UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2005.
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 February 8, 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: 992
Form 13F Information Table Value Total: $1,462,829
(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 852 8,800 X 8,800
ACE LTD ORD G0070K103 899 16,823 X 16,823
BUNGE LIMITED COM G16962105 935 16,516 X 16,516
FRONTLINE LTD SHS G3682E127 372 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 498 15,300 X 15,300
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 518 21,346 X 21,346
LAZARD LTD SHS A G54050102 384 12,041 X 12,041
NABORS INDUSTRIES LTD SHS G6359F103 879 11,600 X 11,600
PARTNERRE LTD COM G6852T105 1,176 17,904 X 17,904
PLATINUM UNDERWRITER HLDGS L COM G7127P100 377 12,149 X 12,149
RENAISSANCERE HOLDINGS LTD COM G7496G103 941 21,343 X 21,343
SCOTTISH RE GROUP LTD ORD G7885T104 592 24,101 X 24,101
SEAGATE TECHNOLOGY SHS G7945J104 995 49,753 X 49,753
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 726 19,800 X 19,800
VISTAPRINT LIMITED SHS G93762204 406 17,831 X 17,831
XL CAP LTD CL A G98255105 973 14,440 X 14,440
SYNERON MEDICAL LTD ORD SHS M87245102 612 19,289 X 19,289
STEINER LEISURE LTD ORD P8744Y102 409 11,500 X 11,500
ASE TEST LTD ORD Y02516105 414 52,768 X 52,768
AAR CORP COM 000361105 208 8,700 X 8,700
ABN AMRO HLDG NV SPONSORED ADR 000937102 1,032 39,463 X 39,463
AFLAC INC COM 001055102 2,293 49,404 X 49,404
AMB PROPERTY CORP COM 00163T109 693 14,086 X 14,086
A S V INC COM 001963107 861 34,460 X 34,460
AT&T INC COM 00206R102 10,330 421,801 X 421,801
AVI BIOPHARMA INC COM 002346104 345 100,109 X 100,109
ABBOTT LABS COM 002824100 6,993 177,343 X 177,343
ACCREDITED HOME LENDRS HLDG COM 00437P107 1,306 26,343 X 26,343
ACTEL CORP COM 004934105 445 34,965 X 34,965
ACTUATE CORP COM 00508B102 374 119,155 X 119,155
ACUITY BRANDS INC COM 00508Y102 403 12,671 X 12,671
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 368 9,040 X 9,040
ADOBE SYS INC COM 00724F101 1,780 48,151 X 48,151
ADVANCE AMER CASH ADVANCE CT COM 00739W107 365 29,432 X 29,432
ADVANCE AUTO PARTS INC COM 00751Y106 450 10,350 X 10,350
ADVANCED DIGITAL INFORMATION COM 007525108 146 14,900 X 14,900
AEROFLEX INC COM 007768104 477 44,400 X 44,400
AEROPOSTALE COM 007865108 523 19,900 X 19,900
AEGON N V ORD AMER REG 007924103 2,370 145,192 X 145,192
ADVANCED ENERGY INDS COM 007973100 828 69,993 X 69,993
AETNA INC NEW COM 00817Y108 2,697 28,601 X 28,601
AFFILIATED COMPUTER SERVICES CL A 008190100 1,399 23,648 X 23,648
AGILE SOFTWARE CORP DEL COM 00846X105 309 51,712 X 51,712
AGNICO EAGLE MINES LTD COM 008474108 393 19,900 X 19,900
AGRIUM INC COM 008916108 806 36,633 X 36,633
AIR PRODS & CHEMS INC COM 009158106 1,336 22,576 X 22,576
AIRTRAN HLDGS INC COM 00949P108 414 25,819 X 25,819
AKZO NOBEL NV SPONSORED ADR 010199305 949 20,600 X 20,600
ALBANY MOLECULAR RESH INC COM 012423109 145 11,900 X 11,900
ALCOA INC COM 013817101 2,540 85,882 X 85,882
ALDERWOODS GROUP INC COM 014383103 171 10,800 X 10,800
ALERIS INTL INC COM 014477103 843 26,154 X 26,154
ALEXANDERS INC COM 014752109 209 850 X 850
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 282 3,500 X 3,500
ALFA CORP COM 015385107 346 21,500 X 21,500
ALKERMES INC COM 01642T108 319 16,700 X 16,700
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 881 15,600 X 15,600
ALLIANCE IMAGING INC COM NEW 018606202 375 63,000 X 63,000
ALLIED CAP CORP NEW COM 01903Q108 927 31,551 X 31,551
ALLSTATE CORP COM 020002101 4,849 89,685 X 89,685
ALLTEL CORP COM 020039103 2,303 36,496 X 36,496
ALPHARMA INC CL A 020813101 1,654 58,000 X 58,000
ALTIRIS INC COM 02148M100 614 36,327 X 36,327
ALTRIA GROUP INC COM 02209S103 16,142 216,033 X 216,033
AMAZON COM INC COM 023135106 1,417 30,063 X 30,063
AMBASSADORS GROUP INC COM 023177108 333 14,553 X 14,553
AMCOL INTL CORP COM 02341W103 277 13,493 X 13,493
AMERCO COM 023586100 238 3,300 X 3,300
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,020 87,918 X 87,918
AMERICAN EXPRESS CO COM 025816109 5,543 107,720 X 107,720
AMERICAN FINL GROUP INC OHIO COM 025932104 953 24,881 X 24,881
AMERICAN FINL RLTY TR COM 02607P305 259 21,600 X 21,600
AMERICAN HEALTHWAYS INC COM 02649V104 536 11,845 X 11,845
AMERICAN HOME MTG INVT CORP COM 02660R107 1,124 34,497 X 34,497
AMERICAN INTL GROUP INC COM 026874107 15,417 225,959 X 225,959
AMERICAN ITALIAN PASTA CO CL A 027070101 553 81,257 X 81,257
AMERICAN SCIENCE & ENGR INC COM 029429107 481 7,705 X 7,705
AMERICREDIT CORP COM 03060R101 1,576 61,500 X 61,500
AMERISTAR CASINOS INC COM 03070Q101 800 35,234 X 35,234
AMERIGROUP CORP COM 03073T102 1,299 66,751 X 66,751
AMERITRADE HLDG CORP NEW COM 03074K100 257 10,700 X 10,700
AMERIPRISE FINL INC COM 03076C106 883 21,544 X 21,544
AMGEN INC COM 031162100 9,610 121,858 X 121,858
AMSOUTH BANCORPORATION COM 032165102 919 35,075 X 35,075
AMSURG CORP COM 03232P405 455 19,910 X 19,910
ANADARKO PETE CORP COM 032511107 3,043 32,111 X 32,111
ANCHOR BANCORP WIS INC COM 032839102 358 11,800 X 11,800
ANDRX CORP DEL ANDRX GROUP 034553107 365 22,125 X 22,125
ANGIOTECH PHARMACEUTICALS IN COM 034918102 244 18,551 X 18,551
ANHEUSER BUSCH COS INC COM 035229103 3,542 82,451 X 82,451
ANNALY MTG MGMT INC COM 035710409 723 66,117 X 66,117
ANSOFT CORP COM 036384105 430 12,635 X 12,635
ANSYS INC COM 03662Q105 495 11,600 X 11,600
ANTHRACITE CAP INC COM 037023108 292 27,688 X 27,688
ANWORTH MORTGAGE ASSET CP COM 037347101 464 63,500 X 63,500
AON CORP COM 037389103 901 25,065 X 25,065
APACHE CORP COM 037411105 2,214 32,318 X 32,318
APARTMENT INVT & MGMT CO CL A 03748R101 1,467 38,728 X 38,728
APOLLO GROUP INC CL A 037604105 1,151 19,030 X 19,030
APPLE COMPUTER INC COM 037833100 5,833 81,135 X 81,135
APPLEBEES INTL INC COM 037899101 817 36,150 X 36,150
APPLIED MATLS INC COM 038222105 2,946 164,235 X 164,235
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 459 20,200 X 20,200
ARBITRON INC COM 03875Q108 604 15,900 X 15,900
ARBOR RLTY TR INC COM 038923108 944 36,415 X 36,415
ARCHSTONE SMITH TR COM 039583109 1,426 34,036 X 34,036
ARDEN RLTY INC COM 039793104 509 11,351 X 11,351
ARKANSAS BEST CORP DEL COM 040790107 498 11,400 X 11,400
ARRIS GROUP INC COM 04269Q100 1,231 129,955 X 129,955
ARROW INTL INC COM 042764100 313 10,800 X 10,800
ARTESYN TECHNOLOGIES INC COM 043127109 391 38,000 X 38,000
ARTHROCARE CORP COM 043136100 546 12,963 X 12,963
ASPECT MED SYS INC COM 045235108 379 11,028 X 11,028
ASSOCIATED BANC CORP COM 045487105 911 28,000 X 28,000
ASTEC INDS INC COM 046224101 380 11,621 X 11,621
ASYST TECHNOLOGY CORP COM 04648X107 352 61,505 X 61,505
ATHEROS COMMUNICATIONS INC COM 04743P108 399 30,730 X 30,730
ATMOS ENERGY CORP COM 049560105 424 16,200 X 16,200
AUDIBLE INC COM NEW 05069A302 177 13,800 X 13,800
AUTOLIV INC COM 052800109 2,676 58,915 X 58,915
AUTOMATIC DATA PROCESSING IN COM 053015103 2,637 57,443 X 57,443
AVALONBAY CMNTYS INC COM 053484101 1,105 12,377 X 12,377
AVERY DENNISON CORP COM 053611109 337 6,100 X 6,100
AVON PRODS INC COM 054303102 1,327 46,479 X 46,479
AXCELIS TECHNOLOGIES INC COM 054540109 691 144,906 X 144,906
AZTAR CORP COM 054802103 352 11,574 X 11,574
BB&T CORP COM 054937107 2,590 61,800 X 61,800
B A S F A G SPONSORED ADR 055262505 2,287 29,900 X 29,900
BCE INC COM 05534B109 992 41,403 X 41,403
BP PLC SPONSORED ADR 055622104 726 11,300 X 11,300
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 386 5,800 X 5,800
BRE PROPERTIES INC CL A 05564E106 395 8,692 X 8,692
BT GROUP PLC ADR 05577E101 914 23,807 X 23,807
BAKER HUGHES INC COM 057224107 2,836 46,663 X 46,663
BALDOR ELEC CO COM 057741100 448 17,477 X 17,477
BALLY TOTAL FITNESS HLDG COR COM 05873K108 337 53,651 X 53,651
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 907 50,800 X 50,800
BANCOLOMBIA S A SPON ADR PREF 05968L102 242 8,400 X 8,400
BANK OF AMERICA CORPORATION COM 060505104 19,504 422,616 X 422,616
BANK MUTUAL CORP NEW COM 063750103 334 31,500 X 31,500
BANK NEW YORK INC COM 064057102 2,436 76,471 X 76,471
BANKUNITED FINL CORP CL A 06652B103 367 13,807 X 13,807
BANTA CORP COM 066821109 458 9,200 X 9,200
BARNES GROUP INC COM 067806109 342 10,372 X 10,372
BAXTER INTL INC COM 071813109 2,301 61,125 X 61,125
BE AEROSPACE INC COM 073302101 414 18,827 X 18,827
BEA SYS INC COM 073325102 171 18,200 X 18,200
BEAR STEARNS COS INC COM 073902108 878 7,600 X 7,600
BEAZER HOMES USA INC COM 07556Q105 925 12,700 X 12,700
BECTON DICKINSON & CO COM 075887109 1,494 24,866 X 24,866
BED BATH & BEYOND INC COM 075896100 947 26,200 X 26,200
BELL MICROPRODUCTS INC COM 078137106 383 50,129 X 50,129
BELLSOUTH CORP COM 079860102 6,142 226,649 X 226,649
BENCHMARK ELECTRS INC COM 08160H101 1,202 35,740 X 35,740
BEST BUY INC COM 086516101 1,733 39,848 X 39,848
BHP BILLITON LTD SPONSORED ADR 088606108 836 25,000 X 25,000
BIOSITE INC COM 090945106 1,196 21,241 X 21,241
BLACK & DECKER CORP COM 091797100 1,348 15,502 X 15,502
BLACK BOX CORP DEL COM 091826107 1,375 29,020 X 29,020
BLOCK H & R INC COM 093671105 250 10,200 X 10,200
BLOCKBUSTER INC CL A 093679108 327 87,247 X 87,247
BLOUNT INTL INC NEW COM 095180105 387 24,300 X 24,300
BOEING CO COM 097023105 5,716 81,372 X 81,372
BOSTON BEER INC CL A 100557107 438 17,500 X 17,500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 589 19,358 X 19,358
BOSTON PROPERTIES INC COM 101121101 1,393 18,785 X 18,785
BOSTON SCIENTIFIC CORP COM 101137107 1,591 64,979 X 64,979
BRADLEY PHARMACEUTICALS INC COM 104576103 355 37,400 X 37,400
BRADY CORP CL A 104674106 505 13,967 X 13,967
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 999 35,800 X 35,800
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 750 20,240 X 20,240
BRIGHTPOINT INC COM NEW 109473405 362 13,050 X 13,050
BRISTOL MYERS SQUIBB CO COM 110122108 4,422 192,443 X 192,443
BROCADE COMMUNICATIONS SYS I COM 111621108 140 34,431 X 34,431
BROWN & BROWN INC COM 115236101 207 6,766 X 6,766
BRUSH ENGINEERED MATLS INC COM 117421107 191 12,000 X 12,000
BUCKLE INC COM 118440106 300 9,300 X 9,300
BUCYRUS INTL INC NEW CL A 118759109 427 8,099 X 8,099
BUILD A BEAR WORKSHOP COM 120076104 355 11,977 X 11,977
BUILDING MATLS HLDG CORP COM 120113105 1,595 23,382 X 23,382
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,626 37,080 X 37,080
BURLINGTON RES INC COM 122014103 3,272 37,960 X 37,960
C&D TECHNOLOGIES INC COM 124661109 528 69,250 X 69,250
CBL & ASSOC PPTYS INC COM 124830100 940 23,800 X 23,800
CKE RESTAURANTS INC COM 12561E105 477 35,300 X 35,300
CLECO CORP NEW COM 12561W105 640 30,711 X 30,711
CKX INC COM 12562M106 149 11,461 X 11,461
CMS ENERGY CORP COM 125896100 145 10,000 X 10,000
CPI CORP COM 125902106 404 21,600 X 21,600
CVS CORP COM 126650100 2,108 79,770 X 79,770
CACHE INC COM NEW 127150308 358 20,685 X 20,685
CACI INTL INC CL A 127190304 1,409 24,556 X 24,556
CAL DIVE INTL INC COM 127914109 1,242 34,613 X 34,613
CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 220 5,597 X 5,597
CAMBREX CORP COM 132011107 434 23,100 X 23,100
CAMDEN PPTY TR SH BEN INT 133131102 504 8,700 X 8,700
CANON INC ADR 138006309 994 16,900 X 16,900
CAPITAL ONE FINL CORP COM 14040H105 4,226 48,913 X 48,913
CAPSTEAD MTG CORP COM NO PAR 14067E506 190 32,700 X 32,700
CARDINAL HEALTH INC COM 14149Y108 2,899 42,171 X 42,171
CAREER EDUCATION CORP COM 141665109 651 19,306 X 19,306
CAREMARK RX INC COM 141705103 2,313 44,669 X 44,669
CARPENTER TECHNOLOGY CORP COM 144285103 1,449 20,567 X 20,567
CARRAMERICA RLTY CORP COM 144418100 341 9,859 X 9,859
CASCADE CORP COM 147195101 348 7,421 X 7,421
CASH AMER INTL INC COM 14754D100 837 36,100 X 36,100
CATALINA MARKETING CORP COM 148867104 401 15,800 X 15,800
CATAPULT COMMUNICATIONS CORP COM 149016107 345 23,300 X 23,300
CATERPILLAR INC DEL COM 149123101 3,888 67,294 X 67,294
CATO CORP NEW CL A 149205106 454 21,150 X 21,150
CEMEX S A SPON ADR 5 ORD 151290889 2,303 38,824 X 38,824
CENDANT CORP COM 151313103 2,017 116,952 X 116,952
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 498 32,100 X 32,100
CENTENE CORP DEL COM 15135B101 1,920 73,048 X 73,048
CENTER FINL CORP CALIF COM 15146E102 362 14,400 X 14,400
CENTERPOINT PPTYS TR COM 151895109 401 8,100 X 8,100
CENTEX CORP COM 152312104 830 11,605 X 11,605
CENTRAL PAC FINL CORP COM 154760102 354 9,847 X 9,847
CENTRAL PKG CORP COM 154785109 225 16,378 X 16,378
CEPHALON INC COM 156708109 1,741 26,898 X 26,898
CHAMPION ENTERPRISES INC COM 158496109 361 26,500 X 26,500
CHATTEM INC COM 162456107 320 8,800 X 8,800
CHECKFREE CORP NEW COM 162813109 449 9,779 X 9,779
CHENIERE ENERGY INC COM NEW 16411R208 268 7,200 X 7,200
CHEROKEE INC DEL NEW COM 16444H102 406 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 14,342 252,626 X 252,626
CHICOS FAS INC COM 168615102 857 19,500 X 19,500
CHILDRENS PL RETAIL STORES I COM 168905107 445 9,000 X 9,000
CHINA ENERGY TECHNOLOGY INC COM 16938W102 497 59,709 X 59,709
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 361 26,769 X 26,769
CHOICE HOTELS INTL INC COM 169905106 518 12,400 X 12,400
CHIQUITA BRANDS INTL INC COM 170032809 371 18,523 X 18,523
CHOICEPOINT INC COM 170388102 235 5,276 X 5,276
CHRISTOPHER & BANKS CORP COM 171046105 956 50,912 X 50,912
CHUBB CORP COM 171232101 2,826 28,936 X 28,936
CINCINNATI BELL INC NEW COM 171871106 322 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 929 20,785 X 20,785
CISCO SYS INC COM 17275R102 10,897 636,528 X 636,528
CITIGROUP INC COM 172967101 24,861 512,274 X 512,274
CITIZENS BKG CORP MICH COM 174420109 372 13,402 X 13,402
CITY HLDG CO COM 177835105 374 10,399 X 10,399
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,698 53,978 X 53,978
CLICK COMMERCE INC COM NEW 18681D208 809 38,476 X 38,476
COCA COLA CO COM 191216100 8,267 205,091 X 205,091
COGENT INC COM 19239Y108 352 15,500 X 15,500
COINSTAR INC COM 19259P300 434 19,011 X 19,011
COLDWATER CREEK INC COM 193068103 467 15,300 X 15,300
COLGATE PALMOLIVE CO COM 194162103 2,826 51,520 X 51,520
COLONIAL PPTYS TR COM SH BEN INT 195872106 860 20,490 X 20,490
COMCAST CORP NEW CL A 20030N101 5,190 200,237 X 200,237
COMMERCE BANCSHARES INC COM 200525103 979 18,775 X 18,775
COMMERCE GROUP INC MASS COM 200641108 676 11,800 X 11,800
COMMERCIAL NET LEASE RLTY IN COM 202218103 560 27,469 X 27,469
COMMERCIAL VEH GROUP INC COM 202608105 351 18,700 X 18,700
COMMONWEALTH TEL ENTERPRISES COM 203349105 263 7,800 X 7,800
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,209 53,689 X 53,689
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 435 30,400 X 30,400
COMPUCREDIT CORP COM 20478N100 1,280 33,288 X 33,288
COMPUTER ASSOC INTL INC COM 204912109 1,313 46,584 X 46,584
COMPUTER PROGRAMS & SYS INC COM 205306103 472 11,400 X 11,400
COMSTOCK RES INC COM NEW 205768203 804 26,360 X 26,360
CONCUR TECHNOLOGIES INC COM 206708109 157 12,200 X 12,200
CONNS INC COM 208242107 352 9,560 X 9,560
CONOCOPHILLIPS COM 20825C104 8,669 149,004 X 149,004
CONSTELLATION BRANDS INC CL A 21036P108 899 34,272 X 34,272
CONTINENTAL AIRLS INC CL B 210795308 338 15,865 X 15,865
CONVERA CORP CL A 211919105 197 19,870 X 19,870
COOPER CAMERON CORP COM 216640102 215 5,200 X 5,200
CORILLIAN CORP COM 218725109 290 106,600 X 106,600
CORNING INC COM 219350105 2,934 149,258 X 149,258
CORPORATE EXECUTIVE BRD CO COM 21988R102 502 5,600 X 5,600
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 220 6,200 X 6,200
COST PLUS INC CALIF COM 221485105 393 22,900 X 22,900
COSTCO WHSL CORP NEW COM 22160K105 2,327 47,036 X 47,036
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,979 57,872 X 57,872
COUSINS PPTYS INC COM 222795106 235 8,300 X 8,300
COVANTA HLDG CORP COM 22282E102 249 16,515 X 16,515
COVENANT TRANS INC CL A 22284P105 376 26,900 X 26,900
COVENTRY HEALTH CARE INC COM 222862104 1,341 23,551 X 23,551
COX RADIO INC CL A 224051102 321 22,812 X 22,812
CREE INC COM 225447101 268 10,600 X 10,600
CRESCENT REAL ESTATE EQUITIE COM 225756105 329 16,600 X 16,600
CROSS TIMBERS RTY TR TR UNIT 22757R109 333 6,819 X 6,819
CRUCELL N V SPONSORED ADR 228769105 298 11,648 X 11,648
CRYPTOLOGIC INC COM 228906103 400 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 370 6,400 X 6,400
CUMMINS INC COM 231021106 314 3,500 X 3,500
CUMULUS MEDIA INC CL A 231082108 300 24,200 X 24,200
CYMER INC COM 232572107 235 6,619 X 6,619
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 154 26,662 X 26,662
D R HORTON INC COM 23331A109 855 23,920 X 23,920
DAKTRONICS INC COM 234264109 374 12,655 X 12,655
DANAHER CORP DEL COM 235851102 1,296 23,232 X 23,232
DEL MONTE FOODS CO COM 24522P103 150 14,362 X 14,362
DELL INC COM 24702R101 7,252 242,148 X 242,148
DELTA & PINE LD CO COM 247357106 336 14,600 X 14,600
DELTIC TIMBER CORP COM 247850100 327 6,300 X 6,300
DELUXE CORP COM 248019101 373 12,368 X 12,368
DENDRITE INTL INC COM 248239105 412 28,575 X 28,575
DENNYS CORP COM 24869P104 412 102,244 X 102,244
DENTSPLY INTL INC NEW COM 249030107 1,079 20,100 X 20,100
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 850 51,115 X 51,115
DEVELOPERS DIVERSIFIED RLTY COM 251591103 860 18,300 X 18,300
DEVON ENERGY CORP NEW COM 25179M103 3,571 57,094 X 57,094
DIAGEO P L C SPON ADR NEW 25243Q205 886 15,200 X 15,200
DIAGNOSTIC PRODS CORP COM 252450101 562 11,583 X 11,583
DIAMONDCLUSTER INTL INC COM 25278P106 487 61,367 X 61,367
DICKS SPORTING GOODS INC COM 253393102 357 10,755 X 10,755
DIGITAL INSIGHT CORP COM 25385P106 305 9,513 X 9,513
DIRECTV GROUP INC COM 25459L106 976 69,135 X 69,135
DISCOVERY HOLDING CO CL A COM 25468Y107 418 27,584 X 27,584
DISNEY WALT CO COM DISNEY 254687106 4,818 201,015 X 201,015
DISTRIBUTED ENERGY SYS CORP COM 25475V104 117 15,396 X 15,396
DOLLAR TREE STORES INC COM 256747106 278 11,600 X 11,600
DOMINION RES INC VA NEW COM 25746U109 2,588 33,529 X 33,529
DOMINOS PIZZA INC COM 25754A201 479 19,800 X 19,800
DOW CHEM CO COM 260543103 4,148 94,659 X 94,659
DOWNEY FINL CORP COM 261018105 924 13,511 X 13,511
DRESS BARN INC COM 261570105 617 15,981 X 15,981
DU PONT E I DE NEMOURS & CO COM 263534109 3,875 91,166 X 91,166
DUKE ENERGY CORP COM 264399106 2,505 91,256 X 91,256
DUKE REALTY CORP COM NEW 264411505 1,697 50,794 X 50,794
DURECT CORP COM 266605104 389 76,814 X 76,814
EGL INC COM 268484102 403 10,717 X 10,717
E M C CORP MASS COM 268648102 3,223 236,608 X 236,608
EMC INS GROUP INC COM 268664109 327 16,400 X 16,400
ENI S P A SPONSORED ADR 26874R108 1,789 12,825 X 12,825
ESS TECHNOLOGY INC COM 269151106 159 46,500 X 46,500
EARTHLINK INC COM 270321102 439 39,500 X 39,500
EASTMAN KODAK CO COM 277461109 615 26,300 X 26,300
EBAY INC COM 278642103 5,487 126,965 X 126,965
EDO CORP COM 281347104 908 33,571 X 33,571
EDUCATION MGMT CORP COM 28139T101 318 9,476 X 9,476
ELECTRO SCIENTIFIC INDS COM 285229100 587 24,300 X 24,300
ELECTRONIC ARTS INC COM 285512109 1,586 30,323 X 30,323
ELKCORP COM 287456107 448 13,300 X 13,300
EMBARCADERO TECHNOLOGIES INC COM 290787100 134 18,400 X 18,400
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 841 21,500 X 21,500
EMERSON ELEC CO COM 291011104 4,417 59,134 X 59,134
EMPIRE RESORTS INC COM 292052107 180 24,258 X 24,258
ENERGY CONVERSION DEVICES IN COM 292659109 416 10,200 X 10,200
ENGELHARD CORP COM 292845104 941 31,200 X 31,200
ENTERCOM COMMUNICATIONS CORP CL A 293639100 330 11,110 X 11,110
ENTERGY CORP NEW COM 29364G103 1,433 20,876 X 20,876
ENTERPRISE PRODS PARTNERS L COM 293792107 725 30,200 X 30,200
ENZON PHARMACEUTICALS INC COM 293904108 118 16,000 X 16,000
EQUITY OFFICE PROPERTIES TRU COM 294741103 2,099 69,205 X 69,205
EQUITY ONE COM 294752100 493 21,321 X 21,321
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,865 47,686 X 47,686
ESCALA GROUP INC COM 29605W107 203 10,032 X 10,032
ESCO TECHNOLOGIES INC COM 296315104 329 7,400 X 7,400
ESPEED INC CL A 296643109 187 24,200 X 24,200
ESSEX CORP COM 296744105 614 36,000 X 36,000
ESSEX PPTY TR INC COM 297178105 360 3,900 X 3,900
ETHAN ALLEN INTERIORS INC COM 297602104 825 22,578 X 22,578
EURONET WORLDWIDE INC COM 298736109 222 7,970 X 7,970
EXAR CORP COM 300645108 543 43,400 X 43,400
EXELON CORP COM 30161N101 3,498 65,831 X 65,831
EXPEDIA INC DEL COM 30212P105 427 17,802 X 17,802
EXPRESSJET HOLDINGS INC CL A 30218U108 1,413 174,627 X 174,627
EXPRESS SCRIPTS INC COM 302182100 1,318 15,730 X 15,730
EXTREME NETWORKS INC COM 30226D106 142 29,800 X 29,800
EXXON MOBIL CORP COM 30231G102 37,596 669,320 X 669,320
FPL GROUP INC COM 302571104 1,608 38,685 X 38,685
FX ENERGY INC COM 302695101 150 18,847 X 18,847
FARGO ELECTRONICS INC COM 30744P102 472 24,507 X 24,507
FEDERAL HOME LN MTG CORP COM 313400301 4,430 67,795 X 67,795
FEDERAL NATL MTG ASSN COM 313586109 5,650 115,765 X 115,765
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 722 11,900 X 11,900
FEDERATED DEPT STORES INC DE COM 31410H101 299 4,503 X 4,503
FEDERATED INVS INC PA CL B 314211103 237 6,400 X 6,400
FEDEX CORP COM 31428X106 3,075 29,746 X 29,746
FELCOR LODGING TR INC COM 31430F101 372 21,600 X 21,600
FIDELITY NATL FINL INC COM 316326107 840 22,840 X 22,840
FIFTH THIRD BANCORP COM 316773100 1,761 46,676 X 46,676
FINANCIAL FED CORP COM 317492106 402 9,038 X 9,038
FINISH LINE INC CL A 317923100 370 21,241 X 21,241
FIRST AMERN CORP CALIF COM 318522307 2,206 48,700 X 48,700
FIRST CMNTY BANCORP CALIF COM 31983B101 375 6,900 X 6,900
FIRST DATA CORP COM 319963104 3,298 76,674 X 76,674
FIRST HORIZON NATL CORP COM 320517105 1,146 29,800 X 29,800
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 270 7,000 X 7,000
FIRST NIAGARA FINL GP INC COM 33582V108 347 23,992 X 23,992
FIRST REP BK SAN FRANCISCO COM 336158100 339 9,154 X 9,154
FIRSTFED FINL CORP COM 337907109 371 6,800 X 6,800
FLAGSTAR BANCORP INC COM 337930101 791 54,938 X 54,938
FIRSTENERGY CORP COM 337932107 1,591 32,480 X 32,480
FLEETWOOD ENTERPRISES INC COM 339099103 154 12,500 X 12,500
FLORIDA ROCK INDS INC COM 341140101 334 6,800 X 6,800
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 461 13,654 X 13,654
FORD MTR CO DEL COM PAR $0.01 345370860 2,273 294,369 X 294,369
FORWARD AIR CORP COM 349853101 425 11,600 X 11,600
4 KIDS ENTMT INC COM 350865101 229 14,600 X 14,600
FRANKLIN RES INC COM 354613101 1,495 15,907 X 15,907
FRANKLIN STREET PPTYS CORP COM 35471R106 217 10,342 X 10,342
FREDS INC CL A 356108100 488 30,000 X 30,000
FREMONT GEN CORP COM 357288109 802 34,532 X 34,532
FRONTIER AIRLINES INC NEW COM 359065109 480 51,981 X 51,981
FRONTIER OIL CORP COM 35914P105 342 9,100 X 9,100
FURNITURE BRANDS INTL INC COM 360921100 370 16,569 X 16,569
GATX CORP COM 361448103 225 6,225 X 6,225
GFI GROUP INC COM 361652209 371 7,813 X 7,813
GALLAGHER ARTHUR J & CO COM 363576109 716 23,200 X 23,200
GANNETT INC COM 364730101 1,736 28,658 X 28,658
GAP INC DEL COM 364760108 1,034 58,633 X 58,633
GARTNER INC COM 366651107 413 32,031 X 32,031
GASCO ENERGY INC COM 367220100 152 23,230 X 23,230
GENENTECH INC COM NEW 368710406 4,225 45,671 X 45,671
GENERAL DYNAMICS CORP COM 369550108 2,593 22,732 X 22,732
GENERAL ELECTRIC CO COM 369604103 36,606 1,044,397 X 1,044,397
GENERAL GROWTH PPTYS INC COM 370021107 2,838 60,393 X 60,393
GENERAL MLS INC COM 370334104 1,422 28,832 X 28,832
GENERAL MTRS CORP COM 370442105 883 45,494 X 45,494
GENESCO INC COM 371532102 504 13,000 X 13,000
GENESIS MICROCHIP INC DEL COM 37184C103 317 17,503 X 17,503
GEOGLOBAL RESOURCES INC COM 37249T109 213 16,714 X 16,714
GENZYME CORP COM 372917104 1,758 24,843 X 24,843
GEORGIA GULF CORP COM PAR $0.01 373200203 987 32,462 X 32,462
GIBRALTAR INDS INC COM 374689107 391 17,028 X 17,028
GILEAD SCIENCES INC COM 375558103 2,339 44,492 X 44,492
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 989 19,589 X 19,589
GLIMCHER RLTY TR SH BEN INT 379302102 443 18,200 X 18,200
GLOBAL IMAGING SYSTEMS COM 37934A100 1,295 37,400 X 37,400
GLOBAL PMTS INC COM 37940X102 410 8,792 X 8,792
GLOBAL SIGNAL INC COM 37944Q103 503 11,653 X 11,653
GOLD BANC CORP INC COM 379907108 374 20,532 X 20,532
GOLDEN WEST FINL CORP DEL COM 381317106 1,649 24,991 X 24,991
GOLDMAN SACHS GROUP INC COM 38141G104 5,789 45,332 X 45,332
GOODYEAR TIRE & RUBR CO COM 382550101 191 11,000 X 11,000
GOOGLE INC CL A 38259P508 6,734 16,233 X 16,233
GREATBATCH INC COM 39153L106 997 38,344 X 38,344
GREY WOLF INC COM 397888108 1,175 152,034 X 152,034
GROUP 1 AUTOMOTIVE INC COM 398905109 357 11,346 X 11,346
GUIDANT CORP COM 401698105 2,072 32,002 X 32,002
GULFMARK OFFSHORE INC COM 402629109 471 15,913 X 15,913
GYMBOREE CORP COM 403777105 385 16,459 X 16,459
HCA INC COM 404119109 2,194 43,443 X 43,443
HCC INS HLDGS INC COM 404132102 574 19,346 X 19,346
HNI CORP COM 404251100 291 5,300 X 5,300
HRPT PPTYS TR COM SH BEN INT 40426W101 517 49,999 X 49,999
HSBC HLDGS PLC SPON ADR NEW 404280406 732 9,100 X 9,100
HAEMONETICS CORP COM 405024100 420 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 569 26,900 X 26,900
HALLIBURTON CO COM 406216101 2,722 43,926 X 43,926
HANCOCK HLDG CO COM 410120109 360 9,530 X 9,530
HANSON PLC NEW SPONSORED ADR 411349103 1,029 18,737 X 18,737
HARLEY DAVIDSON INC COM 412822108 1,443 28,032 X 28,032
HARLEYSVILLE GROUP INC COM 412824104 260 9,800 X 9,800
HARMONIC INC COM 413160102 275 56,701 X 56,701
HARRIS & HARRIS GROUP INC COM 413833104 165 11,872 X 11,872
HARTE-HANKS INC COM 416196103 335 12,700 X 12,700
HARTFORD FINL SVCS GROUP INC COM 416515104 3,428 39,910 X 39,910
HARVEST NATURAL RESOURCES IN COM 41754V103 433 48,778 X 48,778
HAVERTY FURNITURE INC COM 419596101 291 22,600 X 22,600
HEALTH CARE PPTY INVS INC COM 421915109 573 22,400 X 22,400
HEALTHCARE RLTY TR COM 421946104 263 7,900 X 7,900
HEALTH CARE REIT INC COM 42217K106 305 9,000 X 9,000
HEARTLAND EXPRESS INC COM 422347104 507 24,991 X 24,991
HERITAGE PPTY INVT TR INC COM 42725M107 411 12,300 X 12,300
HERSHEY CO COM 427866108 929 16,816 X 16,816
HEWLETT PACKARD CO COM 428236103 9,386 327,835 X 327,835
HEXCEL CORP NEW COM 428291108 360 19,948 X 19,948
HIBBETT SPORTING GOODS INC COM 428565105 587 20,621 X 20,621
HIGHWOODS PPTYS INC COM 431284108 256 9,000 X 9,000
HILLENBRAND INDS INC COM 431573104 1,265 25,610 X 25,610
HOLLY CORP COM PAR $0.01 435758305 465 7,900 X 7,900
HOME DEPOT INC COM 437076102 8,909 220,072 X 220,072
HOME PROPERTIES INC COM 437306103 226 5,535 X 5,535
HOMESTORE INC COM 437852106 186 36,547 X 36,547
HONDA MOTOR LTD AMERN SHS 438128308 992 34,235 X 34,235
HONEYWELL INTL INC COM 438516106 3,129 84,001 X 84,001
HOOPER HOLMES INC COM 439104100 54 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 567 29,900 X 29,900
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,067 26,600 X 26,600
HOST MARRIOTT CORP NEW COM 44107P104 1,137 59,991 X 59,991
HOT TOPIC INC COM 441339108 477 33,459 X 33,459
HUGOTON RTY TR TEX UNIT BEN INT 444717102 377 9,955 X 9,955
HUNTINGTON BANCSHARES INC COM 446150104 966 40,688 X 40,688
HYPERION SOLUTIONS CORP COM 44914M104 311 8,686 X 8,686
IAC INTERACTIVECORP COM NEW 44919P300 504 17,803 X 17,803
ICU MED INC COM 44930G107 721 18,400 X 18,400
ISTAR FINL INC COM 45031U101 951 26,676 X 26,676
ITT EDUCATIONAL SERVICES INC COM 45068B109 467 7,900 X 7,900
ILLINOIS TOOL WKS INC COM 452308109 2,179 24,764 X 24,764
ILLUMINA INC COM 452327109 239 16,925 X 16,925
IMMUCOR INC COM 452526106 344 14,715 X 14,715
IMPERIAL CHEM INDS PLC ADR NEW 452704505 946 41,500 X 41,500
IMPERIAL OIL LTD COM NEW 453038408 897 9,010 X 9,010
INDEPENDENCE CMNTY BK CORP COM 453414104 234 5,882 X 5,882
INFINITY PPTY & CAS CORP COM 45665Q103 1,377 37,000 X 37,000
ING GROEP N V SPONSORED ADR 456837103 971 27,900 X 27,900
INGRAM MICRO INC CL A 457153104 827 41,500 X 41,500
INLAND REAL ESTATE CORP COM NEW 457461200 462 31,221 X 31,221
INSIGHT ENTERPRISES INC COM 45765U103 539 27,500 X 27,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 755 38,996 X 38,996
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 335 26,250 X 26,250
INTEGRATED SILICON SOLUTION COM 45812P107 293 45,500 X 45,500
INTEL CORP COM 458140100 15,173 607,873 X 607,873
INTER TEL INC COM 458372109 368 18,800 X 18,800
INTERNATIONAL BUSINESS MACHS COM 459200101 13,371 162,669 X 162,669
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 482 14,377 X 14,377
INTL PAPER CO COM 460146103 1,623 48,299 X 48,299
INTERNET CAP GROUP INC COM NEW 46059C205 134 16,300 X 16,300
INTERSIL CORP CL A 46069S109 1,308 52,589 X 52,589
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 371 10,469 X 10,469
INVESTORS REAL ESTATE TR SH BEN INT 461730103 353 38,200 X 38,200
INVESTORS FINL SERVICES CORP COM 461915100 225 6,100 X 6,100
IRIS INTL INC COM 46270W105 305 13,930 X 13,930
ISHARES TR RUSSELL MIDCAP 464287499 18,729 213,000 X 213,000
ISHARES TR RUSSELL 2000 464287655 12,256 183,700 X 183,700
ISHARES TR RUSSELL 3000 464287689 13,720 190,500 X 190,500
ISHARES TR S&P SMLCAP 600 464287804 1,399 24,200 X 24,200
J & J SNACK FOODS CORP COM 466032109 452 7,600 X 7,600
JP MORGAN CHASE & CO COM 46625H100 13,752 346,496 X 346,496
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,202 28,132 X 28,132
JACK IN THE BOX INC COM 466367109 2,004 57,371 X 57,371
JAKKS PAC INC COM 47012E106 1,266 60,464 X 60,464
JAMDAT MOBILE INC COM 47023T100 386 14,538 X 14,538
JEFFERSON PILOT CORP COM 475070108 939 16,500 X 16,500
JOHNSON & JOHNSON COM 478160104 18,814 313,050 X 313,050
JOHNSON CTLS INC COM 478366107 408 5,600 X 5,600
JONES LANG LASALLE INC COM 48020Q107 1,319 26,195 X 26,195
JUNIPER NETWORKS INC COM 48203R104 1,197 53,663 X 53,663
K-SWISS INC CL A 482686102 1,726 53,200 X 53,200
KNBT BANCORP INC COM 482921103 369 22,669 X 22,669
KB HOME COM 48666K109 847 11,657 X 11,657
KEITHLEY INSTRS INC COM 487584104 604 43,183 X 43,183
KELLOGG CO COM 487836108 1,066 24,668 X 24,668
KELLWOOD CO COM 488044108 559 23,393 X 23,393
KILROY RLTY CORP COM 49427F108 297 4,800 X 4,800
KIMBERLY CLARK CORP COM 494368103 2,810 47,111 X 47,111
KIMCO REALTY CORP COM 49446R109 1,234 38,462 X 38,462
KING PHARMACEUTICALS INC COM 495582108 195 11,500 X 11,500
KOHLS CORP COM 500255104 1,466 30,164 X 30,164
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 986 31,700 X 31,700
KOPIN CORP COM 500600101 413 77,288 X 77,288
KOS PHARMACEUTICALS INC COM 500648100 1,398 27,023 X 27,023
KRAFT FOODS INC CL A 50075N104 1,978 70,203 X 70,203
LKQ CORP COM 501889208 387 11,170 X 11,170
LTC PPTYS INC COM 502175102 324 15,400 X 15,400
LA Z BOY INC COM 505336107 805 59,400 X 59,400
LABOR READY INC COM NEW 505401208 1,155 55,481 X 55,481
LABRANCHE & CO INC COM 505447102 326 32,252 X 32,252
LANCASTER COLONY CORP COM 513847103 322 8,700 X 8,700
LANCE INC COM 514606102 401 21,500 X 21,500
LANDAMERICA FINL GROUP INC COM 514936103 1,213 19,432 X 19,432
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 559 15,226 X 15,226
LAWSON SOFTWARE INC COM 520780107 519 70,573 X 70,573
LECG CORP COM 523234102 362 20,846 X 20,846
LEHMAN BROS HLDGS INC COM 524908100 4,333 33,805 X 33,805
LENNAR CORP CL A 526057104 1,340 21,952 X 21,952
LENOX GROUP INC COM 526262100 377 28,500 X 28,500
LEXAR MEDIA INC COM 52886P104 360 43,833 X 43,833
LEXINGTON CORP PPTYS TR COM 529043101 676 31,716 X 31,716
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,171 275,830 X 275,830
LIBERTY PPTY TR SH BEN INT 531172104 1,571 36,661 X 36,661
LIFELINE SYS INC COM 532192101 340 9,302 X 9,302
LILLY ELI & CO COM 532457108 5,785 102,228 X 102,228
LINCOLN NATL CORP IND COM 534187109 1,032 19,454 X 19,454
LINDSAY MFG CO COM 535555106 215 11,200 X 11,200
LINEAR TECHNOLOGY CORP COM 535678106 292 8,100 X 8,100
LINENS N THINGS INC COM 535679104 503 18,900 X 18,900
LIONS GATE ENTMNT CORP COM NEW 535919203 301 39,210 X 39,210
LIONBRIDGE TECHNOLOGIES INC COM 536252109 163 23,290 X 23,290
LITHIA MTRS INC CL A 536797103 374 11,904 X 11,904
LITTELFUSE INC COM 537008104 553 20,294 X 20,294
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 946 27,982 X 27,982
LO-JACK CORP COM 539451104 311 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,315 36,376 X 36,376
LODGENET ENTMT CORP COM 540211109 296 21,200 X 21,200
LOEWS CORP COM 540424108 1,391 14,661 X 14,661
LOEWS CORP CAROLNA GP STK 540424207 691 15,700 X 15,700
LONGS DRUG STORES CORP COM 543162101 418 11,473 X 11,473
LOUISIANA PAC CORP COM 546347105 750 27,300 X 27,300
LOWES COS INC COM 548661107 5,083 76,260 X 76,260
LUBYS INC COM 549282101 371 27,919 X 27,919
LUMINENT MTG CAP INC COM 550278303 570 75,924 X 75,924
MBNA CORP COM 55262L100 3,389 124,832 X 124,832
M D C HLDGS INC COM 552676108 740 11,932 X 11,932
MFA MTG INVTS INC COM 55272X102 544 95,515 X 95,515
MIVA INC COM 55311R108 214 43,216 X 43,216
MACDERMID INC COM 554273102 338 12,100 X 12,100
MACERICH CO COM 554382101 671 10,000 X 10,000
MACK CALI RLTY CORP COM 554489104 616 14,257 X 14,257
MAGELLAN HEALTH SVCS INC COM NEW 559079207 286 9,100 X 9,100
MAGMA DESIGN AUTOMATION COM 559181102 136 16,200 X 16,200
MAGUIRE PPTYS INC COM 559775101 235 7,600 X 7,600
MANHATTAN ASSOCS INC COM 562750109 690 33,700 X 33,700
MANNATECH INC COM 563771104 447 32,400 X 32,400
MANULIFE FINL CORP COM 56501R106 976 16,600 X 16,600
MARATHON OIL CORP COM 565849106 3,760 61,673 X 61,673
MARSH & MCLENNAN COS INC COM 571748102 1,667 52,476 X 52,476
MARRIOTT INTL INC NEW CL A 571903202 1,160 17,317 X 17,317
MARVEL ENTERTAINMENT INC COM 57383T103 303 18,500 X 18,500
MASCO CORP COM 574599106 2,214 73,334 X 73,334
MATTEL INC COM 577081102 764 48,300 X 48,300
MATTSON TECHNOLOGY INC COM 577223100 413 41,018 X 41,018
MAVERICK TUBE CORP COM 577914104 1,463 36,713 X 36,713
MAXIMUS INC COM 577933104 985 26,851 X 26,851
MCDERMOTT INTL INC COM 580037109 607 13,606 X 13,606
MCDONALDS CORP COM 580135101 4,209 124,813 X 124,813
MCGRAW HILL COS INC COM 580645109 1,905 36,889 X 36,889
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,657 29,688 X 29,688
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 132 24,100 X 24,100
MEDTRONIC INC COM 585055106 6,857 119,105 X 119,105
MENTOR CORP MINN COM 587188103 332 7,195 X 7,195
MERCK & CO INC COM 589331107 7,871 247,450 X 247,450
MERCURY COMPUTER SYS COM 589378108 779 37,741 X 37,741
MERCURY GENL CORP NEW COM 589400100 1,444 24,800 X 24,800
MERISTAR HOSPITALITY CORP COM 58984Y103 132 14,045 X 14,045
MERITAGE HOMES CORP COM 59001A102 772 12,276 X 12,276
MERRILL LYNCH & CO INC COM 590188108 6,287 92,818 X 92,818
MESA AIR GROUP INC COM 590479101 1,178 112,658 X 112,658
METLIFE INC COM 59156R108 2,911 59,416 X 59,416
MICREL INC COM 594793101 490 42,300 X 42,300
MICROSOFT CORP COM 594918104 23,843 911,791 X 911,791
MICROSTRATEGY INC CL A NEW 594972408 1,455 17,596 X 17,596
MICROMUSE INC COM 595094103 369 37,359 X 37,359
MID-AMER APT CMNTYS INC COM 59522J103 1,003 20,676 X 20,676
MILLER HERMAN INC COM 600544100 344 12,200 X 12,200
MILLS CORP COM 601148109 377 9,000 X 9,000
MINE SAFETY APPLIANCES CO COM 602720104 779 21,525 X 21,525
MISSION WEST PPTYS INC COM 605203108 105 10,800 X 10,800
MOLEX INC COM 608554101 409 15,762 X 15,762
MONACO COACH CORP COM 60886R103 383 28,800 X 28,800
MONARCH CASINO & RESORT INC COM 609027107 432 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 2,047 26,408 X 26,408
MONSTER WORLDWIDE INC COM 611742107 200 4,900 X 4,900
MORGAN STANLEY COM NEW 617446448 6,122 107,887 X 107,887
MOTOROLA INC COM 620076109 5,455 241,479 X 241,479
MULTIMEDIA GAMES INC COM 625453105 277 29,900 X 29,900
NBTY INC COM 628782104 328 20,200 X 20,200
NCO GROUP INC COM 628858102 234 13,804 X 13,804
NDS GROUP PLC SPONSORED ADR 628891103 412 10,020 X 10,020
NS GROUP INC COM 628916108 1,325 31,699 X 31,699
NVR INC COM 62944T105 1,319 1,879 X 1,879
NARA BANCORP INC COM 63080P105 354 19,918 X 19,918
NATIONAL CITY CORP COM 635405103 2,764 82,325 X 82,325
NATIONAL HEALTH INVS INC COM 63633D104 590 22,738 X 22,738
NATIONAL INSTRS CORP COM 636518102 327 10,200 X 10,200
NATIONWIDE FINL SVCS INC CL A 638612101 1,360 30,900 X 30,900
NATIONWIDE HEALTH PPTYS INC COM 638620104 404 18,900 X 18,900
NAUTILUS INC COM 63910B102 451 24,166 X 24,166
NAVTEQ CORP COM 63936L100 430 9,800 X 9,800
NDCHEALTH CORP COM 639480102 519 27,000 X 27,000
NEENAH PAPER INC COM 640079109 408 14,570 X 14,570
NEOWARE SYS INC COM 64065P102 1,365 58,585 X 58,585
NETBANK INC COM 640933107 183 25,379 X 25,379
NETFLIX COM INC COM 64110L106 460 17,000 X 17,000
NETEASE COM INC SPONSORED ADR 64110W102 379 6,747 X 6,747
NETLOGIC MICROSYSTEMS INC COM 64118B100 383 14,077 X 14,077
NEUROMETRIX INC COM 641255104 350 12,820 X 12,820
NEUSTAR INC CL A 64126X201 463 15,200 X 15,200
NEW PLAN EXCEL RLTY TR INC COM 648053106 396 17,100 X 17,100
NEW YORK & CO INC COM 649295102 386 18,194 X 18,194
NEW YORK CMNTY BANCORP INC COM 649445103 904 54,700 X 54,700
NEWELL RUBBERMAID INC COM 651229106 957 40,225 X 40,225
NEWFIELD EXPL CO COM 651290108 1,360 27,154 X 27,154
NEWMONT MINING CORP COM 651639106 2,168 40,598 X 40,598
NEWS CORP CL A 65248E104 3,569 229,489 X 229,489
NEXTEL PARTNERS INC CL A 65333F107 1,210 43,300 X 43,300
NEXEN INC COM 65334H102 776 16,300 X 16,300
NIKE INC CL B 654106103 1,604 18,484 X 18,484
NOKIA CORP SPONSORED ADR 654902204 985 53,800 X 53,800
NORTH FORK BANCORPORATION NY COM 659424105 324 11,827 X 11,827
NORTHROP GRUMMAN CORP COM 666807102 2,125 35,360 X 35,360
NOVARTIS A G SPONSORED ADR 66987V109 972 18,526 X 18,526
NOVELL INC COM 670006105 208 23,500 X 23,500
NOVEN PHARMACEUTICALS INC COM 670009109 451 29,800 X 29,800
NOVO-NORDISK A S ADR 670100205 1,013 18,000 X 18,000
NUCOR CORP COM 670346105 2,371 35,542 X 35,542
NVIDIA CORP COM 67066G104 1,349 36,895 X 36,895
O CHARLEYS INC COM 670823103 629 40,545 X 40,545
OCCIDENTAL PETE CORP DEL COM 674599105 4,458 55,805 X 55,805
ODYSSEY HEALTHCARE INC COM 67611V101 800 42,892 X 42,892
ODYSSEY RE HLDGS CORP COM 67612W108 220 8,768 X 8,768
OFFSHORE LOGISTICS INC COM 676255102 669 22,900 X 22,900
OHIO CAS CORP COM 677240103 227 8,000 X 8,000
OIL STS INTL INC COM 678026105 749 23,640 X 23,640
OLD REP INTL CORP COM 680223104 1,218 46,400 X 46,400
OLIN CORP COM PAR $1 680665205 326 16,580 X 16,580
OMNICOM GROUP INC COM 681919106 1,537 18,058 X 18,058
OMEGA HEALTHCARE INVS INC COM 681936100 320 25,414 X 25,414
OMNIVISION TECHNOLOGIES INC COM 682128103 1,319 66,071 X 66,071
ON SEMICONDUCTOR CORP COM 682189105 828 149,676 X 149,676
ONEOK INC NEW COM 682680103 240 9,000 X 9,000
ORACLE CORP COM 68389X105 4,550 372,624 X 372,624
OPTIONSXPRESS HLDGS INC COM 684010101 350 14,251 X 14,251
ORASURE TECHNOLOGIES INC COM 68554V108 301 34,076 X 34,076
O REILLY AUTOMOTIVE INC COM 686091109 917 28,638 X 28,638
ORIENTAL FINL GROUP INC COM 68618W100 437 35,366 X 35,366
OSHKOSH TRUCK CORP COM 688239201 812 18,200 X 18,200
OVERLAND STORAGE INC COM 690310107 156 19,500 X 19,500
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,739 34,508 X 34,508
PMC-SIERRA INC COM 69344F106 273 35,425 X 35,425
PNC FINL SVCS GROUP INC COM 693475105 3,000 48,520 X 48,520
PPG INDS INC COM 693506107 1,197 20,671 X 20,671
PS BUSINESS PKS INC CALIF COM 69360J107 824 16,745 X 16,745
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 677 10,114 X 10,114
PANACOS PHARMACEUTICALS INC COM 69811Q106 240 34,598 X 34,598
PAPA JOHNS INTL INC COM 698813102 825 13,916 X 13,916
PARALLEL PETE CORP DEL COM 699157103 173 10,176 X 10,176
PARAMETRIC TECHNOLOGY CORP COM 699173100 559 91,700 X 91,700
PARK ELECTROCHEMICAL CORP COM 700416209 379 14,595 X 14,595
PARKER DRILLING CO COM 701081101 365 33,695 X 33,695
PARKWAY PPTYS INC COM 70159Q104 879 21,903 X 21,903
PARTNERS TR FINL GROUP INC N COM 70213F102 356 29,533 X 29,533
PATHMARK STORES INC NEW COM 70322A101 122 12,200 X 12,200
PATTERSON UTI ENERGY INC COM 703481101 863 26,203 X 26,203
PENN NATL GAMING INC COM 707569109 1,361 41,290 X 41,290
PENN VA CORP COM 707882106 534 9,300 X 9,300
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 448 11,984 X 11,984
PEPSICO INC COM 713448108 9,742 164,898 X 164,898
PERFORMANCE FOOD GROUP CO COM 713755106 599 21,119 X 21,119
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 454 29,200 X 29,200
PEROT SYS CORP CL A 714265105 156 11,000 X 11,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 848 11,900 X 11,900
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 412 13,300 X 13,300
PFIZER INC COM 717081103 18,048 773,926 X 773,926
PHARMACEUTICAL PROD DEV INC COM 717124101 483 7,800 X 7,800
PHARMION CORP COM 71715B409 345 19,435 X 19,435
PHOENIX COS INC NEW COM 71902E109 405 29,678 X 29,678
PILGRIMS PRIDE CORP COM 721467108 2,100 63,330 X 63,330
PIONEER DRILLING CO COM 723655106 313 17,453 X 17,453
PITNEY BOWES INC COM 724479100 346 8,200 X 8,200
PLANAR SYS INC COM 726900103 208 24,900 X 24,900
PLEXUS CORP COM 729132100 414 18,212 X 18,212
PLUM CREEK TIMBER CO INC COM 729251108 1,128 31,283 X 31,283
POLARIS INDS INC COM 731068102 458 9,131 X 9,131
POPE & TALBOT INC COM 732827100 548 65,839 X 65,839
POSSIS MEDICAL INC COM 737407106 211 21,200 X 21,200
POST PPTYS INC COM 737464107 268 6,700 X 6,700
POWERWAVE TECHNOLOGIES INC COM 739363109 386 30,713 X 30,713
PRAXAIR INC COM 74005P104 1,687 31,854 X 31,854
PREMIERE GLOBAL SVCS INC COM 740585104 134 16,513 X 16,513
PREMIUM STD FARMS INC COM 74060C105 375 25,063 X 25,063
PRENTISS PPTYS TR SH BEN INT 740706106 305 7,500 X 7,500
PRIDE INTL INC DEL COM 74153Q102 206 6,700 X 6,700
PROASSURANCE CORP COM 74267C106 402 8,256 X 8,256
PROCTER & GAMBLE CO COM 742718109 19,514 337,151 X 337,151
PROGRESSIVE CORP OHIO COM 743315103 3,539 30,303 X 30,303
PROLOGIS SH BEN INT 743410102 1,898 40,624 X 40,624
PRUDENTIAL FINL INC COM 744320102 3,733 51,000 X 51,000
PT INDOSAT TBK SPONSORED ADR 744383100 471 16,200 X 16,200
PUBLIC STORAGE INC COM 74460D109 1,493 22,051 X 22,051
PULTE HOMES INC COM 745867101 802 20,367 X 20,367
QLT INC COM 746927102 111 17,500 X 17,500
QUALCOMM INC COM 747525103 6,930 160,864 X 160,864
QUALITY SYS INC COM 747582104 414 5,387 X 5,387
QUEST SOFTWARE INC COM 74834T103 150 10,276 X 10,276
R & G FINANCIAL CORP CL B 749136107 613 46,428 X 46,428
RF MICRODEVICES INC COM 749941100 138 25,500 X 25,500
RADIAN GROUP INC COM 750236101 211 3,600 X 3,600
RADIO ONE INC CL D NON VTG 75040P405 238 23,000 X 23,000
RANDGOLD RES LTD ADR 752344309 387 24,000 X 24,000
RAVEN INDS INC COM 754212108 345 11,968 X 11,968
RAYONIER INC COM 754907103 496 12,450 X 12,450
RAYTHEON CO COM NEW 755111507 1,788 44,531 X 44,531
REALTY INCOME CORP COM 756109104 285 13,200 X 13,200
RECKSON ASSOCS RLTY CORP COM 75621K106 489 13,600 X 13,600
RED HAT INC COM 756577102 365 13,400 X 13,400
REDBACK NETWORKS INC COM NEW 757209507 387 27,544 X 27,544
REDIFF COM INDIA LTD SPONSORED ADR 757479100 280 15,496 X 15,496
REGAL ENTMT GROUP CL A 758766109 384 20,200 X 20,200
REGENCY CTRS CORP COM 758849103 607 10,300 X 10,300
REGENERON PHARMACEUTICALS COM 75886F107 176 11,099 X 11,099
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,560 45,682 X 45,682
RELIANCE STEEL & ALUMINUM CO COM 759509102 834 13,644 X 13,644
RENAISSANCE LEARNING INC COM 75968L105 422 22,300 X 22,300
RENAL CARE GROUP INC COM 759930100 750 15,850 X 15,850
RESOURCES CONNECTION INC COM 76122Q105 836 32,016 X 32,016
REYNOLDS & REYNOLDS CO CL A 761695105 556 19,800 X 19,800
REYNOLDS AMERICAN INC COM 761713106 1,030 10,800 X 10,800
ROBBINS & MYERS INC COM 770196103 256 12,600 X 12,600
ROCKY SHOES & BOOTS INC COM 774830103 504 20,700 X 20,700
ROSS STORES INC COM 778296103 318 11,000 X 11,000
ROTECH HEALTHCARE INC COM 778669101 396 23,600 X 23,600
ROWAN COS INC COM 779382100 334 9,359 X 9,359
ROYAL GOLD INC COM 780287108 493 14,200 X 14,200
RUDDICK CORP COM 781258108 343 16,100 X 16,100
RUDOLPH TECHNOLOGIES INC COM 781270103 219 17,000 X 17,000
RUSS BERRIE & CO COM 782233100 185 16,200 X 16,200
RUSSELL CORP COM 782352108 482 35,800 X 35,800
RYANS RESTAURANT GROUP INC COM 783520109 484 40,100 X 40,100
RYDER SYS INC COM 783549108 209 5,100 X 5,100
RYERSON TULL INC NEW COM 78375P107 376 15,459 X 15,459
RYLAND GROUP INC COM 783764103 772 10,700 X 10,700
SFBC INTL INC COM 784121105 507 31,642 X 31,642
SL GREEN RLTY CORP COM 78440X101 527 6,900 X 6,900
SLM CORP COM 78442P106 2,276 41,313 X 41,313
SRS LABS INC COM 78464M106 261 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 200 4,278 X 4,278
SAFECO CORP COM 786429100 926 16,386 X 16,386
ST JUDE MED INC COM 790849103 1,791 35,677 X 35,677
ST PAUL TRAVELERS INC COM 792860108 3,947 88,358 X 88,358
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 427 9,800 X 9,800
SANTANDER BANCORP COM 802809103 301 12,000 X 12,000
SARA LEE CORP COM 803111103 2,457 129,980 X 129,980
SCANSOURCE INC COM 806037107 1,694 30,973 X 30,973
SCHERING PLOUGH CORP COM 806605101 4,132 198,155 X 198,155
SCHNITZER STL INDS CL A 806882106 517 16,892 X 16,892
SCHOOL SPECIALTY INC COM 807863105 520 14,263 X 14,263
SCHWAB CHARLES CORP NEW COM 808513105 1,519 103,570 X 103,570
SEABOARD CORP COM 811543107 273 181 X 181
SEARS HLDGS CORP COM 812350106 1,126 9,747 X 9,747
SECURE COMPUTING CORP COM 813705100 264 21,538 X 21,538
SELECTIVE INS GROUP INC COM 816300107 1,160 21,853 X 21,853
SENIOR HSG PPTYS TR SH BEN INT 81721M109 203 12,000 X 12,000
SERENA SOFTWARE INC COM 817492101 1,297 55,347 X 55,347
SHAW GROUP INC COM 820280105 573 19,700 X 19,700
SHERWIN WILLIAMS CO COM 824348106 1,038 22,859 X 22,859
SHURGARD STORAGE CTRS INC COM 82567D104 444 7,832 X 7,832
SIEMENS A G SPONSORED ADR 826197501 1,065 12,441 X 12,441
SIERRA HEALTH SVCS INC COM 826322109 456 5,700 X 5,700
SILICON LABORATORIES INC COM 826919102 257 6,997 X 6,997
SILGAN HOLDINGS INC COM 827048109 600 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 137 15,100 X 15,100
SILVER STD RES INC COM 82823L106 171 11,160 X 11,160
SIMON PPTY GROUP INC NEW COM 828806109 4,197 54,776 X 54,776
SIMPSON MANUFACTURING CO INC COM 829073105 774 21,300 X 21,300
SKYWEST INC COM 830879102 1,236 45,998 X 45,998
SKYWORKS SOLUTIONS INC COM 83088M102 546 107,331 X 107,331
SKILLSOFT PLC SPONSORED ADR 830928107 173 31,400 X 31,400
SMITH A O COM 831865209 389 11,089 X 11,089
SONIC AUTOMOTIVE INC CL A 83545G102 591 26,522 X 26,522
SONIC CORP COM 835451105 875 29,661 X 29,661
SONICWALL INC COM 835470105 601 75,823 X 75,823
SOUTHERN CO COM 842587107 2,531 73,295 X 73,295
SOUTHERN COPPER CORP COM 84265V105 2,300 34,339 X 34,339
SOVRAN SELF STORAGE INC COM 84610H108 497 10,577 X 10,577
SPARTECH CORP COM NEW 847220209 398 18,126 X 18,126
SPECTRUM BRANDS INC COM 84762L105 315 15,500 X 15,500
SPIRIT FIN CORP COM 848568309 121 10,700 X 10,700
SPORTS AUTH INC NEW COM 84917U109 339 10,900 X 10,900
SPRINT NEXTEL CORP COM FON 852061100 7,109 304,319 X 304,319
STAGE STORES INC COM NEW 85254C305 429 14,400 X 14,400
STANDARD PAC CORP NEW COM 85375C101 832 22,616 X 22,616
STANLEY WKS COM 854616109 1,398 29,100 X 29,100
STAPLES INC COM 855030102 1,647 72,539 X 72,539
STARBUCKS CORP COM 855244109 2,304 76,768 X 76,768
STATE STR CORP COM 857477103 1,807 32,593 X 32,593
STATOIL ASA SPONSORED ADR 85771P102 769 33,500 X 33,500
STEAK N SHAKE CO COM 857873103 374 22,058 X 22,058
STEEL TECHNOLOGIES INC COM 858147101 398 14,228 X 14,228
STERLING BANCSHARES INC COM 858907108 346 22,400 X 22,400
STEWART INFORMATION SVCS COR COM 860372101 1,270 26,100 X 26,100
STONE ENERGY CORP COM 861642106 1,236 27,139 X 27,139
STRATTEC SEC CORP COM 863111100 283 6,999 X 6,999
STRYKER CORP COM 863667101 1,282 28,861 X 28,861
SUNCOR ENERGY INC COM 867229106 852 13,500 X 13,500
SUNTERRA CORP COM NEW 86787D208 393 27,602 X 27,602
SUNSTONE HOTEL INVS INC NEW COM 867892101 217 8,182 X 8,182
SUNTRUST BKS INC COM 867914103 2,590 35,595 X 35,595
SUPERIOR INDS INTL INC COM 868168105 416 18,700 X 18,700
SUPERVALU INC COM 868536103 357 11,000 X 11,000
SUPPORTSOFT INC COM 868587106 130 30,900 X 30,900
SURMODICS INC COM 868873100 392 10,600 X 10,600
SWIFT ENERGY CO COM 870738101 1,426 31,633 X 31,633
SYKES ENTERPRISES INC COM 871237103 374 27,953 X 27,953
SYMANTEC CORP COM 871503108 2,051 117,191 X 117,191
SYNAPTICS INC COM 87157D109 374 15,131 X 15,131
SYNTEL INC COM 87162H103 475 22,800 X 22,800
SYSCO CORP COM 871829107 1,936 62,338 X 62,338
TCF FINL CORP COM 872275102 1,129 41,584 X 41,584
TD BANKNORTH INC COM 87235A101 715 24,600 X 24,600
TXU CORP COM 873168108 2,369 47,204 X 47,204
TALK AMERICA HLDGS INC COM NEW 87426R202 393 45,500 X 45,500
TANGER FACTORY OUTLET CTRS I COM 875465106 893 31,088 X 31,088
TARGET CORP COM 87612E106 4,794 87,203 X 87,203
TAUBMAN CTRS INC COM 876664103 295 8,500 X 8,500
TECHNICAL OLYMPIC USA INC COM 878483106 934 44,268 X 44,268
TECHNITROL INC COM 878555101 241 14,093 X 14,093
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 908 27,797 X 27,797
TELEFONICA S A SPONSORED ADR 879382208 926 20,558 X 20,558
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,083 43,900 X 43,900
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 465 11,800 X 11,800
TELESP CELULAR PART S A SPON ADR PFD 87952L108 316 83,583 X 83,583
TELLABS INC COM 879664100 1,421 130,400 X 130,400
TELUS CORP NON-VTG SHS 87971M202 943 23,435 X 23,435
TERRA NITROGEN CO L P COM UNIT 881005201 267 14,000 X 14,000
TESORO CORP COM 881609101 431 7,000 X 7,000
TETRA TECH INC NEW COM 88162G103 853 54,454 X 54,454
TEXAS INSTRS INC COM 882508104 5,538 172,679 X 172,679
THORNBURG MTG INC COM 885218107 1,538 58,700 X 58,700
3M CO COM 88579Y101 6,795 87,682 X 87,682
TIBCO SOFTWARE INC COM 88632Q103 131 17,500 X 17,500
TIMBERLAND CO CL A 887100105 1,658 50,926 X 50,926
TIME WARNER INC COM 887317105 7,878 451,725 X 451,725
TIVO INC COM 888706108 149 29,128 X 29,128
TOLL BROTHERS INC COM 889478103 681 19,656 X 19,656
TOLLGRADE COMMUNICATIONS INC COM 889542106 289 26,400 X 26,400
TOO INC COM 890333107 1,123 39,800 X 39,800
TORO CO COM 891092108 390 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 809 6,400 X 6,400
TOWER GROUP INC COM 891777104 435 19,796 X 19,796
TRADESTATION GROUP INC COM 89267P105 360 29,069 X 29,069
TRANSACTION SYS ARCHITECTS COM 893416107 365 12,662 X 12,662
TREDEGAR CORP COM 894650100 192 14,900 X 14,900
TRIDENT MICROSYSTEMS INC COM 895919108 355 19,701 X 19,701
TRIAD GTY INC COM 895925105 580 13,176 X 13,176
TRIBUNE CO NEW COM 896047107 848 28,039 X 28,039
TRIMBLE NAVIGATION LTD COM 896239100 299 8,435 X 8,435
TRINITY INDS INC COM 896522109 334 7,575 X 7,575
TRIZEC PROPERTIES INC COM 89687P107 596 26,000 X 26,000
TRIZETTO GROUP INC COM 896882107 180 10,600 X 10,600
TRUE RELIGION APPAREL INC COM 89784N104 368 23,871 X 23,871
TUPPERWARE BRANDS CORP COM 899896104 381 17,000 X 17,000
24/7 REAL MEDIA INC COM NEW 901314203 343 46,793 X 46,793
II VI INC COM 902104108 740 41,400 X 41,400
UCBH HOLDINGS INC COM 90262T308 197 11,000 X 11,000
UGI CORP NEW COM 902681105 833 40,445 X 40,445
UICI COM 902737105 743 20,912 X 20,912
US BANCORP DEL COM NEW 902973304 6,336 211,974 X 211,974
USI HLDGS CORP COM 90333H101 388 28,205 X 28,205
ULTICOM INC COM 903844108 331 33,747 X 33,747
UMPQUA HLDGS CORP COM 904214103 393 13,781 X 13,781
UNION PAC CORP COM 907818108 2,085 25,898 X 25,898
UNIONBANCAL CORP COM 908906100 206 3,000 X 3,000
UNISYS CORP COM 909214108 125 21,400 X 21,400
UNIT CORP COM 909218109 831 15,100 X 15,100
UNITED DOMINION REALTY TR IN COM 910197102 532 22,700 X 22,700
UNITED PARCEL SERVICE INC CL B 911312106 4,542 60,440 X 60,440
UNITED TECHNOLOGIES CORP COM 913017109 5,636 100,801 X 100,801
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,069 15,463 X 15,463
UNITEDHEALTH GROUP INC COM 91324P102 7,748 124,683 X 124,683
UNIVERSAL FST PRODS INC COM 913543104 366 6,623 X 6,623
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 387 16,818 X 16,818
UNUMPROVIDENT CORP COM 91529Y106 983 43,200 X 43,200
UTSTARCOM INC COM 918076100 360 44,690 X 44,690
V F CORP COM 918204108 968 17,497 X 17,497
VALEANT PHARMACEUTICALS INTL COM 91911X104 1,572 86,962 X 86,962
VALERO ENERGY CORP NEW COM 91913Y100 4,351 84,320 X 84,320
VALUECLICK INC COM 92046N102 301 16,600 X 16,600
VEECO INSTRS INC DEL COM 922417100 373 21,500 X 21,500
VENTAS INC COM 92276F100 554 17,300 X 17,300
VENTANA MED SYS INC COM 92276H106 297 7,022 X 7,022
VENTIV HEALTH INC COM 922793104 1,253 53,056 X 53,056
VERITAS DGC INC COM 92343P107 808 22,765 X 22,765
VERIZON COMMUNICATIONS COM 92343V104 8,207 272,493 X 272,493
VIACOM INC CL B 925524308 4,570 140,191 X 140,191
VICOR CORP COM 925815102 343 21,715 X 21,715
VIGNETTE CORP COM NEW 926734401 1,253 76,806 X 76,806
VIROPHARMA INC COM 928241108 691 37,355 X 37,355
VITAL IMAGES INC COM 92846N104 380 14,527 X 14,527
VITAL SIGNS INC COM 928469105 387 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 922 42,947 X 42,947
VORNADO RLTY TR SH BEN INT 929042109 2,903 34,781 X 34,781
WCI CMNTYS INC COM 92923C104 784 29,200 X 29,200
WD-40 CO COM 929236107 645 24,563 X 24,563
W-H ENERGY SVCS INC COM 92925E108 473 14,300 X 14,300
W HLDG CO INC COM 929251106 932 113,268 X 113,268
WACHOVIA CORP 2ND NEW COM 929903102 9,136 172,835 X 172,835
WAL MART STORES INC COM 931142103 11,607 248,017 X 248,017
WALGREEN CO COM 931422109 4,456 100,678 X 100,678
WALTER INDS INC COM 93317Q105 367 7,387 X 7,387
WARNACO GROUP INC COM NEW 934390402 438 16,402 X 16,402
WASHINGTON GROUP INTL INC COM NEW 938862208 369 6,972 X 6,972
WASHINGTON MUT INC COM 939322103 5,614 129,062 X 129,062
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 215 7,100 X 7,100
WASTE CONNECTIONS INC COM 941053100 1,366 39,650 X 39,650
WASTE MGMT INC DEL COM 94106L109 1,698 55,937 X 55,937
WATSON WYATT & CO HLDGS CL A 942712100 386 13,820 X 13,820
WEBEX COMMUNICATIONS INC COM 94767L109 487 22,492 X 22,492
WEBMETHODS INC COM 94768C108 158 20,556 X 20,556
WEBSENSE INC COM 947684106 1,361 20,732 X 20,732
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,303 34,450 X 34,450
WELLPOINT INC COM 94973V107 4,813 60,327 X 60,327
WELLS FARGO & CO NEW COM 949746101 11,416 181,689 X 181,689
WENDYS INTL INC COM 950590109 348 6,300 X 6,300
WERNER ENTERPRISES INC COM 950755108 280 14,200 X 14,200
WESCO INTL INC COM 95082P105 1,796 42,021 X 42,021
WEST PHARMACEUTICAL SVSC INC COM 955306105 318 12,700 X 12,700
WEYERHAEUSER CO COM 962166104 1,586 23,907 X 23,907
WHIRLPOOL CORP COM 963320106 1,241 14,811 X 14,811
WHITING PETE CORP NEW COM 966387102 756 18,900 X 18,900
WHOLE FOODS MKT INC COM 966837106 1,393 18,000 X 18,000
WILD OATS MARKETS INC COM 96808B107 360 29,815 X 29,815
WILEY JOHN & SONS INC CL A 968223206 543 13,900 X 13,900
WILSHIRE BANCORP INC COM 97186T108 395 23,000 X 23,000
WINNEBAGO INDS INC COM 974637100 419 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 240 24,200 X 24,200
WORLD AIR HLDGS INC COM 98142V104 1,294 134,536 X 134,536
WRIGLEY WM JR CO COM 982526105 1,147 17,244 X 17,244
WYETH COM 983024100 6,436 139,705 X 139,705
YAHOO INC COM 984332106 4,671 119,224 X 119,224
YANKEE CANDLE INC COM 984757104 330 12,900 X 12,900
YELLOW ROADWAY CORP COM 985577105 767 17,203 X 17,203
YUM BRANDS INC COM 988498101 1,338 28,531 X 28,531
ZALE CORP NEW COM 988858106 340 13,500 X 13,500
ZENITH NATL INS CORP COM 989390109 1,836 39,820 X 39,820
ZIMMER HLDGS INC COM 98956P102 1,640 24,319 X 24,319
ZORAN CORP COM 98975F101 371 22,905 X 22,905