UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 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 May 13, 2004
--------------------- ---------------- ------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 782
Form 13F Information Table Value Total: $1,275,674
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION VOTING
SHARES --------------------- AUTHORITY
CUSIP FAIR MKT PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
ACE LTD ORD G0070K103 956 22,400 X 22,400
APEX SILVER MINES LTD ORD G04074103 205 9,100 X 9,100
ARCH CAP GROUP LTD ORD G0450A105 1,751 41,597 X 41,597
BUNGE LIMITED COM G16962105 784 19,500 X 19,500
CHINADOTCOM CORP CL A G2108N109 88 10,200 X 10,200
EVEREST RE GROUP LTD COM G3223R108 1,196 14,000 X 14,000
FRESH DEL MONTE PRODUCE INC ORD G36738105 252 9,800 X 9,800
FRONTLINE LTD ORD G3682E127 715 24,800 X 24,800
HELEN OF TROY CORP LTD COM G4388N106 1,169 37,700 X 37,700
IPC HLDGS LTD ORD G4933P101 295 7,500 X 7,500
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 269 11,900 X 11,900
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,162 31,200 X 31,200
PARTNERRE LTD COM G6852T105 1,118 19,800 X 19,800
RENAISSANCE RE HLDGS LTD COM G7496G103 2,189 42,100 X 42,100
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 236 7,800 X 7,800
XL CAP LTD CL A G98255105 996 13,100 X 13,100
SBS BROADCASTING SA ORD L8137F102 272 7,600 X 7,600
GIVEN IMAGING ORD SHS M52020100 284 8,300 X 8,300
KERZNER INTERNATIONAL LTD SHS P6065Y107 355 8,000 X 8,000
GENERAL MARITIME CORP SHS Y2692M103 679 27,000 X 27,000
OMI CORP NEW COM Y6476W104 690 60,300 X 60,300
ADE CORP MASS COM 00089C107 210 10,700 X 10,700
AFLAC INC COM 001055102 2,224 55,400 X 55,400
AMB PROPERTY CORP COM 00163T109 1,167 31,400 X 31,400
AMR CORP COM 001765106 144 11,300 X 11,300
AT&T CORP COM NEW 001957505 2,636 134,700 X 134,700
A S V INC COM 001963107 1,456 47,900 X 47,900
AT&T WIRELESS SVCS INC COM 00209A106 3,299 242,400 X 242,400
AAIPHARMA INC COM 00252W104 143 21,500 X 21,500
AARON RENTS INC COM 002535201 261 10,500 X 10,500
ABBOTT LABS COM 002824100 6,925 168,500 X 168,500
ACCREDITED HOME LENDRS HLDG COM 00437P107 812 20,600 X 20,600
ACCREDO HEALTH INC COM 00437V104 1,231 32,300 X 32,300
ADMINISTAFF INC COM 007094105 258 14,800 X 14,800
ADVANCED DIGITAL INFORMATION COM 007525108 619 54,400 X 54,400
ADVANCED MARKETING SVCS INC COM 00753T105 147 14,800 X 14,800
AEROFLEX INC COM 007768104 392 29,100 X 29,100
AEROPOSTALE COM 007865108 257 7,100 X 7,100
AEGON N V ORD AMER REG 007924103 942 73,300 X 73,300
ADVANCED ENERGY INDS COM 007973100 314 15,400 X 15,400
AFFILIATED COMPUTER SERVICES CL A 008190100 1,277 24,600 X 24,600
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 259 14,000 X 14,000
AIR PRODS & CHEMS INC COM 009158106 1,027 20,500 X 20,500
AKZO NOBEL NV SPONSORED ADR 010199305 977 26,400 X 26,400
ALARIS MEDICAL SYSTEMS INC COM 011637105 367 19,700 X 19,700
ALBEMARLE CORP COM 012653101 368 12,700 X 12,700
ALCOA INC COM 013817101 3,164 91,200 X 91,200
ALEXANDERS INC COM 014752109 256 1,600 X 1,600
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 397 6,300 X 6,300
ALFA CORP COM 015385107 152 11,200 X 11,200
ALIGN TECHNOLOGY INC COM 016255101 241 12,700 X 12,700
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 219 28,840 X 28,840
ALLIANT TECHSYSTEMS INC COM 018804104 294 5,400 X 5,400
ALLSTATE CORP COM 020002101 4,832 106,300 X 106,300
ALLTEL CORP COM 020039103 1,676 33,600 X 33,600
ALTIRIS INC COM 02148M100 240 8,600 X 8,600
ALTRIA GROUP INC COM 02209S103 12,845 235,900 X 235,900
AMAZON COM INC COM 023135106 857 19,800 X 19,800
AMERICA WEST HLDG CORP CL B 023657208 191 20,000 X 20,000
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,293 35,100 X 35,100
AMERICAN CAPITAL STRATEGIES COM 024937104 705 21,200 X 21,200
AMERICAN ELEC PWR INC COM 025537101 1,402 42,600 X 42,600
AMERICAN EXPRESS CO COM 025816109 6,429 124,000 X 124,000
AMERICAN FINL GROUP INC OHIO COM 025932104 307 10,300 X 10,300
AMERICAN FINL RLTY TR COM 02607P305 314 18,500 X 18,500
AMERICAN INTL GROUP INC COM 026874107 18,073 253,300 X 253,300
AMERICAN MGMT SYS INC COM 027352103 376 19,600 X 19,600
AMERICAN PHARMACEUTICALS PTN COM 02886P109 1,337 28,500 X 28,500
AMERICREDIT CORP COM 03060R101 397 23,300 X 23,300
AMERISTAR CASINOS INC COM 03070Q101 987 29,444 X 29,444
AMERUS GROUP CO COM 03072M108 307 7,600 X 7,600
AMGEN INC COM 031162100 8,094 139,200 X 139,200
AMSOUTH BANCORPORATION COM 032165102 922 39,200 X 39,200
AMSURG CORP COM 03232P405 729 32,100 X 32,100
ANADARKO PETE CORP COM 032511107 1,395 26,900 X 26,900
ANALOG DEVICES INC COM 032654105 1,892 39,400 X 39,400
ANHEUSER BUSCH COS INC COM 035229103 4,901 96,100 X 96,100
ANTHEM INC COM 03674B104 1,351 14,900 X 14,900
AON CORP COM 037389103 2,166 77,600 X 77,600
APACHE CORP COM 037411105 1,507 34,900 X 34,900
APARTMENT INVT & MGMT CO CL A 03748R101 1,841 59,228 X 59,228
APOLLO GROUP INC CL A 037604105 1,964 22,800 X 22,800
APPLEBEES INTL INC COM 037899101 764 18,500 X 18,500
APPLIED MATLS INC COM 038222105 3,812 178,700 X 178,700
ARCHSTONE SMITH TR COM 039583109 1,883 63,817 X 63,817
ARDEN RLTY INC COM 039793104 850 26,300 X 26,300
ARROW INTL INC COM 042764100 356 11,900 X 11,900
ARTHROCARE CORP COM 043136100 335 14,400 X 14,400
ASK JEEVES INC COM 045174109 518 14,500 X 14,500
ASPECT COMMUNICATIONS CORP COM 04523Q102 287 18,300 X 18,300
ASPEN TECHNOLOGY INC COM 045327103 222 27,200 X 27,200
ASSOCIATED BANC CORP COM 045487105 1,003 22,400 X 22,400
ASTORIA FINL CORP COM 046265104 456 12,000 X 12,000
AT RD INC COM 04648K105 201 16,400 X 16,400
ATMOS ENERGY CORP COM 049560105 358 14,000 X 14,000
ATWOOD OCEANICS INC COM 050095108 203 5,700 X 5,700
AUGUST TECHNOLOGY CORP COM 05106U105 295 19,600 X 19,600
AUTOLIV INC COM 052800109 1,164 28,400 X 28,400
AUTOMATIC DATA PROCESSING IN COM 053015103 2,709 64,500 X 64,500
AVALONBAY CMNTYS INC COM 053484101 1,246 23,257 X 23,257
AVERY DENNISON CORP COM 053611109 379 6,100 X 6,100
AVICI SYS INC COM NEW 05367L802 229 16,600 X 16,600
AVOCENT CORP COM 053893103 365 9,900 X 9,900
AVON PRODS INC COM 054303102 1,920 25,300 X 25,300
BB&T CORP COM 054937107 2,478 70,200 X 70,200
BCE INC COM 05534B109 976 46,400 X 46,400
BRE PROPERTIES INC CL A 05564E106 566 16,500 X 16,500
BAKER HUGHES INC COM 057224107 1,120 30,700 X 30,700
BANK OF AMERICA CORPORATION COM 060505104 14,358 177,300 X 177,300
BANK OF THE OZARKS INC COM 063904106 204 7,400 X 7,400
BANK NEW YORK INC COM 064057102 2,627 83,400 X 83,400
BANK ONE CORP COM 06423A103 6,722 123,300 X 123,300
BAXTER INTL INC COM 071813109 1,992 64,500 X 64,500
BEAR STEARNS COS INC COM 073902108 772 8,800 X 8,800
BEAZER HOMES USA INC COM 07556Q105 794 7,500 X 7,500
BECTON DICKINSON & CO COM 075887109 1,333 27,500 X 27,500
BED BATH & BEYOND INC COM 075896100 2,204 52,600 X 52,600
BELDEN INC COM 077459105 406 21,400 X 21,400
BELLSOUTH CORP COM 079860102 6,790 245,200 X 245,200
BENCHMARK ELECTRS INC COM 08160H101 1,141 36,250 X 36,250
BEST BUY INC COM 086516101 1,459 28,200 X 28,200
BIG 5 SPORTING GOODS CORP COM 08915P101 273 10,800 X 10,800
BIOSITE INC COM 090945106 364 11,400 X 11,400
BLOCK H & R INC COM 093671105 434 8,500 X 8,500
BOEING CO COM 097023105 3,245 79,000 X 79,000
BOSTON PROPERTIES INC COM 101121101 1,743 32,100 X 32,100
BOSTON SCIENTIFIC CORP COM 101137107 2,945 69,500 X 69,500
BRADLEY PHARMACEUTICALS INC COM 104576103 257 10,200 X 10,200
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 584 19,100 X 19,100
BRIGGS & STRATTON CORP COM 109043109 418 6,200 X 6,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 694 14,720 X 14,720
BRISTOL MYERS SQUIBB CO COM 110122108 5,069 209,200 X 209,200
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,022 33,900 X 33,900
BROADCOM CORP CL A 111320107 702 18,000 X 18,000
BROCADE COMMUNICATIONS SYS I COM 111621108 722 108,700 X 108,700
BROOKTROUT INC COM 114580103 264 13,300 X 13,300
BUCKEYE TECHNOLOGIES INC COM 118255108 233 22,500 X 22,500
BURLINGTON NORTHN SANTA FE C COM 12189T104 1,074 34,100 X 34,100
BURLINGTON RES INC COM 122014103 1,381 21,700 X 21,700
CBL & ASSOC PPTYS INC COM 124830100 613 10,000 X 10,000
C COR NET CORP COM 125010108 261 18,600 X 18,600
CEC ENTMT INC COM 125137109 479 13,800 X 13,800
CIGNA CORP COM 125509109 974 16,500 X 16,500
CNET NETWORKS INC COM 12613R104 235 22,700 X 22,700
CTS CORP COM 126501105 336 25,800 X 25,800
CVS CORP COM 126650100 1,500 42,500 X 42,500
CABLE DESIGN TECHNOLOGIES CO COM 126924109 174 18,400 X 18,400
CACHE INC COM NEW 127150308 259 7,900 X 7,900
CACI INTL INC CL A 127190304 1,200 27,900 X 27,900
CAL DIVE INTL INC COM 127914109 372 14,400 X 14,400
CAL MAINE FOODS INC COM NEW 128030202 239 6,700 X 6,700
CALLAWAY GOLF CO COM 131193104 241 12,700 X 12,700
CAMBREX CORP COM 132011107 487 18,100 X 18,100
CAMDEN PPTY TR SH BEN INT 133131102 751 16,700 X 16,700
CAMPBELL SOUP CO COM 134429109 556 20,400 X 20,400
CANDELA CORP COM 136907102 305 22,200 X 22,200
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 392 11,100 X 11,100
CAPITAL ONE FINL CORP COM 14040H105 2,964 39,300 X 39,300
CARBO CERAMICS INC COM 140781105 271 4,300 X 4,300
CARDINAL HEALTH INC COM 14149Y108 3,721 54,000 X 54,000
CARDIODYNAMICS INTL CORP COM 141597104 269 42,600 X 42,600
CAREMARK RX INC COM 141705103 380 11,417 X 11,417
CARRAMERICA RLTY CORP COM 144418100 763 22,500 X 22,500
CARRIER ACCESS CORP COM 144460102 253 20,600 X 20,600
CATELLUS DEV CORP NEW COM 149113102 877 33,700 X 33,700
CATERPILLAR INC DEL COM 149123101 2,941 37,200 X 37,200
CEMEX S A SPON ADR 5 ORD 151290889 972 32,600 X 32,600
CENDANT CORP COM 151313103 2,680 109,900 X 109,900
CENTENE CORP DEL COM 15135B101 248 8,100 X 8,100
CENTERPOINT PPTYS TR COM 151895109 619 7,500 X 7,500
CENTEX CORP COM 152312104 703 13,000 X 13,000
CENTRAL PKG CORP COM 154785109 261 13,000 X 13,000
CERADYNE INC COM 156710105 224 6,200 X 6,200
CERNER CORP COM 156782104 203 4,500 X 4,500
CHARTERMAC SH BEN INT 160908109 260 10,500 X 10,500
CHARTER COMMUNICATIONS INC D CL A 16117M107 150 31,700 X 31,700
CHELSEA PPTY GROUP INC COM 163421100 900 14,300 X 14,300
CHESAPEAKE CORP COM 165159104 301 12,600 X 12,600
CHESAPEAKE ENERGY CORP COM 165167107 737 55,000 X 55,000
CHEVRONTEXACO CORP COM 166764100 11,815 134,600 X 134,600
CHICOS FAS INC COM 168615102 1,155 24,900 X 24,900
CHILDRENS PL RETAIL STORES I COM 168905107 269 8,700 X 8,700
CHUBB CORP COM 171232101 3,484 50,100 X 50,100
CISCO SYS INC COM 17275R102 17,857 757,600 X 757,600
CIRRUS LOGIC INC COM 172755100 246 32,500 X 32,500
CITIGROUP INC COM 172967101 28,725 555,600 X 555,600
CLAIRES STORES INC COM 179584107 1,342 64,400 X 64,400
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,397 56,600 X 56,600
CLEVELAND CLIFFS INC COM 185896107 249 3,800 X 3,800
COACHMEN INDS INC COM 189873102 214 12,800 X 12,800
COCA COLA CO COM 191216100 11,634 231,300 X 231,300
COEUR D ALENE MINES CORP IDA COM 192108108 99 14,100 X 14,100
COHERENT INC COM 192479103 210 8,000 X 8,000
COINSTAR INC COM 19259P300 303 19,200 X 19,200
COLDWATER CREEK INC COM 193068103 260 12,200 X 12,200
COLGATE PALMOLIVE CO COM 194162103 3,201 58,100 X 58,100
COLONIAL PPTYS TR COM SH BEN INT 195872106 351 8,600 X 8,600
COLUMBIA BKG SYS INC COM 197236102 294 10,500 X 10,500
COLUMBIA SPORTSWEAR CO COM 198516106 249 4,500 X 4,500
COMCAST CORP NEW CL A 20030N101 6,638 230,800 X 230,800
COMERICA INC COM 200340107 961 17,700 X 17,700
COMMERCIAL FEDERAL CORPORATI COM 201647104 679 24,600 X 24,600
COMMERCIAL METALS CO COM 201723103 280 8,800 X 8,800
COMMERCIAL NET LEASE RLTY IN COM 202218103 300 15,200 X 15,200
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 966 17,600 X 17,600
COMPASS BANCSHARES INC COM 20449H109 1,033 24,900 X 24,900
COMPUCREDIT CORP COM 20478N100 1,254 59,300 X 59,300
COMPUTER ASSOC INTL INC COM 204912109 1,131 42,100 X 42,100
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 718 39,600 X 39,600
CONAGRA FOODS INC COM 205887102 2,535 94,100 X 94,100
CONCORD COMMUNICATIONS INC COM 206186108 290 19,800 X 19,800
CONOCOPHILLIPS COM 20825C104 6,932 99,300 X 99,300
CONSTELLATION BRANDS INC CL A 21036P108 809 25,200 X 25,200
COOPER COS INC COM NEW 216648402 281 5,200 X 5,200
COPART INC COM 217204106 278 12,800 X 12,800
CORINTHIAN COLLEGES INC COM 218868107 792 24,000 X 24,000
CORN PRODS INTL INC COM 219023108 280 7,000 X 7,000
CORNERSTONE RLTY INCOME TR I COM 21922V102 178 19,000 X 19,000
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 245 9,800 X 9,800
COSTCO WHSL CORP NEW COM 22160K105 1,850 49,200 X 49,200
COUNTRYWIDE FINANCIAL CORP COM 222372104 818 8,534 X 8,534
COUSINS PPTYS INC COM 222795106 649 19,800 X 19,800
COVANCE INC COM 222816100 365 10,600 X 10,600
COVENTRY HEALTH CARE INC COM 222862104 1,598 37,750 X 37,750
COX COMMUNICATIONS INC NEW CL A 224044107 648 20,500 X 20,500
CRESCENT REAL ESTATE EQUITIE COM 225756105 588 32,700 X 32,700
D R HORTON INC COM 23331A109 776 21,900 X 21,900
DAKTRONICS INC COM 234264109 330 14,600 X 14,600
DANAHER CORP DEL COM 235851102 1,158 12,400 X 12,400
DATASCOPE CORP COM 238113104 383 10,900 X 10,900
DEAN FOODS CO NEW COM 242370104 1,136 34,000 X 34,000
DELL INC COM 24702R101 8,267 245,900 X 245,900
DELPHI FINL GROUP INC CL A 247131105 567 13,500 X 13,500
DENBURY RES INC COM NEW 247916208 851 50,500 X 50,500
DENTSPLY INTL INC NEW COM 249030107 1,095 24,700 X 24,700
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,147 28,400 X 28,400
DEVON ENERGY CORP NEW COM 25179M103 1,448 24,900 X 24,900
DICKS SPORTING GOODS INC COM 253393102 1,064 18,300 X 18,300
DISNEY WALT CO COM DISNEY 254687106 5,510 220,500 X 220,500
DITECH COMMUNICATIONS CORP COM 25500M103 272 16,300 X 16,300
DOMINION RES INC VA NEW COM 25746U109 2,225 34,600 X 34,600
DORAL FINL CORP COM 25811P100 942 26,750 X 26,750
DOT HILL SYS CORP COM 25848T109 163 16,200 X 16,200
DOW CHEM CO COM 260543103 3,980 98,800 X 98,800
DRIL-QUIP INC COM 262037104 192 11,700 X 11,700
DU PONT E I DE NEMOURS & CO COM 263534109 4,539 107,500 X 107,500
DUKE ENERGY CORP COM 264399106 2,199 97,300 X 97,300
DUKE REALTY CORP COM NEW 264411505 1,548 44,594 X 44,594
DUPONT PHOTOMASKS INC COM 26613X101 344 14,800 X 14,800
DYNEGY INC NEW CL A 26816Q101 76 19,200 X 19,200
E M C CORP MASS COM 268648102 3,466 254,700 X 254,700
E PIPHANY INC COM 26881V100 228 31,600 X 31,600
EPIQ SYS INC COM 26882D109 672 41,200 X 41,200
ESS TECHNOLOGY INC COM 269151106 931 63,500 X 63,500
EASTGROUP PPTY INC COM 277276101 245 6,900 X 6,900
EASTMAN KODAK CO COM 277461109 945 36,100 X 36,100
EBAY INC COM 278642103 3,907 56,400 X 56,400
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 806 24,600 X 24,600
EDUCATION MGMT CORP COM 28139T101 236 7,400 X 7,400
EDWARDS AG INC COM 281760108 1,260 32,200 X 32,200
EL PASO ELEC CO COM NEW 283677854 184 13,300 X 13,300
ELECTRONIC DATA SYS NEW COM 285661104 977 50,500 X 50,500
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 513 17,500 X 17,500
ELIZABETH ARDEN INC COM 28660G106 239 11,300 X 11,300
ELKCORP COM 287456107 542 20,000 X 20,000
EMBARCADERO TECHNOLOGIES INC COM 290787100 660 51,700 X 51,700
EMERSON ELEC CO COM 291011104 2,720 45,400 X 45,400
EMULEX CORP COM NEW 292475209 643 30,200 X 30,200
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 483 47,000 X 47,000
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 303 12,400 X 12,400
ENERGY PARTNERS LTD COM 29270U105 335 25,100 X 25,100
ENGINEERED SUPPORT SYS INC COM 292866100 222 4,550 X 4,550
ENTEGRIS INC COM 29362U104 643 50,600 X 50,600
ENTERGY CORP NEW COM 29364G103 1,452 24,400 X 24,400
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 270 6,600 X 6,600
EON LABS INC COM 29412E100 751 11,200 X 11,200
EQUITY INNS INC COM 294703103 129 14,000 X 14,000
EQUITY OFFICE PROPERTIES TRU COM 294741103 5,840 202,136 X 202,136
EQUITY ONE COM 294752100 432 22,500 X 22,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,689 123,600 X 123,600
ERESEARCHTECHNOLOGY INC COM 29481V108 499 17,800 X 17,800
ERIE INDTY CO CL A 29530P102 319 6,600 X 6,600
ESSEX PPTY TR INC COM 297178105 491 7,500 X 7,500
ETHAN ALLEN INTERIORS INC COM 297602104 347 8,400 X 8,400
EXELON CORP COM 30161N101 2,410 35,000 X 35,000
EXPEDITORS INTL WASH INC COM 302130109 441 11,200 X 11,200
EXPRESSJET HOLDINGS INC CL A 30218U108 1,250 100,500 X 100,500
EXPRESS SCRIPTS INC COM 302182100 1,200 16,100 X 16,100
EXXON MOBIL CORP COM 30231G102 30,352 729,800 X 729,800
FPIC INS GROUP INC COM 302563101 271 11,800 X 11,800
FPL GROUP INC COM 302571104 1,671 25,000 X 25,000
FALCONSTOR SOFTWARE INC COM 306137100 118 15,800 X 15,800
FEDERAL HOME LN MTG CORP COM 313400301 6,048 102,400 X 102,400
FEDERAL NATL MTG ASSN COM 313586109 9,316 125,300 X 125,300
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 910 19,700 X 19,700
FEDEX CORP COM 31428X106 2,420 32,200 X 32,200
FELCOR LODGING TR INC COM 31430F101 203 19,500 X 19,500
FIDELITY NATL FINL INC COM 316326107 2,234 56,412 X 56,412
FIFTH THIRD BANCORP COM 316773100 2,996 54,100 X 54,100
FIRST AMERN CORP CALIF COM 318522307 1,859 61,100 X 61,100
FIRST DATA CORP COM 319963104 4,212 99,900 X 99,900
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 387 9,800 X 9,800
FIRST TENN NATL CORP COM 337162101 1,045 21,900 X 21,900
FLAGSTAR BANCORP INC COM 337930101 880 34,300 X 34,300
FIRSTENERGY CORP COM 337932107 2,278 58,300 X 58,300
FLEETBOSTON FINL CORP COM 339030108 5,096 113,500 X 113,500
FORD MTR CO DEL COM PAR $0.01 345370860 3,581 263,900 X 263,900
FOREST LABS INC COM 345838106 3,380 47,200 X 47,200
FOUNDRY NETWORKS INC COM 35063R100 261 15,200 X 15,200
4 KIDS ENTMT INC COM 350865101 409 18,300 X 18,300
FOX ENTMT GROUP INC CL A 35138T107 512 18,900 X 18,900
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 777 28,800 X 28,800
GABELLI ASSET MGMT INC CL A 36239Y102 238 5,900 X 5,900
GABLES RESIDENTIAL TR SH BEN INT 362418105 341 9,400 X 9,400
GALLAGHER ARTHUR J & CO COM 363576109 453 13,900 X 13,900
GANNETT INC COM 364730101 2,926 33,200 X 33,200
GAP INC DEL COM 364760108 2,823 128,800 X 128,800
GENENTECH INC COM NEW 368710406 2,339 22,100 X 22,100
GENERAL DYNAMICS CORP COM 369550108 2,707 30,300 X 30,300
GENERAL ELEC CO COM 369604103 32,922 1,078,700 X 1,078,700
GENERAL GROWTH PPTYS INC COM 370021107 3,494 99,400 X 99,400
GENERAL MLS INC COM 370334104 1,863 39,900 X 39,900
GENERAL MTRS CORP COM 370442105 2,350 49,900 X 49,900
GENESCO INC COM 371532102 517 22,300 X 22,300
GENOME THERAPEUTICS CORP COM 372430108 279 49,600 X 49,600
GENZYME CORP COM GENL DIV 372917104 973 20,800 X 20,800
GETTY IMAGES INC COM 374276103 270 5,000 X 5,000
GETTY RLTY CORP NEW COM 374297109 215 8,100 X 8,100
GILEAD SCIENCES INC COM 375558103 1,198 21,600 X 21,600
GILLETTE CO COM 375766102 4,309 110,200 X 110,200
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 927 23,200 X 23,200
GLENBOROUGH RLTY TR INC COM 37803P105 206 9,200 X 9,200
GLIMCHER RLTY TR SH BEN INT 379302102 314 11,600 X 11,600
GLOBAL IMAGING SYSTEMS COM 37934A100 1,259 37,900 X 37,900
GOLDEN STAR RES LTD CDA COM 38119T104 116 16,200 X 16,200
GOLDEN WEST FINL CORP DEL COM 381317106 1,511 13,500 X 13,500
GOLDMAN SACHS GROUP INC COM 38141G104 3,903 37,400 X 37,400
GREATER BAY BANCORP COM 391648102 281 9,600 X 9,600
GREENPOINT FINL CORP COM 395384100 439 10,050 X 10,050
GUESS INC COM 401617105 263 14,600 X 14,600
GUIDANT CORP COM 401698105 2,117 33,400 X 33,400
GUITAR CTR MGMT INC COM 402040109 275 7,400 X 7,400
HCA INC COM 404119109 2,153 53,000 X 53,000
HCC INS HLDGS INC COM 404132102 307 9,500 X 9,500
HRPT PPTYS TR COM SH BEN INT 40426W101 814 72,000 X 72,000
HAEMONETICS CORP COM 405024100 223 7,100 X 7,100
HAIN CELESTIAL GROUP INC COM 405217100 391 17,700 X 17,700
HALLIBURTON CO COM 406216101 1,434 47,200 X 47,200
HARLEY DAVIDSON INC COM 412822108 1,739 32,600 X 32,600
HARMONIC INC COM 413160102 201 20,700 X 20,700
HARRIS CORP DEL COM 413875105 339 7,000 X 7,000
HARTFORD FINL SVCS GROUP INC COM 416515104 1,943 30,500 X 30,500
HEALTH CARE PPTY INVS INC COM 421915109 1,206 42,600 X 42,600
HEALTHCARE RLTY TR COM 421946104 602 14,100 X 14,100
HEALTH CARE REIT INC COM 42217K106 658 16,200 X 16,200
HEALTHEXTRAS INC COM 422211102 267 23,300 X 23,300
HEINZ H J CO COM 423074103 1,413 37,900 X 37,900
HELIX TECHNOLOGY CORP COM 423319102 247 10,200 X 10,200
HERITAGE PPTY INVT TR INC COM 42725M107 622 20,000 X 20,000
HEWLETT PACKARD CO COM 428236103 7,526 329,500 X 329,500
HI / FN INC COM 428358105 256 22,193 X 22,193
HIBBETT SPORTING GOODS INC COM 428565105 687 18,000 X 18,000
HIBERNIA CORP CL A 428656102 965 41,100 X 41,100
HIGHWOODS PPTYS INC COM 431284108 459 17,500 X 17,500
HILB ROGAL & HAMILTON CO COM 431294107 472 12,400 X 12,400
HILLENBRAND INDS INC COM 431573104 407 6,000 X 6,000
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 475 49,200 X 49,200
HOLOGIC INC COM 436440101 693 34,200 X 34,200
HOME DEPOT INC COM 437076102 9,482 253,800 X 253,800
HOME PROPERTIES INC COM 437306103 413 10,135 X 10,135
HON INDS INC COM 438092108 446 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 3,033 89,600 X 89,600
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,012 21,800 X 21,800
HOST MARRIOTT CORP NEW COM 44107P104 1,338 104,700 X 104,700
HOVNANIAN ENTERPRISES INC CL A 442487203 949 22,000 X 22,000
HUNTINGTON BANCSHARES INC COM 446150104 956 43,400 X 43,400
IDX SYS CORP COM 449491109 363 10,500 X 10,500
IKON OFFICE SOLUTIONS INC COM 451713101 154 12,000 X 12,000
ILLINOIS TOOL WKS INC COM 452308109 2,203 27,800 X 27,800
IMPAC MTG HLDGS INC COM 45254P102 699 25,700 X 25,700
IMPERIAL CHEM INDS PLC ADR NEW 452704505 994 59,300 X 59,300
INFOUSA INC NEW COM 456818301 124 11,800 X 11,800
INGRAM MICRO INC CL A 457153104 1,133 62,600 X 62,600
INNKEEPERS USA TR COM 4576J0104 113 12,400 X 12,400
INSIGHT ENTERPRISES INC COM 45765U103 237 12,300 X 12,300
INSITUFORM TECHNOLOGIES INC CL A 457667103 266 17,000 X 17,000
INSIGHT COMMUNICATIONS INC CL A 45768V108 189 18,800 X 18,800
INTEGRATED SILICON SOLUTION COM 45812P107 287 16,200 X 16,200
INTEL CORP COM 458140100 19,181 705,200 X 705,200
INTERACTIVECORP COM 45840Q101 1,433 45,300 X 45,300
INTERNATIONAL BUSINESS MACHS COM 459200101 16,403 178,600 X 178,600
INTL PAPER CO COM 460146103 2,185 51,700 X 51,700
INVESTORS REAL ESTATE TR SH BEN INT 461730103 119 12,200 X 12,200
ISHARES TR RUSSELL 2000 464287655 4,128 35,100 X 35,100
ISHARES TR RUSSELL 3000 464287689 11,762 183,300 X 183,300
ISHARES TR S&P SMLCAP 600 464287804 2,677 18,800 X 18,800
JLG INDS INC COM 466210101 400 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 9,388 223,800 X 223,800
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 255 11,300 X 11,300
JACK IN THE BOX INC COM 466367109 232 9,300 X 9,300
JEFFERSON PILOT CORP COM 475070108 1,040 18,900 X 18,900
JOHNSON & JOHNSON COM 478160104 16,251 320,400 X 320,400
JOHNSON CTLS INC COM 478366107 461 7,800 X 7,800
KCS ENERGY INC COM 482434206 701 65,500 X 65,500
K-SWISS INC CL A 482686102 908 37,100 X 37,100
KANSAS CITY SOUTHERN COM NEW 485170302 325 23,400 X 23,400
KB HOME COM 48666K109 1,479 18,300 X 18,300
KELLOGG CO COM 487836108 867 22,100 X 22,100
KERR MCGEE CORP COM 492386107 2,148 41,700 X 41,700
KEYCORP NEW COM 493267108 1,381 45,600 X 45,600
KEYSTONE PPTY TR CORP COM 493596100 243 10,000 X 10,000
KILROY RLTY CORP COM 49427F108 327 9,200 X 9,200
KIMBERLY CLARK CORP COM 494368103 3,464 54,900 X 54,900
KIMCO REALTY CORP COM 49446R109 1,845 36,200 X 36,200
KINDER MORGAN INC KANS COM 49455P101 334 5,300 X 5,300
KNIGHT TRADING GROUP INC COM 499063105 258 20,400 X 20,400
KOHLS CORP COM 500255104 1,493 30,900 X 30,900
KOPIN CORP COM 500600101 283 48,900 X 48,900
KORN FERRY INTL COM NEW 500643200 296 18,500 X 18,500
KOS PHARMACEUTICALS INC COM 500648100 314 7,700 X 7,700
KRAFT FOODS INC CL A 50075N104 2,090 65,300 X 65,300
KROGER CO COM 501044101 1,354 81,400 X 81,400
KULICKE & SOFFA INDS INC COM 501242101 212 18,100 X 18,100
KYPHON INC COM 501577100 206 8,600 X 8,600
LNR PPTY CORP COM 501940100 273 5,100 X 5,100
LTX CORP COM 502392103 265 17,600 X 17,600
LABRANCHE & CO INC COM 505447102 120 10,700 X 10,700
LANCE INC COM 514606102 344 21,000 X 21,000
LEHMAN BROS HLDGS INC COM 524908100 2,395 28,900 X 28,900
LENNAR CORP CL A 526057104 1,194 22,100 X 22,100
LEXINGTON CORP PPTYS TR COM 529043101 290 13,300 X 13,300
LIBBEY INC COM 529898108 239 9,200 X 9,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 3,247 296,500 X 296,500
LIBERTY PPTY TR SH BEN INT 531172104 2,219 49,300 X 49,300
LILLY ELI & CO COM 532457108 7,346 109,800 X 109,800
LINCOLN NATL CORP IND COM 534187109 1,008 21,300 X 21,300
LINEAR TECHNOLOGY CORP COM 535678106 1,053 28,400 X 28,400
LINENS N THINGS INC COM 535679104 637 18,000 X 18,000
LITHIA MTRS INC CL A 536797103 243 8,800 X 8,800
LOCKHEED MARTIN CORP COM 539830109 1,812 39,700 X 39,700
LOUISIANA PAC CORP COM 546347105 271 10,500 X 10,500
LOWES COS INC COM 548661107 4,608 82,100 X 82,100
M & T BK CORP COM 55261F104 647 7,200 X 7,200
MBNA CORP COM 55262L100 3,200 115,800 X 115,800
M D C HLDGS INC COM 552676108 382 5,423 X 5,423
MEMC ELECTR MATLS INC COM 552715104 111 12,100 X 12,100
MFA MTG INVTS INC COM 55272X102 234 23,200 X 23,200
MGM MIRAGE COM 552953101 222 4,900 X 4,900
MRO SOFTWARE INC COM 55347W105 249 21,400 X 21,400
MRV COMMUNICATIONS INC COM 553477100 192 57,800 X 57,800
MACERICH CO COM 554382101 1,207 22,400 X 22,400
MACK CALI RLTY CORP COM 554489104 1,235 27,500 X 27,500
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 744 73,400 X 73,400
MAGUIRE PPTYS INC COM 559775101 361 14,100 X 14,100
MANITOWOC INC COM 563571108 488 16,500 X 16,500
MANTECH INTL CORP CL A 564563104 680 33,200 X 33,200
MANUFACTURED HOME CMNTYS INC COM 564682102 261 7,400 X 7,400
MANULIFE FINL CORP COM 56501R106 1,022 27,500 X 27,500
MANUGISTICS GROUP INC COM 565011103 228 33,300 X 33,300
MAPINFO CORP COM 565105103 284 22,200 X 22,200
MARATHON OIL CORP COM 565849106 2,397 71,200 X 71,200
MARSH & MCLENNAN COS INC COM 571748102 3,616 78,100 X 78,100
MARVEL ENTERPRISES INC COM 57383M108 233 12,150 X 12,150
MASCO CORP COM 574599106 2,551 83,800 X 83,800
MAXIM INTEGRATED PRODS INC COM 57772K101 1,644 35,000 X 35,000
MAXIM PHARMACEUTICALS INC COM 57772M107 124 14,500 X 14,500
MAY DEPT STORES CO COM 577778103 311 9,000 X 9,000
MAXIMUS INC COM 577933104 420 12,000 X 12,000
MCDONALDS CORP COM 580135101 3,923 137,300 X 137,300
MCGRAW HILL COS INC COM 580645109 1,568 20,600 X 20,600
MEDCO HEALTH SOLUTIONS INC COM 58405U102 836 24,600 X 24,600
MEDTRONIC INC COM 585055106 6,284 131,600 X 131,600
MELLON FINL CORP COM 58551A108 1,458 46,600 X 46,600
MENS WEARHOUSE INC COM 587118100 433 16,300 X 16,300
MERCANTILE BANKSHARES CORP COM 587405101 923 21,500 X 21,500
MERCK & CO INC COM 589331107 11,671 264,100 X 264,100
MERCURY GENL CORP NEW COM 589400100 1,453 29,100 X 29,100
MERIDIAN RESOURCE CORP COM 58977Q109 259 43,100 X 43,100
MERISTAR HOSPITALITY CORP COM 58984Y103 168 24,145 X 24,145
MERRILL LYNCH & CO INC COM 590188108 5,956 100,000 X 100,000
METAL MGMT INC COM NEW 591097209 1,210 33,000 X 33,000
METHODE ELECTRS INC COM 591520200 227 17,600 X 17,600
METLIFE INC COM 59156R108 1,309 36,700 X 36,700
MICROSOFT CORP COM 594918104 24,065 965,300 X 965,300
MICROSEMI CORP COM 595137100 216 15,800 X 15,800
MID-AMER APT CMNTYS INC COM 59522J103 245 6,600 X 6,600
MILLS CORP COM 601148109 842 15,800 X 15,800
MONACO COACH CORP COM 60886R103 614 22,900 X 22,900
MONSANTO CO NEW COM 61166W101 997 27,200 X 27,200
MOOG INC CL A 615394202 321 9,400 X 9,400
MORGAN STANLEY COM NEW 617446448 7,266 126,800 X 126,800
MOTOROLA INC COM 620076109 4,398 249,900 X 249,900
MULTIMEDIA GAMES INC COM 625453105 735 29,700 X 29,700
MYKROLIS CORP COM 62852P103 251 17,600 X 17,600
NCO GROUP INC COM 628858102 497 21,300 X 21,300
NII HLDGS INC CL B NEW 62913F201 263 7,500 X 7,500
NIC INC COM 62914B100 278 46,000 X 46,000
NMS COMMUNICATIONS CORP COM 629248105 219 30,600 X 30,600
NVR INC COM 62944T105 1,472 3,200 X 3,200
NANOMETRICS INC COM 630077105 210 13,700 X 13,700
NATIONAL CITY CORP COM 635405103 3,060 86,000 X 86,000
NATIONWIDE FINL SVCS INC CL A 638612101 296 8,200 X 8,200
NATIONWIDE HEALTH PPTYS INC COM 638620104 479 21,500 X 21,500
NAVIGANT CONSULTING INC COM 63935N107 538 26,600 X 26,600
NDCHEALTH CORP COM 639480102 432 15,900 X 15,900
NETEGRITY INC COM 64110P107 183 21,500 X 21,500
NETWORK EQUIP TECHNOLOGIES COM 641208103 211 21,100 X 21,100
NEW CENTURY FINANCIAL CORP COM 64352D101 1,180 24,300 X 24,300
NEW PLAN EXCEL RLTY TR INC COM 648053106 1,050 38,400 X 38,400
NEW YORK CMNTY BANCORP INC COM 649445103 809 23,600 X 23,600
NEWELL RUBBERMAID INC COM 651229106 954 41,100 X 41,100
NEWFIELD EXPL CO COM 651290108 1,682 35,100 X 35,100
NEWMONT MINING CORP COM 651639106 1,963 42,100 X 42,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,420 138,700 X 138,700
NEXTEL PARTNERS INC CL A 65333F107 979 77,300 X 77,300
NIKE INC CL B 654106103 1,378 17,700 X 17,700
NOKIA CORP SPONSORED ADR 654902204 726 35,800 X 35,800
NORTH AMERN PALLADIUM LTD COM 656912102 178 15,100 X 15,100
NORTH FORK BANCORPORATION NY COM 659424105 956 22,600 X 22,600
NORTHROP GRUMMAN CORP COM 666807102 1,850 18,800 X 18,800
NOVASTAR FINL INC COM 669947400 666 10,100 X 10,100
NUANCE COMMUNICATIONS INC COM 669967101 213 32,400 X 32,400
NOVEN PHARMACEUTICALS INC COM 670009109 275 12,800 X 12,800
O CHARLEYS INC COM 670823103 266 14,600 X 14,600
OM GROUP INC COM 670872100 626 20,600 X 20,600
OSI SYSTEMS INC COM 671044105 490 24,500 X 24,500
OCCIDENTAL PETE CORP DEL COM 674599105 1,883 40,900 X 40,900
ODYSSEY RE HLDGS CORP COM 67612W108 319 11,800 X 11,800
OLD NATL BANCORP IND COM 680033107 293 12,975 X 12,975
OLD REP INTL CORP COM 680223104 1,036 42,200 X 42,200
OMNICARE INC COM 681904108 709 16,000 X 16,000
OMNICOM GROUP INC COM 681919106 1,637 20,400 X 20,400
OMEGA HEALTHCARE INVS INC COM 681936100 133 12,200 X 12,200
OMNIVISION TECHNOLOGIES INC COM 682128103 942 34,500 X 34,500
ONEOK INC NEW COM 682680103 304 13,500 X 13,500
ORACLE CORP COM 68389X105 5,018 418,200 X 418,200
ORBITAL SCIENCES CORP COM 685564106 724 57,800 X 57,800
O REILLY AUTOMOTIVE INC COM 686091109 742 18,519 X 18,519
ORIENTAL FINL GROUP INC COM 68618W100 264 8,300 X 8,300
ORTHODONTIC CTRS AMER INC COM 68750P103 152 19,200 X 19,200
OSHKOSH TRUCK CORP COM 688239201 941 16,900 X 16,900
PDI INC COM 69329V100 215 8,500 X 8,500
PFF BANCORP INC COM 69331W104 259 6,800 X 6,800
PMA CAP CORP CL A 693419202 144 23,700 X 23,700
PNC FINL SVCS GROUP INC COM 693475105 2,682 48,400 X 48,400
PPG INDS INC COM 693506107 396 6,800 X 6,800
PS BUSINESS PKS INC CALIF COM 69360J107 329 7,088 X 7,088
PSS WORLD MED INC COM 69366A100 219 19,600 X 19,600
PTEK HLDGS INC COM 69366M104 241 26,200 X 26,200
PACIFIC SUNWEAR CALIF INC COM 694873100 626 25,350 X 25,350
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 693 13,300 X 13,300
PARAGON REAL EST EQT & INVT COM 69912Y107 2 10,400 X 10,400
PARTNER COMMUNICATIONS CO LT ADR 70211M109 91 11,400 X 11,400
PATHMARK STORES INC NEW COM 70322A101 178 22,300 X 22,300
PATINA OIL & GAS CORP COM 703224105 1,211 46,150 X 46,150
PAYCHEX INC COM 704326107 1,068 30,000 X 30,000
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 254 6,621 X 6,621
PENN NATL GAMING INC COM 707569109 1,108 38,500 X 38,500
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 441 11,700 X 11,700
PEPCO HOLDINGS INC COM 713291102 912 44,600 X 44,600
PEPSICO INC COM 713448108 9,984 185,400 X 185,400
PERKINELMER INC COM 714046109 321 15,500 X 15,500
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 948 28,300 X 28,300
PFIZER INC COM 717081103 29,865 852,080 X 852,080
PHARMACEUTICAL RES INC COM 717125108 483 8,500 X 8,500
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 258 15,100 X 15,100
PHOTRONICS INC COM 719405102 543 30,700 X 30,700
PITNEY BOWES INC COM 724479100 392 9,200 X 9,200
PLEXUS CORP COM 729132100 653 36,700 X 36,700
PLUM CREEK TIMBER CO INC COM 729251108 1,949 60,000 X 60,000
POGO PRODUCING CO COM 730448107 1,601 34,900 X 34,900
POLYONE CORP COM 73179P106 396 59,500 X 59,500
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 253 9,400 X 9,400
POST PPTYS INC COM 737464107 360 12,500 X 12,500
POZEN INC COM 73941U102 457 33,100 X 33,100
PREMCOR INC COM 74045Q104 694 22,400 X 22,400
PRENTISS PPTYS TR SH BEN INT 740706106 683 18,500 X 18,500
PRICELINE COM INC COM NEW 741503403 286 10,600 X 10,600
PRIMA ENERGY CORP COM PAR $0.015 741901201 256 7,400 X 7,400
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 930 26,100 X 26,100
PRIORITY HEALTHCARE CORP CL B 74264T102 334 15,700 X 15,700
PROCTER & GAMBLE CO COM 742718109 15,029 143,300 X 143,300
PRIVATEBANCORP INC COM 742962103 263 5,100 X 5,100
PROGRESS ENERGY INC COM 743263105 913 19,400 X 19,400
PROGRESSIVE CORP OHIO COM 743315103 3,040 34,700 X 34,700
PROLOGIS SH BEN INT 743410102 2,116 58,998 X 58,998
PROTECTIVE LIFE CORP COM 743674103 300 8,000 X 8,000
PROVINCE HEALTHCARE CO COM 743977100 432 27,200 X 27,200
PROVIDIAN FINL CORP COM 74406A102 145 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 2,664 59,500 X 59,500
PUBLIC STORAGE INC COM 74460D109 2,983 61,300 X 61,300
PULTE HOMES INC COM 745867101 684 12,300 X 12,300
QUALCOMM INC COM 747525103 6,337 95,600 X 95,600
QUEST SOFTWARE INC COM 74834T103 178 10,900 X 10,900
QUOVADX INC COM 74913K106 65 17,700 X 17,700
R & G FINANCIAL CORP CL B 749136107 568 16,450 X 16,450
RC2 CORP COM 749388104 256 9,300 X 9,300
RLI CORP COM 749607107 270 7,000 X 7,000
RSA SEC INC COM 749719100 325 17,300 X 17,300
RADIAN GROUP INC COM 750236101 493 11,576 X 11,576
RADISYS CORP COM 750459109 236 11,300 X 11,300
RAYONIER INC COM 754907103 699 16,000 X 16,000
RAYOVAC CORP COM 755081106 1,104 38,600 X 38,600
RAYTHEON CO COM NEW 755111507 1,388 44,300 X 44,300
READERS DIGEST ASSN INC COM 755267101 151 10,700 X 10,700
REALTY INCOME CORP COM 756109104 558 12,500 X 12,500
RECKSON ASSOCS RLTY CORP COM 75621K106 1,024 36,400 X 36,400
REDWOOD TR INC COM 758075402 1,169 18,800 X 18,800
REGENCY CTRS CORP COM 758849103 921 19,700 X 19,700
REGIS CORP MINN COM 758932107 276 6,200 X 6,200
REGIONS FINL CORP COM 758940100 950 26,000 X 26,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,167 33,200 X 33,200
RENAL CARE GROUP INC COM 759930100 1,066 23,300 X 23,300
RESMED INC COM 761152107 389 8,600 X 8,600
REYNOLDS R J TOB HLDGS INC COM 76182K105 980 16,200 X 16,200
RIGGS NATL CORP WASH DC COM 766570105 406 23,600 X 23,600
RITE AID CORP COM 767754104 92 16,900 X 16,900
ROFIN SINAR TECHNOLOGIES INC COM 775043102 247 8,300 X 8,300
ROLLINS INC COM 775711104 258 10,000 X 10,000
ROPER INDS INC NEW COM 776696106 410 8,500 X 8,500
ROSS STORES INC COM 778296103 337 11,000 X 11,000
ROUSE CO COM 779273101 1,683 31,400 X 31,400
ROYAL BK CDA MONTREAL QUE COM 780087102 405 8,499 X 8,499
RYLAND GROUP INC COM 783764103 1,022 11,500 X 11,500
SBC COMMUNICATIONS INC COM 78387G103 10,096 411,400 X 411,400
SL GREEN RLTY CORP COM 78440X101 763 16,000 X 16,000
SLM CORP COM 78442P106 1,862 44,500 X 44,500
S1 CORPORATION COM 78463B101 211 27,800 X 27,800
SRA INTL INC CL A 78464R105 233 6,300 X 6,300
SWS GROUP INC COM 78503N107 270 15,089 X 15,089
ST JUDE MED INC COM 790849103 1,399 19,400 X 19,400
SANDERSON FARMS INC COM 800013104 264 7,200 X 7,200
SARA LEE CORP COM 803111103 2,811 128,600 X 128,600
SCANSOURCE INC COM 806037107 657 13,700 X 13,700
SCHEIN HENRY INC COM 806407102 734 10,300 X 10,300
SCHERING PLOUGH CORP COM 806605101 2,764 170,400 X 170,400
SCHNITZER STL INDS CL A 806882106 263 8,250 X 8,250
SCHWAB CHARLES CORP NEW COM 808513105 1,122 96,600 X 96,600
SEACHANGE INTL INC COM 811699107 222 14,500 X 14,500
SEARS ROEBUCK & CO COM 812387108 958 22,300 X 22,300
SEEBEYOND TECHNOLOGIES CORP COM 815704101 217 53,600 X 53,600
SELECT COMFORT CORP COM 81616X103 276 10,000 X 10,000
SELECTIVE INS GROUP INC COM 816300107 796 22,700 X 22,700
SEMITOOL INC COM 816909105 220 17,400 X 17,400
SENIOR HSG PPTYS TR SH BEN INT 81721M109 406 20,800 X 20,800
SEROLOGICALS CORP COM 817523103 255 12,500 X 12,500
SHAW GROUP INC COM 820280105 145 13,400 X 13,400
SHERWIN WILLIAMS CO COM 824348106 1,038 27,000 X 27,000
SHURGARD STORAGE CTRS INC COM 82567D104 599 15,000 X 15,000
SIERRA HEALTH SVCS INC COM 826322109 273 7,500 X 7,500
SIGMATEL INC COM 82661W107 641 28,800 X 28,800
SILGAN HOLDINGS INC COM 827048109 279 6,100 X 6,100
SILICON GRAPHICS INC COM 827056102 191 75,000 X 75,000
SIMON PPTY GROUP INC NEW COM 828806109 3,670 62,796 X 62,796
SKYWORKS SOLUTIONS INC COM 83088M102 399 34,200 X 34,200
SOLA INTL INC COM 834092108 418 18,000 X 18,000
SONIC CORP COM 835451105 743 21,600 X 21,600
SONIC SOLUTIONS COM 835460106 233 12,100 X 12,100
SONICWALL INC COM 835470105 694 76,900 X 76,900
SOURCECORP COM 836167106 488 18,400 X 18,400
SOUTHERN CO COM 842587107 2,376 77,900 X 77,900
SOUTHERN UN CO NEW COM 844030106 374 19,740 X 19,740
SOUTHTRUST CORP COM 844730101 677 20,400 X 20,400
SOUTHWEST AIRLS CO COM 844741108 986 69,400 X 69,400
SOUTHWEST GAS CORP COM 844895102 232 9,900 X 9,900
SPRINT CORP COM FON GROUP 852061100 2,822 153,100 X 153,100
STANDARD MICROSYSTEMS CORP COM 853626109 227 8,500 X 8,500
STANDARD PAC CORP NEW COM 85375C101 756 12,600 X 12,600
STANLEY WKS COM 854616109 1,016 23,800 X 23,800
STATE STR CORP COM 857477103 2,565 49,200 X 49,200
STERICYCLE INC COM 858912108 508 10,600 X 10,600
STERLING FINL CORP WASH COM 859319105 254 6,900 X 6,900
STEWART & STEVENSON SVCS INC COM 860342104 183 12,500 X 12,500
STEWART ENTERPRISES INC CL A 860370105 448 61,600 X 61,600
STEWART INFORMATION SVCS COR COM 860372101 1,372 34,900 X 34,900
STONE ENERGY CORP COM 861642106 430 8,700 X 8,700
STRAYER ED INC COM 863236105 281 2,400 X 2,400
STRYKER CORP COM 863667101 1,319 14,900 X 14,900
SUMMIT PPTYS INC COM 866239106 246 10,300 X 10,300
SUN COMMUNITIES INC COM 866674104 265 6,200 X 6,200
SUN MICROSYSTEMS INC COM 866810104 1,454 348,600 X 348,600
SUNRISE SENIOR LIVING INC COM 86768K106 326 9,100 X 9,100
SUNTRUST BKS INC COM 867914103 1,854 26,600 X 26,600
SUPERVALU INC COM 868536103 336 11,000 X 11,000
SURMODICS INC COM 868873100 342 17,200 X 17,200
SWIFT ENERGY CO COM 870738101 296 15,700 X 15,700
SYSCO CORP COM 871829107 2,737 70,100 X 70,100
TCF FINL CORP COM 872275102 991 19,400 X 19,400
THQ INC COM NEW 872443403 380 18,800 X 18,800
TALK AMERICA HLDGS INC COM NEW 87426R202 136 16,200 X 16,200
TARGET CORP COM 87612E106 4,427 98,300 X 98,300
TASER INTL INC COM 87651B104 321 4,100 X 4,100
TAUBMAN CTRS INC COM 876664103 413 16,400 X 16,400
TECH DATA CORP COM 878237106 700 17,100 X 17,100
TELEDYNE TECHNOLOGIES INC COM 879360105 342 18,300 X 18,300
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 967 27,700 X 27,700
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 199 17,500 X 17,500
TENNECO AUTOMOTIVE INC COM 880349105 261 20,600 X 20,600
TEXAS INDS INC COM 882491103 430 11,900 X 11,900
TEXAS INSTRS INC COM 882508104 5,774 197,600 X 197,600
TEXTRON INC COM 883203101 973 18,300 X 18,300
THERMA-WAVE INC COM 88343A108 211 54,200 X 54,200
THORNBURG MTG INC COM 885218107 921 29,600 X 29,600
3M CO COM 88579Y101 6,910 84,400 X 84,400
TIMBERLAND CO CL A 887100105 1,225 20,600 X 20,600
TIME WARNER INC COM 887317105 7,872 466,900 X 466,900
TOLL BROTHERS INC COM 889478103 250 5,500 X 5,500
TOO INC COM 890333107 371 17,700 X 17,700
TRACTOR SUPPLY CO COM 892356106 256 6,600 X 6,600
TRANSCANADA CORP COM 89353D107 995 46,300 X 46,300
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,572 91,000 X 91,000
TREDEGAR CORP COM 894650100 335 22,900 X 22,900
TRIBUNE CO NEW COM 896047107 1,110 22,000 X 22,000
TRIMBLE NAVIGATION LTD COM 896239100 293 12,750 X 12,750
TRIQUINT SEMICONDUCTOR INC COM 89674K103 698 95,600 X 95,600
TRIZEC PROPERTIES INC COM 89687P107 852 49,700 X 49,700
TYLER TECHNOLOGIES INC COM 902252105 254 26,200 X 26,200
TYSON FOODS INC CL A 902494103 1,235 68,400 X 68,400
UICI COM 902737105 372 25,200 X 25,200
US BANCORP DEL COM NEW 902973304 6,675 241,400 X 241,400
UMPQUA HLDGS CORP COM 904214103 335 16,600 X 16,600
UNION PAC CORP COM 907818108 1,639 27,400 X 27,400
UNION PLANTERS CORP COM 908068109 931 31,200 X 31,200
UNIT CORP COM 909218109 740 27,000 X 27,000
UNITED DEFENSE INDS INC COM 91018B104 1,281 40,300 X 40,300
UNITED DOMINION REALTY TR IN COM 910197102 983 50,100 X 50,100
UNITED ONLINE INC COM 911268100 1,690 100,500 X 100,500
UNITED PARCEL SERVICE INC CL B 911312106 3,869 55,400 X 55,400
UNITED STATIONERS INC COM 913004107 375 8,900 X 8,900
UNITED SURGICAL PARTNERS INT COM 913016309 709 20,900 X 20,900
UNITED TECHNOLOGIES CORP COM 913017109 4,798 55,600 X 55,600
UNITEDHEALTH GROUP INC COM 91324P102 4,131 64,100 X 64,100
UNITEDGLOBALCOM CL A 913247508 99 11,700 X 11,700
UNITRIN INC COM 913275103 275 6,400 X 6,400
UNIVERSAL AMERN FINL CORP COM 913377107 247 20,600 X 20,600
UNIVERSAL DISPLAY CORP COM 91347P105 248 19,343 X 19,343
UNUMPROVIDENT CORP COM 91529Y106 983 67,200 X 67,200
VALERO ENERGY CORP NEW COM 91913Y100 773 12,900 X 12,900
VANS INC COM 921930103 250 16,900 X 16,900
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 734 17,500 X 17,500
VEECO INSTRS INC DEL COM 922417100 1,016 36,200 X 36,200
VENTAS INC COM 92276F100 904 32,900 X 32,900
VENTANA MED SYS INC COM 92276H106 527 12,861 X 12,861
VERITY INC COM 92343C106 573 41,900 X 41,900
VERITAS DGC INC COM 92343P107 900 43,500 X 43,500
VERIZON COMMUNICATIONS COM 92343V104 11,780 322,400 X 322,400
VERITAS SOFTWARE CO COM 923436109 1,625 60,400 X 60,400
VIASAT INC COM 92552V100 557 22,400 X 22,400
VIACOM INC CL B 925524308 6,556 167,200 X 167,200
VINTAGE PETE INC COM 927460105 384 26,200 X 26,200
VORNADO RLTY TR SH BEN INT 929042109 3,260 53,900 X 53,900
WACHOVIA CORP 2ND NEW COM 929903102 7,431 158,100 X 158,100
WAL MART STORES INC COM 931142103 17,125 286,900 X 286,900
WALGREEN CO COM 931422109 3,644 110,600 X 110,600
WASHINGTON MUT INC COM 939322103 5,659 132,500 X 132,500
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 445 13,700 X 13,700
WASTE CONNECTIONS INC COM 941053100 681 17,100 X 17,100
WASTE MGMT INC DEL COM 94106L109 1,925 63,800 X 63,800
WEBSENSE INC COM 947684106 1,184 40,000 X 40,000
WEINGARTEN RLTY INVS SH BEN INT 948741103 929 26,850 X 26,850
WELLMAN INC COM 949702104 186 22,300 X 22,300
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,820 16,000 X 16,000
WELLS FARGO & CO NEW COM 949746101 11,266 198,800 X 198,800
WENDYS INTL INC COM 950590109 464 11,400 X 11,400
WESTAR ENERGY INC COM 95709T100 275 13,100 X 13,100
WESTERN DIGITAL CORP COM 958102105 146 13,000 X 13,000
WESTERN GAS RES INC COM 958259103 254 5,000 X 5,000
WEYERHAEUSER CO COM 962166104 1,546 23,600 X 23,600
WHIRLPOOL CORP COM 963320106 1,398 20,300 X 20,300
WHOLE FOODS MKT INC COM 966837106 1,147 15,300 X 15,300
WILMINGTON TRUST CORP COM 971807102 291 7,800 X 7,800
WINN DIXIE STORES INC COM 974280109 212 27,900 X 27,900
WINTRUST FINANCIAL CORP COM 97650W108 263 5,400 X 5,400
WITNESS SYS INC COM 977424100 686 53,100 X 53,100
WRIGHT MED GROUP INC COM 98235T107 368 12,000 X 12,000
WRIGLEY WM JR CO COM 982526105 1,035 17,500 X 17,500
WYETH COM 983024100 5,381 143,300 X 143,300
XILINX INC COM 983919101 1,374 36,400 X 36,400
YAHOO INC COM 984332106 2,811 58,000 X 58,000
ZENITH NATL INS CORP COM 989390109 439 11,200 X 11,200
ZIONS BANCORPORATION COM 989701107 965 16,900 X 16,900
ZIX CORP COM 98974P100 159 10,900 X 10,900