UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 2002.
Check here if Amendment [X]; Amendment Number: 2
This Amendment: [X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: James H. Becht
Title: Associate General Counsel
Phone: 309-765-5574
Signature, Place, and Date of Signing:
/s/James H. Becht Moline, Illinois November 8, 2002
------------------ ---------------- -----------------
[Signature] [City, State] [Date]
This amendment is being filed to correct the Cover Page and to add the
Summary Page, which was omitted from the originally filed Form 13F.
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 729
Form 13F Information Table Value Total: $965,161
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION VOTING
SHRS OR --------------------- AUTHORITY
CUSIP FAIR MKT PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
ACE LTD ORD G0070K103 660 20,900 X 20,900
COOPER INDS LTD CL A G24182100 295 7,500 X 7,500
GARMIN LTD ORD G37260109 1,255 56,900 X 56,900
INGERSOLL-RAND COMPANY LTD CL A G4776G101 616 13,500 X 13,500
NOBLE CORPORATION SHS G65422100 409 10,600 X 10,600
TRANSOCEAN INC ORD G90078109 797 25,600 X 25,600
TRENWICK GROUP LTD COM G9032C109 215 28,600 X 28,600
XL CAP LTD CL A G98255105 906 10,700 X 10,700
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 329 13,400 X 13,400
VERISITY LTD ORD M97385112 397 22,900 X 22,900
AAR CORP COM 000361105 135 13,200 X 13,200
A D C TELECOMMUNICATIONS COM 000886101 146 63,900 X 63,900
AFLAC INC COM 001055102 1,344 42,000 X 42,000
AES CORP COM 00130H105 233 42,900 X 42,900
AMR CORP COM 001765106 211 12,500 X 12,500
AOL TIME WARNER INC COM 00184A105 5,238 356,100 X 356,100
AT&T CORP COM 001957109 3,240 302,800 X 302,800
AT&T WIRELESS SVCS INC COM 00209A106 1,272 217,447 X 217,447
AARON RENTS INC COM 002535201 230 9,600 X 9,600
ABBOTT LABS COM 002824100 5,674 150,700 X 150,700
ABERCROMBIE & FITCH CO CL A 002896207 994 41,200 X 41,200
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 229 22,000 X 22,000
ADAPTEC INC COM 00651F108 259 32,800 X 32,800
ADOBE SYS INC COM 00724F101 544 19,100 X 19,100
ADVANCEPCS COM 00790K109 1,223 51,100 X 51,100
ADVANCED MICRO DEVICES INC COM 007903107 265 27,300 X 27,300
AETNA INC NEW COM 00817Y108 556 11,600 X 11,600
AFFILIATED COMPUTER SERVICES CL A 008190100 1,424 30,000 X 30,000
AFFILIATED MANAGERS GROUP COM 008252108 369 6,000 X 6,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 365 19,000 X 19,000
AGERE SYS INC CL B 00845V209 109 72,834 X 72,834
AGILENT TECHNOLOGIES INC COM 00846U101 882 37,300 X 37,300
AIR PRODS & CHEMS INC COM 009158106 924 18,300 X 18,300
ALBANY MOLECULAR RESH INC COM 012423109 328 15,500 X 15,500
ALBERTO CULVER CO CL B CONV 013068101 220 4,600 X 4,600
ALBERTSONS INC COM 013104104 2,093 68,700 X 68,700
ALCAN INC COM 013716105 968 25,800 X 25,800
ALCOA INC COM 013817101 2,260 68,172 X 68,172
ALLEGHENY ENERGY INC COM 017361106 260 10,100 X 10,100
ALLEN TELECOM INC COM 018091108 92 21,500 X 21,500
ALLERGAN INC COM 018490102 701 10,500 X 10,500
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 969 28,300 X 28,300
ALLIANT TECHSYSTEMS INC COM 018804104 273 4,275 X 4,275
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 152 15,800 X 15,800
ALLSTATE CORP COM 020002101 2,219 60,000 X 60,000
ALLTEL CORP COM 020039103 1,349 28,700 X 28,700
ALPHARMA INC CL A 020813101 333 19,600 X 19,600
ALTERA CORP COM 021441100 422 31,000 X 31,000
AMBAC FINL GROUP INC COM 023139108 571 8,500 X 8,500
AMERADA HESS CORP COM 023551104 586 7,100 X 7,100
AMEREN CORP COM 023608102 1,682 39,100 X 39,100
AMERICAN ELEC PWR INC COM 025537101 1,037 25,920 X 25,920
AMERICAN EXPRESS CO COM 025816109 3,897 107,300 X 107,300
AMERICAN INTL GROUP INC COM 026874107 14,548 213,213 X 213,213
AMERICAN MGMT SYS INC COM 027352103 1,340 70,100 X 70,100
AMERICAN PWR CONVERSION CORP COM 029066107 198 15,700 X 15,700
AMERICAN STD COS INC DEL COM 029712106 443 5,900 X 5,900
AMERICAN WOODMARK CORP COM 030506109 354 6,300 X 6,300
AMERICREDIT CORP COM 03060R101 558 19,900 X 19,900
AMERISOURCEBERGEN CORP COM 03073E105 638 8,400 X 8,400
AMGEN INC COM 031162100 3,530 84,300 X 84,300
AMSOUTH BANCORPORATION COM 032165102 991 44,300 X 44,300
ANADARKO PETE CORP COM 032511107 986 20,000 X 20,000
ANALOG DEVICES INC COM 032654105 870 29,300 X 29,300
ANHEUSER BUSCH COS INC COM 035229103 3,855 77,100 X 77,100
AON CORP COM 037389103 640 21,700 X 21,700
APACHE CORP COM 037411105 634 11,030 X 11,030
APOLLO GROUP INC CL A 037604105 1,912 48,500 X 48,500
APPLE COMPUTER INC COM 037833100 503 28,400 X 28,400
APPLEBEES INTL INC COM 037899101 410 18,000 X 18,000
APPLERA CORP COM AP BIO GRP 038020103 333 17,100 X 17,100
APPLIED MICRO CIRCUITS CORP COM 03822W109 114 24,100 X 24,100
APPLIED MATLS INC COM 038222105 3,422 179,900 X 179,900
ARCHER DANIELS MIDLAND CO COM 039483102 673 52,635 X 52,635
ARCTIC CAT INC COM 039670104 400 23,000 X 23,000
ARTESYN TECHNOLOGIES INC COM 043127109 187 28,600 X 28,600
ARTHROCARE CORP COM 043136100 590 45,900 X 45,900
ASHLAND INC COM 044204105 1,268 31,300 X 31,300
ASTORIA FINL CORP COM 046265104 1,538 48,000 X 48,000
ATMOS ENERGY CORP COM 049560105 328 14,000 X 14,000
AUTODESK INC COM 052769106 893 67,400 X 67,400
AUTOMATIC DATA PROCESSING IN COM 053015103 2,173 49,900 X 49,900
AUTOZONE INC COM 053332102 665 8,600 X 8,600
AVAYA INC COM 053499109 143 28,978 X 28,978
AVERY DENNISON CORP COM 053611109 866 13,800 X 13,800
AVISTA CORP COM 05379B107 311 22,500 X 22,500
AVOCENT CORP COM 053893103 205 12,900 X 12,900
AVON PRODS INC COM 054303102 993 19,000 X 19,000
AWARE INC MASS COM 05453N100 194 51,000 X 51,000
BB&T CORP COM 054937107 1,706 44,200 X 44,200
BJ SVCS CO COM 055482103 407 12,000 X 12,000
BMC SOFTWARE INC COM 055921100 324 19,500 X 19,500
BAKER HUGHES INC COM 057224107 899 27,000 X 27,000
BALL CORP COM 058498106 377 9,100 X 9,100
BALLY TOTAL FITNESS HLDG COR COM 05873K108 273 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 10,681 151,800 X 151,800
BANK NEW YORK INC COM 064057102 2,001 59,300 X 59,300
BANK ONE CORP COM 06423A103 3,613 93,900 X 93,900
BARD C R INC COM 067383109 232 4,100 X 4,100
BARRICK GOLD CORP COM 067901108 819 43,107 X 43,107
BARR LABS INC COM 068306109 254 4,000 X 4,000
BAXTER INTL INC COM 071813109 2,111 47,500 X 47,500
BE AEROSPACE INC COM 073302101 422 32,000 X 32,000
BEAR STEARNS COS INC COM 073902108 1,750 28,600 X 28,600
BECKMAN COULTER INC COM 075811109 1,287 25,800 X 25,800
BECTON DICKINSON & CO COM 075887109 1,264 36,700 X 36,700
BED BATH & BEYOND INC COM 075896100 883 23,400 X 23,400
BELDEN INC COM 077459105 642 30,800 X 30,800
BELLSOUTH CORP COM 079860102 5,141 163,200 X 163,200
BEMIS INC COM 081437105 1,330 28,000 X 28,000
BENCHMARK ELECTRS INC COM 08160H101 319 11,000 X 11,000
BEST BUY INC COM 086516101 1,225 33,750 X 33,750
BIOGEN INC COM 090597105 493 11,900 X 11,900
BIOMET INC COM 090613100 590 21,750 X 21,750
BIOSITE INC COM 090945106 366 13,000 X 13,000
BLACK & DECKER CORP COM 091797100 308 6,400 X 6,400
BLACK BOX CORP DEL COM 091826107 521 12,800 X 12,800
BLOCK H & R INC COM 093671105 1,094 23,700 X 23,700
BLYTH INC COM 09643P108 1,311 42,000 X 42,000
BOB EVANS FARMS INC COM 096761101 441 14,000 X 14,000
BOEING CO COM 097023105 4,158 92,400 X 92,400
BOSTON SCIENTIFIC CORP COM 101137107 950 32,400 X 32,400
BRIGGS & STRATTON CORP COM 109043109 272 7,100 X 7,100
BRINKER INTL INC COM 109641100 508 16,000 X 16,000
BRISTOL MYERS SQUIBB CO COM 110122108 4,001 155,700 X 155,700
BROADCOM CORP CL A 111320107 370 21,100 X 21,100
BROWN FORMAN CORP CL B 115637209 380 5,500 X 5,500
BROWN SHOE INC NEW COM 115736100 506 18,000 X 18,000
BRUSH ENGINEERED MATLS INC COM 117421107 145 11,700 X 11,700
BURLINGTON NORTHN SANTA FE C COM 12189T104 927 30,900 X 30,900
BURLINGTON RES INC COM 122014103 616 16,200 X 16,200
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 281 10,000 X 10,000
CBRL GROUP INC COM 12489V106 268 8,800 X 8,800
CEC ENTMT INC COM 125137109 413 10,000 X 10,000
CIGNA CORP COM 125509109 1,130 11,600 X 11,600
CMS ENERGY CORP COM 125896100 695 63,300 X 63,300
CSX CORP COM 126408103 603 17,200 X 17,200
CTS CORP COM 126501105 237 19,700 X 19,700
CVS CORP COM 126650100 961 31,400 X 31,400
CABLE DESIGN TECHNOLOGIES CO COM 126924109 235 22,900 X 22,900
CALPINE CORP COM 131347106 212 30,100 X 30,100
CAMPBELL SOUP CO COM 134429109 2,080 75,200 X 75,200
CAPITAL ONE FINL CORP COM 14040H105 1,056 17,300 X 17,300
CARAUSTAR INDS INC COM 140909102 213 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 3,592 58,500 X 58,500
CARNIVAL CORP COM 143658102 2,359 85,200 X 85,200
CATAPULT COMMUNICATIONS CORP COM 149016107 457 20,900 X 20,900
CATERPILLAR INC DEL COM 149123101 1,351 27,600 X 27,600
CATO CORP NEW CL A 149205106 335 15,000 X 15,000
CENDANT CORP COM 151313103 2,812 177,100 X 177,100
CENTEX CORP COM 152312104 283 4,900 X 4,900
CENTURYTEL INC COM 156700106 333 11,300 X 11,300
CHARLES RIV LABS INTL INC COM 159864107 319 9,100 X 9,100
CHARTER ONE FINL INC COM 160903100 1,827 53,127 X 53,127
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 447 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 8,859 100,106 X 100,106
CHILDRENS PL RETAIL STORES I COM 168905107 321 12,100 X 12,100
CHIRON CORP COM 170040109 537 15,200 X 15,200
CHUBB CORP COM 171232101 970 13,700 X 13,700
CIENA CORP COM 171779101 111 26,400 X 26,400
CINCINNATI FINL CORP COM 172062101 605 13,000 X 13,000
CINERGY CORP COM 172474108 482 13,400 X 13,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 315 16,800 X 16,800
CISCO SYS INC COM 17275R102 9,606 688,600 X 688,600
CINTAS CORP COM 172908105 677 13,700 X 13,700
CITIGROUP INC COM 172967101 16,039 413,900 X 413,900
CITIZENS COMMUNICATIONS CO COM 17453B101 188 22,500 X 22,500
CITRIX SYS INC COM 177376100 512 84,700 X 84,700
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,540 48,100 X 48,100
CLOROX CO DEL COM 189054109 773 18,700 X 18,700
COACHMEN INDS INC COM 189873102 168 11,600 X 11,600
COCA COLA CO COM 191216100 11,194 199,900 X 199,900
COCA COLA ENTERPRISES INC COM 191219104 790 35,800 X 35,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 430 8,000 X 8,000
COLGATE PALMOLIVE CO COM 194162103 2,222 44,400 X 44,400
COMCAST CORP CL A SPL 200300200 1,812 76,000 X 76,000
COMERICA INC COM 200340107 878 14,300 X 14,300
COMMERCE BANCSHARES INC COM 200525103 1,217 27,500 X 27,500
COMMUNITY FIRST BANKSHARES I COM 203902101 417 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 1,210 36,000 X 36,000
COMPUTER ASSOC INTL INC COM 204912109 737 46,400 X 46,400
COMPUTER SCIENCES CORP COM 205363104 1,869 39,100 X 39,100
COMPUWARE CORP COM 205638109 182 30,000 X 30,000
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 659 71,200 X 71,200
CONAGRA FOODS INC COM 205887102 1,526 55,200 X 55,200
CONCERTO SOFTWARE INC COM 20602T106 94 14,900 X 14,900
CONCORD COMMUNICATIONS INC COM 206186108 387 23,500 X 23,500
CONCORD EFS INC COM 206197105 1,233 40,900 X 40,900
CONOCO INC COM 208251504 1,398 50,300 X 50,300
CONSECO INC COM 208464107 55 27,700 X 27,700
CONSOLIDATED EDISON INC COM 209115104 1,937 46,400 X 46,400
CONSTELLATION BRANDS INC CL A 21036P108 448 14,000 X 14,000
CONSTELLATION ENERGY GROUP I COM 210371100 387 13,200 X 13,200
CONVERGYS CORP COM 212485106 269 13,800 X 13,800
COORS ADOLPH CO CL B 217016104 536 8,600 X 8,600
CORNING INC COM 219350105 270 76,000 X 76,000
COSTCO WHSL CORP NEW COM 22160K105 1,406 36,400 X 36,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,235 25,600 X 25,600
COVANCE INC COM 222816100 375 20,000 X 20,000
D & K HEALTHCARE RES INC COM 232861104 423 12,000 X 12,000
DRS TECHNOLOGIES INC COM 23330X100 385 9,000 X 9,000
D R HORTON INC COM 23331A109 429 16,500 X 16,500
DSP GROUP INC COM 23332B106 359 18,300 X 18,300
DTE ENERGY CO COM 233331107 585 13,100 X 13,100
DANA CORP COM 235811106 221 11,900 X 11,900
DANAHER CORP DEL COM 235851102 796 12,000 X 12,000
DARDEN RESTAURANTS INC COM 237194105 904 36,600 X 36,600
DATASCOPE CORP COM 238113104 271 9,800 X 9,800
DEAN FOODS CO NEW COM 242370104 1,194 32,000 X 32,000
DELL COMPUTER CORP COM 247025109 5,782 221,200 X 221,200
DELPHI CORP COM 247126105 595 45,100 X 45,100
DELPHI FINL GROUP INC CL A 247131105 399 9,200 X 9,200
DELTA & PINE LD CO COM 247357106 287 14,300 X 14,300
DELUXE CORP COM 248019101 432 11,100 X 11,100
DENTSPLY INTL INC NEW COM 249030107 1,965 53,250 X 53,250
DEVON ENERGY CORP NEW COM 25179M103 616 12,500 X 12,500
DIEBOLD INC COM 253651103 1,143 30,700 X 30,700
DISNEY WALT CO COM DISNEY 254687106 3,101 164,100 X 164,100
DOLLAR GEN CORP COM 256669102 510 26,787 X 26,787
DOMINION RES INC VA NEW COM 25746U109 1,403 21,200 X 21,200
DONNELLEY R R & SONS CO COM 257867101 1,389 50,400 X 50,400
DORAL FINL CORP COM 25811P100 401 12,000 X 12,000
DOVER CORP COM 260003108 571 16,300 X 16,300
DOW CHEM CO COM 260543103 2,493 72,514 X 72,514
DOW JONES & CO INC COM 260561105 329 6,800 X 6,800
DU PONT E I DE NEMOURS & CO COM 263534109 3,663 82,500 X 82,500
DUKE ENERGY CORP COM 264399106 3,583 115,216 X 115,216
DUPONT PHOTOMASKS INC COM 26613X101 295 8,900 X 8,900
DYNEGY INC NEW CL A 26816Q101 203 28,200 X 28,200
E M C CORP MASS COM 268648102 1,346 178,300 X 178,300
EOG RES INC COM 26875P101 369 9,300 X 9,300
ESS TECHNOLOGY INC COM 269151106 386 22,000 X 22,000
EASTMAN CHEM CO COM 277432100 291 6,200 X 6,200
EASTMAN KODAK CO COM 277461109 685 23,500 X 23,500
EATON CORP COM 278058102 407 5,600 X 5,600
ECOLAB INC COM 278865100 476 10,300 X 10,300
EDISON INTL COM 281020107 1,584 93,200 X 93,200
EFUNDS CORP COM 28224R101 236 24,900 X 24,900
EL PASO CORP COM 28336L109 847 41,095 X 41,095
ELAN PLC ADR 284131208 234 42,700 X 42,700
ELECTRONIC DATA SYS NEW COM 285661104 1,791 48,200 X 48,200
EMERSON ELEC CO COM 291011104 2,916 54,500 X 54,500
ENGELHARD CORP COM 292845104 1,342 47,400 X 47,400
ENTERGY CORP NEW COM 29364G103 968 22,800 X 22,800
EQUIFAX INC COM 294429105 316 11,700 X 11,700
EQUITY OFFICE PROPERTIES TRU COM 294741103 1,002 33,300 X 33,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 627 21,800 X 21,800
EXELON CORP COM 30161N101 1,352 25,850 X 25,850
EXPRESS SCRIPTS INC COM 302182100 351 7,000 X 7,000
EXTENDED STAY AMER INC COM 30224P101 1,205 74,300 X 74,300
EXXON MOBIL CORP COM 30231G102 23,419 572,300 X 572,300
FPL GROUP INC COM 302571104 1,290 21,500 X 21,500
FACTORY 2-U INC COM 303072102 168 12,100 X 12,100
FAIR ISAAC & CO INC COM 303250104 942 28,650 X 28,650
FAMILY DLR STORES INC COM 307000109 490 13,900 X 13,900
FEDERAL HOME LN MTG CORP COM 313400301 4,988 81,500 X 81,500
FEDERAL NATL MTG ASSN COM 313586109 7,478 101,400 X 101,400
FEDERATED DEPT STORES INC DE COM 31410H101 611 15,400 X 15,400
FEDEX CORP COM 31428X106 1,282 24,000 X 24,000
FERRO CORP COM 315405100 422 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 528 16,700 X 16,700
FIFTH THIRD BANCORP COM 316773100 3,128 46,930 X 46,930
FINANCIAL FED CORP COM 317492106 430 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 327 14,200 X 14,200
FIRST DATA CORP COM 319963104 2,284 61,400 X 61,400
FIRST TENN NATL CORP COM 337162101 2,080 54,300 X 54,300
FISERV INC COM 337738108 910 24,800 X 24,800
FLAGSTAR BANCORP INC COM 337930101 416 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 798 23,900 X 23,900
FLEETBOSTON FINL CORP COM 339030108 3,873 119,722 X 119,722
FLEETWOOD ENTERPRISES INC COM 339099103 222 25,500 X 25,500
FLUOR CORP NEW COM 343412102 249 6,400 X 6,400
FORD MTR CO DEL COM PAR $0.01 345370860 2,331 145,700 X 145,700
FOREST LABS INC COM 345838106 1,020 14,400 X 14,400
FORRESTER RESH INC COM 346563109 394 20,300 X 20,300
FORTUNE BRANDS INC COM 349631101 672 12,000 X 12,000
FRANKLIN RES INC COM 354613101 895 21,000 X 21,000
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 391 21,900 X 21,900
FREMONT GEN CORP COM 357288109 127 30,500 X 30,500
G & K SVCS INC CL A 361268105 240 7,000 X 7,000
GANNETT INC COM 364730101 1,617 21,300 X 21,300
GAP INC DEL COM 364760108 988 69,600 X 69,600
GATEWAY INC COM 367626108 116 26,100 X 26,100
GENCORP INC COM 368682100 372 26,000 X 26,000
GENERAL DYNAMICS CORP COM 369550108 1,723 16,200 X 16,200
GENERAL ELEC CO COM 369604103 23,687 815,400 X 815,400
GENERAL MLS INC COM 370334104 1,296 29,400 X 29,400
GENERAL MTRS CORP COM 370442105 2,388 44,669 X 44,669
GENUINE PARTS CO COM 372460105 488 14,000 X 14,000
GENZYME CORP COM GENL DIV 372917104 329 17,100 X 17,100
GEORGIA GULF CORP COM PAR $0.01 373200203 309 11,700 X 11,700
GEORGIA PAC CORP COM 373298108 454 18,462 X 18,462
GILLETTE CO COM 375766102 2,876 84,900 X 84,900
GLOBAL IMAGING SYSTEMS COM 37934A100 399 21,000 X 21,000
GOLDEN ST BANCORP INC COM 381197102 399 11,000 X 11,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,369 19,900 X 19,900
GOODRICH CORP COM 382388106 224 8,200 X 8,200
GOODYEAR TIRE & RUBR CO COM 382550101 245 13,100 X 13,100
GRACO INC COM 384109104 339 13,500 X 13,500
GRAINGER W W INC COM 384802104 376 7,500 X 7,500
GREENPOINT FINL CORP COM 395384100 1,453 29,600 X 29,600
GROUP 1 AUTOMOTIVE INC COM 398905109 343 9,000 X 9,000
GUIDANT CORP COM 401698105 741 24,500 X 24,500
HCA INC COM 404119109 1,967 41,400 X 41,400
HNC SOFTWARE INC COM 40425P107 357 21,400 X 21,400
HAIN CELESTIAL GROUP INC COM 405217100 448 24,200 X 24,200
HALLIBURTON CO COM 406216101 550 34,500 X 34,500
HANCOCK JOHN FINL SVCS INC COM 41014S106 845 24,000 X 24,000
HARLEY DAVIDSON INC COM 412822108 1,246 24,300 X 24,300
HARRAHS ENTMT INC COM 413619107 399 9,000 X 9,000
HARTFORD FINL SVCS GROUP INC COM 416515104 1,172 19,700 X 19,700
HASBRO INC COM 418056107 188 13,900 X 13,900
HEALTHSOUTH CORP COM 421924101 404 31,600 X 31,600
HEALTH MGMT ASSOC INC NEW CL A 421933102 391 19,400 X 19,400
HEALTH NET INC COM 42222G108 1,183 44,200 X 44,200
HEINZ H J CO COM 423074103 1,159 28,200 X 28,200
HERSHEY FOODS CORP COM 427866108 681 10,900 X 10,900
HEWLETT PACKARD CO COM 428236103 3,712 242,915 X 242,915
HILLENBRAND INDS INC COM 431573104 348 6,200 X 6,200
HILTON HOTELS CORP COM 432848109 413 29,700 X 29,700
HOME DEPOT INC COM 437076102 7,317 199,200 X 199,200
HONEYWELL INTL INC COM 438516106 2,304 65,400 X 65,400
HOT TOPIC INC COM 441339108 427 16,000 X 16,000
HOUSEHOLD INTL INC COM 441815107 2,212 44,500 X 44,500
HUMANA INC COM 444859102 213 13,600 X 13,600
HUNTINGTON BANCSHARES INC COM 446150104 393 20,240 X 20,240
ICN PHARMACEUTICALS INC NEW COM 448924100 1,058 43,700 X 43,700
IMS HEALTH INC COM 449934108 427 23,800 X 23,800
ITT INDS INC IND COM 450911102 1,772 25,100 X 25,100
IDACORP INC COM 451107106 310 11,200 X 11,200
IDEXX LABS INC COM 45168D104 387 15,000 X 15,000
ILLINOIS TOOL WKS INC COM 452308109 1,673 24,500 X 24,500
IMMUNEX CORP NEW COM 452528102 978 43,800 X 43,800
INAMED CORP COM 453235103 352 13,000 X 13,000
INCO LTD COM 453258402 333 14,700 X 14,700
INDEPENDENCE CMNTY BK CORP COM 453414104 381 13,000 X 13,000
INSIGHT ENTERPRISES INC COM 45765U103 428 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 481 76,900 X 76,900
INTEL CORP COM 458140100 10,279 562,600 X 562,600
INTER TEL INC COM 458372109 356 21,000 X 21,000
INTERMET CORP COM 45881K104 200 18,600 X 18,600
INTERNATIONAL BUSINESS MACHS COM 459200101 10,498 145,800 X 145,800
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 247 7,600 X 7,600
INTERNATIONAL GAME TECHNOLOG COM 459902102 408 7,200 X 7,200
INTL PAPER CO COM 460146103 1,691 38,809 X 38,809
INTERPUBLIC GROUP COS INC COM 460690100 753 30,400 X 30,400
INTUIT COM 461202103 850 17,100 X 17,100
INVACARE CORP COM 461203101 377 10,200 X 10,200
IONICS INC COM 462218108 240 9,900 X 9,900
IRWIN FINL CORP COM 464119106 440 21,900 X 21,900
ISHARES TR RUSSELL 3000 464287689 5,308 96,300 X 96,300
ISHARES TR S&P SMLCAP 600 464287804 1,019 8,900 X 8,900
IVAX CORP COM 465823102 970 89,800 X 89,800
JDS UNIPHASE CORP COM 46612J101 292 109,200 X 109,200
JLG INDS INC COM 466210101 400 28,500 X 28,500
J P MORGAN CHASE & CO COM 46625H100 5,383 158,700 X 158,700
JABIL CIRCUIT INC COM 466313103 336 15,900 X 15,900
JAKKS PAC INC COM 47012E106 462 26,100 X 26,100
JEFFERSON PILOT CORP COM 475070108 1,751 37,250 X 37,250
JOHNSON & JOHNSON COM 478160104 13,546 259,200 X 259,200
JOHNSON CTLS INC COM 478366107 939 11,500 X 11,500
JONES APPAREL GROUP INC COM 480074103 668 17,800 X 17,800
KLA-TENCOR CORP COM 482480100 660 15,000 X 15,000
KANSAS CITY SOUTHERN COM NEW 485170302 371 21,800 X 21,800
KB HOME COM 48666K109 206 4,000 X 4,000
KEITHLEY INSTRS INC COM 487584104 231 16,000 X 16,000
KELLOGG CO COM 487836108 1,173 32,700 X 32,700
KELLWOOD CO COM 488044108 410 12,600 X 12,600
KEMET CORP COM 488360108 291 16,300 X 16,300
KERR MCGEE CORP COM 492386107 1,502 28,042 X 28,042
KEY ENERGY SVCS INC COM 492914106 368 35,000 X 35,000
KEYCORP NEW COM 493267108 931 34,100 X 34,100
KEYSPAN CORP COM 49337W100 422 11,200 X 11,200
KIMBERLY CLARK CORP COM 494368103 2,623 42,300 X 42,300
KINDER MORGAN INC KANS COM 49455P101 578 15,200 X 15,200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,096 34,900 X 34,900
KING PHARMACEUTICALS INC COM 495582108 1,339 60,200 X 60,200
KNIGHT RIDDER INC COM 499040103 428 6,800 X 6,800
KOHLS CORP COM 500255104 1,885 26,900 X 26,900
KROGER CO COM 501044101 1,282 64,400 X 64,400
LNR PPTY CORP COM 501940100 449 13,000 X 13,000
LSI LOGIC CORP COM 502161102 258 29,500 X 29,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 302 5,600 X 5,600
LANDAMERICA FINL GROUP INC COM 514936103 410 13,000 X 13,000
LANDRYS RESTAURANTS INC COM 51508L103 334 13,100 X 13,100
LEAR CORP COM 521865105 273 5,900 X 5,900
LEGGETT & PLATT INC COM 524660107 370 15,800 X 15,800
LEHMAN BROS HLDGS INC COM 524908100 1,225 19,600 X 19,600
LENNAR CORP COM 526057104 404 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 849 15,600 X 15,600
LILLY ELI & CO COM 532457108 5,268 93,400 X 93,400
LIMITED BRANDS INC COM 532716107 886 41,600 X 41,600
LINCARE HLDGS INC COM 532791100 1,260 39,000 X 39,000
LINCOLN NATL CORP IND COM 534187109 638 15,200 X 15,200
LINEAR TECHNOLOGY CORP COM 535678106 801 25,500 X 25,500
LINENS N THINGS INC COM 535679104 1,467 44,700 X 44,700
LIZ CLAIBORNE INC COM 539320101 1,479 46,500 X 46,500
LOCKHEED MARTIN CORP COM 539830109 3,204 46,100 X 46,100
LOEWS CORP COM 540424108 816 15,400 X 15,400
LOWES COS INC COM 548661107 2,828 62,300 X 62,300
LUCENT TECHNOLOGIES INC COM 549463107 457 275,300 X 275,300
MBIA INC COM 55262C100 1,953 34,550 X 34,550
MBNA CORP COM 55262L100 3,284 99,300 X 99,300
M D C HLDGS INC COM 552676108 1,321 25,400 X 25,400
MGIC INVT CORP WIS COM 552848103 1,003 14,800 X 14,800
MSC INDL DIRECT INC CL A 553530106 1,014 52,000 X 52,000
MAGNA INTL INC CL A 559222401 1,432 20,800 X 20,800
MANITOWOC INC COM 563571108 667 18,800 X 18,800
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MARSH & MCLENNAN COS INC COM 571748102 2,135 22,100 X 22,100
MARSHALL & ILSLEY CORP COM 571834100 532 17,200 X 17,200
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MATTEL INC COM 577081102 731 34,700 X 34,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,004 26,200 X 26,200
MAY DEPT STORES CO COM 577778103 777 23,600 X 23,600
MAXIMUS INC COM 577933104 314 9,900 X 9,900
MAYTAG CORP COM 578592107 264 6,200 X 6,200
MCDONALDS CORP COM 580135101 2,942 103,400 X 103,400
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MEADWESTVACO CORP COM 583334107 538 16,018 X 16,018
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MEDQUIST INC COM 584949101 1,124 42,200 X 42,200
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MENTOR CORP MINN COM 587188103 441 12,000 X 12,000
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MERCK & CO INC COM 589331107 10,300 203,400 X 203,400
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RAYTHEON CO COM NEW 755111507 1,280 31,400 X 31,400
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ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 9,446 170,900 X 170,900
RYLAND GROUP INC COM 783764103 1,055 21,200 X 21,200
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SOURCECORP COM 836167106 652 24,600 X 24,600
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TYCO INTL LTD NEW COM 902124106 2,664 197,200 X 197,200
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WASTE MGMT INC DEL COM 94106L109 1,316 50,500 X 50,500
WATERS CORP COM 941848103 280 10,500 X 10,500
WATSON PHARMACEUTICALS INC COM 942683103 1,253 49,600 X 49,600
WELLMAN INC COM 949702104 312 18,600 X 18,600
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,599 33,400 X 33,400
WELLS FARGO & CO NEW COM 949746101 6,828 136,400 X 136,400
WENDYS INTL INC COM 950590109 1,991 50,000 X 50,000
WESTERN DIGITAL CORP COM 958102105 578 177,800 X 177,800
WET SEAL INC CL A 961840105 437 18,000 X 18,000
WEYERHAEUSER CO COM 962166104 1,130 17,700 X 17,700
WHIRLPOOL CORP COM 963320106 353 5,400 X 5,400
WHITNEY HLDG CORP COM 966612103 735 23,900 X 23,900
WHOLE FOODS MKT INC COM 966837106 386 8,000 X 8,000
WILLIAMS COS INC DEL COM 969457100 249 41,500 X 41,500
WINN DIXIE STORES INC COM 974280109 176 11,300 X 11,300
WOLVERINE WORLD WIDE INC COM 978097103 379 21,700 X 21,700
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 14 154,400 X 154,400
WORTHINGTON INDS INC COM 981811102 1,392 76,900 X 76,900
WRIGLEY WM JR CO COM 982526105 1,002 18,100 X 18,100
WYETH COM 983024100 5,432 106,100 X 106,100
XCEL ENERGY INC COM 98389B100 1,269 75,655 X 75,655
XILINX INC COM 983919101 606 27,000 X 27,000
XEROX CORP COM 984121103 404 57,900 X 57,900
YAHOO INC COM 984332106 691 46,800 X 46,800
YUM BRANDS INC WHEN ISSUED 988498101 684 23,400 X 23,400
ZALE CORP NEW COM 988858106 1,283 35,400 X 35,400
ZIMMER HLDGS INC COM 98956P102 556 15,600 X 15,600
ZIONS BANCORPORATION COM 989701107 438 8,400 X 8,400
ZORAN CORP COM 98975F101 426 18,600 X 18,600
ZOLL MED CORP COM 989922109 348 10,700 X 10,700