FORM 13-F
Report for the Calendar Quarter Ended 30 June 2001.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 028-00850
Name, Phone No., and Title of Person Duly Authorized to submit this report:
Michael A. Harring
(309) 765-5799
Secretary
_____________________________________________________________
ATTENTION - Intentional misstatements or omissions of fact
constitute Federal Criminal Violations. See 18 U.S.C. 10001
and 15 U.S.C. 78ff(a).
_____________________________________________________________
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that
all information contained therein is true, correct and complete. It is
understood that all required items, statements and schedules are considered
integral parts of this Form and that the submission of any amendment
represents that all unamended items, statements and schedules remain true,
correct and complete as previously submitted.
Pursuant to the requirements of this Securities Exchange Act of 1934,
the undersigned institutional investment manager has caused this report to be
signed on its behalf in the City of Moline and State of Illinois
on the 9th day of August 2001.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
DEERE & COMPANY
30-JUN-2001
INVESTMENT DISCRETION VOTING
---------------------- AUTHORITY
SHARES OR ---------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
FOSTER WHEELER LTD SHS G36535105 167 18,500 X 18,500
GLOBAL CROSSING LTD COM G3921A100 924 106,900 X 106,900
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,035 25,100 X 25,100
CHECK POINT SOFTWARE TECH LTD ORD M22465104 228 4,500 X 4,500
ASML HLDG NV N Y SHS N07059111 601 27,000 X 27,000
A D C TELECOMMUNICATIONS COM 000886101 696 105,500 X 105,500
AFLAC INC COM 001055102 2,053 65,200 X 65,200
AES CORP COM 00130H105 2,385 55,400 X 55,400
AMR CORP COM 001765106 672 18,600 X 18,600
AOL TIME WARNER INC COM 00184A105 27,883 526,100 X 526,100
AT&T CORP COM 001957109 9,176 417,100 X 417,100
AT&T CORP COM WIRLES GRP 001957406 988 60,425 X 60,425
ABBOTT LABS COM 002824100 10,416 217,000 X 217,000
ABERCROMBIE & FITCH CO CL A 002896207 218 4,900 X 4,900
ADAPTEC INC COM 00651F108 304 30,600 X 30,600
ADOBE SYS INC COM 00724F101 1,377 29,300 X 29,300
ADTRAN INC COM 00738A106 451 22,000 X 22,000
ADVANCED DIGITAL INFORMATION COM 007525108 346 20,000 X 20,000
ADVANCED MICRO DEVICES INC COM 007903107 1,107 38,300 X 38,300
ADVANCED ENERGY INDS COM 007973100 206 5,000 X 5,000
AETNA INC NEW COM 00817Y108 440 17,000 X 17,000
AFFILIATED COMPUTER SERVICES CL A 008190100 1,151 16,000 X 16,000
AFFILIATED MANAGERS GROUP COM 008252108 431 7,000 X 7,000
AGILENT TECHNOLOGIES INC COM 00846U101 2,211 68,031 X 68,031
AIR PRODS & CHEMS INC COM 009158106 1,565 34,200 X 34,200
ALABAMA NATL BANCORP DELA COM 010317105 451 13,900 X 13,900
ALBERTO CULVER CO CL B CONV 013068101 282 6,700 X 6,700
ALBERTSONS INC COM 013104104 1,848 61,624 X 61,624
ALCAN INC COM 013716105 1,181 28,100 X 28,100
ALCOA INC COM 013817101 4,392 111,472 X 111,472
ALLEGHENY ENERGY INC COM 017361106 637 13,200 X 13,200
ALLERGAN INC COM 018490102 1,865 22,200 X 22,200
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 531 10,000 X 10,000
ALLIANT TECHSYSTEMS INC COM 018804104 270 3,000 X 3,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 446 23,900 X 23,900
ALLSTATE CORP COM 020002101 4,192 95,300 X 95,300
ALLTEL CORP COM 020039103 2,377 38,800 X 38,800
ALPHARMA INC CL A 020813101 439 16,100 X 16,100
ALTERA CORP COM 021441100 1,421 49,000 X 49,000
AMBAC FINL GROUP INC COM 023139108 733 12,600 X 12,600
AMERADA HESS CORP COM 023551104 881 10,900 X 10,900
AMEREN CORP COM 023608102 1,243 29,100 X 29,100
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 264 7,500 X 7,500
AMERICAN ELEC PWR INC COM 025537101 1,834 39,720 X 39,720
AMERICAN EXPRESS CO COM 025816109 6,340 163,400 X 163,400
AMERICAN GENERAL CORP COM 026351106 3,679 79,200 X 79,200
AMERICAN HOME PRODS CORP COM 026609107 9,976 169,800 X 169,800
AMERICAN INTL GROUP INC COM 026874107 24,517 288,400 X 288,400
AMERICAN MGMT SYS INC COM 027352103 887 37,600 X 37,600
AMERICAN PWR CONVERSION CORP COM 029066107 536 34,000 X 34,000
AMERICREDIT CORP COM 03060R101 1,501 28,900 X 28,900
AMGEN INC COM 031162100 8,234 135,700 X 135,700
AMPHENOL CORP NEW CL A 032095101 352 8,800 X 8,800
AMSOUTH BANCORPORATION COM 032165102 849 45,900 X 45,900
ANADARKO PETE CORP COM 032511107 1,374 25,483 X 25,483
ANALOG DEVICES INC COM 032654105 1,881 43,500 X 43,500
ANDREW CORP COM 034425108 186 10,100 X 10,100
ANHEUSER BUSCH COS INC COM 035229103 4,693 113,900 X 113,900
ANNTAYLOR STORES CORP COM 036115103 251 7,000 X 7,000
AON CORP COM 037389103 1,089 31,100 X 31,100
APACHE CORP COM 037411105 1,091 21,500 X 21,500
APOLLO GROUP INC CL A 037604105 552 13,000 X 13,000
APPLE COMPUTER INC COM 037833100 951 40,900 X 40,900
APPLEBEES INTL INC COM 037899101 480 15,000 X 15,000
APPLERA CORP COM AP BIO GRP 038020103 669 25,000 X 25,000
APPLICA INC COM 03815A106 207 26,000 X 26,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 535 31,100 X 31,100
APPLIED MATLS INC COM 038222105 5,318 108,300 X 108,300
APTARGROUP INC COM 038336103 435 13,400 X 13,400
ARCHER DANIELS MIDLAND CO COM 039483102 971 74,415 X 74,415
ARCTIC CAT INC COM 039670104 416 28,700 X 28,700
AREMISSOFT CORP DEL COM 040026106 387 23,900 X 23,900
ARGUSS COMMUNICATIONS INC COM 040282105 245 49,100 X 49,100
ARKANSAS BEST CORP DEL COM 040790107 461 20,000 X 20,000
ARROW ELECTRS INC COM 042735100 474 19,500 X 19,500
ARTESYN TECHNOLOGIES INC COM 043127109 141 10,900 X 10,900
ASHLAND INC COM 044204105 874 21,800 X 21,800
ASTORIA FINL CORP COM 046265104 1,243 22,600 X 22,600
ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 246 17,400 X 17,400
AUTODESK INC COM 052769106 787 21,100 X 21,100
AUTOMATIC DATA PROCESSING INC COM 053015103 3,812 76,700 X 76,700
AUTOZONE INC COM 053332102 566 15,100 X 15,100
AVAYA INC COM 053499109 480 35,041 X 35,041
AVERY DENNISON CORP COM 053611109 740 14,500 X 14,500
AVISTA CORP COM 05379B107 254 12,700 X 12,700
AVOCENT CORP COM 053893103 207 9,100 X 9,100
AVON PRODS INC COM 054303102 1,351 29,200 X 29,200
AWARE INC MASS COM 05453N100 441 49,000 X 49,000
BB&T CORP COM 054937107 1,622 44,200 X 44,200
BJ SVCS CO COM 055482103 307 10,600 X 10,600
BMC INDS INC MINN COM 055607105 134 22,400 X 22,400
BP PLC SPONSORED ADR 055622104 733 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 676 30,000 X 30,000
BAKER HUGHES INC COM 057224107 1,357 40,500 X 40,500
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 432 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 13,183 219,600 X 219,600
BANK NEW YORK INC COM 064057102 4,368 91,000 X 91,000
BANK ONE CORP COM 06423A103 5,434 151,800 X 151,800
BANKNORTH GROUP INC NEW COM 06646R107 317 14,000 X 14,000
BARD C R INC COM 067383109 347 6,100 X 6,100
BARRICK GOLD CORP COM 067901108 736 48,600 X 48,600
BAUSCH & LOMB INC COM 071707103 239 6,600 X 6,600
BAXTER INTL INC COM 071813109 3,676 72,800 X 72,800
BE AEROSPACE INC COM 073302101 343 18,000 X 18,000
BEAR STEARNS COS INC COM 073902108 1,309 22,200 X 22,200
BECKMAN COULTER INC COM 075811109 571 14,000 X 14,000
BECTON DICKINSON & CO COM 075887109 1,106 30,900 X 30,900
BED BATH & BEYOND INC COM 075896100 1,273 40,800 X 40,800
BELDEN INC COM 077459105 768 28,700 X 28,700
BELLSOUTH CORP COM 079860102 10,514 261,100 X 261,100
BEMIS INC COM 081437105 755 18,800 X 18,800
BEST BUY INC COM 086516101 1,969 31,000 X 31,000
BIG LOTS INC COM 089302103 186 13,600 X 13,600
BIO TECHNOLOGY GEN CORP COM 090578105 143 10,900 X 10,900
BIOGEN INC COM 090597105 1,364 25,100 X 25,100
BIOMET INC COM 090613100 1,053 21,900 X 21,900
BLACK & DECKER CORP COM 091797100 395 10,000 X 10,000
BLACK BOX CORP DEL COM 091826107 808 12,000 X 12,000
BLOCK H & R INC COM 093671105 994 15,400 X 15,400
BLYTH INC COM 09643P108 550 21,400 X 21,400
BOEING CO COM 097023105 6,655 119,700 X 119,700
BOISE CASCADE CORP COM 097383103 250 7,100 X 7,100
BOSTON SCIENTIFIC CORP COM 101137107 848 49,900 X 49,900
BRIGHTPOINT INC COM 109473108 85 29,400 X 29,400
BRINKER INTL INC COM 109641100 548 21,200 X 21,200
BRISTOL MYERS SQUIBB CO COM 110122108 12,787 244,500 X 244,500
BROADCOM CORP CL A 111320107 1,155 27,000 X 27,000
BROADVISION INC COM 111412102 163 32,500 X 32,500
BROOKS AUTOMATION INC COM 11434A100 231 5,000 X 5,000
BROWN FORMAN CORP CL B 115637209 543 8,500 X 8,500
BROWN SHOE INC NEW COM 115736100 386 21,400 X 21,400
BRUNSWICK CORP COM 117043109 260 10,800 X 10,800
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,757 58,000 X 58,000
BURLINGTON RES INC COM 122014103 1,045 26,300 X 26,300
CBRL GROUP INC COM 12489V106 361 21,300 X 21,300
CEC ENTMT INC COM 125137109 395 8,000 X 8,000
CIGNA CORP COM 125509109 2,328 24,300 X 24,300
CMS ENERGY CORP COM 125896100 847 30,400 X 30,400
CNF INC COM 12612W104 452 16,000 X 16,000
CSG SYS INTL INC COM 126349109 307 5,300 X 5,300
CSX CORP COM 126408103 978 27,000 X 27,000
CVS CORP COM 126650100 1,849 47,900 X 47,900
CABLETRON SYS INC COM 126920107 510 22,300 X 22,300
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 284 17,575 X 17,575
CABOT INDUSTRIAL TRUST COM 127072106 428 20,400 X 20,400
CACI INTL INC CL A 127190304 470 10,000 X 10,000
CALPINE CORP COM 131347106 1,315 34,800 X 34,800
CAMPBELL SOUP CO COM 134429109 1,769 68,700 X 68,700
CANADIAN PAC LTD NEW COM 135923100 306 7,900 X 7,900
CAPITAL ONE FINL CORP COM 14040H105 1,438 23,900 X 23,900
CARDINAL HEALTH INC COM 14149Y108 3,990 57,823 X 57,823
CARNIVAL CORP COM 143658102 2,705 88,100 X 88,100
CASEYS GEN STORES INC COM 147528103 270 20,800 X 20,800
CATERPILLAR INC DEL COM 149123101 2,117 42,300 X 42,300
CATO CORP NEW CL A 149205106 447 22,900 X 22,900
CENDANT CORP COM 151313103 2,839 145,600 X 145,600
CENTEX CORP COM 152312104 285 7,000 X 7,000
CENTURYTEL INC COM 156700106 527 17,400 X 17,400
CERIDIAN CORP NEW COM 156779100 307 16,000 X 16,000
CHARTER ONE FINL INC COM 160903100 812 25,455 X 25,455
CHEVRON CORPORATION COM 166751107 7,231 79,900 X 79,900
CHIRON CORP COM 170040109 1,107 21,700 X 21,700
CHUBB CORP COM 171232101 1,959 25,305 X 25,305
CINCINNATI FINL CORP COM 172062101 778 19,700 X 19,700
CINERGY CORP COM 172474108 682 19,500 X 19,500
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 455 25,300 X 25,300
CISCO SYS INC COM 17275R102 17,052 936,900 X 936,900
CINTAS CORP COM 172908105 990 21,400 X 21,400
CITIGROUP INC COM 172967101 34,842 659,392 X 659,392
CITIZENS COMMUNICATIONS CO COM 17453B101 347 28,800 X 28,800
CITRIX SYS INC COM 177376100 796 22,800 X 22,800
CLAYTON HOMES INC COM 184190106 565 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,452 71,000 X 71,000
CLEVELAND CLIFFS INC COM 185896107 533 28,800 X 28,800
CLOROX CO DEL COM 189054109 971 28,700 X 28,700
COACHMEN INDS INC COM 189873102 154 11,600 X 11,600
COCA COLA CO COM 191216100 13,968 310,400 X 310,400
COCA COLA ENTERPRISES INC COM 191219104 834 51,000 X 51,000
COLGATE PALMOLIVE CO COM 194162103 4,141 70,200 X 70,200
COMCAST CORP CL A SPL 200300200 4,787 110,300 X 110,300
COMERICA INC COM 200340107 1,106 19,200 X 19,200
COMMERCE BANCSHARES INC COM 200525103 446 12,080 X 12,080
COMMUNITY FIRST BANKSHARES INC COM 203902101 833 36,200 X 36,200
COMPAQ COMPUTER CORP COM 204493100 3,354 218,900 X 218,900
COMPUTER ASSOC INTL INC COM 204912109 2,902 80,600 X 80,600
COMPUTER SCIENCES CORP COM 205363104 720 20,800 X 20,800
COMPUWARE CORP COM 205638109 625 44,700 X 44,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,736 30,400 X 30,400
CONAGRA FOODS INC COM 205887102 1,294 65,300 X 65,300
CONCORD COMMUNICATIONS INC COM 206186108 161 17,900 X 17,900
CONCORD EFS INC COM 206197105 1,175 22,600 X 22,600
CONEXANT SYSTEMS INC COM 207142100 250 27,900 X 27,900
CONOCO INC CL B 208251405 2,217 76,700 X 76,700
CONSECO INC COM 208464107 555 40,100 X 40,100
CONSOLIDATED EDISON INC COM 209115104 1,584 39,800 X 39,800
CONSOLIDATED GRAPHICS INC COM 209341106 298 17,500 X 17,500
CONSTELLATION BRANDS INC CL A 21036P108 410 10,000 X 10,000
CONSTELLATION ENERGY GROUP INC COM 210371100 784 18,400 X 18,400
CONVERGYS CORP COM 212485106 566 18,700 X 18,700
COOPER INDS INC COM 216669101 641 16,200 X 16,200
COORS ADOLPH CO CL B 217016104 216 4,300 X 4,300
CORNING INC COM 219350105 1,795 107,400 X 107,400
COSTCO WHSL CORP NEW COM 22160K105 2,251 54,800 X 54,800
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,046 22,800 X 22,800
COVANCE INC COM 222816100 476 21,000 X 21,000
CRANE CO COM 224399105 223 7,200 X 7,200
CREDENCE SYS CORP COM 225302108 461 19,000 X 19,000
CULLEN FROST BANKERS INC COM 229899109 339 10,000 X 10,000
CYTYC CORP COM 232946103 207 9,000 X 9,000
DMC STRATEX NETWORKS INC COM 23322L106 185 18,500 X 18,500
D R HORTON INC COM 23331A109 577 25,412 X 25,412
DST SYS INC DEL COM 233326107 527 10,000 X 10,000
DTE ENERGY CO COM 233331107 803 17,300 X 17,300
DANA CORP COM 235811106 422 18,100 X 18,100
DANAHER CORP DEL COM 235851102 980 17,500 X 17,500
DARDEN RESTAURANTS INC COM 237194105 831 29,800 X 29,800
DELL COMPUTER CORP COM 247025109 8,303 317,500 X 317,500
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,093 68,600 X 68,600
DELTA AIR LINES INC DEL COM 247361108 670 15,200 X 15,200
DELUXE CORP COM 248019101 257 8,900 X 8,900
DENDRITE INTL INC COM 248239105 302 40,300 X 40,300
DENTSPLY INTL INC NEW COM 249030107 488 11,000 X 11,000
DEVON ENERGY CORP NEW COM 25179M103 599 11,400 X 11,400
DEVRY INC DEL COM 251893103 470 13,000 X 13,000
DIEBOLD INC COM 253651103 547 17,000 X 17,000
DIGITAL LIGHTWAVE INC COM 253855100 296 8,000 X 8,000
DILLARDS INC CL A 254067101 173 11,300 X 11,300
DISNEY WALT CO COM DISNEY 254687106 7,511 260,000 X 260,000
DOLLAR GEN CORP COM 256669102 782 40,087 X 40,087
DOMINION RES INC VA NEW COM 25746U109 1,756 29,200 X 29,200
DONNELLEY R R & SONS CO COM 257867101 953 32,100 X 32,100
DORAL FINL CORP COM 25811P100 412 12,000 X 12,000
DOVER CORP COM 260003108 930 24,700 X 24,700
DOW CHEM CO COM 260543103 3,611 108,614 X 108,614
DOW JONES & CO INC COM 260561105 639 10,700 X 10,700
DOWNEY FINL CORP COM 261018105 260 5,500 X 5,500
DU PONT E I DE NEMOURS & CO COM 263534109 6,165 127,800 X 127,800
DUKE ENERGY CORP COM 264399106 4,073 104,416 X 104,416
DYCOM INDS INC COM 267475101 631 27,500 X 27,500
DYNEGY INC NEW CL A 26816Q101 1,711 37,600 X 37,600
E M C CORP MASS COM 268648102 7,786 266,200 X 266,200
ENSCO INTL INC COM 26874Q100 234 10,000 X 10,000
EOG RES INC COM 26875P101 508 14,300 X 14,300
ESS TECHNOLOGY INC COM 269151106 551 52,000 X 52,000
EASTMAN CHEM CO COM 277432100 452 9,500 X 9,500
EASTMAN KODAK CO COM 277461109 1,760 37,700 X 37,700
EATON CORP COM 278058102 610 8,700 X 8,700
ECOLAB INC COM 278865100 643 15,700 X 15,700
EDISON INTL COM 281020107 876 78,600 X 78,600
EL PASO CORP COM 28336L109 3,210 61,095 X 61,095
ELECTRO SCIENTIFIC INDS COM 285229100 488 12,800 X 12,800
ELECTROGLAS INC COM 285324109 428 24,200 X 24,200
ELECTRONIC DATA SYS NEW COM 285661104 3,588 57,400 X 57,400
EMERSON ELEC CO COM 291011104 3,654 60,400 X 60,400
ENERGEN CORP COM 29265N108 210 7,600 X 7,600
ENGELHARD CORP COM 292845104 923 35,800 X 35,800
ENRON CORP COM 293561106 5,416 110,300 X 110,300
ENTERGY CORP NEW COM 29364G103 1,048 27,300 X 27,300
EQUIFAX INC COM 294429105 1,122 30,600 X 30,600
ETHAN ALLEN INTERIORS INC COM 297602104 244 7,500 X 7,500
EXELON CORP COM 30161N101 2,581 40,250 X 40,250
EXPRESS SCRIPTS INC COM 302182100 440 8,000 X 8,000
EXTENDED STAY AMER INC COM 30224P101 978 65,200 X 65,200
EXXON MOBIL CORP COM 30231G102 40,712 466,079 X 466,079
F M C CORP COM NEW 302491303 254 3,700 X 3,700
FPL GROUP INC COM 302571104 1,909 31,700 X 31,700
F Y I INC COM 302712104 410 10,000 X 10,000
FACTSET RESH SYS INC COM 303075105 214 6,000 X 6,000
FASTENAL CO COM 311900104 310 5,000 X 5,000
FEDERAL HOME LN MTG CORP COM 313400301 7,465 109,700 X 109,700
FEDERAL NATL MTG ASSN COM 313586109 12,594 147,900 X 147,900
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 280 13,500 X 13,500
FEDERATED DEPT STORES INC DEL COM 31410H101 1,513 35,600 X 35,600
FEDEX CORP COM 31428X106 1,411 35,100 X 35,100
FERRO CORP COM 315405100 382 17,500 X 17,500
FIFTH THIRD BANCORP COM 316773100 4,127 68,730 X 68,730
FINANCIAL FED CORP COM 317492106 472 16,300 X 16,300
FIRST DATA CORP COM 319963104 3,243 50,400 X 50,400
FIRST UN CORP COM 337358105 5,328 152,500 X 152,500
FISERV INC COM 337738108 1,254 19,600 X 19,600
FLAGSTAR BANCORP INC COM 337930101 385 18,400 X 18,400
FIRSTENERGY CORP COM 337932107 910 28,300 X 28,300
FLEETBOSTON FINL CORP COM 339030108 6,191 156,922 X 156,922
FLUOR CORP NEW COM 343412102 424 9,400 X 9,400
FORD MTR CO DEL COM PAR $0.01 345370860 5,607 228,400 X 228,400
FOREST LABS INC COM 345838106 1,534 21,600 X 21,600
FORRESTER RESH INC COM 346563109 346 15,300 X 15,300
FORTUNE BRANDS INC COM 349631101 1,312 34,200 X 34,200
FRANKLIN RES INC COM 354613101 1,364 29,800 X 29,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 208 18,800 X 18,800
G & K SVCS INC CL A 361268105 829 30,800 X 30,800
GPU INC COM 36225X100 524 14,900 X 14,900
GALILEO INTERNATIONAL INC COM 363547100 520 16,000 X 16,000
GANNETT INC COM 364730101 2,531 38,400 X 38,400
GAP INC DEL COM 364760108 4,670 161,050 X 161,050
GATEWAY INC COM 367626108 653 39,700 X 39,700
GENERAL DYNAMICS CORP COM 369550108 2,085 26,800 X 26,800
GENERAL ELEC CO COM 369604103 60,811 1,247,400 X 1,247,400
GENERAL MLS INC COM 370334104 1,532 35,000 X 35,000
GENERAL MTRS CORP COM 370442105 4,245 65,969 X 65,969
GENUINE PARTS CO COM 372460105 684 21,700 X 21,700
GEORGIA GULF CORP COM PAR $0.01 373200203 237 15,300 X 15,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 940 27,762 X 27,762
GILLETTE CO COM 375766102 4,038 139,300 X 139,300
GOLDEN ST BANCORP INC COM 381197102 450 14,600 X 14,600
GOLDEN WEST FINL CORP DEL COM 381317106 1,259 19,600 X 19,600
GOODRICH CORP COM 382388106 972 25,600 X 25,600
GOODYEAR TIRE & RUBR CO COM 382550101 538 19,200 X 19,200
GRACO INC COM 384109104 429 13,000 X 13,000
GRAINGER W W INC COM 384802104 477 11,600 X 11,600
GREAT ATLANTIC & PAC TEA INC COM 390064103 181 12,200 X 12,200
GREAT LAKES CHEM CORP COM 390568103 201 6,500 X 6,500
GREENPOINT FINL CORP COM 395384100 691 18,000 X 18,000
GUIDANT CORP COM 401698105 1,350 37,500 X 37,500
HCA-HEALTHCARE CO COM 404119109 3,082 68,200 X 68,200
HALLIBURTON CO COM 406216101 2,286 64,200 X 64,200
HANCOCK JOHN FINL SVCS INC COM 41014S106 717 17,800 X 17,800
HARCOURT GEN INC COM 41163G101 902 15,500 X 15,500
HARLEY DAVIDSON INC COM 412822108 1,737 36,900 X 36,900
HARRAHS ENTMT INC COM 413619107 498 14,100 X 14,100
HARTFORD FINL SVCS GROUP INC COM 416515104 1,874 27,400 X 27,400
HASBRO INC COM 418056107 306 21,200 X 21,200
HEALTHSOUTH CORP COM 421924101 752 47,100 X 47,100
HEINZ H J CO COM 423074103 1,734 42,400 X 42,400
HERCULES INC COM 427056106 148 13,100 X 13,100
HERSHEY FOODS CORP COM 427866108 1,018 16,500 X 16,500
HEWLETT PACKARD CO COM 428236103 7,250 253,500 X 253,500
HILLENBRAND INDS INC COM 431573104 588 10,300 X 10,300
HILTON HOTELS CORP COM 432848109 524 45,200 X 45,200
HOME DEPOT INC COM 437076102 14,477 311,000 X 311,000
HOMESTAKE MNG CO COM 437614100 253 31,900 X 31,900
HONEYWELL INTL INC COM 438516106 3,569 102,000 X 102,000
HOT TOPIC INC COM 441339108 746 24,000 X 24,000
HOUSEHOLD INTL INC COM 441815107 3,855 57,800 X 57,800
HUGHES SUPPLY INC COM 444482103 646 27,300 X 27,300
HUMANA INC COM 444859102 200 20,300 X 20,300
HUNTINGTON BANCSHARES INC COM 446150104 517 31,645 X 31,645
IBP INC COM 449223106 455 18,000 X 18,000
IMS HEALTH INC COM 449934108 1,029 36,100 X 36,100
ITT INDS INC IND COM 450911102 951 21,500 X 21,500
IDACORP INC COM 451107106 391 11,200 X 11,200
IDEXX LABS INC COM 45168D104 784 25,100 X 25,100
ILLINOIS TOOL WKS INC COM 452308109 2,310 36,500 X 36,500
ILLUMINET HLDGS INC COM 452334105 409 13,000 X 13,000
INCO LTD COM 453258402 376 21,800 X 21,800
INDEPENDENCE CMNTY BK CORP COM 453414104 460 23,300 X 23,300
INGERSOLL-RAND CO COM 456866102 812 19,700 X 19,700
INSIGHT ENTERPRISES INC COM 45765U103 417 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 430 44,100 X 44,100
INTEL CORP COM 458140100 25,091 857,800 X 857,800
INTER TEL INC COM 458372109 157 13,200 X 13,200
INTERMET CORP COM 45881K104 154 27,200 X 27,200
INTERNATIONAL BUSINESS MACHS COM 459200101 25,154 222,600 X 222,600
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 807 32,100 X 32,100
INTL PAPER CO COM 460146103 2,114 59,209 X 59,209
INTERNATIONAL RECTIFIER CORP COM 460254105 324 9,500 X 9,500
INTERPUBLIC GROUP COS INC COM 460690100 1,544 52,600 X 52,600
INTERVOICE-BRITE INC COM 461142101 185 16,800 X 16,800
INTUIT COM 461202103 908 22,700 X 22,700
INVACARE CORP COM 461203101 394 10,200 X 10,200
ISHARES TR S&P MIDCAP 400 464287507 954 9,200 X 9,200
ISHARES TR S&P SMLCAP 600 464287804 1,015 8,900 X 8,900
IVAX CORP COM 465823102 502 12,875 X 12,875
JDS UNIPHASE CORP COM 46612J101 1,953 156,200 X 156,200
JLG INDS INC COM 466210101 361 29,200 X 29,200
J P MORGAN CHASE & CO COM 46625H100 10,979 246,160 X 246,160
JABIL CIRCUIT INC COM 466313103 957 31,000 X 31,000
JEFFERIES GROUP INC NEW COM 472319102 389 12,000 X 12,000
JEFFERSON PILOT CORP COM 475070108 1,500 31,050 X 31,050
JOHNSON & JOHNSON COM 478160104 19,894 397,884 X 397,884
JOHNSON CTLS INC COM 478366107 971 13,400 X 13,400
JONES APPAREL GROUP INC COM 480074103 346 8,000 X 8,000
KLA-TENCOR CORP COM 482480100 1,357 23,200 X 23,200
K MART CORP COM 482584109 673 58,700 X 58,700
KEITHLEY INSTRS INC COM 487584104 305 14,300 X 14,300
KELLOGG CO COM 487836108 1,441 49,700 X 49,700
KELLWOOD CO COM 488044108 263 11,400 X 11,400
KEMET CORP COM 488360108 740 36,800 X 36,800
KERR MCGEE CORP COM 492386107 1,275 19,242 X 19,242
KEY PRODTN INC COM 493138101 300 18,000 X 18,000
KEYCORP NEW COM 493267108 1,360 52,200 X 52,200
KEYSPAN CORP COM 49337W100 591 16,200 X 16,200
KIMBERLY CLARK CORP COM 494368103 3,761 67,278 X 67,278
KIMCO REALTY CORP COM 49446R109 426 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 1,854 36,900 X 36,900
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 550 8,000 X 8,000
KING PHARMACEUTICALS INC COM 495582108 1,403 26,100 X 26,100
KNIGHT RIDDER INC COM 499040103 546 9,200 X 9,200
KOHLS CORP COM 500255104 4,429 70,600 X 70,600
KROGER CO COM 501044101 2,773 110,900 X 110,900
LNR PPTY CORP COM 501940100 455 13,000 X 13,000
LSI LOGIC CORP COM 502161102 716 38,100 X 38,100
L-3 COMMUNICATIONS HLDGS INC COM 502424104 458 6,000 X 6,000
LANDAMERICA FINL GROUP INC COM 514936103 455 14,300 X 14,300
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 291 17,100 X 17,100
LANDS END INC COM 515086106 402 10,000 X 10,000
LEGGETT & PLATT INC COM 524660107 531 24,100 X 24,100
LEHMAN BROS HLDGS INC COM 524908100 2,742 35,500 X 35,500
LENNAR CORP COM 526057104 367 8,800 X 8,800
LEXMARK INTL NEW CL A 529771107 1,049 15,600 X 15,600
LILLY ELI & CO COM 532457108 11,115 150,200 X 150,200
LIMITED INC COM 532716107 866 52,400 X 52,400
LINCARE HLDGS INC COM 532791100 540 18,000 X 18,000
LINCOLN NATL CORP IND COM 534187109 1,195 23,100 X 23,100
LINEAR TECHNOLOGY CORP COM 535678106 1,716 38,800 X 38,800
LIZ CLAIBORNE INC COM 539320101 1,039 20,600 X 20,600
LOCKHEED MARTIN CORP COM 539830109 1,841 49,700 X 49,700
LOEWS CORP COM 540424108 1,572 24,400 X 24,400
LOUISIANA PAC CORP COM 546347105 150 12,800 X 12,800
LOWES COS INC COM 548661107 4,832 66,600 X 66,600
LUBYS INC COM 549282101 171 17,500 X 17,500
LUCENT TECHNOLOGIES INC COM 549463107 2,581 415,660 X 415,660
MBIA INC COM 55262C100 1,829 32,850 X 32,850
MBNA CORP COM 55262L100 4,762 144,300 X 144,300
MGIC INVT CORP WIS COM 552848103 1,627 22,400 X 22,400
MSC INDL DIRECT INC CL A 553530106 522 30,000 X 30,000
MAGNA INTL INC CL A 559222401 553 9,000 X 9,000
MANDALAY RESORT GROUP COM 562567107 427 15,600 X 15,600
MANOR CARE INC NEW COM 564055101 400 12,600 X 12,600
MARSH & MCLENNAN COS INC COM 571748102 3,353 33,200 X 33,200
MARRIOTT INTL INC NEW CL A 571903202 1,401 29,600 X 29,600
MASCO CORP COM 574599106 1,393 55,800 X 55,800
MATTEL INC COM 577081102 986 52,100 X 52,100
MATTSON TECHNOLOGY INC COM 577223100 507 29,000 X 29,000
MAXIM INTEGRATED PRODS INC COM 57772K101 1,525 34,500 X 34,500
MAY DEPT STORES CO COM 577778103 1,487 43,400 X 43,400
MAYTAG CORP COM 578592107 562 19,200 X 19,200
MCDONALDS CORP COM 580135101 4,384 162,000 X 162,000
MCGRAW HILL COS INC COM 580645109 2,500 37,800 X 37,800
MCKESSON HBOC INC COM 58155Q103 1,388 37,382 X 37,382
MEAD CORP COM 582834107 331 12,200 X 12,200
MEDIMMUNE INC COM 584699102 1,204 25,500 X 25,500
MEDTRONIC INC COM 585055106 7,210 156,700 X 156,700
MELLON FINL CORP COM 58551A108 2,922 65,200 X 65,200
MENS WEARHOUSE INC COM 587118100 268 9,700 X 9,700
MENTOR CORP MINN COM 587188103 824 28,900 X 28,900
MERCANTILE BANKSHARES CORP COM 587405101 423 10,800 X 10,800
MERCK & CO INC COM 589331107 20,100 314,500 X 314,500
MERCURY INTERACTIVE CORP COM 589405109 767 12,800 X 12,800
MEREDITH CORP COM 589433101 218 6,100 X 6,100
MERRILL LYNCH & CO INC COM 590188108 6,346 107,100 X 107,100
METLIFE INC COM 59156R108 2,881 93,000 X 93,000
METRIS COS INC COM 591598107 1,261 37,400 X 37,400
MICHAELS STORES INC COM 594087108 578 14,100 X 14,100
MICROSOFT CORP COM 594918104 48,968 670,800 X 670,800
MICROCHIP TECHNOLOGY INC COM 595017104 535 16,000 X 16,000
MICRON TECHNOLOGY INC COM 595112103 3,674 89,400 X 89,400
MILLIPORE CORP COM 601073109 335 5,400 X 5,400
MINNESOTA MNG & MFG CO COM 604059105 5,534 48,500 X 48,500
MIRANT CORP COM 604675108 1,090 31,689 X 31,689
MOBILE MINI INC COM 60740F105 429 13,000 X 13,000
MOLEX INC COM 608554101 869 23,800 X 23,800
MOODYS CORP COM 615369105 673 20,100 X 20,100
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 9,879 153,800 X 153,800
MOTOROLA INC COM 620076109 4,407 266,100 X 266,100
MUTUAL RISK MGMT LTD COM 628351108 411 46,200 X 46,200
MYLAN LABS INC COM 628530107 478 17,000 X 17,000
NBTY INC COM 628782104 417 33,500 X 33,500
NCR CORP NEW COM 62886E108 517 11,000 X 11,000
NVR INC COM 62944T105 326 2,200 X 2,200
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NATIONAL CITY CORP COM 635405103 2,290 74,400 X 74,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 620 21,300 X 21,300
NATIONWIDE FINL SVCS INC CL A 638612101 480 11,000 X 11,000
NETWORK APPLIANCE INC COM 64120L104 525 38,300 X 38,300
NEW YORK TIMES CO CL A 650111107 832 19,800 X 19,800
NEWELL RUBBERMAID INC COM 651229106 814 32,420 X 32,420
NEWFIELD EXPL CO COM 651290108 228 7,100 X 7,100
NEWMONT MINING CORP COM 651639106 365 19,600 X 19,600
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,624 92,800 X 92,800
NIAGARA MOHAWK HLDGS INC COM 653520106 356 20,100 X 20,100
NICOR INC COM 654086107 222 5,700 X 5,700
NIKE INC CL B 654106103 1,369 32,600 X 32,600
99 CENTS ONLY STORES COM 65440K106 243 8,124 X 8,124
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NOBLE DRILLING CORP COM 655042109 524 16,000 X 16,000
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NORFOLK SOUTHERN CORP COM 655844108 971 46,800 X 46,800
NORTEL NETWORKS CORP NEW COM 656568102 3,445 381,500 X 381,500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 432 11,400 X 11,400
NORTHERN TR CORP COM 665859104 1,706 27,300 X 27,300
NORTHROP GRUMMAN CORP COM 666807102 1,137 14,200 X 14,200
NORTHWEST NAT GAS CO COM 667655104 525 21,100 X 21,100
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NUCOR CORP COM 670346105 474 9,700 X 9,700
NVIDIA CORP COM 67066G104 278 3,000 X 3,000
OCCIDENTAL PETE CORP DEL COM 674599105 1,465 55,100 X 55,100
OCULAR SCIENCES INC COM 675744106 467 18,400 X 18,400
OFFICE DEPOT INC COM 676220106 383 36,900 X 36,900
OLIN CORP COM PAR $1 680665205 316 18,600 X 18,600
OMNICOM GROUP INC COM 681919106 2,047 23,800 X 23,800
ON ASSIGNMENT INC COM 682159108 695 38,600 X 38,600
ORACLE CORP COM 68389X105 13,811 726,900 X 726,900
O REILLY AUTOMOTIVE INC COM 686091109 287 10,000 X 10,000
ORTHODONTIC CTRS AMER INC COM 68750P103 793 26,100 X 26,100
UTBACK STEAKHOUSE INC COM 689899102 490 17,000 X 17,000
OXFORD HEALTH PLANS INC COM 691471106 506 17,700 X 17,700
PG&E CORP COM 69331C108 529 47,200 X 47,200
PNC FINL SVCS GROUP INC COM 693475105 2,276 34,600 X 34,600
PPG INDS INC COM 693506107 1,803 34,300 X 34,300
PPL CORP COM 69351T106 930 16,900 X 16,900
PACCAR INC COM 693718108 488 9,500 X 9,500
PACIFIC SUNWEAR CALIF INC COM 694873100 597 26,600 X 26,600
PACTIV CORP COM 695257105 260 19,400 X 19,400
PALL CORP COM 696429307 885 37,600 X 37,600
PALM INC COM 696642107 420 69,113 X 69,113
PAPA JOHNS INTL INC COM 698813102 390 15,400 X 15,400
PARAMETRIC TECHNOLOGY CORP COM 699173100 462 33,000 X 33,000
PARKER HANNIFIN CORP COM 701094104 1,019 24,000 X 24,000
PATTERSON UTI ENERGY INC COM 703481101 348 19,500 X 19,500
PAXAR CORP COM 704227107 484 33,600 X 33,600
PAYCHEX INC COM 704326107 1,824 45,600 X 45,600
PENNEY J C INC COM 708160106 836 31,700 X 31,700
PEOPLESOFT INC COM 712713106 1,669 33,900 X 33,900
PEPSI BOTTLING GROUP INC COM 713409100 1,520 37,900 X 37,900
PEPSICO INC COM 713448108 7,828 177,100 X 177,100
PERKINELMER INC COM 714046109 732 26,600 X 26,600
PFIZER INC COM 717081103 33,894 846,300 X 846,300
PHARMACEUTICAL PROD DEV INC COM 717124101 610 20,000 X 20,000
PHARMACIA CORP COM 71713U102 7,584 165,047 X 165,047
PHELPS DODGE CORP COM 717265102 374 9,000 X 9,000
PHILIP MORRIS COS INC COM 718154107 13,601 268,000 X 268,000
PHILLIPS PETE CO COM 718507106 2,052 36,000 X 36,000
PHOENIX TECHNOLOGY LTD COM 719153108 330 22,600 X 22,600
PIER 1 IMPORTS INC COM 720279108 178 15,500 X 15,500
PINNACLE ENTMT INC COM 723456109 90 12,200 X 12,200
PINNACLE WEST CAP CORP COM 723484101 469 9,900 X 9,900
PIONEER STD ELECTRS INC COM 723877106 536 41,900 X 41,900
PITNEY BOWES INC COM 724479100 1,567 37,200 X 37,200
PLACER DOME INC COM 725906101 393 40,100 X 40,100
POGO PRODUCING CO COM 730448107 768 32,000 X 32,000
POLAROID CORP COM 731095105 69 26,400 X 26,400
POLYMEDICA CORP COM 731738100 486 12,000 X 12,000
POWER-ONE INC COM 739308104 231 13,900 X 13,900
PRAXAIR INC COM 74005P104 1,683 35,800 X 35,800
PRECISION CASTPARTS CORP COM 740189105 445 11,900 X 11,900
PRICE COMMUNICATIONS CORP COM NEW 741437305 460 22,800 X 22,800
PRICE T ROWE GROUP INC COM 74144T108 565 15,100 X 15,100
PRIME HOSPITALITY CORP COM 741917108 589 49,700 X 49,700
PROCTER & GAMBLE CO COM 742718109 11,082 173,700 X 173,700
PROFIT RECOVERY GROUP INTL INC COM 743168106 141 12,300 X 12,300
PROGRESS ENERGY INC COM 743263105 867 19,300 X 19,300
PROGRESSIVE CORP OHIO COM 743315103 1,163 8,600 X 8,600
PROVIDENT BANKSHARES CORP COM 743859100 471 18,900 X 18,900
PROVINCE HEALTHCARE CO COM 743977100 423 12,000 X 12,000
PROVIDIAN FINL CORP COM 74406A102 2,557 43,200 X 43,200
PROXIM INC COM 744284100 268 19,000 X 19,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,257 25,700 X 25,700
PUGET ENERGY INC NEW COM 745310102 553 21,100 X 21,100
PULTE HOMES INC COM 745867101 1,091 25,600 X 25,600
QLOGIC CORP COM 747277101 709 11,000 X 11,000
QUAKER OATS CO COM 747402105 1,396 15,300 X 15,300
QUALCOMM INC COM 747525103 6,480 110,800 X 110,800
QUANTA SVCS INC COM 74762E102 585 26,550 X 26,550
QUEST DIAGNOSTICS INC COM 74834L100 374 5,000 X 5,000
QUINTILES TRANSNATIONAL CORP COM 748767100 361 14,300 X 14,300
QWEST COMMUNICATIONS INTL INC COM 749121109 6,855 215,105 X 215,105
RADIAN GROUP INC COM 750236101 784 19,376 X 19,376
RADIOSHACK CORP COM 750438103 671 22,000 X 22,000
RALSTON PURINA CO COM 751277302 1,045 34,800 X 34,800
RAYMOND JAMES FINANCIAL INC COM 754730109 401 13,100 X 13,100
RAYTHEON CO COM NEW 755111507 1,081 40,700 X 40,700
REEBOK INTL LTD COM 758110100 221 6,900 X 6,900
REGIS CORP MINN COM 758932107 636 30,300 X 30,300
REGIONS FINL CORP COM 758940100 854 26,700 X 26,700
RELIANT ENERGY INC COM 75952J108 1,420 44,100 X 44,100
REMEDY CORP COM 759548100 487 14,000 X 14,000
RENAISSANCE LEARNING INC COM 75968L105 739 14,600 X 14,600
RESPIRONICS INC COM 761230101 324 10,900 X 10,900
RICHMOND CNTY FINL CORP COM 764556106 488 13,000 X 13,000
RIGGS NATL CORP WASH DC COM 766570105 265 15,600 X 15,600
ROBERT HALF INTL INC COM 770323103 796 32,000 X 32,000
ROCKWELL INTL CORP NEW COM 773903109 839 22,000 X 22,000
ROHM & HAAS CO COM 775371107 862 26,200 X 26,200
ROSLYN BANCORP INC COM 778162107 439 16,700 X 16,700
ROSS STORES INC COM 778296103 910 38,000 X 38,000
ROWAN COS INC COM 779382100 241 10,900 X 10,900
ROYAL BK CDA MONTREAL QUE COM 780087102 472 14,819 X 14,819
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 16,712 286,800 X 286,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 396 32,300 X 32,300
SBC COMMUNICATIONS INC COM 78387G103 17,368 433,548 X 433,548
SEI INVESTMENTS CO COM 784117103 853 18,000 X 18,000
SLI INC COM 78442T108 122 14,800 X 14,800
SPDR TR UNIT SER 1 78462F103 4,340 35,400 X 35,400
SPS TECHNOLOGIES INC COM 784626103 393 8,300 X 8,300
SABRE HLDGS CORP CL A 785905100 967 19,339 X 19,339
SAFECO CORP COM 786429100 460 15,600 X 15,600
SAFEWAY INC COM NEW 786514208 3,902 81,300 X 81,300
ST JUDE MED INC COM 790849103 588 9,800 X 9,800
ST PAUL COS INC COM 792860108 1,298 25,600 X 25,600
SANMINA CORP COM 800907107 847 36,200 X 36,200
SAPIENT CORP COM 803062108 142 14,600 X 14,600
SARA LEE CORP COM 803111103 1,894 99,983 X 99,983
SCHERING PLOUGH CORP COM 806605101 8,136 224,500 X 224,500
SCHLUMBERGER LTD COM 806857108 3,664 69,600 X 69,600
SCHOLASTIC CORP COM 807066105 286 6,800 X 6,800
SCHWAB CHARLES CORP NEW COM 808513105 2,647 168,050 X 168,050
SCIENTIFIC ATLANTA INC COM 808655104 983 24,200 X 24,200
SEALED AIR CORP NEW COM 81211K100 365 9,800 X 9,800
SEARS ROEBUCK & CO COM 812387108 2,272 53,700 X 53,700
SECTOR SPDR TR SBI INT-FINL 81369Y605 454 16,000 X 16,000
SECTOR SPDR TR SBI INT-UTILS 81369Y886 938 30,100 X 30,100
SELECTIVE INS GROUP INC COM 816300107 392 14,700 X 14,700
SEMPRA ENERGY COM 816851109 689 25,200 X 25,200
SHERWIN WILLIAMS CO COM 824348106 428 19,300 X 19,300
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 389 7,000 X 7,000
SHOPKO STORES INC COM 824911101 133 18,300 X 18,300
SIEBEL SYS INC COM 826170102 2,415 51,500 X 51,500
SIERRA HEALTH SVCS INC COM 826322109 199 28,400 X 28,400
SIGMA ALDRICH CORP COM 826552101 406 10,500 X 10,500
SMITH A O COM 831865209 369 20,600 X 20,600
SMITHFIELD FOODS INC COM 832248108 500 12,400 X 12,400
SMURFIT-STONE CONTAINER CORP COM 832727101 324 20,000 X 20,000
SOLA INTL INC COM 834092108 183 13,000 X 13,000
SOLECTRON CORP COM 834182107 1,484 81,100 X 81,100
SONIC CORP COM 835451105 357 11,250 X 11,250
SOUTHERN CO COM 842587107 1,853 79,700 X 79,700
SOUTHERN UN CO NEW COM 844030106 290 14,200 X 14,200
SOUTHTRUST CORP COM 844730101 1,804 69,400 X 69,400
SOUTHWEST AIRLS CO COM 844741108 1,965 106,250 X 106,250
SOUTHWEST SECS GROUP INC COM 845224104 350 16,900 X 16,900
SOVEREIGN BANCORP INC COM 845905108 585 45,000 X 45,000
SPHERION CORP COM 848420105 149 16,600 X 16,600
SPRINT CORP COM FON GROUP 852061100 2,542 119,000 X 119,000
SPRINT CORP PCS COM SER 1 852061506 2,724 112,800 X 112,800
STANDARD PAC CORP NEW COM 85375C101 412 17,800 X 17,800
STANLEY WKS COM 854616109 436 10,400 X 10,400
STAPLES INC COM 855030102 1,422 88,900 X 88,900
STARBUCKS CORP COM 855244109 1,523 66,200 X 66,200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 820 22,000 X 22,000
STATE STR CORP COM 857477103 1,940 39,200 X 39,200
STEAK N SHAKE CO COM 857873103 135 14,600 X 14,600
STERLING BANCSHARES INC COM 858907108 435 22,700 X 22,700
STILWELL FINL INC COM 860831106 899 26,800 X 26,800
STONE ENERGY CORP COM 861642106 474 10,700 X 10,700
STRIDE RITE CORP COM 863314100 189 22,200 X 22,200
STRYKER CORP COM 863667101 1,240 22,600 X 22,600
SUIZA FOODS CORP COM 865077101 531 10,000 X 10,000
SUN MICROSYSTEMS INC COM 866810104 6,769 430,600 X 430,600
SUNOCO INC COM 86764P109 381 10,400 X 10,400
SUNRISE ASSISTED LIVING INC COM 86768K106 394 15,000 X 15,000
SUNTRUST BKS INC COM 867914103 2,371 36,600 X 36,600
SUPERVALU INC COM 868536103 353 20,100 X 20,100
SYBASE INC COM 871130100 702 42,700 X 42,700
SYMANTEC CORP COM 871503108 284 6,500 X 6,500
SYMBOL TECHNOLOGIES INC COM 871508107 523 23,550 X 23,550
SYNOVUS FINL CORP COM 87161C105 1,086 34,600 X 34,600
SYSCO CORP COM 871829107 2,150 79,200 X 79,200
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 270 29,800 X 29,800
TECO ENERGY INC COM 872375100 549 18,000 X 18,000
TJX COS INC NEW COM 872540109 1,431 44,900 X 44,900
TRW INC COM 872649108 595 14,500 X 14,500
TMP WORLDWIDE INC COM 872941109 744 12,400 X 12,400
TXU CORP COM 873168108 2,106 43,700 X 43,700
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 315 17,000 X 17,000
TARGET CORP COM 87612E106 5,207 150,500 X 150,500
TECH DATA CORP COM 878237106 677 20,300 X 20,300
TEKTRONIX INC COM 879131100 399 14,700 X 14,700
TELLABS INC COM 879664100 1,500 77,400 X 77,400
TEMPLE INLAND INC COM 879868107 320 6,000 X 6,000
TENET HEALTHCARE CORP COM 88033G100 1,950 37,800 X 37,800
TENNECO AUTOMOTIVE INC COM 880349105 60 18,500 X 18,500
TERADYNE INC COM 880770102 1,110 31,700 X 31,700
TESORO PETE CORP COM 881609101 340 27,000 X 27,000
TETRA TECH INC NEW COM 88162G103 421 15,465 X 15,465
TEXACO INC COM 881694103 5,053 75,800 X 75,800
TEXAS INDS INC COM 882491103 292 8,500 X 8,500
TEXAS INSTRS INC COM 882508104 6,734 211,100 X 211,100
TEXTRON INC COM 883203101 1,431 26,000 X 26,000
THERAGENICS CORP COM 883375107 579 51,800 X 51,800
THERMO ELECTRON CORP COM 883556102 447 20,300 X 20,300
TIDEWATER INC COM 886423102 535 14,200 X 14,200
TIFFANY & CO NEW COM 886547108 619 17,100 X 17,100
TIMBERLAND CO CL A 887100105 893 22,600 X 22,600
TOLL BROTHERS INC COM 889478103 452 11,500 X 11,500
TORCHMARK CORP COM 891027104 607 15,100 X 15,100
TOSCO CORP COM NEW 891490302 744 16,900 X 16,900
TOWER AUTOMOTIVE INC COM 891707101 688 67,100 X 67,100
TOYS R US INC COM 892335100 626 25,300 X 25,300
TRICON GLOBAL RESTAURANTS COM 895953107 768 17,500 X 17,500
TRIBUNE CO NEW COM 896047107 2,293 57,300 X 57,300
TRIUMPH GROUP INC NEW COM 896818101 441 9,000 X 9,000
TYCO INTL LTD NEW COM 902124106 13,294 243,885 X 243,885
UGI CORP NEW COM 902681105 437 16,200 X 16,200
USX MARATHON GROUP COM NEW 902905827 1,971 66,800 X 66,800
UST INC COM 902911106 557 19,300 X 19,300
US BANCORP DEL COM NEW 902973304 5,795 254,300 X 254,300
USX-U S STL COM 90337T101 208 10,300 X 10,300
ULTIMATE ELECTRS INC COM 903849107 454 14,000 X 14,000
USA ED INC COM 90390U102 2,504 34,300 X 34,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 473 10,000 X 10,000
ULTRATECH STEPPER INC COM 904034105 282 11,000 X 11,000
UNILEVER N V N Y SHS NEW 904784709 4,164 69,900 X 69,900
UNION PAC CORP COM 907818108 1,818 33,100 X 33,100
UNION PLANTERS CORP COM 908068109 1,407 32,275 X 32,275
UNISYS CORP COM 909214108 565 38,400 X 38,400
UNIT CORP COM 909218109 342 21,600 X 21,600
UNITED TECHNOLOGIES CORP COM 913017109 5,634 76,900 X 76,900
UNITEDHEALTH GROUP INC COM 91324P102 2,371 38,400 X 38,400
UNIVERSAL ELECTRS INC COM 913483103 360 20,000 X 20,000
UNIVISION COMMUNICATIONS INC CL A 914906102 1,117 26,100 X 26,100
UNOCAL CORP COM 915289102 987 28,900 X 28,900
UNUMPROVIDENT CORP COM 91529Y106 932 29,006 X 29,006
V F CORP COM 918204108 498 13,700 X 13,700
VALASSIS COMMUNICATIONS INC COM 918866104 376 10,500 X 10,500
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 210 5,000 X 5,000
VERITY INC COM 92343C106 423 21,200 X 21,200
VERIZON COMMUNICATIONS COM 92343V104 19,367 362,002 X 362,002
VERITAS SOFTWARE CO COM 923436109 4,095 61,556 X 61,556
VIACOM INC CL B 925524308 9,628 186,046 X 186,046
VISHAY INTERTECHNOLOGY INC COM 928298108 1,010 43,900 X 43,900
VISTEON CORP COM 92839U107 303 16,484 X 16,484
VISX INC DEL COM 92844S105 437 22,600 X 22,600
VITESSE SEMICONDUCTOR CORP COM 928497106 774 36,800 X 36,800
VULCAN MATLS CO COM 929160109 640 11,900 X 11,900
WACHOVIA CORP COM 929771103 1,750 24,600 X 24,600
WAL MART STORES INC COM 931142103 27,933 572,400 X 572,400
WALGREEN CO COM 931422109 4,259 123,600 X 123,600
WASHINGTON MUT INC COM 939322103 4,433 118,050 X 118,050
WASTE CONNECTIONS INC COM 941053100 450 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 2,367 76,800 X 76,800
WATSON PHARMACEUTICALS INC COM 942683103 1,264 20,500 X 20,500
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,668 17,700 X 17,700
WELLS FARGO & CO NEW COM 949746101 9,337 201,100 X 201,100
WENDYS INTL INC COM 950590109 1,075 42,100 X 42,100
WERNER ENTERPRISES INC COM 950755108 907 37,400 X 37,400
WESTVACO CORP COM 961548104 282 11,600 X 11,600
WET SEAL INC CL A 961840105 626 18,100 X 18,100
WEYERHAEUSER CO COM 962166104 1,440 26,200 X 26,200
WHIRLPOOL CORP COM 963320106 538 8,600 X 8,600
WHITE ELECTR DESIGNS CORP COM 963801105 271 62,700 X 62,700
WHITNEY HLDG CORP COM 966612103 844 18,000 X 18,000
WILLAMETTE INDS INC COM 969133107 629 12,700 X 12,700
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 132 44,327 X 44,327
WILLIAMS COS INC DEL COM 969457100 1,776 53,900 X 53,900
WILLIAMS SONOMA INC COM 969904101 233 6,000 X 6,000
WINN DIXIE STORES INC COM 974280109 436 16,700 X 16,700
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,339 376,000 X 376,000
WORLDCOM INC GA NEW MCI GROUP COM 98157D304 242 15,040 X 15,040
WORTHINGTON INDS INC COM 981811102 704 51,800 X 51,800
WRIGLEY WM JR CO COM 982526105 1,237 26,400 X 26,400
XCEL ENERGY INC COM 98389B100 1,191 41,855 X 41,855
XILINX INC COM 983919101 1,654 40,100 X 40,100
XEROX CORP COM 984121103 785 82,000 X 82,000
YAHOO INC COM 984332106 1,343 67,200 X 67,200
ZALE CORP NEW COM 988858106 388 11,500 X 11,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 255 5,200 X 5,200
ZOLL MED CORP COM 989922109 412 15,000 X 15,000
GRAND TOTAL 1,566,741