UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 2007.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois May 14, 2007
--------------------- ---------------- ------------
[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: 910
Form 13F Information Table Value Total: $1,701,597
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ACE LTD ORD G0070K103 1,170 20,508 X 20,508
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 869 33,154 X 33,154
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 238 6,658 X 6,658
FOSTER WHEELER LTD SHS NEW G36535139 981 16,802 X 16,802
FRONTLINE LTD SHS G3682E127 348 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 436 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 459 16,436 X 16,436
PARTNERRE LTD COM G6852T105 1,151 16,800 X 16,800
PLATINUM UNDERWRITER HLDGS L COM G7127P100 237 7,383 X 7,383
XL CAP LTD CL A G98255105 1,149 16,428 X 16,428
GIVEN IMAGING ORD SHS M52020100 585 27,065 X 27,065
STEINER LEISURE LTD ORD P8744Y102 517 11,500 X 11,500
DRYSHIPS INC SHS Y2109Q101 722 32,054 X 32,054
GENERAL MARITIME CORP SHS Y2692M103 379 13,127 X 13,127
OMI CORP NEW COM Y6476W104 462 17,186 X 17,186
A D C TELECOMMUNICATIONS COM NEW 000886309 214 12,764 X 12,764
ABM INDS INC COM 000957100 441 16,709 X 16,709
AFLAC INC COM 001055102 5,239 111,321 X 111,321
AGCO CORP COM 001084102 245 6,636 X 6,636
AGL RES INC COM 001204106 233 5,445 X 5,445
AMN HEALTHCARE SERVICES INC COM 001744101 657 29,037 X 29,037
AT&T INC COM 00206R102 23,618 598,983 X 598,983
ATMI INC COM 00207R101 981 32,074 X 32,074
ABBOTT LABS COM 002824100 9,294 166,552 X 166,552
ACERGY S A SPONSORED ADR 00443E104 534 25,094 X 25,094
ACME PACKET INC COM 004764106 584 39,508 X 39,508
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 488 66,040 X 66,040
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 610 18,140 X 18,140
ADOBE SYS INC COM 00724F101 2,371 56,856 X 56,856
ADTRAN INC COM 00738A106 368 15,104 X 15,104
ADVANCE AMER CASH ADVANCE CT COM 00739W107 602 39,086 X 39,086
AEROFLEX INC COM 007768104 1,426 108,476 X 108,476
AEROPOSTALE COM 007865108 581 14,450 X 14,450
ADVANCED MICRO DEVICES INC COM 007903107 671 51,369 X 51,369
AEGON N V ORD AMER REG 007924103 1,154 57,880 X 57,880
ADVANCED ENERGY INDS COM 007973100 266 12,625 X 12,625
AETNA INC NEW COM 00817Y108 2,223 50,769 X 50,769
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 624 51,419 X 51,419
AGILENT TECHNOLOGIES INC COM 00846U101 1,363 40,455 X 40,455
AKZO NOBEL NV SPONSORED ADR 010199305 1,242 16,353 X 16,353
ALABAMA NATL BANCORP DELA COM 010317105 585 8,263 X 8,263
ALASKA COMMUNICATIONS SYS GR COM 01167P101 537 36,420 X 36,420
ALBERTO CULVER CO NEW COM 013078100 237 10,365 X 10,365
ALCOA INC COM 013817101 4,506 132,929 X 132,929
ALFA CORP COM 015385107 219 11,868 X 11,868
ALLEGHANY CORP DEL COM 017175100 796 2,132 X 2,132
ALLETE INC COM NEW 018522300 415 8,909 X 8,909
ALLIANCE ONE INTL INC COM 018772103 251 27,193 X 27,193
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 546 34,641 X 34,641
ALLSTATE CORP COM 020002101 6,582 109,590 X 109,590
ALLTEL CORP COM 020039103 2,169 34,978 X 34,978
ALON USA ENERGY INC COM 020520102 1,318 36,399 X 36,399
ALTIRIS INC COM 02148M100 1,384 42,047 X 42,047
ALTRIA GROUP INC COM 02209S103 18,673 212,658 X 212,658
AMBASSADORS GROUP INC COM 023177108 484 14,553 X 14,553
AMCOL INTL CORP COM 02341W103 920 31,027 X 31,027
AMERICAN CAPITAL STRATEGIES COM 024937104 686 15,477 X 15,477
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,108 36,950 X 36,950
AMERICAN EXPRESS CO COM 025816109 5,795 102,755 X 102,755
AMERICAN FINL GROUP INC OHIO COM 025932104 615 18,081 X 18,081
AMERICAN HOME MTG INVT CORP COM 02660R107 2,133 79,019 X 79,019
AMERICAN INTL GROUP INC COM 026874107 14,060 209,167 X 209,167
AMERICAN STS WTR CO COM 029899101 780 21,150 X 21,150
AMERICAN WOODMARK CORP COM 030506109 224 6,092 X 6,092
AMERICREDIT CORP COM 03060R101 951 41,607 X 41,607
AMERIGROUP CORP COM 03073T102 1,552 51,046 X 51,046
AMETEK INC NEW COM 031100100 695 20,117 X 20,117
AMGEN INC COM 031162100 6,934 124,086 X 124,086
AMKOR TECHNOLOGY INC COM 031652100 1,087 87,117 X 87,117
AMSURG CORP COM 03232P405 873 35,630 X 35,630
AMTRUST FINANCIAL SERVICES I COM 032359309 624 59,046 X 59,046
ANADARKO PETE CORP COM 032511107 1,871 43,542 X 43,542
ANALOG DEVICES INC COM 032654105 1,198 34,730 X 34,730
ANHEUSER BUSCH COS INC COM 035229103 3,703 73,385 X 73,385
ANNALY CAP MGMT INC COM 035710409 1,286 83,092 X 83,092
ANNTAYLOR STORES CORP COM 036115103 235 6,061 X 6,061
ANSOFT CORP COM 036384105 564 17,819 X 17,819
ANTHRACITE CAP INC COM 037023108 829 69,053 X 69,053
APACHE CORP COM 037411105 2,218 31,369 X 31,369
APOLLO GROUP INC CL A 037604105 1,032 23,506 X 23,506
APPLE INC COM 037833100 7,516 80,897 X 80,897
APPLERA CORP COM AP BIO GRP 038020103 682 23,062 X 23,062
APPLIED MATLS INC COM 038222105 4,818 262,966 X 262,966
AQUILA INC COM 03840P102 222 53,120 X 53,120
ARBITRON INC COM 03875Q108 472 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 608 19,979 X 19,979
ARCHER DANIELS MIDLAND CO COM 039483102 4,033 109,900 X 109,900
ARKANSAS BEST CORP DEL COM 040790107 405 11,400 X 11,400
ARRIS GROUP INC COM 04269Q100 690 49,021 X 49,021
ARTHROCARE CORP COM 043136100 224 6,208 X 6,208
ASBURY AUTOMOTIVE GROUP INC COM 043436104 877 31,043 X 31,043
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,437 120,392 X 120,392
ASPEN TECHNOLOGY INC COM 045327103 584 44,940 X 44,940
ASPREVA PHARMACEUTICALS CORP COM 04538T109 1,125 52,179 X 52,179
ASSOCIATED BANC CORP COM 045487105 1,136 33,821 X 33,821
ASTA FDG INC COM 046220109 767 17,753 X 17,753
ASTEC INDS INC COM 046224101 697 17,305 X 17,305
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 465 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 745 23,815 X 23,815
ATWOOD OCEANICS INC COM 050095108 640 10,904 X 10,904
AUTOLIV INC COM 052800109 1,202 21,055 X 21,055
AUTOMATIC DATA PROCESSING IN COM 053015103 2,649 54,732 X 54,732
AVIS BUDGET GROUP COM 053774105 510 18,652 X 18,652
AVOCENT CORP COM 053893103 652 24,171 X 24,171
AXCELIS TECHNOLOGIES INC COM 054540109 592 77,495 X 77,495
AXCAN PHARMA INC COM 054923107 221 13,411 X 13,411
BB&T CORP COM 054937107 3,327 81,105 X 81,105
BCE INC COM NEW 05534B760 1,314 46,463 X 46,463
BG PLC ADR FIN INST N 055434203 732 10,203 X 10,203
BP PLC SPONSORED ADR 055622104 1,262 19,483 X 19,483
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 386 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,831 30,504 X 30,504
BAKER HUGHES INC COM 057224107 2,038 30,818 X 30,818
BANCORPSOUTH INC COM 059692103 232 9,489 X 9,489
BANK OF AMERICA CORPORATION COM 060505104 26,129 512,141 X 512,141
BANK NEW YORK INC COM 064057102 4 840 119,361 X 119,361
BANKUNITED FINL CORP CL A 06652B103 590 27,837 X 27,837
BASIC ENERGY SVCS INC NEW COM 06985P100 654 28,052 X 28,052
BAXTER INTL INC COM 071813109 5,296 100,545 X 100,545
BE AEROSPACE INC COM 073302101 252 7,949 X 7,949
BEA SYS INC COM 073325102 159 13,713 X 13,713
BEAR STEARNS COS INC COM 073902108 1,722 11,452 X 11,452
BECTON DICKINSON & CO COM 075887109 1,806 23,485 X 23,485
BELL MICROPRODUCTS INC COM 078137106 754 117,845 X 117,845
BELO CORP COM SER A 080555105 227 12,182 X 12,182
BERKLEY W R CORP COM 084423102 643 19,406 X 19,406
BEST BUY INC COM 086516101 1,854 38,049 X 38,049
BHP BILLITON LTD SPONSORED ADR 088606108 741 15,304 X 15,304
BIG LOTS INC COM 089302103 223 7,118 X 7,118
BIGBAND NETWORKS INC COM 089750509 305 16,939 X 16,939
BIOMARIN PHARMACEUTICAL INC COM 09061G101 460 26,625 X 26,625
BIOGEN IDEC INC COM 09062X103 2,085 46,984 X 46,984
BIOVAIL CORP COM 09067J109 1,863 85,220 X 85,220
BLACK & DECKER CORP COM 091797100 1,166 14,291 X 14,291
BLACKBAUD INC COM 09227Q100 492 20,166 X 20,166
BLOCKBUSTER INC CL A 093679108 562 87,247 X 87,247
BOB EVANS FARMS INC COM 096761101 630 17,049 X 17,049
BOEING CO COM 097023105 8,818 99,181 X 99,181
BORG WARNER INC COM 099724106 688 9,127 X 9,127
BOSTON BEER INC CL A 100557107 421 12,631 X 12,631
BOSTON PRIVATE FINL HLDGS IN COM 101119105 417 14,927 X 14,927
BOSTON SCIENTIFIC CORP COM 101137107 1,704 117,187 X 117,187
BRADLEY PHARMACEUTICALS INC COM 104576103 848 44,189 X 44,189
BRIGGS & STRATTON CORP COM 109043109 1,766 57,257 X 57,257
BRINKER INTL INC COM 109641100 682 20,854 X 20,854
BRISTOL MYERS SQUIBB CO COM 110122108 5,184 186,726 X 186,726
BRISTOW GROUP INC COM 110394103 813 22,291 X 22,291
BROADCOM CORP CL A 111320107 1,387 43,237 X 43,237
BROCADE COMMUNICATIONS SYS I COM 111621108 205 21,556 X 21,556
BROOKS AUTOMATION INC COM 114340102 2,229 129,952 X 129,952
BROWN & BROWN INC COM 115236101 352 13,015 X 13,015
BRUKER BIOSCIENCES CORP COM 116794108 1,388 131,985 X 131,985
BRUNSWICK CORP COM 117043109 237 7,448 X 7,448
BUCKLE INC COM 118440106 498 13,949 X 13,949
BUFFALO WILD WINGS INC COM 119848109 668 10,482 X 10,482
BUILDERS FIRSTSOURCE INC COM 12008R107 431 26,828 X 26,828
BUILDING MATLS HLDG CORP COM 120113105 548 30,252 X 30,252
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,603 57,229 X 57,229
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 201 5,557 X 5,557
CBS CORP NEW CL B 124857202 3,168 103,562 X 103,562
CBRL GROUP INC COM 12489V106 596 12,873 X 12,873
C D I CORP COM 125071100 583 20,151 X 20,151
CEC ENTMT INC COM 125137109 657 15,821 X 15,821
CKE RESTAURANTS INC COM 12561E105 634 33,602 X 33,602
CMS ENERGY CORP COM 125896100 222 12,470 X 12,470
CPI CORP COM 125902106 468 8,916 X 8,916
CVS CORP COM 126650100 5,049 147,879 X 147,879
CABOT MICROELECTRONICS CORP COM 12709P103 1,089 32,501 X 32,501
CALAMOS ASSET MGMT INC CL A 12811R104 938 42,015 X 42,015
CALIFORNIA MICRO DEVICES COR COM 130439102 178 38,106 X 38,106
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 630 19,144 X 19,144
CAPITAL ONE FINL CORP COM 14040H105 2,826 37,456 X 37,456
CAPITAL TRUST INC MD CL A NEW 14052H506 1,698 37,267 X 37,267
CAPTARIS INC COM 14071N104 159 27,461 X 27,461
CARBO CERAMICS INC COM 140781105 499 10,726 X 10,726
CARDINAL HEALTH INC COM 14149Y108 4,657 63,839 X 63,839
CAREER EDUCATION CORP COM 141665109 725 23,767 X 23,767
CARPENTER TECHNOLOGY CORP COM 144285103 742 6,145 X 6,145
CASCADE BANCORP COM 147154108 506 19,498 X 19,498
CASEYS GEN STORES INC COM 147528103 558 22,310 X 22,310
CATERPILLAR INC DEL COM 149123101 5,522 82,383 X 82,383
CATO CORP NEW CL A 149205106 495 21,150 X 21,150
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 519 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 664 31,638 X 31,638
CENTERPOINT ENERGY INC COM 15189T107 1,140 63,571 X 63,571
CENTURY ALUM CO COM 156431108 607 12,954 X 12,954
CENTURYTEL INC COM 156700106 208 4,600 X 4,600
CERADYNE INC COM 156710105 821 14,996 X 14,996
CHAPARRAL STL CO DEL COM 159423102 1,219 20,964 X 20,964
CHARLOTTE RUSSE HLDG INC COM 161048103 429 14,874 X 14,874
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 449 47,268 X 47,268
CHEMED CORP NEW COM 16359R103 676 13,797 X 13,797
CHEROKEE INC DEL NEW COM 16444H102 508 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 16,834 227,616 X 227,616
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 985 32,039 X 32,039
CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,752 3,290 X 3,290
CHILDRENS PL RETAIL STORES I COM 168905107 361 6,468 X 6,468
CHOICE HOTELS INTL INC COM 169905106 318 8,976 X 8,976
CHITTENDEN CORP COM 170228100 607 20,116 X 20,116
CHOICEPOINT INC COM 170388102 353 9,440 X 9,440
CHUBB CORP COM 171232101 3,170 61,354 X 61,354
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 449 22,537 X 22,537
CINCINNATI BELL INC NEW COM 171871106 431 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,151 27,145 X 27,145
CISCO SYS INC COM 17275R102 14,800 579,707 X 579,707
CITIGROUP INC COM 172967101 27,196 529,726 X 529,726
CITIZENS BKG CORP MICH COM 174420109 229 10,317 X 10,317
CITIZENS COMMUNICATIONS CO COM 17453B101 474 31,686 X 31,686
CITY HLDG CO COM 177835105 500 12,371 X 12,371
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,674 47,779 X 47,779
COCA COLA CO COM 191216100 9,288 193,506 X 193,506
COEUR D ALENE MINES CORP IDA COM 192108108 182 44,387 X 44,387
COGNOS INC COM 19244C109 225 5,703 X 5,703
COHEN & STEERS INC COM 19247A100 619 14,371 X 14,371
COINSTAR INC COM 19259P300 251 8,029 X 8,029
COLGATE PALMOLIVE CO COM 194162103 4,996 74,804 X 74,804
COLUMBUS MCKINNON CORP N Y COM 199333105 225 10,058 X 10,058
COMCAST CORP NEW CL A 20030N101 9,054 348,912 X 348,912
COMMERCE BANCSHARES INC COM 200525103 1,217 25,192 X 25,192
COMMERCE GROUP INC MASS COM 200641108 221 7,354 X 7,354
COMMUNITY BK SYS INC COM 203607106 391 18,695 X 18,695
COMMVAULT SYSTEMS INC COM 204166102 357 22,025 X 22,025
CGG VERITAS SPONSORED ADR 204386106 1,071 25,708 X 25,708
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 415 35,726 X 35,726
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 684 18,499 X 18,499
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 176 10,116 X 10,116
COMPLETE PRODUCTION SERVICES COM 20453E109 607 30,507 X 30,507
COMPUTER PROGRAMS & SYS INC COM 205306103 306 11,400 X 11,400
CONCUR TECHNOLOGIES INC COM 206708109 236 13,495 X 13,495
CONMED CORP COM 207410101 1,574 53,834 X 53,834
CONNS INC COM 208242107 560 22,620 X 22,620
CONOCOPHILLIPS COM 20825C104 10,714 156,746 X 156,746
CONTINENTAL AIRLS INC CL B 210795308 426 11,708 X 11,708
COOPER COS INC COM NEW 216648402 825 16,970 X 16,970
COOPER TIRE & RUBR CO COM 216831107 624 34,126 X 34,126
CORNING INC COM 219350105 3,362 147,857 X 147,857
CORPORATE EXECUTIVE BRD CO COM 21988R102 311 4,089 X 4,089
CORUS BANKSHARES INC COM 220873103 795 46,579 X 46,579
COSTCO WHSL CORP NEW COM 22160K105 4,095 76,063 X 76,063
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,941 57,700 X 57,700
COVENTRY HEALTH CARE INC COM 222862104 697 12,431 X 12,431
COX RADIO INC CL A 224051102 184 13,471 X 13,471
CRAY INC COM NEW 225223304 228 16,498 X 16,498
CROSS TIMBERS RTY TR TR UNIT 22757R109 456 10,874 X 10,874
CRYPTOLOGIC INC COM 228906103 510 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 430 6,419 X 6,419
CUBIST PHARMACEUTICALS INC COM 229678107 652 29,543 X 29,543
CULLEN FROST BANKERS INC COM 229899109 212 4,051 X 4,051
CUMMINS INC COM 231021106 670 4,629 X 4,629
CYBERSOURCE CORP COM 23251J106 221 17,636 X 17,636
CYMER INC COM 232572107 1,027 24,722 X 24,722
DSW INC CL A 23334L102 605 14,328 X 14,328
DXP ENTERPRISES INC NEW COM NEW 233377407 594 15,559 X 15,559
DANAHER CORP DEL COM 235851102 1,611 22,549 X 22,549
DAWSON GEOPHYSICAL CO COM 239359102 622 12,550 X 12,550
DEL MONTE FOODS CO COM 24522P103 243 21,183 X 21,183
DELEK US HLDGS INC COM 246647101 683 35,708 X 35,708
DELL INC COM 24702R101 5,085 219,075 X 219,075
DELTA & PINE LD CO COM 247357106 415 10,072 X 10,072
DELUXE CORP COM 248019101 748 22,295 X 22,295
DENDRITE INTL INC COM 248239105 217 13,878 X 13,878
DENNYS CORP COM 24869P104 501 102,244 X 102,244
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,206 72,974 X 72,974
DEVON ENERGY CORP NEW COM 25179M103 4,818 69,602 X 69,602
DEVRY INC DEL COM 251893103 268 9,122 X 9,122
DICKS SPORTING GOODS INC COM 253393102 475 8,153 X 8,153
DIGITAL RIV INC COM 25388B104 230 4,164 X 4,164
DIODES INC COM 254543101 553 15,869 X 15,869
DIRECTV GROUP INC COM 25459L106 3,435 148,874 X 148,874
DISNEY WALT CO COM DISNEY 254687106 8,869 257,599 X 257,599
DOLBY LABORATORIES INC COM 25659T107 721 20,904 X 20,904
DOLLAR TREE STORES INC COM 256747106 256 6,685 X 6,685
DOMINION RES INC VA NEW COM 25746U109 4,766 53,694 X 53,694
DOMINOS PIZZA INC COM 25754A201 465 14,335 X 14,335
DONEGAL GROUP INC CL A 257701201 396 23,330 X 23,330
DOVER DOWNS GAMING & ENTMT I COM 260095104 319 24,760 X 24,760
DOW CHEM CO COM 260543103 7,329 159,802 X 159,802
DOWNEY FINL CORP COM 261018105 1,104 17,109 X 17,109
DRESS BARN INC COM 261570105 587 28,187 X 28,187
DRIL-QUIP INC COM 262037104 655 15,123 X 15,123
DU PONT E I DE NEMOURS & CO COM 263534109 7,360 148,897 X 148,897
DUKE ENERGY CORP NEW COM 26441C105 3,635 179,170 X 179,170
DYCOM INDS INC COM 267475101 599 22,988 X 22,988
E M C CORP MASS COM 268648102 3,667 264,794 X 264,794
EMC INS GROUP INC COM 268664109 844 32,723 X 32,723
ENI S P A SPONSORED ADR 26874R108 1,933 29,823 X 29,823
EOG RES INC COM 26875P101 1,643 23,036 X 23,036
EASTMAN KODAK CO COM 277461109 1,192 52,846 X 52,846
EATON CORP COM 278058102 1,231 14,737 X 14,737
EBAY INC COM 278642103 3,707 111,814 X 111,814
ECOLLEGE COM COM 27887E100 226 12,615 X 12,615
EDWARDS LIFESCIENCES CORP COM 28176E108 476 9,388 X 9,388
ELIZABETH ARDEN INC COM 28660G106 663 30,371 X 30,371
EMCOR GROUP INC COM 29084Q100 214 3,622 X 3,622
EMERSON ELEC CO COM 291011104 4,055 94,107 X 94,107
EMPIRE RESORTS INC COM 292052107 242 25,735 X 25,735
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 434 14,770 X 14,770
ENERGEN CORP COM 29265N108 622 12,230 X 12,230
ENERSYS COM 29275Y102 578 33,622 X 33,622
ENPRO INDS INC COM 29355X107 635 17,614 X 17,614
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,912 51,554 X 51,554
ERIE INDTY CO CL A 29530P102 212 4,022 X 4,022
ETHAN ALLEN INTERIORS INC COM 297602104 428 12,100 X 12,100
EURONET WORLDWIDE INC COM 298736109 618 23,006 X 23,006
EXAR CORP COM 300645108 795 60,039 X 60,039
EXELON CORP COM 30161N101 6,378 92,830 X 92,830
EXPEDIA INC DEL COM 30212P105 741 31,954 X 31,954
EXPLORATION CO COM NEW 302133202 425 39,161 X 39,161
EXPRESSJET HOLDINGS INC CL A 30218U108 371 63,555 X 63,555
EXTRA SPACE STORAGE INC COM 30225T102 612 32,338 X 32,338
EXXON MOBIL CORP COM 30231G102 46,036 610,146 X 610,146
FEI CO COM 30241L109 648 17,965 X 17,965
F M C CORP COM NEW 302491303 217 2,881 X 2,881
FPIC INS GROUP INC COM 302563101 469 10,494 X 10,494
FPL GROUP INC COM 302571104 2,348 38,388 X 38,388
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 402 24,024 X 24,024
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 428 1,907 X 1,907
FAMILY DLR STORES INC COM 307000109 1,141 38,528 X 38,528
FARO TECHNOLOGIES INC COM 311642102 609 21,100 X 21,100
FEDERAL HOME LN MTG CORP COM 313400301 5,552 93,335 X 93,335
FEDERAL NATL MTG ASSN COM 313586109 6,892 126,273 X 126,273
FEDERATED DEPT STORES INC DE COM 31410H101 2,355 52,279 X 52,279
FEDEX CORP COM 31428X106 3,113 28,974 X 28,974
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,785 74,324 X 74,324
FIFTH THIRD BANCORP COM 316773100 1,754 45,342 X 45,342
FIRST BANCORP P R COM 318672102 399 30,124 X 30,124
FIRST DATA CORP COM 319963104 1,956 72,699 X 72,699
FIRST NIAGARA FINL GP INC COM 33582V108 207 14,912 X 14,912
FIRSTFED FINL CORP COM 337907109 1,078 18,971 X 18,971
FLAGSTAR BANCORP INC COM 337930101 229 19,190 X 19,190
FIRSTENERGY CORP COM 337932107 2,075 31,321 X 31,321
FLOW INTL CORP COM 343468104 455 42,406 X 42,406
FORD MTR CO DEL COM PAR $0.01 345370860 1,224 155,180 X 155,180
FOREST LABS INC COM 345838106 685 13,324 X 13,324
FOXHOLLOW TECHNOLOGIES INC COM 35166A103 423 20,242 X 20,242
FRANCE TELECOM SPONSORED ADR 35177Q105 1,843 69,794 X 69,794
FRANKLIN RES INC COM 354613101 1,957 16,193 X 16,193
FREDS INC CL A 356108100 1,064 72,405 X 72,405
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,956 29,553 X 29,553
FREMONT GEN CORP COM 357288109 406 58,543 X 58,543
FRONTIER AIRLINES HOLDINGS I COM 359059102 231 38,389 X 38,389
FRONTIER FINL CORP WASH COM 35907K105 550 22,056 X 22,056
FULLER H B CO COM 359694106 475 17,428 X 17,428
FURNITURE BRANDS INTL INC COM 360921100 228 14,424 X 14,424
G & K SVCS INC CL A 361268105 654 18,025 X 18,025
GEO GROUP INC COM 36159R103 596 13,147 X 13,147
GSI COMMERCE INC COM 36238G102 277 12,240 X 12,240
GANNETT INC COM 364730101 1,218 21,637 X 21,637
GAP INC DEL COM 364760108 847 49,219 X 49,219
GENCORP INC COM 368682100 529 38,216 X 38,216
GENENTECH INC COM NEW 368710406 3,640 44,323 X 44,323
GENERAL DYNAMICS CORP COM 369550108 4,715 61,720 X 61,720
GENERAL ELECTRIC CO COM 369604103 34,993 989,631 X 989,631
GENERAL MLS INC COM 370334104 1,968 33,800 X 33,800
GENERAL MTRS CORP COM 370442105 1,374 44,846 X 44,846
GENWORTH FINL INC COM CL A 37247D106 1,513 43,303 X 43,303
GENZYME CORP COM 372917104 2,172 36,190 X 36,190
GEORGIA GULF CORP COM PAR $0.01 373200203 182 11,226 X 11,226
GERDAU AMERISTEEL CORP COM 37373P105 521 44,232 X 44,232
GEVITY HR INC COM 374393106 931 47,138 X 47,138
GILEAD SCIENCES INC COM 375558103 4,081 53,242 X 53,242
GLACIER BANCORP INC NEW COM 37637Q105 428 17,792 X 17,792
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,899 34,357 X 34,357
GLIMCHER RLTY TR SH BEN INT 379302102 409 15,121 X 15,121
GLOBAL INDS LTD COM 379336100 712 38,954 X 38,954
GLOBAL PMTS INC COM 37940X102 299 8,792 X 8,792
GOLDMAN SACHS GROUP INC COM 38141G104 9,531 46,128 X 46,128
GOOGLE INC CL A 38259P508 9,085 19,830 X 19,830
GRAFTECH INTL LTD COM 384313102 252 27,727 X 27,727
GRAMERCY CAP CORP COM 384871109 2,193 71,493 X 71,493
GRANT PRIDECO INC COM 38821G101 748 15,009 X 15,009
GREATBATCH INC COM 39153L106 1,030 40,374 X 40,374
GREATER BAY BANCORP COM 391648102 386 14,367 X 14,367
GREEN MTN COFFEE ROASTERS IN COM 393122106 674 10,696 X 10,696
GREIF INC CL A 397624107 815 7,339 X 7,339
GREY WOLF INC COM 397888108 184 27,468 X 27,468
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 391 37,527 X 37,527
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 676 22,686 X 22,686
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 615 13,016 X 13,016
GULF ISLAND FABRICATION INC COM 402307102 431 16,117 X 16,117
GULFMARK OFFSHORE INC COM 402629109 829 18,991 X 18,991
GYMBOREE CORP COM 403777105 398 9,921 X 9,921
HCC INS HLDGS INC COM 404132102 1,681 54,576 X 54,576
HRPT PPTYS TR COM SH BEN INT 40426W101 226 18,404 X 18,404
HSBC HLDGS PLC SPON ADR NEW 404280406 1,221 13,901 X 13,901
HAEMONETICS CORP COM 405024100 402 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 1,073 35,678 X 35,678
HALLIBURTON CO COM 406216101 3,112 98,034 X 98,034
HANCOCK HLDG CO COM 410120109 626 14,243 X 14,243
HARMONIC INC COM 413160102 609 62,001 X 62,001
HARTFORD FINL SVCS GROUP INC COM 416515104 3,929 41,109 X 41,109
HARVEST NATURAL RESOURCES IN COM 41754V103 543 55,760 X 55,760
HAYES LEMMERZ INTL INC COM NEW 420781304 164 22,444 X 22,444
HEADWATERS INC COM 42210P102 956 43,761 X 43,761
HEALTHWAYS INC COM 422245100 389 8,324 X 8,324
HEARTLAND EXPRESS INC COM 422347104 630 39,651 X 39,651
HEARTLAND PMT SYS INC COM 42235N108 560 23,695 X 23,695
HECLA MNG CO COM 422704106 663 73,154 X 73,154
HEIDRICK & STRUGGLES INTL IN COM 422819102 650 13,422 X 13,422
HENRY JACK & ASSOC INC COM 426281101 225 9,375 X 9,375
HEWLETT PACKARD CO COM 428236103 12,908 321,581 X 321,581
HIGHLAND HOSPITALITY CORP COM 430141101 627 35,231 X 35,231
HITTITE MICROWAVE CORP COM 43365Y104 554 13,796 X 13,796
HOLLY CORP COM PAR $0.01 435758305 1,262 21,289 X 21,289
HOME DEPOT INC COM 437076102 7,389 201,115 X 201,115
HONDA MOTOR LTD AMERN SHS 438128308 1,178 33,792 X 33,792
HONEYWELL INTL INC COM 438516106 5,423 117,740 X 117,740
HORACE MANN EDUCATORS CORP N COM 440327104 930 45,266 X 45,266
HORIZON LINES INC COM 44044K101 627 19,092 X 19,092
HORNBECK OFFSHORE SVCS INC N COM 440543106 556 19,416 X 19,416
HOT TOPIC INC COM 441339108 796 71,740 X 71,740
HUDSON HIGHLAND GROUP INC COM 443792106 527 33,780 X 33,780
HUGOTON RTY TR TEX UNIT BEN INT 444717102 409 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 1,194 54,623 X 54,623
HYPERION SOLUTIONS CORP COM 44914M104 211 4,074 X 4,074
I-FLOW CORP COM NEW 449520303 501 33,982 X 33,982
IPG PHOTONICS CORP COM 44980X109 364 18,950 X 18,950
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 389 20,314 X 20,314
ISTAR FINL INC COM 45031U101 1,160 24,778 X 24,778
ITT EDUCATIONAL SERVICES INC COM 45068B109 460 5,645 X 5,645
ICON PUB LTD CO SPONSORED ADR 45103T107 219 5,142 X 5,142
IDACORP INC COM 451107106 610 18,030 X 18,030
IDEARC INC COM 451663108 487 13,870 X 13,870
IDEXX LABS INC COM 45168D104 673 7,685 X 7,685
ILLINOIS TOOL WKS INC COM 452308109 3,149 61,030 X 61,030
IMMUCOR INC COM 452526106 469 15,929 X 15,929
IMPAC MTG HLDGS INC COM 45254P102 1,000 199,912 X 199,912
IMPERIAL SUGAR CO NEW COM NEW 453096208 1,111 33,140 X 33,140
INFORMATICA CORP COM 45666Q102 433 32,206 X 32,206
INFOSPACE INC COM NEW 45678T201 780 30,395 X 30,395
ING GROEP N V SPONSORED ADR 456837103 1,178 27,818 X 27,818
INGLES MKTS INC CL A 457030104 462 11,321 X 11,321
INSIGHT ENTERPRISES INC COM 45765U103 1,026 57,064 X 57,064
INSTEEL INDUSTRIES INC COM 45774W108 485 28,903 X 28,903
INTEL CORP COM 458140100 13,758 719,177 X 719,177
INTER TEL INC COM 458372109 791 33,478 X 33,478
INTERACTIVE DATA CORP COM 45840J107 663 26,797 X 26,797
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 460 29,222 X 29,222
INTERNATIONAL BANCSHARES COR COM 459044103 210 7,091 X 7,091
INTERNATIONAL BUSINESS MACHS COM 459200101 17,380 184,385 X 184,385
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 467 9,900 X 9,900
INTL PAPER CO COM 460146103 1,609 44,205 X 44,205
INTERNET CAP GROUP INC COM NEW 46059C205 223 20,841 X 20,841
INTEVAC INC COM 461148108 1,248 47,322 X 47,322
INTRALASE CORP COM 461169104 582 23,308 X 23,308
INTUITIVE SURGICAL INC COM NEW 46120E602 445 3,663 X 3,663
INVESTORS REAL ESTATE TR SH BEN INT 461730103 548 51,783 X 51,783
INVESTORS FINL SERVICES CORP COM 461915100 396 6,806 X 6,806
IRIS INTL INC COM 46270W105 646 46,316 X 46,316
ISHARES TR RUSSELL MIDCAP 464287499 64,902 622,800 X 622,800
ISHARES TR RUSSELL 2000 464287655 39,683 499,100 X 499,100
ISHARES TR RUSSELL 3000 464287689 18,181 220,000 X 220,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 224 14,724 X 14,724
JP MORGAN CHASE & CO COM 46625H100 19,571 404,530 X 404,530
JACKSON HEWITT TAX SVCS INC COM 468202106 385 11,949 X 11,949
JACOBS ENGR GROUP INC DEL COM 469814107 745 15,970 X 15,970
JOHNSON & JOHNSON COM 478160104 18,166 301,454 X 301,454
JOHNSON CTLS INC COM 478366107 1,752 18,513 X 18,513
KBW INC COM 482423100 586 16,854 X 16,854
K-SWISS INC CL A 482686102 872 32,270 X 32,270
K V PHARMACEUTICAL CO CL A 482740206 1,327 53,646 X 53,646
KAYDON CORP COM 486587108 593 13,924 X 13,924
KB HOME COM 48666K109 438 10,263 X 10,263
KELLOGG CO COM 487836108 1,206 23,456 X 23,456
KELLWOOD CO COM 488044108 748 25,505 X 25,505
KELLY SVCS INC CL A 488152208 827 25,675 X 25,675
KFORCE INC COM 493732101 712 51,699 X 51,699
KIMBERLY CLARK CORP COM 494368103 4,759 69,481 X 69,481
KINETIC CONCEPTS INC COM NEW 49460W208 716 14,141 X 14,141
KING PHARMACEUTICALS INC COM 495582108 1,241 63,074 X 63,074
KINROSS GOLD CORP COM NO PAR 496902404 233 16,882 X 16,882
KNOLL INC COM NEW 498904200 529 22,219 X 22,219
KNOT INC COM 499184109 538 24,981 X 24,981
KOHLS CORP COM 500255104 3,123 40,765 X 40,765
KOPIN CORP COM 500600101 431 127,615 X 127,615
KORN FERRY INTL COM NEW 500643200 850 37,071 X 37,071
KRAFT FOODS INC CL A 50075N104 1,799 56,825 X 56,825
KRISPY KREME DOUGHNUTS INC COM 501014104 188 18,450 X 18,450
KROGER CO COM 501044101 683 24,189 X 24,189
KULICKE & SOFFA INDS INC COM 501242101 504 54,450 X 54,450
LCA-VISION INC COM PAR $.001 501803308 687 16,684 X 16,684
LSI LOGIC CORP COM 502161102 187 17,921 X 17,921
LA Z BOY INC COM 505336107 695 56,116 X 56,116
LABOR READY INC COM NEW 505401208 473 24,901 X 24,901
LABRANCHE & CO INC COM 505447102 570 69,813 X 69,813
LAM RESEARCH CORP COM 512807108 664 14,021 X 14,021
LANDSTAR SYS INC COM 515098101 455 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 1,142 13,189 X 13,189
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 391 8,424 X 8,424
LATTICE SEMICONDUCTOR CORP COM 518415104 581 99,337 X 99,337
LAYNE CHRISTENSEN CO COM 521050104 1,164 31,951 X 31,951
LEAPFROG ENTERPRISES INC CL A 52186N106 548 51,215 X 51,215
LEGGETT & PLATT INC COM 524660107 237 10,456 X 10,456
LEHMAN BROS HLDGS INC COM 524908100 5,297 75,594 X 75,594
LENNAR CORP CL A 526057104 1,098 26,022 X 26,022
LILLY ELI & CO COM 532457108 6,175 114,971 X 114,971
LINCOLN NATL CORP IND COM 534187109 3,043 44,883 X 44,883
LIONS GATE ENTMNT CORP COM NEW 535919203 229 20,062 X 20,062
LIQUIDITY SERVICES INC COM 53635B107 407 24,044 X 24,044
LITTELFUSE INC COM 537008104 1,384 34,082 X 34,082
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,209 27,195 X 27,195
LO-JACK CORP COM 539451104 245 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 5,179 53,384 X 53,384
LODGENET ENTMT CORP COM 540211109 470 15,289 X 15,289
LOEWS CORP COM 540424108 1,912 42,094 X 42,094
LOEWS CORP CAROLNA GP STK 540424207 1,174 15,531 X 15,531
LOOPNET INC COM 543524300 418 24,434 X 24,434
LOWES COS INC COM 548661107 4,640 147,341 X 147,341
LUMINENT MTG CAP INC COM 550278303 611 68,297 X 68,297
LYONDELL CHEMICAL CO COM 552078107 1,855 61,892 X 61,892
M D C HLDGS INC COM 552676108 220 4,572 X 4,572
MDU RES GROUP INC COM 552690109 734 25,531 X 25,531
MGIC INVT CORP WIS COM 552848103 1,222 20,733 X 20,733
MPS GROUP INC COM 553409103 628 44,385 X 44,385
MTS SYS CORP COM 553777103 438 11,270 X 11,270
MADDEN STEVEN LTD COM 556269108 987 33,794 X 33,794
MAGMA DESIGN AUTOMATION COM 559181102 292 24,399 X 24,399
MAGNA INTL INC CL A 559222401 1,211 16,126 X 16,126
MAINSOURCE FINANCIAL GP INC COM 56062Y102 420 24,746 X 24,746
MANITOWOC INC COM 563571108 696 10,954 X 10,954
MANNATECH INC COM 563771104 429 26,719 X 26,719
MANULIFE FINL CORP COM 56501R106 1,144 33,200 X 33,200
MARATHON OIL CORP COM 565849106 3,401 34,417 X 34,417
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 427 12,028 X 12,028
MARKWEST HYDROCARBON INC COM 570762104 484 7,807 X 7,807
MARSH & MCLENNAN COS INC COM 571748102 1,528 52,173 X 52,173
MARRIOTT INTL INC NEW CL A 571903202 1,516 30,964 X 30,964
MARTEK BIOSCIENCES CORP COM 572901106 879 42,630 X 42,630
MARVEL ENTERTAINMENT INC COM 57383T103 513 18,500 X 18,500
MASCO CORP COM 574599106 1,184 43,200 X 43,200
MASTEC INC COM 576323109 613 55,682 X 55,682
MATTEL INC COM 577081102 1,178 42,726 X 42,726
MAXIM INTEGRATED PRODS INC COM 57772K101 1,148 39,055 X 39,055
MCAFEE INC COM 579064106 641 22,055 X 22,055
MCDONALDS CORP COM 580135101 7,814 173,445 X 173,445
MCGRAW HILL COS INC COM 580645109 2,136 33,976 X 33,976
MCKESSON CORP COM 58155Q103 1,691 28,879 X 28,879
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,078 28,646 X 28,646
MEDICINES CO COM 584688105 822 32,784 X 32,784
MEDTRONIC INC COM 585055106 5,623 114,618 X 114,618
MELLON FINL CORP COM 58551A108 1,694 39,270 X 39,270
MENS WEARHOUSE INC COM 587118100 898 19,089 X 19,089
MENTOR CORP MINN COM 587188103 331 7,195 X 7,195
MERCER INTL INC COM 588056101 399 33,346 X 33,346
MERCK & CO INC COM 589331107 12,427 281,348 X 281,348
MERCURY GENL CORP NEW COM 589400100 234 4,405 X 4,405
MEREDITH CORP COM 589433101 224 3,900 X 3,900
MERITAGE HOMES CORP COM 59001A102 765 23,802 X 23,802
MERRILL LYNCH & CO INC COM 590188108 9,171 112,292 X 112,292
MESA AIR GROUP INC COM 590479101 736 97,704 X 97,704
METAL MGMT INC COM NEW 591097209 763 16,520 X 16,520
METHODE ELECTRS INC COM 591520200 1,526 103,305 X 103,305
METLIFE INC COM 59156R108 4,695 74,345 X 74,345
METTLER TOLEDO INTERNATIONAL COM 592688105 260 2,900 X 2,900
MICREL INC COM 594793101 354 32,100 X 32,100
MICROSOFT CORP COM 594918104 23,541 844,671 X 844,671
MICROSTRATEGY INC CL A NEW 594972408 1,186 9,382 X 9,382
MICROTUNE INC DEL COM 59514P109 402 97,535 X 97,535
MILLENNIUM PHARMACEUTICALS I COM 599902103 861 75,759 X 75,759
MILLER HERMAN INC COM 600544100 409 12,200 X 12,200
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 445 18,693 X 18,693
MINERALS TECHNOLOGIES INC COM 603158106 586 9,424 X 9,424
MOLEX INC COM 608554101 318 11,277 X 11,277
MOLSON COORS BREWING CO CL B 60871R209 994 10,510 X 10,510
MONARCH CASINO & RESORT INC COM 609027107 497 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 4,770 86,799 X 86,799
MOODYS CORP COM 615369105 1,431 23,058 X 23,058
MOOG INC CL A 615394202 588 14,127 X 14,127
MORGAN STANLEY COM NEW 617446448 10,000 126,970 X 126,970
MOTOROLA INC COM 620076109 5,926 335,349 X 335,349
MOVE INC COM COM 62458M108 722 130,347 X 130,347
MOVADO GROUP INC COM 624580106 777 26,388 X 26,388
MOVIE GALLERY INC COM 624581104 549 122,224 X 122,224
MUELLER WTR PRODS INC COM SER A 624758108 545 39,461 X 39,461
MYLAN LABS INC COM 628530107 650 30,757 X 30,757
MYRIAD GENETICS INC COM 62855J104 209 6,072 X 6,072
NCI BUILDING SYS INC COM 628852105 684 14,323 X 14,323
NDS GROUP PLC SPONSORED ADR 628891103 500 10,020 X 10,020
NVR INC COM 62944T105 694 1,044 X 1,044
NATIONAL CITY CORP COM 635405103 3,301 88,608 X 88,608
NATIONAL INSTRS CORP COM 636518102 831 31,664 X 31,664
NATIONAL OILWELL VARCO INC COM 637071101 697 8,956 X 8,956
NATIONWIDE FINL SVCS INC CL A 638612101 230 4,269 X 4,269
NATIONWIDE HEALTH PPTYS INC COM 638620104 405 12,940 X 12,940
NAUTILUS INC COM 63910B102 1,198 77,658 X 77,658
NEENAH PAPER INC COM 640079109 652 16,415 X 16,415
NESS TECHNOLOGIES INC COM 64104X108 567 44,360 X 44,360
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 419 16,841 X 16,841
NETEASE COM INC SPONSORED ADR 64110W102 819 46,176 X 46,176
NETGEAR INC COM 64111Q104 631 22,111 X 22,111
NETLOGIC MICROSYSTEMS INC COM 64118B100 455 17,076 X 17,076
NEUROMETRIX INC COM 641255104 317 32,692 X 32,692
NEWELL RUBBERMAID INC COM 651229106 1,243 39,991 X 39,991
NEWMONT MINING CORP COM 651639106 1,669 39,752 X 39,752
NEWS CORP CL A 65248E104 7,019 303,602 X 303,602
NIKE INC CL B 654106103 1,947 18,320 X 18,320
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 348 19,111 X 19,111
99 CENTS ONLY STORES COM 65440K106 650 44,150 X 44,150
NOKIA CORP SPONSORED ADR 654902204 2,037 88,874 X 88,874
NORDSTROM INC COM 655664100 694 13,103 X 13,103
NORFOLK SOUTHERN CORP COM 655844108 1,993 39,378 X 39,378
NORSK HYDRO A S SPONSORED ADR 656531605 1,284 39,112 X 39,112
NORTH PITTSBURGH SYS INC COM 661562108 344 15,800 X 15,800
NORTHROP GRUMMAN CORP COM 666807102 2,423 32,644 X 32,644
NORTHSTAR RLTY FIN CORP COM 66704R100 1,452 95,458 X 95,458
NOVA CHEMICALS CORP COM 66977W109 231 7,453 X 7,453
NOVATEL WIRELESS INC COM NEW 66987M604 579 36,081 X 36,081
NOVARTIS A G SPONSORED ADR 66987V109 1,171 21,442 X 21,442
NOVELLUS SYS INC COM 670008101 937 29,250 X 29,250
NOVO-NORDISK A S ADR 670100205 697 7,695 X 7,695
NUANCE COMMUNICATIONS INC COM 67020Y100 872 56,984 X 56,984
NUCOR CORP COM 670346105 3,137 48,170 X 48,170
NUTRI SYS INC NEW COM 67069D108 1,494 28,500 X 28,500
O CHARLEYS INC COM 670823103 869 45,072 X 45,072
OGE ENERGY CORP COM 670837103 461 11,886 X 11,886
OM GROUP INC COM 670872100 229 5,136 X 5,136
OYO GEOSPACE CORP COM 671074102 486 6,847 X 6,847
OCCIDENTAL PETE CORP DEL COM 674599105 5,232 106,107 X 106,107
ODYSSEY HEALTHCARE INC COM 67611V101 682 51,963 X 51,963
ODYSSEY RE HLDGS CORP COM 67612W108 430 10,934 X 10,934
OIL STS INTL INC COM 678026105 674 20,988 X 20,988
OLD REP INTL CORP COM 680223104 1,142 51,628 X 51,628
OLIN CORP COM PAR $1 680665205 189 11,139 X 11,139
OMNICOM GROUP INC COM 681919106 1,659 16,200 X 16,200
OMRIX BIOPHARMACEUTICALS INC COM 681989109 594 15,512 X 15,512
OMNIVISION TECHNOLOGIES INC COM 682128103 484 37,361 X 37,361
ON SEMICONDUCTOR CORP COM 682189105 1,464 164,094 X 164,094
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 248 3,676 X 3,676
ONEOK INC NEW COM 682680103 1,248 27,737 X 27,737
OPEN TEXT CORP COM 683715106 667 30,356 X 30,356
OPENWAVE SYS INC COM NEW 683718308 173 21,189 X 21,189
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 484 26,932 X 26,932
OPTIMAL GROUP INC CL A NEW 68388R208 202 24,116 X 24,116
ORACLE CORP COM 68389X105 7,516 414,586 X 414,586
OVERSEAS SHIPHOLDING GROUP I COM 690368105 227 3,621 X 3,621
P F CHANGS CHINA BISTRO INC COM 69333Y108 713 17,019 X 17,019
PNC FINL SVCS GROUP INC COM 693475105 3,237 44,971 X 44,971
PPG INDS INC COM 693506107 1,926 27,394 X 27,394
PRA INTL COM 69353C101 451 20,941 X 20,941
PS BUSINESS PKS INC CALIF COM 69360J107 1,561 22,137 X 22,137
PSS WORLD MED INC COM 69366A100 223 10,569 X 10,569
PW EAGLE INC COM 69366Y108 467 14,123 X 14,123
PACCAR INC COM 693718108 696 9,477 X 9,477
PACER INTL INC TENN COM 69373H106 353 13,092 X 13,092
PACIFIC CAP BANCORP NEW COM 69404P101 1,402 43,661 X 43,661
PACKAGING CORP AMER COM 695156109 700 28,699 X 28,699
PACKETEER INC COM 695210104 211 16,967 X 16,967
PALL CORP COM 696429307 705 18,540 X 18,540
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 1,016 25,429 X 25,429
PAPA JOHNS INTL INC COM 698813102 451 15,352 X 15,352
PARKER DRILLING CO COM 701081101 452 48,171 X 48,171
PARKER HANNIFIN CORP COM 701094104 708 8,206 X 8,206
PEABODY ENERGY CORP COM 704549104 1,012 25,140 X 25,140
PEDIATRIX MED GROUP COM 705324101 722 12,650 X 12,650
PEETS COFFEE & TEA INC COM 705560100 739 26,772 X 26,772
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,422 32,072 X 32,072
PEP BOYS MANNY MOE & JACK COM 713278109 691 36,189 X 36,189
PEPSICO INC COM 713448108 9,974 156,923 X 156,923
PERFORMANCE FOOD GROUP CO COM 713755106 856 27,738 X 27,738
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,906 19,151 X 19,151
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 531 20,376 X 20,376
PFIZER INC COM 717081103 18,793 743,969 X 743,969
PHARMANET DEV GROUP INC COM 717148100 1,051 40,419 X 40,419
PHILADELPHIA CONS HLDG CORP COM 717528103 616 14,002 X 14,002
PHOTRONICS INC COM 719405102 603 38,798 X 38,798
PIONEER COS INC COM NEW 723643300 459 16,611 X 16,611
PIONEER DRILLING CO COM 723655106 192 15,168 X 15,168
PLAINS EXPL& PRODTN CO COM 726505100 454 10,066 X 10,066
PLANTRONICS INC NEW COM 727493108 662 28,041 X 28,041
POLARIS INDS INC COM 731068102 249 5,182 X 5,182
POLYMEDICA CORP COM 731738100 585 13,819 X 13,819
POPULAR INC COM 733174106 1,155 69,737 X 69,737
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 618 13,851 X 13,851
POZEN INC COM 73941U102 546 37,025 X 37,025
PRAXAIR INC COM 74005P104 1,932 30,682 X 30,682
PRECISION DRILLING TR TR UNIT 740215108 501 21,934 X 21,934
PREMIUM STD FARMS INC COM 74060C105 527 25,063 X 25,063
PRICELINE COM INC COM NEW 741503403 265 4,981 X 4,981
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,575 26,301 X 26,301
PROCTER & GAMBLE CO COM 742718109 19,722 312,247 X 312,247
PROGRESSIVE CORP OHIO COM 743315103 1,621 74,305 X 74,305
PROTECTIVE LIFE CORP COM 743674103 232 5,273 X 5,273
PROVIDENCE SVC CORP COM 743815102 640 26,977 X 26,977
PRUDENTIAL FINL INC COM 744320102 6,101 67,596 X 67,596
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,983 23,880 X 23,880
QUALCOMM INC COM 747525103 6,790 159,172 X 159,172
QUALITY SYS INC COM 747582104 431 10,774 X 10,774
QUANEX CORP COM 747620102 773 18,250 X 18,250
RTI INTL METALS INC COM 74973W107 611 6,712 X 6,712
RF MICRODEVICES INC COM 749941100 474 76,075 X 76,075
RADIAN GROUP INC COM 750236101 384 6,998 X 6,998
RADIO ONE INC CL D NON VTG 75040P405 686 106,179 X 106,179
RADIOSHACK CORP COM 750438103 461 17,068 X 17,068
RALCORP HLDGS INC NEW COM 751028101 888 13,817 X 13,817
RAYTHEON CO COM NEW 755111507 2,223 42,371 X 42,371
REALNETWORKS INC COM 75605L104 468 59,675 X 59,675
RED HAT INC COM 756577102 228 9,924 X 9,924
RED ROBIN GOURMET BURGERS IN COM 75689M101 213 5,474 X 5,474
REDIFF COM INDIA LTD SPONSORED ADR 757479100 199 11,951 X 11,951
REGIS CORP MINN COM 758932107 223 5,516 X 5,516
REGIONS FINANCIAL CORP NEW COM 7591EP100 5,319 150,394 X 150,394
REINSURANCE GROUP AMER INC COM 759351109 379 6,574 X 6,574
REPUBLIC AWYS HLDGS INC COM 760276105 788 34,301 X 34,301
RESOURCE CAP CORP COM 76120W302 374 23,175 X 23,175
RETAIL VENTURES INC COM 76128Y102 277 13,171 X 13,171
REYNOLDS AMERICAN INC COM 761713106 1,018 16,305 X 16,305
ROCKY BRANDS INC COM 774515100 236 20,700 X 20,700
ROHM & HAAS CO COM 775371107 1,155 22,326 X 22,326
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,209 18,229 X 18,229
ROYAL GOLD INC COM 780287108 578 19,195 X 19,195
RUDOLPH TECHNOLOGIES INC COM 781270103 653 37,432 X 37,432
SEI INVESTMENTS CO COM 784117103 689 11,446 X 11,446
SI INTL INC COM 78427V102 349 12,148 X 12,148
SLM CORP COM 78442P106 1,596 39,017 X 39,017
SPSS INC COM 78462K102 471 13,038 X 13,038
SRS LABS INC COM 78464M106 552 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 418 8,602 X 8,602
SWS GROUP INC COM 78503N107 392 15,799 X 15,799
SAFECO CORP COM 786429100 1,124 16,923 X 16,923
SALIX PHARMACEUTICALS INC COM 795435106 606 48,126 X 48,126
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 460 14,735 X 14,735
SANOFI AVENTIS SPONSORED ADR 80105N105 1,225 28,160 X 28,160
SCANSOURCE INC COM 806037107 802 29,880 X 29,880
SCHERING PLOUGH CORP COM 806605101 6,284 246,337 X 246,337
SCHWAB CHARLES CORP NEW COM 808513105 1,814 99,200 X 99,200
SCIELE PHARMA INC COM 808627103 670 28,295 X 28,295
SEABRIGHT INSURANCE HLDGS IN COM 811656107 592 32,199 X 32,199
SEARS HLDGS CORP COM 812350106 1,459 8,099 X 8,099
SECURE COMPUTING CORP COM 813705100 935 121,398 X 121,398
SELECT COMFORT CORP COM 81616X103 468 26,301 X 26,301
SELECTIVE INS GROUP INC COM 816300107 1,142 44,853 X 44,853
SEMTECH CORP COM 816850101 220 16,324 X 16,324
SENIOR HSG PPTYS TR SH BEN INT 81721M109 572 23,934 X 23,934
SENSIENT TECHNOLOGIES CORP COM 81725T100 265 10,297 X 10,297
SHAW COMMUNICATIONS INC CL B CONV 82028K200 673 18,223 X 18,223
SHERWIN WILLIAMS CO COM 824348106 1,879 28,456 X 28,456
SIERRA HEALTH SVCS INC COM 826322109 469 11,400 X 11,400
SIERRA PAC RES NEW COM 826428104 467 26,898 X 26,898
SIFY LTD SPONSORED ADR 82655M107 209 24,201 X 24,201
SILICON LABORATORIES INC COM 826919102 223 7,467 X 7,467
SILICON IMAGE INC COM 82705T102 578 70,784 X 70,784
SILVER STD RES INC COM 82823L106 225 6,461 X 6,461
SIMON PPTY GROUP INC NEW COM 828806109 2,333 20,973 X 20,973
SINCLAIR BROADCAST GROUP INC CL A 829226109 673 43,540 X 43,540
SIRF TECHNOLOGY HLDGS INC COM 82967H101 658 23,693 X 23,693
SKYWORKS SOLUTIONS INC COM 83088M102 768 133,480 X 133,480
SKILLSOFT PLC SPONSORED ADR 830928107 263 31,400 X 31,400
SMITH & WESSON HLDG CORP COM 831756101 612 46,781 X 46,781
SMITH A O COM 831865209 616 16,107 X 16,107
SMUCKER J M CO COM NEW 832696405 237 4,451 X 4,451
SNAP ON INC COM 833034101 461 9,579 X 9,579
SOFTBRANDS INC COM 83402A107 23 10,670 X 10,670
SONIC CORP COM 835451105 629 28,245 X 28,245
SONIC SOLUTIONS COM 835460106 888 62,982 X 62,982
SONICWALL INC COM 835470105 231 27,592 X 27,592
SONOCO PRODS CO COM 835495102 439 11,676 X 11,676
SONOSITE INC COM 83568G104 210 7,416 X 7,416
SONUS NETWORKS INC COM 835916107 442 54,788 X 54,788
SOUTHERN CO COM 842587107 4,295 117,189 X 117,189
SOUTHERN COPPER CORP COM 84265V105 729 10,168 X 10,168
SPARTAN MTRS INC COM 846819100 610 26,293 X 26,293
SPARTECH CORP COM NEW 847220209 201 6,842 X 6,842
SPECTRA ENERGY CORP COM 847560109 1,545 58,802 X 58,802
SPRINT NEXTEL CORP COM FON 852061100 5,219 275,253 X 275,253
STAGE STORES INC COM NEW 85254C305 503 21,600 X 21,600
STANCORP FINL GROUP INC COM 852891100 241 4,904 X 4,904
STANDARD MICROSYSTEMS CORP COM 853626109 722 23,655 X 23,655
STANLEY WKS COM 854616109 1,881 33,985 X 33,985
STAPLES INC COM 855030102 1,787 69,143 X 69,143
STARBUCKS CORP COM 855244109 2,286 72,880 X 72,880
STARTEK INC COM 85569C107 453 46,267 X 46,267
STATE STR CORP COM 857477103 2,043 31,559 X 31,559
STATOIL ASA SPONSORED ADR 85771P102 1,883 69,524 X 69,524
STATS CHIPPAC LTD SPONSORED ADR 85771T104 833 69,301 X 69,301
STEAK N SHAKE CO COM 857873103 385 22,938 X 22,938
STEEL DYNAMICS INC COM 858119100 713 16,498 X 16,498
STERLING CONSTRUCTION CO INC COM 859241101 307 16,101 X 16,101
STEWART INFORMATION SVCS COR COM 860372101 1,543 36,930 X 36,930
STILLWATER MNG CO COM 86074Q102 577 45,475 X 45,475
STOLT NIELSEN S A SP ADR REG COM 861565109 218 7,401 X 7,401
STONE ENERGY CORP COM 861642106 804 27,068 X 27,068
STRYKER CORP COM 863667101 1,885 28,424 X 28,424
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 781 17,745 X 17,745
SUN MICROSYSTEMS INC COM 866810104 1,996 332,138 X 332,138
SUNTRUST BKS INC COM 867914103 4,538 54,651 X 54,651
SUPERGEN INC COM 868059106 603 102,281 X 102,281
SUPERIOR INDS INTL INC COM 868168105 721 34,637 X 34,637
SURMODICS INC COM 868873100 529 14,697 X 14,697
SWIFT ENERGY CO COM 870738101 413 9,877 X 9,877
SYMANTEC CORP COM 871503108 1,575 91,069 X 91,069
SYNOPSYS INC COM 871607107 255 9,719 X 9,719
SYNTEL INC COM 87162H103 567 16,366 X 16,366
SYSCO CORP COM 871829107 1,987 58,735 X 58,735
TCF FINL CORP COM 872275102 1,156 43,843 X 43,843
TD BANKNORTH INC COM 87235A101 1,137 35,349 X 35,349
THQ INC COM NEW 872443403 231 6,758 X 6,758
TJX COS INC NEW COM 872540109 690 25,575 X 25,575
TXU CORP COM 873168108 3,989 62,225 X 62,225
TALBOTS INC COM 874161102 458 19,398 X 19,398
TARGET CORP COM 87612E106 6,794 114,641 X 114,641
TECHWELL INC COM 87874D101 567 45,474 X 45,474
TELECOM ARGENTINA S A SPON ADR REP B 879273209 478 22,377 X 22,377
TELEFONICA S A SPONSORED ADR 879382208 1,939 29,197 X 29,197
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 2,038 61,029 X 61,029
TELEPHONE & DATA SYS INC COM 879433100 239 4,002 X 4,002
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 499 13,307 X 13,307
TELUS CORP NON-VTG SHS 87971M202 1,252 25,038 X 25,038
TELETECH HOLDINGS INC COM 879939106 635 17,312 X 17,312
TEMPUR PEDIC INTL INC COM 88023U101 741 28,497 X 28,497
TESORO CORP COM 881609101 500 4,979 X 4,979
TETRA TECH INC NEW COM 88162G103 916 48,046 X 48,046
TEXAS INSTRS INC COM 882508104 4,453 147,954 X 147,954
THE9 LTD ADR 88337K104 640 19,010 X 19,010
THOR INDS INC COM 885160101 234 5,943 X 5,943
THORNBURG MTG INC COM 885218107 667 25,673 X 25,673
3M CO COM 88579Y101 6,653 87,047 X 87,047
TIBCO SOFTWARE INC COM 88632Q103 222 26,059 X 26,059
TIDEWATER INC COM 886423102 1,175 20,060 X 20,060
TIME WARNER INC COM 887317105 9,292 471,172 X 471,172
TODCO COM 88889T107 581 14,407 X 14,407
TORO CO COM 891092108 456 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 1,842 26,403 X 26,403
TRAVELERS COMPANIES INC COM 89417E109 6,371 123,057 X 123,057
TRAVELZOO INC COM 89421Q106 885 24,061 X 24,061
TRIAD GTY INC COM 895925105 370 8,940 X 8,940
TRIMBLE NAVIGATION LTD COM 896239100 206 7,670 X 7,670
TRIMERIS INC COM 896263100 346 50,220 X 50,220
TRINITY INDS INC COM 896522109 236 5,627 X 5,627
TUPPERWARE BRANDS CORP COM 899896104 688 27,615 X 27,615
TWEEN BRANDS INC COM 901166108 423 11,841 X 11,841
II VI INC COM 902104108 554 16,370 X 16,370
UCBH HOLDINGS INC COM 90262T308 438 23,497 X 23,497
UGI CORP NEW COM 902681105 221 8,285 X 8,285
UST INC COM 902911106 1,198 20,659 X 20,659
U S GLOBAL INVS INC CL A 902952100 745 28,910 X 28,910
US BANCORP DEL COM NEW 902973304 8,899 254,482 X 254,482
URS CORP NEW COM 903236107 412 9,670 X 9,670
USANA HEALTH SCIENCES INC COM 90328M107 633 13,496 X 13,496
USEC INC COM 90333E108 288 17,734 X 17,734
USA MOBILITY INC COM 90341G103 441 22,131 X 22,131
ULTRATECH INC COM 904034105 901 66,175 X 66,175
UNION PAC CORP COM 907818108 2,594 25,540 X 25,540
UNIONBANCAL CORP COM 908906100 427 6,735 X 6,735
UNITED NAT FOODS INC COM 911163103 1,431 46,705 X 46,705
UNITED ONLINE INC COM 911268100 461 32,828 X 32,828
UNITED PARCEL SERVICE INC CL B 911312106 4,289 61,182 X 61,182
UNITED TECHNOLOGIES CORP COM 913017109 6,240 95,994 X 95,994
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,095 20,366 X 20,366
UNITEDHEALTH GROUP INC COM 91324P102 7,443 140,512 X 140,512
UNITRIN INC COM 913275103 208 4,416 X 4,416
UNIVERSAL CORP VA COM 913456109 1,041 16,969 X 16,969
UNIVERSAL FST PRODS INC COM 913543104 837 16,902 X 16,902
UNUM GROUP COM 91529Y106 1,329 57,704 X 57,704
VALEANT PHARMACEUTICALS INTL COM 91911X104 212 12,248 X 12,248
VALERO ENERGY CORP NEW COM 91913Y100 3,769 58,444 X 58,444
VALSPAR CORP COM 920355104 1,090 39,162 X 39,162
VANDA PHARMACEUTICALS INC COM 921659108 526 21,576 X 21,576
VERIZON COMMUNICATIONS COM 92343V104 12,620 332,801 X 332,801
VIACOM INC NEW CL B 92553P201 2,477 60,254 X 60,254
VIROPHARMA INC COM 928241108 688 47,958 X 47,958
VITAL SIGNS INC COM 928469105 927 17,830 X 17,830
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,758 65,463 X 65,463
VOLVO AKTIEBOLAGET ADR B 928856400 679 8,071 X 8,071
WD-40 CO COM 929236107 388 12,234 X 12,234
W-H ENERGY SVCS INC COM 92925E108 926 19,809 X 19,809
W HLDG CO INC COM 929251106 1,052 210,356 X 210,356
WMS INDS INC COM 929297109 221 5,622 X 5,622
WPP GROUP PLC SPON ADR 0905 929309409 694 9,134 X 9,134
WACHOVIA CORP 2ND NEW COM 929903102 13,135 238,593 X 238,593
WAL MART STORES INC COM 931142103 10,960 233,442 X 233,442
WALGREEN CO COM 931422109 4,402 95,923 X 95,923
WARNACO GROUP INC COM NEW 934390402 231 8,123 X 8,123
WASHINGTON MUT INC COM 939322103 6,528 161,662 X 161,662
WASHINGTON POST CO CL B 939640108 617 808 X 808
WASTE MGMT INC DEL COM 94106L109 1,781 51,765 X 51,765
WATERS CORP COM 941848103 721 12,436 X 12,436
WATSON WYATT WORLDWIDE INC CL A 942712100 705 14,495 X 14,495
WEBMETHODS INC COM 94768C108 223 30,969 X 30,969
WELLCARE HEALTH PLANS INC COM 94946T106 309 3,619 X 3,619
WELLPOINT INC COM 94973V107 4,909 60,531 X 60,531
WELLS FARGO & CO NEW COM 949746101 14,357 416,989 X 416,989
WESCO INTL INC COM 95082P105 669 10,663 X 10,663
WEST PHARMACEUTICAL SVSC INC COM 955306105 887 19,109 X 19,109
WESTAR ENERGY INC COM 95709T100 225 8,186 X 8,186
WESTAMERICA BANCORPORATION COM 957090103 400 8,298 X 8,298
WESTERN DIGITAL CORP COM 958102105 621 36,924 X 36,924
WESTERN UN CO COM 959802109 1,571 71,580 X 71,580
WEYERHAEUSER CO COM 962166104 1,748 23,382 X 23,382
WHIRLPOOL CORP COM 963320106 1,208 14,225 X 14,225
WHITING PETE CORP NEW COM 966387102 603 15,307 X 15,307
WILEY JOHN & SONS INC CL A 968223206 374 9,900 X 9,900
WILLIAMS SCOTSMAN INTL INC COM 96950G102 601 30,571 X 30,571
WILLIAMS SONOMA INC COM 969904101 222 6,248 X 6,248
WINDSTREAM CORP COM 97381W104 619 42,113 X 42,113
WINNEBAGO INDS INC COM 974637100 424 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 560 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 967 21,671 X 21,671
WOLVERINE WORLD WIDE INC COM 978097103 565 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 683 17,103 X 17,103
WRIGHT MED GROUP INC COM 98235T107 573 25,726 X 25,726
WYETH COM 983024100 6,395 127,814 X 127,814
WYNDHAM WORLDWIDE CORP COM 98310W108 649 18,996 X 18,996
XTO ENERGY INC COM 98385X106 1,895 34,578 X 34,578
XILINX INC COM 983919101 1,209 47,007 X 47,007
YAHOO INC COM 984332106 4,186 133,782 X 133,782
ZALE CORP NEW COM 988858106 356 13,500 X 13,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 221 5,716 X 5,716
ZIMMER HLDGS INC COM 98956P102 2,013 23,563 X 23,563
ZORAN CORP COM 98975F101 214 12,594 X 12,594
ZOLL MED CORP COM 989922109 674 25,299 X 25,299