UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 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 February 11, 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: 690
Form 13F Information Table Value Total: $864,232
(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 613 20,900 X 20,900
BUNGE LIMITED COM G16962105 284 11,800 X 11,800
COOPER INDS LTD CL A G24182100 273 7,500 X 7,500
FRESH DEL MONTE PRODUCE INC ORD G36738105 193 10,200 X 10,200
GARMIN LTD ORD G37260109 1,201 41,000 X 41,000
INGERSOLL-RAND COMPANY LTD CL A G4776G101 581 13,500 X 13,500
NABORS INDUSTRIES LTD SHS G6359F103 399 11,300 X 11,300
NOBLE CORPORATION SHS G65422100 373 10,600 X 10,600
TRANSOCEAN INC ORD G90078109 594 25,600 X 25,600
XL CAP LTD CL A G98255105 827 10,700 X 10,700
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 414 11,000 X 11,000
VERISITY LTD ORD M97385112 436 22,900 X 22,900
A D C TELECOMMUNICATIONS COM 000886101 134 63,900 X 63,900
AFLAC INC COM 001055102 1,265 42,000 X 42,000
AES CORP COM 00130H105 130 42,900 X 42,900
AMR CORP COM 001765106 83 12,500 X 12,500
AOL TIME WARNER INC COM 00184A105 4,665 356,100 X 356,100
AT&T CORP COM NEW 001957505 1,581 60,560 X 60,560
AT&T WIRELESS SVCS INC COM 00209A106 1,229 217,447 X 217,447
AARON RENTS INC COM 002535201 210 9,600 X 9,600
ABBOTT LABS COM 002824100 5,968 149,200 X 149,200
ABERCROMBIE & FITCH CO CL A 002896207 859 42,000 X 42,000
ACTIVISION INC NEW COM NEW 004930202 718 49,200 X 49,200
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 2 22,000 X 22,000
ADMINISTAFF INC COM 007094105 159 26,500 X 26,500
ADOBE SYS INC COM 00724F101 474 19,100 X 19,100
ADVANCEPCS COM 00790K109 1,102 49,600 X 49,600
ADVANCED MICRO DEVICES INC COM 007903107 176 27,300 X 27,300
AETNA INC NEW COM 00817Y108 477 11,600 X 11,600
AFFILIATED COMPUTER SERVICES CL A 008190100 1,632 31,000 X 31,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 492 33,900 X 33,900
AGILENT TECHNOLOGIES INC COM 00846U101 670 37,300 X 37,300
AIR PRODS & CHEMS INC COM 009158106 782 18,300 X 18,300
ALBANY MOLECULAR RESH INC COM 012423109 382 25,800 X 25,800
ALBEMARLE CORP COM 012653101 341 12,000 X 12,000
ALBERTO CULVER CO CL B CONV 013068101 232 4,600 X 4,600
ALBERTSONS INC COM 013104104 1,810 81,300 X 81,300
ALCOA INC COM 013817101 1,553 68,172 X 68,172
ALLEGHENY ENERGY INC COM 017361106 76 10,100 X 10,100
ALLEN TELECOM INC COM 018091108 157 16,600 X 16,600
ALLERGAN INC COM 018490102 605 10,500 X 10,500
ALLIANT TECHSYSTEMS INC COM 018804104 267 4,275 X 4,275
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 158 15,800 X 15,800
ALLSTATE CORP COM 020002101 3,595 97,200 X 97,200
ALLTEL CORP COM 020039103 2,321 45,500 X 45,500
ALPHARMA INC CL A 020813101 348 29,200 X 29,200
ALTERA CORP COM 021441100 382 31,000 X 31,000
AMBAC FINL GROUP INC COM 023139108 478 8,500 X 8,500
AMERADA HESS CORP COM 023551104 391 7,100 X 7,100
AMEREN CORP COM 023608102 1,625 39,100 X 39,100
AMERICAN ELEC PWR INC COM 025537101 708 25,920 X 25,920
AMERICAN EXPRESS CO COM 025816109 3,793 107,300 X 107,300
AMERICAN INTL GROUP INC COM 026874107 12,485 215,813 X 215,813
AMERICAN MGMT SYS INC COM 027352103 258 21,500 X 21,500
AMERICAN PWR CONVERSION CORP COM 029066107 238 15,700 X 15,700
AMERICAN STD COS INC DEL COM 029712106 420 5,900 X 5,900
AMERICAN WOODMARK CORP COM 030506109 394 8,300 X 8,300
AMERICREDIT CORP COM 03060R101 573 74,000 X 74,000
AMERISOURCEBERGEN CORP COM 03073E105 684 12,600 X 12,600
AMGEN INC COM 031162100 5,007 103,572 X 103,572
AMSOUTH BANCORPORATION COM 032165102 563 29,300 X 29,300
ANADARKO PETE CORP COM 032511107 958 20,000 X 20,000
ANALOG DEVICES INC COM 032654105 699 29,300 X 29,300
ANHEUSER BUSCH COS INC COM 035229103 4,022 83,100 X 83,100
ANTHEM INC COM 03674B104 717 11,400 X 11,400
AON CORP COM 037389103 410 21,700 X 21,700
APACHE CORP COM 037411105 629 11,030 X 11,030
APOLLO GROUP INC CL A 037604105 1,628 37,000 X 37,000
APPLE COMPUTER INC COM 037833100 407 28,400 X 28,400
APPLEBEES INTL INC COM 037899101 417 18,000 X 18,000
APPLERA CORP COM AP BIO GRP 038020103 300 17,100 X 17,100
APPLIED MICRO CIRCUITS CORP COM 03822W109 89 24,100 X 24,100
APPLIED MATLS INC COM 038222105 2,461 188,900 X 188,900
APTARGROUP INC COM 038336103 359 11,500 X 11,500
ARCHER DANIELS MIDLAND CO COM 039483102 653 52,635 X 52,635
ARCTIC CAT INC COM 039670104 368 23,000 X 23,000
ARTHROCARE CORP COM 043136100 221 22,400 X 22,400
ASHLAND INC COM 044204105 1,187 41,600 X 41,600
ASTEC INDS INC COM 046224101 163 16,400 X 16,400
ASTORIA FINL CORP COM 046265104 1,303 48,000 X 48,000
ATMOS ENERGY CORP COM 049560105 326 14,000 X 14,000
AUTODESK INC COM 052769106 1,041 72,800 X 72,800
AUTOMATIC DATA PROCESSING IN COM 053015103 1,959 49,900 X 49,900
AUTOZONE INC COM 053332102 608 8,600 X 8,600
AVAYA INC COM 053499109 71 28,978 X 28,978
AVERY DENNISON CORP COM 053611109 843 13,800 X 13,800
AVISTA CORP COM 05379B107 260 22,500 X 22,500
AVOCENT CORP COM 053893103 1,309 58,900 X 58,900
AVON PRODS INC COM 054303102 1,024 19,000 X 19,000
BB&T CORP COM 054937107 1,635 44,200 X 44,200
BJ SVCS CO COM 055482103 388 12,000 X 12,000
BMC SOFTWARE INC COM 055921100 334 19,500 X 19,500
BAKER HUGHES INC COM 057224107 869 27,000 X 27,000
BALL CORP COM 058498106 466 9,100 X 9,100
BANK OF AMERICA CORPORATION COM 060505104 10,081 144,900 X 144,900
BANK NEW YORK INC COM 064057102 1,421 59,300 X 59,300
BANK ONE CORP COM 06423A103 3,432 93,900 X 93,900
BARD C R INC COM 067383109 534 9,200 X 9,200
BARR LABS INC COM 068306109 260 4,000 X 4,000
BAXTER INTL INC COM 071813109 1,330 47,500 X 47,500
BEAR STEARNS COS INC COM 073902108 1,782 30,000 X 30,000
BECKMAN COULTER INC COM 075811109 998 33,800 X 33,800
BECTON DICKINSON & CO COM 075887109 1,126 36,700 X 36,700
BED BATH & BEYOND INC COM 075896100 808 23,400 X 23,400
BELDEN INC COM 077459105 715 47,000 X 47,000
BELLSOUTH CORP COM 079860102 4,222 163,200 X 163,200
BEMIS INC COM 081437105 1,201 24,200 X 24,200
BENCHMARK ELECTRS INC COM 08160H101 602 21,000 X 21,000
BEST BUY INC COM 086516101 616 25,500 X 25,500
BIOGEN INC COM 090597105 477 11,900 X 11,900
BIOMET INC COM 090613100 623 21,750 X 21,750
BIOSITE INC COM 090945106 442 13,000 X 13,000
BLACK & DECKER CORP COM 091797100 274 6,400 X 6,400
BLACK BOX CORP DEL COM 091826107 358 8,000 X 8,000
BLOCK H & R INC COM 093671105 2,131 53,000 X 53,000
BLYTH INC COM 09643P108 963 36,000 X 36,000
BOB EVANS FARMS INC COM 096761101 327 14,000 X 14,000
BOEING CO COM 097023105 3,296 99,900 X 99,900
BOSTON SCIENTIFIC CORP COM 101137107 1,378 32,400 X 32,400
BRIGGS & STRATTON CORP COM 109043109 302 7,100 X 7,100
BRISTOL MYERS SQUIBB CO COM 110122108 3,604 155,700 X 155,700
BROADCOM CORP CL A 111320107 318 21,100 X 21,100
BROWN FORMAN CORP CL B 115637209 359 5,500 X 5,500
BROWN SHOE INC NEW COM 115736100 429 18,000 X 18,000
BUCKEYE TECHNOLOGIES INC COM 118255108 174 28,300 X 28,300
BURLINGTON NORTHN SANTA FE C COM 12189T104 804 30,900 X 30,900
BURLINGTON RES INC COM 122014103 691 16,200 X 16,200
CBRL GROUP INC COM 12489V106 1,085 36,000 X 36,000
CEC ENTMT INC COM 125137109 608 19,800 X 19,800
CIGNA CORP COM 125509109 477 11,600 X 11,600
CMS ENERGY CORP COM 125896100 101 10,700 X 10,700
CSX CORP COM 126408103 487 17,200 X 17,200
CTS CORP COM 126501105 338 43,600 X 43,600
CVS CORP COM 126650100 784 31,400 X 31,400
CALPINE CORP COM 131347106 98 30,100 X 30,100
CAMPBELL SOUP CO COM 134429109 1,854 79,000 X 79,000
CAPITAL ONE FINL CORP COM 14040H105 514 17,300 X 17,300
CARAUSTAR INDS INC COM 140909102 162 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 3,374 57,000 X 57,000
CARNIVAL CORP COM 143658102 2,358 94,500 X 94,500
CASH AMER INTL INC COM 14754D100 180 18,900 X 18,900
CATAPULT COMMUNICATIONS CORP COM 149016107 435 36,400 X 36,400
CATERPILLAR INC DEL COM 149123101 1,262 27,600 X 27,600
CENDANT CORP COM 151313103 1,704 162,600 X 162,600
CENTERPOINT ENERGY INC COM 15189T107 204 24,000 X 24,000
CENTEX CORP COM 152312104 246 4,900 X 4,900
CENTURYTEL INC COM 156700106 332 11,300 X 11,300
CHARLES RIV LABS INTL INC COM 159864107 350 9,100 X 9,100
CHARTER ONE FINL INC COM 160903100 1,603 55,783 X 55,783
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 434 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 6,655 100,106 X 100,106
CHIRON CORP COM 170040109 572 15,200 X 15,200
CHUBB CORP COM 171232101 715 13,700 X 13,700
CIENA CORP COM 171779101 136 26,400 X 26,400
CINCINNATI FINL CORP COM 172062101 488 13,000 X 13,000
CINERGY CORP COM 172474108 452 13,400 X 13,400
CIRCUIT CITY STORE INC COM 172737108 125 16,800 X 16,800
CISCO SYS INC COM 17275R102 9,179 700,700 X 700,700
CINTAS CORP COM 172908105 627 13,700 X 13,700
CITIGROUP INC COM 172967101 14,565 413,900 X 413,900
CITIZENS COMMUNICATIONS CO COM 17453B101 237 22,500 X 22,500
CITRIX SYS INC COM 177376100 186 15,100 X 15,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,794 48,100 X 48,100
CLOROX CO DEL COM 189054109 1,077 26,100 X 26,100
COCA COLA CO COM 191216100 8,764 199,900 X 199,900
COCA COLA ENTERPRISES INC COM 191219104 778 35,800 X 35,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 433 6,000 X 6,000
COLGATE PALMOLIVE CO COM 194162103 2,328 44,400 X 44,400
COMCAST CORP NEW CL A 20030N101 3,888 164,955 X 164,955
COMCAST CORP NEW CL A SPL 20030N200 474 21,000 X 21,000
COMERICA INC COM 200340107 618 14,300 X 14,300
COMMERCE BANCSHARES INC COM 200525103 1,134 28,875 X 28,875
COMMERCIAL FEDERAL CORPORATI COM 201647104 343 14,700 X 14,700
COMMUNITY FIRST BANKSHARES I COM 203902101 423 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 938 30,000 X 30,000
COMPUTER ASSOC INTL INC COM 204912109 626 46,400 X 46,400
COMPUTER SCIENCES CORP COM 205363104 1,623 47,100 X 47,100
COMPUWARE CORP COM 205638109 326 68,000 X 68,000
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 150 15,000 X 15,000
CONAGRA FOODS INC COM 205887102 1,080 43,200 X 43,200
CONCERTO SOFTWARE INC COM 20602T106 165 24,500 X 24,500
CONCORD COMMUNICATIONS INC COM 206186108 178 19,800 X 19,800
CONCORD EFS INC COM 206197105 644 40,900 X 40,900
CONOCOPHILLIPS COM 20825C104 2,890 59,725 X 59,725
CONSOLIDATED EDISON INC COM 209115104 1,760 41,100 X 41,100
CONSTELLATION BRANDS INC CL A 21036P108 332 14,000 X 14,000
CONSTELLATION ENERGY GROUP I COM 210371100 367 13,200 X 13,200
CONVERGYS CORP COM 212485106 209 13,800 X 13,800
COOPER COS INC COM NEW 216648402 375 15,000 X 15,000
COORS ADOLPH CO CL B 217016104 527 8,600 X 8,600
CORNING INC COM 219350105 252 76,000 X 76,000
COSTCO WHSL CORP NEW COM 22160K105 1,021 36,400 X 36,400
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,322 25,600 X 25,600
COVANCE INC COM 222816100 492 20,000 X 20,000
DRS TECHNOLOGIES INC COM 23330X100 382 12,200 X 12,200
D R HORTON INC COM 23331A109 390 22,500 X 22,500
DSP GROUP INC COM 23332B106 389 24,600 X 24,600
DTE ENERGY CO COM 233331107 608 13,100 X 13,100
DANA CORP COM 235811106 140 11,900 X 11,900
DANAHER CORP DEL COM 235851102 788 12,000 X 12,000
DARDEN RESTAURANTS INC COM 237194105 748 36,600 X 36,600
DATASCOPE CORP COM 238113104 243 9,800 X 9,800
DEAN FOODS CO NEW COM 242370104 965 26,000 X 26,000
DEL MONTE FOODS CO COM 24522P103 97 12,594 X 12,594
DELL COMPUTER CORP COM 247025109 6,091 227,800 X 227,800
DELPHI CORP COM 247126105 363 45,100 X 45,100
DELPHI FINL GROUP INC CL A 247131105 349 9,200 X 9,200
DELTA & PINE LD CO COM 247357106 292 14,300 X 14,300
DELUXE CORP COM 248019101 501 11,900 X 11,900
DENTSPLY INTL INC NEW COM 249030107 1,944 52,250 X 52,250
DEVON ENERGY CORP NEW COM 25179M103 872 19,000 X 19,000
DIEBOLD INC COM 253651103 1,072 26,000 X 26,000
DISNEY WALT CO COM DISNEY 254687106 2,676 164,100 X 164,100
DOLLAR GEN CORP COM 256669102 320 26,787 X 26,787
DOMINION RES INC VA NEW COM 25746U109 1,164 21,200 X 21,200
DONNELLEY R R & SONS CO COM 257867101 1,097 50,400 X 50,400
DORAL FINL CORP COM 25811P100 741 25,900 X 25,900
DOVER CORP COM 260003108 475 16,300 X 16,300
DOW CHEM CO COM 260543103 2,154 72,514 X 72,514
DOW JONES & CO INC COM 260561105 294 6,800 X 6,800
DU PONT E I DE NEMOURS & CO COM 263534109 3,498 82,500 X 82,500
DUKE ENERGY CORP COM 264399106 2,235 114,400 X 114,400
DUPONT PHOTOMASKS INC COM 26613X101 309 13,300 X 13,300
DYNEGY INC NEW CL A 26816Q101 33 28,200 X 28,200
E M C CORP MASS COM 268648102 1,095 178,300 X 178,300
EOG RES INC COM 26875P101 371 9,300 X 9,300
ESS TECHNOLOGY INC COM 269151106 333 53,000 X 53,000
EASTMAN CHEM CO COM 277432100 228 6,200 X 6,200
EASTMAN KODAK CO COM 277461109 1,777 50,700 X 50,700
EATON CORP COM 278058102 437 5,600 X 5,600
EBAY INC COM 278642103 1,546 22,800 X 22,800
ECOLAB INC COM 278865100 510 10,300 X 10,300
EDISON INTL COM 281020107 1,365 115,200 X 115,200
EFUNDS CORP COM 28224R101 344 37,800 X 37,800
EL PASO CORP COM 28336L109 286 41,095 X 41,095
ELECTRONIC ARTS INC COM 285512109 562 11,300 X 11,300
ELECTRONIC DATA SYS NEW COM 285661104 713 38,700 X 38,700
ELKCORP COM 287456107 173 10,000 X 10,000
EMERSON ELEC CO COM 291011104 1,719 33,800 X 33,800
ENGELHARD CORP COM 292845104 1,269 56,800 X 56,800
ENTERGY CORP NEW COM 29364G103 1,039 22,800 X 22,800
ENZON PHARMACEUTICALS INC COM 293904108 393 23,500 X 23,500
EQUIFAX INC COM 294429105 271 11,700 X 11,700
EQUITY OFFICE PROPERTIES TRU COM 294741103 832 33,300 X 33,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 536 21,800 X 21,800
EXELON CORP COM 30161N101 2,372 44,950 X 44,950
EXPEDITORS INTL WASH INC COM 302130109 1,463 44,800 X 44,800
EXPRESSJET HOLDINGS INC CL A 30218U108 339 33,100 X 33,100
EXPRESS SCRIPTS INC COM 302182100 336 7,000 X 7,000
EXTENDED STAY AMER INC COM 30224P101 1,096 74,300 X 74,300
EXXON MOBIL CORP COM 30231G102 19,783 566,200 X 566,200
FPL GROUP INC COM 302571104 1,575 26,200 X 26,200
FAIR ISAAC & CO INC COM 303250104 1,068 25,000 X 25,000
FAMILY DLR STORES INC COM 307000109 434 13,900 X 13,900
FEDERAL HOME LN MTG CORP COM 313400301 4,358 73,800 X 73,800
FEDERAL NATL MTG ASSN COM 313586109 6,394 99,400 X 99,400
FEDERATED DEPT STORES INC DE COM 31410H101 443 15,400 X 15,400
FEDEX CORP COM 31428X106 1,301 24,000 X 24,000
FERRO CORP COM 315405100 342 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 1,799 54,800 X 54,800
FIFTH THIRD BANCORP COM 316773100 2,748 46,930 X 46,930
FINANCIAL FED CORP COM 317492106 327 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 315 14,200 X 14,200
FIRST DATA CORP COM 319963104 2,457 69,400 X 69,400
FIRST TENN NATL CORP COM 337162101 1,952 54,300 X 54,300
FISERV INC COM 337738108 519 15,300 X 15,300
FLAGSTAR BANCORP INC COM 337930101 510 23,600 X 23,600
FIRSTENERGY CORP COM 337932107 788 23,900 X 23,900
FLEETBOSTON FINL CORP COM 339030108 2,042 84,022 X 84,022
FORD MTR CO DEL COM PAR $0.01 345370860 1,355 145,700 X 145,700
FOREST LABS INC COM 345838106 1,414 14,400 X 14,400
FORTUNE BRANDS INC COM 349631101 558 12,000 X 12,000
FRANKLIN RES INC COM 354613101 716 21,000 X 21,000
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 195 11,600 X 11,600
GANNETT INC COM 364730101 1,831 25,500 X 25,500
GAP INC DEL COM 364760108 1,080 69,600 X 69,600
GATEWAY INC COM 367626108 82 26,100 X 26,100
GENERAL DYNAMICS CORP COM 369550108 1,286 16,200 X 16,200
GENERAL ELEC CO COM 369604103 20,016 822,000 X 822,000
GENERAL MLS INC COM 370334104 1,380 29,400 X 29,400
GENERAL MTRS CORP COM 370442105 1,646 44,669 X 44,669
GENUINE PARTS CO COM 372460105 431 14,000 X 14,000
GENZYME CORP COM GENL DIV 372917104 506 17,100 X 17,100
GEORGIA PAC CORP COM 373298108 298 18,462 X 18,462
GILLETTE CO COM 375766102 2,578 84,900 X 84,900
GLOBAL IMAGING SYSTEMS COM 37934A100 386 21,000 X 21,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,601 22,300 X 22,300
GOLDMAN SACHS GROUP INC COM 38141G104 2,561 37,600 X 37,600
GOODYEAR TIRE & RUBR CO COM 382550101 89 13,100 X 13,100
GRACO INC COM 384109104 387 13,500 X 13,500
GRAINGER W W INC COM 384802104 387 7,500 X 7,500
GREENPOINT FINL CORP COM 395384100 1,608 35,600 X 35,600
GROUP 1 AUTOMOTIVE INC COM 398905109 435 18,200 X 18,200
GUIDANT CORP COM 401698105 756 24,500 X 24,500
HCA INC COM 404119109 1,718 41,400 X 41,400
HALLIBURTON CO COM 406216101 645 34,500 X 34,500
HANCOCK JOHN FINL SVCS INC COM 41014S106 670 24,000 X 24,000
HARLEY DAVIDSON INC COM 412822108 1,123 24,300 X 24,300
HARRAHS ENTMT INC COM 413619107 606 15,300 X 15,300
HARTFORD FINL SVCS GROUP INC COM 416515104 895 19,700 X 19,700
HASBRO INC COM 418056107 161 13,900 X 13,900
HEALTHSOUTH CORP COM 421924101 133 31,600 X 31,600
HEALTH MGMT ASSOC INC NEW CL A 421933102 347 19,400 X 19,400
HEALTH NET INC COM 42222G108 1,082 41,000 X 41,000
HEINZ H J CO COM 423074103 927 28,200 X 28,200
HERSHEY FOODS CORP COM 427866108 735 10,900 X 10,900
HEWLETT PACKARD CO COM 428236103 4,217 242,915 X 242,915
HILTON HOTELS CORP COM 432848109 377 29,700 X 29,700
HOME DEPOT INC COM 437076102 4,823 200,800 X 200,800
HON INDS INC COM 438092108 339 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 1,570 65,400 X 65,400
HOT TOPIC INC COM 441339108 366 16,000 X 16,000
HOUSEHOLD INTL INC COM 441815107 1,023 36,800 X 36,800
HUMANA INC COM 444859102 136 13,600 X 13,600
HUNTINGTON BANCSHARES INC COM 446150104 379 20,240 X 20,240
IMS HEALTH INC COM 449934108 381 23,800 X 23,800
ITT INDS INC IND COM 450911102 1,402 23,100 X 23,100
IDEXX LABS INC COM 45168D104 394 12,000 X 12,000
ILLINOIS TOOL WKS INC COM 452308109 1,589 24,500 X 24,500
INAMED CORP COM 453235103 462 15,000 X 15,000
INDEPENDENCE CMNTY BK CORP COM 453414104 330 13,000 X 13,000
INSIGHT ENTERPRISES INC COM 45765U103 504 60,700 X 60,700
INTEL CORP COM 458140100 8,408 540,000 X 540,000
INTERNATIONAL BUSINESS MACHS COM 459200101 11,300 145,800 X 145,800
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 267 7,600 X 7,600
INTERNATIONAL GAME TECHNOLOG COM 459902102 547 7,200 X 7,200
INTL PAPER CO COM 460146103 1,357 38,809 X 38,809
INTERPUBLIC GROUP COS INC COM 460690100 428 30,400 X 30,400
INTUIT COM 461202103 802 17,100 X 17,100
INVACARE CORP COM 461203101 340 10,200 X 10,200
IONICS INC COM 462218108 335 14,700 X 14,700
IRWIN FINL CORP COM 464119106 449 27,200 X 27,200
ISHARES TR S&P MIDCAP 400 464287507 792 9,200 X 9,200
ISHARES TR RUSSELL 3000 464287689 6,061 123,800 X 123,800
ISHARES TR S&P SMLCAP 600 464287804 867 8,900 X 8,900
ITRON INC COM 465741106 357 18,600 X 18,600
IVAX CORP COM 465823102 910 75,000 X 75,000
JDS UNIPHASE CORP COM 46612J101 270 109,200 X 109,200
J P MORGAN CHASE & CO COM 46625H100 3,953 164,700 X 164,700
JABIL CIRCUIT INC COM 466313103 285 15,900 X 15,900
JAKKS PAC INC COM 47012E106 562 41,700 X 41,700
JEFFERSON PILOT CORP COM 475070108 1,420 37,250 X 37,250
JOHNSON & JOHNSON COM 478160104 13,734 255,700 X 255,700
JOHNSON CTLS INC COM 478366107 2,205 27,500 X 27,500
JONES APPAREL GROUP INC COM 480074103 631 17,800 X 17,800
KLA-TENCOR CORP COM 482480100 531 15,000 X 15,000
KANSAS CITY SOUTHERN COM NEW 485170302 262 21,800 X 21,800
KELLOGG CO COM 487836108 1,121 32,700 X 32,700
KERR MCGEE CORP COM 492386107 356 8,042 X 8,042
KEYCORP NEW COM 493267108 857 34,100 X 34,100
KEYSPAN CORP COM 49337W100 395 11,200 X 11,200
KIMBERLY CLARK CORP COM 494368103 2,008 42,300 X 42,300
KINDER MORGAN INC KANS COM 49455P101 643 15,200 X 15,200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,050 30,000 X 30,000
KING PHARMACEUTICALS INC COM 495582108 1,394 81,100 X 81,100
KNIGHT RIDDER INC COM 499040103 430 6,800 X 6,800
KOHLS CORP COM 500255104 1,505 26,900 X 26,900
KROGER CO COM 501044101 995 64,400 X 64,400
LNR PPTY CORP COM 501940100 460 13,000 X 13,000
LSI LOGIC CORP COM 502161102 170 29,500 X 29,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,163 25,900 X 25,900
LANDAMERICA FINL GROUP INC COM 514936103 461 13,000 X 13,000
LEAR CORP COM 521865105 216 6,500 X 6,500
LEGGETT & PLATT INC COM 524660107 355 15,800 X 15,800
LEHMAN BROS HLDGS INC COM 524908100 1,044 19,600 X 19,600
LENNAR CORP COM 526057104 341 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 944 15,600 X 15,600
LILLY ELI & CO COM 532457108 5,931 93,400 X 93,400
LIMITED BRANDS INC COM 532716107 579 41,600 X 41,600
LINCARE HLDGS INC COM 532791100 949 30,000 X 30,000
LINCOLN NATL CORP IND COM 534187109 480 15,200 X 15,200
LINEAR TECHNOLOGY CORP COM 535678106 656 25,500 X 25,500
LINENS N THINGS INC COM 535679104 1,254 55,500 X 55,500
LIZ CLAIBORNE INC COM 539320101 1,201 40,500 X 40,500
LOCKHEED MARTIN CORP COM 539830109 2,662 46,100 X 46,100
LOEWS CORP COM 540424108 685 15,400 X 15,400
LOWES COS INC COM 548661107 2,606 69,500 X 69,500
LUCENT TECHNOLOGIES INC COM 549463107 347 275,300 X 275,300
MBIA INC COM 55262C100 1,515 34,550 X 34,550
MBNA CORP COM 55262L100 2,924 153,750 X 153,750
M D C HLDGS INC COM 552676108 1,144 29,900 X 29,900
MGIC INVT CORP WIS COM 552848103 355 8,600 X 8,600
MAGNA INTL INC CL A 559222401 270 4,800 X 4,800
MARATHON OIL CORP COM 565849106 1,705 80,100 X 80,100
MARSH & MCLENNAN COS INC COM 571748102 2,042 44,200 X 44,200
MARSHALL & ILSLEY CORP COM 571834100 471 17,200 X 17,200
MARRIOTT INTL INC NEW CL A 571903202 638 19,400 X 19,400
MASCO CORP COM 574599106 1,010 48,000 X 48,000
MATTEL INC COM 577081102 665 34,700 X 34,700
MAXIM INTEGRATED PRODS INC COM 57772K101 866 26,200 X 26,200
MAY DEPT STORES CO COM 577778103 777 33,800 X 33,800
MAXIMUS INC COM 577933104 371 14,200 X 14,200
MCDONALDS CORP COM 580135101 1,663 103,400 X 103,400
MCGRAW HILL COS INC COM 580645109 943 15,600 X 15,600
MCKESSON CORP COM 58155Q103 851 31,500 X 31,500
MEADWESTVACO CORP COM 583334107 396 16,018 X 16,018
MEDIMMUNE INC COM 584699102 541 19,900 X 19,900
MEDQUIST INC COM 584949101 1,082 53,400 X 53,400
MEDTRONIC INC COM 585055106 4,441 97,400 X 97,400
MELLON FINL CORP COM 58551A108 927 35,500 X 35,500
MENTOR CORP MINN COM 587188103 385 10,000 X 10,000
MERCANTILE BANKSHARES CORP COM 587405101 417 10,800 X 10,800
MERCK & CO INC COM 589331107 11,537 203,800 X 203,800
MERRILL LYNCH & CO INC COM 590188108 2,573 67,800 X 67,800
METHODE ELECTRS INC CL A 591520200 643 58,600 X 58,600
METLIFE INC COM 59156R108 1,576 58,300 X 58,300
MICHAELS STORES INC COM 594087108 423 13,500 X 13,500
MICROSOFT CORP COM 594918104 23,265 450,000 X 450,000
MICRON TECHNOLOGY INC COM 595112103 470 48,300 X 48,300
MIRANT CORP COM 604675108 60 32,200 X 32,200
MOBILE MINI INC COM 60740F105 611 39,000 X 39,000
MOHAWK INDS INC COM 608190104 1,025 18,000 X 18,000
MOLEX INC COM 608554101 359 15,600 X 15,600
MONSANTO CO NEW COM 61166W101 343 17,809 X 17,809
MOODYS CORP COM 615369105 764 18,500 X 18,500
MOOG INC CL A 615394202 441 14,200 X 14,200
MORGAN STANLEY COM NEW 617446448 4,495 112,600 X 112,600
MOTOROLA INC COM 620076109 1,549 179,100 X 179,100
MYLAN LABS INC COM 628530107 1,836 52,600 X 52,600
NBTY INC COM 628782104 422 24,000 X 24,000
NVR INC COM 62944T105 392 1,200 X 1,200
NATIONAL CITY CORP COM 635405103 1,336 48,900 X 48,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 215 14,300 X 14,300
NAUTICA ENTERPRISES INC COM 639089101 236 21,200 X 21,200
NAUTILUS GROUP INC COM 63910B102 363 27,200 X 27,200
NDCHEALTH CORP COM 639480102 316 15,900 X 15,900
NETWORKS ASSOCS INC COM 640938106 237 14,700 X 14,700
NETWORK APPLIANCE INC COM 64120L104 269 26,900 X 26,900
NEW CENTURY FINANCIAL CORP COM 64352D101 437 17,200 X 17,200
NEW YORK TIMES CO CL A 650111107 553 12,100 X 12,100
NEWELL RUBBERMAID INC COM 651229106 650 21,420 X 21,420
NEWFIELD EXPL CO COM 651290108 299 8,300 X 8,300
NEWMONT MINING CORP COM 651639106 914 31,500 X 31,500
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,015 87,900 X 87,900
NIKE INC CL B 654106103 961 21,600 X 21,600
NISOURCE INC COM 65473P105 334 16,700 X 16,700
NORDSTROM INC COM 655664100 205 10,800 X 10,800
NORFOLK SOUTHERN CORP COM 655844108 622 31,100 X 31,100
NORTH FORK BANCORPORATION NY COM 659424105 1,360 40,300 X 40,300
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 432 11,400 X 11,400
NORTHERN TR CORP COM 665859104 627 17,900 X 17,900
NORTHROP GRUMMAN CORP COM 666807102 1,393 14,364 X 14,364
NORTHWESTERN CORP COM 668074107 366 72,100 X 72,100
NOVELL INC COM 670006105 98 29,200 X 29,200
NOVELLUS SYS INC COM 670008101 323 11,500 X 11,500
NUCOR CORP COM 670346105 260 6,300 X 6,300
NUEVO ENERGY CO COM 670509108 122 11,000 X 11,000
NVIDIA CORP COM 67066G104 134 11,600 X 11,600
OCCIDENTAL PETE CORP DEL COM 674599105 1,323 46,500 X 46,500
OCULAR SCIENCES INC COM 675744106 292 18,800 X 18,800
OFFICE DEPOT INC COM 676220106 365 24,700 X 24,700
OMNICARE INC COM 681904108 1,096 46,000 X 46,000
OMNICOM GROUP INC COM 681919106 963 14,900 X 14,900
ORACLE CORP COM 68389X105 4,777 442,300 X 442,300
ORTHODONTIC CTRS AMER INC COM 68750P103 535 49,000 X 49,000
OUTBACK STEAKHOUSE INC COM 689899102 1,033 30,000 X 30,000
OVERTURE SVCS INC COM 69039R100 983 36,000 X 36,000
PG&E CORP COM 69331C108 434 31,200 X 31,200
PMC-SIERRA INC COM 69344F106 74 13,300 X 13,300
PNC FINL SVCS GROUP INC COM 693475105 972 23,200 X 23,200
PPG INDS INC COM 693506107 2,001 39,900 X 39,900
PPL CORP COM 69351T106 1,495 43,100 X 43,100
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 271 30,500 X 30,500
PACCAR INC COM 693718108 429 9,300 X 9,300
PACIFIC SUNWEAR CALIF INC COM 694873100 716 40,500 X 40,500
PACTIV CORP COM 695257105 280 12,800 X 12,800
PALL CORP COM 696429307 1,181 70,800 X 70,800
PAPA JOHNS INTL INC COM 698813102 362 13,000 X 13,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 53 20,900 X 20,900
PAREXEL INTL CORP COM 699462107 131 11,900 X 11,900
PARKER HANNIFIN CORP COM 701094104 1,564 33,900 X 33,900
PAXAR CORP COM 704227107 398 27,000 X 27,000
PAYCHEX INC COM 704326107 1,071 38,400 X 38,400
PENNEY J C INC COM 708160106 488 21,200 X 21,200
PEOPLESOFT INC COM 712713106 447 24,400 X 24,400
PEPSI BOTTLING GROUP INC COM 713409100 589 22,900 X 22,900
PEPSICO INC COM 713448108 5,944 140,790 X 140,790
PERKINELMER INC COM 714046109 520 63,000 X 63,000
PFIZER INC COM 717081103 15,973 522,500 X 522,500
PHARMACIA CORP COM 71713U102 4,364 104,397 X 104,397
PHILIP MORRIS COS INC COM 718154107 7,064 174,300 X 174,300
PHOTRONICS INC COM 719405102 306 22,300 X 22,300
PIER 1 IMPORTS INC COM 720279108 203 10,700 X 10,700
PINNACLE ENTMT INC COM 723456109 134 19,300 X 19,300
PINNACLE WEST CAP CORP COM 723484101 232 6,800 X 6,800
PIONEER STD ELECTRS INC COM 723877106 204 22,200 X 22,200
PITNEY BOWES INC COM 724479100 856 26,200 X 26,200
PLUM CREEK TIMBER CO INC COM 729251108 347 14,700 X 14,700
PRAXAIR INC COM 74005P104 1,785 30,900 X 30,900
PRESIDENTIAL LIFE CORP COM 740884101 117 11,800 X 11,800
PRICE T ROWE GROUP INC COM 74144T108 270 9,900 X 9,900
PRIME HOSPITALITY CORP COM 741917108 554 68,000 X 68,000
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 883 29,300 X 29,300
PRIORITY HEALTHCARE CORP CL B 74264T102 297 12,800 X 12,800
PROCTER & GAMBLE CO COM 742718109 9,917 115,400 X 115,400
PROGRESS ENERGY INC COM 743263105 763 17,600 X 17,600
PROGRESSIVE CORP OHIO COM 743315103 1,146 23,100 X 23,100
PROTECTIVE LIFE CORP COM 743674103 394 14,300 X 14,300
PROVIDENT BANKSHARES CORP COM 743859100 370 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 175 18,000 X 18,000
PROVIDIAN FINL CORP COM 74406A102 149 22,900 X 22,900
PRUDENTIAL FINL INC COM 744320102 1,498 47,200 X 47,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 533 16,600 X 16,600
PUGET ENERGY INC NEW COM 745310102 216 9,800 X 9,800
PULTE HOMES INC COM 745867101 1,637 34,200 X 34,200
QLOGIC CORP COM 747277101 259 7,500 X 7,500
QUALCOMM INC COM 747525103 2,245 61,700 X 61,700
QUEST DIAGNOSTICS INC COM 74834L100 450 7,900 X 7,900
QUIKSILVER INC COM 74838C106 285 10,700 X 10,700
QWEST COMMUNICATIONS INTL IN COM 749121109 670 133,900 X 133,900
R & G FINANCIAL CORP CL B 749136107 395 17,000 X 17,000
RADIAN GROUP INC COM 750236101 333 8,976 X 8,976
RADIANT SYSTEMS INC COM 75025N102 158 16,400 X 16,400
RADIOSHACK CORP COM 750438103 270 14,400 X 14,400
RARE HOSPITALITY INTL INC COM 753820109 439 15,900 X 15,900
RATIONAL SOFTWARE CORP COM NEW 75409P202 162 15,600 X 15,600
RAYTHEON CO COM NEW 755111507 966 31,400 X 31,400
RECKSON ASSOCS RLTY CORP COM 75621K106 232 11,000 X 11,000
REGIS CORP MINN COM 758932107 364 14,000 X 14,000
REGIONS FINL CORP COM 758940100 610 18,300 X 18,300
REPUBLIC SVCS INC COM 760759100 294 14,000 X 14,000
RESPIRONICS INC COM 761230101 365 12,000 X 12,000
REYNOLDS & REYNOLDS CO CL A 761695105 993 39,000 X 39,000
REYNOLDS R J TOB HLDGS INC COM 76182K105 312 7,400 X 7,400
RIGGS NATL CORP WASH DC COM 766570105 451 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 409 30,900 X 30,900
ROBERT HALF INTL INC COM 770323103 227 14,100 X 14,100
ROCKWELL AUTOMATION INC COM 773903109 307 14,800 X 14,800
ROCKWELL COLLINS INC COM 774341101 670 28,800 X 28,800
ROHM & HAAS CO COM 775371107 575 17,700 X 17,700
ROPER INDS INC NEW COM 776696106 311 8,500 X 8,500
ROSS STORES INC COM 778296103 1,653 39,000 X 39,000
ROYAL BK CDA MONTREAL QUE COM 780087102 312 8,499 X 8,499
RYLAND GROUP INC COM 783764103 874 26,200 X 26,200
SBC COMMUNICATIONS INC COM 78387G103 7,916 292,000 X 292,000
SLM CORP COM 78442P106 1,309 12,600 X 12,600
SWS GROUP INC COM 78503N107 205 15,089 X 15,089
SABRE HLDGS CORP CL A 785905100 207 11,439 X 11,439
SAFECO CORP COM 786429100 357 10,300 X 10,300
SAFEWAY INC COM NEW 786514208 1,864 79,800 X 79,800
ST JUDE MED INC COM 790849103 556 14,000 X 14,000
ST PAUL COS INC COM 792860108 569 16,700 X 16,700
SALTON INC COM 795757103 110 11,400 X 11,400
SANMINA SCI CORP COM 800907107 189 42,100 X 42,100
SARA LEE CORP COM 803111103 2,480 110,183 X 110,183
SCANSOURCE INC COM 806037107 296 6,000 X 6,000
SCHEIN HENRY INC COM 806407102 212 4,700 X 4,700
SCHERING PLOUGH CORP COM 806605101 2,764 124,500 X 124,500
SCHLUMBERGER LTD COM 806857108 1,953 46,400 X 46,400
SCHWAB CHARLES CORP NEW COM 808513105 1,193 109,950 X 109,950
SCIENTIFIC ATLANTA INC COM 808655104 149 12,600 X 12,600
SCOTTS CO CL A 810186106 206 4,200 X 4,200
SEALED AIR CORP NEW COM 81211K100 250 6,700 X 6,700
SEARS ROEBUCK & CO COM 812387108 1,550 64,700 X 64,700
SELECTIVE INS GROUP INC COM 816300107 491 19,500 X 19,500
SEMPRA ENERGY COM 816851109 395 16,700 X 16,700
SERENA SOFTWARE INC COM 817492101 369 23,400 X 23,400
SHERWIN WILLIAMS CO COM 824348106 350 12,400 X 12,400
SIEBEL SYS INC COM 826170102 275 37,200 X 37,200
SIERRA HEALTH SVCS INC COM 826322109 455 37,900 X 37,900
SIGMA ALDRICH CORP COM 826552101 287 5,900 X 5,900
SILGAN HOLDINGS INC COM 827048109 420 17,000 X 17,000
SIMON PPTY GROUP INC NEW COM 828806109 511 15,000 X 15,000
SOLA INTL INC COM 834092108 164 12,600 X 12,600
SOLECTRON CORP COM 834182107 234 66,000 X 66,000
SONIC AUTOMOTIVE INC CL A 83545G102 361 24,300 X 24,300
SOURCECORP COM 836167106 340 18,300 X 18,300
SOUTHERN CO COM 842587107 2,669 94,000 X 94,000
SOUTHERN UN CO NEW COM 844030106 223 13,500 X 13,500
SOUTHTRUST CORP COM 844730101 1,178 47,400 X 47,400
SOUTHWEST AIRLS CO COM 844741108 857 61,650 X 61,650
SOVEREIGN BANCORP INC COM 845905108 984 70,000 X 70,000
SPRINT CORP COM FON GROUP 852061100 1,467 101,300 X 101,300
SPRINT CORP PCS COM SER 1 852061506 348 79,500 X 79,500
STANCORP FINL GROUP INC COM 852891100 264 5,400 X 5,400
STANDARD PAC CORP NEW COM 85375C101 347 14,000 X 14,000
STANLEY WKS COM 854616109 235 6,800 X 6,800
STAPLES INC COM 855030102 679 37,100 X 37,100
STARBUCKS CORP COM 855244109 628 30,800 X 30,800
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 377 15,900 X 15,900
STATE STR CORP COM 857477103 1,018 26,100 X 26,100
STEAK N SHAKE CO COM 857873103 115 11,500 X 11,500
STEEL DYNAMICS INC COM 858119100 375 31,200 X 31,200
STEEL TECHNOLOGIES INC COM 858147101 448 26,400 X 26,400
STERLING BANCSHARES INC COM 858907108 348 28,500 X 28,500
STILWELL FINL INC COM 860831106 233 17,800 X 17,800
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STRIDE RITE CORP COM 863314100 159 22,200 X 22,200
STRYKER CORP COM 863667101 1,060 15,800 X 15,800
SUN MICROSYSTEMS INC COM 866810104 813 261,400 X 261,400
SUNGARD DATA SYS INC COM 867363103 540 22,900 X 22,900
SUNOCO INC COM 86764P109 202 6,100 X 6,100
SUNRISE ASSISTED LIVING INC COM 86768K106 662 26,600 X 26,600
SUNTRUST BKS INC COM 867914103 1,321 23,200 X 23,200
SUPERVALU INC COM 868536103 360 21,800 X 21,800
SWIFT ENERGY CO COM 870738101 196 20,300 X 20,300
SYMANTEC CORP COM 871503108 316 7,800 X 7,800
SYMBOL TECHNOLOGIES INC COM 871508107 151 18,400 X 18,400
SYNOPSYS INC COM 871607107 969 21,000 X 21,000
SYNOVUS FINL CORP COM 87161C105 454 23,400 X 23,400
SYSCO CORP COM 871829107 1,594 53,500 X 53,500
TECO ENERGY INC COM 872375100 173 11,200 X 11,200
TJX COS INC NEW COM 872540109 855 43,800 X 43,800
TXU CORP COM 873168108 809 43,300 X 43,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 352 15,000 X 15,000
TARGET CORP COM 87612E106 2,178 72,600 X 72,600
TECH DATA CORP COM 878237106 728 27,000 X 27,000
TELLABS INC COM 879664100 240 33,000 X 33,000
TENET HEALTHCARE CORP COM 88033G100 645 39,300 X 39,300
TERADYNE INC COM 880770102 189 14,500 X 14,500
TETRA TECHNOLOGIES INC DEL COM 88162F105 329 15,400 X 15,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 394 10,200 X 10,200
TEXAS INDS INC COM 882491103 219 9,000 X 9,000
TEXAS INSTRS INC COM 882508104 2,097 139,700 X 139,700
TEXTRON INC COM 883203101 1,565 36,400 X 36,400
THERMO ELECTRON CORP COM 883556102 1,302 64,700 X 64,700
3M CO COM 88579Y101 4,525 36,700 X 36,700
TIFFANY & CO NEW COM 886547108 280 11,700 X 11,700
TOLL BROTHERS INC COM 889478103 404 20,000 X 20,000
TOO INC COM 890333107 315 13,400 X 13,400
TORCHMARK CORP COM 891027104 365 10,000 X 10,000
TOWER AUTOMOTIVE INC COM 891707101 340 75,600 X 75,600
TOYS R US INC COM 892335100 158 15,800 X 15,800
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 1,185 80,900 X 80,900
TREDEGAR CORP COM 894650100 321 21,400 X 21,400
TRIAD GTY INC COM 895925105 358 9,700 X 9,700
TRIBUNE CO NEW COM 896047107 1,414 31,100 X 31,100
TRUSTCO BK CORP N Y COM 898349105 363 33,700 X 33,700
TYCO INTL LTD NEW COM 902124106 2,743 160,600 X 160,600
TYSON FOODS INC CL A 902494103 920 82,000 X 82,000
UGI CORP NEW COM 902681105 411 11,000 X 11,000
UST INC COM 902911106 451 13,500 X 13,500
US BANCORP DEL COM NEW 902973304 4,318 203,500 X 203,500
URS CORP NEW COM 903236107 333 23,400 X 23,400
UNION PAC CORP COM 907818108 1,443 24,100 X 24,100
UNION PLANTERS CORP COM 908068109 1,425 50,650 X 50,650
UNIONBANCAL CORP COM 908906100 491 12,500 X 12,500
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UNISYS CORP COM 909214108 256 25,900 X 25,900
UNIT CORP COM 909218109 445 24,000 X 24,000
UNITED NAT FOODS INC COM 911163103 431 17,000 X 17,000
UNITED PARCEL SERVICE INC CL B 911312106 5,803 92,000 X 92,000
UNITED TECHNOLOGIES CORP COM 913017109 3,438 55,500 X 55,500
UNITEDHEALTH GROUP INC COM 91324P102 2,371 28,400 X 28,400
UNIVISION COMMUNICATIONS INC CL A 914906102 414 16,900 X 16,900
UNOCAL CORP COM 915289102 599 19,600 X 19,600
UNUMPROVIDENT CORP COM 91529Y106 342 19,506 X 19,506
USFREIGHTWAYS CORP COM 916906100 285 9,900 X 9,900
UTSTARCOM INC COM 918076100 952 48,000 X 48,000
V F CORP COM 918204108 562 15,600 X 15,600
VEECO INSTRS INC DEL COM 922417100 154 13,300 X 13,300
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VERIZON COMMUNICATIONS COM 92343V104 9,392 242,362 X 242,362
VERITAS SOFTWARE CO COM 923436109 503 32,200 X 32,200
VIASAT INC COM 92552V100 195 16,900 X 16,900
VIACOM INC CL B 925524308 5,816 142,700 X 142,700
VINTAGE PETE INC COM 927460105 173 16,400 X 16,400
VISTEON CORP COM 92839U107 73 10,484 X 10,484
VULCAN MATLS CO COM 929160109 304 8,100 X 8,100
WACHOVIA CORP 2ND NEW COM 929903102 5,120 140,500 X 140,500
WAL MART STORES INC COM 931142103 19,042 377,000 X 377,000
WALGREEN CO COM 931422109 2,399 82,200 X 82,200
WASHINGTON MUT INC COM 939322103 4,713 136,500 X 136,500
WASTE CONNECTIONS INC COM 941053100 483 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 1,157 50,500 X 50,500
WATERS CORP COM 941848103 229 10,500 X 10,500
WATSON PHARMACEUTICALS INC COM 942683103 1,233 43,600 X 43,600
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,391 33,600 X 33,600
WELLS FARGO & CO NEW COM 949746101 6,393 136,400 X 136,400
WENDYS INTL INC COM 950590109 1,353 50,000 X 50,000
WEYERHAEUSER CO COM 962166104 871 17,700 X 17,700
WHIRLPOOL CORP COM 963320106 569 10,900 X 10,900
WHITNEY HLDG CORP COM 966612103 367 11,000 X 11,000
WHOLE FOODS MKT INC COM 966837106 422 8,000 X 8,000
WILLIAMS COS INC DEL COM 969457100 112 41,500 X 41,500
WINN DIXIE STORES INC COM 974280109 173 11,300 X 11,300
WOLVERINE WORLD WIDE INC COM 978097103 328 21,700 X 21,700
WORTHINGTON INDS INC COM 981811102 1,181 77,500 X 77,500
WRIGLEY WM JR CO COM 982526105 993 18,100 X 18,100
WYETH COM 983024100 3,968 106,100 X 106,100
XCEL ENERGY INC COM 98389B100 326 29,655 X 29,655
XILINX INC COM 983919101 556 27,000 X 27,000
XEROX CORP COM 984121103 466 57,900 X 57,900
YAHOO INC COM 984332106 765 46,800 X 46,800
YUM BRANDS INC COM 988498101 567 23,400 X 23,400
ZALE CORP NEW COM 988858106 1,183 37,100 X 37,100
ZIMMER HLDGS INC COM 98956P102 648 15,600 X 15,600
ZIONS BANCORPORATION COM 989701107 331 8,400 X 8,400
ZORAN CORP COM 98975F101 291 20,700 X 20,700
ZOLL MED CORP COM 989922109 382 10,700 X 10,700