UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 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 May 14, 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: 561
Form 13F Information Table Value Total: $635,630
(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
FRESH DEL MONTE PRODUCE INC ORD G36738105 483 31,700 X 31,700
GARMIN LTD ORD G37260109 1,074 30,000 X 30,000
RENAISSANCE RE HLDGS LTD COM G7496G103 372 9,300 X 9,300
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 582 15,200 X 15,200
AFLAC INC COM 001055102 1,170 36,500 X 36,500
AOL TIME WARNER INC COM 00184A105 3,282 302,200 X 302,200
AT&T CORP COM NEW 001957505 872 53,800 X 53,800
AT&T WIRELESS SVCS INC COM 00209A106 1,042 157,900 X 157,900
AAIPHARMA INC COM 00252W104 206 23,950 X 23,950
ABBOTT LABS COM 002824100 4,141 110,100 X 110,100
ABERCROMBIE & FITCH CO CL A 002896207 1,099 36,600 X 36,600
ACTIVISION INC NEW COM NEW 004930202 223 15,400 X 15,400
ADVANCEPCS COM 00790K109 1,406 49,600 X 49,600
ADVANCED ENERGY INDS COM 007973100 132 15,400 X 15,400
AFFILIATED COMPUTER SERVICES CL A 008190100 1,239 28,000 X 28,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 485 42,900 X 42,900
AGILENT TECHNOLOGIES INC COM 00846U101 430 32,700 X 32,700
AIR PRODS & CHEMS INC COM 009158106 663 16,000 X 16,000
AIRTRAN HLDGS INC COM 00949P108 230 34,200 X 34,200
ALBANY MOLECULAR RESH INC COM 012423109 385 25,800 X 25,800
ALBEMARLE CORP COM 012653101 292 12,000 X 12,000
ALBERTSONS INC COM 013104104 469 24,900 X 24,900
ALCOA INC COM 013817101 1,157 59,700 X 59,700
ALLEN TELECOM INC COM 018091108 104 10,700 X 10,700
ALLSTATE CORP COM 020002101 2,909 87,700 X 87,700
ALLTEL CORP COM 020039103 1,898 42,400 X 42,400
ALPHARMA INC CL A 020813101 346 19,300 X 19,300
ALTRIA GROUP INC COM 02209S103 4,521 150,900 X 150,900
AMAZON COM INC COM 023135106 208 8,000 X 8,000
AMERADA HESS CORP COM 023551104 208 4,700 X 4,700
AMEREN CORP COM 023608102 910 23,300 X 23,300
AMERICAN AXLE & MFG HLDGS IN COM 024061103 345 16,400 X 16,400
AMERICAN ELEC PWR INC COM 025537101 521 22,800 X 22,800
AMERICAN EXPRESS CO COM 025816109 2,765 83,200 X 83,200
AMERICAN GREETINGS CORP CL A 026375105 144 11,000 X 11,000
AMERICAN INTL GROUP INC COM 026874107 8,298 167,800 X 167,800
AMERICAN MGMT SYS INC COM 027352103 358 29,600 X 29,600
AMERICAN PHARMACEUTICALS PTN COM 02886P109 507 26,500 X 26,500
AMERICREDIT CORP COM 03060R101 92 28,000 X 28,000
AMERITRADE HLDG CORP NEW COM 03074K100 90 18,200 X 18,200
AMGEN INC COM 031162100 4,794 83,300 X 83,300
AMSURG CORP COM 03232P405 328 13,000 X 13,000
ANADARKO PETE CORP COM 032511107 796 17,500 X 17,500
ANALOG DEVICES INC COM 032654105 707 25,700 X 25,700
ANCHOR BANCORP WIS INC COM 032839102 248 11,300 X 11,300
ANHEUSER BUSCH COS INC COM 035229103 3,160 67,800 X 67,800
AON CORP COM 037389103 362 17,500 X 17,500
APOLLO GROUP INC CL A 037604105 1,337 26,800 X 26,800
APPLEBEES INTL INC COM 037899101 637 22,700 X 22,700
APPLIED MATLS INC COM 038222105 1,456 115,700 X 115,700
APTARGROUP INC COM 038336103 372 11,500 X 11,500
ARCTIC CAT INC COM 039670104 359 23,000 X 23,000
ARMOR HOLDINGS INC COM 042260109 150 15,000 X 15,000
ARTHROCARE CORP COM 043136100 367 29,400 X 29,400
ASHLAND INC COM 044204105 1,068 36,000 X 36,000
ASPECT COMMUNICATIONS CORP COM 04523Q102 133 43,100 X 43,100
ASTEC INDS INC COM 046224101 95 16,400 X 16,400
ASTORIA FINL CORP COM 046265104 469 20,200 X 20,200
ATMOS ENERGY CORP COM 049560105 298 14,000 X 14,000
AUTODESK INC COM 052769106 1,022 67,000 X 67,000
AUTOMATIC DATA PROCESSING IN COM 053015103 1,352 43,900 X 43,900
AVERY DENNISON CORP COM 053611109 293 5,000 X 5,000
AVISTA CORP COM 05379B107 238 22,500 X 22,500
AVOCENT CORP COM 053893103 1,188 50,900 X 50,900
AVON PRODS INC COM 054303102 953 16,700 X 16,700
BB&T CORP COM 054937107 1,285 40,900 X 40,900
BAKER HUGHES INC COM 057224107 712 23,800 X 23,800
BANK OF AMERICA CORPORATION COM 060505104 8,261 123,600 X 123,600
BANK NEW YORK INC COM 064057102 1,058 51,600 X 51,600
BANK ONE CORP COM 06423A103 2,870 82,900 X 82,900
BAXTER INTL INC COM 071813109 790 42,400 X 42,400
BEAR STEARNS COS INC COM 073902108 1,115 17,000 X 17,000
BECKMAN COULTER INC COM 075811109 1,181 34,700 X 34,700
BED BATH & BEYOND INC COM 075896100 259 7,500 X 7,500
BELDEN INC COM 077459105 542 50,400 X 50,400
BELLSOUTH CORP COM 079860102 2,865 132,200 X 132,200
BENCHMARK ELECTRS INC COM 08160H101 677 23,900 X 23,900
BEST BUY INC COM 086516101 1,491 55,300 X 55,300
BIO RAD LABS INC CL A 090572207 304 8,500 X 8,500
BIOSITE INC COM 090945106 730 19,000 X 19,000
BLACK BOX CORP DEL COM 091826107 270 9,100 X 9,100
BLACKROCK INC CL A 09247X101 226 5,200 X 5,200
BLOCK H & R INC COM 093671105 1,345 31,500 X 31,500
BLYTH INC COM 09643P108 959 37,700 X 37,700
BOB EVANS FARMS INC COM 096761101 470 19,500 X 19,500
BOEING CO COM 097023105 2,228 88,900 X 88,900
BOSTON SCIENTIFIC CORP COM 101137107 909 22,300 X 22,300
BRIGGS & STRATTON CORP COM 109043109 318 8,200 X 8,200
BRISTOL MYERS SQUIBB CO COM 110122108 2,886 136,600 X 136,600
BUCKEYE TECHNOLOGIES INC COM 118255108 134 28,300 X 28,300
BURLINGTON NORTHN SANTA FE C COM 12189T104 672 27,000 X 27,000
CBRL GROUP INC COM 12489V106 1,139 41,500 X 41,500
CEC ENTMT INC COM 125137109 729 26,800 X 26,800
CIGNA CORP COM 125509109 416 9,100 X 9,100
CSK AUTO CORP COM 125965103 126 13,800 X 13,800
CTS CORP COM 126501105 292 47,900 X 47,900
CVS CORP COM 126650100 658 27,600 X 27,600
CAMPBELL SOUP CO COM 134429109 1,300 61,900 X 61,900
CAPITAL ONE FINL CORP COM 14040H105 765 25,500 X 25,500
CARAUSTAR INDS INC COM 140909102 115 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 3,390 59,500 X 59,500
CASH AMER INTL INC COM 14754D100 311 32,800 X 32,800
CATERPILLAR INC DEL COM 149123101 1,196 24,300 X 24,300
CENDANT CORP COM 151313103 2,037 160,400 X 160,400
CHARTER ONE FINL INC COM 160903100 1,017 36,750 X 36,750
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 439 25,000 X 25,000
CHESAPEAKE ENERGY CORP COM 165167107 347 44,100 X 44,100
CHEVRONTEXACO CORP COM 166764100 5,793 89,600 X 89,600
CHICOS FAS INC COM 168615102 358 17,900 X 17,900
CHUBB CORP COM 171232101 505 11,400 X 11,400
CISCO SYS INC COM 17275R102 7,691 592,500 X 592,500
CITIGROUP INC COM 172967101 12,681 368,100 X 368,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,235 36,400 X 36,400
CLOSURE MED CORP COM 189093107 136 10,500 X 10,500
COBALT CORP COM 19074W100 163 11,300 X 11,300
COCA COLA CO COM 191216100 5,793 143,100 X 143,100
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 404 6,000 X 6,000
COLDWATER CREEK INC COM 193068103 98 10,400 X 10,400
COLE KENNETH PRODTNS INC CL A 193294105 217 9,900 X 9,900
COLGATE PALMOLIVE CO COM 194162103 2,101 38,600 X 38,600
COMCAST CORP NEW CL A 20030N101 4,397 153,800 X 153,800
COMERICA INC COM 200340107 477 12,600 X 12,600
COMMERCIAL FEDERAL CORPORATI COM 201647104 319 14,700 X 14,700
COMMONWEALTH TEL ENTERPRISES COM 203349105 237 6,100 X 6,100
COMMUNITY FIRST BANKSHARES I COM 203902101 409 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 938 30,000 X 30,000
COMPUTER SCIENCES CORP COM 205363104 1,084 33,300 X 33,300
CONAGRA FOODS INC COM 205887102 761 37,900 X 37,900
CONCERTO SOFTWARE INC COM 20602T106 135 24,500 X 24,500
CONCORD COMMUNICATIONS INC COM 206186108 171 19,800 X 19,800
CONCORD EFS INC COM 206197105 338 36,000 X 36,000
CONOCOPHILLIPS COM 20825C104 2,760 51,500 X 51,500
CONSTELLATION BRANDS INC CL A 21036P108 751 33,100 X 33,100
COOPER COS INC COM NEW 216648402 586 19,600 X 19,600
COSTCO WHSL CORP NEW COM 22160K105 961 32,000 X 32,000
COUNTRYWIDE FINANCIAL CORP COM 222372104 587 10,200 X 10,200
COVANCE INC COM 222816100 291 12,600 X 12,600
COVENTRY HEALTH CARE INC COM 222862104 247 7,500 X 7,500
COX COMMUNICATIONS INC NEW CL A 224044107 454 14,600 X 14,600
DRS TECHNOLOGIES INC COM 23330X100 403 16,100 X 16,100
D R HORTON INC COM 23331A109 618 32,200 X 32,200
DSP GROUP INC COM 23332B106 479 26,400 X 26,400
DATASCOPE CORP COM 238113104 265 9,800 X 9,800
DEAN FOODS CO NEW COM 242370104 1,463 34,100 X 34,100
DELL COMPUTER CORP COM 247025109 4,356 159,500 X 159,500
DELPHI FINL GROUP INC CL A 247131105 619 15,800 X 15,800
DELTA & PINE LD CO COM 247357106 323 14,300 X 14,300
DENBURY RES INC COM NEW 247916208 206 19,000 X 19,000
DENTSPLY INTL INC NEW COM 249030107 1,557 44,750 X 44,750
DEVON ENERGY CORP NEW COM 25179M103 203 4,200 X 4,200
DEVRY INC DEL COM 251893103 252 13,500 X 13,500
DICKS SPORTING GOODS INC COM 253393102 206 9,000 X 9,000
DIGITAL RIV INC COM 25388B104 149 10,900 X 10,900
DISNEY WALT CO COM DISNEY 254687106 2,449 143,900 X 143,900
DOCUMENTUM INC COM 256159104 152 11,600 X 11,600
DOMINION RES INC VA NEW COM 25746U109 1,196 21,600 X 21,600
DONNELLEY R R & SONS CO COM 257867101 801 43,700 X 43,700
DORAL FINL CORP COM 25811P100 785 22,200 X 22,200
DOW CHEM CO COM 260543103 1,767 64,000 X 64,000
DRIL-QUIP INC COM 262037104 154 11,300 X 11,300
DU PONT E I DE NEMOURS & CO COM 263534109 2,724 70,100 X 70,100
DUANE READE INC COM 263578106 153 12,100 X 12,100
DUKE ENERGY CORP COM 264399106 912 62,700 X 62,700
DUPONT PHOTOMASKS INC COM 26613X101 267 13,300 X 13,300
E M C CORP MASS COM 268648102 1,134 156,800 X 156,800
EBAY INC COM 278642103 1,100 12,900 X 12,900
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 491 17,000 X 17,000
EDISON INTL COM 281020107 1,027 75,000 X 75,000
EL PASO CORP COM 28336L109 250 41,300 X 41,300
ELECTRONIC DATA SYS NEW COM 285661104 595 33,800 X 33,800
ELKCORP COM 287456107 190 10,000 X 10,000
EMERSON ELEC CO COM 291011104 1,347 29,700 X 29,700
EMULEX CORP COM NEW 292475209 222 11,600 X 11,600
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 631 46,800 X 46,800
ENGELHARD CORP COM 292845104 994 46,400 X 46,400
ENZON PHARMACEUTICALS INC COM 293904108 338 29,800 X 29,800
EON LABS INC COM 29412E100 200 7,500 X 7,500
EQUITY OFFICE PROPERTIES TRU COM 294741103 748 29,400 X 29,400
ESPEED INC CL A 296643109 122 10,500 X 10,500
EUNIVERSE INC COM 298412107 204 40,035 X 40,035
EXELON CORP COM 30161N101 2,107 41,800 X 41,800
EXPEDITORS INTL WASH INC COM 302130109 1,409 39,200 X 39,200
EXPRESSJET HOLDINGS INC CL A 30218U108 459 56,000 X 56,000
EXPRESS SCRIPTS INC COM 302182100 362 6,500 X 6,500
EXTENDED STAY AMER INC COM 30224P101 750 74,300 X 74,300
EXULT INC DEL COM 302284104 152 20,700 X 20,700
EXXON MOBIL CORP COM 30231G102 17,031 487,300 X 487,300
FLIR SYS INC COM 302445101 299 6,300 X 6,300
FPIC INS GROUP INC COM 302563101 84 11,300 X 11,300
FPL GROUP INC COM 302571104 1,008 17,100 X 17,100
FAIR ISAAC & CO INC COM 303250104 1,413 27,800 X 27,800
FEDERAL HOME LN MTG CORP COM 313400301 3,749 70,600 X 70,600
FEDERAL NATL MTG ASSN COM 313586109 6,221 95,200 X 95,200
FEDEX CORP COM 31428X106 1,156 21,000 X 21,000
FERRO CORP COM 315405100 299 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 1,540 45,100 X 45,100
FIFTH THIRD BANCORP COM 316773100 1,808 36,000 X 36,000
FINANCIAL FED CORP COM 317492106 248 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 883 36,200 X 36,200
FIRST DATA CORP COM 319963104 1,995 53,900 X 53,900
FIRST REP BK SAN FRANCISCO COM 336158100 393 18,200 X 18,200
FIRST TENN NATL CORP COM 337162101 1,032 26,000 X 26,000
FISERV INC COM 337738108 1,017 32,300 X 32,300
FIRSTFED FINL CORP COM 337907109 317 10,500 X 10,500
FLAGSTAR BANCORP INC COM 337930101 883 33,500 X 33,500
FLEETBOSTON FINL CORP COM 339030108 1,765 73,900 X 73,900
FORD MTR CO DEL COM PAR $0.01 345370860 962 127,900 X 127,900
FOREST LABS INC COM 345838106 1,409 26,100 X 26,100
FOUNDRY NETWORKS INC COM 35063R100 317 39,400 X 39,400
FOX ENTMT GROUP INC CL A 35138T107 256 9,600 X 9,600
FRANKLIN RES INC COM 354613101 395 12,000 X 12,000
FREMONT GEN CORP COM 357288109 106 15,300 X 15,300
GANNETT INC COM 364730101 1,620 23,000 X 23,000
GAP INC DEL COM 364760108 629 43,400 X 43,400
GENENTECH INC COM NEW 368710406 546 15,600 X 15,600
GENERAL DYNAMICS CORP COM 369550108 705 12,800 X 12,800
GENERAL ELEC CO COM 369604103 17,876 701,000 X 701,000
GENERAL MLS INC COM 370334104 1,175 25,800 X 25,800
GENERAL MTRS CORP COM 370442105 1,331 39,600 X 39,600
GENERAL MTRS CORP CL H NEW 370442832 757 67,600 X 67,600
GILLETTE CO COM 375766102 2,305 74,500 X 74,500
GLOBAL IMAGING SYSTEMS COM 37934A100 801 43,300 X 43,300
GOLDEN WEST FINL CORP DEL COM 381317106 633 8,800 X 8,800
GOLDMAN SACHS GROUP INC COM 38141G104 1,157 17,000 X 17,000
GOODYEAR TIRE & RUBR CO COM 382550101 55 10,700 X 10,700
GRACO INC COM 384109104 379 13,500 X 13,500
GREENPOINT FINL CORP COM 395384100 1,344 30,000 X 30,000
GUIDANT CORP COM 401698105 782 21,600 X 21,600
HCA INC COM 404119109 1,439 34,800 X 34,800
HSBC HLDGS PLC SPON ADR NEW 404280406 881 17,227 X 17,227
HAIN CELESTIAL GROUP INC COM 405217100 193 12,800 X 12,800
HANCOCK JOHN FINL SVCS INC COM 41014S106 578 20,800 X 20,800
HANDLEMAN CO DEL COM 410252100 326 22,200 X 22,200
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 159 13,900 X 13,900
HARLEY DAVIDSON INC COM 412822108 850 21,400 X 21,400
HARTFORD FINL SVCS GROUP INC COM 416515104 618 17,500 X 17,500
HARVEST NATURAL RESOURCES IN COM 41754V103 59 12,200 X 12,200
HEALTH NET INC COM 42222G108 1,098 41,000 X 41,000
HECLA MNG CO COM 422704106 128 38,900 X 38,900
HEINZ H J CO COM 423074103 721 24,700 X 24,700
HEWLETT PACKARD CO COM 428236103 2,967 190,800 X 190,800
HILLENBRAND INDS INC COM 431573104 336 6,600 X 6,600
HOLLYWOOD ENTMT CORP COM 436141105 219 13,700 X 13,700
HOME DEPOT INC COM 437076102 4,373 179,500 X 179,500
HON INDS INC COM 438092108 388 13,600 X 13,600
HONEYWELL INTL INC COM 438516106 1,232 57,700 X 57,700
HOT TOPIC INC COM 441339108 506 21,700 X 21,700
HOUSTON EXPL CO COM 442120101 213 7,900 X 7,900
HOVNANIAN ENTERPRISES INC CL A 442487203 639 18,500 X 18,500
HUTCHINSON TECHNOLOGY INC COM 448407106 356 14,400 X 14,400
ITT INDS INC IND COM 450911102 855 16,000 X 16,000
IDEXX LABS INC COM 45168D104 420 12,000 X 12,000
ILLINOIS TOOL WKS INC COM 452308109 907 15,600 X 15,600
IMPAC MTG HLDGS INC COM 45254P102 139 10,700 X 10,700
INDEPENDENCE CMNTY BK CORP COM 453414104 344 13,000 X 13,000
INFORMATICA CORP COM 45666Q102 141 21,800 X 21,800
INFOSPACE INC COM NEW 45678T201 144 13,300 X 13,300
INSIGHT ENTERPRISES INC COM 45765U103 310 44,000 X 44,000
INSITUFORM TECHNOLOGIES INC CL A 457667103 200 14,900 X 14,900
INTEL CORP COM 458140100 7,678 471,600 X 471,600
INTER TEL INC COM 458372109 155 10,300 X 10,300
INTERNATIONAL BUSINESS MACHS COM 459200101 9,474 120,800 X 120,800
INTL PAPER CO COM 460146103 1,153 34,100 X 34,100
INTERNATIONAL SPEEDWAY CORP CL A 460335201 240 6,000 X 6,000
INTERPUBLIC GROUP COS INC COM 460690100 249 26,800 X 26,800
IOMEGA CORP COM NEW 462030305 164 14,800 X 14,800
IRWIN FINL CORP COM 464119106 746 38,300 X 38,300
ISHARES TR S&P MIDCAP 400 464287507 755 9,200 X 9,200
ISHARES TR RUSSELL 2000 464287655 2,182 30,300 X 30,300
ISHARES TR RUSSELL 3000 464287689 6,859 145,000 X 145,000
ISHARES TR S&P SMLCAP 600 464287804 814 8,900 X 8,900
ITRON INC COM 465741106 180 10,800 X 10,800
J JILL GROUP INC COM 466189107 167 14,400 X 14,400
JLG INDS INC COM 466210101 132 28,000 X 28,000
J P MORGAN CHASE & CO COM 46625H100 3,471 146,400 X 146,400
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 519 18,300 X 18,300
JAKKS PAC INC COM 47012E106 145 14,000 X 14,000
JEFFERSON PILOT CORP COM 475070108 966 25,100 X 25,100
JOHNSON & JOHNSON COM 478160104 12,292 212,400 X 212,400
JOHNSON CTLS INC COM 478366107 1,224 16,900 X 16,900
KANSAS CITY SOUTHERN COM NEW 485170302 263 23,400 X 23,400
KB HOME COM 48666K109 486 10,700 X 10,700
KELLOGG CO COM 487836108 533 17,400 X 17,400
KEYCORP NEW COM 493267108 677 30,000 X 30,000
KIMBERLY CLARK CORP COM 494368103 1,664 36,600 X 36,600
KINDER MORGAN INC KANS COM 49455P101 239 5,300 X 5,300
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,077 29,100 X 29,100
KING PHARMACEUTICALS INC COM 495582108 985 82,600 X 82,600
KOHLS CORP COM 500255104 1,166 20,600 X 20,600
KOS PHARMACEUTICALS INC COM 500648100 206 11,800 X 11,800
KRAFT FOODS INC CL A 50075N104 558 19,800 X 19,800
KROGER CO COM 501044101 736 56,000 X 56,000
KROLL INC COM 501049100 263 12,300 X 12,300
LNR PPTY CORP COM 501940100 532 15,800 X 15,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 968 24,100 X 24,100
LANDAMERICA FINL GROUP INC COM 514936103 620 15,600 X 15,600
LEHMAN BROS HLDGS INC COM 524908100 993 17,200 X 17,200
LENDINGTREE INC COM 52602Q105 155 13,300 X 13,300
LENNAR CORP COM 526057104 268 5,000 X 5,000
LEUCADIA NATL CORP COM 527288104 261 7,300 X 7,300
LIBBEY INC COM 529898108 268 10,900 X 10,900
LIBERTY MEDIA CORP NEW COM SER A 530718105 1,781 183,000 X 183,000
LIFEPOINT HOSPITALS INC COM 53219L109 223 8,900 X 8,900
LILLY ELI & CO COM 532457108 4,058 71,000 X 71,000
LIMITED BRANDS INC COM 532716107 385 29,900 X 29,900
LINCARE HLDGS INC COM 532791100 1,424 46,400 X 46,400
LINEAR TECHNOLOGY CORP COM 535678106 691 22,400 X 22,400
LINENS N THINGS INC COM 535679104 1,183 58,200 X 58,200
LITHIA MTRS INC CL A 536797103 322 26,200 X 26,200
LIZ CLAIBORNE INC COM 539320101 989 32,000 X 32,000
LOCKHEED MARTIN CORP COM 539830109 1,255 26,400 X 26,400
LOWES COS INC COM 548661107 2,237 54,800 X 54,800
LUCENT TECHNOLOGIES INC COM 549463107 374 254,500 X 254,500
MBIA INC COM 55262C100 873 22,600 X 22,600
MBNA CORP COM 55262L100 1,127 74,900 X 74,900
M D C HLDGS INC COM 552676108 1,086 28,300 X 28,300
MFA MTG INVTS INC COM 55272X102 175 20,200 X 20,200
MRO SOFTWARE INC COM 55347W105 96 14,000 X 14,000
MACROMEDIA INC COM 556100105 138 11,400 X 11,400
MAGMA DESIGN AUTOMATION COM 559181102 148 19,100 X 19,100
MANTECH INTL CORP CL A 564563104 221 14,900 X 14,900
MARATHON OIL CORP COM 565849106 1,378 57,500 X 57,500
MARSH & MCLENNAN COS INC COM 571748102 1,646 38,600 X 38,600
MARVEL ENTERPRISES INC COM 57383M108 152 11,000 X 11,000
MASCO CORP COM 574599106 637 34,200 X 34,200
MAXIM INTEGRATED PRODS INC COM 57772K101 824 22,800 X 22,800
MAY DEPT STORES CO COM 577778103 203 10,200 X 10,200
MAXIMUS INC COM 577933104 344 16,200 X 16,200
MCDONALDS CORP COM 580135101 1,297 89,700 X 89,700
MCGRAW HILL COS INC COM 580645109 762 13,700 X 13,700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 222 4,000 X 4,000
MEDTRONIC INC COM 585055106 3,862 85,600 X 85,600
MELLON FINL CORP COM 58551A108 661 31,100 X 31,100
MENTOR CORP MINN COM 587188103 647 37,800 X 37,800
MERCANTILE BANKSHARES CORP COM 587405101 367 10,800 X 10,800
MERCK & CO INC COM 589331107 9,986 182,300 X 182,300
MERITAGE CORP COM 59001A102 238 7,100 X 7,100
MERRILL LYNCH & CO INC COM 590188108 2,145 60,600 X 60,600
METHODE ELECTRS INC CL A 591520200 143 17,600 X 17,600
METLIFE INC COM 59156R108 551 20,900 X 20,900
METRO ONE TELECOMMUNICATIONS COM 59163F105 55 11,100 X 11,100
MICROSOFT CORP COM 594918104 15,298 631,900 X 631,900
MICRON TECHNOLOGY INC COM 595112103 313 38,500 X 38,500
MID ATLANTIC MED SVCS INC COM 59523C107 446 11,000 X 11,000
MOBILE MINI INC COM 60740F105 623 39,000 X 39,000
MONACO COACH CORP COM 60886R103 148 14,300 X 14,300
MOOG INC CL A 615394202 591 19,300 X 19,300
MOORE LTD COM 615785102 138 13,200 X 13,200
MORGAN STANLEY COM NEW 617446448 3,900 101,700 X 101,700
MOTHERS WK INC COM 619903107 368 16,600 X 16,600
MOTOROLA INC COM 620076109 1,323 160,200 X 160,200
MULTIMEDIA GAMES INC COM 625453105 344 17,900 X 17,900
MYLAN LABS INC COM 628530107 1,121 39,000 X 39,000
NBTY INC COM 628782104 865 45,600 X 45,600
NCO GROUP INC COM 628858102 242 16,700 X 16,700
NVR INC COM 62944T105 559 1,700 X 1,700
NATIONAL CITY CORP COM 635405103 1,198 43,000 X 43,000
NAUTICA ENTERPRISES INC COM 639089101 249 25,700 X 25,700
NAUTILUS GROUP INC COM 63910B102 429 30,100 X 30,100
NDCHEALTH CORP COM 639480102 267 15,900 X 15,900
NETWORKS ASSOCS INC COM 640938106 180 13,000 X 13,000
NETWORK EQUIP TECHNOLOGIES COM 641208103 152 25,200 X 25,200
NEW CENTURY FINANCIAL CORP COM 64352D101 686 22,000 X 22,000
NEWFIELD EXPL CO COM 651290108 325 9,600 X 9,600
NIKE INC CL B 654106103 267 5,200 X 5,200
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 436 11,400 X 11,400
NORTHERN TR CORP COM 665859104 420 13,800 X 13,800
NORTHROP GRUMMAN CORP COM 666807102 935 10,900 X 10,900
NORTHWESTERN CORP COM 668074107 60 28,500 X 28,500
NOVASTAR FINL INC COM 669947400 205 6,000 X 6,000
NOVEN PHARMACEUTICALS INC COM 670009109 219 15,500 X 15,500
NUEVO ENERGY CO COM 670509108 305 22,500 X 22,500
OSI SYSTEMS INC COM 671044105 828 52,400 X 52,400
OCCIDENTAL PETE CORP DEL COM 674599105 791 26,400 X 26,400
ODYSSEY HEALTHCARE INC COM 67611V101 208 8,750 X 8,750
OMNICARE INC COM 681904108 1,295 47,600 X 47,600
OMNICOM GROUP INC COM 681919106 715 13,200 X 13,200
ORACLE CORP COM 68389X105 3,152 290,500 X 290,500
ORBITAL SCIENCES CORP COM 685564106 183 35,400 X 35,400
O REILLY AUTOMOTIVE INC COM 686091109 203 7,500 X 7,500
OSHKOSH TRUCK CORP COM 688239201 629 10,100 X 10,100
OUTBACK STEAKHOUSE INC COM 689899102 1,061 30,000 X 30,000
OVERTURE SVCS INC COM 69039R100 376 24,800 X 24,800
P F CHANGS CHINA BISTRO INC COM 69333Y108 237 6,400 X 6,400
PMA CAP CORP CL A 693419202 71 10,500 X 10,500
PMI GROUP INC COM 69344M101 330 12,900 X 12,900
PNC FINL SVCS GROUP INC COM 693475105 848 20,000 X 20,000
PPG INDS INC COM 693506107 1,186 26,300 X 26,300
PPL CORP COM 69351T106 1,115 31,300 X 31,300
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 313 43,400 X 43,400
PACIFIC SUNWEAR CALIF INC COM 694873100 869 42,700 X 42,700
PACKETEER INC COM 695210104 205 20,900 X 20,900
PANERA BREAD CO CL A 69840W108 290 9,500 X 9,500
PAPA JOHNS INTL INC COM 698813102 390 15,600 X 15,600
PAREXEL INTL CORP COM 699462107 281 20,509 X 20,509
PARKER HANNIFIN CORP COM 701094104 949 24,500 X 24,500
PATHMARK STORES INC NEW COM 70322A101 146 21,800 X 21,800
PATINA OIL & GAS CORP COM 703224105 355 10,800 X 10,800
PAXAR CORP COM 704227107 309 27,000 X 27,000
PAYCHEX INC COM 704326107 635 23,100 X 23,100
PENN NATL GAMING INC COM 707569109 195 11,000 X 11,000
PEPSICO INC COM 713448108 4,988 124,700 X 124,700
PERKINELMER INC COM 714046109 472 53,100 X 53,100
PERRIGO CO COM 714290103 159 13,400 X 13,400
PFIZER INC COM 717081103 13,726 440,500 X 440,500
PHARMACEUTICAL RES INC COM 717125108 336 7,900 X 7,900
PHARMACIA CORP COM 71713U102 3,949 91,200 X 91,200
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 62 10,800 X 10,800
PHOTRONICS INC COM 719405102 265 22,300 X 22,300
PINNACLE ENTMT INC COM 723456109 131 26,900 X 26,900
PINNACLE SYS INC COM 723481107 372 35,700 X 35,700
PITNEY BOWES INC COM 724479100 211 6,600 X 6,600
POLYMEDICA CORP COM 731738100 213 7,000 X 7,000
PRACTICEWORKS INC COM 739419109 171 16,695 X 16,695
PRAXAIR INC COM 74005P104 1,014 18,000 X 18,000
PREMCOR INC COM 74045Q104 213 8,300 X 8,300
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 551 20,300 X 20,300
PRIORITY HEALTHCARE CORP CL B 74264T102 341 12,800 X 12,800
PROCTER & GAMBLE CO COM 742718109 8,166 91,700 X 91,700
PROGRESS ENERGY INC COM 743263105 654 16,700 X 16,700
PROGRESSIVE CORP OHIO COM 743315103 807 13,600 X 13,600
PROTECTIVE LIFE CORP COM 743674103 505 17,700 X 17,700
PROVIDENT BANKSHARES CORP COM 743859100 369 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 151 17,100 X 17,100
PROVIDIAN FINL CORP COM 74406A102 99 15,100 X 15,100
PRUDENTIAL FINL INC COM 744320102 1,211 41,400 X 41,400
PULTE HOMES INC COM 745867101 1,439 28,700 X 28,700
QUALCOMM INC COM 747525103 2,135 59,300 X 59,300
QUIKSILVER INC COM 74838C106 582 19,000 X 19,000
R & G FINANCIAL CORP CL B 749136107 704 32,000 X 32,000
RLI CORP COM 749607107 341 12,700 X 12,700
RPM INTL INC COM 749685103 110 10,500 X 10,500
RMH TELESERVICES INC COM 749938106 129 19,800 X 19,800
RADIAN GROUP INC COM 750236101 740 22,176 X 22,176
RADIANT SYSTEMS INC COM 75025N102 140 18,900 X 18,900
RADISYS CORP COM 750459109 146 22,000 X 22,000
RARE HOSPITALITY INTL INC COM 753820109 507 18,200 X 18,200
RAYTHEON CO COM NEW 755111507 797 28,100 X 28,100
RECKSON ASSOCS RLTY CORP COM 75621K106 207 11,000 X 11,000
REGIS CORP MINN COM 758932107 640 25,700 X 25,700
RENAL CARE GROUP INC COM 759930100 490 15,700 X 15,700
REYNOLDS & REYNOLDS CO CL A 761695105 987 39,000 X 39,000
RIGGS NATL CORP WASH DC COM 766570105 418 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 338 26,000 X 26,000
ROPER INDS INC NEW COM 776696106 245 8,500 X 8,500
ROSLYN BANCORP INC COM 778162107 189 10,500 X 10,500
ROSS STORES INC COM 778296103 1,296 35,900 X 35,900
ROYAL BK CDA MONTREAL QUE COM 780087102 329 8,499 X 8,499
RYLAND GROUP INC COM 783764103 1,373 31,800 X 31,800
SBC COMMUNICATIONS INC COM 78387G103 4,957 247,100 X 247,100
SLM CORP COM 78442P106 1,154 10,400 X 10,400
SWS GROUP INC COM 78503N107 212 15,089 X 15,089
SAFEWAY INC COM NEW 786514208 1,335 70,500 X 70,500
SALTON INC COM 795757103 174 16,600 X 16,600
SARA LEE CORP COM 803111103 1,913 102,300 X 102,300
SAXON CAPITAL INC COM 80556P302 137 10,300 X 10,300
SCANSOURCE INC COM 806037107 212 11,300 X 11,300
SCHEIN HENRY INC COM 806407102 731 16,200 X 16,200
SCHERING PLOUGH CORP COM 806605101 1,963 110,100 X 110,100
SCHWAB CHARLES CORP NEW COM 808513105 557 77,100 X 77,100
SCIENTIFIC GAMES CORP CL A 80874P109 122 22,600 X 22,600
SEARS ROEBUCK & CO COM 812387108 481 19,900 X 19,900
SELECT COMFORT CORP COM 81616X103 200 19,799 X 19,799
SELECTIVE INS GROUP INC COM 816300107 326 13,300 X 13,300
SERENA SOFTWARE INC COM 817492101 373 23,400 X 23,400
SHAW GROUP INC COM 820280105 261 26,000 X 26,000
SIERRA HEALTH SVCS INC COM 826322109 599 46,400 X 46,400
SILGAN HOLDINGS INC COM 827048109 377 17,000 X 17,000
SKYWORKS SOLUTIONS INC COM 83088M102 185 29,700 X 29,700
SOLA INTL INC COM 834092108 156 12,600 X 12,600
SONIC CORP COM 835451105 211 8,300 X 8,300
SONUS NETWORKS INC COM 835916107 160 71,000 X 71,000
SOURCECORP COM 836167106 415 29,600 X 29,600
SOUTHERN CO COM 842587107 2,494 87,700 X 87,700
SOUTHERN UN CO NEW COM 844030106 228 18,800 X 18,800
SOUTHTRUST CORP COM 844730101 207 8,100 X 8,100
SOUTHWEST AIRLS CO COM 844741108 781 54,400 X 54,400
SOVEREIGN BANCORP INC COM 845905108 970 70,000 X 70,000
SPRINT CORP COM FON GROUP 852061100 739 62,900 X 62,900
STANDARD PAC CORP NEW COM 85375C101 357 14,000 X 14,000
STATE STR CORP COM 857477103 724 22,900 X 22,900
STEAK N SHAKE CO COM 857873103 143 15,700 X 15,700
STEEL DYNAMICS INC COM 858119100 365 31,200 X 31,200
STERLING BANCSHARES INC COM 858907108 490 41,200 X 41,200
STERICYCLE INC COM 858912108 289 7,700 X 7,700
STEWART INFORMATION SVCS COR COM 860372101 529 22,800 X 22,800
STONE ENERGY CORP COM 861642106 897 26,700 X 26,700
STRIDE RITE CORP COM 863314100 316 37,200 X 37,200
SUN MICROSYSTEMS INC COM 866810104 747 229,000 X 229,000
SUNRISE ASSISTED LIVING INC COM 86768K106 998 41,600 X 41,600
SUNTRUST BKS INC COM 867914103 927 17,600 X 17,600
SUPERVALU INC COM 868536103 308 19,900 X 19,900
SWIFT ENERGY CO COM 870738101 328 38,600 X 38,600
SYNOPSYS INC COM 871607107 1,009 23,700 X 23,700
SYSCO CORP COM 871829107 1,191 46,800 X 46,800
TBC CORP COM 872180104 153 10,900 X 10,900
TJX COS INC NEW COM 872540109 669 38,000 X 38,000
TXU CORP COM 873168108 400 22,400 X 22,400
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 662 29,700 X 29,700
TALK AMERICA HLDGS INC COM NEW 87426R202 234 32,300 X 32,300
TALX CORP COM 874918105 595 45,700 X 45,700
TARGET CORP COM 87612E106 1,873 64,000 X 64,000
TECHNITROL INC COM 878555101 164 11,200 X 11,200
TENET HEALTHCARE CORP COM 88033G100 576 34,500 X 34,500
TEXAS INSTRS INC COM 882508104 2,492 152,200 X 152,200
TEXTRON INC COM 883203101 687 25,000 X 25,000
THERMO ELECTRON CORP COM 883556102 912 50,400 X 50,400
THORNBURG MTG INC COM 885218107 215 10,400 X 10,400
3TEC ENERGY CORP COM NEW 88575R308 241 16,000 X 16,000
3M CO COM 88579Y101 3,576 27,500 X 27,500
TIVO INC COM 888706108 114 22,300 X 22,300
TRANSACTION SYS ARCHITECTS CL A 893416107 226 38,095 X 38,095
TRAVELERS PPTY CAS CORP NEW CL B 89420G406 944 66,900 X 66,900
TREDEGAR CORP COM 894650100 359 30,000 X 30,000
TRIBUNE CO NEW COM 896047107 617 13,700 X 13,700
TRUSTCO BK CORP N Y COM 898349105 325 33,700 X 33,700
UGI CORP NEW COM 902681105 576 12,600 X 12,600
US BANCORP DEL COM NEW 902973304 3,509 184,900 X 184,900
USA INTERACTIVE COM 902984103 418 15,600 X 15,600
U S PHYSICAL THERAPY INC COM 90337L108 145 13,000 X 13,000
UNION PAC CORP COM 907818108 979 17,800 X 17,800
UNION PLANTERS CORP COM 908068109 983 37,400 X 37,400
UNIT CORP COM 909218109 601 29,600 X 29,600
UNITED NAT FOODS INC COM 911163103 597 23,400 X 23,400
UNITED ONLINE INC COM 911268100 286 16,600 X 16,600
UNITED PARCEL SERVICE INC CL B 911312106 1,568 27,500 X 27,500
UNITED SURGICAL PARTNERS INT COM 913016309 322 17,400 X 17,400
UNITED TECHNOLOGIES CORP COM 913017109 2,941 50,900 X 50,900
UNITEDHEALTH GROUP INC COM 91324P102 1,760 19,200 X 19,200
USFREIGHTWAYS CORP COM 916906100 251 9,900 X 9,900
UTSTARCOM INC COM 918076100 1,471 73,600 X 73,600
VEECO INSTRS INC DEL COM 922417100 159 10,300 X 10,300
VERIZON COMMUNICATIONS COM 92343V104 7,639 216,100 X 216,100
VIACOM INC CL B 925524308 4,017 110,000 X 110,000
VINTAGE PETE INC COM 927460105 277 29,200 X 29,200
WACHOVIA CORP 2ND NEW COM 929903102 4,174 122,500 X 122,500
WAL MART STORES INC COM 931142103 10,000 192,200 X 192,200
WALGREEN CO COM 931422109 2,128 72,200 X 72,200
WASHINGTON MUT INC COM 939322103 3,795 107,600 X 107,600
WASTE CONNECTIONS INC COM 941053100 273 7,900 X 7,900
WASTE MGMT INC DEL COM 94106L109 864 40,800 X 40,800
WATSON PHARMACEUTICALS INC COM 942683103 1,033 35,900 X 35,900
WEBEX INC COM 94767L109 148 14,300 X 14,300
WEBSENSE INC COM 947684106 339 23,100 X 23,100
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,167 15,200 X 15,200
WELLS FARGO & CO NEW COM 949746101 5,430 120,700 X 120,700
WENDYS INTL INC COM 950590109 446 16,200 X 16,200
WESTERN DIGITAL CORP COM 958102105 328 36,200 X 36,200
WEYERHAEUSER CO COM 962166104 737 15,400 X 15,400
WHIRLPOOL CORP COM 963320106 314 6,400 X 6,400
WHITNEY HLDG CORP COM 966612103 376 11,000 X 11,000
WHOLE FOODS MKT INC COM 966837106 362 6,500 X 6,500
WILD OATS MARKETS INC COM 96808B107 94 10,100 X 10,100
WOLVERINE WORLD WIDE INC COM 978097103 363 21,700 X 21,700
WORTHINGTON INDS INC COM 981811102 716 60,000 X 60,000
WRIGLEY WM JR CO COM 982526105 644 11,400 X 11,400
WYETH COM 983024100 3,540 93,600 X 93,600
XILINX INC COM 983919101 585 25,000 X 25,000
ZALE CORP NEW COM 988858106 1,215 37,100 X 37,100
ZENITH NATL INS CORP COM 989390109 292 13,600 X 13,600
ZOLL MED CORP COM 989922109 437 10,700 X 10,700