UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 2005.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois May 11, 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: 798
Form 13F Information Table Value Total: $1,401,061
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
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 900 21,800 X 21,800
ARCH CAP GROUP LTD ORD G0450A105 308 7,700 X 7,700
BUNGE LIMITED COM G16962105 878 16,300 X 16,300
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,623 42,900 X 42,900
FRONTLINE LTD ORD G3682E127 828 16,900 X 16,900
HELEN OF TROY CORP LTD COM G4388N106 862 31,500 X 31,500
IPC HLDGS LTD ORD G4933P101 314 8,000 X 8,000
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 581 14,900 X 14,900
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 351 14,900 X 14,900
PARTNERRE LTD COM G6852T105 1,066 16,500 X 16,500
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,013 21,700 X 21,700
SEAGATE TECHNOLOGY SHS G7945J104 974 49,800 X 49,800
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,233 28,000 X 28,000
XL CAP LTD CL A G98255105 876 12,100 X 12,100
SBS BROADCASTING SA ORD L8137F102 397 8,900 X 8,900
CORE LABORATORIES N V COM N22717107 249 9,700 X 9,700
GENERAL MARITIME CORP SHS Y2692M103 329 6,800 X 6,800
ABN AMRO HLDG NV SPONSORED ADR 000937102 935 37,700 X 37,700
AFLAC INC COM 001055102 1,908 51,200 X 51,200
AMB PROPERTY CORP COM 00163T109 696 18,400 X 18,400
AT&T CORP COM NEW 001957505 2,383 127,100 X 127,100
A S V INC COM 001963107 1,328 33,500 X 33,500
ATMI INC COM 00207R101 313 12,500 X 12,500
ABBOTT LABS COM 002824100 8,420 180,600 X 180,600
ACCREDITED HOME LENDRS HLDG COM 00437P107 1,167 32,200 X 32,200
ACCREDO HEALTH INC COM 00437V104 604 13,600 X 13,600
ACTIVISION INC NEW COM NEW 004930202 1,266 85,566 X 85,566
ACTION PERFORMANCE COS INC COM 004933107 472 35,700 X 35,700
ACTEL CORP COM 004934105 452 29,400 X 29,400
ADVANCED DIGITAL INFORMATION COM 007525108 306 37,600 X 37,600
AEROFLEX INC COM 007768104 414 44,400 X 44,400
AEGON N V ORD AMER REG 007924103 895 66,500 X 66,500
ADVANCED ENERGY INDS COM 007973100 527 54,500 X 54,500
AETNA INC NEW COM 00817Y108 2,361 31,500 X 31,500
AFFILIATED COMPUTER SERVICES CL A 008190100 1,342 25,200 X 25,200
AGILENT TECHNOLOGIES INC COM 00846U101 1,074 48,400 X 48,400
AGILYSYS INC COM 00847J105 916 46,600 X 46,600
AGNICO EAGLE MINES LTD COM 008474108 221 15,200 X 15,200
AGRIUM INC COM 008916108 411 22,500 X 22,500
AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 870 18,700 X 18,700
AKZO NOBEL NV SPONSORED ADR 010199305 998 21,700 X 21,700
ALASKA COMMUNICATIONS SYS GR COM 01167P101 354 35,200 X 35,200
ALBERTSONS INC COM 013104104 929 45,000 X 45,000
ALCOA INC COM 013817101 2,659 87,500 X 87,500
ALEXANDERS INC COM 014752109 205 850 X 850
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 212 3,300 X 3,300
ALFA CORP COM 015385107 332 23,000 X 23,000
ALICO INC COM 016230104 274 5,200 X 5,200
ALLEGHANY CORP DEL COM 017175100 367 1,326 X 1,326
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 872 18,500 X 18,500
ALLSTATE CORP COM 020002101 5,130 94,900 X 94,900
ALLTEL CORP COM 020039103 1,700 31,000 X 31,000
ALPHARMA INC CL A 020813101 461 37,400 X 37,400
ALTRIA GROUP INC COM 02209S103 14,700 224,800 X 224,800
AMAZON COM INC COM 023135106 1,025 29,900 X 29,900
AMCOL INTL CORP COM 02341W103 439 23,400 X 23,400
AMERICAN AXLE & MFG HLDGS IN COM 024061103 233 9,500 X 9,500
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,478 50,000 X 50,000
AMERICAN ELEC PWR INC COM 025537101 1,356 39,800 X 39,800
AMERICAN EXPRESS CO COM 025816109 5,836 113,600 X 113,600
AMERICAN FINL GROUP INC OHIO COM 025932104 915 29,700 X 29,700
AMERICAN FINL RLTY TR COM 02607P305 269 18,400 X 18,400
AMERICAN GREETINGS CORP CL A 026375105 242 9,500 X 9,500
AMERICAN HEALTHWAYS INC COM 02649V104 363 11,000 X 11,000
AMERICAN HOME MTG INVT CORP COM 02660R107 1,249 43,600 X 43,600
AMERICAN INTL GROUP INC COM 026874107 13,121 236,800 X 236,800
AMERICAN ITALIAN PASTA CO CL A 027070101 499 18,200 X 18,200
AMERICAN RETIREMENT CORP COM 028913101 145 10,000 X 10,000
AMERICAN SCIENCE & ENGR INC COM 029429107 671 15,000 X 15,000
AMERISTAR CASINOS INC COM 03070Q101 948 17,344 X 17,344
AMERUS GROUP CO COM 03072M108 335 7,100 X 7,100
AMERITRADE HLDG CORP NEW COM 03074K100 143 14,000 X 14,000
AMGEN INC COM 031162100 7,690 132,100 X 132,100
AMIS HLDGS INC COM 031538101 334 29,600 X 29,600
AMSURG CORP COM 03232P405 827 32,700 X 32,700
ANADARKO PETE CORP COM 032511107 2,785 36,600 X 36,600
ANALOG DEVICES INC COM 032654105 1,366 37,800 X 37,800
ANHEUSER BUSCH COS INC COM 035229103 4,118 86,900 X 86,900
ANNALY MTG MGMT INC COM 035710409 930 49,600 X 49,600
ANTHRACITE CAP INC COM 037023108 292 26,200 X 26,200
ANWORTH MORTGAGE ASSET CP COM 037347101 606 63,500 X 63,500
AON CORP COM 037389103 877 38,400 X 38,400
APACHE CORP COM 037411105 2,002 32,700 X 32,700
APARTMENT INVT & MGMT CO CL A 03748R101 1,504 40,428 X 40,428
APOLLO GROUP INC CL A 037604105 1,163 15,700 X 15,700
APPLEBEES INTL INC COM 037899101 765 27,750 X 27,750
APPLIED FILMS CORP COM 038197109 326 14,100 X 14,100
APPLIED MATLS INC COM 038222105 2,758 169,700 X 169,700
AQUANTIVE INC COM 03839G105 126 11,400 X 11,400
ARCHSTONE SMITH TR COM 039583109 1,126 33,017 X 33,017
ARCTIC CAT INC COM 039670104 322 11,900 X 11,900
ARDEN RLTY INC COM 039793104 372 11,000 X 11,000
ARTESYN TECHNOLOGIES INC COM 043127109 212 24,300 X 24,300
ARTHROCARE CORP COM 043136100 328 11,500 X 11,500
ASK JEEVES INC COM 045174109 416 14,800 X 14,800
ASPECT MED SYS INC COM 045235108 380 17,600 X 17,600
AT ROAD INC COM 04648K105 62 15,200 X 15,200
ATMOS ENERGY CORP COM 049560105 575 21,300 X 21,300
AUDIBLE INC COM NEW 05069A302 310 22,900 X 22,900
AUTOLIV INC COM 052800109 2,545 53,400 X 53,400
AUTOMATIC DATA PROCESSING IN COM 053015103 2,670 59,400 X 59,400
AVALONBAY CMNTYS INC COM 053484101 813 12,157 X 12,157
AVERY DENNISON CORP COM 053611109 378 6,100 X 6,100
AVON PRODS INC COM 054303102 2,040 47,500 X 47,500
AXCELIS TECHNOLOGIES INC COM 054540109 734 100,500 X 100,500
BB&T CORP COM 054937107 2,493 63,800 X 63,800
B A S F A G SPONSORED ADR 055262505 889 12,600 X 12,600
BCE INC COM 05534B109 917 36,700 X 36,700
BJS WHOLESALE CLUB INC COM 05548J106 258 8,300 X 8,300
BRE PROPERTIES INC CL A 05564E106 297 8,400 X 8,400
BT GROUP PLC ADR 05577E101 915 23,500 X 23,500
BANK OF AMERICA CORPORATION COM 060505104 19,702 446,752 X 446,752
BANK MUTUAL CORP NEW COM 063750103 372 31,500 X 31,500
BANK NEW YORK INC COM 064057102 2,272 78,200 X 78,200
BANKUNITED FINL CORP CL A 06652B103 465 17,300 X 17,300
BAXTER INTL INC COM 071813109 2,097 61,700 X 61,700
BEAR STEARNS COS INC COM 073902108 919 9,200 X 9,200
BEAZER HOMES USA INC COM 07556Q105 838 16,800 X 16,800
BECTON DICKINSON & CO COM 075887109 1,490 25,500 X 25,500
BED BATH & BEYOND INC COM 075896100 968 26,500 X 26,500
BELLSOUTH CORP COM 079860102 6,078 231,200 X 231,200
BENCHMARK ELECTRS INC COM 08160H101 874 27,450 X 27,450
BEST BUY INC COM 086516101 1,442 26,700 X 26,700
BIOENVISION INC COM 09059N100 64 11,100 X 11,100
BIOGEN IDEC INC COM 09062X103 1,180 34,200 X 34,200
BIOSITE INC COM 090945106 858 16,500 X 16,500
BLACK & DECKER CORP COM 091797100 1,327 16,800 X 16,800
BLOCK H & R INC COM 093671105 354 7,000 X 7,000
BOEING CO COM 097023105 4,957 84,800 X 84,800
BOMBAY CO INC COM 097924104 181 34,100 X 34,100
BOSTON COMMUNICATIONS GROUP COM 100582105 219 30,700 X 30,700
BOSTON PRIVATE FINL HLDGS IN COM 101119105 354 14,900 X 14,900
BOSTON PROPERTIES INC COM 101121101 1,102 18,300 X 18,300
BOSTON SCIENTIFIC CORP COM 101137107 1,951 66,600 X 66,600
BRADY CORP CL A 104674106 550 17,000 X 17,000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,017 35,800 X 35,800
BRIGGS & STRATTON CORP COM 109043109 772 21,200 X 21,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 825 24,440 X 24,440
BRISTOL MYERS SQUIBB CO COM 110122108 4,983 195,700 X 195,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 882 25,000 X 25,000
BROADCOM CORP CL A 111320107 748 25,000 X 25,000
BROOKS AUTOMATION INC COM 114340102 299 19,700 X 19,700
BRUSH ENGINEERED MATLS INC COM 117421107 228 12,000 X 12,000
BUILDING MATLS HLDG CORP COM 120113105 1,099 24,700 X 24,700
BURLINGTON RES INC COM 122014103 1,998 39,900 X 39,900
C&D TECHNOLOGIES INC COM 124661109 185 18,400 X 18,400
CBL & ASSOC PPTYS INC COM 124830100 958 13,400 X 13,400
CMS ENERGY CORP COM 125896100 130 10,000 X 10,000
CSG SYS INTL INC COM 126349109 407 25,000 X 25,000
CTS CORP COM 126501105 248 19,100 X 19,100
CVS CORP COM 126650100 2,105 40,000 X 40,000
CACI INTL INC CL A 127190304 1,386 25,100 X 25,100
CAL DIVE INTL INC COM 127914109 1,767 39,000 X 39,000
CALLON PETE CO DEL COM 13123X102 353 22,700 X 22,700
CAMBREX CORP COM 132011107 473 22,200 X 22,200
CAMDEN PPTY TR SH BEN INT 133131102 409 8,700 X 8,700
CANON INC ADR 138006309 922 17,200 X 17,200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 242 7,300 X 7,300
CAPITAL ONE FINL CORP COM 14040H105 3,215 43,000 X 43,000
CAPSTEAD MTG CORP COM NO PAR 14067E506 280 32,700 X 32,700
CARDINAL HEALTH INC COM 14149Y108 2,416 43,300 X 43,300
CAREMARK RX INC COM 141705103 1,858 46,700 X 46,700
CARRAMERICA RLTY CORP COM 144418100 454 14,400 X 14,400
CATELLUS DEV CORP NEW COM 149113102 823 30,900 X 30,900
CATERPILLAR INC DEL COM 149123101 3,219 35,200 X 35,200
CEMEX S A SPON ADR 5 ORD 151290889 1,657 45,700 X 45,700
CENDANT CORP COM 151313103 2,927 142,500 X 142,500
CENTENE CORP DEL COM 15135B101 1,511 50,400 X 50,400
CENTERPOINT PPTYS TR COM 151895109 332 8,100 X 8,100
CENTEX CORP COM 152312104 773 13,500 X 13,500
CENTRAL EUROPEAN DIST CORP COM 153435102 320 9,600 X 9,600
CENTRAL PKG CORP COM 154785109 308 17,900 X 17,900
CEPHALON INC COM 156708109 1,414 30,200 X 30,200
CERADYNE INC COM 156710105 268 12,000 X 12,000
CHARLES RIVER ASSOCIATES COM 159852102 341 6,900 X 6,900
CHARTERMAC SH BEN INT 160908109 583 27,100 X 27,100
CHECKFREE CORP NEW COM 162813109 228 5,600 X 5,600
CHEVRONTEXACO CORP COM 166764100 14,647 251,200 X 251,200
CHICOS FAS INC COM 168615102 938 33,200 X 33,200
CHUBB CORP COM 171232101 3,821 48,200 X 48,200
CINCINNATI FINL CORP COM 172062101 946 21,700 X 21,700
CISCO SYS INC COM 17275R102 12,387 692,400 X 692,400
CITIGROUP INC COM 172967101 24,052 535,200 X 535,200
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,841 53,400 X 53,400
COCA COLA CO COM 191216100 9,063 217,500 X 217,500
COCA COLA ENTERPRISES INC COM 191219104 484 23,600 X 23,600
COGNOS INC COM 19244C109 221 5,300 X 5,300
COHERENT INC COM 192479103 358 10,600 X 10,600
COINSTAR INC COM 19259P300 1,397 65,900 X 65,900
COLDWATER CREEK INC COM 193068103 229 12,375 X 12,375
COLGATE PALMOLIVE CO COM 194162103 2,791 53,500 X 53,500
COLLEGIATE FDG SVCS INC COM 19458M108 316 20,300 X 20,300
COLONIAL PPTYS TR COM SH BEN INT 195872106 810 21,100 X 21,100
COMCAST CORP NEW CL A 20030N101 7,280 215,500 X 215,500
COMMERCE BANCSHARES INC COM 200525103 926 19,215 X 19,215
COMMERCE GROUP INC MASS COM 200641108 731 11,800 X 11,800
COMMERCIAL CAP BANCORP INC COM 20162L105 326 16,000 X 16,000
COMMERCIAL FEDERAL CORPORATI COM 201647104 301 10,900 X 10,900
COMMERCIAL NET LEASE RLTY IN COM 202218103 489 26,500 X 26,500
COMPUCREDIT CORP COM 20478N100 1,275 47,900 X 47,900
COMPUTER ASSOC INTL INC COM 204912109 1,293 47,713 X 47,713
COMSTOCK RES INC COM NEW 205768203 828 28,800 X 28,800
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 776 14,900 X 14,900
CONAGRA FOODS INC COM 205887102 1,437 53,200 X 53,200
CONCUR TECHNOLOGIES INC COM 206708109 139 17,100 X 17,100
CONMED CORP COM 207410101 361 12,000 X 12,000
CONOCOPHILLIPS COM 20825C104 8,455 78,400 X 78,400
CONSTELLATION BRANDS INC CL A 21036P108 830 15,700 X 15,700
CONTINENTAL AIRLS INC CL B 210795308 436 36,200 X 36,200
COPART INC COM 217204106 245 10,400 X 10,400
CORNING INC COM 219350105 1,537 138,100 X 138,100
COST PLUS INC CALIF COM 221485105 427 15,900 X 15,900
COSTCO WHSL CORP NEW COM 22160K105 2,041 46,200 X 46,200
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,824 56,200 X 56,200
COUSINS PPTYS INC COM 222795106 349 13,500 X 13,500
COVENTRY HEALTH CARE INC COM 222862104 1,462 21,450 X 21,450
COX RADIO INC CL A 224051102 210 12,500 X 12,500
CRESCENT REAL ESTATE EQUITIE COM 225756105 271 16,600 X 16,600
CRT PROPERTIES INC COM 22876P109 693 31,800 X 31,800
CUMMINS INC COM 231021106 366 5,200 X 5,200
CUMULUS MEDIA INC CL A 231082108 227 15,900 X 15,900
CYBERSOURCE CORP COM 23251J106 307 59,700 X 59,700
D R HORTON INC COM 23331A109 854 29,200 X 29,200
DANAHER CORP DEL COM 235851102 1,271 23,800 X 23,800
DANIELSON HLDG CORP COM 236274106 345 20,000 X 20,000
DELL INC COM 24702R101 9,958 259,200 X 259,200
DELPHI CORP COM 247126105 892 199,200 X 199,200
DENDRITE INTL INC COM 248239105 472 33,600 X 33,600
DENTSPLY INTL INC NEW COM 249030107 1,246 22,900 X 22,900
DEVELOPERS DIVERSIFIED RLTY COM 251591103 696 17,500 X 17,500
DEVON ENERGY CORP NEW COM 25179M103 3,237 67,800 X 67,800
DIGITAL INSIGHT CORP COM 25385P106 182 11,100 X 11,100
DIRECTV GROUP INC COM 25459L106 930 64,474 X 64,474
DISNEY WALT CO COM DISNEY 254687106 5,933 206,500 X 206,500
DOLLAR TREE STORES INC COM 256747106 247 8,600 X 8,600
DOMINION RES INC VA NEW COM 25746U109 2,449 32,900 X 32,900
DOUBLECLICK INC COM 258609304 234 30,400 X 30,400
DOW CHEM CO COM 260543103 4,696 94,200 X 94,200
DRIL-QUIP INC COM 262037104 360 11,700 X 11,700
DU PONT E I DE NEMOURS & CO COM 263534109 6,098 119,000 X 119,000
DUKE ENERGY CORP COM 264399106 2,580 92,100 X 92,100
DUKE REALTY CORP COM NEW 264411505 710 23,794 X 23,794
E M C CORP MASS COM 268648102 3,001 243,600 X 243,600
ENI S P A SPONSORED ADR 26874R108 833 6,400 X 6,400
ESS TECHNOLOGY INC COM 269151106 245 46,500 X 46,500
EASTMAN KODAK CO COM 277461109 856 26,300 X 26,300
EBAY INC COM 278642103 4,773 128,100 X 128,100
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 667 22,800 X 22,800
EDO CORP COM 281347104 355 11,800 X 11,800
ELECTRO SCIENTIFIC INDS COM 285229100 589 30,400 X 30,400
ELECTRONIC ARTS INC COM 285512109 1,559 30,100 X 30,100
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 997 23,200 X 23,200
ELKCORP COM 287456107 462 12,000 X 12,000
EMERSON ELEC CO COM 291011104 3,935 60,600 X 60,600
ENERGY CONVERSION DEVICES IN COM 292659109 505 22,200 X 22,200
ENTERCOM COMMUNICATIONS CORP CL A 293639100 227 6,400 X 6,400
ENTERGY CORP NEW COM 29364G103 1,639 23,200 X 23,200
ENTERPRISE PRODS PARTNERS L COM 293792107 776 30,200 X 30,200
ENZON PHARMACEUTICALS INC COM 293904108 333 32,700 X 32,700
EON LABS INC COM 29412E100 880 29,100 X 29,100
EQUITY OFFICE PROPERTIES TRU COM 294741103 2,984 99,036 X 99,036
EQUITY ONE COM 294752100 247 12,000 X 12,000
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,524 47,300 X 47,300
ESPEED INC CL A 296643109 152 16,500 X 16,500
ESSEX CORP COM 296744105 493 30,200 X 30,200
ESSEX PPTY TR INC COM 297178105 269 3,900 X 3,900
ETHAN ALLEN INTERIORS INC COM 297602104 499 15,600 X 15,600
EURONET WORLDWIDE INC COM 298736109 488 17,100 X 17,100
EXELON CORP COM 30161N101 3,052 66,500 X 66,500
EXPRESSJET HOLDINGS INC CL A 30218U108 1,503 131,700 X 131,700
EXPRESS SCRIPTS INC COM 302182100 1,334 15,300 X 15,300
EXTREME NETWORKS INC COM 30226D106 100 16,900 X 16,900
EXXON MOBIL CORP COM 30231G102 40,528 680,000 X 680,000
FX ENERGY INC COM 302695101 128 11,200 X 11,200
FEDERAL HOME LN MTG CORP COM 313400301 4,380 69,300 X 69,300
FEDERAL NATL MTG ASSN COM 313586109 6,333 116,300 X 116,300
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 416 8,600 X 8,600
FEDERATED INVS INC PA CL B 314211103 340 12,000 X 12,000
FEDEX CORP COM 31428X106 2,828 30,100 X 30,100
FIDELITY BANKSHARES INC NEW COM 31604Q107 303 13,200 X 13,200
FIDELITY NATL FINL INC COM 316326107 1,753 53,212 X 53,212
FIFTH THIRD BANCORP COM 316773100 2,261 52,600 X 52,600
FINDWHAT COM COM 317794105 358 34,500 X 34,500
FIRST DATA CORP COM 319963104 3,451 87,800 X 87,800
FIRST HORIZON NATL CORP COM 320517105 1,195 29,300 X 29,300
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 265 7,000 X 7,000
FIRST NIAGARA FINL GP INC COM 33582V108 332 25,100 X 25,100
FIRST REP BK SAN FRANCISCO COM 336158100 327 10,100 X 10,100
FLAGSTAR BANCORP INC COM 337930101 753 38,500 X 38,500
FIRSTENERGY CORP COM 337932107 2,370 56,500 X 56,500
FLOWERS FOODS INC COM 343498101 217 7,700 X 7,700
FLYI INC COM 34407T104 213 168,100 X 168,100
FORD MTR CO DEL COM PAR $0.01 345370860 2,888 254,900 X 254,900
FOREST CITY ENTERPRISES INC CL A 345550107 204 3,200 X 3,200
FOREST LABS INC COM 345838106 1,367 37,000 X 37,000
4 KIDS ENTMT INC COM 350865101 464 21,000 X 21,000
FRANKLIN RES INC COM 354613101 1,105 16,100 X 16,100
FREMONT GEN CORP COM 357288109 690 31,400 X 31,400
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 878 55,300 X 55,300
FRONTIER AIRLINES INC NEW COM 359065109 592 56,500 X 56,500
FRONTIER OIL CORP COM 35914P105 355 9,800 X 9,800
GATX CORP COM 361448103 896 27,000 X 27,000
GALLAGHER ARTHUR J & CO COM 363576109 605 21,000 X 21,000
GAMESTOP CORP CL A 36466R101 310 14,000 X 14,000
GANNETT INC COM 364730101 2,499 31,600 X 31,600
GAP INC DEL COM 364760108 1,365 62,500 X 62,500
GARDNER DENVER INC COM 365558105 328 8,300 X 8,300
GENCORP INC COM 368682100 338 16,900 X 16,900
GENENTECH INC COM NEW 368710406 2,525 44,600 X 44,600
GENERAL DYNAMICS CORP COM 369550108 2,462 23,000 X 23,000
GENERAL ELEC CO COM 369604103 39,190 1,086,800 X 1,086,800
GENERAL GROWTH PPTYS INC COM 370021107 2,131 62,500 X 62,500
GENERAL MLS INC COM 370334104 1,435 29,200 X 29,200
GENERAL MTRS CORP COM 370442105 1,370 46,600 X 46,600
GENESCO INC COM 371532102 563 19,800 X 19,800
GENESIS MICROCHIP INC DEL COM 37184C103 322 22,300 X 22,300
GETTY IMAGES INC COM 374276103 384 5,400 X 5,400
GEVITY HR INC COM 374393106 356 18,600 X 18,600
GILEAD SCIENCES INC COM 375558103 2,481 69,300 X 69,300
GILLETTE CO COM 375766102 5,098 101,000 X 101,000
GLATFELTER COM 377316104 332 22,500 X 22,500
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 863 18,800 X 18,800
GLOBAL IMAGING SYSTEMS COM 37934A100 1,375 38,773 X 38,773
GLOBAL SIGNAL INC COM 37944Q103 255 8,500 X 8,500
GOLDEN WEST FINL CORP DEL COM 381317106 1,513 25,000 X 25,000
GOLDMAN SACHS GROUP INC COM 38141G104 4,521 41,100 X 41,100
GOOGLE INC CL A 38259P508 379 2,100 X 2,100
GREATER BAY BANCORP COM 391648102 837 34,300 X 34,300
GREIF INC CL A 397624107 334 4,800 X 4,800
GREY WOLF INC COM 397888108 344 52,300 X 52,300
GUIDANT CORP COM 401698105 2,335 31,600 X 31,600
HCA INC COM 404119109 2,507 46,800 X 46,800
HCC INS HLDGS INC COM 404132102 297 8,200 X 8,200
HNI CORP COM 404251100 333 7,400 X 7,400
HRPT PPTYS TR COM SH BEN INT 40426W101 519 43,600 X 43,600
HSBC HLDGS PLC SPON ADR NEW 404280406 858 10,800 X 10,800
HAIN CELESTIAL GROUP INC COM 405217100 501 26,900 X 26,900
HALLIBURTON CO COM 406216101 1,916 44,300 X 44,300
HANMI FINL CORP COM 410495105 351 21,200 X 21,200
HANSON PLC NEW SPONSORED ADR 411349103 933 19,800 X 19,800
HARLEY DAVIDSON INC COM 412822108 1,715 29,700 X 29,700
HARRIS CORP DEL COM 413875105 385 11,800 X 11,800
HARTFORD FINL SVCS GROUP INC COM 416515104 2,948 43,000 X 43,000
HARVEST NATURAL RESOURCES IN COM 41754V103 320 26,900 X 26,900
HEALTH CARE PPTY INVS INC COM 421915109 526 22,400 X 22,400
HEALTHCARE RLTY TR COM 421946104 288 7,900 X 7,900
HEADWATERS INC COM 42210P102 512 15,600 X 15,600
HEALTH CARE REIT INC COM 42217K106 288 9,000 X 9,000
HEALTHEXTRAS INC COM 422211102 238 14,300 X 14,300
HEIDRICK & STRUGGLES INTL IN COM 422819102 324 8,800 X 8,800
HEINZ H J CO COM 423074103 1,304 35,400 X 35,400
HERITAGE PPTY INVT TR INC COM 42725M107 1,140 38,400 X 38,400
HEWLETT PACKARD CO COM 428236103 7,958 362,700 X 362,700
HIBERNIA CORP CL A 428656102 1,274 39,800 X 39,800
HIGHWOODS PPTYS INC COM 431284108 241 9,000 X 9,000
HILLENBRAND INDS INC COM 431573104 1,276 23,000 X 23,000
HOLOGIC INC COM 436440101 481 15,100 X 15,100
HOME DEPOT INC COM 437076102 9,017 235,800 X 235,800
HOME PROPERTIES INC COM 437306103 215 5,535 X 5,535
HONEYWELL INTL INC COM 438516106 3,219 86,500 X 86,500
HOOPER HOLMES INC COM 439104100 81 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 832 46,900 X 46,900
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,038 25,700 X 25,700
HOST MARRIOTT CORP NEW COM 44107P104 975 58,900 X 58,900
HOVNANIAN ENTERPRISES INC CL A 442487203 872 17,100 X 17,100
HUGOTON RTY TR TEX UNIT BEN INT 444717102 251 8,500 X 8,500
HUNTINGTON BANCSHARES INC COM 446150104 956 40,000 X 40,000
IAC INTERACTIVECORP COM 44919P102 759 34,100 X 34,100
IHOP CORP COM 449623107 329 6,900 X 6,900
IXIA COM 45071R109 327 18,500 X 18,500
ILLINOIS TOOL WKS INC COM 452308109 2,390 26,700 X 26,700
IMPERIAL CHEM INDS PLC ADR NEW 452704505 889 43,600 X 43,600
INDEPENDENT BANK CORP MICH COM 453838104 365 12,700 X 12,700
INFINITY PPTY & CAS CORP COM 45665Q103 1,432 45,800 X 45,800
INFORMATICA CORP COM 45666Q102 331 40,000 X 40,000
ING GROUP N V SPONSORED ADR 456837103 943 31,200 X 31,200
INGRAM MICRO INC CL A 457153104 1,432 85,900 X 85,900
INLAND REAL ESTATE CORP COM NEW 457461200 470 31,300 X 31,300
INSIGHT ENTERPRISES INC COM 45765U103 483 27,500 X 27,500
INPUT/OUTPUT INC COM 457652105 525 81,400 X 81,400
INSITUFORM TECHNOLOGIES INC CL A 457667103 443 30,500 X 30,500
INTEL CORP COM 458140100 15,520 668,100 X 668,100
INTERDIGITAL COMMUNICATIONS COM 45866A105 314 20,500 X 20,500
INTERNATIONAL BUSINESS MACHS COM 459200101 16,284 178,200 X 178,200
INTERNATIONAL GAME TECHNOLOG COM 459902102 936 35,100 X 35,100
INTL PAPER CO COM 460146103 1,799 48,900 X 48,900
INTRADO INC COM 46117A100 239 19,400 X 19,400
INVESTORS FINL SERVICES CORP COM 461915100 298 6,100 X 6,100
ISHARES TR MSCI EAFE IDX 464287465 108,032 680,000 X 680,000
ISHARES TR RUSSELL 2000 464287655 3,310 27,100 X 27,100
ISHARES TR RUSSELL 3000 464287689 12,787 190,000 X 190,000
ISHARES TR S&P SMLCAP 600 464287804 1,747 11,000 X 11,000
ITRON INC COM 465741106 371 12,500 X 12,500
IVILLAGE INC COM 46588H105 753 123,600 X 123,600
JDA SOFTWARE GROUP INC COM 46612K108 594 42,300 X 42,300
JPMORGAN & CHASE & CO COM 46625H100 13,492 389,928 X 389,928
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,613 47,000 X 47,000
JACK IN THE BOX INC COM 466367109 2,000 53,900 X 53,900
JAKKS PAC INC COM 47012E106 1,733 80,700 X 80,700
JEFFERSON PILOT CORP COM 475070108 903 18,400 X 18,400
JO-ANN STORES INC COM 47758P307 326 11,600 X 11,600
JOHNSON & JOHNSON COM 478160104 21,827 325,000 X 325,000
JOHNSON CTLS INC COM 478366107 1,204 21,600 X 21,600
JONES LANG LASALLE INC COM 48020Q107 345 7,400 X 7,400
JOS A BANK CLOTHIERS INC COM 480838101 314 10,700 X 10,700
JUPITERMEDIA CORP COM 48207D101 333 21,500 X 21,500
K-SWISS INC CL A 482686102 1,463 44,300 X 44,300
KANSAS CITY SOUTHERN COM NEW 485170302 333 17,300 X 17,300
KB HOME COM 48666K109 834 7,100 X 7,100
KELLOGG CO COM 487836108 1,060 24,500 X 24,500
KENSEY NASH CORP COM 490057106 842 31,100 X 31,100
KERR MCGEE CORP COM 492386107 1,386 17,700 X 17,700
KEYCORP NEW COM 493267108 1,340 41,300 X 41,300
KIMBERLY CLARK CORP COM 494368103 3,319 50,500 X 50,500
KIMCO REALTY CORP COM 49446R109 1,019 18,900 X 18,900
KINDRED HEALTHCARE INC COM 494580103 365 10,400 X 10,400
KOHLS CORP COM 500255104 1,559 30,200 X 30,200
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 916 33,300 X 33,300
KOPIN CORP COM 500600101 191 62,100 X 62,100
KRAFT FOODS INC CL A 50075N104 2,128 64,400 X 64,400
LTC PPTYS INC COM 502175102 267 15,400 X 15,400
LA Z BOY INC COM 505336107 499 35,800 X 35,800
LABOR READY INC COM NEW 505401208 1,317 70,600 X 70,600
LABRANCHE & CO INC COM 505447102 324 34,800 X 34,800
LAFARGE NORTH AMERICA INC COM 505862102 842 14,400 X 14,400
LANDAMERICA FINL GROUP INC COM 514936103 305 6,100 X 6,100
LASERSCOPE COM 518081104 482 15,200 X 15,200
LECG CORP COM 523234102 349 17,800 X 17,800
LEHMAN BROS HLDGS INC COM 524908100 3,465 36,800 X 36,800
LENNAR CORP CL A 526057104 1,360 24,000 X 24,000
LEXINGTON CORP PPTYS TR COM 529043101 785 35,800 X 35,800
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,815 271,500 X 271,500
LIBERTY PPTY TR SH BEN INT 531172104 1,460 37,400 X 37,400
LILLY ELI & CO COM 532457108 6,335 121,600 X 121,600
LINCOLN NATL CORP IND COM 534187109 831 18,400 X 18,400
LINEAR TECHNOLOGY CORP COM 535678106 310 8,100 X 8,100
LINENS N THINGS INC COM 535679104 531 21,400 X 21,400
LIONS GATE ENTMNT CORP COM NEW 535919203 228 20,600 X 20,600
LITTELFUSE INC COM 537008104 490 17,100 X 17,100
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 881 24,300 X 24,300
LO-JACK CORP COM 539451104 178 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,302 37,700 X 37,700
LOEWS CORP COM 540424108 956 13,000 X 13,000
LONE STAR TECHNOLOGIES INC COM 542312103 773 19,600 X 19,600
LONGS DRUG STORES CORP COM 543162101 335 9,800 X 9,800
LOWES COS INC COM 548661107 4,516 79,100 X 79,100
LUCENT TECHNOLOGIES INC COM 549463107 1,186 431,300 X 431,300
LUMINENT MTG CAP INC COM 550278303 869 79,100 X 79,100
MBNA CORP COM 55262L100 2,806 114,300 X 114,300
M D C HLDGS INC COM 552676108 874 12,549 X 12,549
MEMC ELECTR MATLS INC COM 552715104 486 36,100 X 36,100
MFA MTG INVTS INC COM 55272X102 564 74,100 X 74,100
MKS INSTRUMENT INC COM 55306N104 364 22,900 X 22,900
MACERICH CO COM 554382101 533 10,000 X 10,000
MACK CALI RLTY CORP COM 554489104 589 13,900 X 13,900
MANHATTAN ASSOCS INC COM 562750109 532 26,100 X 26,100
MANNING GREG AUCTIONS INC COM 563823103 134 13,300 X 13,300
MARATHON OIL CORP COM 565849106 1,727 36,800 X 36,800
MARSH & MCLENNAN COS INC COM 571748102 2,516 82,700 X 82,700
MASCO CORP COM 574599106 1,529 44,100 X 44,100
MATTEL INC COM 577081102 912 42,700 X 42,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,324 32,400 X 32,400
MAY DEPT STORES CO COM 577778103 333 9,000 X 9,000
MAVERICK TUBE CORP COM 577914104 1,294 39,800 X 39,800
MAXIMUS INC COM 577933104 539 16,100 X 16,100
MAYTAG CORP COM 578592107 488 34,900 X 34,900
MCDERMOTT INTL INC COM 580037109 312 16,500 X 16,500
MCDONALDS CORP COM 580135101 3,945 126,700 X 126,700
MCGRAW HILL COS INC COM 580645109 1,684 19,300 X 19,300
MEDAREX INC COM 583916101 272 38,200 X 38,200
MEDCATH CORP COM 58404W109 261 8,900 X 8,900
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 88 13,400 X 13,400
MEDTRONIC INC COM 585055106 6,216 122,000 X 122,000
MELLON FINL CORP COM 58551A108 1,219 42,700 X 42,700
MENTOR GRAPHICS CORP COM 587200106 329 24,000 X 24,000
MERCK & CO INC COM 589331107 8,413 259,900 X 259,900
MERCURY COMPUTER SYS COM 589378108 494 17,900 X 17,900
MERCURY GENL CORP NEW COM 589400100 1,824 33,000 X 33,000
MERISTAR HOSPITALITY CORP COM 58984Y103 98 14,045 X 14,045
MERITAGE HOMES CORP COM 59001A102 1,131 19,200 X 19,200
MERRILL LYNCH & CO INC COM 590188108 5,456 96,400 X 96,400
MESA AIR GROUP INC COM 590479101 322 46,000 X 46,000
METAL MGMT INC COM NEW 591097209 1,261 49,100 X 49,100
METALS USA INC COM NEW 591324207 846 43,200 X 43,200
METLIFE INC COM 59156R108 2,487 63,600 X 63,600
METRIS COS INC COM 591598107 336 29,000 X 29,000
METROLOGIC INSTRS INC COM 591676101 321 14,300 X 14,300
MICROSOFT CORP COM 594918104 22,906 947,700 X 947,700
MICROSTRATEGY INC CL A NEW 594972408 1,397 25,742 X 25,742
MID-AMER APT CMNTYS INC COM 59522J103 606 16,600 X 16,600
MILLS CORP COM 601148109 476 9,000 X 9,000
MISSION WEST PPTYS INC COM 605203108 114 10,800 X 10,800
MITTAL STEEL CO N V NY REG SH CL A 60684P101 414 12,800 X 12,800
MONACO COACH CORP COM 60886R103 465 28,800 X 28,800
MORGAN STANLEY COM NEW 617446448 6,332 110,600 X 110,600
MOTOROLA INC COM 620076109 3,531 235,900 X 235,900
NS GROUP INC COM 628916108 1,187 37,800 X 37,800
NVR INC COM 62944T105 1,335 1,700 X 1,700
NAM TAI ELECTRS INC COM PAR $0.02 629865205 327 12,300 X 12,300
NANOMETRICS INC COM 630077105 341 29,000 X 29,000
NARA BANCORP INC COM 63080P105 274 19,500 X 19,500
NASH FINCH CO COM 631158102 365 9,600 X 9,600
NATIONAL CITY CORP COM 635405103 2,939 87,721 X 87,721
NATIONAL HEALTH INVS INC COM 63633D104 553 21,300 X 21,300
NATIONWIDE FINL SVCS INC CL A 638612101 883 24,600 X 24,600
NATIONWIDE HEALTH PPTYS INC COM 638620104 224 11,100 X 11,100
NAUTILUS INC COM 63910B102 527 22,200 X 22,200
NAVIGANT CONSULTING INC COM 63935N107 398 14,600 X 14,600
NDCHEALTH CORP COM 639480102 534 33,400 X 33,400
NEOWARE SYS INC COM 64065P102 825 79,000 X 79,000
NETBANK INC COM 640933107 144 17,000 X 17,000
NETEASE COM INC SPONSORED ADR 64110W102 260 5,400 X 5,400
NETGEAR INC COM 64111Q104 340 22,500 X 22,500
NEW CENTURY FINANCIAL CORP M COM 6435EV108 1,274 27,200 X 27,200
NEW PLAN EXCEL RLTY TR INC COM 648053106 588 23,400 X 23,400
NEW YORK CMNTY BANCORP INC COM 649445103 870 47,900 X 47,900
NEWCASTLE INVT CORP COM 65105M108 314 10,600 X 10,600
NEWELL RUBBERMAID INC COM 651229106 926 42,200 X 42,200
NEWFIELD EXPL CO COM 651290108 1,366 18,400 X 18,400
NEWMONT MINING CORP COM 651639106 1,711 40,500 X 40,500
NEWPORT CORP COM 651824104 332 22,900 X 22,900
NEWS CORP CL A 65248E104 656 38,760 X 38,760
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,936 103,300 X 103,300
NEXTEL PARTNERS INC CL A 65333F107 384 17,500 X 17,500
NIKE INC CL B 654106103 1,366 16,400 X 16,400
NOKIA CORP SPONSORED ADR 654902204 912 59,100 X 59,100
NORTEL INVERSORA S A SPON ADR PFD B 656567401 385 40,500 X 40,500
NORTH FORK BANCORPORATION NY COM 659424105 328 11,827 X 11,827
NORTHFIELD LABS INC COM 666135108 440 39,100 X 39,100
NORTHROP GRUMMAN CORP COM 666807102 1,954 36,200 X 36,200
NOVATEL WIRELESS INC COM NEW 66987M604 305 28,400 X 28,400
NOVASTAR FINL INC COM 669947400 335 9,300 X 9,300
NOVELL INC COM 670006105 136 22,900 X 22,900
NUCOR CORP COM 670346105 875 15,200 X 15,200
O CHARLEYS INC COM 670823103 333 15,300 X 15,300
OCA INC COM 67083Q101 191 45,000 X 45,000
OM GROUP INC COM 670872100 2,069 68,000 X 68,000
NUVEEN INVTS INC CL A 67090F106 824 24,000 X 24,000
OCCIDENTAL PETE CORP DEL COM 674599105 4,192 58,900 X 58,900
OFFSHORE LOGISTICS INC COM 676255102 876 26,300 X 26,300
OIL STS INTL INC COM 678026105 1,424 69,300 X 69,300
OLD REP INTL CORP COM 680223104 1,185 50,900 X 50,900
OLIN CORP COM PAR $1 680665205 854 38,300 X 38,300
OMNICOM GROUP INC COM 681919106 1,682 19,000 X 19,000
ON ASSIGNMENT INC COM 682159108 96 18,900 X 18,900
ON SEMICONDUCTOR CORP COM 682189105 280 71,000 X 71,000
ONEOK INC NEW COM 682680103 385 12,500 X 12,500
ORACLE CORP COM 68389X105 4,744 380,100 X 380,100
ORASURE TECHNOLOGIES INC COM 68554V108 166 22,500 X 22,500
OREGON STL MLS INC COM 686079104 1,323 57,500 X 57,500
O REILLY AUTOMOTIVE INC COM 686091109 927 18,719 X 18,719
OSHKOSH B GOSH INC CL A 688222207 241 7,900 X 7,900
OSHKOSH TRUCK CORP COM 688239201 877 10,700 X 10,700
OVERNITE CORP COM 690322102 323 10,100 X 10,100
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,743 27,700 X 27,700
OVERSTOCK COM INC DEL COM 690370101 267 6,200 X 6,200
PNC FINL SVCS GROUP INC COM 693475105 2,615 50,800 X 50,800
PPG INDS INC COM 693506107 358 5,000 X 5,000
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 258 51,600 X 51,600
PS BUSINESS PKS INC CALIF COM 69360J107 725 17,988 X 17,988
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 380 6,700 X 6,700
PANTRY INC COM 698657103 365 11,800 X 11,800
PARAMETRIC TECHNOLOGY CORP COM 699173100 135 24,200 X 24,200
PARKWAY PPTYS INC COM 70159Q104 1,504 32,200 X 32,200
PARTNERS TR FINL GROUP INC N COM 70213F102 364 34,300 X 34,300
PATHMARK STORES INC NEW COM 70322A101 69 11,000 X 11,000
PATINA OIL & GAS CORP COM 703224105 1,470 36,750 X 36,750
PAYCHEX INC COM 704326107 1,093 33,300 X 33,300
PENN NATL GAMING INC COM 707569109 1,296 44,100 X 44,100
PENN VA CORP COM 707882106 262 5,700 X 5,700
PENN VA RESOURCES PARTNERS L COM 707884102 324 6,400 X 6,400
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 246 6,100 X 6,100
PEPSICO INC COM 713448108 9,286 175,100 X 175,100
PERFORMANCE FOOD GROUP CO COM 713755106 581 21,000 X 21,000
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 831 18,800 X 18,800
PETROLEUM DEV CORP COM 716578109 260 6,900 X 6,900
PETROQUEST ENERGY INC COM 716748108 329 49,600 X 49,600
PFIZER INC COM 717081103 21,578 821,380 X 821,380
PHOTRONICS INC COM 719405102 605 33,400 X 33,400
PILGRIMS PRIDE CORP COM 721467108 1,693 47,400 X 47,400
PINNACLE SYS INC COM 723481107 286 51,100 X 51,100
PITNEY BOWES INC COM 724479100 370 8,200 X 8,200
PIXELWORKS INC COM 72581M107 339 41,600 X 41,600
PLANAR SYS INC COM 726900103 225 24,900 X 24,900
PLUM CREEK TIMBER CO INC COM 729251108 1,103 30,900 X 30,900
POSSIS MEDICAL INC COM 737407106 439 52,400 X 52,400
POST PPTYS INC COM 737464107 208 6,700 X 6,700
POWER INTEGRATIONS INC COM 739276103 336 16,100 X 16,100
POZEN INC COM 73941U102 279 53,499 X 53,499
PREMCOR INC COM 74045Q104 1,331 22,300 X 22,300
PRENTISS PPTYS TR SH BEN INT 740706106 1,004 29,400 X 29,400
PRIDE INTL INC DEL COM 74153Q102 229 9,200 X 9,200
PRIMEDIA INC COM 74157K101 328 75,500 X 75,500
PRIORITY HEALTHCARE CORP CL B 74264T102 437 20,200 X 20,200
PROASSURANCE CORP COM 74267C106 711 18,000 X 18,000
PROCTER & GAMBLE CO COM 742718109 14,241 268,700 X 268,700
PRIVATEBANCORP INC COM 742962103 349 11,100 X 11,100
PROGRESSIVE CORP OHIO COM 743315103 3,459 37,700 X 37,700
PROLOGIS SH BEN INT 743410102 1,139 30,698 X 30,698
PROTECTIVE LIFE CORP COM 743674103 307 7,800 X 7,800
PRUDENTIAL FINL INC COM 744320102 3,048 53,100 X 53,100
PUBLIC STORAGE INC COM 74460D109 1,236 21,700 X 21,700
PULTE HOMES INC COM 745867101 935 12,700 X 12,700
QUALCOMM INC COM 747525103 5,971 163,000 X 163,000
QUANTUM CORP COM DSSG 747906204 344 118,300 X 118,300
QUEST SOFTWARE INC COM 74834T103 208 15,000 X 15,000
RADIO ONE INC CL D NON VTG 75040P405 207 14,000 X 14,000
RAYONIER INC COM 754907103 411 8,300 X 8,300
RAYTHEON CO COM NEW 755111507 1,637 42,300 X 42,300
REALTY INCOME CORP COM 756109104 302 13,200 X 13,200
RECKSON ASSOCS RLTY CORP COM 75621K106 418 13,600 X 13,600
REDBACK NETWORKS INC COM NEW 757209507 306 51,100 X 51,100
REDWOOD TR INC COM 758075402 727 14,200 X 14,200
REGAL ENTMT GROUP CL A 758766109 347 16,500 X 16,500
REGENCY CTRS CORP COM 758849103 491 10,300 X 10,300
REGENERON PHARMACEUTICALS COM 75886F107 222 43,500 X 43,500
REHABCARE GROUP INC COM 759148109 589 20,500 X 20,500
RELIANCE STEEL & ALUMINUM CO COM 759509102 452 11,300 X 11,300
RENAL CARE GROUP INC COM 759930100 844 22,250 X 22,250
REPSOL YPF S A SPONSORED ADR 76026T205 903 34,000 X 34,000
RESOURCE AMERICA INC CL A 761195205 333 9,500 X 9,500
RESOURCES CONNECTION INC COM 76122Q105 808 38,600 X 38,600
RETAIL VENTURES INC COM 76128Y102 349 38,300 X 38,300
REYNOLDS AMERICAN INC COM 761713106 911 11,300 X 11,300
ROBBINS & MYERS INC COM 770196103 277 12,600 X 12,600
ROCKY SHOES & BOOTS INC COM 774830103 550 20,700 X 20,700
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,617 50,300 X 50,300
ROSS STORES INC COM 778296103 321 11,000 X 11,000
RUDOLPH TECHNOLOGIES INC COM 781270103 411 27,300 X 27,300
RUSSELL CORP COM 782352108 468 25,900 X 25,900
RYLAND GROUP INC COM 783764103 744 12,000 X 12,000
SBC COMMUNICATIONS INC COM 78387G103 9,256 390,700 X 390,700
SBA COMMUNICATIONS CORP COM 78388J106 335 36,700 X 36,700
SFBC INTL INC COM 784121105 793 22,500 X 22,500
SL GREEN RLTY CORP COM 78440X101 365 6,500 X 6,500
SLM CORP COM 78442P106 2,203 44,200 X 44,200
SRS LABS INC COM 78464M106 158 39,600 X 39,600
SABRE HLDGS CORP CL A 785905100 206 9,400 X 9,400
SAFECO CORP COM 786429100 945 19,400 X 19,400
ST JUDE MED INC COM 790849103 1,274 35,400 X 35,400
ST PAUL TRAVELERS INC COM 792860108 3,348 91,139 X 91,139
SAPIENT CORP COM 803062108 288 39,200 X 39,200
SARA LEE CORP COM 803111103 2,657 119,900 X 119,900
SAXON CAP INC NEW COM 80556T106 323 18,800 X 18,800
SCANSOURCE INC COM 806037107 710 13,700 X 13,700
SCHERING PLOUGH CORP COM 806605101 2,978 164,100 X 164,100
SCHULMAN A INC COM 808194104 462 26,500 X 26,500
SCHWAB CHARLES CORP NEW COM 808513105 1,054 100,300 X 100,300
SECURE COMPUTING CORP COM 813705100 213 24,800 X 24,800
SEEBEYOND TECHNOLOGIES CORP COM 815704101 281 88,991 X 88,991
SELECTIVE INS GROUP INC COM 816300107 1,003 21,700 X 21,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 200 12,000 X 12,000
SERENA SOFTWARE INC COM 817492101 1,370 57,665 X 57,665
SEROLOGICALS CORP COM 817523103 315 12,900 X 12,900
SERVICEMASTER CO COM 81760N109 915 67,800 X 67,800
SHAW GROUP INC COM 820280105 562 25,800 X 25,800
SHERWIN WILLIAMS CO COM 824348106 858 19,500 X 19,500
SHURGARD STORAGE CTRS INC COM 82567D104 311 7,600 X 7,600
SIEMENS A G SPONSORED ADR 826197501 965 12,200 X 12,200
SIERRA PAC RES NEW COM 826428104 145 13,501 X 13,501
SIGMATEL INC COM 82661W107 775 20,700 X 20,700
SILICON IMAGE INC COM 82705T102 259 25,700 X 25,700
SILVER STD RES INC COM 82823L106 384 33,200 X 33,200
SIMON PPTY GROUP INC NEW COM 828806109 2,271 37,480 X 37,480
SIMPSON MANUFACTURING CO INC COM 829073105 692 22,400 X 22,400
SKYWEST INC COM 830879102 554 29,800 X 29,800
SKYWORKS SOLUTIONS INC COM 83088M102 464 73,100 X 73,100
SMITHFIELD FOODS INC COM 832248108 820 26,000 X 26,000
SONIC CORP COM 835451105 1,136 34,000 X 34,000
SONICWALL INC COM 835470105 73 14,400 X 14,400
SOURCECORP COM 836167106 274 13,600 X 13,600
SOUTHERN CO COM 842587107 2,362 74,200 X 74,200
SOUTHERN UN CO NEW COM 844030106 236 9,400 X 9,400
SPINNAKER EXPL CO COM 84855W109 441 12,400 X 12,400
SPIRIT FIN CORP COM 848568309 116 10,700 X 10,700
SPRINT CORP COM FON 852061100 4,934 216,900 X 216,900
STAMPS COM INC COM NEW 852857200 327 19,700 X 19,700
STANDARD PAC CORP NEW COM 85375C101 910 12,600 X 12,600
STANLEY WKS COM 854616109 1,295 28,600 X 28,600
STAPLES INC COM 855030102 1,575 50,100 X 50,100
STARBUCKS CORP COM 855244109 2,061 39,900 X 39,900
STATE STR CORP COM 857477103 1,478 33,800 X 33,800
STEEL DYNAMICS INC COM 858119100 1,240 36,000 X 36,000
STERLING BANCSHARES INC COM 858907108 361 25,400 X 25,400
STOLT NIELSEN S A SP ADR REG COM 861565109 341 9,500 X 9,500
STONE ENERGY CORP COM 861642106 471 9,700 X 9,700
STRATASYS INC COM 862685104 365 12,900 X 12,900
STRYKER CORP COM 863667101 1,285 28,800 X 28,800
SUN MICROSYSTEMS INC COM 866810104 1,352 334,700 X 334,700
SUNTRUST BKS INC COM 867914103 2,407 33,400 X 33,400
SUPERIOR INDS INTL INC COM 868168105 494 18,700 X 18,700
SUPERVALU INC COM 868536103 367 11,000 X 11,000
SURMODICS INC COM 868873100 300 9,400 X 9,400
SYMANTEC CORP COM 871503108 1,563 73,300 X 73,300
SYSCO CORP COM 871829107 2,302 64,300 X 64,300
TCF FINL CORP COM 872275102 872 32,100 X 32,100
THQ INC COM NEW 872443403 625 22,200 X 22,200
TJX COS INC NEW COM 872540109 1,232 50,000 X 50,000
TALK AMERICA HLDGS INC COM NEW 87426R202 201 31,200 X 31,200
TANGER FACTORY OUTLET CTRS I COM 875465106 645 29,300 X 29,300
TARGET CORP COM 87612E106 4,597 91,900 X 91,900
TASER INTL INC COM 87651B104 238 19,800 X 19,800
TAUBMAN CTRS INC COM 876664103 236 8,500 X 8,500
TECH DATA CORP COM 878237106 782 21,100 X 21,100
TECHNITROL INC COM 878555101 416 27,900 X 27,900
TELEFLEX INC COM 879369106 271 5,300 X 5,300
TELEFONICA S A SPONSORED ADR 879382208 878 16,900 X 16,900
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 836 24,200 X 24,200
TETRA TECH INC NEW COM 88162G103 379 30,000 X 30,000
TEXAS INDS INC COM 882491103 274 5,100 X 5,100
TEXAS INSTRS INC COM 882508104 4,746 186,200 X 186,200
THOMAS & BETTS CORP COM 884315102 207 6,400 X 6,400
THORNBURG MTG INC COM 885218107 1,604 57,200 X 57,200
3M CO COM 88579Y101 6,744 78,700 X 78,700
TIMBERLAND CO CL A 887100105 1,319 18,600 X 18,600
TIME WARNER INC COM 887317105 7,952 453,100 X 453,100
TOLL BROTHERS INC COM 889478103 828 10,500 X 10,500
TOLLGRADE COMMUNICATIONS INC COM 889542106 182 26,400 X 26,400
TOO INC COM 890333107 565 22,900 X 22,900
TOTAL S A SPONSORED ADR 89151E109 1,805 15,400 X 15,400
TRAMMELL CROW CO COM 89288R106 331 16,100 X 16,100
TRANSCANADA CORP COM 89353D107 929 37,600 X 37,600
TRANSKARYOTIC THERAPIES INC COM 893735100 444 17,800 X 17,800
TREDEGAR CORP COM 894650100 251 14,900 X 14,900
TREX INC COM 89531P105 440 9,900 X 9,900
TRIDENT MICROSYSTEMS INC COM 895919108 302 17,100 X 17,100
TRIBUNE CO NEW COM 896047107 997 25,000 X 25,000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 320 94,600 X 94,600
TRIZEC PROPERTIES INC COM 89687P107 655 34,500 X 34,500
TRIZETTO GROUP INC COM 896882107 136 14,600 X 14,600
TUPPERWARE CORP COM 899896104 362 17,800 X 17,800
TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 317 21,300 X 21,300
TWEETER HOME ENTMT GROUP INC COM 901167106 78 14,000 X 14,000
II VI INC COM 902104108 844 48,400 X 48,400
UICI COM 902737105 369 15,200 X 15,200
UIL HLDG CORP COM 902748102 512 10,100 X 10,100
US BANCORP DEL COM NEW 902973304 6,378 221,300 X 221,300
U S G CORP COM NEW 903293405 1,436 43,300 X 43,300
UBIQUITEL INC COM 903474302 299 44,700 X 44,700
UNION PAC CORP COM 907818108 1,819 26,100 X 26,100
UNIT CORP COM 909218109 849 18,800 X 18,800
UNITED DOMINION REALTY TR IN COM 910197102 634 30,400 X 30,400
UNITED INDL CORP COM 910671106 326 11,000 X 11,000
UNITED ONLINE INC COM 911268100 846 80,850 X 80,850
UNITED PARCEL SERVICE INC CL B 911312106 4,183 57,500 X 57,500
UNITED STATES STL CORP NEW COM 912909108 1,180 23,200 X 23,200
UNITED TECHNOLOGIES CORP COM 913017109 5,256 51,700 X 51,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 818 17,900 X 17,900
UNITEDHEALTH GROUP INC COM 91324P102 6,448 67,600 X 67,600
UNIVERSAL AMERN FINL CORP COM 913377107 324 18,700 X 18,700
UNUMPROVIDENT CORP COM 91529Y106 895 52,600 X 52,600
URBAN OUTFITTERS INC COM 917047102 228 4,744 X 4,744
VALERO ENERGY CORP NEW COM 91913Y100 1,355 18,500 X 18,500
VENTAS INC COM 92276F100 352 14,100 X 14,100
VENTANA MED SYS INC COM 92276H106 432 11,522 X 11,522
VENTIV HEALTH INC COM 922793104 1,647 71,600 X 71,600
VERITY INC COM 92343C106 307 32,500 X 32,500
VERIZON COMMUNICATIONS COM 92343V104 11,001 309,900 X 309,900
VIACOM INC CL B 925524308 5,367 154,100 X 154,100
VORNADO RLTY TR SH BEN INT 929042109 2,348 33,900 X 33,900
WCI CMNTYS INC COM 92923C104 809 26,900 X 26,900
W-H ENERGY SVCS INC COM 92925E108 455 19,000 X 19,000
WABASH NATL CORP COM 929566107 1,281 52,500 X 52,500
WACHOVIA CORP 2ND NEW COM 929903102 9,291 182,500 X 182,500
WAL MART STORES INC COM 931142103 13,159 262,600 X 262,600
WALGREEN CO COM 931422109 4,580 103,100 X 103,100
WALTER INDS INC COM 93317Q105 323 7,600 X 7,600
WASHINGTON GROUP INTL INC COM NEW 938862208 351 7,800 X 7,800
WASHINGTON MUT INC COM 939322103 4,657 117,900 X 117,900
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 204 7,100 X 7,100
WASTE CONNECTIONS INC COM 941053100 1,016 29,250 X 29,250
WASTE MGMT INC DEL COM 94106L109 1,685 58,400 X 58,400
WEBSENSE INC COM 947684106 1,329 24,700 X 24,700
WEBMD CORP COM 94769M105 147 17,300 X 17,300
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,358 39,350 X 39,350
WELLS FARGO & CO NEW COM 949746101 11,242 188,000 X 188,000
WENDYS INTL INC COM 950590109 351 9,000 X 9,000
WERNER ENTERPRISES INC COM 950755108 276 14,200 X 14,200
WESCO INTL INC COM 95082P105 1,621 57,900 X 57,900
WESTERN DIGITAL CORP COM 958102105 176 13,800 X 13,800
WEYERHAEUSER CO COM 962166104 1,678 24,500 X 24,500
WHIRLPOOL CORP COM 963320106 1,280 18,900 X 18,900
WHITING PETE CORP NEW COM 966387102 771 18,900 X 18,900
WHOLE FOODS MKT INC COM 966837106 1,430 14,000 X 14,000
WILSHIRE BANCORP INC COM 97186T108 300 23,000 X 23,000
WILSON GREATBATCH TECHNOLOGI COM 972232102 591 32,400 X 32,400
WIND RIVER SYSTEMS INC COM 973149107 326 21,600 X 21,600
WINSTON HOTELS INC COM 97563A102 283 24,200 X 24,200
WITNESS SYS INC COM 977424100 342 19,500 X 19,500
WORTHINGTON INDS INC COM 981811102 769 39,900 X 39,900
WRIGHT MED GROUP INC COM 98235T107 307 12,800 X 12,800
WRIGLEY WM JR CO COM 982526105 1,036 15,800 X 15,800
WYETH COM 983024100 6,955 164,900 X 164,900
XILINX INC COM 983919101 1,087 37,200 X 37,200
YAHOO INC COM 984332106 3,905 115,200 X 115,200
YELLOW ROADWAY CORP COM 985577105 855 14,600 X 14,600
ZIMMER HLDGS INC COM 98956P102 1,914 24,600 X 24,600
ZIONS BANCORPORATION COM 989701107 911 13,200 X 13,200