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 SAN FRANCISCO COM 336158100 357 10,100 X 10,100
FIRSTFED FINL CORP COM 337907109 376 6,300 X 6,300
FLAGSTAR BANCORP INC COM 337930101 729 38,500 X 38,500
FIRSTENERGY CORP COM 337932107 1,544 32,100 X 32,100
FLORIDA ROCK INDS INC COM 341140101 455 6,200 X 6,200
FORD MTR CO DEL COM PAR $0.01 345370860 2,575 251,500 X 251,500
FOREST LABS INC COM 345838106 1,391 35,800 X 35,800
FORWARD AIR CORP COM 349853101 785 27,761 X 27,761
4 KIDS ENTMT INC COM 350865101 417 21,000 X 21,000
FRANKLIN RES INC COM 354613101 1,193 15,500 X 15,500
FREDS INC CL A 356108100 497 30,000 X 30,000
FREMONT GEN CORP COM 357288109 764 31,400 X 31,400
FRESENIUS MED CARE AG SPONSORED ADR 358029106 936 32,900 X 32,900
FRONTIER OIL CORP COM 35914P105 505 17,200 X 17,200
GATX CORP COM 361448103 769 22,300 X 22,300
GFI GROUP INC COM 361652209 374 10,500 X 10,500
GABLES RESIDENTIAL TR SH BEN INT 362418105 203 4,700 X 4,700
GALLAGHER ARTHUR J & CO COM 363576109 570 21,000 X 21,000
GANNETT INC COM 364730101 2,063 29,000 X 29,000
GAP INC DEL COM 364760108 1,193 60,400 X 60,400
GARTNER INC COM 366651107 462 43,500 X 43,500
GENENTECH INC COM NEW 368710406 3,468 43,200 X 43,200
GENERAL DYNAMICS CORP COM 369550108 2,454 22,400 X 22,400
GENERAL ELEC CO COM 369604103 35,887 1,035,700 X 1,035,700
GENERAL GROWTH PPTYS INC COM 370021107 1,529 37,200 X 37,200
GENERAL MLS INC COM 370334104 1,319 28,200 X 28,200
GENERAL MTRS CORP COM 370442105 1,530 45,000 X 45,000
GENESCO INC COM 371532102 849 22,900 X 22,900
GENESIS MICROCHIP INC DEL COM 37184C103 358 19,400 X 19,400
GEORGIA GULF CORP COM PAR $0.01 373200203 304 9,800 X 9,800
GETTY IMAGES INC COM 374276103 282 3,800 X 3,800
GILEAD SCIENCES INC COM 375558103 2,697 61,300 X 61,300
GILLETTE CO COM 375766102 4,941 97,600 X 97,600
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 912 18,800 X 18,800
GLIMCHER RLTY TR SH BEN INT 379302102 505 18,200 X 18,200
GLOBAL IMAGING SYSTEMS COM 37934A100 1,192 37,400 X 37,400
GLOBAL SIGNAL INC COM 37944Q103 361 9,600 X 9,600
GOLD BANC CORP INC COM 379907108 336 23,100 X 23,100
GOLDEN TELECOM INC COM 38122G107 377 12,300 X 12,300
GOLDEN WEST FINL CORP DEL COM 381317106 1,564 24,300 X 24,300
GOLDMAN SACHS GROUP INC COM 38141G104 3,938 38,600 X 38,600
GOODYEAR TIRE & RUBR CO COM 382550101 164 11,000 X 11,000
GOOGLE INC CL A 38259P508 559 1,900 X 1,900
GREATER BAY BANCORP COM 391648102 964 36,600 X 36,600
GREENHILL & CO INC COM 395259104 373 9,200 X 9,200
GREY WOLF INC COM 397888108 353 47,600 X 47,600
GUESS INC COM 401617105 1,250 75,400 X 75,400
GUIDANT CORP COM 401698105 2,053 30,500 X 30,500
GULFMARK OFFSHORE INC COM 402629109 363 13,300 X 13,300
HCA INC COM 404119109 2,340 41,300 X 41,300
HCC INS HLDGS INC COM 404132102 367 9,700 X 9,700
HNI CORP COM 404251100 379 7,400 X 7,400
HRPT PPTYS TR COM SH BEN INT 40426W101 593 47,700 X 47,700
HSBC HLDGS PLC SPON ADR NEW 404280406 725 9,100 X 9,100
HAEMONETICS CORP COM 405024100 350 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 525 26,900 X 26,900
HALLIBURTON CO COM 406216101 2,353 49,200 X 49,200
HANMI FINL CORP COM 410495105 354 21,200 X 21,200
HANSON PLC NEW SPONSORED ADR 411349103 945 19,800 X 19,800
HARLEY DAVIDSON INC COM 412822108 1,424 28,700 X 28,700
HARLEYSVILLE GROUP INC COM 412824104 205 9,800 X 9,800
HARMONIC INC COM 413160102 228 47,200 X 47,200
HARTE-HANKS INC COM 416196103 378 12,700 X 12,700
HARTFORD FINL SVCS GROUP INC COM 416515104 3,014 40,300 X 40,300
HARVEST NATURAL RESOURCES IN COM 41754V103 657 60,100 X 60,100
HEALTH CARE PPTY INVS INC COM 421915109 606 22,400 X 22,400
HEALTHCARE RLTY TR COM 421946104 305 7,900 X 7,900
HEADWATERS INC COM 42210P102 536 15,600 X 15,600
HEALTH CARE REIT INC COM 42217K106 339 9,000 X 9,000
HEINZ H J CO COM 423074103 1,215 34,300 X 34,300
HELIX TECHNOLOGY CORP COM 423319102 445 33,500 X 33,500
HERITAGE PPTY INVT TR INC COM 42725M107 431 12,300 X 12,300
HEWLETT PACKARD CO COM 428236103 7,808 332,100 X 332,100
HIBBETT SPORTING GOODS INC COM 428565105 651 17,200 X 17,200
HIBERNIA CORP CL A 428656102 355 10,700 X 10,700
HIGHWOODS PPTYS INC COM 431284108 268 9,000 X 9,000
HILLENBRAND INDS INC COM 431573104 1,163 23,000 X 23,000
HOLLY CORP COM PAR $0.01 435758305 509 10,900 X 10,900
HOLOGIC INC COM 436440101 231 5,800 X 5,800
HOME DEPOT INC COM 437076102 8,725 224,300 X 224,300
HOME PROPERTIES INC COM 437306103 1,068 24,835 X 24,835
HONEYWELL INTL INC COM 438516106 3,062 83,600 X 83,600
HOOPER HOLMES INC COM 439104100 88 21,300 X 21,300
HORACE MANN EDUCATORS CORP N COM 440327104 1,071 56,900 X 56,900
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,133 25,700 X 25,700
HOST MARRIOTT CORP NEW COM 44107P104 1,031 58,900 X 58,900
HOUSTON EXPL CO COM 442120101 918 17,300 X 17,300
HOVNANIAN ENTERPRISES INC CL A 442487203 789 12,100 X 12,100
HUGOTON RTY TR TEX UNIT BEN INT 444717102 570 18,800 X 18,800
HUNTINGTON BANCSHARES INC COM 446150104 852 35,300 X 35,300
HUTCHINSON TECHNOLOGY INC COM 448407106 404 10,500 X 10,500
IAC INTERACTIVECORP COM 44919P102 793 33,000 X 33,000
ITT EDUCATIONAL SERVICES INC COM 45068B109 422 7,900 X 7,900
ILLINOIS TOOL WKS INC COM 452308109 1,936 24,300 X 24,300
IMPERIAL CHEM INDS PLC ADR NEW 452704505 896 49,100 X 49,100
IMPERIAL OIL LTD COM NEW 453038408 791 9,500 X 9,500
INFINITY PPTY & CAS CORP COM 45665Q103 1,291 37,000 X 37,000
INFORMATICA CORP COM 45666Q102 326 38,900 X 38,900
ING GROUP N V SPONSORED ADR 456837103 875 31,200 X 31,200
INGRAM MICRO INC CL A 457153104 650 41,500 X 41,500
INLAND REAL ESTATE CORP COM NEW 457461200 172 10,700 X 10,700
INSIGHT ENTERPRISES INC COM 45765U103 555 27,500 X 27,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 446 28,000 X 28,000
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 1,601 47,700 X 47,700
INTEL CORP COM 458140100 16,374 629,300 X 629,300
INTER TEL INC COM 458372109 350 18,800 X 18,800
INTERNATIONAL BUSINESS MACHS COM 459200101 12,451 167,800 X 167,800
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 359 9,900 X 9,900
INTERNATIONAL GAME TECHNOLOG COM 459902102 954 33,900 X 33,900
INTL PAPER CO COM 460146103 1,426 47,200 X 47,200
INTERNET CAP GROUP INC COM NEW 46059C205 175 23,900 X 23,900
INTERVIDEO INC COM 46114Y101 1,100 76,500 X 76,500
INTRADO INC COM 46117A100 318 21,300 X 21,300
INVESTORS FINL SERVICES CORP COM 461915100 374 9,900 X 9,900
ISHARES TR RUSSELL 2000 464287655 3,453 54,200 X 54,200
ISHARES TR RUSSELL 3000 464287689 14,018 204,700 X 204,700
ISHARES TR S&P SMLCAP 600 464287804 1,816 33,000 X 33,000
IXYS CORP COM 46600W106 337 23,800 X 23,800
J & J SNACK FOODS CORP COM 466032109 398 7,600 X 7,600
JDA SOFTWARE GROUP INC COM 46612K108 327 28,746 X 28,746
J JILL GROUP INC COM 466189107 506 36,808 X 36,808
JPMORGAN & CHASE & CO COM 46625H100 13,115 371,328 X 371,328
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1,240 36,000 X 36,000
JACK IN THE BOX INC COM 466367109 1,536 40,500 X 40,500
JAKKS PAC INC COM 47012E106 1,416 73,700 X 73,700
JAMDAT MOBILE INC COM 47023T100 360 13,000 X 13,000
JEFFERSON PILOT CORP COM 475070108 928 18,400 X 18,400
JOHNSON & JOHNSON COM 478160104 19,968 307,200 X 307,200
JOHNSON CTLS INC COM 478366107 1,217 21,600 X 21,600
JOS A BANK CLOTHIERS INC COM 480838101 364 8,400 X 8,400
K-SWISS INC CL A 482686102 1,520 47,000 X 47,000
KANSAS CITY SOUTHERN COM NEW 485170302 307 15,200 X 15,200
KB HOME COM 48666K109 778 10,200 X 10,200
KEITHLEY INSTRS INC COM 487584104 539 35,000 X 35,000
KELLOGG CO COM 487836108 1,053 23,700 X 23,700
KENSEY NASH CORP COM 490057106 901 29,800 X 29,800
KERR MCGEE CORP COM 492386107 1,183 15,500 X 15,500
KEYCORP NEW COM 493267108 1,323 39,900 X 39,900
KILROY RLTY CORP COM 49427F108 228 4,800 X 4,800
KIMBERLY CLARK CORP COM 494368103 3,054 48,800 X 48,800
KIMCO REALTY CORP COM 49446R109 1,113 18,900 X 18,900
KINDRED HEALTHCARE INC COM 494580103 368 9,300 X 9,300
KOHLS CORP COM 500255104 1,633 29,200 X 29,200
KOMAG INC COM NEW 500453204 292 10,300 X 10,300
KOPIN CORP COM 500600101 317 62,100 X 62,100
KORN FERRY INTL COM NEW 500643200 181 10,200 X 10,200
KOS PHARMACEUTICALS INC COM 500648100 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 COM 549463107 1,213 416,900 X 416,900
LUMINENT MTG CAP INC COM 550278303 538 49,900 X 49,900
MBNA CORP COM 55262L100 2,891 110,500 X 110,500
M D C HLDGS INC COM 552676108 805 9,790 X 9,790
MFA MTG INVTS INC COM 55272X102 552 74,100 X 74,100
MIVA INC COM 55311R108 442 95,200 X 95,200
MTC TECHNOLOGIES INC COM 55377A106 365 9,900 X 9,900
MACDERMID INC COM 554273102 377 12,100 X 12,100
MACERICH CO COM 554382101 671 10,000 X 10,000
MACK CALI RLTY CORP COM 554489104 630 13,900 X 13,900
MAGELLAN HEALTH SVCS INC COM NEW 559079207 321 9,100 X 9,100
MAGUIRE PPTYS INC COM 559775101 215 7,600 X 7,600
MANHATTAN ASSOCS INC COM 562750109 647 33,700 X 33,700
MANNATECH INC COM 563771104 344 18,100 X 18,100
MANULIFE FINL CORP COM 56501R106 894 18,700 X 18,700
MARATHON OIL CORP COM 565849106 2,380 44,600 X 44,600
MARKEL CORP COM 570535104 373 1,100 X 1,100
MARSH & MCLENNAN COS INC COM 571748102 2,241 80,900 X 80,900
MARVEL ENTERPRISES INC COM 57383M108 365 18,500 X 18,500
MASCO CORP COM 574599106 2,201 69,300 X 69,300
MATRIA HEALTHCARE INC COM NEW 576817209 351 10,900 X 10,900
MATTEL INC COM 577081102 884 48,300 X 48,300
MAXIM INTEGRATED PRODS INC COM 57772K101 1,200 31,400 X 31,400
MAY DEPT STORES CO COM 577778103 361 9,000 X 9,000
MAVERICK TUBE CORP COM 577914104 1,097 36,800 X 36,800
MAXIMUS INC COM 577933104 568 16,100 X 16,100
MCDATA CORP CL A 580031201 122 30,600 X 30,600
MCDERMOTT INTL INC COM 580037109 517 24,600 X 24,600
MCDONALDS CORP COM 580135101 3,399 122,500 X 122,500
MCGRAW HILL COS INC COM 580645109 1,655 37,400 X 37,400
MEDAREX INC COM 583916101 365 44,000 X 44,000
MEDCATH CORP COM 58404W109 505 18,184 X 18,184
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 166 24,100 X 24,100
MEDTRONIC INC COM 585055106 6,106 117,900 X 117,900
MELLON FINL CORP COM 58551A108 2,109 73,500 X 73,500
MENTOR CORP MINN COM 587188103 411 9,900 X 9,900
MENTOR GRAPHICS CORP COM 587200106 245 24,000 X 24,000
MERCK & CO INC COM 589331107 7,497 243,400 X 243,400
MERCURY COMPUTER SYS COM 589378108 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
MORGAN STANLEY COM NEW 617446448 5,609 106,900 X 106,900
MOTOROLA INC COM 620076109 4,165 228,100 X 228,100
MOVIE GALLERY INC COM 624581104 618 23,400 X 23,400
MULTIMEDIA GAMES INC COM 625453105 329 29,900 X 29,900
NBTY INC COM 628782104 524 20,200 X 20,200
NCO GROUP INC COM 628858102 205 9,500 X 9,500
NS GROUP INC COM 628916108 1,174 36,100 X 36,100
NVR INC COM 62944T105 1,215 1,500 X 1,500
NANOMETRICS INC COM 630077105 362 29,000 X 29,000
NARA BANCORP INC COM 63080P105 286 19,500 X 19,500
NASH FINCH CO COM 631158102 312 8,500 X 8,500
NATIONAL CITY CORP COM 635405103 2,795 81,921 X 81,921
NATIONAL HEALTH INVS INC COM 63633D104 300 10,700 X 10,700
NATIONAL INSTRS CORP COM 636518102 206 9,700 X 9,700
NATIONWIDE FINL SVCS INC CL A 638612101 1,172 30,900 X 30,900
NATIONWIDE HEALTH PPTYS INC COM 638620104 262 11,100 X 11,100
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 360 6,200 X 6,200
NAUTILUS INC COM 63910B102 487 17,100 X 17,100
NAVIGANT CONSULTING INC COM 63935N107 320 18,100 X 18,100
NAVTEQ CORP COM 63936L100 364 9,800 X 9,800
NDCHEALTH CORP COM 639480102 485 27,000 X 27,000
NEOWARE SYS INC COM 64065P102 894 87,300 X 87,300
NETBANK INC COM 640933107 158 17,000 X 17,000
NETFLIX COM INC COM 64110L106 384 23,400 X 23,400
NETEASE COM INC SPONSORED ADR 64110W102 331 5,800 X 5,800
NETLOGIC MICROSYSTEMS INC COM 64118B100 356 20,100 X 20,100
NEW CENTURY FINANCIAL CORP M COM 6435EV108 1,204 23,400 X 23,400
NEW PLAN EXCEL RLTY TR INC COM 648053106 826 30,400 X 30,400
NEW YORK CMNTY BANCORP INC COM 649445103 868 47,900 X 47,900
NEWELL RUBBERMAID INC COM 651229106 894 37,500 X 37,500
NEWFIELD EXPL CO COM 651290108 1,241 31,100 X 31,100
NEWMONT MINING CORP COM 651639106 1,526 39,100 X 39,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,228 99,900 X 99,900
NEXTEL PARTNERS INC CL A 65333F107 300 11,900 X 11,900
NIKE INC CL B 654106103 1,377 15,900 X 15,900
NOKIA CORP SPONSORED ADR 654902204 880 52,900 X 52,900
NORDSON CORP COM 655663102 381 11,100 X 11,100
NORTEL INVERSORA S 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