FORM 13-F

           Report for the Calendar Quarter Ended 31 March 2002.

                                 ---------

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, schedules and tables are
considered integral parts of this Form and that the submission of any
amendment represents that all unamended items, statements, schedules and
tables 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 30th day of April 2002.

                                                 DEERE & COMPANY
                                                (Name of Institutional
                                                 Investment Manager)

                                                /s/ Michael A. Harring
                                                --------------------------
                                                (Manual Signature of
                                                 Person Duly Authorized
                                                 to Submit This Report)







DEERE & COMPANY
31-MAR-2002
                                                                                      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            997      23,900  X                               23,900
GARMIN LTD                     ORD              G37260109          1,304      56,900  X                               56,900
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101            770      15,400  X                               15,400
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109            970      29,200  X                               29,200
TRENWICK GROUP LTD             COM              G9032C109            257      28,600  X                               28,600
XL CAP LTD                     CL A             G98255105          1,130      12,100  X                               12,100
TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108            380      13,400  X                               13,400
AAR CORP                       COM              000361105            142      13,200  X                               13,200
A D C TELECOMMUNICATIONS       COM              000886101            294      72,300  X                               72,300
AFLAC INC                      COM              001055102          1,410      47,800  X                               47,800
AES CORP                       COM              00130H105            439      48,800  X                               48,800
AMR CORP                       COM              001765106            372      14,100  X                               14,100
AOL TIME WARNER INC            COM              00184A105          9,585     405,300  X                              405,300
AT&T CORP                      COM              001957109          5,087     324,000  X                              324,000
AT&T WIRELESS SVCS INC         COM              00209A106          2,229     249,047  X                              249,047
AARON RENTS INC                COM              002535201            219       9,600  X                                9,600
ABBOTT LABS                    COM              002824100          8,595     163,400  X                              163,400
ACTRADE FINL TECHNOLOGIES LT   COM              00507P102            411      26,800  X                               26,800
ADAPTEC INC                    COM              00651F108            409      30,600  X                               30,600
ADOBE SYS INC                  COM              00724F101            874      21,700  X                               21,700
ADVANCEPCS                     COM              00790K109          1,538      51,100  X                               51,100
ADVANCED MICRO DEVICES INC     COM              007903107            457      31,100  X                               31,100
AETNA INC NEW                  COM              00817Y108            509      13,100  X                               13,100
AFFILIATED COMPUTER SERVICES   CL A             008190100          1,684      30,000  X                               30,000
AFFILIATED MANAGERS GROUP      COM              008252108            431       6,000  X                                6,000
AFTERMARKET TECHNOLOGY CORP    COM              008318107            442      23,700  X                               23,700
AGILENT TECHNOLOGIES INC       COM              00846U101          1,475      42,200  X                               42,200
AIR PRODS & CHEMS INC          COM              009158106          1,074      20,800  X                               20,800
ALBANY MOLECULAR RESH INC      COM              012423109            372      15,500  X                               15,500
ALBEMARLE CORP                 COM              012653101            331      12,000  X                               12,000
ALBERTO CULVER CO              CL B CONV        013068101            281       5,200  X                                5,200
ALBERTSONS INC                 COM              013104104          2,615      78,900  X                               78,900
ALCAN INC                      COM              013716105          1,165      29,400  X                               29,400
ALCOA INC                      COM              013817101          3,146      83,372  X                               83,372
ALLEGHENY ENERGY INC           COM              017361106            476      11,500  X                               11,500
ALLERGAN INC                   COM              018490102          1,164      18,000  X                               18,000
ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101          1,313      28,300  X                               28,300
ALLIANT TECHSYSTEMS INC        COM              018804104            291       2,850  X                                2,850
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308            234      18,000  X                               18,000
ALLSTATE CORP                  COM              020002101          2,753      72,900  X                               72,900
ALLTEL CORP                    COM              020039103          1,783      32,100  X                               32,100
ALPHARMA INC                   CL A             020813101            280      19,600  X                               19,600
ALTERA CORP                    COM              021441100            772      35,300  X                               35,300
AMBAC FINL GROUP INC           COM              023139108            573       9,700  X                                9,700
AMERADA HESS CORP              COM              023551104            643       8,100  X                                8,100
AMEREN CORP                    COM              023608102          1,736      40,600  X                               40,600
AMERICAN ELEC PWR INC          COM              025537101          1,361      29,520  X                               29,520
AMERICAN EXPRESS CO            COM              025816109          5,005     122,200  X                              122,200
AMERICAN INTL GROUP INC        COM              026874107         17,466     242,108  X                              242,108
AMERICAN MGMT SYS INC          COM              027352103          1,567      83,900  X                               83,900
AMERICAN PWR CONVERSION CORP   COM              029066107            265      17,900  X                               17,900
AMERICAN WOODMARK CORP         COM              030506109            397       6,300  X                                6,300
AMERICREDIT CORP               COM              03060R101            912      24,000  X                               24,000
AMERISOURCEBERGEN CORP         COM              03073E105            642       9,400  X                                9,400
AMGEN INC                      COM              031162100          6,117     102,500  X                              102,500
AMSOUTH BANCORPORATION         COM              032165102          1,064      48,400  X                               48,400
ANADARKO PETE CORP             COM              032511107          1,287      22,800  X                               22,800
ANALOG DEVICES INC             COM              032654105          1,491      33,100  X                               33,100
ANHEUSER BUSCH COS INC         COM              035229103          4,541      87,000  X                               87,000
AON CORP                       COM              037389103            865      24,700  X                               24,700
APACHE CORP                    COM              037411105            713      12,530  X                               12,530
APOLLO GROUP INC               CL A             037604105          1,376      25,700  X                               25,700
APPLE COMPUTER INC             COM              037833100            760      32,100  X                               32,100
APPLEBEES INTL INC             COM              037899101            436      12,000  X                               12,000
APPLERA CORP                   COM AP BIO GRP   038020103            434      19,400  X                               19,400
APPLIED MICRO CIRCUITS CORP    COM              03822W109            218      27,300  X                               27,300
APPLIED MATLS INC              COM              038222105          5,356      98,700  X                               98,700
ARCHER DANIELS MIDLAND CO      COM              039483102            843      60,535  X                               60,535
ARCTIC CAT INC                 COM              039670104            463      23,000  X                               23,000
ARTESYN TECHNOLOGIES INC       COM              043127109            266      28,600  X                               28,600
ARTHROCARE CORP                COM              043136100            728      40,400  X                               40,400
ASHLAND INC                    COM              044204105          1,684      37,000  X                               37,000
ASTORIA FINL CORP              COM              046265104          1,551      53,400  X                               53,400
ATMOS ENERGY CORP              COM              049560105            330      14,000  X                               14,000
ATWOOD OCEANICS INC            COM              050095108            413       9,000  X                                9,000
AUTODESK INC                   COM              052769106          1,601      34,300  X                               34,300
AUTOMATIC DATA PROCESSING IN   COM              053015103          3,292      56,500  X                               56,500
AUTOZONE INC                   COM              053332102            682       9,900  X                                9,900
AVANT CORP                     COM              053487104            401      20,000  X                               20,000
AVAYA INC                      COM              053499109            194      26,278  X                               26,278
AVERY DENNISON CORP            COM              053611109            922      15,100  X                               15,100
AVISTA CORP                    COM              05379B107            349      22,500  X                               22,500
AVOCENT CORP                   COM              053893103            346      12,900  X                               12,900
AVON PRODS INC                 COM              054303102          1,173      21,600  X                               21,600
AWARE INC MASS                 COM              05453N100            324      51,000  X                               51,000
BB&T CORP                      COM              054937107          1,852      48,600  X                               48,600
BMC SOFTWARE INC               COM              055921100            436      22,400  X                               22,400
BAKER HUGHES INC               COM              057224107          1,178      30,800  X                               30,800
BALL CORP                      COM              058498106            236       5,000  X                                5,000
BALLY TOTAL FITNESS HLDG COR   COM              05873K108            320      14,600  X                               14,600
BANK OF AMERICA CORPORATION    COM              060505104         11,421     167,900  X                              167,900
BANK NEW YORK INC              COM              064057102          2,832      67,400  X                               67,400
BANK ONE CORP                  COM              06423A103          4,462     106,800  X                              106,800
BARD C R INC                   COM              067383109            278       4,700  X                                4,700
BARRICK GOLD CORP              COM              067901108            911      49,107  X                               49,107
BARR LABS INC                  COM              068306109            263       4,000  X                                4,000
BAUSCH & LOMB INC              COM              071707103            218       4,900  X                                4,900
BAXTER INTL INC                COM              071813109          3,220      54,100  X                               54,100
BE AEROSPACE INC               COM              073302101            858      86,400  X                               86,400
BEAR STEARNS COS INC           COM              073902108          1,832      29,200  X                               29,200
BECKMAN COULTER INC            COM              075811109          1,318      25,800  X                               25,800
BECTON DICKINSON & CO          COM              075887109          1,309      34,700  X                               34,700
BED BATH & BEYOND INC          COM              075896100            898      26,600  X                               26,600
BELDEN INC                     COM              077459105            734      30,800  X                               30,800
BELLSOUTH CORP                 COM              079860102          6,782     184,000  X                              184,000
BEMIS INC                      COM              081437105          1,766      32,500  X                               32,500
BEST BUY INC                   COM              086516101          1,964      24,800  X                               24,800
BIG LOTS INC                   COM              089302103            146      10,400  X                               10,400
BIOGEN INC                     COM              090597105            996      20,300  X                               20,300
BIOMET INC                     COM              090613100            667      24,650  X                               24,650
BIOSITE INC                    COM              090945106            396      16,000  X                               16,000
BLACK & DECKER CORP            COM              091797100            340       7,300  X                                7,300
BLACK BOX CORP DEL             COM              091826107            620      12,800  X                               12,800
BLOCK H & R INC                COM              093671105          1,405      31,600  X                               31,600
BLYTH INC                      COM              09643P108          1,299      49,000  X                               49,000
BOB EVANS FARMS INC            COM              096761101            480      17,000  X                               17,000
BOEING CO                      COM              097023105          4,907     101,700  X                              101,700
BOSTON SCIENTIFIC CORP         COM              101137107            926      36,900  X                               36,900
BRIGGS & STRATTON CORP         COM              109043109            327       7,100  X                                7,100
BRIGHTPOINT INC                COM              109473108             27      29,400  X                               29,400
BRINKER INTL INC               COM              109641100            519      16,000  X                               16,000
BRISTOL MYERS SQUIBB CO        COM              110122108          7,175     177,200  X                              177,200
BROADCOM CORP                  CL A             111320107            862      24,000  X                               24,000
BROWN FORMAN CORP              CL B             115637209            458       6,300  X                                6,300
BROWN SHOE INC NEW             COM              115736100            416      21,400  X                               21,400
BRUNSWICK CORP                 COM              117043109            219       8,000  X                                8,000
BUCKEYE TECHNOLOGIES INC       COM              118255108            112      10,900  X                               10,900
BURLINGTON NORTHN SANTA FE C   COM              12189T104          1,068      35,400  X                               35,400
BURLINGTON RES INC             COM              122014103            738      18,400  X                               18,400
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107            440      10,000  X                               10,000
CBRL GROUP INC                 COM              12489V106            251       8,800  X                                8,800
CEC ENTMT INC                  COM              125137109            462      10,000  X                               10,000
CIGNA CORP                      COM              125509109          1,338      13,200  X                               13,200
CMS ENERGY CORP                COM              125896100          1,466      64,800  X                               64,800
CSX CORP                       COM              126408103            743      19,500  X                               19,500
CTS CORP                       COM              126501105            320      19,700  X                               19,700
CVS CORP                       COM              126650100          1,229      35,800  X                               35,800
CABOT CORP                     COM              127055101            287       7,800  X                                7,800
CALPINE CORP                   COM              131347106            356      28,000  X                               28,000
CAMPBELL SOUP CO               COM              134429109          2,136      79,700  X                               79,700
CAPITAL ONE FINL CORP          COM              14040H105          1,258      19,700  X                               19,700
CARAUSTAR INDS INC             COM              140909102            178      17,050  X                               17,050
CARDINAL HEALTH INC            COM              14149Y108          4,509      63,600  X                               63,600
CARNIVAL CORP                  COM              143658102          2,994      91,700  X                               91,700
CATAPULT COMMUNICATIONS CORP   COM              149016107            490      19,400  X                               19,400
CATERPILLAR INC DEL            COM              149123101          1,785      31,400  X                               31,400
CATO CORP NEW                  CL A             149205106            423      19,000  X                               19,000
CENDANT CORP                   COM              151313103          3,612     188,100  X                              188,100
CENTEX CORP                    COM              152312104            291       5,600  X                                5,600
CENTURYTEL INC                 COM              156700106            439      12,900  X                               12,900
CHARTER ONE FINL INC           COM              160903100          1,902      60,927  X                               60,927
CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109            395      25,000  X                               25,000
CHEVRONTEXACO CORP             COM              166764100         10,111     112,006  X                              112,006
CHIRON CORP                    COM              170040109            794      17,300  X                               17,300
CHUBB CORP                     COM              171232101          1,133      15,500  X                               15,500
CIENA CORP                     COM              171779101            270      30,000  X                               30,000
CINCINNATI FINL CORP           COM              172062101            646      14,800  X                               14,800
CINERGY CORP                   COM              172474108            522      14,600  X                               14,600
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108            345      19,100  X                               19,100
CISCO SYS INC                  COM              17275R102         11,744     693,700  X                              693,700
CINTAS CORP                    COM              172908105            773      15,500  X                               15,500
CITIGROUP INC                  COM              172967101         24,087     486,400  X                              486,400
CITIZENS COMMUNICATIONS CO     COM              17453B101            276      25,700  X                               25,700
CITRIX SYS INC                 COM              177376100          1,500      86,800  X                               86,800
CLEAR CHANNEL COMMUNICATIONS   COM              184502102          2,812      54,700  X                               54,700
CLEVELAND CLIFFS INC           COM              185896107            634      28,800  X                               28,800
CLOROX CO DEL                  COM              189054109            929      21,300  X                               21,300
COACHMEN INDS INC              COM              189873102            189      11,600  X                               11,600
COCA COLA CO                   COM              191216100         11,900     227,700  X                              227,700
COCA COLA ENTERPRISES INC      COM              191219104            764      40,700  X                               40,700
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102            417       9,900  X                                9,900
COLGATE PALMOLIVE CO           COM              194162103          2,886      50,500  X                               50,500
COMCAST CORP                   CL A SPL         200300200          2,751      86,500  X                               86,500
COMERICA INC                   COM              200340107          1,020      16,300  X                               16,300
COMMERCE BANCSHARES INC        COM              200525103          1,322      29,900  X                               29,900
COMMUNITY FIRST BANKSHARES I   COM              203902101            414      16,000  X                               16,000
OMPASS BANCSHARES INC          COM              20449H109          1,281      41,500  X                               41,500
COMPAQ COMPUTER CORP           COM              204493100          1,621     155,100  X                              155,100
COMPUTER ASSOC INTL INC        COM              204912109          1,154      52,700  X                               52,700
COMPUTER SCIENCES CORP         COM              205363104            792      15,600  X                               15,600
COMPUWARE CORP                 COM              205638109            634      49,100  X                               49,100
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402            927      73,200  X                               73,200
CONAGRA FOODS INC              COM              205887102          1,193      49,200  X                               49,200
CONCORD EFS INC                COM              206197105          1,533      46,100  X                               46,100
CONEXANT SYSTEMS INC           COM              207142100            281      23,300  X                               23,300
CONOCO INC                     COM              208251504          1,672      57,300  X                               57,300
CONSECO INC                    COM              208464107            114      31,600  X                               31,600
CONSOLIDATED EDISON INC        COM              209115104          2,041      48,700  X                               48,700
CONSTELLATION BRANDS INC       CL A             21036P108            440       8,000  X                                8,000
CONSTELLATION ENERGY GROUP I   COM              210371100            463      15,000  X                               15,000
CONVERGYS CORP                 COM              212485106            467      15,800  X                               15,800
COOPER INDS INC                COM              216669101            361       8,600  X                                8,600
COORS ADOLPH CO                CL B             217016104            607       9,000  X                                9,000
CORNING INC                    COM              219350105            660      86,600  X                               86,600
COSTCO WHSL CORP NEW           COM              22160K105          1,649      41,400  X                               41,400
COUNTRYWIDE CR INDS INC DEL    COM              222372104          1,204      26,900  X                               26,900
COVANCE INC                    COM              222816100            406      20,000  X                               20,000
CULLEN FROST BANKERS INC       COM              229899109            316       8,800  X                                8,800
DRS TECHNOLOGIES INC           COM              23330X100            456      11,000  X                               11,000
D R HORTON INC                 COM              23331A109            415      11,000  X                               11,000
DTE ENERGY CO                  COM              233331107            678      14,900  X                               14,900
DANA CORP                      COM              235811106            292      13,600  X                               13,600
DANAHER CORP DEL               COM              235851102            930      13,100  X                               13,100
DARDEN RESTAURANTS INC         COM              237194105          1,043      25,700  X                               25,700
DAVOX CORP                     COM              239208101            119      14,900  X                               14,900
DEAN FOODS CO NEW              COM              242370104          1,386      18,300  X                               18,300
DELL COMPUTER CORP             COM              247025109          6,541     250,500  X                              250,500
DELPHI CORP                    COM              247126105            820      51,300  X                               51,300
DELTA & PINE LD CO             COM              247357106            271      14,300  X                               14,300
DELTA AIR LINES INC DEL        COM              247361108            370      11,300  X                               11,300
DELUXE CORP                    COM              248019101            550      11,900  X                               11,900
DENTSPLY INTL INC NEW          COM              249030107          1,988      53,650  X                               53,650
DEVON ENERGY CORP NEW          COM              25179M103            555      11,500  X                               11,500
DIEBOLD INC                    COM              253651103          1,251      30,700  X                               30,700
DIGITAL LIGHTWAVE INC          COM              253855100            110      17,700  X                               17,700
DISNEY WALT CO                 COM DISNEY       254687106          4,309     186,700  X                              186,700
DIRECT FOCUS INC               COM              254931108            419      11,000  X                               11,000
DOLLAR GEN CORP                COM              256669102            493      30,287  X                               30,287
DOMINION RES INC VA NEW        COM              25746U109          1,570      24,100  X                               24,100
DONNELLEY R R & SONS CO        COM              257867101          1,611      51,800  X                               51,800
DORAL FINL CORP                COM              25811P100            407      12,000  X                               12,000
DOVER CORP                     COM              260003108            759      18,500  X                               18,500
DOW CHEM CO                    COM              260543103          2,703      82,614  X                               82,614
DOW JONES & CO INC             COM              260561105            454       7,800  X                                7,800
DU PONT E I DE NEMOURS & CO    COM              263534109          4,427      93,900  X                               93,900
DUKE ENERGY CORP               WHEN ISSUED      264399106          4,533     119,916  X                              119,916
DUPONT PHOTOMASKS INC          COM              26613X101            322       6,200  X                                6,200
DYNEGY INC NEW                 CL A             26816Q101            931      32,100  X                               32,100
E M C CORP MASS                COM              268648102          2,419     202,900  X                              202,900
EOG RES INC                    COM              26875P101            430      10,600  X                               10,600
ESS TECHNOLOGY INC             COM              269151106            332      16,000  X                               16,000
EASTMAN CHEM CO                COM              277432100            346       7,100  X                                7,100
EASTMAN KODAK CO               COM              277461109            829      26,600  X                               26,600
EATON CORP                     COM              278058102            510       6,300  X                                6,300
ECOLAB INC                     COM              278865100            535      11,700  X                               11,700
EDISON INTL                    COM              281020107          1,801     107,500  X                              107,500
EL PASO CORP                   COM              28336L109          2,056      46,695  X                               46,695
ELAN PLC                       ADR              284131208            594      42,700  X                               42,700
ELECTRONIC DATA SYS NEW        COM              285661104          3,068      52,900  X                               52,900
EMERSON ELEC CO                COM              291011104          3,438      59,900  X                               59,900
ENGELHARD CORP                 COM              292845104          1,707      55,000  X                               55,000
ENTERGY CORP NEW               COM              29364G103          1,094      25,200  X                               25,200
EQUIFAX INC                    COM              294429105            398      13,300  X                               13,300
EQUITY OFFICE PROPERTIES TRU   COM              294741103          1,137      37,900  X                               37,900
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107            713      24,800  X                               24,800
EXELON CORP                    COM              30161N101          1,555      29,350  X                               29,350
EXPRESS SCRIPTS INC            COM              302182100            461       8,000  X                                8,000
EXTENDED STAY AMER INC         COM              30224P101          1,293      74,300  X                               74,300
EXXON MOBIL CORP               COM              30231G102         28,095     641,000  X                              641,000
FPL GROUP INC                  COM              302571104          1,679      28,200  X                               28,200
FAMILY DLR STORES INC          COM              307000109            529      15,800  X                               15,800
FEDERAL HOME LN MTG CORP       COM              313400301          5,919      93,400  X                               93,400
FEDERAL NATL MTG ASSN          COM              313586109          9,538     119,400  X                              119,400
FEDERATED DEPT STORES INC DE   COM              31410H101            719      17,600  X                               17,600
FEDEX CORP                     COM              31428X106          1,586      27,300  X                               27,300
FERRO CORP                     COM              315405100            403      14,000  X                               14,000
FIDELITY NATL FINL INC         COM              316326107            214       8,100  X                                8,100
FIFTH THIRD BANCORP            COM              316773100          3,572      52,930  X                               52,930
FINANCIAL FED CORP             COM              317492106            427      13,000  X                               13,000
FIRST AMERN CORP CALIF         COM              318522307            302      14,200  X                               14,200
FIRST DATA CORP                COM              319963104          3,045      34,900  X                               34,900
FIRST TENN NATL CORP           COM              337162101          1,535      43,800  X                               43,800
FISERV INC                     COM              337738108          1,223      26,600  X                               26,600
FLAGSTAR BANCORP INC           COM              337930101            419      18,000  X                               18,000
FIRSTENERGY CORP               COM              337932107            944      27,300  X                               27,300
FLEETBOSTON FINL CORP          COM              339030108          4,600     131,422  X                              131,422
FLUOR CORP NEW                 COM              343412102            298       7,300  X                                7,300
FORD MTR CO DEL                COM PAR $0.01    345370860          2,734     165,800  X                              165,800
FOREST LABS INC                COM              345838106          1,332      16,300  X                               16,300
FORRESTER RESH INC             COM              346563109            388      20,300  X                               20,300
FORTUNE BRANDS INC             COM              349631101          1,955      39,600  X                               39,600
FRANKLIN RES INC               COM              354613101          1,002      23,900  X                               23,900
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857            233      13,200  X                               13,200
FREMONT GEN CORP               COM              357288109            146      23,900  X                               23,900
G & K SVCS INC                 CL A             361268105            261       7,000  X                                7,000
GANNETT INC                    COM              364730101          2,001      26,300  X                               26,300
GAP INC DEL                    COM              364760108          1,188      79,000  X                               79,000
GATEWAY INC                    COM              367626108            188      29,700  X                               29,700
GENCORP INC                    COM              368682100            409      26,000  X                               26,000
GENERAL DYNAMICS CORP          COM              369550108          1,738      18,500  X                               18,500
GENERAL ELEC CO                COM              369604103         35,177     939,300  X                              939,300
GENERAL MLS INC                COM              370334104          1,632      33,400  X                               33,400
GENERAL MTRS CORP              COM              370442105          3,075      50,869  X                               50,869
GENUINE PARTS CO               COM              372460105            585      15,900  X                               15,900
GENZYME CORP                   COM GENL DIV     372917104            847      19,400  X                               19,400
GEORGIA GULF CORP              COM PAR $0.01    373200203            440      16,400  X                               16,400
GEORGIA PAC CORP               COM              373298108            631      21,062  X                               21,062
GILLETTE CO                    COM              375766102          3,285      96,600  X                               96,600
GLOBAL IMAGING SYSTEMS         COM              37934A100            386      21,000  X                               21,000
GOLDEN ST BANCORP INC          COM              381197102            416      14,000  X                               14,000
GOLDEN WEST FINL CORP DEL      COM              381317106          1,207      19,000  X                               19,000
GOODRICH CORP                  COM              382388106            294       9,300  X                                9,300
GOODYEAR TIRE & RUBR CO        COM              382550101            381      14,900  X                               14,900
GRACO INC                      COM              384109104            449      11,000  X                               11,000
GRAINGER W W INC               COM              384802104            484       8,600  X                                8,600
GREENPOINT FINL CORP           COM              395384100          1,731      39,600  X                               39,600
GUIDANT CORP                   COM              401698105          1,209      27,900  X                               27,900
HCA INC                        COM              404119109          2,081      47,200  X                               47,200
HNC SOFTWARE INC               COM              40425P107            360      21,400  X                               21,400
HAIN CELESTIAL GROUP INC       COM              405217100            320      14,400  X                               14,400
HALLIBURTON CO                 COM              406216101            671      39,300  X                               39,300
HANCOCK JOHN FINL SVCS INC     COM              41014S106          1,043      27,300  X                               27,300
HARLEY DAVIDSON INC            COM              412822108          1,527      27,700  X                               27,700
HARRAHS ENTMT INC              COM              413619107            456      10,300  X                               10,300
HARTFORD FINL SVCS GROUP INC   COM              416515104          1,526      22,400  X                               22,400
HASBRO INC                     COM              418056107            250      15,800  X                               15,800
HEALTHSOUTH CORP               COM              421924101            515      35,900  X                               35,900
HEALTH MGMT ASSOC INC NEW      CL A             421933102            464      22,400  X                               22,400
HEINZ H J CO                   COM              423074103          1,332      32,100  X                               32,100
HERSHEY FOODS CORP             COM              427866108            850      12,400  X                               12,400
HEWLETT PACKARD CO             COM              428236103          3,186     177,600  X                              177,600
HILLENBRAND INDS INC           COM              431573104            635      10,300  X                               10,300
HILTON HOTELS CORP             COM              432848109            483      33,800  X                               33,800
HOME DEPOT INC                 COM              437076102         10,952     225,300  X                              225,300
HON INDS INC                   COM              438092108            341      12,000  X                               12,000
HONEYWELL INTL INC             COM              438516106          2,851      74,500  X                               74,500
HOT TOPIC INC                  COM              441339108            408      19,500  X                               19,500
HOUSEHOLD INTL INC             COM              441815107          2,380      41,900  X                               41,900
HUGHES SUPPLY INC              COM              444482103            312       8,000  X                                8,000
HUMANA INC                     COM              444859102            208      15,400  X                               15,400
HUNTINGTON BANCSHARES INC      COM              446150104            454      23,040  X                               23,040
IMS HEALTH INC                 COM              449934108            608      27,100  X                               27,100
ITT INDS INC IND               COM              450911102          1,771      28,100  X                               28,100
IDACORP INC                    COM              451107106            454      11,200  X                               11,200
IDEXX LABS INC                 COM              45168D104            403      15,000  X                               15,000
ILLINOIS TOOL WKS INC          COM              452308109          2,019      27,900  X                               27,900
IMMUNEX CORP NEW               COM              452528102          1,510      49,900  X                               49,900
INAMED CORP                    COM              453235103            428      13,000  X                               13,000
INCO LTD                       COM              453258402            327      16,700  X                               16,700
INDEPENDENCE CMNTY BK CORP     COM              453414104            450      16,000  X                               16,000
INSIGHT ENTERPRISES INC        COM              45765U103            385      17,000  X                               17,000
INTEGRATED ELECTRICAL SVC      COM              45811E103            385      76,900  X                               76,900
INTEL CORP                     COM              458140100         19,377     637,200  X                              637,200
INTER TEL INC                  COM              458372109            388      21,000  X                               21,000
INTERMET CORP                  COM              45881K104            191      27,200  X                               27,200
INTERNATIONAL BUSINESS MACHS   COM              459200101         17,150     164,900  X                              164,900
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101            304       8,700  X                                8,700
INTERNATIONAL GAME TECHNOLOG   COM              459902102            499       8,000  X                                8,000
INTL PAPER CO                  COM              460146103          1,897      44,109  X                               44,109
INTERPUBLIC GROUP COS INC      COM              460690100          1,186      34,600  X                               34,600
INTUIT                         COM              461202103            744      19,400  X                               19,400
INVACARE CORP                  COM              461203101            384      10,200  X                               10,200
IONICS INC                     COM              462218108            317       9,900  X                                9,900
IRWIN FINL CORP                COM              464119106            410      21,900  X                               21,900
ISHARES TR                     S&P MIDCAP 400   464287507            993       9,200  X                                9,200
ISHARES TR                     RUSSELL 3000     464287689          4,032      63,300  X                               63,300
ISHARES TR                     S&P SMLCAP 600   464287804          1,090       8,900  X                                8,900
IVAX CORP                      COM              465823102            987      61,500  X                               61,500
JDS UNIPHASE CORP              COM              46612J101            716     121,600  X                              121,600
JLG INDS INC                   COM              466210101            422      28,500  X                               28,500
J P MORGAN CHASE & CO          COM              46625H100          6,656     186,700  X                              186,700
JABIL CIRCUIT INC              COM              466313103            426      18,100  X                               18,100
JEFFERSON PILOT CORP           COM              475070108          1,946      38,850  X                               38,850
JOHNSON & JOHNSON              COM              478160104         19,050     293,300  X                              293,300
JOHNSON CTLS INC               COM              478366107            901      10,200  X                               10,200
JONES APPAREL GROUP INC        COM              480074103            402      11,500  X                               11,500
KLA-TENCOR CORP                COM              482480100          1,131      17,000  X                               17,000
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302            347      21,800  X                               21,800
KEITHLEY INSTRS INC            COM              487584104            352      16,000  X                               16,000
KELLOGG CO                     COM              487836108          1,249      37,200  X                               37,200
KELLWOOD CO                    COM              488044108            306      12,600  X                               12,600
KEMET CORP                     COM              488360108          1,515      78,200  X                               78,200
KERR MCGEE CORP                COM              492386107          1,832      29,142  X                               29,142
KEY ENERGY SVCS INC            COM              492914106            461      43,000  X                               43,000
KEYCORP NEW                    COM              493267108          1,034      38,800  X                               38,800
KEYSPAN CORP                   COM              49337W100            462      12,700  X                               12,700
KIMBERLY CLARK CORP            COM              494368103          3,110      48,100  X                               48,100
KINDER MORGAN INC KANS         COM              49455P101            751      15,500  X                               15,500
KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   494550106          1,152      34,900  X                               34,900
KING PHARMACEUTICALS INC       COM              495582108          1,943      55,500  X                               55,500
KNIGHT RIDDER INC              COM              499040103            529       7,700  X                                7,700
KOHLS CORP                     COM              500255104          2,184      30,700  X                               30,700
KROGER CO                      COM              501044101          1,631      73,600  X                               73,600
LNR PPTY CORP                  COM              501940100            456      13,000  X                               13,000
LSI LOGIC CORP                 COM              502161102            571      33,600  X                               33,600
L-3 COMMUNICATIONS HLDGS INC   COM              502424104            314       2,800  X                                2,800
LANDAMERICA FINL GROUP INC     COM              514936103            450      13,000  X                               13,000
LANDRYS RESTAURANTS INC        COM              51508L103            301      13,100  X                               13,100
LEGGETT & PLATT INC            COM              524660107            446      18,000  X                               18,000
LEHMAN BROS HLDGS INC          COM              524908100          1,409      21,800  X                               21,800
LENNAR CORP                    COM              526057104            348       6,600  X                                6,600
LEXMARK INTL NEW               CL A             529771107            680      11,900  X                               11,900
LILLY ELI & CO                 COM              532457108          8,070     105,900  X                              105,900
LIMITED INC                    COM              532716107            702      39,200  X                               39,200
LINCARE HLDGS INC              COM              532791100          1,223      45,100  X                               45,100
LINCOLN NATL CORP IND          COM              534187109            878      17,300  X                               17,300
LINEAR TECHNOLOGY CORP         COM              535678106          1,282      29,000  X                               29,000
LINENS N THINGS INC            COM              535679104            201       6,600  X                                6,600
LIZ CLAIBORNE INC              COM              539320101          1,514      53,400  X                               53,400
LOCKHEED MARTIN CORP           COM              539830109          2,919      50,700  X                               50,700
LOEWS CORP                     COM              540424108          1,025      17,500  X                               17,500
LOWES COS INC                  COM              548661107          3,083      70,900  X                               70,900
LUCENT TECHNOLOGIES INC        COM              549463107          1,479     312,600  X                              312,600
MBIA INC                       COM              55262C100          1,977      36,150  X                               36,150
MBNA CORP                      COM              55262L100          4,196     108,800  X                              108,800
MGIC INVT CORP WIS             COM              552848103          1,095      16,000  X                               16,000
MSC INDL DIRECT INC            CL A             553530106          1,191      52,000  X                               52,000
MAGNA INTL INC                 CL A             559222401          1,713      23,300  X                               23,300
MANITOWOC INC                  COM              563571108            363       9,200  X                                9,200
MANOR CARE INC NEW             COM              564055101            219       9,400  X                                9,400
MARATHON OIL CORP              COM              565849106          2,405      83,500  X                               83,500
MARSH & MCLENNAN COS INC       COM              571748102          2,830      25,100  X                               25,100
MARSHALL & ILSLEY CORP         COM              571834100            616       9,900  X                                9,900
MARRIOTT INTL INC NEW          CL A             571903202            993      22,100  X                               22,100
MASCO CORP                     COM              574599106          1,153      42,000  X                               42,000
MATTEL INC                     COM              577081102            823      39,500  X                               39,500
MAXIM INTEGRATED PRODS INC     COM              57772K101          1,649      29,600  X                               29,600
MAY DEPT STORES CO             COM              577778103          1,199      34,400  X                               34,400
MAXIMUS INC                    COM              577933104            255       8,300  X                                8,300
MAYTAG CORP                    COM              578592107            310       7,000  X                                7,000
MCDONALDS CORP                 COM              580135101          3,266     117,700  X                              117,700
MCGRAW HILL COS INC            COM              580645109          1,208      17,700  X                               17,700
MCKESSON CORP                  COM              58155Q103            981      26,200  X                               26,200
MEADWESTVACO CORP              COM              583334107            604      18,218  X                               18,218
MEDIMMUNE INC                  COM              584699102            893      22,700  X                               22,700
MEDQUIST INC                   COM              584949101          1,266      42,200  X                               42,200
MEDTRONIC INC                  COM              585055106          5,014     110,900  X                              110,900
MELLON FINL CORP               COM              58551A108          1,652      42,800  X                               42,800
MENS WEARHOUSE INC             COM              587118100            322      13,800  X                               13,800
MENTOR CORP MINN               COM              587188103            743      20,600  X                               20,600
MERCANTILE BANKSHARES CORP     COM              587405101            467      10,800  X                               10,800
MERCK & CO INC                 COM              589331107         13,767     239,100  X                              239,100
MERCURY INTERACTIVE CORP       COM              589405109            286       7,600  X                                7,600
MERRILL LYNCH & CO INC         COM              590188108          4,608      83,200  X                               83,200
METHODE ELECTRS INC            CL A             591520200            167      13,400  X                               13,400
METLIFE INC                    COM              59156R108          2,394      76,000  X                               76,000
METRIS COS INC                 COM              591598107            920      46,000  X                               46,000
METRO ONE TELECOMMUNICATIONS   COM              59163F105            279      11,000  X                               11,000
MICHAELS STORES INC            COM              594087108          1,297      34,300  X                               34,300
MICROSOFT CORP                 COM              594918104         31,114     515,900  X                              515,900
MICROCHIP TECHNOLOGY INC       COM              595017104          1,330      31,800  X                               31,800
MICRON TECHNOLOGY INC          COM              595112103          1,806      54,900  X                               54,900
MILACRON INC                   COM              598709103            344      23,600  X                               23,600
MINNESOTA MNG & MFG CO         COM              604059105          4,129      35,900  X                               35,900
MIRANT CORP                    COM              604675108            530      36,700  X                               36,700
MOBILE MINI INC                COM              60740F105            354      11,000  X                               11,000
MOLEX INC                      COM              608554101            621      17,900  X                               17,900
MOODYS CORP                    COM              615369105            834      20,300  X                               20,300
MORGAN STANLEY DEAN WITTER&C   COM NEW          617446448          7,519     131,200  X                              131,200
MOTOROLA INC                   COM              620076109          2,894     203,800  X                              203,800
MUTUAL RISK MGMT LTD           COM              628351108             31      36,200  X                               36,200
MYLAN LABS INC                 COM              628530107          1,520      51,600  X                               51,600
NBTY INC                       COM              628782104            392      23,000  X                               23,000
NCR CORP NEW                   COM              62886E108            398       8,900  X                                8,900
NRG ENERGY INC                 COM              629377102          1,110      92,000  X                               92,000
NVR INC                        COM              62944T105            473       1,500  X                                1,500
NABORS INDS INC                COM              629568106            545      12,900  X                               12,900
NATIONAL CITY CORP             COM              635405103          1,707      55,500  X                               55,500
NATIONAL SEMICONDUCTOR CORP    COM              637640103            542      16,100  X                               16,100
NATIONWIDE FINL SVCS INC       CL A             638612101          1,203      28,100  X                               28,100
NAUTICA ENTERPRISES INC        COM              639089101            321      21,200  X                               21,200
NAVISTAR INTL CORP NEW         COM              63934E108            239       5,400  X                                5,400
NETWORK APPLIANCE INC          COM              64120L104            618      30,300  X                               30,300
NEW CENTURY FINANCIAL CORP     COM              64352D101            409      18,000  X                               18,000
NEW YORK TIMES CO              CL A             650111107            665      13,900  X                               13,900
NEWELL RUBBERMAID INC          COM              651229106            780      24,420  X                               24,420
NEWFIELD EXPL CO               COM              651290108            307       8,300  X                                8,300
NEWMONT MINING CORP            COM              651639106            991      35,800  X                               35,800
NEXTEL COMMUNICATIONS INC      CL A             65332V103            393      73,100  X                               73,100
NIKE INC                       CL B             654106103          1,728      28,800  X                               28,800
NISOURCE INC                   COM              65473P105            434      18,900  X                               18,900
NOBLE DRILLING CORP            COM              655042109            501      12,100  X                               12,100
NORDSTROM INC                  COM              655664100            301      12,300  X                               12,300
NORFOLK SOUTHERN CORP          COM              655844108            845      35,300  X                               35,300
NORTEL NETWORKS CORP NEW       COM              656568102          1,316     293,100  X                              293,100
NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102            459      11,400  X                               11,400
NORTHERN TR CORP               COM              665859104          1,220      20,300  X                               20,300
NORTHROP GRUMMAN CORP          COM              666807102          2,363      20,900  X                               20,900
NORTHWEST NAT GAS CO           COM              667655104            311      11,100  X                               11,100
NORTHWESTERN CORP              COM              668074107            684      31,100  X                               31,100
NOVELL INC                     COM              670006105            129      33,200  X                               33,200
NOVELLUS SYS INC               COM              670008101            709      13,100  X                               13,100
NUCOR CORP                     COM              670346105            456       7,100  X                                7,100
NUEVO ENERGY CO                COM              670509108            164      11,000  X                               11,000
NVIDIA CORP                    COM              67066G104            790      17,800  X                               17,800
NYFIX INC                      COM              670712108            151      10,100  X                               10,100
OCCIDENTAL PETE CORP DEL       COM              674599105          1,288      44,200  X                               44,200
OCULAR SCIENCES INC            COM              675744106            420      15,000  X                               15,000
OFFICE DEPOT INC               COM              676220106            927      46,700  X                               46,700
OLIN CORP                      COM PAR $1       680665205            350      18,600  X                               18,600
OMNICOM GROUP INC              COM              681919106          1,605      17,000  X                               17,000
ON ASSIGNMENT INC              COM              682159108            333      18,600  X                               18,600
OPTIMAL ROBOTICS CORP          CL A NEW         68388R208            299      16,700  X                               16,700
ORACLE CORP                    COM              68389X105          6,519     509,300  X                              509,300
ORTHODONTIC CTRS AMER INC      COM              68750P103            721      26,100  X                               26,100
OUTBACK STEAKHOUSE INC         COM              689899102          1,155      32,300  X                               32,300
OXFORD HEALTH PLANS INC        COM              691471106          1,354      32,400  X                               32,400
PG&E CORP                      COM              69331C108            836      35,500  X                               35,500
PMC-SIERRA INC                 COM              69344F106            246      15,100  X                               15,100
PNC FINL SVCS GROUP INC        COM              693475105          1,599      26,000  X                               26,000
PPG INDS INC                   COM              693506107          2,290      41,700  X                               41,700
PPL CORP                       COM              69351T106            531      13,400  X                               13,400
PRG-SCHULTZ INTERNATIONAL IN   COM              69357C107            322      22,900  X                               22,900
PACCAR INC                     COM              693718108            512       7,000  X                                7,000
PACIFIC SUNWEAR CALIF INC      COM              694873100            620      25,200  X                               25,200
PACTIV CORP                    COM              695257105            292      14,600  X                               14,600
PALL CORP                      COM              696429307          1,295      63,200  X                               63,200
PALM INC                       COM              696642107            208      52,013  X                               52,013
PAPA JOHNS INTL INC            COM              698813102            429      15,400  X                               15,400
PARAMETRIC TECHNOLOGY CORP     COM              699173100            145      24,000  X                               24,000
PARKER HANNIFIN CORP           COM              701094104          1,756      35,200  X                               35,200
PATTERSON UTI ENERGY INC       COM              703481101            446      15,000  X                               15,000
PAXAR CORP                     COM              704227107            464      27,000  X                               27,000
PAYCHEX INC                    COM              704326107          1,362      34,300  X                               34,300
PENNEY J C INC                 COM              708160106            501      24,200  X                               24,200
PENTON MEDIA INC               COM              709668107            122      16,200  X                               16,200
PEOPLESOFT INC                 COM              712713106          1,012      27,700  X                               27,700
PEPSI BOTTLING GROUP INC       COM              713409100          1,542      59,600  X                               59,600
PEPSICO INC                    COM              713448108          8,250     160,190  X                              160,190
PERKINELMER INC                COM              714046109            209      11,300  X                               11,300
PFIZER INC                     COM              717081103         23,768     598,100  X                              598,100
PHARMACIA CORP                 COM              71713U102          5,324     118,097  X                              118,097
PHELPS DODGE CORP              COM              717265102            303       7,200  X                                7,200
PHILIP MORRIS COS INC          COM              718154107         10,450     198,400  X                              198,400
PHILLIPS PETE CO               COM              718507106          2,537      40,400  X                               40,400
PIER 1 IMPORTS INC             COM              720279108            220      10,700  X                               10,700
PINNACLE ENTMT INC             COM              723456109            197      24,400  X                               24,400
PINNACLE WEST CAP CORP         COM              723484101            354       7,800  X                                7,800
PITNEY BOWES INC               COM              724479100          1,237      28,900  X                               28,900
PLACER DOME INC                COM              725906101            369      30,100  X                               30,100
PLUM CREEK TIMBER CO INC       COM              729251108            496      16,700  X                               16,700
POGO PRODUCING CO              COM              730448107            384      12,100  X                               12,100
POLYMEDICA CORP                COM              731738100            433      17,000  X                               17,000
PRAXAIR INC                    COM              74005P104          2,488      41,600  X                               41,600
PRE PAID LEGAL SVCS INC        COM              740065107            228       8,000  X                                8,000
PRECISION CASTPARTS CORP       COM              740189105            230       6,500  X                                6,500
PRICE COMMUNICATIONS CORP      COM NEW          741437305            402      22,800  X                               22,800
PRICE T ROWE GROUP INC         COM              74144T108            440      11,300  X                               11,300
PRIME HOSPITALITY CORP         COM              741917108            750      57,000  X                               57,000
PROCTER & GAMBLE CO            COM              742718109         11,910     132,200  X                              132,200
PROGRESS ENERGY INC            COM              743263105          1,001      20,000  X                               20,000
PROGRESSIVE CORP OHIO          COM              743315103          1,116       6,700  X                                6,700
PROTECTIVE LIFE CORP           COM              743674103            446      14,300  X                               14,300
PROVIDENT BANKSHARES CORP      COM              743859100            454      18,900  X                               18,900
PROVINCE HEALTHCARE CO         COM              743977100            381      12,000  X                               12,000
PROVIDIAN FINL CORP            COM              74406A102            196      26,000  X                               26,000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106            870      19,000  X                               19,000
PULTE HOMES INC                COM              745867101          1,660      34,700  X                               34,700
QLOGIC CORP                    COM              747277101            421       8,500  X                                8,500
QUALCOMM INC                   COM              747525103          2,635      70,000  X                               70,000
QUANTA SVCS INC                COM              74762E102          1,349      78,000  X                               78,000
QUIKSILVER INC                 COM              74838C106            361      16,500  X                               16,500
QUINTILES TRANSNATIONAL CORP   COM              748767100            195      11,000  X                               11,000
QWEST COMMUNICATIONS INTL IN   COM              749121109          1,254     152,500  X                              152,500
R & G FINANCIAL CORP           CL B             749136107            419      21,000  X                               21,000
RADIAN GROUP INC               COM              750236101            882      17,976  X                               17,976
RADIANT SYSTEMS INC            COM              75025N102            148      16,400  X                               16,400
RADIOSHACK CORP                COM              750438103            493      16,400  X                               16,400
RATIONAL SOFTWARE CORP         COM NEW          75409P202            283      17,900  X                               17,900
RAYTHEON CO                    COM NEW          755111507          1,470      35,800  X                               35,800
RECKSON ASSOCS RLTY CORP       COM              75621K106            271      11,000  X                               11,000
REGIS CORP MINN                COM              758932107            477      17,000  X                               17,000
REGIONS FINL CORP              COM              758940100            714      20,800  X                               20,800
RELIANT ENERGY INC             COM              75952J108            704      27,300  X                               27,300
RESPIRONICS INC                COM              761230101            486      15,000  X                               15,000
REYNOLDS & REYNOLDS CO         CL A             761695105          1,170      39,000  X                               39,000
RIGGS NATL CORP WASH DC        COM              766570105            447      29,100  X                               29,100
RIGHT MGMT CONSULTANTS INC     COM              766573109            456      18,000  X                               18,000
ROBERT HALF INTL INC           COM              770323103            475      16,100  X                               16,100
ROCKWELL AUTOMATION INC        COM              773903109            337      16,800  X                               16,800
ROCKWELL COLLINS INC           COM              774341101            777      30,800  X                               30,800
ROHM & HAAS CO                 COM              775371107            854      20,200  X                               20,200
ROSLYN BANCORP INC             COM              778162107            435      21,000  X                               21,000
ROSS STORES INC                COM              778296103          1,778      47,000  X                               47,000
ROYAL BK CDA MONTREAL QUE      COM              780087102            213       6,399  X                                6,399
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804         10,565     194,500  X                              194,500
SBC COMMUNICATIONS INC         COM              78387G103         12,172     325,100  X                              325,100
SPDR TR                        UNIT SER 1       78462F103          2,107      18,400  X                               18,400
SWS GROUP INC                  COM              78503N107            306      15,089  X                               15,089
SABRE HLDGS CORP               CL A             785905100            572      12,239  X                               12,239
SAFECO CORP                    COM              786429100            375      11,700  X                               11,700
SAFEWAY INC                    COM NEW          786514208          2,071      46,000  X                               46,000
ST JUDE MED INC                COM              790849103            617       8,000  X                                8,000
ST PAUL COS INC                COM              792860108            871      19,000  X                               19,000
SANMINA SCI CORP               COM              800907107            560      47,700  X                               47,700
SAPIENT CORP                   COM              803062108             55      11,550  X                               11,550
SARA LEE CORP                  COM              803111103          2,665     128,383  X                              128,383
SCANSOURCE INC                 COM              806037107            421       7,000  X                                7,000
SCHEIN HENRY INC               COM              806407102            207       4,700  X                                4,700
SCHERING PLOUGH CORP           COM              806605101          4,407     140,800  X                              140,800
SCHLUMBERGER LTD               COM              806857108          3,100      52,700  X                               52,700
SCHWAB CHARLES CORP NEW        COM              808513105          1,638     125,150  X                              125,150
SCIENTIFIC ATLANTA INC         COM              808655104            330      14,300  X                               14,300
SEALED AIR CORP NEW            COM              81211K100            363       7,700  X                                7,700
SEARS ROEBUCK & CO             COM              812387108          2,676      52,200  X                               52,200
SELECTIVE INS GROUP INC        COM              816300107            521      19,500  X                               19,500
SEMPRA ENERGY                  COM              816851109            659      26,200  X                               26,200
SERENA SOFTWARE INC            COM              817492101            332      17,000  X                               17,000
SHERWIN WILLIAMS CO            COM              824348106            402      14,100  X                               14,100
SHOPKO STORES INC              COM              824911101            250      13,800  X                               13,800
SIEBEL SYS INC                 COM              826170102          1,379      42,300  X                               42,300
SIERRA HEALTH SVCS INC         COM              826322109            484      37,000  X                               37,000
SIGMA ALDRICH CORP             COM              826552101            315       6,700  X                                6,700
SILGAN HOLDINGS INC            COM              827048109            408      12,200  X                               12,200
SMITH A O                      COM              831865209            433      17,000  X                               17,000
SMITHFIELD FOODS INC           COM              832248108            240       9,200  X                                9,200
SOLA INTL INC                  COM              834092108            181      12,300  X                               12,300
SOLECTRON CORP                 COM              834182107            586      75,100  X                               75,100
SOURCECORP                     COM              836167106            725      24,600  X                               24,600
SOUTHERN CO                    COM              842587107          1,687      63,700  X                               63,700
SOUTHTRUST CORP                COM              844730101          1,579      59,800  X                               59,800
SOUTHWEST AIRLS CO             COM              844741108          1,613      83,350  X                               83,350
SOUTHWEST BANCORPORATION TEX   COM              84476R109            457      13,700  X                               13,700
SOVEREIGN BANCORP INC          COM              845905108          1,315      93,600  X                               93,600
SPRINT CORP                    COM FON GROUP    852061100          1,242      81,200  X                               81,200
SPRINT CORP                    PCS COM SER 1    852061506            929      90,300  X                               90,300
STANDARD PAC CORP NEW          COM              85375C101            393      14,000  X                               14,000
STANLEY WKS                    COM              854616109            361       7,800  X                                7,800
STAPLES INC                    COM              855030102          2,161     108,200  X                              108,200
STARBUCKS CORP                 COM              855244109            807      34,900  X                               34,900
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203            681      18,100  X                               18,100
STATE STR CORP                 COM              857477103          1,650      29,800  X                               29,800
STEAK N SHAKE CO               COM              857873103            162      11,500  X                               11,500
STERLING BANCSHARES INC        COM              858907108            380      28,500  X                               28,500
STILWELL FINL INC              COM              860831106            497      20,300  X                               20,300
STONE ENERGY CORP              COM              861642106            725      18,700  X                               18,700
STRIDE RITE CORP               COM              863314100            183      22,200  X                               22,200
STRYKER CORP                   COM              863667101          1,086      18,000  X                               18,000
SUN MICROSYSTEMS INC           COM              866810104          2,618     296,800  X                              296,800
SUNOCO INC                     COM              86764P109            504      12,600  X                               12,600
SUNRISE ASSISTED LIVING INC    COM              86768K106            725      26,600  X                               26,600
SUNTRUST BKS INC               COM              867914103          1,762      26,400  X                               26,400
SUPERVALU INC                  COM              868536103            601      23,300  X                               23,300
SYMANTEC CORP                  COM              871503108            321       7,800  X                                7,800
SYMBOL TECHNOLOGIES INC        COM              871508107            235      20,900  X                               20,900
SYNOPSYS INC                   COM              871607107          1,280      23,200  X                               23,200
SYNOVUS FINL CORP              COM              87161C105            814      26,700  X                               26,700
SYSCO CORP                     COM              871829107          1,819      61,000  X                               61,000
TECO ENERGY INC                COM              872375100          1,598      55,800  X                               55,800
TJX COS INC NEW                COM              872540109          1,000      25,000  X                               25,000
TRW INC                        COM              872649108            597      11,600  X                               11,600
TMP WORLDWIDE INC              COM              872941109            348      10,100  X                               10,100
TXU CORP                       COM              873168108          2,666      48,900  X                               48,900
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109            362      18,000  X                               18,000
TARGET CORP                    COM              87612E106          3,566      82,700  X                               82,700
TECH DATA CORP                 COM              878237106          1,340      29,200  X                               29,200
TELLABS INC                    COM              879664100            393      37,500  X                               37,500
TEMPLE INLAND INC              COM              879868107            255       4,500  X                                4,500
TENET HEALTHCARE CORP          COM              88033G100          2,232      33,300  X                               33,300
TENNECO AUTOMOTIVE INC         COM              880349105             74      18,500  X                               18,500
TERADYNE INC                   COM              880770102            655      16,600  X                               16,600
TESORO PETE CORP               COM              881609101            450      32,000  X                               32,000
TETRA TECHNOLOGIES INC DEL     COM              88162F105            447      15,400  X                               15,400
TETRA TECH INC NEW             COM              88162G103            302      21,100  X                               21,100
TEXAS INSTRS INC               COM              882508104          5,250     158,600  X                              158,600
TEXTRON INC                    COM              883203101          1,998      39,100  X                               39,100
THERAGENICS CORP               COM              883375107            563      56,900  X                               56,900
THERMO ELECTRON CORP           COM              883556102            338      16,300  X                               16,300
TIDEWATER INC                  COM              886423102            385       9,100  X                                9,100
TIFFANY & CO NEW               COM              886547108            476      13,400  X                               13,400
TOLL BROTHERS INC              WHEN ISSUED      889478103            449       9,000  X                                9,000
TOO INC                        COM              890333107            395      13,400  X                               13,400
TORCHMARK CORP                 COM              891027104            459      11,400  X                               11,400
TOWER AUTOMOTIVE INC           COM              891707101            782      55,900  X                               55,900
TOYS R US INC                  COM              892335100            327      18,200  X                               18,200
TRIAD GTY INC                  COM              895925105            422       9,700  X                                9,700
TRICON GLOBAL RESTAURANTS      COM              895953107            788      13,400  X                               13,400
TRIBUNE CO NEW                 COM              896047107          1,241      27,300  X                               27,300
TRIMBLE NAVIGATION LTD         COM              896239100            178      10,700  X                               10,700
TRIUMPH GROUP INC NEW          COM              896818101            470      12,000  X                               12,000
TRUSTCO BK CORP N Y            COM              898349105            435      33,700  X                               33,700
TYCO INTL LTD NEW              COM              902124106          7,088     219,300  X                              219,300
TYSON FOODS INC                CL A             902494103          1,187      95,100  X                               95,100
UGI CORP NEW                   COM              902681105            407      13,000  X                               13,000
UST INC                        COM              902911106            588      15,100  X                               15,100
US BANCORP DEL                 COM NEW          902973304          5,331     236,200  X                              236,200
US ONCOLOGY INC                COM              90338W103            307      34,900  X                               34,900
USA ED INC                     COM              90390U102          1,408      14,400  X                               14,400
UNILEVER N V                   N Y SHS NEW      904784709          2,971      52,300  X                               52,300
UNION PAC CORP                 COM              907818108          1,665      26,800  X                               26,800
UNION PLANTERS CORP            COM              908068109          1,867      39,400  X                               39,400
UNISOURCE ENERGY CORP          COM              909205106            354      17,300  X                               17,300
UNISYS CORP                    COM              909214108            369      29,200  X                               29,200
UNIT CORP                      COM              909218109            439      24,000  X                               24,000
UNITED NAT FOODS INC           COM              911163103            423      17,000  X                               17,000
UNITED TECHNOLOGIES CORP       COM              913017109          5,253      70,800  X                               70,800
UNITEDHEALTH GROUP INC         COM              91324P102          2,178      28,500  X                               28,500
UNIVERSAL ELECTRS INC          COM              913483103            360      24,600  X                               24,600
UNIVISION COMMUNICATIONS INC   CL A             914906102            806      19,200  X                               19,200
UNOCAL CORP                    COM              915289102            869      22,300  X                               22,300
UNUMPROVIDENT CORP             COM              91529Y106            620      22,206  X                               22,206
USFREIGHTWAYS CORP             COM              916906100            301       8,500  X                                8,500
UTSTARCOM INC                  COM              918076100          1,312      50,000  X                               50,000
V F CORP                       COM              918204108            441      10,200  X                               10,200
VALERO ENERGY CORP NEW         COM              91913Y100            262       5,300  X                                5,300
VERISIGN INC                   COM              92343E102            226       8,370  X                                8,370
VERITAS DGC INC                COM              92343P107            316      18,700  X                               18,700
VERIZON COMMUNICATIONS         COM              92343V104         12,994     281,862  X                              281,862
VERITAS SOFTWARE CO            COM              923436109          1,609      36,700  X                               36,700
VIASAT INC                     COM              92552V100            167      11,900  X                               11,900
VIACOM INC                     CL B             925524308          7,855     162,400  X                              162,400
VISHAY INTERTECHNOLOGY INC     COM              928298108          1,139      56,000  X                               56,000
VISTEON CORP                   COM              92839U107            198      11,984  X                               11,984
VITESSE SEMICONDUCTOR CORP     COM              928497106            171      17,400  X                               17,400
VULCAN MATLS CO                COM              929160109            442       9,300  X                                9,300
WACHOVIA CORP 2ND NEW          COM              929903102          5,959     160,700  X                              160,700
WAL MART STORES INC            COM              931142103         26,144     426,500  X                              426,500
WALGREEN CO                    COM              931422109          3,660      93,400  X                               93,400
WASHINGTON MUT INC             COM              939322103          4,961     149,750  X                              149,750
WASTE CONNECTIONS INC          COM              941053100            419      12,500  X                               12,500
WASTE MGMT INC DEL             COM              94106L109          1,567      57,500  X                               57,500
WATERS CORP                    COM              941848103            492      17,600  X                               17,600
WATSON PHARMACEUTICALS INC     COM              942683103          1,373      50,700  X                               50,700
WELLMAN INC                    COM              949702104            367      22,300  X                               22,300
WELLPOINT HEALTH NETWORK NEW   COM              94973H108          2,381      37,400  X                               37,400
WELLS FARGO & CO NEW           COM              949746101          7,667     155,200  X                              155,200
WENDYS INTL INC                COM              950590109          1,983      56,700  X                               56,700
WESTERN DIGITAL CORP           COM              958102105          1,108     177,800  X                              177,800
WET SEAL INC                   CL A             961840105            488      14,000  X                               14,000
WEYERHAEUSER CO                COM              962166104          1,245      19,800  X                               19,800
WHIRLPOOL CORP                 COM              963320106            461       6,100  X                                6,100
WHITNEY HLDG CORP              COM              966612103            878      17,600  X                               17,600
WHOLE FOODS MKT INC            COM              966837106            457      10,000  X                               10,000
WILLIAMS COS INC DEL           COM              969457100          1,112      47,200  X                               47,200
WINN DIXIE STORES INC          COM              974280109            207      12,900  X                               12,900
WORLDCOM INC GA NEW            WRLDCOM GP COM   98157D106          2,625     389,500  X                              389,500
WORTHINGTON INDS INC           COM              981811102          1,367      89,000  X                               89,000
WRIGLEY WM JR CO               COM              982526105          1,098      20,600  X                               20,600
WYETH                          COM              983024100          7,931     120,800  X                              120,800
XCEL ENERGY INC                COM              98389B100            853      33,655  X                               33,655
XILINX INC                     COM              983919101          1,220      30,600  X                               30,600
XEROX CORP                     COM              984121103            708      65,900  X                               65,900
YAHOO INC                      COM              984332106            964      52,200  X                               52,200
ZALE CORP NEW                  COM              988858106            272       6,700  X                                6,700
ZIMMER HLDGS INC               COM              98956P102            603      17,700  X                               17,700
ZIONS BANCORPORATION           COM              989701107            498       8,400  X                                8,400
ZOLL MED CORP                  COM              989922109            461      12,000  X                               12,000

GRAND TOTAL                                                    1,216,396