-----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, FiPmeFWXpZ+MTtdWBxv+0XFhH5jaq76rQHBqEm3I7QoqKspDdFjbrCNOjg76kudA 0lcuzo4nB0kkkVTWOFNjHg== 0000315189-05-000031.txt : 20050511 0000315189-05-000031.hdr.sgml : 20050511 20050511152101 ACCESSION NUMBER: 0000315189-05-000031 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050511 DATE AS OF CHANGE: 20050511 EFFECTIVENESS DATE: 20050511 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: 05820529 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 mar0513f.txt DEERE & COMPANY 13-F HR 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 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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 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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
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