13F-HR 1 jun0313f.txt DEERE & COMPANY 13F-HR 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 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