UNITED STATES
                    SECURITIES AND EXCHANGE COMMISSION
                          Washington, D.C. 20549

                                 FORM 13F

                           FORM 13F COVER PAGE

Report for the Calendar Quarter Ended: 31 March 2005.

Check here if Amendment [ ]; Amendment Number.
This Amendment:         [ ]  is a restatement.
                        [ ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:       Deere & Company
Address:    One John Deere Place
            Moline, IL 61265

Form 13F File Number:  28-00850

The institutional investment manager filing this report and the person by 
whom it is signed hereby represent that the person signing the report is 
authorized to submit it, that all information contained herein is true, 
correct and complete, and that it is understood that all required items, 
statements, schedules, lists, and tables are considered integral parts of
this form. 

Person Signing this Report on Behalf of Reporting Manager:

Name:       Dennis R. Schwartz
Title:      Vice President, Pension Fund and Investments
Phone:      309-765-4488

Signature, Place, and Date of Signing:

/s/Dennis R. Schwartz        Moline, Illinois     May 11, 2005
---------------------        ----------------     ------------
[Signature]                  [City, State]        [Date]


Report Type:

[X]  13F HOLDINGS REPORT.

[ ]  13F NOTICE.

[ ]  13F COMBINATION REPORT.



FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:       0

Form 13F Information Table Entry Total:  798  	

Form 13F Information Table Value Total:  $1,401,061
                                         (thousands)

List of Other Included Managers:  None




FORM 13F INFORMATION TABLE


                                                                                      INVESTMENT DISCRETION 
                                                                                      ---------------------
                                                CUSIP            FAIR MKT   PRINCIPAL                SHARED OTHER  VOTING 
NAME OF ISSUER                TITLE OF CLASS    NUMBER           VALUE(000) AMOUNT    SOLE   SHARED  OTHER  MGRS   AUTHORITY
                                                                                        
ACE LTD                       ORD               G0070K103            900      21,800  X                               21,800
ARCH CAP GROUP LTD            ORD               G0450A105            308       7,700  X                                7,700
BUNGE LIMITED                 COM               G16962105            878      16,300  X                               16,300
ENDURANCE SPECIALTY HLDGS LT  SHS               G30397106          1,623      42,900  X                               42,900
FRONTLINE LTD                 ORD               G3682E127            828      16,900  X                               16,900
HELEN OF TROY CORP LTD        COM               G4388N106            862      31,500  X                               31,500
IPC HLDGS LTD                 ORD               G4933P101            314       8,000  X                                8,000
KNIGHTSBRIDGE TANKERS LTD     ORD               G5299G106            581      14,900  X                               14,900
MAX RE CAPITAL LTD HAMILTON   SHS               G6052F103            351      14,900  X                               14,900
PARTNERRE LTD                 COM               G6852T105          1,066      16,500  X                               16,500
RENAISSANCERE HOLDINGS LTD    COM               G7496G103          1,013      21,700  X                               21,700
SEAGATE TECHNOLOGY            SHS               G7945J104            974      49,800  X                               49,800
TSAKOS ENERGY NAVIGATION LTD  SHS               G9108L108          1,233      28,000  X                               28,000
XL CAP LTD                    CL A              G98255105            876      12,100  X                               12,100
SBS BROADCASTING SA           ORD               L8137F102            397       8,900  X                                8,900
CORE LABORATORIES N V         COM               N22717107            249       9,700  X                                9,700
GENERAL MARITIME CORP         SHS               Y2692M103            329       6,800  X                                6,800
ABN AMRO HLDG NV              SPONSORED ADR     000937102            935      37,700  X                               37,700
AFLAC INC                     COM               001055102          1,908      51,200  X                               51,200
AMB PROPERTY CORP             COM               00163T109            696      18,400  X                               18,400
AT&T CORP                     COM NEW           001957505          2,383     127,100  X                              127,100
A S V INC                     COM               001963107          1,328      33,500  X                               33,500
ATMI INC                      COM               00207R101            313      12,500  X                               12,500
ABBOTT LABS                   COM               002824100          8,420     180,600  X                              180,600
ACCREDITED HOME LENDRS HLDG   COM               00437P107          1,167      32,200  X                               32,200
ACCREDO HEALTH INC            COM               00437V104            604      13,600  X                               13,600
ACTIVISION INC NEW            COM NEW           004930202          1,266      85,566  X                               85,566
ACTION PERFORMANCE COS INC    COM               004933107            472      35,700  X                               35,700
ACTEL CORP                    COM               004934105            452      29,400  X                               29,400
ADVANCED DIGITAL INFORMATION  COM               007525108            306      37,600  X                               37,600
AEROFLEX INC                  COM               007768104            414      44,400  X                               44,400
AEGON N V                     ORD AMER REG      007924103            895      66,500  X                               66,500
ADVANCED ENERGY INDS          COM               007973100            527      54,500  X                               54,500
AETNA INC NEW                 COM               00817Y108          2,361      31,500  X                               31,500
AFFILIATED COMPUTER SERVICES  CL A              008190100          1,342      25,200  X                               25,200
AGILENT TECHNOLOGIES INC      COM               00846U101          1,074      48,400  X                               48,400
AGILYSYS INC                  COM               00847J105            916      46,600  X                               46,600
AGNICO EAGLE MINES LTD        COM               008474108            221      15,200  X                               15,200
AGRIUM INC                    COM               008916108            411      22,500  X                               22,500
AKTIEBOLAGETT ELECTROLUX      SPONSORED ADR     010198208            870      18,700  X                               18,700
AKZO NOBEL NV                 SPONSORED ADR     010199305            998      21,700  X                               21,700
ALASKA COMMUNICATIONS SYS GR  COM               01167P101            354      35,200  X                               35,200
ALBERTSONS INC                COM               013104104            929      45,000  X                               45,000
ALCOA INC                     COM               013817101          2,659      87,500  X                               87,500
ALEXANDERS INC                COM               014752109            205         850  X                                  850
ALEXANDRIA REAL ESTATE EQ IN  COM               015271109            212       3,300  X                                3,300
ALFA CORP                     COM               015385107            332      23,000  X                               23,000
ALICO INC                     COM               016230104            274       5,200  X                                5,200
ALLEGHANY CORP DEL            COM               017175100            367       1,326  X                                1,326
ALLIANCE CAP MGMT HLDG L P    UNIT LTD PARTN    01855A101            872      18,500  X                               18,500
ALLSTATE CORP                 COM               020002101          5,130      94,900  X                               94,900
ALLTEL CORP                   COM               020039103          1,700      31,000  X                               31,000
ALPHARMA INC                  CL A              020813101            461      37,400  X                               37,400
ALTRIA GROUP INC              COM               02209S103         14,700     224,800  X                              224,800
AMAZON COM INC                COM               023135106          1,025      29,900  X                               29,900
AMCOL INTL CORP               COM               02341W103            439      23,400  X                               23,400
AMERICAN AXLE & MFG HLDGS IN  COM               024061103            233       9,500  X                                9,500
AMERICAN EAGLE OUTFITTERS NE  COM               02553E106          1,478      50,000  X                               50,000
AMERICAN ELEC PWR INC         COM               025537101          1,356      39,800  X                               39,800
AMERICAN EXPRESS CO           COM               025816109          5,836     113,600  X                              113,600
AMERICAN FINL GROUP INC OHIO  COM               025932104            915      29,700  X                               29,700
AMERICAN FINL RLTY TR         COM               02607P305            269      18,400  X                               18,400
AMERICAN GREETINGS CORP       CL A              026375105            242       9,500  X                                9,500
AMERICAN HEALTHWAYS INC       COM               02649V104            363      11,000  X                               11,000
AMERICAN HOME MTG INVT CORP   COM               02660R107          1,249      43,600  X                               43,600
AMERICAN INTL GROUP INC       COM               026874107         13,121     236,800  X                              236,800
AMERICAN ITALIAN PASTA CO     CL A              027070101            499      18,200  X                               18,200
AMERICAN RETIREMENT CORP      COM               028913101            145      10,000  X                               10,000
AMERICAN SCIENCE & ENGR INC   COM               029429107            671      15,000  X                               15,000
AMERISTAR CASINOS INC         COM               03070Q101            948      17,344  X                               17,344
AMERUS GROUP CO               COM               03072M108            335       7,100  X                                7,100
AMERITRADE HLDG CORP NEW      COM               03074K100            143      14,000  X                               14,000
AMGEN INC                     COM               031162100          7,690     132,100  X                              132,100
AMIS HLDGS INC                COM               031538101            334      29,600  X                               29,600
AMSURG CORP                   COM               03232P405            827      32,700  X                               32,700
ANADARKO PETE CORP            COM               032511107          2,785      36,600  X                               36,600
ANALOG DEVICES INC            COM               032654105          1,366      37,800  X                               37,800
ANHEUSER BUSCH COS INC        COM               035229103          4,118      86,900  X                               86,900
ANNALY MTG MGMT INC           COM               035710409            930      49,600  X                               49,600
ANTHRACITE CAP INC            COM               037023108            292      26,200  X                               26,200
ANWORTH MORTGAGE ASSET CP     COM               037347101            606      63,500  X                               63,500
AON CORP                      COM               037389103            877      38,400  X                               38,400
APACHE CORP                   COM               037411105          2,002      32,700  X                               32,700
APARTMENT INVT & MGMT CO      CL A              03748R101          1,504      40,428  X                               40,428
APOLLO GROUP INC              CL A              037604105          1,163      15,700  X                               15,700
APPLEBEES INTL INC            COM               037899101            765      27,750  X                               27,750
APPLIED FILMS CORP            COM               038197109            326      14,100  X                               14,100
APPLIED MATLS INC             COM               038222105          2,758     169,700  X                              169,700
AQUANTIVE INC                 COM               03839G105            126      11,400  X                               11,400
ARCHSTONE SMITH TR            COM               039583109          1,126      33,017  X                               33,017
ARCTIC CAT INC                COM               039670104            322      11,900  X                               11,900
ARDEN RLTY INC                COM               039793104            372      11,000  X                               11,000
ARTESYN TECHNOLOGIES INC      COM               043127109            212      24,300  X                               24,300
ARTHROCARE CORP               COM               043136100            328      11,500  X                               11,500
ASK JEEVES INC                COM               045174109            416      14,800  X                               14,800
ASPECT MED SYS INC            COM               045235108            380      17,600  X                               17,600
AT ROAD INC                   COM               04648K105             62      15,200  X                               15,200
ATMOS ENERGY CORP             COM               049560105            575      21,300  X                               21,300
AUDIBLE INC                   COM NEW           05069A302            310      22,900  X                               22,900
AUTOLIV INC                   COM               052800109          2,545      53,400  X                               53,400
AUTOMATIC DATA PROCESSING IN  COM               053015103          2,670      59,400  X                               59,400
AVALONBAY CMNTYS INC          COM               053484101            813      12,157  X                               12,157
AVERY DENNISON CORP           COM               053611109            378       6,100  X                                6,100
AVON PRODS INC                COM               054303102          2,040      47,500  X                               47,500
AXCELIS TECHNOLOGIES INC      COM               054540109            734     100,500  X                              100,500
BB&T CORP                     COM               054937107          2,493      63,800  X                               63,800
B A S F  A G                  SPONSORED ADR     055262505            889      12,600  X                               12,600
BCE INC                       COM               05534B109            917      36,700  X                               36,700
BJS WHOLESALE CLUB INC        COM               05548J106            258       8,300  X                                8,300
BRE PROPERTIES INC            CL A              05564E106            297       8,400  X                                8,400
BT GROUP PLC                  ADR               05577E101            915      23,500  X                               23,500
BANK OF AMERICA CORPORATION   COM               060505104         19,702     446,752  X                              446,752
BANK MUTUAL CORP NEW          COM               063750103            372      31,500  X                               31,500
BANK NEW YORK INC             COM               064057102          2,272      78,200  X                               78,200
BANKUNITED FINL CORP          CL A              06652B103            465      17,300  X                               17,300
BAXTER INTL INC               COM               071813109          2,097      61,700  X                               61,700
BEAR STEARNS COS INC          COM               073902108            919       9,200  X                                9,200
BEAZER HOMES USA INC          COM               07556Q105            838      16,800  X                               16,800
BECTON DICKINSON & CO         COM               075887109          1,490      25,500  X                               25,500
BED BATH & BEYOND INC         COM               075896100            968      26,500  X                               26,500
BELLSOUTH CORP                COM               079860102          6,078     231,200  X                              231,200
BENCHMARK ELECTRS INC         COM               08160H101            874      27,450  X                               27,450
BEST BUY INC                  COM               086516101          1,442      26,700  X                               26,700
BIOENVISION INC               COM               09059N100             64      11,100  X                               11,100
BIOGEN IDEC INC               COM               09062X103          1,180      34,200  X                               34,200
BIOSITE INC                   COM               090945106            858      16,500  X                               16,500
BLACK & DECKER CORP           COM               091797100          1,327      16,800  X                               16,800
BLOCK H & R INC               COM               093671105            354       7,000  X                                7,000
BOEING CO                     COM               097023105          4,957      84,800  X                               84,800
BOMBAY CO INC                 COM               097924104            181      34,100  X                               34,100
BOSTON COMMUNICATIONS GROUP   COM               100582105            219      30,700  X                               30,700
BOSTON PRIVATE FINL HLDGS IN  COM               101119105            354      14,900  X                               14,900
BOSTON PROPERTIES INC         COM               101121101          1,102      18,300  X                               18,300
BOSTON SCIENTIFIC CORP        COM               101137107          1,951      66,600  X                               66,600
BRADY CORP                    CL A              104674106            550      17,000  X                               17,000
BRANDYWINE RLTY TR            SH BEN INT NEW    105368203          1,017      35,800  X                               35,800
BRIGGS & STRATTON CORP        COM               109043109            772      21,200  X                               21,200
BRIGHT HORIZON FAMILY SOLUTI  COM               109195107            825      24,440  X                               24,440
BRISTOL MYERS SQUIBB CO       COM               110122108          4,983     195,700  X                              195,700
BRITISH AMERN TOB PLC         SPONSORED ADR     110448107            882      25,000  X                               25,000
BROADCOM CORP                 CL A              111320107            748      25,000  X                               25,000
BROOKS AUTOMATION INC         COM               114340102            299      19,700  X                               19,700
BRUSH ENGINEERED MATLS INC    COM               117421107            228      12,000  X                               12,000
BUILDING MATLS HLDG CORP      COM               120113105          1,099      24,700  X                               24,700
BURLINGTON RES INC            COM               122014103          1,998      39,900  X                               39,900
C&D TECHNOLOGIES INC          COM               124661109            185      18,400  X                               18,400
CBL & ASSOC PPTYS INC         COM               124830100            958      13,400  X                               13,400
CMS ENERGY CORP               COM               125896100            130      10,000  X                               10,000
CSG SYS INTL INC              COM               126349109            407      25,000  X                               25,000
CTS CORP                      COM               126501105            248      19,100  X                               19,100
CVS CORP                      COM               126650100          2,105      40,000  X                               40,000
CACI INTL INC                 CL A              127190304          1,386      25,100  X                               25,100
CAL DIVE INTL INC             COM               127914109          1,767      39,000  X                               39,000
CALLON PETE CO DEL            COM               13123X102            353      22,700  X                               22,700
CAMBREX CORP                  COM               132011107            473      22,200  X                               22,200
CAMDEN PPTY TR                SH BEN INT        133131102            409       8,700  X                                8,700
CANON INC                     ADR               138006309            922      17,200  X                               17,200
CAPITAL AUTOMOTIVE REIT       COM SH BEN INT    139733109            242       7,300  X                                7,300
CAPITAL ONE FINL CORP         COM               14040H105          3,215      43,000  X                               43,000
CAPSTEAD MTG CORP             COM NO PAR        14067E506            280      32,700  X                               32,700
CARDINAL HEALTH INC           COM               14149Y108          2,416      43,300  X                               43,300
CAREMARK RX INC               COM               141705103          1,858      46,700  X                               46,700
CARRAMERICA RLTY CORP         COM               144418100            454      14,400  X                               14,400
CATELLUS DEV CORP NEW         COM               149113102            823      30,900  X                               30,900
CATERPILLAR INC DEL           COM               149123101          3,219      35,200  X                               35,200
CEMEX S A                     SPON ADR 5 ORD    151290889          1,657      45,700  X                               45,700
CENDANT CORP                  COM               151313103          2,927     142,500  X                              142,500
CENTENE CORP DEL              COM               15135B101          1,511      50,400  X                               50,400
CENTERPOINT PPTYS TR          COM               151895109            332       8,100  X                                8,100
CENTEX CORP                   COM               152312104            773      13,500  X                               13,500
CENTRAL EUROPEAN DIST CORP    COM               153435102            320       9,600  X                                9,600
CENTRAL PKG CORP              COM               154785109            308      17,900  X                               17,900
CEPHALON INC                  COM               156708109          1,414      30,200  X                               30,200
CERADYNE INC                  COM               156710105            268      12,000  X                               12,000
CHARLES RIVER ASSOCIATES      COM               159852102            341       6,900  X                                6,900
CHARTERMAC                    SH BEN INT        160908109            583      27,100  X                               27,100
CHECKFREE CORP NEW            COM               162813109            228       5,600  X                                5,600
CHEVRONTEXACO CORP            COM               166764100         14,647     251,200  X                              251,200
CHICOS FAS INC                COM               168615102            938      33,200  X                               33,200
CHUBB CORP                    COM               171232101          3,821      48,200  X                               48,200
CINCINNATI FINL CORP          COM               172062101            946      21,700  X                               21,700
CISCO SYS INC                 COM               17275R102         12,387     692,400  X                              692,400
CITIGROUP INC                 COM               172967101         24,052     535,200  X                              535,200
CLEAR CHANNEL COMMUNICATIONS  COM               184502102          1,841      53,400  X                               53,400
COCA COLA CO                  COM               191216100          9,063     217,500  X                              217,500
COCA COLA ENTERPRISES INC     COM               191219104            484      23,600  X                               23,600
COGNOS INC                    COM               19244C109            221       5,300  X                                5,300
COHERENT INC                  COM               192479103            358      10,600  X                               10,600
COINSTAR INC                  COM               19259P300          1,397      65,900  X                               65,900
COLDWATER CREEK INC           COM               193068103            229      12,375  X                               12,375
COLGATE PALMOLIVE CO          COM               194162103          2,791      53,500  X                               53,500
COLLEGIATE FDG SVCS INC       COM               19458M108            316      20,300  X                               20,300
COLONIAL PPTYS TR             COM SH BEN INT    195872106            810      21,100  X                               21,100
COMCAST CORP NEW              CL A              20030N101          7,280     215,500  X                              215,500
COMMERCE BANCSHARES INC       COM               200525103            926      19,215  X                               19,215
COMMERCE GROUP INC MASS       COM               200641108            731      11,800  X                               11,800
COMMERCIAL CAP BANCORP INC    COM               20162L105            326      16,000  X                               16,000
COMMERCIAL FEDERAL CORPORATI  COM               201647104            301      10,900  X                               10,900
COMMERCIAL NET LEASE RLTY IN  COM               202218103            489      26,500  X                               26,500
COMPUCREDIT CORP              COM               20478N100          1,275      47,900  X                               47,900
COMPUTER ASSOC INTL INC       COM               204912109          1,293      47,713  X                               47,713
COMSTOCK RES INC              COM NEW           205768203            828      28,800  X                               28,800
COMTECH TELECOMMUNICATIONS C  COM NEW           205826209            776      14,900  X                               14,900
CONAGRA FOODS INC             COM               205887102          1,437      53,200  X                               53,200
CONCUR TECHNOLOGIES INC       COM               206708109            139      17,100  X                               17,100
CONMED CORP                   COM               207410101            361      12,000  X                               12,000
CONOCOPHILLIPS                COM               20825C104          8,455      78,400  X                               78,400
CONSTELLATION BRANDS INC      CL A              21036P108            830      15,700  X                               15,700
CONTINENTAL AIRLS INC         CL B              210795308            436      36,200  X                               36,200
COPART INC                    COM               217204106            245      10,400  X                               10,400
CORNING INC                   COM               219350105          1,537     138,100  X                              138,100
COST PLUS INC CALIF           COM               221485105            427      15,900  X                               15,900
COSTCO WHSL CORP NEW          COM               22160K105          2,041      46,200  X                               46,200
COUNTRYWIDE FINANCIAL CORP    COM               222372104          1,824      56,200  X                               56,200
COUSINS PPTYS INC             COM               222795106            349      13,500  X                               13,500
COVENTRY HEALTH CARE INC      COM               222862104          1,462      21,450  X                               21,450
COX RADIO INC                 CL A              224051102            210      12,500  X                               12,500
CRESCENT REAL ESTATE EQUITIE  COM               225756105            271      16,600  X                               16,600
CRT PROPERTIES INC            COM               22876P109            693      31,800  X                               31,800
CUMMINS INC                   COM               231021106            366       5,200  X                                5,200
CUMULUS MEDIA INC             CL A              231082108            227      15,900  X                               15,900
CYBERSOURCE CORP              COM               23251J106            307      59,700  X                               59,700
D R HORTON INC                COM               23331A109            854      29,200  X                               29,200
DANAHER CORP DEL              COM               235851102          1,271      23,800  X                               23,800
DANIELSON HLDG CORP           COM               236274106            345      20,000  X                               20,000
DELL INC                      COM               24702R101          9,958     259,200  X                              259,200
DELPHI CORP                   COM               247126105            892     199,200  X                              199,200
DENDRITE INTL INC             COM               248239105            472      33,600  X                               33,600
DENTSPLY INTL INC NEW         COM               249030107          1,246      22,900  X                               22,900
DEVELOPERS DIVERSIFIED RLTY   COM               251591103            696      17,500  X                               17,500
DEVON ENERGY CORP NEW         COM               25179M103          3,237      67,800  X                               67,800
DIGITAL INSIGHT CORP          COM               25385P106            182      11,100  X                               11,100
DIRECTV GROUP INC             COM               25459L106            930      64,474  X                               64,474
DISNEY WALT CO                COM DISNEY        254687106          5,933     206,500  X                              206,500
DOLLAR TREE STORES INC        COM               256747106            247       8,600  X                                8,600
DOMINION RES INC VA NEW       COM               25746U109          2,449      32,900  X                               32,900
DOUBLECLICK INC               COM               258609304            234      30,400  X                               30,400
DOW CHEM CO                   COM               260543103          4,696      94,200  X                               94,200
DRIL-QUIP INC                 COM               262037104            360      11,700  X                               11,700
DU PONT E I DE NEMOURS & CO   COM               263534109          6,098     119,000  X                              119,000
DUKE ENERGY CORP              COM               264399106          2,580      92,100  X                               92,100
DUKE REALTY CORP              COM NEW           264411505            710      23,794  X                               23,794
E M C CORP MASS               COM               268648102          3,001     243,600  X                              243,600
ENI S P A                     SPONSORED ADR     26874R108            833       6,400  X                                6,400
ESS TECHNOLOGY INC            COM               269151106            245      46,500  X                               46,500
EASTMAN KODAK CO              COM               277461109            856      26,300  X                               26,300
EBAY INC                      COM               278642103          4,773     128,100  X                              128,100
ECHOSTAR COMMUNICATIONS NEW   CL A              278762109            667      22,800  X                               22,800
EDO CORP                      COM               281347104            355      11,800  X                               11,800
ELECTRO SCIENTIFIC INDS       COM               285229100            589      30,400  X                               30,400
ELECTRONIC ARTS INC           COM               285512109          1,559      30,100  X                               30,100
ELECTRONICS BOUTIQUE HLDGS C  COM               286045109            997      23,200  X                               23,200
ELKCORP                       COM               287456107            462      12,000  X                               12,000
EMERSON ELEC CO               COM               291011104          3,935      60,600  X                               60,600
ENERGY CONVERSION DEVICES IN  COM               292659109            505      22,200  X                               22,200
ENTERCOM COMMUNICATIONS CORP  CL A              293639100            227       6,400  X                                6,400
ENTERGY CORP NEW              COM               29364G103          1,639      23,200  X                               23,200
ENTERPRISE PRODS PARTNERS L   COM               293792107            776      30,200  X                               30,200
ENZON PHARMACEUTICALS INC     COM               293904108            333      32,700  X                               32,700
EON LABS INC                  COM               29412E100            880      29,100  X                               29,100
EQUITY OFFICE PROPERTIES TRU  COM               294741103          2,984      99,036  X                               99,036
EQUITY ONE                    COM               294752100            247      12,000  X                               12,000
EQUITY RESIDENTIAL            SH BEN INT        29476L107          1,524      47,300  X                               47,300
ESPEED INC                    CL A              296643109            152      16,500  X                               16,500
ESSEX CORP                    COM               296744105            493      30,200  X                               30,200
ESSEX PPTY TR INC             COM               297178105            269       3,900  X                                3,900
ETHAN ALLEN INTERIORS INC     COM               297602104            499      15,600  X                               15,600
EURONET WORLDWIDE INC         COM               298736109            488      17,100  X                               17,100
EXELON CORP                   COM               30161N101          3,052      66,500  X                               66,500
EXPRESSJET HOLDINGS INC       CL A              30218U108          1,503     131,700  X                              131,700
EXPRESS SCRIPTS INC           COM               302182100          1,334      15,300  X                               15,300
EXTREME NETWORKS INC          COM               30226D106            100      16,900  X                               16,900
EXXON MOBIL CORP              COM               30231G102         40,528     680,000  X                              680,000
FX ENERGY INC                 COM               302695101            128      11,200  X                               11,200
FEDERAL HOME LN MTG CORP      COM               313400301          4,380      69,300  X                               69,300
FEDERAL NATL MTG ASSN         COM               313586109          6,333     116,300  X                              116,300
FEDERAL REALTY INVT TR        SH BEN INT NEW    313747206            416       8,600  X                                8,600
FEDERATED INVS INC PA         CL B              314211103            340      12,000  X                               12,000
FEDEX CORP                    COM               31428X106          2,828      30,100  X                               30,100
FIDELITY BANKSHARES INC NEW   COM               31604Q107            303      13,200  X                               13,200
FIDELITY NATL FINL INC        COM               316326107          1,753      53,212  X                               53,212
FIFTH THIRD BANCORP           COM               316773100          2,261      52,600  X                               52,600
FINDWHAT COM                  COM               317794105            358      34,500  X                               34,500
FIRST DATA CORP               COM               319963104          3,451      87,800  X                               87,800
FIRST HORIZON NATL CORP       COM               320517105          1,195      29,300  X                               29,300
FIRST INDUSTRIAL REALTY TRUS  COM               32054K103            265       7,000  X                                7,000
FIRST NIAGARA FINL GP INC     COM               33582V108            332      25,100  X                               25,100
FIRST REP BK SAN FRANCISCO    COM               336158100            327      10,100  X                               10,100
FLAGSTAR BANCORP INC          COM               337930101            753      38,500  X                               38,500
FIRSTENERGY CORP              COM               337932107          2,370      56,500  X                               56,500
FLOWERS FOODS INC             COM               343498101            217       7,700  X                                7,700
FLYI INC                      COM               34407T104            213     168,100  X                              168,100
FORD MTR CO DEL               COM PAR $0.01     345370860          2,888     254,900  X                              254,900
FOREST CITY ENTERPRISES INC   CL A              345550107            204       3,200  X                                3,200
FOREST LABS INC               COM               345838106          1,367      37,000  X                               37,000
4 KIDS ENTMT INC              COM               350865101            464      21,000  X                               21,000
FRANKLIN RES INC              COM               354613101          1,105      16,100  X                               16,100
FREMONT GEN CORP              COM               357288109            690      31,400  X                               31,400
FRIEDMAN BILLINGS RAMSEY GRO  CL A              358434108            878      55,300  X                               55,300
FRONTIER AIRLINES INC NEW     COM               359065109            592      56,500  X                               56,500
FRONTIER OIL CORP             COM               35914P105            355       9,800  X                                9,800
GATX CORP                     COM               361448103            896      27,000  X                               27,000
GALLAGHER ARTHUR J & CO       COM               363576109            605      21,000  X                               21,000
GAMESTOP CORP                 CL A              36466R101            310      14,000  X                               14,000
GANNETT INC                   COM               364730101          2,499      31,600  X                               31,600
GAP INC DEL                   COM               364760108          1,365      62,500  X                               62,500
GARDNER DENVER INC            COM               365558105            328       8,300  X                                8,300
GENCORP INC                   COM               368682100            338      16,900  X                               16,900
GENENTECH INC                 COM NEW           368710406          2,525      44,600  X                               44,600
GENERAL DYNAMICS CORP         COM               369550108          2,462      23,000  X                               23,000
GENERAL ELEC CO               COM               369604103         39,190   1,086,800  X                            1,086,800
GENERAL GROWTH PPTYS INC      COM               370021107          2,131      62,500  X                               62,500
GENERAL MLS INC               COM               370334104          1,435      29,200  X                               29,200
GENERAL MTRS CORP             COM               370442105          1,370      46,600  X                               46,600
GENESCO INC                   COM               371532102            563      19,800  X                               19,800
GENESIS MICROCHIP INC DEL     COM               37184C103            322      22,300  X                               22,300
GETTY IMAGES INC              COM               374276103            384       5,400  X                                5,400
GEVITY HR INC                 COM               374393106            356      18,600  X                               18,600
GILEAD SCIENCES INC           COM               375558103          2,481      69,300  X                               69,300
GILLETTE CO                   COM               375766102          5,098     101,000  X                              101,000
GLATFELTER                    COM               377316104            332      22,500  X                               22,500
GLAXOSMITHKLINE PLC           SPONSORED ADR     37733W105            863      18,800  X                               18,800
GLOBAL IMAGING SYSTEMS        COM               37934A100          1,375      38,773  X                               38,773
GLOBAL SIGNAL INC             COM               37944Q103            255       8,500  X                                8,500
GOLDEN WEST FINL CORP DEL     COM               381317106          1,513      25,000  X                               25,000
GOLDMAN SACHS GROUP INC       COM               38141G104          4,521      41,100  X                               41,100
GOOGLE INC                    CL A              38259P508            379       2,100  X                                2,100
GREATER BAY BANCORP           COM               391648102            837      34,300  X                               34,300
GREIF INC                     CL A              397624107            334       4,800  X                                4,800
GREY WOLF INC                 COM               397888108            344      52,300  X                               52,300
GUIDANT CORP                  COM               401698105          2,335      31,600  X                               31,600
HCA INC                       COM               404119109          2,507      46,800  X                               46,800
HCC INS HLDGS INC             COM               404132102            297       8,200  X                                8,200
HNI CORP                      COM               404251100            333       7,400  X                                7,400
HRPT PPTYS TR                 COM SH BEN INT    40426W101            519      43,600  X                               43,600
HSBC HLDGS PLC                SPON ADR NEW      404280406            858      10,800  X                               10,800
HAIN CELESTIAL GROUP INC      COM               405217100            501      26,900  X                               26,900
HALLIBURTON CO                COM               406216101          1,916      44,300  X                               44,300
HANMI FINL CORP               COM               410495105            351      21,200  X                               21,200
HANSON PLC NEW                SPONSORED ADR     411349103            933      19,800  X                               19,800
HARLEY DAVIDSON INC           COM               412822108          1,715      29,700  X                               29,700
HARRIS CORP DEL               COM               413875105            385      11,800  X                               11,800
HARTFORD FINL SVCS GROUP INC  COM               416515104          2,948      43,000  X                               43,000
HARVEST NATURAL RESOURCES IN  COM               41754V103            320      26,900  X                               26,900
HEALTH CARE PPTY INVS INC     COM               421915109            526      22,400  X                               22,400
HEALTHCARE RLTY TR            COM               421946104            288       7,900  X                                7,900
HEADWATERS INC                COM               42210P102            512      15,600  X                               15,600
HEALTH CARE REIT INC          COM               42217K106            288       9,000  X                                9,000
HEALTHEXTRAS INC              COM               422211102            238      14,300  X                               14,300
HEIDRICK & STRUGGLES INTL IN  COM               422819102            324       8,800  X                                8,800
HEINZ H J CO                  COM               423074103          1,304      35,400  X                               35,400
HERITAGE PPTY INVT TR INC     COM               42725M107          1,140      38,400  X                               38,400
HEWLETT PACKARD CO            COM               428236103          7,958     362,700  X                              362,700
HIBERNIA CORP                 CL A              428656102          1,274      39,800  X                               39,800
HIGHWOODS PPTYS INC           COM               431284108            241       9,000  X                                9,000
HILLENBRAND INDS INC          COM               431573104          1,276      23,000  X                               23,000
HOLOGIC INC                   COM               436440101            481      15,100  X                               15,100
HOME DEPOT INC                COM               437076102          9,017     235,800  X                              235,800
HOME PROPERTIES INC           COM               437306103            215       5,535  X                                5,535
HONEYWELL INTL INC            COM               438516106          3,219      86,500  X                               86,500
HOOPER HOLMES INC             COM               439104100             81      21,300  X                               21,300
HORACE MANN EDUCATORS CORP N  COM               440327104            832      46,900  X                               46,900
HOSPITALITY PPTYS TR          COM SH BEN INT    44106M102          1,038      25,700  X                               25,700
HOST MARRIOTT CORP NEW        COM               44107P104            975      58,900  X                               58,900
HOVNANIAN ENTERPRISES INC     CL A              442487203            872      17,100  X                               17,100
HUGOTON RTY TR TEX            UNIT BEN INT      444717102            251       8,500  X                                8,500
HUNTINGTON BANCSHARES INC     COM               446150104            956      40,000  X                               40,000
IAC INTERACTIVECORP           COM               44919P102            759      34,100  X                               34,100
IHOP CORP                     COM               449623107            329       6,900  X                                6,900
IXIA                          COM               45071R109            327      18,500  X                               18,500
ILLINOIS TOOL WKS INC         COM               452308109          2,390      26,700  X                               26,700
IMPERIAL CHEM INDS PLC        ADR NEW           452704505            889      43,600  X                               43,600
INDEPENDENT BANK CORP MICH    COM               453838104            365      12,700  X                               12,700
INFINITY PPTY & CAS CORP      COM               45665Q103          1,432      45,800  X                               45,800
INFORMATICA CORP              COM               45666Q102            331      40,000  X                               40,000
ING GROUP N V                 SPONSORED ADR     456837103            943      31,200  X                               31,200
INGRAM MICRO INC              CL A              457153104          1,432      85,900  X                               85,900
INLAND REAL ESTATE CORP       COM NEW           457461200            470      31,300  X                               31,300
INSIGHT ENTERPRISES INC       COM               45765U103            483      27,500  X                               27,500
INPUT/OUTPUT INC              COM               457652105            525      81,400  X                               81,400
INSITUFORM TECHNOLOGIES INC   CL A              457667103            443      30,500  X                               30,500
INTEL CORP                    COM               458140100         15,520     668,100  X                              668,100
INTERDIGITAL COMMUNICATIONS   COM               45866A105            314      20,500  X                               20,500
INTERNATIONAL BUSINESS MACHS  COM               459200101         16,284     178,200  X                              178,200
INTERNATIONAL GAME TECHNOLOG  COM               459902102            936      35,100  X                               35,100
INTL PAPER CO                 COM               460146103          1,799      48,900  X                               48,900
INTRADO INC                   COM               46117A100            239      19,400  X                               19,400
INVESTORS FINL SERVICES CORP  COM               461915100            298       6,100  X                                6,100
ISHARES TR                    MSCI EAFE IDX     464287465        108,032     680,000  X                              680,000
ISHARES TR                    RUSSELL 2000      464287655          3,310      27,100  X                               27,100
ISHARES TR                    RUSSELL 3000      464287689         12,787     190,000  X                              190,000
ISHARES TR                    S&P SMLCAP 600    464287804          1,747      11,000  X                               11,000
ITRON INC                     COM               465741106            371      12,500  X                               12,500
IVILLAGE INC                  COM               46588H105            753     123,600  X                              123,600
JDA SOFTWARE GROUP INC        COM               46612K108            594      42,300  X                               42,300
JPMORGAN & CHASE & CO         COM               46625H100         13,492     389,928  X                              389,928
J2 GLOBAL COMMUNICATIONS INC  COM NEW           46626E205          1,613      47,000  X                               47,000
JACK IN THE BOX INC           COM               466367109          2,000      53,900  X                               53,900
JAKKS PAC INC                 COM               47012E106          1,733      80,700  X                               80,700
JEFFERSON PILOT CORP          COM               475070108            903      18,400  X                               18,400
JO-ANN STORES INC             COM               47758P307            326      11,600  X                               11,600
JOHNSON & JOHNSON             COM               478160104         21,827     325,000  X                              325,000
JOHNSON CTLS INC              COM               478366107          1,204      21,600  X                               21,600
JONES LANG LASALLE INC        COM               48020Q107            345       7,400  X                                7,400
JOS A BANK CLOTHIERS INC      COM               480838101            314      10,700  X                               10,700
JUPITERMEDIA CORP             COM               48207D101            333      21,500  X                               21,500
K-SWISS INC                   CL A              482686102          1,463      44,300  X                               44,300
KANSAS CITY SOUTHERN          COM NEW           485170302            333      17,300  X                               17,300
KB HOME                       COM               48666K109            834       7,100  X                                7,100
KELLOGG CO                    COM               487836108          1,060      24,500  X                               24,500
KENSEY NASH CORP              COM               490057106            842      31,100  X                               31,100
KERR MCGEE CORP               COM               492386107          1,386      17,700  X                               17,700
KEYCORP NEW                   COM               493267108          1,340      41,300  X                               41,300
KIMBERLY CLARK CORP           COM               494368103          3,319      50,500  X                               50,500
KIMCO REALTY CORP             COM               49446R109          1,019      18,900  X                               18,900
KINDRED HEALTHCARE INC        COM               494580103            365      10,400  X                               10,400
KOHLS CORP                    COM               500255104          1,559      30,200  X                               30,200
KONINKLIJKE PHILIPS ELECTRS   NY REG SH NEW     500472303            916      33,300  X                               33,300
KOPIN CORP                    COM               500600101            191      62,100  X                               62,100
KRAFT FOODS INC               CL A              50075N104          2,128      64,400  X                               64,400
LTC PPTYS INC                 COM               502175102            267      15,400  X                               15,400
LA Z BOY INC                  COM               505336107            499      35,800  X                               35,800
LABOR READY INC               COM NEW           505401208          1,317      70,600  X                               70,600
LABRANCHE & CO INC            COM               505447102            324      34,800  X                               34,800
LAFARGE NORTH AMERICA INC     COM               505862102            842      14,400  X                               14,400
LANDAMERICA FINL GROUP INC    COM               514936103            305       6,100  X                                6,100
LASERSCOPE                    COM               518081104            482      15,200  X                               15,200
LECG CORP                     COM               523234102            349      17,800  X                               17,800
LEHMAN BROS HLDGS INC         COM               524908100          3,465      36,800  X                               36,800
LENNAR CORP                   CL A              526057104          1,360      24,000  X                               24,000
LEXINGTON CORP PPTYS TR       COM               529043101            785      35,800  X                               35,800
LIBERTY MEDIA CORP NEW        COM SER A         530718105          2,815     271,500  X                              271,500
LIBERTY PPTY TR               SH BEN INT        531172104          1,460      37,400  X                               37,400
LILLY ELI & CO                COM               532457108          6,335     121,600  X                              121,600
LINCOLN NATL CORP IND         COM               534187109            831      18,400  X                               18,400
LINEAR TECHNOLOGY CORP        COM               535678106            310       8,100  X                                8,100
LINENS N THINGS INC           COM               535679104            531      21,400  X                               21,400
LIONS GATE ENTMNT CORP        COM NEW           535919203            228      20,600  X                               20,600
LITTELFUSE INC                COM               537008104            490      17,100  X                               17,100
LLOYDS TSB GROUP PLC          SPONSORED ADR     539439109            881      24,300  X                               24,300
LO-JACK CORP                  COM               539451104            178      12,900  X                               12,900
LOCKHEED MARTIN CORP          COM               539830109          2,302      37,700  X                               37,700
LOEWS CORP                    COM               540424108            956      13,000  X                               13,000
LONE STAR TECHNOLOGIES INC    COM               542312103            773      19,600  X                               19,600
LONGS DRUG STORES CORP        COM               543162101            335       9,800  X                                9,800
LOWES COS INC                 COM               548661107          4,516      79,100  X                               79,100
LUCENT TECHNOLOGIES INC       COM               549463107          1,186     431,300  X                              431,300
LUMINENT MTG CAP INC          COM               550278303            869      79,100  X                               79,100
MBNA CORP                     COM               55262L100          2,806     114,300  X                              114,300
M D C HLDGS INC               COM               552676108            874      12,549  X                               12,549
MEMC ELECTR MATLS INC         COM               552715104            486      36,100  X                               36,100
MFA MTG INVTS INC             COM               55272X102            564      74,100  X                               74,100
MKS INSTRUMENT INC            COM               55306N104            364      22,900  X                               22,900
MACERICH CO                   COM               554382101            533      10,000  X                               10,000
MACK CALI RLTY CORP           COM               554489104            589      13,900  X                               13,900
MANHATTAN ASSOCS INC          COM               562750109            532      26,100  X                               26,100
MANNING GREG AUCTIONS INC     COM               563823103            134      13,300  X                               13,300
MARATHON OIL CORP             COM               565849106          1,727      36,800  X                               36,800
MARSH & MCLENNAN COS INC      COM               571748102          2,516      82,700  X                               82,700
MASCO CORP                    COM               574599106          1,529      44,100  X                               44,100
MATTEL INC                    COM               577081102            912      42,700  X                               42,700
MAXIM INTEGRATED PRODS INC    COM               57772K101          1,324      32,400  X                               32,400
MAY DEPT STORES CO            COM               577778103            333       9,000  X                                9,000
MAVERICK TUBE CORP            COM               577914104          1,294      39,800  X                               39,800
MAXIMUS INC                   COM               577933104            539      16,100  X                               16,100
MAYTAG CORP                   COM               578592107            488      34,900  X                               34,900
MCDERMOTT INTL INC            COM               580037109            312      16,500  X                               16,500
MCDONALDS CORP                COM               580135101          3,945     126,700  X                              126,700
MCGRAW HILL COS INC           COM               580645109          1,684      19,300  X                               19,300
MEDAREX INC                   COM               583916101            272      38,200  X                               38,200
MEDCATH CORP                  COM               58404W109            261       8,900  X                                8,900
MEDIACOM COMMUNICATIONS CORP  CL A              58446K105             88      13,400  X                               13,400
MEDTRONIC INC                 COM               585055106          6,216     122,000  X                              122,000
MELLON FINL CORP              COM               58551A108          1,219      42,700  X                               42,700
MENTOR GRAPHICS CORP          COM               587200106            329      24,000  X                               24,000
MERCK & CO INC                COM               589331107          8,413     259,900  X                              259,900
MERCURY COMPUTER SYS          COM               589378108            494      17,900  X                               17,900
MERCURY GENL CORP NEW         COM               589400100          1,824      33,000  X                               33,000
MERISTAR HOSPITALITY CORP     COM               58984Y103             98      14,045  X                               14,045
MERITAGE HOMES CORP           COM               59001A102          1,131      19,200  X                               19,200
MERRILL LYNCH & CO INC        COM               590188108          5,456      96,400  X                               96,400
MESA AIR GROUP INC            COM               590479101            322      46,000  X                               46,000
METAL MGMT INC                COM NEW           591097209          1,261      49,100  X                               49,100
METALS USA INC                COM NEW           591324207            846      43,200  X                               43,200
METLIFE INC                   COM               59156R108          2,487      63,600  X                               63,600
METRIS COS INC                COM               591598107            336      29,000  X                               29,000
METROLOGIC INSTRS INC         COM               591676101            321      14,300  X                               14,300
MICROSOFT CORP                COM               594918104         22,906     947,700  X                              947,700
MICROSTRATEGY INC             CL A NEW          594972408          1,397      25,742  X                               25,742
MID-AMER APT CMNTYS INC       COM               59522J103            606      16,600  X                               16,600
MILLS CORP                    COM               601148109            476       9,000  X                                9,000
MISSION WEST PPTYS INC        COM               605203108            114      10,800  X                               10,800
MITTAL STEEL CO N V           NY REG SH CL A    60684P101            414      12,800  X                               12,800
MONACO COACH CORP             COM               60886R103            465      28,800  X                               28,800
MORGAN STANLEY                COM NEW           617446448          6,332     110,600  X                              110,600
MOTOROLA INC                  COM               620076109          3,531     235,900  X                              235,900
NS GROUP INC                  COM               628916108          1,187      37,800  X                               37,800
NVR INC                       COM               62944T105          1,335       1,700  X                                1,700
NAM TAI ELECTRS INC           COM PAR $0.02     629865205            327      12,300  X                               12,300
NANOMETRICS INC               COM               630077105            341      29,000  X                               29,000
NARA BANCORP INC              COM               63080P105            274      19,500  X                               19,500
NASH FINCH CO                 COM               631158102            365       9,600  X                                9,600
NATIONAL CITY CORP            COM               635405103          2,939      87,721  X                               87,721
NATIONAL HEALTH INVS INC      COM               63633D104            553      21,300  X                               21,300
NATIONWIDE FINL SVCS INC      CL A              638612101            883      24,600  X                               24,600
NATIONWIDE HEALTH PPTYS INC   COM               638620104            224      11,100  X                               11,100
NAUTILUS INC                  COM               63910B102            527      22,200  X                               22,200
NAVIGANT CONSULTING INC       COM               63935N107            398      14,600  X                               14,600
NDCHEALTH CORP                COM               639480102            534      33,400  X                               33,400
NEOWARE SYS INC               COM               64065P102            825      79,000  X                               79,000
NETBANK INC                   COM               640933107            144      17,000  X                               17,000
NETEASE COM INC               SPONSORED ADR     64110W102            260       5,400  X                                5,400
NETGEAR INC                   COM               64111Q104            340      22,500  X                               22,500
NEW CENTURY FINANCIAL CORP M  COM               6435EV108          1,274      27,200  X                               27,200
NEW PLAN EXCEL RLTY TR INC    COM               648053106            588      23,400  X                               23,400
NEW YORK CMNTY BANCORP INC    COM               649445103            870      47,900  X                               47,900
NEWCASTLE INVT CORP           COM               65105M108            314      10,600  X                               10,600
NEWELL RUBBERMAID INC         COM               651229106            926      42,200  X                               42,200
NEWFIELD EXPL CO              COM               651290108          1,366      18,400  X                               18,400
NEWMONT MINING CORP           COM               651639106          1,711      40,500  X                               40,500
NEWPORT CORP                  COM               651824104            332      22,900  X                               22,900
NEWS CORP                     CL A              65248E104            656      38,760  X                               38,760
NEXTEL COMMUNICATIONS INC     CL A              65332V103          2,936     103,300  X                              103,300
NEXTEL PARTNERS INC           CL A              65333F107            384      17,500  X                               17,500
NIKE INC                      CL B              654106103          1,366      16,400  X                               16,400
NOKIA CORP                    SPONSORED ADR     654902204            912      59,100  X                               59,100
NORTEL INVERSORA S A          SPON ADR PFD B    656567401            385      40,500  X                               40,500
NORTH FORK BANCORPORATION NY  COM               659424105            328      11,827  X                               11,827
NORTHFIELD LABS INC           COM               666135108            440      39,100  X                               39,100
NORTHROP GRUMMAN CORP         COM               666807102          1,954      36,200  X                               36,200
NOVATEL WIRELESS INC          COM NEW           66987M604            305      28,400  X                               28,400
NOVASTAR FINL INC             COM               669947400            335       9,300  X                                9,300
NOVELL INC                    COM               670006105            136      22,900  X                               22,900
NUCOR CORP                    COM               670346105            875      15,200  X                               15,200
O CHARLEYS INC                COM               670823103            333      15,300  X                               15,300
OCA INC                       COM               67083Q101            191      45,000  X                               45,000
OM GROUP INC                  COM               670872100          2,069      68,000  X                               68,000
NUVEEN INVTS INC              CL A              67090F106            824      24,000  X                               24,000
OCCIDENTAL PETE CORP DEL      COM               674599105          4,192      58,900  X                               58,900
OFFSHORE LOGISTICS INC        COM               676255102            876      26,300  X                               26,300
OIL STS INTL INC              COM               678026105          1,424      69,300  X                               69,300
OLD REP INTL CORP             COM               680223104          1,185      50,900  X                               50,900
OLIN CORP                     COM PAR $1        680665205            854      38,300  X                               38,300
OMNICOM GROUP INC             COM               681919106          1,682      19,000  X                               19,000
ON ASSIGNMENT INC             COM               682159108             96      18,900  X                               18,900
ON SEMICONDUCTOR CORP         COM               682189105            280      71,000  X                               71,000
ONEOK INC NEW                 COM               682680103            385      12,500  X                               12,500
ORACLE CORP                   COM               68389X105          4,744     380,100  X                              380,100
ORASURE TECHNOLOGIES INC      COM               68554V108            166      22,500  X                               22,500
OREGON STL MLS INC            COM               686079104          1,323      57,500  X                               57,500
O REILLY AUTOMOTIVE INC       COM               686091109            927      18,719  X                               18,719
OSHKOSH B GOSH INC            CL A              688222207            241       7,900  X                                7,900
OSHKOSH TRUCK CORP            COM               688239201            877      10,700  X                               10,700
OVERNITE CORP                 COM               690322102            323      10,100  X                               10,100
OVERSEAS SHIPHOLDING GROUP I  COM               690368105          1,743      27,700  X                               27,700
OVERSTOCK COM INC DEL         COM               690370101            267       6,200  X                                6,200
PNC FINL SVCS GROUP INC       COM               693475105          2,615      50,800  X                               50,800
PPG INDS INC                  COM               693506107            358       5,000  X                                5,000
PRG-SCHULTZ INTERNATIONAL IN  COM               69357C107            258      51,600  X                               51,600
PS BUSINESS PKS INC CALIF     COM               69360J107            725      17,988  X                               17,988
PAN PACIFIC RETAIL PPTYS INC  COM               69806L104            380       6,700  X                                6,700
PANTRY INC                    COM               698657103            365      11,800  X                               11,800
PARAMETRIC TECHNOLOGY CORP    COM               699173100            135      24,200  X                               24,200
PARKWAY PPTYS INC             COM               70159Q104          1,504      32,200  X                               32,200
PARTNERS TR FINL GROUP INC N  COM               70213F102            364      34,300  X                               34,300
PATHMARK STORES INC NEW       COM               70322A101             69      11,000  X                               11,000
PATINA OIL & GAS CORP         COM               703224105          1,470      36,750  X                               36,750
PAYCHEX INC                   COM               704326107          1,093      33,300  X                               33,300
PENN NATL GAMING INC          COM               707569109          1,296      44,100  X                               44,100
PENN VA CORP                  COM               707882106            262       5,700  X                                5,700
PENN VA RESOURCES PARTNERS L  COM               707884102            324       6,400  X                                6,400
PENNSYLVANIA RL ESTATE INVT   SH BEN INT        709102107            246       6,100  X                                6,100
PEPSICO INC                   COM               713448108          9,286     175,100  X                              175,100
PERFORMANCE FOOD GROUP CO     COM               713755106            581      21,000  X                               21,000
PETROLEO BRASILEIRO SA PETRO  SPONSORED ADR     71654V408            831      18,800  X                               18,800
PETROLEUM DEV CORP            COM               716578109            260       6,900  X                                6,900
PETROQUEST ENERGY INC         COM               716748108            329      49,600  X                               49,600
PFIZER INC                    COM               717081103         21,578     821,380  X                              821,380
PHOTRONICS INC                COM               719405102            605      33,400  X                               33,400
PILGRIMS PRIDE CORP           COM               721467108          1,693      47,400  X                               47,400
PINNACLE SYS INC              COM               723481107            286      51,100  X                               51,100
PITNEY BOWES INC              COM               724479100            370       8,200  X                                8,200
PIXELWORKS INC                COM               72581M107            339      41,600  X                               41,600
PLANAR SYS INC                COM               726900103            225      24,900  X                               24,900
PLUM CREEK TIMBER CO INC      COM               729251108          1,103      30,900  X                               30,900
POSSIS MEDICAL INC            COM               737407106            439      52,400  X                               52,400
POST PPTYS INC                COM               737464107            208       6,700  X                                6,700
POWER INTEGRATIONS INC        COM               739276103            336      16,100  X                               16,100
POZEN INC                     COM               73941U102            279      53,499  X                               53,499
PREMCOR INC                   COM               74045Q104          1,331      22,300  X                               22,300
PRENTISS PPTYS TR             SH BEN INT        740706106          1,004      29,400  X                               29,400
PRIDE INTL INC DEL            COM               74153Q102            229       9,200  X                                9,200
PRIMEDIA INC                  COM               74157K101            328      75,500  X                               75,500
PRIORITY HEALTHCARE CORP      CL B              74264T102            437      20,200  X                               20,200
PROASSURANCE CORP             COM               74267C106            711      18,000  X                               18,000
PROCTER & GAMBLE CO           COM               742718109         14,241     268,700  X                              268,700
PRIVATEBANCORP INC            COM               742962103            349      11,100  X                               11,100
PROGRESSIVE CORP OHIO         COM               743315103          3,459      37,700  X                               37,700
PROLOGIS                      SH BEN INT        743410102          1,139      30,698  X                               30,698
PROTECTIVE LIFE CORP          COM               743674103            307       7,800  X                                7,800
PRUDENTIAL FINL INC           COM               744320102          3,048      53,100  X                               53,100
PUBLIC STORAGE INC            COM               74460D109          1,236      21,700  X                               21,700
PULTE HOMES INC               COM               745867101            935      12,700  X                               12,700
QUALCOMM INC                  COM               747525103          5,971     163,000  X                              163,000
QUANTUM CORP                  COM DSSG          747906204            344     118,300  X                              118,300
QUEST SOFTWARE INC            COM               74834T103            208      15,000  X                               15,000
RADIO ONE INC                 CL D NON VTG      75040P405            207      14,000  X                               14,000
RAYONIER INC                  COM               754907103            411       8,300  X                                8,300
RAYTHEON CO                   COM NEW           755111507          1,637      42,300  X                               42,300
REALTY INCOME CORP            COM               756109104            302      13,200  X                               13,200
RECKSON ASSOCS RLTY CORP      COM               75621K106            418      13,600  X                               13,600
REDBACK NETWORKS INC          COM NEW           757209507            306      51,100  X                               51,100
REDWOOD TR INC                COM               758075402            727      14,200  X                               14,200
REGAL ENTMT GROUP             CL A              758766109            347      16,500  X                               16,500
REGENCY CTRS CORP             COM               758849103            491      10,300  X                               10,300
REGENERON PHARMACEUTICALS     COM               75886F107            222      43,500  X                               43,500
REHABCARE GROUP INC           COM               759148109            589      20,500  X                               20,500
RELIANCE STEEL & ALUMINUM CO  COM               759509102            452      11,300  X                               11,300
RENAL CARE GROUP INC          COM               759930100            844      22,250  X                               22,250
REPSOL YPF S A                SPONSORED ADR     76026T205            903      34,000  X                               34,000
RESOURCE AMERICA INC          CL A              761195205            333       9,500  X                                9,500
RESOURCES CONNECTION INC      COM               76122Q105            808      38,600  X                               38,600
RETAIL VENTURES INC           COM               76128Y102            349      38,300  X                               38,300
REYNOLDS AMERICAN INC         COM               761713106            911      11,300  X                               11,300
ROBBINS & MYERS INC           COM               770196103            277      12,600  X                               12,600
ROCKY SHOES & BOOTS INC       COM               774830103            550      20,700  X                               20,700
ROFIN SINAR TECHNOLOGIES INC  COM               775043102          1,617      50,300  X                               50,300
ROSS STORES INC               COM               778296103            321      11,000  X                               11,000
RUDOLPH TECHNOLOGIES INC      COM               781270103            411      27,300  X                               27,300
RUSSELL CORP                  COM               782352108            468      25,900  X                               25,900
RYLAND GROUP INC              COM               783764103            744      12,000  X                               12,000
SBC COMMUNICATIONS INC        COM               78387G103          9,256     390,700  X                              390,700
SBA COMMUNICATIONS CORP       COM               78388J106            335      36,700  X                               36,700
SFBC INTL INC                 COM               784121105            793      22,500  X                               22,500
SL GREEN RLTY CORP            COM               78440X101            365       6,500  X                                6,500
SLM CORP                      COM               78442P106          2,203      44,200  X                               44,200
SRS LABS INC                  COM               78464M106            158      39,600  X                               39,600
SABRE HLDGS CORP              CL A              785905100            206       9,400  X                                9,400
SAFECO CORP                   COM               786429100            945      19,400  X                               19,400
ST JUDE MED INC               COM               790849103          1,274      35,400  X                               35,400
ST PAUL TRAVELERS INC         COM               792860108          3,348      91,139  X                               91,139
SAPIENT CORP                  COM               803062108            288      39,200  X                               39,200
SARA LEE CORP                 COM               803111103          2,657     119,900  X                              119,900
SAXON CAP INC NEW             COM               80556T106            323      18,800  X                               18,800
SCANSOURCE INC                COM               806037107            710      13,700  X                               13,700
SCHERING PLOUGH CORP          COM               806605101          2,978     164,100  X                              164,100
SCHULMAN A INC                COM               808194104            462      26,500  X                               26,500
SCHWAB CHARLES CORP NEW       COM               808513105          1,054     100,300  X                              100,300
SECURE COMPUTING CORP         COM               813705100            213      24,800  X                               24,800
SEEBEYOND TECHNOLOGIES CORP   COM               815704101            281      88,991  X                               88,991
SELECTIVE INS GROUP INC       COM               816300107          1,003      21,700  X                               21,700
SENIOR HSG PPTYS TR           SH BEN INT        81721M109            200      12,000  X                               12,000
SERENA SOFTWARE INC           COM               817492101          1,370      57,665  X                               57,665
SEROLOGICALS CORP             COM               817523103            315      12,900  X                               12,900
SERVICEMASTER CO              COM               81760N109            915      67,800  X                               67,800
SHAW GROUP INC                COM               820280105            562      25,800  X                               25,800
SHERWIN WILLIAMS CO           COM               824348106            858      19,500  X                               19,500
SHURGARD STORAGE CTRS INC     COM               82567D104            311       7,600  X                                7,600
SIEMENS A G                   SPONSORED ADR     826197501            965      12,200  X                               12,200
SIERRA PAC RES NEW            COM               826428104            145      13,501  X                               13,501
SIGMATEL INC                  COM               82661W107            775      20,700  X                               20,700
SILICON IMAGE INC             COM               82705T102            259      25,700  X                               25,700
SILVER STD RES INC            COM               82823L106            384      33,200  X                               33,200
SIMON PPTY GROUP INC NEW      COM               828806109          2,271      37,480  X                               37,480
SIMPSON MANUFACTURING CO INC  COM               829073105            692      22,400  X                               22,400
SKYWEST INC                   COM               830879102            554      29,800  X                               29,800
SKYWORKS SOLUTIONS INC        COM               83088M102            464      73,100  X                               73,100
SMITHFIELD FOODS INC          COM               832248108            820      26,000  X                               26,000
SONIC CORP                    COM               835451105          1,136      34,000  X                               34,000
SONICWALL INC                 COM               835470105             73      14,400  X                               14,400
SOURCECORP                    COM               836167106            274      13,600  X                               13,600
SOUTHERN CO                   COM               842587107          2,362      74,200  X                               74,200
SOUTHERN UN CO NEW            COM               844030106            236       9,400  X                                9,400
SPINNAKER EXPL CO             COM               84855W109            441      12,400  X                               12,400
SPIRIT FIN CORP               COM               848568309            116      10,700  X                               10,700
SPRINT CORP                   COM FON           852061100          4,934     216,900  X                              216,900
STAMPS COM INC                COM NEW           852857200            327      19,700  X                               19,700
STANDARD PAC CORP NEW         COM               85375C101            910      12,600  X                               12,600
STANLEY WKS                   COM               854616109          1,295      28,600  X                               28,600
STAPLES INC                   COM               855030102          1,575      50,100  X                               50,100
STARBUCKS CORP                COM               855244109          2,061      39,900  X                               39,900
STATE STR CORP                COM               857477103          1,478      33,800  X                               33,800
STEEL DYNAMICS INC            COM               858119100          1,240      36,000  X                               36,000
STERLING BANCSHARES INC       COM               858907108            361      25,400  X                               25,400
STOLT NIELSEN S A             SP ADR REG COM    861565109            341       9,500  X                                9,500
STONE ENERGY CORP             COM               861642106            471       9,700  X                                9,700
STRATASYS INC                 COM               862685104            365      12,900  X                               12,900
STRYKER CORP                  COM               863667101          1,285      28,800  X                               28,800
SUN MICROSYSTEMS INC          COM               866810104          1,352     334,700  X                              334,700
SUNTRUST BKS INC              COM               867914103          2,407      33,400  X                               33,400
SUPERIOR INDS INTL INC        COM               868168105            494      18,700  X                               18,700
SUPERVALU INC                 COM               868536103            367      11,000  X                               11,000
SURMODICS INC                 COM               868873100            300       9,400  X                                9,400
SYMANTEC CORP                 COM               871503108          1,563      73,300  X                               73,300
SYSCO CORP                    COM               871829107          2,302      64,300  X                               64,300
TCF FINL CORP                 COM               872275102            872      32,100  X                               32,100
THQ INC                       COM NEW           872443403            625      22,200  X                               22,200
TJX COS INC NEW               COM               872540109          1,232      50,000  X                               50,000
TALK AMERICA HLDGS INC        COM NEW           87426R202            201      31,200  X                               31,200
TANGER FACTORY OUTLET CTRS I  COM               875465106            645      29,300  X                               29,300
TARGET CORP                   COM               87612E106          4,597      91,900  X                               91,900
TASER INTL INC                COM               87651B104            238      19,800  X                               19,800
TAUBMAN CTRS INC              COM               876664103            236       8,500  X                                8,500
TECH DATA CORP                COM               878237106            782      21,100  X                               21,100
TECHNITROL INC                COM               878555101            416      27,900  X                               27,900
TELEFLEX INC                  COM               879369106            271       5,300  X                                5,300
TELEFONICA S A                SPONSORED ADR     879382208            878      16,900  X                               16,900
TELEFONOS DE MEXICO S A       SPON ADR ORD L    879403780            836      24,200  X                               24,200
TETRA TECH INC NEW            COM               88162G103            379      30,000  X                               30,000
TEXAS INDS INC                COM               882491103            274       5,100  X                                5,100
TEXAS INSTRS INC              COM               882508104          4,746     186,200  X                              186,200
THOMAS & BETTS CORP           COM               884315102            207       6,400  X                                6,400
THORNBURG MTG INC             COM               885218107          1,604      57,200  X                               57,200
3M CO                         COM               88579Y101          6,744      78,700  X                               78,700
TIMBERLAND CO                 CL A              887100105          1,319      18,600  X                               18,600
TIME WARNER INC               COM               887317105          7,952     453,100  X                              453,100
TOLL BROTHERS INC             COM               889478103            828      10,500  X                               10,500
TOLLGRADE COMMUNICATIONS INC  COM               889542106            182      26,400  X                               26,400
TOO INC                       COM               890333107            565      22,900  X                               22,900
TOTAL S A                     SPONSORED ADR     89151E109          1,805      15,400  X                               15,400
TRAMMELL CROW CO              COM               89288R106            331      16,100  X                               16,100
TRANSCANADA CORP              COM               89353D107            929      37,600  X                               37,600
TRANSKARYOTIC THERAPIES INC   COM               893735100            444      17,800  X                               17,800
TREDEGAR CORP                 COM               894650100            251      14,900  X                               14,900
TREX INC                      COM               89531P105            440       9,900  X                                9,900
TRIDENT MICROSYSTEMS INC      COM               895919108            302      17,100  X                               17,100
TRIBUNE CO NEW                COM               896047107            997      25,000  X                               25,000
TRIQUINT SEMICONDUCTOR INC    COM               89674K103            320      94,600  X                               94,600
TRIZEC PROPERTIES INC         COM               89687P107            655      34,500  X                               34,500
TRIZETTO GROUP INC            COM               896882107            136      14,600  X                               14,600
TUPPERWARE CORP               COM               899896104            362      17,800  X                               17,800
TURBOCHEF TECHNOLOGIES INC    COM NEW           900006206            317      21,300  X                               21,300
TWEETER HOME ENTMT GROUP INC  COM               901167106             78      14,000  X                               14,000
II VI INC                     COM               902104108            844      48,400  X                               48,400
UICI                          COM               902737105            369      15,200  X                               15,200
UIL HLDG CORP                 COM               902748102            512      10,100  X                               10,100
US BANCORP DEL                COM NEW           902973304          6,378     221,300  X                              221,300
U S G CORP                    COM NEW           903293405          1,436      43,300  X                               43,300
UBIQUITEL INC                 COM               903474302            299      44,700  X                               44,700
UNION PAC CORP                COM               907818108          1,819      26,100  X                               26,100
UNIT CORP                     COM               909218109            849      18,800  X                               18,800
UNITED DOMINION REALTY TR IN  COM               910197102            634      30,400  X                               30,400
UNITED INDL CORP              COM               910671106            326      11,000  X                               11,000
UNITED ONLINE INC             COM               911268100            846      80,850  X                               80,850
UNITED PARCEL SERVICE INC     CL B              911312106          4,183      57,500  X                               57,500
UNITED STATES STL CORP NEW    COM               912909108          1,180      23,200  X                               23,200
UNITED TECHNOLOGIES CORP      COM               913017109          5,256      51,700  X                               51,700
UNITED THERAPEUTICS CORP DEL  COM               91307C102            818      17,900  X                               17,900
UNITEDHEALTH GROUP INC        COM               91324P102          6,448      67,600  X                               67,600
UNIVERSAL AMERN FINL CORP     COM               913377107            324      18,700  X                               18,700
UNUMPROVIDENT CORP            COM               91529Y106            895      52,600  X                               52,600
URBAN OUTFITTERS INC          COM               917047102            228       4,744  X                                4,744
VALERO ENERGY CORP NEW        COM               91913Y100          1,355      18,500  X                               18,500
VENTAS INC                    COM               92276F100            352      14,100  X                               14,100
VENTANA MED SYS INC           COM               92276H106            432      11,522  X                               11,522
VENTIV HEALTH INC             COM               922793104          1,647      71,600  X                               71,600
VERITY INC                    COM               92343C106            307      32,500  X                               32,500
VERIZON COMMUNICATIONS        COM               92343V104         11,001     309,900  X                              309,900
VIACOM INC                    CL B              925524308          5,367     154,100  X                              154,100
VORNADO RLTY TR               SH BEN INT        929042109          2,348      33,900  X                               33,900
WCI CMNTYS INC                COM               92923C104            809      26,900  X                               26,900
W-H ENERGY SVCS INC           COM               92925E108            455      19,000  X                               19,000
WABASH NATL CORP              COM               929566107          1,281      52,500  X                               52,500
WACHOVIA CORP 2ND NEW         COM               929903102          9,291     182,500  X                              182,500
WAL MART STORES INC           COM               931142103         13,159     262,600  X                              262,600
WALGREEN CO                   COM               931422109          4,580     103,100  X                              103,100
WALTER INDS INC               COM               93317Q105            323       7,600  X                                7,600
WASHINGTON GROUP INTL INC     COM NEW           938862208            351       7,800  X                                7,800
WASHINGTON MUT INC            COM               939322103          4,657     117,900  X                              117,900
WASHINGTON REAL ESTATE INVT   SH BEN INT        939653101            204       7,100  X                                7,100
WASTE CONNECTIONS INC         COM               941053100          1,016      29,250  X                               29,250
WASTE MGMT INC DEL            COM               94106L109          1,685      58,400  X                               58,400
WEBSENSE INC                  COM               947684106          1,329      24,700  X                               24,700
WEBMD CORP                    COM               94769M105            147      17,300  X                               17,300
WEINGARTEN RLTY INVS          SH BEN INT        948741103          1,358      39,350  X                               39,350
WELLS FARGO & CO NEW          COM               949746101         11,242     188,000  X                              188,000
WENDYS INTL INC               COM               950590109            351       9,000  X                                9,000
WERNER ENTERPRISES INC        COM               950755108            276      14,200  X                               14,200
WESCO INTL INC                COM               95082P105          1,621      57,900  X                               57,900
WESTERN DIGITAL CORP          COM               958102105            176      13,800  X                               13,800
WEYERHAEUSER CO               COM               962166104          1,678      24,500  X                               24,500
WHIRLPOOL CORP                COM               963320106          1,280      18,900  X                               18,900
WHITING PETE CORP NEW         COM               966387102            771      18,900  X                               18,900
WHOLE FOODS MKT INC           COM               966837106          1,430      14,000  X                               14,000
WILSHIRE BANCORP INC          COM               97186T108            300      23,000  X                               23,000
WILSON GREATBATCH TECHNOLOGI  COM               972232102            591      32,400  X                               32,400
WIND RIVER SYSTEMS INC        COM               973149107            326      21,600  X                               21,600
WINSTON HOTELS INC            COM               97563A102            283      24,200  X                               24,200
WITNESS SYS INC               COM               977424100            342      19,500  X                               19,500
WORTHINGTON INDS INC          COM               981811102            769      39,900  X                               39,900
WRIGHT MED GROUP INC          COM               98235T107            307      12,800  X                               12,800
WRIGLEY WM JR CO              COM               982526105          1,036      15,800  X                               15,800
WYETH                         COM               983024100          6,955     164,900  X                              164,900
XILINX INC                    COM               983919101          1,087      37,200  X                               37,200
YAHOO INC                     COM               984332106          3,905     115,200  X                              115,200
YELLOW ROADWAY CORP           COM               985577105            855      14,600  X                               14,600
ZIMMER HLDGS INC              COM               98956P102          1,914      24,600  X                               24,600
ZIONS BANCORPORATION          COM               989701107            911      13,200  X                               13,200