13F-HR 1 sep0313f.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 September 2003. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois November 12, 2003 --------------------- ---------------- ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 673 Form 13F Information Table Value Total: $787,223 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION VOTING SHRS OR --------------------- AUTHORITY CUSIP FAIR MKT PRINCIPAL SHARED OTHER --------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE ARCH CAP GROUP LTD ORD G0450A105 741 22,400 X 22,400 BUNGE LIMITED COM G16962105 1,188 43,200 X 43,200 CHINADOTCOM CORP CL A G2108N109 204 24,600 X 24,600 EVEREST RE GROUP LTD COM G3223R108 368 4,900 X 4,900 FRESH DEL MONTE PRODUCE INC ORD G36738105 952 38,700 X 38,700 MONTPELIER RE HOLDINGS LTD SHS G62185106 1,327 44,000 X 44,000 OPENTV CORP CL A G67543101 195 58,700 X 58,700 RENAISSANCE RE HLDGS LTD COM G7496G103 356 7,800 X 7,800 SBS BROADCASTING SA ORD L8137F102 217 8,700 X 8,700 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 853 15,200 X 15,200 KERZNER INTERNATIONAL LTD SHS P6065Y107 349 9,800 X 9,800 OMI CORP NEW COM Y6476W104 826 124,800 X 124,800 AFLAC INC COM 001055102 1,179 36,500 X 36,500 AMC ENTMT INC COM 001669100 174 13,000 X 13,000 AOL TIME WARNER INC COM 00184A105 4,616 305,500 X 305,500 AT&T CORP COM NEW 001957505 1,196 55,500 X 55,500 AT&T WIRELESS SVCS INC COM 00209A106 1,292 157,900 X 157,900 AAIPHARMA INC COM 00252W104 644 37,550 X 37,550 AARON RENTS INC COM 002535201 449 21,450 X 21,450 ABBOTT LABS COM 002824100 4,685 110,100 X 110,100 ABERCROMBIE & FITCH CO CL A 002896207 1,014 36,600 X 36,600 ACADIA RLTY TR COM SH BEN INT 004239109 231 21,000 X 21,000 ACCREDO HEALTH INC COM 00437V104 526 18,800 X 18,800 ACTIVISION INC NEW COM NEW 004930202 263 21,950 X 21,950 ADMINISTAFF INC COM 007094105 169 19,000 X 19,000 ADVANCED DIGITAL INFORMATION COM 007525108 842 59,900 X 59,900 ADVANCED MARKETING SVCS INC COM 00753T105 151 14,800 X 14,800 AEROFLEX INC COM 007768104 256 29,100 X 29,100 ADVANCEPCS COM 00790K109 1,408 30,900 X 30,900 ADVANCED ENERGY INDS COM 007973100 291 15,400 X 15,400 AETHER SYS INC COM 00808V105 159 34,900 X 34,900 AFFILIATED COMPUTER SERVICES CL A 008190100 1,358 27,900 X 27,900 AIR PRODS & CHEMS INC COM 009158106 722 16,000 X 16,000 AIRTRAN HLDGS INC COM 00949P108 350 20,900 X 20,900 ALBANY MOLECULAR RESH INC COM 012423109 382 25,800 X 25,800 ALBEMARLE CORP COM 012653101 349 12,700 X 12,700 ALCOA INC COM 013817101 1,562 59,700 X 59,700 ALIGN TECHNOLOGY INC COM 016255101 196 15,700 X 15,700 ALLSTATE CORP COM 020002101 3,262 89,300 X 89,300 ALLTEL CORP COM 020039103 1,965 42,400 X 42,400 ALPHARMA INC CL A 020813101 312 16,800 X 16,800 ALTRIA GROUP INC COM 02209S103 6,263 143,000 X 143,000 AMAZON COM INC COM 023135106 751 15,500 X 15,500 AMEREN CORP COM 023608102 1,000 23,300 X 23,300 AMERICA WEST HLDG CORP CL B 023657208 198 20,300 X 20,300 AMERICAN AXLE & MFG HLDGS IN COM 024061103 799 27,000 X 27,000 AMERICAN ELEC PWR INC COM 025537101 840 28,000 X 28,000 AMERICAN EXPRESS CO COM 025816109 3,654 81,100 X 81,100 AMERICAN INTL GROUP INC COM 026874107 9,676 167,700 X 167,700 AMERICAN ITALIAN PASTA CO CL A 027070101 255 6,600 X 6,600 AMERICAN MGMT SYS INC COM 027352103 330 25,800 X 25,800 AMERICAN PHARMACEUTICALS PTN COM 02886P109 712 22,700 X 22,700 AMERICAN SUPERCONDUCTOR CORP COM 030111108 193 18,700 X 18,700 AMERICREDIT CORP COM 03060R101 288 28,000 X 28,000 AMERICAS CAR MART INC COM 03062T105 221 7,400 X 7,400 AMERISTAR CASINOS INC COM 03070Q101 438 17,500 X 17,500 AMERUS GROUP CO COM 03072M108 238 7,000 X 7,000 AMGEN INC COM 031162100 5,878 91,100 X 91,100 AMSURG CORP COM 03232P405 218 6,600 X 6,600 ANADARKO PETE CORP COM 032511107 731 17,500 X 17,500 ANALOG DEVICES INC COM 032654105 977 25,700 X 25,700 ANHEUSER BUSCH COS INC COM 035229103 3,202 64,900 X 64,900 ANTHEM INC COM 03674B104 692 9,700 X 9,700 AON CORP COM 037389103 334 16,000 X 16,000 APACHE CORP COM 037411105 790 11,400 X 11,400 APOLLO GROUP INC CL A 037604105 1,882 28,500 X 28,500 APPLEBEES INTL INC COM 037899101 630 20,000 X 20,000 APPLIED MATLS INC COM 038222105 2,119 116,900 X 116,900 ARCTIC CAT INC COM 039670104 415 21,800 X 21,800 ARIAD PHARMACEUTICALS INC COM 04033A100 348 57,809 X 57,809 ARMOR HOLDINGS INC COM 042260109 251 15,000 X 15,000 ARROW INTL INC COM 042764100 327 14,200 X 14,200 ARTHROCARE CORP COM 043136100 357 20,100 X 20,100 ASHLAND INC COM 044204105 986 30,000 X 30,000 ASK JEEVES INC COM 045174109 356 20,500 X 20,500 ASTORIA FINL CORP COM 046265104 371 12,000 X 12,000 AT RD INC COM 04648K105 223 16,700 X 16,700 ATMOS ENERGY CORP COM 049560105 402 16,800 X 16,800 AUGUST TECHNOLOGY CORP COM 05106U105 248 17,400 X 17,400 AUTOLIV INC COM 052800109 736 24,400 X 24,400 AUTOMATIC DATA PROCESSING IN COM 053015103 1,513 42,200 X 42,200 AVERY DENNISON CORP COM 053611109 308 6,100 X 6,100 AVOCENT CORP COM 053893103 300 9,900 X 9,900 AVON PRODS INC COM 054303102 1,078 16,700 X 16,700 BB&T CORP COM 054937107 1,774 49,400 X 49,400 BAKER HUGHES INC COM 057224107 704 23,800 X 23,800 BALLY TOTAL FITNESS HLDG COR COM 05873K108 227 26,200 X 26,200 BANK OF AMERICA CORPORATION COM 060505104 9,271 118,800 X 118,800 BANK OF THE OZARKS INC COM 063904106 200 4,500 X 4,500 BANK NEW YORK INC COM 064057102 1,502 51,600 X 51,600 BANK ONE CORP COM 06423A103 3,119 80,700 X 80,700 BANKATLANTIC BANCORP CL A 065908501 192 13,500 X 13,500 BAXTER INTL INC COM 071813109 1,232 42,400 X 42,400 BEAR STEARNS COS INC COM 073902108 1,279 17,100 X 17,100 BEAZER HOMES USA INC COM 07556Q105 236 2,800 X 2,800 BECKMAN COULTER INC COM 075811109 1,088 23,900 X 23,900 BECTON DICKINSON & CO COM 075887109 647 17,900 X 17,900 BED BATH & BEYOND INC COM 075896100 1,087 28,400 X 28,400 BELDEN INC COM 077459105 776 44,400 X 44,400 BELL MICROPRODUCTS INC COM 078137106 158 24,300 X 24,300 BELLSOUTH CORP COM 079860102 3,088 130,400 X 130,400 BENCHMARK ELECTRS INC COM 08160H101 799 18,900 X 18,900 BENTLEY PHARMACEUTICALS INC COM 082657107 401 24,700 X 24,700 BEST BUY INC COM 086516101 1,906 40,100 X 40,100 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 191 18,900 X 18,900 BIO RAD LABS INC CL A 090572207 872 17,100 X 17,100 BIOPURE CORP CL A 09065H105 177 27,300 X 27,300 BIOLASE TECHNOLOGY INC COM 090911108 177 15,500 X 15,500 BIOSITE INC COM 090945106 365 12,900 X 12,900 BLACK BOX CORP DEL COM 091826107 362 9,100 X 9,100 BLACKROCK INC CL A 09247X101 255 5,200 X 5,200 BLOCK H & R INC COM 093671105 1,381 32,000 X 32,000 BLYTH INC COM 09643P108 1,017 37,700 X 37,700 BOB EVANS FARMS INC COM 096761101 374 14,000 X 14,000 BOEING CO COM 097023105 2,729 79,500 X 79,500 BOSTON COMMUNICATIONS GROUP COM 100582105 400 40,000 X 40,000 BOSTON SCIENTIFIC CORP COM 101137107 1,448 22,700 X 22,700 BRADLEY PHARMACEUTICALS INC COM 104576103 324 11,900 X 11,900 BRIGGS & STRATTON CORP COM 109043109 364 6,200 X 6,200 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 228 5,700 X 5,700 BRISTOL MYERS SQUIBB CO COM 110122108 3,513 136,900 X 136,900 BRITESMILE INC COM NEW 110415205 227 7,099 X 7,099 BROADCOM CORP CL A 111320107 232 8,700 X 8,700 BUCKEYE TECHNOLOGIES INC COM 118255108 309 34,000 X 34,000 BURLINGTON NORTHN SANTA FE C COM 12189T104 779 27,000 X 27,000 BURLINGTON RES INC COM 122014103 680 14,100 X 14,100 CBRL GROUP INC COM 12489V106 1,188 33,400 X 33,400 CEC ENTMT INC COM 125137109 831 21,200 X 21,200 CSK AUTO CORP COM 125965103 276 17,900 X 17,900 CNET NETWORKS INC COM 12613R104 198 28,100 X 28,100 CTS CORP COM 126501105 371 30,100 X 30,100 CVS CORP COM 126650100 857 27,600 X 27,600 CABLE DESIGN TECHNOLOGIES CO COM 126924109 210 26,200 X 26,200 CABOT OIL & GAS CORP COM 127097103 309 11,900 X 11,900 CACI INTL INC CL A 127190304 771 18,000 X 18,000 CAL DIVE INTL INC COM 127914109 273 14,000 X 14,000 CAMBREX CORP COM 132011107 411 18,100 X 18,100 CAMPBELL SOUP CO COM 134429109 1,455 54,900 X 54,900 CANDELA CORP COM 136907102 194 15,200 X 15,200 CAPITAL ONE FINL CORP COM 14040H105 2,242 39,300 X 39,300 CARDINAL HEALTH INC COM 14149Y108 3,427 58,700 X 58,700 CARREKER CORP COM 144433109 161 20,000 X 20,000 CASH AMER INTL INC COM 14754D100 320 19,500 X 19,500 CATALINA MARKETING CORP COM 148867104 176 11,600 X 11,600 CATERPILLAR INC DEL COM 149123101 1,673 24,300 X 24,300 CENDANT CORP COM 151313103 2,447 130,900 X 130,900 CENTEX CORP COM 152312104 241 3,100 X 3,100 CENTRAL PKG CORP COM 154785109 159 13,000 X 13,000 CHARTER ONE FINL INC COM 160903100 949 31,000 X 31,000 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 460 25,000 X 25,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 119 29,000 X 29,000 CHESAPEAKE CORP COM 165159104 284 12,600 X 12,600 CHESAPEAKE ENERGY CORP COM 165167107 218 20,200 X 20,200 CHEVRONTEXACO CORP COM 166764100 6,402 89,600 X 89,600 CHICOS FAS INC COM 168615102 536 17,500 X 17,500 CHUBB CORP COM 171232101 2,186 33,700 X 33,700 CISCO SYS INC COM 17275R102 10,769 549,700 X 549,700 CITIGROUP INC COM 172967101 16,543 363,500 X 363,500 CLAIRES STORES INC COM 179584107 1,532 45,800 X 45,800 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,417 37,000 X 37,000 COCA COLA CO COM 191216100 6,500 151,300 X 151,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 649 17,800 X 17,800 COLGATE PALMOLIVE CO COM 194162103 2,124 38,000 X 38,000 COLUMBIA SPORTSWEAR CO COM 198516106 211 4,000 X 4,000 COMCAST CORP NEW CL A 20030N101 4,654 151,000 X 151,000 COMMERCIAL CAP BANCORP INC COM 20162L105 261 16,700 X 16,700 COMMERCIAL FEDERAL CORPORATI COM 201647104 358 14,700 X 14,700 COMMUNITY FIRST BANKSHARES I COM 203902101 426 16,000 X 16,000 COMPASS BANCSHARES INC COM 20449H109 1,041 30,000 X 30,000 COMPUCREDIT CORP COM 20478N100 583 33,300 X 33,300 COMPUTER ASSOC INTL INC COM 204912109 851 32,600 X 32,600 COMPUTER SCIENCES CORP COM 205363104 864 23,000 X 23,000 COMSTOCK RES INC COM NEW 205768203 164 12,300 X 12,300 CONAGRA FOODS INC COM 205887102 805 37,900 X 37,900 CONCORD CAMERA CORP COM 206156101 182 17,100 X 17,100 CONCORD COMMUNICATIONS INC COM 206186108 450 34,500 X 34,500 CONOCOPHILLIPS COM 20825C104 3,811 69,600 X 69,600 CONSTELLATION BRANDS INC CL A 21036P108 796 26,100 X 26,100 COOPER COS INC COM NEW 216648402 579 14,200 X 14,200 COPART INC COM 217204106 197 18,100 X 18,100 CORINTHIAN COLLEGES INC COM 218868107 217 3,800 X 3,800 COSTCO WHSL CORP NEW COM 22160K105 997 32,000 X 32,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 611 7,800 X 7,800 COVANCE INC COM 222816100 302 13,500 X 13,500 COVENTRY HEALTH CARE INC COM 222862104 1,725 32,700 X 32,700 COX COMMUNICATIONS INC NEW CL A 224044107 506 16,000 X 16,000 D & K HEALTHCARE RES INC COM 232861104 170 12,100 X 12,100 DRS TECHNOLOGIES INC COM 23330X100 388 16,100 X 16,100 D R HORTON INC COM 23331A109 706 21,600 X 21,600 DSP GROUP INC COM 23332B106 219 8,800 X 8,800 DAKTRONICS INC COM 234264109 354 22,100 X 22,100 DANAHER CORP DEL COM 235851102 598 8,100 X 8,100 DATASCOPE CORP COM 238113104 335 10,900 X 10,900 DEAN FOODS CO NEW COM 242370104 1,399 45,100 X 45,100 DELL INC COM 24702R101 5,377 160,900 X 160,900 DELPHI FINL GROUP INC CL A 247131105 921 19,800 X 19,800 DENBURY RES INC COM NEW 247916208 237 19,200 X 19,200 DENTSPLY INTL INC NEW COM 249030107 1,762 39,300 X 39,300 DEVON ENERGY CORP NEW COM 25179M103 983 20,400 X 20,400 DIAL CORP NEW COM 25247D101 222 10,300 X 10,300 DICKS SPORTING GOODS INC COM 253393102 250 6,700 X 6,700 DIGENE CORP COM 253752109 229 5,600 X 5,600 DIGITAL RIV INC COM 25388B104 208 7,600 X 7,600 DISNEY WALT CO COM DISNEY 254687106 2,902 143,900 X 143,900 DITECH COMMUNICATIONS CORP COM 25500M103 239 27,300 X 27,300 DOBSON COMMUNICATIONS CORP CL A 256069105 92 11,300 X 11,300 DOMINION RES INC VA NEW COM 25746U109 2,464 39,800 X 39,800 DONNELLEY R R & SONS CO COM 257867101 1,069 43,000 X 43,000 DORAL FINL CORP COM 25811P100 832 17,700 X 17,700 DOT HILL SYS CORP COM 25848T109 171 12,400 X 12,400 DOW CHEM CO COM 260543103 2,105 64,700 X 64,700 DRIL-QUIP INC COM 262037104 191 11,300 X 11,300 DU PONT E I DE NEMOURS & CO COM 263534109 2,805 70,100 X 70,100 DUANE READE INC COM 263578106 332 20,800 X 20,800 DUKE ENERGY CORP COM 264399106 1,117 62,700 X 62,700 DUPONT PHOTOMASKS INC COM 26613X101 336 14,800 X 14,800 DYNACQ INTL INC COM PAR $.001 267919306 208 11,500 X 11,500 EGL INC COM 268484102 231 12,700 X 12,700 E M C CORP MASS COM 268648102 1,950 154,400 X 154,400 EPIX MEDICAL INC COM 26881Q101 267 15,600 X 15,600 EPIQ SYS INC COM 26882D109 836 49,200 X 49,200 EBAY INC COM 278642103 2,768 51,600 X 51,600 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 617 16,100 X 16,100 ECOLLEGE COM COM 27887E100 327 16,300 X 16,300 EDISON INTL COM 281020107 993 52,000 X 52,000 EDUCATION MGMT CORP COM 28139T101 214 3,700 X 3,700 EL PASO ELEC CO COM NEW 283677854 154 13,300 X 13,300 ELECTRONICS BOUTIQUE HLDGS C COM 286045109 346 12,100 X 12,100 EMERSON ELEC CO COM 291011104 1,564 29,700 X 29,700 EMULEX CORP COM NEW 292475209 1,279 50,200 X 50,200 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,757 85,900 X 85,900 ENGELHARD CORP COM 292845104 1,079 39,000 X 39,000 ENTERGY CORP NEW COM 29364G103 861 15,900 X 15,900 ENZON PHARMACEUTICALS INC COM 293904108 403 34,600 X 34,600 EON LABS INC COM 29412E100 242 6,300 X 6,300 EQUITY OFFICE PROPERTIES TRU COM 294741103 782 28,400 X 28,400 ERESEARCHTECHNOLOGY INC COM 29481V108 364 10,500 X 10,500 EXELON CORP COM 30161N101 2,457 38,700 X 38,700 EXELIXIS INC COM 30161Q104 89 12,500 X 12,500 EXPEDITORS INTL WASH INC COM 302130109 1,348 39,200 X 39,200 EXPRESSJET HOLDINGS INC CL A 30218U108 745 54,000 X 54,000 EXPRESS SCRIPTS INC COM 302182100 373 6,100 X 6,100 EXULT INC DEL COM 302284104 260 32,300 X 32,300 EXXON MOBIL CORP COM 30231G102 17,590 480,600 X 480,600 FPIC INS GROUP INC COM 302563101 253 16,800 X 16,800 FPL GROUP INC COM 302571104 1,144 18,100 X 18,100 FEDERAL HOME LN MTG CORP COM 313400301 3,706 70,800 X 70,800 FEDERAL NATL MTG ASSN COM 313586109 6,620 94,300 X 94,300 FEDEX CORP COM 31428X106 1,353 21,000 X 21,000 FERRO CORP COM 315405100 299 14,000 X 14,000 FIDELITY NATL FINL INC COM 316326107 1,374 45,725 X 45,725 FIFTH THIRD BANCORP COM 316773100 1,966 35,400 X 35,400 FINANCIAL FED CORP COM 317492106 397 13,000 X 13,000 FIRST AMERN CORP CALIF COM 318522307 966 38,800 X 38,800 FIRST DATA CORP COM 319963104 2,110 52,800 X 52,800 FIRST REP BK SAN FRANCISCO COM 336158100 216 7,000 X 7,000 FIRST TENN NATL CORP COM 337162101 934 22,000 X 22,000 FISERV INC COM 337738108 904 24,900 X 24,900 FIRSTFED FINL CORP COM 337907109 442 11,200 X 11,200 FLAGSTAR BANCORP INC COM 337930101 1,074 46,800 X 46,800 FIRSTENERGY CORP COM 337932107 619 19,400 X 19,400 FLEETBOSTON FINL CORP COM 339030108 2,228 73,900 X 73,900 FLORIDA EAST COAST INDS CL A 340632108 213 7,400 X 7,400 FORD MTR CO DEL COM PAR $0.01 345370860 1,338 124,200 X 124,200 FOREST LABS INC COM 345838106 1,471 28,600 X 28,600 FOUNDRY NETWORKS INC COM 35063R100 204 9,500 X 9,500 FOX ENTMT GROUP INC CL A 35138T107 344 12,300 X 12,300 FRONTIER AIRLINES INC NEW COM 359065109 215 13,100 X 13,100 GBC BANCORP CALIF COM 361475106 260 6,800 X 6,800 GANNETT INC COM 364730101 1,799 23,200 X 23,200 GAP INC DEL COM 364760108 1,159 67,700 X 67,700 GENENTECH INC COM NEW 368710406 1,162 14,500 X 14,500 GENERAL DYNAMICS CORP COM 369550108 999 12,800 X 12,800 GENERAL ELEC CO COM 369604103 21,040 705,800 X 705,800 GENERAL MLS INC COM 370334104 1,229 26,100 X 26,100 GENERAL MTRS CORP COM 370442105 1,334 32,600 X 32,600 GENERAL MTRS CORP CL H NEW 370442832 884 61,800 X 61,800 GENTIVA HEALTH SERVICES INC COM 37247A102 200 17,400 X 17,400 GENZYME CORP COM GENL DIV 372917104 625 13,500 X 13,500 GETTY IMAGES INC COM 374276103 214 6,100 X 6,100 GILEAD SCIENCES INC COM 375558103 790 14,100 X 14,100 GILLETTE CO COM 375766102 2,306 72,100 X 72,100 GLOBAL IMAGING SYSTEMS COM 37934A100 788 32,000 X 32,000 GOLDEN WEST FINL CORP DEL COM 381317106 788 8,800 X 8,800 GOLDMAN SACHS GROUP INC COM 38141G104 1,686 20,100 X 20,100 GRACO INC COM 384109104 413 11,000 X 11,000 GREENPOINT FINL CORP COM 395384100 1,196 40,050 X 40,050 GUIDANT CORP COM 401698105 1,012 21,600 X 21,600 GUITAR CTR MGMT INC COM 402040109 206 6,400 X 6,400 HCA INC COM 404119109 1,283 34,800 X 34,800 HCC INS HLDGS INC COM 404132102 227 7,800 X 7,800 HAIN CELESTIAL GROUP INC COM 405217100 321 17,700 X 17,700 HALLIBURTON CO COM 406216101 747 30,800 X 30,800 HARLEY DAVIDSON INC COM 412822108 1,031 21,400 X 21,400 HARRIS INTERACTIVE INC COM 414549105 185 26,300 X 26,300 HARTFORD FINL SVCS GROUP INC COM 416515104 953 18,100 X 18,100 HEALTHEXTRAS INC COM 422211102 250 29,000 X 29,000 HEALTH NET INC COM 42222G108 950 30,000 X 30,000 HECLA MNG CO COM 422704106 193 36,800 X 36,800 HEINZ H J CO COM 423074103 847 24,700 X 24,700 HERLEY INDS INC DEL COM 427398102 201 11,500 X 11,500 HEWLETT PACKARD CO COM 428236103 4,174 215,600 X 215,600 HILB ROGAL & HAMILTON CO COM 431294107 385 12,400 X 12,400 HILLENBRAND INDS INC COM 431573104 339 6,000 X 6,000 HOLLIS-EDEN PHARMACEUTICALS COM 435902101 393 16,200 X 16,200 HOLLYWOOD ENTMT CORP COM 436141105 258 15,200 X 15,200 HOLOGIC INC COM 436440101 575 42,300 X 42,300 HOME DEPOT INC COM 437076102 5,577 175,100 X 175,100 HON INDS INC COM 438092108 444 12,000 X 12,000 HONEYWELL INTL INC COM 438516106 1,544 58,600 X 58,600 HOT TOPIC INC COM 441339108 440 19,500 X 19,500 HOUSTON EXPL CO COM 442120101 379 10,800 X 10,800 HOVNANIAN ENTERPRISES INC CL A 442487203 476 7,400 X 7,400 ITT INDS INC IND COM 450911102 957 16,000 X 16,000 IDEXX LABS INC COM 45168D104 426 10,000 X 10,000 ILLINOIS TOOL WKS INC COM 452308109 1,206 18,200 X 18,200 INDEPENDENCE CMNTY BK CORP COM 453414104 456 13,000 X 13,000 INDEPENDENT BANK CORP MICH COM 453838104 205 7,000 X 7,000 INFOUSA INC NEW COM 456818301 89 11,800 X 11,800 INSIGHT ENTERPRISES INC COM 45765U103 408 26,800 X 26,800 INSITUFORM TECHNOLOGIES INC CL A 457667103 302 17,000 X 17,000 INTEL CORP COM 458140100 12,698 461,400 X 461,400 INTERACTIVE DATA CORP COM 45840J107 223 14,100 X 14,100 INTERACTIVECORP COM 45840Q101 936 28,200 X 28,200 INTERNATIONAL BUSINESS MACHS COM 459200101 10,432 118,100 X 118,100 INTL PAPER CO COM 460146103 1,331 34,100 X 34,100 INTERPORE INTL COM 46062W107 180 11,700 X 11,700 INTRADO INC COM 46117A100 421 18,500 X 18,500 INTUITIVE SURGICAL INC COM NEW 46120E602 223 13,350 X 13,350 IRWIN FINL CORP COM 464119106 437 18,000 X 18,000 ISHARES TR S&P MIDCAP 400 464287507 939 9,200 X 9,200 ISHARES TR RUSSELL 2000 464287655 1,359 14,000 X 14,000 ISHARES TR RUSSELL 3000 464287689 11,062 196,300 X 196,300 ISHARES TR S&P SMLCAP 600 464287804 1,045 8,900 X 8,900 ITRON INC COM 465741106 423 21,100 X 21,100 JLG INDS INC COM 466210101 323 28,000 X 28,000 J P MORGAN CHASE & CO COM 46625H100 5,287 154,000 X 154,000 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 431 11,400 X 11,400 JEFFERSON PILOT CORP COM 475070108 1,114 25,100 X 25,100 JOHNSON & JOHNSON COM 478160104 10,384 209,700 X 209,700 JOHNSON CTLS INC COM 478366107 1,410 14,900 X 14,900 KCS ENERGY INC COM 482434206 192 28,300 X 28,300 K-SWISS INC CL A 482686102 238 6,600 X 6,600 KANSAS CITY SOUTHERN COM NEW 485170302 259 23,400 X 23,400 KB HOME COM 48666K109 1,587 26,600 X 26,600 KELLOGG CO COM 487836108 580 17,400 X 17,400 KERR MCGEE CORP COM 492386107 384 8,600 X 8,600 KEYCORP NEW COM 493267108 767 30,000 X 30,000 KIMBERLY CLARK CORP COM 494368103 1,842 35,900 X 35,900 KINDER MORGAN INC KANS COM 49455P101 286 5,300 X 5,300 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,002 23,400 X 23,400 KING PHARMACEUTICALS INC COM 495582108 1,045 69,000 X 69,000 KNIGHT TRADING GROUP INC COM 499063105 477 41,700 X 41,700 KOHLS CORP COM 500255104 1,102 20,600 X 20,600 KOS PHARMACEUTICALS INC COM 500648100 293 8,500 X 8,500 KRAFT FOODS INC CL A 50075N104 1,829 62,000 X 62,000 KROGER CO COM 501044101 952 53,300 X 53,300 KROLL INC COM 501049100 195 10,500 X 10,500 LNR PPTY CORP COM 501940100 450 11,000 X 11,000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 865 20,000 X 20,000 LABONE INC NEW COM 50540L105 424 18,200 X 18,200 LANCE INC COM 514606102 209 21,000 X 21,000 LANDAMERICA FINL GROUP INC COM 514936103 921 20,100 X 20,100 LEAPFROG ENTERPRISES INC CL A 52186N106 448 11,800 X 11,800 LEHMAN BROS HLDGS INC COM 524908100 1,188 17,200 X 17,200 LENNAR CORP CL A 526057104 210 2,700 X 2,700 LIBBEY INC COM 529898108 256 9,200 X 9,200 LIBERTY MEDIA CORP NEW COM SER A 530718105 1,789 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