13F-HR 1 dec0313fa.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: 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 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