UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 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 May 11, 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: 901
Form 13F Information Table Value Total: $1,554,205
(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 1,005 8,800 X 8,800
ACE LTD ORD G0070K103 1,001 19,251 X 19,251
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 208 8,437 X 8,437
BUNGE LIMITED COM G16962105 920 16,516 X 16,516
FRONTLINE LTD SHS G3682E127 328 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 517 15,300 X 15,300
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 412 16,436 X 16,436
LAZARD LTD SHS A G54050102 428 9,672 X 9,672
NABORS INDUSTRIES LTD SHS G6359F103 1,043 14,576 X 14,576
PARTNERRE LTD COM G6852T105 1,313 21,141 X 21,141
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,111 25,473 X 25,473
SCOTTISH RE GROUP LTD ORD G7885T104 679 27,359 X 27,359
SEAGATE TECHNOLOGY SHS G7945J104 2,690 102,151 X 102,151
SHIP FINANCE INTERNATIONAL L SHS G81075106 417 24,293 X 24,293
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 967 24,672 X 24,672
VISTAPRINT LIMITED SHS G93762204 387 12,951 X 12,951
XL CAP LTD CL A G98255105 1,052 16,409 X 16,409
SYNERON MEDICAL LTD ORD SHS M87245102 897 30,692 X 30,692
CORE LABORATORIES N V COM N22717107 203 4,269 X 4,269
STEINER LEISURE LTD ORD P8744Y102 466 11,500 X 11,500
ASE TEST LTD ORD Y02516105 433 48,160 X 48,160
ABN AMRO HLDG NV SPONSORED ADR 000937102 1,063 35,570 X 35,570
AFLAC INC COM 001055102 2,346 51,987 X 51,987
A S V INC COM 001963107 859 26,653 X 26,653
AT&T INC COM 00206R102 12,010 444,155 X 444,155
ATMI INC COM 00207R101 415 13,743 X 13,743
AVI BIOPHARMA INC COM 002346104 449 59,200 X 59,200
ABBOTT LABS COM 002824100 7,871 185,326 X 185,326
ACCREDITED HOME LENDRS HLDG COM 00437P107 886 17,313 X 17,313
ACTEL CORP COM 004934105 313 19,660 X 19,660
ACTUATE CORP COM 00508B102 417 98,201 X 98,201
ACUITY BRANDS INC COM 00508Y102 396 9,890 X 9,890
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 360 9,040 X 9,040
ADAPTEC INC COM 00651F108 380 68,697 X 68,697
ADMINISTAFF INC COM 007094105 597 10,990 X 10,990
ADOBE SYS INC COM 00724F101 2,165 61,957 X 61,957
ADTRAN INC COM 00738A106 395 15,104 X 15,104
ADVANCE AUTO PARTS INC COM 00751Y106 431 10,350 X 10,350
ADVANCED DIGITAL INFORMATION COM 007525108 131 14,900 X 14,900
AEROFLEX INC COM 007768104 610 44,400 X 44,400
AEROPOSTALE COM 007865108 1,310 43,444 X 43,444
AEGON N V ORD AMER REG 007924103 2,594 140,737 X 140,737
ADVANCED ENERGY INDS COM 007973100 1,005 71,099 X 71,099
AETNA INC NEW COM 00817Y108 2,958 60,193 X 60,193
AFFILIATED COMPUTER SERVICES CL A 008190100 1,547 25,924 X 25,924
AGNICO EAGLE MINES LTD COM 008474108 410 13,463 X 13,463
AGRIUM INC COM 008916108 857 33,917 X 33,917
AIR PRODS & CHEMS INC COM 009158106 1,596 23,756 X 23,756
AKZO NOBEL NV SPONSORED ADR 010199305 1,087 20,600 X 20,600
ALBANY MOLECULAR RESH INC COM 012423109 193 18,958 X 18,958
ALCOA INC COM 013817101 2,762 90,372 X 90,372
ALDERWOODS GROUP INC COM 014383103 193 10,800 X 10,800
ALERIS INTL INC COM 014477103 1,029 21,397 X 21,397
ALFA CORP COM 015385107 539 31,432 X 31,432
ALKERMES INC COM 01642T108 283 12,823 X 12,823
ALLIANCE IMAGING INC COM NEW 018606202 450 69,900 X 69,900
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 891 13,454 X 13,454
ALLSTATE CORP COM 020002101 4,577 87,825 X 87,825
ALLTEL CORP COM 020039103 2,501 38,629 X 38,629
ALTIRIS INC COM 02148M100 800 36,327 X 36,327
ALTRIA GROUP INC COM 02209S103 16,183 228,377 X 228,377
AMAZON COM INC COM 023135106 1,156 31,635 X 31,635
AMBASSADORS GROUP INC COM 023177108 370 14,553 X 14,553
AMEDISYS INC COM 023436108 413 11,877 X 11,877
AMERCO COM 023586100 606 6,119 X 6,119
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,077 69,542 X 69,542
AMERICAN EXPRESS CO COM 025816109 5,957 113,351 X 113,351
AMERICAN FINL GROUP INC OHIO COM 025932104 1,307 31,410 X 31,410
AMERICAN INTL GROUP INC COM 026874107 15,714 237,772 X 237,772
AMERICAN ITALIAN PASTA CO CL A 027070101 251 40,027 X 40,027
AMERICAN NATL INS CO COM 028591105 1,047 9,344 X 9,344
AMERICAN SCIENCE & ENGR INC COM 029429107 827 8,858 X 8,858
AMERICAN WOODMARK CORP COM 030506109 419 11,809 X 11,809
AMERICREDIT CORP COM 03060R101 1,825 59,397 X 59,397
AMERISTAR CASINOS INC COM 03070Q101 909 35,234 X 35,234
AMERIGROUP CORP COM 03073T102 554 26,330 X 26,330
AMERIPRISE FINL INC COM 03076C106 1,022 22,670 X 22,670
AMGEN INC COM 031162100 9,329 128,229 X 128,229
AMSOUTH BANCORPORATION COM 032165102 949 35,075 X 35,075
AMSURG CORP COM 03232P405 452 19,910 X 19,910
ANADARKO PETE CORP COM 032511107 3,284 32,513 X 32,513
ANADYS PHARMACEUTICALS INC COM 03252Q408 423 26,243 X 26,243
ANGIOTECH PHARMACEUTICALS IN COM 034918102 164 11,070 X 11,070
ANHEUSER BUSCH COS INC COM 035229103 3,441 80,448 X 80,448
ANNALY MTG MGMT INC COM 035710409 982 80,861 X 80,861
ANSOFT CORP COM 036384105 527 12,635 X 12,635
ANSYS INC COM 03662Q105 457 8,446 X 8,446
ANWORTH MORTGAGE ASSET CP COM 037347101 351 44,597 X 44,597
APACHE CORP COM 037411105 2,228 34,007 X 34,007
APOLLO GROUP INC CL A 037604105 1,247 23,747 X 23,747
APPLE COMPUTER INC COM 037833100 5,355 85,377 X 85,377
APPLIED MATLS INC COM 038222105 3,026 172,821 X 172,821
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 225 4,258 X 4,258
ARBOR RLTY TR INC COM 038923108 753 27,903 X 27,903
ARIBA INC COM NEW 04033V203 392 40,046 X 40,046
ARKANSAS BEST CORP DEL COM 040790107 446 11,400 X 11,400
ARMOR HOLDINGS INC COM 042260109 222 3,800 X 3,800
ARRIS GROUP INC COM 04269Q100 1,649 119,853 X 119,853
ARROW INTL INC COM 042764100 353 10,800 X 10,800
ARVINMERITOR INC COM 043353101 365 24,493 X 24,493
ASSOCIATED BANC CORP COM 045487105 951 28,000 X 28,000
ASTA FDG INC COM 046220109 2,213 66,536 X 66,536
ASTEC INDS INC COM 046224101 374 10,404 X 10,404
ASYST TECHNOLOGY CORP COM 04648X107 763 73,283 X 73,283
ATMOS ENERGY CORP COM 049560105 596 22,631 X 22,631
AUTOLIV INC COM 052800109 2,656 46,949 X 46,949
AUTOMATIC DATA PROCESSING IN COM 053015103 2,761 60,447 X 60,447
AVON PRODS INC COM 054303102 1,525 48,910 X 48,910
AXCELIS TECHNOLOGIES INC COM 054540109 709 121,021 X 121,021
AXCAN PHARMA INC COM 054923107 178 13,411 X 13,411
BB&T CORP COM 054937107 3,240 82,641 X 82,641
B A S F A G SPONSORED ADR 055262505 2,344 29,900 X 29,900
BCE INC COM 05534B109 996 41,403 X 41,403
BP PLC SPONSORED ADR 055622104 2,026 29,395 X 29,395
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 410 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,087 27,997 X 27,997
BAKER HUGHES INC COM 057224107 3,402 49,744 X 49,744
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,059 50,800 X 50,800
BANK OF AMERICA CORPORATION COM 060505104 23,017 505,421 X 505,421
BANK NEW YORK INC COM 064057102 2,900 80,469 X 80,469
BANKUNITED FINL CORP CL A 06652B103 373 13,807 X 13,807
BANTA CORP COM 066821109 478 9,200 X 9,200
BAXTER INTL INC COM 071813109 2,496 64,321 X 64,321
BE AEROSPACE INC COM 073302101 604 24,027 X 24,027
BEA SYS INC COM 073325102 239 18,200 X 18,200
BEACON ROOFING SUPPLY INC COM 073685109 451 11,093 X 11,093
BEAR STEARNS COS INC COM 073902108 919 6,625 X 6,625
BEAZER HOMES USA INC COM 07556Q105 889 13,527 X 13,527
BECTON DICKINSON & CO COM 075887109 1,611 26,166 X 26,166
BED BATH & BEYOND INC COM 075896100 1,275 33,205 X 33,205
BELL MICROPRODUCTS INC COM 078137106 287 46,564 X 46,564
BELLSOUTH CORP COM 079860102 6,574 189,734 X 189,734
BENCHMARK ELECTRS INC COM 08160H101 1,327 34,600 X 34,600
BEST BUY INC COM 086516101 2,345 41,931 X 41,931
BHP BILLITON LTD SPONSORED ADR 088606108 900 22,580 X 22,580
BIOSITE INC COM 090945106 392 7,543 X 7,543
BLACK & DECKER CORP COM 091797100 1,560 17,948 X 17,948
BLACK BOX CORP DEL COM 091826107 1,581 32,900 X 32,900
BLOCKBUSTER INC CL A 093679108 730 183,973 X 183,973
BLOUNT INTL INC NEW COM 095180105 391 24,300 X 24,300
BOEING CO COM 097023105 6,673 85,626 X 85,626
BON-TON STORES INC COM 09776J101 207 6,403 X 6,403
BOSTON BEER INC CL A 100557107 455 17,500 X 17,500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 334 9,871 X 9,871
BOSTON SCIENTIFIC CORP COM 101137107 1,576 68,376 X 68,376
BRADY CORP CL A 104674106 420 11,199 X 11,199
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 982 25,343 X 25,343
BRISTOL MYERS SQUIBB CO COM 110122108 4,984 202,504 X 202,504
BRISTOW GROUP INC COM 110394103 892 28,867 X 28,867
BROCADE COMMUNICATIONS SYS I COM 111621108 420 62,845 X 62,845
BROWN SHOE INC NEW COM 115736100 440 8,393 X 8,393
BRUSH ENGINEERED MATLS INC COM 117421107 487 24,664 X 24,664
BUCKLE INC COM 118440106 381 9,300 X 9,300
BUCYRUS INTL INC NEW CL A 118759109 427 8,862 X 8,862
BUILD A BEAR WORKSHOP COM 120076104 431 14,062 X 14,062
BUILDING MATLS HLDG CORP COM 120113105 1,457 40,826 X 40,826
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,251 39,019 X 39,019
BURLINGTON RES INC COM 122014103 3,671 39,944 X 39,944
C&D TECHNOLOGIES INC COM 124661109 449 48,546 X 48,546
CBS CORP NEW CL B 124857202 2,764 115,262 X 115,262
CKE RESTAURANTS INC COM 12561E105 614 35,300 X 35,300
CPI CORP COM 125902106 441 21,600 X 21,600
CVS CORP COM 126650100 2,507 83,940 X 83,940
CA INC COM 12673P105 1,333 48,977 X 48,977
CACI INTL INC CL A 127190304 1,809 27,517 X 27,517
CALAMOS ASSET MGMT INC CL A 12811R104 394 10,545 X 10,545
CALIFORNIA MICRO DEVICES COR COM 130439102 209 26,406 X 26,406
CALLAWAY GOLF CO COM 131193104 428 24,893 X 24,893
CAPITAL ONE FINL CORP COM 14040H105 3,989 49,540 X 49,540
CAPITAL TRUST INC MD CL A NEW 14052H506 380 12,226 X 12,226
CAPSTEAD MTG CORP COM NO PAR 14067E506 310 44,002 X 44,002
CARDINAL HEALTH INC COM 14149Y108 3,307 44,376 X 44,376
CAREER EDUCATION CORP COM 141665109 806 21,353 X 21,353
CAREMARK RX INC COM 141705103 2,312 47,004 X 47,004
CARPENTER TECHNOLOGY CORP COM 144285103 1,488 15,741 X 15,741
CASCADE CORP COM 147195101 441 8,345 X 8,345
CASH AMER INTL INC COM 14754D100 291 9,700 X 9,700
CATALINA MARKETING CORP COM 148867104 365 15,800 X 15,800
CATAPULT COMMUNICATIONS CORP COM 149016107 547 41,155 X 41,155
CATERPILLAR INC DEL COM 149123101 5,085 70,813 X 70,813
CATO CORP NEW CL A 149205106 505 21,150 X 21,150
CEMEX S A SPON ADR 5 ORD 151290889 2,534 38,824 X 38,824
CENDANT CORP COM 151313103 1,891 108,966 X 108,966
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 400 54,593 X 54,593
CENTENE CORP DEL COM 15135B101 2,019 69,231 X 69,231
CENTERPOINT ENERGY INC COM 15189T107 1,071 89,788 X 89,788
CENTEX CORP COM 152312104 906 14,617 X 14,617
CENTRAL PAC FINL CORP COM 154760102 362 9,847 X 9,847
CENTRAL PKG CORP COM 154785109 262 16,378 X 16,378
CHARLOTTE RUSSE HLDG INC COM 161048103 470 21,962 X 21,962
CHATTEM INC COM 162456107 331 8,800 X 8,800
CHECKFREE CORP NEW COM 162813109 569 11,269 X 11,269
CHEROKEE INC DEL NEW COM 16444H102 475 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 15,640 269,795 X 269,795
CHICOS FAS INC COM 168615102 1,003 24,669 X 24,669
CHILDRENS PL RETAIL STORES I COM 168905107 521 9,000 X 9,000
CHOICE HOTELS INTL INC COM 169905106 411 8,976 X 8,976
CHOICEPOINT INC COM 170388102 306 6,835 X 6,835
CHRISTOPHER & BANKS CORP COM 171046105 703 30,300 X 30,300
CHUBB CORP COM 171232101 2,980 31,219 X 31,219
CINCINNATI BELL INC NEW COM 171871106 415 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,001 23,782 X 23,782
CISCO SYS INC COM 17275R102 14,515 669,807 X 669,807
CITIGROUP INC COM 172967101 26,698 565,270 X 565,270
CITY HLDG CO COM 177835105 269 7,317 X 7,317
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,648 56,800 X 56,800
CLICK COMMERCE INC COM NEW 18681D208 1,114 46,528 X 46,528
COCA COLA CO COM 191216100 9,036 215,814 X 215,814
COEUR D ALENE MINES CORP IDA COM 192108108 196 29,895 X 29,895
COGENT INC COM 19239Y108 284 15,500 X 15,500
COHU INC COM 192576106 381 17,969 X 17,969
COINSTAR INC COM 19259P300 493 19,011 X 19,011
COLDWATER CREEK INC COM 193068103 454 16,319 X 16,319
COLGATE PALMOLIVE CO COM 194162103 3,096 54,213 X 54,213
COMCAST CORP NEW CL A 20030N101 5,512 210,706 X 210,706
COMMERCE BANCSHARES INC COM 200525103 970 18,775 X 18,775
COMMERCIAL VEH GROUP INC COM 202608105 359 18,700 X 18,700
COMMONWEALTH TEL ENTERPRISES COM 203349105 433 12,571 X 12,571
COMMUNITY BK SYS INC COM 203607106 783 35,045 X 35,045
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 447 21,093 X 21,093
COMPUCREDIT CORP COM 20478N100 1,441 39,150 X 39,150
COMPUTER PROGRAMS & SYS INC COM 205306103 570 11,400 X 11,400
CONCUR TECHNOLOGIES INC COM 206708109 226 12,200 X 12,200
CONMED CORP COM 207410101 602 31,431 X 31,431
CONNS INC COM 208242107 397 11,614 X 11,614
CONOCOPHILLIPS COM 20825C104 10,052 159,176 X 159,176
CONOR MEDSYSTEMS INC COM 208264101 417 14,193 X 14,193
CONSTELLATION BRANDS INC CL A 21036P108 859 34,272 X 34,272
CONTINENTAL AIRLS INC CL B 210795308 361 13,421 X 13,421
CORILLIAN CORP COM 218725109 415 106,600 X 106,600
CORINTHIAN COLLEGES INC COM 218868107 404 28,085 X 28,085
CORNING INC COM 219350105 4,252 157,939 X 157,939
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,473 14,599 X 14,599
COST PLUS INC CALIF COM 221485105 392 22,900 X 22,900
COSTCO WHSL CORP NEW COM 22160K105 2,681 49,495 X 49,495
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,235 60,898 X 60,898
COVENANT TRANS INC CL A 22284P105 393 26,900 X 26,900
COVENTRY HEALTH CARE INC COM 222862104 1,448 26,833 X 26,833
COX RADIO INC CL A 224051102 181 13,471 X 13,471
CRAY INC COM 225223106 205 113,364 X 113,364
CROSS TIMBERS RTY TR TR UNIT 22757R109 318 6,819 X 6,819
CRUCELL N V SPONSORED ADR 228769105 362 12,878 X 12,878
CRYPTOLOGIC INC COM 228906103 527 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 529 6,400 X 6,400
CUMMINS INC COM 231021106 368 3,500 X 3,500
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 168 26,662 X 26,662
D R HORTON INC COM 23331A109 928 27,921 X 27,921
DANAHER CORP DEL COM 235851102 1,554 24,446 X 24,446
DEALERTRACK HLDGS INC COM 242309102 305 14,295 X 14,295
DECKERS OUTDOOR CORP COM 243537107 1,603 39,542 X 39,542
DEL MONTE FOODS CO COM 24522P103 170 14,362 X 14,362
DELL INC COM 24702R101 7,583 254,807 X 254,807
DELTA & PINE LD CO COM 247357106 440 14,600 X 14,600
DELTIC TIMBER CORP COM 247850100 382 6,300 X 6,300
DELUXE CORP COM 248019101 202 7,721 X 7,721
DENNYS CORP COM 24869P104 900 189,145 X 189,145
DENTSPLY INTL INC NEW COM 249030107 979 16,843 X 16,843
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,094 65,021 X 65,021
DEVON ENERGY CORP NEW COM 25179M103 3,618 59,139 X 59,139
DIAGNOSTIC PRODS CORP COM 252450101 614 12,895 X 12,895
DIAMOND OFFSHORE DRILLING IN COM 25271C102 963 10,755 X 10,755
DIAMONDCLUSTER INTL INC COM 25278P106 239 22,310 X 22,310
DIGENE CORP COM 253752109 372 9,512 X 9,512
DIGITAL RIV INC COM 25388B104 213 4,876 X 4,876
DIME CMNTY BANCSHARES COM 253922108 361 25,141 X 25,141
DIRECTV GROUP INC COM 25459L106 1,193 72,749 X 72,749
DISCOVERY HOLDING CO CL A COM 25468Y107 414 27,584 X 27,584
DISNEY WALT CO COM DISNEY 254687106 5,605 200,965 X 200,965
DISTRIBUTED ENERGY SYS CORP COM 25475V104 189 26,670 X 26,670
DOLLAR TREE STORES INC COM 256747106 393 14,200 X 14,200
DOMINION RES INC VA NEW COM 25746U109 2,436 35,282 X 35,282
DOMINOS PIZZA INC COM 25754A201 565 19,800 X 19,800
DONEGAL GROUP INC CL A 257701201 457 17,498 X 17,498
DOW CHEM CO COM 260543103 4,044 99,608 X 99,608
DOWNEY FINL CORP COM 261018105 909 13,511 X 13,511
DREW INDS INC COM NEW 26168L205 431 12,135 X 12,135
DU PONT E I DE NEMOURS & CO COM 263534109 4,024 95,343 X 95,343
DUKE ENERGY CORP COM 264399106 2,799 96,027 X 96,027
EGL INC COM 268484102 436 9,698 X 9,698
E M C CORP MASS COM 268648102 3,394 248,978 X 248,978
EMC INS GROUP INC COM 268664109 457 16,400 X 16,400
ENI S P A SPONSORED ADR 26874R108 1,912 33,561 X 33,561
ESS TECHNOLOGY INC COM 269151106 154 46,500 X 46,500
EARTHLINK INC COM 270321102 377 39,500 X 39,500
EASTMAN KODAK CO COM 277461109 1,010 35,519 X 35,519
EBAY INC COM 278642103 5,360 137,431 X 137,431
ECLIPSYS CORP COM 278856109 416 17,626 X 17,626
EDO CORP COM 281347104 418 13,555 X 13,555
EDUCATION MGMT CORP COM 28139T101 394 9,476 X 9,476
ELECTRO SCIENTIFIC INDS COM 285229100 538 24,300 X 24,300
ELECTRONIC ARTS INC COM 285512109 1,746 31,908 X 31,908
ELKCORP COM 287456107 449 13,300 X 13,300
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 792 21,500 X 21,500
EMERSON ELEC CO COM 291011104 3,611 43,179 X 43,179
EMPIRE RESORTS INC COM 292052107 217 42,148 X 42,148
ENERGY CONVERSION DEVICES IN COM 292659109 402 8,181 X 8,181
ENPRO INDS INC COM 29355X107 428 12,474 X 12,474
ENTERCOM COMMUNICATIONS CORP CL A 293639100 310 11,110 X 11,110
ENTERGY CORP NEW COM 29364G103 1,514 21,967 X 21,967
ENTERPRISE PRODS PARTNERS L COM 293792107 934 37,829 X 37,829
ENZON PHARMACEUTICALS INC COM 293904108 209 25,819 X 25,819
EQUITY OFFICE PROPERTIES TRU COM 294741103 1,018 30,318 X 30,318
EQUITY ONE COM 294752100 310 12,623 X 12,623
ESCALA GROUP INC COM 29605W107 1,739 66,403 X 66,403
ESCO TECHNOLOGIES INC COM 296315104 375 7,400 X 7,400
ESPEED INC CL A 296643109 268 33,647 X 33,647
ESSEX CORP COM 296744105 665 30,200 X 30,200
ETHAN ALLEN INTERIORS INC COM 297602104 508 12,100 X 12,100
EURONET WORLDWIDE INC COM 298736109 302 7,970 X 7,970
EXAR CORP COM 300645108 620 43,400 X 43,400
EXELON CORP COM 30161N101 3,665 69,273 X 69,273
EXPEDIA INC DEL COM 30212P105 361 17,802 X 17,802
EXPRESSJET HOLDINGS INC CL A 30218U108 298 40,000 X 40,000
EXPRESS SCRIPTS INC COM 302182100 1,383 15,730 X 15,730
EXTREME NETWORKS INC COM 30226D106 150 29,800 X 29,800
EXXON MOBIL CORP COM 30231G102 42,873 704,454 X 704,454
FPIC INS GROUP INC COM 302563101 279 7,394 X 7,394
FPL GROUP INC COM 302571104 1,634 40,708 X 40,708
FX ENERGY INC COM 302695101 161 30,846 X 30,846
FARGO ELECTRONICS INC COM 30744P102 414 24,507 X 24,507
FEDERAL HOME LN MTG CORP COM 313400301 4,352 71,340 X 71,340
FEDERAL NATL MTG ASSN COM 313586109 6,175 120,131 X 120,131
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 315 4,184 X 4,184
FEDERATED INVS INC PA CL B 314211103 250 6,400 X 6,400
FEDEX CORP COM 31428X106 3,535 31,301 X 31,301
FIDELITY NATL FINL INC COM 316326107 812 22,840 X 22,840
FIFTH THIRD BANCORP COM 316773100 1,933 49,116 X 49,116
FINISAR COM 31787A101 176 35,782 X 35,782
FIRST AMERN CORP CALIF COM 318522307 2,564 65,467 X 65,467
FIRST DATA CORP COM 319963104 3,778 80,682 X 80,682
FIRST HORIZON NATL CORP COM 320517105 1,096 26,320 X 26,320
FIRST MIDWEST BANCORP DEL COM 320867104 725 19,831 X 19,831
FIRST NIAGARA FINL GP INC COM 33582V108 411 28,011 X 28,011
FIRST REP BK SAN FRANCISCO COM 336158100 416 10,993 X 10,993
FIRSTFED FINL CORP COM 337907109 407 6,800 X 6,800
FLAGSTAR BANCORP INC COM 337930101 1,011 66,944 X 66,944
FIRSTENERGY CORP COM 337932107 1,671 34,178 X 34,178
FLEETWOOD ENTERPRISES INC COM 339099103 140 12,500 X 12,500
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 559 9,640 X 9,640
FORD MTR CO DEL COM PAR $0.01 345370860 2,541 319,262 X 319,262
4 KIDS ENTMT INC COM 350865101 623 36,260 X 36,260
FRANKLIN RES INC COM 354613101 1,577 16,739 X 16,739
FREDS INC CL A 356108100 562 42,398 X 42,398
FRONTIER AIRLINES INC NEW COM 359065109 609 79,133 X 79,133
FRONTIER OIL CORP COM 35914P105 540 9,100 X 9,100
FULLER H B CO COM 359694106 238 4,627 X 4,627
GFI GROUP INC COM 361652209 450 8,677 X 8,677
GALLAGHER ARTHUR J & CO COM 363576109 443 15,912 X 15,912
GANNETT INC COM 364730101 1,542 25,737 X 25,737
GAP INC DEL COM 364760108 1,153 61,698 X 61,698
GARTNER INC COM 366651107 447 32,031 X 32,031
GASCO ENERGY INC COM 367220100 212 37,828 X 37,828
GENENTECH INC COM NEW 368710406 4,061 48,058 X 48,058
GENERAL DYNAMICS CORP COM 369550108 2,657 41,528 X 41,528
GENERAL ELECTRIC CO COM 369604103 38,339 1,102,339 X 1,102,339
GENERAL MLS INC COM 370334104 1,538 30,339 X 30,339
GENERAL MTRS CORP COM 370442105 1,018 47,872 X 47,872
GENESCO INC COM 371532102 506 13,000 X 13,000
GENTIVA HEALTH SERVICES INC COM 37247A102 399 21,937 X 21,937
GEOGLOBAL RESOURCES INC COM 37249T109 419 43,879 X 43,879
GENZYME CORP COM 372917104 1,757 26,142 X 26,142
GEORGIA GULF CORP COM PAR $0.01 373200203 438 16,862 X 16,862
GERON CORP COM 374163103 169 20,380 X 20,380
GEVITY HR INC COM 374393106 726 29,677 X 29,677
GIBRALTAR INDS INC COM 374689107 444 15,064 X 15,064
GILEAD SCIENCES INC COM 375558103 2,913 46,818 X 46,818
GLATFELTER COM 377316104 434 23,666 X 23,666
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,025 19,589 X 19,589
GLENAYRE TECHNOLOGIES INC COM 377899109 396 75,409 X 75,409
GLOBAL IMAGING SYSTEMS COM 37934A100 1,619 42,626 X 42,626
GLOBAL PMTS INC COM 37940X102 466 8,792 X 8,792
GOLD BANC CORP INC COM 379907108 376 20,532 X 20,532
GOLD KIST INC COM 380614107 333 26,307 X 26,307
GOLDEN WEST FINL CORP DEL COM 381317106 1,786 26,297 X 26,297
GOLDMAN SACHS GROUP INC COM 38141G104 7,432 47,347 X 47,347
GOOGLE INC CL A 38259P508 6,662 17,082 X 17,082
GREATBATCH INC COM 39153L106 1,042 47,565 X 47,565
GREATER BAY BANCORP COM 391648102 246 8,882 X 8,882
GREY WOLF INC COM 397888108 1,421 191,061 X 191,061
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,113 55,944 X 55,944
GUIDANT CORP COM 401698105 2,629 33,676 X 33,676
GULFMARK OFFSHORE INC COM 402629109 334 12,000 X 12,000
GYMBOREE CORP COM 403777105 429 16,459 X 16,459
HCA INC COM 404119109 2,093 45,715 X 45,715
HCC INS HLDGS INC COM 404132102 777 22,335 X 22,335
HRPT PPTYS TR COM SH BEN INT 40426W101 190 16,199 X 16,199
HSBC HLDGS PLC SPON ADR NEW 404280406 2,014 24,042 X 24,042
HAEMONETICS CORP COM 405024100 437 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 705 26,900 X 26,900
HALLIBURTON CO COM 406216101 3,375 46,222 X 46,222
HANCOCK HLDG CO COM 410120109 443 9,530 X 9,530
HARLEY DAVIDSON INC COM 412822108 1,530 29,498 X 29,498
HARLEYSVILLE GROUP INC COM 412824104 482 16,228 X 16,228
HARMONIC INC COM 413160102 419 65,834 X 65,834
HARRIS & HARRIS GROUP INC COM 413833104 166 11,872 X 11,872
HARTE-HANKS INC COM 416196103 347 12,700 X 12,700
HARTFORD FINL SVCS GROUP INC COM 416515104 3,469 43,065 X 43,065
HARVEST NATURAL RESOURCES IN COM 41754V103 474 48,778 X 48,778
HAVERTY FURNITURE INC COM 419596101 324 22,600 X 22,600
HEALTHWAYS INC COM 422245100 424 8,324 X 8,324
HEARTLAND EXPRESS INC COM 422347104 545 24,991 X 24,991
HEIDRICK & STRUGGLES INTL IN COM 422819102 438 12,083 X 12,083
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,422 37,516 X 37,516
HELMERICH & PAYNE INC COM 423452101 443 6,352 X 6,352
HERSHEY CO COM 427866108 924 17,695 X 17,695
HEWLETT PACKARD CO COM 428236103 9,871 300,042 X 300,042
HIBBETT SPORTING GOODS INC COM 428565105 680 20,621 X 20,621
HILLENBRAND INDS INC COM 431573104 438 7,959 X 7,959
HOLLY CORP COM PAR $0.01 435758305 421 5,681 X 5,681
HOLOGIC INC COM 436440101 217 3,916 X 3,916
HOME DEPOT INC COM 437076102 9,462 223,685 X 223,685
HONDA MOTOR LTD AMERN SHS 438128308 1,060 34,235 X 34,235
HONEYWELL INTL INC COM 438516106 3,781 88,392 X 88,392
HOOPER HOLMES INC COM 439104100 62 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 772 41,052 X 41,052
HOT TOPIC INC COM 441339108 485 33,459 X 33,459
HUGOTON RTY TR TEX UNIT BEN INT 444717102 310 9,955 X 9,955
HUNTINGTON BANCSHARES INC COM 446150104 982 40,688 X 40,688
IAC INTERACTIVECORP COM NEW 44919P300 525 17,803 X 17,803
ICU MED INC COM 44930G107 769 21,260 X 21,260
ISTAR FINL INC COM 45031U101 1,021 26,676 X 26,676
ITT EDUCATIONAL SERVICES INC COM 45068B109 506 7,900 X 7,900
ILLINOIS TOOL WKS INC COM 452308109 3,634 37,735 X 37,735
ILLUMINA INC COM 452327109 538 22,638 X 22,638
IMMUCOR INC COM 452526106 422 14,715 X 14,715
IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,068 44,410 X 44,410
IMPERIAL OIL LTD COM NEW 453038408 969 9,010 X 9,010
INDEPENDENCE CMNTY BK CORP COM 453414104 245 5,882 X 5,882
INFINITY PPTY & CAS CORP COM 45665Q103 1,544 37,000 X 37,000
INFORMATICA CORP COM 45666Q102 174 11,208 X 11,208
ING GROEP N V SPONSORED ADR 456837103 1,099 27,900 X 27,900
INGRAM MICRO INC CL A 457153104 830 41,500 X 41,500
INLAND REAL ESTATE CORP COM NEW 457461200 888 54,440 X 54,440
INSIGHT ENTERPRISES INC COM 45765U103 605 27,500 X 27,500
INPUT/OUTPUT INC COM 457652105 197 20,333 X 20,333
INSITUFORM TECHNOLOGIES INC CL A 457667103 540 20,319 X 20,319
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 341 26,250 X 26,250
INSTEEL INDUSTRIES INC COM 45774W108 506 8,920 X 8,920
INTEGRATED SILICON SOLUTION COM 45812P107 302 45,500 X 45,500
INTEL CORP COM 458140100 13,445 690,900 X 690,900
INTER PARFUMS INC COM 458334109 448 22,477 X 22,477
INTER TEL INC COM 458372109 403 18,800 X 18,800
INTERCONTINENTALEXCHANGE INC COM 45865V100 438 6,338 X 6,338
INTERNATIONAL BANCSHARES COR COM 459044103 204 7,091 X 7,091
INTERNATIONAL BUSINESS MACHS COM 459200101 13,787 167,175 X 167,175
INTERNATIONAL DISPLAYWORKS I COM 459412102 170 25,917 X 25,917
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 340 9,900 X 9,900
INTL PAPER CO COM 460146103 1,757 50,825 X 50,825
INTERSIL CORP CL A 46069S109 1,548 53,522 X 53,522
INTEVAC INC COM 461148108 429 14,891 X 14,891
INVESTORS REAL ESTATE TR SH BEN INT 461730103 301 31,600 X 31,600
INVESTORS FINL SERVICES CORP COM 461915100 286 6,100 X 6,100
IPAYMENT INC COM 46262E105 426 9,938 X 9,938
ISHARES TR RUSSELL MIDCAP 464287499 51,784 547,000 X 547,000
ISHARES TR RUSSELL 2000 464287655 32,758 431,200 X 431,200
I2 TECHNOLOGIES INC COM NEW 465754208 424 24,674 X 24,674
J & J SNACK FOODS CORP COM 466032109 511 15,200 X 15,200
JDA SOFTWARE GROUP INC COM 46612K108 418 28,938 X 28,938
JLG INDS INC COM 466210101 357 11,594 X 11,594
JP MORGAN CHASE & CO COM 46625H100 16,245 390,118 X 390,118
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,539 32,755 X 32,755
JACK IN THE BOX INC COM 466367109 2,074 47,686 X 47,686
JACUZZI BRANDS INC COM 469865109 383 38,980 X 38,980
JAKKS PAC INC COM 47012E106 1,518 56,758 X 56,758
JOHNSON & JOHNSON COM 478160104 19,260 325,227 X 325,227
JONES LANG LASALLE INC COM 48020Q107 1,506 19,679 X 19,679
JUNIPER NETWORKS INC COM 48203R104 1,080 56,469 X 56,469
K-SWISS INC CL A 482686102 335 11,100 X 11,100
KB HOME COM 48666K109 947 14,572 X 14,572
KEANE INC COM 486665102 609 38,642 X 38,642
KEITHLEY INSTRS INC COM 487584104 261 16,983 X 16,983
KELLOGG CO COM 487836108 1,143 25,958 X 25,958
KELLWOOD CO COM 488044108 1,177 37,501 X 37,501
KIMBERLY CLARK CORP COM 494368103 2,865 49,574 X 49,574
KOHLS CORP COM 500255104 1,683 31,740 X 31,740
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1,067 31,700 X 31,700
KOPIN CORP COM 500600101 829 165,484 X 165,484
KRAFT FOODS INC CL A 50075N104 1,861 61,392 X 61,392
KYPHON INC COM 501577100 451 12,126 X 12,126
LTX CORP COM 502392103 374 69,319 X 69,319
LA Z BOY INC COM 505336107 609 35,800 X 35,800
LABOR READY INC COM NEW 505401208 1,589 66,338 X 66,338
LABRANCHE & CO INC COM 505447102 464 29,377 X 29,377
LAMSON & SESSIONS CO COM 513696104 1,635 58,752 X 58,752
LANCASTER COLONY CORP COM 513847103 365 8,700 X 8,700
LANDAMERICA FINL GROUP INC COM 514936103 1,570 23,134 X 23,134
LANDRYS RESTAURANTS INC COM 51508L103 442 12,524 X 12,524
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 297 7,241 X 7,241
LASERCARD CORP COM 51807U101 658 29,232 X 29,232
LAWSON SOFTWARE INC COM 520780107 159 20,725 X 20,725
LEHMAN BROS HLDGS INC COM 524908100 5,092 35,229 X 35,229
LENNAR CORP CL A 526057104 870 14,411 X 14,411
LENOX GROUP INC COM 526262100 373 28,500 X 28,500
LEXINGTON CORP PPTYS TR COM 529043101 819 39,298 X 39,298
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,383 290,249 X 290,249
LIBERTY PPTY TR SH BEN INT 531172104 1,045 22,158 X 22,158
LILLY ELI & CO COM 532457108 5,623 101,680 X 101,680
LINCOLN NATL CORP IND COM 534187109 976 17,879 X 17,879
LINDSAY MFG CO COM 535555106 303 11,200 X 11,200
LIONBRIDGE TECHNOLOGIES INC COM 536252109 184 23,290 X 23,290
LITHIA MTRS INC CL A 536797103 413 11,904 X 11,904
LITTELFUSE INC COM 537008104 693 20,294 X 20,294
LIZ CLAIBORNE INC COM 539320101 200 4,887 X 4,887
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 975 25,327 X 25,327
LO-JACK CORP COM 539451104 309 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,876 38,278 X 38,278
LODGENET ENTMT CORP COM 540211109 330 21,200 X 21,200
LOEWS CORP COM 540424108 1,561 15,427 X 15,427
LOEWS CORP CAROLNA GP STK 540424207 742 15,700 X 15,700
LONE STAR TECHNOLOGIES INC COM 542312103 613 11,061 X 11,061
LOUISIANA PAC CORP COM 546347105 364 13,365 X 13,365
LOWES COS INC COM 548661107 5,171 80,247 X 80,247
LUBYS INC COM 549282101 290 23,211 X 23,211
LUMINENT MTG CAP INC COM 550278303 769 94,793 X 94,793
LYONDELL CHEMICAL CO COM 552078107 1,068 53,680 X 53,680
M D C HLDGS INC COM 552676108 973 15,129 X 15,129
MFA MTG INVTS INC COM 55272X102 804 126,572 X 126,572
MIVA INC COM 55311R108 176 43,216 X 43,216
MTS SYS CORP COM 553777103 471 11,270 X 11,270
MACDERMID INC COM 554273102 389 12,100 X 12,100
MACK CALI RLTY CORP COM 554489104 208 4,331 X 4,331
MADDEN STEVEN LTD COM 556269108 413 11,620 X 11,620
MAGELLAN HEALTH SVCS INC COM NEW 559079207 825 20,374 X 20,374
MAGMA DESIGN AUTOMATION COM 559181102 140 16,200 X 16,200
MANHATTAN ASSOCS INC COM 562750109 796 36,184 X 36,184
MANNATECH INC COM 563771104 563 32,400 X 32,400
MANULIFE FINL CORP COM 56501R106 1,042 16,600 X 16,600
MARATHON OIL CORP COM 565849106 4,279 56,182 X 56,182
MARSH & MCLENNAN COS INC COM 571748102 1,621 55,219 X 55,219
MARSHALL & ILSLEY CORP COM 571834100 1,053 24,167 X 24,167
MARRIOTT INTL INC NEW CL A 571903202 1,250 18,222 X 18,222
MARVEL ENTERTAINMENT INC COM 57383T103 372 18,500 X 18,500
MASCO CORP COM 574599106 2,455 75,567 X 75,567
MATTEL INC COM 577081102 1,051 57,979 X 57,979
MATTSON TECHNOLOGY INC COM 577223100 363 30,210 X 30,210
MAVERICK TUBE CORP COM 577914104 1,034 19,505 X 19,505
MAXIMUS INC COM 577933104 579 16,100 X 16,100
MCCORMICK & SCHMICKS SEAFD R COM 579793100 426 16,727 X 16,727
MCDONALDS CORP COM 580135101 4,513 131,339 X 131,339
MCGRAW HILL COS INC COM 580645109 2,237 38,818 X 38,818
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,788 31,240 X 31,240
MEDIS TECHNOLOGIES LTD COM 58500P107 437 18,718 X 18,718
MEDTRONIC INC COM 585055106 6,361 125,332 X 125,332
MENTOR CORP MINN COM 587188103 326 7,195 X 7,195
MERCK & CO INC COM 589331107 9,117 258,793 X 258,793
MERCURY COMPUTER SYS COM 589378108 901 55,616 X 55,616
MERCURY GENL CORP NEW COM 589400100 1,558 28,374 X 28,374
MERITAGE HOMES CORP COM 59001A102 854 15,536 X 15,536
MERRILL LYNCH & CO INC COM 590188108 7,693 97,671 X 97,671
MESA AIR GROUP INC COM 590479101 1,552 135,660 X 135,660
METLIFE INC COM 59156R108 3,099 64,073 X 64,073
MICREL INC COM 594793101 627 42,300 X 42,300
MICROSOFT CORP COM 594918104 26,336 967,863 X 967,863
MICROSTRATEGY INC CL A NEW 594972408 1,958 18,594 X 18,594
MICROTUNE INC DEL COM 59514P109 288 55,235 X 55,235
MID-AMER APT CMNTYS INC COM 59522J103 1,020 18,627 X 18,627
MILLER HERMAN INC COM 600544100 395 12,200 X 12,200
MINDSPEED TECHNOLOGIES INC COM 602682106 419 105,200 X 105,200
MINE SAFETY APPLIANCES CO COM 602720104 904 21,525 X 21,525
MOLEX INC COM 608554101 523 15,762 X 15,762
MONACO COACH CORP COM 60886R103 545 40,643 X 40,643
MONARCH CASINO & RESORT INC COM 609027107 542 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 2,355 27,789 X 27,789
MORGAN STANLEY COM NEW 617446448 7,132 113,527 X 113,527
MOTOROLA INC COM 620076109 5,822 254,104 X 254,104
MUELLER INDS INC COM 624756102 435 12,193 X 12,193
MYERS INDS INC COM 628464109 410 25,630 X 25,630
NBTY INC COM 628782104 689 30,581 X 30,581
NCI BUILDING SYS INC COM 628852105 427 7,138 X 7,138
NCO GROUP INC COM 628858102 328 13,804 X 13,804
NDS GROUP PLC SPONSORED ADR 628891103 521 10,020 X 10,020
NS GROUP INC COM 628916108 1,554 33,753 X 33,753
NARA BANCORP INC COM 63080P105 350 19,918 X 19,918
NATIONAL CITY CORP COM 635405103 3,096 88,699 X 88,699
NATIONAL HEALTH INVS INC COM 63633D104 400 15,738 X 15,738
NATIONAL INSTRS CORP COM 636518102 333 10,200 X 10,200
NATIONWIDE FINL SVCS INC CL A 638612101 1,488 34,589 X 34,589
NATIONWIDE HEALTH PPTYS INC COM 638620104 236 10,966 X 10,966
NAUTILUS INC COM 63910B102 545 36,479 X 36,479
NEENAH PAPER INC COM 640079109 477 14,570 X 14,570
NEOWARE INC COM 64065P102 1,599 53,972 X 53,972
NETBANK INC COM 640933107 257 35,433 X 35,433
NETFLIX COM INC COM 64110L106 493 17,000 X 17,000
NETEASE COM INC SPONSORED ADR 64110W102 481 19,600 X 19,600
NETLOGIC MICROSYSTEMS INC COM 64118B100 493 11,973 X 11,973
NEUROMETRIX INC COM 641255104 451 11,570 X 11,570
NEUSTAR INC CL A 64126X201 471 15,200 X 15,200
NEW YORK & CO INC COM 649295102 324 21,716 X 21,716
NEWELL RUBBERMAID INC COM 651229106 1,013 40,225 X 40,225
NEWMONT MINING CORP COM 651639106 2,217 42,721 X 42,721
NEWPARK RES INC COM PAR $.01NE 651718504 421 51,377 X 51,377
NEWS CORP CL A 65248E104 4,011 241,487 X 241,487
NEXTEL PARTNERS INC CL A 65333F107 1,226 43,300 X 43,300
NEXEN INC COM 65334H102 897 16,300 X 16,300
NIKE INC CL B 654106103 1,655 19,450 X 19,450
NOKIA CORP SPONSORED ADR 654902204 1,043 50,346 X 50,346
NORTHROP GRUMMAN CORP COM 666807102 2,541 37,209 X 37,209
NOVARTIS A G SPONSORED ADR 66987V109 1,027 18,526 X 18,526
NOVEN PHARMACEUTICALS INC COM 670009109 600 33,302 X 33,302
NOVO-NORDISK A S ADR 670100205 1,118 18,000 X 18,000
NUCOR CORP COM 670346105 1,053 10,046 X 10,046
NVIDIA CORP COM 67066G104 1,645 28,731 X 28,731
O CHARLEYS INC COM 670823103 737 39,914 X 39,914
OM GROUP INC COM 670872100 418 18,159 X 18,159
OCCIDENTAL PETE CORP DEL COM 674599105 5,474 59,087 X 59,087
ODYSSEY HEALTHCARE INC COM 67611V101 613 35,599 X 35,599
ODYSSEY RE HLDGS CORP COM 67612W108 255 11,773 X 11,773
OHIO CAS CORP COM 677240103 254 8,000 X 8,000
OIL STS INTL INC COM 678026105 989 26,825 X 26,825
OLD REP INTL CORP COM 680223104 2,499 114,522 X 114,522
OLIN CORP COM PAR $1 680665205 356 16,580 X 16,580
OMNICOM GROUP INC COM 681919106 1,582 19,002 X 19,002
OMNIVISION TECHNOLOGIES INC COM 682128103 1,551 51,347 X 51,347
ON SEMICONDUCTOR CORP COM 682189105 426 58,710 X 58,710
ONEOK INC NEW COM 682680103 212 6,580 X 6,580
ORACLE CORP COM 68389X105 5,368 392,106 X 392,106
OPTIONSXPRESS HLDGS INC COM 684010101 431 14,815 X 14,815
ORASURE TECHNOLOGIES INC COM 68554V108 776 75,354 X 75,354
O REILLY AUTOMOTIVE INC COM 686091109 873 23,889 X 23,889
ORIENTAL FINL GROUP INC COM 68618W100 341 23,626 X 23,626
OSHKOSH TRUCK CORP COM 688239201 987 15,864 X 15,864
OVERLAND STORAGE INC COM 690310107 177 19,500 X 19,500
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,589 33,147 X 33,147
OWENS & MINOR INC NEW COM 690732102 416 12,694 X 12,694
PMC-SIERRA INC COM 69344F106 347 28,258 X 28,258
PNC FINL SVCS GROUP INC COM 693475105 2,994 44,480 X 44,480
PPG INDS INC COM 693506107 993 15,671 X 15,671
PS BUSINESS PKS INC CALIF COM 69360J107 746 13,349 X 13,349
PSS WORLD MED INC COM 69366A100 431 22,324 X 22,324
PACER INTL INC TENN COM 69373H106 428 13,092 X 13,092
PAIN THERAPEUTICS INC COM 69562K100 416 38,234 X 38,234
PALM INC NEW COM 696643105 222 9,600 X 9,600
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 464 13,862 X 13,862
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 300 4,237 X 4,237
PANTRY INC COM 698657103 1,974 31,634 X 31,634
PAPA JOHNS INTL INC COM 698813102 504 15,352 X 15,352
PARALLEL PETE CORP DEL COM 699157103 641 34,756 X 34,756
PAREXEL INTL CORP COM 699462107 377 14,253 X 14,253
PARK ELECTROCHEMICAL CORP COM 700416209 431 14,595 X 14,595
PARKER DRILLING CO COM 701081101 899 96,930 X 96,930
PARKWAY PPTYS INC COM 70159Q104 831 19,024 X 19,024
PARLUX FRAGRANCES INC COM 701645103 438 13,582 X 13,582
PARTNERS TR FINL GROUP INC N COM 70213F102 352 29,533 X 29,533
PATTERSON UTI ENERGY INC COM 703481101 965 30,202 X 30,202
PENN NATL GAMING INC COM 707569109 1,511 35,812 X 35,812
PENN VA CORP COM 707882106 609 8,584 X 8,584
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 259 5,884 X 5,884
PEPSICO INC COM 713448108 10,028 173,519 X 173,519
PERFORMANCE FOOD GROUP CO COM 713755106 659 21,119 X 21,119
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 472 29,200 X 29,200
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 855 9,868 X 9,868
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 445 9,563 X 9,563
PFIZER INC COM 717081103 20,412 819,097 X 819,097
PHARMION CORP COM 71715B409 350 19,435 X 19,435
PHELPS DODGE CORP COM 717265102 2,703 33,561 X 33,561
PHOENIX COS INC NEW COM 71902E109 439 26,940 X 26,940
PHOTRONICS INC COM 719405102 618 32,939 X 32,939
PILGRIMS PRIDE CORP COM 721467108 573 26,423 X 26,423
PIONEER DRILLING CO COM 723655106 456 27,769 X 27,769
PIPER JAFFRAY COS COM 724078100 437 7,940 X 7,940
PLANAR SYS INC COM 726900103 301 17,776 X 17,776
POPE & TALBOT INC COM 732827100 325 47,829 X 47,829
POPULAR INC COM 733174106 1,080 52,004 X 52,004
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,576 33,648 X 33,648
POSSIS MEDICAL INC COM 737407106 215 21,200 X 21,200
PRAXAIR INC COM 74005P104 1,849 33,519 X 33,519
PREMIUM STD FARMS INC COM 74060C105 440 25,063 X 25,063
PROASSURANCE CORP COM 74267C106 600 11,548 X 11,548
PROCTER & GAMBLE CO COM 742718109 19,229 333,669 X 333,669
PROGRESSIVE CORP OHIO COM 743315103 3,696 35,447 X 35,447
PROVIDENT ENERGY TR TR UNIT 74386K104 195 17,210 X 17,210
PRUDENTIAL FINL INC COM 744320102 4,068 53,667 X 53,667
PT INDOSAT TBK SPONSORED ADR 744383100 455 16,200 X 16,200
PULTE HOMES INC COM 745867101 783 20,367 X 20,367
QLOGIC CORP COM 747277101 332 17,182 X 17,182
QUALCOMM INC COM 747525103 8,567 169,274 X 169,274
QUALITY SYS INC COM 747582104 713 21,534 X 21,534
QUANEX CORP COM 747620102 387 5,802 X 5,802
QUEST SOFTWARE INC COM 74834T103 172 10,276 X 10,276
R & G FINANCIAL CORP CL B 749136107 379 29,946 X 29,946
RADIAN GROUP INC COM 750236101 291 4,835 X 4,835
RADIO ONE INC CL D NON VTG 75040P405 123 16,463 X 16,463
RANDGOLD RES LTD ADR 752344309 446 24,549 X 24,549
RAYTHEON CO COM NEW 755111507 2,148 46,860 X 46,860
REALNETWORKS INC COM 75605L104 177 21,485 X 21,485
RED HAT INC COM 756577102 383 13,701 X 13,701
REDBACK NETWORKS INC COM NEW 757209507 428 19,713 X 19,713
REDIFF COM INDIA LTD SPONSORED ADR 757479100 314 14,922 X 14,922
REGENERON PHARMACEUTICALS COM 75886F107 358 21,552 X 21,552
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,691 48,070 X 48,070
REINSURANCE GROUP AMER INC COM 759351109 306 6,468 X 6,468
RENAISSANCE LEARNING INC COM 75968L105 401 22,300 X 22,300
RENOVIS INC COM 759885106 388 18,215 X 18,215
RENAL CARE GROUP INC COM 759930100 761 15,850 X 15,850
REPSOL YPF S A SPONSORED ADR 76026T205 1,064 37,350 X 37,350
RESOURCES CONNECTION INC COM 76122Q105 871 34,976 X 34,976
REYNOLDS & REYNOLDS CO CL A 761695105 599 21,108 X 21,108
REYNOLDS AMERICAN INC COM 761713106 1,060 10,047 X 10,047
ROANOKE ELEC STL CORP COM 769841107 210 6,489 X 6,489
ROBBINS & MYERS INC COM 770196103 272 12,600 X 12,600
ROCKY SHOES & BOOTS INC COM 774830103 545 20,700 X 20,700
ROTECH HEALTHCARE INC COM 778669101 342 23,600 X 23,600
ROYAL GOLD INC COM 780287108 374 10,321 X 10,321
RUSS BERRIE & CO COM 782233100 246 16,200 X 16,200
RUSSELL CORP COM 782352108 468 33,932 X 33,932
RYANS RESTAURANT GROUP INC COM 783520109 579 39,935 X 39,935
RYERSON INC COM 78375P107 823 30,770 X 30,770
RYLAND GROUP INC COM 783764103 943 13,595 X 13,595
SLM CORP COM 78442P106 2,258 43,473 X 43,473
SPSS INC COM 78462K102 772 24,375 X 24,375
SRS LABS INC COM 78464M106 238 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 296 5,577 X 5,577
SAFECO CORP COM 786429100 956 19,047 X 19,047
SAFETY INS GROUP INC COM 78648T100 403 8,826 X 8,826
ST JUDE MED INC COM 790849103 1,539 37,542 X 37,542
ST PAUL TRAVELERS INC COM 792860108 3,957 94,686 X 94,686
SALEM COMMUNICATIONS CORP DE CL A 794093104 189 12,569 X 12,569
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 401 9,800 X 9,800
SANTANDER BANCORP COM 802809103 493 19,403 X 19,403
SARA LEE CORP COM 803111103 1,459 81,580 X 81,580
SCANSOURCE INC COM 806037107 1,335 22,098 X 22,098
SCHERING PLOUGH CORP COM 806605101 3,761 198,063 X 198,063
SCHICK TECHNOLOGIES INC COM 806683108 514 10,300 X 10,300
SCHULMAN A INC COM 808194104 390 15,743 X 15,743
SCHWAB CHARLES CORP NEW COM 808513105 1,876 108,984 X 108,984
SCS TRANSN INC COM 81111T102 422 14,510 X 14,510
SEABOARD CORP COM 811543107 359 225 X 225
SEARS HLDGS CORP COM 812350106 1,352 10,256 X 10,256
SECURE COMPUTING CORP COM 813705100 382 33,061 X 33,061
SELECTIVE INS GROUP INC COM 816300107 1,488 28,084 X 28,084
SHAW COMMUNICATIONS INC CL B CONV 82028K200 826 34,556 X 34,556
SHAW GROUP INC COM 820280105 645 21,225 X 21,225
SHERWIN WILLIAMS CO COM 824348106 1,059 21,418 X 21,418
SIEMENS A G SPONSORED ADR 826197501 1,034 11,101 X 11,101
SIERRA HEALTH SVCS INC COM 826322109 464 11,400 X 11,400
SIFY LTD SPONSORED ADR 82655M107 340 25,680 X 25,680
SIGMA DESIGNS INC COM 826565103 443 30,331 X 30,331
SILICON LABORATORIES INC COM 826919102 1,750 31,845 X 31,845
SILGAN HOLDINGS INC COM 827048109 667 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 156 15,100 X 15,100
SILVER STD RES INC COM 82823L106 230 11,160 X 11,160
SIMON PPTY GROUP INC NEW COM 828806109 1,501 17,844 X 17,844
SIMPSON MANUFACTURING CO INC COM 829073105 922 21,300 X 21,300
SIX FLAGS INC COM 83001P109 405 39,815 X 39,815
SKYWEST INC COM 830879102 1,544 52,765 X 52,765
SKYWORKS SOLUTIONS INC COM 83088M102 1,161 171,277 X 171,277
SKILLSOFT PLC SPONSORED ADR 830928107 165 31,400 X 31,400
SMITH A O COM 831865209 438 8,289 X 8,289
SOFTBRANDS INC COM 83402A107 16 10,670 X 10,670
SONIC AUTOMOTIVE INC CL A 83545G102 567 20,420 X 20,420
SONIC CORP COM 835451105 951 27,068 X 27,068
SONICWALL INC COM 835470105 136 19,172 X 19,172
SOTHEBYS HLDGS INC CL A 835898107 256 8,800 X 8,800
SOUTHERN CO COM 842587107 2,527 77,127 X 77,127
SOUTHERN COPPER CORP COM 84265V105 2,686 31,793 X 31,793
SOVRAN SELF STORAGE INC COM 84610H108 435 7,877 X 7,877
SPRINT NEXTEL CORP COM FON 852061100 8,448 326,952 X 326,952
STAGE STORES INC COM NEW 85254C305 852 28,622 X 28,622
STANDARD PAC CORP NEW COM 85375C101 905 26,909 X 26,909
STANLEY WKS COM 854616109 957 18,900 X 18,900
STAPLES INC COM 855030102 1,948 76,331 X 76,331
STARBUCKS CORP COM 855244109 3,040 80,781 X 80,781
STATE STR CORP COM 857477103 2,073 34,297 X 34,297
STATOIL ASA SPONSORED ADR 85771P102 954 33,500 X 33,500
STEEL TECHNOLOGIES INC COM 858147101 564 23,222 X 23,222
STEELCASE INC CL A 858155203 423 23,508 X 23,508
STEWART INFORMATION SVCS COR COM 860372101 2,224 47,233 X 47,233
STONE ENERGY CORP COM 861642106 606 13,732 X 13,732
STRATEX NETWORKS INC COM 86279T109 202 32,846 X 32,846
STRATTEC SEC CORP COM 863111100 348 9,325 X 9,325
STRYKER CORP COM 863667101 1,347 30,369 X 30,369
SUN COMMUNITIES INC COM 866674104 397 11,217 X 11,217
SUNTRUST BKS INC COM 867914103 2,725 37,456 X 37,456
SUPERIOR ESSEX INC COM 86815V105 395 15,510 X 15,510
SUPERIOR INDS INTL INC COM 868168105 506 26,143 X 26,143
SUPPORTSOFT INC COM 868587106 137 30,900 X 30,900
SUSQUEHANNA BANCSHARES INC P COM 869099101 426 16,550 X 16,550
SWIFT ENERGY CO COM 870738101 1,194 31,861 X 31,861
SYMANTEC CORP COM 871503108 2,051 121,864 X 121,864
SYNTEL INC COM 87162H103 431 22,800 X 22,800
SYSCO CORP COM 871829107 2,102 65,597 X 65,597
TCF FINL CORP COM 872275102 1,261 48,989 X 48,989
TD BANKNORTH INC COM 87235A101 910 31,018 X 31,018
TXU CORP COM 873168108 2,223 49,672 X 49,672
TALK AMERICA HLDGS INC COM NEW 87426R202 388 45,500 X 45,500
TANGER FACTORY OUTLET CTRS I COM 875465106 674 19,600 X 19,600
TARGET CORP COM 87612E106 4,773 91,762 X 91,762
TECHNICAL OLYMPIC USA INC COM 878483106 1,016 49,948 X 49,948
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 1,010 36,955 X 36,955
TELEFONICA S A SPONSORED ADR 879382208 966 20,558 X 20,558
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 991 44,065 X 44,065
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 395 8,295 X 8,295
TELUS CORP NON-VTG SHS 87971M202 1,065 27,512 X 27,512
TENNECO INC COM 880349105 414 19,099 X 19,099
TERRA NITROGEN CO L P COM UNIT 881005201 282 14,000 X 14,000
TESORO CORP COM 881609101 478 7,000 X 7,000
TETRA TECH INC NEW COM 88162G103 573 30,000 X 30,000
TEXAS INSTRS INC COM 882508104 5,593 172,237 X 172,237
THERAVANCE INC COM 88338T104 415 14,789 X 14,789
THOR INDS INC COM 885160101 922 17,282 X 17,282
THORNBURG MTG INC COM 885218107 844 31,200 X 31,200
3M CO COM 88579Y101 7,073 93,445 X 93,445
TIBCO SOFTWARE INC COM 88632Q103 146 17,500 X 17,500
TIMBERLAND CO CL A 887100105 1,813 52,979 X 52,979
TIME WARNER INC COM 887317105 7,981 475,342 X 475,342
TIME WARNER TELECOM INC CL A 887319101 459 25,585 X 25,585
TIVO INC COM 888706108 611 84,465 X 84,465
TODCO CL A 88889T107 485 12,303 X 12,303
TOLLGRADE COMMUNICATIONS INC COM 889542106 393 26,400 X 26,400
TOO INC COM 890333107 1,367 39,800 X 39,800
TORO CO COM 891092108 425 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 843 6,400 X 6,400
TRADESTATION GROUP INC COM 89267P105 322 23,303 X 23,303
TREDEGAR CORP COM 894650100 237 14,900 X 14,900
TRIDENT MICROSYSTEMS INC COM 895919108 433 14,905 X 14,905
TRIAD GTY INC COM 895925105 291 6,213 X 6,213
TRICO MARINE SERVICES INC COM NEW 896106200 478 14,812 X 14,812
TRIMERIS INC COM 896263100 175 12,956 X 12,956
TRINITY INDS INC COM 896522109 412 7,575 X 7,575
TRUE RELIGION APPAREL INC COM 89784N104 369 20,000 X 20,000
TUPPERWARE BRANDS CORP COM 899896104 350 17,000 X 17,000
24/7 REAL MEDIA INC COM NEW 901314203 437 41,777 X 41,777
II VI INC COM 902104108 918 50,759 X 50,759
TYCO INTL LTD NEW COM 902124106 1,054 39,218 X 39,218
UCBH HOLDINGS INC COM 90262T308 282 14,920 X 14,920
UGI CORP NEW COM 902681105 1,591 75,517 X 75,517
UICI COM 902737105 942 25,454 X 25,454
UST INC COM 902911106 1,090 26,197 X 26,197
US BANCORP DEL COM NEW 902973304 6,753 221,410 X 221,410
ULTICOM INC COM 903844108 363 33,747 X 33,747
ULTIMATE SOFTWARE GROUP INC COM 90385D107 435 16,822 X 16,822
ULTRATECH INC COM 904034105 439 17,921 X 17,921
UMPQUA HLDGS CORP COM 904214103 393 13,781 X 13,781
UNION PAC CORP COM 907818108 2,544 27,252 X 27,252
UNIONBANCAL CORP COM 908906100 283 4,031 X 4,031
UNISYS CORP COM 909214108 147 21,400 X 21,400
UNIT CORP COM 909218109 842 15,100 X 15,100
UNITED INDL CORP COM 910671106 661 10,842 X 10,842
UNITED ONLINE INC COM 911268100 422 32,828 X 32,828
UNITED PARCEL SERVICE INC CL B 911312106 5,049 63,600 X 63,600
UNITED TECHNOLOGIES CORP COM 913017109 7,173 123,743 X 123,743
UNITED THERAPEUTICS CORP DEL COM 91307C102 311 4,687 X 4,687
UNITEDHEALTH GROUP INC COM 91324P102 7,948 142,293 X 142,293
UNIVERSAL COMPRESSION HLDGS COM 913431102 204 4,021 X 4,021
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 421 16,818 X 16,818
UNUMPROVIDENT CORP COM 91529Y106 1,025 50,070 X 50,070
V F CORP COM 918204108 996 17,497 X 17,497
VALEANT PHARMACEUTICALS INTL COM 91911X104 194 12,248 X 12,248
VALERO ENERGY CORP NEW COM 91913Y100 5,254 87,894 X 87,894
VALUECLICK INC COM 92046N102 350 20,682 X 20,682
VEECO INSTRS INC DEL COM 922417100 465 19,896 X 19,896
VENTANA MED SYS INC COM 92276H106 372 8,904 X 8,904
VENTIV HEALTH INC COM 922793104 2,030 61,112 X 61,112
VERITAS DGC INC COM 92343P107 2,476 54,547 X 54,547
VERIZON COMMUNICATIONS COM 92343V104 10,364 304,287 X 304,287
VIAD CORP COM NEW 92552R406 420 12,259 X 12,259
VIACOM INC NEW CL B 92553P201 2,862 73,759 X 73,759
VIGNETTE CORP COM NEW 926734401 1,535 104,100 X 104,100
VIISAGE TECHNOLOGY INC COM NEW 92675K205 375 21,421 X 21,421
VIROPHARMA INC COM 928241108 574 45,213 X 45,213
VITAL SIGNS INC COM 928469105 496 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1,044 49,953 X 49,953
VORNADO RLTY TR SH BEN INT 929042109 1,046 10,893 X 10,893
WD-40 CO COM 929236107 758 24,563 X 24,563
W HLDG CO INC COM 929251106 1,168 148,396 X 148,396
WABASH NATL CORP COM 929566107 571 28,894 X 28,894
WACHOVIA CORP 2ND NEW COM 929903102 10,142 180,951 X 180,951
WAL MART STORES INC COM 931142103 12,329 260,984 X 260,984
WALGREEN CO COM 931422109 4,569 105,941 X 105,941
WALTER INDS INC COM 93317Q105 404 6,063 X 6,063
WASHINGTON MUT INC COM 939322103 5,338 125,254 X 125,254
WASTE CONNECTIONS INC COM 941053100 1,655 41,566 X 41,566
WASTE MGMT INC DEL COM 94106L109 2,078 58,862 X 58,862
WATSON WYATT WORLDWIDE INC CL A 942712100 394 12,102 X 12,102
WEBMETHODS INC COM 94768C108 173 20,556 X 20,556
WEBSENSE INC COM 947684106 1,506 54,613 X 54,613
WELLPOINT INC COM 94973V107 4,933 63,704 X 63,704
WELLS FARGO & CO NEW COM 949746101 12,159 190,376 X 190,376
WESCO INTL INC COM 95082P105 1,576 23,167 X 23,167
WEST PHARMACEUTICAL SVSC INC COM 955306105 441 12,700 X 12,700
WESTERN SILVER CORP COM 959531104 450 19,163 X 19,163
WET SEAL INC CL A 961840105 454 68,222 X 68,222
WEYERHAEUSER CO COM 962166104 1,822 25,157 X 25,157
WHIRLPOOL CORP COM 963320106 1,025 11,211 X 11,211
WHOLE FOODS MKT INC COM 966837106 1,622 24,420 X 24,420
WILD OATS MARKETS INC COM 96808B107 448 22,049 X 22,049
WILEY JOHN & SONS INC CL A 968223206 526 13,900 X 13,900
WINNEBAGO INDS INC COM 974637100 382 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 424 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 437 7,504 X 7,504
WORLD AIR HLDGS INC COM 98142V104 1,603 163,248 X 163,248
WRIGLEY WM JR CO COM 982526105 1,161 18,145 X 18,145
WYETH COM 983024100 6,730 138,696 X 138,696
XTO ENERGY INC COM 98385X106 895 20,539 X 20,539
YAHOO INC COM 984332106 4,047 125,457 X 125,457
YANKEE CANDLE INC COM 984757104 353 12,900 X 12,900
YUM BRANDS INC COM 988498101 1,467 30,023 X 30,023
ZALE CORP NEW COM 988858106 378 13,500 X 13,500
ZENITH NATL INS CORP COM 989390109 1,619 33,639 X 33,639
ZIMMER HLDGS INC COM 98956P102 1,730 25,590 X 25,590
ZORAN CORP COM 98975F101 416 19,027 X 19,027