington Parker Capital Co. LLC

            

5.09%-5.23%, 07/05/06-11/15/06(4)

      12,480    12,385

Lockhart Funding LLC

            

5.23%-5.28%, 07/19/06-08/04/06(4)

      8,141    8,117

Prudential Funding LLC

            

5.22%, 07/31/06

      4,030    4,014

Ranger Funding Co. LLC

            

5.24%, 07/20/06(4)

      8,060    8,040

Regency Markets No. 1 LLC

            

5.10%, 07/07/06(4)

      9,444    9,439

Scaldis Capital LLC

            

5.30%, 07/25/06(4)

      5,038    5,022

Sydney Capital Corp.

            

5.10%, 07/07/06(4)

      8,817    8,812

Thames Asset Global Securitization No. 1 Inc.

            

5.24%, 07/20/06(4)

      9,852    9,828
           
            192,038

MEDIUM-TERM NOTES(3)—0.01%

              

Bank of America N.A.

              

5.28%, 04/20/07

        2,015    2,015

Dorada Finance Inc.

              

3.93%, 07/07/06(4)

        2,499    2,499

K2 USA LLC

              

3.94%, 07/07/06(4)

        4,836    4,836

Marshall & Ilsley Bank

              

5.18%, 12/15/06

        8,060    8,073

Sigma Finance Inc.

              

5.13%, 03/30/07(4)

        2,821    2,821

US Bank N.A.

              

2.85%, 11/15/06

        1,612    1,601
             
              21,845

MONEY MARKET FUNDS—0.01%

              

Barclays Global Investors Funds Institutional Money Market Fund, Institutional Shares

              

5.20%(5)(6)

        24,944    24,944
             
              24,944

REPURCHASE AGREEMENTS(3)—0.05%

              

Banc of America Securities LLC Repurchase Agreement, 5.36%, due 7/3/06, maturity value $16,128 (collateralized by non-U.S. Government debt securities, value $16,627, 4.88% to 7.38%, 9/15/06 to 2/15/17).

      $ 16,121    16,121

Bear Stearns Companies Inc. (The) Repurchase Agreement, 5.37%, due 7/3/06, maturity value $12,096 (collateralized by non-U.S. Government debt securities, value $13,318, 2.12% to 6.47%, 11/25/34 to 12/25/42).

        12,091    12,091

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $16,128 (collateralized by non-U.S. Government debt securities, value $16,558, 5.36% to 6.00%, 12/25/35 to 12/25/42).

        16,121    16,121

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $20,160 (collateralized by non-U.S. Government debt securities, value $22,551, 0.00% to 10.00%, 6/1/28 to 12/15/35).

        20,151    20,151

Citigroup Global Markets Holdings Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $4,838 (collateralized by non-U.S. Government debt securities, value $5,475, 0.00% to 10.00%, 9/10/34 to 5/9/36).

        4,836    4,836

Goldman Sachs & Co. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $8,064 (collateralized by non-U.S. Government debt securities, value $8,233, 5.22% to 5.42%, 7/3/06).

        8,060    8,060

Goldman Sachs Group Inc. Repurchase Agreement, 5.46%, due 7/3/06, maturity value $12,903 (collateralized by non-U.S. Government debt securities, value $13,560, 0.00% to 10.00%, 1/1/10 to 6/6/16).

        12,897    12,897

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $16,128 (collateralized by non-U.S. Government debt securities, value $16,950, 0.00% to 8.57%, 6/25/23 to 4/25/46).

      16,121    16,121

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $8,064 (collateralized by non-U.S. Government debt securities, value $8,314, 0.07% to 7.75%, 2/22/11 to 12/15/45).

      8,060    8,060

Lehman Brothers Holdings Inc. Repurchase Agreement, 5.36%, due 7/3/06, maturity value $8,064 (collateralized by non-U.S. Government debt securities, value $8,314, 6.38% to 8.49%, 1/7/09 to 2/23/36).

      8,060    8,060

Morgan Stanley Repurchase Agreement, 5.36%, due 7/3/06, maturity value $8,064 (collateralized by non-U.S. Government debt securities, value $8,482, 3.79% to 7.22%, 5/15/07 to 3/15/42).

      8,060    8,060

Morgan Stanley Repurchase Agreement, 5.46%, due 7/3/06, maturity value $2,822 (collateralized by non-U.S. Government debt securities, value $2,986, 0.00% to 10.00%, 7/3/06 to 6/30/36).

      2,821    2,821

Morgan Stanley Repurchase Agreement, 5.51%, due 6/4/07, maturity value $5,935 (collateralized by non-U.S. Government debt securities, value $5,973, 0.00% to 10.00%, 7/3/06 to 6/30/36).(7)

      5,642    5,642

Wachovia Capital Repurchase Agreement, 5.38%, due 7/3/06, maturity value $16,128 (collateralized by non-U.S. Government debt securities, value $16,950, 0.00% to 10.00%, 1/1/10 to 5/6/16).

      16,121    16,121
           
            155,162

TIME DEPOSITS(3)—0.02%

            

ABN Amro Bank NV

            

5.30%, 07/03/06

      8,060    8,060

KBC Bank NV

            

5.32%, 07/03/06

      24,181    24,181

Societe Generale

            

5.32%, 07/03/06

      20,151    20,151

UBS AG

            

5.25%-5.34%, 07/03/06

      23,239    23,239
           
            75,631

VARIABLE & FLOATING RATE NOTES(3)—0.14%

            

Allstate Life Global Funding II

            

5.11%-5.35%, 05/04/07-07/27/07(4)

      20,635    20,637

American Express Bank

            

5.21%-5.31%, 07/19/06-02/28/07

      6,045    6,045

American Express Centurion Bank

            

5.34%, 07/19/07

      8,866    8,877

American Express Credit Corp.

            

5.23%, 07/05/07

      2,418    2,420

ASIF Global Financing

            

5.17%, 05/03/07(4)

      806    806

Australia & New Zealand Banking Group Ltd.

            

5.30%, 07/23/07(4)

      5,239    5,239

Beta Finance Inc.

            

5.03%-5.41%, 04/25/07-07/17/07(4)

      13,703    13,703

BMW US Capital LLC

            

5.20%, 07/13/07(4)

      8,060    8,060

BNP Paribas

            

5.14%, 05/18/07(4)

      14,912    14,912

Carlyle Loan Investment Ltd.

            

5.25%-5.32%, 04/13/07-07/15/07(4)

      5,884    5,884

Commodore CDO Ltd.

            

5.38%, 06/12/07(4)

      2,015    2,015

Credit Agricole SA

            

5.31%, 07/23/07

      8,060    8,060

Cullinan Finance Corp.

            

5.36%-5.71%, 04/25/07-06/28/07(4)

      8,060    8,060

DEPFA Bank PLC

            

5.37%, 06/15/07

      8,060    8,060

Dorada Finance Inc.

            

5.03%-5.41%, 06/27/07-07/17/07(4)

      9,269    9,270

Eli Lilly Services Inc.

            

5.08%, 06/29/07(4)

      8,060    8,060

Fifth Third Bancorp

            

5.28%, 06/22/07(4)

      16,121    16,121

First Tennessee Bank N.A.

            

5.21%, 08/25/06

      2,418    2,418

Five Finance Inc.

            

5.37%-5.45%, 12/01/06-06/29/07(4)

      6,045    6,045

General Electric Capital Corp.

            

5.25%, 04/09/07

      3,627    3,629

Hartford Life Global Funding Trusts

            

5.11%-5.22%, 07/13/07-07/16/07

      12,091    12,092

HBOS Treasury Services PLC

            

5.53%, 04/24/07(4)

      8,060    8,060

JP Morgan Chase & Co.

            

5.12%, 07/02/07

      6,045    6,045

K2 USA LLC

            

5.20%-5.46%, 04/02/07-06/28/07(4)

      12,091    12,090

Leafs LLC

            

5.27%, 01/22/07-02/20/07(4)

      8,423    8,423

Lexington Parker Capital Co. LLC

            

4.96%, 01/10/07

      10,075    10,072

Links Finance LLC

            

5.13%-5.35%, 05/10/07-05/16/07(4)

      8,866    8,866

Lothian Mortgages Master Issuer PLC

            

5.29%, 04/24/07(4)

      3,917    3,917

Marshall & Ilsley Bank

            

5.18%, 07/13/07

      4,433    4,433

Metropolitan Life Global Funding I

            

5.15%, 07/06/07(4)

      12,091    12,091

Mortgage Interest Networking Trust

            

5.54%, 08/25/06(4)

      1,016    1,016

Mound Financing PLC

            

5.11%, 05/08/07(4)

      7,577    7,577

Natexis Banques Populaires

            

5.18%-5.40%, 06/20/07-07/13/07(4)

      8,060    8,060

National City Bank of Indiana

            

5.17%, 05/21/07

      4,030    4,030

Nationwide Building Society

            

5.16%-5.55%, 04/27/07-07/06/07(4)

      21,763    21,763

Newcastle Ltd.

            

5.34%, 04/24/07(4)

      2,841    2,841

Northern Rock PLC

            

5.17%, 05/03/07(4)

      9,672    9,673

Principal Life Global Funding I

            

5.63%, 02/08/07

      3,627    3,637

Sedna Finance Inc.

            

5.17%-5.24%, 09/20/06-05/25/07(4)

      6,045    6,045

Sigma Finance Inc.

              

5.51%, 06/18/07(4)

      6,610      6,610

Skandinaviska Enskilda Bank NY

              

5.24%, 05/18/07(4)

      8,060      8,060

Strips III LLC

              

5.37%, 07/24/06(4)

      1,884      1,884

SunTrust Bank

              

5.08%, 05/01/07

      8,060      8,061

Tango Finance Corp.

              

5.12%-5.38%, 04/25/07-07/11/07(4)

      15,234      15,232

Union Hamilton Special Funding LLC

              

5.42%-5.49%, 09/28/06-12/21/06(4)

      11,285      11,284

US Bank N.A.

              

5.28%, 09/29/06

      3,627      3,627

Wachovia Asset Securitization Inc.

              

5.31%, 07/25/06(4)

      12,903      12,903

Wachovia Bank N.A.

              

5.36%, 05/22/07

      16,121      16,121

Wells Fargo & Co.

              

5.19%, 07/13/07(4)

      4,030      4,030

WhistleJacket Capital Ltd.

              

5.21%-5.35%, 07/28/06-06/13/07(4)

      7,254      7,255

White Pine Finance LLC

              

5.12%-5.28%, 08/25/06-05/22/07(4)

      7,972      7,945

Wind Master Trust

              

5.32%, 08/25/06-09/25/06(4)

      2,722      2,722
           
              414,786
           

TOTAL SHORT-TERM INVESTMENTS

              

(Cost: $909,794)

             909,794
           

TOTAL INVESTMENTS IN SECURITIES—99.85%

              

(Cost: $270,617,416)

             304,450,890

Other Assets, Less Liabilities—0.15%

             465,165
           

NET ASSETS—100.00%

           $ 304,916,055
           

 

(1)

Non-income earning security.

(2)

All or a portion of this security represents a security on loan. See Note 3.

(3)

All or a portion of this security (these securities) represent(s) an investment of securities lending collateral. See Note 3.

(4)

This security or a portion of these securities may be resold to qualified institutional buyers under Rule 144A or pursuant to Section 4(2) of the Securities Act of 1933.

(5)

Affiliated issuer. See Note 2.

(6)

The rate quoted is the annualized seven-day yield of the fund at period end.

(7)

The investment adviser has determined that this security or a portion of these securities is “illiquid,” in that it cannot be sold within seven(7) days for approximately the value at which it is carried in the Fund.

 

See accompanying notes to the schedules of investments.

Notes to the Schedules of Investments (Unaudited)

 

iSHARES® TRUST

 

iShares Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust pursuant to an Agreement and Declaration of Trust dated December 16, 1999. As of June 30, 2006, the Trust offered 87 investment portfolios or funds.

 

These notes relate only to the schedules of investments for the iShares Nasdaq Biotechnology, iShares Russell 1000, iShares Russell 1000 Growth, iShares Russell 1000 Value, iShares Russell 2000, iShares Russell 2000 Growth, iShares Russell 2000 Value, iShares Russell 3000, iShares Russell 3000 Growth, iShares Russell 3000 Value, iShares Russell MicrocapTM, iShares Russell Midcap, iShares Russell Midcap Growth, iShares Russell Midcap Value, iShares S&P 100, iShares S&P 1500, iShares S&P 500, iShares S&P 500 Growth (formerly iShares S&P 500/BARRA Growth), iShares S&P 500 Value (formerly iShares S&P 500/BARRA Value), iShares S&P Europe 350, iShares S&P Global 100, iShares S&P Global Energy Sector, iShares S&P Global Financials Sector, iShares S&P Global Healthcare Sector, iShares S&P Global Technology Sector, iShares S&P Global Telecommunications Sector, iShares S&P Latin America 40, iShares S&P MidCap 400, iShares S&P MidCap 400 Growth (formerly iShares S&P MidCap 400/BARRA Growth), iShares S&P MidCap 400 Value (formerly iShares S&P MidCap 400/BARRA Value), iShares S&P SmallCap 600, iShares S&P SmallCap 600 Growth (formerly iShares S&P SmallCap 600/BARRA Growth), iShares S&P SmallCap 600 Value (formerly iShares S&P SmallCap 600/BARRA Value), and iShares S&P/TOPIX 150 Index Funds (each, a “Fund,” collectively, the “Funds”).

 

1. SIGNIFICANT ACCOUNTING POLICIES

 

SECURITY VALUATION

 

The securities and other assets of each Fund are generally valued using market valuations. A market valuation generally means a valuation (i) obtained from an exchange, a pricing service or a major market maker (or dealer), (ii) based on a price quotation or other equivalent indication of value supplied by an exchange, a pricing service or a major market maker (or dealer) or (iii) based on amortized cost. In the case of shares of funds that are not traded on an exchange, a market valuation means such fund’s published net asset value per share. The investment adviser may use various pricing services or discontinue the use of any pricing service. A price obtained from a pricing service based on such pricing service’s valuation matrix may be considered a market valuation. In the event that current market valuations are not readily available or such valuations do not reflect current market values, the affected investments will be valued using fair value pricing pursuant to the pricing policy and procedures approved by the Board of Trustees of the Trust.

 

FOREIGN CURRENCY TRANSLATION

 

The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates deemed appropriate by the investment adviser. Purchases and sales of securities, income receipts and expense payments are translated into U.S. dollars on the respective dates of such transactions.

 

FEDERAL INCOME TAXES

 

As of June 30, 2006, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes was as follows:

 

iShares Index Fund

      Tax Cost
    Gross
Unrealized
Appreciation
    Gross Unrealized
Depreciation
     Net Unrealized
Appreciation
(Depreciation)
  

Nasdaq Biotechnology

      $ 2,094,598,303    $ 14,700,783    $ (443,869,444 )   $ (429,168,661 )

Russell 1000

        3,666,007,370      174,934,507      (152,794,318 )     22,140,189  

Russell 1000 Growth

        5,560,691,524      275,812,277      (261,259,829 )     14,552,448  

Russell 1000 Value

        6,140,673,693      523,989,075      (144,806,224 )     379,182,851  

Russell 2000

        11,355,127,363      5,235,602      (1,192,294,489 )     (1,187,058,887 )

Russell 2000 Growth

        2,730,225,973      122,227,767      (144,305,524 )     (22,077,757 )

Russell 2000 Value

        3,684,270,000      159,564,683      (160,477,672 )     (912,989 )

Russell 3000

        2,150,165,526      222,230,991      (195,258,880 )     26,972,111  

Russell 3000 Growth

        232,485,099      11,205,757      (11,818,796 )     (613,039 )

Russell 3000 Value

        409,661,591      28,950,974      (13,287,288 )     15,663,686  

Russell MicrocapTM

      223,476,077    11,184,975    (15,353,573 )   (4,168,598 )

Russell Midcap

      2,114,166,123    234,591,788    (56,500,251 )   178,091,537  

Russell Midcap Growth

      1,321,919,457    147,183,947    (35,553,118 )   111,630,829  

Russell Midcap Value

      2,062,494,033    120,319,907    (35,018,729 )   85,301,178  

S&P 100

      1,660,365,999    14,198,765    (75,401,535 )   (61,202,770 )

S&P 1500

      145,302,296    15,176,202    (7,040,168 )   8,136,034  

S&P 500

      16,585,919,268    1,195,953,013    (1,085,330,737 )   110,622,276  

S&P 500 Growth

      3,360,382,271    148,481,549    (182,667,829 )   (34,186,280 )

S&P 500 Value

      3,038,691,400    348,007,273    (128,589,793 )   219,417,480  

S&P Europe 350

      1,306,190,083    372,815,911    (11,194,130 )   361,621,781  

S&P Global 100

      430,961,499    49,380,373    (19,526,684 )   29,853,689  

S&P Global Energy Sector

      632,208,857    98,103,061    (377,951 )   97,725,110  

S&P Global Financials Sector

      150,218,376    19,472,089    (1,251,389 )   18,220,700  

S&P Global Healthcare Sector

      497,804,441    44,731,707    (21,011,255 )   23,720,452  

S&P Global Technology Sector

      109,063,693    5,931,657    (8,060,235 )   (2,128,578 )

S&P Global Telecommunications Sector

      80,320,040    4,913,533    (4,201,732 )   711,801  

S&P Latin America 40

      1,073,038,946    73,085,431    (23,155,506 )   49,929,925  

S&P MidCap 400

      3,559,819,127    526,219,679    (147,944,702 )   378,274,977  

S&P MidCap 400 Growth

      1,912,168,555    174,589,843    (121,519,300 )   53,070,543  

S&P MidCap 400 Value

      2,468,610,804    262,374,114    (103,568,855 )   158,805,259  

S&P SmallCap 600

      5,292,779,033    298,125,504    (470,030,912 )   (171,905,408 )

S&P SmallCap 600 Growth

      1,303,515,128    220,688,650    (67,190,384 )   153,498,266  

S&P SmallCap 600 Value

      1,795,073,286    208,085,229    (131,356,522 )   76,728,707  

S&P/TOPIX 150

      271,555,768    36,818,534    (3,923,412 )   32,895,122  

 

REPURCHASE AGREEMENTS

 

Each Fund may enter into repurchase agreements with banks and securities dealers. These transactions involve the purchase of securities with a simultaneous commitment to resell the securities to the bank or the dealer at an agreed-upon date and price. A repurchase agreement is accounted for as an investment by the Fund, collateralized by securities, which are delivered to the Fund’s custodian or to an agent bank under a tri-party agreement. The securities are marked-to-market daily and additional securities are acquired as needed, to ensure that their value equals or exceeds the repurchase price plus accrued interest.

 

2. TRANSACTIONS WITH AFFILIATES

 

Because the iShares S&P Europe 350 Index Fund, iShares S&P Global 100 Index Fund and iShares S&P Global Financials Sector Index Fund seek to match the price performance of their underlying indexes by investing in common stocks included in their underlying indexes, these Funds held shares of Barclays PLC. Barclays PLC is an affiliate of Barclays Global Fund Advisors (“BGFA”), the Funds’ investment adviser.

 

Pursuant to an exemptive order issued by the U.S. Securities and Exchange Commission (the “SEC”), each Fund may invest in certain money market funds managed by BGFA, the Funds’ investment adviser, including the Government Money Market Fund (“GMMF”), Institutional Money Market Fund (“IMMF”), Prime Money Market Fund (“PMMF”) and Treasury Money Market Fund (“TMMF”) of Barclays Global Investors Funds. The GMMF, IMMF, PMMF and TMMF are feeder funds in a master/feeder fund structure that invest substantially all of their assets in the Government Money Market Master Portfolio, Money Market Master Portfolio, Prime Money Market Master Portfolio and Treasury Money Market Master Portfolio (collectively, the “Master Portfolios”), respectively, which are also managed by BGFA. While the GMMF, IMMF, PMMF and TMMF do not directly charge an investment advisory fee, the Master Portfolios in which they invest do charge an investment advisory fee. Income distributions from the GMMF, IMMF, PMMF and TMMF are declared daily and paid monthly from net investment income.

 

The following table provides information about the direct investment by each Fund (exclusive of investments of securities lending collateral) in issuers of which BGFA is an affiliate, for the quarter ended June 30, 2006.

iShares Index Fund and
Name of Affiliated Issuer

    Number of
Shares Held
Beginning
of Period
(in 000s)
    Gross
Additions
(in 000s)
    Gross
Reductions
(in 000s)
    Number of
Shares Held
End of Period
(in 000s)
    Value at
End of Period
    Dividend
and
Interest
Income
    Net
Realized
Gain 

Nasdaq Biotechnology

                                         

IMMF

    415    46,831    47,021    225    $ 225,489    $ 9,191    $ —  

Russell 1000

                                         

IMMF

    2,819    151,040    151,682    2,177      2,177,166      27,656      —  

Russell 1000 Growth

                                         

IMMF

    4,639    302,836    301,854    5,621      5,621,485      59,021      —  

Russell 1000 Value

                                         

IMMF

    5,003    357,422    354,201    8,224      8,224,090      66,508      —  

Russell 2000

                                         

IMMF

    8,771    518,488    523,616    3,643      3,643,050      92,198      —  

Russell 2000 Growth

                                         

IMMF

    3,186    155,939    155,942    3,183      3,182,671      28,993      —  

Russell 2000 Value

                                         

IMMF

    5,017    223,621    225,034    3,604      3,603,919      41,111      —  

Russell 3000

                                         

IMMF

    2,543    132,739    133,274    2,008      2,008,440      24,413      —  

Russell 3000 Growth

                                         

IMMF

    185    12,893    12,826    252      251,673      2,431      —  

Russell 3000 Value

                                         

IMMF

    376    27,055    27,012    419      418,976      4,971      —  

Russell MicrocapTM

                                         

IMMF

    180    15,635    15,592    223      223,419      2,974      —  

Russell Midcap

                                         

IMMF

    1,803    133,329    132,515    2,617      2,617,309      24,664      —  

Russell Midcap Growth

                                         

IMMF

    1,320    73,546    73,437    1,429      1,428,845      14,627      —  

Russell Midcap Value

                                         

IMMF

    1,700    128,183    127,884    1,999      1,999,118      23,170      —  

S&P 100

                                         

IMMF

    393    66,631    65,975    1,049      1,048,710      11,977      —  

S&P 1500

                                         

IMMF

    157    8,712    8,824    45      45,356      1,650      —  

S&P 500

                                         

IMMF

    16,560    1,011,171    1,019,004    8,727      8,726,618      184,082      —  

S&P 500 Growth

                                         

IMMF

    3,999    187,771    190,598    1,172      1,171,937      35,094      —  

S&P 500 Value

                                         

IMMF

    4,241    177,918    180,797    1,362      1,362,315      132,540      —  

S&P Europe 350

                                         

Barclays PLC

    1,405    63    —      1,468      16,684,532      —        —  

IMMF

    1,025    21,311    22,333    3      2,579      4,289      —  

S&P Global 100

                                         

Barclays PLC

    369    3    —      372      4,232,507      —        —  

IMMF

    501    20,618    21,026    93      92,809      4,109      —  

S&P Global Energy Sector

                                         

IMMF

    605    26,145    26,453    297      297,096      4,864      —  

S&P Global Financials Sector

                                         

Barclays PLC

    153    42    13    182      2,074,110      —        51,810

IMMF

    124    8,330    8,411    43      43,032      1,507      —  

S&P Global Healthcare Sector

                                         

IMMF

    79    27,761    27,690    150      150,213      5,492      —  

S&P Global Technology Sector

                                         

IMMF

    85    3,914    3,917    82      81,529      771      —  

S&P Global Telecommunications Sector

                              

IMMF

      41    4,177    4,174    44    43,604    824    —  

S&P Latin America 40

                                     

IMMF

      4,896    123,460    127,634    722    722,022    24,411    —  

S&P MidCap 400

                                     

IMMF

      2,299    227,761    228,038    2,022    2,021,842    47,422    —  

S&P MidCap 400 Growth

                                     

IMMF

      2,087    95,291    96,272    1,106    1,105,545    21,168    —  

S&P MidCap 400 Value

                                     

IMMF

      1,205    140,919    140,676    1,448    1,448,254    28,072    —  

S&P SmallCap 600

                                     

IMMF

      3,629    147,320    148,628    2,321    2,320,716    27,159    —  

S&P SmallCap 600 Growth

                                     

IMMF

      1,190    34,672    35,314    548    547,672    6,478    —  

S&P SmallCap 600 Value

                                     

IMMF

      1,354    75,372    75,645    1,081    1,081,252    13,548    —  

S&P/TOPIX 150

                                     

IMMF

      82    2,495    2,552    25    24,944    495    —  

 

3. LOANS OF PORTFOLIO SECURITIES

 

Each Fund may lend its investment securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by a bank, or securities issued or guaranteed by the U.S. Government. The initial collateral received by each Fund is required to have a value of at least 102% of the market value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter, at a value equal to at least 100% of the current market value of the securities on loan. The risks to the Funds of securities lending are that the borrower may not provide additional collateral when required or may not return the securities when due.

 

As of June 30, 2006, certain Funds had loaned securities which were collateralized by cash. Pursuant to an exemptive order issued by the SEC, the cash collateral received was invested in a joint account with other investment funds managed by BGFA. The joint account invests in securities with remaining maturities of 397 days or less, repurchase agreements and money market mutual funds, including money market funds managed by BGFA. Repurchase agreements held in the joint account are fully collateralized by U.S. Government securities or non-U.S. Government debt securities.

Item 2.

Controls and Procedures.

 

 

(a)

The Principal Executive Officer and Principal Financial Officer have concluded that, based on their evaluation as of a date within 90 days of the filing date of this report, the disclosure controls and procedures of the Registrant (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) have been effective in achieving the purposes set forth in Section 4(a) of the certifications filed with this Form N-Q.

 

 

(b)

There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

 

Item 3.

Exhibits.

 

 

(a)

Certifications of the Principal Executive Officer and Principal Financial Officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 are filed with this Form N-Q as exhibits.

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.

 

iShares Trust

By:

  

/s/ Lee T. Kranefuss

   

Lee T. Kranefuss, President and Principal Executive Officer

Date: August 29, 2006

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

 

By:

  

/s/ Lee T. Kranefuss

   

Lee T. Kranefuss, President and Principal Executive Officer

Date: August 29, 2006

By:

  

/s/ Michael A. Latham

   

Michael A. Latham, Principal Financial Officer

Date: August 29, 2006