13F-HR 1 jun0413f.txt DEERE & COMPANY 13F-HR 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