-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DGZqssDRCuj3vO2+VDKXc+g7JP7Wiqjo3XYp00DSWScFEkeFAEMDjCHBqd54QSYR 1uX7fwZ9Nl7Mttxeeyw9TA== 0000315189-05-000011.txt : 20050214 0000315189-05-000011.hdr.sgml : 20050214 20050214153150 ACCESSION NUMBER: 0000315189-05-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050214 DATE AS OF CHANGE: 20050214 EFFECTIVENESS DATE: 20050214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00850 FILM NUMBER: 05609318 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 BUSINESS PHONE: (309) 765-5688 MAIL ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 13F-HR 1 dec0413fa.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: 31 December 2004. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois February 14, 2005 - --------------------- ---------------- ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 769 Form 13F Information Table Value Total: $1,429,598 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION FAIR MKT --------------------- CUSIP VALUE PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY ACE LTD ORD G0070K103 1,026 24,000 X 24,000 ARCH CAP GROUP LTD ORD G0450A105 352 9,100 X 9,100 BUNGE LIMITED COM G16962105 929 16,300 X 16,300 FRONTLINE LTD ORD G3682E127 723 16,300 X 16,300 HELEN OF TROY CORP LTD COM G4388N106 857 25,500 X 25,500 IPC HLDGS LTD ORD G4933P101 487 11,200 X 11,200 MONTPELIER RE HOLDINGS LTD SHS G62185106 1,480 38,500 X 38,500 PARTNERRE LTD COM G6852T105 1,140 18,400 X 18,400 RENAISSANCERE HOLDINGS LTD COM G7496G103 974 18,700 X 18,700 SEAGATE TECHNOLOGY SHS G7945J104 981 56,800 X 56,800 SINA CORP ORD G81477104 959 29,900 X 29,900 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,038 29,000 X 29,000 XL CAP LTD CL A G98255105 940 12,100 X 12,100 SBS BROADCASTING SA ORD L8137F102 415 10,300 X 10,300 CORE LABORATORIES N V COM N22717107 226 9,700 X 9,700 GENERAL MARITIME CORP SHS Y2692M103 336 8,400 X 8,400 OMI CORP NEW COM Y6476W104 689 40,900 X 40,900 AAR CORP COM 000361105 289 21,200 X 21,200 AFLAC INC COM 001055102 2,040 51,200 X 51,200 AK STL HLDG CORP COM 001547108 378 26,100 X 26,100 AMB PROPERTY CORP COM 00163T109 743 18,400 X 18,400 AT&T CORP COM NEW 001957505 2,524 132,400 X 132,400 A S V INC COM 001963107 1,547 32,300 X 32,300 ABBOTT LABS COM 002824100 8,425 180,600 X 180,600 ABIOMED INC COM 003654100 443 28,700 X 28,700 ACCREDITED HOME LENDRS HLDG COM 00437P107 1,312 26,400 X 26,400 ACTEL CORP COM 004934105 330 18,800 X 18,800 ADMINISTAFF INC COM 007094105 216 17,100 X 17,100 AEROFLEX INC COM 007768104 538 44,400 X 44,400 AEGON N V ORD AMER REG 007924103 1,015 74,000 X 74,000 AETNA INC NEW COM 00817Y108 1,909 15,300 X 15,300 AFFILIATED COMPUTER SERVICES CL A 008190100 1,336 22,200 X 22,200 AGILENT TECHNOLOGIES INC COM 00846U101 1,166 48,400 X 48,400 AGILYSYS INC COM 00847J105 799 46,600 X 46,600 AGNICO EAGLE MINES LTD COM 008474108 199 14,500 X 14,500 AGRIUM INC COM 008916108 179 10,600 X 10,600 AKZO NOBEL NV SPONSORED ADR 010199305 1,024 24,100 X 24,100 ALBERTSONS INC COM 013104104 936 39,200 X 39,200 ALCOA INC COM 013817101 2,749 87,500 X 87,500 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 231 3,100 X 3,100 ALFA CORP COM 015385107 176 11,600 X 11,600 ALIGN TECHNOLOGY INC COM 016255101 269 25,000 X 25,000 ALLEGHANY CORP DEL COM 017175100 371 1,300 X 1,300 ALLIANT TECHSYSTEMS INC COM 018804104 281 4,300 X 4,300 ALLSTATE CORP COM 020002101 5,032 97,300 X 97,300 ALLTEL CORP COM 020039103 1,822 31,000 X 31,000 ALTRIA GROUP INC COM 02209S103 13,845 226,600 X 226,600 AMAZON COM INC COM 023135106 1,324 29,900 X 29,900 AMCOL INTL CORP COM 02341W103 466 23,200 X 23,200 AMERICAN AXLE & MFG HLDGS IN COM 024061103 399 13,000 X 13,000 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,479 31,400 X 31,400 AMERICAN ELEC PWR INC COM 025537101 1,367 39,800 X 39,800 AMERICAN EXPRESS CO COM 025816109 6,404 113,600 X 113,600 AMERICAN FINL GROUP INC OHIO COM 025932104 310 9,900 X 9,900 AMERICAN FINL RLTY TR COM 02607P305 298 18,400 X 18,400 AMERICAN HEALTHWAYS INC COM 02649V104 363 11,000 X 11,000 AMERICAN INTL GROUP INC COM 026874107 15,373 234,100 X 234,100 AMERICAN PHYSICIANS CAPITAL COM 028884104 385 10,700 X 10,700 AMERICREDIT CORP COM 03060R101 753 30,800 X 30,800 AMERISTAR CASINOS INC COM 03070Q101 907 21,044 X 21,044 AMERUS GROUP CO COM 03072M108 322 7,100 X 7,100 AMERITRADE HLDG CORP NEW COM 03074K100 199 14,000 X 14,000 AMGEN INC COM 031162100 8,474 132,100 X 132,100 AMSURG CORP COM 03232P405 966 32,700 X 32,700 ANADARKO PETE CORP COM 032511107 2,340 36,100 X 36,100 ANALOG DEVICES INC COM 032654105 1,396 37,800 X 37,800 ANHEUSER BUSCH COS INC COM 035229103 4,408 86,900 X 86,900 ANNALY MTG MGMT INC COM 035710409 334 17,000 X 17,000 AON CORP COM 037389103 1,059 44,400 X 44,400 APACHE CORP COM 037411105 1,654 32,700 X 32,700 APARTMENT INVT & MGMT CO CL A 03748R101 606 15,728 X 15,728 APOLLO GROUP INC CL A 037604105 1,267 15,700 X 15,700 APPLEBEES INTL INC COM 037899101 734 27,750 X 27,750 APPLIED DIGITAL SOLUTIONS COM NEW 038188306 393 58,200 X 58,200 APPLIED INDL TECHNOLOGIES IN COM 03820C105 386 14,100 X 14,100 APPLIED MATLS INC COM 038222105 2,902 169,700 X 169,700 AQUANTIVE INC COM 03839G105 102 11,400 X 11,400 ARCHSTONE SMITH TR COM 039583109 1,257 32,817 X 32,817 ARDEN RLTY INC COM 039793104 588 15,600 X 15,600 ARTHROCARE CORP COM 043136100 404 12,600 X 12,600 ASK JEEVES INC COM 045174109 385 14,400 X 14,400 ASIAINFO HLDGS INC COM 04518A104 145 24,300 X 24,300 ASTORIA FINL CORP COM 046265104 612 15,300 X 15,300 AT ROAD INC COM 04648K105 105 15,200 X 15,200 ATMOS ENERGY CORP COM 049560105 583 21,300 X 21,300 ATWOOD OCEANICS INC COM 050095108 380 7,300 X 7,300 AUTOLIV INC COM 052800109 2,681 55,500 X 55,500 AUTOMATIC DATA PROCESSING IN COM 053015103 2,634 59,400 X 59,400 AVALONBAY CMNTYS INC COM 053484101 900 11,957 X 11,957 AVERY DENNISON CORP COM 053611109 366 6,100 X 6,100 AVOCENT CORP COM 053893103 654 16,100 X 16,100 AVON PRODS INC COM 054303102 1,838 47,500 X 47,500 AXCELIS TECHNOLOGIES INC COM 054540109 311 38,300 X 38,300 BB&T CORP COM 054937107 2,683 63,800 X 63,800 BCE INC COM 05534B109 999 41,400 X 41,400 BJS WHOLESALE CLUB INC COM 05548J106 242 8,300 X 8,300 BRE PROPERTIES INC CL A 05564E106 339 8,400 X 8,400 BT GROUP PLC ADR 05577E101 929 23,500 X 23,500 BANK OF AMERICA CORPORATION COM 060505104 20,885 444,452 X 444,452 BANK NEW YORK INC COM 064057102 2,613 78,200 X 78,200 BANTA CORP COM 066821109 394 8,800 X 8,800 BAXTER INTL INC COM 071813109 2,131 61,700 X 61,700 BEAR STEARNS COS INC COM 073902108 747 7,300 X 7,300 BEAZER HOMES USA INC COM 07556Q105 819 5,600 X 5,600 BECTON DICKINSON & CO COM 075887109 1,448 25,500 X 25,500 BED BATH & BEYOND INC COM 075896100 876 22,000 X 22,000 BELL MICROPRODUCTS INC COM 078137106 371 38,600 X 38,600 BELLSOUTH CORP COM 079860102 6,308 227,000 X 227,000 BENCHMARK ELECTRS INC COM 08160H101 769 22,550 X 22,550 BERRY PETE CO CL A 085789105 401 8,400 X 8,400 BEST BUY INC COM 086516101 1,587 26,700 X 26,700 BEVERLY ENTERPRISES INC COM NEW 087851309 377 41,200 X 41,200 BIOGEN IDEC INC COM 09062X103 2,278 34,200 X 34,200 BIOSITE INC COM 090945106 1,612 26,200 X 26,200 BLACK & DECKER CORP COM 091797100 1,281 14,500 X 14,500 BLOCK H & R INC COM 093671105 343 7,000 X 7,000 BOEING CO COM 097023105 4,390 84,800 X 84,800 BOSTON PRIVATE FINL HLDGS IN COM 101119105 603 21,400 X 21,400 BOSTON PROPERTIES INC COM 101121101 1,171 18,100 X 18,100 BOSTON SCIENTIFIC CORP COM 101137107 2,368 66,600 X 66,600 BRADY CORP CL A 104674106 594 9,500 X 9,500 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 417 14,200 X 14,200 BRIGGS & STRATTON CORP COM 109043109 881 21,200 X 21,200 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 1,141 17,620 X 17,620 BRISTOL MYERS SQUIBB CO COM 110122108 5,014 195,700 X 195,700 BRISTOL WEST HLDGS INC COM 11037M105 382 19,100 X 19,100 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 963 27,800 X 27,800 BROADCOM CORP CL A 111320107 807 25,000 X 25,000 BUCKEYE TECHNOLOGIES INC COM 118255108 311 23,900 X 23,900 BUILDING MATLS HLDG CORP COM 120113105 1,218 31,800 X 31,800 BURLINGTON RES INC COM 122014103 2,975 68,400 X 68,400 C&D TECHNOLOGIES INC COM 124661109 532 31,200 X 31,200 CBL & ASSOC PPTYS INC COM 124830100 389 5,100 X 5,100 CEC ENTMT INC COM 125137109 795 19,900 X 19,900 CIGNA CORP COM 125509109 1,003 12,300 X 12,300 CTS CORP COM 126501105 642 48,300 X 48,300 CVS CORP COM 126650100 1,803 40,000 X 40,000 CACI INTL INC CL A 127190304 1,383 20,300 X 20,300 CAL DIVE INTL INC COM 127914109 1,117 27,400 X 27,400 CAL MAINE FOODS INC COM NEW 128030202 340 28,100 X 28,100 CAMBREX CORP COM 132011107 748 27,600 X 27,600 CAMDEN PPTY TR SH BEN INT 133131102 337 6,600 X 6,600 CANON INC ADR 138006309 1,042 19,200 X 19,200 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 217 6,100 X 6,100 CAPITAL ONE FINL CORP COM 14040H105 3,419 40,600 X 40,600 CARBO CERAMICS INC COM 140781105 331 4,800 X 4,800 CARDINAL HEALTH INC COM 14149Y108 2,518 43,300 X 43,300 CAREMARK RX INC COM 141705103 2,524 64,016 X 64,016 CARRAMERICA RLTY CORP COM 144418100 475 14,400 X 14,400 CATELLUS DEV CORP NEW COM 149113102 1,053 34,400 X 34,400 CATERPILLAR INC DEL COM 149123101 3,354 34,400 X 34,400 CEMEX S A SPON ADR 5 ORD 151290889 954 26,200 X 26,200 CENDANT CORP COM 151313103 3,332 142,500 X 142,500 CENTENE CORP DEL COM 15135B101 221 7,800 X 7,800 CENTERPOINT PPTYS TR COM 151895109 388 8,100 X 8,100 CENTEX CORP COM 152312104 953 16,000 X 16,000 CENTRAL PKG CORP COM 154785109 282 18,600 X 18,600 CEPHALON INC COM 156708109 1,374 27,000 X 27,000 CERADYNE INC COM 156710105 400 7,000 X 7,000 CERNER CORP COM 156782104 659 12,400 X 12,400 CHECKFREE CORP NEW COM 162813109 263 6,900 X 6,900 CHEMED CORP NEW COM 16359R103 362 5,400 X 5,400 CHENIERE ENERGY INC COM NEW 16411R208 408 6,400 X 6,400 CHESAPEAKE CORP COM 165159104 559 20,600 X 20,600 CHESAPEAKE ENERGY CORP COM 165167107 746 45,200 X 45,200 CHEVRONTEXACO CORP COM 166764100 13,285 253,000 X 253,000 CHICOS FAS INC COM 168615102 1,156 25,400 X 25,400 CHRISTOPHER & BANKS CORP COM 171046105 686 37,200 X 37,200 CHUBB CORP COM 171232101 3,707 48,200 X 48,200 CINCINNATI FINL CORP COM 172062101 960 21,700 X 21,700 CISCO SYS INC COM 17275R102 13,377 692,400 X 692,400 CITIGROUP INC COM 172967101 25,555 530,400 X 530,400 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,788 53,400 X 53,400 COACHMEN INDS INC COM 189873102 319 18,400 X 18,400 COCA COLA CO COM 191216100 8,840 212,300 X 212,300 COCA COLA ENTERPRISES INC COM 191219104 492 23,600 X 23,600 COGNOS INC COM 19244C109 234 5,300 X 5,300 COHERENT INC COM 192479103 359 11,800 X 11,800 COINSTAR INC COM 19259P300 1,588 59,200 X 59,200 COLDWATER CREEK INC COM 193068103 658 21,300 X 21,300 COLGATE PALMOLIVE CO COM 194162103 2,737 53,500 X 53,500 COLUMBIA SPORTSWEAR CO COM 198516106 376 6,300 X 6,300 COMCAST CORP NEW CL A 20030N101 7,172 215,500 X 215,500 COMMERCE BANCSHARES INC COM 200525103 965 19,215 X 19,215 COMMERCIAL FEDERAL CORPORATI COM 201647104 1,153 38,800 X 38,800 COMPUCREDIT CORP COM 20478N100 1,463 53,500 X 53,500 COMPUTER ASSOC INTL INC COM 204912109 1,457 46,900 X 46,900 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 399 10,600 X 10,600 CONAGRA FOODS INC COM 205887102 1,567 53,200 X 53,200 CONNETICS CORP COM 208192104 393 16,200 X 16,200 CONOCOPHILLIPS COM 20825C104 6,790 78,200 X 78,200 CONSTELLATION BRANDS INC CL A 21036P108 870 18,700 X 18,700 COPART INC COM 217204106 274 10,400 X 10,400 CORNING INC COM 219350105 1,625 138,100 X 138,100 COST PLUS INC CALIF COM 221485105 280 8,700 X 8,700 COSTCO WHSL CORP NEW COM 22160K105 2,237 46,200 X 46,200 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,080 56,200 X 56,200 COUSINS PPTYS INC COM 222795106 248 8,200 X 8,200 COVENTRY HEALTH CARE INC COM 222862104 1,839 34,650 X 34,650 COX RADIO INC CL A 224051102 206 12,500 X 12,500 CRESCENT REAL ESTATE EQUITIE COM 225756105 303 16,600 X 16,600 CUMMINS INC COM 231021106 377 4,500 X 4,500 CYBERSOURCE CORP COM 23251J106 368 51,500 X 51,500 DHB INDS INC COM 23321E103 425 22,300 X 22,300 D R HORTON INC COM 23331A109 883 21,900 X 21,900 DANAHER CORP DEL COM 235851102 1,366 23,800 X 23,800 DANIELSON HLDG CORP COM 236274106 169 20,000 X 20,000 DATASCOPE CORP COM 238113104 572 14,400 X 14,400 DELL INC COM 24702R101 10,923 259,200 X 259,200 DENTSPLY INTL INC NEW COM 249030107 1,096 19,500 X 19,500 DEVELOPERS DIVERSIFIED RLTY COM 251591103 759 17,100 X 17,100 DEVON ENERGY CORP NEW COM 25179M103 2,639 67,800 X 67,800 DIAMONDCLUSTER INTL INC COM 25278P106 536 37,400 X 37,400 DIGITAL INSIGHT CORP COM 25385P106 204 11,100 X 11,100 DIRECTV GROUP INC COM 25459L106 1,079 64,474 X 64,474 DISNEY WALT CO COM DISNEY 254687106 5,741 206,500 X 206,500 DOMINION RES INC VA NEW COM 25746U109 2,229 32,900 X 32,900 DORAL FINL CORP COM 25811P100 803 16,300 X 16,300 DOUBLECLICK INC COM 258609304 534 68,600 X 68,600 DOW CHEM CO COM 260543103 4,664 94,200 X 94,200 DRIL-QUIP INC COM 262037104 284 11,700 X 11,700 DU PONT E I DE NEMOURS & CO COM 263534109 5,945 121,200 X 121,200 DUKE ENERGY CORP COM 264399106 2,333 92,100 X 92,100 DUKE REALTY CORP COM NEW 264411505 1,751 51,294 X 51,294 DUPONT PHOTOMASKS INC COM 26613X101 600 22,700 X 22,700 DUSA PHARMACEUTICALS INC COM 266898105 283 19,800 X 19,800 DYNEGY INC NEW CL A 26816Q101 89 19,200 X 19,200 E M C CORP MASS COM 268648102 3,622 243,600 X 243,600 EPIQ SYS INC COM 26882D109 290 19,800 X 19,800 EAGLE MATERIALS INC COM 26969P108 440 5,100 X 5,100 EASTMAN KODAK CO COM 277461109 945 29,300 X 29,300 EBAY INC COM 278642103 6,969 59,900 X 59,900 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 758 22,800 X 22,800 EDO CORP COM 281347104 378 11,900 X 11,900 EDUCATION MGMT CORP COM 28139T101 228 6,900 X 6,900 ELECTRO SCIENTIFIC INDS COM 285229100 387 19,600 X 19,600 ELECTRONIC ARTS INC COM 285512109 1,857 30,100 X 30,100 ELECTRONIC DATA SYS NEW COM 285661104 963 41,700 X 41,700 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 1,258 29,300 X 29,300 ELKCORP COM 287456107 712 20,800 X 20,800 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 211 6,300 X 6,300 EMERSON ELEC CO COM 291011104 4,248 60,600 X 60,600 ENTERCOM COMMUNICATIONS CORP CL A 293639100 230 6,400 X 6,400 ENTERGY CORP NEW COM 29364G103 1,568 23,200 X 23,200 ENTERPRISE PRODS PARTNERS L COM 293792107 781 30,200 X 30,200 EON LABS INC COM 29412E100 786 29,100 X 29,100 EQUITY OFFICE PROPERTIES TRU COM 294741103 2,948 101,236 X 101,236 EQUITY ONE COM 294752100 280 11,800 X 11,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 1,697 46,900 X 46,900 ERIE INDTY CO CL A 29530P102 336 6,400 X 6,400 ESPEED INC CL A 296643109 371 30,000 X 30,000 ESSEX PPTY TR INC COM 297178105 318 3,800 X 3,800 ETHAN ALLEN INTERIORS INC COM 297602104 624 15,600 X 15,600 EURONET WORLDWIDE INC COM 298736109 375 14,400 X 14,400 EXELON CORP COM 30161N101 2,931 66,500 X 66,500 EXPRESSJET HOLDINGS INC CL A 30218U108 1,524 118,300 X 118,300 EXPRESS SCRIPTS INC COM 302182100 1,307 17,100 X 17,100 EXTREME NETWORKS INC COM 30226D106 472 72,100 X 72,100 EXXON MOBIL CORP COM 30231G102 34,739 677,700 X 677,700 FEI CO COM 30241L109 258 12,300 X 12,300 FPIC INS GROUP INC COM 302563101 598 16,900 X 16,900 FEDERAL HOME LN MTG CORP COM 313400301 5,107 69,300 X 69,300 FEDERAL NATL MTG ASSN COM 313586109 7,249 101,800 X 101,800 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 444 8,600 X 8,600 FEDERATED INVS INC PA CL B 314211103 365 12,000 X 12,000 FEDEX CORP COM 31428X106 2,965 30,100 X 30,100 FIDELITY BANKSHARES INC NEW COM 31604Q107 376 8,800 X 8,800 FIDELITY NATL FINL INC COM 316326107 2,448 53,612 X 53,612 FIFTH THIRD BANCORP COM 316773100 2,285 48,300 X 48,300 FIRST AMERN CORP CALIF COM 318522307 1,075 30,600 X 30,600 FIRST CMNTY BANCORP CALIF COM 31983B101 393 9,200 X 9,200 FIRST DATA CORP COM 319963104 3,735 87,800 X 87,800 FIRST HORIZON PHARMACEUTICAL COM 32051K106 366 16,000 X 16,000 FIRST HORIZON NATL CORP COM 320517105 961 22,300 X 22,300 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 281 6,900 X 6,900 FIRST REP BK SAN FRANCISCO COM 336158100 355 6,700 X 6,700 FIRSTENERGY CORP COM 337932107 2,232 56,500 X 56,500 FLOWERS FOODS INC COM 343498101 925 29,300 X 29,300 FORD MTR CO DEL COM PAR $0.01 345370860 3,594 245,500 X 245,500 FOREST LABS INC COM 345838106 2,952 65,800 X 65,800 FOX ENTMT GROUP INC CL A 35138T107 594 19,000 X 19,000 FRANKLIN RES INC COM 354613101 1,121 16,100 X 16,100 FREMONT GEN CORP COM 357288109 791 31,400 X 31,400 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 952 49,100 X 49,100 FRONTIER OIL CORP COM 35914P105 384 14,400 X 14,400 FURNITURE BRANDS INTL INC COM 360921100 248 9,900 X 9,900 GATX CORP COM 361448103 798 27,000 X 27,000 GALLAGHER ARTHUR J & CO COM 363576109 361 11,100 X 11,100 GAMESTOP CORP CL A 36466R101 409 18,300 X 18,300 GANNETT INC COM 364730101 2,582 31,600 X 31,600 GAP INC DEL COM 364760108 1,320 62,500 X 62,500 GENCORP INC COM 368682100 314 16,900 X 16,900 GENENTECH INC COM NEW 368710406 2,428 44,600 X 44,600 GENERAL DYNAMICS CORP COM 369550108 3,347 32,000 X 32,000 GENERAL ELEC CO COM 369604103 39,446 1,080,700 X 1,080,700 GENERAL GROWTH PPTYS INC COM 370021107 2,260 62,500 X 62,500 GENERAL MLS INC COM 370334104 1,452 29,200 X 29,200 GENERAL MTRS CORP COM 370442105 1,867 46,600 X 46,600 GENESCO INC COM 371532102 775 24,900 X 24,900 GETTY IMAGES INC COM 374276103 372 5,400 X 5,400 GEVITY HR INC COM 374393106 458 22,300 X 22,300 GIANT INDS INC COM 374508109 1,307 49,300 X 49,300 GILEAD SCIENCES INC COM 375558103 2,260 64,600 X 64,600 GILLETTE CO COM 375766102 4,523 101,000 X 101,000 GLACIER BANCORP INC NEW COM 37637Q105 368 10,800 X 10,800 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 995 21,000 X 21,000 GLOBAL INDS LTD COM 379336100 382 46,100 X 46,100 GLOBAL IMAGING SYSTEMS COM 37934A100 1,304 33,000 X 33,000 GLOBAL SIGNAL INC COM 37944Q103 234 8,500 X 8,500 GOLDEN WEST FINL CORP DEL COM 381317106 1,536 25,000 X 25,000 GOLDMAN SACHS GROUP INC COM 38141G104 4,120 39,600 X 39,600 GREATER BAY BANCORP COM 391648102 273 9,800 X 9,800 GREIF INC CL A 397624107 409 7,300 X 7,300 GREY WOLF INC COM 397888108 404 76,700 X 76,700 GUIDANT CORP COM 401698105 2,278 31,600 X 31,600 HCA INC COM 404119109 1,870 46,800 X 46,800 HCC INS HLDGS INC COM 404132102 321 9,700 X 9,700 HNI CORP COM 404251100 319 7,400 X 7,400 HRPT PPTYS TR COM SH BEN INT 40426W101 559 43,600 X 43,600 HAEMONETICS CORP COM 405024100 264 7,300 X 7,300 HAIN CELESTIAL GROUP INC COM 405217100 641 31,000 X 31,000 HALLIBURTON CO COM 406216101 1,738 44,300 X 44,300 HANMI FINL CORP COM 410495105 381 10,600 X 10,600 HARLAND JOHN H CO COM 412693103 393 10,900 X 10,900 HARLEY DAVIDSON INC COM 412822108 1,804 29,700 X 29,700 HARRIS CORP DEL COM 413875105 247 4,000 X 4,000 HARTFORD FINL SVCS GROUP INC COM 416515104 3,091 44,600 X 44,600 HEALTH CARE PPTY INVS INC COM 421915109 615 22,200 X 22,200 HEALTHCARE RLTY TR COM 421946104 322 7,900 X 7,900 HEADWATERS INC COM 42210P102 618 21,700 X 21,700 HEALTH CARE REIT INC COM 42217K106 328 8,600 X 8,600 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CTRS INC COM 82567D104 334 7,600 X 7,600 SIEMENS A G SPONSORED ADR 826197501 1,033 12,200 X 12,200 SIERRA PAC RES NEW COM 826428104 142 13,501 X 13,501 SIGMATEL INC COM 82661W107 881 24,800 X 24,800 SILGAN HOLDINGS INC COM 827048109 427 7,000 X 7,000 SILICON IMAGE INC COM 82705T102 347 21,100 X 21,100 SIMON PPTY GROUP INC NEW COM 828806109 2,404 37,180 X 37,180 SIMPLETECH INC COM 828823104 351 76,400 X 76,400 SIMPSON MANUFACTURING CO INC COM 829073105 782 22,400 X 22,400 SKYWEST INC COM 830879102 337 16,800 X 16,800 SKYWORKS SOLUTIONS INC COM 83088M102 626 66,400 X 66,400 SOLA INTL INC COM 834092108 220 8,000 X 8,000 SONIC CORP COM 835451105 830 27,200 X 27,200 SONUS NETWORKS INC COM 835916107 77 13,500 X 13,500 SOURCECORP COM 836167106 619 32,400 X 32,400 SOUTHERN CO COM 842587107 2,487 74,200 X 74,200 SOUTHERN PERU COPPER CORP COM 843611104 552 11,700 X 11,700 SOUTHWEST GAS CORP COM 844895102 589 23,200 X 23,200 SPINNAKER EXPL CO COM 84855W109 638 18,200 X 18,200 SPRINT CORP COM FON 852061100 5,390 216,900 X 216,900 STANDARD PAC CORP NEW COM 85375C101 808 12,600 X 12,600 STANLEY WKS COM 854616109 1,401 28,600 X 28,600 STAPLES INC COM 855030102 1,689 50,100 X 50,100 STARBUCKS CORP COM 855244109 2,488 39,900 X 39,900 STATE STR CORP COM 857477103 1,660 33,800 X 33,800 STEEL DYNAMICS INC COM 858119100 792 20,900 X 20,900 STEEL TECHNOLOGIES INC COM 858147101 955 34,700 X 34,700 STERLING FINL CORP WASH COM 859319105 381 9,700 X 9,700 STEWART & STEVENSON SVCS INC COM 860342104 455 22,500 X 22,500 STEWART ENTERPRISES INC CL A 860370105 173 24,800 X 24,800 STOLT NIELSEN S A SP ADR REG COM 861565109 243 8,500 X 8,500 STRYKER CORP COM 863667101 1,390 28,800 X 28,800 SUN MICROSYSTEMS INC COM 866810104 1,804 334,700 X 334,700 SUNTRUST BKS INC COM 867914103 2,468 33,400 X 33,400 SUPERVALU INC COM 868536103 380 11,000 X 11,000 SURMODICS INC COM 868873100 1,167 35,900 X 35,900 SWIFT ENERGY CO COM 870738101 1,872 64,700 X 64,700 SYMANTEC CORP COM 871503108 1,613 62,600 X 62,600 SYSCO CORP COM 871829107 2,454 64,300 X 64,300 THQ INC COM NEW 872443403 789 34,400 X 34,400 TJX COS INC NEW COM 872540109 1,257 50,000 X 50,000 TALK AMERICA HLDGS INC COM NEW 87426R202 207 31,200 X 31,200 TARGET CORP COM 87612E106 4,772 91,900 X 91,900 TASER INTL INC COM 87651B104 411 13,000 X 13,000 TAUBMAN CTRS INC COM 876664103 243 8,100 X 8,100 TECH DATA CORP COM 878237106 776 17,100 X 17,100 TELEFLEX INC COM 879369106 275 5,300 X 5,300 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,042 27,200 X 27,200 TENNECO AUTOMOTIVE INC COM 880349105 376 21,800 X 21,800 TERRA INDS INC COM 880915103 381 42,900 X 42,900 TETRA TECH INC NEW COM 88162G103 738 44,100 X 44,100 TEXAS INDS INC COM 882491103 1,073 17,200 X 17,200 TEXAS INSTRS INC COM 882508104 4,584 186,200 X 186,200 TEXTRON INC COM 883203101 974 13,200 X 13,200 THIRD WAVE TECHNOLOGIES INC COM 88428W108 99 11,500 X 11,500 THORNBURG MTG INC COM 885218107 860 29,700 X 29,700 3M CO COM 88579Y101 6,459 78,700 X 78,700 TIMBERLAND CO CL A 887100105 1,322 21,100 X 21,100 TIME WARNER INC COM 887317105 8,585 441,400 X 441,400 TITAN INTL INC ILL COM 88830M102 248 16,400 X 16,400 TOLL BROTHERS INC COM 889478103 851 12,400 X 12,400 TOO INC COM 890333107 700 28,600 X 28,600 TOTAL S A SPONSORED ADR 89151E109 978 8,900 X 8,900 TRANSCANADA CORP COM 89353D107 935 37,600 X 37,600 TRANSKARYOTIC THERAPIES INC COM 893735100 295 11,600 X 11,600 TREDEGAR CORP COM 894650100 736 36,400 X 36,400 TREX INC COM 89531P105 446 8,500 X 8,500 TRIBUNE CO NEW COM 896047107 1,054 25,000 X 25,000 TRIZEC PROPERTIES INC COM 89687P107 681 36,000 X 36,000 TRIPATH IMAGING INC COM 896942109 117 13,000 X 13,000 TUPPERWARE CORP COM 899896104 408 19,700 X 19,700 TWEETER HOME ENTMT GROUP INC COM 901167106 96 14,000 X 14,000 II VI INC COM 902104108 829 19,500 X 19,500 UICI COM 902737105 1,085 32,000 X 32,000 UIL HLDG CORP COM 902748102 287 5,600 X 5,600 US BANCORP DEL COM NEW 902973304 6,931 221,300 X 221,300 U S G CORP COM NEW 903293405 1,558 38,700 X 38,700 U S XPRESS ENTERPRISES INC CL A 90338N103 448 15,300 X 15,300 UBIQUITEL INC COM 903474302 581 81,600 X 81,600 UMPQUA HLDGS CORP COM 904214103 655 26,000 X 26,000 UNION PAC CORP COM 907818108 1,755 26,100 X 26,100 UNIT CORP COM 909218109 852 22,300 X 22,300 UNITED DEFENSE INDS INC COM 91018B104 1,380 29,200 X 29,200 UNITED DOMINION REALTY TR IN COM 910197102 722 29,100 X 29,100 UNITED FIRE & CAS CO COM 910331107 583 17,300 X 17,300 UNITED INDL CORP COM 910671106 283 7,300 X 7,300 UNITED ONLINE INC COM 911268100 743 64,450 X 64,450 UNITED PARCEL SERVICE INC CL B 911312106 4,914 57,500 X 57,500 UNITED RENTALS INC COM 911363109 206 10,900 X 10,900 UNITED STATES STL CORP NEW COM 912909108 1,343 26,200 X 26,200 UNITED STATIONERS INC COM 913004107 642 13,900 X 13,900 UNITED TECHNOLOGIES CORP COM 913017109 5,343 51,700 X 51,700 UNITED THERAPEUTICS CORP DEL COM 91307C102 749 16,600 X 16,600 UNITEDHEALTH GROUP INC COM 91324P102 5,951 67,600 X 67,600 UNIVERSAL AMERN FINL CORP COM 913377107 433 28,000 X 28,000 UNUMPROVIDENT CORP COM 91529Y106 1,049 58,500 X 58,500 URBAN OUTFITTERS INC COM 917047102 211 4,744 X 4,744 UROLOGIX INC COM 917273104 303 46,900 X 46,900 VALERO ENERGY CORP NEW COM 91913Y100 1,217 26,800 X 26,800 VALMONT INDS INC COM 920253101 336 13,400 X 13,400 VEECO INSTRS INC DEL COM 922417100 514 24,400 X 24,400 VENTAS INC COM 92276F100 386 14,100 X 14,100 VENTANA MED SYS INC COM 92276H106 317 4,961 X 4,961 VENTIV HEALTH INC COM 922793104 1,750 86,100 X 86,100 VERITY INC COM 92343C106 1,263 96,300 X 96,300 VERIZON COMMUNICATIONS COM 92343V104 12,433 306,900 X 306,900 VIACOM INC CL B 925524308 5,608 154,100 X 154,100 VIISAGE TECHNOLOGY INC COM 92675K106 418 46,400 X 46,400 VINTAGE PETE INC COM 927460105 306 13,500 X 13,500 VIRAGE LOGIC CORP COM 92763R104 397 21,400 X 21,400 VITAL SIGNS INC COM 928469105 323 8,300 X 8,300 VORNADO RLTY TR SH BEN INT 929042109 2,566 33,700 X 33,700 WACHOVIA CORP 2ND NEW COM 929903102 9,599 182,500 X 182,500 WAL MART STORES INC COM 931142103 13,871 262,600 X 262,600 WALGREEN CO COM 931422109 3,956 103,100 X 103,100 WALTER INDS INC COM 93317Q105 432 12,800 X 12,800 WASHINGTON MUT INC COM 939322103 5,099 120,600 X 120,600 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 227 6,700 X 6,700 WASTE CONNECTIONS INC COM 941053100 841 24,550 X 24,550 WASTE MGMT INC DEL COM 94106L109 1,748 58,400 X 58,400 WEBMETHODS INC COM 94768C108 463 64,200 X 64,200 WEBSENSE INC COM 947684106 1,263 24,900 X 24,900 WEBMD CORP COM 94769M105 141 17,300 X 17,300 WEINGARTEN RLTY INVS SH BEN INT 948741103 575 14,350 X 14,350 WELLS FARGO & CO NEW COM 949746101 11,684 188,000 X 188,000 WENDYS INTL INC COM 950590109 353 9,000 X 9,000 WERNER ENTERPRISES INC COM 950755108 321 14,200 X 14,200 WESCO INTL INC COM 95082P105 1,770 59,700 X 59,700 WESTERN DIGITAL CORP COM 958102105 150 13,800 X 13,800 WEYERHAEUSER CO COM 962166104 1,647 24,500 X 24,500 WHIRLPOOL CORP COM 963320106 1,308 18,900 X 18,900 WHOLE FOODS MKT INC COM 966837106 1,335 14,000 X 14,000 WILSHIRE BANCORP INC COM 97186T108 380 23,000 X 23,000 WILSON GREATBATCH TECHNOLOGI COM 972232102 428 19,100 X 19,100 WIND RIVER SYSTEMS INC COM 973149107 379 28,000 X 28,000 WITNESS SYS INC COM 977424100 1,222 70,000 X 70,000 WORTHINGTON INDS INC COM 981811102 781 39,900 X 39,900 WRIGLEY WM JR CO COM 982526105 1,093 15,800 X 15,800 WYETH COM 983024100 7,049 165,500 X 165,500 XILINX INC COM 983919101 1,030 34,700 X 34,700 YAHOO INC COM 984332106 4,341 115,200 X 115,200 ZENITH NATL INS CORP COM 989390109 209 4,200 X 4,200 ZIMMER HLDGS INC COM 98956P102 1,971 24,600 X 24,600
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