UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2004.
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 14, 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: 769
Form 13F Information Table Value Total: $1,429,598
(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 1,026 24,000 X 24,000
ARCH CAP GROUP LTD ORD G0450A105 352 9,100 X 9,100
BUNGE LIMITED COM G16962105 929 16,300 X 16,300
FRONTLINE LTD ORD G3682E127 723 16,300 X 16,300
HELEN OF TROY CORP LTD COM G4388N106 857 25,500 X 25,500
IPC HLDGS LTD ORD G4933P101 487 11,200 X 11,200
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,480 38,500 X 38,500
PARTNERRE LTD COM G6852T105 1,140 18,400 X 18,400
RENAISSANCERE HOLDINGS LTD COM G7496G103 974 18,700 X 18,700
SEAGATE TECHNOLOGY SHS G7945J104 981 56,800 X 56,800
SINA CORP ORD G81477104 959 29,900 X 29,900
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,038 29,000 X 29,000
XL CAP LTD CL A G98255105 940 12,100 X 12,100
SBS BROADCASTING SA ORD L8137F102 415 10,300 X 10,300
CORE LABORATORIES N V COM N22717107 226 9,700 X 9,700
GENERAL MARITIME CORP SHS Y2692M103 336 8,400 X 8,400
OMI CORP NEW COM Y6476W104 689 40,900 X 40,900
AAR CORP COM 000361105 289 21,200 X 21,200
AFLAC INC COM 001055102 2,040 51,200 X 51,200
AK STL HLDG CORP COM 001547108 378 26,100 X 26,100
AMB PROPERTY CORP COM 00163T109 743 18,400 X 18,400
AT&T CORP COM NEW 001957505 2,524 132,400 X 132,400
A S V INC COM 001963107 1,547 32,300 X 32,300
ABBOTT LABS COM 002824100 8,425 180,600 X 180,600
ABIOMED INC COM 003654100 443 28,700 X 28,700
ACCREDITED HOME LENDRS HLDG COM 00437P107 1,312 26,400 X 26,400
ACTEL CORP COM 004934105 330 18,800 X 18,800
ADMINISTAFF INC COM 007094105 216 17,100 X 17,100
AEROFLEX INC COM 007768104 538 44,400 X 44,400
AEGON N V ORD AMER REG 007924103 1,015 74,000 X 74,000
AETNA INC NEW COM 00817Y108 1,909 15,300 X 15,300
AFFILIATED COMPUTER SERVICES CL A 008190100 1,336 22,200 X 22,200
AGILENT TECHNOLOGIES INC COM 00846U101 1,166 48,400 X 48,400
AGILYSYS INC COM 00847J105 799 46,600 X 46,600
AGNICO EAGLE MINES LTD COM 008474108 199 14,500 X 14,500
AGRIUM INC COM 008916108 179 10,600 X 10,600
AKZO NOBEL NV SPONSORED ADR 010199305 1,024 24,100 X 24,100
ALBERTSONS INC COM 013104104 936 39,200 X 39,200
ALCOA INC COM 013817101 2,749 87,500 X 87,500
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 231 3,100 X 3,100
ALFA CORP COM 015385107 176 11,600 X 11,600
ALIGN TECHNOLOGY INC COM 016255101 269 25,000 X 25,000
ALLEGHANY CORP DEL COM 017175100 371 1,300 X 1,300
ALLIANT TECHSYSTEMS INC COM 018804104 281 4,300 X 4,300
ALLSTATE CORP COM 020002101 5,032 97,300 X 97,300
ALLTEL CORP COM 020039103 1,822 31,000 X 31,000
ALTRIA GROUP INC COM 02209S103 13,845 226,600 X 226,600
AMAZON COM INC COM 023135106 1,324 29,900 X 29,900
AMCOL INTL CORP COM 02341W103 466 23,200 X 23,200
AMERICAN AXLE & MFG HLDGS IN COM 024061103 399 13,000 X 13,000
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,479 31,400 X 31,400
AMERICAN ELEC PWR INC COM 025537101 1,367 39,800 X 39,800
AMERICAN EXPRESS CO COM 025816109 6,404 113,600 X 113,600
AMERICAN FINL GROUP INC OHIO COM 025932104 310 9,900 X 9,900
AMERICAN FINL RLTY TR COM 02607P305 298 18,400 X 18,400
AMERICAN HEALTHWAYS INC COM 02649V104 363 11,000 X 11,000
AMERICAN INTL GROUP INC COM 026874107 15,373 234,100 X 234,100
AMERICAN PHYSICIANS CAPITAL COM 028884104 385 10,700 X 10,700
AMERICREDIT CORP COM 03060R101 753 30,800 X 30,800
AMERISTAR CASINOS INC COM 03070Q101 907 21,044 X 21,044
AMERUS GROUP CO COM 03072M108 322 7,100 X 7,100
AMERITRADE HLDG CORP NEW COM 03074K100 199 14,000 X 14,000
AMGEN INC COM 031162100 8,474 132,100 X 132,100
AMSURG CORP COM 03232P405 966 32,700 X 32,700
ANADARKO PETE CORP COM 032511107 2,340 36,100 X 36,100
ANALOG DEVICES INC COM 032654105 1,396 37,800 X 37,800
ANHEUSER BUSCH COS INC COM 035229103 4,408 86,900 X 86,900
ANNALY MTG MGMT INC COM 035710409 334 17,000 X 17,000
AON CORP COM 037389103 1,059 44,400 X 44,400
APACHE CORP COM 037411105 1,654 32,700 X 32,700
APARTMENT INVT & MGMT CO CL A 03748R101 606 15,728 X 15,728
APOLLO GROUP INC CL A 037604105 1,267 15,700 X 15,700
APPLEBEES INTL INC COM 037899101 734 27,750 X 27,750
APPLIED DIGITAL SOLUTIONS COM NEW 038188306 393 58,200 X 58,200
APPLIED INDL TECHNOLOGIES IN COM 03820C105 386 14,100 X 14,100
APPLIED MATLS INC COM 038222105 2,902 169,700 X 169,700
AQUANTIVE INC COM 03839G105 102 11,400 X 11,400
ARCHSTONE SMITH TR COM 039583109 1,257 32,817 X 32,817
ARDEN RLTY INC COM 039793104 588 15,600 X 15,600
ARTHROCARE CORP COM 043136100 404 12,600 X 12,600
ASK JEEVES INC COM 045174109 385 14,400 X 14,400
ASIAINFO HLDGS INC COM 04518A104 145 24,300 X 24,300
ASTORIA FINL CORP COM 046265104 612 15,300 X 15,300
AT ROAD INC COM 04648K105 105 15,200 X 15,200
ATMOS ENERGY CORP COM 049560105 583 21,300 X 21,300
ATWOOD OCEANICS INC COM 050095108 380 7,300 X 7,300
AUTOLIV INC COM 052800109 2,681 55,500 X 55,500
AUTOMATIC DATA PROCESSING IN COM 053015103 2,634 59,400 X 59,400
AVALONBAY CMNTYS INC COM 053484101 900 11,957 X 11,957
AVERY DENNISON CORP COM 053611109 366 6,100 X 6,100
AVOCENT CORP COM 053893103 654 16,100 X 16,100
AVON PRODS INC COM 054303102 1,838 47,500 X 47,500
AXCELIS TECHNOLOGIES INC COM 054540109 311 38,300 X 38,300
BB&T CORP COM 054937107 2,683 63,800 X 63,800
BCE INC COM 05534B109 999 41,400 X 41,400
BJS WHOLESALE CLUB INC COM 05548J106 242 8,300 X 8,300
BRE PROPERTIES INC CL A 05564E106 339 8,400 X 8,400
BT GROUP PLC ADR 05577E101 929 23,500 X 23,500
BANK OF AMERICA CORPORATION COM 060505104 20,885 444,452 X 444,452
BANK NEW YORK INC COM 064057102 2,613 78,200 X 78,200
BANTA CORP COM 066821109 394 8,800 X 8,800
BAXTER INTL INC COM 071813109 2,131 61,700 X 61,700
BEAR STEARNS COS INC COM 073902108 747 7,300 X 7,300
BEAZER HOMES USA INC COM 07556Q105 819 5,600 X 5,600
BECTON DICKINSON & CO COM 075887109 1,448 25,500 X 25,500
BED BATH & BEYOND INC COM 075896100 876 22,000 X 22,000
BELL MICROPRODUCTS INC COM 078137106 371 38,600 X 38,600
BELLSOUTH CORP COM 079860102 6,308 227,000 X 227,000
BENCHMARK ELECTRS INC COM 08160H101 769 22,550 X 22,550
BERRY PETE CO CL A 085789105 401 8,400 X 8,400
BEST BUY INC COM 086516101 1,587 26,700 X 26,700
BEVERLY ENTERPRISES INC COM NEW 087851309 377 41,200 X 41,200
BIOGEN IDEC INC COM 09062X103 2,278 34,200 X 34,200
BIOSITE INC COM 090945106 1,612 26,200 X 26,200
BLACK & DECKER CORP COM 091797100 1,281 14,500 X 14,500
BLOCK H & R INC COM 093671105 343 7,000 X 7,000
BOEING CO COM 097023105 4,390 84,800 X 84,800
BOSTON PRIVATE FINL HLDGS IN COM 101119105 603 21,400 X 21,400
BOSTON PROPERTIES INC COM 101121101 1,171 18,100 X 18,100
BOSTON SCIENTIFIC CORP COM 101137107 2,368 66,600 X 66,600
BRADY CORP CL A 104674106 594 9,500 X 9,500
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 417 14,200 X 14,200
BRIGGS & STRATTON CORP COM 109043109 881 21,200 X 21,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 1,141 17,620 X 17,620
BRISTOL MYERS SQUIBB CO COM 110122108 5,014 195,700 X 195,700
BRISTOL WEST HLDGS INC COM 11037M105 382 19,100 X 19,100
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 963 27,800 X 27,800
BROADCOM CORP CL A 111320107 807 25,000 X 25,000
BUCKEYE TECHNOLOGIES INC COM 118255108 311 23,900 X 23,900
BUILDING MATLS HLDG CORP COM 120113105 1,218 31,800 X 31,800
BURLINGTON RES INC COM 122014103 2,975 68,400 X 68,400
C&D TECHNOLOGIES INC COM 124661109 532 31,200 X 31,200
CBL & ASSOC PPTYS INC COM 124830100 389 5,100 X 5,100
CEC ENTMT INC COM 125137109 795 19,900 X 19,900
CIGNA CORP COM 125509109 1,003 12,300 X 12,300
CTS CORP COM 126501105 642 48,300 X 48,300
CVS CORP COM 126650100 1,803 40,000 X 40,000
CACI INTL INC CL A 127190304 1,383 20,300 X 20,300
CAL DIVE INTL INC COM 127914109 1,117 27,400 X 27,400
CAL MAINE FOODS INC COM NEW 128030202 340 28,100 X 28,100
CAMBREX CORP COM 132011107 748 27,600 X 27,600
CAMDEN PPTY TR SH BEN INT 133131102 337 6,600 X 6,600
CANON INC ADR 138006309 1,042 19,200 X 19,200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 217 6,100 X 6,100
CAPITAL ONE FINL CORP COM 14040H105 3,419 40,600 X 40,600
CARBO CERAMICS INC COM 140781105 331 4,800 X 4,800
CARDINAL HEALTH INC COM 14149Y108 2,518 43,300 X 43,300
CAREMARK RX INC COM 141705103 2,524 64,016 X 64,016
CARRAMERICA RLTY CORP COM 144418100 475 14,400 X 14,400
CATELLUS DEV CORP NEW COM 149113102 1,053 34,400 X 34,400
CATERPILLAR INC DEL COM 149123101 3,354 34,400 X 34,400
CEMEX S A SPON ADR 5 ORD 151290889 954 26,200 X 26,200
CENDANT CORP COM 151313103 3,332 142,500 X 142,500
CENTENE CORP DEL COM 15135B101 221 7,800 X 7,800
CENTERPOINT PPTYS TR COM 151895109 388 8,100 X 8,100
CENTEX CORP COM 152312104 953 16,000 X 16,000
CENTRAL PKG CORP COM 154785109 282 18,600 X 18,600
CEPHALON INC COM 156708109 1,374 27,000 X 27,000
CERADYNE INC COM 156710105 400 7,000 X 7,000
CERNER CORP COM 156782104 659 12,400 X 12,400
CHECKFREE CORP NEW COM 162813109 263 6,900 X 6,900
CHEMED CORP NEW COM 16359R103 362 5,400 X 5,400
CHENIERE ENERGY INC COM NEW 16411R208 408 6,400 X 6,400
CHESAPEAKE CORP COM 165159104 559 20,600 X 20,600
CHESAPEAKE ENERGY CORP COM 165167107 746 45,200 X 45,200
CHEVRONTEXACO CORP COM 166764100 13,285 253,000 X 253,000
CHICOS FAS INC COM 168615102 1,156 25,400 X 25,400
CHRISTOPHER & BANKS CORP COM 171046105 686 37,200 X 37,200
CHUBB CORP COM 171232101 3,707 48,200 X 48,200
CINCINNATI FINL CORP COM 172062101 960 21,700 X 21,700
CISCO SYS INC COM 17275R102 13,377 692,400 X 692,400
CITIGROUP INC COM 172967101 25,555 530,400 X 530,400
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,788 53,400 X 53,400
COACHMEN INDS INC COM 189873102 319 18,400 X 18,400
COCA COLA CO COM 191216100 8,840 212,300 X 212,300
COCA COLA ENTERPRISES INC COM 191219104 492 23,600 X 23,600
COGNOS INC COM 19244C109 234 5,300 X 5,300
COHERENT INC COM 192479103 359 11,800 X 11,800
COINSTAR INC COM 19259P300 1,588 59,200 X 59,200
COLDWATER CREEK INC COM 193068103 658 21,300 X 21,300
COLGATE PALMOLIVE CO COM 194162103 2,737 53,500 X 53,500
COLUMBIA SPORTSWEAR CO COM 198516106 376 6,300 X 6,300
COMCAST CORP NEW CL A 20030N101 7,172 215,500 X 215,500
COMMERCE BANCSHARES INC COM 200525103 965 19,215 X 19,215
COMMERCIAL FEDERAL CORPORATI COM 201647104 1,153 38,800 X 38,800
COMPUCREDIT CORP COM 20478N100 1,463 53,500 X 53,500
COMPUTER ASSOC INTL INC COM 204912109 1,457 46,900 X 46,900
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 399 10,600 X 10,600
CONAGRA FOODS INC COM 205887102 1,567 53,200 X 53,200
CONNETICS CORP COM 208192104 393 16,200 X 16,200
CONOCOPHILLIPS COM 20825C104 6,790 78,200 X 78,200
CONSTELLATION BRANDS INC CL A 21036P108 870 18,700 X 18,700
COPART INC COM 217204106 274 10,400 X 10,400
CORNING INC COM 219350105 1,625 138,100 X 138,100
COST PLUS INC CALIF COM 221485105 280 8,700 X 8,700
COSTCO WHSL CORP NEW COM 22160K105 2,237 46,200 X 46,200
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,080 56,200 X 56,200
COUSINS PPTYS INC COM 222795106 248 8,200 X 8,200
COVENTRY HEALTH CARE INC COM 222862104 1,839 34,650 X 34,650
COX RADIO INC CL A 224051102 206 12,500 X 12,500
CRESCENT REAL ESTATE EQUITIE COM 225756105 303 16,600 X 16,600
CUMMINS INC COM 231021106 377 4,500 X 4,500
CYBERSOURCE CORP COM 23251J106 368 51,500 X 51,500
DHB INDS INC COM 23321E103 425 22,300 X 22,300
D R HORTON INC COM 23331A109 883 21,900 X 21,900
DANAHER CORP DEL COM 235851102 1,366 23,800 X 23,800
DANIELSON HLDG CORP COM 236274106 169 20,000 X 20,000
DATASCOPE CORP COM 238113104 572 14,400 X 14,400
DELL INC COM 24702R101 10,923 259,200 X 259,200
DENTSPLY INTL INC NEW COM 249030107 1,096 19,500 X 19,500
DEVELOPERS DIVERSIFIED RLTY COM 251591103 759 17,100 X 17,100
DEVON ENERGY CORP NEW COM 25179M103 2,639 67,800 X 67,800
DIAMONDCLUSTER INTL INC COM 25278P106 536 37,400 X 37,400
DIGITAL INSIGHT CORP COM 25385P106 204 11,100 X 11,100
DIRECTV GROUP INC COM 25459L106 1,079 64,474 X 64,474
DISNEY WALT CO COM DISNEY 254687106 5,741 206,500 X 206,500
DOMINION RES INC VA NEW COM 25746U109 2,229 32,900 X 32,900
DORAL FINL CORP COM 25811P100 803 16,300 X 16,300
DOUBLECLICK INC COM 258609304 534 68,600 X 68,600
DOW CHEM CO COM 260543103 4,664 94,200 X 94,200
DRIL-QUIP INC COM 262037104 284 11,700 X 11,700
DU PONT E I DE NEMOURS & CO COM 263534109 5,945 121,200 X 121,200
DUKE ENERGY CORP COM 264399106 2,333 92,100 X 92,100
DUKE REALTY CORP COM NEW 264411505 1,751 51,294 X 51,294
DUPONT PHOTOMASKS INC COM 26613X101 600 22,700 X 22,700
DUSA PHARMACEUTICALS INC COM 266898105 283 19,800 X 19,800
DYNEGY INC NEW CL A 26816Q101 89 19,200 X 19,200
E M C CORP MASS COM 268648102 3,622 243,600 X 243,600
EPIQ SYS INC COM 26882D109 290 19,800 X 19,800
EAGLE MATERIALS INC COM 26969P108 440 5,100 X 5,100
EASTMAN KODAK CO COM 277461109 945 29,300 X 29,300
EBAY INC COM 278642103 6,969 59,900 X 59,900
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 758 22,800 X 22,800
EDO CORP COM 281347104 378 11,900 X 11,900
EDUCATION MGMT CORP COM 28139T101 228 6,900 X 6,900
ELECTRO SCIENTIFIC INDS COM 285229100 387 19,600 X 19,600
ELECTRONIC ARTS INC COM 285512109 1,857 30,100 X 30,100
ELECTRONIC DATA SYS NEW COM 285661104 963 41,700 X 41,700
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1,258 29,300 X 29,300
ELKCORP COM 287456107 712 20,800 X 20,800
EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 211 6,300 X 6,300
EMERSON ELEC CO COM 291011104 4,248 60,600 X 60,600
ENTERCOM COMMUNICATIONS CORP CL A 293639100 230 6,400 X 6,400
ENTERGY CORP NEW COM 29364G103 1,568 23,200 X 23,200
ENTERPRISE PRODS PARTNERS L COM 293792107 781 30,200 X 30,200
EON LABS INC COM 29412E100 786 29,100 X 29,100
EQUITY OFFICE PROPERTIES TRU COM 294741103 2,948 101,236 X 101,236
EQUITY ONE COM 294752100 280 11,800 X 11,800
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,697 46,900 X 46,900
ERIE INDTY CO CL A 29530P102 336 6,400 X 6,400
ESPEED INC CL A 296643109 371 30,000 X 30,000
ESSEX PPTY TR INC COM 297178105 318 3,800 X 3,800
ETHAN ALLEN INTERIORS INC COM 297602104 624 15,600 X 15,600
EURONET WORLDWIDE INC COM 298736109 375 14,400 X 14,400
EXELON CORP COM 30161N101 2,931 66,500 X 66,500
EXPRESSJET HOLDINGS INC CL A 30218U108 1,524 118,300 X 118,300
EXPRESS SCRIPTS INC COM 302182100 1,307 17,100 X 17,100
EXTREME NETWORKS INC COM 30226D106 472 72,100 X 72,100
EXXON MOBIL CORP COM 30231G102 34,739 677,700 X 677,700
FEI CO COM 30241L109 258 12,300 X 12,300
FPIC INS GROUP INC COM 302563101 598 16,900 X 16,900
FEDERAL HOME LN MTG CORP COM 313400301 5,107 69,300 X 69,300
FEDERAL NATL MTG ASSN COM 313586109 7,249 101,800 X 101,800
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 444 8,600 X 8,600
FEDERATED INVS INC PA CL B 314211103 365 12,000 X 12,000
FEDEX CORP COM 31428X106 2,965 30,100 X 30,100
FIDELITY BANKSHARES INC NEW COM 31604Q107 376 8,800 X 8,800
FIDELITY NATL FINL INC COM 316326107 2,448 53,612 X 53,612
FIFTH THIRD BANCORP COM 316773100 2,285 48,300 X 48,300
FIRST AMERN CORP CALIF COM 318522307 1,075 30,600 X 30,600
FIRST CMNTY BANCORP CALIF COM 31983B101 393 9,200 X 9,200
FIRST DATA CORP COM 319963104 3,735 87,800 X 87,800
FIRST HORIZON PHARMACEUTICAL COM 32051K106 366 16,000 X 16,000
FIRST HORIZON NATL CORP COM 320517105 961 22,300 X 22,300
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 281 6,900 X 6,900
FIRST REP BK SAN FRANCISCO COM 336158100 355 6,700 X 6,700
FIRSTENERGY CORP COM 337932107 2,232 56,500 X 56,500
FLOWERS FOODS INC COM 343498101 925 29,300 X 29,300
FORD MTR CO DEL COM PAR $0.01 345370860 3,594 245,500 X 245,500
FOREST LABS INC COM 345838106 2,952 65,800 X 65,800
FOX ENTMT GROUP INC CL A 35138T107 594 19,000 X 19,000
FRANKLIN RES INC COM 354613101 1,121 16,100 X 16,100
FREMONT GEN CORP COM 357288109 791 31,400 X 31,400
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 952 49,100 X 49,100
FRONTIER OIL CORP COM 35914P105 384 14,400 X 14,400
FURNITURE BRANDS INTL INC COM 360921100 248 9,900 X 9,900
GATX CORP COM 361448103 798 27,000 X 27,000
GALLAGHER ARTHUR J & CO COM 363576109 361 11,100 X 11,100
GAMESTOP CORP CL A 36466R101 409 18,300 X 18,300
GANNETT INC COM 364730101 2,582 31,600 X 31,600
GAP INC DEL COM 364760108 1,320 62,500 X 62,500
GENCORP INC COM 368682100 314 16,900 X 16,900
GENENTECH INC COM NEW 368710406 2,428 44,600 X 44,600
GENERAL DYNAMICS CORP COM 369550108 3,347 32,000 X 32,000
GENERAL ELEC CO COM 369604103 39,446 1,080,700 X 1,080,700
GENERAL GROWTH PPTYS INC COM 370021107 2,260 62,500 X 62,500
GENERAL MLS INC COM 370334104 1,452 29,200 X 29,200
GENERAL MTRS CORP COM 370442105 1,867 46,600 X 46,600
GENESCO INC COM 371532102 775 24,900 X 24,900
GETTY IMAGES INC COM 374276103 372 5,400 X 5,400
GEVITY HR INC COM 374393106 458 22,300 X 22,300
GIANT INDS INC COM 374508109 1,307 49,300 X 49,300
GILEAD SCIENCES INC COM 375558103 2,260 64,600 X 64,600
GILLETTE CO COM 375766102 4,523 101,000 X 101,000
GLACIER BANCORP INC NEW COM 37637Q105 368 10,800 X 10,800
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 995 21,000 X 21,000
GLOBAL INDS LTD COM 379336100 382 46,100 X 46,100
GLOBAL IMAGING SYSTEMS COM 37934A100 1,304 33,000 X 33,000
GLOBAL SIGNAL INC COM 37944Q103 234 8,500 X 8,500
GOLDEN WEST FINL CORP DEL COM 381317106 1,536 25,000 X 25,000
GOLDMAN SACHS GROUP INC COM 38141G104 4,120 39,600 X 39,600
GREATER BAY BANCORP COM 391648102 273 9,800 X 9,800
GREIF INC CL A 397624107 409 7,300 X 7,300
GREY WOLF INC COM 397888108 404 76,700 X 76,700
GUIDANT CORP COM 401698105 2,278 31,600 X 31,600
HCA INC COM 404119109 1,870 46,800 X 46,800
HCC INS HLDGS INC COM 404132102 321 9,700 X 9,700
HNI CORP COM 404251100 319 7,400 X 7,400
HRPT PPTYS TR COM SH BEN INT 40426W101 559 43,600 X 43,600
HAEMONETICS CORP COM 405024100 264 7,300 X 7,300
HAIN CELESTIAL GROUP INC COM 405217100 641 31,000 X 31,000
HALLIBURTON CO COM 406216101 1,738 44,300 X 44,300
HANMI FINL CORP COM 410495105 381 10,600 X 10,600
HARLAND JOHN H CO COM 412693103 393 10,900 X 10,900
HARLEY DAVIDSON INC COM 412822108 1,804 29,700 X 29,700
HARRIS CORP DEL COM 413875105 247 4,000 X 4,000
HARTFORD FINL SVCS GROUP INC COM 416515104 3,091 44,600 X 44,600
HEALTH CARE PPTY INVS INC COM 421915109 615 22,200 X 22,200
HEALTHCARE RLTY TR COM 421946104 322 7,900 X 7,900
HEADWATERS INC COM 42210P102 618 21,700 X 21,700
HEALTH CARE REIT INC COM 42217K106 328 8,600 X 8,600
HEALTHEXTRAS INC COM 422211102 233 14,300 X 14,300
HEINZ H J CO COM 423074103 1,380 35,400 X 35,400
HELIX TECHNOLOGY CORP COM 423319102 330 19,000 X 19,000
HERITAGE PPTY INVT TR INC COM 42725M107 1,210 37,700 X 37,700
HEWLETT PACKARD CO COM 428236103 7,734 368,800 X 368,800
HIBERNIA CORP CL A 428656102 1,325 44,900 X 44,900
HIGHWOODS PPTYS INC COM 431284108 238 8,600 X 8,600
HILB ROGAL & HOBBS CO COM 431294107 736 20,300 X 20,300
HILLENBRAND INDS INC COM 431573104 1,277 23,000 X 23,000
HOLOGIC INC COM 436440101 440 16,000 X 16,000
HOME DEPOT INC COM 437076102 10,078 235,800 X 235,800
HOME PROPERTIES INC COM 437306103 238 5,535 X 5,535
HONEYWELL INTL INC COM 438516106 3,063 86,500 X 86,500
HORACE MANN EDUCATORS CORP N COM 440327104 370 19,400 X 19,400
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 515 11,200 X 11,200
HOST MARRIOTT CORP NEW COM 44107P104 1,005 58,100 X 58,100
HOUSTON EXPL CO COM 442120101 805 14,300 X 14,300
HOVNANIAN ENTERPRISES INC CL A 442487203 847 17,100 X 17,100
HUGOTON RTY TR TEX UNIT BEN INT 444717102 223 8,500 X 8,500
HUNTINGTON BANCSHARES INC COM 446150104 990 40,000 X 40,000
IAC INTERACTIVECORP COM 44919P102 942 34,100 X 34,100
IHOP CORP COM 449623107 364 8,700 X 8,700
ILLINOIS TOOL WKS INC COM 452308109 2,475 26,700 X 26,700
IMPAC MTG HLDGS INC COM 45254P102 735 32,400 X 32,400
IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,027 55,700 X 55,700
INDEVUS PHARMACEUTICALS INC COM 454072109 281 47,100 X 47,100
INFINITY PPTY & CAS CORP COM 45665Q103 1,623 46,100 X 46,100
INGRAM MICRO INC CL A 457153104 1,408 67,700 X 67,700
INLAND REAL ESTATE CORP COM NEW 457461200 171 10,700 X 10,700
INSIGHT ENTERPRISES INC COM 45765U103 332 16,200 X 16,200
INSITUFORM TECHNOLOGIES INC CL A 457667103 571 25,200 X 25,200
INTEL CORP COM 458140100 15,412 658,900 X 658,900
INTERNATIONAL BUSINESS MACHS COM 459200101 17,321 175,700 X 175,700
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,207 35,100 X 35,100
INTL PAPER CO COM 460146103 2,054 48,900 X 48,900
INTERNET SEC SYS INC COM 46060X107 607 26,100 X 26,100
INTUITIVE SURGICAL INC COM NEW 46120E602 492 12,300 X 12,300
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 852 42,600 X 42,600
INVESTORS FINL SERVICES CORP COM 461915100 360 7,200 X 7,200
IONATRON INC COM 462070103 212 18,700 X 18,700
IPAYMENT INC COM 46262E105 360 7,260 X 7,260
IRWIN FINL CORP COM 464119106 585 20,600 X 20,600
ISHARES TR MSCI EAFE IDX 464287465 108,970 680,000 X 680,000
ISHARES TR RUSSELL 2000 464287655 4,235 32,700 X 32,700
ISHARES TR RUSSELL 3000 464287689 13,139 190,000 X 190,000
ISHARES TR S&P SMLCAP 600 464287804 1,790 11,000 X 11,000
IVILLAGE INC COM 46588H105 820 132,700 X 132,700
JPMORGAN & CHASE & CO COM 46625H100 15,211 389,928 X 389,928
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 380 11,000 X 11,000
JACK IN THE BOX INC COM 466367109 1,239 33,600 X 33,600
JAKKS PAC INC COM 47012E106 407 18,400 X 18,400
JEFFERSON PILOT CORP COM 475070108 956 18,400 X 18,400
JOHNSON & JOHNSON COM 478160104 20,459 322,600 X 322,600
JOHNSON CTLS INC COM 478366107 1,370 21,600 X 21,600
JONES LANG LASALLE INC COM 48020Q107 412 11,000 X 11,000
JOS A BANK CLOTHIERS INC COM 480838101 354 12,500 X 12,500
JUPITERMEDIA CORP COM 48207D101 457 19,200 X 19,200
KCS ENERGY INC COM 482434206 399 27,000 X 27,000
KFX INC COM 48245L107 151 10,400 X 10,400
K-SWISS INC CL A 482686102 1,389 47,700 X 47,700
KANSAS CITY SOUTHERN COM NEW 485170302 638 36,000 X 36,000
KB HOME COM 48666K109 887 8,500 X 8,500
KELLOGG CO COM 487836108 1,094 24,500 X 24,500
KENSEY NASH CORP COM 490057106 867 25,100 X 25,100
KERR MCGEE CORP COM 492386107 2,167 37,500 X 37,500
KEYCORP NEW COM 493267108 1,400 41,300 X 41,300
KIMBERLY CLARK CORP COM 494368103 3,323 50,500 X 50,500
KIMCO REALTY CORP COM 49446R109 1,073 18,500 X 18,500
KINDER MORGAN INC KANS COM 49455P101 658 9,000 X 9,000
KOHLS CORP COM 500255104 1,485 30,200 X 30,200
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 991 37,400 X 37,400
KOS PHARMACEUTICALS INC COM 500648100 474 12,600 X 12,600
KRAFT FOODS INC CL A 50075N104 2,293 64,400 X 64,400
KYPHON INC COM 501577100 410 15,900 X 15,900
LA Z BOY INC COM 505336107 550 35,800 X 35,800
LABOR READY INC COM NEW 505401208 1,335 78,900 X 78,900
LAFARGE NORTH AMERICA INC COM 505862102 739 14,400 X 14,400
LANDAMERICA FINL GROUP INC COM 514936103 1,035 19,200 X 19,200
LANDRYS RESTAURANTS INC COM 51508L103 346 11,900 X 11,900
LASERSCOPE COM 518081104 600 16,700 X 16,700
LEHMAN BROS HLDGS INC COM 524908100 2,441 27,900 X 27,900
LENNAR CORP CL A 526057104 1,360 24,000 X 24,000
LIBBEY INC COM 529898108 335 15,100 X 15,100
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,981 271,500 X 271,500
LIBERTY PPTY TR SH BEN INT 531172104 1,616 37,400 X 37,400
LILLY ELI & CO COM 532457108 6,901 121,600 X 121,600
LINCOLN NATL CORP IND COM 534187109 976 20,900 X 20,900
LINDSAY MFG CO COM 535555106 303 11,700 X 11,700
LINEAR TECHNOLOGY CORP COM 535678106 314 8,100 X 8,100
LINENS N THINGS INC COM 535679104 531 21,400 X 21,400
LIONS GATE ENTMNT CORP COM NEW 535919203 219 20,600 X 20,600
LOCKHEED MARTIN CORP COM 539830109 2,094 37,700 X 37,700
LOEWS CORP COM 540424108 914 13,000 X 13,000
LONGS DRUG STORES CORP COM 543162101 394 14,300 X 14,300
LOWES COS INC COM 548661107 4,555 79,100 X 79,100
LUCENT TECHNOLOGIES INC COM 549463107 1,622 431,300 X 431,300
MBNA CORP COM 55262L100 3,222 114,300 X 114,300
M D C HLDGS INC COM 552676108 1,420 16,423 X 16,423
MEMC ELECTR MATLS INC COM 552715104 456 34,400 X 34,400
MGM MIRAGE COM 552953101 284 3,900 X 3,900
MRO SOFTWARE INC COM 55347W105 309 23,700 X 23,700
MACERICH CO COM 554382101 615 9,800 X 9,800
MACK CALI RLTY CORP COM 554489104 640 13,900 X 13,900
MAGELLAN HEALTH SVCS INC COM NEW 559079207 243 7,100 X 7,100
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 796 61,700 X 61,700
MANITOWOC INC COM 563571108 734 19,500 X 19,500
MANNING GREG AUCTIONS INC COM 563823103 165 13,300 X 13,300
MANULIFE FINL CORP COM 56501R106 989 21,400 X 21,400
MAPINFO CORP COM 565105103 308 25,700 X 25,700
MARATHON OIL CORP COM 565849106 2,494 66,300 X 66,300
MARKEL CORP COM 570535104 364 1,000 X 1,000
MARSH & MCLENNAN COS INC COM 571748102 1,734 52,700 X 52,700
MASCO CORP COM 574599106 1,611 44,100 X 44,100
MATTEL INC COM 577081102 947 48,600 X 48,600
MAXIM INTEGRATED PRODS INC COM 57772K101 1,373 32,400 X 32,400
MAY DEPT STORES CO COM 577778103 1,188 40,400 X 40,400
MAXIMUS INC COM 577933104 501 16,100 X 16,100
MCDONALDS CORP COM 580135101 4,062 126,700 X 126,700
MCGRAW HILL COS INC COM 580645109 1,767 19,300 X 19,300
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 84 13,400 X 13,400
MEDTRONIC INC COM 585055106 6,060 122,000 X 122,000
MELLON FINL CORP COM 58551A108 1,328 42,700 X 42,700
MENS WEARHOUSE INC COM 587118100 777 24,300 X 24,300
MERCK & CO INC COM 589331107 7,849 244,200 X 244,200
MERCURY COMPUTER SYS COM 589378108 303 10,200 X 10,200
MERCURY GENL CORP NEW COM 589400100 1,941 32,400 X 32,400
MERIDIAN BIOSCIENCE INC COM 589584101 393 22,400 X 22,400
MERIDIAN RESOURCE CORP COM 58977Q109 392 64,800 X 64,800
MERISTAR HOSPITALITY CORP COM 58984Y103 117 14,045 X 14,045
MERITAGE HOMES CORP COM 59001A102 406 3,600 X 3,600
MERRILL LYNCH & CO INC COM 590188108 5,762 96,400 X 96,400
MESA AIR GROUP INC COM 590479101 367 46,200 X 46,200
METAL MGMT INC COM NEW 591097209 1,301 48,400 X 48,400
METALS USA INC COM NEW 591324207 801 43,200 X 43,200
METHODE ELECTRS INC COM 591520200 226 17,600 X 17,600
METLIFE INC COM 59156R108 1,641 40,500 X 40,500
METTLER TOLEDO INTERNATIONAL COM 592688105 205 4,000 X 4,000
MICROSOFT CORP COM 594918104 25,144 941,000 X 941,000
MILLS CORP COM 601148109 574 9,000 X 9,000
MIPS TECHNOLOGIES INC COM 604567107 401 40,700 X 40,700
MOBILE MINI INC COM 60740F105 327 9,900 X 9,900
MONSANTO CO NEW COM 61166W101 994 17,900 X 17,900
MOOG INC CL A 615394202 299 6,600 X 6,600
MORGAN STANLEY COM NEW 617446448 6,141 110,600 X 110,600
MOTOROLA INC COM 620076109 4,057 235,900 X 235,900
MULTIMEDIA GAMES INC COM 625453105 329 20,900 X 20,900
NBTY INC COM 628782104 552 23,000 X 23,000
NCO GROUP INC COM 628858102 726 28,100 X 28,100
NS GROUP INC COM 628916108 381 13,700 X 13,700
NVR INC COM 62944T105 1,847 2,400 X 2,400
NANOMETRICS INC COM 630077105 400 24,800 X 24,800
NASH FINCH CO COM 631158102 404 10,700 X 10,700
NATIONAL CITY CORP COM 635405103 3,178 84,621 X 84,621
NATIONWIDE FINL SVCS INC CL A 638612101 313 8,200 X 8,200
NATIONWIDE HEALTH PPTYS INC COM 638620104 480 20,200 X 20,200
NAVIGANT CONSULTING INC COM 63935N107 388 14,600 X 14,600
NAVIGANT INTL INC COM 63935R108 230 18,900 X 18,900
NELNET INC CL A 64031N108 431 16,000 X 16,000
NEOWARE SYS INC COM 64065P102 131 14,100 X 14,100
NETBANK INC COM 640933107 119 11,400 X 11,400
NETFLIX COM INC COM 64110L106 287 23,300 X 23,300
NETGEAR INC COM 64111Q104 405 22,300 X 22,300
NEW CENTURY FINANCIAL CORP M COM 6435EV108 1,393 21,800 X 21,800
NEW PLAN EXCEL RLTY TR INC COM 648053106 634 23,400 X 23,400
NEW YORK CMNTY BANCORP INC COM 649445103 985 47,900 X 47,900
NEWELL RUBBERMAID INC COM 651229106 1,021 42,200 X 42,200
NEWFIELD EXPL CO COM 651290108 1,789 30,300 X 30,300
NEWMONT MINING CORP COM 651639106 1,799 40,500 X 40,500
NEWPORT CORP COM 651824104 344 24,400 X 24,400
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,100 103,300 X 103,300
NEXTEL PARTNERS INC CL A 65333F107 1,233 63,100 X 63,100
NIKE INC CL B 654106103 1,487 16,400 X 16,400
NOKIA CORP SPONSORED ADR 654902204 907 57,900 X 57,900
NORTH FORK BANCORPORATION NY COM 659424105 341 11,827 X 11,827
NORTHFIELD LABS INC COM 666135108 456 20,200 X 20,200
NORTHROP GRUMMAN CORP COM 666807102 1,968 36,200 X 36,200
NOVATEL WIRELESS INC COM NEW 66987M604 363 18,700 X 18,700
NOVASTAR FINL INC COM 669947400 842 17,000 X 17,000
NOVELL INC COM 670006105 155 22,900 X 22,900
NOVEN PHARMACEUTICALS INC COM 670009109 473 27,700 X 27,700
NUCOR CORP COM 670346105 796 15,200 X 15,200
O CHARLEYS INC COM 670823103 409 20,900 X 20,900
OM GROUP INC COM 670872100 1,987 61,300 X 61,300
OCCIDENTAL PETE CORP DEL COM 674599105 4,476 76,700 X 76,700
OCULAR SCIENCES INC COM 675744106 260 5,300 X 5,300
ODYSSEY RE HLDGS CORP COM 67612W108 350 13,900 X 13,900
OFFSHORE LOGISTICS INC COM 676255102 1,351 41,600 X 41,600
OIL STS INTL INC COM 678026105 1,694 87,800 X 87,800
OLD REP INTL CORP COM 680223104 974 38,500 X 38,500
OLIN CORP COM PAR $1 680665205 843 38,300 X 38,300
OMNICOM GROUP INC COM 681919106 1,602 19,000 X 19,000
ONEOK INC NEW COM 682680103 384 13,500 X 13,500
ORACLE CORP COM 68389X105 5,215 380,100 X 380,100
ORASURE TECHNOLOGIES INC COM 68554V108 151 22,500 X 22,500
ORBITAL SCIENCES CORP COM 685564106 413 34,900 X 34,900
OREGON STL MLS INC COM 686079104 410 20,200 X 20,200
O REILLY AUTOMOTIVE INC COM 686091109 843 18,719 X 18,719
OSHKOSH B GOSH INC CL A 688222207 244 11,400 X 11,400
OSHKOSH TRUCK CORP COM 688239201 868 12,700 X 12,700
OVERSEAS SHIPHOLDING GROUP I COM 690368105 326 5,900 X 5,900
OVERSTOCK COM INC DEL COM 690370101 366 5,300 X 5,300
PNC FINL SVCS GROUP INC COM 693475105 2,918 50,800 X 50,800
PPG INDS INC COM 693506107 341 5,000 X 5,000
PSS WORLD MED INC COM 69366A100 373 29,800 X 29,800
PACIFIC SUNWEAR CALIF INC COM 694873100 987 44,350 X 44,350
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 420 6,700 X 6,700
PARAMETRIC TECHNOLOGY CORP COM 699173100 143 24,200 X 24,200
PATHMARK STORES INC NEW COM 70322A101 64 11,000 X 11,000
PATINA OIL & GAS CORP COM 703224105 1,378 36,750 X 36,750
PAXAR CORP COM 704227107 330 14,900 X 14,900
PAYCHEX INC COM 704326107 1,135 33,300 X 33,300
PENN NATL GAMING INC COM 707569109 1,465 24,200 X 24,200
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 248 5,800 X 5,800
PEPSICO INC COM 713448108 9,140 175,100 X 175,100
PERFORMANCE FOOD GROUP CO COM 713755106 565 21,000 X 21,000
PERICOM SEMICONDUCTOR CORP COM 713831105 279 29,600 X 29,600
PETROLEUM DEV CORP COM 716578109 212 5,500 X 5,500
PFIZER INC COM 717081103 21,848 812,480 X 812,480
PHOTON DYNAMICS INC COM 719364101 368 15,200 X 15,200
PHOTRONICS INC COM 719405102 549 33,300 X 33,300
PILGRIMS PRIDE CORP COM 721467108 1,485 48,400 X 48,400
PITNEY BOWES INC COM 724479100 379 8,200 X 8,200
PLANAR SYS INC COM 726900103 316 28,100 X 28,100
PLUM CREEK TIMBER CO INC COM 729251108 1,176 30,600 X 30,600
POGO PRODUCING CO COM 730448107 771 15,900 X 15,900
POLYONE CORP COM 73179P106 368 40,600 X 40,600
POSSIS MEDICAL INC COM 737407106 356 26,400 X 26,400
POST PPTYS INC COM 737464107 223 6,400 X 6,400
POZEN INC COM 73941U102 344 47,300 X 47,300
PREMCOR INC COM 74045Q104 1,307 31,000 X 31,000
PRENTISS PPTYS TR SH BEN INT 740706106 462 12,100 X 12,100
PRIDE INTL INC DEL COM 74153Q102 238 11,600 X 11,600
PRIMEDIA INC COM 74157K101 314 82,700 X 82,700
PRIORITY HEALTHCARE CORP CL B 74264T102 551 25,300 X 25,300
PROASSURANCE CORP COM 74267C106 372 9,500 X 9,500
PROCTER & GAMBLE CO COM 742718109 14,800 268,700 X 268,700
PROGRESSIVE CORP OHIO COM 743315103 3,198 37,700 X 37,700
PROLOGIS SH BEN INT 743410102 1,321 30,498 X 30,498
PROTECTIVE LIFE CORP COM 743674103 333 7,800 X 7,800
PROVINCE HEALTHCARE CO COM 743977100 746 33,400 X 33,400
PROVIDIAN FINL CORP COM 74406A102 183 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 2,918 53,100 X 53,100
PUBLIC STORAGE INC COM 74460D109 1,199 21,500 X 21,500
PULTE HOMES INC COM 745867101 957 15,000 X 15,000
QUALCOMM INC COM 747525103 6,911 163,000 X 163,000
QUANEX CORP COM 747620102 1,673 24,400 X 24,400
QUEST SOFTWARE INC COM 74834T103 239 15,000 X 15,000
RADIAN GROUP INC COM 750236101 670 12,576 X 12,576
RADIO ONE INC CL D NON VTG 75040P405 226 14,000 X 14,000
RADISYS CORP COM 750459109 428 21,900 X 21,900
RAYONIER INC COM 754907103 406 8,300 X 8,300
RAYOVAC CORP COM 755081106 764 25,000 X 25,000
RAYTHEON CO COM NEW 755111507 1,643 42,300 X 42,300
READERS DIGEST ASSN INC COM 755267101 166 11,900 X 11,900
REALTY INCOME CORP COM 756109104 536 10,600 X 10,600
RECKSON ASSOCS RLTY CORP COM 75621K106 869 26,500 X 26,500
RED ROBIN GOURMET BURGERS IN COM 75689M101 406 7,600 X 7,600
REDWOOD TR INC COM 758075402 708 11,400 X 11,400
REGENCY CTRS CORP COM 758849103 565 10,200 X 10,200
REGENERON PHARMACEUTICALS COM 75886F107 312 33,900 X 33,900
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,297 33,300 X 33,300
REMEC INC COM 759543101 399 55,400 X 55,400
RENAL CARE GROUP INC COM 759930100 801 22,250 X 22,250
REPSOL YPF S A SPONSORED ADR 76026T205 994 38,100 X 38,100
RESMED INC COM 761152107 439 8,600 X 8,600
RESOURCES CONNECTION INC COM 76122Q105 1,010 18,600 X 18,600
ROBBINS & MYERS INC COM 770196103 300 12,600 X 12,600
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,588 37,400 X 37,400
ROPER INDS INC NEW COM 776696106 517 8,500 X 8,500
ROSS STORES INC COM 778296103 318 11,000 X 11,000
ROYAL BK CDA MONTREAL QUE COM 780087102 454 8,499 X 8,499
RUDOLPH TECHNOLOGIES INC COM 781270103 290 16,900 X 16,900
RYLAND GROUP INC COM 783764103 1,415 24,600 X 24,600
SBC COMMUNICATIONS INC COM 78387G103 9,865 382,800 X 382,800
SBA COMMUNICATIONS CORP COM 78388J106 356 38,400 X 38,400
SFBC INTL INC COM 784121105 1,292 32,700 X 32,700
SL GREEN RLTY CORP COM 78440X101 394 6,500 X 6,500
SLM CORP COM 78442P106 2,360 44,200 X 44,200
SWS GROUP INC COM 78503N107 331 15,089 X 15,089
SABRE HLDGS CORP CL A 785905100 208 9,400 X 9,400
SAFECO CORP COM 786429100 1,013 19,400 X 19,400
ST JUDE MED INC COM 790849103 1,484 35,400 X 35,400
ST PAUL TRAVELERS INC COM 792860108 3,490 94,139 X 94,139
SAPIENT CORP COM 803062108 310 39,200 X 39,200
SARA LEE CORP COM 803111103 2,894 119,900 X 119,900
SCANSOURCE INC COM 806037107 696 11,200 X 11,200
SCHERING PLOUGH CORP COM 806605101 3,426 164,100 X 164,100
SCHNITZER STL INDS CL A 806882106 417 12,300 X 12,300
SCHWAB CHARLES CORP NEW COM 808513105 1,200 100,300 X 100,300
SEABOARD CORP COM 811543107 399 400 X 400
SECURE COMPUTING CORP COM 813705100 1,483 148,600 X 148,600
SELECTIVE INS GROUP INC COM 816300107 354 8,000 X 8,000
SENIOR HSG PPTYS TR SH BEN INT 81721M109 193 10,200 X 10,200
SERENA SOFTWARE INC COM 817492101 1,948 90,165 X 90,165
SHERWIN WILLIAMS CO COM 824348106 977 21,900 X 21,900
SHURGARD STORAGE CTRS INC COM 82567D104 334 7,600 X 7,600
SIEMENS A G SPONSORED ADR 826197501 1,033 12,200 X 12,200
SIERRA PAC RES NEW COM 826428104 142 13,501 X 13,501
SIGMATEL INC COM 82661W107 881 24,800 X 24,800
SILGAN HOLDINGS INC COM 827048109 427 7,000 X 7,000
SILICON IMAGE INC COM 82705T102 347 21,100 X 21,100
SIMON PPTY GROUP INC NEW COM 828806109 2,404 37,180 X 37,180
SIMPLETECH INC COM 828823104 351 76,400 X 76,400
SIMPSON MANUFACTURING CO INC COM 829073105 782 22,400 X 22,400
SKYWEST INC COM 830879102 337 16,800 X 16,800
SKYWORKS SOLUTIONS INC COM 83088M102 626 66,400 X 66,400
SOLA INTL INC COM 834092108 220 8,000 X 8,000
SONIC CORP COM 835451105 830 27,200 X 27,200
SONUS NETWORKS INC COM 835916107 77 13,500 X 13,500
SOURCECORP COM 836167106 619 32,400 X 32,400
SOUTHERN CO COM 842587107 2,487 74,200 X 74,200
SOUTHERN PERU COPPER CORP COM 843611104 552 11,700 X 11,700
SOUTHWEST GAS CORP COM 844895102 589 23,200 X 23,200
SPINNAKER EXPL CO COM 84855W109 638 18,200 X 18,200
SPRINT CORP COM FON 852061100 5,390 216,900 X 216,900
STANDARD PAC CORP NEW COM 85375C101 808 12,600 X 12,600
STANLEY WKS COM 854616109 1,401 28,600 X 28,600
STAPLES INC COM 855030102 1,689 50,100 X 50,100
STARBUCKS CORP COM 855244109 2,488 39,900 X 39,900
STATE STR CORP COM 857477103 1,660 33,800 X 33,800
STEEL DYNAMICS INC COM 858119100 792 20,900 X 20,900
STEEL TECHNOLOGIES INC COM 858147101 955 34,700 X 34,700
STERLING FINL CORP WASH COM 859319105 381 9,700 X 9,700
STEWART & STEVENSON SVCS INC COM 860342104 455 22,500 X 22,500
STEWART ENTERPRISES INC CL A 860370105 173 24,800 X 24,800
STOLT NIELSEN S A SP ADR REG COM 861565109 243 8,500 X 8,500
STRYKER CORP COM 863667101 1,390 28,800 X 28,800
SUN MICROSYSTEMS INC COM 866810104 1,804 334,700 X 334,700
SUNTRUST BKS INC COM 867914103 2,468 33,400 X 33,400
SUPERVALU INC COM 868536103 380 11,000 X 11,000
SURMODICS INC COM 868873100 1,167 35,900 X 35,900
SWIFT ENERGY CO COM 870738101 1,872 64,700 X 64,700
SYMANTEC CORP COM 871503108 1,613 62,600 X 62,600
SYSCO CORP COM 871829107 2,454 64,300 X 64,300
THQ INC COM NEW 872443403 789 34,400 X 34,400
TJX COS INC NEW COM 872540109 1,257 50,000 X 50,000
TALK AMERICA HLDGS INC COM NEW 87426R202 207 31,200 X 31,200
TARGET CORP COM 87612E106 4,772 91,900 X 91,900
TASER INTL INC COM 87651B104 411 13,000 X 13,000
TAUBMAN CTRS INC COM 876664103 243 8,100 X 8,100
TECH DATA CORP COM 878237106 776 17,100 X 17,100
TELEFLEX INC COM 879369106 275 5,300 X 5,300
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,042 27,200 X 27,200
TENNECO AUTOMOTIVE INC COM 880349105 376 21,800 X 21,800
TERRA INDS INC COM 880915103 381 42,900 X 42,900
TETRA TECH INC NEW COM 88162G103 738 44,100 X 44,100
TEXAS INDS INC COM 882491103 1,073 17,200 X 17,200
TEXAS INSTRS INC COM 882508104 4,584 186,200 X 186,200
TEXTRON INC COM 883203101 974 13,200 X 13,200
THIRD WAVE TECHNOLOGIES INC COM 88428W108 99 11,500 X 11,500
THORNBURG MTG INC COM 885218107 860 29,700 X 29,700
3M CO COM 88579Y101 6,459 78,700 X 78,700
TIMBERLAND CO CL A 887100105 1,322 21,100 X 21,100
TIME WARNER INC COM 887317105 8,585 441,400 X 441,400
TITAN INTL INC ILL COM 88830M102 248 16,400 X 16,400
TOLL BROTHERS INC COM 889478103 851 12,400 X 12,400
TOO INC COM 890333107 700 28,600 X 28,600
TOTAL S A SPONSORED ADR 89151E109 978 8,900 X 8,900
TRANSCANADA CORP COM 89353D107 935 37,600 X 37,600
TRANSKARYOTIC THERAPIES INC COM 893735100 295 11,600 X 11,600
TREDEGAR CORP COM 894650100 736 36,400 X 36,400
TREX INC COM 89531P105 446 8,500 X 8,500
TRIBUNE CO NEW COM 896047107 1,054 25,000 X 25,000
TRIZEC PROPERTIES INC COM 89687P107 681 36,000 X 36,000
TRIPATH IMAGING INC COM 896942109 117 13,000 X 13,000
TUPPERWARE CORP COM 899896104 408 19,700 X 19,700
TWEETER HOME ENTMT GROUP INC COM 901167106 96 14,000 X 14,000
II VI INC COM 902104108 829 19,500 X 19,500
UICI COM 902737105 1,085 32,000 X 32,000
UIL HLDG CORP COM 902748102 287 5,600 X 5,600
US BANCORP DEL COM NEW 902973304 6,931 221,300 X 221,300
U S G CORP COM NEW 903293405 1,558 38,700 X 38,700
U S XPRESS ENTERPRISES INC CL A 90338N103 448 15,300 X 15,300
UBIQUITEL INC COM 903474302 581 81,600 X 81,600
UMPQUA HLDGS CORP COM 904214103 655 26,000 X 26,000
UNION PAC CORP COM 907818108 1,755 26,100 X 26,100
UNIT CORP COM 909218109 852 22,300 X 22,300
UNITED DEFENSE INDS INC COM 91018B104 1,380 29,200 X 29,200
UNITED DOMINION REALTY TR IN COM 910197102 722 29,100 X 29,100
UNITED FIRE & CAS CO COM 910331107 583 17,300 X 17,300
UNITED INDL CORP COM 910671106 283 7,300 X 7,300
UNITED ONLINE INC COM 911268100 743 64,450 X 64,450
UNITED PARCEL SERVICE INC CL B 911312106 4,914 57,500 X 57,500
UNITED RENTALS INC COM 911363109 206 10,900 X 10,900
UNITED STATES STL CORP NEW COM 912909108 1,343 26,200 X 26,200
UNITED STATIONERS INC COM 913004107 642 13,900 X 13,900
UNITED TECHNOLOGIES CORP COM 913017109 5,343 51,700 X 51,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 749 16,600 X 16,600
UNITEDHEALTH GROUP INC COM 91324P102 5,951 67,600 X 67,600
UNIVERSAL AMERN FINL CORP COM 913377107 433 28,000 X 28,000
UNUMPROVIDENT CORP COM 91529Y106 1,049 58,500 X 58,500
URBAN OUTFITTERS INC COM 917047102 211 4,744 X 4,744
UROLOGIX INC COM 917273104 303 46,900 X 46,900
VALERO ENERGY CORP NEW COM 91913Y100 1,217 26,800 X 26,800
VALMONT INDS INC COM 920253101 336 13,400 X 13,400
VEECO INSTRS INC DEL COM 922417100 514 24,400 X 24,400
VENTAS INC COM 92276F100 386 14,100 X 14,100
VENTANA MED SYS INC COM 92276H106 317 4,961 X 4,961
VENTIV HEALTH INC COM 922793104 1,750 86,100 X 86,100
VERITY INC COM 92343C106 1,263 96,300 X 96,300
VERIZON COMMUNICATIONS COM 92343V104 12,433 306,900 X 306,900
VIACOM INC CL B 925524308 5,608 154,100 X 154,100
VIISAGE TECHNOLOGY INC COM 92675K106 418 46,400 X 46,400
VINTAGE PETE INC COM 927460105 306 13,500 X 13,500
VIRAGE LOGIC CORP COM 92763R104 397 21,400 X 21,400
VITAL SIGNS INC COM 928469105 323 8,300 X 8,300
VORNADO RLTY TR SH BEN INT 929042109 2,566 33,700 X 33,700
WACHOVIA CORP 2ND NEW COM 929903102 9,599 182,500 X 182,500
WAL MART STORES INC COM 931142103 13,871 262,600 X 262,600
WALGREEN CO COM 931422109 3,956 103,100 X 103,100
WALTER INDS INC COM 93317Q105 432 12,800 X 12,800
WASHINGTON MUT INC COM 939322103 5,099 120,600 X 120,600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 227 6,700 X 6,700
WASTE CONNECTIONS INC COM 941053100 841 24,550 X 24,550
WASTE MGMT INC DEL COM 94106L109 1,748 58,400 X 58,400
WEBMETHODS INC COM 94768C108 463 64,200 X 64,200
WEBSENSE INC COM 947684106 1,263 24,900 X 24,900
WEBMD CORP COM 94769M105 141 17,300 X 17,300
WEINGARTEN RLTY INVS SH BEN INT 948741103 575 14,350 X 14,350
WELLS FARGO & CO NEW COM 949746101 11,684 188,000 X 188,000
WENDYS INTL INC COM 950590109 353 9,000 X 9,000
WERNER ENTERPRISES INC COM 950755108 321 14,200 X 14,200
WESCO INTL INC COM 95082P105 1,770 59,700 X 59,700
WESTERN DIGITAL CORP COM 958102105 150 13,800 X 13,800
WEYERHAEUSER CO COM 962166104 1,647 24,500 X 24,500
WHIRLPOOL CORP COM 963320106 1,308 18,900 X 18,900
WHOLE FOODS MKT INC COM 966837106 1,335 14,000 X 14,000
WILSHIRE BANCORP INC COM 97186T108 380 23,000 X 23,000
WILSON GREATBATCH TECHNOLOGI COM 972232102 428 19,100 X 19,100
WIND RIVER SYSTEMS INC COM 973149107 379 28,000 X 28,000
WITNESS SYS INC COM 977424100 1,222 70,000 X 70,000
WORTHINGTON INDS INC COM 981811102 781 39,900 X 39,900
WRIGLEY WM JR CO COM 982526105 1,093 15,800 X 15,800
WYETH COM 983024100 7,049 165,500 X 165,500
XILINX INC COM 983919101 1,030 34,700 X 34,700
YAHOO INC COM 984332106 4,341 115,200 X 115,200
ZENITH NATL INS CORP COM 989390109 209 4,200 X 4,200
ZIMMER HLDGS INC COM 98956P102 1,971 24,600 X 24,600