UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 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 February 11, 2004
--------------------- ---------------- -----------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 650
Form 13F Information Table Value Total: $852,561
(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 1,339 33,600 X 33,600
BUNGE LIMITED COM G16962105 1,425 43,300 X 43,300
EVEREST RE GROUP LTD COM G3223R108 871 10,300 X 10,300
FRESH DEL MONTE PRODUCE INC ORD G36738105 746 31,300 X 31,300
MAX RE CAPITAL LTD HAMILTON SHS G6052F103 268 11,900 X 11,900
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,622 44,200 X 44,200
RENAISSANCE RE HLDGS LTD COM G7496G103 834 17,000 X 17,000
SBS BROADCASTING SA ORD L8137F102 238 7,300 X 7,300
GIVEN IMAGING ORD SHS M52020100 230 12,800 X 12,800
KERZNER INTERNATIONAL LTD SHS P6065Y107 355 9,100 X 9,100
ADE CORP MASS COM 00089C107 198 10,700 X 10,700
AFLAC INC COM 001055102 1,321 36,500 X 36,500
AMR CORP COM 001765106 146 11,300 X 11,300
AT&T CORP COM NEW 001957505 1,127 55,500 X 55,500
A S V INC COM 001963107 1,084 29,100 X 29,100
AT&T WIRELESS SVCS INC COM 00209A106 1,262 157,900 X 157,900
AAIPHARMA INC COM 00252W104 615 24,450 X 24,450
AARON RENTS INC COM 002535201 432 21,450 X 21,450
ABBOTT LABS COM 002824100 5,131 110,100 X 110,100
ABERCROMBIE & FITCH CO CL A 002896207 689 27,900 X 27,900
ACCREDITED HOME LENDRS HLDG COM 00437P107 747 24,400 X 24,400
ACCREDO HEALTH INC COM 00437V104 1,062 33,600 X 33,600
ADMINISTAFF INC COM 007094105 257 14,800 X 14,800
ADVANCED DIGITAL INFORMATION COM 007525108 524 37,400 X 37,400
ADVANCED MARKETING SVCS INC COM 00753T105 169 14,800 X 14,800
ADVANCED NEUROMODULATION SYS COM 00757T101 248 5,400 X 5,400
AEROFLEX INC COM 007768104 341 29,100 X 29,100
AEROPOSTALE COM 007865108 236 8,600 X 8,600
ADVANCEPCS COM 00790K109 1,130 21,400 X 21,400
ADVANCED ENERGY INDS COM 007973100 401 15,400 X 15,400
AETHER SYS INC COM 00808V105 224 47,100 X 47,100
AFFILIATED COMPUTER SERVICES CL A 008190100 1,726 31,700 X 31,700
AIR PRODS & CHEMS INC COM 009158106 845 16,000 X 16,000
ALARIS MEDICAL SYSTEMS INC COM 011637105 342 22,500 X 22,500
ALBEMARLE CORP COM 012653101 381 12,700 X 12,700
ALCOA INC COM 013817101 2,269 59,700 X 59,700
ALIGN TECHNOLOGY INC COM 016255101 259 15,700 X 15,700
ALLIANCE GAMING CORP COM NEW 01859P609 244 9,900 X 9,900
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 205 28,840 X 28,840
ALLSTATE CORP COM 020002101 3,343 77,700 X 77,700
ALLTEL CORP COM 020039103 1,798 38,600 X 38,600
ALTIRIS INC COM 02148M100 255 7,000 X 7,000
ALTRIA GROUP INC COM 02209S103 7,782 143,000 X 143,000
AMAZON COM INC COM 023135106 816 15,500 X 15,500
AMEREN CORP COM 023608102 800 17,400 X 17,400
AMERICA WEST HLDG CORP CL B 023657208 248 20,000 X 20,000
AMERICAN AXLE & MFG HLDGS IN COM 024061103 950 23,500 X 23,500
AMERICAN ELEC PWR INC COM 025537101 854 28,000 X 28,000
AMERICAN EXPRESS CO COM 025816109 3,911 81,100 X 81,100
AMERICAN GREETINGS CORP CL A 026375105 223 10,200 X 10,200
AMERICAN INTL GROUP INC COM 026874107 11,115 167,700 X 167,700
AMERICAN ITALIAN PASTA CO CL A 027070101 277 6,600 X 6,600
AMERICAN MGMT SYS INC COM 027352103 389 25,800 X 25,800
AMERICAN PHARMACEUTICALS PTN COM 02886P109 769 22,900 X 22,900
AMERICAN SUPERCONDUCTOR CORP COM 030111108 298 21,500 X 21,500
AMERICREDIT CORP COM 03060R101 446 28,000 X 28,000
AMERISTAR CASINOS INC COM 03070Q101 794 32,444 X 32,444
AMGEN INC COM 031162100 5,629 91,100 X 91,100
AMSURG CORP COM 03232P405 490 12,900 X 12,900
ANADARKO PETE CORP COM 032511107 893 17,500 X 17,500
ANALOG DEVICES INC COM 032654105 1,173 25,700 X 25,700
ANHEUSER BUSCH COS INC COM 035229103 3,419 64,900 X 64,900
ANTHEM INC COM 03674B104 728 9,700 X 9,700
AON CORP COM 037389103 907 37,900 X 37,900
APACHE CORP COM 037411105 925 11,400 X 11,400
APOLLO GROUP INC CL A 037604105 1,919 28,300 X 28,300
APPLEBEES INTL INC COM 037899101 531 13,500 X 13,500
APPLIED MATLS INC COM 038222105 2,623 116,900 X 116,900
AQUANTIVE INC COM 03839G105 254 24,800 X 24,800
ARIAD PHARMACEUTICALS INC COM 04033A100 560 75,109 X 75,109
ARROW INTL INC COM 042764100 250 10,000 X 10,000
ARTHROCARE CORP COM 043136100 492 20,100 X 20,100
ASHLAND INC COM 044204105 855 19,400 X 19,400
ASK JEEVES INC COM 045174109 453 25,000 X 25,000
ASTORIA FINL CORP COM 046265104 446 12,000 X 12,000
AT RD INC COM 04648K105 257 19,300 X 19,300
ATLANTIC COAST AIRLINES HLDG COM 048396105 780 79,200 X 79,200
ATMOS ENERGY CORP COM 049560105 340 14,000 X 14,000
AUGUST TECHNOLOGY CORP COM 05106U105 246 13,200 X 13,200
AUTOLIV INC COM 052800109 855 22,700 X 22,700
AUTOMATIC DATA PROCESSING IN COM 053015103 1,672 42,200 X 42,200
AVERY DENNISON CORP COM 053611109 342 6,100 X 6,100
AVOCENT CORP COM 053893103 362 9,900 X 9,900
AVON PRODS INC COM 054303102 1,127 16,700 X 16,700
BB&T CORP COM 054937107 1,909 49,400 X 49,400
BAKER HUGHES INC COM 057224107 765 23,800 X 23,800
BANK OF AMERICA CORPORATION COM 060505104 9,322 115,900 X 115,900
BANK OF THE OZARKS INC COM 063904106 230 10,200 X 10,200
BANK NEW YORK INC COM 064057102 1,709 51,600 X 51,600
BANK ONE CORP COM 06423A103 3,679 80,700 X 80,700
BANKATLANTIC BANCORP CL A 065908501 257 13,500 X 13,500
BAXTER INTL INC COM 071813109 1,294 42,400 X 42,400
BEAR STEARNS COS INC COM 073902108 1,375 17,200 X 17,200
BEAZER HOMES USA INC COM 07556Q105 488 5,000 X 5,000
BECKMAN COULTER INC COM 075811109 798 15,700 X 15,700
BECTON DICKINSON & CO COM 075887109 736 17,900 X 17,900
BED BATH & BEYOND INC COM 075896100 1,465 33,800 X 33,800
BELDEN INC COM 077459105 451 21,400 X 21,400
BELLSOUTH CORP COM 079860102 3,690 130,400 X 130,400
BENCHMARK ELECTRS INC COM 08160H101 1,627 46,750 X 46,750
BEST BUY INC COM 086516101 1,630 31,200 X 31,200
BIG 5 SPORTING GOODS CORP COM 08915P101 226 10,800 X 10,800
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 240 18,400 X 18,400
BIO RAD LABS INC CL A 090572207 842 14,600 X 14,600
BLOCK H & R INC COM 093671105 1,340 24,200 X 24,200
BLYTH INC COM 09643P108 863 26,800 X 26,800
BOEING CO COM 097023105 2,967 70,400 X 70,400
BOSTON COMMUNICATIONS GROUP COM 100582105 395 42,500 X 42,500
BOSTON SCIENTIFIC CORP COM 101137107 1,669 45,400 X 45,400
BRADLEY PHARMACEUTICALS INC COM 104576103 819 32,200 X 32,200
BRIGGS & STRATTON CORP COM 109043109 418 6,200 X 6,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 538 12,820 X 12,820
BRIGHTPOINT INC COM NEW 109473405 236 13,700 X 13,700
BRISTOL MYERS SQUIBB CO COM 110122108 3,915 136,900 X 136,900
BROADCOM CORP CL A 111320107 541 15,900 X 15,900
BUCKEYE TECHNOLOGIES INC COM 118255108 342 34,000 X 34,000
BURLINGTON NORTHN SANTA FE C COM 12189T104 873 27,000 X 27,000
BURLINGTON RES INC COM 122014103 781 14,100 X 14,100
CBRL GROUP INC COM 12489V106 835 21,800 X 21,800
C COR NET CORP COM 125010108 224 20,100 X 20,100
CEC ENTMT INC COM 125137109 436 9,200 X 9,200
CSK AUTO CORP COM 125965103 336 17,900 X 17,900
CNET NETWORKS INC COM 12613R104 237 34,700 X 34,700
CTS CORP COM 126501105 297 25,800 X 25,800
CVS CORP COM 126650100 997 27,600 X 27,600
CABLE DESIGN TECHNOLOGIES CO COM 126924109 165 18,400 X 18,400
CABOT OIL & GAS CORP COM 127097103 276 9,400 X 9,400
CACI INTL INC CL A 127190304 1,517 31,200 X 31,200
CAL DIVE INTL INC COM 127914109 338 14,000 X 14,000
CAMBREX CORP COM 132011107 457 18,100 X 18,100
CAMPBELL SOUP CO COM 134429109 1,198 44,700 X 44,700
CANDELA CORP COM 136907102 227 12,500 X 12,500
CAPITAL ONE FINL CORP COM 14040H105 2,544 41,500 X 41,500
CARBO CERAMICS INC COM 140781105 231 4,500 X 4,500
CARDINAL HEALTH INC COM 14149Y108 3,560 58,200 X 58,200
CATERPILLAR INC DEL COM 149123101 2,017 24,300 X 24,300
CATHAY GENERAL BANCORP COM 149150104 246 4,400 X 4,400
CENDANT CORP COM 151313103 2,394 107,500 X 107,500
CENTERPOINT ENERGY INC COM 15189T107 453 46,800 X 46,800
CENTEX CORP COM 152312104 506 4,700 X 4,700
CENTRAL PKG CORP COM 154785109 194 13,000 X 13,000
CERADYNE INC COM 156710105 211 6,200 X 6,200
CHARTER ONE FINL INC COM 160903100 805 23,300 X 23,300
CHARTER COMMUNICATIONS INC D CL A 16117M107 165 41,100 X 41,100
CHESAPEAKE CORP COM 165159104 334 12,600 X 12,600
CHESAPEAKE ENERGY CORP COM 165167107 535 39,400 X 39,400
CHEVRONTEXACO CORP COM 166764100 7,386 85,500 X 85,500
CHICOS FAS INC COM 168615102 935 25,300 X 25,300
CHILDRENS PL RETAIL STORES I COM 168905107 203 7,600 X 7,600
CHUBB CORP COM 171232101 2,492 36,600 X 36,600
CISCO SYS INC COM 17275R102 12,835 529,700 X 529,700
CITIGROUP INC COM 172967101 17,644 363,500 X 363,500
CLAIRES STORES INC COM 179584107 1,488 79,000 X 79,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,733 37,000 X 37,000
COACHMEN INDS INC COM 189873102 232 12,800 X 12,800
COCA COLA CO COM 191216100 7,678 151,300 X 151,300
COINSTAR INC COM 19259P300 348 19,200 X 19,200
COLGATE PALMOLIVE CO COM 194162103 1,902 38,000 X 38,000
COLUMBIA SPORTSWEAR CO COM 198516106 245 4,500 X 4,500
COMCAST CORP NEW CL A 20030N101 4,951 151,000 X 151,000
COMMERCIAL FEDERAL CORPORATI COM 201647104 657 24,600 X 24,600
COMPASS BANCSHARES INC COM 20449H109 756 19,200 X 19,200
COMPUCREDIT CORP COM 20478N100 1,066 50,100 X 50,100
COMPUTER ASSOC INTL INC COM 204912109 891 32,600 X 32,600
COMPUTER SCIENCES CORP COM 205363104 778 17,600 X 17,600
CONAGRA FOODS INC COM 205887102 1,000 37,900 X 37,900
CONCORD CAMERA CORP COM 206156101 158 17,100 X 17,100
CONCORD COMMUNICATIONS INC COM 206186108 391 19,800 X 19,800
CONOCOPHILLIPS COM 20825C104 4,498 68,600 X 68,600
CONSTELLATION BRANDS INC CL A 21036P108 771 23,400 X 23,400
COOPER COS INC COM NEW 216648402 245 5,200 X 5,200
COPART INC COM 217204106 269 16,200 X 16,200
CORINTHIAN COLLEGES INC COM 218868107 500 9,000 X 9,000
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 366 12,697 X 12,697
COSTCO WHSL CORP NEW COM 22160K105 1,190 32,000 X 32,000
COUNTRYWIDE FINANCIAL CORP COM 222372104 303 4,000 X 4,000
COVANCE INC COM 222816100 362 13,500 X 13,500
COVENTRY HEALTH CARE INC COM 222862104 2,173 33,700 X 33,700
COX COMMUNICATIONS INC NEW CL A 224044107 551 16,000 X 16,000
D R HORTON INC COM 23331A109 562 13,000 X 13,000
DAKTRONICS INC COM 234264109 292 11,600 X 11,600
DANAHER CORP DEL COM 235851102 743 8,100 X 8,100
DATASCOPE CORP COM 238113104 391 10,900 X 10,900
DEAN FOODS CO NEW COM 242370104 1,581 48,100 X 48,100
DECODE GENETICS INC COM 243586104 235 28,700 X 28,700
DELL INC COM 24702R101 5,467 160,900 X 160,900
DELPHI FINL GROUP INC CL A 247131105 702 19,500 X 19,500
DENTSPLY INTL INC NEW COM 249030107 1,698 37,600 X 37,600
DEVON ENERGY CORP NEW COM 25179M103 1,449 25,300 X 25,300
DICKS SPORTING GOODS INC COM 253393102 706 14,500 X 14,500
DIGENE CORP COM 253752109 305 7,600 X 7,600
DIGITAL INSIGHT CORP COM 25385P106 398 16,000 X 16,000
DIGITAL RIV INC COM 25388B104 217 9,800 X 9,800
DISNEY WALT CO COM DISNEY 254687106 3,357 143,900 X 143,900
DITECH COMMUNICATIONS CORP COM 25500M103 256 13,400 X 13,400
DOMINION RES INC VA NEW COM 25746U109 2,240 35,100 X 35,100
DONNELLEY R R & SONS CO COM 257867101 805 26,700 X 26,700
DORAL FINL CORP COM 25811P100 654 20,250 X 20,250
DOT HILL SYS CORP COM 25848T109 188 12,400 X 12,400
DOW CHEM CO COM 260543103 2,690 64,700 X 64,700
DRIL-QUIP INC COM 262037104 184 11,300 X 11,300
DU PONT E I DE NEMOURS & CO COM 263534109 3,217 70,100 X 70,100
DUKE ENERGY CORP COM 264399106 1,282 62,700 X 62,700
DUPONT PHOTOMASKS INC COM 26613X101 357 14,800 X 14,800
E M C CORP MASS COM 268648102 1,995 154,400 X 154,400
EPIX MEDICAL INC COM 26881Q101 254 15,600 X 15,600
E PIPHANY INC COM 26881V100 228 31,600 X 31,600
EPIQ SYS INC COM 26882D109 803 46,900 X 46,900
EBAY INC COM 278642103 3,431 53,100 X 53,100
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 547 16,100 X 16,100
ECOLLEGE COM COM 27887E100 297 16,100 X 16,100
EDISON INTL COM 281020107 820 37,400 X 37,400
EDUCATION MGMT CORP COM 28139T101 230 7,400 X 7,400
EL PASO ELEC CO COM NEW 283677854 178 13,300 X 13,300
ELECTRONICS BOUTIQUE HLDGS C COM 286045109 391 17,100 X 17,100
ELKCORP COM 287456107 304 11,400 X 11,400
EMERSON ELEC CO COM 291011104 1,923 29,700 X 29,700
EMULEX CORP COM NEW 292475209 1,219 45,700 X 45,700
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 408 45,600 X 45,600
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 341 17,600 X 17,600
ENERGY PARTNERS LTD COM 29270U105 892 64,200 X 64,200
ENGELHARD CORP COM 292845104 782 26,100 X 26,100
ENGINEERED SUPPORT SYS INC COM 292866100 206 3,750 X 3,750
ENTERGY CORP NEW COM 29364G103 908 15,900 X 15,900
EON LABS INC COM 29412E100 479 9,400 X 9,400
EQUITY OFFICE PROPERTIES TRU COM 294741103 814 28,400 X 28,400
ERESEARCHTECHNOLOGY INC COM 29481V108 404 15,900 X 15,900
ESPERION THERAPEUTICS INC COM 29664R106 336 9,700 X 9,700
THAN ALLEN INTERIORS INC COM 297602104 205 4,900 X 4,900
EXELON CORP COM 30161N101 2,309 34,800 X 34,800
EXPEDITORS INTL WASH INC COM 302130109 1,156 30,700 X 30,700
EXPRESSJET HOLDINGS INC CL A 30218U108 933 62,200 X 62,200
EXPRESS SCRIPTS INC COM 302182100 870 13,100 X 13,100
EXXON MOBIL CORP COM 30231G102 19,705 480,600 X 480,600
FPIC INS GROUP INC COM 302563101 296 11,800 X 11,800
FPL GROUP INC COM 302571104 1,184 18,100 X 18,100
FALCONSTOR SOFTWARE INC COM 306137100 364 41,600 X 41,600
FEDERAL HOME LN MTG CORP COM 313400301 4,135 70,900 X 70,900
FEDERAL NATL MTG ASSN COM 313586109 7,153 95,300 X 95,300
FEDEX CORP COM 31428X106 1,418 21,000 X 21,000
FIDELITY NATL FINL INC COM 316326107 1,771 45,675 X 45,675
FIFTH THIRD BANCORP COM 316773100 2,092 35,400 X 35,400
FINISH LINE INC CL A 317923100 222 7,400 X 7,400
FIRST AMERN CORP CALIF COM 318522307 1,524 51,200 X 51,200
FIRST DATA CORP COM 319963104 2,170 52,800 X 52,800
FIRST REP BK SAN FRANCISCO COM 336158100 251 7,000 X 7,000
FIRST TENN NATL CORP COM 337162101 759 17,200 X 17,200
FISERV INC COM 337738108 815 20,600 X 20,600
FIRSTFED FINL CORP COM 337907109 487 11,200 X 11,200
FLAGSTAR BANCORP INC COM 337930101 799 37,300 X 37,300
FIRSTENERGY CORP COM 337932107 683 19,400 X 19,400
FLEETBOSTON FINL CORP COM 339030108 3,226 73,900 X 73,900
FOOTSTAR INC COM 344912100 43 11,900 X 11,900
FORD MTR CO DEL COM PAR $0.01 345370860 1,987 124,200 X 124,200
FOREST LABS INC COM 345838106 2,015 32,600 X 32,600
FOUNDRY NETWORKS INC COM 35063R100 260 9,500 X 9,500
FOX ENTMT GROUP INC CL A 35138T107 359 12,300 X 12,300
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 572 24,800 X 24,800
FRONTIER AIRLINES INC NEW COM 359065109 213 14,900 X 14,900
GALLAGHER ARTHUR J & CO COM 363576109 296 9,100 X 9,100
GANNETT INC COM 364730101 2,069 23,200 X 23,200
GAP INC DEL COM 364760108 2,741 118,100 X 118,100
GENENTECH INC COM NEW 368710406 1,357 14,500 X 14,500
GENERAL DYNAMICS CORP COM 369550108 1,157 12,800 X 12,800
GENERAL ELEC CO COM 369604103 21,866 705,800 X 705,800
GENERAL MLS INC COM 370334104 1,182 26,100 X 26,100
GENERAL MTRS CORP COM 370442105 1,741 32,600 X 32,600
GENESCO INC COM 371532102 171 11,300 X 11,300
GENZYME CORP COM GENL DIV 372917104 665 13,500 X 13,500
GERON CORP COM 374163103 348 34,900 X 34,900
GETTY IMAGES INC COM 374276103 251 5,000 X 5,000
GILEAD SCIENCES INC COM 375558103 822 14,100 X 14,100
GILLETTE CO COM 375766102 2,648 72,100 X 72,100
GLOBAL IMAGING SYSTEMS COM 37934A100 883 27,800 X 27,800
GOLDEN STAR RES LTD CDA COM 38119T104 113 16,200 X 16,200
GOLDEN WEST FINL CORP DEL COM 381317106 908 8,800 X 8,800
GOLDMAN SACHS GROUP INC COM 38141G104 1,984 20,100 X 20,100
GREENPOINT FINL CORP COM 395384100 1,181 33,450 X 33,450
GUESS INC COM 401617105 209 17,300 X 17,300
GUIDANT CORP COM 401698105 1,300 21,600 X 21,600
GUITAR CTR MGMT INC COM 402040109 242 7,400 X 7,400
HCA INC COM 404119109 1,495 34,800 X 34,800
HCC INS HLDGS INC COM 404132102 248 7,800 X 7,800
HAIN CELESTIAL GROUP INC COM 405217100 411 17,700 X 17,700
HALLIBURTON CO COM 406216101 801 30,800 X 30,800
HARLEY DAVIDSON INC COM 412822108 1,017 21,400 X 21,400
HARMONIC INC COM 413160102 223 30,700 X 30,700
HARRIS CORP DEL COM 413875105 266 7,000 X 7,000
HARTFORD FINL SVCS GROUP INC COM 416515104 1,068 18,100 X 18,100
HAVERTY FURNITURE INC COM 419596101 338 17,033 X 17,033
HEALTHEXTRAS INC COM 422211102 233 17,400 X 17,400
HEALTH NET INC COM 42222G108 755 23,100 X 23,100
HECLA MNG CO COM 422704106 256 30,900 X 30,900
HEINZ H J CO COM 423074103 900 24,700 X 24,700
HEWLETT PACKARD CO COM 428236103 4,952 215,600 X 215,600
HIBBETT SPORTING GOODS INC COM 428565105 492 16,500 X 16,500
HILB ROGAL & HAMILTON CO COM 431294107 398 12,400 X 12,400
HILLENBRAND INDS INC COM 431573104 372 6,000 X 6,000
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 342 31,100 X 31,100
HOLOGIC INC COM 436440101 347 20,100 X 20,100
HOME DEPOT INC COM 437076102 6,214 175,100 X 175,100
HON INDS INC COM 438092108 520 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 1,959 58,600 X 58,600
HOVNANIAN ENTERPRISES INC CL A 442487203 696 8,000 X 8,000
ITT INDS INC IND COM 450911102 853 11,500 X 11,500
ILLINOIS TOOL WKS INC COM 452308109 1,527 18,200 X 18,200
IMPAC MTG HLDGS INC COM 45254P102 475 26,100 X 26,100
INDEPENDENT BANK CORP MICH COM 453838104 218 7,700 X 7,700
INFINITY PPTY & CAS CORP COM 45665Q103 228 6,900 X 6,900
INFOUSA INC NEW COM 456818301 87 11,800 X 11,800
INKINE PHARMACEUTICALS INC COM 457214104 357 74,000 X 74,000
INSIGHT ENTERPRISES INC COM 45765U103 231 12,300 X 12,300
INSITUFORM TECHNOLOGIES INC CL A 457667103 281 17,000 X 17,000
INTEGRATED SILICON SOLUTION COM 45812P107 225 14,400 X 14,400
INTEL CORP COM 458140100 14,788 461,400 X 461,400
INTERACTIVE DATA CORP COM 45840J107 233 14,100 X 14,100
INTERACTIVECORP COM 45840Q101 957 28,200 X 28,200
INTERNATIONAL BUSINESS MACHS COM 459200101 10,946 118,100 X 118,100
INTL PAPER CO COM 460146103 1,470 34,100 X 34,100
INTRADO INC COM 46117A100 274 12,500 X 12,500
ISHARES TR S&P MIDCAP 400 464287507 1,059 9,200 X 9,200
ISHARES TR RUSSELL 2000 464287655 1,551 14,000 X 14,000
ISHARES TR RUSSELL 3000 464287689 12,359 196,300 X 196,300
ISHARES TR S&P SMLCAP 600 464287804 1,193 8,900 X 8,900
JLG INDS INC COM 466210101 426 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 5,656 154,000 X 154,000
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 223 9,000 X 9,000
JEFFERSON PILOT CORP COM 475070108 805 15,900 X 15,900
JOHNSON & JOHNSON COM 478160104 10,833 209,700 X 209,700
JOHNSON CTLS INC COM 478366107 1,277 11,000 X 11,000
KFX INC COM 48245L107 113 15,000 X 15,000
K-SWISS INC CL A 482686102 810 33,600 X 33,600
KANSAS CITY SOUTHERN COM NEW 485170302 335 23,400 X 23,400
KB HOME COM 48666K109 1,929 26,600 X 26,600
KELLOGG CO COM 487836108 663 17,400 X 17,400
KENSEY NASH CORP COM 490057106 263 11,300 X 11,300
KERR MCGEE CORP COM 492386107 828 17,800 X 17,800
KEYCORP NEW COM 493267108 880 30,000 X 30,000
KILROY RLTY CORP COM 49427F108 233 7,100 X 7,100
KIMBERLY CLARK CORP COM 494368103 2,121 35,900 X 35,900
KINDER MORGAN INC KANS COM 49455P101 313 5,300 X 5,300
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 838 17,000 X 17,000
KING PHARMACEUTICALS INC COM 495582108 877 57,500 X 57,500
KIRKLANDS INC COM 497498105 191 10,800 X 10,800
KNIGHT TRADING GROUP INC COM 499063105 246 16,800 X 16,800
KOHLS CORP COM 500255104 926 20,600 X 20,600
KOMAG INC COM NEW 500453204 228 15,600 X 15,600
KOPIN CORP COM 500600101 328 48,900 X 48,900
KORN FERRY INTL COM NEW 500643200 247 18,500 X 18,500
KOS PHARMACEUTICALS INC COM 500648100 297 6,900 X 6,900
KRAFT FOODS INC CL A 50075N104 1,737 53,900 X 53,900
KROGER CO COM 501044101 987 53,300 X 53,300
KYPHON INC COM 501577100 221 8,900 X 8,900
L-3 COMMUNICATIONS HLDGS INC COM 502424104 837 16,300 X 16,300
LABONE INC NEW COM 50540L105 270 8,300 X 8,300
LABRANCHE & CO INC COM 505447102 125 10,700 X 10,700
LANCE INC COM 514606102 316 21,000 X 21,000
LANDAMERICA FINL GROUP INC COM 514936103 1,003 19,200 X 19,200
LEAPFROG ENTERPRISES INC CL A 52186N106 533 20,100 X 20,100
LEHMAN BROS HLDGS INC COM 524908100 1,328 17,200 X 17,200
LENNAR CORP CL A 526057104 816 8,500 X 8,500
LIBBEY INC COM 529898108 262 9,200 X 9,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,320 195,100 X 195,100
LILLY ELI & CO COM 532457108 5,190 73,800 X 73,800
LINCARE HLDGS INC COM 532791100 1,305 43,400 X 43,400
LINEAR TECHNOLOGY CORP COM 535678106 942 22,400 X 22,400
LINENS N THINGS INC COM 535679104 1,345 44,700 X 44,700
LITHIA MTRS INC CL A 536797103 227 9,000 X 9,000
LIZ CLAIBORNE INC COM 539320101 759 21,400 X 21,400
LOCKHEED MARTIN CORP COM 539830109 1,357 26,400 X 26,400
LOWES COS INC COM 548661107 2,974 53,700 X 53,700
LUMINEX CORP DEL COM 55027E102 213 22,700 X 22,700
M & T BK CORP COM 55261F104 462 4,700 X 4,700
MBIA INC COM 55262C100 770 13,000 X 13,000
MBNA CORP COM 55262L100 1,861 74,900 X 74,900
M D C HLDGS INC COM 552676108 989 15,330 X 15,330
MFA MTG INVTS INC COM 55272X102 288 29,500 X 29,500
MRO SOFTWARE INC COM 55347W105 289 21,400 X 21,400
MRV COMMUNICATIONS INC COM 553477100 217 57,800 X 57,800
MTC TECHNOLOGIES INC COM 55377A106 245 7,594 X 7,594
MACK CALI RLTY CORP COM 554489104 246 5,900 X 5,900
MANITOWOC INC COM 563571108 515 16,500 X 16,500
MANTECH INTL CORP CL A 564563104 509 20,400 X 20,400
MANUGISTICS GROUP INC COM 565011103 217 34,700 X 34,700
MARATHON OIL CORP COM 565849106 1,741 52,600 X 52,600
MARSH & MCLENNAN COS INC COM 571748102 1,810 37,800 X 37,800
MARVEL ENTERPRISES INC COM 57383M108 236 8,100 X 8,100
MASCO CORP COM 574599106 937 34,200 X 34,200
MATRIX SVC CO COM 576853105 270 14,900 X 14,900
MATTSON TECHNOLOGY INC COM 577223100 202 16,700 X 16,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,130 22,800 X 22,800
MAY DEPT STORES CO COM 577778103 465 16,000 X 16,000
MAXIMUS INC COM 577933104 556 14,200 X 14,200
MCDERMOTT INTL INC COM 580037109 238 19,900 X 19,900
MCDONALDS CORP COM 580135101 2,227 89,700 X 89,700
MCGRAW HILL COS INC COM 580645109 958 13,700 X 13,700
MEDCO HEALTH SOLUTIONS INC COM 58405U102 672 19,763 X 19,763
MEDTRONIC INC COM 585055106 4,185 86,100 X 86,100
MELLON FINL CORP COM 58551A108 999 31,100 X 31,100
MENS WEARHOUSE INC COM 587118100 408 16,300 X 16,300
MERCK & CO INC COM 589331107 8,325 180,200 X 180,200
MERCURY GENL CORP NEW COM 589400100 1,061 22,800 X 22,800
MERIX CORP COM 590049102 255 10,400 X 10,400
MERRILL LYNCH & CO INC COM 590188108 3,836 65,400 X 65,400
MESA AIR GROUP INC COM 590479101 225 17,900 X 17,900
METHODE ELECTRS INC CL A 591520200 215 17,600 X 17,600
METLIFE INC COM 59156R108 744 22,100 X 22,100
MICROSOFT CORP COM 594918104 17,287 631,600 X 631,600
MID ATLANTIC MED SVCS INC COM 59523C107 1,704 26,300 X 26,300
MONACO COACH CORP COM 60886R103 452 19,000 X 19,000
MOOG INC CL A 615394202 356 7,200 X 7,200
MORGAN STANLEY COM NEW 617446448 5,619 97,100 X 97,100
MOTOROLA INC COM 620076109 2,289 163,500 X 163,500
MULTIMEDIA GAMES INC COM 625453105 859 20,900 X 20,900
MYLAN LABS INC COM 628530107 826 32,700 X 32,700
NCO GROUP INC COM 628858102 484 21,300 X 21,300
NII HLDGS INC CL B NEW 62913F201 224 3,000 X 3,000
NIC INC COM 62914B100 270 33,600 X 33,600
NVR INC COM 62944T105 979 2,100 X 2,100
NARA BANCORP INC COM 63080P105 262 9,500 X 9,500
NATIONAL CITY CORP COM 635405103 2,097 61,800 X 61,800
NAVIGANT CONSULTING INC COM 63935N107 266 14,100 X 14,100
NDCHEALTH CORP COM 639480102 407 15,900 X 15,900
NETBANK INC COM 640933107 208 15,600 X 15,600
NETEGRITY INC COM 64110P107 385 37,900 X 37,900
NETWORK EQUIP TECHNOLOGIES COM 641208103 232 21,100 X 21,100
NEW CENTURY FINANCIAL CORP COM 64352D101 833 21,000 X 21,000
NEW YORK CMNTY BANCORP INC COM 649445103 1,304 34,275 X 34,275
NEWFIELD EXPL CO COM 651290108 1,056 23,700 X 23,700
NEWMONT MINING CORP COM 651639106 1,230 25,300 X 25,300
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,495 88,900 X 88,900
NEXTEL PARTNERS INC CL A 65333F107 285 21,200 X 21,200
NIKE INC CL B 654106103 794 11,600 X 11,600
NOKIA CORP SPONSORED ADR 654902204 729 42,900 X 42,900
NORTHROP GRUMMAN CORP COM 666807102 1,176 12,300 X 12,300
NOVASTAR FINL INC COM 669947400 503 11,700 X 11,700
NUANCE COMMUNICATIONS INC COM 669967101 248 32,400 X 32,400
NOVEN PHARMACEUTICALS INC COM 670009109 195 12,800 X 12,800
O CHARLEYS INC COM 670823103 262 14,600 X 14,600
OM GROUP INC COM 670872100 456 17,400 X 17,400
OSI SYSTEMS INC COM 671044105 338 17,600 X 17,600
OCCIDENTAL PETE CORP DEL COM 674599105 1,115 26,400 X 26,400
OCULAR SCIENCES INC COM 675744106 270 9,400 X 9,400
ODYSSEY HEALTHCARE INC COM 67611V101 471 15,992 X 15,992
ODYSSEY RE HLDGS CORP COM 67612W108 266 11,800 X 11,800
OMNICARE INC COM 681904108 1,349 33,400 X 33,400
OMNICOM GROUP INC COM 681919106 1,153 13,200 X 13,200
OMNIVISION TECHNOLOGIES INC COM 682128103 243 4,400 X 4,400
OPLINK COMMUNICATIONS INC COM 68375Q106 254 106,300 X 106,300
ORACLE CORP COM 68389X105 3,620 273,600 X 273,600
ORASURE TECHNOLOGIES INC COM 68554V108 80 10,100 X 10,100
ORBITAL SCIENCES CORP COM 685564106 321 26,700 X 26,700
O REILLY AUTOMOTIVE INC COM 686091109 460 11,919 X 11,919
ORTHODONTIC CTRS AMER INC COM 68750P103 155 19,200 X 19,200
OSHKOSH TRUCK CORP COM 688239201 255 5,000 X 5,000
OUTBACK STEAKHOUSE INC COM 689899102 774 17,500 X 17,500
PDI INC COM 69329V100 239 8,900 X 8,900
PMA CAP CORP CL A 693419202 121 23,700 X 23,700
PNC FINL SVCS GROUP INC COM 693475105 1,095 20,000 X 20,000
PPG INDS INC COM 693506107 1,274 19,900 X 19,900
PPL CORP COM 69351T106 809 18,500 X 18,500
PTEK HLDGS INC COM 69366M104 231 26,200 X 26,200
PACIFIC SUNWEAR CALIF INC COM 694873100 535 25,350 X 25,350
PANERA BREAD CO CL A 69840W108 340 8,600 X 8,600
PARKER HANNIFIN CORP COM 701094104 833 14,000 X 14,000
PATHMARK STORES INC NEW COM 70322A101 169 22,300 X 22,300
PATINA OIL & GAS CORP COM 703224105 802 16,375 X 16,375
PAYCHEX INC COM 704326107 859 23,100 X 23,100
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 293 10,421 X 10,421
PENN NATL GAMING INC COM 707569109 742 32,100 X 32,100
PEPSICO INC COM 713448108 5,655 121,300 X 121,300
PFIZER INC COM 717081103 19,696 557,480 X 557,480
PHARMACEUTICAL RES INC COM 717125108 528 8,100 X 8,100
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 263 15,100 X 15,100
PHOTRONICS INC COM 719405102 325 16,300 X 16,300
PITNEY BOWES INC COM 724479100 374 9,200 X 9,200
POGO PRODUCING CO COM 730448107 1,241 25,700 X 25,700
POLYMEDICA CORP COM 731738100 644 24,500 X 24,500
POLYONE CORP COM 73179P106 258 40,400 X 40,400
POZEN INC COM 73941U102 309 30,300 X 30,300
PRAXAIR INC COM 74005P104 833 21,800 X 21,800
PRIMA ENERGY CORP COM PAR $0.015 741901201 222 6,300 X 6,300
PRIMUS TELECOMMUNICATIONS GR COM 741929103 240 23,600 X 23,600
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 671 20,300 X 20,300
PRIORITY HEALTHCARE CORP CL B 74264T102 377 15,700 X 15,700
PROCTER & GAMBLE CO COM 742718109 9,489 95,000 X 95,000
PRIVATEBANCORP INC COM 742962103 249 5,500 X 5,500
PROGRESS ENERGY INC COM 743263105 683 15,100 X 15,100
PROGRESSIVE CORP OHIO COM 743315103 2,784 33,300 X 33,300
PROVINCE HEALTHCARE CO COM 743977100 435 27,200 X 27,200
PROVIDIAN FINL CORP COM 74406A102 129 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 1,629 39,000 X 39,000
PULTE HOMES INC COM 745867101 1,292 13,800 X 13,800
QUALCOMM INC COM 747525103 4,422 82,000 X 82,000
QUIKSILVER INC COM 74838C106 215 12,100 X 12,100
QUOVADX INC COM 74913K106 87 17,700 X 17,700
R & G FINANCIAL CORP CL B 749136107 549 13,800 X 13,800
RLI CORP COM 749607107 300 8,000 X 8,000
RSA SEC INC COM 749719100 247 17,300 X 17,300
RADIAN GROUP INC COM 750236101 564 11,576 X 11,576
RADISYS CORP COM 750459109 191 11,300 X 11,300
RAYOVAC CORP COM 755081106 656 31,300 X 31,300
RAYTHEON CO COM NEW 755111507 871 29,000 X 29,000
RECKSON ASSOCS RLTY CORP COM 75621K106 267 11,000 X 11,000
REDWOOD TR INC COM 758075402 981 19,300 X 19,300
REGIS CORP MINN COM 758932107 245 6,200 X 6,200
RENAL CARE GROUP INC COM 759930100 923 22,400 X 22,400
REYNOLDS & REYNOLDS CO CL A 761695105 805 27,700 X 27,700
RIGGS NATL CORP WASH DC COM 766570105 390 23,600 X 23,600
RIGHT MGMT CONSULTANTS INC COM 766573109 802 43,000 X 43,000
RITE AID CORP COM 767754104 102 16,900 X 16,900
ROLLINS INC COM 775711104 226 10,000 X 10,000
ROPER INDS INC NEW COM 776696106 419 8,500 X 8,500
ROSS STORES INC COM 778296103 1,191 45,000 X 45,000
ROYAL BK CDA MONTREAL QUE COM 780087102 405 8,499 X 8,499
RYLAND GROUP INC COM 783764103 1,542 17,400 X 17,400
SBC COMMUNICATIONS INC COM 78387G103 6,468 248,100 X 248,100
SLM CORP COM 78442P106 1,096 29,100 X 29,100
S1 CORPORATION COM 78463B101 224 27,700 X 27,700
SWS GROUP INC COM 78503N107 269 15,089 X 15,089
SAFEWAY INC COM NEW 786514208 813 37,100 X 37,100
ST JUDE MED INC COM 790849103 779 12,700 X 12,700
SALTON INC COM 795757103 248 19,000 X 19,000
SANDISK CORP COM 80004C101 373 6,100 X 6,100
SANFILIPPO JOHN B & SON INC COM 800422107 255 4,994 X 4,994
SAPIENT CORP COM 803062108 224 39,700 X 39,700
SARA LEE CORP COM 803111103 2,004 92,300 X 92,300
SCANSOURCE INC COM 806037107 776 17,000 X 17,000
SCHEIN HENRY INC COM 806407102 1,284 19,000 X 19,000
SCHERING PLOUGH CORP COM 806605101 2,122 122,000 X 122,000
SCHWAB CHARLES CORP NEW COM 808513105 883 74,600 X 74,600
SCICLONE PHARMACEUTICALS INC COM 80862K104 100 14,800 X 14,800
SEACHANGE INTL INC COM 811699107 242 15,700 X 15,700
SELECTIVE INS GROUP INC COM 816300107 845 26,100 X 26,100
SHARPER IMAGE CORP COM 820013100 257 7,900 X 7,900
SHERWIN WILLIAMS CO COM 824348106 775 22,300 X 22,300
SILGAN HOLDINGS INC COM 827048109 259 6,100 X 6,100
SIPEX CORP COM 829909100 187 24,300 X 24,300
SKYWORKS SOLUTIONS INC COM 83088M102 298 34,200 X 34,200
SONIC CORP COM 835451105 519 16,900 X 16,900
SONUS NETWORKS INC COM 835916107 225 29,800 X 29,800
SOURCECORP COM 836167106 468 18,400 X 18,400
SOUTHERN CO COM 842587107 2,320 76,700 X 76,700
SOUTHERN UN CO NEW COM 844030106 363 19,740 X 19,740
SOUTHTRUST CORP COM 844730101 475 14,500 X 14,500
SOUTHWEST AIRLS CO COM 844741108 878 54,400 X 54,400
SOUTHWEST GAS CORP COM 844895102 222 9,900 X 9,900
SOVEREIGN BANCORP INC COM 845905108 815 34,300 X 34,300
SPINNAKER EXPL CO COM 84855W109 213 6,600 X 6,600
SPORTS AUTH INC NEW COM 84917U109 227 5,900 X 5,900
SPRINT CORP COM FON GROUP 852061100 1,043 63,500 X 63,500
STANDARD PAC CORP NEW COM 85375C101 544 11,200 X 11,200
STATE STR CORP COM 857477103 1,224 23,500 X 23,500
STEAK N SHAKE CO COM 857873103 280 15,700 X 15,700
STERICYCLE INC COM 858912108 467 10,000 X 10,000
STEWART INFORMATION SVCS COR COM 860372101 1,622 40,000 X 40,000
STONE ENERGY CORP COM 861642106 369 8,700 X 8,700
STRAYER ED INC COM 863236105 261 2,400 X 2,400
STRYKER CORP COM 863667101 825 9,700 X 9,700
SUN MICROSYSTEMS INC COM 866810104 1,024 229,000 X 229,000
SUNRISE SENIOR LIVING INC COM 86768K106 643 16,600 X 16,600
SUNTRUST BKS INC COM 867914103 1,258 17,600 X 17,600
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 309 55,500 X 55,500
SUPERVALU INC COM 868536103 569 19,900 X 19,900
SWIFT ENERGY CO COM 870738101 265 15,700 X 15,700
SYNOPSYS INC COM 871607107 894 26,400 X 26,400
SYSCO CORP COM 871829107 1,709 45,900 X 45,900
SYSTEMS & COMPUTER TECHNOLOG COM 871873105 264 16,100 X 16,100
THQ INC COM NEW 872443403 318 18,800 X 18,800
TTM TECHNOLOGIES INC COM 87305R109 603 35,700 X 35,700
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 867 30,100 X 30,100
TALX CORP COM 874918105 723 31,400 X 31,400
TARGET CORP COM 87612E106 2,469 64,300 X 64,300
TELEDYNE TECHNOLOGIES INC COM 879360105 345 18,300 X 18,300
TELESYSTEM INTL WIRELESS INC COM NEW 879946606 254 30,400 X 30,400
TESORO PETE CORP COM 881609101 1,221 83,800 X 83,800
TEXAS INDS INC COM 882491103 440 11,900 X 11,900
TEXAS INSTRS INC COM 882508104 4,915 167,300 X 167,300
TEXTRON INC COM 883203101 879 15,400 X 15,400
THERASENSE INC COM 883381105 266 13,200 X 13,200
THERMO ELECTRON CORP COM 883556102 816 32,400 X 32,400
THORNBURG MTG INC COM 885218107 457 16,800 X 16,800
3M CO COM 88579Y101 4,694 55,200 X 55,200
TIMBERLAND CO CL A 887100105 781 15,000 X 15,000
TIME WARNER INC COM 887317105 5,496 305,500 X 305,500
TOLL BROTHERS INC COM 889478103 254 6,400 X 6,400
TOO INC COM 890333107 299 17,700 X 17,700
TRACTOR SUPPLY CO COM 892356106 230 5,900 X 5,900
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,011 59,600 X 59,600
TREDEGAR CORP COM 894650100 356 22,900 X 22,900
TRIBUNE CO NEW COM 896047107 743 14,400 X 14,400
TRIMBLE NAVIGATION LTD COM 896239100 317 8,500 X 8,500
TYLER TECHNOLOGIES INC COM 902252105 252 26,200 X 26,200
UCBH HOLDINGS INC COM 90262T308 273 7,000 X 7,000
UICI COM 902737105 183 13,800 X 13,800
US BANCORP DEL COM NEW 902973304 4,833 162,300 X 162,300
ULTICOM INC COM 903844108 181 18,800 X 18,800
ULTRATECH INC COM 904034105 223 7,600 X 7,600
UNION PAC CORP COM 907818108 1,237 17,800 X 17,800
UNION PLANTERS CORP COM 908068109 699 22,200 X 22,200
UNIT CORP COM 909218109 530 22,500 X 22,500
UNITED DEFENSE INDS INC COM 91018B104 1,619 50,800 X 50,800
UNITED ONLINE INC COM 911268100 1,635 97,400 X 97,400
UNITED PARCEL SERVICE INC CL B 911312106 2,699 36,200 X 36,200
UNITED STATIONERS INC COM 913004107 364 8,900 X 8,900
UNITED SURGICAL PARTNERS INT COM 913016309 502 15,000 X 15,000
UNITED TECHNOLOGIES CORP COM 913017109 3,961 41,800 X 41,800
UNITEDHEALTH GROUP INC COM 91324P102 2,281 39,200 X 39,200
UNITEDGLOBALCOM CL A 913247508 99 11,700 X 11,700
UNIVERSAL DISPLAY CORP COM 91347P105 325 23,700 X 23,700
USF CORP COM 91729Q101 338 9,900 X 9,900
UTSTARCOM INC COM 918076100 1,253 33,800 X 33,800
VA SOFTWARE CORP COM 91819B105 194 49,700 X 49,700
VALERO ENERGY CORP NEW COM 91913Y100 514 11,100 X 11,100
VEECO INSTRS INC DEL COM 922417100 467 16,600 X 16,600
VENTANA MED SYS INC COM 92276H106 420 10,661 X 10,661
VERITY INC COM 92343C106 531 31,800 X 31,800
VERIZON COMMUNICATIONS COM 92343V104 7,616 217,100 X 217,100
VERITAS SOFTWARE CO COM 923436109 1,581 42,700 X 42,700
VIACOM INC CL B 925524308 4,855 109,400 X 109,400
VINTAGE PETE INC COM 927460105 395 32,800 X 32,800
WACHOVIA CORP 2ND NEW COM 929903102 4,985 107,000 X 107,000
WAL MART STORES INC COM 931142103 9,957 187,700 X 187,700
WALGREEN CO COM 931422109 2,627 72,200 X 72,200
WASHINGTON MUT INC COM 939322103 3,639 90,700 X 90,700
WASTE CONNECTIONS INC COM 941053100 567 15,000 X 15,000
WASTE MGMT INC DEL COM 94106L109 1,237 41,800 X 41,800
WATSON PHARMACEUTICALS INC COM 942683103 805 17,500 X 17,500
WEBSENSE INC COM 947684106 863 29,500 X 29,500
WELLMAN INC COM 949702104 178 17,400 X 17,400
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,823 18,800 X 18,800
WELLS FARGO & CO NEW COM 949746101 6,967 118,300 X 118,300
WENDYS INTL INC COM 950590109 447 11,400 X 11,400
WESTERN GAS RES INC COM 958259103 284 6,000 X 6,000
WEYERHAEUSER CO COM 962166104 986 15,400 X 15,400
WHIRLPOOL CORP COM 963320106 458 6,300 X 6,300
WHOLE FOODS MKT INC COM 966837106 832 12,400 X 12,400
WILSON GREATBATCH TECHNOLOGI COM 972232102 338 8,000 X 8,000
WINN DIXIE STORES INC COM 974280109 195 19,600 X 19,600
WINTRUST FINANCIAL CORP COM 97650W108 244 5,400 X 5,400
WIRELESS FACILITIES INC COM 97653A103 923 62,100 X 62,100
WORTHINGTON INDS INC COM 981811102 829 46,000 X 46,000
WRIGHT MED GROUP INC COM 98235T107 365 12,000 X 12,000
WRIGLEY WM JR CO COM 982526105 641 11,400 X 11,400
WYETH COM 983024100 3,973 93,600 X 93,600
XILINX INC COM 983919101 916 23,700 X 23,700
YAHOO INC COM 984332106 1,590 35,300 X 35,300
YELLOW ROADWAY CORP COM 985577105 253 7,000 X 7,000
ZALE CORP NEW COM 988858106 883 16,600 X 16,600
ZENITH NATL INS CORP COM 989390109 462 14,200 X 14,200