13F-HR 1 jun0613f.txt DEERE & COMPANY 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Quarter Ended: 30 June 2006. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois August 9, 2006 --------------------- ---------------- -------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 890 Form 13F Information Table Value Total: $1,524,162 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION FAIR MKT --------------------- CUSIP VALUE PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY DEUTSCHE BANK AG NAMEN ORD D18190898 556 4,944 X 4,944 ACE LTD ORD G0070K103 1,093 21,603 X 21,603 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 233 7,279 X 7,279 FRONTLINE LTD SHS G3682E127 371 9,800 X 9,800 HERBALIFE LTD COM USD SHS G4412G101 444 11,120 X 11,120 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 434 16,436 X 16,436 LAZARD LTD SHS A G54050102 543 13,432 X 13,432 NABORS INDUSTRIES LTD SHS G6359F103 584 17,289 X 17,289 PARTNERRE LTD COM G6852T105 1,354 21,141 X 21,141 SEAGATE TECHNOLOGY SHS G7945J104 2,029 89,631 X 89,631 SHIP FINANCE INTERNATIONAL L SHS G81075106 555 32,056 X 32,056 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 555 13,310 X 13,310 VISTAPRINT LIMITED SHS G93762204 346 12,951 X 12,951 XL CAP LTD CL A G98255105 1,125 18,347 X 18,347 GIVEN IMAGING ORD SHS M52020100 524 34,213 X 34,213 RADWARE LTD ORD M81873107 153 11,891 X 11,891 STEINER LEISURE LTD ORD P8744Y102 455 11,500 X 11,500 ASE TEST LTD ORD Y02516105 526 57,973 X 57,973 GENERAL MARITIME CORP SHS Y2692M103 485 13,127 X 13,127 OMI CORP NEW COM Y6476W104 526 24,287 X 24,287 A C MOORE ARTS & CRAFTS INC COM 00086T103 513 31,482 X 31,482 ABN AMRO HLDG NV SPONSORED ADR 000937102 1,151 42,052 X 42,052 ABM INDS INC COM 000957100 1,101 64,406 X 64,406 AFLAC INC COM 001055102 3,764 81,210 X 81,210 AK STL HLDG CORP COM 001547108 561 40,594 X 40,594 A S V INC COM 001963107 647 28,102 X 28,102 AT&T INC COM 00206R102 11,053 396,291 X 396,291 ATMI INC COM 00207R101 509 20,657 X 20,657 ABBOTT LABS COM 002824100 7,659 175,628 X 175,628 ACTEL CORP COM 004934105 505 35,163 X 35,163 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 432 41,150 X 41,150 ACUITY BRANDS INC COM 00508Y102 608 15,626 X 15,626 ADAMS RESPIRATORY THERAPEUTI COM 00635P107 403 9,040 X 9,040 ADMINISTAFF INC COM 007094105 671 18,746 X 18,746 ADOBE SYS INC COM 00724F101 1,757 57,884 X 57,884 ADTRAN INC COM 00738A106 339 15,104 X 15,104 ADVANCED DIGITAL INFORMATION COM 007525108 175 14,900 X 14,900 AEROFLEX INC COM 007768104 518 44,400 X 44,400 AEROPOSTALE COM 007865108 969 33,529 X 33,529 ADVANCED MICRO DEVICES INC COM 007903107 1,146 46,920 X 46,920 AEGON N V ORD AMER REG 007924103 2,070 121,294 X 121,294 ADVANCED ENERGY INDS COM 007973100 1,542 116,443 X 116,443 AETNA INC NEW COM 00817Y108 2,199 55,075 X 55,075 AGILENT TECHNOLOGIES INC COM 00846U101 1,303 41,291 X 41,291 AGRIUM INC COM 008916108 474 20,400 X 20,400 AKZO NOBEL NV SPONSORED ADR 010199305 1,147 21,337 X 21,337 ALASKA COMMUNICATIONS SYS GR COM 01167P101 461 36,420 X 36,420 ALBANY MOLECULAR RESH INC COM 012423109 202 18,958 X 18,958 ALCOA INC COM 013817101 4,784 147,836 X 147,836 ALDERWOODS GROUP INC COM 014383103 210 10,800 X 10,800 ALERIS INTL INC COM 014477103 1,126 24,550 X 24,550 ALFA CORP COM 015385107 521 31,432 X 31,432 ALKERMES INC COM 01642T108 389 20,578 X 20,578 ALLEGHENY TECHNOLOGIES INC COM 01741R102 474 6,840 X 6,840 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 540 30,753 X 30,753 ALLSTATE CORP COM 020002101 6,129 111,983 X 111,983 ALLTEL CORP COM 020039103 2,390 37,450 X 37,450 ALON USA ENERGY INC COM 020520102 410 13,030 X 13,030 ALTIRIS INC COM 02148M100 498 27,585 X 27,585 ALTRIA GROUP INC COM 02209S103 18,143 247,082 X 247,082 AMBASSADORS GROUP INC COM 023177108 420 14,553 X 14,553 AMERCO COM 023586100 682 6,780 X 6,780 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,350 39,647 X 39,647 AMERICAN ECOLOGY CORP COM NEW 025533407 567 21,387 X 21,387 AMERICAN EXPRESS CO COM 025816109 5,583 104,911 X 104,911 AMERICAN FINL GROUP INC OHIO COM 025932104 1,183 27,576 X 27,576 AMERICAN HOME MTG INVT CORP COM 02660R107 869 23,588 X 23,588 AMERICAN INTL GROUP INC COM 026874107 12,607 213,503 X 213,503 AMERICAN ITALIAN PASTA CO CL A 027070101 304 35,518 X 35,518 AMERICAN NATL INS CO COM 028591105 1,212 9,344 X 9,344 AMERICAN RETIREMENT CORP COM 028913101 229 7,003 X 7,003 AMERICAN SCIENCE & ENGR INC COM 029429107 514 8,882 X 8,882 AMERICAN WOODMARK CORP COM 030506109 567 16,170 X 16,170 AMERICREDIT CORP COM 03060R101 1,176 42,138 X 42,138 AMERIGROUP CORP COM 03073T102 645 20,790 X 20,790 AMGEN INC COM 031162100 7,455 114,287 X 114,287 AMIS HLDGS INC COM 031538101 564 56,355 X 56,355 AMKOR TECHNOLOGY INC COM 031652100 574 60,659 X 60,659 AMSOUTH BANCORPORATION COM 032165102 1,045 39,516 X 39,516 AMSURG CORP COM 03232P405 453 19,910 X 19,910 ANADARKO PETE CORP COM 032511107 2,549 53,454 X 53,454 ANGIOTECH PHARMACEUTICALS IN COM 034918102 193 16,422 X 16,422 ANHEUSER BUSCH COS INC COM 035229103 3,413 74,860 X 74,860 ANNALY MTG MGMT INC COM 035710409 1,596 124,628 X 124,628 ANSOFT CORP COM 036384105 518 25,270 X 25,270 ANSYS INC COM 03662Q105 404 8,446 X 8,446 ANWORTH MORTGAGE ASSET CP COM 037347101 370 44,597 X 44,597 APACHE CORP COM 037411105 2,181 31,949 X 31,949 APOGEE ENTERPRISES INC COM 037598109 543 36,944 X 36,944 APOLLO GROUP INC CL A 037604105 459 8,878 X 8,878 APPLE COMPUTER INC COM 037833100 6,297 109,956 X 109,956 APPLIED MICRO CIRCUITS CORP COM 03822W109 480 175,792 X 175,792 APPLIED MATLS INC COM 038222105 4,005 246,008 X 246,008 AQUILA INC COM 03840P102 415 98,570 X 98,570 ARBOR RLTY TR INC COM 038923108 699 27,903 X 27,903 ARCH CHEMICALS INC COM 03937R102 638 17,691 X 17,691 ARCHER DANIELS MIDLAND CO COM 039483102 2,618 63,432 X 63,432 ARIBA INC COM NEW 04033V203 607 73,761 X 73,761 ARKANSAS BEST CORP DEL COM 040790107 572 11,400 X 11,400 ARMOR HOLDINGS INC COM 042260109 208 3,800 X 3,800 ARRIS GROUP INC COM 04269Q100 924 70,454 X 70,454 ARROW INTL INC COM 042764100 355 10,800 X 10,800 ASPEN TECHNOLOGY INC COM 045327103 626 47,677 X 47,677 ASSOCIATED BANC CORP COM 045487105 1,066 33,821 X 33,821 ASTA FDG INC COM 046220109 1,208 32,302 X 32,302 ASTEC INDS INC COM 046224101 561 16,446 X 16,446 ASYST TECHNOLOGY CORP COM 04648X107 630 83,710 X 83,710 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 432 8,813 X 8,813 ATMOS ENERGY CORP COM 049560105 632 22,631 X 22,631 AUTOLIV INC COM 052800109 2,052 36,274 X 36,274 AUTOMATIC DATA PROCESSING IN COM 053015103 2,535 55,890 X 55,890 AVISTA CORP COM 05379B107 220 9,615 X 9,615 AVNET INC COM 053807103 517 25,845 X 25,845 AXCELIS TECHNOLOGIES INC COM 054540109 586 99,389 X 99,389 AXCAN PHARMA INC COM 054923107 176 13,411 X 13,411 BB&T CORP COM 054937107 3,283 78,928 X 78,928 B A S F A G SPONSORED ADR 055262505 563 7,014 X 7,014 BCE INC COM 05534B109 1,116 47,203 X 47,203 BISYS GROUP INC COM 055472104 203 14,824 X 14,824 BJ SVCS CO COM 055482103 423 11,361 X 11,361 BP PLC SPONSORED ADR 055622104 471 6,772 X 6,772 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 463 5,800 X 5,800 BT GROUP PLC ADR 05577E101 1,154 26,061 X 26,061 BAKER HUGHES INC COM 057224107 4,901 59,874 X 59,874 BALDOR ELEC CO COM 057741100 554 17,693 X 17,693 BANCORPSOUTH INC COM 059692103 215 7,904 X 7,904 BANK OF AMERICA CORPORATION COM 060505104 24,804 515,672 X 515,672 BANK NEW YORK INC COM 064057102 3,895 120,964 X 120,964 BANKUNITED FINL CORP CL A 06652B103 531 17,394 X 17,394 BANTA CORP COM 066821109 426 9,200 X 9,200 BARNES & NOBLE INC COM 067774109 209 5,738 X 5,738 BAXTER INTL INC COM 071813109 2,313 62,935 X 62,935 BE AEROSPACE INC COM 073302101 792 34,667 X 34,667 BEA SYS INC COM 073325102 238 18,200 X 18,200 BEACON ROOFING SUPPLY INC COM 073685109 565 25,668 X 25,668 BEAR STEARNS COS INC COM 073902108 2,257 16,115 X 16,115 BECTON DICKINSON & CO COM 075887109 1,468 24,011 X 24,011 BED BATH & BEYOND INC COM 075896100 893 26,919 X 26,919 BELL MICROPRODUCTS INC COM 078137106 400 73,798 X 73,798 BELLSOUTH CORP COM 079860102 8,068 222,881 X 222,881 BENCHMARK ELECTRS INC COM 08160H101 1,088 45,094 X 45,094 BERRY PETE CO CL A 085789105 631 19,036 X 19,036 BEST BUY INC COM 086516101 2,130 38,841 X 38,841 BHP BILLITON LTD SPONSORED ADR 088606108 488 11,330 X 11,330 BIG LOTS INC COM 089302103 218 12,735 X 12,735 BIOMARIN PHARMACEUTICAL INC COM 09061G101 205 14,245 X 14,245 BIOGEN IDEC INC COM 09062X103 1,544 33,331 X 33,331 BIOVAIL CORP COM 09067J109 1,701 72,651 X 72,651 BIOSITE INC COM 090945106 1,165 25,508 X 25,508 BLACK & DECKER CORP COM 091797100 898 10,632 X 10,632 BLACK BOX CORP DEL COM 091826107 1,251 32,634 X 32,634 BLACK HILLS CORP COM 092113109 214 6,241 X 6,241 BLOCKBUSTER INC CL A 093679108 434 87,247 X 87,247 BOB EVANS FARMS INC COM 096761101 574 19,134 X 19,134 BOEING CO COM 097023105 8,036 98,104 X 98,104 BOSTON BEER INC CL A 100557107 513 17,500 X 17,500 BOSTON PRIVATE FINL HLDGS IN COM 101119105 275 9,871 X 9,871 BOSTON SCIENTIFIC CORP COM 101137107 2,005 119,090 X 119,090 BRADY CORP CL A 104674106 570 15,485 X 15,485 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 583 15,479 X 15,479 BRIGHTPOINT INC COM NEW 109473405 324 23,985 X 23,985 BRISTOL MYERS SQUIBB CO COM 110122108 4,918 190,192 X 190,192 BRISTOL WEST HLDGS INC COM 11037M105 621 38,797 X 38,797 BROADCOM CORP CL A 111320107 1,339 44,132 X 44,132 BROADWING CORP COM 11161E101 557 53,834 X 53,834 BROCADE COMMUNICATIONS SYS I COM 111621108 182 29,673 X 29,673 BRUSH ENGINEERED MATLS INC COM 117421107 538 25,827 X 25,827 BUCKLE INC COM 118440106 389 9,300 X 9,300 BUCYRUS INTL INC NEW CL A 118759109 1,167 23,108 X 23,108 BUFFALO WILD WINGS INC COM 119848109 527 13,751 X 13,751 BUILDING MATLS HLDG CORP COM 120113105 909 32,602 X 32,602 BURLINGTON NORTHN SANTA FE C COM 12189T104 4,367 55,110 X 55,110 C&D TECHNOLOGIES INC COM 124661109 614 81,616 X 81,616 CBS CORP NEW CL B 124857202 2,899 107,161 X 107,161 CKE RESTAURANTS INC COM 12561E105 186 11,200 X 11,200 CLECO CORP NEW COM 12561W105 1,014 43,626 X 43,626 CNET NETWORKS INC COM 12613R104 513 64,292 X 64,292 CVS CORP COM 126650100 2,429 79,116 X 79,116 CABOT MICROELECTRONICS CORP COM 12709P103 220 7,252 X 7,252 CACI INTL INC CL A 127190304 1,046 17,936 X 17,936 CALIFORNIA MICRO DEVICES COR COM 130439102 152 38,106 X 38,106 CAPITAL ONE FINL CORP COM 14040H105 3,455 40,437 X 40,437 CAPITALSOURCE INC COM 14055X102 575 24,505 X 24,505 CARDINAL HEALTH INC COM 14149Y108 4,155 64,585 X 64,585 CAREER EDUCATION CORP COM 141665109 526 17,607 X 17,607 CAREMARK RX INC COM 141705103 2,143 42,980 X 42,980 CASCADE CORP COM 147195101 204 5,163 X 5,163 CASH AMER INTL INC COM 14754D100 688 21,507 X 21,507 CATAPULT COMMUNICATIONS CORP COM 149016107 295 27,062 X 27,062 CATERPILLAR INC DEL COM 149123101 6,505 87,340 X 87,340 CATO CORP NEW CL A 149205106 547 21,150 X 21,150 CEMEX S A SPON ADR 5 ORD 151290889 2,044 35,878 X 35,878 CENDANT CORP COM 151313103 1,589 97,518 X 97,518 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 284 54,593 X 54,593 CENTENE CORP DEL COM 15135B101 1,280 54,409 X 54,409 CENTERPOINT ENERGY INC COM 15189T107 1,122 89,788 X 89,788 CENTRAL EUROPEAN DIST CORP COM 153435102 600 23,851 X 23,851 CENTRAL PAC FINL CORP COM 154760102 564 14,586 X 14,586 CENTRAL PKG CORP COM 154785109 262 16,378 X 16,378 CERADYNE INC COM 156710105 624 12,615 X 12,615 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 396 45,539 X 45,539 CHATTEM INC COM 162456107 427 14,047 X 14,047 CHECKFREE CORP NEW COM 162813109 622 12,551 X 12,551 CHEROKEE INC DEL NEW COM 16444H102 488 11,800 X 11,800 CHEVRON CORP NEW COM 166764100 14,968 241,185 X 241,185 CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,649 3,357 X 3,357 CHICOS FAS INC COM 168615102 502 18,620 X 18,620 CHILDRENS PL RETAIL STORES I COM 168905107 540 9,000 X 9,000 CHOICE HOTELS INTL INC COM 169905106 544 8,976 X 8,976 CHOICEPOINT INC COM 170388102 285 6,835 X 6,835 CHUBB CORP COM 171232101 3,084 61,795 X 61,795 CIENA CORP COM 171779101 200 41,654 X 41,654 CINCINNATI BELL INC NEW COM 171871106 376 91,800 X 91,800 CINCINNATI FINL CORP COM 172062101 1,118 23,782 X 23,782 CISCO SYS INC COM 17275R102 11,556 591,716 X 591,716 CITIGROUP INC COM 172967101 26,802 555,476 X 555,476 CITIZENS BKG CORP MICH COM 174420109 272 11,144 X 11,144 CITY HLDG CO COM 177835105 264 7,317 X 7,317 CLAIRES STORES INC COM 179584107 204 8,012 X 8,012 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,028 97,830 X 97,830 CLEVELAND CLIFFS INC COM 185896107 1,029 12,975 X 12,975 CLICK COMMERCE INC COM NEW 18681D208 1,342 68,031 X 68,031 COCA COLA CO COM 191216100 8,512 197,873 X 197,873 COEUR D ALENE MINES CORP IDA COM 192108108 214 44,387 X 44,387 COHU INC COM 192576106 610 34,781 X 34,781 COINSTAR INC COM 19259P300 619 25,846 X 25,846 COLGATE PALMOLIVE CO COM 194162103 4,517 75,410 X 75,410 COLUMBUS MCKINNON CORP N Y COM 199333105 219 10,058 X 10,058 COMCAST CORP NEW CL A 20030N101 7,917 241,803 X 241,803 COMMERCE BANCSHARES INC COM 200525103 1,059 21,165 X 21,165 COMMERCE GROUP INC MASS COM 200641108 547 18,506 X 18,506 COMMONWEALTH TEL ENTERPRISES COM 203349105 417 12,571 X 12,571 COMMUNITY BK SYS INC COM 203607106 707 35,045 X 35,045 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 625 31,800 X 31,800 COMPUCREDIT CORP COM 20478N100 926 24,088 X 24,088 COMPUTER PROGRAMS & SYS INC COM 205306103 456 11,400 X 11,400 CONCUR TECHNOLOGIES INC COM 206708109 189 12,200 X 12,200 CONMED CORP COM 207410101 651 31,431 X 31,431 CONNETICS CORP COM 208192104 768 65,345 X 65,345 CONNS INC COM 208242107 863 32,520 X 32,520 CONOCOPHILLIPS COM 20825C104 10,993 167,761 X 167,761 CONSTELLATION BRANDS INC CL A 21036P108 583 23,312 X 23,312 CONTINENTAL AIRLS INC CL B 210795308 659 22,108 X 22,108 CORINTHIAN COLLEGES INC COM 218868107 207 14,397 X 14,397 CORNING INC COM 219350105 5,367 221,883 X 221,883 CORPORATE EXECUTIVE BRD CO COM 21988R102 938 9,363 X 9,363 COST PLUS INC CALIF COM 221485105 520 35,503 X 35,503 COSTCO WHSL CORP NEW COM 22160K105 4,163 72,877 X 72,877 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,230 58,555 X 58,555 COVENTRY HEALTH CARE INC COM 222862104 876 15,946 X 15,946 COX RADIO INC CL A 224051102 194 13,471 X 13,471 CROSS TIMBERS RTY TR TR UNIT 22757R109 307 6,819 X 6,819 CRYPTOLOGIC INC COM 228906103 494 20,400 X 20,400 CTRIP COM INTL LTD ADR 22943F100 465 9,100 X 9,100 CUMMINS INC COM 231021106 1,355 11,086 X 11,086 DSP GROUP INC COM 23332B106 722 29,061 X 29,061 DSW INC CL A 23334L102 522 14,328 X 14,328 DAKTRONICS INC COM 234264109 589 20,387 X 20,387 DANAHER CORP DEL COM 235851102 1,477 22,966 X 22,966 DECKERS OUTDOOR CORP COM 243537107 1,427 37,007 X 37,007 DEL MONTE FOODS CO COM 24522P103 161 14,362 X 14,362 DELL INC COM 24702R101 5,472 223,702 X 223,702 DELTA & PINE LD CO COM 247357106 429 14,600 X 14,600 DENDRITE INTL INC COM 248239105 476 51,654 X 51,654 DENNYS CORP COM 24869P104 377 102,244 X 102,244 DENTSPLY INTL INC NEW COM 249030107 580 9,576 X 9,576 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,043 65,021 X 65,021 DEVON ENERGY CORP NEW COM 25179M103 4,672 77,344 X 77,344 DIAMOND OFFSHORE DRILLING IN COM 25271C102 606 7,218 X 7,218 DICKS SPORTING GOODS INC COM 253393102 446 11,260 X 11,260 DIGITAL RIV INC COM 25388B104 418 10,338 X 10,338 DIRECTV GROUP INC COM 25459L106 1,263 76,546 X 76,546 DISNEY WALT CO COM DISNEY 254687106 8,116 270,549 X 270,549 DITECH NETWORKS INC COM 25500T108 512 58,660 X 58,660 DOLLAR TREE STORES INC COM 256747106 452 17,058 X 17,058 DOMINION RES INC VA NEW COM 25746U109 4,057 54,242 X 54,242 DOMINOS PIZZA INC COM 25754A201 490 19,800 X 19,800 DONEGAL GROUP INC CL A 257701201 453 23,330 X 23,330 DOVER DOWNS GAMING & ENTMT I COM 260095104 486 24,761 X 24,761 DOW CHEM CO COM 260543103 5,224 133,858 X 133,858 DOWNEY FINL CORP COM 261018105 556 8,190 X 8,190 DRESS BARN INC COM 261570105 205 8,096 X 8,096 DU PONT E I DE NEMOURS & CO COM 263534109 3,712 89,236 X 89,236 DUKE ENERGY CORP NEW COM 26441C105 5,119 174,283 X 174,283 DUQUESNE LT HLDGS INC COM 266233105 423 25,741 X 25,741 DYCOM INDS INC COM 267475101 542 25,458 X 25,458 DYNAMIC MATLS CORP COM 267888105 621 18,410 X 18,410 EGL INC COM 268484102 393 7,832 X 7,832 E M C CORP MASS COM 268648102 2,517 229,418 X 229,418 EMC INS GROUP INC COM 268664109 352 12,222 X 12,222 ENI S P A SPONSORED ADR 26874R108 1,709 29,090 X 29,090 EOG RES INC COM 26875P101 1,630 23,512 X 23,512 ESS TECHNOLOGY INC COM 269151106 100 46,500 X 46,500 EASTMAN KODAK CO COM 277461109 1,082 45,497 X 45,497 EBAY INC COM 278642103 3,892 132,879 X 132,879 EDO CORP COM 281347104 501 20,587 X 20,587 ELIZABETH ARDEN INC COM 28660G106 191 10,656 X 10,656 ELKCORP COM 287456107 537 19,342 X 19,342 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 622 17,043 X 17,043 EMDEON CORP COM 290849108 466 37,551 X 37,551 EMERSON ELEC CO COM 291011104 4,911 58,594 X 58,594 EMPIRE RESORTS INC COM 292052107 220 31,638 X 31,638 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 487 14,770 X 14,770 ENERGEN CORP COM 29265N108 470 12,230 X 12,230 ENERGY CONVERSION DEVICES IN COM 292659109 298 8,181 X 8,181 ENERGY PARTNERS LTD COM 29270U105 536 28,270 X 28,270 ENTERCOM COMMUNICATIONS CORP CL A 293639100 433 16,571 X 16,571 ENTERPRISE PRODS PARTNERS L COM 293792107 478 19,188 X 19,188 ESCO TECHNOLOGIES INC COM 296315104 396 7,400 X 7,400 ESPEED INC CL A 296643109 361 43,330 X 43,330 ESSEX CORP COM 296744105 556 30,200 X 30,200 ETHAN ALLEN INTERIORS INC COM 297602104 442 12,100 X 12,100 EXAR CORP COM 300645108 576 43,400 X 43,400 EXELON CORP COM 30161N101 5,237 92,160 X 92,160 EXPRESSJET HOLDINGS INC CL A 30218U108 439 63,555 X 63,555 EXPRESS SCRIPTS INC COM 302182100 904 12,604 X 12,604 EXXON MOBIL CORP COM 30231G102 41,218 671,848 X 671,848 FPIC INS GROUP INC COM 302563101 287 7,394 X 7,394 FPL GROUP INC COM 302571104 1,613 38,982 X 38,982 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 274 2,880 X 2,880 FAMILY DLR STORES INC COM 307000109 203 8,307 X 8,307 FARGO ELECTRONICS INC COM 30744P102 447 17,600 X 17,600 FEDERAL HOME LN MTG CORP COM 313400301 5,391 94,568 X 94,568 FEDERAL NATL MTG ASSN COM 313586109 5,590 116,210 X 116,210 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 293 4,184 X 4,184 FEDERATED DEPT STORES INC DE COM 31410H101 1,953 53,361 X 53,361 FEDEX CORP COM 31428X106 3,447 29,497 X 29,497 FIDELITY NATL FINL INC COM 316326107 522 13,406 X 13,406 FIFTH THIRD BANCORP COM 316773100 1,706 46,177 X 46,177 FINANCIAL FED CORP COM 317492106 557 20,015 X 20,015 FIRST AMERN CORP CALIF COM 318522307 2,118 50,095 X 50,095 FIRST AVE NETWORKS INC COM 31865X106 146 13,455 X 13,455 FIRST DATA CORP COM 319963104 3,346 74,287 X 74,287 FIRST HORIZON NATL CORP COM 320517105 1,058 26,320 X 26,320 FIRST MIDWEST BANCORP DEL COM 320867104 735 19,831 X 19,831 FIRST NIAGARA FINL GP INC COM 33582V108 540 38,512 X 38,512 FIRSTFED FINL CORP COM 337907109 528 9,155 X 9,155 FLAGSTAR BANCORP INC COM 337930101 763 47,804 X 47,804 FIRSTENERGY CORP COM 337932107 1,731 31,930 X 31,930 FLEETWOOD ENTERPRISES INC COM 339099103 148 19,639 X 19,639 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 459 7,050 X 7,050 FORD MTR CO DEL COM PAR $0.01 345370860 1,116 161,040 X 161,040 4 KIDS ENTMT INC COM 350865101 290 17,886 X 17,886 FRANKLIN ELEC INC COM 353514102 530 10,255 X 10,255 FRANKLIN RES INC COM 354613101 1,423 16,388 X 16,388 FREDS INC CL A 356108100 773 57,874 X 57,874 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 2,124 38,324 X 38,324 FREIGHTCAR AMER INC COM 357023100 602 10,851 X 10,851 FRONTIER AIRLINES HOLDINGS I COM 359059102 571 79,133 X 79,133 FRONTIER OIL CORP COM 35914P105 590 18,200 X 18,200 FURNITURE BRANDS INTL INC COM 360921100 209 10,037 X 10,037 G & K SVCS INC CL A 361268105 565 16,473 X 16,473 GFI GROUP INC COM 361652209 623 11,540 X 11,540 GSI COMMERCE INC COM 36238G102 719 53,146 X 53,146 GAP INC DEL COM 364760108 919 52,830 X 52,830 GEHL CO COM 368483103 532 20,823 X 20,823 GENENTECH INC COM NEW 368710406 3,693 45,144 X 45,144 GENERAL DYNAMICS CORP COM 369550108 2,556 39,040 X 39,040 GENERAL ELECTRIC CO COM 369604103 33,221 1,007,911 X 1,007,911 GENERAL MLS INC COM 370334104 1,782 34,499 X 34,499 GENERAL MTRS CORP COM 370442105 1,358 45,578 X 45,578 GENESCO INC COM 371532102 440 13,000 X 13,000 GENTIVA HEALTH SERVICES INC COM 37247A102 500 31,211 X 31,211 GENWORTH FINL INC COM CL A 37247D106 1,540 44,200 X 44,200 GENZYME CORP COM 372917104 1,532 25,094 X 25,094 GEORGIA GULF CORP COM PAR $0.01 373200203 1,112 44,454 X 44,454 GERDAU AMERISTEEL CORP COM 37373P105 444 44,232 X 44,232 GERON CORP COM 374163103 206 29,898 X 29,898 GEVITY HR INC COM 374393106 476 17,930 X 17,930 GIBRALTAR INDS INC COM 374689107 641 22,095 X 22,095 GILEAD SCIENCES INC COM 375558103 2,603 44,006 X 44,006 GLATFELTER COM 377316104 572 36,025 X 36,025 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,093 19,589 X 19,589 GLOBAL IMAGING SYSTEMS COM 37934A100 867 21,008 X 21,008 GLOBAL PMTS INC COM 37940X102 427 8,792 X 8,792 GOLD KIST INC COM 380614107 352 26,307 X 26,307 GOLDEN WEST FINL CORP DEL COM 381317106 1,891 25,484 X 25,484 GOLDMAN SACHS GROUP INC COM 38141G104 7,842 52,129 X 52,129 GOOGLE INC CL A 38259P508 8,437 20,119 X 20,119 GREATBATCH INC COM 39153L106 857 36,327 X 36,327 GREATER BAY BANCORP COM 391648102 871 30,300 X 30,300 GREIF INC CL A 397624107 846 11,285 X 11,285 GREY WOLF INC COM 397888108 1,474 191,459 X 191,459 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,141 59,112 X 59,112 GYMBOREE CORP COM 403777105 496 14,262 X 14,262 HCA INC COM 404119109 3,097 71,770 X 71,770 HCC INS HLDGS INC COM 404132102 819 27,813 X 27,813 HRPT PPTYS TR COM SH BEN INT 40426W101 237 20,531 X 20,531 HSBC HLDGS PLC SPON ADR NEW 404280406 1,699 19,229 X 19,229 HAEMONETICS CORP COM 405024100 400 8,600 X 8,600 HAIN CELESTIAL GROUP INC COM 405217100 693 26,900 X 26,900 HALLIBURTON CO COM 406216101 3,713 50,033 X 50,033 HANCOCK HLDG CO COM 410120109 559 9,986 X 9,986 HARLEYSVILLE GROUP INC COM 412824104 515 16,228 X 16,228 HARTFORD FINL SVCS GROUP INC COM 416515104 3,518 41,583 X 41,583 HARVEST NATURAL RESOURCES IN COM 41754V103 660 48,778 X 48,778 HAVERTY FURNITURE INC COM 419596101 355 22,600 X 22,600 HEADWATERS INC COM 42210P102 476 18,627 X 18,627 HEALTHWAYS INC COM 422245100 438 8,324 X 8,324 HEARTLAND EXPRESS INC COM 422347104 596 33,321 X 33,321 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 454 11,238 X 11,238 HELMERICH & PAYNE INC COM 423452101 383 6,352 X 6,352 HEWLETT PACKARD CO 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45254P102 325 29,045 X 29,045 IMPCO TECHNOLOGIES INC COM 45255W106 452 42,315 X 42,315 IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,160 43,428 X 43,428 IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1,059 17,154 X 17,154 INFINITY PPTY & CAS CORP COM 45665Q103 895 21,838 X 21,838 INFORMATICA CORP COM 45666Q102 979 74,394 X 74,394 INFOSPACE INC COM NEW 45678T201 225 9,920 X 9,920 ING GROEP N V SPONSORED ADR 456837103 1,227 31,218 X 31,218 INFRASOURCE SVCS INC COM 45684P102 535 29,361 X 29,361 INGRAM MICRO INC CL A 457153104 605 33,359 X 33,359 INLAND REAL ESTATE CORP COM NEW 457461200 810 54,440 X 54,440 INPUT/OUTPUT INC COM 457652105 562 59,492 X 59,492 INSITUFORM TECHNOLOGIES INC CL A 457667103 553 24,143 X 24,143 INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 369 26,250 X 26,250 INSTEEL INDUSTRIES INC COM 45774W108 432 17,840 X 17,840 INTEL CORP COM 458140100 13,958 734,633 X 734,633 INTER PARFUMS INC COM 458334109 516 29,959 X 29,959 INTERCONTINENTALEXCHANGE INC COM 45865V100 638 11,004 X 11,004 INTERNATIONAL BUSINESS MACHS COM 459200101 11,544 150,279 X 150,279 INTERNATIONAL DISPLAYWORKS I COM 459412102 208 40,073 X 40,073 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 349 9,900 X 9,900 INTL PAPER CO COM 460146103 1,540 47,687 X 47,687 INTERNET SEC SYS INC COM 46060X107 195 10,349 X 10,349 INTERSIL CORP CL A 46069S109 805 34,630 X 34,630 INTRAWEST CORPORATION COM NEW 460915200 202 6,337 X 6,337 INVACARE CORP COM 461203101 499 20,076 X 20,076 INVESTORS REAL ESTATE TR SH BEN INT 461730103 285 31,600 X 31,600 INVESTORS FINL SERVICES CORP COM 461915100 274 6,100 X 6,100 ISHARES TR RUSSELL MIDCAP 464287499 50,187 547,000 X 547,000 ISHARES TR RUSSELL 1000 464287622 7,809 113,014 X 113,014 ISHARES TR RUSSELL 2000 464287655 30,930 431,200 X 431,200 J & J SNACK FOODS CORP COM 466032109 503 15,200 X 15,200 JLG INDS INC COM 466210101 481 21,359 X 21,359 JP MORGAN CHASE & CO COM 46625H100 17,319 412,347 X 412,347 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 929 29,770 X 29,770 JACK IN THE BOX INC COM 466367109 858 21,897 X 21,897 JACUZZI BRANDS INC COM 469865109 516 58,597 X 58,597 JAKKS PAC INC COM 47012E106 917 45,652 X 45,652 JOHNSON & JOHNSON COM 478160104 18,355 306,332 X 306,332 JOHNSON CTLS INC COM 478366107 1,554 18,896 X 18,896 K-SWISS INC CL A 482686102 296 11,100 X 11,100 KEANE INC COM 486665102 483 38,642 X 38,642 KEITHLEY INSTRS INC COM 487584104 216 16,983 X 16,983 KELLOGG CO COM 487836108 1,160 23,959 X 23,959 KIMBERLY CLARK CORP COM 494368103 2,762 44,757 X 44,757 KNOLL INC COM NEW 498904200 408 22,219 X 22,219 KOHLS CORP COM 500255104 1,980 33,487 X 33,487 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1,145 36,767 X 36,767 KOPPERS HOLDINGS INC COM 50060P106 458 22,901 X 22,901 KOPIN CORP COM 500600101 558 154,592 X 154,592 KRAFT FOODS INC CL A 50075N104 3,148 101,865 X 101,865 KULICKE & SOFFA INDS INC COM 501242101 522 70,382 X 70,382 KYPHON INC COM 501577100 465 12,126 X 12,126 LTX CORP COM 502392103 593 84,553 X 84,553 LABOR READY INC COM NEW 505401208 862 38,072 X 38,072 LABRANCHE & CO INC COM 505447102 533 43,995 X 43,995 LAMSON & SESSIONS CO COM 513696104 889 31,351 X 31,351 LANCASTER COLONY CORP COM 513847103 343 8,700 X 8,700 LANDAMERICA FINL GROUP INC COM 514936103 922 14,271 X 14,271 LAS VEGAS SANDS CORP COM 517834107 1,048 13,460 X 13,460 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 335 7,241 X 7,241 LATTICE SEMICONDUCTOR CORP COM 518415104 589 95,248 X 95,248 LAWSON SOFTWARE INC NEW COM 52078P102 203 30,326 X 30,326 LEAPFROG ENTERPRISES INC CL A 52186N106 535 52,976 X 52,976 LEHMAN BROS HLDGS INC COM 524908100 5,560 85,343 X 85,343 LEXINGTON CORP PPTYS TR COM 529043101 849 39,298 X 39,298 LIBBEY INC COM 529898108 641 87,152 X 87,152 LIBERTY PPTY TR SH BEN INT 531172104 979 22,158 X 22,158 LILLY ELI & CO COM 532457108 5,259 95,157 X 95,157 LINCOLN NATL CORP IND COM 534187109 2,684 47,560 X 47,560 LINDSAY MFG CO COM 535555106 592 21,833 X 21,833 LITTELFUSE INC COM 537008104 698 20,294 X 20,294 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,105 28,002 X 28,002 LO-JACK CORP COM 539451104 243 12,900 X 12,900 LOCKHEED MARTIN CORP COM 539830109 4,063 56,641 X 56,641 LODGENET ENTMT CORP COM 540211109 395 21,200 X 21,200 LOEWS CORP COM 540424108 1,523 42,958 X 42,958 LOEWS CORP CAROLNA GP STK 540424207 668 13,006 X 13,006 LONGS DRUG STORES CORP COM 543162101 221 4,854 X 4,854 LOOPNET INC COM 543524300 455 24,434 X 24,434 LOUISIANA PAC CORP COM 546347105 353 16,132 X 16,132 LOWES COS INC COM 548661107 4,555 75,085 X 75,085 LUFKIN INDS INC COM 549764108 617 10,378 X 10,378 LYONDELL CHEMICAL CO COM 552078107 1,054 46,531 X 46,531 MB FINANCIAL INC NEW COM 55264U108 569 16,078 X 16,078 MFA MTG INVTS INC COM 55272X102 783 113,802 X 113,802 MKS INSTRUMENT INC COM 55306N104 203 10,088 X 10,088 MIVA INC COM 55311R108 175 43,216 X 43,216 MTS SYS CORP COM 553777103 445 11,270 X 11,270 MADDEN STEVEN LTD COM 556269108 373 12,583 X 12,583 MAGELLAN HEALTH SVCS INC COM NEW 559079207 946 20,870 X 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SOLUTIONS INC COM 58405U102 1,673 29,201 X 29,201 MEDIA GEN INC CL A 584404107 529 12,631 X 12,631 MEDTRONIC INC COM 585055106 5,484 116,881 X 116,881 MELLON FINL CORP COM 58551A108 1,380 40,085 X 40,085 MENTOR CORP MINN COM 587188103 313 7,195 X 7,195 MERCK & CO INC COM 589331107 8,961 245,980 X 245,980 MERCURY COMPUTER SYS COM 589378108 665 43,230 X 43,230 MERCURY GENL CORP NEW COM 589400100 1,115 19,788 X 19,788 MERRILL LYNCH & CO INC COM 590188108 7,940 114,143 X 114,143 MESA AIR GROUP INC COM 590479101 1,183 120,122 X 120,122 METLIFE INC COM 59156R108 4,925 96,168 X 96,168 MICREL INC COM 594793101 321 32,100 X 32,100 MICROSOFT CORP COM 594918104 21,244 911,757 X 911,757 MICROSTRATEGY INC CL A NEW 594972408 1,354 13,886 X 13,886 MICROTUNE INC DEL COM 59514P109 413 66,016 X 66,016 MID-AMER APT CMNTYS INC COM 59522J103 747 13,400 X 13,400 MILLER HERMAN INC COM 600544100 314 12,200 X 12,200 MINE SAFETY APPLIANCES CO COM 602720104 566 14,086 X 14,086 MINERALS TECHNOLOGIES INC COM 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63910B102 573 36,479 X 36,479 NEOWARE INC COM 64065P102 499 40,577 X 40,577 NETBANK INC COM 640933107 333 50,230 X 50,230 NETEASE COM INC SPONSORED ADR 64110W102 639 28,594 X 28,594 NETLOGIC MICROSYSTEMS INC COM 64118B100 386 11,973 X 11,973 NEW CENTURY FINANCIAL CORP M COM 6435EV108 209 4,578 X 4,578 NEWELL RUBBERMAID INC COM 651229106 1,180 45,676 X 45,676 NEWMONT MINING CORP COM 651639106 2,141 40,441 X 40,441 NEWS CORP CL A 65248E104 5,912 308,233 X 308,233 NEXEN INC COM 65334H102 471 8,328 X 8,328 NIKE INC CL B 654106103 1,507 18,606 X 18,606 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 343 19,111 X 19,111 NOKIA CORP SPONSORED ADR 654902204 1,144 56,474 X 56,474 NORFOLK SOUTHERN CORP COM 655844108 2,139 40,193 X 40,193 NORSK HYDRO A S SPONSORED ADR 656531605 1,669 62,471 X 62,471 NORTH FORK BANCORPORATION NY COM 659424105 1,148 38,047 X 38,047 NORTH PITTSBURGH SYS INC COM 661562108 691 25,055 X 25,055 NORTHROP GRUMMAN CORP COM 666807102 2,145 33,483 X 33,483 NORTHSTAR RLTY FIN CORP 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757,192 PHELPS DODGE CORP COM 717265102 2,403 29,247 X 29,247 PHOTON DYNAMICS INC COM 719364101 408 32,610 X 32,610 PHOTRONICS INC COM 719405102 487 32,939 X 32,939 PIEDMONT NAT GAS INC COM 720186105 208 8,545 X 8,545 PILGRIMS PRIDE CORP COM 721467108 710 27,536 X 27,536 PIONEER DRILLING CO COM 723655106 243 15,769 X 15,769 PLANAR SYS INC COM 726900103 277 23,017 X 23,017 POPE & TALBOT INC COM 732827100 359 57,579 X 57,579 PORTALPLAYER INC COM 736187204 271 27,590 X 27,590 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 854 18,682 X 18,682 POSSIS MEDICAL INC COM 737407106 187 21,200 X 21,200 POWER INTEGRATIONS INC COM 739276103 264 15,076 X 15,076 PRAXAIR INC COM 74005P104 1,689 31,285 X 31,285 PRECISION DRILLING TR TR UNIT 740215108 456 13,727 X 13,727 PREMIUM STD FARMS INC COM 74060C105 407 25,063 X 25,063 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,494 26,844 X 26,844 PROASSURANCE CORP COM 74267C106 330 6,852 X 6,852 PROCTER & GAMBLE CO COM 742718109 17,685 318,070 X 318,070 PROGENICS PHARMACEUTICALS IN COM 743187106 602 25,009 X 25,009 PROGRESSIVE CORP OHIO COM 743315103 2,815 109,485 X 109,485 PROVIDENT ENERGY TR TR UNIT 74386K104 440 35,609 X 35,609 PRUDENTIAL FINL INC COM 744320102 5,335 68,658 X 68,658 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,612 24,374 X 24,374 QLT INC COM 746927102 162 22,950 X 22,950 QUALCOMM INC COM 747525103 6,510 162,471 X 162,471 QUALITY SYS INC COM 747582104 397 10,774 X 10,774 QUANEX CORP COM 747620102 457 10,606 X 10,606 R & G FINANCIAL CORP CL B 749136107 390 45,346 X 45,346 RLI CORP COM 749607107 550 11,424 X 11,424 RTI INTL METALS INC COM 74973W107 548 9,805 X 9,805 RF MICRODEVICES INC COM 749941100 505 84,560 X 84,560 RACKABLE SYS INC COM 750077109 612 15,509 X 15,509 RADIAN GROUP INC COM 750236101 299 4,835 X 4,835 RADIO ONE INC CL D NON VTG 75040P405 736 99,468 X 99,468 RADIOSHACK CORP COM 750438103 364 25,986 X 25,986 RARE HOSPITALITY INTL INC COM 753820109 558 19,412 X 19,412 RAYTHEON CO COM NEW 755111507 1,929 43,275 X 43,275 REALNETWORKS INC COM 75605L104 443 41,382 X 41,382 REDBACK NETWORKS INC COM NEW 757209507 509 27,767 X 27,767 REDWOOD TR INC COM 758075402 580 11,878 X 11,878 REGENERON PHARMACEUTICALS COM 75886F107 197 15,340 X 15,340 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,466 44,261 X 44,261 REINSURANCE GROUP AMER INC COM 759351109 318 6,468 X 6,468 RENTECH INC COM 760112102 408 87,717 X 87,717 REPSOL YPF S A SPONSORED ADR 76026T205 1,205 42,960 X 42,960 REPUBLIC AWYS HLDGS INC COM 760276105 617 36,233 X 36,233 RESOURCES CONNECTION INC COM 76122Q105 543 21,721 X 21,721 RETAIL VENTURES INC COM 76128Y102 235 13,171 X 13,171 REYNOLDS & REYNOLDS CO CL A 761695105 647 21,108 X 21,108 REYNOLDS AMERICAN INC COM 761713106 959 8,320 X 8,320 ROBBINS & MYERS INC COM 770196103 322 12,302 X 12,302 ROCKY BRANDS INC COM 774515100 440 20,700 X 20,700 ROGERS CORP COM 775133101 524 9,307 X 9,307 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,197 17,868 X 17,868 ROYAL GOLD INC COM 780287108 457 16,423 X 16,423 RYANS RESTAURANT GROUP INC COM 783520109 476 39,935 X 39,935 RYDER SYS INC COM 783549108 329 5,630 X 5,630 RYERSON INC COM 78375P107 1,070 39,624 X 39,624 SBA COMMUNICATIONS CORP COM 78388J106 206 7,873 X 7,873 SLM CORP COM 78442P106 2,111 39,892 X 39,892 SPSS INC COM 78462K102 783 24,375 X 24,375 SRS LABS INC COM 78464M106 198 39,600 X 39,600 SVB FINL GROUP COM 78486Q101 254 5,577 X 5,577 SAFECO CORP COM 786429100 1,073 19,047 X 19,047 SAFENET INC COM 78645R107 595 33,577 X 33,577 ST PAUL TRAVELERS INC COM 792860108 5,644 126,608 X 126,608 SALEM COMMUNICATIONS CORP DE CL A 794093104 164 12,569 X 12,569 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 845 21,695 X 21,695 SANTANDER BANCORP COM 802809103 478 19,403 X 19,403 SAXON CAP INC NEW COM 80556T106 570 49,851 X 49,851 SCANSOURCE INC COM 806037107 578 19,698 X 19,698 SCHERING PLOUGH CORP COM 806605101 3,291 172,954 X 172,954 SCHNITZER STL INDS CL A 806882106 612 17,242 X 17,242 SCHWAB CHARLES CORP NEW COM 808513105 1,618 101,225 X 101,225 SEACOR HOLDINGS INC COM 811904101 465 5,663 X 5,663 SEALY CORP COM 812139301 380 28,599 X 28,599 SEARS HLDGS CORP COM 812350106 1,284 8,267 X 8,267 SECURE COMPUTING CORP COM 813705100 418 48,648 X 48,648 SELECT COMFORT CORP COM 81616X103 381 16,597 X 16,597 SELECTIVE INS GROUP INC COM 816300107 1,693 30,311 X 30,311 SEMTECH CORP COM 816850101 161 11,145 X 11,145 SENSIENT TECHNOLOGIES CORP COM 81725T100 215 10,297 X 10,297 SHAW COMMUNICATIONS INC CL B CONV 82028K200 574 20,282 X 20,282 SHAW GROUP INC COM 820280105 590 21,225 X 21,225 SHERWIN WILLIAMS CO COM 824348106 1,139 23,987 X 23,987 SIEMENS A G SPONSORED ADR 826197501 1,218 14,032 X 14,032 SIERRA HEALTH SVCS INC COM 826322109 513 11,400 X 11,400 SIERRA PAC RES NEW COM 826428104 209 14,902 X 14,902 SILICON LABORATORIES INC COM 826919102 1,134 32,248 X 32,248 SILGAN HOLDINGS INC COM 827048109 614 16,600 X 16,600 SILICON IMAGE INC COM 82705T102 242 22,481 X 22,481 SIMON PPTY GROUP INC NEW COM 828806109 1,749 21,084 X 21,084 SIMPSON MANUFACTURING CO INC COM 829073105 548 15,208 X 15,208 SKYWEST INC COM 830879102 1,203 48,512 X 48,512 SKYWORKS SOLUTIONS INC COM 83088M102 458 83,138 X 83,138 SKILLSOFT PLC SPONSORED ADR 830928107 192 31,400 X 31,400 SMITH MICRO SOFTWARE INC COM 832154108 596 37,177 X 37,177 SNAP ON INC COM 833034101 207 5,120 X 5,120 SOFTBRANDS INC COM 83402A107 20 10,670 X 10,670 SOMANETICS CORP COM NEW 834445405 606 31,727 X 31,727 SONIC AUTOMOTIVE INC CL A 83545G102 453 20,420 X 20,420 SONIC CORP COM 835451105 548 26,354 X 26,354 SONICWALL INC COM 835470105 172 19,172 X 19,172 SONUS NETWORKS INC COM 835916107 446 90,122 X 90,122 SOURCE INTERLINK COS INC COM NEW 836151209 564 47,387 X 47,387 SOUTHERN CO COM 842587107 3,801 118,591 X 118,591 SOUTHERN COPPER CORP COM 84265V105 1,850 20,754 X 20,754 SPARTECH CORP COM NEW 847220209 742 32,831 X 32,831 SPRINT NEXTEL CORP COM FON 852061100 6,124 306,373 X 306,373 STAGE STORES INC COM NEW 85254C305 1,050 31,832 X 31,832 STANDARD MICROSYSTEMS CORP COM 853626109 581 26,607 X 26,607 STANLEY WKS COM 854616109 1,158 24,528 X 24,528 STAPLES INC COM 855030102 1,719 70,601 X 70,601 STARBUCKS CORP COM 855244109 2,812 74,461 X 74,461 STARTEK INC COM 85569C107 410 27,433 X 27,433 STATE STR CORP COM 857477103 1,868 32,156 X 32,156 STATOIL ASA SPONSORED ADR 85771P102 1,755 61,529 X 61,529 STATS CHIPPAC LTD SPONSORED ADR 85771T104 734 117,207 X 117,207 STEEL DYNAMICS INC COM 858119100 968 14,722 X 14,722 STEEL TECHNOLOGIES INC COM 858147101 625 32,162 X 32,162 STEWART INFORMATION SVCS COR COM 860372101 784 21,605 X 21,605 STONE ENERGY CORP COM 861642106 639 13,732 X 13,732 STRATEX NETWORKS INC COM 86279T109 111 32,846 X 32,846 STRATTEC SEC CORP COM 863111100 464 9,325 X 9,325 STRYKER CORP COM 863667101 1,217 28,892 X 28,892 SUN COMMUNITIES INC COM 866674104 533 16,379 X 16,379 SUN MICROSYSTEMS INC COM 866810104 1,407 339,028 X 339,028 SUNTRUST BKS INC COM 867914103 4,217 55,293 X 55,293 SUPERIOR INDS INTL INC COM 868168105 478 26,143 X 26,143 SUPERTEX INC COM 868532102 618 15,463 X 15,463 SWIFT ENERGY CO COM 870738101 881 20,533 X 20,533 SYMANTEC CORP COM 871503108 1,578 101,513 X 101,513 SYNTEL INC COM 87162H103 466 22,800 X 22,800 SYSCO CORP COM 871829107 1,836 60,073 X 60,073 TCF FINL CORP COM 872275102 1,031 38,973 X 38,973 TD BANKNORTH INC COM 87235A101 577 19,578 X 19,578 TXU CORP COM 873168108 4,270 71,418 X 71,418 TALBOTS INC COM 874161102 555 30,084 X 30,084 TALISMAN ENERGY INC COM 87425E103 437 24,972 X 24,972 TARGET CORP COM 87612E106 5,692 116,476 X 116,476 TELEFONICA S A SPONSORED ADR 879382208 1,176 23,652 X 23,652 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,208 57,972 X 57,972 TELEPHONE & DATA SYS INC COM 879433100 228 5,501 X 5,501 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 294 8,295 X 8,295 TELUS CORP NON-VTG SHS 87971M202 1,111 27,512 X 27,512 TENNANT CO COM 880345103 223 4,445 X 4,445 TENNECO INC COM 880349105 589 22,640 X 22,640 TERADYNE INC COM 880770102 529 37,942 X 37,942 TESORO CORP COM 881609101 521 7,000 X 7,000 TETRA TECH INC NEW COM 88162G103 532 30,000 X 30,000 TEXAS INDS INC COM 882491103 244 4,598 X 4,598 TEXAS INSTRS INC COM 882508104 4,580 151,200 X 151,200 THOR INDS INC COM 885160101 569 11,736 X 11,736 THORNBURG MTG INC COM 885218107 587 21,055 X 21,055 3M CO COM 88579Y101 7,019 86,897 X 86,897 TIBCO SOFTWARE INC COM 88632Q103 184 26,059 X 26,059 TIDEWATER INC COM 886423102 217 4,415 X 4,415 TIME WARNER INC COM 887317105 8,788 507,950 X 507,950 TIME WARNER TELECOM INC CL A 887319101 514 34,600 X 34,600 TIVO INC COM 888706108 208 29,128 X 29,128 TODCO CL A 88889T107 368 8,998 X 8,998 TOLLGRADE COMMUNICATIONS INC COM 889542106 256 26,400 X 26,400 TOO INC COM 890333107 647 16,841 X 16,841 TOOTSIE ROLL INDS INC COM 890516107 205 7,023 X 7,023 TORO CO COM 891092108 416 8,900 X 8,900 TOTAL S A SPONSORED ADR 89151E109 488 7,450 X 7,450 TRAMMELL CROW CO COM 89288R106 535 15,217 X 15,217 TRAVELZOO INC COM 89421Q106 202 6,673 X 6,673 TREDEGAR CORP COM 894650100 352 22,274 X 22,274 TREX INC COM 89531P105 540 20,867 X 20,867 TRIDENT MICROSYSTEMS INC COM 895919108 443 23,318 X 23,318 TRIAD GTY INC COM 895925105 304 6,213 X 6,213 TRIMERIS INC COM 896263100 149 12,956 X 12,956 TRINITY INDS INC COM 896522109 1,064 26,339 X 26,339 TUESDAY MORNING CORP COM NEW 899035505 434 32,993 X 32,993 II VI INC COM 902104108 529 28,894 X 28,894 UCBH HOLDINGS INC COM 90262T308 316 19,076 X 19,076 UGI CORP NEW COM 902681105 851 34,570 X 34,570 UST INC COM 902911106 1,184 26,197 X 26,197 US BANCORP DEL COM NEW 902973304 8,108 262,575 X 262,575 USA MOBILITY INC COM 90341G103 367 22,131 X 22,131 U S AIRWAYS GROUP INC COM 90341W108 242 4,787 X 4,787 ULTICOM INC COM 903844108 464 44,298 X 44,298 ULTIMATE SOFTWARE GROUP INC COM 90385D107 539 28,116 X 28,116 ULTRATECH INC COM 904034105 535 34,001 X 34,001 UNION PAC CORP COM 907818108 2,413 25,957 X 25,957 UNIONBANCAL CORP COM 908906100 260 4,031 X 4,031 UNIT CORP COM 909218109 428 7,517 X 7,517 UNITED FIRE & CAS CO COM 910331107 566 18,785 X 18,785 UNITED ONLINE INC COM 911268100 394 32,828 X 32,828 UNITED PARCEL SERVICE INC CL B 911312106 5,141 62,449 X 62,449 UNITED TECHNOLOGIES CORP COM 913017109 6,217 98,032 X 98,032 UNITED THERAPEUTICS CORP DEL COM 91307C102 626 10,831 X 10,831 UNITEDHEALTH GROUP INC COM 91324P102 5,848 130,602 X 130,602 UNIVERSAL COMPRESSION HLDGS COM 913431102 253 4,021 X 4,021 UNIVERSAL DISPLAY CORP COM 91347P105 416 31,227 X 31,227 UNIVERSAL FST PRODS INC COM 913543104 571 9,100 X 9,100 UNUMPROVIDENT CORP COM 91529Y106 908 50,070 X 50,070 VAIL RESORTS INC COM 91879Q109 221 5,962 X 5,962 VALEANT PHARMACEUTICALS INTL COM 91911X104 207 12,248 X 12,248 VALERO ENERGY CORP NEW COM 91913Y100 4,889 73,493 X 73,493 VALMONT INDS INC COM 920253101 226 4,858 X 4,858 VALSPAR CORP COM 920355104 413 15,646 X 15,646 VENTANA MED SYS INC COM 92276H106 409 8,667 X 8,667 VERITAS DGC INC COM 92343P107 1,177 22,824 X 22,824 VERIZON COMMUNICATIONS COM 92343V104 11,331 338,342 X 338,342 VIASAT INC COM 92552V100 547 21,320 X 21,320 VIACOM INC NEW CL B 92553P201 2,208 61,621 X 61,621 VIGNETTE CORP COM NEW 926734401 900 61,748 X 61,748 VIISAGE TECHNOLOGY INC COM NEW 92675K205 567 37,379 X 37,379 VITAL IMAGES INC COM 92846N104 540 21,868 X 21,868 VITAL SIGNS INC COM 928469105 447 9,033 X 9,033 VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1,064 49,953 X 49,953 VOLT INFORMATION SCIENCES IN COM 928703107 220 4,723 X 4,723 WD-40 CO COM 929236107 1,255 37,378 X 37,378 W-H ENERGY SVCS INC COM 92925E108 640 12,596 X 12,596 W HLDG CO INC COM 929251106 1,054 158,557 X 158,557 WMS INDS INC COM 929297109 767 27,988 X 27,988 WABASH NATL CORP COM 929566107 444 28,894 X 28,894 WACHOVIA CORP 2ND NEW COM 929903102 11,228 207,621 X 207,621 WAL MART STORES INC COM 931142103 11,480 238,326 X 238,326 WALGREEN CO COM 931422109 4,392 97,952 X 97,952 WALTER INDS INC COM 93317Q105 628 10,887 X 10,887 WASHINGTON MUT INC COM 939322103 6,917 151,765 X 151,765 WASTE CONNECTIONS INC COM 941053100 1,096 30,102 X 30,102 WASTE MGMT INC DEL COM 94106L109 1,905 53,080 X 53,080 WATSON WYATT WORLDWIDE INC CL A 942712100 425 12,102 X 12,102 WEBMETHODS INC COM 94768C108 203 20,556 X 20,556 WEBSTER FINL CORP CONN COM 947890109 299 6,305 X 6,305 WELLPOINT INC COM 94973V107 4,483 61,599 X 61,599 WELLS FARGO & CO NEW COM 949746101 14,025 209,074 X 209,074 WET SEAL INC CL A 961840105 528 108,126 X 108,126 WEYERHAEUSER CO COM 962166104 1,481 23,791 X 23,791 WHIRLPOOL CORP COM 963320106 1,052 12,733 X 12,733 WHOLE FOODS MKT INC COM 966837106 553 8,550 X 8,550 WILD OATS MARKETS INC COM 96808B107 570 29,067 X 29,067 WILEY JOHN & SONS INC CL A 968223206 530 15,961 X 15,961 WINNEBAGO INDS INC COM 974637100 391 12,600 X 12,600 WINSTON HOTELS INC COM 97563A102 457 37,272 X 37,272 WINTRUST FINANCIAL CORP COM 97650W108 310 6,103 X 6,103 WOLVERINE WORLD WIDE INC COM 978097103 461 19,776 X 19,776 WRIGHT EXPRESS CORP COM 98233Q105 605 21,045 X 21,045 WYETH COM 983024100 5,782 130,198 X 130,198 XTO ENERGY INC COM 98385X106 2,043 46,150 X 46,150 YAHOO INC COM 984332106 4,506 136,553 X 136,553 YANKEE CANDLE INC COM 984757104 323 12,900 X 12,900 ZALE CORP NEW COM 988858106 325 13,500 X 13,500 ZENITH NATL INS CORP COM 989390109 1,769 44,592 X 44,592 ZIMMER HLDGS INC COM 98956P102 1,362 24,006 X 24,006 ZORAN CORP COM 98975F101 725 29,799 X 29,799 ZOLTEK COS INC COM 98975W104 566 18,942 X 18,942