UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 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 August 13, 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: 783
Form 13F Information Table Value Total: $1,236,219
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR --------------------- VOTING
MARKET SHRS OR AUTHORITY
CUSIP VALUE PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS SOLE
ACE LTD ORD G0070K103 1,078 25,500 X 25,500
ARCH CAP GROUP LTD ORD G0450A105 1,659 41,597 X 41,597
BUNGE LIMITED COM G16962105 759 19,500 X 19,500
CHINADOTCOM CORP CL A G2108N109 75 10,200 X 10,200
EVEREST RE GROUP LTD COM G3223R108 1,013 12,600 X 12,600
FRONTLINE LTD ORD G3682E127 732 21,200 X 21,200
HELEN OF TROY CORP LTD COM G4388N106 1,552 42,100 X 42,100
IPC HLDGS LTD ORD G4933P101 321 8,700 X 8,700
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,269 36,300 X 36,300
PARTNERRE LTD COM G6852T105 1,146 20,200 X 20,200
RENAISSANCE RE HLDGS LTD COM G7496G103 2,228 41,300 X 41,300
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 265 7,800 X 7,800
XL CAP LTD CL A G98255105 1,011 13,400 X 13,400
KERZNER INTERNATIONAL LTD SHS P6065Y107 380 8,000 X 8,000
GENERAL MARITIME CORP SHS Y2692M103 1,040 37,900 X 37,900
OMI CORP NEW COM Y6476W104 985 82,800 X 82,800
AFLAC INC COM 001055102 2,089 51,200 X 51,200
AMB PROPERTY CORP COM 00163T109 1,112 32,100 X 32,100
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 208 7,100 X 7,100
AMR CORP COM 001765106 188 15,500 X 15,500
AT&T CORP COM NEW 001957505 2,094 143,100 X 143,100
A S V INC COM 001963107 999 31,900 X 31,900
AT&T WIRELESS SVCS INC COM 00209A106 3,246 226,700 X 226,700
AAIPHARMA INC COM 00252W104 82 15,100 X 15,100
AARON RENTS INC COM 002535201 305 9,200 X 9,200
ABBOTT LABS COM 002824100 6,399 157,000 X 157,000
ABIOMED INC COM 003654100 405 32,200 X 32,200
ACCREDITED HOME LENDRS HLDG COM 00437P107 847 30,100 X 30,100
ACCREDO HEALTH INC COM 00437V104 1,126 28,900 X 28,900
ADAPTEC INC COM 00651F108 1,145 135,400 X 135,400
ADMINISTAFF INC COM 007094105 189 11,400 X 11,400
ADVANCED MARKETING SVCS INC COM 00753T105 191 14,800 X 14,800
AEROFLEX INC COM 007768104 416 29,100 X 29,100
AEROPOSTALE COM 007865108 254 9,450 X 9,450
AEGON N V ORD AMER REG 007924103 1,102 90,900 X 90,900
ADVANCED ENERGY INDS COM 007973100 362 23,000 X 23,000
ADVENT SOFTWARE INC COM 007974108 602 33,300 X 33,300
AETNA INC NEW COM 00817Y108 1,301 15,300 X 15,300
AFFILIATED COMPUTER SERVICES CL A 008190100 1,133 21,400 X 21,400
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 217 13,100 X 13,100
AGILENT TECHNOLOGIES INC COM 00846U101 1,417 48,400 X 48,400
AGRIUM INC COM 008916108 204 14,000 X 14,000
AKZO NOBEL NV SPONSORED ADR 010199305 1,099 29,500 X 29,500
ALBANY MOLECULAR RESH INC COM 012423109 172 13,300 X 13,300
ALCOA INC COM 013817101 2,890 87,500 X 87,500
ALEXANDERS INC COM 014752109 268 1,600 X 1,600
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 358 6,300 X 6,300
ALFA CORP COM 015385107 183 13,100 X 13,100
ALIGN TECHNOLOGY INC COM 016255101 281 14,800 X 14,800
ALLIANT TECHSYSTEMS INC COM 018804104 342 5,400 X 5,400
ALLSTATE CORP COM 020002101 4,818 103,500 X 103,500
ALLTEL CORP COM 020039103 1,569 31,000 X 31,000
ALTRIA GROUP INC COM 02209S103 11,371 227,200 X 227,200
AMAZON COM INC COM 023135106 1,627 29,900 X 29,900
AMERICA WEST HLDG CORP CL B 023657208 93 10,200 X 10,200
AMERICAN ELEC PWR INC COM 025537101 1,274 39,800 X 39,800
AMERICAN EXPRESS CO COM 025816109 5,837 113,600 X 113,600
AMERICAN FINL GROUP INC OHIO COM 025932104 321 10,500 X 10,500
AMERICAN FINL RLTY TR COM 02607P305 264 18,500 X 18,500
AMERICAN INTL GROUP INC COM 026874107 16,879 236,800 X 236,800
AMERICREDIT CORP COM 03060R101 455 23,300 X 23,300
AMERISTAR CASINOS INC COM 03070Q101 616 18,344 X 18,344
AMERUS GROUP CO COM 03072M108 315 7,600 X 7,600
AMGEN INC COM 031162100 6,985 128,000 X 128,000
AMSOUTH BANCORPORATION COM 032165102 1,100 43,200 X 43,200
AMSURG CORP COM 03232P405 673 26,800 X 26,800
ANADARKO PETE CORP COM 032511107 2,115 36,100 X 36,100
ANALOG DEVICES INC COM 032654105 1,780 37,800 X 37,800
ANAREN INC COM 032744104 281 17,200 X 17,200
ANHEUSER BUSCH COS INC COM 035229103 4,693 86,900 X 86,900
ANIXTER INTL INC COM 035290105 225 6,600 X 6,600
ANNALY MTG MGMT INC COM 035710409 180 10,600 X 10,600
AON CORP COM 037389103 2,087 73,300 X 73,300
APACHE CORP COM 037411105 1,424 32,700 X 32,700
APARTMENT INVT & MGMT CO CL A 03748R101 2,052 65,928 X 65,928
APOLLO GROUP INC CL A 037604105 1,854 21,000 X 21,000
APPLEBEES INTL INC COM 037899101 639 27,750 X 27,750
APPLIED INDL TECHNOLOGIES IN COM 03820C105 277 9,200 X 9,200
APPLIED MATLS INC COM 038222105 3,330 169,700 X 169,700
AQUANTIVE INC COM 03839G105 250 25,300 X 25,300
ARCHSTONE SMITH TR COM 039583109 1,825 62,217 X 62,217
ARDEN RLTY INC COM 039793104 794 27,000 X 27,000
ARROW INTL INC COM 042764100 287 9,600 X 9,600
ARTISAN COMPONENTS INC COM 042923102 261 10,100 X 10,100
ARTHROCARE CORP COM 043136100 418 14,400 X 14,400
ASK JEEVES INC COM 045174109 566 14,500 X 14,500
ASPECT COMMUNICATIONS CORP COM 04523Q102 554 39,000 X 39,000
ASSOCIATED BANC CORP COM 045487105 1,096 37,000 X 37,000
ASTORIA FINL CORP COM 046265104 344 9,400 X 9,400
ATMOS ENERGY CORP COM 049560105 358 14,000 X 14,000
ATRIX LABS INC COM 04962L101 432 12,600 X 12,600
ATWOOD OCEANICS INC COM 050095108 468 11,200 X 11,200
AUTOLIV INC COM 052800109 1,076 25,500 X 25,500
AUTOMATIC DATA PROCESSING IN COM 053015103 2,488 59,400 X 59,400
AVALONBAY CMNTYS INC COM 053484101 1,314 23,257 X 23,257
AVATAR HLDGS INC COM 053494100 270 6,500 X 6,500
AVERY DENNISON CORP COM 053611109 390 6,100 X 6,100
AVOCENT CORP COM 053893103 364 9,900 X 9,900
AVON PRODS INC COM 054303102 2,192 47,500 X 47,500
AXCELIS TECHNOLOGIES INC COM 054540109 307 24,700 X 24,700
BB&T CORP COM 054937107 2,433 65,800 X 65,800
BCE INC COM 05534B109 1,124 56,100 X 56,100
BJS WHOLESALE CLUB INC COM 05548J106 208 8,300 X 8,300
BRE PROPERTIES INC CL A 05564E106 573 16,500 X 16,500
BANK OF AMERICA CORPORATION COM 060505104 18,686 220,826 X 220,826
BANK NEW YORK INC COM 064057102 2,305 78,200 X 78,200
BANK ONE CORP COM 06423A103 5,758 112,900 X 112,900
BAXTER INTL INC COM 071813109 2,129 61,700 X 61,700
BEAR STEARNS COS INC COM 073902108 742 8,800 X 8,800
BEAZER HOMES USA INC COM 07556Q105 672 6,700 X 6,700
BECTON DICKINSON & CO COM 075887109 1,321 25,500 X 25,500
BED BATH & BEYOND INC COM 075896100 796 20,700 X 20,700
BELDEN INC COM 077459105 459 21,400 X 21,400
BELL MICROPRODUCTS INC COM 078137106 217 26,800 X 26,800
BELLSOUTH CORP COM 079860102 6,159 234,900 X 234,900
BENCHMARK ELECTRS INC COM 08160H101 1,055 36,250 X 36,250
BEST BUY INC COM 086516101 1,355 26,700 X 26,700
BIOGEN IDEC INC COM 09062X103 2,163 34,200 X 34,200
BIOSITE INC COM 090945106 1,177 26,100 X 26,100
BLACK & DECKER CORP COM 091797100 1,174 18,900 X 18,900
BLOCK H & R INC COM 093671105 405 8,500 X 8,500
BLUEGREEN CORP COM 096231105 286 20,700 X 20,700
BOEING CO COM 097023105 4,332 84,800 X 84,800
BOSTON PRIVATE FINL HLDGS IN COM 101119105 496 21,400 X 21,400
BOSTON PROPERTIES INC COM 101121101 1,718 34,300 X 34,300
BOSTON SCIENTIFIC CORP COM 101137107 2,850 66,600 X 66,600
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 397 14,600 X 14,600
BRIGGS & STRATTON CORP COM 109043109 1,210 13,700 X 13,700
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 945 17,620 X 17,620
BRISTOL MYERS SQUIBB CO COM 110122108 4,795 195,700 X 195,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,065 34,100 X 34,100
BROADCOM CORP CL A 111320107 1,845 39,600 X 39,600
BROCADE COMMUNICATIONS SYS I COM 111621108 1,041 174,100 X 174,100
BUCKEYE TECHNOLOGIES INC COM 118255108 183 15,900 X 15,900
BURLINGTON RES INC COM 122014103 1,444 39,900 X 39,900
C&D TECHNOLOGIES INC COM 124661109 223 12,500 X 12,500
CBL & ASSOC PPTYS INC COM 124830100 550 10,000 X 10,000
C COR NET CORP COM 125010108 253 24,600 X 24,600
CEC ENTMT INC COM 125137109 407 13,800 X 13,800
CIGNA CORP COM 125509109 1,053 15,300 X 15,300
CKE RESTAURANTS INC COM 12561E105 439 32,900 X 32,900
CNET NETWORKS INC COM 12613R104 273 24,700 X 24,700
CNOOC LTD SPONSORED ADR 126132109 1,052 24,600 X 24,600
CTS CORP COM 126501105 311 25,800 X 25,800
CVS CORP COM 126650100 1,681 40,000 X 40,000
CABLE DESIGN TECHNOLOGIES CO COM 126924109 210 19,800 X 19,800
CACHE INC COM NEW 127150308 180 13,350 X 13,350
CACI INTL INC CL A 127190304 1,148 28,400 X 28,400
CAL DIVE INTL INC COM 127914109 709 23,400 X 23,400
CAL MAINE FOODS INC COM NEW 128030202 273 19,500 X 19,500
CALIFORNIA MICRO DEVICES COR COM 130439102 288 25,000 X 25,000
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 262 13,700 X 13,700
CALLON PETE CO DEL COM 13123X102 285 20,000 X 20,000
CAMBREX CORP COM 132011107 457 18,100 X 18,100
CAMDEN PPTY TR SH BEN INT 133131102 595 13,000 X 13,000
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 326 11,100 X 11,100
CAPITAL ONE FINL CORP COM 14040H105 2,749 40,200 X 40,200
CARBO CERAMICS INC COM 140781105 253 3,700 X 3,700
CARDINAL HEALTH INC COM 14149Y108 3,439 49,100 X 49,100
CAREMARK RX INC COM 141705103 1,914 58,116 X 58,116
CARPENTER TECHNOLOGY CORP COM 144285103 303 8,900 X 8,900
CARRAMERICA RLTY CORP COM 144418100 704 23,300 X 23,300
CASH AMER INTL INC COM 14754D100 419 18,200 X 18,200
CATELLUS DEV CORP NEW COM 149113102 831 33,700 X 33,700
CATERPILLAR INC DEL COM 149123101 2,733 34,400 X 34,400
CEMEX S A SPON ADR 5 ORD 151290889 1,039 35,700 X 35,700
CENDANT CORP COM 151313103 2,512 102,600 X 102,600
CENTERPOINT ENERGY INC COM 15189T107 689 59,900 X 59,900
CENTERPOINT PPTYS TR COM 151895109 576 7,500 X 7,500
CENTEX CORP COM 152312104 595 13,000 X 13,000
CENTRAL EUROPEAN DIST CORP COM 153435102 277 10,700 X 10,700
CEPHEID COM 15670R107 142 12,300 X 12,300
CERADYNE INC COM 156710105 297 8,300 X 8,300
CERNER CORP COM 156782104 201 4,500 X 4,500
CHARLOTTE RUSSE HLDG INC COM 161048103 391 18,300 X 18,300
CHELSEA PPTY GROUP INC COM 163421100 933 14,300 X 14,300
CHESAPEAKE CORP COM 165159104 200 7,500 X 7,500
CHESAPEAKE ENERGY CORP COM 165167107 665 45,200 X 45,200
CHEVRONTEXACO CORP COM 166764100 11,839 125,800 X 125,800
CHICAGO MERCANTILE HLDGS INC CL A 167760107 318 2,200 X 2,200
CHICOS FAS INC COM 168615102 1,124 24,900 X 24,900
CHUBB CORP COM 171232101 3,327 48,800 X 48,800
CISCO SYS INC COM 17275R102 16,128 680,500 X 680,500
CIRRUS LOGIC INC COM 172755100 195 32,500 X 32,500
CITIGROUP INC COM 172967101 24,199 520,400 X 520,400
CLAIRES STORES INC COM 179584107 1,111 51,200 X 51,200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,973 53,400 X 53,400
COACHMEN INDS INC COM 189873102 205 12,800 X 12,800
COCA COLA CO COM 191216100 10,717 212,300 X 212,300
COCA COLA ENTERPRISES INC COM 191219104 684 23,600 X 23,600
COHERENT INC COM 192479103 239 8,000 X 8,000
COINSTAR INC COM 19259P300 422 19,200 X 19,200
COLDWATER CREEK INC COM 193068103 461 17,400 X 17,400
COLGATE PALMOLIVE CO COM 194162103 3,127 53,500 X 53,500
COLONIAL PPTYS TR COM SH BEN INT 195872106 331 8,600 X 8,600
COLUMBIA SPORTSWEAR CO COM 198516106 246 4,500 X 4,500
COMCAST CORP NEW CL A 20030N101 6,056 215,500 X 215,500
COMMERCIAL FEDERAL CORPORATI COM 201647104 667 24,600 X 24,600
COMMERCIAL NET LEASE RLTY IN COM 202218103 280 16,300 X 16,300
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 175 14,400 X 14,400
COMPUCREDIT CORP COM 20478N100 1,021 59,000 X 59,000
COMPUTER ASSOC INTL INC COM 204912109 1,316 46,900 X 46,900
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,087 54,500 X 54,500
CONAGRA FOODS INC COM 205887102 1,441 53,200 X 53,200
CONOCOPHILLIPS COM 20825C104 5,966 78,200 X 78,200
CONSTELLATION BRANDS INC CL A 21036P108 798 21,500 X 21,500
COOPER COS INC COM NEW 216648402 278 4,400 X 4,400
COPART INC COM 217204106 291 10,900 X 10,900
CORINTHIAN COLLEGES INC COM 218868107 497 20,100 X 20,100
CORN PRODS INTL INC COM 219023108 279 6,000 X 6,000
CORNERSTONE RLTY INCOME TR I COM 21922V102 167 19,000 X 19,000
CORNING INC COM 219350105 1,804 138,100 X 138,100
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 244 9,800 X 9,800
COSTCO WHSL CORP NEW COM 22160K105 1,903 46,200 X 46,200
COUNTRYWIDE FINANCIAL CORP COM 222372104 3,014 42,901 X 42,901
COUSINS PPTYS INC COM 222795106 652 19,800 X 19,800
COVANCE INC COM 222816100 409 10,600 X 10,600
COVENTRY HEALTH CARE INC COM 222862104 1,504 30,750 X 30,750
COX COMMUNICATIONS INC NEW CL A 224044107 636 22,900 X 22,900
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1,046 29,200 X 29,200
CRESCENT REAL ESTATE EQUITIE COM 225756105 527 32,700 X 32,700
CUMMINS INC COM 231021106 281 4,500 X 4,500
DHB INDS INC COM 23321E103 279 18,400 X 18,400
DRS TECHNOLOGIES INC COM 23330X100 284 8,900 X 8,900
D R HORTON INC COM 23331A109 622 21,900 X 21,900
DSP GROUP INC COM 23332B106 289 10,600 X 10,600
DAKTRONICS INC COM 234264109 335 13,430 X 13,430
DANAHER CORP DEL COM 235851102 1,234 23,800 X 23,800
DATASCOPE CORP COM 238113104 433 10,900 X 10,900
DELL INC COM 24702R101 9,127 254,800 X 254,800
DENBURY RES INC COM NEW 247916208 702 33,500 X 33,500
DELUXE CORP COM 248019101 287 6,600 X 6,600
DENDRITE INTL INC COM 248239105 282 15,200 X 15,200
DENTSPLY INTL INC NEW COM 249030107 1,146 22,000 X 22,000
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,171 33,100 X 33,100
DEVON ENERGY CORP NEW COM 25179M103 1,591 24,100 X 24,100
DICKS SPORTING GOODS INC COM 253393102 267 8,000 X 8,000
DIRECT GEN CORP COM 25456W204 239 7,400 X 7,400
DIRECTV GROUP INC COM 25459L106 1,103 64,474 X 64,474
DISNEY WALT CO COM DISNEY 254687106 5,264 206,500 X 206,500
DITECH COMMUNICATIONS CORP COM 25500M103 296 12,700 X 12,700
DOMINION RES INC VA NEW COM 25746U109 2,075 32,900 X 32,900
DORAL FINL CORP COM 25811P100 971 28,150 X 28,150
DOW CHEM CO COM 260543103 3,834 94,200 X 94,200
DRIL-QUIP INC COM 262037104 219 11,700 X 11,700
DU PONT E I DE NEMOURS & CO COM 263534109 4,473 100,700 X 100,700
DUKE ENERGY CORP COM 264399106 1,869 92,100 X 92,100
DUKE REALTY CORP COM NEW 264411505 1,419 44,594 X 44,594
DUPONT PHOTOMASKS INC COM 26613X101 301 14,800 X 14,800
DYNEGY INC NEW CL A 26816Q101 82 19,200 X 19,200
EGL INC COM 268484102 279 10,500 X 10,500
E M C CORP MASS COM 268648102 2,777 243,600 X 243,600
EPIQ SYS INC COM 26882D109 773 53,300 X 53,300
ESS TECHNOLOGY INC COM 269151106 583 54,400 X 54,400
EASTGROUP PPTY INC COM 277276101 232 6,900 X 6,900
EASTMAN KODAK CO COM 277461109 1,074 39,800 X 39,800
EBAY INC COM 278642103 5,508 59,900 X 59,900
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 701 22,800 X 22,800
EDGE PETE CORP DEL COM 279862106 304 17,900 X 17,900
EDUCATION MGMT CORP COM 28139T101 243 7,400 X 7,400
EDWARDS AG INC COM 281760108 977 28,700 X 28,700
ELECTRONIC ARTS INC COM 285512109 1,642 30,100 X 30,100
ELECTRONIC DATA SYS NEW COM 285661104 1,090 56,900 X 56,900
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 461 17,500 X 17,500
ELKCORP COM 287456107 273 11,400 X 11,400
EMBARCADERO TECHNOLOGIES INC COM 290787100 639 51,700 X 51,700
EMERSON ELEC CO COM 291011104 2,701 42,500 X 42,500
ENCORE WIRE CORP COM 292562105 638 23,100 X 23,100
ENERGY PARTNERS LTD COM 29270U105 578 37,800 X 37,800
ENGINEERED SUPPORT SYS INC COM 292866100 278 4,750 X 4,750
ENTEGRIS INC COM 29362U104 585 50,600 X 50,600
ENTERGY CORP NEW COM 29364G103 1,299 23,200 X 23,200
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 422 11,800 X 11,800
EON LABS INC COM 29412E100 626 15,300 X 15,300
EQUITY INNS INC COM 294703103 130 14,000 X 14,000
EQUITY OFFICE PROPERTIES TRU COM 294741103 4,581 168,436 X 168,436
EQUITY ONE COM 294752100 407 22,500 X 22,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,685 90,300 X 90,300
ERESEARCHTECHNOLOGY INC COM 29481V108 596 21,300 X 21,300
ERIE INDTY CO CL A 29530P102 318 6,800 X 6,800
ESSEX PPTY TR INC COM 297178105 513 7,500 X 7,500
ESTERLINE TECHNOLOGIES CORP COM 297425100 328 11,100 X 11,100
ETHAN ALLEN INTERIORS INC COM 297602104 302 8,400 X 8,400
EXELON CORP COM 30161N101 2,214 66,500 X 66,500
EXPEDITORS INTL WASH INC COM 302130109 346 7,000 X 7,000
EXPRESSJET HOLDINGS INC CL A 30218U108 1,095 90,200 X 90,200
EXPRESS SCRIPTS INC COM 302182100 1,014 12,800 X 12,800
EXXON MOBIL CORP COM 30231G102 29,626 667,100 X 667,100
FPL GROUP INC COM 302571104 333 5,200 X 5,200
FX ENERGY INC COM 302695101 107 12,000 X 12,000
FEDERAL HOME LN MTG CORP COM 313400301 5,108 80,700 X 80,700
FEDERAL NATL MTG ASSN COM 313586109 8,349 117,000 X 117,000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 665 16,000 X 16,000
FEDEX CORP COM 31428X106 2,459 30,100 X 30,100
FELCOR LODGING TR INC COM 31430F101 236 19,500 X 19,500
FIDELITY NATL FINL INC COM 316326107 2,035 54,512 X 54,512
FIFTH THIRD BANCORP COM 316773100 2,598 48,300 X 48,300
FINISH LINE INC CL A 317923100 244 8,100 X 8,100
FIRST AMERN CORP CALIF COM 318522307 655 25,300 X 25,300
FIRST DATA CORP COM 319963104 3,909 87,800 X 87,800
FIRST HORIZON PHARMACEUTICAL COM 32051K106 270 14,300 X 14,300
FIRST HORIZON NATL CORP COM 320517105 1,105 24,300 X 24,300
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 487 13,200 X 13,200
FLAGSTAR BANCORP INC COM 337930101 905 45,500 X 45,500
FIRSTENERGY CORP COM 337932107 2,304 61,600 X 61,600
FLOWERS FOODS INC COM 343498101 379 14,500 X 14,500
FORD MTR CO DEL COM PAR $0.01 345370860 3,842 245,500 X 245,500
FOREST LABS INC COM 345838106 2,684 47,400 X 47,400
4 KIDS ENTMT INC COM 350865101 208 8,700 X 8,700
FOX ENTMT GROUP INC CL A 35138T107 507 19,000 X 19,000
FRANKLIN RES INC COM 354613101 806 16,100 X 16,100
FREMONT GEN CORP COM 357288109 501 28,400 X 28,400
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 1,552 78,400 X 78,400
GABLES RESIDENTIAL TR SH BEN INT 362418105 319 9,400 X 9,400
GALLAGHER ARTHUR J & CO COM 363576109 445 14,600 X 14,600
GANNETT INC COM 364730101 2,681 31,600 X 31,600
GAP INC DEL COM 364760108 2,641 108,900 X 108,900
GENENTECH INC COM NEW 368710406 2,507 44,600 X 44,600
GENERAL DYNAMICS CORP COM 369550108 3,068 30,900 X 30,900
GENERAL ELEC CO COM 369604103 34,415 1,062,200 X 1,062,200
GENERAL GROWTH PPTYS INC COM 370021107 3,114 105,300 X 105,300
GENERAL MLS INC COM 370334104 1,388 29,200 X 29,200
GENERAL MTRS CORP COM 370442105 2,171 46,600 X 46,600
GENESCO INC COM 371532102 279 11,800 X 11,800
GETTY IMAGES INC COM 374276103 972 16,200 X 16,200
GETTY RLTY CORP NEW COM 374297109 204 8,100 X 8,100
GILEAD SCIENCES INC COM 375558103 1,447 21,600 X 21,600
GILLETTE CO COM 375766102 4,282 101,000 X 101,000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,061 25,600 X 25,600
GLENBOROUGH RLTY TR INC COM 37803P105 187 10,200 X 10,200
GLIMCHER RLTY TR SH BEN INT 379302102 257 11,600 X 11,600
GLOBAL IMAGING SYSTEMS COM 37934A100 1,202 32,800 X 32,800
GOLDEN WEST FINL CORP DEL COM 381317106 1,329 12,500 X 12,500
GOLDMAN SACHS GROUP INC COM 38141G104 3,729 39,600 X 39,600
GREATER BAY BANCORP COM 391648102 303 10,500 X 10,500
GREENPOINT FINL CORP COM 395384100 399 10,050 X 10,050
GUESS INC COM 401617105 235 14,600 X 14,600
GUIDANT CORP COM 401698105 1,766 31,600 X 31,600
HCA INC COM 404119109 1,946 46,800 X 46,800
HCC INS HLDGS INC COM 404132102 317 9,500 X 9,500
HNI CORP COM 404251100 313 7,400 X 7,400
HRPT PPTYS TR COM SH BEN INT 40426W101 748 74,700 X 74,700
HAEMONETICS CORP COM 405024100 528 17,800 X 17,800
HAIN CELESTIAL GROUP INC COM 405217100 320 17,700 X 17,700
HALLIBURTON CO COM 406216101 1,341 44,300 X 44,300
HANMI FINL CORP COM 410495105 295 10,000 X 10,000
HARLEY DAVIDSON INC COM 412822108 1,840 29,700 X 29,700
HARRIS CORP DEL COM 413875105 299 5,900 X 5,900
HARTFORD FINL SVCS GROUP INC COM 416515104 2,021 29,400 X 29,400
HARVEST NATURAL RESOURCES IN COM 41754V103 300 20,100 X 20,100
HEALTH CARE PPTY INVS INC COM 421915109 1,024 42,600 X 42,600
HEALTHCARE RLTY TR COM 421946104 528 14,100 X 14,100
HEADWATERS INC COM 42210P102 334 12,900 X 12,900
HEALTH CARE REIT INC COM 42217K106 527 16,200 X 16,200
HEALTHEXTRAS INC COM 422211102 303 18,300 X 18,300
HEIDRICK & STRUGGLES INTL IN COM 422819102 294 9,900 X 9,900
HEINZ H J CO COM 423074103 1,388 35,400 X 35,400
HERITAGE PPTY INVT TR INC COM 42725M107 582 21,500 X 21,500
HEWLETT PACKARD CO COM 428236103 6,480 307,100 X 307,100
HIBBETT SPORTING GOODS INC COM 428565105 738 27,000 X 27,000
HIBERNIA CORP CL A 428656102 1,113 45,800 X 45,800
HIGHLAND HOSPITALITY CORP COM 430141101 116 11,500 X 11,500
HIGHWOODS PPTYS INC COM 431284108 411 17,500 X 17,500
HILB ROGAL & HOBBS CO COM 431294107 442 12,400 X 12,400
HILLENBRAND INDS INC COM 431573104 363 6,000 X 6,000
HOLOGIC INC COM 436440101 732 31,500 X 31,500
HOME DEPOT INC COM 437076102 8,159 231,800 X 231,800
HOME PROPERTIES INC COM 437306103 395 10,135 X 10,135
HONEYWELL INTL INC COM 438516106 3,168 86,500 X 86,500
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 922 21,800 X 21,800
HOST MARRIOTT CORP NEW COM 44107P104 1,314 106,300 X 106,300
HOUSTON EXPL CO COM 442120101 741 14,300 X 14,300
HOVNANIAN ENTERPRISES INC CL A 442487203 764 22,000 X 22,000
HUNTINGTON BANCSHARES INC COM 446150104 1,105 48,100 X 48,100
IKON OFFICE SOLUTIONS INC COM 451713101 185 16,100 X 16,100
ILLINOIS TOOL WKS INC COM 452308109 2,560 26,700 X 26,700
IMPAC MTG HLDGS INC COM 45254P102 721 32,000 X 32,000
IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,139 67,200 X 67,200
INFINITY PPTY & CAS CORP COM 45665Q103 1,393 42,200 X 42,200
INFORMATION HLDGS INC COM 456727106 224 8,200 X 8,200
INNKEEPERS USA TR COM 4576J0104 128 12,400 X 12,400
INSIGHT ENTERPRISES INC COM 45765U103 218 12,300 X 12,300
INSITUFORM TECHNOLOGIES INC CL A 457667103 277 17,000 X 17,000
INSIGHT COMMUNICATIONS INC CL A 45768V108 174 18,800 X 18,800
INTEL CORP COM 458140100 17,965 650,900 X 650,900
INTERACTIVECORP COM 45840Q101 1,028 34,100 X 34,100
INTERGRAPH CORP COM 458683109 284 11,000 X 11,000
INTERNATIONAL BUSINESS MACHS COM 459200101 15,285 173,400 X 173,400
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,355 35,100 X 35,100
INTL PAPER CO COM 460146103 2,186 48,900 X 48,900
INTERNET SEC SYS INC COM 46060X107 227 14,800 X 14,800
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 177 13,800 X 13,800
INVESTORS REAL ESTATE TR SH BEN INT 461730103 127 12,200 X 12,200
IPAYMENT INC COM 46262E105 236 5,760 X 5,760
IRWIN FINL CORP COM 464119106 367 13,900 X 13,900
ISHARES TR RUSSELL 2000 464287655 3,292 27,900 X 27,900
ISHARES TR RUSSELL 3000 464287689 11,333 175,000 X 175,000
ISHARES TR S&P SMLCAP 600 464287804 2,767 18,800 X 18,800
IVILLAGE INC COM 46588H105 271 42,600 X 42,600
JLG INDS INC COM 466210101 389 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 9,378 241,900 X 241,900
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 300 10,800 X 10,800
JACK IN THE BOX INC COM 466367109 1,399 47,100 X 47,100
JEFFERSON PILOT CORP COM 475070108 1,046 20,600 X 20,600
JOHNSON & JOHNSON COM 478160104 16,643 298,800 X 298,800
JOHNSON CTLS INC COM 478366107 299 5,600 X 5,600
KCS ENERGY INC COM 482434206 725 54,400 X 54,400
KANSAS CITY SOUTHERN COM NEW 485170302 363 23,400 X 23,400
KB HOME COM 48666K109 1,256 18,300 X 18,300
KELLOGG CO COM 487836108 1,025 24,500 X 24,500
KENSEY NASH CORP COM 490057106 707 20,500 X 20,500
KERR MCGEE CORP COM 492386107 2,097 39,000 X 39,000
KEYCORP NEW COM 493267108 1,234 41,300 X 41,300
KEYSTONE PPTY TR CORP COM 493596100 240 10,000 X 10,000
KILROY RLTY CORP COM 49427F108 314 9,200 X 9,200
KIMBERLY CLARK CORP COM 494368103 3,327 50,500 X 50,500
KIMCO REALTY CORP COM 49446R109 1,647 36,200 X 36,200
KINDER MORGAN INC KANS COM 49455P101 314 5,300 X 5,300
KOHLS CORP COM 500255104 1,277 30,200 X 30,200
KOS PHARMACEUTICALS INC COM 500648100 363 11,000 X 11,000
KRAFT FOODS INC CL A 50075N104 2,230 70,400 X 70,400
KULICKE & SOFFA INDS INC COM 501242101 244 22,300 X 22,300
LA Z BOY INC COM 505336107 250 13,900 X 13,900
LABOR READY INC COM NEW 505401208 1,062 68,500 X 68,500
LABRANCHE & CO INC COM 505447102 90 10,700 X 10,700
LANCE INC COM 514606102 430 27,900 X 27,900
LANDAMERICA FINL GROUP INC COM 514936103 1,666 42,800 X 42,800
LASERSCOPE COM 518081104 391 14,200 X 14,200
LEHMAN BROS HLDGS INC COM 524908100 2,099 27,900 X 27,900
LENNAR CORP CL A 526057104 988 22,100 X 22,100
LEXINGTON CORP PPTYS TR COM 529043101 307 15,400 X 15,400
LIBBEY INC COM 529898108 383 13,800 X 13,800
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,441 271,500 X 271,500
LIBERTY PPTY TR SH BEN INT 531172104 1,094 27,200 X 27,200
LILLY ELI & CO COM 532457108 7,250 103,700 X 103,700
LINCOLN NATL CORP IND COM 534187109 1,082 22,900 X 22,900
LINEAR TECHNOLOGY CORP COM 535678106 320 8,100 X 8,100
LINENS N THINGS INC COM 535679104 440 15,000 X 15,000
LOCKHEED MARTIN CORP COM 539830109 1,963 37,700 X 37,700
LOWES COS INC COM 548661107 4,157 79,100 X 79,100
LUCENT TECHNOLOGIES INC COM 549463107 1,630 431,300 X 431,300
MBNA CORP COM 55262L100 2,948 114,300 X 114,300
M D C HLDGS INC COM 552676108 1,000 15,723 X 15,723
MEMC ELECTR MATLS INC COM 552715104 120 12,100 X 12,100
MRO SOFTWARE INC COM 55347W105 176 12,900 X 12,900
MACERICH CO COM 554382101 1,101 23,000 X 23,000
MACK CALI RLTY CORP COM 554489104 997 24,100 X 24,100
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 640 61,700 X 61,700
MAGUIRE PPTYS INC COM 559775101 349 14,100 X 14,100
MANITOWOC INC COM 563571108 559 16,500 X 16,500
MANTECH INTL CORP CL A 564563104 272 14,500 X 14,500
MANUFACTURED HOME CMNTYS INC COM 564682102 246 7,400 X 7,400
MAPINFO CORP COM 565105103 161 15,200 X 15,200
MARATHON OIL CORP COM 565849106 1,464 38,700 X 38,700
MARSH & MCLENNAN COS INC COM 571748102 2,392 52,700 X 52,700
MARVEL ENTERPRISES INC COM 57383M108 290 14,850 X 14,850
MASCO CORP COM 574599106 2,485 79,700 X 79,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,698 32,400 X 32,400
MAY DEPT STORES CO COM 577778103 247 9,000 X 9,000
MAXIMUS INC COM 577933104 355 10,000 X 10,000
MCDONALDS CORP COM 580135101 3,294 126,700 X 126,700
MCGRAW HILL COS INC COM 580645109 1,478 19,300 X 19,300
MEDTRONIC INC COM 585055106 5,944 122,000 X 122,000
MELLON FINL CORP COM 58551A108 1,252 42,700 X 42,700
MENS WEARHOUSE INC COM 587118100 430 16,300 X 16,300
MERCK & CO INC COM 589331107 11,780 248,000 X 248,000
MERCURY COMPUTER SYS COM 589378108 218 8,800 X 8,800
MERCURY GENL CORP NEW COM 589400100 1,331 26,800 X 26,800
MERISTAR HOSPITALITY CORP COM 58984Y103 140 20,445 X 20,445
MERRILL LYNCH & CO INC COM 590188108 5,204 96,400 X 96,400
METAL MGMT INC COM NEW 591097209 1,099 55,500 X 55,500
METHODE ELECTRS INC COM 591520200 228 17,600 X 17,600
METLIFE INC COM 59156R108 1,452 40,500 X 40,500
MICROSOFT CORP COM 594918104 26,372 923,400 X 923,400
MICROSEMI CORP COM 595137100 287 20,200 X 20,200
MID-AMER APT CMNTYS INC COM 59522J103 250 6,600 X 6,600
MILLS CORP COM 601148109 766 16,400 X 16,400
MOBILE MINI INC COM 60740F105 281 9,900 X 9,900
MONACO COACH CORP COM 60886R103 248 8,800 X 8,800
MONSANTO CO NEW COM 61166W101 1,147 29,800 X 29,800
MOOG INC CL A 615394202 293 7,900 X 7,900
MORGAN STANLEY COM NEW 617446448 6,491 123,000 X 123,000
MOTOROLA INC COM 620076109 4,305 235,900 X 235,900
MULTIMEDIA GAMES INC COM 625453105 657 24,500 X 24,500
MYKROLIS CORP COM 62852P103 319 18,300 X 18,300
NCO GROUP INC COM 628858102 568 21,300 X 21,300
NS GROUP INC COM 628916108 283 17,200 X 17,200
NII HLDGS INC CL B NEW 62913F201 596 17,700 X 17,700
NIC INC COM 62914B100 329 46,000 X 46,000
NMS COMMUNICATIONS CORP COM 629248105 266 36,000 X 36,000
NUI CORP COM 629431107 258 17,700 X 17,700
NVR INC COM 62944T105 1,404 2,900 X 2,900
NARA BANCORP INC COM 63080P105 295 17,200 X 17,200
NATIONAL CITY CORP COM 635405103 2,944 84,100 X 84,100
NATIONWIDE FINL SVCS INC CL A 638612101 331 8,800 X 8,800
NATIONWIDE HEALTH PPTYS INC COM 638620104 406 21,500 X 21,500
NAVARRE CORP COM 639208107 296 20,600 X 20,600
NAVIGANT CONSULTING INC COM 63935N107 307 14,300 X 14,300
NDCHEALTH CORP COM 639480102 369 15,900 X 15,900
NEOWARE SYS INC COM 64065P102 91 11,000 X 11,000
NETBANK INC COM 640933107 125 11,400 X 11,400
NETEGRITY INC COM 64110P107 344 40,700 X 40,700
NEW CENTURY FINANCIAL CORP COM 64352D101 1,138 24,300 X 24,300
NEW PLAN EXCEL RLTY TR INC COM 648053106 918 39,300 X 39,300
NEWELL RUBBERMAID INC COM 651229106 1,001 42,600 X 42,600
NEWFIELD EXPL CO COM 651290108 1,728 31,000 X 31,000
NEWMONT MINING CORP COM 651639106 1,570 40,500 X 40,500
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,940 147,800 X 147,800
NEXTEL PARTNERS INC CL A 65333F107 954 59,900 X 59,900
NIKE INC CL B 654106103 1,242 16,400 X 16,400
NOKIA CORP SPONSORED ADR 654902204 1,013 69,700 X 69,700
NORTH FORK BANCORPORATION NY COM 659424105 1,073 28,200 X 28,200
NORTHFIELD LABS INC COM 666135108 351 24,600 X 24,600
NORTHROP GRUMMAN CORP COM 666807102 1,944 36,200 X 36,200
NOVASTAR FINL INC COM 669947400 478 12,600 X 12,600
NOVEN PHARMACEUTICALS INC COM 670009109 416 18,900 X 18,900
O CHARLEYS INC COM 670823103 251 14,600 X 14,600
OM GROUP INC COM 670872100 396 12,000 X 12,000
OCCIDENTAL PETE CORP DEL COM 674599105 1,907 39,400 X 39,400
OCULAR SCIENCES INC COM 675744106 296 7,800 X 7,800
OCWEN FINL CORP COM 675746101 337 28,000 X 28,000
ODYSSEY RE HLDGS CORP COM 67612W108 283 11,800 X 11,800
OLD DOMINION FGHT LINES INC COM 679580100 296 10,050 X 10,050
OLD REP INTL CORP COM 680223104 1,010 42,600 X 42,600
OMNICARE INC COM 681904108 685 16,000 X 16,000
OMNICOM GROUP INC COM 681919106 1,442 19,000 X 19,000
OMEGA HEALTHCARE INVS INC COM 681936100 143 14,200 X 14,200
OMNIVISION TECHNOLOGIES INC COM 682128103 198 12,400 X 12,400
ONEOK INC NEW COM 682680103 297 13,500 X 13,500
ORACLE CORP COM 68389X105 4,535 380,100 X 380,100
ORBITAL SCIENCES CORP COM 685564106 677 49,000 X 49,000
OREGON STL MLS INC COM 686079104 276 18,700 X 18,700
O REILLY AUTOMOTIVE INC COM 686091109 810 17,919 X 17,919
ORIENTAL FINL GROUP INC COM 68618W100 265 9,800 X 9,800
OSHKOSH TRUCK CORP COM 688239201 1,020 17,800 X 17,800
PDI INC COM 69329V100 371 12,200 X 12,200
PMA CAP CORP CL A 693419202 153 17,000 X 17,000
PNC FINL SVCS GROUP INC COM 693475105 2,505 47,200 X 47,200
PPG INDS INC COM 693506107 425 6,800 X 6,800
PS BUSINESS PKS INC CALIF COM 69360J107 285 7,088 X 7,088
PTEK HLDGS INC COM 69366M104 302 26,200 X 26,200
PACIFIC SUNWEAR CALIF INC COM 694873100 544 27,750 X 27,750
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 303 18,073 X 18,073
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 672 13,300 X 13,300
PAR PHARMACEUTICAL COS INC COM 69888P106 345 9,800 X 9,800
PARAGON REAL EST EQT & INVT COM 69912Y107 1 10,400 X 10,400
PATHMARK STORES INC NEW COM 70322A101 84 11,000 X 11,000
PATINA OIL & GAS CORP COM 703224105 1,110 37,150 X 37,150
PAXAR CORP COM 704227107 265 13,600 X 13,600
PAYCHEX INC COM 704326107 1,128 33,300 X 33,300
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 389 15,900 X 15,900
PENN NATL GAMING INC COM 707569109 1,129 34,000 X 34,000
PENN VA CORP COM 707882106 495 13,700 X 13,700
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 432 12,600 X 12,600
PEPSICO INC COM 713448108 9,257 171,800 X 171,800
PERKINELMER INC COM 714046109 283 14,100 X 14,100
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,084 38,600 X 38,600
PETROLEUM DEV CORP COM 716578109 263 9,600 X 9,600
PFIZER INC COM 717081103 27,382 798,780 X 798,780
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 315 15,100 X 15,100
PHILLIPS VAN HEUSEN CORP COM 718592108 277 14,400 X 14,400
PHOTRONICS INC COM 719405102 309 16,300 X 16,300
PITNEY BOWES INC COM 724479100 407 9,200 X 9,200
PIXELWORKS INC COM 72581M107 251 16,400 X 16,400
PLUM CREEK TIMBER CO INC COM 729251108 1,955 60,000 X 60,000
POGO PRODUCING CO COM 730448107 1,546 31,300 X 31,300
POLYONE CORP COM 73179P106 443 59,500 X 59,500
POPE & TALBOT INC COM 732827100 297 15,000 X 15,000
POPULAR INC COM 733174106 1,035 24,200 X 24,200
POST PPTYS INC COM 737464107 364 12,500 X 12,500
POTLATCH CORP COM 737628107 204 4,900 X 4,900
POZEN INC COM 73941U102 336 49,000 X 49,000
PREMCOR INC COM 74045Q104 698 18,600 X 18,600
PRENTISS PPTYS TR SH BEN INT 740706106 660 19,700 X 19,700
PRICELINE COM INC COM NEW 741503403 285 10,600 X 10,600
PRIORITY HEALTHCARE CORP CL B 74264T102 360 15,700 X 15,700
PROCTER & GAMBLE CO COM 742718109 14,383 264,200 X 264,200
PRIVATEBANCORP INC COM 742962103 280 10,200 X 10,200
PROGRESSIVE CORP OHIO COM 743315103 2,909 34,100 X 34,100
PROLOGIS SH BEN INT 743410102 1,942 58,998 X 58,998
PROVINCE HEALTHCARE CO COM 743977100 554 32,300 X 32,300
PROVIDIAN FINL CORP COM 74406A102 163 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 2,468 53,100 X 53,100
PSYCHIATRIC SOLUTIONS INC COM 74439H108 257 10,300 X 10,300
PUBLIC STORAGE INC COM 74460D109 1,914 41,600 X 41,600
PULTE HOMES INC COM 745867101 640 12,300 X 12,300
QUALCOMM INC COM 747525103 5,948 81,500 X 81,500
QUANEX CORP COM 747620102 1,315 27,000 X 27,000
QUEST SOFTWARE INC COM 74834T103 194 15,000 X 15,000
R & G FINANCIAL CORP CL B 749136107 418 12,650 X 12,650
RC2 CORP COM 749388104 284 8,000 X 8,000
RSA SEC INC COM 749719100 319 15,600 X 15,600
RADIAN GROUP INC COM 750236101 554 11,576 X 11,576
RADIO ONE INC CL D NON VTG 75040P405 168 10,500 X 10,500
RADISYS CORP COM 750459109 494 26,600 X 26,600
RAYONIER INC COM 754907103 711 16,000 X 16,000
RAYOVAC CORP COM 755081106 385 13,700 X 13,700
RAYTHEON CO COM NEW 755111507 1,513 42,300 X 42,300
REALTY INCOME CORP COM 756109104 538 12,900 X 12,900
RECKSON ASSOCS RLTY CORP COM 75621K106 1,065 38,800 X 38,800
REDWOOD TR INC COM 758075402 1,052 18,900 X 18,900
REGENCY CTRS CORP COM 758849103 845 19,700 X 19,700
REGIS CORP MINN COM 758932107 276 6,200 X 6,200
REGIONS FINL CORP COM 758940100 1,038 28,400 X 28,400
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,177 29,200 X 29,200
RENAL CARE GROUP INC COM 759930100 785 23,700 X 23,700
REPUBLIC BANCORP INC COM 760282103 286 20,600 X 20,600
RESMED INC COM 761152107 438 8,600 X 8,600
REYNOLDS R J TOB HLDGS INC COM 76182K105 1,088 16,100 X 16,100
RITE AID CORP COM 767754104 88 16,900 X 16,900
ROFIN SINAR TECHNOLOGIES INC COM 775043102 305 12,000 X 12,000
ROGERS CORP COM 775133101 294 4,200 X 4,200
ROPER INDS INC NEW COM 776696106 484 8,500 X 8,500
ROSS STORES INC COM 778296103 294 11,000 X 11,000
ROUSE CO COM 779273101 1,582 33,300 X 33,300
ROYAL BK CDA MONTREAL QUE COM 780087102 377 8,499 X 8,499
ROYAL GOLD INC COM 780287108 188 13,300 X 13,300
RYERSON TULL INC NEW COM 78375P107 283 17,800 X 17,800
RYLAND GROUP INC COM 783764103 946 12,100 X 12,100
SBC COMMUNICATIONS INC COM 78387G103 9,474 390,700 X 390,700
SL GREEN RLTY CORP COM 78440X101 777 16,600 X 16,600
SLM CORP COM 78442P106 1,788 44,200 X 44,200
SRA INTL INC CL A 78464R105 389 9,200 X 9,200
SWS GROUP INC COM 78503N107 231 15,089 X 15,089
ST JUDE MED INC COM 790849103 1,339 17,700 X 17,700
ST PAUL TRAVELERS INC COM 792860108 2,722 67,139 X 67,139
SARA LEE CORP COM 803111103 2,858 124,300 X 124,300
SCANSOURCE INC COM 806037107 666 11,200 X 11,200
SCHERING PLOUGH CORP COM 806605101 2,957 160,000 X 160,000
SCHNITZER STL INDS CL A 806882106 314 9,250 X 9,250
SCHULMAN A INC COM 808194104 286 13,300 X 13,300
SCHWAB CHARLES CORP NEW COM 808513105 964 100,300 X 100,300
SEACHANGE INTL INC COM 811699107 339 20,100 X 20,100
SELECTIVE INS GROUP INC COM 816300107 387 9,700 X 9,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 349 20,800 X 20,800
SHERWIN WILLIAMS CO COM 824348106 1,109 26,700 X 26,700
SHURGARD STORAGE CTRS INC COM 82567D104 561 15,000 X 15,000
SIEMENS A G SPONSORED ADR 826197501 1,081 14,900 X 14,900
SIERRA HEALTH SVCS INC COM 826322109 286 6,400 X 6,400
SIGMATEL INC COM 82661W107 692 23,800 X 23,800
SILICON IMAGE INC COM 82705T102 279 21,300 X 21,300
SIMON PPTY GROUP INC NEW COM 828806109 3,399 66,096 X 66,096
SIMPSON MANUFACTURING CO INC COM 829073105 629 11,200 X 11,200
SKYWORKS SOLUTIONS INC COM 83088M102 299 34,200 X 34,200
SMART & FINAL INC COM 831683107 139 11,600 X 11,600
SOLA INTL INC COM 834092108 181 10,500 X 10,500
SONIC CORP COM 835451105 737 32,400 X 32,400
SONIC SOLUTIONS COM 835460106 259 12,200 X 12,200
SONICWALL INC COM 835470105 661 76,900 X 76,900
SOTHEBYS HLDGS INC CL A 835898107 401 25,100 X 25,100
SOURCECORP COM 836167106 443 16,100 X 16,100
SOUTHERN CO COM 842587107 2,163 74,200 X 74,200
SOUTHTRUST CORP COM 844730101 636 16,400 X 16,400
SOUTHWEST GAS CORP COM 844895102 430 17,800 X 17,800
SPRINT CORP COM FON GROUP 852061100 3,539 201,100 X 201,100
STANDARD MICROSYSTEMS CORP COM 853626109 324 13,900 X 13,900
STANDARD PAC CORP NEW COM 85375C101 621 12,600 X 12,600
STANLEY WKS COM 854616109 1,500 32,900 X 32,900
STAPLES INC COM 855030102 1,473 50,100 X 50,100
STARBUCKS CORP COM 855244109 1,735 39,900 X 39,900
STATE STR CORP COM 857477103 2,310 47,100 X 47,100
STEEL DYNAMICS INC COM 858119100 719 25,100 X 25,100
STEIN MART INC COM 858375108 275 16,919 X 16,919
STERICYCLE INC COM 858912108 605 11,700 X 11,700
STEWART & STEVENSON SVCS INC COM 860342104 500 27,900 X 27,900
STEWART ENTERPRISES INC CL A 860370105 501 61,600 X 61,600
STONE ENERGY CORP COM 861642106 397 8,700 X 8,700
STRAYER ED INC COM 863236105 223 2,000 X 2,000
STRYKER CORP COM 863667101 1,584 28,800 X 28,800
SUMMIT PPTYS INC COM 866239106 264 10,300 X 10,300
SUN COMMUNITIES INC COM 866674104 233 6,200 X 6,200
SUN MICROSYSTEMS INC COM 866810104 1,449 334,700 X 334,700
SUNRISE SENIOR LIVING INC COM 86768K106 356 9,100 X 9,100
SUNTRUST BKS INC COM 867914103 1,651 25,400 X 25,400
SUPERVALU INC COM 868536103 337 11,000 X 11,000
SUPPORTSOFT INC COM 868587106 214 24,700 X 24,700
SURMODICS INC COM 868873100 424 17,200 X 17,200
SWIFT ENERGY CO COM 870738101 346 15,700 X 15,700
SYMANTEC CORP COM 871503108 1,370 31,300 X 31,300
SYSCO CORP COM 871829107 2,306 64,300 X 64,300
TCF FINL CORP COM 872275102 1,027 17,700 X 17,700
THQ INC COM NEW 872443403 708 30,900 X 30,900
TJX COS INC NEW COM 872540109 1,207 50,000 X 50,000
TALK AMERICA HLDGS INC COM NEW 87426R202 170 22,200 X 22,200
TARGET CORP COM 87612E106 3,903 91,900 X 91,900
TASER INTL INC COM 87651B104 281 6,500 X 6,500
TAUBMAN CTRS INC COM 876664103 375 16,400 X 16,400
TECH DATA CORP COM 878237106 669 17,100 X 17,100
TELEDYNE TECHNOLOGIES INC COM 879360105 366 18,300 X 18,300
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,015 30,500 X 30,500
TELLABS INC COM 879664100 1,107 126,674 X 126,674
TERRA INDS INC COM 880915103 283 50,300 X 50,300
TESORO PETE CORP COM 881609101 328 11,900 X 11,900
TEXAS INDS INC COM 882491103 432 10,500 X 10,500
TEXAS INSTRS INC COM 882508104 4,478 185,200 X 185,200
TEXTRON INC COM 883203101 1,074 18,100 X 18,100
THORNBURG MTG INC COM 885218107 822 30,500 X 30,500
3M CO COM 88579Y101 7,084 78,700 X 78,700
TIMBERLAND CO CL A 887100105 1,027 15,900 X 15,900
TIME WARNER INC COM 887317105 7,760 441,400 X 441,400
TOLL BROTHERS INC COM 889478103 275 6,500 X 6,500
TOO INC COM 890333107 369 22,100 X 22,100
TOWER AUTOMOTIVE INC COM 891707101 164 45,000 X 45,000
TRACTOR SUPPLY CO COM 892356106 276 6,600 X 6,600
TRANSACT TECHNOLOGIES INC COM 892918103 307 9,700 X 9,700
TRANS WORLD ENTMT CORP COM 89336Q100 273 27,200 X 27,200
TRANSCANADA CORP COM 89353D107 1,025 51,800 X 51,800
TREDEGAR CORP COM 894650100 369 22,900 X 22,900
TRIBUNE CO NEW COM 896047107 1,139 25,000 X 25,000
TRIMBLE NAVIGATION LTD COM 896239100 352 12,650 X 12,650
TRIQUINT SEMICONDUCTOR INC COM 89674K103 656 120,200 X 120,200
TRIZEC PROPERTIES INC COM 89687P107 1,179 72,500 X 72,500
TRIPATH IMAGING INC COM 896942109 122 13,000 X 13,000
TUPPERWARE CORP COM 899896104 282 14,500 X 14,500
TWEETER HOME ENTMT GROUP INC COM 901167106 76 14,000 X 14,000
TYSON FOODS INC CL A 902494103 1,148 54,800 X 54,800
UICI COM 902737105 800 33,600 X 33,600
US BANCORP DEL COM NEW 902973304 6,286 228,100 X 228,100
UMPQUA HLDGS CORP COM 904214103 348 16,600 X 16,600
UNION PAC CORP COM 907818108 1,552 26,100 X 26,100
UNIT CORP COM 909218109 701 22,300 X 22,300
UNITED DEFENSE INDS INC COM 91018B104 1,117 31,900 X 31,900
UNITED DOMINION REALTY TR IN COM 910197102 773 39,100 X 39,100
UNITED INDL CORP COM 910671106 294 12,600 X 12,600
UNITED ONLINE INC COM 911268100 1,654 93,900 X 93,900
UNITED PARCEL SERVICE INC CL B 911312106 4,322 57,500 X 57,500
UNITED STATIONERS INC COM 913004107 354 8,900 X 8,900
UNITED SURGICAL PARTNERS INT COM 913016309 971 24,600 X 24,600
UNITED TECHNOLOGIES CORP COM 913017109 4,730 51,700 X 51,700
UNITEDHEALTH GROUP INC COM 91324P102 3,860 62,000 X 62,000
UNITRIN INC COM 913275103 213 5,000 X 5,000
UNIVERSAL AMERN FINL CORP COM 913377107 226 20,600 X 20,600
UNIVERSAL DISPLAY CORP COM 91347P105 110 10,289 X 10,289
UNUMPROVIDENT CORP COM 91529Y106 1,073 67,500 X 67,500
UROLOGIX INC COM 917273104 276 17,900 X 17,900
VALERO ENERGY CORP NEW COM 91913Y100 664 9,000 X 9,000
VALUECLICK INC COM 92046N102 300 25,000 X 25,000
VANS INC COM 921930103 282 13,700 X 13,700
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 675 17,500 X 17,500
VEECO INSTRS INC DEL COM 922417100 1,278 49,500 X 49,500
VENTAS INC COM 92276F100 813 34,800 X 34,800
VENTANA MED SYS INC COM 92276H106 445 9,361 X 9,361
VERITY INC COM 92343C106 712 52,700 X 52,700
VERITAS DGC INC COM 92343P107 866 37,400 X 37,400
VERIZON COMMUNICATIONS COM 92343V104 11,128 307,500 X 307,500
VERITAS SOFTWARE CO COM 923436109 631 22,700 X 22,700
VESTA INS GROUP INC COM 925391104 207 32,000 X 32,000
VIASAT INC COM 92552V100 344 13,800 X 13,800
VIACOM INC CL B 925524308 5,504 154,100 X 154,100
VINTAGE PETE INC COM 927460105 445 26,200 X 26,200
VORNADO RLTY TR SH BEN INT 929042109 3,238 56,700 X 56,700
WACHOVIA CORP 2ND NEW COM 929903102 6,857 154,100 X 154,100
WAL MART STORES INC COM 931142103 13,617 258,100 X 258,100
WALGREEN CO COM 931422109 3,733 103,100 X 103,100
WALTER INDS INC COM 93317Q105 270 19,800 X 19,800
WASHINGTON GROUP INTL INC COM NEW 938862208 266 7,400 X 7,400
WASHINGTON MUT INC COM 939322103 4,753 123,000 X 123,000
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 403 13,700 X 13,700
WASTE CONNECTIONS INC COM 941053100 850 28,650 X 28,650
WASTE MGMT INC DEL COM 94106L109 1,790 58,400 X 58,400
WEBSENSE INC COM 947684106 1,191 32,000 X 32,000
WEINGARTEN RLTY INVS SH BEN INT 948741103 871 27,850 X 27,850
WELLMAN INC COM 949702104 181 22,300 X 22,300
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,759 15,700 X 15,700
WELLS FARGO & CO NEW COM 949746101 10,765 188,100 X 188,100
WENDYS INTL INC COM 950590109 397 11,400 X 11,400
WESCO INTL INC COM 95082P105 293 15,900 X 15,900
WESTERN DIGITAL CORP COM 958102105 167 19,300 X 19,300
WESTERN GAS RES INC COM 958259103 276 8,500 X 8,500
WEYERHAEUSER CO COM 962166104 1,414 22,400 X 22,400
WHIRLPOOL CORP COM 963320106 1,489 21,700 X 21,700
WHOLE FOODS MKT INC COM 966837106 1,164 12,200 X 12,200
WILSON GREATBATCH TECHNOLOGI COM 972232102 372 13,300 X 13,300
WIND RIVER SYSTEMS INC COM 973149107 296 25,200 X 25,200
WINN DIXIE STORES INC COM 974280109 201 27,900 X 27,900
WITNESS SYS INC COM 977424100 671 55,200 X 55,200
WORTHINGTON INDS INC COM 981811102 667 32,500 X 32,500
WRIGLEY WM JR CO COM 982526105 996 15,800 X 15,800
WYETH COM 983024100 4,853 134,200 X 134,200
XILINX INC COM 983919101 1,156 34,700 X 34,700
YAHOO INC COM 984332106 4,193 115,200 X 115,200
ZENITH NATL INS CORP COM 989390109 340 7,000 X 7,000
ZIMMER HLDGS INC COM 98956P102 2,170 24,600 X 24,600