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CCM Partners · 13F-HR · For 12/31/04

Filed On 1/21/05 9:07am ET · SEC File 28-05709 · Accession Number 1144204-5-1867

  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

 1/21/05  CCM Partners                      13F-HR      1/21/05    1:34                                     1144204

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings or Combination Report by an        34±   395K 
                          Institutional Money Manager                            

13F-HR 1st "Page" of 3 TOC Top Previous Next Bottom Just 1st
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 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

 Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2004                
                                               ---------------------------------

Check here if Amendment [ ];      Amendment Number:                             
This Amendment (Check only one.): [ ] is a restatement.                         
                 [ ] adds new holding entries.

Institutional Investment Manager Filing this Report:                            

Name:     CCM Partners                                                          
          ----------------------------------------------------------------------
Address:  44 Montgomery Street, Suite 2100                                      
          ----------------------------------------------------------------------
San Francisco, CA 94104                                     
          ----------------------------------------------------------------------

          ----------------------------------------------------------------------

Form 13F File Number: 28- 05709                                                 
--------------------          

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:     Stephen C. Rogers                                                     
          ----------------------------------------------------------------------
Title:    President                                                             
          ----------------------------------------------------------------------
Phone:    (415) 398-2727                                                        
          ----------------------------------------------------------------------

Signature, Place, and Date of Signing:                                          

/s/ Stephen C. Rogers               San Francisco, CA 94104           1-19-2005 
----------------------------------  -------------------------------   ----------
         [Signature]                       [City, State]              [Date]

Report type (Check only one.):                                                  

[X]   13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)                                       

[ ]   13F NOTICE. (Check here if no holdings reported are in this report, and   
all holdings are reported by other reporting manager (s).)          

[ ]   13F COMBINATION REPORT. (Check here is a portion of the holdings for this 
    reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)                                     

13F-HR 2nd "Page" of 3 TOC 1st Previous Next Bottom Just 2nd

 Form 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:      0                                       
                   -------------------

Form 13F Information Table Entry Total: 1748                                    
                   -------------------

Form 13F Information Table Value Total: $328,688,945                            
                   -------------------
                   (thousands)

13F-HR Last "Page" of 3 TOC 1st Previous Next Bottom Just 3rd

Form 13F INFORMATIONAL TABLE

                                                        · Enlarge/Download Table

          COLUMN 1                 COLUMN 2     COLUMN 3   COLUMN 4       COLUMN 5        COLUMN 6   COLUMN 7       COLUMN 8     
-----------------------------   --------------  --------   --------  ------------------  ----------  --------  ------------------
                                                            VALUE    SHRS OR  SH/  PUT/  INVESTMENT   OTHER     VOTING AUTHORITY 
     NAME OF ISSUER             TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT  PRN  CALL  DISCRETION  MANAGERS  SOLE  SHARED  NONE
---------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                 
Aetna Inc                        Equity         00817Y108    217,814       1,746           sole                sole              
Alcoa Inc                        Equity         013817101    180,665       5,750           sole                sole              
American Internation             Equity         026874107    277,456       4,225           sole                sole              
AmerisourceBergen Co             Equity         03073E105    164,480       2,803           sole                sole              
Anheuser-Busch Cos I             Equity         035229103    154,016       3,036           sole                sole              
Annaly Mortgage Mana             Equity         035710409    145,345       7,408           sole                sole              
Apache Corp                      Equity         037411105    208,652       4,126           sole                sole              
Baker Hughes Inc                 Equity         057224107     97,288       2,280           sole                sole              
Bank of America Corp             Equity         060505104    463,509       9,864           sole                sole              
Baxter International             Equity         071813109    359,596      10,411           sole                sole              
Boston Properties In             Equity         101121101    112,914       1,746           sole                sole              
Calpine Corp                     Equity         131347106    170,370      43,241           sole                sole              
Caterpillar Inc                  Equity         149123101    209,256       2,146           sole                sole              
ChevronTexaco Corp               Equity         166764100    164,881       3,140           sole                sole              
Cinergy Corp                     Equity         172474108     90,753       2,180           sole                sole              
Citigroup Inc                    Equity         172967101    501,602      10,411           sole                sole              
Clorox Co                        Equity         189054109     70,775       1,201           sole                sole              
Coach Inc                        Equity         189754104    245,904       4,360           sole                sole              
ConocoPhillips                   Equity         20825C104    319,013       3,674           sole                sole              
Consolidated Edison              Equity         209115104    271,250       6,200           sole                sole              
Devon Energy Corp                Equity         25179M103    184,948       4,752           sole                sole              
Diebold Inc                      Equity         253651103     97,305       1,746           sole                sole              
ENSCO International              Equity         26874Q100    106,964       3,370           sole                sole              
Entergy Corp                     Equity         29364G103    118,012       1,746           sole                sole              
Exelon Corp                      Equity         30161N101    138,644       3,146           sole                sole              
Exxon Mobil Corp                 Equity         30231G102    319,657       6,236           sole                sole              
Fidelity National Fi             Equity         316326107    136,736       2,994           sole                sole              
Fifth Third Bancorp              Equity         316773100    365,143       7,723           sole                sole              
First Data Corp                  Equity         319963104    366,227       8,609           sole                sole              
Fortune Brands Inc               Equity         349631101    134,756       1,746           sole                sole              
Arthur J Gallagher &             Equity         363576109    201,500       6,200           sole                sole              
Gap Inc/The                      Equity         364760108     93,984       4,450           sole                sole              
Hewlett-Packard Co               Equity         428236103    120,578       5,750           sole                sole              
iStar Financial Inc              Equity         45031U101    167,643       3,704           sole                sole              
ITT Industries Inc               Equity         450911102     90,108       1,067           sole                sole              
Intel Corp                       Equity         458140100    169,882       7,263           sole                sole              
Kimco Realty Corp                Equity         49446R109    116,734       2,013           sole                sole              
Leggett & Platt Inc              Equity         524660107     77,472       2,725           sole                sole              
Liz Claiborne Inc                Equity         539320101    128,150       3,036           sole                sole              
Longs Drug Stores Co             Equity         543162101     30,327       1,100           sole                sole              
Lowe's Cos Inc                   Equity         548661107    331,143       5,750           sole                sole              
MBNA Corp                        Equity         55262L100    177,456       6,295           sole                sole              
Marsh & McLennan Cos             Equity         571748102    282,940       8,600           sole                sole              
Masco Corp                       Equity         574599106    138,960       3,804           sole                sole              
McDonald's Corp                  Equity         580135101    396,518      12,368           sole                sole              
McGraw-Hill Cos Inc/             Equity         580645109    488,732       5,339           sole                sole              
Metlife Inc                      Equity         59156R108    240,143       5,928           sole                sole              
Microsoft Corp                   Equity         594918104    159,539       5,973           sole                sole              
Mills Corp/The                   Equity         601148109    242,543       3,804           sole                sole              
Moody's Corp                     Equity         615369105    264,545       3,046           sole                sole              
Pfizer Inc                       Equity         717081103    303,857      11,300           sole                sole              
Pitney Bowes Inc                 Equity         724479100    105,518       2,280           sole                sole              
Plum Creek Timber Co             Equity         729251108    190,278       4,950           sole                sole              
Praxair Inc                      Equity         74005P104    163,002       3,692           sole                sole              
Procter & Gamble Co              Equity         742718109    175,154       3,180           sole                sole              
Progress Energy Inc              Equity         743263105     71,434       1,579           sole                sole              
Pulte Homes Inc                  Equity         745867101    107,950       1,692           sole                sole              
Realty Income Corp               Equity         756109104    187,348       3,704           sole                sole              
Reynolds & Reynolds              Equity         761695105    100,844       3,804           sole                sole              
Reynolds American In             Equity         761713106    192,256       2,446           sole                sole              
Ross Stores Inc                  Equity         778296103    106,588       3,692           sole                sole              
SBC Communications I             Equity         78387G103    276,873      10,744           sole                sole              
SL Green Realty Corp             Equity         78440X101    138,054       2,280           sole                sole              
Sara Lee Corp                    Equity         803111103    296,922      12,300           sole                sole              
SCANA Corp                       Equity         80589M102    193,060       4,900           sole                sole              
Sears Roebuck and Co             Equity         812387108    116,348       2,280           sole                sole              
Sherwin-Williams Co/             Equity         824348106     77,924       1,746           sole                sole              
Simon Property Group             Equity         828806109    140,981       2,180           sole                sole              
Stancorp Financial G             Equity         852891100    233,063       2,825           sole                sole              
Stanley Works/The                Equity         854616109    111,697       2,280           sole                sole              
SunTrust Banks Inc               Equity         867914103    155,296       2,102           sole                sole              
TJX Cos Inc                      Equity         872540109    144,498       5,750           sole                sole              
Target Corp                      Equity         87612E106    292,833       5,639           sole                sole              
3M Co                            Equity         88579Y101    214,367       2,612           sole                sole              
Tidewater Inc                    Equity         886423102     77,630       2,180           sole                sole              
Tyson Foods Inc                  Equity         902494103    284,685      15,472           sole                sole              
Valero Energy Corp               Equity         91913Y100    153,724       3,386           sole                sole              
Vornado Realty Trust             Equity         929042109    132,923       1,746           sole                sole              
Wal-Mart Stores Inc              Equity         931142103    178,584       3,381           sole                sole              
Wells Fargo & Co                 Equity         949746101    515,659       8,297           sole                sole              
Worthington Industri             Equity         981811102    164,472       8,400           sole                sole              
GlobalSantaFe Corp               Equity         G3930E101     90,225       2,725           sole                sole              
XL Capital Ltd                   Equity         G98255105     93,258       1,201           sole                sole              
ABN AMRO Holding NV              Equity         000937102     85,439       3,212           sole                sole              
Aegon NV                         Equity         007924103     35,975       2,624           sole                sole              
Alcatel SA                       Equity         013904305     26,133       1,672           sole                sole              
Allianz AG                       Equity         018805101     91,130       6,857           sole                sole              
AstraZeneca Plc                  Equity         046353108    112,736       3,098           sole                sole              
AXA                              Equity         054536107    125,829       5,084           sole                sole              
BASF AG                          Equity         055262505     75,189       1,044           sole                sole              
BP PLC                           Equity         055622104    378,198       6,476           sole                sole              
BNP Paribas                      Equity         05565A202    121,175       3,352           sole                sole              
BT Group PLC                     Equity         05577E101     65,620       1,660           sole                sole              
Banco Bilbao Vizcaya                                                                                                             
  Argentaria SA                  Equity         05946K101    109,615       6,179           sole                sole              
Banco Santander Cent ral                                                                                                         
  Hispano SA                     Equity         05964H105    115,758       9,358           sole                sole              
Barclays PLC                     Equity         06738E204    271,842       5,951           sole                sole              
Bayer AG                         Equity         072730302     48,082       1,415           sole                sole              
Credit Suisse Group              Equity         225401108     99,273       2,353           sole                sole              
Deutsche Telekom AG              Equity         251566105    104,895       4,625           sole                sole              
Diageo PLC                       Equity         25243Q205     94,634       1,635           sole                sole              
ENI SpA                          Equity         26874R108    152,644       1,213           sole                sole              
E.ON AG                          Equity         268780103    113,295       1,245           sole                sole              
Telefonaktiebolaget                                                                                                              
  LM Ericsson                    Equity         294821608     34,450       1,094           sole                sole              
GlaxoSmithKline PLC              Equity         37733W105    269,554       5,688           sole                sole              
HSBC Holdings PLC                Equity         404280406    343,284       4,032           sole                sole              
ING Groep NV                     Equity         456837103    109,868       3,632           sole                sole              
Koninklijke Ahold NV             Equity         500467303     71,274       9,173           sole                sole              
Koninklijke Philips                                                                                                              
  Electronics NV                 Equity         500472303     57,876       2,184           sole                sole              
L'Oreal SA                       Equity         502117203     42,496       2,805           sole                sole              
Lloyds TSB Group Plc             Equity         539439109     97,677       2,655           sole                sole              
Nestle SA                        Equity         641069406    194,949       2,965           sole                sole              
Nokia OYJ                        Equity         654902204    185,345      11,828           sole                sole              
Novartis AG                      Equity         66987V109    240,419       4,757           sole                sole              
Prudential PLC                   Equity         74435K204     33,843       1,945           sole                sole              
Roche Holding AG                 Equity         771195104    174,928       1,508           sole                sole              
Royal & Sun Alliance                                                                                                             
  Insurance Group                Equity         78004V202     12,398       1,627           sole                sole              
Royal Dutch Petroleum Co         Equity         780257804    236,406       4,120           sole                sole              
SAP AG                           Equity         803054204     69,277       1,567           sole                sole              
Shell Transport & Trading                                                                                                        
  Co PLC                         Equity         822703609    162,116       3,154           sole                sole              
Siemens AG                       Equity         826197501    155,369       1,835           sole                sole              
Suez SA                          Equity         864686100     46,465       1,737           sole                sole              
Swiss Reinsurance                Equity         870887205     61,490         860           sole                sole              
Telecom Italia SpA               Equity         87927Y102     95,922       2,347           sole                sole              
Telefonica SA                    Equity         879382208    176,111       3,117           sole                sole              
Total SA                         Equity         89151E109    261,309       2,379           sole                sole              
Unilever NV                      Equity         904784709     75,783       1,136           sole                sole              
Vivendi Universal SA             Equity         92851S204     61,991       1,933           sole                sole              
Vodafone Group PLC               Equity         92857W100    339,786      12,410           sole                sole              
Zurich Financial Ser vices AG    Equity         98982M107     19,339       1,165           sole                sole              
DaimlerChrysler AG               Equity         D1668R123     78,562       1,635           sole                sole              
Deutsche Bank AG                 Equity         D18190898     97,555       1,096           sole                sole              
UBS AG                           Equity         H8920M855    190,736       2,275           sole                sole              
ATI Technologies Inc             Equity         001941103     64,472       3,325           sole                sole              
Adobe Systems Inc                Equity         00724F101    208,736       3,327           sole                sole              
Altera Corp                      Equity         021441100    149,206       7,208           sole                sole              
Amazon.Com Inc                   Equity         023135106    169,409       3,825           sole                sole              
American Power Conve             Equity         029066107     59,428       2,777           sole                sole              
Amgen Inc                        Equity         031162100    519,679       8,101           sole                sole              
Apollo Group Inc                 Equity         037604105    211,622       2,622           sole                sole              
Apple Computer Inc               Equity         037833100    483,000       7,500           sole                sole              
Applied Materials In             Equity         038222105    207,064      12,109           sole                sole              
BEA Systems Inc                  Equity         073325102     46,107       5,204           sole                sole              
Bed Bath & Beyond In             Equity         075896100    227,947       5,723           sole                sole              
Biomet Inc                       Equity         090613100    210,138       4,843           sole                sole              
Biogen Idec Inc                  Equity         09062X103    346,905       5,208           sole                sole              
Broadcom Corp                    Equity         111320107    107,299       3,324           sole                sole              
CDW Corp                         Equity         12512N105     81,212       1,224           sole                sole              
CH Robinson Worldwid             Equity         12541W100     67,901       1,223           sole                sole              
Career Education Cor             Equity         141665109     56,560       1,414           sole                sole              
Cephalon Inc                     Equity         156708109     37,855         744           sole                sole              
Chiron Corp                      Equity         170040109    123,888       3,717           sole                sole              
Cisco Systems Inc                Equity         17275R102    642,806      33,306           sole                sole              
Cintas Corp                      Equity         172908105    127,764       2,913           sole                sole              
Citrix Systems Inc               Equity         177376100     69,543       2,835           sole                sole              
Comcast Corp                     Equity         20030N101    436,534      13,117           sole                sole              
Compuware Corp                   Equity         205638109     22,328       3,451           sole                sole              
Comverse Technology              Equity         205862402     71,932       2,942           sole                sole              
Costco Wholesale Cor             Equity         22160K105    166,482       3,439           sole                sole              
Dell Inc                         Equity         24702R101    537,664      12,759           sole                sole              
Dentsply Internation             Equity         249030107     61,483       1,094           sole                sole              
Dollar Tree Stores I             Equity         256747106     45,429       1,584           sole                sole              
eBay Inc                         Equity         278642103    801,518       6,893           sole                sole              
EchoStar Communicati             Equity         278762109    104,872       3,155           sole                sole              
Electronic Arts Inc              Equity         285512109    270,282       4,382           sole                sole              
Expeditors Internati             Equity         302130109     83,820       1,500           sole                sole              
Express Scripts Inc              Equity         302182100     78,122       1,022           sole                sole              
Fastenal Co                      Equity         311900104     64,884       1,054           sole                sole              
First Health Group C             Equity         320960107     25,782       1,378           sole                sole              
Fiserv Inc                       Equity         337738108    139,017       3,459           sole                sole              
Gentex Corp                      Equity         371901109     43,128       1,165           sole                sole              
Genzyme Corp                     Equity         372917104    237,274       4,086           sole                sole              
Gilead Sciences Inc              Equity         375558103    208,121       5,948           sole                sole              
IAC/InterActiveCorp              Equity         44919P102    274,515       9,939           sole                sole              
Intel Corp                       Equity         458140100    724,435      30,972           sole                sole              
Intersil Corp                    Equity         46069S109     32,593       1,947           sole                sole              
Intuit Inc                       Equity         461202103    150,338       3,416           sole                sole              
Invitrogen Corp                  Equity         46185R100     49,810         742           sole                sole              
JDS Uniphase Corp                Equity         46612J101     71,468      22,545           sole                sole              
Juniper Networks Inc             Equity         48203R104    131,572       4,839           sole                sole              
Kla-Tencor Corp                  Equity         482480100    156,928       3,369           sole                sole              
Kmart Holding Corp.              Equity         498780105    128,635       1,300           sole                sole              
Lam Research Corp                Equity         512807108     54,091       1,871           sole                sole              
Lamar Advertising Co             Equity         512815101     52,363       1,224           sole                sole              
Level 3 Communicatio             Equity         52729N100     31,476       9,285           sole                sole              
Lincare Holdings Inc             Equity         532791100     59,241       1,389           sole                sole              
Linear Technology Co             Equity         535678106    225,544       5,819           sole                sole              
Maxim Integrated Pro             Equity         57772K101    270,618       6,384           sole                sole              
Medimmune Inc                    Equity         584699102    102,367       3,776           sole                sole              
Mercury Interactive              Equity         589405109     67,505       1,482           sole                sole              
Microsoft Corp                   Equity         594918104  1,378,049      51,593           sole                sole              
Microchip Technology             Equity         595017104     67,077       2,516           sole                sole              
Millennium Pharmaceu             Equity         599902103     55,897       4,612           sole                sole              
Molex Inc                        Equity         608554101     42,870       1,429           sole                sole              
Network Appliance In             Equity         64120L104    171,282       5,156           sole                sole              
Nextel Communication             Equity         65332V103    574,200      19,140           sole                sole              
Novellus Systems Inc             Equity         670008101     57,453       2,060           sole                sole              
Nvidia Corp                      Equity         67066G104     58,452       2,481           sole                sole              
Oracle Corp                      Equity         68389X105    407,841      29,726           sole                sole              
Paccar Inc                       Equity         693718108    221,642       2,754           sole                sole              
Patterson Cos Inc                Equity         703395103     82,701       1,906           sole                sole              
Patterson-UTI Energy             Equity         703481101     46,194       2,375           sole                sole              
Paychex Inc                      Equity         704326107    173,126       5,080           sole                sole              
Peoplesoft Inc                   Equity         712713106    189,253       7,147           sole                sole              
Petsmart Inc                     Equity         716768106     73,192       2,060           sole                sole              
Pixar                            Equity         725811103     69,173         808           sole                sole              
QLogic Corp                      Equity         747277101     50,577       1,377           sole                sole              
Qualcomm Inc                     Equity         747525103  1,147,683      27,068           sole                sole              
Research In Motion L             Equity         760975102    212,479       2,578           sole                sole              
Ross Stores Inc                  Equity         778296103     59,357       2,056           sole                sole              
Ryanair Holdings plc             Equity         783513104     35,860         880           sole                sole              
Sandisk Corp                     Equity         80004C101     50,539       2,024           sole                sole              
Sanmina-SCI Corp                 Equity         800907107     64,965       7,670           sole                sole              
Henry Schein Inc                 Equity         806407102     41,297         593           sole                sole              
Siebel Systems Inc               Equity         826170102     85,712       8,163           sole                sole              
Sigma-Aldrich Corp               Equity         826552101     58,525         968           sole                sole              
Smurfit-Stone Contai             Equity         832727101     65,791       3,522           sole                sole              
Staples Inc                      Equity         855030102    159,516       4,732           sole                sole              
Starbucks Corp                   Equity         855244109    475,121       7,619           sole                sole              
Sun Microsystems Inc             Equity         866810104    107,675      20,014           sole                sole              
Symantec Corp                    Equity         871503108    240,392       9,332           sole                sole              
Synopsys Inc                     Equity         871607107     40,947       2,087           sole                sole              
Tellabs Inc                      Equity         879664100     29,515       3,436           sole                sole              
Teva Pharmaceutical              Equity         881624209    184,654       6,184           sole                sole              
Veritas Software Cor             Equity         923436109    174,126       6,099           sole                sole              
VeriSign Inc                     Equity         92343E102    111,219       3,318           sole                sole              
Whole Foods Market I             Equity         966837106     82,859         869           sole                sole              
Xilinx Inc                       Equity         983919101    188,218       6,348           sole                sole              
Yahoo! Inc                       Equity         984332106    339,761       9,017           sole                sole              
Garmin Ltd                       Equity         G37260109     84,628       1,391           sole                sole              
Marvell Technology G             Equity         G5876H105    119,037       3,356           sole                sole              
Check Point Software             Equity         M22465104     88,348       3,587           sole                sole              
Flextronics Intl Ltd             Equity         Y2573F102    117,166       8,478           sole                sole              
AAR Corp                         Equity         000361105     20,130       1,478           sole                sole              
ABM Industries Inc               Equity         000957100     49,458       2,508           sole                sole              
ATMI Inc                         Equity         00207R101     36,071       1,601           sole                sole              
Aaron Rents Inc                  Equity         002535201     63,675       2,547           sole                sole              
Accredo Health Inc               Equity         00437V104     68,967       2,488           sole                sole              
Action Performance C             Equity         004933107      9,056         824           sole                sole              
Actel Corp                       Equity         004934105     21,364       1,218           sole                sole              
Acuity Brands Inc                Equity         00508Y102     69,483       2,185           sole                sole              
Adaptec Inc                      Equity         00651F108     42,785       5,637           sole                sole              
Administaff Inc                  Equity         007094105     15,586       1,236           sole                sole              
Advanced Marketing S             Equity         00753T105      8,893         884           sole                sole              
Advo Inc                         Equity         007585102     55,507       1,557           sole                sole              
Advanced Medical Opt             Equity         00763M108     62,245       1,513           sole                sole              
Aeroflex Inc                     Equity         007768104     46,153       3,808           sole                sole              
Advanced Energy Indu             Equity         007973100     14,179       1,553           sole                sole              
Agilysys Inc                     Equity         00847J105     25,556       1,491           sole                sole              
Albany International             Equity         012348108     59,737       1,699           sole                sole              
Aleris International             Equity         014477103     23,096       1,365           sole                sole              
Allete Inc                       Equity         018522300     54,390       1,480           sole                sole              
Alliance Semiconduct             Equity         01877H100      6,246       1,688           sole                sole              
Alpharma Inc                     Equity         020813101     45,545       2,687           sole                sole              
Altriris Inc                     Equity         02148M100     49,602       1,400           sole                sole              
Amcol International              Equity         02341W103     29,452       1,466           sole                sole              
Amedisys Inc.                    Equity         023436108     24,066         743           sole                sole              
American Healthways              Equity         02649V104     55,210       1,671           sole                sole              
American Italian Pas             Equity         027070101     19,995         860           sole                sole              
American Medical Sys             Equity         02744M108     71,495       1,710           sole                sole              
American States Wate             Equity         029899101     19,370         745           sole                sole              
AMERIGROUP Corp                  Equity         03073T102     96,013       1,269           sole                sole              
Amsurg Corp                      Equity         03232P405     45,817       1,551           sole                sole              
Analogic Corp                    Equity         032657207     31,353         700           sole                sole              
Anchor Bancorp Wisco             Equity         032839102     33,493       1,149           sole                sole              
Angelica Corp                    Equity         034663104     11,496         425           sole                sole              
Anixter Internationa             Equity         035290105     67,841       1,885           sole                sole              
Ansys Inc                        Equity         03662Q105     50,527       1,576           sole                sole              
Apogee Enterprises I             Equity         037598109     17,098       1,275           sole                sole              
Applica Inc                      Equity         03815A106      6,637       1,097           sole                sole              
Applied Industrial T             Equity         03820C105     40,853       1,491           sole                sole              
Applied Signal Tech.             Equity         038237103     19,740         560           sole                sole              
Aptargroup Inc                   Equity         038336103     98,963       1,875           sole                sole              
Arbitron Inc                     Equity         03875Q108     62,179       1,587           sole                sole              
Arch Chemicals Inc               Equity         03937R102     34,363       1,194           sole                sole              
Arctic Cat Inc                   Equity         039670104     26,865       1,013           sole                sole              
Argosy Gaming Co                 Equity         040228108     70,564       1,511           sole                sole              
Arkansas Best Corp               Equity         040790107     57,504       1,281           sole                sole              
Armor Holdings Inc               Equity         042260109     78,664       1,673           sole                sole              
Arqule Inc                       Equity         04269E107      7,539       1,302           sole                sole              
Artesyn Technologies             Equity         043127109     20,295       1,796           sole                sole              
Arthrocare Corp                  Equity         043136100     37,799       1,179           sole                sole              
Ashworth Inc                     Equity         04516H101      6,534         600           sole                sole              
Astec Industries Inc             Equity         046224101     15,730         914           sole                sole              
Atmos Energy Corp                Equity         049560105    104,969       3,838           sole                sole              
Atwood Oceanics Inc              Equity         050095108     37,043         711           sole                sole              
Audiovox Corp                    Equity         050757103     16,569       1,050           sole                sole              
Avid Technology Inc              Equity         05367P100    100,159       1,622           sole                sole              
Avista Corp                      Equity         05379B107     43,875       2,483           sole                sole              
Axcelis Technologies             Equity         054540109     41,479       5,102           sole                sole              
Aztar Corp                       Equity         054802103     61,878       1,772           sole                sole              
BEI Technologies Inc             Equity         05538P104     20,844         675           sole                sole              
Baldor Electric Co               Equity         057741100     46,498       1,689           sole                sole              
Bally Total Fitness              Equity         05873K108      6,686       1,577           sole                sole              
BankAtlantic Bancorp             Equity         065908501     61,690       3,100           sole                sole              
Bankunited Financial             Equity         06652B103     49,139       1,538           sole                sole              
Barnes Group Inc                 Equity         067806109     31,414       1,185           sole                sole              
Bassett Furniture In             Equity         070203104     10,912         556           sole                sole              
Bel Fuse Inc                     Equity         077347300     19,564         579           sole                sole              
Belden CDT Inc                   Equity         077454106     54,845       2,364           sole                sole              
Bell Microproducts I             Equity         078137106     12,275       1,276           sole                sole              
Benchmark Electronic             Equity         08160H101     71,815       2,106           sole                sole              
Biolase Technology I             Equity         090911108     13,533       1,245           sole                sole              
Biosite Inc                      Equity         090945106     49,417         803           sole                sole              
Black Box Corp                   Equity         091826107     43,362         903           sole                sole              
Boston Communication             Equity         100582105      8,214         889           sole                sole              
Boston Private Finan             Equity         101119105     39,466       1,401           sole                sole              
Bowne & Co Inc                   Equity         103043105     29,187       1,795           sole                sole              
Bradley Pharmaceutic             Equity         104576103     15,248         786           sole                sole              
Brady Corp                       Equity         104674106     76,461       1,222           sole                sole              
Briggs & Stratton Co             Equity         109043109     95,800       2,304           sole                sole              
Brookline Bancorp In             Equity         11373M107     49,417       3,028           sole                sole              
Brooks Automation In             Equity         114340102     39,382       2,287           sole                sole              
Brooktrout Inc                   Equity         114580103      7,182         598           sole                sole              
Brown Shoe Co Inc                Equity         115736100     27,802         932           sole                sole              
Brush Engineered Mat             Equity         117421107     14,227         769           sole                sole              
Buckeye Technologies             Equity         118255108     22,325       1,716           sole                sole              
Building Material Ho             Equity         120113105     24,506         640           sole                sole              
Burlington Coat Fact             Equity         121579106     51,983       2,290           sole                sole              
C&D Technologies Inc             Equity         124661109     20,226       1,187           sole                sole              
C-COR Inc                        Equity         125010108     20,525       2,207           sole                sole              
CDI Corp                         Equity         125071100     21,530       1,007           sole                sole              
CEC Entertainment In             Equity         125137109     76,622       1,917           sole                sole              
CH Energy Group Inc              Equity         12541M102     38,824         808           sole                sole              
Cleco Corp                       Equity         12561W105     49,434       2,440           sole                sole              
CPI Corp                         Equity         125902106      5,164         380           sole                sole              
CTS Corp                         Equity         126501105     22,872       1,721           sole                sole              
CUNO Inc                         Equity         126583103     51,619         869           sole                sole              
Cabot Oil & Gas Corp             Equity         127097103     74,694       1,688           sole                sole              
CACI International I             Equity         127190304    101,854       1,495           sole                sole              
Cal Dive Internation             Equity         127914109     79,911       1,961           sole                sole              
Cambrex Corp                     Equity         132011107     33,577       1,239           sole                sole              
Capital Automotive R             Equity         139733109     65,970       1,857           sole                sole              
Captaris Inc                     Equity         14071N104      7,967       1,544           sole                sole              
CARBO Ceramics Inc               Equity         140781105     56,304         816           sole                sole              
Caraustar Industries             Equity         140909102     21,799       1,296           sole                sole              
Carpenter Technology             Equity         144285103     65,709       1,124           sole                sole              
Carreker Corp                    Equity         144433109      9,400       1,093           sole                sole              
Cascade Natural Gas              Equity         147339105     11,024         520           sole                sole              
Casey's General Stor             Equity         147528103     46,555       2,565           sole                sole              
Cash America Interna             Equity         14754D100     39,957       1,344           sole                sole              
AM Castle & Co                   Equity         148411101      9,062         759           sole                sole              
Catapult Communicati             Equity         149016107     14,424         597           sole                sole              
Cato Corp/The                    Equity         149205106     28,100         975           sole                sole              
Centene Corp                     Equity         15135B101     58,911       2,078           sole                sole              
Central Parking Corp             Equity         154785109     28,300       1,868           sole                sole              
Central Vermont Publ             Equity         155771108     13,328         573           sole                sole              
Century Aluminum Co              Equity         156431108     40,729       1,551           sole                sole              
Ceradyne Inc.                    Equity         156710105     46,569         814           sole                sole              
Cerner Corp                      Equity         156782104     97,567       1,835           sole                sole              
Champion Enterprises             Equity         158496109     42,717       3,614           sole                sole              
Checkpoint Systems I             Equity         162825103     34,800       1,928           sole                sole              
Chemed Corp                      Equity         16359R103     41,742         622           sole                sole              
Chesapeake Corp                  Equity         165159104     27,187       1,001           sole                sole              
Childrens Place                  Equity         168905107     51,027       1,378           sole                sole              
Chittenden Corp                  Equity         170228100     67,832       2,361           sole                sole              
Christopher & Banks              Equity         171046105     34,594       1,875           sole                sole              
Ciber Inc                        Equity         17163B102     28,322       2,938           sole                sole              
Cimarex Energy Co                Equity         171798101     80,462       2,123           sole                sole              
Clarcor Inc                      Equity         179895107     71,311       1,302           sole                sole              
Cleveland-Cliffs Inc             Equity         185896107     56,915         548           sole                sole              
Coachmen Industries              Equity         189873102     12,951         746           sole                sole              
Cognex Corp                      Equity         192422103     64,728       2,320           sole                sole              
Coherent Inc                     Equity         192479103     47,152       1,549           sole                sole              
Cohu Inc                         Equity         192576106     18,263         984           sole                sole              
Coinstar Inc                     Equity         19259P300     26,830       1,000           sole                sole              
Colonial Properties              Equity         195872106     54,428       1,386           sole                sole              
Commercial Federal C             Equity         201647104     60,460       2,035           sole                sole              
Commercial Metals Co             Equity         201723103     75,284       1,489           sole                sole              
Commercial Net Lease             Equity         202218103     54,631       2,652           sole                sole              
Commonwealth Telepho             Equity         203349105     57,159       1,151           sole                sole              
Community Bank Sys               Equity         203607106     45,200       1,600           sole                sole              
Concord Communicatio             Equity         206186108      9,562         863           sole                sole              
Conmed Corp                      Equity         207410101     43,341       1,525           sole                sole              
Consolidated Graphic             Equity         209341106     31,946         696           sole                sole              
Cooper Cos Inc                   Equity         216648402    118,309       1,676           sole                sole              
Corn Products Intern             Equity         219023108    100,211       1,871           sole                sole              
Cost Plus Inc                    Equity         221485105     36,146       1,125           sole                sole              
Cross Country Health             Equity         227483104     29,651       1,640           sole                sole              
CRT Properties Inc.              Equity         22876P109     32,092       1,345           sole                sole              
CryoLife Inc                     Equity         228903100      7,869       1,113           sole                sole              
Cubic Corp                       Equity         229669106     34,508       1,371           sole                sole              
Curative Health Serv             Equity         23126W100      4,035         589           sole                sole              
Curtiss-Wright Corp              Equity         231561101     61,831       1,077           sole                sole              
Cyberonics Inc                   Equity         23251P102     24,843       1,199           sole                sole              
Cymer Inc                        Equity         232572107     55,712       1,886           sole                sole              
DJ Orthopedics Inc.              Equity         23325G104     23,498       1,097           sole                sole              
DRS Technologies Inc             Equity         23330X100     54,968       1,287           sole                sole              
DSP Group Inc                    Equity         23332B106     33,406       1,496           sole                sole              
Daktronics Inc                   Equity         234264109     23,471         943           sole                sole              
Datascope Corp                   Equity         238113104     30,125         759           sole                sole              
Delphi Financial Gro             Equity         247131105     74,486       1,614           sole                sole              
Delta & Pine Land Co             Equity         247357106     53,605       1,965           sole                sole              
Deltic Timber Corp               Equity         247850100     25,046         590           sole                sole              
Dendrite Internation             Equity         248239105     41,303       2,129           sole                sole              
Department 56                    Equity         249509100     10,523         632           sole                sole              
Diagnostic Products              Equity         252450101     82,080       1,491           sole                sole              
Digi International I             Equity         253798102     17,001         989           sole                sole              
Digital Insight Corp             Equity         25385P106     32,642       1,774           sole                sole              
Dime Community Bancs             Equity         253922108     34,280       1,914           sole                sole              
DIMON Inc                        Equity         254394109     13,951       2,076           sole                sole              
Dionex Corp                      Equity         254546104     61,034       1,077           sole                sole              
Downey Financial Cor             Equity         261018105     81,738       1,434           sole                sole              
Dress Barn Inc                   Equity         261570105     24,781       1,408           sole                sole              
Dril-Quip Inc                    Equity         262037104     19,408         800           sole                sole              
Dupont Photomasks In             Equity         26613X101     22,132         838           sole                sole              
EGL Inc                          Equity         268484102     71,198       2,382           sole                sole              
EPIQ Systems Inc                 Equity         26882D109     12,503         854           sole                sole              
ESS Technology                   Equity         269151106     12,762       1,795           sole                sole              
East-West Bancorp In             Equity         27579R104    100,956       2,406           sole                sole              
EDO Corp                         Equity         281347104     32,480       1,023           sole                sole              
eFunds Corp                      Equity         28224R101     58,945       2,455           sole                sole              
El Paso Electric Co              Equity         283677854     46,251       2,442           sole                sole              
Electro Scientific I             Equity         285229100     26,498       1,341           sole                sole              
Electronics Boutique             Equity         286045109     49,553       1,154           sole                sole              
ElkCorp                          Equity         287456107     34,596       1,011           sole                sole              
EMCOR Group Inc                  Equity         29084Q100     35,060         776           sole                sole              
Energen Corp                     Equity         29265N108    109,942       1,865           sole                sole              
Engineered Support S             Equity         292866100     79,118       1,336           sole                sole              
Enesco Group Inc                 Equity         292973104      5,268         652           sole                sole              
Entertainment Proper             Equity         29380T105     52,747       1,184           sole                sole              
Enzo Biochem Inc                 Equity         294100102     29,575       1,519           sole                sole              
Essex Property Trust             Equity         297178105     98,381       1,174           sole                sole              
Esterline Technologi             Equity         297425100     35,458       1,086           sole                sole              
Ethan Allen Interior             Equity         297602104     76,558       1,913           sole                sole              
Exar Corp                        Equity         300645108     27,699       1,952           sole                sole              
FEI Co                           Equity         30241L109     35,805       1,705           sole                sole              
Flir Systems Inc                 Equity         302445101    110,038       1,725           sole                sole              
Factset Research Sys             Equity         303075105     90,933       1,556           sole                sole              
Fedders Corp                     Equity         313135501      5,285       1,460           sole                sole              
Filenet Corp                     Equity         316869106     51,468       1,998           sole                sole              
Financial Federal Co             Equity         317492106     33,673         859           sole                sole              
Findwhat.com                     Equity         317794105     26,737       1,508           sole                sole              
First Bancorp/Puerto             Equity         318672102    131,085       2,064           sole                sole              
First Midwest Bancor             Equity         320867104     86,697       2,389           sole                sole              
First Republic Bank/             Equity         336158100     43,089         813           sole                sole              
FirstFed Financial C             Equity         337907109     45,127         870           sole                sole              
Flagstar Bancorp Inc             Equity         337930101     70,557       3,122           sole                sole              
Fleetwood Enterprise             Equity         339099103     36,746       2,730           sole                sole              
Florida Rock Industr             Equity         341140101    132,097       2,219           sole                sole              
Flowers Foods Inc                Equity         343498101     71,402       2,261           sole                sole              
Forward Air Corp                 Equity         349853101     49,349       1,104           sole                sole              
Fossil Inc                       Equity         349882100     92,817       3,620           sole                sole              
4Kids Entertainment              Equity         350865101     12,885         613           sole                sole              
Fred's Inc                       Equity         356108100     34,974       2,010           sole                sole              
Fremont General Corp             Equity         357288109     99,612       3,956           sole                sole              
Frontier Airlines In             Equity         359065109     18,393       1,612           sole                sole              
Frontier Oil Corp                Equity         35914P105     36,284       1,361           sole                sole              
HB Fuller Co                     Equity         359694106     41,682       1,462           sole                sole              
G&K Services Inc                 Equity         361268105     46,503       1,071           sole                sole              
Gables Residental                Equity         362418105     53,721       1,501           sole                sole              
Gamestop Corp Cl B               Equity         36466R200     58,266       2,600           sole                sole              
Gardner Denver Inc               Equity         365558105     36,762       1,013           sole                sole              
GenCorp Inc                      Equity         368682100     42,414       2,284           sole                sole              
General Communicatio             Equity         369385109     32,480       2,942           sole                sole              
Genesco Inc                      Equity         371532102     34,815       1,118           sole                sole              
Gentiva Health Ser.              Equity         37247A102     20,515       1,227           sole                sole              
Georgia Gulf Corp                Equity         373200203     84,311       1,693           sole                sole              
Gerber Scientific In             Equity         373730100      7,831       1,029           sole                sole              
Glenborough Realty T             Equity         37803P105     34,857       1,638           sole                sole              
Global Imaging Syste             Equity         37934A100     46,492       1,177           sole                sole              
Global Payments Inc              Equity         37940X102    113,743       1,943           sole                sole              
Gold Banc Corp Inc               Equity         379907108     30,059       2,056           sole                sole              
Goody's Family Cloth             Equity         382588101     13,701       1,499           sole                sole              
Great Atlantic & Pac             Equity         390064103     19,670       1,919           sole                sole              
Green Mountain Power             Equity         393154109      6,660         231           sole                sole              
Griffon Corp                     Equity         398433102     38,340       1,420           sole                sole              
Group 1 Automotive I             Equity         398905109     36,320       1,153           sole                sole              
Guitar Center Inc                Equity         402040109     65,810       1,249           sole                sole              
Gymboree Corp                    Equity         403777105     20,115       1,569           sole                sole              
Haemonetics Corp/Mas             Equity         405024100     46,747       1,291           sole                sole              
Haggar Corp                      Equity         405173105      7,044         300           sole                sole              
Hain Celestial Group             Equity         405217100     38,653       1,870           sole                sole              
Hancock Fabrics Inc              Equity         409900107      8,949         863           sole                sole              
John H Harland Co                Equity         412693103     52,165       1,445           sole                sole              
Harmonic Inc                     Equity         413160102     27,972       3,354           sole                sole              
Haverty Furniture Co             Equity         419596101     21,405       1,157           sole                sole              
Headwaters Inc                   Equity         42210P102     49,106       1,723           sole                sole              
Heartland Express In             Equity         422347104     86,487       3,849           sole                sole              
Heidrick & Struggles             Equity         422819102     33,310         972           sole                sole              
Helix Technology Cor             Equity         423319102     21,059       1,211           sole                sole              
Hibbett Sporting Goo             Equity         428565105     32,012       1,203           sole                sole              
Hilb Rogal & Hobbs C             Equity         431294107     67,044       1,850           sole                sole              
Hologic Inc                      Equity         436440101     28,734       1,046           sole                sole              
Hooper Holmes Inc                Equity         439104100     17,801       3,007           sole                sole              
HOT Topic Inc                    Equity         441339108     41,204       2,397           sole                sole              
Hudson United Bancor             Equity         444165104     90,692       2,303           sole                sole              
Hughes Supply Inc                Equity         444482103    101,644       3,142           sole                sole              
Hutchinson Technolog             Equity         448407106     46,255       1,338           sole                sole              
Hydril                           Equity         448774109     53,429       1,174           sole                sole              
Hyperion Solutions C             Equity         44914M104     93,287       2,001           sole                sole              
ICU Medical Inc                  Equity         44930G107     17,908         655           sole                sole              
Ihop Corp                        Equity         449623107     45,995       1,098           sole                sole              
IDEX Corp                        Equity         45167R104    104,207       2,573           sole                sole              
Idexx Laboratories I             Equity         45168D104     97,279       1,782           sole                sole              
Imagistics Internati             Equity         45247T104     27,332         812           sole                sole              
Immucor Inc                      Equity         452526106     52,357       2,227           sole                sole              
Input/Output Inc                 Equity         457652105     33,177       3,753           sole                sole              
Insight Enterprises              Equity         45765U103     50,931       2,482           sole                sole              
Insituform Technolog             Equity         457667103     27,816       1,227           sole                sole              
Insurance Auto Aucti             Equity         457875102     13,004         580           sole                sole              
Integra LifeSciences             Equity         457985208     54,102       1,465           sole                sole              
Inter-Tel Inc                    Equity         458372109     36,087       1,318           sole                sole              
Interface Inc                    Equity         458665106     23,739       2,381           sole                sole              
Intermagnetics Gener             Equity         458771102     32,881       1,294           sole                sole              
Intermet Corp                    Equity         45881K104        320       1,230           sole                sole              
Internet Security Sy             Equity         46060X107     57,753       2,484           sole                sole              
Intrado Inc                      Equity         46117A100      9,341         772           sole                sole              
Invacare Corp                    Equity         461203101     74,201       1,604           sole                sole              
Investment Technolog             Equity         46145F105     47,020       2,351           sole                sole              
Ionics Inc                       Equity         462218108     50,231       1,159           sole                sole              
Irwin Financial Corp             Equity         464119106     41,166       1,450           sole                sole              
Itron Inc                        Equity         465741106     25,584       1,070           sole                sole              
J&J Snack Foods Corp             Equity         466032109     20,446         417           sole                sole              
JDA Software Group I             Equity         46612K108     18,973       1,393           sole                sole              
J Jill Group Inc/The             Equity         466189107     15,277       1,026           sole                sole              
JLG Industries Inc               Equity         466210101     43,991       2,241           sole                sole              
j2 Global Communicat             Equity         46626E205     40,986       1,188           sole                sole              
Jack in the Box Inc              Equity         466367109     69,021       1,872           sole                sole              
Jakks Pacific Inc                Equity         47012E106     26,620       1,204           sole                sole              
Jo-Ann Stores Inc                Equity         47758P307     29,468       1,070           sole                sole              
K-Swiss Inc                      Equity         482686102     52,795       1,813           sole                sole              
K2 Inc                           Equity         482732104     28,997       1,826           sole                sole              
Kaman Corp                       Equity         483548103     13,257       1,048           sole                sole              
Kansas City Southern             Equity         485170302     57,002       3,215           sole                sole              
Kaydon Corp                      Equity         486587108     47,780       1,447           sole                sole              
Keithley Instruments             Equity         487584104     14,184         720           sole                sole              
Kellwood Co                      Equity         488044108     48,059       1,393           sole                sole              
Kensey Nash Corp.                Equity         490057106     19,820         574           sole                sole              
Kilroy Realty Corp               Equity         49427F108     62,287       1,457           sole                sole              
Kirby Corp                       Equity         497266106     55,830       1,258           sole                sole              
Knight Transportatio             Equity         499064103     71,672       2,890           sole                sole              
Kopin Corp                       Equity         500600101     12,481       3,225           sole                sole              
Kronos Inc/MA                    Equity         501052104     81,450       1,593           sole                sole              
Kulicke & Soffa Indu             Equity         501242101     22,472       2,607           sole                sole              
LCA-Vision Inc                   Equity         501803308     15,741         673           sole                sole              
La-Z-Boy Inc                     Equity         505336107     41,084       2,673           sole                sole              
Labor Ready Inc                  Equity         505401208     35,921       2,123           sole                sole              
Labone Inc.                      Equity         50540L105     27,426         856           sole                sole              
Laclede Group Inc/Th             Equity         505597104     33,112       1,063           sole                sole              
Lance Inc                        Equity         514606102     25,729       1,352           sole                sole              
LandAmerica Financia             Equity         514936103     52,366         971           sole                sole              
Landry's Restaurants             Equity         51508L103     41,440       1,426           sole                sole              
Landstar System Inc              Equity         515098101    112,596       1,529           sole                sole              
Lawson Products                  Equity         520776105     22,996         456           sole                sole              
Lennox International             Equity         526107107     61,437       3,019           sole                sole              
Lexington Corporate              Equity         529043101     55,773       2,470           sole                sole              
Libbey Inc                       Equity         529898108     14,214         640           sole                sole              
Lindsay Manufacturin             Equity         535555106     14,208         549           sole                sole              
Linens 'N Things Inc             Equity         535679104     55,552       2,240           sole                sole              
Littelfuse Inc                   Equity         537008104     38,669       1,132           sole                sole              
Lone Star Steakhouse             Equity         542307103     30,576       1,092           sole                sole              
Lone Star Technologi             Equity         542312103     49,387       1,476           sole                sole              
Longs Drug Stores Co             Equity         543162101     52,769       1,914           sole                sole              
Lydall Inc                       Equity         550819106      8,836         745           sole                sole              
MAF Bancorp Inc                  Equity         55261R108     75,163       1,677           sole                sole              
MDC Holdings Inc                 Equity         552676108    144,614       1,673           sole                sole              
MGI Pharma Inc                   Equity         552880106    101,228       3,614           sole                sole              
MRO Software Inc                 Equity         55347W105     14,830       1,139           sole                sole              
MTS Systems Corp                 Equity         553777103     34,621       1,024           sole                sole              
MacDermid Inc                    Equity         554273102     56,136       1,555           sole                sole              
Magnetek Inc                     Equity         559424106      9,425       1,366           sole                sole              
Manhattan Associates             Equity         562750109     36,966       1,548           sole                sole              
Manitowoc Co                     Equity         563571108     51,618       1,371           sole                sole              
Mantech Internationa             Equity         564563104     36,536       1,539           sole                sole              
Mapinfo Corp                     Equity         565105103     12,411       1,036           sole                sole              
Marcus Corp                      Equity         566330106     36,076       1,435           sole                sole              
Massey Energy Co                 Equity         576206106    136,095       3,894           sole                sole              
Material Sciences Co             Equity         576674105     12,287         683           sole                sole              
Maverick Tube Corp               Equity         577914104     65,812       2,172           sole                sole              
MAXIMUS Inc                      Equity         577933104     34,637       1,113           sole                sole              
Meade Instruments Co             Equity         583062104      3,276         955           sole                sole              
Medicis Pharmaceutic             Equity         584690309    102,240       2,912           sole                sole              
Men's Wearhouse Inc              Equity         587118100     58,455       1,829           sole                sole              
Mentor Corp                      Equity         587188103     72,710       2,155           sole                sole              
Mercury Computer Sys             Equity         589378108     29,977       1,010           sole                sole              
Merit Medical System             Equity         589889104     19,788       1,295           sole                sole              
Meritage Homes Corp              Equity         59001A102     76,073         675           sole                sole              
Mesa Air Group Inc               Equity         590479101     11,608       1,462           sole                sole              
Methode Electronics              Equity         591520200     21,254       1,654           sole                sole              
Micros Systems Inc               Equity         594901100     74,157         950           sole                sole              
Microsemi Corp                   Equity         595137100     52,965       3,051           sole                sole              
Midas Inc                        Equity         595626102     14,000         700           sole                sole              
Milacron Inc                     Equity         598709103     12,587       3,713           sole                sole              
Mobile Mini Inc                  Equity         60740F105     21,939         664           sole                sole              
Monaco Coach Corp                Equity         60886R103     30,958       1,505           sole                sole              
Moog Inc                         Equity         615394202     60,542       1,335           sole                sole              
Movie Gallery Inc                Equity         624581104     32,781       1,719           sole                sole              
Mueller Industries I             Equity         624756102     57,799       1,795           sole                sole              
Mueller Industry                                                                                                                 
  11/01/2014 6.00%               Bond           624756AA0     14,775      15,000           sole                sole              
Multimedia Games Inc             Equity         625453105     22,553       1,431           sole                sole              
Myers Industries Inc             Equity         628464109     19,661       1,536           sole                sole              
NBTY Inc                         Equity         628782104     82,234       3,425           sole                sole              
NCO Group Inc                    Equity         628858102     41,748       1,615           sole                sole              
NVR Inc                          Equity         62944T105    261,596         340           sole                sole              
Napster Inc                      Equity         630797108     15,068       1,603           sole                sole              
Nara Bancorp Inc                 Equity         63080P105     24,737       1,163           sole                sole              
Nash Finch Co                    Equity         631158102     21,939         581           sole                sole              
National Presto Indu             Equity         637215104     14,879         327           sole                sole              
Natures Sunshine Pro             Equity         639027101     13,621         669           sole                sole              
Nautilus Group Inc               Equity         63910B102     40,461       1,674           sole                sole              
NDCHealth Corp                   Equity         639480102     34,354       1,848           sole                sole              
Neenah Paper                     Equity         640079109     24,450         750           sole                sole              
Thomas Nelson Inc                Equity         640376109     14,848         657           sole                sole              
Network Equipment Te             Equity         641208103     10,468       1,066           sole                sole              
New Century Financia             Equity         6435EV108    152,234       2,382           sole                sole              
New Jersey Resources             Equity         646025106     61,283       1,414           sole                sole              
Northwest Natural Ga             Equity         667655104     47,270       1,401           sole                sole              
Noven Pharmaceutical             Equity         670009109     20,472       1,200           sole                sole              
NYFIX Inc                        Equity         670712108      9,452       1,527           sole                sole              
O'Charleys Inc                   Equity         670823103     18,885         966           sole                sole              
OCA Inc                          Equity         67083Q101     14,808       2,332           sole                sole              
OM Group Inc                     Equity         670872100     47,171       1,455           sole                sole              
Oceaneering Internat             Equity         675232102     47,770       1,280           sole                sole              
Odyssey HealthCare I             Equity         67611V101     25,691       1,878           sole                sole              
Offshore Logistics I             Equity         676255102     37,698       1,161           sole                sole              
Omnova Solutions Inc             Equity         682129101     10,419       1,854           sole                sole              
On Assignment Inc                Equity         682159108      6,057       1,167           sole                sole              
Oshkosh B'Gosh Inc               Equity         688222207     12,626         590           sole                sole              
Oshkosh Truck Corp               Equity         688239201    123,699       1,809           sole                sole              
Osteotech Inc                    Equity         688582105      4,516         821           sole                sole              
Owens & Minor Inc                Equity         690732102     56,763       2,015           sole                sole              
Oxford Industries In             Equity         691497309     34,362         832           sole                sole              
PC-Tel Inc                       Equity         69325Q105      7,470         942           sole                sole              
PF Chang's China Bis             Equity         69333Y108     73,931       1,312           sole                sole              
PRG-Schultz Internat             Equity         69357C107     14,803       2,943           sole                sole              
Panera Bread Co                  Equity         69840W108     62,375       1,547           sole                sole              
Papa John's Internat             Equity         698813102     28,654         832           sole                sole              
Parexel Internationa             Equity         699462107     27,182       1,339           sole                sole              
Park Electrochemical             Equity         700416209     22,070       1,018           sole                sole              
Parkway Prop Inc                 Equity         70159Q104     28,674         565           sole                sole              
Patina Oil & Gas Cor             Equity         703224105    135,750       3,620           sole                sole              
Paxar Corp                       Equity         704227107     45,094       2,034           sole                sole              
Pediatrix Medical Gr             Equity         705324101     80,511       1,257           sole                sole              
Pegasus Solutions In             Equity         705906105     14,603       1,159           sole                sole              
Penford Corp                     Equity         707051108      6,292         400           sole                sole              
PEP Boys-Manny Moe &             Equity         713278109     52,490       3,075           sole                sole              
Performance Food Gro             Equity         713755106     63,992       2,378           sole                sole              
Pericom Semiconducto             Equity         713831105     11,241       1,192           sole                sole              
Petroleum Devp Corp              Equity         716578109     31,435         815           sole                sole              
Pharmaceutical Produ             Equity         717124101    119,122       2,885           sole                sole              
Philadelphia Consoli             Equity         717528103     74,738       1,130           sole                sole              
Phillips-Van Heusen              Equity         718592108     42,606       1,578           sole                sole              
Phoenix Technologies             Equity         719153108      9,631       1,166           sole                sole              
Photon Dynamics Inc              Equity         719364101     18,963         781           sole                sole              
Photronics Inc                   Equity         719405102     26,219       1,589           sole                sole              
Piedmont Natural Gas             Equity         720186105     91,101       3,920           sole                sole              
Pinnacle Entertainme             Equity         723456109     34,140       1,726           sole                sole              
Pinnacle Systems Inc             Equity         723481107     19,447       3,188           sole                sole              
Piper Jaffray Cos                Equity         724078100     48,813       1,018           sole                sole              
Planar Systems Inc               Equity         726900103      7,457         664           sole                sole              
Polaris Industries I             Equity         731068102    149,916       2,204           sole                sole              
PolyMedica Corp                  Equity         731738100     51,870       1,391           sole                sole              
PolyOne Corp                     Equity         73179P106     39,936       4,408           sole                sole              
Pope & Talbot Inc                Equity         732827100     12,422         726           sole                sole              
Possis Medical Inc               Equity         737407106     12,563         932           sole                sole              
Power Integrations I             Equity         739276103     31,213       1,578           sole                sole              
Pre-Paid Legal Servi             Equity         740065107     31,542         840           sole                sole              
Presidential Life Co             Equity         740884101     25,525       1,505           sole                sole              
Priority Healthcare              Equity         74264T102     48,482       2,227           sole                sole              
ProAssurance Corp                Equity         74267C106     58,509       1,496           sole                sole              
PrivateBancorp Inc               Equity         742962103     32,778       1,017           sole                sole              
Progress Software Co             Equity         743312100     43,174       1,849           sole                sole              
Provident Bankshares             Equity         743859100     61,320       1,686           sole                sole              
Province Healthcare              Equity         743977100     56,590       2,532           sole                sole              
Quaker Chemical Corp             Equity         747316107     10,905         439           sole                sole              
Quanex Corp                      Equity         747620102     57,805         843           sole                sole              
Quiksilver Inc                   Equity         74838C106     86,748       2,912           sole                sole              
RLI Corp                         Equity         749607107     53,708       1,292           sole                sole              
RTI International Me             Equity         74973W107     19,842         966           sole                sole              
Radiant Systems Inc              Equity         75025N102      8,372       1,286           sole                sole              
Radisys Corp                     Equity         750459109     16,207         829           sole                sole              
Ralcorp Holdings Inc             Equity         751028101     62,895       1,500           sole                sole              
Rare Hospitality Int             Equity         753820109     55,564       1,744           sole                sole              
Rayovac Corp                     Equity         755081106     54,000       1,767           sole                sole              
Regal-Beloit Corp                Equity         758750103     33,576       1,174           sole                sole              
Regeneron Pharmaceut             Equity         75886F107     24,462       2,656           sole                sole              
RehabCare Group Inc              Equity         759148109     20,881         746           sole                sole              
Reliance Steel & Alu             Equity         759509102     64,790       1,663           sole                sole              
Remington Oil & Gas              Equity         759594302     37,769       1,386           sole                sole              
Republic Bancorp Inc             Equity         760282103     55,207       3,613           sole                sole              
Resmed Inc                       Equity         761152107     88,659       1,735           sole                sole              
Respironics Inc                  Equity         761230101     97,141       1,787           sole                sole              
Rewards Network Inc              Equity         761557107      8,127       1,161           sole                sole              
Riggs National Corp              Equity         766570105     31,592       1,486           sole                sole              
Robbins & Myers Inc              Equity         770196103     15,871         666           sole                sole              
Rock-Tenn Co                     Equity         772739207     27,546       1,817           sole                sole              
Rogers Corp                      Equity         775133101     36,635         850           sole                sole              
Roper Industries Inc             Equity         776696106    127,860       2,104           sole                sole              
Rudolph Technologies             Equity         781270103     13,049         760           sole                sole              
Russ Berrie & Co Inc             Equity         782233100     21,881         958           sole                sole              
Russell Corp                     Equity         782352108     32,610       1,674           sole                sole              
Ryan's Restaurant Gr             Equity         783520109     32,166       2,086           sole                sole              
Ryerson Tull Inc                 Equity         78375P107     18,144       1,152           sole                sole              
SBS Technologies Inc             Equity         78387P103     10,093         723           sole                sole              
SCP Pool Corp                    Equity         784028102     87,278       2,736           sole                sole              
SCPIE Holdings Inc               Equity         78402P104      4,683         473           sole                sole              
SFBC Intl Inc                    Equity         784121105     29,191         739           sole                sole              
SPSS Inc                         Equity         78462K102     12,575         804           sole                sole              
SWS Group Inc                    Equity         78503N107     17,251         787           sole                sole              
St Mary Land & Explo             Equity         792228108     61,107       1,464           sole                sole              
Sanderson Farms Inc              Equity         800013104     44,059       1,018           sole                sole              
Savient Pharmaceutic             Equity         80517Q100      7,480       2,760           sole                sole              
Scansource Inc                   Equity         806037107     39,969         643           sole                sole              
School Specialty Inc             Equity         807863105     37,596         975           sole                sole              
Schulman A Inc                   Equity         808194104     33,121       1,547           sole                sole              
Schweitzer-Mauduit I             Equity         808541106     26,142         770           sole                sole              
SEACOR Holdings Inc              Equity         811904101     50,783         951           sole                sole              
Select Comfort Corp              Equity         81616X103     33,494       1,867           sole                sole              
Selective Insurance              Equity         816300107     62,909       1,422           sole                sole              
Serena Software Inc              Equity         817492101     49,318       2,279           sole                sole              
Shaw Group Inc/The               Equity         820280105     57,905       3,244           sole                sole              
ShopKo Stores Inc                Equity         824911101     25,237       1,351           sole                sole              
Shuffle Master Inc               Equity         825549108     55,107       1,170           sole                sole              
Shurgard Storage Cen             Equity         82567D104    103,820       2,359           sole                sole              
Sierra Health Servic             Equity         826322109     73,407       1,332           sole                sole              
Simpson Manufacturin             Equity         829073105     86,901       2,490           sole                sole              
Skyline Corp                     Equity         830830105     16,320         400           sole                sole              
Skywest Inc                      Equity         830879102     59,759       2,979           sole                sole              
Skyworks Solutions I             Equity         83088M102     72,441       7,682           sole                sole              
AO Smith Corp                    Equity         831865209     45,150       1,508           sole                sole              
Sola International I             Equity         834092108     45,166       1,640           sole                sole              
Sonic Corp                       Equity         835451105     92,903       3,046           sole                sole              
Sonic Automotive Inc             Equity         83545G102     51,410       2,073           sole                sole              
Sonic Solutions                  Equity         835460106     26,322       1,173           sole                sole              
Sourcecorp                       Equity         836167106     14,333         750           sole                sole              
South Financial Grou             Equity         837841105    115,156       3,540           sole                sole              
Southern Union Co                Equity         844030106     94,601       3,945           sole                sole              
Southwest Bancorp of             Equity         84476R109     82,027       3,522           sole                sole              
Southwest Gas Corp               Equity         844895102     45,187       1,779           sole                sole              
Southwestern Energy              Equity         845467109     93,827       1,851           sole                sole              
Sovran Self Storage              Equity         84610H108     31,984         759           sole                sole              
Spherion Corp                    Equity         848420105     26,023       3,098           sole                sole              
Spinnaker Exploratio             Equity         84855W109     60,671       1,730           sole                sole              
Stage Stores Inc                 Equity         85254C305     37,036         892           sole                sole              
Standard Microsystem             Equity         853626109     15,405         864           sole                sole              
Standard Motor Produ             Equity         853666105     14,473         916           sole                sole              
Standard-Pacific Cor             Equity         85375C101    111,924       1,745           sole                sole              
Standard Register Co             Equity         853887107     18,540       1,313           sole                sole              
Standex Internationa             Equity         854231107     16,068         564           sole                sole              
Startek Inc                      Equity         85569C107     21,053         740           sole                sole              
Steak N Shake Co/The             Equity         857873103     25,642       1,277           sole                sole              
Steel Dynamics Inc               Equity         858119100     95,836       2,530           sole                sole              
Steel Technologies I             Equity         858147101     17,992         654           sole                sole              
Stein Mart Inc                   Equity         858375108     36,850       2,160           sole                sole              
Sterling Bancshares              Equity         858907108     32,778       2,297           sole                sole              
Sterling Financial C             Equity         859319105     45,502       1,159           sole                sole              
Stewart & Stevenson              Equity         860342104     29,819       1,474           sole                sole              
Stewart Information              Equity         860372101     38,651         928           sole                sole              
Stone Energy Corp                Equity         861642106     61,638       1,367           sole                sole              
Stride Rite Corp                 Equity         863314100     20,452       1,831           sole                sole              
Sturm Ruger & Co Inc             Equity         864159108     11,667       1,292           sole                sole              
Sunrise Senior Livin             Equity         86768K106     48,678       1,050           sole                sole              
Supertex Inc                     Equity         868532102     12,803         590           sole                sole              
SurModics Inc                    Equity         868873100     26,301         809           sole                sole              
Susquehanna Bancshar             Equity         869099101     58,957       2,363           sole                sole              
Swift Energy Co                  Equity         870738101     41,153       1,422           sole                sole              
Sybron Dental Specia             Equity         871142105     69,982       1,978           sole                sole              
Symmetricom Inc                  Equity         871543104     20,391       2,100           sole                sole              
Synaptics Inc                    Equity         87157D109     39,754       1,300           sole                sole              
TBC Corp                         Equity         872183108     31,553       1,135           sole                sole              
THQ Inc                          Equity         872443403     45,651       1,990           sole                sole              
Take-Two Interactive             Equity         874054109     80,121       2,303           sole                sole              
Talx Corp                        Equity         874918105     16,170         627           sole                sole              
Technitrol Inc                   Equity         878555101     37,674       2,070           sole                sole              
Teledyne Technologie             Equity         879360105     49,030       1,666           sole                sole              
Tetra Technologies               Equity         88162F105     32,404       1,145           sole                sole              
Tetra Tech Inc                   Equity         88162G103     48,010       2,868           sole                sole              
Texas Industries                 Equity         882491103     67,745       1,086           sole                sole              
Theragenics Corp                 Equity         883375107      5,639       1,389           sole                sole              
Thomas Industries                Equity         884425109     35,569         891           sole                sole              
Timken Co                        Equity         887389104    119,380       4,588           sole                sole              
Tollgrade Commun                 Equity         889542106      7,711         630           sole                sole              
Too Inc                          Equity         890333107     43,221       1,767           sole                sole              
Toro Co                          Equity         891092108    101,443       1,247           sole                sole              
Tractor Supply Co                Equity         892356106     72,969       1,961           sole                sole              
Tredegar Corp                    Equity         894650100     39,834       1,971           sole                sole              
Triarc Cos                       Equity         895927309     40,029       3,265           sole                sole              
Trimble Navigation L             Equity         896239100     85,904       2,600           sole                sole              
Triumph Group Inc                Equity         896818101     32,153         814           sole                sole              
Trustco Bank Corp NY             Equity         898349105     52,650       3,818           sole                sole              
UCBH Holdings Inc                Equity         90262T308    106,165       2,317           sole                sole              
UGI Corp                         Equity         902681105    106,571       2,605           sole                sole              
UICI                             Equity         902737105     80,445       2,373           sole                sole              
UIL Holdings Corp                Equity         902748102     38,167         744           sole                sole              
URS Corp                         Equity         903236107     70,748       2,204           sole                sole              
Ultimate Electronics             Equity         903849107        836         680           sole                sole              
Ultratech Inc                    Equity         904034105     21,225       1,126           sole                sole              
Umpqua Holdings Corp             Equity         904214103     55,286       2,193           sole                sole              
Unisource Energy Cor             Equity         909205106     42,241       1,752           sole                sole              
Unit Corp                        Equity         909218109     89,641       2,346           sole                sole              
United Bankshares In             Equity         909907107     85,227       2,234           sole                sole              
United Natural Foods             Equity         911163103     62,200       2,000           sole                sole              
United Stationers In             Equity         913004107     80,249       1,737           sole                sole              
United Surgical Part             Equity         913016309     60,131       1,442           sole                sole              
Universal Forest Pro             Equity         913543104     38,235         881           sole                sole              
USF Corp                         Equity         91729Q101     53,965       1,422           sole                sole              
Valmont Industries I             Equity         920253101     30,735       1,224           sole                sole              
Varian Semiconductor             Equity         922207105     68,652       1,863           sole                sole              
Veeco Instruments In             Equity         922417100     32,026       1,520           sole                sole              
Verity Inc                       Equity         92343C106     22,750       1,734           sole                sole              
Veritas DGC Inc                  Equity         92343P107     38,433       1,715           sole                sole              
Vertrue Inc                      Equity         92534N101     19,678         521           sole                sole              
Viad Corp                        Equity         92552R406     31,595       1,109           sole                sole              
Viasat Inc                       Equity         92552V100     32,813       1,352           sole                sole              
Viasys Healthcare In             Equity         92553Q209     30,001       1,579           sole                sole              
Vicor Corp                       Equity         925815102     28,200       2,151           sole                sole              
Vintage Petroleum In             Equity         927460105     75,308       3,319           sole                sole              
Vital Signs Inc                  Equity         928469105     23,157         595           sole                sole              
Volt Information Sci             Equity         928703107     21,484         731           sole                sole              
WD-40 Co                         Equity         929236107     23,467         826           sole                sole              
W-H Energy Services              Equity         92925E108     31,483       1,408           sole                sole              
WMS Industries Inc               Equity         929297109     51,819       1,545           sole                sole              
Wabash National Corp             Equity         929566107     46,400       1,723           sole                sole              
Waste Connections In             Equity         941053100     76,686       2,239           sole                sole              
Watsco Inc                       Equity         942622200     48,111       1,366           sole                sole              
Watson Wyatt & Co Ho             Equity         942712100     44,521       1,652           sole                sole              
Watts Water Technolo             Equity         942749102     53,357       1,655           sole                sole              
Wausau-Mosinee Paper             Equity         943315101     46,329       2,594           sole                sole              
Waypoint Financial C             Equity         946756103     48,535       1,712           sole                sole              
WebEx Communications             Equity         94767L109     53,743       2,260           sole                sole              
Websense Inc                     Equity         947684106     59,697       1,177           sole                sole              
Wellman Inc                      Equity         949702104     15,821       1,480           sole                sole              
Whitney Holding Corp             Equity         966612103     93,759       2,084           sole                sole              
Wilson Greatbatch Te             Equity         972232102     22,801       1,017           sole                sole              
Winnebago Industries             Equity         974637100     66,402       1,700           sole                sole              
Wintrust Financial C             Equity         97650W108     59,124       1,038           sole                sole              
Wolverine Tube Inc               Equity         978093102      7,359         570           sole                sole              
Wolverine World Wide             Equity         978097103     64,097       2,040           sole                sole              
Woodward Governor Co             Equity         980745103     41,462         579           sole                sole              
World Acceptance Cor             Equity         981419104     26,190         952           sole                sole              
X-Rite Inc                       Equity         983857103     15,802         987           sole                sole              
Yellow Roadway Corp              Equity         985577105    137,269       2,464           sole                sole              
Zale Corp                        Equity         988858106     79,663       2,667           sole                sole              
Zenith National Insu             Equity         989390109     48,943         982           sole                sole              
Zix Corp                         Equity         98974P100      6,911       1,342           sole                sole              
Southern Union                                                                                                                   
  Fractional Share               Equity         JEE030101          -      90,000           sole                sole              
ADC Telecommunicatio             Equity         000886101     23,273       8,684           sole                sole              
Aflac Inc                        Equity         001055102    202,985       5,095           sole                sole              
AES Corp/The                     Equity         00130H105     90,372       6,611           sole                sole              
AT&T Corp                        Equity         001957505    159,380       8,362           sole                sole              
Abbott Laboratories              Equity         002824100    731,659      15,684           sole                sole              
Adobe Systems Inc                Equity         00724F101    154,780       2,467           sole                sole              
Advanced Micro Devic             Equity         007903107     81,188       3,687           sole                sole              
Aetna Inc                        Equity         00817Y108    200,349       1,606           sole                sole              
Affiliated Computer              Equity         008190100     86,192       1,432           sole                sole              
Agilent Technologies             Equity         00846U101    121,006       5,021           sole                sole              
Air Products & Chemi             Equity         009158106    139,012       2,398           sole                sole              
Alberto-Culver Co                Equity         013068101     46,336         954           sole                sole              
Albertson's Inc                  Equity         013104104     93,084       3,898           sole                sole              
Alcoa Inc                        Equity         013817101    274,548       8,738           sole                sole              
Allegheny Energy Inc             Equity         017361106     27,220       1,381           sole                sole              
Allegheny Technologi             Equity         01741R102     18,506         854           sole                sole              
Allergan Inc                     Equity         018490102    111,796       1,379           sole                sole              
Allied Waste Industr             Equity         019589308     31,283       3,371           sole                sole              
Allstate Corp/The                Equity         020002101    360,075       6,962           sole                sole              
Alltel Corp                      Equity         020039103    181,921       3,096           sole                sole              
Altera Corp                      Equity         021441100     83,649       4,041           sole                sole              
Altria Group Inc                 Equity         02209S103  1,259,454      20,613           sole                sole              
AMBAC Financial Grou             Equity         023139108     92,561       1,127           sole                sole              
Amerada Hess Corp                Equity         023551104     77,684         943           sole                sole              
Ameren Corp                      Equity         023608102     95,868       1,912           sole                sole              
American Electric Po             Equity         025537101    143,473       4,178           sole                sole              
American Express Co              Equity         025816109    717,985      12,737           sole                sole              
American Internation             Equity         026874107  1,718,912      26,175           sole                sole              
American Power Conve             Equity         029066107     45,325       2,118           sole                sole              
American Standard Co             Equity         029712106     96,069       2,325           sole                sole              
AmerisourceBergen Co             Equity         03073E105     69,125       1,178           sole                sole              
Amgen Inc                        Equity         031162100    815,924      12,719           sole                sole              
AmSouth Bancorp                  Equity         032165102     95,623       3,692           sole                sole              
Anadarko Petroleum C             Equity         032511107    171,941       2,653           sole                sole              
Analog Devices Inc               Equity         032654105    143,250       3,880           sole                sole              
Andrew Corp                      Equity         034425108     22,490       1,650           sole                sole              
Anheuser-Busch Cos I             Equity         035229103    408,224       8,047           sole                sole              
AON Corp                         Equity         037389103     79,311       3,324           sole                sole              
Apache Corp                      Equity         037411105    173,051       3,422           sole                sole              
Apartment Investment             Equity         03748R101     38,347         995           sole                sole              
Apollo Group Inc                 Equity         037604105    150,524       1,865           sole                sole              
Apple Computer Inc               Equity         037833100    246,910       3,834           sole                sole              
Applera Corp - Appli             Equity         038020103     46,420       2,220           sole                sole              
Applied Materials In             Equity         038222105    300,156      17,553           sole                sole              
Applied Micro Circui             Equity         03822W109     13,821       3,283           sole                sole              
Archer-Daniels-Midla             Equity         039483102    151,931       6,810           sole                sole              
Ashland Inc                      Equity         044204105     42,676         731           sole                sole              
Autodesk Inc                     Equity         052769106     90,625       2,388           sole                sole              
Automatic Data Proce             Equity         053015103    268,096       6,045           sole                sole              
Autonation Inc                   Equity         05329W102     55,709       2,900           sole                sole              
Autozone Inc                     Equity         053332102     86,379         946           sole                sole              
Avaya Inc                        Equity         053499109     75,456       4,387           sole                sole              
Avery Dennison Corp              Equity         053611109     71,424       1,191           sole                sole              
Avon Products Inc                Equity         054303102    193,345       4,996           sole                sole              
BB&T Corp                        Equity         054937107    243,301       5,786           sole                sole              
BJ Services Co                   Equity         055482103     77,908       1,674           sole                sole              
BMC Software Inc                 Equity         055921100     44,249       2,379           sole                sole              
Baker Hughes Inc                 Equity         057224107    150,753       3,533           sole                sole              
Ball Corp                        Equity         058498106     52,336       1,190           sole                sole              
Bank of America Corp             Equity         060505104  1,920,246      40,865           sole                sole              
Bank of New York Co              Equity         064057102    261,211       7,816           sole                sole              
CR Bard Inc                      Equity         067383109     69,354       1,084           sole                sole              
Bausch & Lomb Inc                Equity         071707103     35,195         546           sole                sole              
Baxter International             Equity         071813109    222,887       6,453           sole                sole              
Bear Stearns Cos Inc             Equity         073902108    106,505       1,041           sole                sole              
Becton Dickinson & C             Equity         075887109    151,940       2,675           sole                sole              
Bed Bath & Beyond In             Equity         075896100    124,867       3,135           sole                sole              
BellSouth Corp                   Equity         079860102    511,114      18,392           sole                sole              
Bemis Co                         Equity         081437105     32,174       1,106           sole                sole              
Best Buy Co Inc                  Equity         086516101    203,632       3,427           sole                sole              
Big Lots Inc                     Equity         089302103     15,211       1,254           sole                sole              
Biomet Inc                       Equity         090613100    117,196       2,701           sole                sole              
Biogen Idec Inc                  Equity         09062X103    230,471       3,460           sole                sole              
Black & Decker Corp              Equity         091797100     72,872         825           sole                sole              
H&R Block Inc                    Equity         093671105     81,144       1,656           sole                sole              
Boeing Co                        Equity         097023105    436,576       8,433           sole                sole              
Boston Scientific Co             Equity         101137107    307,223       8,642           sole                sole              
Bristol-Myers Squibb             Equity         110122108    500,666      19,542           sole                sole              
Broadcom Corp                    Equity         111320107    103,425       3,204           sole                sole              
Brown-Forman Corp                Equity         115637209     62,359       1,281           sole                sole              
Brunswick Corp                   Equity         117043109     47,322         956           sole                sole              
Burlington Northern              Equity         12189T104    184,887       3,908           sole                sole              
Burlington Resources             Equity         122014103    172,478       3,965           sole                sole              
Cigna Corp                       Equity         125509109    120,805       1,481           sole                sole              
CIT Group Inc                    Equity         125581108     97,001       2,117           sole                sole              
CMS Energy Corp                  Equity         125896100     17,368       1,662           sole                sole              
CSX Corp                         Equity         126408103     90,541       2,259           sole                sole              
CVS Corp                         Equity         126650100    188,528       4,183           sole                sole              
Calpine Corp                     Equity         131347106     17,167       4,357           sole                sole              
Campbell Soup Co                 Equity         134429109    129,125       4,320           sole                sole              
Capital One Financia             Equity         14040H105    205,809       2,444           sole                sole              
Cardinal Health Inc              Equity         14149Y108    251,441       4,324           sole                sole              
Caremark Rx Inc                  Equity         141705103    177,514       4,502           sole                sole              
Carnival Corp                    Equity         143658300    366,527       6,360           sole                sole              
Caterpillar Inc                  Equity         149123101    345,770       3,546           sole                sole              
Cendant Corp                     Equity         151313103    250,751      10,725           sole                sole              
Centerpoint Energy I             Equity         15189T107     36,352       3,217           sole                sole              
Centex Corp                      Equity         152312104     78,646       1,320           sole                sole              
CenturyTel Inc                   Equity         156700106     53,843       1,518           sole                sole              
ChevronTexaco Corp               Equity         166764100  1,123,714      21,400           sole                sole              
Chiron Corp                      Equity         170040109     65,927       1,978           sole                sole              
Chubb Corp                       Equity         171232101    152,108       1,978           sole                sole              
Ciena Corp                       Equity         171779101     20,220       6,054           sole                sole              
Cincinnati Financial             Equity         172062101     78,252       1,768           sole                sole              
Cinergy Corp                     Equity         172474108     78,348       1,882           sole                sole              
Circuit City Stores              Equity         172737108     34,486       2,205           sole                sole              
Cisco Systems Inc                Equity         17275R102  1,311,049      67,930           sole                sole              
Cintas Corp                      Equity         172908105     79,343       1,809           sole                sole              
Citigroup Inc                    Equity         172967101  2,507,480      52,044           sole                sole              
Citizens Communicati             Equity         17453B101     41,880       3,037           sole                sole              
Citrix Systems Inc               Equity         177376100     42,780       1,744           sole                sole              
Clear Channel Commun             Equity         184502102    204,490       6,106           sole                sole              
Clorox Co                        Equity         189054109     90,045       1,528           sole                sole              
Coach Inc                        Equity         189754104    106,596       1,890           sole                sole              
Coca-Cola Co/The                 Equity         191216100  1,014,773      24,376           sole                sole              
Coca-Cola Enterprise             Equity         191219104    101,143       4,851           sole                sole              
Colgate-Palmolive Co             Equity         194162103    272,939       5,335           sole                sole              
Comcast Corp                     Equity         20030N101    747,203      22,452           sole                sole              
Comerica Inc                     Equity         200340107    113,436       1,859           sole                sole              
Computer Associates              Equity         204912109    190,087       6,120           sole                sole              
Computer Sciences Co             Equity         205363104    112,176       1,990           sole                sole              
Compuware Corp                   Equity         205638109     26,132       4,039           sole                sole              
Comverse Technology              Equity         205862402     49,731       2,034           sole                sole              
ConAgra Foods Inc                Equity         205887102    166,540       5,655           sole                sole              
ConocoPhillips                   Equity         20825C104    600,777       6,919           sole                sole              
Consolidated Edison              Equity         209115104    110,556       2,527           sole                sole              
Constellation Energy             Equity         210371100     77,454       1,772           sole                sole              
Convergys Corp                   Equity         212485106     22,485       1,500           sole                sole              
Cooper Tire & Rubber             Equity         216831107     16,787         779           sole                sole              
Adolph Coors Co                  Equity         217016104     29,360         388           sole                sole              
Corning Inc                      Equity         219350105    165,404      14,053           sole                sole              
Costco Wholesale Cor             Equity         22160K105    224,284       4,633           sole                sole              
Countrywide Financia             Equity         222372104    215,620       5,826           sole                sole              
Crane Co                         Equity         224399105     18,227         632           sole                sole              
Cummins Inc                      Equity         231021106     37,454         447           sole                sole              
DTE Energy Co                    Equity         233331107     76,254       1,768           sole                sole              
Dana Corp                        Equity         235811106     27,641       1,595           sole                sole              
Danaher Corp                     Equity         235851102    187,157       3,260           sole                sole              
Darden Restaurants I             Equity         237194105     49,433       1,782           sole                sole              
Deere & Co                       Equity         244199105    187,934       2,526           sole                sole              
Dell Inc                         Equity         24702R101  1,056,955      25,082           sole                sole              
Delphi Corp                      Equity         247126105     54,003       5,987           sole                sole              
Delta Air Lines Inc              Equity         247361108     10,113       1,352           sole                sole              
Deluxe Corp                      Equity         248019101     20,196         541           sole                sole              
Devon Energy Corp                Equity         25179M103    191,798       4,928           sole                sole              
Dillard's Inc/AR                 Equity         254067101     22,893         852           sole                sole              
Walt Disney Co                   Equity         254687106    573,820      20,641           sole                sole              
Dollar General Corp              Equity         256669102     73,858       3,556           sole                sole              
Dominion Resources I             Equity         25746U109    232,348       3,430           sole                sole              
RR Donnelley & Sons              Equity         257867101     79,685       2,258           sole                sole              
Dover Corp                       Equity         260003108     89,835       2,142           sole                sole              
Dow Chemical Co/The              Equity         260543103    467,275       9,438           sole                sole              
Dow Jones & Co Inc               Equity         260561105     36,730         853           sole                sole              
EI Du Pont de Nemour             Equity         263534109    491,726      10,025           sole                sole              
Duke Energy                      Equity         264399106    243,219       9,602           sole                sole              
Dynegy Inc                       Equity         26816Q101     17,510       3,790           sole                sole              
EMC Corp/Massachuset             Equity         268648102    359,229      24,158           sole                sole              
EOG Resources Inc                Equity         26875P101     87,416       1,225           sole                sole              
E*Trade Financial Co             Equity         269246104     57,617       3,854           sole                sole              
Eastman Chemical Co              Equity         277432100     46,761         810           sole                sole              
Eastman Kodak Co                 Equity         277461109     97,814       3,033           sole                sole              
Eaton Corp                       Equity         278058102    115,776       1,600           sole                sole              
eBay Inc                         Equity         278642103    772,215       6,641           sole                sole              
Ecolab Inc                       Equity         278865100     95,589       2,721           sole                sole              
Edison International             Equity         281020107    110,888       3,462           sole                sole              
El Paso Corp                     Equity         28336L109     70,200       6,750           sole                sole              
Electronic Arts Inc              Equity         285512109    193,675       3,140           sole                sole              
Electronic Data Syst             Equity         285661104    117,556       5,089           sole                sole              
Emerson Electric Co              Equity         291011104    295,892       4,221           sole                sole              
Engelhard Corp                   Equity         292845104     40,423       1,318           sole                sole              
Entergy Corp                     Equity         29364G103    163,771       2,423           sole                sole              
Equifax Inc                      Equity         294429105     41,644       1,482           sole                sole              
Equity Office Proper             Equity         294741103    123,323       4,235           sole                sole              
Equity Residential               Equity         29476L107    104,343       2,884           sole                sole              
Exelon Corp                      Equity         30161N101    292,272       6,632           sole                sole              
Express Scripts Inc              Equity         302182100     60,923         797           sole                sole              
Exxon Mobil Corp                 Equity         30231G102  3,350,251      65,358           sole                sole              
FPL Group Inc                    Equity         302571104    144,940       1,939           sole                sole              
Family Dollar Stores             Equity         307000109     56,401       1,806           sole                sole              
Freddie Mac                      Equity         313400301    508,677       6,902           sole                sole              
Fannie Mae                       Equity         313586109    692,446       9,724           sole                sole              
Federated Department             Equity         31410H101    110,726       1,916           sole                sole              
Federated Investors              Equity         314211103     34,899       1,148           sole                sole              
FedEx Corp                       Equity         31428X106    297,243       3,018           sole                sole              
Fifth Third Bancorp              Equity         316773100    270,678       5,725           sole                sole              
First Data Corp                  Equity         319963104    366,440       8,614           sole                sole              
First Horizon Nation             Equity         320517105     57,681       1,338           sole                sole              
Fiserv Inc                       Equity         337738108     83,233       2,071           sole                sole              
FirstEnergy Corp                 Equity         337932107    138,127       3,496           sole                sole              
Fisher Scientific In             Equity         338032204     71,987       1,154           sole                sole              
Fluor Corp                       Equity         343412102     47,642         874           sole                sole              
Ford Motor Co                    Equity         345370860    269,127      18,383           sole                sole              
Forest Laboratories              Equity         345838106    173,563       3,869           sole                sole              
Fortune Brands Inc               Equity         349631101    118,934       1,541           sole                sole              
Franklin Resources I             Equity         354613101    184,015       2,642           sole                sole              
Freeport-McMoRan Cop             Equity         35671D857     69,273       1,812           sole                sole              
Freescale Semicon/B              Equity         35687M206     48,103       2,620           sole                sole              
Gannett Co Inc                   Equity         364730101    218,384       2,673           sole                sole              
Gap Inc/The                      Equity         364760108    200,112       9,475           sole                sole              
Gateway Inc                      Equity         367626108     23,697       3,943           sole                sole              
General Dynamics Cor             Equity         369550108    218,509       2,089           sole                sole              
General Electric Co              Equity         369604103  3,834,435     105,053           sole                sole              
General Mills Inc                Equity         370334104    195,808       3,939           sole                sole              
General Motors Corp              Equity         370442105    236,915       5,914           sole                sole              
Genuine Parts Co                 Equity         372460105     81,026       1,839           sole                sole              
Genzyme Corp                     Equity         372917104    137,742       2,372           sole                sole              
Georgia-Pacific Corp             Equity         373298108    100,147       2,672           sole                sole              
Gilead Sciences Inc              Equity         375558103    151,332       4,325           sole                sole              
Gillette Co/The                  Equity         375766102    450,711      10,065           sole                sole              
Golden West Financia             Equity         381317106    197,281       3,212           sole                sole              
Goldman Sachs Group              Equity         38141G104    507,923       4,882           sole                sole              
Goodrich Corp                    Equity         382388106     40,180       1,231           sole                sole              
Goodyear Tire & Rubb             Equity         382550101     27,531       1,878           sole                sole              
WW Grainger Inc                  Equity         384802104     64,088         962           sole                sole              
Great Lakes Chemical             Equity         390568103     15,100         530           sole                sole              
Guidant Corp                     Equity         401698105    236,921       3,286           sole                sole              
HCA Inc                          Equity         404119109    169,790       4,249           sole                sole              
Halliburton Co                   Equity         406216101    181,720       4,631           sole                sole              
Harley-Davidson Inc              Equity         412822108    180,063       2,964           sole                sole              
Harrah's Entertainme             Equity         413619107     78,663       1,176           sole                sole              
Hartford Financial S             Equity         416515104    207,237       2,990           sole                sole              
Hasbro Inc                       Equity         418056107     35,834       1,849           sole                sole              
Health Management As             Equity         421933102     56,959       2,507           sole                sole              
HJ Heinz Co                      Equity         423074103    145,277       3,726           sole                sole              
Hercules Inc                     Equity         427056106     16,766       1,129           sole                sole              
Hershey Foods Corp               Equity         427866108    137,406       2,474           sole                sole              
Hewlett-Packard Co               Equity         428236103    636,209      30,339           sole                sole              
Hilton Hotels Corp               Equity         432848109     91,324       4,016           sole                sole              
Home Depot Inc                   Equity         437076102    942,673      22,056           sole                sole              
Honeywell Internatio             Equity         438516106    305,765       8,635           sole                sole              
Hospira Inc                      Equity         441060100     55,275       1,650           sole                sole              
Humana Inc                       Equity         444859102     50,117       1,688           sole                sole              
Huntington Bancshare             Equity         446150104     60,215       2,430           sole                sole              
IMS Health Inc                   Equity         449934108     58,605       2,525           sole                sole              
ITT Industries Inc               Equity         450911102     82,254         974           sole                sole              
Illinois Tool Works              Equity         452308109    289,903       3,128           sole                sole              
Intel Corp                       Equity         458140100  1,507,462      64,449           sole                sole              
Intl Bus Machines                Equity         459200101  1,659,101      16,830           sole                sole              
International Flavor             Equity         459506101     42,112         983           sole                sole              
Intl Game Tech                   Equity         459902102    125,831       3,660           sole                sole              
International Paper              Equity         460146103    213,696       5,088           sole                sole              
Interpublic Group of             Equity         460690100     58,746       4,384           sole                sole              
Intuit Inc                       Equity         461202103     92,465       2,101           sole                sole              
JDS Uniphase Corp                Equity         46612J101     47,889      15,107           sole                sole              
JPMorgan Chase & Co              Equity         46625H100  1,396,012      35,786           sole                sole              
Jabil Circuit Inc                Equity         466313103     53,692       2,099           sole                sole              
Janus Capital Group              Equity         47102X105     42,882       2,551           sole                sole              
Jefferson-Pilot Corp             Equity         475070108     77,732       1,496           sole                sole              
Johnson & Johnson                Equity         478160104  1,891,121      29,819           sole                sole              
Johnson Controls Inc             Equity         478366107    121,297       1,912           sole                sole              
Jones Apparel Group              Equity         480074103     48,272       1,320           sole                sole              
Kla-Tencor Corp                  Equity         482480100     95,908       2,059           sole                sole              
KB Home                          Equity         48666K109     50,947         488           sole                sole              
Kellogg Co                       Equity         487836108    191,904       4,297           sole                sole              
Kerr-McGee Corp                  Equity         492386107     61,778       1,069           sole                sole              
Keycorp                          Equity         493267108    138,549       4,087           sole                sole              
KeySpan Corp                     Equity         49337W100     67,065       1,700           sole                sole              
Kimberly-Clark Corp              Equity         494368103    336,750       5,117           sole                sole              
Kinder Morgan Inc                Equity         49455P101     96,458       1,319           sole                sole              
King Pharmaceuticals             Equity         495582108     31,843       2,568           sole                sole              
Knight-Ridder Inc                Equity         499040103     56,363         842           sole                sole              
Kohl's Corp                      Equity         500255104    177,061       3,601           sole                sole              
Kroger Co/The                    Equity         501044101    138,110       7,874           sole                sole              
LSI Logic Corp                   Equity         502161102     21,701       3,960           sole                sole              
Lab. Corp Of America             Equity         50540R409     69,848       1,402           sole                sole              
Leggett & Platt Inc              Equity         524660107     57,514       2,023           sole                sole              
Lehman Brothers Hold             Equity         524908100    238,470       2,726           sole                sole              
Lexmark Intl                     Equity         529771107    115,260       1,356           sole                sole              
Eli Lilly & Co                   Equity         532457108    644,567      11,358           sole                sole              
Ltd Brands                       Equity         532716107     94,566       4,108           sole                sole              
Lincoln National                 Equity         534187109     87,758       1,880           sole                sole              
Linear Technology Co             Equity         535678106    128,024       3,303           sole                sole              
Liz Claiborne Inc                Equity         539320101     49,639       1,176           sole                sole              
Lockheed Martin Corp             Equity         539830109    248,253       4,469           sole                sole              
Loews Corp                       Equity         540424108    137,507       1,956           sole                sole              
Louisiana-Pacific Co             Equity         546347105     30,216       1,130           sole                sole              
Lowe's Cos Inc                   Equity         548661107    451,045       7,832           sole                sole              
Lucent Technologies              Equity         549463107    166,388      44,252           sole                sole              
M&T Bank Corp                    Equity         55261F104    136,418       1,265           sole                sole              
MBIA Inc                         Equity         55262C100     96,375       1,523           sole                sole              
MBNA Corp                        Equity         55262L100    361,847      12,836           sole                sole              
MGIC Investment Corp             Equity         552848103     71,942       1,044           sole                sole              
Manor Care Inc                   Equity         564055101     33,233         938           sole                sole              
Marathon Oil Corp                Equity         565849106    134,757       3,583           sole                sole              
Marsh & McLennan Cos             Equity         571748102    172,067       5,230           sole                sole              
Marshall & Ilsley Co             Equity         571834100    106,036       2,399           sole                sole              
Marriott Internation             Equity         571903202    153,734       2,441           sole                sole              
Masco Corp                       Equity         574599106    163,801       4,484           sole                sole              
Mattel Inc                       Equity         577081102     88,757       4,554           sole                sole              
Maxim Integrated Pro             Equity         57772K101    147,093       3,470           sole                sole              
May Department Store             Equity         577778103     89,347       3,039           sole                sole              
Maytag Corp                      Equity         578592107     17,808         844           sole                sole              
McCormick & Co Inc               Equity         579780206     57,012       1,477           sole                sole              
McDonald's Corp                  Equity         580135101    404,629      12,621           sole                sole              
McGraw-Hill Cos Inc/             Equity         580645109    174,658       1,908           sole                sole              
McKesson Corp                    Equity         58155Q103     96,614       3,071           sole                sole              
MeadWestvaco Corp                Equity         583334107     71,576       2,112           sole                sole              
Medco Health Sol.                Equity         58405U102    118,435       2,847           sole                sole              
Medimmune Inc                    Equity         584699102     70,350       2,595           sole                sole              
Medtronic Inc                    Equity         585055106    603,491      12,150           sole                sole              
Mellon Financial                 Equity         58551A108    140,928       4,530           sole                sole              
Merck & Co Inc                   Equity         589331107    716,401      22,290           sole                sole              
Mercury Interactive              Equity         589405109     43,273         950           sole                sole              
Meredith Corp                    Equity         589433101     28,563         527           sole                sole              
Merrill Lynch & Co               Equity         590188108    564,109       9,438           sole                sole              
Metlife Inc                      Equity         59156R108    305,283       7,536           sole                sole              
Microsoft Corp                   Equity         594918104  2,917,613     109,233           sole                sole              
Micron Technology                Equity         595112103     79,991       6,477           sole                sole              
Millipore Corp                   Equity         601073109     26,051         523           sole                sole              
Molex Inc                        Equity         608554101     60,480       2,016           sole                sole              
Monsanto Co                      Equity         61166W101    154,318       2,778           sole                sole              
Monster Worldwide                Equity         611742107     40,233       1,196           sole                sole              
Moody's Corp                     Equity         615369105    136,876       1,576           sole                sole              
Morgan Stanley                   Equity         617446448    612,663      11,035           sole                sole              
Motorola Inc                     Equity         620076109    408,242      23,735           sole                sole              
Mylan Laboratories               Equity         628530107     49,928       2,824           sole                sole              
NCR Corp                         Equity         62886E108     69,645       1,006           sole                sole              
National City Corp               Equity         635405103    241,296       6,426           sole                sole              
National Semiconduct             Equity         637640103     70,579       3,932           sole                sole              
Navistar Internation             Equity         63934E108     32,281         734           sole                sole              
Neenah Paper                     Equity         640079109      5,053         155           sole                sole              
Network Appliance In             Equity         64120L104    121,552       3,659           sole                sole              
New York Times Co                Equity         650111107     63,730       1,562           sole                sole              
Newell Rubbermaid                Equity         651229106     69,570       2,876           sole                sole              
Newmont Mining Corp              Equity         651639106    203,131       4,574           sole                sole              
Nextel Communication             Equity         65332V103    335,610      11,187           sole                sole              
Nicor Inc                        Equity         654086107     16,992         460           sole                sole              
Nike Inc CL B                    Equity         654106103    239,875       2,645           sole                sole              
NiSource Inc                     Equity         65473P105     63,625       2,793           sole                sole              
Nordstrom Inc                    Equity         655664100     67,431       1,443           sole                sole              
Norfolk Southern                 Equity         655844108    148,632       4,107           sole                sole              
North Fork Bancorpor             Equity         659424105     77,491       2,686           sole                sole              
Northern Trust Corp              Equity         665859104    112,803       2,322           sole                sole              
Northrop Grumman                 Equity         666807102    195,750       3,601           sole                sole              
Novell Inc                       Equity         670006105     26,642       3,947           sole                sole              
Novellus Systems Inc             Equity         670008101     45,070       1,616           sole                sole              
Nucor Corp                       Equity         670346105     86,466       1,652           sole                sole              
Nvidia Corp                      Equity         67066G104     40,617       1,724           sole                sole              
Occidental Petroleum             Equity         674599105    237,525       4,070           sole                sole              
Office Depot Inc                 Equity         676220106     56,958       3,281           sole                sole              
OfficeMax Inc                    Equity         67622P101     28,242         900           sole                sole              
Omnicom Group                    Equity         681919106    158,606       1,881           sole                sole              
Oracle Corp                      Equity         68389X105    712,727      51,948           sole                sole              
PG&E Corp                        Equity         69331C108    134,019       4,027           sole                sole              
PMC - Sierra Inc                 Equity         69344F106     20,711       1,841           sole                sole              
PNC Financial Ser                Equity         693475105    168,069       2,926           sole                sole              
PPG Industries Inc               Equity         693506107    121,802       1,787           sole                sole              
PPL Corp                         Equity         69351T106     99,420       1,866           sole                sole              
Paccar Inc                       Equity         693718108    149,451       1,857           sole                sole              
Pactiv Corp                      Equity         695257105     42,057       1,663           sole                sole              
Pall Corp                        Equity         696429307     38,359       1,325           sole                sole              
Parametric Tech                  Equity         699173100     16,840       2,859           sole                sole              
Parker Hannifin Corp             Equity         701094104     96,417       1,273           sole                sole              
Paychex Inc                      Equity         704326107    134,855       3,957           sole                sole              
JC Penney Co Inc Hld             Equity         708160106    119,315       2,882           sole                sole              
Peoples Energy Corp              Equity         711030106     16,833         383           sole                sole              
Peoplesoft Inc                   Equity         712713106    104,728       3,955           sole                sole              
Pepsi Bottling Group             Equity         713409100     74,576       2,758           sole                sole              
PepsiCo Inc                      Equity         713448108    888,392      17,019           sole                sole              
PerkinElmer Inc                  Equity         714046109     29,709       1,321           sole                sole              
Pfizer Inc                       Equity         717081103  2,039,849      75,859           sole                sole              
Phelps Dodge Corp                Equity         717265102     93,183         942           sole                sole              
Pinnacle West Cap                Equity         723484101     43,033         969           sole                sole              
Pitney Bowes Inc                 Equity         724479100    114,219       2,468           sole                sole              
Plum Creek Timber Co             Equity         729251108     74,458       1,937           sole                sole              
Power-One Inc                    Equity         739308104      7,957         892           sole                sole              
Praxair Inc                      Equity         74005P104    150,993       3,420           sole                sole              
T Rowe Price Group I             Equity         74144T108     81,669       1,313           sole                sole              
Principal Financial              Equity         74251V102    128,879       3,148           sole                sole              
Procter & Gamble Co              Equity         742718109  1,406,743      25,540           sole                sole              
Progress Energy Inc              Equity         743263105    117,488       2,597           sole                sole              
Progressive Corp/The             Equity         743315103    170,528       2,010           sole                sole              
Prologis                         Equity         743410102     80,074       1,848           sole                sole              
Providian Financial              Equity         74406A102     50,431       3,062           sole                sole              
Prudential Financial             Equity         744320102    295,190       5,371           sole                sole              
Public Service Enter             Equity         744573106    129,166       2,495           sole                sole              
Pulte Homes Inc                  Equity         745867101     83,259       1,305           sole                sole              
QLogic Corp                      Equity         747277101     36,473         993           sole                sole              
Qualcomm Inc                     Equity         747525103    693,367      16,353           sole                sole              
Quest Diagnostics                Equity         74834L100    104,341       1,092           sole                sole              
Qwest Communications             Equity         749121109     82,939      18,680           sole                sole              
RadioShack Corp                  Equity         750438103     56,455       1,717           sole                sole              
Raytheon Co                      Equity         755111507    181,220       4,667           sole                sole              
Reebok International             Equity         758110100     27,236         619           sole                sole              
Regions Financial Co             Equity         7591EP100    174,676       4,908           sole                sole              
Reynolds American In             Equity         761713106    116,800       1,486           sole                sole              
Robert Half Intl                 Equity         770323103     53,268       1,810           sole                sole              
Rockwell Automation              Equity         773903109     96,672       1,951           sole                sole              
Rockwell Collins Inc             Equity         774341101     73,240       1,857           sole                sole              
Rohm & Haas Co                   Equity         775371107    104,117       2,354           sole                sole              
Rowan Cos Inc                    Equity         779382100     29,034       1,121           sole                sole              
Ryder System Inc                 Equity         783549108     32,340         677           sole                sole              
SBC Communications I             Equity         78387G103    857,883      33,290           sole                sole              
SLM Corp                         Equity         78442P106    240,842       4,511           sole                sole              
Sabre Holdings Corp              Equity         785905100     33,306       1,503           sole                sole              
Safeco Corp                      Equity         786429100     76,532       1,465           sole                sole              
Safeway Inc                      Equity         786514208     93,429       4,733           sole                sole              
St Jude Medical Inc              Equity         790849103    152,709       3,642           sole                sole              
St Paul Travelers Co             Equity         792860108    249,036       6,718           sole                sole              
Sanmina-SCI Corp                 Equity         800907107     46,060       5,438           sole                sole              
Sara Lee Corp                    Equity         803111103    201,472       8,346           sole                sole              
Schering-Plough Corp             Equity         806605101    308,857      14,792           sole                sole              
Schlumberger Ltd                 Equity         806857108    397,147       5,932           sole                sole              
Charles Schwab Corp              Equity         808513105    171,363      14,328           sole                sole              
Scientific-Atlanta               Equity         808655104     53,476       1,620           sole                sole              
Seagate Tech Escrow Tax Rfd      Equity         811804988          -       2,610           sole                sole              
Sealed Air Corp                  Equity         81211K100     47,464         891           sole                sole              
Sears Roebuck and Co             Equity         812387108    111,960       2,194           sole                sole              
Sempra Energy                    Equity         816851109     87,885       2,396           sole                sole              
Sherwin-Williams Co/             Equity         824348106     68,909       1,544           sole                sole              
Siebel Systems Inc               Equity         826170102     54,726       5,212           sole                sole              
Sigma-Aldrich Corp               Equity         826552101     43,954         727           sole                sole              
Simon Property Group             Equity         828806109    139,041       2,150           sole                sole              
Snap-On Inc                      Equity         833034101     20,925         609           sole                sole              
Solectron Corp                   Equity         834182107     53,828      10,099           sole                sole              
Southern Co/The                  Equity         842587107    248,584       7,416           sole                sole              
Southwest Airlines               Equity         844741108    134,163       8,241           sole                sole              
Sovereign Bancorp In             Equity         845905108     77,752       3,448           sole                sole              
Sprint Corp                      Equity         852061100    372,352      14,984           sole                sole              
Stanley Works/The                Equity         854616109     42,621         870           sole                sole              
Staples Inc                      Equity         855030102    175,865       5,217           sole                sole              
Starbucks Corp                   Equity         855244109    258,108       4,139           sole                sole              
Starwood Hotels & Re             Equity         85590A203    125,326       2,146           sole                sole              
State Street Corp                Equity         857477103    173,246       3,527           sole                sole              
Stryker Corp                     Equity         863667101    203,326       4,214           sole                sole              
Sun Microsystems Inc             Equity         866810104    185,255      34,434           sole                sole              
Sungard Data Systems             Equity         867363103     87,171       3,077           sole                sole              
Sunoco Inc                       Equity         86764P109     66,267         811           sole                sole              
SunTrust Banks Inc               Equity         867914103    219,719       2,974           sole                sole              
Supervalu Inc                    Equity         868536103     49,053       1,421           sole                sole              
Symantec Corp                    Equity         871503108    167,285       6,494           sole                sole              
Symbol Technologies              Equity         871508107     42,679       2,467           sole                sole              
Synovus Financial Co             Equity         87161C105     91,627       3,206           sole                sole              
Sysco Corp                       Equity         871829107    245,204       6,424           sole                sole              
TECO Energy Inc                  Equity         872375100     30,404       1,982           sole                sole              
TJX Cos Inc                      Equity         872540109    123,388       4,910           sole                sole              
TXU Corp                         Equity         873168108    159,528       2,471           sole                sole              
Target Corp                      Equity         87612E106    471,265       9,075           sole                sole              
Tektronix Inc                    Equity         879131100     26,585         880           sole                sole              
Tellabs Inc                      Equity         879664100     37,624       4,380           sole                sole              
Temple-Inland Inc                Equity         879868107     39,398         576           sole                sole              
Tenet Healthcare                 Equity         88033G100     53,626       4,884           sole                sole              
Teradyne Inc                     Equity         880770102     34,652       2,030           sole                sole              
Texas Instruments                Equity         882508104    428,166      17,391           sole                sole              
Textron Inc                      Equity         883203101    105,755       1,433           sole                sole              
Thermo Electron Corp             Equity         883556102     51,383       1,702           sole                sole              
3M Co                            Equity         88579Y101    645,316       7,863           sole                sole              
Tiffany & Co                     Equity         886547108     49,266       1,541           sole                sole              
Time Warner Inc                  Equity         887317105    893,015      45,937           sole                sole              
Torchmark Corp                   Equity         891027104     68,454       1,198           sole                sole              
Toys R US Inc                    Equity         892335100     46,098       2,252           sole                sole              
Tribune Co                       Equity         896047107    134,722       3,197           sole                sole              
Tyco International               Equity         902124106    721,269      20,181           sole                sole              
UST Inc                          Equity         902911106     84,193       1,750           sole                sole              
US Bancorp                       Equity         902973304    591,322      18,880           sole                sole              
Union Pacific Corp               Equity         907818108    181,710       2,702           sole                sole              
Unisys Corp                      Equity         909214108     35,335       3,471           sole                sole              
United Parcel Servic             Equity         911312106    965,356      11,296           sole                sole              
United States Steel              Equity         912909108     61,039       1,191           sole                sole              
United Technologies              Equity         913017109    531,219       5,140           sole                sole              
UnitedHealth Group I             Equity         91324P102    580,734       6,597           sole                sole              
Univision Comm.                  Equity         914906102     99,518       3,400           sole                sole              
Unocal Corp                      Equity         915289102    119,256       2,758           sole                sole              
UnumProvident Corp               Equity         91529Y106     56,332       3,140           sole                sole              
VF Corp                          Equity         918204108     62,912       1,136           sole                sole              
Valero Energy Corp               Equity         91913Y100    121,490       2,676           sole                sole              
Veritas Software Cor             Equity         923436109    129,417       4,533           sole                sole              
Verizon Communicatio             Equity         92343V104  1,126,705      27,813           sole                sole              
Viacom Inc                       Equity         925524308    634,241      17,429           sole                sole              
Visteon Corp                     Equity         92839U107     13,375       1,369           sole                sole              
Vulcan Materials Co              Equity         929160109     58,323       1,068           sole                sole              
Wachovia Corp                    Equity         929903102    848,491      16,131           sole                sole              
Wal-Mart Stores Inc              Equity         931142103  2,251,294      42,622           sole                sole              
Walgreen Co                      Equity         931422109    394,942      10,293           sole                sole              
Washington Mutual                Equity         939322103    370,626       8,766           sole                sole              
Waste Management Inc             Equity         94106L109    184,251       6,154           sole                sole              
Waters Corp                      Equity         941848103     60,032       1,283           sole                sole              
Watson Pharmaceutcal             Equity         942683103     37,272       1,136           sole                sole              
WellPoint Inc (New)              Equity         94973V107    329,015       2,861           sole                sole              
Wells Fargo & Co                 Equity         949746101  1,054,375      16,965           sole                sole              
Wendy's Intl                     Equity         950590109     46,955       1,196           sole                sole              
Weyerhaeuser Co                  Equity         962166104    165,832       2,467           sole                sole              
Whirlpool Corp                   Equity         963320106     51,354         742           sole                sole              
Williams Cos Inc                 Equity         969457100     89,970       5,523           sole                sole              
Winn-Dixie Stores                Equity         974280109      7,599       1,670           sole                sole              
Worthington Industri             Equity         981811102     17,446         891           sole                sole              
WM Wrigley Jr Co                 Equity         982526105    164,811       2,382           sole                sole              
Wyeth                            Equity         983024100    570,706      13,400           sole                sole              
Xcel Energy Inc                  Equity         98389B100     76,404       4,198           sole                sole              
Xilinx Inc                       Equity         983919101    107,541       3,627           sole                sole              
Xerox Corp                       Equity         984121103    142,204       8,360           sole                sole              
Yahoo! Inc                       Equity         984332106    523,375      13,890           sole                sole              
Yum! Brands Inc                  Equity         988498101    147,154       3,119           sole                sole              
Zimmer Holdings Inc              Equity         98956P102    204,306       2,550           sole                sole              
Zions Bancorporation             Equity         989701107     64,833         953           sole                sole              
ACE Ltd                          Equity         G0070K103    125,514       2,936           sole                sole              
Cooper Industries Lt             Equity         G24182100     68,094       1,003           sole                sole              
Ingersoll-Rand Co                Equity         G4776G101    146,628       1,826           sole                sole              
Nabors Industries                Equity         G6359F103     79,602       1,552           sole                sole              
Noble Corp                       Equity         G65422100     70,034       1,408           sole                sole              
Transocean Inc                   Equity         G90078109    142,727       3,367           sole                sole              
XL Capital Ltd                   Equity         G98255105    112,515       1,449           sole                sole              
AGCO Corp                        Equity         001084102    268,284      12,256           sole                sole              
AGL Resources Inc                Equity         001204106    336,821      10,133           sole                sole              
AMB Property Corp                Equity         00163T109    453,418      11,226           sole                sole              
Abercrombie & Fitch              Equity         002896207    602,885      12,841           sole                sole              
Activision Inc                   Equity         004930202    379,263      18,794           sole                sole              
Acxiom Corp                      Equity         005125109    307,210      11,681           sole                sole              
Adesa Inc                        Equity         00686U104    273,356      12,882           sole                sole              
Adtran Inc                       Equity         00738A106    207,037      10,817           sole                sole              
Aeropostale Inc                  Equity         007865108    224,345       7,623           sole                sole              
Advent Software Inc              Equity         007974108     92,344       4,509           sole                sole              
Airgas Inc                       Equity         009363102    268,520      10,129           sole                sole              
Airtran Holdings Inc             Equity         00949P108    124,323      11,619           sole                sole              
Alaska Air Group Inc             Equity         011659109    122,071       3,645           sole                sole              
Albemarle Corp                   Equity         012653101    218,518       5,645           sole                sole              
Alexander & Baldwin              Equity         014482103    245,400       5,785           sole                sole              
Alliance Data Sys                Equity         018581108    521,330      10,980           sole                sole              
Alliant Energy Corp              Equity         018802108    439,725      15,375           sole                sole              
Alliant Techsystems              Equity         018804104    333,634       5,103           sole                sole              
Allmerica Financial              Equity         019754100    237,262       7,227           sole                sole              
American Eagle Outfi             Equity         02553E106    458,707       9,739           sole                sole              
American Financial G             Equity         025932104    313,069       9,999           sole                sole              
American Greetings               Equity         026375105    234,817       9,263           sole                sole              
AmeriCredit Corp                 Equity         03060R101    523,181      21,398           sole                sole              
AmerUs Group Co                  Equity         03072M108    240,588       5,311           sole                sole              
Ametek Inc                       Equity         031100100    330,376       9,262           sole                sole              
Amphenol Corp-Cl A               Equity         032095101    438,639      11,939           sole                sole              
AnnTaylor Stores Cor             Equity         036115103    208,669       9,692           sole                sole              
Applebees Internatio             Equity         037899101    294,838      11,147           sole                sole              
Apria Healthcare Gro             Equity         037933108    223,599       6,786           sole                sole              
Aqua America Inc                 Equity         03836W103    310,596      12,631           sole                sole              
Aquila Inc                       Equity         03840P102    118,110      32,008           sole                sole              
Arch Coal Inc                    Equity         039380100    294,875       8,297           sole                sole              
Arrow Electronics In             Equity         042735100    381,340      15,693           sole                sole              
ArvinMeritor Inc                 Equity         043353101    210,770       9,422           sole                sole              
Ascential Software C             Equity         04362P207    129,974       7,969           sole                sole              
Associated Banc-Corp             Equity         045487105    583,666      17,575           sole                sole              
Astoria Financial Co             Equity         046265104    415,208      10,388           sole                sole              
Atmel Corp                       Equity         049513104    253,193      64,590           sole                sole              
Avnet Inc                        Equity         053807103    298,425      16,361           sole                sole              
Avocent Corp                     Equity         053893103    270,998       6,688           sole                sole              
BISYS Group Inc/The              Equity         055472104    269,583      16,388           sole                sole              
BJ's Wholesale Club              Equity         05548J106    275,482       9,457           sole                sole              
Bandag Inc                       Equity         059815100    131,050       2,631           sole                sole              
Bank of Hawaii Corp              Equity         062540109    362,334       7,141           sole                sole              
Banknorth Group Inc              Equity         06646R107    859,368      23,480           sole                sole              
Banta Corp                       Equity         066821109    151,423       3,383           sole                sole              
Barnes & Noble Inc               Equity         067774109    307,146       9,518           sole                sole              
Barr Pharmaceuticals             Equity         068306109    646,213      14,190           sole                sole              
Beckman Coulter Inc              Equity         075811109    557,625       8,324           sole                sole              
Belo Corp                        Equity         080555105    409,633      15,611           sole                sole              
WR Berkley Corp                  Equity         084423102    538,540      11,417           sole                sole              
Black Hills Corp                 Equity         092113109    135,237       4,408           sole                sole              
Blyth Inc                        Equity         09643P108    163,910       5,545           sole                sole              
Bob Evans Farms Inc              Equity         096761101    125,237       4,791           sole                sole              
Borders Group Inc                Equity         099709107    263,322      10,367           sole                sole              
BorgWarner Inc                   Equity         099724106    410,554       7,579           sole                sole              
Bowater Inc                      Equity         102183100    332,281       7,557           sole                sole              
Boyd Gaming Corp                 Equity         103304101    490,304      11,772           sole                sole              
Brinker Internationa             Equity         109641100    427,819      12,199           sole                sole              
Brink's Co/The                   Equity         109696104    304,541       7,706           sole                sole              
Brown & Brown Inc                Equity         115236101    407,497       9,357           sole                sole              
CBRL Group Inc                   Equity         12489V106    276,880       6,616           sole                sole              
CDW Corp                         Equity         12512N105    749,092      11,290           sole                sole              
CH Robinson Worldwid             Equity         12541W100    643,865      11,597           sole                sole              
CNF Inc                          Equity         12612W104    346,542       6,917           sole                sole              
CSG Systems Internat             Equity         126349109    132,134       7,066           sole                sole              
Cabot Corp                       Equity         127055101    324,138       8,380           sole                sole              
Cabot Microelectroni             Equity         12709P103    134,808       3,366           sole                sole              
Cadence Design Syste             Equity         127387108    504,990      36,567           sole                sole              
Caesars Entertainmen             Equity         127687101    847,189      42,065           sole                sole              
Callaway Golf Co                 Equity         131193104    137,903      10,215           sole                sole              
Career Education Cor             Equity         141665109    556,080      13,902           sole                sole              
Carlisle Cos Inc                 Equity         142339100    274,806       4,233           sole                sole              
Carmax Inc                       Equity         143130102    438,581      14,125           sole                sole              
Catalina Marketing C             Equity         148867104    209,780       7,080           sole                sole              
Cephalon Inc                     Equity         156708109    391,572       7,696           sole                sole              
Ceridian Corp                    Equity         156779100    368,872      20,179           sole                sole              
Certegy Inc                      Equity         156880106    305,842       8,608           sole                sole              
Charles River Labora             Equity         159864107    403,186       8,763           sole                sole              
Checkfree Corp                   Equity         162813109    448,468      11,777           sole                sole              
Cheesecake Factory/T             Equity         163072101    342,786      10,557           sole                sole              
Chico's FAS Inc                  Equity         168615102    552,780      12,141           sole                sole              
ChoicePoint Inc                  Equity         170388102    553,582      12,037           sole                sole              
Church & Dwight Inc              Equity         171340102    282,173       8,393           sole                sole              
Cincinnati Bell Inc              Equity         171871106    138,216      33,305           sole                sole              
City National Corp/B             Equity         178566105    470,600       6,661           sole                sole              
Claire's Stores Inc              Equity         179584107    285,451      13,433           sole                sole              
Cognizant Technology             Equity         192446102    755,252      17,842           sole                sole              
Colonial BancGroup I             Equity         195493309    385,070      18,138           sole                sole              
Commerce Bancorp Inc             Equity         200519106    687,277      10,672           sole                sole              
CommScope Inc                    Equity         203372107    138,764       7,342           sole                sole              
Community Health Sys             Equity         203668108    329,876      11,832           sole                sole              
Compass Bancshares I             Equity         20449H109    810,648      16,656           sole                sole              
Constellation Brands             Equity         21036P108    677,511      14,567           sole                sole              
Cooper Cameron Corp              Equity         216640102    401,423       7,460           sole                sole              
Copart Inc                       Equity         217204106    321,630      12,220           sole                sole              
Corinthian Colleges              Equity         218868107    230,814      12,248           sole                sole              
Covance Inc                      Equity         222816100    329,569       8,505           sole                sole              
Coventry Health Care             Equity         222862104    645,506      12,161           sole                sole              
Credence Systems Cor             Equity         225302108    118,456      12,946           sole                sole              
Cree Inc                         Equity         225447101    398,916       9,953           sole                sole              
Crompton Corp                    Equity         227116100    183,643      15,563           sole                sole              
Cullen/Frost Bankers             Equity         229899109    340,103       6,998           sole                sole              
Cypress Semiconducto             Equity         232806109    199,598      17,016           sole                sole              
Cytec Industries Inc             Equity         232820100    273,297       5,315           sole                sole              
Cytyc Corp                       Equity         232946103    415,838      15,083           sole                sole              
DPL Inc                          Equity         233293109    431,365      17,179           sole                sole              
DR Horton Inc                    Equity         23331A109  1,276,658      31,671           sole                sole              
DST Systems Inc                  Equity         233326107    594,741      11,411           sole                sole              
Dean Foods Co                    Equity         242370104    667,501      20,258           sole                sole              
Dentsply Internation             Equity         249030107    614,435      10,933           sole                sole              
Developers Div Rlty              Equity         251591103    616,255      13,889           sole                sole              
DeVry Inc                        Equity         251893103    165,684       9,544           sole                sole              
Diebold Inc                      Equity         253651103    542,587       9,736           sole                sole              
Dollar Tree Stores I             Equity         256747106    442,217      15,419           sole                sole              
Donaldson Co Inc                 Equity         257651109    382,098      11,728           sole                sole              
Dun & Bradstreet Cor             Equity         26483E100    569,777       9,552           sole                sole              
Duquesne Light Holdi             Equity         266233105    196,040      10,400           sole                sole              
Dycom Industries Inc             Equity         267475101    201,157       6,591           sole                sole              
ENSCO International              Equity         26874Q100    650,956      20,509           sole                sole              
Eaton Vance Corp                 Equity         278265103    479,102       9,187           sole                sole              
Education Management             Equity         28139T101    327,921       9,934           sole                sole              
AG Edwards Inc                   Equity         281760108    464,896      10,759           sole                sole              
Edwards Lifesciences             Equity         28176E108    334,495       8,107           sole                sole              
Emmis Communications             Equity         291525103    146,036       7,610           sole                sole              
Energy East Corp                 Equity         29266M109    531,546      19,923           sole                sole              
Energizer Holdings I             Equity         29266R108    526,167      10,589           sole                sole              
Entercom Communicati             Equity         293639100    242,939       6,769           sole                sole              
Equitable Resources              Equity         294549100    509,483       8,399           sole                sole              
Expeditors Internati             Equity         302130109    803,890      14,386           sole                sole              
FMC Corp                         Equity         302491303    239,133       4,951           sole                sole              
FMC Technologies Inc             Equity         30249U101    295,081       9,164           sole                sole              
Fair Isaac Corp                  Equity         303250104    350,257       9,549           sole                sole              
Fairchild Semiconduc             Equity         303726103    263,591      16,211           sole                sole              
Fastenal Co                      Equity         311900104    634,314      10,304           sole                sole              
Federal Signal Corp              Equity         313855108    115,425       6,536           sole                sole              
Ferro Corp                       Equity         315405100    131,951       5,690           sole                sole              
Fidelity National Fi             Equity         316326107  1,077,081      23,584           sole                sole              
First American Corp              Equity         318522307    422,734      12,030           sole                sole              
First Health Group C             Equity         320960107    232,902      12,448           sole                sole              
FirstMerit Corp                  Equity         337915102    328,148      11,518           sole                sole              
Flowserve Corp                   Equity         34354P105    206,715       7,506           sole                sole              
Foot Locker Inc                  Equity         344849104    569,273      21,139           sole                sole              
Forest Oil Corp                  Equity         346091705    253,855       8,003           sole                sole              
Furniture Brands Int             Equity         360921100    186,147       7,431           sole                sole              
GATX Corp                        Equity         361448103    197,993       6,698           sole                sole              
Arthur J Gallagher &             Equity         363576109    405,503      12,477           sole                sole              
Gamestop Corp Cl B               Equity         36466R200     83,769       3,738           sole                sole              
Gartner Inc                      Equity         366651107    182,863      14,676           sole                sole              
Gentex Corp                      Equity         371901109    389,376      10,518           sole                sole              
Glatfelter                       Equity         377316104     90,931       5,951           sole                sole              
Graco Inc                        Equity         384109104    351,389       9,408           sole                sole              
Granite Construction             Equity         387328107    150,290       5,650           sole                sole              
Grant Prideco Inc                Equity         38821G101    334,153      16,666           sole                sole              
Great Plains Energy              Equity         391164100    305,374      10,085           sole                sole              
Greater Bay Bancorp              Equity         391648102    193,933       6,956           sole                sole              
GTECH Holdings Corp              Equity         400518106    415,901      16,027           sole                sole              
HCC Insurance Holdin             Equity         404132102    290,992       8,786           sole                sole              
HNI Corp                         Equity         404251100    336,091       7,807           sole                sole              
Hanover Compressor C             Equity         410768105    149,623      10,589           sole                sole              
Harman International             Equity         413086109  1,138,936       8,968           sole                sole              
Harris Corp                      Equity         413875105    556,481       9,006           sole                sole              
Harsco Corp                      Equity         415864107    311,419       5,587           sole                sole              
Harte-Hanks Inc                  Equity         416196103    303,161      11,669           sole                sole              
Hawaiian Electric In             Equity         419870100    318,726      10,934           sole                sole              
Health Net Inc                   Equity         42222G108    438,968      15,205           sole                sole              
Helmerich & Payne In             Equity         423452101    233,038       6,846           sole                sole              
Jack Henry & Associa             Equity         426281101    244,057      12,258           sole                sole              
Hibernia Corp                    Equity         428656102    622,602      21,098           sole                sole              
Highwoods Properties             Equity         431284108    201,739       7,283           sole                sole              
Hillenbrand Industri             Equity         431573104    466,703       8,403           sole                sole              
Horace Mann Educator             Equity         440327104    110,798       5,807           sole                sole              
Hormel Foods Corp                Equity         440452100    590,853      18,847           sole                sole              
Hospitality Properti             Equity         44106M102    419,704       9,124           sole                sole              
Hovnanian Enterprise             Equity         442487203    411,066       8,301           sole                sole              
Hubbell Inc                      Equity         443510201    432,260       8,265           sole                sole              
JB Hunt Transport Se             Equity         445658107    491,870      10,967           sole                sole              
ITT Educational Serv             Equity         45068B109    295,333       6,211           sole                sole              
Idacorp Inc                      Equity         451107106    158,536       5,186           sole                sole              
Imation Corp                     Equity         45245A107    153,707       4,829           sole                sole              
Inamed Corp                      Equity         453235103    305,624       4,832           sole                sole              
Independence Communi             Equity         453414104    485,540      11,403           sole                sole              
IndyMac Bancorp Inc              Equity         456607100    286,521       8,317           sole                sole              
Integrated Device Te             Equity         458118106    166,591      14,411           sole                sole              
Integrated Cir Sys               Equity         45811K208    206,188       9,856           sole                sole              
International Rectif             Equity         460254105    400,016       8,975           sole                sole              
International Speedw             Equity         460335201    381,850       7,232           sole                sole              
Intersil Corp                    Equity         46069S109    342,182      20,441           sole                sole              
Invitrogen Corp                  Equity         46185R100    480,181       7,153           sole                sole              
Investors Financial              Equity         461915100    449,870       9,001           sole                sole              
IVAX Corp                        Equity         465823102    537,405      33,970           sole                sole              
Jacobs Engineering G             Equity         469814107    365,594       7,650           sole                sole              
Jefferies Group Inc              Equity         472319102    309,753       7,690           sole                sole              
JetBlue Airways Corp             Equity         477143101    325,916      14,036           sole                sole              
Keane Inc                        Equity         486665102    123,333       8,390           sole                sole              
Kelly Services Inc               Equity         488152208    144,230       4,779           sole                sole              
Kemet Corp                       Equity         488360108    105,136      11,747           sole                sole              
Kennametal Inc                   Equity         489170100    246,461       4,952           sole                sole              
Korn/Ferry Internati             Equity         500643200    109,104       5,258           sole                sole              
Krispy Kreme Doughnu             Equity         501014104    105,651       8,385           sole                sole              
LTX Corp                         Equity         502392103     63,704       8,284           sole                sole              
LaBranche & Co Inc               Equity         505447102     72,791       8,124           sole                sole              
Lam Research Corp                Equity         512807108    526,133      18,199           sole                sole              
Lancaster Colony Cor             Equity         513847103    207,577       4,842           sole                sole              
Lattice Semiconducto             Equity         518415104     87,791      15,402           sole                sole              
Laureate Education I             Equity         518613104    273,402       6,201           sole                sole              
Lear Corp                        Equity         521865105    568,491       9,318           sole                sole              
Lee Enterprises Inc              Equity         523768109    282,609       6,133           sole                sole              
Legg Mason Inc                   Equity         524901105  1,002,197      13,680           sole                sole              
Lennar Corp                      Equity         526057104  1,201,163      21,192           sole                sole              
Leucadia National Co             Equity         527288104    668,953       9,628           sole                sole              
Liberty Property Tru             Equity         531172104    499,522      11,563           sole                sole              
LifePoint Hospitals              Equity         53219L109    183,014       5,256           sole                sole              
Lincare Holdings Inc             Equity         532791100    578,846      13,572           sole                sole              
Longview Fibre Co                Equity         543213102    125,819       6,936           sole                sole              
Lubrizol Corp                    Equity         549271104    326,027       8,845           sole                sole              
Lyondell Chemical Co             Equity         552078107    948,171      32,786           sole                sole              
MDU Resources Group              Equity         552690109    425,679      15,955           sole                sole              
MPS Group Inc                    Equity         553409103    175,281      14,297           sole                sole              
Mack-Cali Realty Cor             Equity         554489104    378,965       8,233           sole                sole              
Macrovision Corp                 Equity         555904101    172,607       6,711           sole                sole              
Macromedia Inc                   Equity         556100105    293,275       9,424           sole                sole              
Mandalay Resort Grou             Equity         562567107    645,632       9,167           sole                sole              
Manpower Inc                     Equity         56418H100    591,047      12,237           sole                sole              
Martin Marietta Mate             Equity         573284106    351,419       6,549           sole                sole              
McAfee Inc                       Equity         579064106    613,750      21,215           sole                sole              
McData Corp                      Equity         580031201     96,105      16,125           sole                sole              
Media General Inc                Equity         584404107    208,818       3,222           sole                sole              
Mentor Graphics Corp             Equity         587200106    148,925       9,740           sole                sole              
Mercantile Bankshare             Equity         587405101    560,680      10,741           sole                sole              
Michaels Stores Inc              Equity         594087108    555,584      18,538           sole                sole              
Micrel Inc                       Equity         594793101    136,968      12,429           sole                sole              
Microchip Technology             Equity         595017104    745,334      27,957           sole                sole              
Millennium Pharmaceu             Equity         599902103    502,168      41,433           sole                sole              
Herman Miller Inc                Equity         600544100    267,348       9,676           sole                sole              
Minerals Technologie             Equity         603158106    186,360       2,794           sole                sole              
Modine Manufacturing             Equity         607828100    158,212       4,685           sole                sole              
Mohawk Industries In             Equity         608190104    826,725       9,060           sole                sole              
MoneyGram Internatio             Equity         60935Y109    254,230      12,026           sole                sole              
Murphy Oil Corp                  Equity         626717102  1,005,142      12,494           sole                sole              
National Fuel Gas Co             Equity         636180101    317,776      11,213           sole                sole              
National Instruments             Equity         636518102    291,630      10,702           sole                sole              
National-Oilwell Inc             Equity         637071101    411,587      11,663           sole                sole              
Neiman-Marcus Group              Equity         640204202    478,746       6,692           sole                sole              
New Plan Excel Realt             Equity         648053106    376,033      13,886           sole                sole              
New York Community B             Equity         649445103    739,512      35,951           sole                sole              
Newfield Exploration             Equity         651290108    499,563       8,460           sole                sole              
Newport Corp                     Equity         651824104     81,695       5,794           sole                sole              
99 Cents Only Stores             Equity         65440K106    152,534       9,439           sole                sole              
Noble Energy Inc                 Equity         655044105    489,210       7,934           sole                sole              
Nordson Corp                     Equity         655663102    194,019       4,842           sole                sole              
Northeast Utilities              Equity         664397106    328,254      17,414           sole                sole              
NSTAR                            Equity         67019E107    391,522       7,213           sole                sole              
OGE Energy Corp                  Equity         670837103    315,469      11,900           sole                sole              
Ohio Casualty Corp               Equity         677240103    193,687       8,345           sole                sole              
Old Republic Interna             Equity         680223104    625,770      24,734           sole                sole              
Olin Corp                        Equity         680665205    208,772       9,481           sole                sole              
Omnicare Inc                     Equity         681904108    489,458      14,138           sole                sole              
Oneok Inc                        Equity         682680103    397,709      13,994           sole                sole              
O'Reilly Automotive              Equity         686091109    337,109       7,483           sole                sole              
Outback Steakhouse I             Equity         689899102    458,075      10,006           sole                sole              
Overseas Shipholding             Equity         690368105    295,099       5,346           sole                sole              
PMI Group Inc/The                Equity         69344M101    544,629      13,045           sole                sole              
PNM Resources Inc                Equity         69349H107    207,504       8,205           sole                sole              
Pacific Sunwear Of C             Equity         694873100    225,049      10,110           sole                sole              
Pacificare Health Sy             Equity         695112102    660,267      11,682           sole                sole              
Packaging Corp of Am             Equity         695156109    341,522      14,502           sole                sole              
Par Pharmaceutical C             Equity         69888P106    190,720       4,609           sole                sole              
Patterson Cos Inc                Equity         703395103    805,969      18,575           sole                sole              
Patterson-UTI Energy             Equity         703481101    440,815      22,664           sole                sole              
Payless Shoesource I             Equity         704379106    113,775       9,250           sole                sole              
Peabody Energy Corp              Equity         704549104    705,535       8,720           sole                sole              
Pentair Inc                      Equity         709631105    593,679      13,629           sole                sole              
Pepco Holdings Inc               Equity         713291102    537,392      25,206           sole                sole              
PepsiAmericas Inc                Equity         71343P200    398,739      18,773           sole                sole              
Perrigo Co                       Equity         714290103    165,723       9,596           sole                sole              
Petsmart Inc                     Equity         716768106    700,581      19,718           sole                sole              
Pier 1 Imports Inc               Equity         720279108    233,859      11,871           sole                sole              
Pioneer Natural Reso             Equity         723787107    693,506      19,758           sole                sole              
Plains Exploration &             Equity         726505100    272,220      10,470           sole                sole              
Plantronics Inc                  Equity         727493108    269,928       6,509           sole                sole              
Plexus Corp                      Equity         729132100     76,252       5,861           sole                sole              
Pogo Producing Co                Equity         730448107    420,796       8,678           sole                sole              
Polycom Inc                      Equity         73172K104    314,843      13,501           sole                sole              
Potlatch Corp                    Equity         737628107    202,725       4,008           sole                sole              
Powerwave Technologi             Equity         739363109    120,187      14,173           sole                sole              
Precision Castparts              Equity         740189105    579,101       8,817           sole                sole              
Pride International              Equity         74153Q102    379,292      18,466           sole                sole              
Protective Life Corp             Equity         743674103    402,353       9,425           sole                sole              
Protein Design Labs              Equity         74369L103    266,865      12,917           sole                sole              
Puget Energy Inc                 Equity         745310102    333,697      13,510           sole                sole              
Quanta Services Inc              Equity         74762E102    127,448      15,931           sole                sole              
Quantum Corp                     Equity         747906204     64,719      24,702           sole                sole              
Questar Corp                     Equity         748356102    581,250      11,406           sole                sole              
RPM International In             Equity         749685103    310,333      15,785           sole                sole              
RSA Security Inc                 Equity         749719100    173,399       8,644           sole                sole              
RF Micro Devices Inc             Equity         749941100    173,353      25,344           sole                sole              
Radian Group Inc                 Equity         750236101    670,611      12,596           sole                sole              
Raymond James Financ             Equity         754730109    310,327      10,017           sole                sole              
Rayonier Inc                     Equity         754907103    329,702       6,741           sole                sole              
Reader's Digest Asso             Equity         755267101    188,063      13,520           sole                sole              
Regis Corp                       Equity         758932107    277,408       6,011           sole                sole              
Renal Care Group Inc             Equity         759930100    327,797       9,108           sole                sole              
Rent-A-Center Inc                Equity         76009N100    284,690      10,743           sole                sole              
Republic Services In             Equity         760759100    691,528      20,618           sole                sole              
Retek Inc                        Equity         76128Q109     46,722       7,597           sole                sole              
Reynolds & Reynolds              Equity         761695105    232,599       8,774           sole                sole              
Rollins Inc                      Equity         775711104    163,158       6,199           sole                sole              
Ross Stores Inc                  Equity         778296103    578,266      20,030           sole                sole              
Ruby Tuesday Inc                 Equity         781182100    232,451       8,913           sole                sole              
Ruddick Corp                     Equity         781258108    137,623       6,345           sole                sole              
Ryland Group Inc                 Equity         783764103    370,558       6,440           sole                sole              
SEI Investments Co               Equity         784117103    586,978      13,999           sole                sole              
SPX Corp                         Equity         784635104    414,060      10,336           sole                sole              
Saks Inc                         Equity         79377W108    279,535      19,265           sole                sole              
Sandisk Corp                     Equity         80004C101    549,140      21,992           sole                sole              
SCANA Corp                       Equity         80589M102    597,146      15,156           sole                sole              
Henry Schein Inc                 Equity         806407102    412,130       5,918           sole                sole              
Scholastic Corp                  Equity         807066105    198,771       5,378           sole                sole              
Scotts Co/The                    Equity         810186106    326,870       4,446           sole                sole              
Semtech Corp                     Equity         816850101    220,778      10,095           sole                sole              
Sensient Technologie             Equity         81725T100    152,720       6,366           sole                sole              
Sepracor Inc                     Equity         817315104    848,100      14,285           sole                sole              
Sequa Corp                       Equity         817320104     86,711       1,418           sole                sole              
Sierra Pacific Resou             Equity         826428104    167,297      15,933           sole                sole              
Silicon Laboratories             Equity         826919102    248,406       7,035           sole                sole              
Silicon Valley Bancs             Equity         827064106    216,929       4,840           sole                sole              
Six Flags Inc                    Equity         83001P109     67,850      12,635           sole                sole              
Smith International              Equity         832110100    774,309      14,231           sole                sole              
Smithfield Foods Inc             Equity         832248108    444,175      15,011           sole                sole              
JM Smucker Co/The                Equity         832696405    373,030       7,925           sole                sole              
Sonoco Products Co               Equity         835495102    394,553      13,307           sole                sole              
Sotheby's Holdings               Equity         835898107    155,849       8,582           sole                sole              
Stancorp Financial G             Equity         852891100    318,120       3,856           sole                sole              
Stericycle Inc                   Equity         858912108    281,903       6,135           sole                sole              
Steris Corp                      Equity         859152100    222,399       9,376           sole                sole              
Storage Technology C             Equity         862111200    477,058      15,092           sole                sole              
Superior Industries              Equity         868168105    105,045       3,616           sole                sole              
Swift Transportation             Equity         870756103    233,208      10,857           sole                sole              
Sybase Inc                       Equity         871130100    257,475      12,906           sole                sole              
Synopsys Inc                     Equity         871607107    415,610      21,183           sole                sole              
TCF Financial Corp               Equity         872275102    609,117      18,952           sole                sole              
Tech Data Corp                   Equity         878237106    357,661       7,878           sole                sole              
Techne Corp                      Equity         878377100    217,334       5,587           sole                sole              
Tecumseh Products Co             Equity         878895200    119,930       2,509           sole                sole              
Teleflex Inc                     Equity         879369106    283,748       5,463           sole                sole              
Telephone & Data Sys             Equity         879433100    597,902       7,770           sole                sole              
Tellabs Inc                      Equity         879664100     52,009       6,055           sole                sole              
Thomas & Betts Corp              Equity         884315102    246,246       8,008           sole                sole              
Thor Industries Inc              Equity         885160101    287,249       7,753           sole                sole              
3Com Corp                        Equity         885535104    222,878      53,448           sole                sole              
Tidewater Inc                    Equity         886423102    293,213       8,234           sole                sole              
Timberland Co                    Equity         887100105    300,252       4,791           sole                sole              
Titan Corp                       Equity         888266103    185,587      11,456           sole                sole              
Toll Brothers Inc                Equity         889478103    696,186      10,147           sole                sole              
Tootsie Roll Industr             Equity         890516107    245,838       7,099           sole                sole              
Transaction Systems              Equity         893416107    100,997       5,088           sole                sole              
Triad Hospitals Inc              Equity         89579K109    388,063      10,429           sole                sole              
Trinity Industries I             Equity         896522109    218,146       6,401           sole                sole              
Triquint Semiconduct             Equity         89674K103     82,975      18,646           sole                sole              
Tupperware Corp                  Equity         899896104    164,745       7,951           sole                sole              
Tyson Foods Inc                  Equity         902494103    882,022      47,936           sole                sole              
United Dominion Real             Equity         910197102    430,751      17,369           sole                sole              
United Rentals Inc               Equity         911363109    199,546      10,558           sole                sole              
Unitrin Inc                      Equity         913275103    422,367       9,293           sole                sole              
Universal Corp/Richm             Equity         913456109    165,861       3,467           sole                sole              
Universal Health Ser             Equity         913903100    351,595       7,901           sole                sole              
Urban Outfitters Inc             Equity         917047102    485,203      10,928           sole                sole              
Utstarcom Inc                    Equity         918076100    342,638      15,469           sole                sole              
VCA Antech Inc                   Equity         918194101    218,030      11,124           sole                sole              
Valassis Communicati             Equity         918866104    246,190       7,032           sole                sole              
Valeant Pharmaceutic             Equity         91911X104    300,574      11,407           sole                sole              
Valspar Corp                     Equity         920355104    348,470       6,968           sole                sole              
Varco International              Equity         922122106    386,267      13,251           sole                sole              
Varian Inc                       Equity         922206107    193,239       4,712           sole                sole              
Varian Medical Syste             Equity         92220P105    797,648      18,447           sole                sole              
Vectren Corp                     Equity         92240G101    276,496      10,317           sole                sole              
Vertex Pharmaceutica             Equity         92532F100    114,811      10,862           sole                sole              
Vishay Intertechnolo             Equity         928298108    338,776      22,555           sole                sole              
Visx Inc                         Equity         92844S105    173,846       6,720           sole                sole              
WGL Holdings Inc                 Equity         92924F106    203,729       6,606           sole                sole              
WPS Resources Corp               Equity         92931B106    252,748       5,059           sole                sole              
Waddell & Reed Finan             Equity         930059100    267,664      11,204           sole                sole              
Washington Federal I             Equity         938824109    282,757      10,654           sole                sole              
Washington Post                  Equity         939640108  1,276,943       1,299           sole                sole              
Webster Financial Co             Equity         947890109    364,760       7,203           sole                sole              
Weingarten Realty In             Equity         948741103    466,644      11,637           sole                sole              
Werner Enterprises I             Equity         950755108    243,652      10,762           sole                sole              
Westamerica Bancorpo             Equity         957090103    251,141       4,307           sole                sole              
Westar Energy Inc                Equity         95709T100    266,436      11,650           sole                sole              
Western Gas Resource             Equity         958259103    292,968      10,016           sole                sole              
Westwood One Inc                 Equity         961815107    355,611      13,205           sole                sole              
Whole Foods Market I             Equity         966837106    806,184       8,455           sole                sole              
Williams-Sonoma Inc              Equity         969904101    553,176      15,787           sole                sole              
Wilmington Trust Cor             Equity         971807102    325,820       9,013           sole                sole              
Wind River Systems I             Equity         973149107    150,676      11,120           sole                sole              
Wisconsin Energy Cor             Equity         976657106    538,382      15,971           sole                sole              
XTO Energy Inc                   Equity         98385X106  1,244,067      35,163           sole                sole              
York International C             Equity         986670107    194,288       5,625           sole                sole              
Zebra Technologies C             Equity         989207105    547,773       9,733           sole                sole              
Everest Re Group Ltd             Equity         G3223R108    680,029       7,593           sole                sole              
Weatherford Internat             Equity         G95089101    929,966      18,128           sole                sole

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CCM Partners · 13F-HR · For 12/31/04

Filed On 1/21/05 9:07am ET · SEC File 28-05709 · Accession Number 1144204-5-1867

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated By Reference

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents