13F-HR 1 jun0513f.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 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 August 12, 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: 955 Form 13F Information Table Value Total: $1,341,226 (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 875 19,500 X 19,500 ARCH CAP GROUP LTD ORD G0450A105 405 9,000 X 9,000 BUNGE LIMITED COM G16962105 824 13,000 X 13,000 CHINA YUCHAI INTL LTD COM G21082105 420 34,600 X 34,600 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,456 38,500 X 38,500 HELEN OF TROY CORP LTD COM G4388N106 349 13,700 X 13,700 HERBALIFE LTD COM USD SHS G4412G101 525 24,300 X 24,300 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 831 21,900 X 21,900 NABORS INDUSTRIES LTD SHS G6359F103 806 13,300 X 13,300 PARTNERRE LTD COM G6852T105 1,063 16,500 X 16,500 RENAISSANCERE HOLDINGS LTD COM G7496G103 921 18,700 X 18,700 SCOTTISH RE GROUP LTD ORD G7885T104 371 15,300 X 15,300 SEAGATE TECHNOLOGY SHS G7945J104 776 44,200 X 44,200 HILFIGER TOMMY CORP ORD G8915Z102 183 13,300 X 13,300 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,086 28,000 X 28,000 XL CAP LTD CL A G98255105 900 12,100 X 12,100 SBS BROADCASTING SA ORD L8137F102 302 6,400 X 6,400 STEINER LEISURE LTD ORD P8744Y102 426 11,500 X 11,500 GENERAL MARITIME CORP SHS Y2692M103 335 7,900 X 7,900 ABN AMRO HLDG NV SPONSORED ADR 000937102 950 38,718 X 38,718 AFLAC INC COM 001055102 2,142 49,500 X 49,500 AK STL HLDG CORP COM 001547108 209 32,600 X 32,600 AMB PROPERTY CORP COM 00163T109 599 13,800 X 13,800 AT&T CORP COM NEW 001957505 2,369 124,400 X 124,400 A S V INC COM 001963107 1,212 29,900 X 29,900 ABBOTT LABS COM 002824100 8,351 170,400 X 170,400 ACADIA RLTY TR COM SH BEN INT 004239109 438 23,500 X 23,500 ACCREDITED HOME LENDRS HLDG COM 00437P107 810 18,400 X 18,400 ACCREDO HEALTH INC COM 00437V104 522 11,500 X 11,500 ACE CASH EXPRESS INC COM 004403101 432 16,900 X 16,900 ACTIVISION INC NEW COM NEW 004930202 1,262 76,366 X 76,366 ACTION PERFORMANCE COS INC COM 004933107 315 35,700 X 35,700 ACTEL CORP COM 004934105 409 29,400 X 29,400 ADMINISTAFF INC COM 007094105 1,801 75,800 X 75,800 ADVANCE AUTO PARTS INC COM 00751Y106 445 6,900 X 6,900 ADVANCED DIGITAL INFORMATION COM 007525108 286 37,600 X 37,600 ADVANCED NEUROMODULATION SYS COM 00757T101 373 9,400 X 9,400 AEROFLEX INC COM 007768104 373 44,400 X 44,400 AEROPOSTALE COM 007865108 440 13,100 X 13,100 AEGON N V ORD AMER REG 007924103 875 67,977 X 67,977 ADVANCED ENERGY INDS COM 007973100 325 41,300 X 41,300 AETNA INC NEW COM 00817Y108 2,460 29,700 X 29,700 AFFILIATED COMPUTER SERVICES CL A 008190100 1,288 25,200 X 25,200 AGILENT TECHNOLOGIES INC COM 00846U101 1,077 46,800 X 46,800 AGILYSYS INC COM 00847J105 352 22,400 X 22,400 AGNICO EAGLE MINES LTD COM 008474108 321 25,500 X 25,500 AGRIUM INC COM 008916108 704 35,900 X 35,900 AKZO NOBEL NV SPONSORED ADR 010199305 864 22,000 X 22,000 ALBANY MOLECULAR RESH INC COM 012423109 522 37,300 X 37,300 ALBERTSONS INC COM 013104104 931 45,000 X 45,000 ALCOA INC COM 013817101 2,211 84,600 X 84,600 ALDERWOODS GROUP INC COM 014383103 155 10,800 X 10,800 ALERIS INTL INC COM 014477103 735 32,600 X 32,600 ALEXANDERS INC COM 014752109 211 850 X 850 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 242 3,300 X 3,300 ALFA CORP COM 015385107 339 23,000 X 23,000 ALLEGHANY CORP DEL COM 017175100 424 1,426 X 1,426 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 729 15,600 X 15,600 ALLIANCE IMAGING INC COM NEW 018606202 403 38,500 X 38,500 ALLSTATE CORP COM 020002101 5,318 89,000 X 89,000 ALLTEL CORP COM 020039103 1,868 30,000 X 30,000 ALPHARMA INC CL A 020813101 1,003 69,300 X 69,300 ALTIRIS INC COM 02148M100 349 23,800 X 23,800 ALTRIA GROUP INC COM 02209S103 13,747 212,600 X 212,600 AMAZON COM INC COM 023135106 956 28,900 X 28,900 AMCOL INTL CORP COM 02341W103 231 12,300 X 12,300 AMERICAN AXLE & MFG HLDGS IN COM 024061103 364 14,400 X 14,400 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,630 53,200 X 53,200 AMERICAN ELEC PWR INC COM 025537101 1,419 38,500 X 38,500 AMERICAN EXPRESS CO COM 025816109 5,845 109,800 X 109,800 AMERICAN FINL GROUP INC OHIO COM 025932104 996 29,700 X 29,700 AMERICAN FINL RLTY TR COM 02607P305 332 21,600 X 21,600 AMERICAN HEALTHWAYS INC COM 02649V104 342 8,100 X 8,100 AMERICAN HOME MTG INVT CORP COM 02660R107 912 26,100 X 26,100 AMERICAN INTL GROUP INC COM 026874107 12,991 223,600 X 223,600 AMERICAN ITALIAN PASTA CO CL A 027070101 383 18,200 X 18,200 AMERICAN NATL INS CO COM 028591105 228 2,000 X 2,000 AMERICAN RETIREMENT CORP COM 028913101 146 10,000 X 10,000 AMERICREDIT CORP COM 03060R101 1,505 59,000 X 59,000 AMERISTAR CASINOS INC COM 03070Q101 754 28,888 X 28,888 AMERUS GROUP CO COM 03072M108 322 6,700 X 6,700 AMERIGROUP CORP COM 03073T102 426 10,600 X 10,600 AMERITRADE HLDG CORP NEW COM 03074K100 199 10,700 X 10,700 AMGEN INC COM 031162100 7,624 126,100 X 126,100 AMSOUTH BANCORPORATION COM 032165102 879 33,800 X 33,800 AMSURG CORP COM 03232P405 742 26,800 X 26,800 ANADARKO PETE CORP COM 032511107 2,703 32,900 X 32,900 ANALOG DEVICES INC COM 032654105 1,366 36,600 X 36,600 ANCHOR BANCORP WIS INC COM 032839102 357 11,800 X 11,800 ANGIOTECH PHARMACEUTICALS IN COM 034918102 212 15,300 X 15,300 ANHEUSER BUSCH COS INC COM 035229103 3,852 84,200 X 84,200 ANNALY MTG MGMT INC COM 035710409 889 49,600 X 49,600 ANSYS INC COM 03662Q105 413 11,600 X 11,600 ANTHRACITE CAP INC COM 037023108 269 22,700 X 22,700 ANWORTH MORTGAGE ASSET CP COM 037347101 625 63,500 X 63,500 AON CORP COM 037389103 962 38,400 X 38,400 APACHE CORP COM 037411105 2,041 31,600 X 31,600 APARTMENT INVT & MGMT CO CL A 03748R101 1,544 37,728 X 37,728 APOLLO GROUP INC CL A 037604105 1,486 19,000 X 19,000 APPLEBEES INTL INC COM 037899101 735 27,750 X 27,750 APPLIED FILMS CORP COM 038197109 279 10,900 X 10,900 APPLIED MATLS INC COM 038222105 2,654 164,000 X 164,000 AQUANTIVE INC COM 03839G105 202 11,400 X 11,400 ARBITRON INC COM 03875Q108 523 12,200 X 12,200 ARBOR RLTY TR INC COM 038923108 350 12,200 X 12,200 ARCHSTONE SMITH TR COM 039583109 1,302 33,717 X 33,717 ARDEN RLTY INC COM 039793104 396 11,000 X 11,000 ARGON ST INC COM 040149106 337 9,500 X 9,500 ARKANSAS BEST CORP DEL COM 040790107 363 11,400 X 11,400 ARROW INTL INC COM 042764100 345 10,800 X 10,800 ARTESYN TECHNOLOGIES INC COM 043127109 476 54,700 X 54,700 ARTHROCARE CORP COM 043136100 318 9,100 X 9,100 ASK JEEVES INC COM 045174109 308 10,200 X 10,200 ASPECT COMMUNICATIONS CORP COM 04523Q102 467 41,600 X 41,600 ASSOCIATED BANC CORP COM 045487105 920 27,400 X 27,400 ASTA FDG INC COM 046220109 317 11,400 X 11,400 ATMOS ENERGY CORP COM 049560105 467 16,200 X 16,200 AUTOLIV INC COM 052800109 2,300 52,500 X 52,500 AUTOMATIC DATA PROCESSING IN COM 053015103 2,409 57,400 X 57,400 AVALONBAY CMNTYS INC COM 053484101 982 12,157 X 12,157 AVERY DENNISON CORP COM 053611109 323 6,100 X 6,100 AVON PRODS INC COM 054303102 1,737 45,900 X 45,900 AXCELIS TECHNOLOGIES INC COM 054540109 522 76,100 X 76,100 BB&T CORP COM 054937107 2,478 62,000 X 62,000 B A S F A G SPONSORED ADR 055262505 1,973 29,900 X 29,900 BCE INC COM 05534B109 869 36,700 X 36,700 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 415 5,800 X 5,800 BRE PROPERTIES INC CL A 05564E106 352 8,400 X 8,400 BT GROUP PLC ADR 05577E101 861 20,700 X 20,700 BAKER HUGHES INC COM 057224107 767 15,000 X 15,000 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 854 55,600 X 55,600 BANK OF AMERICA CORPORATION COM 060505104 19,309 423,352 X 423,352 BANK MUTUAL CORP NEW COM 063750103 348 31,500 X 31,500 BANK NEW YORK INC COM 064057102 2,179 75,700 X 75,700 BANKATLANTIC BANCORP CL A 065908501 358 18,900 X 18,900 BANTA CORP COM 066821109 417 9,200 X 9,200 BARNES GROUP INC COM 067806109 367 11,100 X 11,100 BAXTER INTL INC COM 071813109 2,211 59,600 X 59,600 BEA SYS INC COM 073325102 160 18,200 X 18,200 BEAR STEARNS COS INC COM 073902108 790 7,600 X 7,600 BEAZER HOMES USA INC COM 07556Q105 794 13,900 X 13,900 BECTON DICKINSON & CO COM 075887109 1,291 24,600 X 24,600 BED BATH & BEYOND INC COM 075896100 1,095 26,200 X 26,200 BELL MICROPRODUCTS INC COM 078137106 257 27,300 X 27,300 BELLSOUTH CORP COM 079860102 5,864 220,700 X 220,700 BENCHMARK ELECTRS INC COM 08160H101 719 23,650 X 23,650 BEST BUY INC COM 086516101 1,769 25,800 X 25,800 BIOGEN IDEC INC COM 09062X103 1,140 33,100 X 33,100 BIOSITE INC COM 090945106 1,105 20,100 X 20,100 BLACK & DECKER CORP COM 091797100 1,312 14,600 X 14,600 BLACK BOX CORP DEL COM 091826107 489 13,800 X 13,800 BLOCK H & R INC COM 093671105 408 7,000 X 7,000 BLOUNT INTL INC NEW COM 095180105 885 53,000 X 53,000 BOEING CO COM 097023105 5,412 82,000 X 82,000 BOMBAY CO INC COM 097924104 194 34,100 X 34,100 BOSTON BEER INC CL A 100557107 393 17,500 X 17,500 BOSTON PROPERTIES INC COM 101121101 1,281 18,300 X 18,300 BOSTON SCIENTIFIC CORP COM 101137107 1,736 64,300 X 64,300 BRADY CORP CL A 104674106 629 20,300 X 20,300 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,097 35,800 X 35,800 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 397 11,000 X 11,000 BRIGGS & STRATTON CORP COM 109043109 734 21,200 X 21,200 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 824 20,240 X 20,240 BRIGHTPOINT INC COM NEW 109473405 353 15,900 X 15,900 BRISTOL MYERS SQUIBB CO COM 110122108 4,726 189,200 X 189,200 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 854 22,000 X 22,000 BROADCOM CORP CL A 111320107 888 25,000 X 25,000 BROOKS AUTOMATION INC COM 114340102 304 20,500 X 20,500 BROWN SHOE INC NEW COM 115736100 352 9,000 X 9,000 BRUSH ENGINEERED MATLS INC COM 117421107 171 12,000 X 12,000 BUCKLE INC COM 118440106 412 9,300 X 9,300 BUFFALO WILD WINGS INC COM 119848109 309 9,900 X 9,900 BUILDING MATLS HLDG CORP COM 120113105 1,088 15,700 X 15,700 BURLINGTON RES INC COM 122014103 2,132 38,600 X 38,600 C&D TECHNOLOGIES INC COM 124661109 169 18,400 X 18,400 CBL & ASSOC PPTYS INC COM 124830100 1,025 23,800 X 23,800 CKE RESTAURANTS INC COM 12561E105 335 24,100 X 24,100 CMS ENERGY CORP COM 125896100 151 10,000 X 10,000 CPI CORP COM 125902106 390 21,600 X 21,600 CNOOC LTD SPONSORED ADR 126132109 807 13,600 X 13,600 CVS CORP COM 126650100 2,250 77,400 X 77,400 CACI INTL INC CL A 127190304 1,162 18,400 X 18,400 CAL DIVE INTL INC COM 127914109 1,812 34,600 X 34,600 CAMBREX CORP COM 132011107 440 23,100 X 23,100 CAMDEN PPTY TR SH BEN INT 133131102 468 8,700 X 8,700 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 279 7,300 X 7,300 CAPITAL ONE FINL CORP COM 14040H105 3,208 40,100 X 40,100 CAPSTEAD MTG CORP COM NO PAR 14067E506 271 32,700 X 32,700 CARDINAL HEALTH INC COM 14149Y108 2,413 41,900 X 41,900 CAREER EDUCATION CORP COM 141665109 560 15,300 X 15,300 CAREMARK RX INC COM 141705103 2,008 45,100 X 45,100 CARRAMERICA RLTY CORP COM 144418100 499 13,800 X 13,800 CASH AMER INTL INC COM 14754D100 1,032 51,300 X 51,300 CATALINA MARKETING CORP COM 148867104 401 15,800 X 15,800 CATAPULT COMMUNICATIONS CORP COM 149016107 397 23,300 X 23,300 CATELLUS DEV CORP NEW COM 149113102 787 24,000 X 24,000 CATERPILLAR INC DEL COM 149123101 3,174 33,300 X 33,300 CATO CORP NEW CL A 149205106 437 21,150 X 21,150 CEMEX S A SPON ADR 5 ORD 151290889 1,714 40,400 X 40,400 CENDANT CORP COM 151313103 3,112 139,100 X 139,100 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 446 32,100 X 32,100 CENTENE CORP DEL COM 15135B101 1,400 41,700 X 41,700 CENTER FINL CORP CALIF COM 15146E102 358 14,400 X 14,400 CENTERPOINT PPTYS TR COM 151895109 343 8,100 X 8,100 CENTEX CORP COM 152312104 813 11,500 X 11,500 CENTRAL PKG CORP COM 154785109 246 17,900 X 17,900 CEPHALON INC COM 156708109 1,305 32,800 X 32,800 CERADYNE INC COM 156710105 339 14,100 X 14,100 CHAMPION ENTERPRISES INC COM 158496109 352 35,400 X 35,400 CHATTEM INC COM 162456107 364 8,800 X 8,800 CHECKFREE CORP NEW COM 162813109 446 13,100 X 13,100 CHENIERE ENERGY INC COM NEW 16411R208 333 10,700 X 10,700 CHEROKEE INC DEL NEW COM 16444H102 409 11,800 X 11,800 CHEVRON CORP NEW COM 166764100 13,281 237,500 X 237,500 CHICOS FAS INC COM 168615102 788 23,000 X 23,000 CHILDRENS PL RETAIL STORES I COM 168905107 420 9,000 X 9,000 CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 389 23,900 X 23,900 CHOICE HOTELS INTL INC COM 169905106 407 6,200 X 6,200 CHUBB CORP COM 171232101 3,793 44,300 X 44,300 CINCINNATI BELL INC NEW COM 171871106 395 91,800 X 91,800 CINCINNATI FINL CORP COM 172062101 901 22,785 X 22,785 CISCO SYS INC COM 17275R102 12,551 657,800 X 657,800 CITIGROUP INC COM 172967101 23,462 507,500 X 507,500 CITY HLDG CO COM 177835105 314 8,600 X 8,600 CLEAN HARBORS INC COM 184496107 1,125 51,900 X 51,900 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,491 48,200 X 48,200 CLOROX CO DEL COM 189054109 825 14,800 X 14,800 COCA COLA CO COM 191216100 8,567 205,200 X 205,200 COCA COLA ENTERPRISES INC COM 191219104 502 22,800 X 22,800 COGENT INC COM 19239Y108 443 15,500 X 15,500 COGNOS INC COM 19244C109 259 7,600 X 7,600 COHERENT INC COM 192479103 335 9,300 X 9,300 COINSTAR INC COM 19259P300 1,427 63,000 X 63,000 COLDWATER CREEK INC COM 193068103 717 28,775 X 28,775 COLGATE PALMOLIVE CO COM 194162103 2,585 51,800 X 51,800 COLONIAL PPTYS TR COM SH BEN INT 195872106 965 21,922 X 21,922 COMCAST CORP NEW CL A 20030N101 6,392 208,400 X 208,400 COMMERCE BANCSHARES INC COM 200525103 863 17,115 X 17,115 COMMERCE GROUP INC MASS COM 200641108 733 11,800 X 11,800 COMMERCIAL NET LEASE RLTY IN COM 202218103 524 25,600 X 25,600 COMMERCIAL VEH GROUP INC COM 202608105 332 18,700 X 18,700 COMMONWEALTH TEL ENTERPRISES COM 203349105 444 10,600 X 10,600 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,581 97,900 X 97,900 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,187 74,700 X 74,700 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 364 19,200 X 19,200 COMPUCREDIT CORP COM 20478N100 1,196 34,900 X 34,900 COMPUTER ASSOC INTL INC COM 204912109 1,270 46,213 X 46,213 COMPUTER PROGRAMS & SYS INC COM 205306103 425 11,400 X 11,400 COMSTOCK RES INC COM NEW 205768203 728 28,800 X 28,800 CONAGRA FOODS INC COM 205887102 1,190 51,400 X 51,400 CONCUR TECHNOLOGIES INC COM 206708109 180 17,100 X 17,100 CONNS INC COM 208242107 372 15,200 X 15,200 CONOCOPHILLIPS COM 20825C104 8,434 146,700 X 146,700 CONSOLIDATED TOMOKA LD CO COM 210226106 215 2,500 X 2,500 CONSTELLATION BRANDS INC CL A 21036P108 785 26,600 X 26,600 CONTINENTAL AIRLS INC CL B 210795308 309 23,300 X 23,300 COPART INC COM 217204106 248 10,400 X 10,400 CORILLIAN CORP COM 218725109 330 106,600 X 106,600 CORNING INC COM 219350105 2,219 133,500 X 133,500 CORPORATE EXECUTIVE BRD CO COM 21988R102 439 5,600 X 5,600 COST PLUS INC CALIF COM 221485105 397 15,900 X 15,900 COSTCO WHSL CORP NEW COM 22160K105 1,999 44,700 X 44,700 COUNTRYWIDE FINANCIAL CORP COM 222372104 2,981 77,200 X 77,200 COUSINS PPTYS INC COM 222795106 246 8,300 X 8,300 COVENANT TRANS INC CL A 22284P105 355 26,900 X 26,900 COVENTRY HEALTH CARE INC COM 222862104 1,213 17,150 X 17,150 COX RADIO INC CL A 224051102 288 18,300 X 18,300 CRESCENT REAL ESTATE EQUITIE COM 225756105 311 16,600 X 16,600 CROSS TIMBERS RTY TR TR UNIT 22757R109 386 9,500 X 9,500 CRUCELL N V SPONSORED ADR 228769105 218 9,100 X 9,100 CRYPTOLOGIC INC COM 228906103 348 11,600 X 11,600 CTRIP COM INTL LTD ADR 22943F100 443 8,700 X 8,700 CUMMINS INC COM 231021106 321 4,300 X 4,300 CUMULUS MEDIA INC CL A 231082108 285 24,200 X 24,200 CYMER INC COM 232572107 545 20,700 X 20,700 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 186 14,100 X 14,100 D R HORTON INC COM 23331A109 786 20,900 X 20,900 DANAHER CORP DEL COM 235851102 1,204 23,000 X 23,000 DANIELSON HLDG CORP COM 236274106 394 32,390 X 32,390 DELL INC COM 24702R101 9,719 246,300 X 246,300 DELPHI CORP COM 247126105 819 176,100 X 176,100 DELTA & PINE LD CO COM 247357106 709 28,300 X 28,300 DELUXE CORP COM 248019101 475 11,700 X 11,700 DENDRITE INTL INC COM 248239105 464 33,600 X 33,600 DENNYS CORP COM 24869P104 823 164,500 X 164,500 DENTSPLY INTL INC NEW COM 249030107 1,085 20,100 X 20,100 DEPARTMENT 56 INC COM 249509100 292 28,500 X 28,500 DEVELOPERS DIVERSIFIED RLTY COM 251591103 804 17,500 X 17,500 DEVON ENERGY CORP NEW COM 25179M103 3,102 61,200 X 61,200 DIAGNOSTIC PRODS CORP COM 252450101 450 9,500 X 9,500 DIAMONDCLUSTER INTL INC COM 25278P106 141 12,500 X 12,500 DICKS SPORTING GOODS INC COM 253393102 320 8,300 X 8,300 DIGITAL INSIGHT CORP COM 25385P106 813 34,000 X 34,000 DIGITAL RIV INC COM 25388B104 359 11,300 X 11,300 DIRECTV GROUP INC COM 25459L106 967 62,374 X 62,374 DISNEY WALT CO COM DISNEY 254687106 5,028 199,700 X 199,700 DOLLAR TREE STORES INC COM 256747106 278 11,600 X 11,600 DOMINION RES INC VA NEW COM 25746U109 2,415 32,900 X 32,900 DOMINOS PIZZA INC COM 25754A201 441 19,800 X 19,800 DOUBLECLICK INC COM 258609304 255 30,400 X 30,400 DOW CHEM CO COM 260543103 4,057 91,100 X 91,100 DOWNEY FINL CORP COM 261018105 761 10,400 X 10,400 DRESS BARN INC COM 261570105 840 37,100 X 37,100 DRIL-QUIP INC COM 262037104 487 16,800 X 16,800 DU PONT E I DE NEMOURS & CO COM 263534109 4,972 115,600 X 115,600 DUKE ENERGY CORP COM 264399106 2,646 89,000 X 89,000 DUKE REALTY CORP COM NEW 264411505 766 24,194 X 24,194 EGL INC COM 268484102 853 42,000 X 42,000 E M C CORP MASS COM 268648102 3,229 235,500 X 235,500 ENI S P A SPONSORED ADR 26874R108 731 5,700 X 5,700 E ON AG SPONSORED ADR 268780103 903 30,500 X 30,500 EPIX PHARMACEUTICALS INC COM 26881Q101 117 13,200 X 13,200 ESS TECHNOLOGY INC COM 269151106 196 46,500 X 46,500 EARTHLINK INC COM 270321102 342 39,500 X 39,500 EASTMAN KODAK CO COM 277461109 706 26,300 X 26,300 EBAY INC COM 278642103 3,988 120,800 X 120,800 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 664 22,000 X 22,000 ECOLLEGE COM COM 27887E100 154 12,900 X 12,900 EDO CORP COM 281347104 299 10,000 X 10,000 ELECTRO SCIENTIFIC INDS COM 285229100 542 30,300 X 30,300 ELECTRONIC ARTS INC COM 285512109 1,647 29,100 X 29,100 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 432 6,800 X 6,800 ELKCORP COM 287456107 343 12,000 X 12,000 EMBARCADERO TECHNOLOGIES INC COM 290787100 146 26,000 X 26,000 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 2,093 63,300 X 63,300 EMERSON ELEC CO COM 291011104 3,701 59,100 X 59,100 ENGELHARD CORP COM 292845104 891 31,200 X 31,200 ENTERCOM COMMUNICATIONS CORP CL A 293639100 296 8,900 X 8,900 ENTERGY CORP NEW COM 29364G103 1,564 20,700 X 20,700 ENTERPRISE PRODS PARTNERS L COM 293792107 809 30,200 X 30,200 ENZON PHARMACEUTICALS INC COM 293904108 466 71,900 X 71,900 EON LABS INC COM 29412E100 741 24,200 X 24,200 EQUINIX INC COM NEW 29444U502 351 8,100 X 8,100 EQUITY OFFICE PROPERTIES TRU COM 294741103 3,166 95,636 X 95,636 EQUITY ONE COM 294752100 272 12,000 X 12,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 1,753 47,600 X 47,600 ERIE INDTY CO CL A 29530P102 331 6,100 X 6,100 ESCO TECHNOLOGIES INC COM 296315104 504 5,000 X 5,000 ESPEED INC CL A 296643109 216 24,200 X 24,200 ESSEX CORP COM 296744105 824 36,000 X 36,000 ESSEX PPTY TR INC COM 297178105 324 3,900 X 3,900 ETHAN ALLEN INTERIORS INC COM 297602104 928 27,700 X 27,700 EXELON CORP COM 30161N101 3,301 64,300 X 64,300 EXPRESSJET HOLDINGS INC CL A 30218U108 1,533 180,100 X 180,100 EXPRESS SCRIPTS INC COM 302182100 1,220 24,400 X 24,400 EYETECH PHARMACEUTICALS INC COM 302297106 341 27,000 X 27,000 EXXON MOBIL CORP COM 30231G102 38,045 662,000 X 662,000 F M C CORP COM NEW 302491303 258 4,600 X 4,600 FX ENERGY INC COM 302695101 124 11,200 X 11,200 FARGO ELECTRONICS INC COM 30744P102 540 27,000 X 27,000 FEDERAL HOME LN MTG CORP COM 313400301 4,370 67,000 X 67,000 FEDERAL NATL MTG ASSN COM 313586109 6,605 113,100 X 113,100 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 507 8,600 X 8,600 FEDERAL SIGNAL CORP COM 313855108 346 22,200 X 22,200 FEDERATED INVS INC PA CL B 314211103 360 12,000 X 12,000 FEDEX CORP COM 31428X106 2,357 29,100 X 29,100 FIFTH THIRD BANCORP COM 316773100 1,894 46,000 X 46,000 FIRST AMERN CORP CALIF COM 318522307 951 23,700 X 23,700 FIRST CMNTY BANCORP CALIF COM 31983B101 328 6,900 X 6,900 FIRST DATA CORP COM 319963104 3,131 78,000 X 78,000 FIRST HORIZON NATL CORP COM 320517105 1,236 29,300 X 29,300 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 279 7,000 X 7,000 FIRST NIAGARA FINL GP INC COM 33582V108 366 25,100 X 25,100 FIRST REP BK 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1,356 20,700 X 20,700 KRAFT FOODS INC CL A 50075N104 2,020 63,500 X 63,500 LTC PPTYS INC COM 502175102 319 15,400 X 15,400 LA Z BOY INC COM 505336107 522 35,800 X 35,800 LABOR READY INC COM NEW 505401208 1,322 56,700 X 56,700 LAFARGE NORTH AMERICA INC COM 505862102 762 12,200 X 12,200 LANCASTER COLONY CORP COM 513847103 374 8,700 X 8,700 LANCE INC COM 514606102 370 21,500 X 21,500 LANDAMERICA FINL GROUP INC COM 514936103 208 3,500 X 3,500 LANDRYS RESTAURANTS INC COM 51508L103 352 11,700 X 11,700 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 479 14,600 X 14,600 LASERSCOPE COM 518081104 452 10,900 X 10,900 LECG CORP COM 523234102 351 16,500 X 16,500 LEHMAN BROS HLDGS INC COM 524908100 3,554 35,800 X 35,800 LENNAR CORP CL A 526057104 1,301 20,500 X 20,500 LEXINGTON CORP PPTYS TR COM 529043101 746 30,700 X 30,700 LIBERTY MEDIA CORP NEW COM SER A 530718105 2,675 262,500 X 262,500 LIBERTY PPTY TR SH BEN INT 531172104 1,529 34,500 X 34,500 LIFELINE SYS INC COM 532192101 299 9,302 X 9,302 LILLY ELI & CO COM 532457108 5,593 100,400 X 100,400 LINCOLN NATL CORP IND COM 534187109 863 18,400 X 18,400 LINDSAY MFG CO COM 535555106 264 11,200 X 11,200 LINEAR TECHNOLOGY CORP COM 535678106 297 8,100 X 8,100 LINENS N THINGS INC COM 535679104 591 25,000 X 25,000 LIONS GATE ENTMNT CORP COM NEW 535919203 151 14,700 X 14,700 LIONBRIDGE TECHNOLOGIES INC COM 536252109 158 23,290 X 23,290 LITTELFUSE INC COM 537008104 476 17,100 X 17,100 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 940 27,600 X 27,600 LO-JACK CORP COM 539451104 227 12,900 X 12,900 LOCKHEED MARTIN CORP COM 539830109 2,368 36,500 X 36,500 LODGENET ENTMT CORP COM 540211109 352 21,200 X 21,200 LOEWS CORP CAROLNA GP STK 540424207 383 11,500 X 11,500 LONE STAR TECHNOLOGIES INC COM 542312103 1,188 26,100 X 26,100 LONGS DRUG STORES CORP COM 543162101 319 7,400 X 7,400 LOUISIANA PAC CORP COM 546347105 686 27,900 X 27,900 LOWES COS INC COM 548661107 4,454 76,500 X 76,500 LUBYS INC COM 549282101 324 27,100 X 27,100 LUCENT TECHNOLOGIES INC 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515 18,800 X 18,800 MERCURY GENL CORP NEW COM 589400100 1,548 28,400 X 28,400 MEREDITH CORP COM 589433101 299 6,100 X 6,100 MERISTAR HOSPITALITY CORP COM 58984Y103 121 14,045 X 14,045 MERITAGE HOMES CORP COM 59001A102 1,105 13,900 X 13,900 MERRILL LYNCH & CO INC COM 590188108 5,127 93,200 X 93,200 METLIFE INC COM 59156R108 2,656 59,100 X 59,100 METRIS COS INC COM 591598107 360 24,900 X 24,900 METTLER TOLEDO INTERNATIONAL COM 592688105 279 6,000 X 6,000 MICREL INC COM 594793101 616 53,500 X 53,500 MICROSOFT CORP COM 594918104 22,401 901,800 X 901,800 MICROSTRATEGY INC CL A NEW 594972408 1,583 29,842 X 29,842 MID-AMER APT CMNTYS INC COM 59522J103 759 16,700 X 16,700 MILLER HERMAN INC COM 600544100 376 12,200 X 12,200 MILLS CORP COM 601148109 547 9,000 X 9,000 MINE SAFETY APPLIANCES CO COM 602720104 785 17,000 X 17,000 MISSION WEST PPTYS INC COM 605203108 111 10,800 X 10,800 MONACO COACH CORP COM 60886R103 495 28,800 X 28,800 MONARCH CASINO & RESORT INC COM 609027107 780 35,400 X 35,400 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A SPON ADR PFD B 656567401 154 15,700 X 15,700 NORTH FORK BANCORPORATION NY COM 659424105 332 11,827 X 11,827 NORTHROP GRUMMAN CORP COM 666807102 1,934 35,000 X 35,000 NOVO-NORDISK A S ADR 670100205 907 17,800 X 17,800 NUCOR CORP COM 670346105 1,825 40,000 X 40,000 O CHARLEYS INC COM 670823103 378 21,400 X 21,400 OCA INC COM 67083Q101 85 45,000 X 45,000 OM GROUP INC COM 670872100 600 24,300 X 24,300 NUVEEN INVTS INC CL A 67090F106 561 14,900 X 14,900 OAKLEY INC COM 673662102 364 21,400 X 21,400 OCCIDENTAL PETE CORP DEL COM 674599105 4,139 53,800 X 53,800 ODYSSEY HEALTHCARE INC COM 67611V101 495 34,300 X 34,300 OFFSHORE LOGISTICS INC COM 676255102 752 22,900 X 22,900 OIL STS INTL INC COM 678026105 1,206 47,900 X 47,900 OLD REP INTL CORP COM 680223104 1,173 46,400 X 46,400 OLIN CORP COM PAR $1 680665205 699 38,300 X 38,300 OMNICOM GROUP INC COM 681919106 1,469 18,400 X 18,400 ON ASSIGNMENT INC COM 682159108 94 18,900 X 18,900 ON SEMICONDUCTOR CORP COM 682189105 380 82,600 X 82,600 ONEOK INC NEW COM 682680103 408 12,500 X 12,500 ORACLE CORP COM 68389X105 4,851 367,500 X 367,500 ORASURE TECHNOLOGIES INC COM 68554V108 204 20,400 X 20,400 OREGON STL MLS INC COM 686079104 769 44,700 X 44,700 O REILLY AUTOMOTIVE INC COM 686091109 854 28,638 X 28,638 ORIENTAL FINL GROUP INC COM 68618W100 578 37,900 X 37,900 OSHKOSH B GOSH INC CL A 688222207 205 7,900 X 7,900 OSHKOSH TRUCK CORP COM 688239201 712 9,100 X 9,100 OVERLAND STORAGE INC COM 690310107 105 11,000 X 11,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,628 27,300 X 27,300 PMC-SIERRA INC COM 69344F106 251 26,900 X 26,900 PNC FINL SVCS GROUP INC COM 693475105 2,712 49,800 X 49,800 PPG INDS INC COM 693506107 1,180 18,800 X 18,800 PS BUSINESS PKS INC CALIF COM 69360J107 444 9,988 X 9,988 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 399 16,673 X 16,673 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 657 9,900 X 9,900 PANTRY INC COM 698657103 298 7,700 X 7,700 PAPA JOHNS INTL INC COM 698813102 416 10,400 X 10,400 PARAMETRIC TECHNOLOGY CORP COM 699173100 585 91,700 X 91,700 PARKER DRILLING CO COM 701081101 368 52,500 X 52,500 PARKWAY PPTYS INC COM 70159Q104 1,585 31,700 X 31,700 PARTNERS TR FINL GROUP INC N COM 70213F102 314 29,400 X 29,400 PARTY CITY CORP COM 702145103 307 25,616 X 25,616 PATHMARK STORES INC NEW COM 70322A101 153 17,500 X 17,500 PAYCHEX INC COM 704326107 1,047 32,200 X 32,200 PENN NATL GAMING INC COM 707569109 1,292 35,400 X 35,400 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 290 6,100 X 6,100 PEPSICO INC COM 713448108 8,958 166,100 X 166,100 PERFORMANCE FOOD GROUP CO COM 713755106 480 15,900 X 15,900 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 443 29,200 X 29,200 PEROT SYS CORP CL A 714265105 156 11,000 X 11,000 PERRIGO CO COM 714290103 276 19,800 X 19,800 PETROHAWK ENERGY CORP COM 716495106 359 33,200 X 33,200 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 834 16,000 X 16,000 PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 426 18,000 X 18,000 PFIZER INC COM 717081103 21,534 780,780 X 780,780 PHARMACEUTICAL PROD DEV INC COM 717124101 366 7,800 X 7,800 PHOENIX COS INC NEW COM 71902E109 328 27,600 X 27,600 PHOTRONICS INC COM 719405102 600 25,700 X 25,700 PILGRIMS PRIDE CORP COM 721467108 1,386 40,600 X 40,600 PINNACLE SYS INC COM 723481107 281 51,100 X 51,100 PIONEER DRILLING CO COM 723655106 165 10,800 X 10,800 PITNEY BOWES INC COM 724479100 357 8,200 X 8,200 PLANAR SYS INC COM 726900103 183 24,900 X 24,900 PLAYBOY ENTERPRISES INC CL B 728117300 367 28,400 X 28,400 PLUM CREEK TIMBER CO INC COM 729251108 1,122 30,900 X 30,900 POSSIS MEDICAL INC COM 737407106 348 34,300 X 34,300 POST PPTYS INC COM 737464107 242 6,700 X 6,700 PREMCOR INC COM 74045Q104 1,335 18,000 X 18,000 PRENTISS PPTYS TR SH BEN INT 740706106 1,071 29,400 X 29,400 PRIORITY HEALTHCARE CORP CL B 74264T102 512 20,200 X 20,200 PROASSURANCE CORP COM 74267C106 397 9,500 X 9,500 PROCTER & GAMBLE CO COM 742718109 13,483 255,600 X 255,600 PRIVATEBANCORP INC COM 742962103 336 9,500 X 9,500 PROGRESSIVE CORP OHIO COM 743315103 3,231 32,700 X 32,700 PROLOGIS SH BEN INT 743410102 1,251 31,098 X 31,098 PRUDENTIAL FINL INC COM 744320102 3,375 51,400 X 51,400 PUBLIC STORAGE INC COM 74460D109 1,373 21,700 X 21,700 PULTE HOMES INC COM 745867101 876 10,400 X 10,400 QLOGIC CORP COM 747277101 216 7,000 X 7,000 QUALCOMM INC COM 747525103 5,206 157,700 X 157,700 QUALITY SYS INC COM 747582104 336 7,100 X 7,100 QUEST SOFTWARE INC COM 74834T103 327 24,000 X 24,000 RF MICRODEVICES INC COM 749941100 138 25,500 X 25,500 RADIO ONE INC CL D NON VTG 75040P405 294 23,000 X 23,000 RANDGOLD RES LTD ADR 752344309 422 30,000 X 30,000 RAYONIER INC COM 754907103 440 8,300 X 8,300 RAYTHEON CO COM NEW 755111507 1,655 42,300 X 42,300 REALNETWORKS INC COM 75605L104 327 65,900 X 65,900 REALTY INCOME CORP COM 756109104 331 13,200 X 13,200 RECKSON ASSOCS RLTY CORP COM 75621K106 456 13,600 X 13,600 REDWOOD TR INC COM 758075402 733 14,200 X 14,200 REGENCY CTRS CORP COM 758849103 589 10,300 X 10,300 REGENERON PHARMACEUTICALS COM 75886F107 600 71,500 X 71,500 RELIANCE STEEL & ALUMINUM CO COM 759509102 1,112 30,000 X 30,000 RENAISSANCE LEARNING INC COM 75968L105 453 22,300 X 22,300 RENAL CARE GROUP INC COM 759930100 731 15,850 X 15,850 REPSOL YPF S A SPONSORED ADR 76026T205 854 34,000 X 34,000 RESOURCES CONNECTION INC COM 76122Q105 781 33,600 X 33,600 RESPIRONICS INC COM 761230101 404 11,200 X 11,200 REYNOLDS & REYNOLDS CO CL A 761695105 535 19,800 X 19,800 REYNOLDS AMERICAN INC COM 761713106 890 11,300 X 11,300 ROBBINS & MYERS INC COM 770196103 271 12,600 X 12,600 ROCKY SHOES & BOOTS INC COM 774830103 647 20,700 X 20,700 ROFIN SINAR TECHNOLOGIES INC COM 775043102 348 10,600 X 10,600 ROGERS CORP COM 775133101 487 12,000 X 12,000 ROSS STORES INC COM 778296103 318 11,000 X 11,000 ROYAL GOLD INC COM 780287108 392 19,500 X 19,500 RUDDICK CORP COM 781258108 411 16,100 X 16,100 RUDOLPH TECHNOLOGIES INC COM 781270103 244 17,000 X 17,000 RUSS BERRIE & CO COM 782233100 208 16,200 X 16,200 RUSSELL CORP COM 782352108 245 12,000 X 12,000 RYLAND GROUP INC COM 783764103 812 10,700 X 10,700 SBC COMMUNICATIONS INC COM 78387G103 8,828 371,700 X 371,700 SBA COMMUNICATIONS CORP COM 78388J106 362 26,800 X 26,800 SFBC INTL INC COM 784121105 1,228 31,800 X 31,800 SI INTL INC COM 78427V102 375 12,500 X 12,500 SL GREEN RLTY CORP COM 78440X101 445 6,900 X 6,900 SLM CORP COM 78442P106 2,169 42,700 X 42,700 SRS LABS INC COM 78464M106 242 39,600 X 39,600 SABRE HLDGS CORP CL A 785905100 289 14,500 X 14,500 SAFECO CORP COM 786429100 946 17,400 X 17,400 SAFENET INC COM 78645R107 361 10,600 X 10,600 SAFETY INS GROUP INC COM 78648T100 354 10,500 X 10,500 ST JUDE MED INC COM 790849103 1,496 34,300 X 34,300 ST PAUL TRAVELERS INC COM 792860108 3,516 88,939 X 88,939 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 411 9,800 X 9,800 SANTANDER BANCORP COM 802809103 301 12,000 X 12,000 SARA LEE CORP COM 803111103 2,324 117,300 X 117,300 SCANSOURCE INC COM 806037107 1,005 23,400 X 23,400 SCHERING PLOUGH CORP COM 806605101 3,738 196,100 X 196,100 SCHULMAN A INC COM 808194104 474 26,500 X 26,500 SCHWAB CHARLES CORP NEW COM 808513105 1,093 96,900 X 96,900 SECURE COMPUTING CORP COM 813705100 284 26,100 X 26,100 SELECTIVE INS GROUP INC COM 816300107 1,239 25,000 X 25,000 SENIOR HSG PPTYS TR SH BEN INT 81721M109 227 12,000 X 12,000 SERENA SOFTWARE INC COM 817492101 1,263 65,465 X 65,465 SHAW GROUP INC COM 820280105 555 25,800 X 25,800 SHERWIN WILLIAMS CO COM 824348106 918 19,500 X 19,500 SHURGARD STORAGE CTRS INC COM 82567D104 349 7,600 X 7,600 SIEMENS A G SPONSORED ADR 826197501 886 12,200 X 12,200 SIERRA HEALTH SVCS INC COM 826322109 407 5,700 X 5,700 SIERRA PAC RES NEW COM 826428104 168 13,501 X 13,501 SIGMATEL INC COM 82661W107 189 11,000 X 11,000 SIGNATURE BK NEW YORK N Y COM 82669G104 359 14,700 X 14,700 SILICON LABORATORIES INC COM 826919102 215 8,200 X 8,200 SILGAN HOLDINGS INC COM 827048109 787 14,000 X 14,000 SILVER STD RES INC COM 82823L106 145 12,400 X 12,400 SIMON PPTY GROUP INC NEW COM 828806109 2,717 37,480 X 37,480 SIMPSON MANUFACTURING CO INC COM 829073105 846 27,700 X 27,700 SKYWEST INC COM 830879102 774 42,600 X 42,600 SKYWORKS SOLUTIONS INC COM 83088M102 539 73,100 X 73,100 SMITH A O COM 831865209 270 10,100 X 10,100 SMITHFIELD FOODS INC COM 832248108 709 26,000 X 26,000 SONIC CORP COM 835451105 833 27,300 X 27,300 SONICWALL INC COM 835470105 427 79,300 X 79,300 SOURCE INTERLINK COS INC COM NEW 836151209 340 27,500 X 27,500 SOURCECORP COM 836167106 270 13,600 X 13,600 SOUTHERN CO COM 842587107 2,486 71,700 X 71,700 SOUTHERN PERU COPPER CORP COM 843611104 1,354 31,600 X 31,600 SPATIALIGHT INC COM 847248101 92 16,300 X 16,300 SPINNAKER EXPL CO COM 84855W109 618 17,400 X 17,400 SPIRIT FIN CORP COM 848568309 126 10,700 X 10,700 SPORTS AUTH INC NEW COM 84917U109 347 10,900 X 10,900 SPRINT CORP COM FON 852061100 5,191 206,900 X 206,900 SS&C TECHNOLOGIES INC COM 85227Q100 1,213 38,300 X 38,300 STAGE STORES INC COM NEW 85254C305 419 9,600 X 9,600 STAMPS COM INC COM NEW 852857200 257 13,700 X 13,700 STANDARD PAC CORP NEW COM 85375C101 792 9,000 X 9,000 STANLEY WKS COM 854616109 1,362 29,900 X 29,900 STAPLES INC COM 855030102 1,545 72,550 X 72,550 STARBUCKS CORP COM 855244109 1,994 38,600 X 38,600 STATE STR CORP COM 857477103 1,578 32,700 X 32,700 STATOIL ASA SPONSORED ADR 85771P102 775 38,200 X 38,200 STEEL DYNAMICS INC COM 858119100 1,063 40,500 X 40,500 STEELCASE INC CL A 858155203 338 24,400 X 24,400 STEMCELLS INC COM 85857R105 223 52,900 X 52,900 STERLING BANCSHARES INC COM 858907108 349 22,400 X 22,400 STONE ENERGY CORP COM 861642106 474 9,700 X 9,700 STRATTEC SEC CORP COM 863111100 316 5,800 X 5,800 STRYKER CORP COM 863667101 1,322 27,800 X 27,800 SUN MICROSYSTEMS INC COM 866810104 1,207 323,600 X 323,600 SUNCOR ENERGY INC COM 867229106 724 15,300 X 15,300 SUNTRUST BKS INC COM 867914103 2,304 31,900 X 31,900 SUPERGEN INC COM 868059106 360 72,900 X 72,900 SUPERIOR INDS INTL INC COM 868168105 443 18,700 X 18,700 SUPERVALU INC COM 868536103 359 11,000 X 11,000 SUPPORTSOFT INC COM 868587106 160 30,900 X 30,900 SURMODICS INC COM 868873100 811 18,700 X 18,700 SUSQUEHANNA BANCSHARES INC P COM 869099101 327 13,300 X 13,300 SWIFT ENERGY CO COM 870738101 1,436 40,100 X 40,100 SYKES ENTERPRISES INC COM 871237103 374 39,400 X 39,400 SYMANTEC CORP COM 871503108 1,500 69,000 X 69,000 SYNTEL INC COM 87162H103 365 22,800 X 22,800 SYSCO CORP COM 871829107 2,251 62,200 X 62,200 TCF FINL CORP COM 872275102 831 32,100 X 32,100 THQ INC COM NEW 872443403 650 22,200 X 22,200 TJX COS INC NEW COM 872540109 1,176 48,300 X 48,300 TLC VISION CORP COM 872549100 140 17,100 X 17,100 TALK AMERICA HLDGS INC COM NEW 87426R202 629 62,800 X 62,800 TANGER FACTORY OUTLET CTRS I COM 875465106 789 29,300 X 29,300 TARGET CORP COM 87612E106 4,832 88,800 X 88,800 TAUBMAN CTRS INC COM 876664103 290 8,500 X 8,500 TECHNE CORP COM 878377100 220 4,800 X 4,800 TECHNICAL OLYMPIC USA INC COM 878483106 770 31,700 X 31,700 TECHNITROL INC COM 878555101 242 17,100 X 17,100 TEKELEC COM 879101103 339 20,200 X 20,200 TELEFLEX INC COM 879369106 267 4,500 X 4,500 TELEFONICA S A SPONSORED ADR 879382208 859 17,576 X 17,576 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 914 48,400 X 48,400 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 385 11,800 X 11,800 TELESP CELULAR PART S A SPON ADR PFD 87952L108 311 72,800 X 72,800 TESORO CORP COM 881609101 442 9,500 X 9,500 TETRA TECH INC NEW COM 88162G103 406 30,000 X 30,000 TEXAS INDS INC COM 882491103 349 6,200 X 6,200 TEXAS INSTRS INC COM 882508104 5,064 180,400 X 180,400 THORATEC CORP COM NEW 885175307 462 30,100 X 30,100 THORNBURG MTG INC COM 885218107 1,518 52,100 X 52,100 3M CO COM 88579Y101 6,362 88,000 X 88,000 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 390 24,700 X 24,700 TIMBERLAND CO CL A 887100105 1,665 43,000 X 43,000 TIME WARNER INC COM 887317105 7,132 426,800 X 426,800 TITAN CORP COM 888266103 757 33,300 X 33,300 TOLL BROTHERS INC COM 889478103 762 7,500 X 7,500 TOLLGRADE COMMUNICATIONS INC COM 889542106 198 26,400 X 26,400 TOO INC COM 890333107 1,154 49,400 X 49,400 TORO CO COM 891092108 344 8,900 X 8,900 TOTAL S A SPONSORED ADR 89151E109 1,683 14,400 X 14,400 TRANSACTION SYS ARCHITECTS COM 893416107 532 21,600 X 21,600 TRANSCANADA CORP COM 89353D107 876 33,100 X 33,100 TRANSMONTAIGNE INC COM 893934109 368 35,000 X 35,000 TRANSWITCH CORP COM 894065101 311 151,700 X 151,700 TREDEGAR CORP COM 894650100 232 14,900 X 14,900 TRIAD GTY INC COM 895925105 454 9,000 X 9,000 TRIBUNE CO NEW COM 896047107 851 24,200 X 24,200 TRIQUINT SEMICONDUCTOR INC COM 89674K103 315 94,600 X 94,600 TRIZEC PROPERTIES INC COM 89687P107 687 33,400 X 33,400 TRIZETTO GROUP INC COM 896882107 149 10,600 X 10,600 TRUSTREET PPTYS INC COM 898404108 713 42,900 X 42,900 TUPPERWARE CORP COM 899896104 738 31,600 X 31,600 TURBOCHEF TECHNOLOGIES INC COM NEW 900006206 342 19,100 X 19,100 II VI INC COM 902104108 761 41,400 X 41,400 UGI CORP NEW COM 902681105 809 29,000 X 29,000 UICI COM 902737105 881 29,600 X 29,600 US BANCORP DEL COM NEW 902973304 6,278 215,000 X 215,000 USEC INC COM 90333E108 165 11,300 X 11,300 UBIQUITEL INC COM 903474302 365 44,700 X 44,700 ULTICOM INC COM 903844108 138 13,000 X 13,000 ULTIMATE SOFTWARE GROUP INC COM 90385D107 341 20,800 X 20,800 UNION PAC CORP COM 907818108 1,633 25,200 X 25,200 UNIONBANCAL CORP COM 908906100 201 3,000 X 3,000 UNISYS CORP COM 909214108 135 21,400 X 21,400 UNIT CORP COM 909218109 827 18,800 X 18,800 UNITED DOMINION REALTY TR IN COM 910197102 712 29,600 X 29,600 UNITED FIRE & CAS CO COM 910331107 551 12,400 X 12,400 UNITED ONLINE INC COM 911268100 275 25,350 X 25,350 UNITED PARCEL SERVICE INC CL B 911312106 3,845 55,600 X 55,600 U STORE IT TR COM 91274F104 444 23,300 X 23,300 UNITED STATES STL CORP NEW COM 912909108 1,021 29,700 X 29,700 UNITED TECHNOLOGIES CORP COM 913017109 5,135 100,000 X 100,000 UNITEDHEALTH GROUP INC COM 91324P102 6,778 130,000 X 130,000 UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 396 23,425 X 23,425 UNUMPROVIDENT CORP COM 91529Y106 964 52,600 X 52,600 V F CORP COM 918204108 881 15,400 X 15,400 VALERO ENERGY CORP NEW COM 91913Y100 1,195 15,100 X 15,100 VENTAS INC COM 92276F100 426 14,100 X 14,100 VENTANA MED SYS INC COM 92276H106 218 5,422 X 5,422 VENTIV HEALTH INC COM 922793104 1,336 69,300 X 69,300 VERITY INC COM 92343C106 227 25,900 X 25,900 VERITAS DGC INC COM 92343P107 688 24,800 X 24,800 VERIZON COMMUNICATIONS COM 92343V104 10,216 295,700 X 295,700 VIACOM INC CL B 925524308 4,457 139,200 X 139,200 VITAL SIGNS INC COM 928469105 391 9,033 X 9,033 VOLVO AKTIEBOLAGET ADR B 928856400 1,203 29,701 X 29,701 VORNADO RLTY TR SH BEN INT 929042109 1,713 21,300 X 21,300 WCI CMNTYS INC COM 92923C104 737 23,000 X 23,000 WD-40 CO COM 929236107 439 15,734 X 15,734 W-H ENERGY SVCS INC COM 92925E108 474 19,000 X 19,000 W HLDG CO INC COM 929251106 329 32,200 X 32,200 WABASH NATL CORP COM 929566107 1,134 46,800 X 46,800 WACHOVIA CORP 2ND NEW COM 929903102 8,635 174,100 X 174,100 WAL MART STORES INC COM 931142103 12,026 249,500 X 249,500 WALGREEN CO COM 931422109 4,585 99,700 X 99,700 WALTER INDS INC COM 93317Q105 306 7,600 X 7,600 WASHINGTON GROUP INTL INC COM NEW 938862208 506 9,900 X 9,900 WASHINGTON MUT INC COM 939322103 4,679 115,000 X 115,000 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 222 7,100 X 7,100 WASTE CONNECTIONS INC COM 941053100 930 24,950 X 24,950 WASTE MGMT INC DEL COM 94106L109 1,601 56,500 X 56,500 WEBSENSE INC COM 947684106 1,072 22,300 X 22,300 WEBMD CORP COM 94769M105 178 17,300 X 17,300 WEINGARTEN RLTY INVS SH BEN INT 948741103 567 14,450 X 14,450 WELLMAN INC COM 949702104 344 33,800 X 33,800 WELLS FARGO & CO NEW COM 949746101 11,029 179,100 X 179,100 WENDYS INTL INC COM 950590109 429 9,000 X 9,000 WERNER ENTERPRISES INC COM 950755108 279 14,200 X 14,200 WESCO INTL INC COM 95082P105 1,679 53,500 X 53,500 WEST PHARMACEUTICAL SVSC INC COM 955306105 356 12,700 X 12,700 WET SEAL INC CL A 961840105 400 58,700 X 58,700 WEYERHAEUSER CO COM 962166104 1,483 23,300 X 23,300 WHIRLPOOL CORP COM 963320106 1,220 17,400 X 17,400 WHITING PETE CORP NEW COM 966387102 686 18,900 X 18,900 WHOLE FOODS MKT INC COM 966837106 1,170 9,900 X 9,900 WILSHIRE BANCORP INC COM 97186T108 330 23,000 X 23,000 WILSON GREATBATCH TECHNOLOGI COM 972232102 602 25,200 X 25,200 WINNEBAGO INDS INC COM 974637100 413 12,600 X 12,600 WINSTON HOTELS INC COM 97563A102 272 24,200 X 24,200 WRIGLEY WM JR CO COM 982526105 1,053 15,300 X 15,300 WYETH COM 983024100 6,123 137,600 X 137,600 XILINX INC COM 983919101 854 33,500 X 33,500 YAHOO INC COM 984332106 3,860 111,400 X 111,400 YANKEE CANDLE INC COM 984757104 414 12,900 X 12,900 YELLOW ROADWAY CORP COM 985577105 742 14,600 X 14,600 ZALE CORP NEW COM 988858106 428 13,500 X 13,500 ZENITH NATL INS CORP COM 989390109 1,486 21,900 X 21,900 ZIMMER HLDGS INC COM 98956P102 1,805 23,700 X 23,700