UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 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 August 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: 625
Form 13F Information Table Value Total: $751,521
(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
APEX SILVER MINES LTD ORD G04074103 214 14,500 X 14,500
ARCH CAP GROUP LTD ORD G0450A105 531 15,300 X 15,300
BUNGE LIMITED COM G16962105 1,236 43,200 X 43,200
EVEREST RE GROUP LTD COM G3223R108 375 4,900 X 4,900
FRESH DEL MONTE PRODUCE INC ORD G36738105 994 38,700 X 38,700
GARMIN LTD ORD G37260109 838 21,000 X 21,000
RENAISSANCE RE HLDGS LTD COM G7496G103 355 7,800 X 7,800
SBS BROADCASTING SA ORD L8137F102 194 11,100 X 11,100
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 660 12,000 X 12,000
KERZNER INTERNATIONAL LTD SHS P6065Y107 316 9,800 X 9,800
OMI CORP NEW COM Y6476W104 203 33,000 X 33,000
AFLAC INC COM 001055102 1,122 36,500 X 36,500
AOL TIME WARNER INC COM 00184A105 4,862 302,200 X 302,200
AT&T CORP COM NEW 001957505 1,036 53,800 X 53,800
AT&T WIRELESS SVCS INC COM 00209A106 1,296 157,900 X 157,900
AVI BIOPHARMA INC COM 002346104 177 29,100 X 29,100
AAIPHARMA INC COM 00252W104 952 47,950 X 47,950
AARON RENTS INC COM 002535201 436 16,900 X 16,900
ABBOTT LABS COM 002824100 4,818 110,100 X 110,100
ABERCROMBIE & FITCH CO CL A 002896207 1,040 36,600 X 36,600
ACADIA RLTY TR COM SH BEN INT 004239109 232 25,400 X 25,400
ACCREDO HEALTH INC COM 00437V104 474 21,900 X 21,900
ACTIVISION INC NEW COM NEW 004930202 349 27,150 X 27,150
ADVANCED DIGITAL INFORMATION COM 007525108 186 18,700 X 18,700
AEROFLEX INC COM 007768104 223 29,100 X 29,100
ADVANCEPCS COM 00790K109 1,438 37,600 X 37,600
ADVANCED ENERGY INDS COM 007973100 220 15,400 X 15,400
AETHER SYS INC COM 00808V105 168 34,900 X 34,900
AFFILIATED COMPUTER SERVICES CL A 008190100 1,280 28,000 X 28,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 206 19,400 X 19,400
AGILENT TECHNOLOGIES INC COM 00846U101 639 32,700 X 32,700
AIR PRODS & CHEMS INC COM 009158106 666 16,000 X 16,000
AIRTRAN HLDGS INC COM 00949P108 338 32,300 X 32,300
ALBANY MOLECULAR RESH INC COM 012423109 389 25,800 X 25,800
ALBEMARLE CORP COM 012653101 355 12,700 X 12,700
ALBERTSONS INC COM 013104104 478 24,900 X 24,900
ALCOA INC COM 013817101 1,522 59,700 X 59,700
ALIGN TECHNOLOGY INC COM 016255101 226 17,900 X 17,900
ALLEN TELECOM INC COM 018091108 273 16,500 X 16,500
ALLIANCE GAMING CORP COM NEW 01859P609 200 10,600 X 10,600
ALLSTATE CORP COM 020002101 3,184 89,300 X 89,300
ALLTEL CORP COM 020039103 2,045 42,400 X 42,400
ALPHARMA INC CL A 020813101 417 19,300 X 19,300
ALTRIA GROUP INC COM 02209S103 6,543 144,000 X 144,000
AMEREN CORP COM 023608102 1,028 23,300 X 23,300
AMERICA WEST HLDG CORP CL B 023657208 178 26,200 X 26,200
AMERICAN AXLE & MFG HLDGS IN COM 024061103 385 16,100 X 16,100
AMERICAN ELEC PWR INC COM 025537101 835 28,000 X 28,000
AMERICAN EXPRESS CO COM 025816109 3,479 83,200 X 83,200
AMERICAN HOME MTG HLDGS INC COM 02660M108 498 25,700 X 25,700
AMERICAN INTL GROUP INC COM 026874107 9,292 168,400 X 168,400
AMERICAN ITALIAN PASTA CO CL A 027070101 275 6,600 X 6,600
AMERICAN MGMT SYS INC COM 027352103 424 29,600 X 29,600
AMERICAN PHARMACEUTICALS PTN COM 02886P109 725 21,400 X 21,400
AMERICREDIT CORP COM 03060R101 239 28,000 X 28,000
AMERISTAR CASINOS INC COM 03070Q101 226 10,600 X 10,600
AMERITRADE HLDG CORP NEW COM 03074K100 98 13,200 X 13,200
AMGEN INC COM 031162100 5,493 83,300 X 83,300
AMSURG CORP COM 03232P405 360 11,800 X 11,800
ANADARKO PETE CORP COM 032511107 778 17,500 X 17,500
ANALOG DEVICES INC COM 032654105 895 25,700 X 25,700
ANCHOR BANCORP WIS INC COM 032839102 270 11,300 X 11,300
ANHEUSER BUSCH COS INC COM 035229103 3,461 67,800 X 67,800
AON CORP COM 037389103 344 14,300 X 14,300
APOLLO GROUP INC CL A 037604105 1,199 19,400 X 19,400
APPLEBEES INTL INC COM 037899101 713 22,700 X 22,700
APPLIED MATLS INC COM 038222105 1,833 115,700 X 115,700
ARCTIC CAT INC COM 039670104 437 23,000 X 23,000
ARMOR HOLDINGS INC COM 042260109 201 15,000 X 15,000
ARTHROCARE CORP COM 043136100 478 29,400 X 29,400
ASHLAND INC COM 044204105 920 30,000 X 30,000
ASK JEEVES INC COM 045174109 388 28,400 X 28,400
ASTEC INDS INC COM 046224101 143 16,400 X 16,400
ASTORIA FINL CORP COM 046265104 564 20,200 X 20,200
ATLANTIC COAST AIRLINES HLDG COM 048396105 281 21,100 X 21,100
ATMOS ENERGY CORP COM 049560105 417 16,800 X 16,800
AUTODESK INC COM 052769106 1,083 67,000 X 67,000
AUTOMATIC DATA PROCESSING IN COM 053015103 1,486 43,900 X 43,900
AVERY DENNISON CORP COM 053611109 306 6,100 X 6,100
AVISTA CORP COM 05379B107 318 22,500 X 22,500
AVOCENT CORP COM 053893103 296 9,900 X 9,900
AVON PRODS INC COM 054303102 1,039 16,700 X 16,700
BB&T CORP COM 054937107 1,502 43,800 X 43,800
BAKER HUGHES INC COM 057224107 799 23,800 X 23,800
BALLY TOTAL FITNESS HLDG COR COM 05873K108 175 19,400 X 19,400
BANK OF AMERICA CORPORATION COM 060505104 9,800 124,000 X 124,000
BANK NEW YORK INC COM 064057102 1,484 51,600 X 51,600
BANK ONE CORP COM 06423A103 3,082 82,900 X 82,900
BAXTER INTL INC COM 071813109 1,102 42,400 X 42,400
BEAR STEARNS COS INC COM 073902108 1,014 14,000 X 14,000
BECKMAN COULTER INC COM 075811109 1,134 27,900 X 27,900
BED BATH & BEYOND INC COM 075896100 256 6,600 X 6,600
BELDEN INC COM 077459105 876 55,100 X 55,100
BELL MICROPRODUCTS INC COM 078137106 136 32,000 X 32,000
BELLSOUTH CORP COM 079860102 3,520 132,200 X 132,200
BEMIS INC COM 081437105 220 4,700 X 4,700
BENCHMARK ELECTRS INC COM 08160H101 738 24,000 X 24,000
BEST BUY INC COM 086516101 1,937 44,100 X 44,100
BIO RAD LABS INC CL A 090572207 1,705 30,800 X 30,800
BIOSITE INC COM 090945106 660 13,700 X 13,700
BLACK BOX CORP DEL COM 091826107 329 9,100 X 9,100
BLACKROCK INC CL A 09247X101 405 9,000 X 9,000
BLOCK H & R INC COM 093671105 1,384 32,000 X 32,000
BLYTH INC COM 09643P108 1,025 37,700 X 37,700
BOB EVANS FARMS INC COM 096761101 568 20,300 X 20,300
BOEING CO COM 097023105 3,051 88,900 X 88,900
BOSTON COMMUNICATIONS GROUP COM 100582105 675 39,900 X 39,900
BOSTON SCIENTIFIC CORP COM 101137107 1,363 22,300 X 22,300
BRADLEY PHARMACEUTICALS INC COM 104576103 563 34,100 X 34,100
BRIGGS & STRATTON CORP COM 109043109 414 8,200 X 8,200
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 225 6,700 X 6,700
BRISTOL MYERS SQUIBB CO COM 110122108 3,709 136,600 X 136,600
BROADCOM CORP CL A 111320107 217 8,700 X 8,700
BUCKEYE TECHNOLOGIES INC COM 118255108 231 34,000 X 34,000
BURLINGTON NORTHN SANTA FE C COM 12189T104 768 27,000 X 27,000
CCC INFORMATION SVCS GROUP I COM 12487Q109 246 17,600 X 17,600
CBRL GROUP INC COM 12489V106 1,298 33,400 X 33,400
CEC ENTMT INC COM 125137109 897 24,300 X 24,300
CIGNA CORP COM 125509109 427 9,100 X 9,100
CNET NETWORKS INC COM 12613R104 193 32,400 X 32,400
CTS CORP COM 126501105 401 38,400 X 38,400
CVS CORP COM 126650100 774 27,600 X 27,600
CACI INTL INC CL A 127190304 405 11,800 X 11,800
CAL DIVE INTL INC COM 127914109 305 14,000 X 14,000
CAMBREX CORP COM 132011107 417 18,100 X 18,100
CAMPBELL SOUP CO COM 134429109 1,345 54,900 X 54,900
CAPITAL ONE FINL CORP COM 14040H105 1,062 21,600 X 21,600
CARDINAL HEALTH INC COM 14149Y108 3,787 58,900 X 58,900
CASH AMER INTL INC COM 14754D100 549 41,500 X 41,500
CATERPILLAR INC DEL COM 149123101 1,353 24,300 X 24,300
CENDANT CORP COM 151313103 2,486 135,700 X 135,700
CENTENE CORP DEL COM 15135B101 204 5,300 X 5,300
CENTILLIUM COMMUNICATIONS IN COM 152319109 201 20,500 X 20,500
CENTRAL PKG CORP COM 154785109 161 13,000 X 13,000
CERADYNE INC COM 156710105 188 10,100 X 10,100
CHARTER ONE FINL INC COM 160903100 1,146 36,750 X 36,750
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 475 25,000 X 25,000
CHESAPEAKE ENERGY CORP COM 165167107 191 18,900 X 18,900
CHEVRONTEXACO CORP COM 166764100 6,469 89,600 X 89,600
CHICOS FAS INC COM 168615102 373 17,700 X 17,700
CHIPPAC INC CL A 169657103 175 23,000 X 23,000
CHUBB CORP COM 171232101 684 11,400 X 11,400
CISCO SYS INC COM 17275R102 9,606 572,100 X 572,100
CITIGROUP INC COM 172967101 15,815 369,500 X 369,500
CLAIRES STORES INC COM 179584107 1,200 47,300 X 47,300
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,543 36,400 X 36,400
COCA COLA CO COM 191216100 6,641 143,100 X 143,100
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 654 26,800 X 26,800
COLDWATER CREEK INC COM 193068103 196 16,000 X 16,000
COLGATE PALMOLIVE CO COM 194162103 2,237 38,600 X 38,600
COLUMBIA SPORTSWEAR CO COM 198516106 206 4,000 X 4,000
COMCAST CORP NEW CL A 20030N101 4,642 153,800 X 153,800
COMERICA INC COM 200340107 586 12,600 X 12,600
COMMERCIAL FEDERAL CORPORATI COM 201647104 312 14,700 X 14,700
COMMONWEALTH TEL ENTERPRISES COM 203349105 294 6,700 X 6,700
COMMUNITY FIRST BANKSHARES I COM 203902101 436 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 1,042 30,000 X 30,000
COMPUCREDIT CORP COM 20478N100 327 26,900 X 26,900
COMPUTER SCIENCES CORP COM 205363104 1,029 27,000 X 27,000
COMSTOCK RES INC COM NEW 205768203 168 12,300 X 12,300
CONAGRA FOODS INC COM 205887102 894 37,900 X 37,900
CONCORD COMMUNICATIONS INC COM 206186108 273 19,800 X 19,800
CONCORD EFS INC COM 206197105 530 36,000 X 36,000
CONOCOPHILLIPS COM 20825C104 3,814 69,600 X 69,600
CONSTELLATION BRANDS INC CL A 21036P108 898 28,600 X 28,600
COOPER COS INC COM NEW 216648402 598 17,200 X 17,200
COPART INC COM 217204106 171 18,100 X 18,100
CORNELL COMPANIES INC COM 219141108 162 10,700 X 10,700
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 372 14,697 X 14,697
COSTCO WHSL CORP NEW COM 22160K105 1,171 32,000 X 32,000
COUNTRYWIDE FINANCIAL CORP COM 222372104 543 7,800 X 7,800
COVANCE INC COM 222816100 210 11,600 X 11,600
COVENTRY HEALTH CARE INC COM 222862104 1,749 37,900 X 37,900
COX COMMUNICATIONS INC NEW CL A 224044107 466 14,600 X 14,600
CURIS INC COM 231269101 230 62,900 X 62,900
D & K HEALTHCARE RES INC COM 232861104 195 12,100 X 12,100
DRS TECHNOLOGIES INC COM 23330X100 450 16,100 X 16,100
D R HORTON INC COM 23331A109 607 21,600 X 21,600
DAKTRONICS INC COM 234264109 184 11,300 X 11,300
DATASCOPE CORP COM 238113104 317 10,900 X 10,900
DEAN FOODS CO NEW COM 242370104 1,370 43,500 X 43,500
DELL COMPUTER CORP COM 247025109 5,078 159,500 X 159,500
DELPHI FINL GROUP INC CL A 247131105 739 15,800 X 15,800
DENBURY RES INC COM NEW 247916208 212 15,800 X 15,800
DENTSPLY INTL INC NEW COM 249030107 1,610 39,300 X 39,300
DEVON ENERGY CORP NEW COM 25179M103 224 4,200 X 4,200
DEVRY INC DEL COM 251893103 282 12,100 X 12,100
DIAL CORP NEW COM 25247D101 200 10,300 X 10,300
DIGITAL RIV INC COM 25388B104 205 10,700 X 10,700
DISNEY WALT CO COM DISNEY 254687106 2,842 143,900 X 143,900
DOMINION RES INC VA NEW COM 25746U109 2,487 38,700 X 38,700
DONNELLEY R R & SONS CO COM 257867101 1,187 45,400 X 45,400
DORAL FINL CORP COM 25811P100 880 19,700 X 19,700
DOT HILL SYS CORP COM 25848T109 162 12,400 X 12,400
DOW CHEM CO COM 260543103 1,981 64,000 X 64,000
DRIL-QUIP INC COM 262037104 206 11,300 X 11,300
DU PONT E I DE NEMOURS & CO COM 263534109 2,919 70,100 X 70,100
DUANE READE INC COM 263578106 178 12,100 X 12,100
DUKE ENERGY CORP COM 264399106 1,251 62,700 X 62,700
DUPONT PHOTOMASKS INC COM 26613X101 278 14,800 X 14,800
EGL INC COM 268484102 193 12,700 X 12,700
E-LOAN INC COM 26861P107 170 30,600 X 30,600
E M C CORP MASS COM 268648102 1,642 156,800 X 156,800
EPIQ SYS INC COM 26882D109 216 12,600 X 12,600
EBAY INC COM 278642103 2,361 22,700 X 22,700
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 589 17,000 X 17,000
EDISON INTL COM 281020107 1,019 62,000 X 62,000
EDUCATION MGMT CORP COM 28139T101 255 4,800 X 4,800
EL PASO CORP COM 28336L109 334 41,300 X 41,300
EL PASO ELEC CO COM NEW 283677854 164 13,300 X 13,300
ELECTRONIC DATA SYS NEW COM 285661104 725 33,800 X 33,800
EMERSON ELEC CO COM 291011104 1,518 29,700 X 29,700
EMULEX CORP COM NEW 292475209 232 10,200 X 10,200
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 575 34,300 X 34,300
ENERGY PARTNERS LTD COM 29270U105 266 23,000 X 23,000
ENGELHARD CORP COM 292845104 966 39,000 X 39,000
ENTEGRIS INC COM 29362U104 214 15,900 X 15,900
ENZON PHARMACEUTICALS INC COM 293904108 328 26,100 X 26,100
EON LABS INC COM 29412E100 221 6,300 X 6,300
EQUITY OFFICE PROPERTIES TRU COM 294741103 794 29,400 X 29,400
EUNIVERSE INC COM 298412107 142 39,335 X 39,335
EXELON CORP COM 30161N101 2,500 41,800 X 41,800
EXELIXIS INC COM 30161Q104 260 37,800 X 37,800
EXPEDITORS INTL WASH INC COM 302130109 1,351 39,200 X 39,200
EXPRESSJET HOLDINGS INC CL A 30218U108 812 53,800 X 53,800
EXPRESS SCRIPTS INC COM 302182100 328 4,800 X 4,800
EXTENDED STAY AMER INC COM 30224P101 1,002 74,300 X 74,300
EXULT INC DEL COM 302284104 276 32,300 X 32,300
EXXON MOBIL CORP COM 30231G102 17,560 489,000 X 489,000
FLIR SYS INC COM 302445101 464 15,400 X 15,400
FPIC INS GROUP INC COM 302563101 233 16,800 X 16,800
FPL GROUP INC COM 302571104 1,177 17,600 X 17,600
FAIR ISAAC CORP COM 303250104 1,415 27,500 X 27,500
FALCONSTOR SOFTWARE INC COM 306137100 186 27,900 X 27,900
FEDERAL HOME LN MTG CORP COM 313400301 3,595 70,800 X 70,800
FEDERAL NATL MTG ASSN COM 313586109 6,427 95,300 X 95,300
FEDEX CORP COM 31428X106 1,303 21,000 X 21,000
FERRO CORP COM 315405100 315 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 1,367 44,425 X 44,425
FIFTH THIRD BANCORP COM 316773100 2,067 36,000 X 36,000
FINANCIAL FED CORP COM 317492106 317 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 925 35,100 X 35,100
FIRST DATA CORP COM 319963104 2,234 53,900 X 53,900
FIRST TENN NATL CORP COM 337162101 966 22,000 X 22,000
FISERV INC COM 337738108 888 24,900 X 24,900
FIRSTFED FINL CORP COM 337907109 434 12,300 X 12,300
FLAGSTAR BANCORP INC COM 337930101 1,022 41,800 X 41,800
FLEETBOSTON FINL CORP COM 339030108 2,196 73,900 X 73,900
FORD MTR CO DEL COM PAR $0.01 345370860 1,406 127,900 X 127,900
FOREST LABS INC COM 345838106 1,429 26,100 X 26,100
FOUNDRY NETWORKS INC COM 35063R100 347 24,300 X 24,300
FOX ENTMT GROUP INC CL A 35138T107 276 9,600 X 9,600
FRANKLIN RES INC COM 354613101 469 12,000 X 12,000
FREMONT GEN CORP COM 357288109 332 24,200 X 24,200
GBC BANCORP CALIF COM 361475106 260 6,800 X 6,800
GANNETT INC COM 364730101 1,767 23,000 X 23,000
GAP INC DEL COM 364760108 1,161 61,900 X 61,900
GENENTECH INC COM NEW 368710406 1,125 15,600 X 15,600
GENERAL DYNAMICS CORP COM 369550108 928 12,800 X 12,800
GENERAL ELEC CO COM 369604103 20,196 704,200 X 704,200
GENERAL MLS INC COM 370334104 1,223 25,800 X 25,800
GENERAL MTRS CORP COM 370442105 1,426 39,600 X 39,600
GENERAL MTRS CORP CL H NEW 370442832 866 67,600 X 67,600
GETTY IMAGES INC COM 374276103 207 5,000 X 5,000
GILLETTE CO COM 375766102 2,374 74,500 X 74,500
GLOBAL IMAGING SYSTEMS COM 37934A100 857 37,100 X 37,100
GOLDEN WEST FINL CORP DEL COM 381317106 704 8,800 X 8,800
GOLDMAN SACHS GROUP INC COM 38141G104 1,424 17,000 X 17,000
GRACO INC COM 384109104 432 13,500 X 13,500
GREENPOINT FINL CORP COM 395384100 1,360 26,700 X 26,700
GUIDANT CORP COM 401698105 959 21,600 X 21,600
GUITAR CTR MGMT INC COM 402040109 215 7,400 X 7,400
HCA INC COM 404119109 1,115 34,800 X 34,800
HCC INS HLDGS INC COM 404132102 231 7,800 X 7,800
HAIN CELESTIAL GROUP INC COM 405217100 331 20,700 X 20,700
HANCOCK JOHN FINL SVCS INC COM 41014S106 639 20,800 X 20,800
HANDLEMAN CO DEL COM 410252100 342 21,400 X 21,400
HARLEY DAVIDSON INC COM 412822108 853 21,400 X 21,400
HARRIS INTERACTIVE INC COM 414549105 170 26,300 X 26,300
HARTFORD FINL SVCS GROUP INC COM 416515104 881 17,500 X 17,500
HARVEST NATURAL RESOURCES IN COM 41754V103 240 37,700 X 37,700
HEALTHEXTRAS INC COM 422211102 178 22,800 X 22,800
HEALTH NET INC COM 42222G108 1,153 35,000 X 35,000
HECLA MNG CO COM 422704106 73 17,200 X 17,200
HEINZ H J CO COM 423074103 815 24,700 X 24,700
HERLEY INDS INC DEL COM 427398102 193 11,500 X 11,500
HEWLETT PACKARD CO COM 428236103 4,064 190,800 X 190,800
HILLENBRAND INDS INC COM 431573104 303 6,000 X 6,000
HOLLYWOOD ENTMT CORP COM 436141105 238 13,700 X 13,700
HOME DEPOT INC COM 437076102 5,945 179,500 X 179,500
HON INDS INC COM 438092108 366 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 1,549 57,700 X 57,700
HOST MARRIOTT CORP NEW COM 44107P104 116 12,700 X 12,700
HOT TOPIC INC COM 441339108 431 16,000 X 16,000
HOUSTON EXPL CO COM 442120101 232 6,700 X 6,700
HOVNANIAN ENTERPRISES INC CL A 442487203 360 6,100 X 6,100
HUTCHINSON TECHNOLOGY INC COM 448407106 261 7,900 X 7,900
ITT INDS INC IND COM 450911102 1,047 16,000 X 16,000
IDEXX LABS INC COM 45168D104 400 12,000 X 12,000
ILLINOIS TOOL WKS INC COM 452308109 1,027 15,600 X 15,600
IMMUNOMEDICS INC COM 452907108 72 11,300 X 11,300
INDEPENDENCE CMNTY BK CORP COM 453414104 366 13,000 X 13,000
INFOSPACE INC COM NEW 45678T201 182 13,300 X 13,300
INSIGHT ENTERPRISES INC COM 45765U103 502 50,200 X 50,200
INTEL CORP COM 458140100 9,851 473,400 X 473,400
INTERACTIVE DATA CORP COM 45840J107 198 11,700 X 11,700
INTERNATIONAL BUSINESS MACHS COM 459200101 10,313 125,000 X 125,000
INTL PAPER CO COM 460146103 1,218 34,100 X 34,100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 237 6,000 X 6,000
INTERPUBLIC GROUP COS INC COM 460690100 359 26,800 X 26,800
INTUITIVE SURGICAL INC COM 46120E107 151 19,900 X 19,900
INVISION TECHNOLOGIES INC COM 461851107 275 11,200 X 11,200
IRWIN FINL CORP COM 464119106 888 34,300 X 34,300
ISHARES TR S&P MIDCAP 400 464287507 883 9,200 X 9,200
ISHARES TR RUSSELL 2000 464287655 1,245 14,000 X 14,000
ISHARES TR RUSSELL 3000 464287689 10,716 196,300 X 196,300
ISHARES TR S&P SMLCAP 600 464287804 976 8,900 X 8,900
ITRON INC COM 465741106 727 33,800 X 33,800
JLG INDS INC COM 466210101 190 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 5,161 151,000 X 151,000
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 423 9,200 X 9,200
JAKKS PAC INC COM 47012E106 169 12,700 X 12,700
JEFFERSON PILOT CORP COM 475070108 1,041 25,100 X 25,100
JOHNSON & JOHNSON COM 478160104 11,022 213,200 X 213,200
JOHNSON CTLS INC COM 478366107 1,447 16,900 X 16,900
K-SWISS INC CL A 482686102 221 6,400 X 6,400
KANSAS CITY SOUTHERN COM NEW 485170302 282 23,400 X 23,400
KB HOME COM 48666K109 521 8,400 X 8,400
KELLOGG CO COM 487836108 598 17,400 X 17,400
KENSEY NASH CORP COM 490057106 202 7,900 X 7,900
KERR MCGEE CORP COM 492386107 340 7,600 X 7,600
KEYCORP NEW COM 493267108 758 30,000 X 30,000
KIMBERLY CLARK CORP COM 494368103 1,908 36,600 X 36,600
KINDER MORGAN INC KANS COM 49455P101 290 5,300 X 5,300
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,114 28,200 X 28,200
KING PHARMACEUTICALS INC COM 495582108 1,018 69,000 X 69,000
KNIGHT TRADING GROUP INC COM 499063105 168 26,600 X 26,600
KOHLS CORP COM 500255104 1,058 20,600 X 20,600
KOS PHARMACEUTICALS INC COM 500648100 251 10,700 X 10,700
KRAFT FOODS INC CL A 50075N104 2,018 62,000 X 62,000
KROGER CO COM 501044101 934 56,000 X 56,000
KROLL INC COM 501049100 248 9,200 X 9,200
KYPHON INC COM 501577100 219 14,600 X 14,600
LNR PPTY CORP COM 501940100 516 13,800 X 13,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,048 24,100 X 24,100
LABONE INC NEW COM 50540L105 358 16,600 X 16,600
LANDAMERICA FINL GROUP INC COM 514936103 931 19,600 X 19,600
LEAPFROG ENTERPRISES INC CL A 52186N106 219 6,900 X 6,900
LEHMAN BROS HLDGS INC COM 524908100 1,143 17,200 X 17,200
LENDINGTREE INC COM 52602Q105 349 14,400 X 14,400
LIBBEY INC COM 529898108 209 9,200 X 9,200
LIBERTY MEDIA CORP NEW COM SER A 530718105 2,115 183,000 X 183,000
LILLY ELI & CO COM 532457108 5,076 73,600 X 73,600
LIMITED BRANDS INC COM 532716107 463 29,900 X 29,900
LINCARE HLDGS INC COM 532791100 1,429 45,200 X 45,200
LINEAR TECHNOLOGY CORP COM 535678106 725 22,400 X 22,400
LINENS N THINGS INC COM 535679104 1,310 55,500 X 55,500
LIZ CLAIBORNE INC COM 539320101 1,128 32,000 X 32,000
LOCKHEED MARTIN CORP COM 539830109 1,256 26,400 X 26,400
LOWES COS INC COM 548661107 2,354 54,800 X 54,800
LUCENT TECHNOLOGIES INC COM 549463107 562 276,900 X 276,900
LUMINEX CORP DEL COM 55027E102 121 23,500 X 23,500
MBIA INC COM 55262C100 965 19,800 X 19,800
MBNA CORP COM 55262L100 1,561 74,900 X 74,900
M D C HLDGS INC COM 552676108 1,237 25,630 X 25,630
MFA MTG INVTS INC COM 55272X102 203 20,200 X 20,200
MRO SOFTWARE INC COM 55347W105 184 21,400 X 21,400
MRV COMMUNICATIONS INC COM 553477100 150 77,100 X 77,100
MACK CALI RLTY CORP COM 554489104 215 5,900 X 5,900
MADDEN STEVEN LTD COM 556269108 263 12,200 X 12,200
MAGMA DESIGN AUTOMATION COM 559181102 180 10,500 X 10,500
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 228 28,500 X 28,500
MANTECH INTL CORP CL A 564563104 783 40,800 X 40,800
MARATHON OIL CORP COM 565849106 1,473 55,900 X 55,900
MARSH & MCLENNAN COS INC COM 571748102 1,971 38,600 X 38,600
MARVEL ENTERPRISES INC COM 57383M108 223 11,700 X 11,700
MASCO CORP COM 574599106 816 34,200 X 34,200
MASSEY ENERGY CORP COM 576206106 187 14,200 X 14,200
MAXIM INTEGRATED PRODS INC COM 57772K101 777 22,800 X 22,800
MAY DEPT STORES CO COM 577778103 356 16,000 X 16,000
MAXIMUS INC COM 577933104 448 16,200 X 16,200
MCDONALDS CORP COM 580135101 1,979 89,700 X 89,700
MCGRAW HILL COS INC COM 580645109 849 13,700 X 13,700
MEDTRONIC INC COM 585055106 4,106 85,600 X 85,600
MELLON FINL CORP COM 58551A108 863 31,100 X 31,100
MENS WEARHOUSE INC COM 587118100 247 11,300 X 11,300
MENTOR CORP MINN COM 587188103 1,079 55,600 X 55,600
MERCANTILE BANKSHARES CORP COM 587405101 425 10,800 X 10,800
MERCK & CO INC COM 589331107 11,075 182,900 X 182,900
MERCURY GENL CORP NEW COM 589400100 324 7,100 X 7,100
MERITAGE CORP COM 59001A102 320 6,500 X 6,500
MERRILL LYNCH & CO INC COM 590188108 3,053 65,400 X 65,400
METHODE ELECTRS INC CL A 591520200 189 17,600 X 17,600
METLIFE INC COM 59156R108 592 20,900 X 20,900
METRO ONE TELECOMMUNICATIONS COM 59163F105 57 11,100 X 11,100
MICROSOFT CORP COM 594918104 16,258 634,100 X 634,100
MICRON TECHNOLOGY INC COM 595112103 448 38,500 X 38,500
MID ATLANTIC MED SVCS INC COM 59523C107 1,344 25,700 X 25,700
MIDWAY GAMES INC COM 598148104 91 25,000 X 25,000
MOBILE MINI INC COM 60740F105 359 22,000 X 22,000
MONACO COACH CORP COM 60886R103 169 11,000 X 11,000
MOOG INC CL A 615394202 678 19,500 X 19,500
MOORE WALLACE INC COM 615857109 200 13,600 X 13,600
MORGAN STANLEY COM NEW 617446448 4,177 97,700 X 97,700
MOTOROLA INC COM 620076109 1,511 160,200 X 160,200
MULTIMEDIA GAMES INC COM 625453105 368 14,500 X 14,500
MYLAN LABS INC COM 628530107 1,147 33,000 X 33,000
NBTY INC COM 628782104 471 22,400 X 22,400
NCO GROUP INC COM 628858102 300 16,700 X 16,700
NUI CORP COM 629431107 222 14,300 X 14,300
NVR INC COM 62944T105 658 1,600 X 1,600
NATIONAL CITY CORP COM 635405103 1,407 43,000 X 43,000
NAUTICA ENTERPRISES INC COM 639089101 422 32,100 X 32,100
NAUTILUS GROUP INC COM 63910B102 373 30,100 X 30,100
NDCHEALTH CORP COM 639480102 292 15,900 X 15,900
NETWORK EQUIP TECHNOLOGIES COM 641208103 161 19,100 X 19,100
NEW CENTURY FINANCIAL CORP COM 64352D101 765 17,600 X 17,600
NEWFIELD EXPL CO COM 651290108 575 15,300 X 15,300
NEXTEL COMMUNICATIONS INC CL A 65332V103 347 19,200 X 19,200
NIKE INC CL B 654106103 278 5,200 X 5,200
NOKIA CORP SPONSORED ADR 654902204 1,001 60,900 X 60,900
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 476 11,400 X 11,400
NORTHERN TR CORP COM 665859104 574 13,800 X 13,800
NORTHROP GRUMMAN CORP COM 666807102 941 10,900 X 10,900
NOVASTAR FINL INC COM 669947400 406 6,800 X 6,800
NUEVO ENERGY CO COM 670509108 342 19,600 X 19,600
NUVEEN INVTS INC CL A 67090F106 286 10,500 X 10,500
OSI SYSTEMS INC COM 671044105 1,069 68,100 X 68,100
OCCIDENTAL PETE CORP DEL COM 674599105 886 26,400 X 26,400
ODYSSEY HEALTHCARE INC COM 67611V101 231 6,250 X 6,250
OLD NATL BANCORP IND COM 680033107 235 10,200 X 10,200
OMNICARE INC COM 681904108 1,355 40,100 X 40,100
OMNICOM GROUP INC COM 681919106 946 13,200 X 13,200
OMNIVISION TECHNOLOGIES INC COM 682128103 411 13,200 X 13,200
ORACLE CORP COM 68389X105 3,489 290,500 X 290,500
O REILLY AUTOMOTIVE INC COM 686091109 214 6,400 X 6,400
OSHKOSH TRUCK CORP COM 688239201 629 10,600 X 10,600
OSTEOTECH INC COM 688582105 182 13,400 X 13,400
OUTBACK STEAKHOUSE INC COM 689899102 1,170 30,000 X 30,000
OWENS & MINOR INC NEW COM 690732102 201 9,000 X 9,000
P F CHANGS CHINA BISTRO INC COM 69333Y108 330 6,700 X 6,700
PMA CAP CORP CL A 693419202 131 10,500 X 10,500
PNC FINL SVCS GROUP INC COM 693475105 976 20,000 X 20,000
PPG INDS INC COM 693506107 1,461 28,800 X 28,800
PPL CORP COM 69351T106 1,118 26,000 X 26,000
PACIFIC SUNWEAR CALIF INC COM 694873100 1,028 42,700 X 42,700
PANERA BREAD CO CL A 69840W108 380 9,500 X 9,500
PAPA JOHNS INTL INC COM 698813102 365 13,000 X 13,000
PARKER HANNIFIN CORP COM 701094104 1,029 24,500 X 24,500
PATHMARK STORES INC NEW COM 70322A101 161 21,800 X 21,800
PATINA OIL & GAS CORP COM 703224105 356 11,075 X 11,075
PAXAR CORP COM 704227107 675 61,400 X 61,400
PAYCHEX INC COM 704326107 679 23,100 X 23,100
PEGASUS COMMUNICATIONS CORP CL A NEW 705904605 216 7,400 X 7,400
PENN VA CORP COM 707882106 215 5,000 X 5,000
PEPSICO INC COM 713448108 5,549 124,700 X 124,700
PERKINELMER INC COM 714046109 483 35,000 X 35,000
PERRIGO CO COM 714290103 264 16,900 X 16,900
PETROQUEST ENERGY INC COM 716748108 231 98,500 X 98,500
PFIZER INC COM 717081103 19,458 569,780 X 569,780
PHARMACEUTICAL RES INC COM 717125108 482 9,900 X 9,900
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 116 10,800 X 10,800
PHOTRONICS INC COM 719405102 492 28,600 X 28,600
PINNACLE ENTMT INC COM 723456109 183 26,900 X 26,900
PINNACLE SYS INC COM 723481107 382 35,700 X 35,700
PITNEY BOWES INC COM 724479100 353 9,200 X 9,200
PIXELWORKS INC COM 72581M107 157 26,400 X 26,400
PLANAR SYS INC COM 726900103 448 22,900 X 22,900
POLYMEDICA CORP COM 731738100 220 4,800 X 4,800
PRACTICEWORKS INC COM 739419109 199 10,295 X 10,295
PRAXAIR INC COM 74005P104 1,082 18,000 X 18,000
PRE PAID LEGAL SVCS INC COM 740065107 211 8,600 X 8,600
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 655 20,300 X 20,300
PRIORITY HEALTHCARE CORP CL B 74264T102 238 12,800 X 12,800
PROCTER & GAMBLE CO COM 742718109 8,526 95,600 X 95,600
PROGRESS ENERGY INC COM 743263105 733 16,700 X 16,700
PROGRESSIVE CORP OHIO COM 743315103 1,338 18,300 X 18,300
PROTECTIVE LIFE CORP COM 743674103 473 17,700 X 17,700
PROVIDENT BANKSHARES CORP COM 743859100 404 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 245 22,100 X 22,100
PROVIDIAN FINL CORP COM 74406A102 103 11,100 X 11,100
PRUDENTIAL FINL INC COM 744320102 1,393 41,400 X 41,400
PULTE HOMES INC COM 745867101 1,363 22,100 X 22,100
QUALCOMM INC COM 747525103 2,174 60,500 X 60,500
QUIKSILVER INC COM 74838C106 274 16,600 X 16,600
R & G FINANCIAL CORP CL B 749136107 861 29,000 X 29,000
RLI CORP COM 749607107 411 12,500 X 12,500
RSA SEC INC COM 749719100 190 17,600 X 17,600
RADIAN GROUP INC COM 750236101 747 20,376 X 20,376
RADISYS CORP COM 750459109 295 22,000 X 22,000
RARE HOSPITALITY INTL INC COM 753820109 422 13,000 X 13,000
RAYTHEON CO COM NEW 755111507 923 28,100 X 28,100
RECKSON ASSOCS RLTY CORP COM 75621K106 229 11,000 X 11,000
REGENERATION TECH INC DEL COM 75886N100 223 16,900 X 16,900
REGIS CORP MINN COM 758932107 747 25,700 X 25,700
RENAL CARE GROUP INC COM 759930100 514 14,600 X 14,600
REYNOLDS & REYNOLDS CO CL A 761695105 1,114 39,000 X 39,000
RIGGS NATL CORP WASH DC COM 766570105 443 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 330 26,100 X 26,100
ROPER INDS INC NEW COM 776696106 316 8,500 X 8,500
ROSLYN BANCORP INC COM 778162107 227 10,500 X 10,500
ROSS STORES INC COM 778296103 1,426 33,200 X 33,200
ROYAL BK CDA MONTREAL QUE COM 780087102 362 8,499 X 8,499
RYLAND GROUP INC COM 783764103 1,444 20,800 X 20,800
SBC COMMUNICATIONS INC COM 78387G103 6,365 249,100 X 249,100
SBS TECHNOLOGIES INC COM 78387P103 191 19,600 X 19,600
SLM CORP COM 78442P106 1,222 31,200 X 31,200
SWS GROUP INC COM 78503N107 304 15,089 X 15,089
SAFEWAY INC COM NEW 786514208 1,442 70,500 X 70,500
SANDISK CORP COM 80004C101 288 7,100 X 7,100
SAPIENT CORP COM 803062108 164 59,600 X 59,600
SARA LEE CORP COM 803111103 1,924 102,300 X 102,300
SCANSOURCE INC COM 806037107 219 8,200 X 8,200
SCHEIN HENRY INC COM 806407102 677 12,900 X 12,900
SCHERING PLOUGH CORP COM 806605101 2,269 122,000 X 122,000
SCHWAB CHARLES CORP NEW COM 808513105 778 77,100 X 77,100
SCICLONE PHARMACEUTICALS INC COM 80862K104 184 21,500 X 21,500
SCIENTIFIC GAMES CORP CL A 80874P109 211 22,600 X 22,600
SEALED AIR CORP NEW PFD CV A $2 81211K209 201 3,942 X 3,942
SEARS ROEBUCK & CO COM 812387108 669 19,900 X 19,900
SECURE COMPUTING CORP COM 813705100 388 44,400 X 44,400
SELECTIVE INS GROUP INC COM 816300107 333 13,300 X 13,300
SERENA SOFTWARE INC COM 817492101 393 19,000 X 19,000
SIERRA HEALTH SVCS INC COM 826322109 542 27,100 X 27,100
SIERRA PAC RES NEW COM 826428104 62 10,501 X 10,501
SILGAN HOLDINGS INC COM 827048109 440 14,000 X 14,000
SOLA INTL INC COM 834092108 306 17,600 X 17,600
SONIC CORP COM 835451105 211 8,300 X 8,300
SONUS NETWORKS INC COM 835916107 181 37,300 X 37,300
SOURCECORP COM 836167106 715 33,100 X 33,100
SOUTHERN CO COM 842587107 2,543 81,600 X 81,600
SOUTHERN UN CO NEW COM 844030106 318 18,800 X 18,800
SOUTHWEST AIRLS CO COM 844741108 936 54,400 X 54,400
SOVEREIGN BANCORP INC COM 845905108 1,096 70,000 X 70,000
SPRINT CORP COM FON GROUP 852061100 906 62,900 X 62,900
STANDARD PAC CORP NEW COM 85375C101 398 12,000 X 12,000
STATE STR CORP COM 857477103 902 22,900 X 22,900
STEAK N SHAKE CO COM 857873103 239 15,700 X 15,700
STEEL DYNAMICS INC COM 858119100 430 31,200 X 31,200
STERLING BANCSHARES INC COM 858907108 370 28,500 X 28,500
STERICYCLE INC COM 858912108 361 9,400 X 9,400
STEWART INFORMATION SVCS COR COM 860372101 340 12,200 X 12,200
STONE ENERGY CORP COM 861642106 989 23,600 X 23,600
STRIDE RITE CORP COM 863314100 371 37,200 X 37,200
STUDENT LN CORP COM 863902102 252 2,000 X 2,000
SUN MICROSYSTEMS INC COM 866810104 1,065 229,000 X 229,000
SUNRISE SENIOR LIVING INC COM 86768K106 880 39,300 X 39,300
SUNTRUST BKS INC COM 867914103 1,044 17,600 X 17,600
SUPERVALU INC COM 868536103 424 19,900 X 19,900
SWIFT ENERGY CO COM 870738101 337 30,600 X 30,600
SYNOPSYS INC COM 871607107 1,096 17,700 X 17,700
SYSCO CORP COM 871829107 1,406 46,800 X 46,800
TJX COS INC NEW COM 872540109 716 38,000 X 38,000
TXU CORP COM 873168108 503 22,400 X 22,400
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,048 37,000 X 37,000
TALX CORP COM 874918105 446 19,900 X 19,900
TARGET CORP COM 87612E106 2,422 64,000 X 64,000
TARGETED GENETICS CORP COM 87612M108 84 46,400 X 46,400
TENET HEALTHCARE CORP COM 88033G100 402 34,500 X 34,500
TESORO PETE CORP COM 881609101 147 21,400 X 21,400
TEXAS INSTRS INC COM 882508104 3,386 192,400 X 192,400
TEXTRON INC COM 883203101 976 25,000 X 25,000
THERMO ELECTRON CORP COM 883556102 1,059 50,400 X 50,400
THORNBURG MTG INC COM 885218107 220 8,900 X 8,900
3M CO COM 88579Y101 3,547 27,500 X 27,500
TIMBERLAND CO CL A 887100105 539 10,200 X 10,200
TIVO INC COM 888706108 172 14,200 X 14,200
TRANSACTION SYS ARCHITECTS CL A 893416107 119 13,100 X 13,100
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,055 66,900 X 66,900
TREDEGAR CORP COM 894650100 400 26,700 X 26,700
TRIBUNE CO NEW COM 896047107 662 13,700 X 13,700
TRIPATH IMAGING INC COM 896942109 74 10,900 X 10,900
TRUSTCO BK CORP N Y COM 898349105 373 33,700 X 33,700
UCBH HOLDINGS INC COM 90262T308 201 7,000 X 7,000
UGI CORP NEW COM 902681105 640 20,200 X 20,200
UICI COM 902737105 520 34,500 X 34,500
US BANCORP DEL COM NEW 902973304 4,334 176,900 X 176,900
ULTICOM INC COM 903844108 168 17,600 X 17,600
UNION PAC CORP COM 907818108 1,033 17,800 X 17,800
UNION PLANTERS CORP COM 908068109 1,164 37,500 X 37,500
UNIT CORP COM 909218109 617 29,500 X 29,500
UNITED DEFENSE INDS INC COM 91018B104 402 15,500 X 15,500
UNITED NAT FOODS INC COM 911163103 579 20,400 X 20,400
UNITED ONLINE INC COM 911268100 421 16,600 X 16,600
UNITED PARCEL SERVICE INC CL B 911312106 1,752 27,500 X 27,500
UNITED STATIONERS INC COM 913004107 319 8,900 X 8,900
UNITED SURGICAL PARTNERS INT COM 913016309 393 17,400 X 17,400
UNITED TECHNOLOGIES CORP COM 913017109 3,428 48,400 X 48,400
UNITEDHEALTH GROUP INC COM 91324P102 1,930 38,400 X 38,400
USF CORP COM 91729Q101 267 9,900 X 9,900
UTSTARCOM INC COM 918076100 1,458 40,900 X 40,900
VALUECLICK INC COM 92046N102 371 61,200 X 61,200
VAXGEN INC COM NEW 922390208 78 15,000 X 15,000
VEECO INSTRS INC DEL COM 922417100 315 18,500 X 18,500
VERITAS DGC INC COM 92343P107 237 20,600 X 20,600
VERIZON COMMUNICATIONS COM 92343V104 8,553 216,800 X 216,800
VIACOM INC CL B 925524308 4,803 110,000 X 110,000
WACHOVIA CORP 2ND NEW COM 929903102 4,895 122,500 X 122,500
WAL MART STORES INC COM 931142103 10,353 192,900 X 192,900
WALGREEN CO COM 931422109 2,173 72,200 X 72,200
WASHINGTON MUT INC COM 939322103 4,237 102,600 X 102,600
WASTE CONNECTIONS INC COM 941053100 277 7,900 X 7,900
WASTE MGMT INC DEL COM 94106L109 983 40,800 X 40,800
WATSON PHARMACEUTICALS INC COM 942683103 1,005 24,900 X 24,900
WEBSENSE INC COM 947684106 533 34,000 X 34,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,096 13,000 X 13,000
WELLS FARGO & CO NEW COM 949746101 6,083 120,700 X 120,700
WENDYS INTL INC COM 950590109 516 17,800 X 17,800
WESTELL TECHNOLOGIES INC CL A 957541105 168 20,300 X 20,300
WESTERN DIGITAL CORP COM 958102105 423 41,100 X 41,100
WESTERN GAS RES INC COM 958259103 380 9,600 X 9,600
WEYERHAEUSER CO COM 962166104 832 15,400 X 15,400
WHIRLPOOL CORP COM 963320106 459 7,200 X 7,200
WHITNEY HLDG CORP COM 966612103 352 11,000 X 11,000
WHOLE FOODS MKT INC COM 966837106 352 7,400 X 7,400
WIRELESS FACILITIES INC COM 97653A103 378 31,800 X 31,800
WOLVERINE WORLD WIDE INC COM 978097103 418 21,700 X 21,700
WORTHINGTON INDS INC COM 981811102 804 60,000 X 60,000
WRIGLEY WM JR CO COM 982526105 641 11,400 X 11,400
WYETH COM 983024100 4,263 93,600 X 93,600
XILINX INC COM 983919101 600 23,700 X 23,700
XICOR INC COM 984903104 189 30,300 X 30,300
ZALE CORP NEW COM 988858106 1,484 37,100 X 37,100
ZENITH NATL INS CORP COM 989390109 211 7,400 X 7,400
ZOLL MED CORP COM 989922109 356 10,700 X 10,700