UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 2002.
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: James H. Becht
Title: Associate General Counsel
Phone: 309-765-5574
Signature, Place, and Date of Signing:
/s/James H. Becht Moline, Illinois November 14, 2002
------------------ ---------------- -----------------
[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: 690
Form 13F Information Table Value Total: $803,855
(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
ACE LTD ORD G0070K103 619 20,900 X 20,900
COOPER INDS LTD CL A G24182100 228 7,500 X 7,500
GARMIN LTD ORD G37260109 1,055 56,900 X 56,900
INGERSOLL-RAND COMPANY LTD CL A G4776G101 465 13,500 X 13,500
NABORS INDUSTRIES LTD SHS G6359F103 370 11,300 X 11,300
NOBLE CORPORATION SHS G65422100 329 10,600 X 10,600
TRANSOCEAN INC ORD G90078109 532 25,600 X 25,600
TRENWICK GROUP LTD COM G9032C109 149 28,600 X 28,600
XL CAP LTD CL A G98255105 786 10,700 X 10,700
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 452 13,400 X 13,400
VERISITY LTD ORD M97385112 273 22,900 X 22,900
A D C TELECOMMUNICATIONS COM 000886101 73 63,900 X 63,900
AFLAC INC COM 001055102 1,289 42,000 X 42,000
AES CORP COM 00130H105 108 42,900 X 42,900
AMR CORP COM 001765106 52 12,500 X 12,500
AOL TIME WARNER INC COM 00184A105 4,166 356,100 X 356,100
AT&T CORP COM 001957109 3,637 302,800 X 302,800
AT&T WIRELESS SVCS INC COM 00209A106 896 217,447 X 217,447
AARON RENTS INC COM 002535201 221 9,600 X 9,600
ABBOTT LABS COM 002824100 6,351 157,200 X 157,200
ABERCROMBIE & FITCH CO CL A 002896207 1,005 51,100 X 51,100
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 55 22,000 X 22,000
ADOBE SYS INC COM 00724F101 365 19,100 X 19,100
ADVANCEPCS COM 00790K109 1,523 67,600 X 67,600
ADVANCED MICRO DEVICES INC COM 007903107 146 27,300 X 27,300
AETNA INC NEW COM 00817Y108 415 11,600 X 11,600
AFFILIATED COMPUTER SERVICES CL A 008190100 1,472 34,600 X 34,600
AFFILIATED MANAGERS GROUP COM 008252108 268 6,000 X 6,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 341 26,400 X 26,400
AGILENT TECHNOLOGIES INC COM 00846U101 487 37,300 X 37,300
AIR PRODS & CHEMS INC COM 009158106 769 18,300 X 18,300
ALBANY MOLECULAR RESH INC COM 012423109 264 15,500 X 15,500
ALBEMARLE CORP COM 012653101 303 12,000 X 12,000
ALBERTO CULVER CO CL B CONV 013068101 226 4,600 X 4,600
ALBERTSONS INC COM 013104104 1,899 78,600 X 78,600
ALCOA INC COM 013817101 1,316 68,172 X 68,172
ALLEGHENY ENERGY INC COM 017361106 132 10,100 X 10,100
ALLEN TELECOM INC COM 018091108 115 21,500 X 21,500
ALLERGAN INC COM 018490102 571 10,500 X 10,500
ALLIANT TECHSYSTEMS INC COM 018804104 296 4,275 X 4,275
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 116 15,800 X 15,800
ALLSTATE CORP COM 020002101 2,595 73,000 X 73,000
ALLTEL CORP COM 020039103 1,003 25,000 X 25,000
ALPHARMA INC CL A 020813101 280 29,200 X 29,200
ALTERA CORP COM 021441100 269 31,000 X 31,000
AMBAC FINL GROUP INC COM 023139108 458 8,500 X 8,500
AMERADA HESS CORP COM 023551104 482 7,100 X 7,100
AMEREN CORP COM 023608102 1,629 39,100 X 39,100
AMERICAN ELEC PWR INC COM 025537101 739 25,920 X 25,920
AMERICAN EXPRESS CO COM 025816109 3,346 107,300 X 107,300
AMERICAN INTL GROUP INC COM 026874107 11,805 215,813 X 215,813
AMERICAN MGMT SYS INC COM 027352103 274 21,500 X 21,500
AMERICAN PWR CONVERSION CORP COM 029066107 150 15,700 X 15,700
AMERICAN STD COS INC DEL COM 029712106 375 5,900 X 5,900
AMERICAN WOODMARK CORP COM 030506109 421 8,300 X 8,300
AMERICREDIT CORP COM 03060R101 375 46,500 X 46,500
AMERISOURCEBERGEN CORP COM 03073E105 900 12,600 X 12,600
AMGEN INC COM 031162100 4,319 103,572 X 103,572
AMSOUTH BANCORPORATION COM 032165102 919 44,300 X 44,300
ANADARKO PETE CORP COM 032511107 891 20,000 X 20,000
ANALOG DEVICES INC COM 032654105 577 29,300 X 29,300
ANHEUSER BUSCH COS INC COM 035229103 4,205 83,100 X 83,100
ANTHEM INC COM 03674B104 741 11,400 X 11,400
AON CORP COM 037389103 445 21,700 X 21,700
APACHE CORP COM 037411105 656 11,030 X 11,030
APOLLO GROUP INC CL A 037604105 1,911 44,000 X 44,000
APPLE COMPUTER INC COM 037833100 412 28,400 X 28,400
APPLEBEES INTL INC COM 037899101 395 18,000 X 18,000
APPLERA CORP COM AP BIO GRP 038020103 313 17,100 X 17,100
APPLIED MICRO CIRCUITS CORP COM 03822W109 69 24,100 X 24,100
APPLIED MATLS INC COM 038222105 2,450 212,100 X 212,100
ARCHER DANIELS MIDLAND CO COM 039483102 658 52,635 X 52,635
ARCTIC CAT INC COM 039670104 321 23,000 X 23,000
ARTHROCARE CORP COM 043136100 556 45,900 X 45,900
ASHLAND INC COM 044204105 1,299 48,500 X 48,500
ASTORIA FINL CORP COM 046265104 1,171 48,000 X 48,000
ATMOS ENERGY CORP COM 049560105 301 14,000 X 14,000
AUTODESK INC COM 052769106 1,321 104,300 X 104,300
AUTOMATIC DATA PROCESSING IN COM 053015103 1,735 49,900 X 49,900
AUTOZONE INC COM 053332102 678 8,600 X 8,600
AVAYA INC COM 053499109 41 28,978 X 28,978
AVERY DENNISON CORP COM 053611109 786 13,800 X 13,800
AVISTA CORP COM 05379B107 252 22,500 X 22,500
AVOCENT CORP COM 053893103 257 19,200 X 19,200
AVON PRODS INC COM 054303102 876 19,000 X 19,000
BB&T CORP COM 054937107 1,549 44,200 X 44,200
BJ SVCS CO COM 055482103 312 12,000 X 12,000
BMC SOFTWARE INC COM 055921100 255 19,500 X 19,500
BAKER HUGHES INC COM 057224107 784 27,000 X 27,000
BALL CORP COM 058498106 459 9,100 X 9,100
BALLY TOTAL FITNESS HLDG COR COM 05873K108 331 33,400 X 33,400
BANK OF AMERICA CORPORATION COM 060505104 9,372 146,900 X 146,900
BANK NEW YORK INC COM 064057102 1,704 59,300 X 59,300
BANK ONE CORP COM 06423A103 3,512 93,900 X 93,900
BARD C R INC COM 067383109 224 4,100 X 4,100
BARR LABS INC COM 068306109 249 4,000 X 4,000
BAXTER INTL INC COM 071813109 1,451 47,500 X 47,500
BE AEROSPACE INC COM 073302101 227 47,700 X 47,700
BEAR STEARNS COS INC COM 073902108 1,895 33,600 X 33,600
BECKMAN COULTER INC COM 075811109 998 25,800 X 25,800
BECTON DICKINSON & CO COM 075887109 1,042 36,700 X 36,700
BED BATH & BEYOND INC COM 075896100 762 23,400 X 23,400
BELDEN INC COM 077459105 490 36,500 X 36,500
BELLSOUTH CORP COM 079860102 2,996 163,200 X 163,200
BEMIS INC COM 081437105 1,383 28,000 X 28,000
BEST BUY INC COM 086516101 569 25,500 X 25,500
BIOGEN INC COM 090597105 348 11,900 X 11,900
BIOMET INC COM 090613100 579 21,750 X 21,750
BIOSITE INC COM 090945106 464 16,000 X 16,000
BLACK & DECKER CORP COM 091797100 268 6,400 X 6,400
BLACK BOX CORP DEL COM 091826107 578 17,400 X 17,400
BLOCK H & R INC COM 093671105 1,239 29,500 X 29,500
BLYTH INC COM 09643P108 1,172 42,000 X 42,000
BOB EVANS FARMS INC COM 096761101 332 14,000 X 14,000
BOEING CO COM 097023105 3,410 99,900 X 99,900
BOSTON SCIENTIFIC CORP COM 101137107 1,023 32,400 X 32,400
BRIGGS & STRATTON CORP COM 109043109 267 7,100 X 7,100
BRISTOL MYERS SQUIBB CO COM 110122108 3,706 155,700 X 155,700
BROADCOM CORP CL A 111320107 225 21,100 X 21,100
BROWN FORMAN CORP CL B 115637209 368 5,500 X 5,500
BROWN SHOE INC NEW COM 115736100 322 18,000 X 18,000
BRUSH ENGINEERED MATLS INC COM 117421107 158 20,200 X 20,200
BUCKEYE TECHNOLOGIES INC COM 118255108 138 18,800 X 18,800
BURLINGTON NORTHN SANTA FE C COM 12189T104 739 30,900 X 30,900
BURLINGTON RES INC COM 122014103 621 16,200 X 16,200
CEC ENTMT INC COM 125137109 481 14,100 X 14,100
CIGNA CORP COM 125509109 821 11,600 X 11,600
CMS ENERGY CORP COM 125896100 86 10,700 X 10,700
CSX CORP COM 126408103 454 17,200 X 17,200
CTS CORP COM 126501105 201 43,600 X 43,600
CVS CORP COM 126650100 796 31,400 X 31,400
CABLE DESIGN TECHNOLOGIES CO COM 126924109 286 46,700 X 46,700
CALPINE CORP COM 131347106 74 30,100 X 30,100
CAMPBELL SOUP CO COM 134429109 1,888 85,500 X 85,500
CAPITAL ONE FINL CORP COM 14040H105 604 17,300 X 17,300
CARAUSTAR INDS INC COM 140909102 159 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 3,744 60,200 X 60,200
CARNIVAL CORP COM 143658102 2,430 96,800 X 96,800
CASH AMER INTL INC COM 14754D100 155 18,900 X 18,900
CATAPULT COMMUNICATIONS CORP COM 149016107 355 36,400 X 36,400
CATERPILLAR INC DEL COM 149123101 1,027 27,600 X 27,600
CENDANT CORP COM 151313103 2,068 192,200 X 192,200
CENTEX CORP COM 152312104 217 4,900 X 4,900
CENTURYTEL INC COM 156700106 253 11,300 X 11,300
CHARLES RIV LABS INTL INC COM 159864107 357 9,100 X 9,100
CHARTER ONE FINL INC COM 160903100 1,658 55,783 X 55,783
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 441 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 6,932 100,106 X 100,106
CHIRON CORP COM 170040109 531 15,200 X 15,200
CHUBB CORP COM 171232101 751 13,700 X 13,700
CIENA CORP COM 171779101 78 26,400 X 26,400
CINCINNATI FINL CORP COM 172062101 463 13,000 X 13,000
CINERGY CORP COM 172474108 421 13,400 X 13,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 255 16,800 X 16,800
CISCO SYS INC COM 17275R102 7,343 700,700 X 700,700
CINTAS CORP COM 172908105 574 13,700 X 13,700
CITIGROUP INC COM 172967101 12,272 413,900 X 413,900
CITIZENS COMMUNICATIONS CO COM 17453B101 153 22,500 X 22,500
CITRIX SYS INC COM 177376100 91 15,100 X 15,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,671 48,100 X 48,100
CLOROX CO DEL COM 189054109 751 18,700 X 18,700
COCA COLA CO COM 191216100 9,587 199,900 X 199,900
COCA COLA ENTERPRISES INC COM 191219104 760 35,800 X 35,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 402 7,000 X 7,000
COLGATE PALMOLIVE CO COM 194162103 2,395 44,400 X 44,400
COMCAST CORP CL A SPL 200300200 1,585 76,000 X 76,000
COMERICA INC COM 200340107 690 14,300 X 14,300
COMMERCE BANCSHARES INC COM 200525103 1,074 27,500 X 27,500
COMMUNITY FIRST BANKSHARES I COM 203902101 446 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 1,062 36,000 X 36,000
COMPUTER ASSOC INTL INC COM 204912109 445 46,400 X 46,400
COMPUTER SCIENCES CORP COM 205363104 1,309 47,100 X 47,100
COMPUWARE CORP COM 205638109 92 30,000 X 30,000
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 105 15,000 X 15,000
CONAGRA FOODS INC COM 205887102 1,372 55,200 X 55,200
CONCERTO SOFTWARE INC COM 20602T106 145 24,500 X 24,500
CONCORD COMMUNICATIONS INC COM 206186108 380 75,200 X 75,200
CONCORD EFS INC COM 206197105 649 40,900 X 40,900
CONOCOPHILLIPS COM 20825C104 2,762 59,725 X 59,725
CONSOLIDATED EDISON INC COM 209115104 1,866 46,400 X 46,400
CONSTELLATION BRANDS INC CL A 21036P108 323 14,000 X 14,000
CONSTELLATION ENERGY GROUP I COM 210371100 327 13,200 X 13,200
CONVERGYS CORP COM 212485106 207 13,800 X 13,800
COORS ADOLPH CO CL B 217016104 484 8,600 X 8,600
CORNING INC COM 219350105 122 76,000 X 76,000
COSTCO WHSL CORP NEW COM 22160K105 1,178 36,400 X 36,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,207 25,600 X 25,600
COVANCE INC COM 222816100 391 20,000 X 20,000
D & K HEALTHCARE RES INC COM 232861104 148 16,500 X 16,500
DRS TECHNOLOGIES INC COM 23330X100 335 9,000 X 9,000
D R HORTON INC COM 23331A109 307 16,500 X 16,500
DSP GROUP INC COM 23332B106 294 18,300 X 18,300
DTE ENERGY CO COM 233331107 533 13,100 X 13,100
DANA CORP COM 235811106 156 11,900 X 11,900
DANAHER CORP DEL COM 235851102 682 12,000 X 12,000
DARDEN RESTAURANTS INC COM 237194105 887 36,600 X 36,600
DATASCOPE CORP COM 238113104 265 9,800 X 9,800
DEAN FOODS CO NEW COM 242370104 1,273 32,000 X 32,000
DELL COMPUTER CORP COM 247025109 5,356 227,800 X 227,800
DELPHI CORP COM 247126105 386 45,100 X 45,100
DELPHI FINL GROUP INC CL A 247131105 335 9,200 X 9,200
DELTA & PINE LD CO COM 247357106 268 14,300 X 14,300
DELUXE CORP COM 248019101 752 16,700 X 16,700
DENTSPLY INTL INC NEW COM 249030107 2,139 53,250 X 53,250
DEVON ENERGY CORP NEW COM 25179M103 917 19,000 X 19,000
DIEBOLD INC COM 253651103 1,011 30,700 X 30,700
DISNEY WALT CO COM DISNEY 254687106 2,484 164,100 X 164,100
DOLLAR GEN CORP COM 256669102 359 26,787 X 26,787
DOMINION RES INC VA NEW COM 25746U109 1,075 21,200 X 21,200
DONNELLEY R R & SONS CO COM 257867101 1,185 50,400 X 50,400
DORAL FINL CORP COM 25811P100 362 15,000 X 15,000
DOVER CORP COM 260003108 414 16,300 X 16,300
DOW CHEM CO COM 260543103 1,980 72,514 X 72,514
DOW JONES & CO INC COM 260561105 261 6,800 X 6,800
DU PONT E I DE NEMOURS & CO COM 263534109 2,976 82,500 X 82,500
DUKE ENERGY CORP COM 264399106 2,237 114,400 X 114,400
DUPONT PHOTOMASKS INC COM 26613X101 303 13,300 X 13,300
DYNEGY INC NEW CL A 26816Q101 33 28,200 X 28,200
E M C CORP MASS COM 268648102 815 178,300 X 178,300
EOG RES INC COM 26875P101 334 9,300 X 9,300
ESS TECHNOLOGY INC COM 269151106 194 31,500 X 31,500
EASTMAN CHEM CO COM 277432100 237 6,200 X 6,200
EASTMAN KODAK CO COM 277461109 640 23,500 X 23,500
EATON CORP COM 278058102 357 5,600 X 5,600
EBAY INC COM 278642103 1,204 22,800 X 22,800
ECOLAB INC COM 278865100 430 10,300 X 10,300
EDISON INTL COM 281020107 1,347 134,700 X 134,700
EFUNDS CORP COM 28224R101 355 37,800 X 37,800
EL PASO CORP COM 28336L109 340 41,095 X 41,095
ELECTRONIC ARTS INC COM 285512109 745 11,300 X 11,300
ELECTRONIC DATA SYS NEW COM 285661104 541 38,700 X 38,700
EMERSON ELEC CO COM 291011104 1,485 33,800 X 33,800
ENGELHARD CORP COM 292845104 1,354 56,800 X 56,800
ENTERGY CORP NEW COM 29364G103 948 22,800 X 22,800
EQUIFAX INC COM 294429105 254 11,700 X 11,700
EQUITY OFFICE PROPERTIES TRU COM 294741103 860 33,300 X 33,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 522 21,800 X 21,800
EXELON CORP COM 30161N101 1,228 25,850 X 25,850
EXPEDITORS INTL WASH INC COM 302130109 313 11,200 X 11,200
EXPRESS SCRIPTS INC COM 302182100 485 8,900 X 8,900
EXTENDED STAY AMER INC COM 30224P101 944 74,300 X 74,300
EXXON MOBIL CORP COM 30231G102 18,062 566,200 X 566,200
FPL GROUP INC COM 302571104 1,410 26,200 X 26,200
FAIR ISAAC & CO INC COM 303250104 1,079 33,000 X 33,000
FAMILY DLR STORES INC COM 307000109 374 13,900 X 13,900
FEDERAL HOME LN MTG CORP COM 313400301 4,125 73,800 X 73,800
FEDERAL NATL MTG ASSN COM 313586109 5,918 99,400 X 99,400
FEDERATED DEPT STORES INC DE COM 31410H101 453 15,400 X 15,400
FEDEX CORP COM 31428X106 1,202 24,000 X 24,000
FERRO CORP COM 315405100 323 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 604 21,000 X 21,000
FIFTH THIRD BANCORP COM 316773100 2,874 46,930 X 46,930
FINANCIAL FED CORP COM 317492106 414 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 290 14,200 X 14,200
FIRST DATA CORP COM 319963104 1,940 69,400 X 69,400
FIRST TENN NATL CORP COM 337162101 1,883 54,300 X 54,300
FISERV INC COM 337738108 626 22,300 X 22,300
FLAGSTAR BANCORP INC COM 337930101 373 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 714 23,900 X 23,900
FLEETBOSTON FINL CORP COM 339030108 1,708 84,022 X 84,022
FORD MTR CO DEL COM PAR $0.01 345370860 1,428 145,700 X 145,700
FOREST LABS INC COM 345838106 1,181 14,400 X 14,400
FORTUNE BRANDS INC COM 349631101 567 12,000 X 12,000
FRANKLIN RES INC COM 354613101 653 21,000 X 21,000
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 156 11,600 X 11,600
FREMONT GEN CORP COM 357288109 149 30,500 X 30,500
G & K SVCS INC CL A 361268105 237 7,000 X 7,000
GANNETT INC COM 364730101 1,841 25,500 X 25,500
GAP INC DEL COM 364760108 755 69,600 X 69,600
GATEWAY INC COM 367626108 78 26,100 X 26,100
GENCORP INC COM 368682100 374 37,200 X 37,200
GENERAL DYNAMICS CORP COM 369550108 1,318 16,200 X 16,200
GENERAL ELEC CO COM 369604103 20,262 822,000 X 822,000
GENERAL MLS INC COM 370334104 1,306 29,400 X 29,400
GENERAL MTRS CORP COM 370442105 1,738 44,669 X 44,669
GENUINE PARTS CO COM 372460105 429 14,000 X 14,000
GENZYME CORP COM GENL DIV 372917104 352 17,100 X 17,100
GEORGIA GULF CORP COM PAR $0.01 373200203 268 11,700 X 11,700
GEORGIA PAC CORP COM 373298108 242 18,462 X 18,462
GILLETTE CO COM 375766102 2,513 84,900 X 84,900
GLOBAL IMAGING SYSTEMS COM 37934A100 396 21,000 X 21,000
GOLDEN ST BANCORP INC COM 381197102 356 11,000 X 11,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,387 22,300 X 22,300
GOLDMAN SACHS GROUP INC COM 38141G104 2,483 37,600 X 37,600
GOODYEAR TIRE & RUBR CO COM 382550101 116 13,100 X 13,100
GRACO INC COM 384109104 335 13,500 X 13,500
GRAINGER W W INC COM 384802104 319 7,500 X 7,500
GREENPOINT FINL CORP COM 395384100 1,486 35,600 X 35,600
GROUP 1 AUTOMOTIVE INC COM 398905109 317 14,200 X 14,200
GUIDANT CORP COM 401698105 1,060 32,800 X 32,800
HCA INC COM 404119109 1,971 41,400 X 41,400
HALLIBURTON CO COM 406216101 445 34,500 X 34,500
HANCOCK JOHN FINL SVCS INC COM 41014S106 667 24,000 X 24,000
HARLEY DAVIDSON INC COM 412822108 1,129 24,300 X 24,300
HARRAHS ENTMT INC COM 413619107 738 15,300 X 15,300
HARTFORD FINL SVCS GROUP INC COM 416515104 808 19,700 X 19,700
HASBRO INC COM 418056107 155 13,900 X 13,900
HEALTHSOUTH CORP COM 421924101 131 31,600 X 31,600
HEALTH MGMT ASSOC INC NEW CL A 421933102 392 19,400 X 19,400
HEALTH NET INC COM 42222G108 1,139 53,100 X 53,100
HEINZ H J CO COM 423074103 941 28,200 X 28,200
HERSHEY FOODS CORP COM 427866108 676 10,900 X 10,900
HEWLETT PACKARD CO COM 428236103 2,835 242,915 X 242,915
HILLENBRAND INDS INC COM 431573104 223 4,100 X 4,100
HILTON HOTELS CORP COM 432848109 338 29,700 X 29,700
HOME DEPOT INC COM 437076102 5,241 200,800 X 200,800
HON INDS INC COM 438092108 305 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 1,417 65,400 X 65,400
HOT TOPIC INC COM 441339108 288 16,000 X 16,000
HOUSEHOLD INTL INC COM 441815107 1,042 36,800 X 36,800
HUMANA INC COM 444859102 169 13,600 X 13,600
HUNTINGTON BANCSHARES INC COM 446150104 368 20,240 X 20,240
IMS HEALTH INC COM 449934108 356 23,800 X 23,800
ITT INDS INC IND COM 450911102 1,564 25,100 X 25,100
IDEXX LABS INC COM 45168D104 464 15,000 X 15,000
ILLINOIS TOOL WKS INC COM 452308109 1,429 24,500 X 24,500
INAMED CORP COM 453235103 416 18,100 X 18,100
INDEPENDENCE CMNTY BK CORP COM 453414104 326 13,000 X 13,000
INSIGHT ENTERPRISES INC COM 45765U103 328 32,300 X 32,300
INTEGRATED ELECTRICAL SVC COM 45811E103 288 76,900 X 76,900
INTEL CORP COM 458140100 7,501 540,000 X 540,000
INTER TEL INC COM 458372109 346 17,000 X 17,000
INTERNATIONAL BUSINESS MACHS COM 459200101 8,502 145,800 X 145,800
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 242 7,600 X 7,600
INTERNATIONAL GAME TECHNOLOG COM 459902102 498 7,200 X 7,200
INTL PAPER CO COM 460146103 1,296 38,809 X 38,809
INTERPUBLIC GROUP COS INC COM 460690100 482 30,400 X 30,400
INTUIT COM 461202103 779 17,100 X 17,100
INVACARE CORP COM 461203101 349 10,200 X 10,200
IONICS INC COM 462218108 236 9,900 X 9,900
IRWIN FINL CORP COM 464119106 372 21,900 X 21,900
ISHARES TR S&P MIDCAP 400 464287507 749 9,200 X 9,200
ISHARES TR RUSSELL 3000 464287689 5,609 123,800 X 123,800
ISHARES TR S&P SMLCAP 600 464287804 829 8,900 X 8,900
IVAX CORP COM 465823102 1,102 89,800 X 89,800
JDS UNIPHASE CORP COM 46612J101 213 109,200 X 109,200
J P MORGAN CHASE & CO COM 46625H100 3,128 164,700 X 164,700
JABIL CIRCUIT INC COM 466313103 235 15,900 X 15,900
JAKKS PAC INC COM 47012E106 536 48,200 X 48,200
JEFFERSON PILOT CORP COM 475070108 1,494 37,250 X 37,250
JOHNSON & JOHNSON COM 478160104 13,828 255,700 X 255,700
JOHNSON CTLS INC COM 478366107 1,114 14,500 X 14,500
JONES APPAREL GROUP INC COM 480074103 546 17,800 X 17,800
KLA-TENCOR CORP COM 482480100 419 15,000 X 15,000
KANSAS CITY SOUTHERN COM NEW 485170302 270 21,800 X 21,800
KEITHLEY INSTRS INC COM 487584104 321 26,400 X 26,400
KELLOGG CO COM 487836108 1,087 32,700 X 32,700
KERR MCGEE CORP COM 492386107 349 8,042 X 8,042
KEYCORP NEW COM 493267108 851 34,100 X 34,100
KEYSPAN CORP COM 49337W100 375 11,200 X 11,200
KIMBERLY CLARK CORP COM 494368103 2,396 42,300 X 42,300
KINDER MORGAN INC KANS COM 49455P101 539 15,200 X 15,200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,114 34,900 X 34,900
KING PHARMACEUTICALS INC COM 495582108 1,492 82,100 X 82,100
KNIGHT RIDDER INC COM 499040103 384 6,800 X 6,800
KOHLS CORP COM 500255104 1,636 26,900 X 26,900
KROGER CO COM 501044101 908 64,400 X 64,400
LNR PPTY CORP COM 501940100 434 13,000 X 13,000
LSI LOGIC CORP COM 502161102 187 29,500 X 29,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 295 5,600 X 5,600
LANDAMERICA FINL GROUP INC COM 514936103 428 13,000 X 13,000
LEAR CORP COM 521865105 271 6,500 X 6,500
LEGGETT & PLATT INC COM 524660107 313 15,800 X 15,800
LEHMAN BROS HLDGS INC COM 524908100 961 19,600 X 19,600
LENNAR CORP COM 526057104 368 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 733 15,600 X 15,600
LILLY ELI & CO COM 532457108 5,169 93,400 X 93,400
LIMITED BRANDS INC COM 532716107 597 41,600 X 41,600
LINCARE HLDGS INC COM 532791100 1,211 39,000 X 39,000
LINCOLN NATL CORP IND COM 534187109 464 15,200 X 15,200
LINEAR TECHNOLOGY CORP COM 535678106 528 25,500 X 25,500
LINENS N THINGS INC COM 535679104 1,117 60,800 X 60,800
LIZ CLAIBORNE INC COM 539320101 1,160 46,500 X 46,500
LOCKHEED MARTIN CORP COM 539830109 2,981 46,100 X 46,100
LOEWS CORP COM 540424108 661 15,400 X 15,400
LOWES COS INC COM 548661107 2,579 62,300 X 62,300
LUCENT TECHNOLOGIES INC COM 549463107 209 275,300 X 275,300
MBIA INC COM 55262C100 1,380 34,550 X 34,550
MBNA CORP COM 55262L100 2,969 161,550 X 161,550
M D C HLDGS INC COM 552676108 897 25,400 X 25,400
MGIC INVT CORP WIS COM 552848103 351 8,600 X 8,600
MAGNA INTL INC CL A 559222401 271 4,800 X 4,800
MANITOWOC INC COM 563571108 514 18,800 X 18,800
MARATHON OIL CORP COM 565849106 1,817 80,100 X 80,100
MARSH & MCLENNAN COS INC COM 571748102 1,840 44,200 X 44,200
MARSHALL & ILSLEY CORP COM 571834100 480 17,200 X 17,200
MARRIOTT INTL INC NEW CL A 571903202 562 19,400 X 19,400
MASCO CORP COM 574599106 938 48,000 X 48,000
MATTEL INC COM 577081102 625 34,700 X 34,700
MAXIM INTEGRATED PRODS INC COM 57772K101 649 26,200 X 26,200
MAY DEPT STORES CO COM 577778103 770 33,800 X 33,800
MAXIMUS INC COM 577933104 318 14,200 X 14,200
MCDONALDS CORP COM 580135101 1,826 103,400 X 103,400
MCGRAW HILL COS INC COM 580645109 955 15,600 X 15,600
MCKESSON CORP COM 58155Q103 892 31,500 X 31,500
MEADWESTVACO CORP COM 583334107 308 16,018 X 16,018
MEDIMMUNE INC COM 584699102 416 19,900 X 19,900
MEDQUIST INC COM 584949101 990 42,200 X 42,200
MEDTRONIC INC COM 585055106 4,102 97,400 X 97,400
MELLON FINL CORP COM 58551A108 921 35,500 X 35,500
MENS WEARHOUSE INC COM 587118100 203 13,800 X 13,800
MENTOR CORP MINN COM 587188103 383 12,000 X 12,000
MERCANTILE BANKSHARES CORP COM 587405101 412 10,800 X 10,800
MERCK & CO INC COM 589331107 9,471 207,200 X 207,200
MERRILL LYNCH & CO INC COM 590188108 2,234 67,800 X 67,800
METHODE ELECTRS INC CL A 591520200 162 17,600 X 17,600
METLIFE INC COM 59156R108 1,327 58,300 X 58,300
METRO ONE TELECOMMUNICATIONS COM 59163F105 275 32,300 X 32,300
MICHAELS STORES INC COM 594087108 617 13,500 X 13,500
MICROSOFT CORP COM 594918104 19,683 450,000 X 450,000
MICROCHIP TECHNOLOGY INC COM 595017104 1,249 61,100 X 61,100
MICRON TECHNOLOGY INC COM 595112103 597 48,300 X 48,300
MIRANT CORP COM 604675108 71 32,200 X 32,200
MOBILE MINI INC COM 60740F105 343 26,500 X 26,500
MOLEX INC COM 608554101 367 15,600 X 15,600
MONSANTO CO NEW COM 61166W101 272 17,809 X 17,809
MOODYS CORP COM 615369105 897 18,500 X 18,500
MORGAN STANLEY COM NEW 617446448 3,984 117,600 X 117,600
MOTOROLA INC COM 620076109 1,823 179,100 X 179,100
MYLAN LABS INC COM 628530107 1,919 58,600 X 58,600
NBTY INC COM 628782104 299 23,000 X 23,000
NVR INC COM 62944T105 360 1,200 X 1,200
NATIONAL CITY CORP COM 635405103 1,395 48,900 X 48,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 171 14,300 X 14,300
NAUTICA ENTERPRISES INC COM 639089101 220 21,200 X 21,200
NAUTILUS GROUP INC COM 63910B102 215 11,000 X 11,000
NETWORKS ASSOCS INC COM 640938106 156 14,700 X 14,700
NETWORK APPLIANCE INC COM 64120L104 197 26,900 X 26,900
NEW CENTURY FINANCIAL CORP COM 64352D101 281 12,000 X 12,000
NEW YORK TIMES CO CL A 650111107 550 12,100 X 12,100
NEWELL RUBBERMAID INC COM 651229106 661 21,420 X 21,420
NEWFIELD EXPL CO COM 651290108 279 8,300 X 8,300
NEWMONT MINING CORP COM 651639106 1,056 38,400 X 38,400
NEXTEL COMMUNICATIONS INC CL A 65332V103 664 87,900 X 87,900
NIKE INC CL B 654106103 933 21,600 X 21,600
NISOURCE INC COM 65473P105 288 16,700 X 16,700
NORDSTROM INC COM 655664100 194 10,800 X 10,800
NORFOLK SOUTHERN CORP COM 655844108 628 31,100 X 31,100
NORTH FORK BANCORPORATION NY COM 659424105 503 13,300 X 13,300
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 420 11,400 X 11,400
NORTHERN TR CORP COM 665859104 675 17,900 X 17,900
NORTHROP GRUMMAN CORP COM 666807102 1,104 8,900 X 8,900
NORTHWEST NAT GAS CO COM 667655104 326 11,100 X 11,100
NORTHWESTERN CORP COM 668074107 421 43,100 X 43,100
NOVELL INC COM 670006105 61 29,200 X 29,200
NOVELLUS SYS INC COM 670008101 239 11,500 X 11,500
NUCOR CORP COM 670346105 239 6,300 X 6,300
NUEVO ENERGY CO COM 670509108 120 11,000 X 11,000
NVIDIA CORP COM 67066G104 99 11,600 X 11,600
OM GROUP INC COM 670872100 270 6,300 X 6,300
OCCIDENTAL PETE CORP DEL COM 674599105 1,320 46,500 X 46,500
OCULAR SCIENCES INC COM 675744106 350 15,000 X 15,000
OFFICE DEPOT INC COM 676220106 305 24,700 X 24,700
OLIN CORP COM PAR $1 680665205 305 18,600 X 18,600
OMNICARE INC COM 681904108 1,115 52,800 X 52,800
OMNICOM GROUP INC COM 681919106 830 14,900 X 14,900
ORACLE CORP COM 68389X105 3,476 442,300 X 442,300
ORTHODONTIC CTRS AMER INC COM 68750P103 419 39,200 X 39,200
OUTBACK STEAKHOUSE INC COM 689899102 1,138 41,400 X 41,400
OVERTURE SVCS INC COM 69039R100 1,202 51,000 X 51,000
PG&E CORP COM 69331C108 351 31,200 X 31,200
PMC-SIERRA INC COM 69344F106 52 13,300 X 13,300
PNC FINL SVCS GROUP INC COM 693475105 978 23,200 X 23,200
PPG INDS INC COM 693506107 1,784 39,900 X 39,900
PPL CORP COM 69351T106 384 11,800 X 11,800
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 284 22,900 X 22,900
PACCAR INC COM 693718108 314 9,300 X 9,300
PACIFIC SUNWEAR CALIF INC COM 694873100 631 31,000 X 31,000
PACTIV CORP COM 695257105 211 12,800 X 12,800
PALL CORP COM 696429307 1,273 80,600 X 80,600
PAPA JOHNS INTL INC COM 698813102 379 13,000 X 13,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 38 20,900 X 20,900
PARKER HANNIFIN CORP COM 701094104 1,295 33,900 X 33,900
PAXAR CORP COM 704227107 393 27,000 X 27,000
PAYCHEX INC COM 704326107 932 38,400 X 38,400
PENNEY J C INC COM 708160106 338 21,200 X 21,200
PEOPLESOFT INC COM 712713106 302 24,400 X 24,400
PEPSI BOTTLING GROUP INC COM 713409100 889 38,000 X 38,000
PEPSICO INC COM 713448108 5,202 140,790 X 140,790
PFIZER INC COM 717081103 15,163 522,500 X 522,500
PHARMACIA CORP COM 71713U102 4,059 104,397 X 104,397
PHILIP MORRIS COS INC COM 718154107 6,763 174,300 X 174,300
PHOTRONICS INC COM 719405102 124 12,300 X 12,300
PIER 1 IMPORTS INC COM 720279108 204 10,700 X 10,700
PINNACLE ENTMT INC COM 723456109 115 15,800 X 15,800
PITNEY BOWES INC COM 724479100 799 26,200 X 26,200
PLUM CREEK TIMBER CO INC COM 729251108 332 14,700 X 14,700
POGO PRODUCING CO COM 730448107 300 8,800 X 8,800
PRAXAIR INC COM 74005P104 2,034 39,800 X 39,800
PRICE T ROWE GROUP INC COM 74144T108 247 9,900 X 9,900
PRIME HOSPITALITY CORP COM 741917108 558 68,000 X 68,000
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 767 29,300 X 29,300
PROCTER & GAMBLE CO COM 742718109 10,314 115,400 X 115,400
PROGRESS ENERGY INC COM 743263105 719 17,600 X 17,600
PROGRESSIVE CORP OHIO COM 743315103 1,170 23,100 X 23,100
PROTECTIVE LIFE CORP COM 743674103 440 14,300 X 14,300
PROVIDENT BANKSHARES CORP COM 743859100 345 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 309 18,000 X 18,000
PROVIDIAN FINL CORP COM 74406A102 112 22,900 X 22,900
PROXIM CORP CL A 744283102 90 51,208 X 51,208
PRUDENTIAL FINL INC COM 744320102 1,348 47,200 X 47,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 506 16,600 X 16,600
PUGET ENERGY INC NEW COM 745310102 200 9,800 X 9,800
PULTE HOMES INC COM 745867101 1,458 34,200 X 34,200
QUALCOMM INC COM 747525103 1,704 61,700 X 61,700
QUIKSILVER INC COM 74838C106 273 12,100 X 12,100
QWEST COMMUNICATIONS INTL IN COM 749121109 305 133,900 X 133,900
R & G FINANCIAL CORP CL B 749136107 371 17,000 X 17,000
RADIAN GROUP INC COM 750236101 587 17,976 X 17,976
RADIANT SYSTEMS INC COM 75025N102 131 16,400 X 16,400
RADIOSHACK CORP COM 750438103 289 14,400 X 14,400
RARE HOSPITALITY INTL INC COM 753820109 372 15,900 X 15,900
RATIONAL SOFTWARE CORP COM NEW 75409P202 67 15,600 X 15,600
RAYTHEON CO COM NEW 755111507 920 31,400 X 31,400
RECKSON ASSOCS RLTY CORP COM 75621K106 250 11,000 X 11,000
REGIS CORP MINN COM 758932107 396 14,000 X 14,000
REGIONS FINL CORP COM 758940100 598 18,300 X 18,300
RELIANT ENERGY INC COM 75952J108 240 24,000 X 24,000
REPUBLIC SVCS INC COM 760759100 263 14,000 X 14,000
RESPIRONICS INC COM 761230101 384 12,000 X 12,000
REYNOLDS & REYNOLDS CO CL A 761695105 1,050 46,800 X 46,800
REYNOLDS R J TOB HLDGS INC COM 76182K105 298 7,400 X 7,400
RIGGS NATL CORP WASH DC COM 766570105 416 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 370 15,000 X 15,000
ROBERT HALF INTL INC COM 770323103 224 14,100 X 14,100
ROCKWELL AUTOMATION INC COM 773903109 241 14,800 X 14,800
ROCKWELL COLLINS INC COM 774341101 632 28,800 X 28,800
ROHM & HAAS CO COM 775371107 794 25,600 X 25,600
ROPER INDS INC NEW COM 776696106 245 7,100 X 7,100
ROSLYN BANCORP INC COM 778162107 296 17,000 X 17,000
ROSS STORES INC COM 778296103 1,533 43,000 X 43,000
ROYAL BK CDA MONTREAL QUE COM 780087102 281 8,499 X 8,499
RYLAND GROUP INC COM 783764103 974 26,200 X 26,200
SBC COMMUNICATIONS INC COM 78387G103 5,869 292,000 X 292,000
SBS TECHNOLOGIES INC COM 78387P103 147 20,600 X 20,600
SLM CORP COM 78442P106 1,174 12,600 X 12,600
SWS GROUP INC COM 78503N107 185 15,089 X 15,089
SABRE HLDGS CORP CL A 785905100 221 11,439 X 11,439
SAFECO CORP COM 786429100 327 10,300 X 10,300
SAFEWAY INC COM NEW 786514208 1,780 79,800 X 79,800
ST JUDE MED INC COM 790849103 500 14,000 X 14,000
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SANMINA SCI CORP COM 800907107 117 42,100 X 42,100
SARA LEE CORP COM 803111103 2,193 119,883 X 119,883
SCANSOURCE INC COM 806037107 406 7,000 X 7,000
SCHEIN HENRY INC COM 806407102 248 4,700 X 4,700
SCHERING PLOUGH CORP COM 806605101 2,654 124,500 X 124,500
SCHLUMBERGER LTD COM 806857108 1,785 46,400 X 46,400
SCHWAB CHARLES CORP NEW COM 808513105 957 109,950 X 109,950
SCIENTIFIC ATLANTA INC COM 808655104 158 12,600 X 12,600
SEARS ROEBUCK & CO COM 812387108 1,895 48,600 X 48,600
SELECTIVE INS GROUP INC COM 816300107 424 19,500 X 19,500
SEMPRA ENERGY COM 816851109 328 16,700 X 16,700
SERENA SOFTWARE INC COM 817492101 281 23,400 X 23,400
SHERWIN WILLIAMS CO COM 824348106 294 12,400 X 12,400
SIEBEL SYS INC COM 826170102 214 37,200 X 37,200
SIERRA HEALTH SVCS INC COM 826322109 359 20,000 X 20,000
SIGMA ALDRICH CORP COM 826552101 291 5,900 X 5,900
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SIMON PPTY GROUP INC NEW COM 828806109 536 15,000 X 15,000
SOLA INTL INC COM 834092108 177 17,600 X 17,600
SOLECTRON CORP COM 834182107 139 66,000 X 66,000
SONIC AUTOMOTIVE INC CL A 83545G102 333 18,800 X 18,800
SOURCECORP COM 836167106 374 18,300 X 18,300
SOUTHERN CO COM 842587107 1,609 55,900 X 55,900
SOUTHTRUST CORP COM 844730101 1,149 47,400 X 47,400
SOUTHWEST AIRLS CO COM 844741108 805 61,650 X 61,650
SOUTHWEST BANCORPORATION TEX COM 84476R109 401 11,000 X 11,000
SOVEREIGN BANCORP INC COM 845905108 1,045 81,000 X 81,000
SPRINT CORP COM FON GROUP 852061100 924 101,300 X 101,300
SPRINT CORP PCS COM SER 1 852061506 156 79,500 X 79,500
STANCORP FINL GROUP INC COM 852891100 286 5,400 X 5,400
STANDARD PAC CORP NEW COM 85375C101 327 14,000 X 14,000
STANLEY WKS COM 854616109 222 6,800 X 6,800
STAPLES INC COM 855030102 475 37,100 X 37,100
STARBUCKS CORP COM 855244109 636 30,800 X 30,800
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 355 15,900 X 15,900
STATE STR CORP COM 857477103 1,009 26,100 X 26,100
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STEEL DYNAMICS INC COM 858119100 408 31,200 X 31,200
STERLING BANCSHARES INC COM 858907108 372 28,500 X 28,500
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STONE ENERGY CORP COM 861642106 608 18,700 X 18,700
STRIDE RITE CORP COM 863314100 176 22,200 X 22,200
STRYKER CORP COM 863667101 910 15,800 X 15,800
SUN MICROSYSTEMS INC COM 866810104 677 261,400 X 261,400
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SUNRISE ASSISTED LIVING INC COM 86768K106 571 26,600 X 26,600
SUNTRUST BKS INC COM 867914103 1,426 23,200 X 23,200
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SYMBOL TECHNOLOGIES INC COM 871508107 141 18,400 X 18,400
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SYNOVUS FINL CORP COM 87161C105 483 23,400 X 23,400
SYSCO CORP COM 871829107 1,519 53,500 X 53,500
TECO ENERGY INC COM 872375100 178 11,200 X 11,200
TJX COS INC NEW COM 872540109 1,003 59,000 X 59,000
TRW INC COM 872649108 597 10,200 X 10,200
TXU CORP COM 873168108 1,806 43,300 X 43,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 435 15,000 X 15,000
TARGET CORP COM 87612E106 2,143 72,600 X 72,600
TECH DATA CORP COM 878237106 850 32,200 X 32,200
TELLABS INC COM 879664100 134 33,000 X 33,000
TENET HEALTHCARE CORP COM 88033G100 2,205 44,550 X 44,550
TENNECO AUTOMOTIVE INC COM 880349105 78 18,500 X 18,500
TERADYNE INC COM 880770102 139 14,500 X 14,500
TETRA TECHNOLOGIES INC DEL COM 88162F105 310 15,400 X 15,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 342 5,100 X 5,100
TEXAS INDS INC COM 882491103 219 9,000 X 9,000
TEXAS INSTRS INC COM 882508104 2,063 139,700 X 139,700
TEXTRON INC COM 883203101 1,412 41,400 X 41,400
THERMO ELECTRON CORP COM 883556102 231 14,300 X 14,300
3M CO COM 88579Y101 4,036 36,700 X 36,700
TIFFANY & CO NEW COM 886547108 251 11,700 X 11,700
TOLL BROTHERS INC COM 889478103 326 15,000 X 15,000
TOO INC COM 890333107 312 13,400 X 13,400
TORCHMARK CORP COM 891027104 343 10,000 X 10,000
TOWER AUTOMOTIVE INC COM 891707101 568 84,800 X 84,800
TOYS R US INC COM 892335100 161 15,800 X 15,800
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,095 80,900 X 80,900
TRIAD GTY INC COM 895925105 338 9,700 X 9,700
TRIBUNE CO NEW COM 896047107 1,300 31,100 X 31,100
TRIMBLE NAVIGATION LTD COM 896239100 106 10,700 X 10,700
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TRUSTCO BK CORP N Y COM 898349105 356 33,700 X 33,700
TYCO INTL LTD NEW COM 902124106 2,781 197,200 X 197,200
TYSON FOODS INC CL A 902494103 954 82,000 X 82,000
UGI CORP NEW COM 902681105 473 13,000 X 13,000
UST INC COM 902911106 381 13,500 X 13,500
US BANCORP DEL COM NEW 902973304 3,781 203,500 X 203,500
URS CORP NEW COM 903236107 388 23,400 X 23,400
US ONCOLOGY INC COM 90338W103 283 34,900 X 34,900
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UNION PLANTERS CORP COM 908068109 1,561 56,850 X 56,850
UNIONBANCAL CORP COM 908906100 525 12,500 X 12,500
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UNIT CORP COM 909218109 460 24,000 X 24,000
UNITED NAT FOODS INC COM 911163103 392 17,000 X 17,000
UNITED PARCEL SERVICE INC CL B 911312106 5,553 88,800 X 88,800
UNITED TECHNOLOGIES CORP COM 913017109 3,135 55,500 X 55,500
UNITEDHEALTH GROUP INC COM 91324P102 2,477 28,400 X 28,400
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UNUMPROVIDENT CORP COM 91529Y106 397 19,506 X 19,506
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V F CORP COM 918204108 561 15,600 X 15,600
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VERIZON COMMUNICATIONS COM 92343V104 7,095 258,562 X 258,562
VERITAS SOFTWARE CO COM 923436109 472 32,200 X 32,200
VIASAT INC COM 92552V100 171 27,200 X 27,200
VIACOM INC CL B 925524308 5,786 142,700 X 142,700
VISTEON CORP COM 92839U107 99 10,484 X 10,484
VULCAN MATLS CO COM 929160109 293 8,100 X 8,100
WACHOVIA CORP 2ND NEW COM 929903102 4,593 140,500 X 140,500
WAL MART STORES INC COM 931142103 18,563 377,000 X 377,000
WALGREEN CO COM 931422109 2,528 82,200 X 82,200
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WASTE MGMT INC DEL COM 94106L109 1,178 50,500 X 50,500
WATERS CORP COM 941848103 255 10,500 X 10,500
WATSON PHARMACEUTICALS INC COM 942683103 1,439 58,700 X 58,700
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,448 33,400 X 33,400
WELLS FARGO & CO NEW COM 949746101 6,569 136,400 X 136,400
WENDYS INTL INC COM 950590109 1,655 50,000 X 50,000
WESTERN DIGITAL CORP COM 958102105 1,312 279,100 X 279,100
WEYERHAEUSER CO COM 962166104 775 17,700 X 17,700
WHIRLPOOL CORP COM 963320106 500 10,900 X 10,900
WHITNEY HLDG CORP COM 966612103 651 20,300 X 20,300
WHOLE FOODS MKT INC COM 966837106 343 8,000 X 8,000
WILLIAMS COS INC DEL COM 969457100 94 41,500 X 41,500
WINN DIXIE STORES INC COM 974280109 148 11,300 X 11,300
WOLVERINE WORLD WIDE INC COM 978097103 326 21,700 X 21,700
WORTHINGTON INDS INC COM 981811102 1,438 76,900 X 76,900
WRIGLEY WM JR CO COM 982526105 896 18,100 X 18,100
WYETH COM 983024100 3,374 106,100 X 106,100
XCEL ENERGY INC COM 98389B100 276 29,655 X 29,655
XILINX INC COM 983919101 428 27,000 X 27,000
XEROX CORP COM 984121103 287 57,900 X 57,900
YAHOO INC COM 984332106 448 46,800 X 46,800
YUM BRANDS INC COM 988498101 648 23,400 X 23,400
ZALE CORP NEW COM 988858106 1,460 48,400 X 48,400
ZIMMER HLDGS INC COM 98956P102 598 15,600 X 15,600
ZIONS BANCORPORATION COM 989701107 366 8,400 X 8,400
ZORAN CORP COM 98975F101 301 27,400 X 27,400
ZOLL MED CORP COM 989922109 325 10,700 X 10,700