UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2006.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois February 9, 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: 908
Form 13F Information Table Value Total: $1,712,626
(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
ACE LTD ORD G0070K103 1,149 18,969 X 18,969
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 805 30,540 X 30,540
COOPER INDS LTD CL A G24182100 583 6,446 X 6,446
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 244 6,658 X 6,658
FOSTER WHEELER LTD SHS NEW G36535139 262 4,757 X 4,757
FRONTLINE LTD SHS G3682E127 312 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 447 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 991 41,935 X 41,935
PARTNERRE LTD COM G6852T105 1,193 16,800 X 16,800
PLATINUM UNDERWRITER HLDGS L COM G7127P100 228 7,383 X 7,383
XL CAP LTD CL A G98255105 1,183 16,428 X 16,428
GIVEN IMAGING ORD SHS M52020100 524 27,065 X 27,065
STEINER LEISURE LTD ORD P8744Y102 523 11,500 X 11,500
GENERAL MARITIME CORP SHS Y2692M103 462 13,127 X 13,127
OMI CORP NEW COM Y6476W104 899 42,479 X 42,479
ACCO BRANDS CORP COM 00081T108 611 23,092 X 23,092
ABN AMRO HLDG NV SPONSORED ADR 000937102 1,204 37,565 X 37,565
ABM INDS INC COM 000957100 754 33,207 X 33,207
AEP INDS INC COM 001031103 219 4,103 X 4,103
AFLAC INC COM 001055102 5,221 113,501 X 113,501
AGCO CORP COM 001084102 205 6,636 X 6,636
AGL RES INC COM 001204106 231 5,937 X 5,937
AMN HEALTHCARE SERVICES INC COM 001744101 576 20,927 X 20,927
AT&T INC COM 00206R102 14,466 404,637 X 404,637
ATMI INC COM 00207R101 979 32,074 X 32,074
ABBOTT LABS COM 002824100 8,507 174,647 X 174,647
ACERGY S A SPONSORED ADR 00443E104 392 20,545 X 20,545
ACTEL CORP COM 004934105 383 21,072 X 21,072
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 342 41,150 X 41,150
ADMINISTAFF INC COM 007094105 882 20,627 X 20,627
ADOBE SYS INC COM 00724F101 2,425 58,971 X 58,971
ADTRAN INC COM 00738A106 343 15,104 X 15,104
AEROFLEX INC COM 007768104 1,291 110,128 X 110,128
AEROPOSTALE COM 007865108 446 14,450 X 14,450
ADVANCED MICRO DEVICES INC COM 007903107 990 48,672 X 48,672
AEGON N V ORD AMER REG 007924103 1,271 67,070 X 67,070
ADVANCED ENERGY INDS COM 007973100 878 46,542 X 46,542
AETNA INC NEW COM 00817Y108 2,411 55,846 X 55,846
AGILENT TECHNOLOGIES INC COM 00846U101 1,462 41,959 X 41,959
AGRIUM INC COM 008916108 462 14,680 X 14,680
AKZO NOBEL NV SPONSORED ADR 010199305 1,164 19,127 X 19,127
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1,193 78,523 X 78,523
ALBERTO CULVER CO NEW COM 013078100 222 10,365 X 10,365
ALCOA INC COM 013817101 4,326 144,163 X 144,163
ALFA CORP COM 015385107 190 10,100 X 10,100
ALLEGHANY CORP DEL COM 017175100 760 2,090 X 2,090
ALLETE INC COM NEW 018522300 415 8,909 X 8,909
ALLIANCE ONE INTL INC COM 018772103 256 36,264 X 36,264
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 579 25,141 X 25,141
ALLSTATE CORP COM 020002101 7,179 110,265 X 110,265
ALLTEL CORP COM 020039103 2,318 38,326 X 38,326
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 601 28,106 X 28,106
ALON USA ENERGY INC COM 020520102 921 35,009 X 35,009
ALPHARMA INC CL A 020813101 646 26,824 X 26,824
ALTIRIS INC COM 02148M100 1,303 51,324 X 51,324
ALTRIA GROUP INC COM 02209S103 19,026 221,701 X 221,701
AMBASSADORS GROUP INC COM 023177108 442 14,553 X 14,553
AMERICAN CAPITAL STRATEGIES COM 024937104 606 13,091 X 13,091
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,043 33,420 X 33,420
AMERICAN EXPRESS CO COM 025816109 6,466 106,580 X 106,580
AMERICAN FINL GROUP INC OHIO COM 025932104 649 18,081 X 18,081
AMERICAN HOME MTG INVT CORP COM 02660R107 1,233 35,101 X 35,101
AMERICAN INTL GROUP INC COM 026874107 15,771 220,085 X 220,085
AMERICAN NATL INS CO COM 028591105 1,066 9,344 X 9,344
AMERICAN WOODMARK CORP COM 030506109 255 6,092 X 6,092
AMERICREDIT CORP COM 03060R101 1,000 39,725 X 39,725
AMERIGROUP CORP COM 03073T102 1,537 42,822 X 42,822
AMETEK INC NEW COM 031100100 581 18,253 X 18,253
AMGEN INC COM 031162100 8,490 124,282 X 124,282
AMIS HLDGS INC COM 031538101 548 51,879 X 51,879
AMKOR TECHNOLOGY INC COM 031652100 1,436 153,714 X 153,714
AMREP CORP NEW COM 032159105 380 3,100 X 3,100
AMSURG CORP COM 03232P405 819 35,630 X 35,630
ANADARKO PETE CORP COM 032511107 2,591 59,544 X 59,544
ANALOG DEVICES INC COM 032654105 1,236 37,589 X 37,589
ANGIOTECH PHARMACEUTICALS IN COM 034918102 201 24,581 X 24,581
ANHEUSER BUSCH COS INC COM 035229103 3,745 76,117 X 76,117
ANNALY CAP MGMT INC COM 035710409 1,156 83,092 X 83,092
ANSOFT CORP COM 036384105 495 17,819 X 17,819
ANSYS INC COM 03662Q105 915 21,045 X 21,045
ANTHRACITE CAP INC COM 037023108 1,040 81,726 X 81,726
APACHE CORP COM 037411105 2,164 32,536 X 32,536
APOLLO GROUP INC CL A 037604105 346 8,878 X 8,878
APPLE COMPUTER INC COM 037833100 8,903 104,939 X 104,939
APPLERA CORP COM AP BIO GRP 038020103 591 16,115 X 16,115
APPLIED MICRO CIRCUITS CORP COM 03822W109 623 175,117 X 175,117
APPLIED MATLS INC COM 038222105 4,901 265,640 X 265,640
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 221 3,611 X 3,611
ARCHER DANIELS MIDLAND CO COM 039483102 3,586 112,212 X 112,212
ARIBA INC COM NEW 04033V203 674 87,100 X 87,100
ARKANSAS BEST CORP DEL COM 040790107 410 11,400 X 11,400
ARRIS GROUP INC COM 04269Q100 625 49,929 X 49,929
ARTHROCARE CORP COM 043136100 368 9,217 X 9,217
ARVINMERITOR INC COM 043353101 650 35,645 X 35,645
ASBURY AUTOMOTIVE GROUP INC COM 043436104 204 8,640 X 8,640
ASHFORD HOSPITALITY TR INC COM SHS 044103109 876 70,391 X 70,391
ASSOCIATED BANC CORP COM 045487105 1,180 33,821 X 33,821
ASTA FDG INC COM 046220109 1,172 38,510 X 38,510
ASTEC INDS INC COM 046224101 607 17,305 X 17,305
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 392 8,813 X 8,813
AUTOLIV INC COM 052800109 1,167 19,351 X 19,351
AUTOMATIC DATA PROCESSING IN COM 053015103 2,796 56,769 X 56,769
AVIS BUDGET GROUP COM 053774105 470 21,678 X 21,678
AVOCENT CORP COM 053893103 562 16,591 X 16,591
AXCAN PHARMA INC COM 054923107 191 13,411 X 13,411
BB&T CORP COM 054937107 3,508 79,852 X 79,852
BCE INC COM NEW 05534B760 1,255 46,463 X 46,463
BG PLC ADR FIN INST N 055434203 608 8,885 X 8,885
BISYS GROUP INC COM 055472104 191 14,824 X 14,824
BP PLC SPONSORED ADR 055622104 1,143 17,037 X 17,037
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 446 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,844 30,791 X 30,791
BAKER HUGHES INC COM 057224107 4,259 57,051 X 57,051
BANCORPSOUTH INC COM 059692103 212 7,904 X 7,904
BANK OF AMERICA CORPORATION COM 060505104 28,077 525,888 X 525,888
BANK NEW YORK INC COM 064057102 4,805 122,055 X 122,055
BANKUNITED FINL CORP CL A 06652B103 654 23,405 X 23,405
BANTA CORP COM 066821109 335 9,200 X 9,200
BASIC ENERGY SVCS INC NEW COM 06985P100 570 23,106 X 23,106
BAXTER INTL INC COM 071813109 4,772 102,861 X 102,861
BAYER A G SPONSORED ADR 072730302 597 11,188 X 11,188
BE AEROSPACE INC COM 073302101 204 7,949 X 7,949
BEA SYS INC COM 073325102 173 13,713 X 13,713
BEAR STEARNS COS INC COM 073902108 1,933 11,877 X 11,877
BECTON DICKINSON & CO COM 075887109 1,709 24,359 X 24,359
BELL MICROPRODUCTS INC COM 078137106 360 51,015 X 51,015
BELLSOUTH CORP COM 079860102 10,630 225,637 X 225,637
BELO CORP COM SER A 080555105 224 12,182 X 12,182
BERKLEY W R CORP COM 084423102 581 16,832 X 16,832
BEST BUY INC COM 086516101 1,941 39,464 X 39,464
BIG LOTS INC COM 089302103 216 9,411 X 9,411
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 514 22,864 X 22,864
BIOMARIN PHARMACEUTICAL INC COM 09061G101 367 22,366 X 22,366
BIOGEN IDEC INC COM 09062X103 2,230 45,325 X 45,325
BIOVAIL CORP COM 09067J109 1,803 85,220 X 85,220
BLACK & DECKER CORP COM 091797100 1,143 14,291 X 14,291
BLOCKBUSTER INC CL A 093679108 462 87,247 X 87,247
BOEING CO COM 097023105 9,062 102,008 X 102,008
BOSTON BEER INC CL A 100557107 454 12,631 X 12,631
BOSTON PRIVATE FINL HLDGS IN COM 101119105 421 14,927 X 14,927
BOSTON SCIENTIFIC CORP COM 101137107 2,088 121,553 X 121,553
BRADLEY PHARMACEUTICALS INC COM 104576103 1,307 63,528 X 63,528
BRADY CORP CL A 104674106 628 16,858 X 16,858
BRIGGS & STRATTON CORP COM 109043109 974 36,138 X 36,138
BRINKER INTL INC COM 109641100 587 19,458 X 19,458
BRISTOL MYERS SQUIBB CO COM 110122108 5,097 193,674 X 193,674
BRISTOL WEST HLDGS INC COM 11037M105 516 32,597 X 32,597
BRISTOW GROUP INC COM 110394103 804 22,291 X 22,291
BROADCOM CORP CL A 111320107 1,449 44,846 X 44,846
BROCADE COMMUNICATIONS SYS I COM 111621108 177 21,556 X 21,556
BROOKS AUTOMATION INC COM 114340102 2,007 139,374 X 139,374
BROWN & BROWN INC COM 115236101 367 13,015 X 13,015
BRUNSWICK CORP COM 117043109 238 7,448 X 7,448
BUCKLE INC COM 118440106 473 9,300 X 9,300
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,319 58,518 X 58,518
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 219 5,557 X 5,557
CBS CORP NEW CL B 124857202 3,209 102,932 X 102,932
C COR INC COM 125010108 632 56,716 X 56,716
CEC ENTMT INC COM 125137109 592 14,698 X 14,698
CF INDS HLDGS INC COM 125269100 661 25,785 X 25,785
CKE RESTAURANTS INC COM 12561E105 589 32,021 X 32,021
CLECO CORP NEW COM 12561W105 203 8,043 X 8,043
CKX INC COM 12562M106 201 17,164 X 17,164
CPI CORP COM 125902106 484 10,418 X 10,418
CVS CORP COM 126650100 2,492 80,610 X 80,610
CABOT MICROELECTRONICS CORP COM 12709P103 1,103 32,501 X 32,501
CACI INTL INC CL A 127190304 827 14,643 X 14,643
CALAMOS ASSET MGMT INC CL A 12811R104 890 33,164 X 33,164
CALIFORNIA MICRO DEVICES COR COM 130439102 167 38,106 X 38,106
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 663 19,907 X 19,907
CANDELA CORP COM 136907102 543 43,910 X 43,910
CAPITAL ONE FINL CORP COM 14040H105 2,293 29,849 X 29,849
CAPITAL TRUST INC MD CL A NEW 14052H506 1,702 34,079 X 34,079
CAPTARIS INC COM 14071N104 213 27,461 X 27,461
CARDINAL HEALTH INC COM 14149Y108 4,423 68,651 X 68,651
CAREER EDUCATION CORP COM 141665109 797 32,171 X 32,171
CAREMARK RX INC COM 141705103 2,489 43,578 X 43,578
CARPENTER TECHNOLOGY CORP COM 144285103 570 5,559 X 5,559
CASCADE BANCORP COM 147154108 605 19,498 X 19,498
CASEYS GEN STORES INC COM 147528103 635 26,967 X 26,967
CASH AMER INTL INC COM 14754D100 412 8,778 X 8,778
CATERPILLAR INC DEL COM 149123101 4,051 66,052 X 66,052
CATO CORP NEW CL A 149205106 485 21,150 X 21,150
CELANESE CORP DEL COM SER A 150870103 698 26,959 X 26,959
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 453 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 562 22,875 X 22,875
CENTERPOINT ENERGY INC COM 15189T107 1,192 71,868 X 71,868
CENTURYTEL INC COM 156700106 201 4,600 X 4,600
CEPHALON INC COM 156708109 550 7,807 X 7,807
CERADYNE INC COM 156710105 847 14,996 X 14,996
CHAPARRAL STL CO DEL COM 159423102 1,097 24,784 X 24,784
CHARLOTTE RUSSE HLDG INC COM 161048103 605 19,667 X 19,667
CHARTER COMMUNICATIONS INC D CL A 16117M107 608 198,745 X 198,745
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 395 47,268 X 47,268
CHATTEM INC COM 162456107 497 9,925 X 9,925
CHEROKEE INC DEL NEW COM 16444H102 506 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 17,408 236,749 X 236,749
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 772 28,226 X 28,226
CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,739 3,412 X 3,412
CHILDRENS PL RETAIL STORES I COM 168905107 411 6,468 X 6,468
CHOICE HOTELS INTL INC COM 169905106 378 8,976 X 8,976
CHITTENDEN CORP COM 170228100 647 21,094 X 21,094
CHOICEPOINT INC COM 170388102 440 11,164 X 11,164
CHUBB CORP COM 171232101 3,324 62,821 X 62,821
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 445 22,537 X 22,537
CIENA CORP COM NEW 171779309 247 8,915 X 8,915
CINCINNATI BELL INC NEW COM 171871106 1,012 221,503 X 221,503
CINCINNATI FINL CORP COM 172062101 1,078 23,782 X 23,782
CISCO SYS INC COM 17275R102 17,266 631,758 X 631,758
CITIGROUP INC COM 172967101 31,881 572,363 X 572,363
CITIZENS BKG CORP MICH COM 174420109 408 15,398 X 15,398
CITY HLDG CO COM 177835105 506 12,371 X 12,371
CLEAN HARBORS INC COM 184496107 695 14,355 X 14,355
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,761 49,557 X 49,557
COCA COLA CO COM 191216100 9,684 200,711 X 200,711
COEUR D ALENE MINES CORP IDA COM 192108108 220 44,387 X 44,387
COGENT COMM GROUP INC COM NEW 19239V302 658 40,551 X 40,551
COGNOS INC COM 19244C109 242 5,703 X 5,703
COHEN & STEERS INC COM 19247A100 665 16,544 X 16,544
COINSTAR INC COM 19259P300 1,034 33,823 X 33,823
COLE KENNETH PRODTNS INC CL A 193294105 572 23,852 X 23,852
COLGATE PALMOLIVE CO COM 194162103 4,999 76,624 X 76,624
COLUMBUS MCKINNON CORP N Y COM 199333105 211 10,058 X 10,058
COMCAST CORP NEW CL A 20030N101 10,138 239,496 X 239,496
COMMERCE BANCSHARES INC COM 200525103 1,220 25,192 X 25,192
COMMERCE GROUP INC MASS COM 200641108 219 7,354 X 7,354
COMMONWEALTH TEL ENTERPRISES COM 203349105 526 12,571 X 12,571
COMMUNITY BK SYS INC COM 203607106 430 18,695 X 18,695
COMMVAULT SYSTEMS INC COM 204166102 441 22,025 X 22,025
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 392 35,726 X 35,726
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 198 10,116 X 10,116
COMPUTER PROGRAMS & SYS INC COM 205306103 387 11,400 X 11,400
CONCUR TECHNOLOGIES INC COM 206708109 196 12,200 X 12,200
CONMED CORP COM 207410101 445 19,229 X 19,229
CONNS INC COM 208242107 526 22,620 X 22,620
CONOCOPHILLIPS COM 20825C104 11,698 162,583 X 162,583
CONTINENTAL AIRLS INC CL B 210795308 408 9,893 X 9,893
COOPER TIRE & RUBR CO COM 216831107 605 42,294 X 42,294
CORINTHIAN COLLEGES INC COM 218868107 196 14,397 X 14,397
CORNING INC COM 219350105 2,869 153,366 X 153,366
CORPORATE EXECUTIVE BRD CO COM 21988R102 359 4,089 X 4,089
CORUS BANKSHARES INC COM 220873103 1,590 68,924 X 68,924
COST PLUS INC CALIF COM 221485105 754 73,161 X 73,161
COSTCO WHSL CORP NEW COM 22160K105 4,110 77,729 X 77,729
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,541 59,847 X 59,847
COVANTA HLDG CORP COM 22282E102 219 9,950 X 9,950
COVENTRY HEALTH CARE INC COM 222862104 630 12,594 X 12,594
COX RADIO INC CL A 224051102 220 13,471 X 13,471
CRAY INC COM NEW 225223304 196 16,498 X 16,498
CREDENCE SYS CORP COM 225302108 620 119,317 X 119,317
CROSS TIMBERS RTY TR TR UNIT 22757R109 345 6,819 X 6,819
CRYPTOLOGIC INC COM 228906103 472 20,400 X 20,400
CRYSTALLEX INTL CORP COM 22942F101 448 123,723 X 123,723
CTRIP COM INTL LTD ADR 22943F100 568 9,100 X 9,100
CUBIST PHARMACEUTICALS INC COM 229678107 600 33,152 X 33,152
CULLEN FROST BANKERS INC COM 229899109 226 4,051 X 4,051
CUMMINS INC COM 231021106 581 4,919 X 4,919
DSW INC CL A 23334L102 1,147 29,728 X 29,728
DANAHER CORP DEL COM 235851102 1,694 23,388 X 23,388
DARDEN RESTAURANTS INC COM 237194105 590 14,694 X 14,694
DEL MONTE FOODS CO COM 24522P103 158 14,362 X 14,362
DELEK US HLDGS INC COM 246647101 586 35,766 X 35,766
DELL INC COM 24702R101 5,701 227,232 X 227,232
DELTA & PINE LD CO COM 247357106 407 10,072 X 10,072
DELUXE CORP COM 248019101 257 10,207 X 10,207
DENDRITE INTL INC COM 248239105 215 20,119 X 20,119
DENNYS CORP COM 24869P104 482 102,244 X 102,244
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,802 98,986 X 98,986
DEVON ENERGY CORP NEW COM 25179M103 4,528 67,508 X 67,508
DEVRY INC DEL COM 251893103 255 9,122 X 9,122
DICKS SPORTING GOODS INC COM 253393102 940 19,187 X 19,187
DIGITAL INSIGHT CORP COM 25385P106 212 5,500 X 5,500
DIGITAL RIV INC COM 25388B104 232 4,164 X 4,164
DIRECTV GROUP INC COM 25459L106 4,167 167,062 X 167,062
DISNEY WALT CO COM DISNEY 254687106 9,390 273,989 X 273,989
DOLLAR FINL CORP COM 256664103 635 22,779 X 22,779
DOLLAR TREE STORES INC COM 256747106 201 6,685 X 6,685
DOMINION RES INC VA NEW COM 25746U109 4,605 54,923 X 54,923
DOMINOS PIZZA INC COM 25754A201 554 19,800 X 19,800
DONEGAL GROUP INC CL A 257701201 457 23,330 X 23,330
DOVER DOWNS GAMING & ENTMT I COM 260095104 331 24,760 X 24,760
DOW CHEM CO COM 260543103 6,670 167,163 X 167,163
DOWNEY FINL CORP COM 261018105 594 8,190 X 8,190
DRESS BARN INC COM 261570105 658 28,187 X 28,187
DRIL-QUIP INC COM 262037104 592 15,123 X 15,123
DU PONT E I DE NEMOURS & CO COM 263534109 5,599 114,944 X 114,944
DUKE ENERGY CORP NEW COM 26441C105 5,851 176,177 X 176,177
DYCOM INDS INC COM 267475101 546 25,864 X 25,864
E M C CORP MASS COM 268648102 3,074 232,899 X 232,899
EMC INS GROUP INC COM 268664109 627 18,371 X 18,371
ENI S P A SPONSORED ADR 26874R108 1,159 17,232 X 17,232
EOG RES INC COM 26875P101 1,492 23,892 X 23,892
EASTMAN CHEM CO COM 277432100 580 9,785 X 9,785
EASTMAN KODAK CO COM 277461109 1,184 45,893 X 45,893
EATON CORP COM 278058102 1,107 14,737 X 14,737
EBAY INC COM 278642103 3,487 115,975 X 115,975
ECOLLEGE COM COM 27887E100 197 12,615 X 12,615
ELECTRO SCIENTIFIC INDS COM 285229100 777 38,564 X 38,564
ELIZABETH ARDEN INC COM 28660G106 612 32,143 X 32,143
EMCOR GROUP INC COM 29084Q100 206 3,622 X 3,622
EMERSON ELEC CO COM 291011104 6,051 137,242 X 137,242
EMPIRE RESORTS INC COM 292052107 223 25,735 X 25,735
ENCANA CORP COM 292505104 514 11,194 X 11,194
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 407 14,770 X 14,770
ENERGEN CORP COM 29265N108 574 12,230 X 12,230
ENERSYS COM 29275Y102 538 33,622 X 33,622
ERICSSON L M TEL CO ADR B SEK 10 294821608 608 15,108 X 15,108
ESCALA GROUP INC COM 29605W107 431 55,987 X 55,987
ESCO TECHNOLOGIES INC COM 296315104 336 7,400 X 7,400
ESSEX CORP COM 296744105 722 30,200 X 30,200
ETHAN ALLEN INTERIORS INC COM 297602104 437 12,100 X 12,100
EXELON CORP COM 30161N101 5,891 95,193 X 95,193
EXPEDIA INC DEL COM 30212P105 674 32,108 X 32,108
EXPLORATION CO COM NEW 302133202 522 39,161 X 39,161
EXPRESSJET HOLDINGS INC CL A 30218U108 515 63,555 X 63,555
EXTRA SPACE STORAGE INC COM 30225T102 590 32,338 X 32,338
EXXON MOBIL CORP COM 30231G102 50,898 664,200 X 664,200
F M C CORP COM NEW 302491303 221 2,881 X 2,881
FPIC INS GROUP INC COM 302563101 409 10,494 X 10,494
FPL GROUP INC COM 302571104 2,167 39,817 X 39,817
FAIR ISAAC CORP COM 303250104 208 5,112 X 5,112
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 404 24,024 X 24,024
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 347 1,748 X 1,748
FAMILY DLR STORES INC COM 307000109 1,054 35,926 X 35,926
FARO TECHNOLOGIES INC COM 311642102 507 21,100 X 21,100
FEDERAL HOME LN MTG CORP COM 313400301 6,504 95,783 X 95,783
FEDERAL NATL MTG ASSN COM 313586109 6,857 115,459 X 115,459
FEDERAL SIGNAL CORP COM 313855108 632 39,403 X 39,403
FEDERATED DEPT STORES INC DE COM 31410H101 2,068 54,224 X 54,224
FEDEX CORP COM 31428X106 3,264 30,053 X 30,053
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,893 79,273 X 79,273
FIFTH THIRD BANCORP COM 316773100 1,925 47,030 X 47,030
FINANCIAL FED CORP COM 317492106 692 23,542 X 23,542
FINISH LINE INC CL A 317923100 719 50,363 X 50,363
FIRST AMERN CORP CALIF COM 318522307 1,117 27,449 X 27,449
FIRST DATA CORP COM 319963104 1,924 75,405 X 75,405
FIRST HORIZON NATL CORP COM 320517105 1,256 30,060 X 30,060
FIRST MARBLEHEAD CORP COM 320771108 648 11,856 X 11,856
FIRST NIAGARA FINL GP INC COM 33582V108 879 59,149 X 59,149
FIRST POTOMAC RLTY TR COM 33610F109 585 20,084 X 20,084
FIRSTFED FINL CORP COM 337907109 1,617 24,140 X 24,140
FIRSTMERIT CORP COM 337915102 220 9,114 X 9,114
FLAGSTAR BANCORP INC COM 337930101 189 12,715 X 12,715
FIRSTENERGY CORP COM 337932107 1,959 32,487 X 32,487
FORD MTR CO DEL COM PAR $0.01 345370860 1,181 157,322 X 157,322
FOXHOLLOW TECHNOLOGIES INC COM 35166A103 370 17,154 X 17,154
FRANCE TELECOM SPONSORED ADR 35177Q105 1,196 43,181 X 43,181
FRANKLIN RES INC COM 354613101 1,850 16,796 X 16,796
FREDS INC CL A 356108100 186 15,476 X 15,476
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,611 28,913 X 28,913
FREIGHTCAR AMER INC COM 357023100 1,218 21,968 X 21,968
FRONTIER AIRLINES HOLDINGS I COM 359059102 198 26,809 X 26,809
FRONTIER FINL CORP WASH COM 35907K105 645 22,056 X 22,056
FRONTIER OIL CORP COM 35914P105 369 12,838 X 12,838
FULLER H B CO COM 359694106 450 17,428 X 17,428
FURNITURE BRANDS INTL INC COM 360921100 163 10,037 X 10,037
G & K SVCS INC CL A 361268105 347 8,927 X 8,927
GSI COMMERCE INC COM 36238G102 230 12,240 X 12,240
GANNETT INC COM 364730101 1,187 19,638 X 19,638
GAP INC DEL COM 364760108 2,226 114,133 X 114,133
GENENTECH INC COM NEW 368710406 3,730 45,972 X 45,972
GENERAL DYNAMICS CORP COM 369550108 4,695 63,146 X 63,146
GENERAL ELECTRIC CO COM 369604103 38,371 1,031,192 X 1,031,192
GENERAL MLS INC COM 370334104 2,019 35,057 X 35,057
GENERAL MTRS CORP COM 370442105 1,429 46,513 X 46,513
GENESCO INC COM 371532102 675 18,100 X 18,100
GENOMIC HEALTH INC COM 37244C101 555 29,822 X 29,822
GENWORTH FINL INC COM CL A 37247D106 1,537 44,915 X 44,915
GENZYME CORP COM 372917104 2,143 34,801 X 34,801
GEORGIA GULF CORP COM PAR $0.01 373200203 217 11,226 X 11,226
GERDAU AMERISTEEL CORP COM 37373P105 395 44,232 X 44,232
GERON CORP COM 374163103 194 22,145 X 22,145
GEVITY HR INC COM 374393106 425 17,930 X 17,930
GILEAD SCIENCES INC COM 375558103 3,484 53,658 X 53,658
GLACIER BANCORP INC NEW COM 37637Q105 363 14,871 X 14,871
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,097 20,793 X 20,793
GLOBAL PMTS INC COM 37940X102 407 8,792 X 8,792
GOLD KIST INC COM 380614107 553 26,307 X 26,307
GOLDMAN SACHS GROUP INC COM 38141G104 9,465 47,477 X 47,477
GOOGLE INC CL A 38259P508 9,613 20,875 X 20,875
GRAMERCY CAP CORP COM 384871109 546 17,686 X 17,686
GRANT PRIDECO INC COM 38821G101 534 13,421 X 13,421
GREATBATCH INC COM 39153L106 1,542 57,277 X 57,277
GREATER BAY BANCORP COM 391648102 378 14,367 X 14,367
GREIF INC CL A 397624107 220 1,860 X 1,860
GREY WOLF INC COM 397888108 758 110,471 X 110,471
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 628 23,261 X 23,261
GRUPO SIMEC S A B DE C V ADR 400491106 160 11,155 X 11,155
GULF ISLAND FABRICATION INC COM 402307102 595 16,117 X 16,117
GULFMARK OFFSHORE INC COM 402629109 203 5,414 X 5,414
GYMBOREE CORP COM 403777105 952 24,936 X 24,936
HCC INS HLDGS INC COM 404132102 1,627 50,691 X 50,691
HRPT PPTYS TR COM SH BEN INT 40426W101 227 18,404 X 18,404
HSBC HLDGS PLC SPON ADR NEW 404280406 1,777 19,386 X 19,386
HAEMONETICS CORP COM 405024100 387 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 875 28,027 X 28,027
HALLIBURTON CO COM 406216101 3,157 101,685 X 101,685
HARLEY DAVIDSON INC COM 412822108 559 7,927 X 7,927
HARTFORD FINL SVCS GROUP INC COM 416515104 3,936 42,181 X 42,181
HARVEST NATURAL RESOURCES IN COM 41754V103 519 48,778 X 48,778
HEADWATERS INC COM 42210P102 809 33,775 X 33,775
HEALTH CARE REIT INC COM 42217K106 419 9,747 X 9,747
HEALTHWAYS INC COM 422245100 397 8,324 X 8,324
HEARTLAND EXPRESS INC COM 422347104 1,435 95,563 X 95,563
HECLA MNG CO COM 422704106 639 83,461 X 83,461
HELMERICH & PAYNE INC COM 423452101 311 12,704 X 12,704
HERCULES INC COM 427056106 266 13,768 X 13,768
HEWLETT PACKARD CO COM 428236103 13,654 331,489 X 331,489
HILLENBRAND INDS INC COM 431573104 453 7,959 X 7,959
HOLLY CORP COM PAR $0.01 435758305 986 19,175 X 19,175
HOME DEPOT INC COM 437076102 8,377 208,600 X 208,600
HONEYWELL INTL INC COM 438516106 5,459 120,667 X 120,667
HORACE MANN EDUCATORS CORP N COM 440327104 1,527 75,617 X 75,617
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,141 31,949 X 31,949
HOT TOPIC INC COM 441339108 1,286 96,428 X 96,428
HUDSON HIGHLAND GROUP INC COM 443792106 563 33,780 X 33,780
HUGOTON RTY TR TEX UNIT BEN INT 444717102 400 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 1,172 49,354 X 49,354
ICOS CORP COM 449295104 261 7,737 X 7,737
ICU MED INC COM 44930G107 689 16,931 X 16,931
I-FLOW CORP COM NEW 449520303 508 33,982 X 33,982
IPG PHOTONICS CORP COM 44980X109 455 18,950 X 18,950
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 418 24,730 X 24,730
ISTAR FINL INC COM 45031U101 1,185 24,778 X 24,778
ITT EDUCATIONAL SERVICES INC COM 45068B109 524 7,900 X 7,900
IDEARC INC COM 451663108 416 14,515 X 14,515
IDEXX LABS INC COM 45168D104 551 6,948 X 6,948
ILLINOIS TOOL WKS INC COM 452308109 4,530 98,082 X 98,082
IMCLONE SYS INC COM 45245W109 528 19,737 X 19,737
IMMUCOR INC COM 452526106 466 15,929 X 15,929
IMPAC MTG HLDGS INC COM 45254P102 1,313 149,230 X 149,230
IMPERIAL CHEM INDS PLC ADR NEW 452704505 736 20,775 X 20,775
IMPERIAL SUGAR CO NEW COM NEW 453096208 517 21,364 X 21,364
INFORMATICA CORP COM 45666Q102 393 32,206 X 32,206
ING GROEP N V SPONSORED ADR 456837103 1,229 27,818 X 27,818
INFRASOURCE SVCS INC COM 45684P102 624 28,658 X 28,658
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 447 26,250 X 26,250
INSTEEL INDUSTRIES INC COM 45774W108 317 17,840 X 17,840
INTEL CORP COM 458140100 14,951 738,303 X 738,303
INTER TEL INC COM 458372109 750 33,836 X 33,836
INTERACTIVE DATA CORP COM 45840J107 612 25,448 X 25,448
INTERCONTINENTALEXCHANGE INC COM 45865V100 602 5,578 X 5,578
INTERNATIONAL BANCSHARES COR COM 459044103 219 7,091 X 7,091
INTERNATIONAL BUSINESS MACHS COM 459200101 16,349 168,282 X 168,282
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 487 9,900 X 9,900
INTL PAPER CO COM 460146103 1,656 48,552 X 48,552
INTEVAC INC COM 461148108 580 22,338 X 22,338
INTRALASE CORP COM 461169104 591 26,417 X 26,417
INTUITIVE SURGICAL INC COM NEW 46120E602 410 4,272 X 4,272
INTUIT COM 461202103 565 18,505 X 18,505
INVACARE CORP COM 461203101 774 31,538 X 31,538
INVESTORS REAL ESTATE TR SH BEN INT 461730103 531 51,783 X 51,783
INVESTORS FINL SERVICES CORP COM 461915100 427 10,017 X 10,017
IRIS INTL INC COM 46270W105 676 53,420 X 53,420
ISHARES TR RUSSELL MIDCAP 464287499 62,180 622,800 X 622,800
ISHARES TR RUSSELL 2000 464287655 38,945 499,100 X 499,100
ISIS PHARMACEUTICALS INC COM 464330109 206 18,516 X 18,516
ITRON INC COM 465741106 633 12,210 X 12,210
J & J SNACK FOODS CORP COM 466032109 457 11,045 X 11,045
JDS UNIPHASE CORP COM PAR $0.001 46612J507 168 10,073 X 10,073
JP MORGAN CHASE & CO COM 46625H100 20,313 420,566 X 420,566
JACK IN THE BOX INC COM 466367109 261 4,271 X 4,271
JACKSON HEWITT TAX SVCS INC COM 468202106 406 11,949 X 11,949
JACOBS ENGR GROUP INC DEL COM 469814107 577 7,080 X 7,080
JOHNSON & JOHNSON COM 478160104 20,569 311,564 X 311,564
JOHNSON CTLS INC COM 478366107 1,650 19,201 X 19,201
JONES APPAREL GROUP INC COM 480074103 222 6,651 X 6,651
K-SWISS INC CL A 482686102 341 11,100 X 11,100
K V PHARMACEUTICAL CO CL A 482740206 583 24,499 X 24,499
KEANE INC COM 486665102 589 49,444 X 49,444
KEITHLEY INSTRS INC COM 487584104 223 16,983 X 16,983
KELLOGG CO COM 487836108 1,218 24,329 X 24,329
KEMET CORP COM 488360108 602 82,513 X 82,513
KENDLE INTERNATIONAL INC COM 48880L107 646 20,530 X 20,530
KFORCE INC COM 493732101 613 50,407 X 50,407
KIMBERLY CLARK CORP COM 494368103 3,077 45,284 X 45,284
KING PHARMACEUTICALS INC COM 495582108 436 27,370 X 27,370
KINROSS GOLD CORP COM NO PAR 496902404 201 16,882 X 16,882
KNOLL INC COM NEW 498904200 489 22,219 X 22,219
KOHLS CORP COM 500255104 2,881 42,105 X 42,105
KOPPERS HOLDINGS INC COM 50060P106 597 22,901 X 22,901
KOPIN CORP COM 500600101 377 105,660 X 105,660
KORN FERRY INTL COM NEW 500643200 791 34,433 X 34,433
KRAFT FOODS INC CL A 50075N104 1,892 52,992 X 52,992
KYPHON INC COM 501577100 490 12,126 X 12,126
LCA-VISION INC COM PAR $.001 501803308 1,441 41,948 X 41,948
LSI LOGIC CORP COM 502161102 161 17,921 X 17,921
LTX CORP COM 502392103 692 123,502 X 123,502
LA Z BOY INC COM 505336107 860 72,472 X 72,472
LABRANCHE & CO INC COM 505447102 537 54,637 X 54,637
LAM RESEARCH CORP COM 512807108 567 11,207 X 11,207
LAMSON & SESSIONS CO COM 513696104 1,479 60,955 X 60,955
LANDAMERICA FINL GROUP INC COM 514936103 653 10,341 X 10,341
LAS VEGAS SANDS CORP COM 517834107 1,224 13,678 X 13,678
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 375 8,181 X 8,181
LATTICE SEMICONDUCTOR CORP COM 518415104 552 85,194 X 85,194
LAYNE CHRISTENSEN CO COM 521050104 1,071 32,609 X 32,609
LEAPFROG ENTERPRISES INC CL A 52186N106 581 61,324 X 61,324
LEHMAN BROS HLDGS INC COM 524908100 6,041 77,335 X 77,335
LENNAR CORP CL A 526057104 1,121 21,375 X 21,375
LILLY ELI & CO COM 532457108 5,046 96,843 X 96,843
LINCOLN NATL CORP IND COM 534187109 3,046 45,877 X 45,877
LIONS GATE ENTMNT CORP COM NEW 535919203 215 20,062 X 20,062
LITTELFUSE INC COM 537008104 1,158 36,330 X 36,330
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,269 28,002 X 28,002
LO-JACK CORP COM 539451104 220 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 5,034 54,679 X 54,679
LODGENET ENTMT CORP COM 540211109 531 21,200 X 21,200
LOEWS CORP COM 540424108 1,811 43,663 X 43,663
LOEWS CORP CAROLNA GP STK 540424207 1,156 17,856 X 17,856
LOOPNET INC COM 543524300 366 24,434 X 24,434
LOWES COS INC COM 548661107 4,761 152,827 X 152,827
LUFKIN INDS INC COM 549764108 590 10,162 X 10,162
LYONDELL CHEMICAL CO COM 552078107 1,793 70,136 X 70,136
MB FINANCIAL INC NEW COM 55264U108 627 16,666 X 16,666
MDU RES GROUP INC COM 552690109 575 22,422 X 22,422
MGIC INVT CORP WIS COM 552848103 1,216 19,443 X 19,443
MGP INGREDIENTS INC COM 55302G103 649 28,683 X 28,683
MPS GROUP INC COM 553409103 561 39,580 X 39,580
MTS SYS CORP COM 553777103 435 11,270 X 11,270
MADDEN STEVEN LTD COM 556269108 1,036 29,535 X 29,535
MAGELLAN HEALTH SVCS INC COM NEW 559079207 664 15,372 X 15,372
MAGMA DESIGN AUTOMATION COM 559181102 218 24,399 X 24,399
MAGNA INTL INC CL A 559222401 1,155 14,340 X 14,340
MAINSOURCE FINANCIAL GP INC COM 56062Y102 419 24,746 X 24,746
MANNATECH INC COM 563771104 394 26,719 X 26,719
MANULIFE FINL CORP COM 56501R106 1,122 33,200 X 33,200
MARATHON OIL CORP COM 565849106 4,421 47,800 X 47,800
MARSH & MCLENNAN COS INC COM 571748102 1,659 54,117 X 54,117
MARRIOTT INTL INC NEW CL A 571903202 1,605 33,632 X 33,632
MARTEK BIOSCIENCES CORP COM 572901106 811 34,754 X 34,754
MARVEL ENTERTAINMENT INC COM 57383T103 498 18,500 X 18,500
MASCO CORP COM 574599106 1,234 41,322 X 41,322
MASTEC INC COM 576323109 643 55,682 X 55,682
MATTEL INC COM 577081102 1,808 79,807 X 79,807
MAXIM INTEGRATED PRODS INC COM 57772K101 1,105 36,083 X 36,083
MCAFEE INC COM 579064106 572 20,141 X 20,141
MCDONALDS CORP COM 580135101 7,926 178,792 X 178,792
MCGRAW HILL COS INC COM 580645109 2,397 35,242 X 35,242
MCKESSON CORP COM 58155Q103 1,519 29,954 X 29,954
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,588 29,712 X 29,712
MEDIA GEN INC CL A 584404107 633 17,037 X 17,037
MEDICINES CO COM 584688105 1,268 39,972 X 39,972
MEDIMMUNE INC COM 584699102 591 18,251 X 18,251
MEDTRONIC INC COM 585055106 6,362 118,885 X 118,885
MELLON FINL CORP COM 58551A108 1,717 40,733 X 40,733
MENS WEARHOUSE INC COM 587118100 249 6,504 X 6,504
MENTOR CORP MINN COM 587188103 352 7,195 X 7,195
MERCK & CO INC COM 589331107 12,603 289,063 X 289,063
MERRILL LYNCH & CO INC COM 590188108 10,474 112,498 X 112,498
METAL MGMT INC COM NEW 591097209 1,231 32,525 X 32,525
METHANEX CORP COM 59151K108 899 32,862 X 32,862
METHODE ELECTRS INC COM 591520200 332 30,660 X 30,660
METLIFE INC COM 59156R108 5,718 96,893 X 96,893
METTLER TOLEDO INTERNATIONAL COM 592688105 229 2,900 X 2,900
MICREL INC COM 594793101 346 32,100 X 32,100
MICROSOFT CORP COM 594918104 26,280 880,123 X 880,123
MICROSTRATEGY INC CL A NEW 594972408 1,024 8,979 X 8,979
MICROSEMI CORP COM 595137100 598 30,410 X 30,410
MICROTUNE INC DEL COM 59514P109 372 79,136 X 79,136
MILLENNIUM PHARMACEUTICALS I COM 599902103 175 16,021 X 16,021
MILLER HERMAN INC COM 600544100 444 12,200 X 12,200
MILLS CORP COM 601148109 255 12,757 X 12,757
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 447 18,693 X 18,693
MINERALS TECHNOLOGIES INC COM 603158106 672 11,434 X 11,434
MIRAMAR MINING CORP COM 60466E100 386 85,438 X 85,438
MOLEX INC COM 608554101 357 11,277 X 11,277
MOLSON COORS BREWING CO CL B 60871R209 223 2,923 X 2,923
MONARCH CASINO & RESORT INC COM 609027107 456 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 2,800 53,301 X 53,301
MONSTER WORLDWIDE INC COM 611742107 235 5,037 X 5,037
MOODYS CORP COM 615369105 1,652 23,916 X 23,916
MORGAN STANLEY COM NEW 617446448 10,647 130,756 X 130,756
MOTOROLA INC COM 620076109 6,685 325,138 X 325,138
MOVE INC COM COM 62458M108 592 107,368 X 107,368
MOVADO GROUP INC COM 624580106 246 8,483 X 8,483
MYLAN LABS INC COM 628530107 583 29,187 X 29,187
NBTY INC COM 628782104 1,541 37,075 X 37,075
NCI BUILDING SYS INC COM 628852105 559 10,798 X 10,798
NDS GROUP PLC SPONSORED ADR 628891103 483 10,020 X 10,020
NVR INC COM 62944T105 673 1,044 X 1,044
NATIONAL CITY CORP COM 635405103 3,153 86,230 X 86,230
NATIONAL OILWELL VARCO INC COM 637071101 542 8,859 X 8,859
NATIONAL RETAIL PROPERTIES I COM 637417106 635 27,679 X 27,679
NATIONWIDE FINL SVCS INC CL A 638612101 986 18,187 X 18,187
NATIONWIDE HEALTH PPTYS INC COM 638620104 391 12,940 X 12,940
NAUTILUS INC COM 63910B102 698 49,844 X 49,844
NAVISTAR INTL CORP NEW COM 63934E108 621 18,587 X 18,587
NESS TECHNOLOGIES INC COM 64104X108 503 35,308 X 35,308
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 498 16,841 X 16,841
NETEASE COM INC SPONSORED ADR 64110W102 785 41,976 X 41,976
NETLOGIC MICROSYSTEMS INC COM 64118B100 514 23,687 X 23,687
NEUROMETRIX INC COM 641255104 487 32,692 X 32,692
NEW JERSEY RES COM 646025106 666 13,704 X 13,704
NEW YORK & CO INC COM 649295102 528 40,373 X 40,373
NEWCASTLE INVT CORP COM 65105M108 679 21,676 X 21,676
NEWELL RUBBERMAID INC COM 651229106 1,158 39,991 X 39,991
NEWKIRK REALTY TR INC COM 651497109 414 22,939 X 22,939
NEWMONT MINING CORP COM 651639106 1,862 41,233 X 41,233
NEWS CORP CL A 65248E104 6,696 311,745 X 311,745
NIKE INC CL B 654106103 1,882 19,002 X 19,002
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 487 19,111 X 19,111
NOKIA CORP SPONSORED ADR 654902204 1,738 85,531 X 85,531
NORDSTROM INC COM 655664100 578 11,706 X 11,706
NORFOLK SOUTHERN CORP COM 655844108 2,054 40,843 X 40,843
NORSK HYDRO A S SPONSORED ADR 656531605 1,200 39,112 X 39,112
NORTH PITTSBURGH SYS INC COM 661562108 381 15,800 X 15,800
NORTHROP GRUMMAN CORP COM 666807102 2,292 33,858 X 33,858
NORTHSTAR RLTY FIN CORP COM 66704R100 2,207 133,164 X 133,164
NOVATEL WIRELESS INC COM NEW 66987M604 660 68,261 X 68,261
NOVARTIS A G SPONSORED ADR 66987V109 1,137 19,796 X 19,796
NOVELLUS SYS INC COM 670008101 897 26,049 X 26,049
NOVEN PHARMACEUTICALS INC COM 670009109 631 24,788 X 24,788
NOVO-NORDISK A S ADR 670100205 611 7,308 X 7,308
NUANCE COMMUNICATIONS INC COM 67020Y100 685 59,786 X 59,786
NUCOR CORP COM 670346105 2,704 49,475 X 49,475
O CHARLEYS INC COM 670823103 202 9,497 X 9,497
OGE ENERGY CORP COM 670837103 403 10,076 X 10,076
OM GROUP INC COM 670872100 429 9,470 X 9,470
OCCIDENTAL PETE CORP DEL COM 674599105 5,329 109,137 X 109,137
ODYSSEY HEALTHCARE INC COM 67611V101 689 51,963 X 51,963
ODYSSEY RE HLDGS CORP COM 67612W108 408 10,934 X 10,934
OIL STS INTL INC COM 678026105 562 17,423 X 17,423
OLD REP INTL CORP COM 680223104 1,119 48,067 X 48,067
OLIN CORP COM PAR $1 680665205 184 11,139 X 11,139
OMNICOM GROUP INC COM 681919106 1,757 16,803 X 16,803
OMNIVISION TECHNOLOGIES INC COM 682128103 313 22,898 X 22,898
OMNICELL INC COM 68213N109 618 33,158 X 33,158
ON SEMICONDUCTOR CORP COM 682189105 863 114,023 X 114,023
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 233 3,676 X 3,676
ONEOK INC NEW COM 682680103 1,133 26,270 X 26,270
OPENWAVE SYS INC COM NEW 683718308 196 21,189 X 21,189
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 381 18,524 X 18,524
ORACLE CORP COM 68389X105 7,238 422,277 X 422,277
OREGON STL MLS INC COM 686079104 1,034 16,568 X 16,568
OVERSEAS SHIPHOLDING GROUP I COM 690368105 204 3,621 X 3,621
P F CHANGS CHINA BISTRO INC COM 69333Y108 806 21,003 X 21,003
PMC-SIERRA INC COM 69344F106 184 27,412 X 27,412
PNC FINL SVCS GROUP INC COM 693475105 3,304 44,627 X 44,627
PPG INDS INC COM 693506107 1,734 27,002 X 27,002
PRA INTL COM 69353C101 529 20,941 X 20,941
PS BUSINESS PKS INC CALIF COM 69360J107 944 13,349 X 13,349
PW EAGLE INC COM 69366Y108 487 14,123 X 14,123
PACER INTL INC TENN COM 69373H106 390 13,092 X 13,092
PACIFIC CAP BANCORP NEW COM 69404P101 1,031 30,706 X 30,706
PACKAGING CORP AMER COM 695156109 579 26,205 X 26,205
PACKETEER INC COM 695210104 231 16,967 X 16,967
PALL CORP COM 696429307 658 19,049 X 19,049
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 1,124 22,183 X 22,183
PAPA JOHNS INTL INC COM 698813102 445 15,352 X 15,352
PARKER DRILLING CO COM 701081101 394 48,171 X 48,171
PARKER HANNIFIN CORP COM 701094104 546 7,097 X 7,097
PATTERSON UTI ENERGY INC COM 703481101 698 30,037 X 30,037
PEABODY ENERGY CORP COM 704549104 1,054 26,074 X 26,074
PEDIATRIX MED GROUP COM 705324101 605 12,367 X 12,367
PENN VA CORP COM 707882106 387 5,522 X 5,522
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,520 38,605 X 38,605
PEPSICO INC COM 713448108 10,181 162,765 X 162,765
PERFORMANCE FOOD GROUP CO COM 713755106 767 27,738 X 27,738
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 469 29,200 X 29,200
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 647 6,282 X 6,282
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 477 20,376 X 20,376
PFIZER INC COM 717081103 20,075 775,083 X 775,083
PHARMANET DEV GROUP INC COM 717148100 965 43,724 X 43,724
PHELPS DODGE CORP COM 717265102 3,018 25,212 X 25,212
PHILADELPHIA CONS HLDG CORP COM 717528103 585 13,138 X 13,138
PHOTRONICS INC COM 719405102 1,352 82,768 X 82,768
PIONEER COS INC COM NEW 723643300 476 16,611 X 16,611
PIONEER DRILLING CO COM 723655106 201 15,168 X 15,168
PIPER JAFFRAY COS COM 724078100 639 9,815 X 9,815
PLANAR SYS INC COM 726900103 403 41,665 X 41,665
POLARIS INDS INC COM 731068102 243 5,182 X 5,182
POLYCOM INC COM 73172K104 645 20,853 X 20,853
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 595 12,744 X 12,744
POWER INTEGRATIONS INC COM 739276103 781 34,674 X 34,674
POZEN INC COM 73941U102 629 37,025 X 37,025
PRAXAIR INC COM 74005P104 1,888 31,826 X 31,826
PRECISION DRILLING TR TR UNIT 740215108 318 13,727 X 13,727
PREMIUM STD FARMS INC COM 74060C105 465 25,063 X 25,063
PRICELINE COM INC COM NEW 741503403 928 21,286 X 21,286
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,601 27,278 X 27,278
PROCTER & GAMBLE CO COM 742718109 20,961 326,136 X 326,136
PROGENICS PHARMACEUTICALS IN COM 743187106 506 19,670 X 19,670
PROGRESSIVE CORP OHIO COM 743315103 1,867 77,071 X 77,071
PROTECTIVE LIFE CORP COM 743674103 200 4,217 X 4,217
PRUDENTIAL FINL INC COM 744320102 5,953 69,336 X 69,336
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,644 24,768 X 24,768
QUALCOMM INC COM 747525103 6,239 165,098 X 165,098
QUALITY SYS INC COM 747582104 402 10,774 X 10,774
QUEST DIAGNOSTICS INC COM 74834L100 609 11,483 X 11,483
R & G FINANCIAL CORP CL B 749136107 347 45,346 X 45,346
RLI CORP COM 749607107 664 11,769 X 11,769
RTI INTL METALS INC COM 74973W107 636 8,136 X 8,136
RF MICRODEVICES INC COM 749941100 574 84,560 X 84,560
RADIAN GROUP INC COM 750236101 377 6,998 X 6,998
RADIATION THERAPY SVCS INC COM 750323206 611 19,369 X 19,369
RADIO ONE INC CL D NON VTG 75040P405 891 132,237 X 132,237
RADIOSHACK CORP COM 750438103 653 38,892 X 38,892
RAYTHEON CO COM NEW 755111507 2,320 43,947 X 43,947
REALNETWORKS INC COM 75605L104 387 35,403 X 35,403
RED HAT INC COM 756577102 228 9,924 X 9,924
REDBACK NETWORKS INC COM NEW 757209507 245 9,838 X 9,838
REDIFF COM INDIA LTD SPONSORED ADR 757479100 220 11,951 X 11,951
REDWOOD TR INC COM 758075402 641 11,031 X 11,031
REGAL ENTMT GROUP CL A 758766109 838 39,329 X 39,329
REGIS CORP MINN COM 758932107 218 5,516 X 5,516
REGIONS FINANCIAL CORP NEW COM 7591EP100 4,281 114,457 X 114,457
REINSURANCE GROUP AMER INC COM 759351109 366 6,574 X 6,574
REPUBLIC AWYS HLDGS INC COM 760276105 1,125 67,050 X 67,050
RETAIL VENTURES INC COM 76128Y102 251 13,171 X 13,171
REYNOLDS AMERICAN INC COM 761713106 1,107 16,910 X 16,910
ROCKY BRANDS INC COM 774515100 334 20,700 X 20,700
ROGERS CORP COM 775133101 551 9,307 X 9,307
ROHM & HAAS CO COM 775371107 1,141 22,326 X 22,326
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,119 15,809 X 15,809
RYDER SYS INC COM 783549108 362 7,083 X 7,083
SEI INVESTMENTS CO COM 784117103 599 10,053 X 10,053
SLM CORP COM 78442P106 1,974 40,470 X 40,470
SPSS INC COM 78462K102 392 13,038 X 13,038
SRS LABS INC COM 78464M106 428 39,600 X 39,600
SRA INTL INC CL A 78464R105 570 21,319 X 21,319
SVB FINL GROUP COM 78486Q101 401 8,602 X 8,602
SWS GROUP INC COM 78503N107 447 12,512 X 12,512
SAFECO CORP COM 786429100 1,192 19,051 X 19,051
SAIA INC COM 78709Y105 605 26,066 X 26,066
ST PAUL TRAVELERS INC COM 792860108 5,542 103,217 X 103,217
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 722 21,976 X 21,976
SANOFI AVENTIS SPONSORED ADR 80105N105 1,181 25,570 X 25,570
SANTARUS INC COM 802817304 603 77,072 X 77,072
SCANSOURCE INC COM 806037107 723 23,796 X 23,796
SCHERING PLOUGH CORP COM 806605101 5,040 213,186 X 213,186
SCHWAB CHARLES CORP NEW COM 808513105 1,990 102,895 X 102,895
SCIELE PHARMA INC COM 808627103 629 26,217 X 26,217
SCRIPPS E W CO OHIO CL A 811054204 204 4,078 X 4,078
SEACOR HOLDINGS INC COM 811904101 595 5,998 X 5,998
SEALY CORP COM 812139301 422 28,599 X 28,599
SEARS HLDGS CORP COM 812350106 1,411 8,400 X 8,400
SECURE COMPUTING CORP COM 813705100 208 31,679 X 31,679
SELECT COMFORT CORP COM 81616X103 289 16,597 X 16,597
SELECTIVE INS GROUP INC COM 816300107 1,230 21,465 X 21,465
SEMTECH CORP COM 816850101 213 16,324 X 16,324
SENIOR HSG PPTYS TR SH BEN INT 81721M109 717 29,281 X 29,281
SENSIENT TECHNOLOGIES CORP COM 81725T100 253 10,297 X 10,297
SHERWIN WILLIAMS CO COM 824348106 1,812 28,498 X 28,498
SIEMENS A G SPONSORED ADR 826197501 1,790 18,160 X 18,160
SIERRA HEALTH SVCS INC COM 826322109 1,054 29,250 X 29,250
SIERRA PAC RES NEW COM 826428104 453 26,898 X 26,898
SIFY LTD SPONSORED ADR 82655M107 389 40,772 X 40,772
SILGAN HOLDINGS INC COM 827048109 729 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 823 64,698 X 64,698
SILVER STD RES INC COM 82823L106 263 8,547 X 8,547
SIMON PPTY GROUP INC NEW COM 828806109 2,171 21,431 X 21,431
SKYWORKS SOLUTIONS INC COM 83088M102 773 109,206 X 109,206
SKILLSOFT PLC SPONSORED ADR 830928107 195 31,400 X 31,400
SMITH & WESSON HLDG CORP COM 831756101 564 54,531 X 54,531
SMUCKER J M CO COM NEW 832696405 216 4,451 X 4,451
SNAP ON INC COM 833034101 456 9,579 X 9,579
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 248 1,827 X 1,827
SOFTBRANDS INC COM 83402A107 18 10,670 X 10,670
SONIC AUTOMOTIVE INC CL A 83545G102 599 20,611 X 20,611
SONIC SOLUTIONS COM 835460106 193 11,868 X 11,868
SONICWALL INC COM 835470105 161 19,172 X 19,172
SONOCO PRODS CO COM 835495102 444 11,676 X 11,676
SONUS NETWORKS INC COM 835916107 429 65,023 X 65,023
SOUTHERN CO COM 842587107 4,416 119,814 X 119,814
SOUTHERN COPPER CORP COM 84265V105 531 9,845 X 9,845
SPARTECH CORP COM NEW 847220209 805 30,687 X 30,687
SPRINT NEXTEL CORP COM FON 852061100 5,393 285,501 X 285,501
STAGE STORES INC COM NEW 85254C305 438 14,400 X 14,400
STANDARD MICROSYSTEMS CORP COM 853626109 517 18,476 X 18,476
STANLEY WKS COM 854616109 1,693 33,668 X 33,668
STAPLES INC COM 855030102 1,915 71,717 X 71,717
STARBUCKS CORP COM 855244109 2,678 75,595 X 75,595
STARTEK INC COM 85569C107 674 49,768 X 49,768
STATE STR CORP COM 857477103 2,208 32,735 X 32,735
STATOIL ASA SPONSORED ADR 85771P102 1,139 43,284 X 43,284
STATS CHIPPAC LTD SPONSORED ADR 85771T104 788 102,553 X 102,553
STEEL DYNAMICS INC COM 858119100 817 25,183 X 25,183
STEELCASE INC CL A 858155203 658 36,248 X 36,248
STERLING CONSTRUCTION CO INC COM 859241101 350 16,101 X 16,101
STEWART INFORMATION SVCS COR COM 860372101 1,712 39,477 X 39,477
STRYKER CORP COM 863667101 1,625 29,481 X 29,481
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 214 5,617 X 5,617
SUN MICROSYSTEMS INC COM 866810104 1,867 344,511 X 344,511
SUNOCO INC COM 86764P109 543 8,714 X 8,714
SUNTRUST BKS INC COM 867914103 4,724 55,936 X 55,936
SUPERGEN INC COM 868059106 610 120,170 X 120,170
SUPERIOR WELL SVCS INC COM 86837X105 603 23,573 X 23,573
SWIFT ENERGY CO COM 870738101 966 21,551 X 21,551
SYMANTEC CORP COM 871503108 2,708 129,864 X 129,864
SYNOPSYS INC COM 871607107 260 9,719 X 9,719
SYNTEL INC COM 87162H103 439 16,366 X 16,366
SYNNEX CORP COM 87162W100 583 26,588 X 26,588
SYSCO CORP COM 871829107 2,240 60,923 X 60,923
TCF FINL CORP COM 872275102 1,202 43,843 X 43,843
TD BANKNORTH INC COM 87235A101 1,261 39,070 X 39,070
TJX COS INC NEW COM 872540109 611 21,436 X 21,436
TXU CORP COM 873168108 3,543 65,364 X 65,364
TALBOTS INC COM 874161102 1,263 52,388 X 52,388
TARGET CORP COM 87612E106 6,715 117,711 X 117,711
TELECOM ARGENTINA S A SPON ADR REP B 879273209 617 30,825 X 30,825
TELEFONICA S A SPONSORED ADR 879382208 1,195 18,746 X 18,746
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,815 64,214 X 64,214
TELEPHONE & DATA SYS INC COM 879433100 217 4,002 X 4,002
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 509 13,307 X 13,307
TELUS CORP NON-VTG SHS 87971M202 1,118 25,038 X 25,038
TELETECH HOLDINGS INC COM 879939106 601 25,147 X 25,147
TESORO CORP COM 881609101 460 7,000 X 7,000
TETRA TECH INC NEW COM 88162G103 752 41,559 X 41,559
TEXAS INSTRS INC COM 882508104 4,420 153,460 X 153,460
THE9 LTD ADR 88337K104 644 19,980 X 19,980
THOR INDS INC COM 885160101 222 5,054 X 5,054
3M CO COM 88579Y101 6,991 89,714 X 89,714
TIBCO SOFTWARE INC COM 88632Q103 246 26,059 X 26,059
TIDEWATER INC COM 886423102 897 18,549 X 18,549
TIME WARNER INC COM 887317105 10,652 489,095 X 489,095
TODCO COM 88889T107 307 8,998 X 8,998
TORO CO COM 891092108 415 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 536 7,450 X 7,450
TRAVELZOO INC COM 89421Q106 829 27,679 X 27,679
TRIAD GTY INC COM 895925105 1,103 20,107 X 20,107
TRIMERIS INC COM 896263100 615 48,352 X 48,352
TUESDAY MORNING CORP COM NEW 899035505 556 35,726 X 35,726
TUPPERWARE BRANDS CORP COM 899896104 635 28,088 X 28,088
TWEEN BRANDS INC COM 901166108 473 11,841 X 11,841
UCBH HOLDINGS INC COM 90262T308 413 23,497 X 23,497
UGI CORP NEW COM 902681105 988 36,229 X 36,229
UST INC COM 902911106 1,202 20,659 X 20,659
U S GLOBAL INVS INC CL A 902952100 409 6,084 X 6,084
US BANCORP DEL COM NEW 902973304 9,434 260,678 X 260,678
URS CORP NEW COM 903236107 414 9,670 X 9,670
USEC INC COM 90333E108 834 65,592 X 65,592
USA MOBILITY INC COM 90341G103 495 22,131 X 22,131
ULTICOM INC COM 903844108 364 37,922 X 37,922
UNION PAC CORP COM 907818108 2,438 26,491 X 26,491
UNIONBANCAL CORP COM 908906100 413 6,735 X 6,735
UNISOURCE ENERGY CORP COM 909205106 203 5,570 X 5,570
UNITED INDL CORP COM 910671106 605 11,915 X 11,915
UNITED NAT FOODS INC COM 911163103 541 15,072 X 15,072
UNITED ONLINE INC COM 911268100 436 32,828 X 32,828
UNITED PARCEL SERVICE INC CL B 911312106 4,758 63,459 X 63,459
UNITED STATIONERS INC COM 913004107 773 16,554 X 16,554
UNITED TECHNOLOGIES CORP COM 913017109 6,225 99,568 X 99,568
UNITED THERAPEUTICS CORP DEL COM 91307C102 917 16,870 X 16,870
UNITEDHEALTH GROUP INC COM 91324P102 7,795 145,083 X 145,083
UNITRIN INC COM 913275103 626 12,498 X 12,498
UNIVERSAL FST PRODS INC COM 913543104 710 15,221 X 15,221
UNUMPROVIDENT CORP COM 91529Y106 1,199 57,704 X 57,704
VALEANT PHARMACEUTICALS INTL COM 91911X104 211 12,248 X 12,248
VALERO ENERGY CORP NEW COM 91913Y100 3,101 60,620 X 60,620
VALSPAR CORP COM 920355104 1,042 37,704 X 37,704
VARIAN MED SYS INC COM 92220P105 564 11,862 X 11,862
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 680 14,941 X 14,941
VERITAS DGC INC COM 92343P107 883 10,311 X 10,311
VERIZON COMMUNICATIONS COM 92343V104 12,778 343,113 X 343,113
VIAD CORP COM NEW 92552R406 609 14,991 X 14,991
VIACOM INC NEW CL B 92553P201 2,564 62,498 X 62,498
VIASYS HEALTHCARE INC COM NEW 92553Q209 628 22,574 X 22,574
VIROPHARMA INC COM 928241108 813 55,526 X 55,526
VITAL SIGNS INC COM 928469105 451 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,152 41,466 X 41,466
VOLCOM INC COM 92864N101 511 17,286 X 17,286
WD-40 CO COM 929236107 830 23,791 X 23,791
W-H ENERGY SVCS INC COM 92925E108 593 12,170 X 12,170
W HLDG CO INC COM 929251106 1,407 236,066 X 236,066
WMS INDS INC COM 929297109 876 25,134 X 25,134
WACHOVIA CORP 2ND NEW COM 929903102 14,115 247,849 X 247,849
WAL MART STORES INC COM 931142103 11,349 245,758 X 245,758
WALGREEN CO COM 931422109 4,566 99,494 X 99,494
WARNACO GROUP INC COM NEW 934390402 206 8,123 X 8,123
WASHINGTON MUT INC COM 939322103 7,363 161,856 X 161,856
WASHINGTON POST CO CL B 939640108 602 808 X 808
WASTE MGMT INC DEL COM 94106L109 1,974 53,693 X 53,693
WATSON WYATT WORLDWIDE INC CL A 942712100 574 12,721 X 12,721
WEBSENSE INC COM 947684106 527 23,070 X 23,070
WEBMD HEALTH CORP CL A 94770V102 663 16,575 X 16,575
WELLPOINT INC COM 94973V107 4,941 62,785 X 62,785
WELLS FARGO & CO NEW COM 949746101 15,110 424,919 X 424,919
WESCO INTL INC COM 95082P105 519 8,833 X 8,833
WEST PHARMACEUTICAL SVSC INC COM 955306105 818 15,961 X 15,961
WESTAR ENERGY INC COM 95709T100 213 8,186 X 8,186
WESTAMERICA BANCORPORATION COM 957090103 420 8,298 X 8,298
WESTERN DIGITAL CORP COM 958102105 580 28,331 X 28,331
WESTERN UN CO COM 959802109 1,666 74,287 X 74,287
WEYERHAEUSER CO COM 962166104 1,713 24,253 X 24,253
WHIRLPOOL CORP COM 963320106 1,072 12,909 X 12,909
WILEY JOHN & SONS INC CL A 968223206 381 9,900 X 9,900
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 608 15,707 X 15,707
WILLIAMS SCOTSMAN INTL INC COM 96950G102 589 30,004 X 30,004
WINDSTREAM CORP COM 97381W104 579 40,717 X 40,717
WINNEBAGO INDS INC COM 974637100 415 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 494 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 378 7,882 X 7,882
WOLVERINE WORLD WIDE INC COM 978097103 564 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 609 12,968 X 12,968
WRIGHT MED GROUP INC COM 98235T107 599 25,726 X 25,726
WYETH COM 983024100 6,751 132,571 X 132,571
WYNDHAM WORLDWIDE CORP COM 98310W108 631 19,703 X 19,703
XTO ENERGY INC COM 98385X106 1,687 35,864 X 35,864
XILINX INC COM 983919101 1,658 69,637 X 69,637
YAHOO INC COM 984332106 3,544 138,761 X 138,761
YANKEE CANDLE INC COM 984757104 442 12,900 X 12,900
ZALE CORP NEW COM 988858106 381 13,500 X 13,500
ZENITH NATL INS CORP COM 989390109 1,124 23,964 X 23,964
ZIMMER HLDGS INC COM 98956P102 1,916 24,441 X 24,441
ZIONS BANCORPORATION COM 989701107 1,197 14,525 X 14,525
ZORAN CORP COM 98975F101 184 12,594 X 12,594
ZOLL MED CORP COM 989922109 659 11,316 X 11,316