UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 2003.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois November 12, 2003
--------------------- ---------------- -----------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 673
Form 13F Information Table Value Total: $787,223
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION VOTING
SHRS OR --------------------- AUTHORITY
CUSIP FAIR MKT PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
ARCH CAP GROUP LTD ORD G0450A105 741 22,400 X 22,400
BUNGE LIMITED COM G16962105 1,188 43,200 X 43,200
CHINADOTCOM CORP CL A G2108N109 204 24,600 X 24,600
EVEREST RE GROUP LTD COM G3223R108 368 4,900 X 4,900
FRESH DEL MONTE PRODUCE INC ORD G36738105 952 38,700 X 38,700
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,327 44,000 X 44,000
OPENTV CORP CL A G67543101 195 58,700 X 58,700
RENAISSANCE RE HLDGS LTD COM G7496G103 356 7,800 X 7,800
SBS BROADCASTING SA ORD L8137F102 217 8,700 X 8,700
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 853 15,200 X 15,200
KERZNER INTERNATIONAL LTD SHS P6065Y107 349 9,800 X 9,800
OMI CORP NEW COM Y6476W104 826 124,800 X 124,800
AFLAC INC COM 001055102 1,179 36,500 X 36,500
AMC ENTMT INC COM 001669100 174 13,000 X 13,000
AOL TIME WARNER INC COM 00184A105 4,616 305,500 X 305,500
AT&T CORP COM NEW 001957505 1,196 55,500 X 55,500
AT&T WIRELESS SVCS INC COM 00209A106 1,292 157,900 X 157,900
AAIPHARMA INC COM 00252W104 644 37,550 X 37,550
AARON RENTS INC COM 002535201 449 21,450 X 21,450
ABBOTT LABS COM 002824100 4,685 110,100 X 110,100
ABERCROMBIE & FITCH CO CL A 002896207 1,014 36,600 X 36,600
ACADIA RLTY TR COM SH BEN INT 004239109 231 21,000 X 21,000
ACCREDO HEALTH INC COM 00437V104 526 18,800 X 18,800
ACTIVISION INC NEW COM NEW 004930202 263 21,950 X 21,950
ADMINISTAFF INC COM 007094105 169 19,000 X 19,000
ADVANCED DIGITAL INFORMATION COM 007525108 842 59,900 X 59,900
ADVANCED MARKETING SVCS INC COM 00753T105 151 14,800 X 14,800
AEROFLEX INC COM 007768104 256 29,100 X 29,100
ADVANCEPCS COM 00790K109 1,408 30,900 X 30,900
ADVANCED ENERGY INDS COM 007973100 291 15,400 X 15,400
AETHER SYS INC COM 00808V105 159 34,900 X 34,900
AFFILIATED COMPUTER SERVICES CL A 008190100 1,358 27,900 X 27,900
AIR PRODS & CHEMS INC COM 009158106 722 16,000 X 16,000
AIRTRAN HLDGS INC COM 00949P108 350 20,900 X 20,900
ALBANY MOLECULAR RESH INC COM 012423109 382 25,800 X 25,800
ALBEMARLE CORP COM 012653101 349 12,700 X 12,700
ALCOA INC COM 013817101 1,562 59,700 X 59,700
ALIGN TECHNOLOGY INC COM 016255101 196 15,700 X 15,700
ALLSTATE CORP COM 020002101 3,262 89,300 X 89,300
ALLTEL CORP COM 020039103 1,965 42,400 X 42,400
ALPHARMA INC CL A 020813101 312 16,800 X 16,800
ALTRIA GROUP INC COM 02209S103 6,263 143,000 X 143,000
AMAZON COM INC COM 023135106 751 15,500 X 15,500
AMEREN CORP COM 023608102 1,000 23,300 X 23,300
AMERICA WEST HLDG CORP CL B 023657208 198 20,300 X 20,300
AMERICAN AXLE & MFG HLDGS IN COM 024061103 799 27,000 X 27,000
AMERICAN ELEC PWR INC COM 025537101 840 28,000 X 28,000
AMERICAN EXPRESS CO COM 025816109 3,654 81,100 X 81,100
AMERICAN INTL GROUP INC COM 026874107 9,676 167,700 X 167,700
AMERICAN ITALIAN PASTA CO CL A 027070101 255 6,600 X 6,600
AMERICAN MGMT SYS INC COM 027352103 330 25,800 X 25,800
AMERICAN PHARMACEUTICALS PTN COM 02886P109 712 22,700 X 22,700
AMERICAN SUPERCONDUCTOR CORP COM 030111108 193 18,700 X 18,700
AMERICREDIT CORP COM 03060R101 288 28,000 X 28,000
AMERICAS CAR MART INC COM 03062T105 221 7,400 X 7,400
AMERISTAR CASINOS INC COM 03070Q101 438 17,500 X 17,500
AMERUS GROUP CO COM 03072M108 238 7,000 X 7,000
AMGEN INC COM 031162100 5,878 91,100 X 91,100
AMSURG CORP COM 03232P405 218 6,600 X 6,600
ANADARKO PETE CORP COM 032511107 731 17,500 X 17,500
ANALOG DEVICES INC COM 032654105 977 25,700 X 25,700
ANHEUSER BUSCH COS INC COM 035229103 3,202 64,900 X 64,900
ANTHEM INC COM 03674B104 692 9,700 X 9,700
AON CORP COM 037389103 334 16,000 X 16,000
APACHE CORP COM 037411105 790 11,400 X 11,400
APOLLO GROUP INC CL A 037604105 1,882 28,500 X 28,500
APPLEBEES INTL INC COM 037899101 630 20,000 X 20,000
APPLIED MATLS INC COM 038222105 2,119 116,900 X 116,900
ARCTIC CAT INC COM 039670104 415 21,800 X 21,800
ARIAD PHARMACEUTICALS INC COM 04033A100 348 57,809 X 57,809
ARMOR HOLDINGS INC COM 042260109 251 15,000 X 15,000
ARROW INTL INC COM 042764100 327 14,200 X 14,200
ARTHROCARE CORP COM 043136100 357 20,100 X 20,100
ASHLAND INC COM 044204105 986 30,000 X 30,000
ASK JEEVES INC COM 045174109 356 20,500 X 20,500
ASTORIA FINL CORP COM 046265104 371 12,000 X 12,000
AT RD INC COM 04648K105 223 16,700 X 16,700
ATMOS ENERGY CORP COM 049560105 402 16,800 X 16,800
AUGUST TECHNOLOGY CORP COM 05106U105 248 17,400 X 17,400
AUTOLIV INC COM 052800109 736 24,400 X 24,400
AUTOMATIC DATA PROCESSING IN COM 053015103 1,513 42,200 X 42,200
AVERY DENNISON CORP COM 053611109 308 6,100 X 6,100
AVOCENT CORP COM 053893103 300 9,900 X 9,900
AVON PRODS INC COM 054303102 1,078 16,700 X 16,700
BB&T CORP COM 054937107 1,774 49,400 X 49,400
BAKER HUGHES INC COM 057224107 704 23,800 X 23,800
BALLY TOTAL FITNESS HLDG COR COM 05873K108 227 26,200 X 26,200
BANK OF AMERICA CORPORATION COM 060505104 9,271 118,800 X 118,800
BANK OF THE OZARKS INC COM 063904106 200 4,500 X 4,500
BANK NEW YORK INC COM 064057102 1,502 51,600 X 51,600
BANK ONE CORP COM 06423A103 3,119 80,700 X 80,700
BANKATLANTIC BANCORP CL A 065908501 192 13,500 X 13,500
BAXTER INTL INC COM 071813109 1,232 42,400 X 42,400
BEAR STEARNS COS INC COM 073902108 1,279 17,100 X 17,100
BEAZER HOMES USA INC COM 07556Q105 236 2,800 X 2,800
BECKMAN COULTER INC COM 075811109 1,088 23,900 X 23,900
BECTON DICKINSON & CO COM 075887109 647 17,900 X 17,900
BED BATH & BEYOND INC COM 075896100 1,087 28,400 X 28,400
BELDEN INC COM 077459105 776 44,400 X 44,400
BELL MICROPRODUCTS INC COM 078137106 158 24,300 X 24,300
BELLSOUTH CORP COM 079860102 3,088 130,400 X 130,400
BENCHMARK ELECTRS INC COM 08160H101 799 18,900 X 18,900
BENTLEY PHARMACEUTICALS INC COM 082657107 401 24,700 X 24,700
BEST BUY INC COM 086516101 1,906 40,100 X 40,100
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 191 18,900 X 18,900
BIO RAD LABS INC CL A 090572207 872 17,100 X 17,100
BIOPURE CORP CL A 09065H105 177 27,300 X 27,300
BIOLASE TECHNOLOGY INC COM 090911108 177 15,500 X 15,500
BIOSITE INC COM 090945106 365 12,900 X 12,900
BLACK BOX CORP DEL COM 091826107 362 9,100 X 9,100
BLACKROCK INC CL A 09247X101 255 5,200 X 5,200
BLOCK H & R INC COM 093671105 1,381 32,000 X 32,000
BLYTH INC COM 09643P108 1,017 37,700 X 37,700
BOB EVANS FARMS INC COM 096761101 374 14,000 X 14,000
BOEING CO COM 097023105 2,729 79,500 X 79,500
BOSTON COMMUNICATIONS GROUP COM 100582105 400 40,000 X 40,000
BOSTON SCIENTIFIC CORP COM 101137107 1,448 22,700 X 22,700
BRADLEY PHARMACEUTICALS INC COM 104576103 324 11,900 X 11,900
BRIGGS & STRATTON CORP COM 109043109 364 6,200 X 6,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 228 5,700 X 5,700
BRISTOL MYERS SQUIBB CO COM 110122108 3,513 136,900 X 136,900
BRITESMILE INC COM NEW 110415205 227 7,099 X 7,099
BROADCOM CORP CL A 111320107 232 8,700 X 8,700
BUCKEYE TECHNOLOGIES INC COM 118255108 309 34,000 X 34,000
BURLINGTON NORTHN SANTA FE C COM 12189T104 779 27,000 X 27,000
BURLINGTON RES INC COM 122014103 680 14,100 X 14,100
CBRL GROUP INC COM 12489V106 1,188 33,400 X 33,400
CEC ENTMT INC COM 125137109 831 21,200 X 21,200
CSK AUTO CORP COM 125965103 276 17,900 X 17,900
CNET NETWORKS INC COM 12613R104 198 28,100 X 28,100
CTS CORP COM 126501105 371 30,100 X 30,100
CVS CORP COM 126650100 857 27,600 X 27,600
CABLE DESIGN TECHNOLOGIES CO COM 126924109 210 26,200 X 26,200
CABOT OIL & GAS CORP COM 127097103 309 11,900 X 11,900
CACI INTL INC CL A 127190304 771 18,000 X 18,000
CAL DIVE INTL INC COM 127914109 273 14,000 X 14,000
CAMBREX CORP COM 132011107 411 18,100 X 18,100
CAMPBELL SOUP CO COM 134429109 1,455 54,900 X 54,900
CANDELA CORP COM 136907102 194 15,200 X 15,200
CAPITAL ONE FINL CORP COM 14040H105 2,242 39,300 X 39,300
CARDINAL HEALTH INC COM 14149Y108 3,427 58,700 X 58,700
CARREKER CORP COM 144433109 161 20,000 X 20,000
CASH AMER INTL INC COM 14754D100 320 19,500 X 19,500
CATALINA MARKETING CORP COM 148867104 176 11,600 X 11,600
CATERPILLAR INC DEL COM 149123101 1,673 24,300 X 24,300
CENDANT CORP COM 151313103 2,447 130,900 X 130,900
CENTEX CORP COM 152312104 241 3,100 X 3,100
CENTRAL PKG CORP COM 154785109 159 13,000 X 13,000
CHARTER ONE FINL INC COM 160903100 949 31,000 X 31,000
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 460 25,000 X 25,000
CHARTER COMMUNICATIONS INC D CL A 16117M107 119 29,000 X 29,000
CHESAPEAKE CORP COM 165159104 284 12,600 X 12,600
CHESAPEAKE ENERGY CORP COM 165167107 218 20,200 X 20,200
CHEVRONTEXACO CORP COM 166764100 6,402 89,600 X 89,600
CHICOS FAS INC COM 168615102 536 17,500 X 17,500
CHUBB CORP COM 171232101 2,186 33,700 X 33,700
CISCO SYS INC COM 17275R102 10,769 549,700 X 549,700
CITIGROUP INC COM 172967101 16,543 363,500 X 363,500
CLAIRES STORES INC COM 179584107 1,532 45,800 X 45,800
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,417 37,000 X 37,000
COCA COLA CO COM 191216100 6,500 151,300 X 151,300
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 649 17,800 X 17,800
COLGATE PALMOLIVE CO COM 194162103 2,124 38,000 X 38,000
COLUMBIA SPORTSWEAR CO COM 198516106 211 4,000 X 4,000
COMCAST CORP NEW CL A 20030N101 4,654 151,000 X 151,000
COMMERCIAL CAP BANCORP INC COM 20162L105 261 16,700 X 16,700
COMMERCIAL FEDERAL CORPORATI COM 201647104 358 14,700 X 14,700
COMMUNITY FIRST BANKSHARES I COM 203902101 426 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 1,041 30,000 X 30,000
COMPUCREDIT CORP COM 20478N100 583 33,300 X 33,300
COMPUTER ASSOC INTL INC COM 204912109 851 32,600 X 32,600
COMPUTER SCIENCES CORP COM 205363104 864 23,000 X 23,000
COMSTOCK RES INC COM NEW 205768203 164 12,300 X 12,300
CONAGRA FOODS INC COM 205887102 805 37,900 X 37,900
CONCORD CAMERA CORP COM 206156101 182 17,100 X 17,100
CONCORD COMMUNICATIONS INC COM 206186108 450 34,500 X 34,500
CONOCOPHILLIPS COM 20825C104 3,811 69,600 X 69,600
CONSTELLATION BRANDS INC CL A 21036P108 796 26,100 X 26,100
COOPER COS INC COM NEW 216648402 579 14,200 X 14,200
COPART INC COM 217204106 197 18,100 X 18,100
CORINTHIAN COLLEGES INC COM 218868107 217 3,800 X 3,800
COSTCO WHSL CORP NEW COM 22160K105 997 32,000 X 32,000
COUNTRYWIDE FINANCIAL CORP COM 222372104 611 7,800 X 7,800
COVANCE INC COM 222816100 302 13,500 X 13,500
COVENTRY HEALTH CARE INC COM 222862104 1,725 32,700 X 32,700
COX COMMUNICATIONS INC NEW CL A 224044107 506 16,000 X 16,000
D & K HEALTHCARE RES INC COM 232861104 170 12,100 X 12,100
DRS TECHNOLOGIES INC COM 23330X100 388 16,100 X 16,100
D R HORTON INC COM 23331A109 706 21,600 X 21,600
DSP GROUP INC COM 23332B106 219 8,800 X 8,800
DAKTRONICS INC COM 234264109 354 22,100 X 22,100
DANAHER CORP DEL COM 235851102 598 8,100 X 8,100
DATASCOPE CORP COM 238113104 335 10,900 X 10,900
DEAN FOODS CO NEW COM 242370104 1,399 45,100 X 45,100
DELL INC COM 24702R101 5,377 160,900 X 160,900
DELPHI FINL GROUP INC CL A 247131105 921 19,800 X 19,800
DENBURY RES INC COM NEW 247916208 237 19,200 X 19,200
DENTSPLY INTL INC NEW COM 249030107 1,762 39,300 X 39,300
DEVON ENERGY CORP NEW COM 25179M103 983 20,400 X 20,400
DIAL CORP NEW COM 25247D101 222 10,300 X 10,300
DICKS SPORTING GOODS INC COM 253393102 250 6,700 X 6,700
DIGENE CORP COM 253752109 229 5,600 X 5,600
DIGITAL RIV INC COM 25388B104 208 7,600 X 7,600
DISNEY WALT CO COM DISNEY 254687106 2,902 143,900 X 143,900
DITECH COMMUNICATIONS CORP COM 25500M103 239 27,300 X 27,300
DOBSON COMMUNICATIONS CORP CL A 256069105 92 11,300 X 11,300
DOMINION RES INC VA NEW COM 25746U109 2,464 39,800 X 39,800
DONNELLEY R R & SONS CO COM 257867101 1,069 43,000 X 43,000
DORAL FINL CORP COM 25811P100 832 17,700 X 17,700
DOT HILL SYS CORP COM 25848T109 171 12,400 X 12,400
DOW CHEM CO COM 260543103 2,105 64,700 X 64,700
DRIL-QUIP INC COM 262037104 191 11,300 X 11,300
DU PONT E I DE NEMOURS & CO COM 263534109 2,805 70,100 X 70,100
DUANE READE INC COM 263578106 332 20,800 X 20,800
DUKE ENERGY CORP COM 264399106 1,117 62,700 X 62,700
DUPONT PHOTOMASKS INC COM 26613X101 336 14,800 X 14,800
DYNACQ INTL INC COM PAR $.001 267919306 208 11,500 X 11,500
EGL INC COM 268484102 231 12,700 X 12,700
E M C CORP MASS COM 268648102 1,950 154,400 X 154,400
EPIX MEDICAL INC COM 26881Q101 267 15,600 X 15,600
EPIQ SYS INC COM 26882D109 836 49,200 X 49,200
EBAY INC COM 278642103 2,768 51,600 X 51,600
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 617 16,100 X 16,100
ECOLLEGE COM COM 27887E100 327 16,300 X 16,300
EDISON INTL COM 281020107 993 52,000 X 52,000
EDUCATION MGMT CORP COM 28139T101 214 3,700 X 3,700
EL PASO ELEC CO COM NEW 283677854 154 13,300 X 13,300
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 346 12,100 X 12,100
EMERSON ELEC CO COM 291011104 1,564 29,700 X 29,700
EMULEX CORP COM NEW 292475209 1,279 50,200 X 50,200
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,757 85,900 X 85,900
ENGELHARD CORP COM 292845104 1,079 39,000 X 39,000
ENTERGY CORP NEW COM 29364G103 861 15,900 X 15,900
ENZON PHARMACEUTICALS INC COM 293904108 403 34,600 X 34,600
EON LABS INC COM 29412E100 242 6,300 X 6,300
EQUITY OFFICE PROPERTIES TRU COM 294741103 782 28,400 X 28,400
ERESEARCHTECHNOLOGY INC COM 29481V108 364 10,500 X 10,500
EXELON CORP COM 30161N101 2,457 38,700 X 38,700
EXELIXIS INC COM 30161Q104 89 12,500 X 12,500
EXPEDITORS INTL WASH INC COM 302130109 1,348 39,200 X 39,200
EXPRESSJET HOLDINGS INC CL A 30218U108 745 54,000 X 54,000
EXPRESS SCRIPTS INC COM 302182100 373 6,100 X 6,100
EXULT INC DEL COM 302284104 260 32,300 X 32,300
EXXON MOBIL CORP COM 30231G102 17,590 480,600 X 480,600
FPIC INS GROUP INC COM 302563101 253 16,800 X 16,800
FPL GROUP INC COM 302571104 1,144 18,100 X 18,100
FEDERAL HOME LN MTG CORP COM 313400301 3,706 70,800 X 70,800
FEDERAL NATL MTG ASSN COM 313586109 6,620 94,300 X 94,300
FEDEX CORP COM 31428X106 1,353 21,000 X 21,000
FERRO CORP COM 315405100 299 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 1,374 45,725 X 45,725
FIFTH THIRD BANCORP COM 316773100 1,966 35,400 X 35,400
FINANCIAL FED CORP COM 317492106 397 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 966 38,800 X 38,800
FIRST DATA CORP COM 319963104 2,110 52,800 X 52,800
FIRST REP BK SAN FRANCISCO COM 336158100 216 7,000 X 7,000
FIRST TENN NATL CORP COM 337162101 934 22,000 X 22,000
FISERV INC COM 337738108 904 24,900 X 24,900
FIRSTFED FINL CORP COM 337907109 442 11,200 X 11,200
FLAGSTAR BANCORP INC COM 337930101 1,074 46,800 X 46,800
FIRSTENERGY CORP COM 337932107 619 19,400 X 19,400
FLEETBOSTON FINL CORP COM 339030108 2,228 73,900 X 73,900
FLORIDA EAST COAST INDS CL A 340632108 213 7,400 X 7,400
FORD MTR CO DEL COM PAR $0.01 345370860 1,338 124,200 X 124,200
FOREST LABS INC COM 345838106 1,471 28,600 X 28,600
FOUNDRY NETWORKS INC COM 35063R100 204 9,500 X 9,500
FOX ENTMT GROUP INC CL A 35138T107 344 12,300 X 12,300
FRONTIER AIRLINES INC NEW COM 359065109 215 13,100 X 13,100
GBC BANCORP CALIF COM 361475106 260 6,800 X 6,800
GANNETT INC COM 364730101 1,799 23,200 X 23,200
GAP INC DEL COM 364760108 1,159 67,700 X 67,700
GENENTECH INC COM NEW 368710406 1,162 14,500 X 14,500
GENERAL DYNAMICS CORP COM 369550108 999 12,800 X 12,800
GENERAL ELEC CO COM 369604103 21,040 705,800 X 705,800
GENERAL MLS INC COM 370334104 1,229 26,100 X 26,100
GENERAL MTRS CORP COM 370442105 1,334 32,600 X 32,600
GENERAL MTRS CORP CL H NEW 370442832 884 61,800 X 61,800
GENTIVA HEALTH SERVICES INC COM 37247A102 200 17,400 X 17,400
GENZYME CORP COM GENL DIV 372917104 625 13,500 X 13,500
GETTY IMAGES INC COM 374276103 214 6,100 X 6,100
GILEAD SCIENCES INC COM 375558103 790 14,100 X 14,100
GILLETTE CO COM 375766102 2,306 72,100 X 72,100
GLOBAL IMAGING SYSTEMS COM 37934A100 788 32,000 X 32,000
GOLDEN WEST FINL CORP DEL COM 381317106 788 8,800 X 8,800
GOLDMAN SACHS GROUP INC COM 38141G104 1,686 20,100 X 20,100
GRACO INC COM 384109104 413 11,000 X 11,000
GREENPOINT FINL CORP COM 395384100 1,196 40,050 X 40,050
GUIDANT CORP COM 401698105 1,012 21,600 X 21,600
GUITAR CTR MGMT INC COM 402040109 206 6,400 X 6,400
HCA INC COM 404119109 1,283 34,800 X 34,800
HCC INS HLDGS INC COM 404132102 227 7,800 X 7,800
HAIN CELESTIAL GROUP INC COM 405217100 321 17,700 X 17,700
HALLIBURTON CO COM 406216101 747 30,800 X 30,800
HARLEY DAVIDSON INC COM 412822108 1,031 21,400 X 21,400
HARRIS INTERACTIVE INC COM 414549105 185 26,300 X 26,300
HARTFORD FINL SVCS GROUP INC COM 416515104 953 18,100 X 18,100
HEALTHEXTRAS INC COM 422211102 250 29,000 X 29,000
HEALTH NET INC COM 42222G108 950 30,000 X 30,000
HECLA MNG CO COM 422704106 193 36,800 X 36,800
HEINZ H J CO COM 423074103 847 24,700 X 24,700
HERLEY INDS INC DEL COM 427398102 201 11,500 X 11,500
HEWLETT PACKARD CO COM 428236103 4,174 215,600 X 215,600
HILB ROGAL & HAMILTON CO COM 431294107 385 12,400 X 12,400
HILLENBRAND INDS INC COM 431573104 339 6,000 X 6,000
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 393 16,200 X 16,200
HOLLYWOOD ENTMT CORP COM 436141105 258 15,200 X 15,200
HOLOGIC INC COM 436440101 575 42,300 X 42,300
HOME DEPOT INC COM 437076102 5,577 175,100 X 175,100
HON INDS INC COM 438092108 444 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 1,544 58,600 X 58,600
HOT TOPIC INC COM 441339108 440 19,500 X 19,500
HOUSTON EXPL CO COM 442120101 379 10,800 X 10,800
HOVNANIAN ENTERPRISES INC CL A 442487203 476 7,400 X 7,400
ITT INDS INC IND COM 450911102 957 16,000 X 16,000
IDEXX LABS INC COM 45168D104 426 10,000 X 10,000
ILLINOIS TOOL WKS INC COM 452308109 1,206 18,200 X 18,200
INDEPENDENCE CMNTY BK CORP COM 453414104 456 13,000 X 13,000
INDEPENDENT BANK CORP MICH COM 453838104 205 7,000 X 7,000
INFOUSA INC NEW COM 456818301 89 11,800 X 11,800
INSIGHT ENTERPRISES INC COM 45765U103 408 26,800 X 26,800
INSITUFORM TECHNOLOGIES INC CL A 457667103 302 17,000 X 17,000
INTEL CORP COM 458140100 12,698 461,400 X 461,400
INTERACTIVE DATA CORP COM 45840J107 223 14,100 X 14,100
INTERACTIVECORP COM 45840Q101 936 28,200 X 28,200
INTERNATIONAL BUSINESS MACHS COM 459200101 10,432 118,100 X 118,100
INTL PAPER CO COM 460146103 1,331 34,100 X 34,100
INTERPORE INTL COM 46062W107 180 11,700 X 11,700
INTRADO INC COM 46117A100 421 18,500 X 18,500
INTUITIVE SURGICAL INC COM NEW 46120E602 223 13,350 X 13,350
IRWIN FINL CORP COM 464119106 437 18,000 X 18,000
ISHARES TR S&P MIDCAP 400 464287507 939 9,200 X 9,200
ISHARES TR RUSSELL 2000 464287655 1,359 14,000 X 14,000
ISHARES TR RUSSELL 3000 464287689 11,062 196,300 X 196,300
ISHARES TR S&P SMLCAP 600 464287804 1,045 8,900 X 8,900
ITRON INC COM 465741106 423 21,100 X 21,100
JLG INDS INC COM 466210101 323 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 5,287 154,000 X 154,000
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 431 11,400 X 11,400
JEFFERSON PILOT CORP COM 475070108 1,114 25,100 X 25,100
JOHNSON & JOHNSON COM 478160104 10,384 209,700 X 209,700
JOHNSON CTLS INC COM 478366107 1,410 14,900 X 14,900
KCS ENERGY INC COM 482434206 192 28,300 X 28,300
K-SWISS INC CL A 482686102 238 6,600 X 6,600
KANSAS CITY SOUTHERN COM NEW 485170302 259 23,400 X 23,400
KB HOME COM 48666K109 1,587 26,600 X 26,600
KELLOGG CO COM 487836108 580 17,400 X 17,400
KERR MCGEE CORP COM 492386107 384 8,600 X 8,600
KEYCORP NEW COM 493267108 767 30,000 X 30,000
KIMBERLY CLARK CORP COM 494368103 1,842 35,900 X 35,900
KINDER MORGAN INC KANS COM 49455P101 286 5,300 X 5,300
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,002 23,400 X 23,400
KING PHARMACEUTICALS INC COM 495582108 1,045 69,000 X 69,000
KNIGHT TRADING GROUP INC COM 499063105 477 41,700 X 41,700
KOHLS CORP COM 500255104 1,102 20,600 X 20,600
KOS PHARMACEUTICALS INC COM 500648100 293 8,500 X 8,500
KRAFT FOODS INC CL A 50075N104 1,829 62,000 X 62,000
KROGER CO COM 501044101 952 53,300 X 53,300
KROLL INC COM 501049100 195 10,500 X 10,500
LNR PPTY CORP COM 501940100 450 11,000 X 11,000
L-3 COMMUNICATIONS HLDGS INC COM 502424104 865 20,000 X 20,000
LABONE INC NEW COM 50540L105 424 18,200 X 18,200
LANCE INC COM 514606102 209 21,000 X 21,000
LANDAMERICA FINL GROUP INC COM 514936103 921 20,100 X 20,100
LEAPFROG ENTERPRISES INC CL A 52186N106 448 11,800 X 11,800
LEHMAN BROS HLDGS INC COM 524908100 1,188 17,200 X 17,200
LENNAR CORP CL A 526057104 210 2,700 X 2,700
LIBBEY INC COM 529898108 256 9,200 X 9,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 1,789 179,400 X 179,400
LILLY ELI & CO COM 532457108 4,384 73,800 X 73,800
LINCARE HLDGS INC COM 532791100 1,475 40,300 X 40,300
LINEAR TECHNOLOGY CORP COM 535678106 805 22,400 X 22,400
LINENS N THINGS INC COM 535679104 1,130 47,500 X 47,500
LIONBRIDGE TECHNOLOGIES INC COM 536252109 181 24,100 X 24,100
LIZ CLAIBORNE INC COM 539320101 1,090 32,000 X 32,000
LOCKHEED MARTIN CORP COM 539830109 1,218 26,400 X 26,400
LOWES COS INC COM 548661107 2,787 53,700 X 53,700
LUMINEX CORP DEL COM 55027E102 197 29,500 X 29,500
M & T BK CORP COM 55261F104 410 4,700 X 4,700
MBIA INC COM 55262C100 1,088 19,800 X 19,800
MBNA CORP COM 55262L100 1,708 74,900 X 74,900
M D C HLDGS INC COM 552676108 1,222 22,630 X 22,630
MFA MTG INVTS INC COM 55272X102 205 21,500 X 21,500
MRO SOFTWARE INC COM 55347W105 292 21,400 X 21,400
MRV COMMUNICATIONS INC COM 553477100 212 77,100 X 77,100
MACK CALI RLTY CORP COM 554489104 231 5,900 X 5,900
MACROMEDIA INC COM 556100105 272 11,100 X 11,100
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 307 38,400 X 38,400
MANITOWOC INC COM 563571108 291 13,400 X 13,400
MANTECH INTL CORP CL A 564563104 816 32,800 X 32,800
MANUGISTICS GROUP INC COM 565011103 191 34,700 X 34,700
MARATHON OIL CORP COM 565849106 1,399 49,100 X 49,100
MARSH & MCLENNAN COS INC COM 571748102 1,800 37,800 X 37,800
MARVEL ENTERPRISES INC COM 57383M108 214 9,600 X 9,600
MASCO CORP COM 574599106 837 34,200 X 34,200
MAXIM INTEGRATED PRODS INC COM 57772K101 898 22,800 X 22,800
MAY DEPT STORES CO COM 577778103 394 16,000 X 16,000
MAXIMUS INC COM 577933104 489 14,200 X 14,200
MCDONALDS CORP COM 580135101 2,112 89,700 X 89,700
MCGRAW HILL COS INC COM 580645109 851 13,700 X 13,700
MEDCO HEALTH SOLUTIONS INC COM 58405U102 512 19,763 X 19,763
MEDTRONIC INC COM 585055106 4,040 86,100 X 86,100
MELLON FINL CORP COM 58551A108 937 31,100 X 31,100
MENS WEARHOUSE INC COM 587118100 290 11,300 X 11,300
MENTOR CORP MINN COM 587188103 1,003 44,000 X 44,000
MERCANTILE BANKSHARES CORP COM 587405101 432 10,800 X 10,800
MERCK & CO INC COM 589331107 9,157 180,900 X 180,900
MERCURY GENL CORP NEW COM 589400100 367 8,200 X 8,200
MERCURY INTERACTIVE CORP COM 589405109 228 5,000 X 5,000
MERIX CORP COM 590049102 206 12,500 X 12,500
MERRILL LYNCH & CO INC COM 590188108 3,501 65,400 X 65,400
MESA AIR GROUP INC COM 590479101 199 17,900 X 17,900
METHODE ELECTRS INC CL A 591520200 207 17,600 X 17,600
METLIFE INC COM 59156R108 620 22,100 X 22,100
METRO ONE TELECOMMUNICATIONS COM 59163F105 39 11,100 X 11,100
MICROSOFT CORP COM 594918104 17,558 631,600 X 631,600
MICROSEMI CORP COM 595137100 156 10,300 X 10,300
MID ATLANTIC MED SVCS INC COM 59523C107 1,332 25,900 X 25,900
MOBILE MINI INC COM 60740F105 428 22,000 X 22,000
MONACO COACH CORP COM 60886R103 182 11,000 X 11,000
MOOG INC CL A 615394202 898 22,900 X 22,900
MORGAN STANLEY COM NEW 617446448 5,137 101,800 X 101,800
MOTOROLA INC COM 620076109 1,954 163,500 X 163,500
MULTIMEDIA GAMES INC COM 625453105 393 10,800 X 10,800
MYLAN LABS INC COM 628530107 1,082 28,000 X 28,000
NBTY INC COM 628782104 420 18,000 X 18,000
NCO GROUP INC COM 628858102 390 16,700 X 16,700
NUI CORP COM 629431107 214 14,300 X 14,300
NVR INC COM 62944T105 606 1,300 X 1,300
NANOPHASE TCHNOLOGIES CORP COM 630079101 91 14,100 X 14,100
NATIONAL CITY CORP COM 635405103 2,015 68,400 X 68,400
NAUTILUS GROUP INC COM 63910B102 380 30,100 X 30,100
NDCHEALTH CORP COM 639480102 333 15,900 X 15,900
NETBANK INC COM 640933107 195 15,600 X 15,600
NET2PHONE COM 64108N106 199 31,500 X 31,500
NETEGRITY INC COM 64110P107 355 35,600 X 35,600
NEW CENTURY FINANCIAL CORP COM 64352D101 394 13,900 X 13,900
NEW YORK CMNTY BANCORP INC COM 649445103 1,235 39,200 X 39,200
NEWFIELD EXPL CO COM 651290108 590 15,300 X 15,300
NEWMONT MINING CORP COM 651639106 989 25,300 X 25,300
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,514 76,800 X 76,800
NIKE INC CL B 654106103 706 11,600 X 11,600
NOKIA CORP SPONSORED ADR 654902204 950 60,900 X 60,900
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 434 10,000 X 10,000
NORTHROP GRUMMAN CORP COM 666807102 1,061 12,300 X 12,300
NOVASTAR FINL INC COM 669947400 213 3,700 X 3,700
NOVEN PHARMACEUTICALS INC COM 670009109 147 12,800 X 12,800
OM GROUP INC COM 670872100 149 10,200 X 10,200
NUVEEN INVTS INC CL A 67090F106 305 11,100 X 11,100
OSI SYSTEMS INC COM 671044105 822 47,500 X 47,500
OCCIDENTAL PETE CORP DEL COM 674599105 930 26,400 X 26,400
ODYSSEY HEALTHCARE INC COM 67611V101 241 8,075 X 8,075
OLD NATL BANCORP IND COM 680033107 228 10,200 X 10,200
OMNICARE INC COM 681904108 1,269 35,200 X 35,200
OMNICOM GROUP INC COM 681919106 948 13,200 X 13,200
OMNICELL INC COM 68213N109 242 14,900 X 14,900
ORACLE CORP COM 68389X105 3,078 273,600 X 273,600
ORASURE TECHNOLOGIES INC COM 68554V108 96 10,100 X 10,100
O REILLY AUTOMOTIVE INC COM 686091109 236 6,400 X 6,400
ORTHODONTIC CTRS AMER INC COM 68750P103 151 19,200 X 19,200
OSHKOSH TRUCK CORP COM 688239201 634 16,000 X 16,000
OSTEOTECH INC COM 688582105 128 15,500 X 15,500
OUTBACK STEAKHOUSE INC COM 689899102 947 25,000 X 25,000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 240 9,300 X 9,300
OWENS & MINOR INC NEW COM 690732102 364 15,100 X 15,100
P F CHANGS CHINA BISTRO INC COM 69333Y108 304 6,700 X 6,700
PMA CAP CORP CL A 693419202 132 10,500 X 10,500
PNC FINL SVCS GROUP INC COM 693475105 952 20,000 X 20,000
PPG INDS INC COM 693506107 1,347 25,800 X 25,800
PPL CORP COM 69351T106 1,065 26,000 X 26,000
PTEK HLDGS INC COM 69366M104 216 26,200 X 26,200
PACIFIC SUNWEAR CALIF INC COM 694873100 927 44,850 X 44,850
PANERA BREAD CO CL A 69840W108 390 9,500 X 9,500
PAPA JOHNS INTL INC COM 698813102 323 13,000 X 13,000
PARKER HANNIFIN CORP COM 701094104 939 21,000 X 21,000
PATHMARK STORES INC NEW COM 70322A101 155 22,300 X 22,300
PATINA OIL & GAS CORP COM 703224105 358 9,875 X 9,875
PAXAR CORP COM 704227107 786 61,400 X 61,400
PAYCHEX INC COM 704326107 788 23,100 X 23,100
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 248 16,630 X 16,630
PENN NATL GAMING INC COM 707569109 358 16,800 X 16,800
PEPSIAMERICAS INC COM 71343P200 158 10,900 X 10,900
PEPSICO INC COM 713448108 5,559 121,300 X 121,300
PERFORMANCE FOOD GROUP CO COM 713755106 204 5,000 X 5,000
PERKINELMER INC COM 714046109 444 29,000 X 29,000
PFIZER INC COM 717081103 16,936 557,480 X 557,480
PHARMACEUTICAL RES INC COM 717125108 648 9,500 X 9,500
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 215 18,200 X 18,200
PHOTRONICS INC COM 719405102 519 24,300 X 24,300
PINNACLE SYS INC COM 723481107 299 35,700 X 35,700
PITNEY BOWES INC COM 724479100 353 9,200 X 9,200
PIXELWORKS INC COM 72581M107 173 19,900 X 19,900
PLANAR SYS INC COM 726900103 404 19,000 X 19,000
POGO PRODUCING CO COM 730448107 575 12,700 X 12,700
POLYMEDICA CORP COM 731738100 244 9,200 X 9,200
POLYONE CORP COM 73179P106 134 34,000 X 34,000
POZEN INC COM 73941U102 416 23,400 X 23,400
PRAXAIR INC COM 74005P104 1,115 18,000 X 18,000
PRIMUS TELECOMMUNICATIONS GR COM 741929103 177 26,200 X 26,200
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 629 20,300 X 20,300
PRIORITY HEALTHCARE CORP CL B 74264T102 323 15,700 X 15,700
PROCTER & GAMBLE CO COM 742718109 8,818 95,000 X 95,000
PROGRESS ENERGY INC COM 743263105 671 15,100 X 15,100
PROGRESSIVE CORP OHIO COM 743315103 2,357 34,100 X 34,100
PROTECTIVE LIFE CORP COM 743674103 573 19,200 X 19,200
PROVIDENT BANKSHARES CORP COM 743859100 453 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 286 22,100 X 22,100
PROVIDIAN FINL CORP COM 74406A102 131 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 1,457 39,000 X 39,000
PULTE HOMES INC COM 745867101 1,503 22,100 X 22,100
QUALCOMM INC COM 747525103 3,471 83,300 X 83,300
R & G FINANCIAL CORP CL B 749136107 847 29,000 X 29,000
RLI CORP COM 749607107 250 7,600 X 7,600
RSA SEC INC COM 749719100 253 17,600 X 17,600
RADIAN GROUP INC COM 750236101 514 11,576 X 11,576
RADISYS CORP COM 750459109 204 11,300 X 11,300
RARE HOSPITALITY INTL INC COM 753820109 411 16,500 X 16,500
RAYTHEON CO COM NEW 755111507 812 29,000 X 29,000
RECKSON ASSOCS RLTY CORP COM 75621K106 254 11,000 X 11,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 227 8,900 X 8,900
REDWOOD TR INC COM 758075402 551 13,000 X 13,000
REGIS CORP MINN COM 758932107 623 19,400 X 19,400
RELIANCE STEEL & ALUMINUM CO COM 759509102 237 10,700 X 10,700
RENAL CARE GROUP INC COM 759930100 499 14,600 X 14,600
REYNOLDS & REYNOLDS CO CL A 761695105 1,074 39,000 X 39,000
RIGGS NATL CORP WASH DC COM 766570105 464 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 376 20,800 X 20,800
RITE AID CORP COM 767754104 87 16,900 X 16,900
ROBBINS & MYERS INC COM 770196103 207 9,300 X 9,300
ROPER INDS INC NEW COM 776696106 370 8,500 X 8,500
ROSLYN BANCORP INC COM 778162107 247 10,500 X 10,500
ROSS STORES INC COM 778296103 1,355 29,200 X 29,200
ROYAL BK CDA MONTREAL QUE COM 780087102 373 8,499 X 8,499
RYLAND GROUP INC COM 783764103 1,521 20,800 X 20,800
SBC COMMUNICATIONS INC COM 78387G103 5,520 248,100 X 248,100
SBS TECHNOLOGIES INC COM 78387P103 170 15,600 X 15,600
SFBC INTL INC COM 784121105 381 13,400 X 13,400
SLM CORP COM 78442P106 1,134 29,100 X 29,100
SPS TECHNOLOGIES INC COM 784626103 311 6,900 X 6,900
SWS GROUP INC COM 78503N107 297 15,089 X 15,089
SAFEWAY INC COM NEW 786514208 904 39,400 X 39,400
ST JUDE MED INC COM 790849103 683 12,700 X 12,700
SALTON INC COM 795757103 189 19,000 X 19,000
SANDERSON FARMS INC COM 800013104 258 8,200 X 8,200
SANDISK CORP COM 80004C101 401 6,300 X 6,300
SAPIENT CORP COM 803062108 214 59,600 X 59,600
SARA LEE CORP COM 803111103 1,878 102,300 X 102,300
SCANSOURCE INC COM 806037107 847 23,200 X 23,200
SCHEIN HENRY INC COM 806407102 675 11,900 X 11,900
SCHERING PLOUGH CORP COM 806605101 1,859 122,000 X 122,000
SCHWAB CHARLES CORP NEW COM 808513105 888 74,600 X 74,600
SCICLONE PHARMACEUTICALS INC COM 80862K104 430 53,700 X 53,700
SECURE COMPUTING CORP COM 813705100 215 18,400 X 18,400
SELECTIVE INS GROUP INC COM 816300107 924 31,000 X 31,000
SERENA SOFTWARE INC COM 817492101 351 19,000 X 19,000
SIERRA HEALTH SVCS INC COM 826322109 329 16,000 X 16,000
SILGAN HOLDINGS INC COM 827048109 448 14,000 X 14,000
SIPEX CORP COM 829909100 191 24,300 X 24,300
SOLA INTL INC COM 834092108 282 17,600 X 17,600
SONIC CORP COM 835451105 209 8,300 X 8,300
SONUS NETWORKS INC COM 835916107 182 26,200 X 26,200
SOURCECORP COM 836167106 693 29,800 X 29,800
SOUTHERN CO COM 842587107 2,436 83,000 X 83,000
SOUTHERN UN CO NEW COM 844030106 336 19,740 X 19,740
SOUTHTRUST CORP COM 844730101 203 6,900 X 6,900
SOUTHWEST AIRLS CO COM 844741108 963 54,400 X 54,400
SOUTHWEST GAS CORP COM 844895102 225 9,900 X 9,900
SOVEREIGN BANCORP INC COM 845905108 1,020 55,000 X 55,000
SPRINT CORP COM FON GROUP 852061100 959 63,500 X 63,500
STANDARD PAC CORP NEW COM 85375C101 709 18,700 X 18,700
STATE STR CORP COM 857477103 1,058 23,500 X 23,500
STEAK N SHAKE CO COM 857873103 234 15,700 X 15,700
STEEL DYNAMICS INC COM 858119100 380 25,000 X 25,000
STERLING BANCSHARES INC COM 858907108 340 28,500 X 28,500
STERICYCLE INC COM 858912108 444 9,400 X 9,400
STERLING FINL CORP WASH COM 859319105 217 7,700 X 7,700
STEWART INFORMATION SVCS COR COM 860372101 1,265 44,800 X 44,800
STONE ENERGY CORP COM 861642106 660 18,700 X 18,700
STRAYER ED INC COM 863236105 232 2,400 X 2,400
STRIDE RITE CORP COM 863314100 240 22,200 X 22,200
STRYKER CORP COM 863667101 731 9,700 X 9,700
SUN MICROSYSTEMS INC COM 866810104 758 229,000 X 229,000
SUNRISE SENIOR LIVING INC COM 86768K106 1,078 41,100 X 41,100
SUNTRUST BKS INC COM 867914103 1,063 17,600 X 17,600
SUPERVALU INC COM 868536103 475 19,900 X 19,900
SWIFT ENERGY CO COM 870738101 222 15,700 X 15,700
SYNOPSYS INC COM 871607107 1,094 35,400 X 35,400
SYSCO CORP COM 871829107 1,501 45,900 X 45,900
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 188 18,000 X 18,000
THQ INC COM NEW 872443403 308 18,800 X 18,800
TTM TECHNOLOGIES INC COM 87305R109 676 47,100 X 47,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,028 30,100 X 30,100
TALK AMERICA HLDGS INC COM NEW 87426R202 382 33,300 X 33,300
TALX CORP COM 874918105 367 14,800 X 14,800
TARGET CORP COM 87612E106 2,420 64,300 X 64,300
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 191 43,900 X 43,900
TERAYON COMMUNICATION SYS COM 880775101 175 30,300 X 30,300
TEXAS INDS INC COM 882491103 293 11,900 X 11,900
TEXAS INSTRS INC COM 882508104 4,191 183,800 X 183,800
TEXTRON INC COM 883203101 986 25,000 X 25,000
THERMO ELECTRON CORP COM 883556102 1,094 50,400 X 50,400
THORNBURG MTG INC COM 885218107 233 9,200 X 9,200
3M CO COM 88579Y101 3,813 55,200 X 55,200
TIMBERLAND CO CL A 887100105 324 7,600 X 7,600
TOO INC COM 890333107 261 17,700 X 17,700
TOWER AUTOMOTIVE INC COM 891707101 148 32,800 X 32,800
TRACTOR SUPPLY CO COM 892356106 217 6,600 X 6,600
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 946 59,600 X 59,600
TREDEGAR CORP COM 894650100 402 26,700 X 26,700
TRIBUNE CO NEW COM 896047107 661 14,400 X 14,400
TRUSTCO BK CORP N Y COM 898349105 417 33,700 X 33,700
TYLER TECHNOLOGIES INC COM 902252105 225 31,800 X 31,800
UCBH HOLDINGS INC COM 90262T308 212 7,000 X 7,000
UGI CORP NEW COM 902681105 391 13,500 X 13,500
UICI COM 902737105 282 22,500 X 22,500
US BANCORP DEL COM NEW 902973304 4,244 176,900 X 176,900
ULTICOM INC COM 903844108 198 18,800 X 18,800
ULTIMATE ELECTRS INC COM 903849107 127 13,500 X 13,500
ULTRATECH INC COM 904034105 214 7,600 X 7,600
UNION PAC CORP COM 907818108 1,035 17,800 X 17,800
UNION PLANTERS CORP COM 908068109 1,076 34,000 X 34,000
UNIT CORP COM 909218109 597 31,700 X 31,700
UNITED DEFENSE INDS INC COM 91018B104 1,468 51,700 X 51,700
UNITED NAT FOODS INC COM 911163103 707 21,300 X 21,300
UNITED ONLINE INC COM 911268100 598 17,200 X 17,200
UNITED PARCEL SERVICE INC CL B 911312106 2,310 36,200 X 36,200
UNITED STATIONERS INC COM 913004107 335 8,900 X 8,900
UNITED SURGICAL PARTNERS INT COM 913016309 241 8,500 X 8,500
UNITED TECHNOLOGIES CORP COM 913017109 3,555 46,000 X 46,000
UNITEDHEALTH GROUP INC COM 91324P102 1,973 39,200 X 39,200
UNIVERSAL AMERN FINL CORP COM 913377107 181 20,500 X 20,500
USF CORP COM 91729Q101 313 9,900 X 9,900
UTSTARCOM INC COM 918076100 1,040 32,700 X 32,700
VALERO ENERGY CORP NEW COM 91913Y100 210 5,500 X 5,500
VALUECLICK INC COM 92046N102 239 28,500 X 28,500
VEECO INSTRS INC DEL COM 922417100 369 18,500 X 18,500
VENTANA MED SYS INC COM 92276H106 429 10,661 X 10,661
VERIZON COMMUNICATIONS COM 92343V104 7,078 218,200 X 218,200
VERITAS SOFTWARE CO COM 923436109 1,138 36,100 X 36,100
VERSO TECHNOLOGIES INC COM 925317109 189 51,200 X 51,200
VIACOM INC CL B 925524308 4,190 109,400 X 109,400
VINTAGE PETE INC COM 927460105 287 26,400 X 26,400
WACHOVIA CORP 2ND NEW COM 929903102 4,782 116,100 X 116,100
WAL MART STORES INC COM 931142103 10,483 187,700 X 187,700
WALGREEN CO COM 931422109 2,212 72,200 X 72,200
WASHINGTON GROUP INTL INC COM NEW 938862208 203 7,500 X 7,500
WASHINGTON MUT INC COM 939322103 3,921 99,600 X 99,600
WASTE CONNECTIONS INC COM 941053100 211 6,000 X 6,000
WASTE MGMT INC DEL COM 94106L109 1,094 41,800 X 41,800
WATSON PHARMACEUTICALS INC COM 942683103 1,038 24,900 X 24,900
WEBSENSE INC COM 947684106 703 32,900 X 32,900
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,796 23,300 X 23,300
WELLS FARGO & CO NEW COM 949746101 6,092 118,300 X 118,300
WENDYS INTL INC COM 950590109 368 11,400 X 11,400
WESTERN DIGITAL CORP COM 958102105 147 11,400 X 11,400
WESTERN GAS RES INC COM 958259103 228 6,000 X 6,000
WEYERHAEUSER CO COM 962166104 900 15,400 X 15,400
WHIRLPOOL CORP COM 963320106 427 6,300 X 6,300
WHITNEY HLDG CORP COM 966612103 374 11,000 X 11,000
WHOLE FOODS MKT INC COM 966837106 359 6,500 X 6,500
WILLIAMS COS INC DEL COM 969457100 239 25,400 X 25,400
WIND RIVER SYSTEMS INC COM 973149107 158 27,700 X 27,700
WIRELESS FACILITIES INC COM 97653A103 340 28,500 X 28,500
WOLVERINE WORLD WIDE INC COM 978097103 421 21,700 X 21,700
WORTHINGTON INDS INC COM 981811102 754 60,000 X 60,000
WRIGHT MED GROUP INC COM 98235T107 303 12,000 X 12,000
WRIGLEY WM JR CO COM 982526105 630 11,400 X 11,400
WYETH COM 983024100 4,315 93,600 X 93,600
XILINX INC COM 983919101 674 23,700 X 23,700
YAHOO INC COM 984332106 1,242 35,100 X 35,100
ZALE CORP NEW COM 988858106 1,106 24,900 X 24,900
ZENITH NATL INS CORP COM 989390109 220 7,900 X 7,900
ZYGO CORP COM 989855101 253 15,500 X 15,500
ZOLL MED CORP COM 989922109 343 10,700 X 10,700