UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 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 November 12, 2004
--------------------- ---------------- -----------------
[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: 763
Form 13F Information Table Value Total: $1,209,255
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
SHRS or ---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ACE LTD ORD G0070K103 1,022 25,500 X 25,500
ARCH CAP GROUP LTD ORD G0450A105 1,476 37,897 X 37,897
BUNGE LIMITED COM G16962105 652 16,300 X 16,300
CHINADOTCOM CORP CL A G2108N109 89 17,900 X 17,900
EVEREST RE GROUP LTD COM G3223R108 1,085 14,600 X 14,600
HELEN OF TROY CORP LTD COM G4388N106 1,187 43,600 X 43,600
IPC HLDGS LTD ORD G4933P101 308 8,100 X 8,100
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,313 35,800 X 35,800
PARTNERRE LTD COM G6852T105 1,105 20,200 X 20,200
RENAISSANCERE HOLDINGS LTD COM G7496G103 965 18,700 X 18,700
SEAGATE TECHNOLOGY SHS G7945J104 999 73,900 X 73,900
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 327 9,300 X 9,300
XL CAP LTD CL A G98255105 991 13,400 X 13,400
SBS BROADCASTING SA ORD L8137F102 276 8,200 X 8,200
GENERAL MARITIME CORP SHS Y2692M103 1,122 32,200 X 32,200
OMI CORP NEW COM Y6476W104 783 48,900 X 48,900
AAR CORP COM 000361105 264 21,200 X 21,200
ADE CORP MASS COM 00089C107 291 17,100 X 17,100
ABM INDS INC COM 000957100 320 15,900 X 15,900
AFLAC INC COM 001055102 2,008 51,200 X 51,200
AK STL HLDG CORP COM 001547108 1,000 122,500 X 122,500
AMB PROPERTY CORP COM 00163T109 663 17,900 X 17,900
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 342 11,200 X 11,200
AT&T CORP COM NEW 001957505 2,065 144,200 X 144,200
A S V INC COM 001963107 1,187 31,700 X 31,700
AT&T WIRELESS SVCS INC COM 00209A106 3,351 226,700 X 226,700
AARON RENTS INC COM 002535201 296 13,600 X 13,600
ABBOTT LABS COM 002824100 7,638 180,300 X 180,300
ACCREDITED HOME LENDRS HLDG COM 00437P107 1,009 26,200 X 26,200
ACTEL CORP COM 004934105 286 18,800 X 18,800
ADMINISTAFF INC COM 007094105 200 17,100 X 17,100
AEROFLEX INC COM 007768104 469 44,400 X 44,400
AEROPOSTALE COM 007865108 271 10,350 X 10,350
AEGON N V ORD AMER REG 007924103 990 91,700 X 91,700
ADVANTA CORP CL B 007942204 319 13,200 X 13,200
AETNA INC NEW COM 00817Y108 1,529 15,300 X 15,300
AFFILIATED COMPUTER SERVICES CL A 008190100 1,058 19,000 X 19,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,044 48,400 X 48,400
AGILYSYS INC COM 00847J105 1,127 65,200 X 65,200
AGNICO EAGLE MINES LTD COM 008474108 207 14,500 X 14,500
AGRIUM INC COM 008916108 188 10,600 X 10,600
AKZO NOBEL NV SPONSORED ADR 010199305 1,047 29,500 X 29,500
ALASKA AIR GROUP INC COM 011659109 315 12,700 X 12,700
ALBERTSONS INC COM 013104104 938 39,200 X 39,200
ALCOA INC COM 013817101 2,939 87,500 X 87,500
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 204 3,100 X 3,100
ALFA CORP COM 015385107 183 13,100 X 13,100
ALIGN TECHNOLOGY INC COM 016255101 306 20,000 X 20,000
ALLEGHANY CORP DEL COM 017175100 409 1,500 X 1,500
ALLIANT TECHSYSTEMS INC COM 018804104 260 4,300 X 4,300
ALLSTATE CORP COM 020002101 4,765 99,300 X 99,300
ALLTEL CORP COM 020039103 1,702 31,000 X 31,000
ALTRIA GROUP INC COM 02209S103 10,687 227,200 X 227,200
AMAZON COM INC COM 023135106 1,222 29,900 X 29,900
AMCOL INTL CORP COM 02341W103 302 15,800 X 15,800
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,157 31,400 X 31,400
AMERICAN ELEC PWR INC COM 025537101 1,272 39,800 X 39,800
AMERICAN EXPRESS CO COM 025816109 5,846 113,600 X 113,600
AMERICAN FINL GROUP INC OHIO COM 025932104 314 10,500 X 10,500
AMERICAN FINL RLTY TR COM 02607P305 250 17,700 X 17,700
AMERICAN HEALTHWAYS INC COM 02649V104 320 11,000 X 11,000
AMERICAN INTL GROUP INC COM 026874107 16,229 238,700 X 238,700
AMERICAN PHYSICIANS CAPITAL COM 028884104 309 10,100 X 10,100
AMERICREDIT CORP COM 03060R101 487 23,300 X 23,300
AMERISTAR CASINOS INC COM 03070Q101 755 24,944 X 24,944
AMERUS GROUP CO COM 03072M108 312 7,600 X 7,600
AMERITRADE HLDG CORP NEW COM 03074K100 168 14,000 X 14,000
AMGEN INC COM 031162100 7,272 128,000 X 128,000
AMSURG CORP COM 03232P405 693 32,700 X 32,700
ANADARKO PETE CORP COM 032511107 2,396 36,100 X 36,100
ANALOG DEVICES INC COM 032654105 1,466 37,800 X 37,800
ANHEUSER BUSCH COS INC COM 035229103 4,341 86,900 X 86,900
ANNALY MTG MGMT INC COM 035710409 310 18,100 X 18,100
AON CORP COM 037389103 2,262 78,700 X 78,700
APACHE CORP COM 037411105 1,639 32,700 X 32,700
APARTMENT INVT & MGMT CO CL A 03748R101 526 15,128 X 15,128
APOLLO GROUP INC CL A 037604105 1,658 22,600 X 22,600
APPLEBEES INTL INC COM 037899101 702 27,750 X 27,750
APPLIED MATLS INC COM 038222105 2,798 169,700 X 169,700
AQUANTIVE INC COM 03839G105 110 11,400 X 11,400
ARCHSTONE SMITH TR COM 039583109 1,013 32,017 X 32,017
ARDEN RLTY INC COM 039793104 515 15,800 X 15,800
ARTISAN COMPONENTS INC COM 042923102 288 9,900 X 9,900
ARTHROCARE CORP COM 043136100 615 21,000 X 21,000
ASK JEEVES INC COM 045174109 641 19,600 X 19,600
ASSOCIATED BANC CORP COM 045487105 991 30,900 X 30,900
ASTEC INDS INC COM 046224101 327 17,100 X 17,100
ASTORIA FINL CORP COM 046265104 543 15,300 X 15,300
ATMOS ENERGY CORP COM 049560105 537 21,300 X 21,300
ATWOOD OCEANICS INC COM 050095108 352 7,400 X 7,400
AUTOLIV INC COM 052800109 2,161 53,500 X 53,500
AUTOMATIC DATA PROCESSING IN COM 053015103 2,454 59,400 X 59,400
AVALONBAY CMNTYS INC COM 053484101 696 11,557 X 11,557
AVATAR HLDGS INC COM 053494100 276 6,500 X 6,500
AVERY DENNISON CORP COM 053611109 401 6,100 X 6,100
AVOCENT CORP COM 053893103 419 16,100 X 16,100
AVON PRODS INC COM 054303102 2,075 47,500 X 47,500
AXCELIS TECHNOLOGIES INC COM 054540109 317 38,300 X 38,300
BB&T CORP COM 054937107 2,532 63,800 X 63,800
BCE INC COM 05534B109 1,002 46,300 X 46,300
BJS WHOLESALE CLUB INC COM 05548J106 227 8,300 X 8,300
BRE PROPERTIES INC CL A 05564E106 311 8,100 X 8,100
BT GROUP PLC ADR 05577E101 962 29,200 X 29,200
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 995 72,100 X 72,100
BANK OF AMERICA CORPORATION COM 060505104 19,258 444,452 X 444,452
BANK OF THE OZARKS INC COM 063904106 334 11,222 X 11,222
BANK NEW YORK INC COM 064057102 2,281 78,200 X 78,200
BAXTER INTL INC COM 071813109 1,984 61,700 X 61,700
BEAR STEARNS COS INC COM 073902108 702 7,300 X 7,300
BEAZER HOMES USA INC COM 07556Q105 716 6,700 X 6,700
BECTON DICKINSON & CO COM 075887109 1,318 25,500 X 25,500
BED BATH & BEYOND INC COM 075896100 816 22,000 X 22,000
BELDEN CDT INC COM 077454106 674 30,900 X 30,900
BELL MICROPRODUCTS INC COM 078137106 299 38,600 X 38,600
BELLSOUTH CORP COM 079860102 6,248 230,400 X 230,400
BENCHMARK ELECTRS INC COM 08160H101 672 22,550 X 22,550
BEST BUY INC COM 086516101 1,448 26,700 X 26,700
BIOGEN IDEC INC COM 09062X103 2,092 34,200 X 34,200
BIOSITE INC COM 090945106 1,444 29,500 X 29,500
BLACK & DECKER CORP COM 091797100 1,123 14,500 X 14,500
BLOCK H & R INC COM 093671105 346 7,000 X 7,000
BLUEGREEN CORP COM 096231105 352 31,600 X 31,600
BOEING CO COM 097023105 4,377 84,800 X 84,800
BOSTON PRIVATE FINL HLDGS IN COM 101119105 534 21,400 X 21,400
BOSTON PROPERTIES INC COM 101121101 964 17,400 X 17,400
BOSTON SCIENTIFIC CORP COM 101137107 2,646 66,600 X 66,600
BOWNE & CO INC COM 103043105 282 21,700 X 21,700
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 390 13,700 X 13,700
BRIGGS & STRATTON CORP COM 109043109 796 9,800 X 9,800
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 957 17,620 X 17,620
BRISTOL MYERS SQUIBB CO COM 110122108 4,632 195,700 X 195,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 908 31,100 X 31,100
BROADCOM CORP CL A 111320107 1,302 47,700 X 47,700
BROCADE COMMUNICATIONS SYS I COM 111621108 1,148 203,100 X 203,100
BUCKEYE TECHNOLOGIES INC COM 118255108 266 23,900 X 23,900
BUILDING MATLS HLDG CORP COM 120113105 694 25,200 X 25,200
BURLINGTON RES INC COM 122014103 2,774 68,000 X 68,000
C&D TECHNOLOGIES INC COM 124661109 352 18,500 X 18,500
CBL & ASSOC PPTYS INC COM 124830100 305 5,000 X 5,000
CEC ENTMT INC COM 125137109 779 21,200 X 21,200
CIGNA CORP COM 125509109 968 13,900 X 13,900
CNET NETWORKS INC COM 12613R104 297 32,500 X 32,500
CTS CORP COM 126501105 609 48,300 X 48,300
CVS CORP COM 126650100 1,685 40,000 X 40,000
CACI INTL INC CL A 127190304 1,129 21,400 X 21,400
CAL DIVE INTL INC COM 127914109 862 24,200 X 24,200
CAMBREX CORP COM 132011107 514 23,400 X 23,400
CAMDEN PPTY TR SH BEN INT 133131102 296 6,400 X 6,400
CAPITAL ONE FINL CORP COM 14040H105 2,845 38,500 X 38,500
CARBO CERAMICS INC COM 140781105 346 4,800 X 4,800
CARDINAL HEALTH INC COM 14149Y108 2,149 49,100 X 49,100
CAREMARK RX INC COM 141705103 2,088 65,116 X 65,116
CARRAMERICA RLTY CORP COM 144418100 461 14,100 X 14,100
CASEYS GEN STORES INC COM 147528103 327 17,600 X 17,600
CASH AMER INTL INC COM 14754D100 516 21,100 X 21,100
CATELLUS DEV CORP NEW COM 149113102 604 22,800 X 22,800
CATERPILLAR INC DEL COM 149123101 2,767 34,400 X 34,400
CEMEX S A SPON ADR 5 ORD 151290889 909 32,300 X 32,300
CENDANT CORP COM 151313103 2,216 102,600 X 102,600
CENTERPOINT PPTYS TR COM 151895109 327 7,500 X 7,500
CENTEX CORP COM 152312104 807 16,000 X 16,000
CENTRAL PKG CORP COM 154785109 190 14,400 X 14,400
CEPHEID COM 15670R107 106 12,300 X 12,300
CEPHALON INC COM 156708109 1,241 25,900 X 25,900
CERADYNE INC COM 156710105 307 7,000 X 7,000
CERNER CORP COM 156782104 536 12,400 X 12,400
CHARMING SHOPPES INC COM 161133103 113 15,900 X 15,900
CHELSEA PPTY GROUP INC COM 163421100 476 7,100 X 7,100
CHEMED CORP NEW COM 16359R103 301 5,400 X 5,400
CHENIERE ENERGY INC COM NEW 16411R208 287 14,500 X 14,500
CHESAPEAKE CORP COM 165159104 267 11,100 X 11,100
CHESAPEAKE ENERGY CORP COM 165167107 716 45,200 X 45,200
CHEVRONTEXACO CORP COM 166764100 13,287 247,700 X 247,700
CHICAGO MERCANTILE HLDGS INC CL A 167760107 323 2,000 X 2,000
CHICOS FAS INC COM 168615102 869 25,400 X 25,400
CHUBB CORP COM 171232101 3,437 48,900 X 48,900
CINCINNATI FINL CORP COM 172062101 989 24,000 X 24,000
CISCO SYS INC COM 17275R102 12,317 680,500 X 680,500
CITIGROUP INC COM 172967101 23,242 526,800 X 526,800
CLAIRES STORES INC COM 179584107 1,237 49,400 X 49,400
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,664 53,400 X 53,400
CLEVELAND CLIFFS INC COM 185896107 348 4,300 X 4,300
COACHMEN INDS INC COM 189873102 290 18,400 X 18,400
COCA COLA CO COM 191216100 8,503 212,300 X 212,300
COCA COLA ENTERPRISES INC COM 191219104 446 23,600 X 23,600
COHERENT INC COM 192479103 488 18,800 X 18,800
COINSTAR INC COM 19259P300 818 35,100 X 35,100
COLDWATER CREEK INC COM 193068103 482 23,100 X 23,100
COLGATE PALMOLIVE CO COM 194162103 2,417 53,500 X 53,500
COLUMBIA SPORTSWEAR CO COM 198516106 305 5,600 X 5,600
COMCAST CORP NEW CL A 20030N101 6,086 215,500 X 215,500
COMMERCE BANCSHARES INC COM 200525103 991 20,600 X 20,600
COMMERCIAL FEDERAL CORPORATI COM 201647104 712 26,400 X 26,400
COMPUCREDIT CORP COM 20478N100 1,110 59,600 X 59,600
COMPUTER ASSOC INTL INC COM 204912109 1,233 46,900 X 46,900
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,162 61,700 X 61,700
CONAGRA FOODS INC COM 205887102 1,368 53,200 X 53,200
CONNETICS CORP COM 208192104 438 16,200 X 16,200
CONOCOPHILLIPS COM 20825C104 6,479 78,200 X 78,200
CONSTELLATION BRANDS INC CL A 21036P108 818 21,500 X 21,500
COOPER COS INC COM NEW 216648402 315 4,600 X 4,600
CORN PRODS INTL INC COM 219023108 277 6,000 X 6,000
CORNING INC COM 219350105 1,530 138,100 X 138,100
COSTCO WHSL CORP NEW COM 22160K105 1,918 46,200 X 46,200
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,214 56,200 X 56,200
COUSINS PPTYS INC COM 222795106 271 7,900 X 7,900
COVANCE INC COM 222816100 424 10,600 X 10,600
COVENTRY HEALTH CARE INC COM 222862104 1,662 31,150 X 31,150
COX COMMUNICATIONS INC NEW CL A 224044107 759 22,900 X 22,900
COX RADIO INC CL A 224051102 187 12,500 X 12,500
CRESCENT REAL ESTATE EQUITIE COM 225756105 252 16,000 X 16,000
CUMMINS INC COM 231021106 281 3,800 X 3,800
CYBEROPTICS CORP COM 232517102 296 19,200 X 19,200
D R HORTON INC COM 23331A109 725 21,900 X 21,900
DAKTRONICS INC COM 234264109 223 9,130 X 9,130
DANAHER CORP DEL COM 235851102 1,220 23,800 X 23,800
DATASCOPE CORP COM 238113104 407 10,900 X 10,900
DELL INC COM 24702R101 9,071 254,800 X 254,800
DELUXE CORP COM 248019101 271 6,600 X 6,600
DENDRITE INTL INC COM 248239105 351 21,800 X 21,800
DENTSPLY INTL INC NEW COM 249030107 1,013 19,500 X 19,500
DEVELOPERS DIVERSIFIED RLTY COM 251591103 642 16,400 X 16,400
DEVON ENERGY CORP NEW COM 25179M103 1,711 24,100 X 24,100
DIAMONDCLUSTER INTL INC COM 25278P106 450 36,900 X 36,900
DICKS SPORTING GOODS INC COM 253393102 338 9,500 X 9,500
DIGITAL INSIGHT CORP COM 25385P106 151 11,100 X 11,100
DIODES INC COM 254543101 332 12,900 X 12,900
DIRECTV GROUP INC COM 25459L106 1,134 64,474 X 64,474
DISNEY WALT CO COM DISNEY 254687106 4,657 206,500 X 206,500
DITECH COMMUNICATIONS CORP COM 25500M103 322 14,400 X 14,400
DOMINION RES INC VA NEW COM 25746U109 2,147 32,900 X 32,900
DORAL FINL CORP COM 25811P100 997 24,050 X 24,050
DOW CHEM CO COM 260543103 4,256 94,200 X 94,200
DRIL-QUIP INC COM 262037104 261 11,700 X 11,700
DU PONT E I DE NEMOURS & CO COM 263534109 4,310 100,700 X 100,700
DUKE ENERGY CORP COM 264399106 2,108 92,100 X 92,100
DUKE REALTY CORP COM NEW 264411505 770 23,194 X 23,194
DUPONT PHOTOMASKS INC COM 26613X101 549 32,200 X 32,200
DUSA PHARMACEUTICALS INC COM 266898105 227 19,800 X 19,800
DYNEGY INC NEW CL A 26816Q101 96 19,200 X 19,200
EGL INC COM 268484102 324 10,700 X 10,700
E M C CORP MASS COM 268648102 2,811 243,600 X 243,600
EPIQ SYS INC COM 26882D109 977 62,700 X 62,700
EASTMAN KODAK CO COM 277461109 1,047 32,500 X 32,500
EBAY INC COM 278642103 5,507 59,900 X 59,900
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 710 22,800 X 22,800
ECOLLEGE COM COM 27887E100 107 11,100 X 11,100
EDUCATION MGMT CORP COM 28139T101 376 14,100 X 14,100
ELECTRO SCIENTIFIC INDS COM 285229100 200 11,500 X 11,500
ELECTRONIC ARTS INC COM 285512109 1,384 30,100 X 30,100
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 965 28,300 X 28,300
ELKCORP COM 287456107 577 20,800 X 20,800
EMERSON ELEC CO COM 291011104 3,942 63,700 X 63,700
ENERGY PARTNERS LTD COM 29270U105 277 17,000 X 17,000
ENTEGRIS INC COM 29362U104 917 109,900 X 109,900
ENTERGY CORP NEW COM 29364G103 1,406 23,200 X 23,200
ENTRAVISION COMMUNICATIONS C CL A 29382R107 99 13,000 X 13,000
EON LABS INC COM 29412E100 597 27,500 X 27,500
EPICOR SOFTWARE CORP COM 29426L108 316 26,300 X 26,300
EQUITY OFFICE PROPERTIES TRU COM 294741103 2,710 99,436 X 99,436
EQUITY ONE COM 294752100 222 11,300 X 11,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,414 45,600 X 45,600
ERESEARCHTECHNOLOGY INC COM 29481V108 468 35,100 X 35,100
ERIE INDTY CO CL A 29530P102 327 6,400 X 6,400
ESPEED INC CL A 296643109 187 19,000 X 19,000
ESSEX PPTY TR INC COM 297178105 266 3,700 X 3,700
ETHAN ALLEN INTERIORS INC COM 297602104 542 15,600 X 15,600
EXELON CORP COM 30161N101 2,440 66,500 X 66,500
EXPEDITORS INTL WASH INC COM 302130109 362 7,000 X 7,000
EXPRESSJET HOLDINGS INC CL A 30218U108 1,194 119,300 X 119,300
EXPRESS SCRIPTS INC COM 302182100 1,098 16,800 X 16,800
EXXON MOBIL CORP COM 30231G102 32,536 673,200 X 673,200
FEI CO COM 30241L109 243 12,300 X 12,300
FPL GROUP INC COM 302571104 355 5,200 X 5,200
FEDERAL HOME LN MTG CORP COM 313400301 4,521 69,300 X 69,300
FEDERAL NATL MTG ASSN COM 313586109 7,551 119,100 X 119,100
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 365 8,300 X 8,300
FEDEX CORP COM 31428X106 2,579 30,100 X 30,100
FIDELITY NATL FINL INC COM 316326107 1,982 52,012 X 52,012
FIFTH THIRD BANCORP COM 316773100 2,377 48,300 X 48,300
FINANCIAL FED CORP COM 317492106 330 8,800 X 8,800
FIRST AMERN CORP CALIF COM 318522307 968 31,400 X 31,400
FIRST DATA CORP COM 319963104 3,819 87,800 X 87,800
FIRST HORIZON PHARMACEUTICAL COM 32051K106 318 15,900 X 15,900
FIRST HORIZON NATL CORP COM 320517105 967 22,300 X 22,300
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 244 6,600 X 6,600
FIRSTENERGY CORP COM 337932107 2,321 56,500 X 56,500
FLOWERS FOODS INC COM 343498101 558 21,600 X 21,600
FORD MTR CO DEL COM PAR $0.01 345370860 3,449 245,500 X 245,500
FOREST LABS INC COM 345838106 2,378 52,900 X 52,900
FOX ENTMT GROUP INC CL A 35138T107 527 19,000 X 19,000
FRANKLIN RES INC COM 354613101 898 16,100 X 16,100
FREMONT GEN CORP COM 357288109 727 31,400 X 31,400
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 940 49,200 X 49,200
FRONTIER OIL CORP COM 35914P105 1,074 45,500 X 45,500
FURNITURE BRANDS INTL INC COM 360921100 248 9,900 X 9,900
GALLAGHER ARTHUR J & CO COM 363576109 490 14,800 X 14,800
GANNETT INC COM 364730101 2,647 31,600 X 31,600
GAP INC DEL COM 364760108 1,166 62,500 X 62,500
GEMSTAR-TV GUIDE INTL INC COM 36866W106 175 30,900 X 30,900
GENENTECH INC COM NEW 368710406 2,338 44,600 X 44,600
GENERAL CABLE CORP DEL NEW COM 369300108 712 66,900 X 66,900
GENERAL DYNAMICS CORP COM 369550108 3,063 30,000 X 30,000
GENERAL ELEC CO COM 369604103 35,890 1,068,800 X 1,068,800
GENERAL GROWTH PPTYS INC COM 370021107 2,096 67,600 X 67,600
GENERAL MLS INC COM 370334104 1,311 29,200 X 29,200
GENERAL MTRS CORP COM 370442105 1,980 46,600 X 46,600
GENESCO INC COM 371532102 666 28,300 X 28,300
GETTY IMAGES INC COM 374276103 896 16,200 X 16,200
GEVITY HR INC COM 374393106 317 20,600 X 20,600
GILEAD SCIENCES INC COM 375558103 2,415 64,600 X 64,600
GILLETTE CO COM 375766102 4,216 101,000 X 101,000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,019 23,300 X 23,300
GLOBAL IMAGING SYSTEMS COM 37934A100 1,147 36,900 X 36,900
GOLDEN WEST FINL CORP DEL COM 381317106 1,387 12,500 X 12,500
GOLDMAN SACHS GROUP INC COM 38141G104 3,692 39,600 X 39,600
GREATER BAY BANCORP COM 391648102 282 9,800 X 9,800
GREENPOINT FINL CORP COM 395384100 347 7,500 X 7,500
GREIF INC CL A 397624107 308 7,300 X 7,300
GUESS INC COM 401617105 312 17,500 X 17,500
GUIDANT CORP COM 401698105 2,087 31,600 X 31,600
HCA INC COM 404119109 1,785 46,800 X 46,800
HCC INS HLDGS INC COM 404132102 347 11,500 X 11,500
HNI CORP COM 404251100 293 7,400 X 7,400
HRPT PPTYS TR COM SH BEN INT 40426W101 487 44,300 X 44,300
HAEMONETICS CORP COM 405024100 578 17,600 X 17,600
HAIN CELESTIAL GROUP INC COM 405217100 548 31,000 X 31,000
HALLIBURTON CO COM 406216101 1,492 44,300 X 44,300
HARLAND JOHN H CO COM 412693103 298 9,500 X 9,500
HARLEY DAVIDSON INC COM 412822108 1,765 29,700 X 29,700
HARRIS CORP DEL COM 413875105 264 4,800 X 4,800
HARTFORD FINL SVCS GROUP INC COM 416515104 1,821 29,400 X 29,400
HARVEST NATURAL RESOURCES IN COM 41754V103 334 20,100 X 20,100
HEALTH CARE PPTY INVS INC COM 421915109 549 21,100 X 21,100
HEALTHCARE RLTY TR COM 421946104 269 6,900 X 6,900
HEADWATERS INC COM 42210P102 1,012 32,800 X 32,800
HEALTH CARE REIT INC COM 42217K106 289 8,200 X 8,200
HEALTHEXTRAS INC COM 422211102 148 10,600 X 10,600
HEIDRICK & STRUGGLES INTL IN COM 422819102 331 11,500 X 11,500
HEINZ H J CO COM 423074103 1,275 35,400 X 35,400
HELIX TECHNOLOGY CORP COM 423319102 258 19,000 X 19,000
HERITAGE PPTY INVT TR INC COM 42725M107 388 13,300 X 13,300
HEWLETT PACKARD CO COM 428236103 6,739 359,400 X 359,400
HIBERNIA CORP CL A 428656102 1,001 37,900 X 37,900
HIGHWOODS PPTYS INC COM 431284108 212 8,600 X 8,600
HILB ROGAL & HOBBS CO COM 431294107 735 20,300 X 20,300
HILLENBRAND INDS INC COM 431573104 303 6,000 X 6,000
HOLOGIC INC COM 436440101 308 16,000 X 16,000
HOME DEPOT INC COM 437076102 9,087 231,800 X 231,800
HOME PROPERTIES INC COM 437306103 207 5,235 X 5,235
HONEYWELL INTL INC COM 438516106 3,102 86,500 X 86,500
HORACE MANN EDUCATORS CORP N COM 440327104 341 19,400 X 19,400
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 455 10,700 X 10,700
HOST MARRIOTT CORP NEW COM 44107P104 739 52,700 X 52,700
HOUSTON EXPL CO COM 442120101 849 14,300 X 14,300
HOVNANIAN ENTERPRISES INC CL A 442487203 986 24,600 X 24,600
HUNTINGTON BANCSHARES INC COM 446150104 996 40,000 X 40,000
IAC INTERACTIVECORP COM 44919P102 751 34,100 X 34,100
IHOP CORP COM 449623107 332 8,700 X 8,700
ILLINOIS TOOL WKS INC COM 452308109 2,488 26,700 X 26,700
IMPAC MTG HLDGS INC COM 45254P102 994 37,800 X 37,800
IMPERIAL CHEM INDS PLC ADR NEW 452704505 950 61,700 X 61,700
INDEVUS PHARMACEUTICALS INC COM 454072109 262 36,900 X 36,900
INFINITY PPTY & CAS CORP COM 45665Q103 1,482 50,200 X 50,200
INFORMATION HLDGS INC COM 456727106 223 8,200 X 8,200
INLAND REAL ESTATE CORP COM 457461101 157 10,700 X 10,700
INNKEEPERS USA TR COM 4576J0104 404 32,500 X 32,500
INSIGHT ENTERPRISES INC COM 45765U103 273 16,200 X 16,200
INPUT/OUTPUT INC COM 457652105 303 29,400 X 29,400
INSITUFORM TECHNOLOGIES INC CL A 457667103 616 33,000 X 33,000
INSIGHT COMMUNICATIONS INC CL A 45768V108 165 18,800 X 18,800
INTEL CORP COM 458140100 13,218 658,900 X 658,900
INTERGRAPH CORP COM 458683109 299 11,000 X 11,000
INTERNATIONAL BANCSHARES COR COM 459044103 511 13,900 X 13,900
INTERNATIONAL BUSINESS MACHS COM 459200101 14,867 173,400 X 173,400
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,262 35,100 X 35,100
INTL PAPER CO COM 460146103 1,976 48,900 X 48,900
INTERNET SEC SYS INC COM 46060X107 399 23,500 X 23,500
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 334 21,800 X 21,800
IPAYMENT INC COM 46262E105 328 8,160 X 8,160
IRWIN FINL CORP COM 464119106 532 20,600 X 20,600
ISHARES TR RUSSELL 2000 464287655 3,723 32,700 X 32,700
ISHARES TR RUSSELL 3000 464287689 11,060 175,000 X 175,000
ISHARES TR S&P SMLCAP 600 464287804 2,164 15,000 X 15,000
ISPAT INTL N V NY REG SH CL A 464899103 310 10,700 X 10,700
IVILLAGE INC COM 46588H105 279 46,500 X 46,500
JLG INDS INC COM 466210101 648 38,600 X 38,600
JPMORGAN & CHASE & CO COM 46625H100 15,246 383,728 X 383,728
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 291 9,200 X 9,200
JACK IN THE BOX INC COM 466367109 1,199 37,800 X 37,800
JAKKS PAC INC COM 47012E106 320 13,900 X 13,900
JEFFERSON PILOT CORP COM 475070108 1,023 20,600 X 20,600
JOHNSON & JOHNSON COM 478160104 18,268 324,300 X 324,300
JOHNSON CTLS INC COM 478366107 1,329 23,400 X 23,400
JOS A BANK CLOTHIERS INC COM 480838101 288 10,400 X 10,400
JUPITERMEDIA CORP COM 48207D101 352 19,800 X 19,800
KANSAS CITY SOUTHERN COM NEW 485170302 546 36,000 X 36,000
KB HOME COM 48666K109 1,031 12,200 X 12,200
KELLOGG CO COM 487836108 1,045 24,500 X 24,500
KENSEY NASH CORP COM 490057106 657 25,100 X 25,100
KERR MCGEE CORP COM 492386107 2,118 37,000 X 37,000
KEYCORP NEW COM 493267108 1,305 41,300 X 41,300
KIMBERLY CLARK CORP COM 494368103 3,262 50,500 X 50,500
KIMCO REALTY CORP COM 49446R109 923 18,000 X 18,000
KINDER MORGAN INC KANS COM 49455P101 565 9,000 X 9,000
KOHLS CORP COM 500255104 1,455 30,200 X 30,200
KORN FERRY INTL COM NEW 500643200 299 16,400 X 16,400
KOS PHARMACEUTICALS INC COM 500648100 442 12,400 X 12,400
KRAFT FOODS INC CL A 50075N104 2,141 67,500 X 67,500
KULICKE & SOFFA INDS INC COM 501242101 126 22,300 X 22,300
KYPHON INC COM 501577100 315 12,700 X 12,700
LCA-VISION INC COM PAR $.001 501803308 281 10,900 X 10,900
LA Z BOY INC COM 505336107 445 29,300 X 29,300
LABOR READY INC COM NEW 505401208 1,103 78,700 X 78,700
LAFARGE NORTH AMERICA INC COM 505862102 675 14,400 X 14,400
LANDAMERICA FINL GROUP INC COM 514936103 1,370 30,100 X 30,100
LANDRYS RESTAURANTS INC COM 51508L103 325 11,900 X 11,900
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 422 15,300 X 15,300
LEHMAN BROS HLDGS INC COM 524908100 2,224 27,900 X 27,900
LENNAR CORP CL A 526057104 1,057 22,200 X 22,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,367 271,500 X 271,500
LIBERTY PPTY TR SH BEN INT 531172104 546 13,700 X 13,700
LILLY ELI & CO COM 532457108 6,227 103,700 X 103,700
LINCOLN NATL CORP IND COM 534187109 982 20,900 X 20,900
LINDSAY MFG CO COM 535555106 300 11,200 X 11,200
LINEAR TECHNOLOGY CORP COM 535678106 294 8,100 X 8,100
LINENS N THINGS INC COM 535679104 496 21,400 X 21,400
LOCKHEED MARTIN CORP COM 539830109 2,103 37,700 X 37,700
LOEWS CORP COM 540424108 1,041 17,800 X 17,800
LONE STAR TECHNOLOGIES INC COM 542312103 348 9,200 X 9,200
LOUISIANA PAC CORP COM 546347105 210 8,100 X 8,100
LOWES COS INC COM 548661107 4,299 79,100 X 79,100
LUCENT TECHNOLOGIES INC COM 549463107 1,367 431,300 X 431,300
MBNA CORP COM 55262L100 2,880 114,300 X 114,300
M D C HLDGS INC COM 552676108 1,193 16,323 X 16,323
MEMC ELECTR MATLS INC COM 552715104 339 40,000 X 40,000
MRO SOFTWARE INC COM 55347W105 303 30,300 X 30,300
MACERICH CO COM 554382101 501 9,400 X 9,400
MACK CALI RLTY CORP COM 554489104 598 13,500 X 13,500
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 712 61,700 X 61,700
MANITOWOC INC COM 563571108 691 19,500 X 19,500
MANNING GREG AUCTIONS INC COM 563823103 283 25,300 X 25,300
MAPINFO CORP COM 565105103 278 25,700 X 25,700
MARATHON OIL CORP COM 565849106 2,572 62,300 X 62,300
MARSH & MCLENNAN COS INC COM 571748102 2,412 52,700 X 52,700
MARVEL ENTERPRISES INC COM 57383M108 299 20,550 X 20,550
MASCO CORP COM 574599106 1,523 44,100 X 44,100
MATTEL INC COM 577081102 981 54,100 X 54,100
MAXIM INTEGRATED PRODS INC COM 57772K101 1,370 32,400 X 32,400
MAY DEPT STORES CO COM 577778103 1,246 48,600 X 48,600
MAXIMUS INC COM 577933104 464 16,100 X 16,100
MCDONALDS CORP COM 580135101 3,551 126,700 X 126,700
MCGRAW HILL COS INC COM 580645109 1,538 19,300 X 19,300
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 188 28,800 X 28,800
MEDTRONIC INC COM 585055106 6,332 122,000 X 122,000
MELLON FINL CORP COM 58551A108 1,182 42,700 X 42,700
MENS WEARHOUSE INC COM 587118100 706 24,300 X 24,300
MERCK & CO INC COM 589331107 8,059 244,200 X 244,200
MERCURY COMPUTER SYS COM 589378108 338 12,600 X 12,600
MERCURY GENL CORP NEW COM 589400100 1,470 27,800 X 27,800
MERISTAR HOSPITALITY CORP COM 58984Y103 77 14,045 X 14,045
MERRILL LYNCH & CO INC COM 590188108 4,793 96,400 X 96,400
METAL MGMT INC COM NEW 591097209 1,154 63,500 X 63,500
METALS USA INC COM NEW 591324207 614 34,600 X 34,600
METHODE ELECTRS INC COM 591520200 225 17,600 X 17,600
METLIFE INC COM 59156R108 1,565 40,500 X 40,500
MICROSOFT CORP COM 594918104 25,844 934,700 X 934,700
MICROSEMI CORP COM 595137100 340 24,100 X 24,100
MICROTUNE INC DEL COM 59514P109 98 18,500 X 18,500
MID-AMER APT CMNTYS INC COM 59522J103 347 8,900 X 8,900
MILLS CORP COM 601148109 446 8,600 X 8,600
MOBILE MINI INC COM 60740F105 246 9,900 X 9,900
MONSANTO CO NEW COM 61166W101 994 27,300 X 27,300
MOOG INC CL A 615394202 240 6,600 X 6,600
MORGAN STANLEY COM NEW 617446448 5,453 110,600 X 110,600
MOTOROLA INC COM 620076109 4,256 235,900 X 235,900
NBTY INC COM 628782104 496 23,000 X 23,000
NCO GROUP INC COM 628858102 1,240 46,000 X 46,000
NS GROUP INC COM 628916108 318 17,200 X 17,200
NIC INC COM 62914B100 366 68,300 X 68,300
NUI CORP COM 629431107 236 17,700 X 17,700
NVR INC COM 62944T105 1,433 2,600 X 2,600
NARA BANCORP INC COM 63080P105 302 15,000 X 15,000
NATIONAL CITY CORP COM 635405103 3,368 87,221 X 87,221
NATIONWIDE FINL SVCS INC CL A 638612101 309 8,800 X 8,800
NATIONWIDE HEALTH PPTYS INC COM 638620104 222 10,700 X 10,700
NAVIGANT CONSULTING INC COM 63935N107 316 14,400 X 14,400
NEOWARE SYS INC COM 64065P102 117 14,100 X 14,100
NETBANK INC COM 640933107 114 11,400 X 11,400
NETEGRITY INC COM 64110P107 306 40,700 X 40,700
NETGEAR INC COM 64111Q104 335 27,400 X 27,400
NEW CENTURY FINANCIAL CORP COM 64352D101 1,162 19,300 X 19,300
NEW PLAN EXCEL RLTY TR INC COM 648053106 580 23,200 X 23,200
NEW YORK CMNTY BANCORP INC COM 649445103 984 47,900 X 47,900
NEWELL RUBBERMAID INC COM 651229106 938 46,800 X 46,800
NEWFIELD EXPL CO COM 651290108 1,678 27,400 X 27,400
NEWMONT MINING CORP COM 651639106 1,844 40,500 X 40,500
NEWPORT CORP COM 651824104 328 28,600 X 28,600
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,463 103,300 X 103,300
NEXTEL PARTNERS INC CL A 65333F107 993 59,900 X 59,900
NIKE INC CL B 654106103 1,292 16,400 X 16,400
NOKIA CORP SPONSORED ADR 654902204 980 71,400 X 71,400
NORTHFIELD LABS INC COM 666135108 270 20,200 X 20,200
NORTHROP GRUMMAN CORP COM 666807102 1,931 36,200 X 36,200
NOVATEL WIRELESS INC COM NEW 66987M604 343 14,600 X 14,600
NOVASTAR FINL INC COM 669947400 741 17,000 X 17,000
NOVEN PHARMACEUTICALS INC COM 670009109 577 27,700 X 27,700
O CHARLEYS INC COM 670823103 341 20,900 X 20,900
OM GROUP INC COM 670872100 1,762 48,200 X 48,200
OCCIDENTAL PETE CORP DEL COM 674599105 2,204 39,400 X 39,400
OCULAR SCIENCES INC COM 675744106 254 5,300 X 5,300
ODYSSEY RE HLDGS CORP COM 67612W108 308 13,900 X 13,900
OFFSHORE LOGISTICS INC COM 676255102 1,342 39,000 X 39,000
OIL STS INTL INC COM 678026105 1,447 77,400 X 77,400
OLD REP INTL CORP COM 680223104 1,066 42,600 X 42,600
OLIN CORP COM PAR $1 680665205 766 38,300 X 38,300
OMNICOM GROUP INC COM 681919106 1,388 19,000 X 19,000
ONEOK INC NEW COM 682680103 351 13,500 X 13,500
OPENWAVE SYS INC COM NEW 683718308 1,161 131,600 X 131,600
ORACLE CORP COM 68389X105 4,288 380,100 X 380,100
ORASURE TECHNOLOGIES INC COM 68554V108 142 22,500 X 22,500
ORBITAL SCIENCES CORP COM 685564106 338 29,600 X 29,600
OREGON STL MLS INC COM 686079104 303 18,200 X 18,200
O REILLY AUTOMOTIVE INC COM 686091109 590 15,419 X 15,419
OSHKOSH B GOSH INC CL A 688222207 230 11,400 X 11,400
OSHKOSH TRUCK CORP COM 688239201 1,016 17,800 X 17,800
OVERSEAS SHIPHOLDING GROUP I COM 690368105 293 5,900 X 5,900
PDI INC COM 69329V100 440 16,300 X 16,300
PNC FINL SVCS GROUP INC COM 693475105 2,851 52,700 X 52,700
PPG INDS INC COM 693506107 355 5,800 X 5,800
PACIFIC SUNWEAR CALIF INC COM 694873100 877 41,650 X 41,650
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 324 14,773 X 14,773
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 352 6,500 X 6,500
PARK ELECTROCHEMICAL CORP COM 700416209 280 13,200 X 13,200
PATHMARK STORES INC NEW COM 70322A101 53 11,000 X 11,000
PATINA OIL & GAS CORP COM 703224105 1,238 41,850 X 41,850
PAXAR CORP COM 704227107 338 14,900 X 14,900
PAYCHEX INC COM 704326107 1,004 33,300 X 33,300
PENN NATL GAMING INC COM 707569109 1,212 30,000 X 30,000
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 224 5,800 X 5,800
PEPSICO INC COM 713448108 8,358 171,800 X 171,800
PERFORMANCE FOOD GROUP CO COM 713755106 244 10,300 X 10,300
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 987 28,000 X 28,000
PFIZER INC COM 717081103 24,730 808,180 X 808,180
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 268 10,700 X 10,700
PHILLIPS VAN HEUSEN CORP COM 718592108 316 14,200 X 14,200
PHOTRONICS INC COM 719405102 653 39,300 X 39,300
PITNEY BOWES INC COM 724479100 362 8,200 X 8,200
PIXELWORKS INC COM 72581M107 256 25,600 X 25,600
PLUM CREEK TIMBER CO INC COM 729251108 1,044 29,800 X 29,800
POGO PRODUCING CO COM 730448107 1,276 26,900 X 26,900
POLYONE CORP COM 73179P106 926 123,200 X 123,200
POWERWAVE TECHNOLOGIES INC COM 739363109 654 106,100 X 106,100
POZEN INC COM 73941U102 295 33,800 X 33,800
PREMCOR INC COM 74045Q104 716 18,600 X 18,600
PRENTISS PPTYS TR SH BEN INT 740706106 421 11,700 X 11,700
PRIORITY HEALTHCARE CORP CL B 74264T102 510 25,300 X 25,300
PROASSURANCE CORP COM 74267C106 378 10,800 X 10,800
PROCTER & GAMBLE CO COM 742718109 14,299 264,200 X 264,200
PROGRESSIVE CORP OHIO COM 743315103 3,026 35,700 X 35,700
PROLOGIS SH BEN INT 743410102 1,032 29,298 X 29,298
PROTECTIVE LIFE CORP COM 743674103 307 7,800 X 7,800
PROVINCE HEALTHCARE CO COM 743977100 795 38,000 X 38,000
PROVIDIAN FINL CORP COM 74406A102 172 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 2,498 53,100 X 53,100
PSYCHIATRIC SOLUTIONS INC COM 74439H108 284 11,200 X 11,200
PUBLIC STORAGE INC COM 74460D109 1,036 20,900 X 20,900
PULTE HOMES INC COM 745867101 755 12,300 X 12,300
QUALCOMM INC COM 747525103 6,364 163,000 X 163,000
QUANEX CORP COM 747620102 1,385 27,000 X 27,000
QUEST SOFTWARE INC COM 74834T103 167 15,000 X 15,000
R & G FINANCIAL CORP CL B 749136107 481 12,450 X 12,450
RADIAN GROUP INC COM 750236101 581 12,576 X 12,576
RADIO ONE INC CL D NON VTG 75040P405 149 10,500 X 10,500
RADISYS CORP COM 750459109 306 21,900 X 21,900
RAYONIER INC COM 754907103 362 8,000 X 8,000
RAYTHEON CO COM NEW 755111507 1,607 42,300 X 42,300
REALTY INCOME CORP COM 756109104 288 6,400 X 6,400
RECKSON ASSOCS RLTY CORP COM 75621K106 897 31,200 X 31,200
REDWOOD TR INC COM 758075402 712 11,400 X 11,400
REGENCY CTRS CORP COM 758849103 456 9,800 X 9,800
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,171 29,500 X 29,500
RENAL CARE GROUP INC COM 759930100 790 24,500 X 24,500
REPSOL YPF S A SPONSORED ADR 76026T205 1,035 47,200 X 47,200
RESMED INC COM 761152107 409 8,600 X 8,600
RESOURCES CONNECTION INC COM 76122Q105 310 8,200 X 8,200
RITE AID CORP COM 767754104 110 31,300 X 31,300
ROBBINS & MYERS INC COM 770196103 277 12,600 X 12,600
ROFIN SINAR TECHNOLOGIES INC COM 775043102 294 10,000 X 10,000
ROPER INDS INC NEW COM 776696106 488 8,500 X 8,500
ROSS STORES INC COM 778296103 258 11,000 X 11,000
ROUSE CO COM 779273101 1,124 16,800 X 16,800
ROYAL BK CDA MONTREAL QUE COM 780087102 402 8,499 X 8,499
RUDOLPH TECHNOLOGIES INC COM 781270103 283 16,900 X 16,900
RYLAND GROUP INC COM 783764103 1,084 11,700 X 11,700
SBC COMMUNICATIONS INC COM 78387G103 10,032 386,600 X 386,600
SBA COMMUNICATIONS CORP COM 78388J106 347 49,500 X 49,500
SFBC INTL INC COM 784121105 721 27,400 X 27,400
SL GREEN RLTY CORP COM 78440X101 321 6,200 X 6,200
SLM CORP COM 78442P106 1,971 44,200 X 44,200
SWS GROUP INC COM 78503N107 243 15,089 X 15,089
ST JUDE MED INC COM 790849103 1,332 17,700 X 17,700
ST PAUL TRAVELERS INC COM 792860108 3,112 94,139 X 94,139
SALTON INC COM 795757103 64 10,200 X 10,200
SAPIENT CORP COM 803062108 296 38,800 X 38,800
SARA LEE CORP COM 803111103 2,841 124,300 X 124,300
SCANSOURCE INC COM 806037107 715 11,200 X 11,200
SCHERING PLOUGH CORP COM 806605101 3,128 164,100 X 164,100
SCHULMAN A INC COM 808194104 293 13,300 X 13,300
SCHWAB CHARLES CORP NEW COM 808513105 922 100,300 X 100,300
SCS TRANSN INC COM 81111T102 203 10,700 X 10,700
SELECTIVE INS GROUP INC COM 816300107 737 19,800 X 19,800
SENIOR HSG PPTYS TR SH BEN INT 81721M109 182 10,200 X 10,200
SERENA SOFTWARE INC COM 817492101 1,649 98,565 X 98,565
SHERWIN WILLIAMS CO COM 824348106 1,064 24,200 X 24,200
SHURGARD STORAGE CTRS INC COM 82567D104 287 7,400 X 7,400
SIEMENS A G SPONSORED ADR 826197501 995 13,500 X 13,500
SIGMATEL INC COM 82661W107 764 36,000 X 36,000
SILICON IMAGE INC COM 82705T102 306 24,200 X 24,200
SILVER STD RES INC COM 82823L106 330 20,000 X 20,000
SIMON PPTY GROUP INC NEW COM 828806109 1,818 33,896 X 33,896
SIMPSON MANUFACTURING CO INC COM 829073105 708 11,200 X 11,200
SKECHERS U S A INC CL A 830566105 295 20,300 X 20,300
SKYWEST INC COM 830879102 253 16,800 X 16,800
SKYWORKS SOLUTIONS INC COM 83088M102 676 71,300 X 71,300
SONIC CORP COM 835451105 697 27,200 X 27,200
SONIC SOLUTIONS COM 835460106 290 17,800 X 17,800
SONICWALL INC COM 835470105 708 104,700 X 104,700
SOTHEBYS HLDGS INC CL A 835898107 415 26,400 X 26,400
SOURCECORP COM 836167106 458 20,700 X 20,700
SOUTHERN CO COM 842587107 2,225 74,200 X 74,200
SOUTHERN PERU COPPER CORP COM 843611104 511 9,900 X 9,900
SOUTHTRUST CORP COM 844730101 683 16,400 X 16,400
SOUTHWEST GAS CORP COM 844895102 623 26,000 X 26,000
SPINNAKER EXPL CO COM 84855W109 585 16,700 X 16,700
SPRINT CORP COM FON 852061100 3,835 190,500 X 190,500
STANDARD MICROSYSTEMS CORP COM 853626109 240 13,700 X 13,700
STANDARD PAC CORP NEW COM 85375C101 710 12,600 X 12,600
STANLEY WKS COM 854616109 1,310 30,800 X 30,800
STAPLES INC COM 855030102 1,494 50,100 X 50,100
STAR SCIENTIFIC INC COM 85517P101 178 30,000 X 30,000
STARBUCKS CORP COM 855244109 1,814 39,900 X 39,900
STATE STR CORP COM 857477103 2,140 50,100 X 50,100
STEEL DYNAMICS INC COM 858119100 807 20,900 X 20,900
STEEL TECHNOLOGIES INC COM 858147101 733 28,600 X 28,600
STEIN MART INC COM 858375108 282 18,519 X 18,519
STEWART & STEVENSON SVCS INC COM 860342104 221 12,500 X 12,500
STEWART ENTERPRISES INC CL A 860370105 470 67,600 X 67,600
STRAYER ED INC COM 863236105 334 2,900 X 2,900
STRYKER CORP COM 863667101 1,385 28,800 X 28,800
SUN MICROSYSTEMS INC COM 866810104 1,352 334,700 X 334,700
SUNTRUST BKS INC COM 867914103 1,788 25,400 X 25,400
SUPERVALU INC COM 868536103 303 11,000 X 11,000
SUPPORTSOFT INC COM 868587106 354 36,300 X 36,300
SURMODICS INC COM 868873100 568 23,900 X 23,900
SWIFT ENERGY CO COM 870738101 1,363 56,900 X 56,900
SYMANTEC CORP COM 871503108 1,718 31,300 X 31,300
SYSCO CORP COM 871829107 1,924 64,300 X 64,300
THQ INC COM NEW 872443403 588 30,200 X 30,200
TJX COS INC NEW COM 872540109 1,102 50,000 X 50,000
TTM TECHNOLOGIES INC COM 87305R109 295 33,200 X 33,200
TALK AMERICA HLDGS INC COM NEW 87426R202 163 31,200 X 31,200
TARGET CORP COM 87612E106 4,158 91,900 X 91,900
TASER INTL INC COM 87651B104 274 7,300 X 7,300
TAUBMAN CTRS INC COM 876664103 209 8,100 X 8,100
TECH DATA CORP COM 878237106 659 17,100 X 17,100
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 984 30,500 X 30,500
TELLABS INC COM 879664100 1,153 125,474 X 125,474
TELETECH HOLDINGS INC COM 879939106 1,138 120,500 X 120,500
TENNECO AUTOMOTIVE INC COM 880349105 252 19,200 X 19,200
TERRA INDS INC COM 880915103 308 35,600 X 35,600
TESORO PETE CORP COM 881609101 286 9,700 X 9,700
TEXAS INDS INC COM 882491103 885 17,200 X 17,200
TEXAS INSTRS INC COM 882508104 4,047 190,200 X 190,200
TEXTRON INC COM 883203101 1,041 16,200 X 16,200
THORNBURG MTG INC COM 885218107 862 29,700 X 29,700
3M CO COM 88579Y101 6,294 78,700 X 78,700
TIMBERLAND CO CL A 887100105 1,039 18,300 X 18,300
TIME WARNER INC COM 887317105 7,124 441,400 X 441,400
TITAN INTL INC ILL COM 88830M102 157 16,400 X 16,400
TOLL BROTHERS INC COM 889478103 320 6,900 X 6,900
TOO INC COM 890333107 674 37,300 X 37,300
TOWER AUTOMOTIVE INC COM 891707101 155 74,000 X 74,000
TRANSACT TECHNOLOGIES INC COM 892918103 328 12,700 X 12,700
TRANSCANADA CORP COM 89353D107 1,020 46,700 X 46,700
TREDEGAR CORP COM 894650100 662 36,400 X 36,400
TREX INC COM 89531P105 288 6,500 X 6,500
TRIBUNE CO NEW COM 896047107 1,029 25,000 X 25,000
TRIMBLE NAVIGATION LTD COM 896239100 381 12,050 X 12,050
TRIZEC PROPERTIES INC COM 89687P107 559 35,000 X 35,000
TRIPATH IMAGING INC COM 896942109 106 13,000 X 13,000
TWEETER HOME ENTMT GROUP INC COM 901167106 79 14,000 X 14,000
II VI INC COM 902104108 627 17,900 X 17,900
UICI COM 902737105 1,077 32,900 X 32,900
UIL HLDG CORP COM 902748102 275 5,600 X 5,600
US BANCORP DEL COM NEW 902973304 6,497 224,800 X 224,800
U S G CORP COM NEW 903293405 1,132 62,100 X 62,100
UBIQUITEL INC COM 903474302 106 26,600 X 26,600
UMPQUA HLDGS CORP COM 904214103 587 26,000 X 26,000
UNION PAC CORP COM 907818108 1,529 26,100 X 26,100
UNIT CORP COM 909218109 782 22,300 X 22,300
UNITED DEFENSE INDS INC COM 91018B104 1,168 29,200 X 29,200
UNITED DOMINION REALTY TR IN COM 910197102 581 29,300 X 29,300
UNITED INDL CORP COM 910671106 240 7,300 X 7,300
UNITED ONLINE INC COM 911268100 475 49,350 X 49,350
UNITED PARCEL SERVICE INC CL B 911312106 4,365 57,500 X 57,500
UNITED RENTALS INC COM 911363109 173 10,900 X 10,900
UNITED STATIONERS INC COM 913004107 603 13,900 X 13,900
UNITED SURGICAL PARTNERS INT COM 913016309 979 28,500 X 28,500
UNITED TECHNOLOGIES CORP COM 913017109 4,828 51,700 X 51,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 657 18,800 X 18,800
UNITEDHEALTH GROUP INC COM 91324P102 4,985 67,600 X 67,600
UNITRIN INC COM 913275103 204 4,900 X 4,900
UNUMPROVIDENT CORP COM 91529Y106 957 61,000 X 61,000
URBAN OUTFITTERS INC COM 917047102 208 6,044 X 6,044
UROLOGIX INC COM 917273104 241 38,100 X 38,100
VALERO ENERGY CORP NEW COM 91913Y100 1,195 14,900 X 14,900
VALMONT INDS INC COM 920253101 280 13,400 X 13,400
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 667 21,600 X 21,600
VEECO INSTRS INC DEL COM 922417100 1,403 66,900 X 66,900
VENTAS INC COM 92276F100 350 13,500 X 13,500
VENTANA MED SYS INC COM 92276H106 356 7,061 X 7,061
VENTIV HEALTH INC COM 922793104 344 20,300 X 20,300
VERITY INC COM 92343C106 1,097 85,200 X 85,200
VERIZON COMMUNICATIONS COM 92343V104 11,987 304,400 X 304,400
VIASAT INC COM 92552V100 235 11,700 X 11,700
VIACOM INC CL B 925524308 5,172 154,100 X 154,100
VIISAGE TECHNOLOGY INC COM 92675K106 254 44,100 X 44,100
VINTAGE PETE INC COM 927460105 526 26,200 X 26,200
VISX INC DEL COM 92844S105 350 17,000 X 17,000
VITAL SIGNS INC COM 928469105 265 8,300 X 8,300
VORNADO RLTY TR SH BEN INT 929042109 2,263 36,100 X 36,100
WACHOVIA CORP 2ND NEW COM 929903102 7,235 154,100 X 154,100
WAL MART STORES INC COM 931142103 13,731 258,100 X 258,100
WALGREEN CO COM 931422109 3,694 103,100 X 103,100
WALTER INDS INC COM 93317Q105 312 19,500 X 19,500
WASHINGTON MUT INC COM 939322103 4,807 123,000 X 123,000
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 203 6,700 X 6,700
WASTE CONNECTIONS INC COM 941053100 778 24,550 X 24,550
WASTE MGMT INC DEL COM 94106L109 1,597 58,400 X 58,400
WEBSENSE INC COM 947684106 1,171 28,100 X 28,100
WEINGARTEN RLTY INVS SH BEN INT 948741103 454 13,750 X 13,750
WELLMAN INC COM 949702104 293 34,500 X 34,500
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,650 15,700 X 15,700
WELLS FARGO & CO NEW COM 949746101 11,121 186,500 X 186,500
WENDYS INTL INC COM 950590109 302 9,000 X 9,000
WESCO INTL INC COM 95082P105 1,569 64,700 X 64,700
WESTERN DIGITAL CORP COM 958102105 121 13,800 X 13,800
WEYERHAEUSER CO COM 962166104 1,489 22,400 X 22,400
WHIRLPOOL CORP COM 963320106 1,304 21,700 X 21,700
WHOLE FOODS MKT INC COM 966837106 1,201 14,000 X 14,000
WILSHIRE BANCORP INC COM 97186T108 299 9,900 X 9,900
WILSON GREATBATCH TECHNOLOGI COM 972232102 530 29,600 X 29,600
WIND RIVER SYSTEMS INC COM 973149107 332 27,200 X 27,200
WINN DIXIE STORES INC COM 974280109 36 11,800 X 11,800
WITNESS SYS INC COM 977424100 1,082 67,300 X 67,300
WORTHINGTON INDS INC COM 981811102 694 32,500 X 32,500
WRIGLEY WM JR CO COM 982526105 1,000 15,800 X 15,800
WYETH COM 983024100 6,014 160,800 X 160,800
XILINX INC COM 983919101 937 34,700 X 34,700
YAHOO INC COM 984332106 3,906 115,200 X 115,200
ZIMMER HLDGS INC COM 98956P102 1,944 24,600 X 24,600
ZORAN CORP COM 98975F101 1,144 72,800 X 72,800