-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KoEToemyS+fqAoABrvI2h1zh70GN/7hCuCqhy3aCM/XnMOIGO5YhYhvVUXbB7ltE uOdxn3GqE1Oqr2BGauC18w== 0000315189-06-000050.txt : 20060511 0000315189-06-000050.hdr.sgml : 20060511 20060511150756 ACCESSION NUMBER: 0000315189-06-000050 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060511 DATE AS OF CHANGE: 20060511 EFFECTIVENESS DATE: 20060511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00850 FILM NUMBER: 06829753 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 BUSINESS PHONE: (309) 765-5688 MAIL ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 13F-HR 1 mar0613f.txt DEERE & COMPANY 13-F HR 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 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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 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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
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