UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 2005.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois November 9, 2005
--------------------- ---------------- ----------------
[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: 948
Form 13F Information Table Value Total: $1,376,594
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN ORD D18190898 823 8,800 X 8,800
ACE LTD ORD G0070K103 857 18,200 X 18,200
ARCH CAP GROUP LTD ORD G0450A105 446 9,000 X 9,000
BUNGE LIMITED COM G16962105 684 13,000 X 13,000
FRONTLINE LTD SHS G3682E127 432 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 521 17,300 X 17,300
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 691 18,800 X 18,800
LAZARD LTD SHS A G54050102 415 16,400 X 16,400
NABORS INDUSTRIES LTD SHS G6359F103 833 11,600 X 11,600
PARTNERRE LTD COM G6852T105 967 15,100 X 15,100
PLATINUM UNDERWRITER HLDGS L COM G7127P100 544 18,200 X 18,200
RENAISSANCERE HOLDINGS LTD COM G7496G103 818 18,700 X 18,700
SEAGATE TECHNOLOGY SHS G7945J104 932 58,800 X 58,800
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 713 19,800 X 19,800
XL CAP LTD CL A G98255105 823 12,100 X 12,100
SBS BROADCASTING SA ORD L8137F102 272 5,000 X 5,000
STEINER LEISURE LTD ORD P8744Y102 391 11,500 X 11,500
ABX AIR INC COM 00080S101 386 47,100 X 47,100
ABN AMRO HLDG NV SPONSORED ADR 000937102 832 34,684 X 34,684
AFLAC INC COM 001055102 2,174 48,000 X 48,000
AMB PROPERTY CORP COM 00163T109 620 13,800 X 13,800
AT&T CORP COM NEW 001957505 2,390 120,700 X 120,700
A S V INC COM 001963107 745 32,900 X 32,900
ABBOTT LABS COM 002824100 7,085 167,100 X 167,100
ACCREDITED HOME LENDRS HLDG COM 00437P107 647 18,400 X 18,400
ACTIVISION INC NEW COM NEW 004930202 1,150 56,233 X 56,233
ACTEL CORP COM 004934105 536 37,100 X 37,100
ADMINISTAFF INC COM 007094105 1,534 38,600 X 38,600
ADOBE SYS INC COM 00724F101 1,397 46,800 X 46,800
ADVANCE AUTO PARTS INC COM 00751Y106 400 10,350 X 10,350
ADVANCED DIGITAL INFORMATION COM 007525108 140 14,900 X 14,900
AEROFLEX INC COM 007768104 416 44,400 X 44,400
AEROPOSTALE COM 007865108 423 19,900 X 19,900
AEGON N V ORD AMER REG 007924103 2,163 145,192 X 145,192
ADVANCED ENERGY INDS COM 007973100 797 74,100 X 74,100
AETNA INC NEW COM 00817Y108 2,395 27,800 X 27,800
AFFILIATED COMPUTER SERVICES CL A 008190100 1,376 25,200 X 25,200
AGILE SOFTWARE CORP DEL COM 00846X105 417 58,100 X 58,100
AGNICO EAGLE MINES LTD COM 008474108 295 19,900 X 19,900
AGRIUM INC COM 008916108 732 33,300 X 33,300
AIR PRODS & CHEMS INC COM 009158106 1,208 21,900 X 21,900
AKZO NOBEL NV SPONSORED ADR 010199305 899 20,600 X 20,600
ALBANY MOLECULAR RESH INC COM 012423109 145 11,900 X 11,900
ALCOA INC COM 013817101 2,039 83,500 X 83,500
ALDERWOODS GROUP INC COM 014383103 177 10,800 X 10,800
ALERIS INTL INC COM 014477103 799 29,100 X 29,100
ALEXANDERS INC COM 014752109 230 850 X 850
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 289 3,500 X 3,500
ALFA CORP COM 015385107 359 21,500 X 21,500
ALKERMES INC COM 01642T108 281 16,700 X 16,700
ALLEGHANY CORP DEL COM 017175100 375 1,226 X 1,226
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 746 15,600 X 15,600
ALLIANCE IMAGING INC COM NEW 018606202 329 38,500 X 38,500
ALLIED CAP CORP NEW COM 01903Q108 859 30,000 X 30,000
ALLSTATE CORP COM 020002101 4,727 85,500 X 85,500
ALLTEL CORP COM 020039103 2,168 33,300 X 33,300
ALPHARMA INC CL A 020813101 1,442 58,000 X 58,000
ALTIRIS INC COM 02148M100 956 62,500 X 62,500
ALTRIA GROUP INC COM 02209S103 15,501 210,300 X 210,300
AMAZON COM INC COM 023135106 1,323 29,200 X 29,200
AMCOL INTL CORP COM 02341W103 496 26,000 X 26,000
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,440 61,200 X 61,200
AMERICAN EXPRESS CO COM 025816109 6,014 104,700 X 104,700
AMERICAN FINL GROUP INC OHIO COM 025932104 987 29,100 X 29,100
AMERICAN FINL RLTY TR COM 02607P305 307 21,600 X 21,600
AMERICAN HEALTHWAYS INC COM 02649V104 352 8,300 X 8,300
AMERICAN HOME MTG INVT CORP COM 02660R107 788 26,000 X 26,000
AMERICAN INTL GROUP INC COM 026874107 13,606 219,600 X 219,600
AMERICAN ITALIAN PASTA CO CL A 027070101 674 63,200 X 63,200
AMERICAN RETIREMENT CORP COM 028913101 188 10,000 X 10,000
AMERICREDIT CORP COM 03060R101 1,468 61,500 X 61,500
AMERISTAR CASINOS INC COM 03070Q101 769 36,888 X 36,888
AMERIGROUP CORP COM 03073T102 403 21,100 X 21,100
AMERITRADE HLDG CORP NEW COM 03074K100 230 10,700 X 10,700
AMGEN INC COM 031162100 9,433 118,400 X 118,400
AMSOUTH BANCORPORATION COM 032165102 765 30,300 X 30,300
AMSURG CORP COM 03232P405 733 26,800 X 26,800
ANADARKO PETE CORP COM 032511107 3,016 31,500 X 31,500
ANCHOR BANCORP WIS INC COM 032839102 348 11,800 X 11,800
ANGIOTECH PHARMACEUTICALS IN COM 034918102 324 23,100 X 23,100
ANHEUSER BUSCH COS INC COM 035229103 3,456 80,300 X 80,300
ANNALY MTG MGMT INC COM 035710409 531 41,000 X 41,000
ANSYS INC COM 03662Q105 446 11,600 X 11,600
ANTHRACITE CAP INC COM 037023108 996 86,000 X 86,000
ANWORTH MORTGAGE ASSET CP COM 037347101 525 63,500 X 63,500
AON CORP COM 037389103 924 28,800 X 28,800
APACHE CORP COM 037411105 2,362 31,400 X 31,400
APARTMENT INVT & MGMT CO CL A 03748R101 1,502 38,728 X 38,728
APOLLO GROUP INC CL A 037604105 1,235 18,600 X 18,600
APPLE COMPUTER INC COM 037833100 4,230 78,900 X 78,900
APPLEBEES INTL INC COM 037899101 748 36,150 X 36,150
APPLIED FILMS CORP COM 038197109 378 18,000 X 18,000
APPLIED MATLS INC COM 038222105 2,707 159,600 X 159,600
APPLIED SIGNAL TECHNOLOGY IN COM 038237103 385 20,200 X 20,200
ARBITRON INC COM 03875Q108 633 15,900 X 15,900
ARBOR RLTY TR INC COM 038923108 545 19,400 X 19,400
ARCHSTONE SMITH TR COM 039583109 1,344 33,717 X 33,717
ARDEN RLTY INC COM 039793104 453 11,000 X 11,000
ARKANSAS BEST CORP DEL COM 040790107 398 11,400 X 11,400
ARROW INTL INC COM 042764100 305 10,800 X 10,800
ARTESYN TECHNOLOGIES INC COM 043127109 246 26,400 X 26,400
ARTHROCARE CORP COM 043136100 414 10,300 X 10,300
ASSOCIATED BANC CORP COM 045487105 853 28,000 X 28,000
ASTA FDG INC COM 046220109 364 12,000 X 12,000
ATMOS ENERGY CORP COM 049560105 458 16,200 X 16,200
AUDIBLE INC COM NEW 05069A302 170 13,800 X 13,800
AUTOLIV INC COM 052800109 2,449 56,300 X 56,300
AUTOMATIC DATA PROCESSING IN COM 053015103 2,402 55,800 X 55,800
AVALONBAY CMNTYS INC COM 053484101 1,042 12,157 X 12,157
AVERY DENNISON CORP COM 053611109 320 6,100 X 6,100
AVIALL INC NEW COM 05366B102 540 16,000 X 16,000
AVON PRODS INC COM 054303102 1,220 45,200 X 45,200
AXCELIS TECHNOLOGIES INC COM 054540109 520 99,600 X 99,600
BB&T CORP COM 054937107 2,355 60,300 X 60,300
B A S F A G SPONSORED ADR 055262505 2,254 29,900 X 29,900
BP PLC SPONSORED ADR 055622104 801 11,300 X 11,300
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 459 5,800 X 5,800
BRE PROPERTIES INC CL A 05564E106 374 8,400 X 8,400
BT GROUP PLC ADR 05577E101 821 20,700 X 20,700
BAKER HUGHES INC COM 057224107 2,727 45,700 X 45,700
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 891 50,800 X 50,800
BANK OF AMERICA CORPORATION COM 060505104 17,322 411,452 X 411,452
BANK MUTUAL CORP NEW COM 063750103 338 31,500 X 31,500
BANK NEW YORK INC COM 064057102 2,185 74,300 X 74,300
BANTA CORP COM 066821109 468 9,200 X 9,200
BARNES GROUP INC COM 067806109 398 11,100 X 11,100
BAXTER INTL INC COM 071813109 2,368 59,400 X 59,400
BE AEROSPACE INC COM 073302101 353 21,300 X 21,300
BEA SYS INC COM 073325102 164 18,200 X 18,200
BEAR STEARNS COS INC COM 073902108 834 7,600 X 7,600
BEAZER HOMES USA INC COM 07556Q105 745 12,700 X 12,700
BECTON DICKINSON & CO COM 075887109 1,269 24,200 X 24,200
BED BATH & BEYOND INC COM 075896100 1,053 26,200 X 26,200
BELL MICROPRODUCTS INC COM 078137106 256 25,500 X 25,500
BELLSOUTH CORP COM 079860102 5,718 217,400 X 217,400
BENCHMARK ELECTRS INC COM 08160H101 712 23,650 X 23,650
BEST BUY INC COM 086516101 1,685 38,700 X 38,700
BHP BILLITON LTD SPONSORED ADR 088606108 855 25,000 X 25,000
BIOSITE INC COM 090945106 1,293 20,900 X 20,900
BLACK & DECKER CORP COM 091797100 1,199 14,600 X 14,600
BLACK BOX CORP DEL COM 091826107 1,200 28,600 X 28,600
BLOCK H & R INC COM 093671105 245 10,200 X 10,200
BLOUNT INTL INC NEW COM 095180105 591 33,500 X 33,500
BOEING CO COM 097023105 5,375 79,100 X 79,100
BOSTON BEER INC CL A 100557107 438 17,500 X 17,500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 202 7,600 X 7,600
BOSTON PROPERTIES INC COM 101121101 1,319 18,600 X 18,600
BOSTON SCIENTIFIC CORP COM 101137107 1,477 63,200 X 63,200
BRADLEY PHARMACEUTICALS INC COM 104576103 408 37,400 X 37,400
BRADY CORP CL A 104674106 681 22,000 X 22,000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,113 35,800 X 35,800
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 777 20,240 X 20,240
BRIGHTPOINT INC COM NEW 109473405 370 19,350 X 19,350
BRISTOL MYERS SQUIBB CO COM 110122108 4,499 187,000 X 187,000
BROWN & BROWN INC COM 115236101 224 4,500 X 4,500
BRUSH ENGINEERED MATLS INC COM 117421107 191 12,000 X 12,000
BUCKLE INC COM 118440106 316 9,300 X 9,300
BUFFALO WILD WINGS INC COM 119848109 376 14,200 X 14,200
BUILDING MATLS HLDG CORP COM 120113105 1,870 20,050 X 20,050
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,153 36,000 X 36,000
BURLINGTON RES INC COM 122014103 3,001 36,900 X 36,900
C&D TECHNOLOGIES INC COM 124661109 173 18,400 X 18,400
CBL & ASSOC PPTYS INC COM 124830100 976 23,800 X 23,800
CKE RESTAURANTS INC COM 12561E105 465 35,300 X 35,300
CMS ENERGY CORP COM 125896100 165 10,000 X 10,000
CPI CORP COM 125902106 380 21,600 X 21,600
CVS CORP COM 126650100 2,248 77,500 X 77,500
CACI INTL INC CL A 127190304 1,285 21,200 X 21,200
CAL DIVE INTL INC COM 127914109 2,035 32,100 X 32,100
CALLON PETE CO DEL COM 13123X102 419 20,000 X 20,000
CAMBREX CORP COM 132011107 813 42,900 X 42,900
CAMDEN PPTY TR SH BEN INT 133131102 485 8,700 X 8,700
CANON INC ADR 138006309 917 16,900 X 16,900
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 298 7,700 X 7,700
CAPITAL ONE FINL CORP COM 14040H105 3,085 38,800 X 38,800
CAPSTEAD MTG CORP COM NO PAR 14067E506 226 32,700 X 32,700
CARDINAL HEALTH INC COM 14149Y108 2,601 41,000 X 41,000
CAREER EDUCATION CORP COM 141665109 544 15,300 X 15,300
CAREMARK RX INC COM 141705103 2,167 43,400 X 43,400
CARRAMERICA RLTY CORP COM 144418100 327 9,100 X 9,100
CASH AMER INTL INC COM 14754D100 749 36,100 X 36,100
CATALINA MARKETING CORP COM 148867104 359 15,800 X 15,800
CATAPULT COMMUNICATIONS CORP COM 149016107 427 23,300 X 23,300
CATERPILLAR INC DEL COM 149123101 3,842 65,400 X 65,400
CATO CORP NEW CL A 149205106 422 21,150 X 21,150
CEMEX S A SPON ADR 5 ORD 151290889 2,066 39,500 X 39,500
CENDANT CORP COM 151313103 3,176 153,900 X 153,900
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 481 32,100 X 32,100
CENTENE CORP DEL COM 15135B101 1,282 51,200 X 51,200
CENTER FINL CORP CALIF COM 15146E102 338 14,400 X 14,400
CENTERPOINT PPTYS TR COM 151895109 363 8,100 X 8,100
CENTEX CORP COM 152312104 672 10,400 X 10,400
CENTRAL EUROPEAN DIST CORP COM 153435102 417 9,800 X 9,800
CENTRAL PKG CORP COM 154785109 241 16,100 X 16,100
CEPHALON INC COM 156708109 1,374 29,600 X 29,600
CHAMPION ENTERPRISES INC COM 158496109 392 26,500 X 26,500
CHATTEM INC COM 162456107 312 8,800 X 8,800
CHECKFREE CORP NEW COM 162813109 424 11,200 X 11,200
CHENIERE ENERGY INC COM NEW 16411R208 298 7,200 X 7,200
CHEROKEE INC DEL NEW COM 16444H102 413 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 15,757 243,431 X 243,431
CHICOS FAS INC COM 168615102 718 19,500 X 19,500
CHILDRENS PL RETAIL STORES I COM 168905107 320 9,000 X 9,000
CHINA ENERGY TECHNOLOGY INC COM 16938W102 398 66,295 X 66,295
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 351 37,100 X 37,100
CHOICE HOTELS INTL INC COM 169905106 401 6,200 X 6,200
CHIQUITA BRANDS INTL INC COM 170032809 548 19,600 X 19,600
CHRISTOPHER & BANKS CORP COM 171046105 420 30,300 X 30,300
CHUBB CORP COM 171232101 3,797 42,400 X 42,400
CINCINNATI BELL INC NEW COM 171871106 405 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 871 20,785 X 20,785
CISCO SYS INC COM 17275R102 11,085 618,600 X 618,600
CITIGROUP INC COM 172967101 22,664 497,900 X 497,900
CITY HLDG CO COM 177835105 372 10,399 X 10,399
CLEAN HARBORS INC COM 184496107 1,270 37,400 X 37,400
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,727 52,500 X 52,500
CLOROX CO DEL COM 189054109 822 14,800 X 14,800
COCA COLA CO COM 191216100 8,608 199,300 X 199,300
COEUR D ALENE MINES CORP IDA COM 192108108 146 34,600 X 34,600
COGENT INC COM 19239Y108 368 15,500 X 15,500
COINSTAR INC COM 19259P300 509 27,500 X 27,500
COLDWATER CREEK INC COM 193068103 386 15,300 X 15,300
COLGATE PALMOLIVE CO COM 194162103 2,645 50,100 X 50,100
COLONIAL PPTYS TR COM SH BEN INT 195872106 975 21,922 X 21,922
COMCAST CORP NEW CL A 20030N101 5,717 194,600 X 194,600
COMMERCE BANCSHARES INC COM 200525103 804 15,615 X 15,615
COMMERCE GROUP INC MASS COM 200641108 685 11,800 X 11,800
COMMERCIAL VEH GROUP INC COM 202608105 392 18,700 X 18,700
COMMONWEALTH TEL ENTERPRISES COM 203349105 294 7,800 X 7,800
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,154 49,100 X 49,100
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 427 30,400 X 30,400
COMPUCREDIT CORP COM 20478N100 1,266 28,500 X 28,500
COMPUTER ASSOC INTL INC COM 204912109 1,260 45,313 X 45,313
COMPUTER PROGRAMS & SYS INC COM 205306103 394 11,400 X 11,400
COMSTOCK RES INC COM NEW 205768203 686 20,900 X 20,900
CONCUR TECHNOLOGIES INC COM 206708109 151 12,200 X 12,200
CONNS INC COM 208242107 371 13,400 X 13,400
CONOCOPHILLIPS COM 20825C104 10,144 145,100 X 145,100
CONSTELLATION BRANDS INC CL A 21036P108 692 26,600 X 26,600
CONTINENTAL AIRLS INC CL B 210795308 296 30,600 X 30,600
CONVERA CORP CL A 211919105 342 24,220 X 24,220
COPART INC COM 217204106 248 10,400 X 10,400
CORILLIAN CORP COM 218725109 341 106,600 X 106,600
CORNING INC COM 219350105 2,633 136,200 X 136,200
CORPORATE EXECUTIVE BRD CO COM 21988R102 437 5,600 X 5,600
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 217 6,200 X 6,200
COST PLUS INC CALIF COM 221485105 416 22,900 X 22,900
COSTCO WHSL CORP NEW COM 22160K105 1,969 45,700 X 45,700
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,853 56,200 X 56,200
COUSINS PPTYS INC COM 222795106 251 8,300 X 8,300
COVENANT TRANS INC CL A 22284P105 325 26,900 X 26,900
COVENTRY HEALTH CARE INC COM 222862104 1,355 15,750 X 15,750
COX RADIO INC CL A 224051102 278 18,300 X 18,300
CREE INC COM 225447101 265 10,600 X 10,600
CRESCENT REAL ESTATE EQUITIE COM 225756105 340 16,600 X 16,600
CROSS TIMBERS RTY TR TR UNIT 22757R109 516 9,500 X 9,500
CRYPTOLOGIC INC COM 228906103 358 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 410 6,400 X 6,400
CUMMINS INC COM 231021106 308 3,500 X 3,500
CUMULUS MEDIA INC CL A 231082108 302 24,200 X 24,200
CYMER INC COM 232572107 260 8,300 X 8,300
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 59 10,900 X 10,900
D R HORTON INC COM 23331A109 757 20,900 X 20,900
DANAHER CORP DEL COM 235851102 1,217 22,600 X 22,600
DELL INC COM 24702R101 8,047 235,300 X 235,300
DELTA & PINE LD CO COM 247357106 747 28,300 X 28,300
DELTIC TIMBER CORP COM 247850100 290 6,300 X 6,300
DELUXE CORP COM 248019101 470 11,700 X 11,700
DENDRITE INTL INC COM 248239105 495 24,700 X 24,700
DENNYS CORP COM 24869P104 276 66,600 X 66,600
DENTSPLY INTL INC NEW COM 249030107 1,086 20,100 X 20,100
DEPARTMENT 56 INC COM 249509100 356 28,500 X 28,500
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 808 44,300 X 44,300
DEVELOPERS DIVERSIFIED RLTY COM 251591103 855 18,300 X 18,300
DEVON ENERGY CORP NEW COM 25179M103 4,009 58,400 X 58,400
DIAGEO P L C SPON ADR NEW 25243Q205 882 15,200 X 15,200
DIAMONDCLUSTER INTL INC COM 25278P106 95 12,500 X 12,500
DICKS SPORTING GOODS INC COM 253393102 289 9,600 X 9,600
DIGENE CORP COM 253752109 385 13,500 X 13,500
DIGITAL INSIGHT CORP COM 25385P106 826 31,700 X 31,700
DIRECTV GROUP INC COM 25459L106 1,006 67,174 X 67,174
DISCOVERY HOLDING CO CL A COM 25468Y107 387 26,810 X 26,810
DISNEY WALT CO COM DISNEY 254687106 4,715 195,400 X 195,400
DOLLAR TREE STORES INC COM 256747106 251 11,600 X 11,600
DOMINION RES INC VA NEW COM 25746U109 2,808 32,600 X 32,600
DOMINOS PIZZA INC COM 25754A201 462 19,800 X 19,800
DOW CHEM CO COM 260543103 3,834 92,000 X 92,000
DOWNEY FINL CORP COM 261018105 633 10,400 X 10,400
DRESS BARN INC COM 261570105 799 35,100 X 35,100
DRIL-QUIP INC COM 262037104 576 12,000 X 12,000
DU PONT E I DE NEMOURS & CO COM 263534109 4,450 113,600 X 113,600
DUKE ENERGY CORP COM 264399106 2,587 88,700 X 88,700
DUKE REALTY CORP COM NEW 264411505 1,721 50,794 X 50,794
DURECT CORP COM 266605104 398 58,100 X 58,100
EGL INC COM 268484102 948 34,900 X 34,900
E M C CORP MASS COM 268648102 2,976 230,000 X 230,000
EMC INS GROUP INC COM 268664109 296 16,400 X 16,400
ENI S P A SPONSORED ADR 26874R108 1,762 11,900 X 11,900
E ON AG SPONSORED ADR 268780103 846 27,500 X 27,500
ESS TECHNOLOGY INC COM 269151106 165 46,500 X 46,500
EAGLE MATERIALS INC COM 26969P108 425 3,500 X 3,500
EARTHLINK INC COM 270321102 423 39,500 X 39,500
EASTMAN KODAK CO COM 277461109 640 26,300 X 26,300
EBAY INC COM 278642103 5,105 123,900 X 123,900
ECOLLEGE COM COM 27887E100 174 11,700 X 11,700
ELECTRO SCIENTIFIC INDS COM 285229100 543 24,300 X 24,300
ELECTRONIC ARTS INC COM 285512109 1,678 29,500 X 29,500
ELKCORP COM 287456107 476 13,300 X 13,300
EMBARCADERO TECHNOLOGIES INC COM 290787100 175 26,000 X 26,000
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 830 21,500 X 21,500
EMERSON ELEC CO COM 291011104 4,164 58,000 X 58,000
ENDEAVOUR INTL CORP COM 29259G101 382 76,300 X 76,300
ENERGY CONVERSION DEVICES IN COM 292659109 606 13,500 X 13,500
ENGELHARD CORP COM 292845104 871 31,200 X 31,200
ENTERCOM COMMUNICATIONS CORP CL A 293639100 281 8,900 X 8,900
ENTERGY CORP NEW COM 29364G103 1,509 20,300 X 20,300
ENTERPRISE PRODS PARTNERS L COM 293792107 760 30,200 X 30,200
ENZON PHARMACEUTICALS INC COM 293904108 106 16,000 X 16,000
EQUITY OFFICE PROPERTIES TRU COM 294741103 3,033 92,736 X 92,736
EQUITY ONE COM 294752100 279 12,000 X 12,000
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,787 47,200 X 47,200
ESCO TECHNOLOGIES INC COM 296315104 371 7,400 X 7,400
ESPEED INC CL A 296643109 183 24,200 X 24,200
ESSEX CORP COM 296744105 780 36,000 X 36,000
ESSEX PPTY TR INC COM 297178105 351 3,900 X 3,900
ETHAN ALLEN INTERIORS INC COM 297602104 868 27,700 X 27,700
EXELON CORP COM 30161N101 3,420 64,000 X 64,000
EXPEDIA INC DEL COM 30212P105 306 15,450 X 15,450
EXPRESSJET HOLDINGS INC CL A 30218U108 1,648 183,700 X 183,700
EXPRESS SCRIPTS INC COM 302182100 1,344 21,600 X 21,600
EXTRA SPACE STORAGE INC COM 30225T102 475 30,900 X 30,900
EXTREME NETWORKS INC COM 30226D106 133 29,800 X 29,800
EYETECH PHARMACEUTICALS INC COM 302297106 388 21,600 X 21,600
EXXON MOBIL CORP COM 30231G102 39,916 628,200 X 628,200
F M C CORP COM NEW 302491303 263 4,600 X 4,600
FPL GROUP INC COM 302571104 1,790 37,600 X 37,600
FX ENERGY INC COM 302695101 134 11,200 X 11,200
FARGO ELECTRONICS INC COM 30744P102 428 24,507 X 24,507
FEDERAL HOME LN MTG CORP COM 313400301 3,721 65,900 X 65,900
FEDERAL NATL MTG ASSN COM 313586109 4,957 110,600 X 110,600
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 725 11,900 X 11,900
FEDERAL SIGNAL CORP COM 313855108 379 22,200 X 22,200
FEDERATED DEPT STORES INC DE COM 31410H101 301 4,503 X 4,503
FEDERATED INVS INC PA CL B 314211103 213 6,400 X 6,400
FEDEX CORP COM 31428X106 2,518 28,900 X 28,900
FELCOR LODGING TR INC COM 31430F101 327 21,600 X 21,600
FIDELITY NATL FINL INC COM 316326107 810 18,200 X 18,200
FIFTH THIRD BANCORP COM 316773100 1,668 45,400 X 45,400
FINANCIAL FED CORP COM 317492106 382 9,600 X 9,600
FIRST AMERN CORP CALIF COM 318522307 2,224 48,700 X 48,700
FIRST BANCORP P R COM 318672102 525 31,000 X 31,000
FIRST CMNTY BANCORP CALIF COM 31983B101 330 6,900 X 6,900
FIRST DATA CORP COM 319963104 2,980 74,500 X 74,500
FIRST HORIZON NATL CORP COM 320517105 1,083 29,800 X 29,800
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 280 7,000 X 7,000
FIRST NIAGARA FINL GP INC COM 33582V108 409 28,300 X 28,300
FIRST REP BK SAN FRANCISCO COM 336158100 356 10,100 X 10,100
FIRSTFED FINL CORP COM 337907109 366 6,800 X 6,800
FLAGSTAR BANCORP INC COM 337930101 620 38,500 X 38,500
FIRSTENERGY CORP COM 337932107 1,647 31,600 X 31,600
FLEETWOOD ENTERPRISES INC COM 339099103 154 12,500 X 12,500
FLORIDA ROCK INDS INC COM 341140101 436 6,800 X 6,800
FORD MTR CO DEL COM PAR $0.01 345370860 2,461 249,600 X 249,600
FORMFACTOR INC COM 346375108 370 16,200 X 16,200
FORWARD AIR CORP COM 349853101 427 11,600 X 11,600
4 KIDS ENTMT INC COM 350865101 254 14,600 X 14,600
FRANKLIN RES INC COM 354613101 1,301 15,500 X 15,500
FREDS INC CL A 356108100 375 30,000 X 30,000
FREMONT GEN CORP COM 357288109 685 31,400 X 31,400
FRONTIER OIL CORP COM 35914P105 550 12,400 X 12,400
FURNITURE BRANDS INTL INC COM 360921100 370 20,500 X 20,500
GATX CORP COM 361448103 949 24,000 X 24,000
GFI GROUP INC COM 361652209 399 9,700 X 9,700
GABLES RESIDENTIAL TR SH BEN INT 362418105 205 4,700 X 4,700
GALLAGHER ARTHUR J & CO COM 363576109 668 23,200 X 23,200
GANNETT INC COM 364730101 1,927 28,000 X 28,000
GAP INC DEL COM 364760108 994 57,000 X 57,000
GARTNER INC COM 366651107 509 43,500 X 43,500
GENENTECH INC COM NEW 368710406 3,739 44,400 X 44,400
GENERAL CABLE CORP DEL NEW COM 369300108 385 22,900 X 22,900
GENERAL DYNAMICS CORP COM 369550108 2,654 22,200 X 22,200
GENERAL ELEC CO COM 369604103 34,175 1,015,000 X 1,015,000
GENERAL GROWTH PPTYS INC COM 370021107 1,797 40,000 X 40,000
GENERAL MLS INC COM 370334104 1,350 28,000 X 28,000
GENERAL MTRS CORP COM 370442105 1,353 44,200 X 44,200
GENESCO INC COM 371532102 484 13,000 X 13,000
GENZYME CORP COM 372917104 1,727 24,100 X 24,100
GEORGIA GULF CORP COM PAR $0.01 373200203 376 15,600 X 15,600
GERON CORP COM 374163103 243 23,700 X 23,700
GETTY IMAGES INC COM 374276103 327 3,800 X 3,800
GIANT INDS INC COM 374508109 410 7,000 X 7,000
GILEAD SCIENCES INC COM 375558103 2,989 61,300 X 61,300
GILLETTE CO COM 375766102 4,988 85,700 X 85,700
GLATFELTER COM 377316104 379 26,900 X 26,900
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 877 17,100 X 17,100
GLIMCHER RLTY TR SH BEN INT 379302102 445 18,200 X 18,200
GLOBAL INDS LTD COM 379336100 188 12,739 X 12,739
GLOBAL IMAGING SYSTEMS COM 37934A100 1,273 37,400 X 37,400
GLOBAL PMTS INC COM 37940X102 474 6,100 X 6,100
GLOBAL SIGNAL INC COM 37944Q103 430 9,600 X 9,600
GOLD BANC CORP INC COM 379907108 344 23,100 X 23,100
GOLDEN TELECOM INC COM 38122G107 388 12,300 X 12,300
GOLDEN WEST FINL CORP DEL COM 381317106 1,443 24,300 X 24,300
GOLDMAN SACHS GROUP INC COM 38141G104 5,629 46,300 X 46,300
GOODYEAR TIRE & RUBR CO COM 382550101 171 11,000 X 11,000
GOOGLE INC CL A 38259P508 4,747 15,000 X 15,000
GREATBATCH INC COM 39153L106 691 25,200 X 25,200
GREATER BAY BANCORP COM 391648102 1,257 51,000 X 51,000
GREY WOLF INC COM 397888108 395 46,800 X 46,800
GUESS INC COM 401617105 1,174 54,800 X 54,800
GUIDANT CORP COM 401698105 2,142 31,100 X 31,100
GULFMARK OFFSHORE INC COM 402629109 387 12,000 X 12,000
GYMBOREE CORP COM 403777105 400 29,300 X 29,300
HCA INC COM 404119109 2,022 42,200 X 42,200
HCC INS HLDGS INC COM 404132102 586 20,550 X 20,550
HNI CORP COM 404251100 319 5,300 X 5,300
HRPT PPTYS TR COM SH BEN INT 40426W101 572 46,100 X 46,100
HSBC HLDGS PLC SPON ADR NEW 404280406 739 9,100 X 9,100
HAEMONETICS CORP COM 405024100 409 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 931 48,000 X 48,000
HALLIBURTON CO COM 406216101 2,926 42,700 X 42,700
HANMI FINL CORP COM 410495105 381 21,200 X 21,200
HANSON PLC NEW SPONSORED ADR 411349103 853 16,400 X 16,400
HARLEY DAVIDSON INC COM 412822108 1,318 27,200 X 27,200
HARLEYSVILLE GROUP INC COM 412824104 235 9,800 X 9,800
HARMONIC INC COM 413160102 275 47,200 X 47,200
HARTE-HANKS INC COM 416196103 336 12,700 X 12,700
HARTFORD FINL SVCS GROUP INC COM 416515104 3,017 39,100 X 39,100
HARVEST NATURAL RESOURCES IN COM 41754V103 660 61,500 X 61,500
HAVERTY FURNITURE INC COM 419596101 276 22,600 X 22,600
HEALTH CARE PPTY INVS INC COM 421915109 605 22,400 X 22,400
HEALTHCARE RLTY TR COM 421946104 317 7,900 X 7,900
HEALTH CARE REIT INC COM 42217K106 334 9,000 X 9,000
HELIX TECHNOLOGY CORP COM 423319102 235 15,900 X 15,900
HERITAGE PPTY INVT TR INC COM 42725M107 431 12,300 X 12,300
HERSHEY CO COM 427866108 918 16,300 X 16,300
HEWLETT PACKARD CO COM 428236103 9,338 319,800 X 319,800
HEXCEL CORP NEW COM 428291108 404 22,100 X 22,100
HIBBETT SPORTING GOODS INC COM 428565105 574 25,800 X 25,800
HIBERNIA CORP CL A 428656102 321 10,700 X 10,700
HIGHWOODS PPTYS INC COM 431284108 266 9,000 X 9,000
HILLENBRAND INDS INC COM 431573104 1,082 23,000 X 23,000
HOLLY CORP COM PAR $0.01 435758305 505 7,900 X 7,900
HOLOGIC INC COM 436440101 277 4,800 X 4,800
HOME DEPOT INC COM 437076102 8,166 214,100 X 214,100
HOME PROPERTIES INC COM 437306103 975 24,835 X 24,835
HOMESTORE INC COM 437852106 159 36,547 X 36,547
HONDA MOTOR LTD AMERN SHS 438128308 954 33,600 X 33,600
HONEYWELL INTL INC COM 438516106 3,060 81,600 X 81,600
HOOPER HOLMES INC COM 439104100 84 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 991 50,100 X 50,100
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,140 26,600 X 26,600
HOST MARRIOTT CORP NEW COM 44107P104 995 58,900 X 58,900
HOUSTON EXPL CO COM 442120101 854 12,700 X 12,700
HOVNANIAN ENTERPRISES INC CL A 442487203 783 15,300 X 15,300
HUDSON HIGHLAND GROUP INC COM 443792106 394 15,800 X 15,800
HUGOTON RTY TR TEX UNIT BEN INT 444717102 716 17,700 X 17,700
HUNTINGTON BANCSHARES INC COM 446150104 793 35,300 X 35,300
IAC INTERACTIVECORP COM NEW 44919P300 392 15,450 X 15,450
ICU MED INC COM 44930G107 529 18,400 X 18,400
ITT EDUCATIONAL SERVICES INC COM 45068B109 390 7,900 X 7,900
ILLINOIS TOOL WKS INC COM 452308109 1,984 24,100 X 24,100
IMPERIAL CHEM INDS PLC ADR NEW 452704505 876 41,500 X 41,500
IMPERIAL OIL LTD COM NEW 453038408 828 7,200 X 7,200
INFINITY PPTY & CAS CORP COM 45665Q103 1,708 48,668 X 48,668
ING GROUP N V SPONSORED ADR 456837103 831 27,900 X 27,900
INGRAM MICRO INC CL A 457153104 769 41,500 X 41,500
INLAND REAL ESTATE CORP COM NEW 457461200 168 10,700 X 10,700
INSIGHT ENTERPRISES INC COM 45765U103 512 27,500 X 27,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 361 20,900 X 20,900
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 1,650 106,250 X 106,250
INTEGRATED SILICON SOLUTION COM 45812P107 382 45,500 X 45,500
INTEL CORP COM 458140100 14,563 590,800 X 590,800
INTER TEL INC COM 458372109 395 18,800 X 18,800
INTERNATIONAL BUSINESS MACHS COM 459200101 12,691 158,200 X 158,200
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 631 17,700 X 17,700
INTL PAPER CO COM 460146103 1,398 46,900 X 46,900
INTERNET CAP GROUP INC COM NEW 46059C205 144 16,300 X 16,300
INTRADO INC COM 46117A100 312 17,300 X 17,300
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 388 13,100 X 13,100
INVESTORS REAL ESTATE TR SH BEN INT 461730103 363 38,200 X 38,200
INVESTORS FINL SERVICES CORP COM 461915100 201 6,100 X 6,100
ISHARES TR RUSSELL 2000 464287655 3,598 54,200 X 54,200
ISHARES TR RUSSELL 3000 464287689 13,543 190,500 X 190,500
ISHARES TR S&P SMLCAP 600 464287804 1,398 24,200 X 24,200
I2 TECHNOLOGIES INC COM NEW 465754208 438 23,500 X 23,500
J & J SNACK FOODS CORP COM 466032109 439 7,600 X 7,600
JDA SOFTWARE GROUP INC COM 46612K108 506 33,346 X 33,346
J JILL GROUP INC COM 466189107 532 33,608 X 33,608
JLG INDS INC COM 466210101 318 8,700 X 8,700
JPMORGAN & CHASE & CO COM 46625H100 12,260 361,328 X 361,328
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,299 32,135 X 32,135
JACK IN THE BOX INC COM 466367109 1,795 60,000 X 60,000
JAKKS PAC INC COM 47012E106 1,582 97,500 X 97,500
JAMDAT MOBILE INC COM 47023T100 380 18,100 X 18,100
JEFFERSON PILOT CORP COM 475070108 844 16,500 X 16,500
JOHNSON & JOHNSON COM 478160104 19,174 303,000 X 303,000
JOHNSON CTLS INC COM 478366107 1,235 19,900 X 19,900
JONES LANG LASALLE INC COM 48020Q107 1,147 24,900 X 24,900
JUNIPER NETWORKS INC COM 48203R104 1,242 52,200 X 52,200
K-SWISS INC CL A 482686102 1,573 53,200 X 53,200
KB HOME COM 48666K109 747 10,200 X 10,200
KEITHLEY INSTRS INC COM 487584104 511 35,000 X 35,000
KELLOGG CO COM 487836108 1,107 24,000 X 24,000
KELLWOOD CO COM 488044108 432 16,700 X 16,700
KENSEY NASH CORP COM 490057106 718 23,430 X 23,430
KILROY RLTY CORP COM 49427F108 269 4,800 X 4,800
KIMBERLY CLARK CORP COM 494368103 2,726 45,800 X 45,800
KIMCO REALTY CORP COM 49446R109 1,188 37,800 X 37,800
KING PHARMACEUTICALS INC COM 495582108 177 11,500 X 11,500
KNIGHT CAPITAL GROUP INC CL A 499005106 382 46,000 X 46,000
KOHLS CORP COM 500255104 1,470 29,300 X 29,300
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 846 31,700 X 31,700
KOPIN CORP COM 500600101 390 56,100 X 56,100
KOS PHARMACEUTICALS INC COM 500648100 1,145 17,100 X 17,100
KRAFT FOODS INC CL A 50075N104 1,884 61,600 X 61,600
LTC PPTYS INC COM 502175102 326 15,400 X 15,400
LA Z BOY INC COM 505336107 783 59,400 X 59,400
LABOR READY INC COM NEW 505401208 1,344 52,400 X 52,400
LABRANCHE & CO INC COM 505447102 370 42,600 X 42,600
LAFARGE NORTH AMERICA INC COM 505862102 825 12,200 X 12,200
LANCASTER COLONY CORP COM 513847103 374 8,700 X 8,700
LANCE INC COM 514606102 375 21,500 X 21,500
LANDAMERICA FINL GROUP INC COM 514936103 414 6,400 X 6,400
LASERSCOPE COM 518081104 513 18,200 X 18,200
LECG CORP COM 523234102 380 16,500 X 16,500
LEHMAN BROS HLDGS INC COM 524908100 3,960 34,000 X 34,000
LENNAR CORP CL A 526057104 1,225 20,500 X 20,500
LEXINGTON CORP PPTYS TR COM 529043101 1,912 81,200 X 81,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,158 268,100 X 268,100
LIBERTY PPTY TR SH BEN INT 531172104 1,421 33,400 X 33,400
LIFELINE SYS INC COM 532192101 311 9,302 X 9,302
LILLY ELI & CO COM 532457108 6,166 115,200 X 115,200
LINCOLN NATL CORP IND COM 534187109 884 17,000 X 17,000
LINDSAY MFG CO COM 535555106 247 11,200 X 11,200
LINEAR TECHNOLOGY CORP COM 535678106 304 8,100 X 8,100
LINENS N THINGS INC COM 535679104 667 25,000 X 25,000
LIONS GATE ENTMNT CORP COM NEW 535919203 263 27,600 X 27,600
LIONBRIDGE TECHNOLOGIES INC COM 536252109 157 23,290 X 23,290
LITTELFUSE INC COM 537008104 481 17,100 X 17,100
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 817 24,600 X 24,600
LO-JACK CORP COM 539451104 668 31,600 X 31,600
LOCKHEED MARTIN CORP COM 539830109 2,161 35,400 X 35,400
LODGENET ENTMT CORP COM 540211109 312 21,200 X 21,200
LOEWS CORP COM 540424108 1,312 14,200 X 14,200
LOEWS CORP CAROLNA GP STK 540424207 622 15,700 X 15,700
LONE STAR TECHNOLOGIES INC COM 542312103 1,373 24,700 X 24,700
LONGS DRUG STORES CORP COM 543162101 536 12,500 X 12,500
LOUISIANA PAC CORP COM 546347105 756 27,300 X 27,300
LOWES COS INC COM 548661107 4,772 74,100 X 74,100
LUBYS INC COM 549282101 294 22,500 X 22,500
LUMINENT MTG CAP INC COM 550278303 377 49,900 X 49,900
MBNA CORP COM 55262L100 2,989 121,300 X 121,300
M D C HLDGS INC COM 552676108 772 9,790 X 9,790
MFA MTG INVTS INC COM 55272X102 307 50,100 X 50,100
MIVA INC COM 55311R108 437 72,400 X 72,400
MACDERMID INC COM 554273102 318 12,100 X 12,100
MACERICH CO COM 554382101 649 10,000 X 10,000
MACK CALI RLTY CORP COM 554489104 625 13,900 X 13,900
MADDEN STEVEN LTD COM 556269108 392 17,100 X 17,100
MAGELLAN HEALTH SVCS INC COM NEW 559079207 320 9,100 X 9,100
MAGMA DESIGN AUTOMATION COM 559181102 132 16,200 X 16,200
MAGUIRE PPTYS INC COM 559775101 655 21,800 X 21,800
MANHATTAN ASSOCS INC COM 562750109 782 33,700 X 33,700
MANNATECH INC COM 563771104 384 32,400 X 32,400
MANULIFE FINL CORP COM 56501R106 885 16,600 X 16,600
MARATHON OIL CORP COM 565849106 3,874 56,200 X 56,200
MARKEL CORP COM 570535104 430 1,300 X 1,300
MARSH & MCLENNAN COS INC COM 571748102 1,550 51,000 X 51,000
MARRIOTT INTL INC NEW CL A 571903202 1,134 18,000 X 18,000
MASCO CORP COM 574599106 2,092 68,200 X 68,200
MATRIA HEALTHCARE INC COM NEW 576817209 411 10,900 X 10,900
MATTEL INC COM 577081102 806 48,300 X 48,300
MATTSON TECHNOLOGY INC COM 577223100 394 52,500 X 52,500
MAVERICK TUBE CORP COM 577914104 1,104 36,800 X 36,800
MAXIMUS INC COM 577933104 576 16,100 X 16,100
MCDATA CORP CL A 580031201 160 30,600 X 30,600
MCDERMOTT INTL INC COM 580037109 542 14,800 X 14,800
MCDONALDS CORP COM 580135101 4,062 121,300 X 121,300
MCGRAW HILL COS INC COM 580645109 1,720 35,800 X 35,800
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,453 26,500 X 26,500
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 178 24,100 X 24,100
MEDTRONIC INC COM 585055106 6,209 115,800 X 115,800
MENTOR CORP MINN COM 587188103 545 9,900 X 9,900
MERCK & CO INC COM 589331107 6,566 241,300 X 241,300
MERCURY COMPUTER SYS COM 589378108 717 27,331 X 27,331
MERCURY GENL CORP NEW COM 589400100 1,896 31,600 X 31,600
MERISTAR HOSPITALITY CORP COM 58984Y103 128 14,045 X 14,045
MERITAGE HOMES CORP COM 59001A102 744 9,700 X 9,700
MERRILL LYNCH & CO INC COM 590188108 5,534 90,200 X 90,200
MESA AIR GROUP INC COM 590479101 1,112 134,800 X 134,800
METLIFE INC COM 59156R108 2,905 58,300 X 58,300
MICREL INC COM 594793101 475 42,300 X 42,300
MICROSOFT CORP COM 594918104 23,003 894,000 X 894,000
MICROSTRATEGY INC CL A NEW 594972408 1,303 18,542 X 18,542
MID-AMER APT CMNTYS INC COM 59522J103 777 16,700 X 16,700
MIDDLEBY CORP COM 596278101 406 5,600 X 5,600
MILLER HERMAN INC COM 600544100 370 12,200 X 12,200
MILLS CORP COM 601148109 496 9,000 X 9,000
MINE SAFETY APPLIANCES CO COM 602720104 658 17,000 X 17,000
MISSION WEST PPTYS INC COM 605203108 108 10,800 X 10,800
MOBILITY ELECTRONICS INC COM 60741U101 400 37,500 X 37,500
MOMENTA PHARMACEUTICALS INC COM 60877T100 377 13,830 X 13,830
MONACO COACH CORP COM 60886R103 425 28,800 X 28,800
MONARCH CASINO & RESORT INC COM 609027107 746 43,900 X 43,900
MONSANTO CO NEW COM 61166W101 1,613 25,700 X 25,700
MORGAN STANLEY COM NEW 617446448 6,511 120,700 X 120,700
MOTOROLA INC COM 620076109 5,170 234,700 X 234,700
MULTIMEDIA GAMES INC COM 625453105 290 29,900 X 29,900
NBTY INC COM 628782104 475 20,200 X 20,200
NS GROUP INC COM 628916108 1,350 34,400 X 34,400
NVR INC COM 62944T105 1,327 1,500 X 1,500
NANOMETRICS INC COM 630077105 400 34,200 X 34,200
NARA BANCORP INC COM 63080P105 383 25,600 X 25,600
NASH FINCH CO COM 631158102 359 8,500 X 8,500
NATIONAL CITY CORP COM 635405103 2,699 80,721 X 80,721
NATIONAL HEALTH INVS INC COM 63633D104 295 10,700 X 10,700
NATIONAL INSTRS CORP COM 636518102 251 10,200 X 10,200
NATIONWIDE FINL SVCS INC CL A 638612101 1,238 30,900 X 30,900
NATIONWIDE HEALTH PPTYS INC COM 638620104 440 18,900 X 18,900
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 399 6,400 X 6,400
NAUTILUS INC COM 63910B102 377 17,100 X 17,100
NAVTEQ CORP COM 63936L100 490 9,800 X 9,800
NDCHEALTH CORP COM 639480102 511 27,000 X 27,000
NEOWARE SYS INC COM 64065P102 1,369 81,800 X 81,800
NETBANK INC COM 640933107 141 17,000 X 17,000
NETFLIX COM INC COM 64110L106 442 17,000 X 17,000
NETEASE COM INC SPONSORED ADR 64110W102 756 8,400 X 8,400
NETLOGIC MICROSYSTEMS INC COM 64118B100 378 17,500 X 17,500
NEUROMETRIX INC COM 641255104 405 13,600 X 13,600
NEUSTAR INC CL A 64126X201 486 15,200 X 15,200
NEW PLAN EXCEL RLTY TR INC COM 648053106 895 39,000 X 39,000
NEW YORK CMNTY BANCORP INC COM 649445103 897 54,700 X 54,700
NEWELL RUBBERMAID INC COM 651229106 800 35,300 X 35,300
NEWFIELD EXPL CO COM 651290108 1,257 25,600 X 25,600
NEWMONT MINING CORP COM 651639106 1,863 39,500 X 39,500
NEWS CORP CL A 65248E104 3,477 223,000 X 223,000
NEXTEL PARTNERS INC CL A 65333F107 1,087 43,300 X 43,300
NEXEN INC COM 65334H102 777 16,300 X 16,300
NIKE INC CL B 654106103 1,470 18,000 X 18,000
NOKIA CORP SPONSORED ADR 654902204 910 53,800 X 53,800
NORTH FORK BANCORPORATION NY COM 659424105 302 11,827 X 11,827
NORTHROP GRUMMAN CORP COM 666807102 1,870 34,400 X 34,400
NOVELL INC COM 670006105 175 23,500 X 23,500
NOVEN PHARMACEUTICALS INC COM 670009109 417 29,800 X 29,800
NOVO-NORDISK A S ADR 670100205 892 18,000 X 18,000
NUCOR CORP COM 670346105 2,147 36,400 X 36,400
O CHARLEYS INC COM 670823103 604 42,200 X 42,200
OCA INC COM 67083Q101 68 45,000 X 45,000
OCCIDENTAL PETE CORP DEL COM 674599105 4,477 52,400 X 52,400
ODYSSEY HEALTHCARE INC COM 67611V101 864 50,900 X 50,900
OFFSHORE LOGISTICS INC COM 676255102 847 22,900 X 22,900
OHIO CAS CORP COM 677240103 217 8,000 X 8,000
OIL STS INTL INC COM 678026105 1,300 35,800 X 35,800
OLD REP INTL CORP COM 680223104 1,237 46,400 X 46,400
OMNICOM GROUP INC COM 681919106 1,472 17,600 X 17,600
ON ASSIGNMENT INC COM 682159108 162 18,900 X 18,900
ON SEMICONDUCTOR CORP COM 682189105 827 160,600 X 160,600
ONEOK INC NEW COM 682680103 306 9,000 X 9,000
ORACLE CORP COM 68389X105 4,490 362,100 X 362,100
ORASURE TECHNOLOGIES INC COM 68554V108 252 26,700 X 26,700
O REILLY AUTOMOTIVE INC COM 686091109 807 28,638 X 28,638
ORIENTAL FINL GROUP INC COM 68618W100 464 37,900 X 37,900
OSHKOSH TRUCK CORP COM 688239201 786 18,200 X 18,200
OVERLAND STORAGE INC COM 690310107 159 19,500 X 19,500
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,587 27,200 X 27,200
PMC-SIERRA INC COM 69344F106 237 26,900 X 26,900
PNC FINL SVCS GROUP INC COM 693475105 2,768 47,700 X 47,700
PPG INDS INC COM 693506107 1,113 18,800 X 18,800
PS BUSINESS PKS INC CALIF COM 69360J107 590 12,888 X 12,888
PACIFIC ENERGY PARTNERS L P COM UNIT 69422R105 379 11,900 X 11,900
PACKETEER INC COM 695210104 158 12,600 X 12,600
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 652 9,900 X 9,900
PANACOS PHARMACEUTICALS INC COM 69811Q106 253 26,000 X 26,000
PAPA JOHNS INTL INC COM 698813102 947 18,900 X 18,900
PARAMETRIC TECHNOLOGY CORP COM 699173100 639 91,700 X 91,700
PARKER DRILLING CO COM 701081101 385 41,500 X 41,500
PARKWAY PPTYS INC COM 70159Q104 643 13,700 X 13,700
PARTNERS TR FINL GROUP INC N COM 70213F102 338 29,400 X 29,400
PATHMARK STORES INC NEW COM 70322A101 138 12,200 X 12,200
PENN NATL GAMING INC COM 707569109 1,282 41,200 X 41,200
PENN VA CORP COM 707882106 537 9,300 X 9,300
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 257 6,100 X 6,100
PEPSICO INC COM 713448108 9,091 160,300 X 160,300
PERFORMANCE FOOD GROUP CO COM 713755106 501 15,900 X 15,900
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 491 29,200 X 29,200
PEROT SYS CORP CL A 714265105 156 11,000 X 11,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 851 11,900 X 11,900
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 423 13,300 X 13,300
PFIZER INC COM 717081103 18,650 746,880 X 746,880
PHARMACEUTICAL PROD DEV INC COM 717124101 449 7,800 X 7,800
PILGRIMS PRIDE CORP COM 721467108 1,576 43,300 X 43,300
PITNEY BOWES INC COM 724479100 342 8,200 X 8,200
PLANAR SYS INC COM 726900103 205 24,900 X 24,900
PLAYTEX PRODS INC COM 72813P100 158 14,400 X 14,400
PLUM CREEK TIMBER CO INC COM 729251108 1,171 30,900 X 30,900
POLARIS INDS INC COM 731068102 411 8,300 X 8,300
POSSIS MEDICAL INC COM 737407106 232 21,200 X 21,200
POST PPTYS INC COM 737464107 250 6,700 X 6,700
POWERWAVE TECHNOLOGIES INC COM 739363109 414 31,900 X 31,900
PRAXAIR INC COM 74005P104 1,486 31,000 X 31,000
PRENTISS PPTYS TR SH BEN INT 740706106 1,169 28,800 X 28,800
PRIORITY HEALTHCARE CORP CL B 74264T102 563 20,200 X 20,200
PROASSURANCE CORP COM 74267C106 840 18,000 X 18,000
PROCTER & GAMBLE CO COM 742718109 14,520 244,200 X 244,200
PRIVATEBANCORP INC COM 742962103 326 9,500 X 9,500
PROGRESSIVE CORP OHIO COM 743315103 3,290 31,400 X 31,400
PROLOGIS SH BEN INT 743410102 1,835 41,418 X 41,418
PROVIDIAN FINL CORP COM 74406A102 1,326 75,000 X 75,000
PRUDENTIAL FINL INC COM 744320102 3,351 49,600 X 49,600
PT INDOSAT TBK SPONSORED ADR 744383100 405 16,200 X 16,200
PUBLIC STORAGE INC COM 74460D109 1,454 21,700 X 21,700
PULTE HOMES INC COM 745867101 755 17,600 X 17,600
QLT INC COM 746927102 134 17,500 X 17,500
QLOGIC CORP COM 747277101 263 7,700 X 7,700
QUALCOMM INC COM 747525103 6,994 156,300 X 156,300
QUALITY SYS INC COM 747582104 905 13,100 X 13,100
QUEST SOFTWARE INC COM 74834T103 298 19,800 X 19,800
R & G FINANCIAL CORP CL B 749136107 494 35,900 X 35,900
RF MICRODEVICES INC COM 749941100 144 25,500 X 25,500
RADIO ONE INC CL D NON VTG 75040P405 302 23,000 X 23,000
RALCORP HLDGS INC NEW COM 751028101 394 9,400 X 9,400
RANDGOLD RES LTD ADR 752344309 377 24,000 X 24,000
RAYONIER INC COM 754907103 478 8,300 X 8,300
RAYTHEON CO COM NEW 755111507 1,646 43,300 X 43,300
REALTY INCOME CORP COM 756109104 316 13,200 X 13,200
RECKSON ASSOCS RLTY CORP COM 75621K106 470 13,600 X 13,600
RED HAT INC COM 756577102 284 13,400 X 13,400
REGAL ENTMT GROUP CL A 758766109 405 20,200 X 20,200
REGENCY CTRS CORP COM 758849103 592 10,300 X 10,300
REGENERON PHARMACEUTICALS COM 75886F107 493 51,900 X 51,900
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,382 44,400 X 44,400
RELIANCE STEEL & ALUMINUM CO COM 759509102 905 17,100 X 17,100
RENAISSANCE LEARNING INC COM 75968L105 397 22,300 X 22,300
RENAL CARE GROUP INC COM 759930100 750 15,850 X 15,850
RESOURCES CONNECTION INC COM 76122Q105 803 27,100 X 27,100
REYNOLDS & REYNOLDS CO CL A 761695105 543 19,800 X 19,800
REYNOLDS AMERICAN INC COM 761713106 897 10,800 X 10,800
RITE AID CORP COM 767754104 131 33,700 X 33,700
ROBBINS & MYERS INC COM 770196103 283 12,600 X 12,600
ROCKY SHOES & BOOTS INC COM 774830103 592 20,700 X 20,700
ROSS STORES INC COM 778296103 261 11,000 X 11,000
ROYAL GOLD INC COM 780287108 382 14,200 X 14,200
RUDDICK CORP COM 781258108 371 16,100 X 16,100
RUDOLPH TECHNOLOGIES INC COM 781270103 229 17,000 X 17,000
RUSS BERRIE & CO COM 782233100 229 16,200 X 16,200
RUSSELL CORP COM 782352108 503 35,800 X 35,800
RYANS RESTAURANT GROUP INC COM 783520109 244 20,915 X 20,915
RYLAND GROUP INC COM 783764103 732 10,700 X 10,700
SBC COMMUNICATIONS INC COM 78387G103 8,763 365,600 X 365,600
SFBC INTL INC COM 784121105 857 19,300 X 19,300
SI INTL INC COM 78427V102 387 12,500 X 12,500
SL GREEN RLTY CORP COM 78440X101 470 6,900 X 6,900
SLM CORP COM 78442P106 2,156 40,200 X 40,200
SRS LABS INC COM 78464M106 253 39,600 X 39,600
SAFECO CORP COM 786429100 875 16,386 X 16,386
SAFENET INC COM 78645R107 450 12,400 X 12,400
ST JUDE MED INC COM 790849103 1,624 34,700 X 34,700
ST PAUL TRAVELERS INC COM 792860108 3,757 83,739 X 83,739
SALIX PHARMACEUTICALS INC COM 795435106 557 26,200 X 26,200
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 478 9,800 X 9,800
SANTANDER BANCORP COM 802809103 296 12,000 X 12,000
SARA LEE CORP COM 803111103 2,304 121,600 X 121,600
SCANSOURCE INC COM 806037107 1,650 33,855 X 33,855
SCHERING PLOUGH CORP COM 806605101 4,086 194,100 X 194,100
SCHWAB CHARLES CORP NEW COM 808513105 1,453 100,700 X 100,700
SCICLONE PHARMACEUTICALS INC COM 80862K104 130 23,100 X 23,100
SEABOARD CORP COM 811543107 302 220 X 220
SEARS HLDGS CORP COM 812350106 1,182 9,500 X 9,500
SECURE COMPUTING CORP COM 813705100 296 26,100 X 26,100
SELECTIVE INS GROUP INC COM 816300107 1,198 24,500 X 24,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 228 12,000 X 12,000
SERENA SOFTWARE INC COM 817492101 1,305 65,465 X 65,465
SHAW GROUP INC COM 820280105 486 19,700 X 19,700
SHERWIN WILLIAMS CO COM 824348106 886 20,100 X 20,100
SHUFFLE MASTER INC COM 825549108 362 13,700 X 13,700
SHURGARD STORAGE CTRS INC COM 82567D104 425 7,600 X 7,600
SIEMENS A G SPONSORED ADR 826197501 843 10,900 X 10,900
SIERRA HEALTH SVCS INC COM 826322109 393 5,700 X 5,700
SILICON LABORATORIES INC COM 826919102 261 8,600 X 8,600
SILGAN HOLDINGS INC COM 827048109 552 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 134 15,100 X 15,100
SIMON PPTY GROUP INC NEW COM 828806109 3,986 53,780 X 53,780
SIMPSON MANUFACTURING CO INC COM 829073105 834 21,300 X 21,300
SKYWEST INC COM 830879102 1,330 49,600 X 49,600
SKYWORKS SOLUTIONS INC COM 83088M102 513 73,100 X 73,100
SKILLSOFT PLC SPONSORED ADR 830928107 144 31,400 X 31,400
SMITH A O COM 831865209 402 14,100 X 14,100
SONIC CORP COM 835451105 621 22,700 X 22,700
SONICWALL INC COM 835470105 570 89,700 X 89,700
SONUS NETWORKS INC COM 835916107 148 25,600 X 25,600
SOURCECORP COM 836167106 292 13,600 X 13,600
SOUTHERN CO COM 842587107 2,546 71,200 X 71,200
SOUTHERN PERU COPPER CORP COM 843611104 2,210 39,500 X 39,500
SPECTRUM BRANDS INC COM 84762L105 365 15,500 X 15,500
SPINNAKER EXPL CO COM 84855W109 653 10,100 X 10,100
SPIRIT FIN CORP COM 848568309 120 10,700 X 10,700
SPORTS AUTH INC NEW COM 84917U109 321 10,900 X 10,900
SPRINT NEXTEL CORP COM FON 852061100 7,854 330,260 X 330,260
SS&C TECHNOLOGIES INC COM 85227Q100 1,242 33,900 X 33,900
STAGE STORES INC COM NEW 85254C305 387 14,400 X 14,400
STAMPS COM INC COM NEW 852857200 332 19,300 X 19,300
STANDARD MICROSYSTEMS CORP COM 853626109 404 13,500 X 13,500
STANDARD PAC CORP NEW COM 85375C101 747 18,000 X 18,000
STANLEY WKS COM 854616109 1,358 29,100 X 29,100
STAPLES INC COM 855030102 1,502 70,450 X 70,450
STARBUCKS CORP COM 855244109 1,869 37,300 X 37,300
STATE STR CORP COM 857477103 1,551 31,700 X 31,700
STATOIL ASA SPONSORED ADR 85771P102 827 33,500 X 33,500
STEELCASE INC CL A 858155203 393 27,200 X 27,200
STERLING BANCSHARES INC COM 858907108 329 22,400 X 22,400
STEWART INFORMATION SVCS COR COM 860372101 1,336 26,100 X 26,100
STONE ENERGY CORP COM 861642106 1,404 23,000 X 23,000
STRATTEC SEC CORP COM 863111100 301 5,800 X 5,800
STRYKER CORP COM 863667101 1,384 28,000 X 28,000
SUNCOR ENERGY INC COM 867229106 817 13,500 X 13,500
SUNSTONE HOTEL INVS INC NEW COM 867892101 532 21,800 X 21,800
SUNTRUST BKS INC COM 867914103 2,403 34,600 X 34,600
SUPERGEN INC COM 868059106 415 65,859 X 65,859
SUPERIOR INDS INTL INC COM 868168105 402 18,700 X 18,700
SUPERVALU INC COM 868536103 342 11,000 X 11,000
SUPPORTSOFT INC COM 868587106 156 30,900 X 30,900
SURMODICS INC COM 868873100 410 10,600 X 10,600
SUSQUEHANNA BANCSHARES INC P COM 869099101 320 13,300 X 13,300
SWIFT ENERGY CO COM 870738101 1,487 32,500 X 32,500
SYKES ENTERPRISES INC COM 871237103 420 35,300 X 35,300
SYMANTEC CORP COM 871503108 2,583 114,000 X 114,000
SYNTEL INC COM 87162H103 444 22,800 X 22,800
SYSCO CORP COM 871829107 1,901 60,600 X 60,600
TCF FINL CORP COM 872275102 1,000 37,400 X 37,400
TD BANKNORTH INC COM 87235A101 741 24,600 X 24,600
TXU CORP COM 873168108 2,585 22,900 X 22,900
TALK AMERICA HLDGS INC COM NEW 87426R202 592 62,800 X 62,800
TANGER FACTORY OUTLET CTRS I COM 875465106 667 24,000 X 24,000
TARGET CORP COM 87612E106 4,404 84,800 X 84,800
TAUBMAN CTRS INC COM 876664103 269 8,500 X 8,500
TECHNICAL OLYMPIC USA INC COM 878483106 732 28,000 X 28,000
TECHNITROL INC COM 878555101 552 36,000 X 36,000
TEKELEC COM 879101103 423 20,200 X 20,200
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 820 24,400 X 24,400
TELEFONICA S A SPONSORED ADR 879382208 2,105 42,676 X 42,676
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 934 43,900 X 43,900
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 399 11,800 X 11,800
TELESP CELULAR PART S A SPON ADR PFD 87952L108 285 72,800 X 72,800
TELLABS INC COM 879664100 1,372 130,400 X 130,400
TERRA NITROGEN CO L P COM UNIT 881005201 333 14,000 X 14,000
TESORO CORP COM 881609101 471 7,000 X 7,000
TETRA TECH INC NEW COM 88162G103 505 30,000 X 30,000
TEXAS INSTRS INC COM 882508104 5,699 168,100 X 168,100
THORATEC CORP COM NEW 885175307 535 30,100 X 30,100
THORNBURG MTG INC COM 885218107 1,471 58,700 X 58,700
3M CO COM 88579Y101 6,280 85,600 X 85,600
TIBCO SOFTWARE INC COM 88632Q103 146 17,500 X 17,500
TIMBERLAND CO CL A 887100105 1,635 48,400 X 48,400
TIME WARNER INC COM 887317105 7,950 439,000 X 439,000
TOLL BROTHERS INC COM 889478103 670 15,000 X 15,000
TOLLGRADE COMMUNICATIONS INC COM 889542106 223 26,400 X 26,400
TOO INC COM 890333107 1,092 39,800 X 39,800
TORO CO COM 891092108 327 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 869 6,400 X 6,400
TRANSACTION SYS ARCHITECTS COM 893416107 602 21,600 X 21,600
TREDEGAR CORP COM 894650100 194 14,900 X 14,900
TRIZEC PROPERTIES INC COM 89687P107 766 33,200 X 33,200
TRIZETTO GROUP INC COM 896882107 150 10,600 X 10,600
TRUSTREET PPTYS INC COM 898404108 671 42,900 X 42,900
TUPPERWARE CORP COM 899896104 387 17,000 X 17,000
II VI INC COM 902104108 734 41,400 X 41,400
UCBH HOLDINGS INC COM 90262T308 202 11,000 X 11,000
UGI CORP NEW COM 902681105 816 29,000 X 29,000
UICI COM 902737105 896 24,900 X 24,900
US BANCORP DEL COM NEW 902973304 5,810 206,900 X 206,900
USEC INC COM 90333E108 126 11,300 X 11,300
ULTICOM INC COM 903844108 143 13,000 X 13,000
ULTIMATE SOFTWARE GROUP INC COM 90385D107 383 20,800 X 20,800
UNION PAC CORP COM 907818108 1,807 25,200 X 25,200
UNIONBANCAL CORP COM 908906100 209 3,000 X 3,000
UNISYS CORP COM 909214108 142 21,400 X 21,400
UNIT CORP COM 909218109 835 15,100 X 15,100
UNITED DOMINION REALTY TR IN COM 910197102 702 29,600 X 29,600
UNITED FIRE & CAS CO COM 910331107 203 4,500 X 4,500
UNITED ONLINE INC COM 911268100 290 20,950 X 20,950
UNITED PARCEL SERVICE INC CL B 911312106 4,058 58,700 X 58,700
UNITED RENTALS INC COM 911363109 219 11,100 X 11,100
UNITED TECHNOLOGIES CORP COM 913017109 5,936 114,500 X 114,500
UNITED THERAPEUTICS CORP DEL COM 91307C102 258 3,700 X 3,700
UNITEDHEALTH GROUP INC COM 91324P102 6,811 121,200 X 121,200
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 435 23,425 X 23,425
UNUMPROVIDENT CORP COM 91529Y106 886 43,200 X 43,200
V F CORP COM 918204108 893 15,400 X 15,400
VALEANT PHARMACEUTICALS INTL COM 91911X104 1,371 68,300 X 68,300
VALERO ENERGY CORP NEW COM 91913Y100 2,781 24,600 X 24,600
VALUECLICK INC COM 92046N102 284 16,600 X 16,600
VEECO INSTRS INC DEL COM 922417100 345 21,500 X 21,500
VENTAS INC COM 92276F100 557 17,300 X 17,300
VENTANA MED SYS INC COM 92276H106 267 7,022 X 7,022
VENTIV HEALTH INC COM 922793104 1,208 46,100 X 46,100
VERITY INC COM 92343C106 275 25,900 X 25,900
VERITAS DGC INC COM 92343P107 831 22,700 X 22,700
VERIZON COMMUNICATIONS COM 92343V104 9,464 289,500 X 289,500
VIACOM INC CL B 925524308 4,499 136,300 X 136,300
VICOR CORP COM 925815102 377 24,900 X 24,900
VIROPHARMA INC COM 928241108 270 13,000 X 13,000
VITAL SIGNS INC COM 928469105 416 9,033 X 9,033
VORNADO RLTY TR SH BEN INT 929042109 1,828 21,100 X 21,100
WCI CMNTYS INC COM 92923C104 828 29,200 X 29,200
WD-40 CO COM 929236107 417 15,734 X 15,734
W-H ENERGY SVCS INC COM 92925E108 464 14,300 X 14,300
W HLDG CO INC COM 929251106 289 30,200 X 30,200
WACHOVIA CORP 2ND NEW COM 929903102 8,019 168,500 X 168,500
WAL MART STORES INC COM 931142103 10,561 241,000 X 241,000
WALGREEN CO COM 931422109 4,249 97,800 X 97,800
WALTER INDS INC COM 93317Q105 416 8,500 X 8,500
WARNACO GROUP INC COM NEW 934390402 384 17,515 X 17,515
WASHINGTON GROUP INTL INC COM NEW 938862208 420 7,800 X 7,800
WASHINGTON MUT INC COM 939322103 4,397 112,100 X 112,100
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 221 7,100 X 7,100
WASTE CONNECTIONS INC COM 941053100 1,391 39,650 X 39,650
WASTE MGMT INC DEL COM 94106L109 1,556 54,400 X 54,400
WEBSENSE INC COM 947684106 1,214 23,700 X 23,700
WEBMD CORP COM 94769M105 192 17,300 X 17,300
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,304 34,450 X 34,450
WELLPOINT INC COM 94973V107 4,443 58,600 X 58,600
WELLS FARGO & CO NEW COM 949746101 10,261 175,200 X 175,200
WENDYS INTL INC COM 950590109 284 6,300 X 6,300
WERNER ENTERPRISES INC COM 950755108 246 14,200 X 14,200
WESCO INTL INC COM 95082P105 1,697 50,100 X 50,100
WEST PHARMACEUTICAL SVSC INC COM 955306105 377 12,700 X 12,700
WET SEAL INC CL A 961840105 287 63,700 X 63,700
WEYERHAEUSER CO COM 962166104 1,595 23,200 X 23,200
WHIRLPOOL CORP COM 963320106 1,091 14,400 X 14,400
WHITING PETE CORP NEW COM 966387102 829 18,900 X 18,900
WHOLE FOODS MKT INC COM 966837106 1,210 9,000 X 9,000
WILEY JOHN & SONS INC CL A 968223206 580 13,900 X 13,900
WILSHIRE BANCORP INC COM 97186T108 352 23,000 X 23,000
WINNEBAGO INDS INC COM 974637100 365 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 242 24,200 X 24,200
WORLD AIR HLDGS INC COM 98142V104 1,226 115,700 X 115,700
WORLD FUEL SVCS CORP COM 981475106 383 11,800 X 11,800
WRIGLEY WM JR CO COM 982526105 1,208 16,800 X 16,800
WYETH COM 983024100 6,293 136,000 X 136,000
YAHOO INC COM 984332106 3,922 115,900 X 115,900
YANKEE CANDLE INC COM 984757104 316 12,900 X 12,900
YELLOW ROADWAY CORP COM 985577105 787 19,000 X 19,000
YUM BRANDS INC COM 988498101 1,341 27,700 X 27,700
ZALE CORP NEW COM 988858106 367 13,500 X 13,500
ZENITH NATL INS CORP COM 989390109 527 8,400 X 8,400
ZIMMER HLDGS INC COM 98956P102 1,626 23,600 X 23,600
ZIONS BANCORPORATION COM 989701107 855 12,000 X 12,000