UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 2006.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois August 9, 2006
--------------------- ---------------- --------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 890
Form 13F Information Table Value Total: $1,524,162
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN ORD D18190898 556 4,944 X 4,944
ACE LTD ORD G0070K103 1,093 21,603 X 21,603
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 233 7,279 X 7,279
FRONTLINE LTD SHS G3682E127 371 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 444 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 434 16,436 X 16,436
LAZARD LTD SHS A G54050102 543 13,432 X 13,432
NABORS INDUSTRIES LTD SHS G6359F103 584 17,289 X 17,289
PARTNERRE LTD COM G6852T105 1,354 21,141 X 21,141
SEAGATE TECHNOLOGY SHS G7945J104 2,029 89,631 X 89,631
SHIP FINANCE INTERNATIONAL L SHS G81075106 555 32,056 X 32,056
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 555 13,310 X 13,310
VISTAPRINT LIMITED SHS G93762204 346 12,951 X 12,951
XL CAP LTD CL A G98255105 1,125 18,347 X 18,347
GIVEN IMAGING ORD SHS M52020100 524 34,213 X 34,213
RADWARE LTD ORD M81873107 153 11,891 X 11,891
STEINER LEISURE LTD ORD P8744Y102 455 11,500 X 11,500
ASE TEST LTD ORD Y02516105 526 57,973 X 57,973
GENERAL MARITIME CORP SHS Y2692M103 485 13,127 X 13,127
OMI CORP NEW COM Y6476W104 526 24,287 X 24,287
A C MOORE ARTS & CRAFTS INC COM 00086T103 513 31,482 X 31,482
ABN AMRO HLDG NV SPONSORED ADR 000937102 1,151 42,052 X 42,052
ABM INDS INC COM 000957100 1,101 64,406 X 64,406
AFLAC INC COM 001055102 3,764 81,210 X 81,210
AK STL HLDG CORP COM 001547108 561 40,594 X 40,594
A S V INC COM 001963107 647 28,102 X 28,102
AT&T INC COM 00206R102 11,053 396,291 X 396,291
ATMI INC COM 00207R101 509 20,657 X 20,657
ABBOTT LABS COM 002824100 7,659 175,628 X 175,628
ACTEL CORP COM 004934105 505 35,163 X 35,163
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 432 41,150 X 41,150
ACUITY BRANDS INC COM 00508Y102 608 15,626 X 15,626
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 403 9,040 X 9,040
ADMINISTAFF INC COM 007094105 671 18,746 X 18,746
ADOBE SYS INC COM 00724F101 1,757 57,884 X 57,884
ADTRAN INC COM 00738A106 339 15,104 X 15,104
ADVANCED DIGITAL INFORMATION COM 007525108 175 14,900 X 14,900
AEROFLEX INC COM 007768104 518 44,400 X 44,400
AEROPOSTALE COM 007865108 969 33,529 X 33,529
ADVANCED MICRO DEVICES INC COM 007903107 1,146 46,920 X 46,920
AEGON N V ORD AMER REG 007924103 2,070 121,294 X 121,294
ADVANCED ENERGY INDS COM 007973100 1,542 116,443 X 116,443
AETNA INC NEW COM 00817Y108 2,199 55,075 X 55,075
AGILENT TECHNOLOGIES INC COM 00846U101 1,303 41,291 X 41,291
AGRIUM INC COM 008916108 474 20,400 X 20,400
AKZO NOBEL NV SPONSORED ADR 010199305 1,147 21,337 X 21,337
ALASKA COMMUNICATIONS SYS GR COM 01167P101 461 36,420 X 36,420
ALBANY MOLECULAR RESH INC COM 012423109 202 18,958 X 18,958
ALCOA INC COM 013817101 4,784 147,836 X 147,836
ALDERWOODS GROUP INC COM 014383103 210 10,800 X 10,800
ALERIS INTL INC COM 014477103 1,126 24,550 X 24,550
ALFA CORP COM 015385107 521 31,432 X 31,432
ALKERMES INC COM 01642T108 389 20,578 X 20,578
ALLEGHENY TECHNOLOGIES INC COM 01741R102 474 6,840 X 6,840
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 540 30,753 X 30,753
ALLSTATE CORP COM 020002101 6,129 111,983 X 111,983
ALLTEL CORP COM 020039103 2,390 37,450 X 37,450
ALON USA ENERGY INC COM 020520102 410 13,030 X 13,030
ALTIRIS INC COM 02148M100 498 27,585 X 27,585
ALTRIA GROUP INC COM 02209S103 18,143 247,082 X 247,082
AMBASSADORS GROUP INC COM 023177108 420 14,553 X 14,553
AMERCO COM 023586100 682 6,780 X 6,780
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,350 39,647 X 39,647
AMERICAN ECOLOGY CORP COM NEW 025533407 567 21,387 X 21,387
AMERICAN EXPRESS CO COM 025816109 5,583 104,911 X 104,911
AMERICAN FINL GROUP INC OHIO COM 025932104 1,183 27,576 X 27,576
AMERICAN HOME MTG INVT CORP COM 02660R107 869 23,588 X 23,588
AMERICAN INTL GROUP INC COM 026874107 12,607 213,503 X 213,503
AMERICAN ITALIAN PASTA CO CL A 027070101 304 35,518 X 35,518
AMERICAN NATL INS CO COM 028591105 1,212 9,344 X 9,344
AMERICAN RETIREMENT CORP COM 028913101 229 7,003 X 7,003
AMERICAN SCIENCE & ENGR INC COM 029429107 514 8,882 X 8,882
AMERICAN WOODMARK CORP COM 030506109 567 16,170 X 16,170
AMERICREDIT CORP COM 03060R101 1,176 42,138 X 42,138
AMERIGROUP CORP COM 03073T102 645 20,790 X 20,790
AMGEN INC COM 031162100 7,455 114,287 X 114,287
AMIS HLDGS INC COM 031538101 564 56,355 X 56,355
AMKOR TECHNOLOGY INC COM 031652100 574 60,659 X 60,659
AMSOUTH BANCORPORATION COM 032165102 1,045 39,516 X 39,516
AMSURG CORP COM 03232P405 453 19,910 X 19,910
ANADARKO PETE CORP COM 032511107 2,549 53,454 X 53,454
ANGIOTECH PHARMACEUTICALS IN COM 034918102 193 16,422 X 16,422
ANHEUSER BUSCH COS INC COM 035229103 3,413 74,860 X 74,860
ANNALY MTG MGMT INC COM 035710409 1,596 124,628 X 124,628
ANSOFT CORP COM 036384105 518 25,270 X 25,270
ANSYS INC COM 03662Q105 404 8,446 X 8,446
ANWORTH MORTGAGE ASSET CP COM 037347101 370 44,597 X 44,597
APACHE CORP COM 037411105 2,181 31,949 X 31,949
APOGEE ENTERPRISES INC COM 037598109 543 36,944 X 36,944
APOLLO GROUP INC CL A 037604105 459 8,878 X 8,878
APPLE COMPUTER INC COM 037833100 6,297 109,956 X 109,956
APPLIED MICRO CIRCUITS CORP COM 03822W109 480 175,792 X 175,792
APPLIED MATLS INC COM 038222105 4,005 246,008 X 246,008
AQUILA INC COM 03840P102 415 98,570 X 98,570
ARBOR RLTY TR INC COM 038923108 699 27,903 X 27,903
ARCH CHEMICALS INC COM 03937R102 638 17,691 X 17,691
ARCHER DANIELS MIDLAND CO COM 039483102 2,618 63,432 X 63,432
ARIBA INC COM NEW 04033V203 607 73,761 X 73,761
ARKANSAS BEST CORP DEL COM 040790107 572 11,400 X 11,400
ARMOR HOLDINGS INC COM 042260109 208 3,800 X 3,800
ARRIS GROUP INC COM 04269Q100 924 70,454 X 70,454
ARROW INTL INC COM 042764100 355 10,800 X 10,800
ASPEN TECHNOLOGY INC COM 045327103 626 47,677 X 47,677
ASSOCIATED BANC CORP COM 045487105 1,066 33,821 X 33,821
ASTA FDG INC COM 046220109 1,208 32,302 X 32,302
ASTEC INDS INC COM 046224101 561 16,446 X 16,446
ASYST TECHNOLOGY CORP COM 04648X107 630 83,710 X 83,710
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 432 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 632 22,631 X 22,631
AUTOLIV INC COM 052800109 2,052 36,274 X 36,274
AUTOMATIC DATA PROCESSING IN COM 053015103 2,535 55,890 X 55,890
AVISTA CORP COM 05379B107 220 9,615 X 9,615
AVNET INC COM 053807103 517 25,845 X 25,845
AXCELIS TECHNOLOGIES INC COM 054540109 586 99,389 X 99,389
AXCAN PHARMA INC COM 054923107 176 13,411 X 13,411
BB&T CORP COM 054937107 3,283 78,928 X 78,928
B A S F A G SPONSORED ADR 055262505 563 7,014 X 7,014
BCE INC COM 05534B109 1,116 47,203 X 47,203
BISYS GROUP INC COM 055472104 203 14,824 X 14,824
BJ SVCS CO COM 055482103 423 11,361 X 11,361
BP PLC SPONSORED ADR 055622104 471 6,772 X 6,772
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 463 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,154 26,061 X 26,061
BAKER HUGHES INC COM 057224107 4,901 59,874 X 59,874
BALDOR ELEC CO COM 057741100 554 17,693 X 17,693
BANCORPSOUTH INC COM 059692103 215 7,904 X 7,904
BANK OF AMERICA CORPORATION COM 060505104 24,804 515,672 X 515,672
BANK NEW YORK INC COM 064057102 3,895 120,964 X 120,964
BANKUNITED FINL CORP CL A 06652B103 531 17,394 X 17,394
BANTA CORP COM 066821109 426 9,200 X 9,200
BARNES & NOBLE INC COM 067774109 209 5,738 X 5,738
BAXTER INTL INC COM 071813109 2,313 62,935 X 62,935
BE AEROSPACE INC COM 073302101 792 34,667 X 34,667
BEA SYS INC COM 073325102 238 18,200 X 18,200
BEACON ROOFING SUPPLY INC COM 073685109 565 25,668 X 25,668
BEAR STEARNS COS INC COM 073902108 2,257 16,115 X 16,115
BECTON DICKINSON & CO COM 075887109 1,468 24,011 X 24,011
BED BATH & BEYOND INC COM 075896100 893 26,919 X 26,919
BELL MICROPRODUCTS INC COM 078137106 400 73,798 X 73,798
BELLSOUTH CORP COM 079860102 8,068 222,881 X 222,881
BENCHMARK ELECTRS INC COM 08160H101 1,088 45,094 X 45,094
BERRY PETE CO CL A 085789105 631 19,036 X 19,036
BEST BUY INC COM 086516101 2,130 38,841 X 38,841
BHP BILLITON LTD SPONSORED ADR 088606108 488 11,330 X 11,330
BIG LOTS INC COM 089302103 218 12,735 X 12,735
BIOMARIN PHARMACEUTICAL INC COM 09061G101 205 14,245 X 14,245
BIOGEN IDEC INC COM 09062X103 1,544 33,331 X 33,331
BIOVAIL CORP COM 09067J109 1,701 72,651 X 72,651
BIOSITE INC COM 090945106 1,165 25,508 X 25,508
BLACK & DECKER CORP COM 091797100 898 10,632 X 10,632
BLACK BOX CORP DEL COM 091826107 1,251 32,634 X 32,634
BLACK HILLS CORP COM 092113109 214 6,241 X 6,241
BLOCKBUSTER INC CL A 093679108 434 87,247 X 87,247
BOB EVANS FARMS INC COM 096761101 574 19,134 X 19,134
BOEING CO COM 097023105 8,036 98,104 X 98,104
BOSTON BEER INC CL A 100557107 513 17,500 X 17,500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 275 9,871 X 9,871
BOSTON SCIENTIFIC CORP COM 101137107 2,005 119,090 X 119,090
BRADY CORP CL A 104674106 570 15,485 X 15,485
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 583 15,479 X 15,479
BRIGHTPOINT INC COM NEW 109473405 324 23,985 X 23,985
BRISTOL MYERS SQUIBB CO COM 110122108 4,918 190,192 X 190,192
BRISTOL WEST HLDGS INC COM 11037M105 621 38,797 X 38,797
BROADCOM CORP CL A 111320107 1,339 44,132 X 44,132
BROADWING CORP COM 11161E101 557 53,834 X 53,834
BROCADE COMMUNICATIONS SYS I COM 111621108 182 29,673 X 29,673
BRUSH ENGINEERED MATLS INC COM 117421107 538 25,827 X 25,827
BUCKLE INC COM 118440106 389 9,300 X 9,300
BUCYRUS INTL INC NEW CL A 118759109 1,167 23,108 X 23,108
BUFFALO WILD WINGS INC COM 119848109 527 13,751 X 13,751
BUILDING MATLS HLDG CORP COM 120113105 909 32,602 X 32,602
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,367 55,110 X 55,110
C&D TECHNOLOGIES INC COM 124661109 614 81,616 X 81,616
CBS CORP NEW CL B 124857202 2,899 107,161 X 107,161
CKE RESTAURANTS INC COM 12561E105 186 11,200 X 11,200
CLECO CORP NEW COM 12561W105 1,014 43,626 X 43,626
CNET NETWORKS INC COM 12613R104 513 64,292 X 64,292
CVS CORP COM 126650100 2,429 79,116 X 79,116
CABOT MICROELECTRONICS CORP COM 12709P103 220 7,252 X 7,252
CACI INTL INC CL A 127190304 1,046 17,936 X 17,936
CALIFORNIA MICRO DEVICES COR COM 130439102 152 38,106 X 38,106
CAPITAL ONE FINL CORP COM 14040H105 3,455 40,437 X 40,437
CAPITALSOURCE INC COM 14055X102 575 24,505 X 24,505
CARDINAL HEALTH INC COM 14149Y108 4,155 64,585 X 64,585
CAREER EDUCATION CORP COM 141665109 526 17,607 X 17,607
CAREMARK RX INC COM 141705103 2,143 42,980 X 42,980
CASCADE CORP COM 147195101 204 5,163 X 5,163
CASH AMER INTL INC COM 14754D100 688 21,507 X 21,507
CATAPULT COMMUNICATIONS CORP COM 149016107 295 27,062 X 27,062
CATERPILLAR INC DEL COM 149123101 6,505 87,340 X 87,340
CATO CORP NEW CL A 149205106 547 21,150 X 21,150
CEMEX S A SPON ADR 5 ORD 151290889 2,044 35,878 X 35,878
CENDANT CORP COM 151313103 1,589 97,518 X 97,518
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 284 54,593 X 54,593
CENTENE CORP DEL COM 15135B101 1,280 54,409 X 54,409
CENTERPOINT ENERGY INC COM 15189T107 1,122 89,788 X 89,788
CENTRAL EUROPEAN DIST CORP COM 153435102 600 23,851 X 23,851
CENTRAL PAC FINL CORP COM 154760102 564 14,586 X 14,586
CENTRAL PKG CORP COM 154785109 262 16,378 X 16,378
CERADYNE INC COM 156710105 624 12,615 X 12,615
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 396 45,539 X 45,539
CHATTEM INC COM 162456107 427 14,047 X 14,047
CHECKFREE CORP NEW COM 162813109 622 12,551 X 12,551
CHEROKEE INC DEL NEW COM 16444H102 488 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 14,968 241,185 X 241,185
CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,649 3,357 X 3,357
CHICOS FAS INC COM 168615102 502 18,620 X 18,620
CHILDRENS PL RETAIL STORES I COM 168905107 540 9,000 X 9,000
CHOICE HOTELS INTL INC COM 169905106 544 8,976 X 8,976
CHOICEPOINT INC COM 170388102 285 6,835 X 6,835
CHUBB CORP COM 171232101 3,084 61,795 X 61,795
CIENA CORP COM 171779101 200 41,654 X 41,654
CINCINNATI BELL INC NEW COM 171871106 376 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,118 23,782 X 23,782
CISCO SYS INC COM 17275R102 11,556 591,716 X 591,716
CITIGROUP INC COM 172967101 26,802 555,476 X 555,476
CITIZENS BKG CORP MICH COM 174420109 272 11,144 X 11,144
CITY HLDG CO COM 177835105 264 7,317 X 7,317
CLAIRES STORES INC COM 179584107 204 8,012 X 8,012
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,028 97,830 X 97,830
CLEVELAND CLIFFS INC COM 185896107 1,029 12,975 X 12,975
CLICK COMMERCE INC COM NEW 18681D208 1,342 68,031 X 68,031
COCA COLA CO COM 191216100 8,512 197,873 X 197,873
COEUR D ALENE MINES CORP IDA COM 192108108 214 44,387 X 44,387
COHU INC COM 192576106 610 34,781 X 34,781
COINSTAR INC COM 19259P300 619 25,846 X 25,846
COLGATE PALMOLIVE CO COM 194162103 4,517 75,410 X 75,410
COLUMBUS MCKINNON CORP N Y COM 199333105 219 10,058 X 10,058
COMCAST CORP NEW CL A 20030N101 7,917 241,803 X 241,803
COMMERCE BANCSHARES INC COM 200525103 1,059 21,165 X 21,165
COMMERCE GROUP INC MASS COM 200641108 547 18,506 X 18,506
COMMONWEALTH TEL ENTERPRISES COM 203349105 417 12,571 X 12,571
COMMUNITY BK SYS INC COM 203607106 707 35,045 X 35,045
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 625 31,800 X 31,800
COMPUCREDIT CORP COM 20478N100 926 24,088 X 24,088
COMPUTER PROGRAMS & SYS INC COM 205306103 456 11,400 X 11,400
CONCUR TECHNOLOGIES INC COM 206708109 189 12,200 X 12,200
CONMED CORP COM 207410101 651 31,431 X 31,431
CONNETICS CORP COM 208192104 768 65,345 X 65,345
CONNS INC COM 208242107 863 32,520 X 32,520
CONOCOPHILLIPS COM 20825C104 10,993 167,761 X 167,761
CONSTELLATION BRANDS INC CL A 21036P108 583 23,312 X 23,312
CONTINENTAL AIRLS INC CL B 210795308 659 22,108 X 22,108
CORINTHIAN COLLEGES INC COM 218868107 207 14,397 X 14,397
CORNING INC COM 219350105 5,367 221,883 X 221,883
CORPORATE EXECUTIVE BRD CO COM 21988R102 938 9,363 X 9,363
COST PLUS INC CALIF COM 221485105 520 35,503 X 35,503
COSTCO WHSL CORP NEW COM 22160K105 4,163 72,877 X 72,877
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,230 58,555 X 58,555
COVENTRY HEALTH CARE INC COM 222862104 876 15,946 X 15,946
COX RADIO INC CL A 224051102 194 13,471 X 13,471
CROSS TIMBERS RTY TR TR UNIT 22757R109 307 6,819 X 6,819
CRYPTOLOGIC INC COM 228906103 494 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 465 9,100 X 9,100
CUMMINS INC COM 231021106 1,355 11,086 X 11,086
DSP GROUP INC COM 23332B106 722 29,061 X 29,061
DSW INC CL A 23334L102 522 14,328 X 14,328
DAKTRONICS INC COM 234264109 589 20,387 X 20,387
DANAHER CORP DEL COM 235851102 1,477 22,966 X 22,966
DECKERS OUTDOOR CORP COM 243537107 1,427 37,007 X 37,007
DEL MONTE FOODS CO COM 24522P103 161 14,362 X 14,362
DELL INC COM 24702R101 5,472 223,702 X 223,702
DELTA & PINE LD CO COM 247357106 429 14,600 X 14,600
DENDRITE INTL INC COM 248239105 476 51,654 X 51,654
DENNYS CORP COM 24869P104 377 102,244 X 102,244
DENTSPLY INTL INC NEW COM 249030107 580 9,576 X 9,576
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,043 65,021 X 65,021
DEVON ENERGY CORP NEW COM 25179M103 4,672 77,344 X 77,344
DIAMOND OFFSHORE DRILLING IN COM 25271C102 606 7,218 X 7,218
DICKS SPORTING GOODS INC COM 253393102 446 11,260 X 11,260
DIGITAL RIV INC COM 25388B104 418 10,338 X 10,338
DIRECTV GROUP INC COM 25459L106 1,263 76,546 X 76,546
DISNEY WALT CO COM DISNEY 254687106 8,116 270,549 X 270,549
DITECH NETWORKS INC COM 25500T108 512 58,660 X 58,660
DOLLAR TREE STORES INC COM 256747106 452 17,058 X 17,058
DOMINION RES INC VA NEW COM 25746U109 4,057 54,242 X 54,242
DOMINOS PIZZA INC COM 25754A201 490 19,800 X 19,800
DONEGAL GROUP INC CL A 257701201 453 23,330 X 23,330
DOVER DOWNS GAMING & ENTMT I COM 260095104 486 24,761 X 24,761
DOW CHEM CO COM 260543103 5,224 133,858 X 133,858
DOWNEY FINL CORP COM 261018105 556 8,190 X 8,190
DRESS BARN INC COM 261570105 205 8,096 X 8,096
DU PONT E I DE NEMOURS & CO COM 263534109 3,712 89,236 X 89,236
DUKE ENERGY CORP NEW COM 26441C105 5,119 174,283 X 174,283
DUQUESNE LT HLDGS INC COM 266233105 423 25,741 X 25,741
DYCOM INDS INC COM 267475101 542 25,458 X 25,458
DYNAMIC MATLS CORP COM 267888105 621 18,410 X 18,410
EGL INC COM 268484102 393 7,832 X 7,832
E M C CORP MASS COM 268648102 2,517 229,418 X 229,418
EMC INS GROUP INC COM 268664109 352 12,222 X 12,222
ENI S P A SPONSORED ADR 26874R108 1,709 29,090 X 29,090
EOG RES INC COM 26875P101 1,630 23,512 X 23,512
ESS TECHNOLOGY INC COM 269151106 100 46,500 X 46,500
EASTMAN KODAK CO COM 277461109 1,082 45,497 X 45,497
EBAY INC COM 278642103 3,892 132,879 X 132,879
EDO CORP COM 281347104 501 20,587 X 20,587
ELIZABETH ARDEN INC COM 28660G106 191 10,656 X 10,656
ELKCORP COM 287456107 537 19,342 X 19,342
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 622 17,043 X 17,043
EMDEON CORP COM 290849108 466 37,551 X 37,551
EMERSON ELEC CO COM 291011104 4,911 58,594 X 58,594
EMPIRE RESORTS INC COM 292052107 220 31,638 X 31,638
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 487 14,770 X 14,770
ENERGEN CORP COM 29265N108 470 12,230 X 12,230
ENERGY CONVERSION DEVICES IN COM 292659109 298 8,181 X 8,181
ENERGY PARTNERS LTD COM 29270U105 536 28,270 X 28,270
ENTERCOM COMMUNICATIONS CORP CL A 293639100 433 16,571 X 16,571
ENTERPRISE PRODS PARTNERS L COM 293792107 478 19,188 X 19,188
ESCO TECHNOLOGIES INC COM 296315104 396 7,400 X 7,400
ESPEED INC CL A 296643109 361 43,330 X 43,330
ESSEX CORP COM 296744105 556 30,200 X 30,200
ETHAN ALLEN INTERIORS INC COM 297602104 442 12,100 X 12,100
EXAR CORP COM 300645108 576 43,400 X 43,400
EXELON CORP COM 30161N101 5,237 92,160 X 92,160
EXPRESSJET HOLDINGS INC CL A 30218U108 439 63,555 X 63,555
EXPRESS SCRIPTS INC COM 302182100 904 12,604 X 12,604
EXXON MOBIL CORP COM 30231G102 41,218 671,848 X 671,848
FPIC INS GROUP INC COM 302563101 287 7,394 X 7,394
FPL GROUP INC COM 302571104 1,613 38,982 X 38,982
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 274 2,880 X 2,880
FAMILY DLR STORES INC COM 307000109 203 8,307 X 8,307
FARGO ELECTRONICS INC COM 30744P102 447 17,600 X 17,600
FEDERAL HOME LN MTG CORP COM 313400301 5,391 94,568 X 94,568
FEDERAL NATL MTG ASSN COM 313586109 5,590 116,210 X 116,210
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 293 4,184 X 4,184
FEDERATED DEPT STORES INC DE COM 31410H101 1,953 53,361 X 53,361
FEDEX CORP COM 31428X106 3,447 29,497 X 29,497
FIDELITY NATL FINL INC COM 316326107 522 13,406 X 13,406
FIFTH THIRD BANCORP COM 316773100 1,706 46,177 X 46,177
FINANCIAL FED CORP COM 317492106 557 20,015 X 20,015
FIRST AMERN CORP CALIF COM 318522307 2,118 50,095 X 50,095
FIRST AVE NETWORKS INC COM 31865X106 146 13,455 X 13,455
FIRST DATA CORP COM 319963104 3,346 74,287 X 74,287
FIRST HORIZON NATL CORP COM 320517105 1,058 26,320 X 26,320
FIRST MIDWEST BANCORP DEL COM 320867104 735 19,831 X 19,831
FIRST NIAGARA FINL GP INC COM 33582V108 540 38,512 X 38,512
FIRSTFED FINL CORP COM 337907109 528 9,155 X 9,155
FLAGSTAR BANCORP INC COM 337930101 763 47,804 X 47,804
FIRSTENERGY CORP COM 337932107 1,731 31,930 X 31,930
FLEETWOOD ENTERPRISES INC COM 339099103 148 19,639 X 19,639
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 459 7,050 X 7,050
FORD MTR CO DEL COM PAR $0.01 345370860 1,116 161,040 X 161,040
4 KIDS ENTMT INC COM 350865101 290 17,886 X 17,886
FRANKLIN ELEC INC COM 353514102 530 10,255 X 10,255
FRANKLIN RES INC COM 354613101 1,423 16,388 X 16,388
FREDS INC CL A 356108100 773 57,874 X 57,874
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2,124 38,324 X 38,324
FREIGHTCAR AMER INC COM 357023100 602 10,851 X 10,851
FRONTIER AIRLINES HOLDINGS I COM 359059102 571 79,133 X 79,133
FRONTIER OIL CORP COM 35914P105 590 18,200 X 18,200
FURNITURE BRANDS INTL INC COM 360921100 209 10,037 X 10,037
G & K SVCS INC CL A 361268105 565 16,473 X 16,473
GFI GROUP INC COM 361652209 623 11,540 X 11,540
GSI COMMERCE INC COM 36238G102 719 53,146 X 53,146
GAP INC DEL COM 364760108 919 52,830 X 52,830
GEHL CO COM 368483103 532 20,823 X 20,823
GENENTECH INC COM NEW 368710406 3,693 45,144 X 45,144
GENERAL DYNAMICS CORP COM 369550108 2,556 39,040 X 39,040
GENERAL ELECTRIC CO COM 369604103 33,221 1,007,911 X 1,007,911
GENERAL MLS INC COM 370334104 1,782 34,499 X 34,499
GENERAL MTRS CORP COM 370442105 1,358 45,578 X 45,578
GENESCO INC COM 371532102 440 13,000 X 13,000
GENTIVA HEALTH SERVICES INC COM 37247A102 500 31,211 X 31,211
GENWORTH FINL INC COM CL A 37247D106 1,540 44,200 X 44,200
GENZYME CORP COM 372917104 1,532 25,094 X 25,094
GEORGIA GULF CORP COM PAR $0.01 373200203 1,112 44,454 X 44,454
GERDAU AMERISTEEL CORP COM 37373P105 444 44,232 X 44,232
GERON CORP COM 374163103 206 29,898 X 29,898
GEVITY HR INC COM 374393106 476 17,930 X 17,930
GIBRALTAR INDS INC COM 374689107 641 22,095 X 22,095
GILEAD SCIENCES INC COM 375558103 2,603 44,006 X 44,006
GLATFELTER COM 377316104 572 36,025 X 36,025
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,093 19,589 X 19,589
GLOBAL IMAGING SYSTEMS COM 37934A100 867 21,008 X 21,008
GLOBAL PMTS INC COM 37940X102 427 8,792 X 8,792
GOLD KIST INC COM 380614107 352 26,307 X 26,307
GOLDEN WEST FINL CORP DEL COM 381317106 1,891 25,484 X 25,484
GOLDMAN SACHS GROUP INC COM 38141G104 7,842 52,129 X 52,129
GOOGLE INC CL A 38259P508 8,437 20,119 X 20,119
GREATBATCH INC COM 39153L106 857 36,327 X 36,327
GREATER BAY BANCORP COM 391648102 871 30,300 X 30,300
GREIF INC CL A 397624107 846 11,285 X 11,285
GREY WOLF INC COM 397888108 1,474 191,459 X 191,459
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,141 59,112 X 59,112
GYMBOREE CORP COM 403777105 496 14,262 X 14,262
HCA INC COM 404119109 3,097 71,770 X 71,770
HCC INS HLDGS INC COM 404132102 819 27,813 X 27,813
HRPT PPTYS TR COM SH BEN INT 40426W101 237 20,531 X 20,531
HSBC HLDGS PLC SPON ADR NEW 404280406 1,699 19,229 X 19,229
HAEMONETICS CORP COM 405024100 400 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 693 26,900 X 26,900
HALLIBURTON CO COM 406216101 3,713 50,033 X 50,033
HANCOCK HLDG CO COM 410120109 559 9,986 X 9,986
HARLEYSVILLE GROUP INC COM 412824104 515 16,228 X 16,228
HARTFORD FINL SVCS GROUP INC COM 416515104 3,518 41,583 X 41,583
HARVEST NATURAL RESOURCES IN COM 41754V103 660 48,778 X 48,778
HAVERTY FURNITURE INC COM 419596101 355 22,600 X 22,600
HEADWATERS INC COM 42210P102 476 18,627 X 18,627
HEALTHWAYS INC COM 422245100 438 8,324 X 8,324
HEARTLAND EXPRESS INC COM 422347104 596 33,321 X 33,321
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 454 11,238 X 11,238
HELMERICH & PAYNE INC COM 423452101 383 6,352 X 6,352
HEWLETT PACKARD CO COM 428236103 10,362 327,097 X 327,097
HILLENBRAND INDS INC COM 431573104 386 7,959 X 7,959
HOLLY CORP COM PAR $0.01 435758305 548 11,362 X 11,362
HOME DEPOT INC COM 437076102 7,357 205,570 X 205,570
HONDA MOTOR LTD AMERN SHS 438128308 868 27,269 X 27,269
HONEYWELL INTL INC COM 438516106 4,820 119,605 X 119,605
HOOPER HOLMES INC COM 439104100 65 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 864 50,971 X 50,971
HORNBECK OFFSHORE SVCS INC N COM 440543106 652 18,342 X 18,342
HOT TOPIC INC COM 441339108 599 52,057 X 52,057
HUGOTON RTY TR TEX UNIT BEN INT 444717102 482 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 1,164 49,354 X 49,354
HYPERCOM CORP COM 44913M105 505 54,057 X 54,057
ICU MED INC COM 44930G107 691 16,353 X 16,353
ISTAR FINL INC COM 45031U101 1,141 30,233 X 30,233
ITT EDUCATIONAL SERVICES INC COM 45068B109 520 7,900 X 7,900
ILLINOIS TOOL WKS INC COM 452308109 3,794 79,868 X 79,868
IMMUCOR INC COM 452526106 424 22,072 X 22,072
IMPAC MTG HLDGS INC COM 45254P102 325 29,045 X 29,045
IMPCO TECHNOLOGIES INC COM 45255W106 452 42,315 X 42,315
IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,160 43,428 X 43,428
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1,059 17,154 X 17,154
INFINITY PPTY & CAS CORP COM 45665Q103 895 21,838 X 21,838
INFORMATICA CORP COM 45666Q102 979 74,394 X 74,394
INFOSPACE INC COM NEW 45678T201 225 9,920 X 9,920
ING GROEP N V SPONSORED ADR 456837103 1,227 31,218 X 31,218
INFRASOURCE SVCS INC COM 45684P102 535 29,361 X 29,361
INGRAM MICRO INC CL A 457153104 605 33,359 X 33,359
INLAND REAL ESTATE CORP COM NEW 457461200 810 54,440 X 54,440
INPUT/OUTPUT INC COM 457652105 562 59,492 X 59,492
INSITUFORM TECHNOLOGIES INC CL A 457667103 553 24,143 X 24,143
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 369 26,250 X 26,250
INSTEEL INDUSTRIES INC COM 45774W108 432 17,840 X 17,840
INTEL CORP COM 458140100 13,958 734,633 X 734,633
INTER PARFUMS INC COM 458334109 516 29,959 X 29,959
INTERCONTINENTALEXCHANGE INC COM 45865V100 638 11,004 X 11,004
INTERNATIONAL BUSINESS MACHS COM 459200101 11,544 150,279 X 150,279
INTERNATIONAL DISPLAYWORKS I COM 459412102 208 40,073 X 40,073
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 349 9,900 X 9,900
INTL PAPER CO COM 460146103 1,540 47,687 X 47,687
INTERNET SEC SYS INC COM 46060X107 195 10,349 X 10,349
INTERSIL CORP CL A 46069S109 805 34,630 X 34,630
INTRAWEST CORPORATION COM NEW 460915200 202 6,337 X 6,337
INVACARE CORP COM 461203101 499 20,076 X 20,076
INVESTORS REAL ESTATE TR SH BEN INT 461730103 285 31,600 X 31,600
INVESTORS FINL SERVICES CORP COM 461915100 274 6,100 X 6,100
ISHARES TR RUSSELL MIDCAP 464287499 50,187 547,000 X 547,000
ISHARES TR RUSSELL 1000 464287622 7,809 113,014 X 113,014
ISHARES TR RUSSELL 2000 464287655 30,930 431,200 X 431,200
J & J SNACK FOODS CORP COM 466032109 503 15,200 X 15,200
JLG INDS INC COM 466210101 481 21,359 X 21,359
JP MORGAN CHASE & CO COM 46625H100 17,319 412,347 X 412,347
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 929 29,770 X 29,770
JACK IN THE BOX INC COM 466367109 858 21,897 X 21,897
JACUZZI BRANDS INC COM 469865109 516 58,597 X 58,597
JAKKS PAC INC COM 47012E106 917 45,652 X 45,652
JOHNSON & JOHNSON COM 478160104 18,355 306,332 X 306,332
JOHNSON CTLS INC COM 478366107 1,554 18,896 X 18,896
K-SWISS INC CL A 482686102 296 11,100 X 11,100
KEANE INC COM 486665102 483 38,642 X 38,642
KEITHLEY INSTRS INC COM 487584104 216 16,983 X 16,983
KELLOGG CO COM 487836108 1,160 23,959 X 23,959
KIMBERLY CLARK CORP COM 494368103 2,762 44,757 X 44,757
KNOLL INC COM NEW 498904200 408 22,219 X 22,219
KOHLS CORP COM 500255104 1,980 33,487 X 33,487
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1,145 36,767 X 36,767
KOPPERS HOLDINGS INC COM 50060P106 458 22,901 X 22,901
KOPIN CORP COM 500600101 558 154,592 X 154,592
KRAFT FOODS INC CL A 50075N104 3,148 101,865 X 101,865
KULICKE & SOFFA INDS INC COM 501242101 522 70,382 X 70,382
KYPHON INC COM 501577100 465 12,126 X 12,126
LTX CORP COM 502392103 593 84,553 X 84,553
LABOR READY INC COM NEW 505401208 862 38,072 X 38,072
LABRANCHE & CO INC COM 505447102 533 43,995 X 43,995
LAMSON & SESSIONS CO COM 513696104 889 31,351 X 31,351
LANCASTER COLONY CORP COM 513847103 343 8,700 X 8,700
LANDAMERICA FINL GROUP INC COM 514936103 922 14,271 X 14,271
LAS VEGAS SANDS CORP COM 517834107 1,048 13,460 X 13,460
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 335 7,241 X 7,241
LATTICE SEMICONDUCTOR CORP COM 518415104 589 95,248 X 95,248
LAWSON SOFTWARE INC NEW COM 52078P102 203 30,326 X 30,326
LEAPFROG ENTERPRISES INC CL A 52186N106 535 52,976 X 52,976
LEHMAN BROS HLDGS INC COM 524908100 5,560 85,343 X 85,343
LEXINGTON CORP PPTYS TR COM 529043101 849 39,298 X 39,298
LIBBEY INC COM 529898108 641 87,152 X 87,152
LIBERTY PPTY TR SH BEN INT 531172104 979 22,158 X 22,158
LILLY ELI & CO COM 532457108 5,259 95,157 X 95,157
LINCOLN NATL CORP IND COM 534187109 2,684 47,560 X 47,560
LINDSAY MFG CO COM 535555106 592 21,833 X 21,833
LITTELFUSE INC COM 537008104 698 20,294 X 20,294
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,105 28,002 X 28,002
LO-JACK CORP COM 539451104 243 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 4,063 56,641 X 56,641
LODGENET ENTMT CORP COM 540211109 395 21,200 X 21,200
LOEWS CORP COM 540424108 1,523 42,958 X 42,958
LOEWS CORP CAROLNA GP STK 540424207 668 13,006 X 13,006
LONGS DRUG STORES CORP COM 543162101 221 4,854 X 4,854
LOOPNET INC COM 543524300 455 24,434 X 24,434
LOUISIANA PAC CORP COM 546347105 353 16,132 X 16,132
LOWES COS INC COM 548661107 4,555 75,085 X 75,085
LUFKIN INDS INC COM 549764108 617 10,378 X 10,378
LYONDELL CHEMICAL CO COM 552078107 1,054 46,531 X 46,531
MB FINANCIAL INC NEW COM 55264U108 569 16,078 X 16,078
MFA MTG INVTS INC COM 55272X102 783 113,802 X 113,802
MKS INSTRUMENT INC COM 55306N104 203 10,088 X 10,088
MIVA INC COM 55311R108 175 43,216 X 43,216
MTS SYS CORP COM 553777103 445 11,270 X 11,270
MADDEN STEVEN LTD COM 556269108 373 12,583 X 12,583
MAGELLAN HEALTH SVCS INC COM NEW 559079207 946 20,870 X 20,870
MAGMA DESIGN AUTOMATION COM 559181102 179 24,399 X 24,399
MANHATTAN ASSOCS INC COM 562750109 580 28,584 X 28,584
MANNATECH INC COM 563771104 337 26,719 X 26,719
MANULIFE FINL CORP COM 56501R106 1,055 33,200 X 33,200
MARATHON OIL CORP COM 565849106 3,862 46,359 X 46,359
MARSH & MCLENNAN COS INC COM 571748102 1,424 52,968 X 52,968
MARRIOTT INTL INC NEW CL A 571903202 1,265 33,191 X 33,191
MARVEL ENTERTAINMENT INC COM 57383T103 370 18,500 X 18,500
MASCO CORP COM 574599106 908 30,626 X 30,626
MATTEL INC COM 577081102 1,106 66,975 X 66,975
MAXIM INTEGRATED PRODS INC COM 57772K101 1,124 35,010 X 35,010
MAVERICK TUBE CORP COM 577914104 521 8,247 X 8,247
MAXIMUS INC COM 577933104 567 24,483 X 24,483
MCCORMICK & SCHMICKS SEAFD R COM 579793100 549 23,062 X 23,062
MCDONALDS CORP COM 580135101 4,063 120,917 X 120,917
MCG CAPITAL CORP COM 58047P107 547 34,382 X 34,382
MCGRAW HILL COS INC COM 580645109 1,751 34,863 X 34,863
MCKESSON CORP COM 58155Q103 1,394 29,477 X 29,477
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,673 29,201 X 29,201
MEDIA GEN INC CL A 584404107 529 12,631 X 12,631
MEDTRONIC INC COM 585055106 5,484 116,881 X 116,881
MELLON FINL CORP COM 58551A108 1,380 40,085 X 40,085
MENTOR CORP MINN COM 587188103 313 7,195 X 7,195
MERCK & CO INC COM 589331107 8,961 245,980 X 245,980
MERCURY COMPUTER SYS COM 589378108 665 43,230 X 43,230
MERCURY GENL CORP NEW COM 589400100 1,115 19,788 X 19,788
MERRILL LYNCH & CO INC COM 590188108 7,940 114,143 X 114,143
MESA AIR GROUP INC COM 590479101 1,183 120,122 X 120,122
METLIFE INC COM 59156R108 4,925 96,168 X 96,168
MICREL INC COM 594793101 321 32,100 X 32,100
MICROSOFT CORP COM 594918104 21,244 911,757 X 911,757
MICROSTRATEGY INC CL A NEW 594972408 1,354 13,886 X 13,886
MICROTUNE INC DEL COM 59514P109 413 66,016 X 66,016
MID-AMER APT CMNTYS INC COM 59522J103 747 13,400 X 13,400
MILLER HERMAN INC COM 600544100 314 12,200 X 12,200
MINE SAFETY APPLIANCES CO COM 602720104 566 14,086 X 14,086
MINERALS TECHNOLOGIES INC COM 603158106 499 9,604 X 9,604
MOLEX INC COM 608554101 529 15,762 X 15,762
MONACO COACH CORP COM 60886R103 1,050 82,659 X 82,659
MONARCH CASINO & RESORT INC COM 609027107 537 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 2,202 26,161 X 26,161
MONSTER WORLDWIDE INC COM 611742107 215 5,037 X 5,037
MOODYS CORP COM 615369105 1,282 23,535 X 23,535
MORGAN STANLEY COM NEW 617446448 8,925 141,196 X 141,196
MORTGAGEIT HLDGS INC COM 61915Q108 525 43,561 X 43,561
MOTOROLA INC COM 620076109 6,450 320,090 X 320,090
MUELLER INDS INC COM 624756102 573 17,347 X 17,347
NBTY INC COM 628782104 577 24,140 X 24,140
NCO GROUP INC COM 628858102 365 13,804 X 13,804
NDS GROUP PLC SPONSORED ADR 628891103 466 10,020 X 10,020
NS GROUP INC COM 628916108 820 14,884 X 14,884
NARA BANCORP INC COM 63080P105 538 28,681 X 28,681
NATIONAL CITY CORP COM 635405103 3,084 85,207 X 85,207
NATIONWIDE FINL SVCS INC CL A 638612101 1,617 36,672 X 36,672
NATIONWIDE HEALTH PPTYS INC COM 638620104 319 14,160 X 14,160
NAUTILUS INC COM 63910B102 573 36,479 X 36,479
NEOWARE INC COM 64065P102 499 40,577 X 40,577
NETBANK INC COM 640933107 333 50,230 X 50,230
NETEASE COM INC SPONSORED ADR 64110W102 639 28,594 X 28,594
NETLOGIC MICROSYSTEMS INC COM 64118B100 386 11,973 X 11,973
NEW CENTURY FINANCIAL CORP M COM 6435EV108 209 4,578 X 4,578
NEWELL RUBBERMAID INC COM 651229106 1,180 45,676 X 45,676
NEWMONT MINING CORP COM 651639106 2,141 40,441 X 40,441
NEWS CORP CL A 65248E104 5,912 308,233 X 308,233
NEXEN INC COM 65334H102 471 8,328 X 8,328
NIKE INC CL B 654106103 1,507 18,606 X 18,606
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 343 19,111 X 19,111
NOKIA CORP SPONSORED ADR 654902204 1,144 56,474 X 56,474
NORFOLK SOUTHERN CORP COM 655844108 2,139 40,193 X 40,193
NORSK HYDRO A S SPONSORED ADR 656531605 1,669 62,471 X 62,471
NORTH FORK BANCORPORATION NY COM 659424105 1,148 38,047 X 38,047
NORTH PITTSBURGH SYS INC COM 661562108 691 25,055 X 25,055
NORTHROP GRUMMAN CORP COM 666807102 2,145 33,483 X 33,483
NORTHSTAR RLTY FIN CORP COM 66704R100 807 67,170 X 67,170
NOVARTIS A G SPONSORED ADR 66987V109 2,006 37,197 X 37,197
NOVAVAX INC COM 670002104 571 113,262 X 113,262
NOVEN PHARMACEUTICALS INC COM 670009109 596 33,302 X 33,302
NUCOR CORP COM 670346105 2,781 51,264 X 51,264
NVIDIA CORP COM 67066G104 825 38,729 X 38,729
NUVELO INC COM NEW 67072M301 570 34,252 X 34,252
O CHARLEYS INC COM 670823103 1,311 77,101 X 77,101
OGE ENERGY CORP COM 670837103 417 11,902 X 11,902
OM GROUP INC COM 670872100 864 28,014 X 28,014
OCCIDENTAL PETE CORP DEL COM 674599105 5,093 49,661 X 49,661
ODYSSEY HEALTHCARE INC COM 67611V101 1,209 68,802 X 68,802
ODYSSEY RE HLDGS CORP COM 67612W108 310 11,773 X 11,773
OHIO CAS CORP COM 677240103 308 10,346 X 10,346
OIL STS INTL INC COM 678026105 381 11,116 X 11,116
OLD NATL BANCORP IND COM 680033107 560 28,057 X 28,057
OLD REP INTL CORP COM 680223104 1,951 91,294 X 91,294
OMNICOM GROUP INC COM 681919106 1,487 16,686 X 16,686
OMNIVISION TECHNOLOGIES INC COM 682128103 913 43,238 X 43,238
ON SEMICONDUCTOR CORP COM 682189105 759 129,143 X 129,143
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 212 4,294 X 4,294
ONEOK INC NEW COM 682680103 1,118 32,836 X 32,836
OPENWAVE SYS INC COM NEW 683718308 207 17,925 X 17,925
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 569 31,049 X 31,049
ORACLE CORP COM 68389X105 5,571 384,473 X 384,473
O REILLY AUTOMOTIVE INC COM 686091109 550 17,619 X 17,619
ORIENTAL FINL GROUP INC COM 68618W100 301 23,626 X 23,626
OSHKOSH TRUCK CORP COM 688239201 515 10,836 X 10,836
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,114 18,837 X 18,837
PFF BANCORP INC COM 69331W104 540 16,289 X 16,289
PMC-SIERRA INC COM 69344F106 208 22,148 X 22,148
PNC FINL SVCS GROUP INC COM 693475105 3,210 45,747 X 45,747
PPG INDS INC COM 693506107 1,177 17,837 X 17,837
PRA INTL COM 69353C101 537 24,120 X 24,120
PS BUSINESS PKS INC CALIF COM 69360J107 788 13,349 X 13,349
PW EAGLE INC COM 69366Y108 427 14,123 X 14,123
PACER INTL INC TENN COM 69373H106 427 13,092 X 13,092
PACKETEER INC COM 695210104 918 80,936 X 80,936
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 474 10,381 X 10,381
PANTRY INC COM 698657103 1,292 22,462 X 22,462
PAPA JOHNS INTL INC COM 698813102 510 15,352 X 15,352
PARK ELECTROCHEMICAL CORP COM 700416209 444 17,250 X 17,250
PARKER DRILLING CO COM 701081101 886 123,337 X 123,337
PARLUX FRAGRANCES INC COM 701645103 381 39,290 X 39,290
PATTERSON UTI ENERGY INC COM 703481101 585 20,672 X 20,672
PEABODY ENERGY CORP COM 704549104 1,430 25,659 X 25,659
PENGROWTH ENERGY TR TRUST UNIT A 706902301 405 16,818 X 16,818
PENN NATL GAMING INC COM 707569109 935 24,120 X 24,120
PENN VA CORP COM 707882106 757 10,831 X 10,831
PEPSICO INC COM 713448108 9,623 160,270 X 160,270
PERFORMANCE FOOD GROUP CO COM 713755106 642 21,119 X 21,119
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 451 29,200 X 29,200
PETROFUND ENERGY TRUST TR UNIT 71648W108 451 18,055 X 18,055
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 426 6,792 X 6,792
PFIZER INC COM 717081103 17,771 757,192 X 757,192
PHELPS DODGE CORP COM 717265102 2,403 29,247 X 29,247
PHOTON DYNAMICS INC COM 719364101 408 32,610 X 32,610
PHOTRONICS INC COM 719405102 487 32,939 X 32,939
PIEDMONT NAT GAS INC COM 720186105 208 8,545 X 8,545
PILGRIMS PRIDE CORP COM 721467108 710 27,536 X 27,536
PIONEER DRILLING CO COM 723655106 243 15,769 X 15,769
PLANAR SYS INC COM 726900103 277 23,017 X 23,017
POPE & TALBOT INC COM 732827100 359 57,579 X 57,579
PORTALPLAYER INC COM 736187204 271 27,590 X 27,590
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 854 18,682 X 18,682
POSSIS MEDICAL INC COM 737407106 187 21,200 X 21,200
POWER INTEGRATIONS INC COM 739276103 264 15,076 X 15,076
PRAXAIR INC COM 74005P104 1,689 31,285 X 31,285
PRECISION DRILLING TR TR UNIT 740215108 456 13,727 X 13,727
PREMIUM STD FARMS INC COM 74060C105 407 25,063 X 25,063
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,494 26,844 X 26,844
PROASSURANCE CORP COM 74267C106 330 6,852 X 6,852
PROCTER & GAMBLE CO COM 742718109 17,685 318,070 X 318,070
PROGENICS PHARMACEUTICALS IN COM 743187106 602 25,009 X 25,009
PROGRESSIVE CORP OHIO COM 743315103 2,815 109,485 X 109,485
PROVIDENT ENERGY TR TR UNIT 74386K104 440 35,609 X 35,609
PRUDENTIAL FINL INC COM 744320102 5,335 68,658 X 68,658
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,612 24,374 X 24,374
QLT INC COM 746927102 162 22,950 X 22,950
QUALCOMM INC COM 747525103 6,510 162,471 X 162,471
QUALITY SYS INC COM 747582104 397 10,774 X 10,774
QUANEX CORP COM 747620102 457 10,606 X 10,606
R & G FINANCIAL CORP CL B 749136107 390 45,346 X 45,346
RLI CORP COM 749607107 550 11,424 X 11,424
RTI INTL METALS INC COM 74973W107 548 9,805 X 9,805
RF MICRODEVICES INC COM 749941100 505 84,560 X 84,560
RACKABLE SYS INC COM 750077109 612 15,509 X 15,509
RADIAN GROUP INC COM 750236101 299 4,835 X 4,835
RADIO ONE INC CL D NON VTG 75040P405 736 99,468 X 99,468
RADIOSHACK CORP COM 750438103 364 25,986 X 25,986
RARE HOSPITALITY INTL INC COM 753820109 558 19,412 X 19,412
RAYTHEON CO COM NEW 755111507 1,929 43,275 X 43,275
REALNETWORKS INC COM 75605L104 443 41,382 X 41,382
REDBACK NETWORKS INC COM NEW 757209507 509 27,767 X 27,767
REDWOOD TR INC COM 758075402 580 11,878 X 11,878
REGENERON PHARMACEUTICALS COM 75886F107 197 15,340 X 15,340
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,466 44,261 X 44,261
REINSURANCE GROUP AMER INC COM 759351109 318 6,468 X 6,468
RENTECH INC COM 760112102 408 87,717 X 87,717
REPSOL YPF S A SPONSORED ADR 76026T205 1,205 42,960 X 42,960
REPUBLIC AWYS HLDGS INC COM 760276105 617 36,233 X 36,233
RESOURCES CONNECTION INC COM 76122Q105 543 21,721 X 21,721
RETAIL VENTURES INC COM 76128Y102 235 13,171 X 13,171
REYNOLDS & REYNOLDS CO CL A 761695105 647 21,108 X 21,108
REYNOLDS AMERICAN INC COM 761713106 959 8,320 X 8,320
ROBBINS & MYERS INC COM 770196103 322 12,302 X 12,302
ROCKY BRANDS INC COM 774515100 440 20,700 X 20,700
ROGERS CORP COM 775133101 524 9,307 X 9,307
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,197 17,868 X 17,868
ROYAL GOLD INC COM 780287108 457 16,423 X 16,423
RYANS RESTAURANT GROUP INC COM 783520109 476 39,935 X 39,935
RYDER SYS INC COM 783549108 329 5,630 X 5,630
RYERSON INC COM 78375P107 1,070 39,624 X 39,624
SBA COMMUNICATIONS CORP COM 78388J106 206 7,873 X 7,873
SLM CORP COM 78442P106 2,111 39,892 X 39,892
SPSS INC COM 78462K102 783 24,375 X 24,375
SRS LABS INC COM 78464M106 198 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 254 5,577 X 5,577
SAFECO CORP COM 786429100 1,073 19,047 X 19,047
SAFENET INC COM 78645R107 595 33,577 X 33,577
ST PAUL TRAVELERS INC COM 792860108 5,644 126,608 X 126,608
SALEM COMMUNICATIONS CORP DE CL A 794093104 164 12,569 X 12,569
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 845 21,695 X 21,695
SANTANDER BANCORP COM 802809103 478 19,403 X 19,403
SAXON CAP INC NEW COM 80556T106 570 49,851 X 49,851
SCANSOURCE INC COM 806037107 578 19,698 X 19,698
SCHERING PLOUGH CORP COM 806605101 3,291 172,954 X 172,954
SCHNITZER STL INDS CL A 806882106 612 17,242 X 17,242
SCHWAB CHARLES CORP NEW COM 808513105 1,618 101,225 X 101,225
SEACOR HOLDINGS INC COM 811904101 465 5,663 X 5,663
SEALY CORP COM 812139301 380 28,599 X 28,599
SEARS HLDGS CORP COM 812350106 1,284 8,267 X 8,267
SECURE COMPUTING CORP COM 813705100 418 48,648 X 48,648
SELECT COMFORT CORP COM 81616X103 381 16,597 X 16,597
SELECTIVE INS GROUP INC COM 816300107 1,693 30,311 X 30,311
SEMTECH CORP COM 816850101 161 11,145 X 11,145
SENSIENT TECHNOLOGIES CORP COM 81725T100 215 10,297 X 10,297
SHAW COMMUNICATIONS INC CL B CONV 82028K200 574 20,282 X 20,282
SHAW GROUP INC COM 820280105 590 21,225 X 21,225
SHERWIN WILLIAMS CO COM 824348106 1,139 23,987 X 23,987
SIEMENS A G SPONSORED ADR 826197501 1,218 14,032 X 14,032
SIERRA HEALTH SVCS INC COM 826322109 513 11,400 X 11,400
SIERRA PAC RES NEW COM 826428104 209 14,902 X 14,902
SILICON LABORATORIES INC COM 826919102 1,134 32,248 X 32,248
SILGAN HOLDINGS INC COM 827048109 614 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 242 22,481 X 22,481
SIMON PPTY GROUP INC NEW COM 828806109 1,749 21,084 X 21,084
SIMPSON MANUFACTURING CO INC COM 829073105 548 15,208 X 15,208
SKYWEST INC COM 830879102 1,203 48,512 X 48,512
SKYWORKS SOLUTIONS INC COM 83088M102 458 83,138 X 83,138
SKILLSOFT PLC SPONSORED ADR 830928107 192 31,400 X 31,400
SMITH MICRO SOFTWARE INC COM 832154108 596 37,177 X 37,177
SNAP ON INC COM 833034101 207 5,120 X 5,120
SOFTBRANDS INC COM 83402A107 20 10,670 X 10,670
SOMANETICS CORP COM NEW 834445405 606 31,727 X 31,727
SONIC AUTOMOTIVE INC CL A 83545G102 453 20,420 X 20,420
SONIC CORP COM 835451105 548 26,354 X 26,354
SONICWALL INC COM 835470105 172 19,172 X 19,172
SONUS NETWORKS INC COM 835916107 446 90,122 X 90,122
SOURCE INTERLINK COS INC COM NEW 836151209 564 47,387 X 47,387
SOUTHERN CO COM 842587107 3,801 118,591 X 118,591
SOUTHERN COPPER CORP COM 84265V105 1,850 20,754 X 20,754
SPARTECH CORP COM NEW 847220209 742 32,831 X 32,831
SPRINT NEXTEL CORP COM FON 852061100 6,124 306,373 X 306,373
STAGE STORES INC COM NEW 85254C305 1,050 31,832 X 31,832
STANDARD MICROSYSTEMS CORP COM 853626109 581 26,607 X 26,607
STANLEY WKS COM 854616109 1,158 24,528 X 24,528
STAPLES INC COM 855030102 1,719 70,601 X 70,601
STARBUCKS CORP COM 855244109 2,812 74,461 X 74,461
STARTEK INC COM 85569C107 410 27,433 X 27,433
STATE STR CORP COM 857477103 1,868 32,156 X 32,156
STATOIL ASA SPONSORED ADR 85771P102 1,755 61,529 X 61,529
STATS CHIPPAC LTD SPONSORED ADR 85771T104 734 117,207 X 117,207
STEEL DYNAMICS INC COM 858119100 968 14,722 X 14,722
STEEL TECHNOLOGIES INC COM 858147101 625 32,162 X 32,162
STEWART INFORMATION SVCS COR COM 860372101 784 21,605 X 21,605
STONE ENERGY CORP COM 861642106 639 13,732 X 13,732
STRATEX NETWORKS INC COM 86279T109 111 32,846 X 32,846
STRATTEC SEC CORP COM 863111100 464 9,325 X 9,325
STRYKER CORP COM 863667101 1,217 28,892 X 28,892
SUN COMMUNITIES INC COM 866674104 533 16,379 X 16,379
SUN MICROSYSTEMS INC COM 866810104 1,407 339,028 X 339,028
SUNTRUST BKS INC COM 867914103 4,217 55,293 X 55,293
SUPERIOR INDS INTL INC COM 868168105 478 26,143 X 26,143
SUPERTEX INC COM 868532102 618 15,463 X 15,463
SWIFT ENERGY CO COM 870738101 881 20,533 X 20,533
SYMANTEC CORP COM 871503108 1,578 101,513 X 101,513
SYNTEL INC COM 87162H103 466 22,800 X 22,800
SYSCO CORP COM 871829107 1,836 60,073 X 60,073
TCF FINL CORP COM 872275102 1,031 38,973 X 38,973
TD BANKNORTH INC COM 87235A101 577 19,578 X 19,578
TXU CORP COM 873168108 4,270 71,418 X 71,418
TALBOTS INC COM 874161102 555 30,084 X 30,084
TALISMAN ENERGY INC COM 87425E103 437 24,972 X 24,972
TARGET CORP COM 87612E106 5,692 116,476 X 116,476
TELEFONICA S A SPONSORED ADR 879382208 1,176 23,652 X 23,652
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,208 57,972 X 57,972
TELEPHONE & DATA SYS INC COM 879433100 228 5,501 X 5,501
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 294 8,295 X 8,295
TELUS CORP NON-VTG SHS 87971M202 1,111 27,512 X 27,512
TENNANT CO COM 880345103 223 4,445 X 4,445
TENNECO INC COM 880349105 589 22,640 X 22,640
TERADYNE INC COM 880770102 529 37,942 X 37,942
TESORO CORP COM 881609101 521 7,000 X 7,000
TETRA TECH INC NEW COM 88162G103 532 30,000 X 30,000
TEXAS INDS INC COM 882491103 244 4,598 X 4,598
TEXAS INSTRS INC COM 882508104 4,580 151,200 X 151,200
THOR INDS INC COM 885160101 569 11,736 X 11,736
THORNBURG MTG INC COM 885218107 587 21,055 X 21,055
3M CO COM 88579Y101 7,019 86,897 X 86,897
TIBCO SOFTWARE INC COM 88632Q103 184 26,059 X 26,059
TIDEWATER INC COM 886423102 217 4,415 X 4,415
TIME WARNER INC COM 887317105 8,788 507,950 X 507,950
TIME WARNER TELECOM INC CL A 887319101 514 34,600 X 34,600
TIVO INC COM 888706108 208 29,128 X 29,128
TODCO CL A 88889T107 368 8,998 X 8,998
TOLLGRADE COMMUNICATIONS INC COM 889542106 256 26,400 X 26,400
TOO INC COM 890333107 647 16,841 X 16,841
TOOTSIE ROLL INDS INC COM 890516107 205 7,023 X 7,023
TORO CO COM 891092108 416 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 488 7,450 X 7,450
TRAMMELL CROW CO COM 89288R106 535 15,217 X 15,217
TRAVELZOO INC COM 89421Q106 202 6,673 X 6,673
TREDEGAR CORP COM 894650100 352 22,274 X 22,274
TREX INC COM 89531P105 540 20,867 X 20,867
TRIDENT MICROSYSTEMS INC COM 895919108 443 23,318 X 23,318
TRIAD GTY INC COM 895925105 304 6,213 X 6,213
TRIMERIS INC COM 896263100 149 12,956 X 12,956
TRINITY INDS INC COM 896522109 1,064 26,339 X 26,339
TUESDAY MORNING CORP COM NEW 899035505 434 32,993 X 32,993
II VI INC COM 902104108 529 28,894 X 28,894
UCBH HOLDINGS INC COM 90262T308 316 19,076 X 19,076
UGI CORP NEW COM 902681105 851 34,570 X 34,570
UST INC COM 902911106 1,184 26,197 X 26,197
US BANCORP DEL COM NEW 902973304 8,108 262,575 X 262,575
USA MOBILITY INC COM 90341G103 367 22,131 X 22,131
U S AIRWAYS GROUP INC COM 90341W108 242 4,787 X 4,787
ULTICOM INC COM 903844108 464 44,298 X 44,298
ULTIMATE SOFTWARE GROUP INC COM 90385D107 539 28,116 X 28,116
ULTRATECH INC COM 904034105 535 34,001 X 34,001
UNION PAC CORP COM 907818108 2,413 25,957 X 25,957
UNIONBANCAL CORP COM 908906100 260 4,031 X 4,031
UNIT CORP COM 909218109 428 7,517 X 7,517
UNITED FIRE & CAS CO COM 910331107 566 18,785 X 18,785
UNITED ONLINE INC COM 911268100 394 32,828 X 32,828
UNITED PARCEL SERVICE INC CL B 911312106 5,141 62,449 X 62,449
UNITED TECHNOLOGIES CORP COM 913017109 6,217 98,032 X 98,032
UNITED THERAPEUTICS CORP DEL COM 91307C102 626 10,831 X 10,831
UNITEDHEALTH GROUP INC COM 91324P102 5,848 130,602 X 130,602
UNIVERSAL COMPRESSION HLDGS COM 913431102 253 4,021 X 4,021
UNIVERSAL DISPLAY CORP COM 91347P105 416 31,227 X 31,227
UNIVERSAL FST PRODS INC COM 913543104 571 9,100 X 9,100
UNUMPROVIDENT CORP COM 91529Y106 908 50,070 X 50,070
VAIL RESORTS INC COM 91879Q109 221 5,962 X 5,962
VALEANT PHARMACEUTICALS INTL COM 91911X104 207 12,248 X 12,248
VALERO ENERGY CORP NEW COM 91913Y100 4,889 73,493 X 73,493
VALMONT INDS INC COM 920253101 226 4,858 X 4,858
VALSPAR CORP COM 920355104 413 15,646 X 15,646
VENTANA MED SYS INC COM 92276H106 409 8,667 X 8,667
VERITAS DGC INC COM 92343P107 1,177 22,824 X 22,824
VERIZON COMMUNICATIONS COM 92343V104 11,331 338,342 X 338,342
VIASAT INC COM 92552V100 547 21,320 X 21,320
VIACOM INC NEW CL B 92553P201 2,208 61,621 X 61,621
VIGNETTE CORP COM NEW 926734401 900 61,748 X 61,748
VIISAGE TECHNOLOGY INC COM NEW 92675K205 567 37,379 X 37,379
VITAL IMAGES INC COM 92846N104 540 21,868 X 21,868
VITAL SIGNS INC COM 928469105 447 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1,064 49,953 X 49,953
VOLT INFORMATION SCIENCES IN COM 928703107 220 4,723 X 4,723
WD-40 CO COM 929236107 1,255 37,378 X 37,378
W-H ENERGY SVCS INC COM 92925E108 640 12,596 X 12,596
W HLDG CO INC COM 929251106 1,054 158,557 X 158,557
WMS INDS INC COM 929297109 767 27,988 X 27,988
WABASH NATL CORP COM 929566107 444 28,894 X 28,894
WACHOVIA CORP 2ND NEW COM 929903102 11,228 207,621 X 207,621
WAL MART STORES INC COM 931142103 11,480 238,326 X 238,326
WALGREEN CO COM 931422109 4,392 97,952 X 97,952
WALTER INDS INC COM 93317Q105 628 10,887 X 10,887
WASHINGTON MUT INC COM 939322103 6,917 151,765 X 151,765
WASTE CONNECTIONS INC COM 941053100 1,096 30,102 X 30,102
WASTE MGMT INC DEL COM 94106L109 1,905 53,080 X 53,080
WATSON WYATT WORLDWIDE INC CL A 942712100 425 12,102 X 12,102
WEBMETHODS INC COM 94768C108 203 20,556 X 20,556
WEBSTER FINL CORP CONN COM 947890109 299 6,305 X 6,305
WELLPOINT INC COM 94973V107 4,483 61,599 X 61,599
WELLS FARGO & CO NEW COM 949746101 14,025 209,074 X 209,074
WET SEAL INC CL A 961840105 528 108,126 X 108,126
WEYERHAEUSER CO COM 962166104 1,481 23,791 X 23,791
WHIRLPOOL CORP COM 963320106 1,052 12,733 X 12,733
WHOLE FOODS MKT INC COM 966837106 553 8,550 X 8,550
WILD OATS MARKETS INC COM 96808B107 570 29,067 X 29,067
WILEY JOHN & SONS INC CL A 968223206 530 15,961 X 15,961
WINNEBAGO INDS INC COM 974637100 391 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 457 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 310 6,103 X 6,103
WOLVERINE WORLD WIDE INC COM 978097103 461 19,776 X 19,776
WRIGHT EXPRESS CORP COM 98233Q105 605 21,045 X 21,045
WYETH COM 983024100 5,782 130,198 X 130,198
XTO ENERGY INC COM 98385X106 2,043 46,150 X 46,150
YAHOO INC COM 984332106 4,506 136,553 X 136,553
YANKEE CANDLE INC COM 984757104 323 12,900 X 12,900
ZALE CORP NEW COM 988858106 325 13,500 X 13,500
ZENITH NATL INS CORP COM 989390109 1,769 44,592 X 44,592
ZIMMER HLDGS INC COM 98956P102 1,362 24,006 X 24,006
ZORAN CORP COM 98975F101 725 29,799 X 29,799
ZOLTEK COS INC COM 98975W104 566 18,942 X 18,942