FORM 13-F
Report for the Calendar Quarter Ended 30 September 2001.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 028-00850
Name, Phone No., and Title of Person Duly Authorized to submit this report:
Michael A. Harring
(309) 765-5799
Secretary
_____________________________________________________________
ATTENTION - Intentional misstatements or omissions of fact
constitute Federal Criminal Violations. See 18 U.S.C. 10001
and 15 U.S.C. 78ff(a).
_____________________________________________________________
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that
all information contained therein is true, correct and complete. It is
understood that all required items, statements and schedules are considered
integral parts of this Form and that the submission of any amendment
represents that all unamended items, statements and schedules remain true,
correct and complete as previously submitted.
Pursuant to the requirements of this Securities Exchange Act of 1934,
the undersigned institutional investment manager has caused this report to be
signed on its behalf in the City of Moline and State of Illinois
on the 30th day of October 2001.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
DEERE & COMPANY
30-SEP-2001
INVESTMENT DISCRETION VOTING
SHARES OR --------------------- AUTHORITY
CUSIP FAIR MKT PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
FOSTER WHEELER LTD SHS G36535105 149 29,800 X 29,800
GLOBAL CROSSING LTD COM G3921A100 192 106,900 X 106,900
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,006 38,100 X 38,100
XL CAP LTD CL A G98255105 1,209 15,300 X 15,300
ASML HLDG NV N Y SHS N07059111 303 27,000 X 27,000
A D C TELECOMMUNICATIONS COM 000886101 368 105,500 X 105,500
AFLAC INC COM 001055102 1,760 65,200 X 65,200
AES CORP COM 00130H105 794 61,900 X 61,900
AMR CORP COM 001765106 356 18,600 X 18,600
AOL TIME WARNER INC COM 00184A105 17,414 526,100 X 526,100
AT&T CORP COM 001957109 8,050 417,100 X 417,100
AT&T WIRELESS SVCS INC COM 00209A106 4,551 304,647 X 304,647
ABBOTT LABS COM 002824100 11,251 217,000 X 217,000
ADAPTEC INC COM 00651F108 241 30,600 X 30,600
ADOBE SYS INC COM 00724F101 703 29,300 X 29,300
ADTRAN INC COM 00738A106 420 22,000 X 22,000
ADVANCED DIGITAL INFORMATION COM 007525108 206 20,000 X 20,000
ADVANCED MICRO DEVICES INC COM 007903107 336 41,200 X 41,200
AETNA INC NEW COM 00817Y108 491 17,000 X 17,000
AFFILIATED COMPUTER SERVICES CL A 008190100 1,115 13,700 X 13,700
AFFILIATED MANAGERS GROUP COM 008252108 369 6,500 X 6,500
AGILENT TECHNOLOGIES INC COM 00846U101 1,182 60,462 X 60,462
AIR PRODS & CHEMS INC COM 009158106 1,319 34,200 X 34,200
ALABAMA NATL BANCORP DELA COM 010317105 459 13,900 X 13,900
ALBEMARLE CORP COM 012653101 227 12,000 X 12,000
ALBERTO CULVER CO CL B CONV 013068101 261 6,700 X 6,700
ALBERTSONS INC COM 013104104 1,865 58,500 X 58,500
ALCAN INC COM 013716105 1,167 38,900 X 38,900
ALCOA INC COM 013817101 3,457 111,472 X 111,472
ALLEGHENY ENERGY INC COM 017361106 562 15,300 X 15,300
ALLERGAN INC COM 018490102 1,472 22,200 X 22,200
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 457 10,000 X 10,000
ALLIANT TECHSYSTEMS INC COM 018804104 629 7,350 X 7,350
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 305 23,900 X 23,900
ALLSTATE CORP COM 020002101 3,559 95,300 X 95,300
ALLTEL CORP COM 020039103 2,248 38,800 X 38,800
ALPHARMA INC CL A 020813101 464 16,100 X 16,100
ALTERA CORP COM 021441100 758 46,300 X 46,300
AMBAC FINL GROUP INC COM 023139108 689 12,600 X 12,600
AMERADA HESS CORP COM 023551104 692 10,900 X 10,900
AMEREN CORP COM 023608102 1,117 29,100 X 29,100
AMERICAN ELEC PWR INC COM 025537101 1,717 39,720 X 39,720
AMERICAN EXPRESS CO COM 025816109 4,748 163,400 X 163,400
AMERICAN HOME PRODS CORP COM 026609107 9,891 169,800 X 169,800
AMERICAN INTL GROUP INC COM 026874107 26,072 334,256 X 334,256
AMERICAN MGMT SYS INC COM 027352103 452 37,600 X 37,600
AMERICAN PWR CONVERSION CORP COM 029066107 397 34,000 X 34,000
AMERICREDIT CORP COM 03060R101 882 27,900 X 27,900
AMERISOURCEBERGEN CORP COM 03073E105 887 12,500 X 12,500
AMGEN INC COM 031162100 7,975 135,700 X 135,700
AMPHENOL CORP NEW CL A 032095101 306 8,800 X 8,800
AMSOUTH BANCORPORATION COM 032165102 829 45,900 X 45,900
ANADARKO PETE CORP COM 032511107 1,466 30,500 X 30,500
ANALOG DEVICES INC COM 032654105 1,422 43,500 X 43,500
ANALYSTS INTL CORP COM 032681108 80 26,200 X 26,200
ANDREW CORP COM 034425108 184 10,100 X 10,100
ANHEUSER BUSCH COS INC COM 035229103 4,904 117,100 X 117,100
AON CORP COM 037389103 1,306 31,100 X 31,100
APACHE CORP COM 037411105 976 22,700 X 22,700
APOLLO GROUP INC CL A 037604105 546 13,000 X 13,000
APPLE COMPUTER INC COM 037833100 634 40,900 X 40,900
APPLEBEES INTL INC COM 037899101 443 15,000 X 15,000
APPLERA CORP COM AP BIO GRP 038020103 610 25,000 X 25,000
APPLICA INC COM 03815A106 220 26,000 X 26,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 256 36,600 X 36,600
APPLIED MATLS INC COM 038222105 3,080 108,300 X 108,300
APTARGROUP INC COM 038336103 426 13,400 X 13,400
ARCHER DANIELS MIDLAND CO COM 039483102 984 78,135 X 78,135
ARCTIC CAT INC COM 039670104 387 28,700 X 28,700
ARGUSS COMMUNICATIONS INC COM 040282105 88 37,300 X 37,300
ARKANSAS BEST CORP DEL COM 040790107 331 16,000 X 16,000
ARROW ELECTRS INC COM 042735100 407 19,500 X 19,500
ARTESYN TECHNOLOGIES INC COM 043127109 93 17,100 X 17,100
ARTHROCARE CORP COM 043136100 251 12,800 X 12,800
ASHLAND INC COM 044204105 840 21,800 X 21,800
ASTORIA FINL CORP COM 046265104 1,185 20,000 X 20,000
ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 171 17,400 X 17,400
AUDIOVOX CORP CL A 050757103 269 29,400 X 29,400
AUTODESK INC COM 052769106 676 21,100 X 21,100
AUTOMATIC DATA PROCESSING INC COM 053015103 3,608 76,700 X 76,700
AUTOZONE INC COM 053332102 700 13,500 X 13,500
AVANT CORP COM 053487104 48 16,200 X 16,200
AVAYA INC COM 053499109 347 35,041 X 35,041
AVERY DENNISON CORP COM 053611109 861 18,200 X 18,200
AVISTA CORP COM 05379B107 173 12,700 X 12,700
AVON PRODS INC COM 054303102 1,351 29,200 X 29,200
AWARE INC MASS COM 05453N100 225 57,000 X 57,000
BB&T CORP COM 054937107 1,925 52,800 X 52,800
BJ SVCS CO COM 055482103 189 10,600 X 10,600
BMC INDS INC MINN COM 055607105 70 34,400 X 34,400
BP PLC SPONSORED ADR 055622104 472 9,600 X 9,600
BMC SOFTWARE INC COM 055921100 381 30,000 X 30,000
BAKER HUGHES INC COM 057224107 1,172 40,500 X 40,500
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 297 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 12,877 220,500 X 220,500
BANK NEW YORK INC COM 064057102 3,185 91,000 X 91,000
BANK ONE CORP COM 06423A103 4,777 151,800 X 151,800
BANKNORTH GROUP INC NEW COM 06646R107 312 14,000 X 14,000
BARD C R INC COM 067383109 314 6,100 X 6,100
BARRICK GOLD CORP COM 067901108 843 48,600 X 48,600
BAXTER INTL INC COM 071813109 4,008 72,800 X 72,800
BE AEROSPACE INC COM 073302101 389 51,200 X 51,200
BEAR STEARNS COS INC COM 073902108 1,110 22,200 X 22,200
BECKMAN COULTER INC COM 075811109 743 16,800 X 16,800
BECTON DICKINSON & CO COM 075887109 1,143 30,900 X 30,900
BED BATH & BEYOND INC COM 075896100 1,039 40,800 X 40,800
BELDEN INC COM 077459105 540 28,700 X 28,700
BELLSOUTH CORP COM 079860102 10,849 261,100 X 261,100
BEMIS INC COM 081437105 749 18,800 X 18,800
BEST BUY INC COM 086516101 1,409 31,000 X 31,000
BIG LOTS INC COM 089302103 113 13,600 X 13,600
BIOGEN INC COM 090597105 1,395 25,100 X 25,100
BIOMET INC COM 090613100 961 32,850 X 32,850
BLACK & DECKER CORP COM 091797100 312 10,000 X 10,000
BLACK BOX CORP DEL COM 091826107 505 12,000 X 12,000
BLOCK H & R INC COM 093671105 1,535 39,800 X 39,800
BLYTH INC COM 09643P108 426 21,400 X 21,400
BOEING CO COM 097023105 4,010 119,700 X 119,700
BOISE CASCADE CORP COM 097383103 209 7,100 X 7,100
BORDERS GROUP INC COM 099709107 253 13,200 X 13,200
BOSTON SCIENTIFIC CORP COM 101137107 1,023 49,900 X 49,900
BRIGHTPOINT INC COM 109473108 91 29,400 X 29,400
BRINKER INTL INC COM 109641100 501 21,200 X 21,200
BRISTOL MYERS SQUIBB CO COM 110122108 13,584 244,500 X 244,500
BROADCOM CORP CL A 111320107 644 31,700 X 31,700
BROADVISION INC COM 111412102 30 32,500 X 32,500
BROWN FORMAN CORP CL B 115637209 537 8,500 X 8,500
BROWN SHOE INC NEW COM 115736100 243 21,400 X 21,400
BRUNSWICK CORP COM 117043109 178 10,800 X 10,800
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,255 46,900 X 46,900
BURLINGTON RES INC COM 122014103 900 26,300 X 26,300
CBRL GROUP INC COM 12489V106 468 21,300 X 21,300
CEC ENTMT INC COM 125137109 273 8,000 X 8,000
CIGNA CORP COM 125509109 1,908 23,000 X 23,000
CMS ENERGY CORP COM 125896100 648 32,400 X 32,400
CSG SYS INTL INC COM 126349109 217 5,300 X 5,300
CSX CORP COM 126408103 806 25,600 X 25,600
CVS CORP COM 126650100 1,590 47,900 X 47,900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 208 17,575 X 17,575
CABOT INDUSTRIAL TRUST COM 127072106 418 20,400 X 20,400
CALPINE CORP COM 131347106 839 36,800 X 36,800
CAMPBELL SOUP CO COM 134429109 1,907 68,100 X 68,100
CANADIAN PAC LTD NEW COM 135923100 254 7,900 X 7,900
CAPITAL ONE FINL CORP COM 14040H105 1,151 25,000 X 25,000
CARDINAL HEALTH INC COM 14149Y108 4,465 60,373 X 60,373
CARNIVAL CORP COM 143658102 1,940 88,100 X 88,100
CASEYS GEN STORES INC COM 147528103 247 20,800 X 20,800
CATERPILLAR INC DEL COM 149123101 1,895 42,300 X 42,300
CATO CORP NEW CL A 149205106 343 22,900 X 22,900
CENDANT CORP COM 151313103 2,026 158,300 X 158,300
CENTEX CORP COM 152312104 236 7,000 X 7,000
CENTURYTEL INC COM 156700106 583 17,400 X 17,400
CERIDIAN CORP NEW COM 156779100 232 16,000 X 16,000
CHARTER ONE FINL INC COM 160903100 754 26,728 X 26,728
CHEVRON CORPORATION COM 166751107 6,772 79,900 X 79,900
CHIRON CORP COM 170040109 1,025 23,100 X 23,100
CHUBB CORP COM 171232101 1,807 25,305 X 25,305
CIENA CORP COM 171779101 411 39,900 X 39,900
CINCINNATI FINL CORP COM 172062101 820 19,700 X 19,700
CINERGY CORP COM 172474108 602 19,500 X 19,500
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 304 25,300 X 25,300
CISCO SYS INC COM 17275R102 11,629 954,800 X 954,800
CINTAS CORP COM 172908105 818 20,300 X 20,300
CITIGROUP INC COM 172967101 26,513 654,633 X 654,633
CITIZENS COMMUNICATIONS CO COM 17453B101 330 35,100 X 35,100
CITRIX SYS INC COM 177376100 451 22,800 X 22,800
CLAYTON HOMES INC COM 184190106 438 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,822 71,000 X 71,000
CLEVELAND CLIFFS INC COM 185896107 415 28,800 X 28,800
CLOROX CO DEL COM 189054109 1,062 28,700 X 28,700
COACHMEN INDS INC COM 189873102 104 11,600 X 11,600
COCA COLA CO COM 191216100 14,219 303,500 X 303,500
COCA COLA ENTERPRISES INC COM 191219104 782 51,000 X 51,000
COLGATE PALMOLIVE CO COM 194162103 4,089 70,200 X 70,200
COMCAST CORP CL A SPL 200300200 3,956 110,300 X 110,300
COMERICA INC COM 200340107 1,186 21,400 X 21,400
COMMERCE BANCSHARES INC COM 200525103 454 12,080 X 12,080
COMMUNITY FIRST BANKSHARES INC COM 203902101 776 32,300 X 32,300
COMPASS BANCSHARES INC COM 20449H109 489 18,800 X 18,800
COMPAQ COMPUTER CORP COM 204493100 1,819 218,900 X 218,900
COMPUTER ASSOC INTL INC COM 204912109 2,075 80,600 X 80,600
COMPUTER SCIENCES CORP COM 205363104 690 20,800 X 20,800
COMPUWARE CORP COM 205638109 372 44,700 X 44,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 858 41,900 X 41,900
CONAGRA FOODS INC COM 205887102 1,466 65,300 X 65,300
CONCORD COMMUNICATIONS INC COM 206186108 159 17,900 X 17,900
CONCORD EFS INC COM 206197105 1,444 29,500 X 29,500
CONEXANT SYSTEMS INC COM 207142100 232 27,900 X 27,900
CONOCO INC CL B 208251405 1,944 76,700 X 76,700
CONSECO INC COM 208464107 291 40,100 X 40,100
CONSOLIDATED EDISON INC COM 209115104 1,621 39,800 X 39,800
CONSOLIDATED GRAPHICS INC COM 209341106 217 12,700 X 12,700
CONSTELLATION BRANDS INC CL A 21036P108 417 10,000 X 10,000
CONSTELLATION ENERGY GROUP INC COM 210371100 474 19,600 X 19,600
CONVERGYS CORP COM 212485106 580 20,900 X 20,900
COOPER INDS INC COM 216669101 464 11,200 X 11,200
CORNING INC COM 219350105 1,014 115,000 X 115,000
COSTCO WHSL CORP NEW COM 22160K105 1,949 54,800 X 54,800
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,296 29,500 X 29,500
COVANCE INC COM 222816100 304 17,000 X 17,000
CREDENCE SYS CORP COM 225302108 229 19,000 X 19,000
CULLEN FROST BANKERS INC COM 229899109 270 10,000 X 10,000
CYTYC CORP COM 232946103 241 9,000 X 9,000
DMC STRATEX NETWORKS INC COM 23322L106 168 32,500 X 32,500
D R HORTON INC COM 23331A109 468 22,412 X 22,412
DST SYS INC DEL COM 233326107 433 10,000 X 10,000
DTE ENERGY CO COM 233331107 865 20,100 X 20,100
DANA CORP COM 235811106 282 18,100 X 18,100
DANAHER CORP DEL COM 235851102 826 17,500 X 17,500
DARDEN RESTAURANTS INC COM 237194105 782 29,800 X 29,800
DELL COMPUTER CORP COM 247025109 6,096 329,000 X 329,000
DELPHI AUTOMOTIVE SYS CORP COM 247126105 806 68,600 X 68,600
DELTA & PINE LD CO COM 247357106 219 12,900 X 12,900
DELTA AIR LINES INC DEL COM 247361108 400 15,200 X 15,200
DELUXE CORP COM 248019101 307 8,900 X 8,900
DENDRITE INTL INC COM 248239105 407 51,200 X 51,200
DENTSPLY INTL INC NEW COM 249030107 505 11,000 X 11,000
DEVON ENERGY CORP NEW COM 25179M103 533 15,500 X 15,500
DEVRY INC DEL COM 251893103 287 8,000 X 8,000
DIEBOLD INC COM 253651103 572 15,000 X 15,000
DIGITAL LIGHTWAVE INC COM 253855100 174 17,700 X 17,700
DILLARDS INC CL A 254067101 149 11,300 X 11,300
DISNEY WALT CO COM DISNEY 254687106 4,841 260,000 X 260,000
DIRECT FOCUS INC COM 254931108 304 15,300 X 15,300
DOLLAR GEN CORP COM 256669102 469 40,087 X 40,087
DOMINION RES INC VA NEW COM 25746U109 1,733 29,200 X 29,200
DONNELLEY R R & SONS CO COM 257867101 868 32,100 X 32,100
DORAL FINL CORP COM 25811P100 466 12,000 X 12,000
DOVER CORP COM 260003108 744 24,700 X 24,700
DOW CHEM CO COM 260543103 3,558 108,614 X 108,614
DOW JONES & CO INC COM 260561105 486 10,700 X 10,700
DOWNEY FINL CORP COM 261018105 243 5,500 X 5,500
DU PONT E I DE NEMOURS & CO COM 263534109 4,795 127,800 X 127,800
DUKE ENERGY CORP COM 264399106 4,062 107,316 X 107,316
DYCOM INDS INC COM 267475101 319 27,500 X 27,500
DYNEGY INC NEW CL A 26816Q101 1,351 39,000 X 39,000
E M C CORP MASS COM 268648102 3,128 266,200 X 266,200
ENSCO INTL INC COM 26874Q100 146 10,000 X 10,000
EOG RES INC COM 26875P101 414 14,300 X 14,300
ESS TECHNOLOGY INC COM 269151106 368 36,000 X 36,000
EASTMAN CHEM CO COM 277432100 345 9,500 X 9,500
EASTMAN KODAK CO COM 277461109 1,129 34,700 X 34,700
EATON CORP COM 278058102 515 8,700 X 8,700
ECOLAB INC COM 278865100 570 15,700 X 15,700
EDISON INTL COM 281020107 1,034 78,600 X 78,600
EL PASO CORP COM 28336L109 2,538 61,095 X 61,095
ELECTRONIC DATA SYS NEW COM 285661104 3,305 57,400 X 57,400
EMERSON ELEC CO COM 291011104 2,842 60,400 X 60,400
ENGELHARD CORP COM 292845104 827 35,800 X 35,800
ENRON CORP COM 293561106 3,003 110,300 X 110,300
ENTERGY CORP NEW COM 29364G103 1,149 32,300 X 32,300
EQUIFAX INC COM 294429105 771 35,200 X 35,200
ETHAN ALLEN INTERIORS INC COM 297602104 206 7,500 X 7,500
EXELON CORP COM 30161N101 1,795 40,250 X 40,250
EXPRESS SCRIPTS INC COM 302182100 443 8,000 X 8,000
EXTENDED STAY AMER INC COM 30224P101 755 52,200 X 52,200
EXXON MOBIL CORP COM 30231G102 36,469 925,606 X 925,606
FPL GROUP INC COM 302571104 1,821 34,000 X 34,000
F Y I INC COM 302712104 375 10,000 X 10,000
FAMILY DLR STORES INC COM 307000109 572 20,800 X 20,800
FASTENAL CO COM 311900104 285 5,000 X 5,000
FEDERAL HOME LN MTG CORP COM 313400301 7,131 109,700 X 109,700
FEDERAL NATL MTG ASSN COM 313586109 11,921 148,900 X 148,900
FEDERATED DEPT STORES INC DEL COM 31410H101 1,004 35,600 X 35,600
FEDEX CORP COM 31428X106 1,371 37,300 X 37,300
FERRO CORP COM 315405100 406 17,500 X 17,500
FIFTH THIRD BANCORP COM 316773100 4,226 68,730 X 68,730
FINANCIAL FED CORP COM 317492106 399 16,300 X 16,300
FIRST DATA CORP COM 319963104 2,732 46,900 X 46,900
FISERV INC COM 337738108 1,354 39,600 X 39,600
FLAGSTAR BANCORP INC COM 337930101 416 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 1,017 28,300 X 28,300
FLEETBOSTON FINL CORP COM 339030108 5,355 145,722 X 145,722
FLUOR CORP NEW COM 343412102 362 9,400 X 9,400
FORD MTR CO DEL COM PAR $0.01 345370860 3,963 228,400 X 228,400
FOREST LABS INC COM 345838106 1,558 21,600 X 21,600
FORRESTER RESH INC COM 346563109 254 15,300 X 15,300
FORTUNE BRANDS INC COM 349631101 1,146 34,200 X 34,200
FRANKLIN RES INC COM 354613101 1,116 32,200 X 32,200
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 207 18,800 X 18,800
G & K SVCS INC CL A 361268105 714 26,900 X 26,900
GPU INC COM 36225X100 601 14,900 X 14,900
GALILEO INTERNATIONAL INC COM 363547100 332 16,000 X 16,000
GANNETT INC COM 364730101 2,308 38,400 X 38,400
GAP INC DEL COM 364760108 1,783 149,200 X 149,200
GATEWAY INC COM 367626108 216 39,700 X 39,700
GENERAL DYNAMICS CORP COM 369550108 2,367 26,800 X 26,800
GENERAL ELEC CO COM 369604103 46,515 1,250,400 X 1,250,400
GENERAL MLS INC COM 370334104 1,593 35,000 X 35,000
GENERAL MTRS CORP COM 370442105 2,830 65,969 X 65,969
GENUINE PARTS CO COM 372460105 691 21,700 X 21,700
GEORGIA GULF CORP COM PAR $0.01 373200203 246 15,300 X 15,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 799 27,762 X 27,762
GILLETTE CO COM 375766102 4,151 139,300 X 139,300
GLOBAL IMAGING SYSTEMS COM 37934A100 454 26,300 X 26,300
GOLDEN ST BANCORP INC COM 381197102 365 12,000 X 12,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,406 24,200 X 24,200
GOODRICH CORP COM 382388106 499 25,600 X 25,600
GOODYEAR TIRE & RUBR CO COM 382550101 354 19,200 X 19,200
GRACO INC COM 384109104 393 13,000 X 13,000
GRAINGER W W INC COM 384802104 451 11,600 X 11,600
GREAT ATLANTIC & PAC TEA INC COM 390064103 175 12,200 X 12,200
GREENPOINT FINL CORP COM 395384100 667 19,000 X 19,000
GUIDANT CORP COM 401698105 1,444 37,500 X 37,500
HCA INC COM 404119109 2,849 64,300 X 64,300
HALLIBURTON CO COM 406216101 1,382 61,300 X 61,300
HANCOCK JOHN FINL SVCS INC COM 41014S106 1,510 37,800 X 37,800
HARLEY DAVIDSON INC COM 412822108 1,494 36,900 X 36,900
HARRAHS ENTMT INC COM 413619107 381 14,100 X 14,100
HARTFORD FINL SVCS GROUP INC COM 416515104 1,680 28,600 X 28,600
HASBRO INC COM 418056107 297 21,200 X 21,200
HEALTHSOUTH CORP COM 421924101 766 47,100 X 47,100
HEINZ H J CO COM 423074103 1,787 42,400 X 42,400
HERCULES INC COM 427056106 108 13,100 X 13,100
HERSHEY FOODS CORP COM 427866108 1,079 16,500 X 16,500
HEWLETT PACKARD CO COM 428236103 3,961 246,800 X 246,800
HILLENBRAND INDS INC COM 431573104 556 10,300 X 10,300
HILTON HOTELS CORP COM 432848109 355 45,200 X 45,200
HOME DEPOT INC COM 437076102 11,933 311,000 X 311,000
HOMESTAKE MNG CO COM 437614100 297 31,900 X 31,900
HON INDS INC COM 438092108 264 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 2,561 97,000 X 97,000
HOT TOPIC INC COM 441339108 602 24,000 X 24,000
HOUSEHOLD INTL INC COM 441815107 3,259 57,800 X 57,800
HUGHES SUPPLY INC COM 444482103 520 23,300 X 23,300
HUMANA INC COM 444859102 245 20,300 X 20,300
HUNTINGTON BANCSHARES INC COM 446150104 548 31,645 X 31,645
IBP INC COM 449223106 209 8,839 X 8,839
IMS HEALTH INC COM 449934108 904 36,100 X 36,100
ITT INDS INC IND COM 450911102 963 21,500 X 21,500
IDACORP INC COM 451107106 401 11,200 X 11,200
IDEXX LABS INC COM 45168D104 587 25,100 X 25,100
ILLINOIS TOOL WKS INC COM 452308109 1,975 36,500 X 36,500
ILLUMINET HLDGS INC COM 452334105 441 11,500 X 11,500
IMMUNEX CORP NEW COM 452528102 1,220 65,300 X 65,300
INCO LTD COM 453258402 271 21,800 X 21,800
INDEPENDENCE CMNTY BK CORP COM 453414104 413 19,000 X 19,000
INGERSOLL-RAND CO COM 456866102 666 19,700 X 19,700
INSIGHT ENTERPRISES INC COM 45765U103 240 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 238 44,100 X 44,100
INTEL CORP COM 458140100 17,746 868,200 X 868,200
INTERMET CORP COM 45881K104 76 27,200 X 27,200
INTERNATIONAL BUSINESS MACHS COM 459200101 20,600 224,600 X 224,600
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 889 32,100 X 32,100
INTERNATIONAL GAME TECHNOLOGY COM 459902102 395 9,300 X 9,300
INTL PAPER CO COM 460146103 2,063 59,209 X 59,209
INTERPUBLIC GROUP COS INC COM 460690100 1,242 60,900 X 60,900
INTERVOICE-BRITE INC COM 461142101 174 16,800 X 16,800
INTUIT COM 461202103 895 25,000 X 25,000
INVACARE CORP COM 461203101 413 10,200 X 10,200
ISHARES TR S&P MIDCAP 400 464287507 797 9,200 X 9,200
ISHARES TR S&P SMLCAP 600 464287804 850 8,900 X 8,900
IVAX CORP COM 465823102 625 28,175 X 28,175
JDS UNIPHASE CORP COM 46612J101 987 156,200 X 156,200
JLG INDS INC COM 466210101 267 29,200 X 29,200
J P MORGAN CHASE & CO COM 46625H100 8,158 238,900 X 238,900
JABIL CIRCUIT INC COM 466313103 555 31,000 X 31,000
JEFFERIES GROUP INC NEW COM 472319102 396 12,000 X 12,000
JEFFERSON PILOT CORP COM 475070108 1,381 31,050 X 31,050
JOHNSON & JOHNSON COM 478160104 22,043 397,884 X 397,884
JOHNSON CTLS INC COM 478366107 672 10,300 X 10,300
JONES APPAREL GROUP INC COM 480074103 204 8,000 X 8,000
KLA-TENCOR CORP COM 482480100 733 23,200 X 23,200
K MART CORP COM 482584109 410 58,700 X 58,700
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 235 19,600 X 19,600
KEITHLEY INSTRS INC COM 487584104 307 21,400 X 21,400
KELLOGG CO COM 487836108 1,491 49,700 X 49,700
KELLWOOD CO COM 488044108 233 12,600 X 12,600
KEMET CORP COM 488360108 606 36,800 X 36,800
KERR MCGEE CORP COM 492386107 999 19,242 X 19,242
KEY ENERGY SVCS INC COM 492914106 370 58,100 X 58,100
KEY PRODTN INC COM 493138101 307 26,600 X 26,600
KEYCORP NEW COM 493267108 1,260 52,200 X 52,200
KEYSPAN CORP COM 49337W100 538 16,200 X 16,200
KIMBERLY CLARK CORP COM 494368103 4,171 67,278 X 67,278
KIMCO REALTY CORP COM 49446R109 437 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 1,698 34,500 X 34,500
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 554 16,000 X 16,000
KING PHARMACEUTICALS INC COM 495582108 1,460 34,799 X 34,799
KNIGHT RIDDER INC COM 499040103 514 9,200 X 9,200
KOHLS CORP COM 500255104 3,389 70,600 X 70,600
KROGER CO COM 501044101 2,733 110,900 X 110,900
LNR PPTY CORP COM 501940100 389 13,000 X 13,000
LSI LOGIC CORP COM 502161102 515 43,800 X 43,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 770 8,800 X 8,800
LANDAMERICA FINL GROUP INC COM 514936103 399 12,000 X 12,000
LANDRYS RESTAURANTS INC COM 51508L103 253 17,100 X 17,100
LANDS END INC COM 515086106 289 10,000 X 10,000
LEGGETT & PLATT INC COM 524660107 470 24,100 X 24,100
LEHMAN BROS HLDGS INC COM 524908100 2,018 35,500 X 35,500
LENNAR CORP COM 526057104 238 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 697 15,600 X 15,600
LILLY ELI & CO COM 532457108 12,202 151,200 X 151,200
LIMITED INC COM 532716107 498 52,400 X 52,400
LINCARE HLDGS INC COM 532791100 399 15,000 X 15,000
LINCOLN NATL CORP IND COM 534187109 1,077 23,100 X 23,100
LINEAR TECHNOLOGY CORP COM 535678106 1,273 38,800 X 38,800
LIZ CLAIBORNE INC COM 539320101 777 20,600 X 20,600
LOCKHEED MARTIN CORP COM 539830109 2,275 52,000 X 52,000
LOEWS CORP COM 540424108 1,129 24,400 X 24,400
LOUISIANA PAC CORP COM 546347105 83 12,800 X 12,800
LOWES COS INC COM 548661107 4,216 133,200 X 133,200
LUBYS INC COM 549282101 125 17,500 X 17,500
LUCENT TECHNOLOGIES INC COM 549463107 2,382 415,660 X 415,660
MBIA INC COM 55262C100 1,643 32,850 X 32,850
MBNA CORP COM 55262L100 4,534 149,700 X 149,700
MGIC INVT CORP WIS COM 552848103 1,464 22,400 X 22,400
MSC INDL DIRECT INC CL A 553530106 478 30,000 X 30,000
MAGNA INTL INC CL A 559222401 422 8,000 X 8,000
MANDALAY RESORT GROUP COM 562567107 253 15,600 X 15,600
MANOR CARE INC NEW COM 564055101 354 12,600 X 12,600
MARSH & MCLENNAN COS INC COM 571748102 3,210 33,200 X 33,200
MARRIOTT INTL INC NEW CL A 571903202 989 29,600 X 29,600
MASCO CORP COM 574599106 1,141 55,800 X 55,800
MATTEL INC COM 577081102 816 52,100 X 52,100
MATTSON TECHNOLOGY INC COM 577223100 116 29,000 X 29,000
MAXIM INTEGRATED PRODS INC COM 57772K101 1,405 40,200 X 40,200
MAY DEPT STORES CO COM 577778103 1,259 43,400 X 43,400
MAYTAG CORP COM 578592107 473 19,200 X 19,200
MCDONALDS CORP COM 580135101 4,313 158,900 X 158,900
MCGRAW HILL COS INC COM 580645109 2,200 37,800 X 37,800
MCKESSON CORP COM 58155Q103 1,413 37,382 X 37,382
MEAD CORP COM 582834107 338 12,200 X 12,200
MEDIMMUNE INC COM 584699102 909 25,500 X 25,500
MEDQUIST INC COM 584949101 402 16,000 X 16,000
MEDTRONIC INC COM 585055106 6,816 156,700 X 156,700
MELLON FINL CORP COM 58551A108 2,108 65,200 X 65,200
MENTOR CORP MINN COM 587188103 648 25,600 X 25,600
MERCANTILE BANKSHARES CORP COM 587405101 429 10,800 X 10,800
MERCK & CO INC COM 589331107 21,032 315,800 X 315,800
MERCURY INTERACTIVE CORP COM 589405109 244 12,800 X 12,800
MERRILL LYNCH & CO INC COM 590188108 4,308 106,100 X 106,100
METLIFE INC COM 59156R108 3,047 102,600 X 102,600
METRIS COS INC COM 591598107 918 37,100 X 37,100
MICHAELS STORES INC COM 594087108 438 12,000 X 12,000
MICROSOFT CORP COM 594918104 34,325 670,800 X 670,800
MICROCHIP TECHNOLOGY INC COM 595017104 375 14,000 X 14,000
MICRON TECHNOLOGY INC COM 595112103 1,730 91,900 X 91,900
MILLIPORE CORP COM 601073109 286 5,400 X 5,400
MINNESOTA MNG & MFG CO COM 604059105 4,772 48,500 X 48,500
MIRANT CORP COM 604675108 907 41,400 X 41,400
MOBILE MINI INC COM 60740F105 337 13,000 X 13,000
MOLEX INC COM 608554101 669 23,800 X 23,800
MOODYS CORP COM 615369105 744 20,100 X 20,100
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 7,129 153,800 X 153,800
MOTOROLA INC COM 620076109 4,151 266,100 X 266,100
MUTUAL RISK MGMT LTD COM 628351108 351 46,200 X 46,200
MYLAN LABS INC COM 628530107 877 26,900 X 26,900
NBTY INC COM 628782104 342 26,000 X 26,000
NCR CORP NEW COM 62886E108 326 11,000 X 11,000
NVR INC COM 62944T105 309 2,200 X 2,200
NABORS INDS INC COM 629568106 477 22,725 X 22,725
NATIONAL CITY CORP COM 635405103 2,228 74,400 X 74,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 469 21,300 X 21,300
NATIONWIDE FINL SVCS INC CL A 638612101 409 11,000 X 11,000
NETWORK APPLIANCE INC COM 64120L104 260 38,300 X 38,300
NEW YORK TIMES CO CL A 650111107 773 19,800 X 19,800
NEWELL RUBBERMAID INC COM 651229106 736 32,420 X 32,420
NEWFIELD EXPL CO COM 651290108 207 7,100 X 7,100
NEWMONT MINING CORP COM 651639106 552 23,400 X 23,400
NEXTEL COMMUNICATIONS INC CL A 65332V103 802 92,800 X 92,800
NIAGARA MOHAWK HLDGS INC COM 653520106 341 20,100 X 20,100
NICOR INC COM 654086107 221 5,700 X 5,700
NIKE INC CL B 654106103 1,526 32,600 X 32,600
99 CENTS ONLY STORES COM 65440K106 263 8,124 X 8,124
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NOBLE DRILLING CORP COM 655042109 384 16,000 X 16,000
NORDSTROM INC COM 655664100 231 16,000 X 16,000
NORFOLK SOUTHERN CORP COM 655844108 754 46,800 X 46,800
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NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 443 11,400 X 11,400
NORTHERN TR CORP COM 665859104 1,433 27,300 X 27,300
NORTHROP GRUMMAN CORP COM 666807102 1,535 15,200 X 15,200
NORTHWEST NAT GAS CO COM 667655104 494 21,100 X 21,100
NORTHWESTERN CORP COM 668074107 535 24,300 X 24,300
NOVELL INC COM 670006105 147 40,100 X 40,100
NOVELLUS SYS INC COM 670008101 497 17,400 X 17,400
NUCOR CORP COM 670346105 385 9,700 X 9,700
NVIDIA CORP COM 67066G104 291 10,600 X 10,600
OCCIDENTAL PETE CORP DEL COM 674599105 1,341 55,100 X 55,100
OCULAR SCIENCES INC COM 675744106 373 18,400 X 18,400
OFFICE DEPOT INC COM 676220106 502 36,900 X 36,900
OLIN CORP COM PAR $1 680665205 273 18,600 X 18,600
OMNICOM GROUP INC COM 681919106 1,603 24,700 X 24,700
ON ASSIGNMENT INC COM 682159108 621 38,600 X 38,600
ORACLE CORP COM 68389X105 8,898 707,300 X 707,300
O REILLY AUTOMOTIVE INC COM 686091109 287 10,000 X 10,000
ORTHODONTIC CTRS AMER INC COM 68750P103 643 26,100 X 26,100
OUTBACK STEAKHOUSE INC COM 689899102 435 17,000 X 17,000
OXFORD HEALTH PLANS INC COM 691471106 716 25,200 X 25,200
PG&E CORP COM 69331C108 717 47,200 X 47,200
PMC-SIERRA INC COM 69344F106 205 20,000 X 20,000
PNC FINL SVCS GROUP INC COM 693475105 1,981 34,600 X 34,600
PPG INDS INC COM 693506107 1,569 34,300 X 34,300
PPL CORP COM 69351T106 551 16,900 X 16,900
PACCAR INC COM 693718108 466 9,500 X 9,500
PACIFIC SUNWEAR CALIF INC COM 694873100 418 30,400 X 30,400
PACTIV CORP COM 695257105 281 19,400 X 19,400
PALL CORP COM 696429307 731 37,600 X 37,600
PALM INC COM 696642107 101 69,113 X 69,113
PAPA JOHNS INTL INC COM 698813102 401 15,400 X 15,400
PARAMETRIC TECHNOLOGY CORP COM 699173100 171 33,000 X 33,000
PARKER HANNIFIN CORP COM 701094104 864 25,200 X 25,200
PATTERSON DENTAL CO COM 703412106 221 6,000 X 6,000
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PAXAR CORP COM 704227107 428 33,600 X 33,600
PAYCHEX INC COM 704326107 1,437 45,600 X 45,600
PENNEY J C INC COM 708160106 694 31,700 X 31,700
PEOPLESOFT INC COM 712713106 642 35,600 X 35,600
PEPSI BOTTLING GROUP INC COM 713409100 1,746 37,900 X 37,900
PEPSICO INC COM 713448108 10,296 212,290 X 212,290
PEREGRINE SYSTEMS INC COM 71366Q101 160 12,691 X 12,691
PERKINELMER INC COM 714046109 698 26,600 X 26,600
PFIZER INC COM 717081103 33,937 846,300 X 846,300
PHARMACEUTICAL PROD DEV INC COM 717124101 586 20,000 X 20,000
PHARMACIA CORP COM 71713U102 6,694 165,047 X 165,047
PHELPS DODGE CORP COM 717265102 248 9,000 X 9,000
PHILIP MORRIS COS INC COM 718154107 12,942 268,000 X 268,000
PHILLIPS PETE CO COM 718507106 3,280 60,800 X 60,800
PHOENIX TECHNOLOGY LTD COM 719153108 227 22,600 X 22,600
PHOTRONICS INC COM 719405102 317 17,200 X 17,200
PINNACLE ENTMT INC COM 723456109 73 12,200 X 12,200
PINNACLE WEST CAP CORP COM 723484101 393 9,900 X 9,900
PIONEER STD ELECTRS INC COM 723877106 378 41,900 X 41,900
PITNEY BOWES INC COM 724479100 1,421 37,200 X 37,200
PLACER DOME INC COM 725906101 513 40,100 X 40,100
POGO PRODUCING CO COM 730448107 752 32,000 X 32,000
POLYMEDICA CORP COM 731738100 153 10,000 X 10,000
POWER-ONE INC COM 739308104 85 13,900 X 13,900
PRAXAIR INC COM 74005P104 1,504 35,800 X 35,800
PRECISION CASTPARTS CORP COM 740189105 264 11,900 X 11,900
PRICE COMMUNICATIONS CORP COM NEW 741437305 386 22,800 X 22,800
PRICE T ROWE GROUP INC COM 74144T108 442 15,100 X 15,100
PRIME HOSPITALITY CORP COM 741917108 437 49,700 X 49,700
PROCTER & GAMBLE CO COM 742718109 12,644 173,700 X 173,700
PROFIT RECOVERY GROUP INTL INC COM 743168106 120 12,300 X 12,300
PROGRESS ENERGY INC COM 743263105 1,062 24,700 X 24,700
PROGRESSIVE CORP OHIO COM 743315103 1,218 9,100 X 9,100
PROVIDENT BANKSHARES CORP COM 743859100 391 18,900 X 18,900
PROVINCE HEALTHCARE CO COM 743977100 441 12,000 X 12,000
PROVIDIAN FINL CORP COM 74406A102 870 43,200 X 43,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,094 25,700 X 25,700
PUGET ENERGY INC NEW COM 745310102 453 21,100 X 21,100
PULTE HOMES INC COM 745867101 782 25,500 X 25,500
QLOGIC CORP COM 747277101 209 11,000 X 11,000
QUALCOMM INC COM 747525103 5,267 110,800 X 110,800
QUANTA SVCS INC COM 74762E102 257 18,000 X 18,000
QUEST DIAGNOSTICS INC COM 74834L100 309 5,000 X 5,000
QUINTILES TRANSNATIONAL CORP COM 748767100 209 14,300 X 14,300
QWEST COMMUNICATIONS INTL INC COM 749121109 3,390 203,000 X 203,000
RADIAN GROUP INC COM 750236101 746 19,376 X 19,376
RADIOSHACK CORP COM 750438103 534 22,000 X 22,000
RALSTON PURINA CO COM 751277302 1,141 34,800 X 34,800
RAYMOND JAMES FINANCIAL INC COM 754730109 356 13,100 X 13,100
RAYTHEON CO COM NEW 755111507 1,414 40,700 X 40,700
RECKSON ASSOCS RLTY CORP COM 75621K106 266 11,000 X 11,000
REGIS CORP MINN COM 758932107 635 30,300 X 30,300
REGIONS FINL CORP COM 758940100 771 26,700 X 26,700
RELIANT ENERGY INC COM 75952J108 932 35,400 X 35,400
RENAISSANCE LEARNING INC COM 75968L105 480 14,600 X 14,600
RESPIRONICS INC COM 761230101 388 10,900 X 10,900
RIGGS NATL CORP WASH DC COM 766570105 242 15,600 X 15,600
ROBERT HALF INTL INC COM 770323103 640 32,000 X 32,000
ROCKWELL INTL CORP NEW COM 773903109 323 22,000 X 22,000
ROCKWELL COLLINS INC COM 774341101 312 22,000 X 22,000
ROHM & HAAS CO COM 775371107 858 26,200 X 26,200
ROSLYN BANCORP INC COM 778162107 389 21,000 X 21,000
ROSS STORES INC COM 778296103 1,024 35,000 X 35,000
ROWAN COS INC COM 779382100 135 10,900 X 10,900
ROYAL BK CDA MONTREAL QUE COM 780087102 452 14,819 X 14,819
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 14,412 286,800 X 286,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 428 25,000 X 25,000
SBC COMMUNICATIONS INC COM 78387G103 20,749 440,348 X 440,348
SEI INVESTMENTS CO COM 784117103 576 18,000 X 18,000
SPDR TR UNIT SER 1 78462F103 3,697 35,400 X 35,400
SABRE HLDGS CORP CL A 785905100 517 19,339 X 19,339
SAFECO CORP COM 786429100 473 15,600 X 15,600
SAFEWAY INC COM NEW 786514208 3,229 81,300 X 81,300
ST JUDE MED INC COM 790849103 671 9,800 X 9,800
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SANMINA CORP COM 800907107 530 39,000 X 39,000
SAPIENT CORP COM 803062108 56 14,600 X 14,600
SARA LEE CORP COM 803111103 2,130 99,983 X 99,983
SCHERING PLOUGH CORP COM 806605101 8,021 216,200 X 216,200
SCHLUMBERGER LTD COM 806857108 3,181 69,600 X 69,600
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SCHWAB CHARLES CORP NEW COM 808513105 1,933 168,050 X 168,050
SCIENTIFIC ATLANTA INC COM 808655104 340 19,400 X 19,400
SEALED AIR CORP NEW COM 81211K100 358 9,800 X 9,800
SEARS ROEBUCK & CO COM 812387108 1,791 51,700 X 51,700
SECTOR SPDR TR SBI INT-FINL 81369Y605 395 16,000 X 16,000
SECTOR SPDR TR SBI INT-UTILS 81369Y886 881 30,100 X 30,100
SELECTIVE INS GROUP INC COM 816300107 343 14,700 X 14,700
SEMPRA ENERGY COM 816851109 802 32,400 X 32,400
SERENA SOFTWARE INC COM 817492101 232 19,900 X 19,900
SHERWIN WILLIAMS CO COM 824348106 429 19,300 X 19,300
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 282 7,000 X 7,000
SHOPKO STORES INC COM 824911101 152 18,300 X 18,300
SIEBEL SYS INC COM 826170102 732 56,300 X 56,300
SIERRA HEALTH SVCS INC COM 826322109 340 41,000 X 41,000
SIGMA ALDRICH CORP COM 826552101 411 9,100 X 9,100
SMITH A O COM 831865209 361 20,600 X 20,600
SMITH INTL INC COM 832110100 364 10,000 X 10,000
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SMURFIT-STONE CONTAINER CORP COM 832727101 265 20,000 X 20,000
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SONIC CORP COM 835451105 341 11,250 X 11,250
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SOUTHERN UN CO NEW COM 844030106 217 10,390 X 10,390
SOUTHTRUST CORP COM 844730101 1,768 69,400 X 69,400
SOUTHWEST AIRLS CO COM 844741108 1,577 106,250 X 106,250
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SOVEREIGN BANCORP INC COM 845905108 428 45,000 X 45,000
SPHERION CORP COM 848420105 120 16,600 X 16,600
SPRINT CORP COM FON GROUP 852061100 3,028 126,100 X 126,100
SPRINT CORP PCS COM SER 1 852061506 2,966 112,800 X 112,800
STANDARD PAC CORP NEW COM 85375C101 347 17,800 X 17,800
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STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 524 23,800 X 23,800
STATE STR CORP COM 857477103 1,784 39,200 X 39,200
STEAK N SHAKE CO COM 857873103 145 14,600 X 14,600
STERLING BANCSHARES INC COM 858907108 377 28,500 X 28,500
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STRIDE RITE CORP COM 863314100 139 22,200 X 22,200
STRYKER CORP COM 863667101 1,243 23,500 X 23,500
SUIZA FOODS CORP COM 865077101 568 9,000 X 9,000
SUN MICROSYSTEMS INC COM 866810104 3,561 430,600 X 430,600
SUNOCO INC COM 86764P109 370 10,400 X 10,400
SUNRISE ASSISTED LIVING INC COM 86768K106 387 15,000 X 15,000
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SYMANTEC CORP COM 871503108 225 6,500 X 6,500
SYMBOL TECHNOLOGIES INC COM 871508107 291 27,700 X 27,700
SYNOVUS FINL CORP COM 87161C105 955 34,600 X 34,600
SYSCO CORP COM 871829107 2,023 79,200 X 79,200
TECO ENERGY INC COM 872375100 488 18,000 X 18,000
TJX COS INC NEW COM 872540109 1,477 44,900 X 44,900
TRW INC COM 872649108 432 14,500 X 14,500
TMP WORLDWIDE INC COM 872941109 366 12,900 X 12,900
TXU CORP COM 873168108 2,024 43,700 X 43,700
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 120 17,000 X 17,000
TARGET CORP COM 87612E106 4,778 150,500 X 150,500
TECH DATA CORP COM 878237106 697 18,400 X 18,400
TEKTRONIX INC COM 879131100 196 11,200 X 11,200
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TEMPLE INLAND INC COM 879868107 285 6,000 X 6,000
TENET HEALTHCARE CORP COM 88033G100 2,255 37,800 X 37,800
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TERADYNE INC COM 880770102 618 31,700 X 31,700
TESORO PETE CORP COM 881609101 406 34,100 X 34,100
TETRA TECH INC NEW COM 88162G103 342 15,465 X 15,465
TEXACO INC COM 881694103 4,927 75,800 X 75,800
TEXAS INSTRS INC COM 882508104 5,273 211,100 X 211,100
TEXTRON INC COM 883203101 874 26,000 X 26,000
THERAGENICS CORP COM 883375107 572 61,900 X 61,900
THERMO ELECTRON CORP COM 883556102 366 20,300 X 20,300
TIDEWATER INC COM 886423102 267 10,000 X 10,000
TIFFANY & CO NEW COM 886547108 370 17,100 X 17,100
TIMBERLAND CO CL A 887100105 491 18,100 X 18,100
TIMKEN CO COM 887389104 256 18,700 X 18,700
TOLL BROTHERS INC COM 889478103 350 11,800 X 11,800
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TOWER AUTOMOTIVE INC COM 891707101 431 60,100 X 60,100
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TRIBUNE CO NEW COM 896047107 1,799 57,300 X 57,300
TRIUMPH GROUP INC NEW COM 896818101 210 9,000 X 9,000
TYCO INTL LTD NEW COM 902124106 11,611 255,185 X 255,185
UGI CORP NEW COM 902681105 439 16,200 X 16,200
USX MARATHON GROUP COM NEW 902905827 1,787 66,800 X 66,800
UST INC COM 902911106 641 19,300 X 19,300
US BANCORP DEL COM NEW 902973304 5,640 254,300 X 254,300
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USA ED INC COM 90390U102 2,844 34,300 X 34,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 479 10,000 X 10,000
ULTRATECH STEPPER INC COM 904034105 132 11,000 X 11,000
UNILEVER N V N Y SHS NEW 904784709 3,776 69,900 X 69,900
UNION PAC CORP COM 907818108 1,393 29,700 X 29,700
UNION PLANTERS CORP COM 908068109 1,385 32,275 X 32,275
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UNIT CORP COM 909218109 314 35,400 X 35,400
UNITED TECHNOLOGIES CORP COM 913017109 3,799 81,700 X 81,700
UNITEDHEALTH GROUP INC COM 91324P102 2,554 38,400 X 38,400
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UNIVISION COMMUNICATIONS INC CL A 914906102 599 26,100 X 26,100
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UNUMPROVIDENT CORP COM 91529Y106 732 29,006 X 29,006
V F CORP COM 918204108 401 13,700 X 13,700
VALASSIS COMMUNICATIONS INC COM 918866104 335 10,500 X 10,500
VERITY INC COM 92343C106 214 21,200 X 21,200
VERIZON COMMUNICATIONS COM 92343V104 19,436 359,202 X 359,202
VERITAS SOFTWARE CO COM 923436109 926 50,200 X 50,200
VIACOM INC CL B 925524308 7,621 220,900 X 220,900
VINTAGE PETE INC COM 927460105 192 12,100 X 12,100
VISHAY INTERTECHNOLOGY INC COM 928298108 405 22,000 X 22,000
VISTEON CORP COM 92839U107 210 16,484 X 16,484
VISX INC DEL COM 92844S105 299 22,600 X 22,600
VITESSE SEMICONDUCTOR CORP COM 928497106 285 36,800 X 36,800
VULCAN MATLS CO COM 929160109 514 11,900 X 11,900
WACHOVIA CORP 2ND NEW COM 929903102 6,253 201,700 X 201,700
WAL MART STORES INC COM 931142103 28,512 576,000 X 576,000
WALGREEN CO COM 931422109 4,256 123,600 X 123,600
WASHINGTON MUT INC COM 939322103 4,745 123,300 X 123,300
WASTE CONNECTIONS INC COM 941053100 338 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 2,054 76,800 X 76,800
WATSON PHARMACEUTICALS INC COM 942683103 1,187 21,700 X 21,700
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,834 16,800 X 16,800
WELLS FARGO & CO NEW COM 949746101 8,997 202,400 X 202,400
WENDYS INTL INC COM 950590109 1,122 42,100 X 42,100
WERNER ENTERPRISES INC COM 950755108 301 18,000 X 18,000
WESTVACO CORP COM 961548104 298 11,600 X 11,600
WET SEAL INC CL A 961840105 541 29,400 X 29,400
WEYERHAEUSER CO COM 962166104 1,276 26,200 X 26,200
WHIRLPOOL CORP COM 963320106 476 8,600 X 8,600
WHITE ELECTR DESIGNS CORP COM 963801105 144 44,400 X 44,400
WHITNEY HLDG CORP COM 966612103 774 18,000 X 18,000
WHOLE FOODS MKT INC COM 966837106 374 11,900 X 11,900
WILLAMETTE INDS INC COM 969133107 571 12,700 X 12,700
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 52 44,327 X 44,327
WILLIAMS COS INC DEL COM 969457100 2,165 79,308 X 79,308
WINN DIXIE STORES INC COM 974280109 191 16,700 X 16,700
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,655 376,000 X 376,000
WORTHINGTON INDS INC COM 981811102 510 45,300 X 45,300
WRIGLEY WM JR CO COM 982526105 1,354 26,400 X 26,400
XCEL ENERGY INC COM 98389B100 1,178 41,855 X 41,855
XILINX INC COM 983919101 944 40,100 X 40,100
XEROX CORP COM 984121103 636 82,000 X 82,000
YAHOO INC COM 984332106 592 67,200 X 67,200
ZALE CORP NEW COM 988858106 305 11,500 X 11,500
ZIMMER HLDGS INC COM 98956P102 666 24,000 X 24,000
ZIONS BANCORPORATION COM 989701107 606 11,300 X 11,300
ZOLL MED CORP COM 989922109 427 12,000 X 12,000
GRAND TOTAL 1,345,619