FORM 13-F
Report for the Calendar Quarter Ended 31 December 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 5th day of February 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-DEC-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 152 29,800 X 29,800
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,289 38,100 X 38,100
TRENWICK GROUP LTD COM G9032C109 291 28,600 X 28,600
XL CAP LTD CL A G98255105 1,398 15,300 X 15,300
CHECK POINT SOFTWARE TECH LTD ORD M22465104 355 8,900 X 8,900
ASML HLDG NV N Y SHS N07059111 460 27,000 X 27,000
A D C TELECOMMUNICATIONS COM 000886101 439 95,500 X 95,500
AFLAC INC COM 001055102 1,601 65,200 X 65,200
AES CORP COM 00130H105 1,012 61,900 X 61,900
AMR CORP COM 001765106 415 18,600 X 18,600
AOL TIME WARNER INC COM 00184A105 17,186 535,400 X 535,400
AT&T CORP COM 001957109 7,566 417,100 X 417,100
AT&T WIRELESS SVCS INC COM 00209A106 4,378 304,647 X 304,647
ABBOTT LABS COM 002824100 12,036 215,900 X 215,900
ADAPTEC INC COM 00651F108 444 30,600 X 30,600
ADOBE SYS INC COM 00724F101 910 29,300 X 29,300
ADVANCEPCS COM 00790K109 270 9,200 X 9,200
ADVANCED MICRO DEVICES INC COM 007903107 653 41,200 X 41,200
AETNA INC NEW COM 00817Y108 561 17,000 X 17,000
AFFILIATED COMPUTER SERVICES CL A 008190100 1,242 11,700 X 11,700
AFFILIATED MANAGERS GROUP COM 008252108 423 6,000 X 6,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,724 60,462 X 60,462
AIR PRODS & CHEMS INC COM 009158106 1,248 26,600 X 26,600
ALABAMA NATL BANCORP DELA COM 010317105 469 13,900 X 13,900
ALBEMARLE CORP COM 012653101 288 12,000 X 12,000
ALBERTO CULVER CO CL B CONV 013068101 300 6,700 X 6,700
ALBERTSONS INC COM 013104104 2,311 73,400 X 73,400
ALCAN INC COM 013716105 1,398 38,900 X 38,900
ALCOA INC COM 013817101 3,963 111,472 X 111,472
ALLEGHENY ENERGY INC COM 017361106 554 15,300 X 15,300
ALLERGAN INC COM 018490102 1,666 22,200 X 22,200
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 483 10,000 X 10,000
ALLIANT TECHSYSTEMS INC COM 018804104 567 7,350 X 7,350
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 336 23,900 X 23,900
ALLSTATE CORP COM 020002101 3,212 95,300 X 95,300
ALLTEL CORP COM 020039103 2,395 38,800 X 38,800
ALPHARMA INC CL A 020813101 426 16,100 X 16,100
ALTERA CORP COM 021441100 982 46,300 X 46,300
AMBAC FINL GROUP INC COM 023139108 729 12,600 X 12,600
AMERADA HESS CORP COM 023551104 681 10,900 X 10,900
AMEREN CORP COM 023608102 1,231 29,100 X 29,100
AMERICAN ELEC PWR INC COM 025537101 1,729 39,720 X 39,720
AMERICAN EXPRESS CO COM 025816109 5,832 163,400 X 163,400
AMERICAN HOME PRODS CORP COM 026609107 10,419 169,800 X 169,800
AMERICAN INTL GROUP INC COM 026874107 26,540 334,256 X 334,256
AMERICAN MGMT SYS INC COM 027352103 984 54,400 X 54,400
AMERICAN PWR CONVERSION CORP COM 029066107 492 34,000 X 34,000
AMERICREDIT CORP COM 03060R101 1,142 36,200 X 36,200
AMERISOURCEBERGEN CORP COM 03073E105 794 12,500 X 12,500
AMGEN INC COM 031162100 7,659 135,700 X 135,700
AMSOUTH BANCORPORATION COM 032165102 868 45,900 X 45,900
ANADARKO PETE CORP COM 032511107 1,734 30,500 X 30,500
ANALOG DEVICES INC COM 032654105 1,931 43,500 X 43,500
ANDREW CORP COM 034425108 221 10,100 X 10,100
ANHEUSER BUSCH COS INC COM 035229103 5,294 117,100 X 117,100
ANNTAYLOR STORES CORP COM 036115103 245 7,000 X 7,000
AON CORP COM 037389103 1,105 31,100 X 31,100
APACHE CORP COM 037411105 949 19,030 X 19,030
APOLLO GROUP INC CL A 037604105 540 12,000 X 12,000
APPLE COMPUTER INC COM 037833100 896 40,900 X 40,900
APPLEBEES INTL INC COM 037899101 410 12,000 X 12,000
APPLERA CORP COM AP BIO GRP 038020103 982 25,000 X 25,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 414 36,600 X 36,600
APPLIED MATLS INC COM 038222105 4,447 110,900 X 110,900
APTARGROUP INC COM 038336103 469 13,400 X 13,400
ARCHER DANIELS MIDLAND CO COM 039483102 1,305 90,935 X 90,935
ARCTIC CAT INC COM 039670104 391 23,000 X 23,000
ARTESYN TECHNOLOGIES INC COM 043127109 159 17,100 X 17,100
ARTHROCARE CORP COM 043136100 459 25,600 X 25,600
ASHLAND INC COM 044204105 1,235 26,800 X 26,800
ASTORIA FINL CORP COM 046265104 1,058 40,000 X 40,000
ATWOOD OCEANICS INC COM 050095108 282 8,100 X 8,100
AUDIOVOX CORP CL A 050757103 219 29,400 X 29,400
AUTODESK INC COM 052769106 786 21,100 X 21,100
AUTOMATIC DATA PROCESSING INC COM 053015103 4,518 76,700 X 76,700
AUTOZONE INC COM 053332102 969 13,500 X 13,500
AVANT CORP COM 053487104 492 24,000 X 24,000
AVAYA INC COM 053499109 426 35,041 X 35,041
AVERY DENNISON CORP COM 053611109 1,029 18,200 X 18,200
AVISTA CORP COM 05379B107 253 19,100 X 19,100
AVOCENT CORP COM 053893103 313 12,900 X 12,900
AVON PRODS INC COM 054303102 1,358 29,200 X 29,200
AWARE INC MASS COM 05453N100 439 52,900 X 52,900
BB&T CORP COM 054937107 1,907 52,800 X 52,800
BJ SVCS CO COM 055482103 234 7,200 X 7,200
BMC SOFTWARE INC COM 055921100 491 30,000 X 30,000
BAKER HUGHES INC COM 057224107 1,477 40,500 X 40,500
BALL CORP COM 058498106 233 3,300 X 3,300
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 315 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 13,880 220,500 X 220,500
BANK NEW YORK INC COM 064057102 3,713 91,000 X 91,000
BANK ONE CORP COM 06423A103 5,928 151,800 X 151,800
BANKNORTH GROUP INC NEW COM 06646R107 315 14,000 X 14,000
BARD C R INC COM 067383109 393 6,100 X 6,100
BARRICK GOLD CORP COM 067901108 1,045 65,507 X 65,507
BARR LABS INC COM 068306109 317 4,000 X 4,000
BAUSCH & LOMB INC COM 071707103 249 6,600 X 6,600
BAXTER INTL INC COM 071813109 3,904 72,800 X 72,800
BE AEROSPACE INC COM 073302101 452 49,300 X 49,300
BEAR STEARNS COS INC COM 073902108 1,202 20,500 X 20,500
BECKMAN COULTER INC COM 075811109 532 12,000 X 12,000
BECTON DICKINSON & CO COM 075887109 1,024 30,900 X 30,900
BED BATH & BEYOND INC COM 075896100 1,383 40,800 X 40,800
BELDEN INC COM 077459105 676 28,700 X 28,700
BELLSOUTH CORP COM 079860102 10,148 266,000 X 266,000
BEMIS INC COM 081437105 851 17,300 X 17,300
BEST BUY INC COM 086516101 2,309 31,000 X 31,000
BIG LOTS INC COM 089302103 141 13,600 X 13,600
BIOGEN INC COM 090597105 1,439 25,100 X 25,100
BIOMET INC COM 090613100 1,015 32,850 X 32,850
BLACK & DECKER CORP COM 091797100 377 10,000 X 10,000
BLACK BOX CORP DEL COM 091826107 635 12,000 X 12,000
BLOCK H & R INC COM 093671105 1,779 39,800 X 39,800
BLYTH INC COM 09643P108 498 21,400 X 21,400
BOB EVANS FARMS INC COM 096761101 418 17,000 X 17,000
BOEING CO COM 097023105 4,107 105,900 X 105,900
BOISE CASCADE CORP COM 097383103 241 7,100 X 7,100
BOSTON SCIENTIFIC CORP COM 101137107 1,204 49,900 X 49,900
BRIGGS & STRATTON CORP COM 109043109 273 6,400 X 6,400
BRIGHTPOINT INC COM 109473108 92 29,400 X 29,400
BRINKER INTL INC COM 109641100 631 21,200 X 21,200
BRISTOL MYERS SQUIBB CO COM 110122108 12,296 241,100 X 241,100
BROADCOM CORP CL A 111320107 1,296 31,700 X 31,700
BROOKS AUTOMATION INC COM 11434A100 203 5,000 X 5,000
BROWN FORMAN CORP CL B 115637209 532 8,500 X 8,500
BROWN SHOE INC NEW COM 115736100 348 21,400 X 21,400
BRUNSWICK CORP COM 117043109 235 10,800 X 10,800
BUCKEYE TECHNOLOGIES INC COM 118255108 261 22,700 X 22,700
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,338 46,900 X 46,900
BURLINGTON RES INC COM 122014103 987 26,300 X 26,300
CBRL GROUP INC COM 12489V106 259 8,800 X 8,800
CDW COMPUTER CTRS INC COM 125129106 215 4,000 X 4,000
CEC ENTMT INC COM 125137109 434 10,000 X 10,000
CIGNA CORP COM 125509109 2,131 23,000 X 23,000
CMS ENERGY CORP COM 125896100 884 36,800 X 36,800
CSX CORP COM 126408103 897 25,600 X 25,600
CVS CORP COM 126650100 1,418 47,900 X 47,900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 240 17,575 X 17,575
CABOT CORP COM 127055101 278 7,800 X 7,800
CALPINE CORP COM 131347106 618 36,800 X 36,800
CAMPBELL SOUP CO COM 134429109 1,939 64,900 X 64,900
CAPITAL ONE FINL CORP COM 14040H105 1,349 25,000 X 25,000
CARDINAL HEALTH INC COM 14149Y108 3,904 60,373 X 60,373
CARNIVAL CORP COM 143658102 2,558 91,100 X 91,100
CASEYS GEN STORES INC COM 147528103 310 20,800 X 20,800
CATERPILLAR INC DEL COM 149123101 2,210 42,300 X 42,300
CATO CORP NEW CL A 149205106 433 22,900 X 22,900
CENDANT CORP COM 151313103 3,275 167,000 X 167,000
CENTEX CORP COM 152312104 400 7,000 X 7,000
CENTURYTEL INC COM 156700106 571 17,400 X 17,400
CHARTER ONE FINL INC COM 160903100 1,222 45,027 X 45,027
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 406 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 12,390 138,266 X 138,266
CHIRON CORP COM 170040109 1,013 23,100 X 23,100
CHUBB CORP COM 171232101 1,746 25,305 X 25,305
CIENA CORP COM 171779101 571 39,900 X 39,900
CINCINNATI FINL CORP COM 172062101 752 19,700 X 19,700
CINERGY CORP COM 172474108 652 19,500 X 19,500
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 657 25,300 X 25,300
CISCO SYS INC COM 17275R102 16,949 935,900 X 935,900
CINTAS CORP COM 172908105 974 20,300 X 20,300
CITIGROUP INC COM 172967101 32,546 644,733 X 644,733
CITIZENS COMMUNICATIONS CO COM 17453B101 374 35,100 X 35,100
CITRIX SYS INC COM 177376100 981 43,300 X 43,300
CLAIMSNET COM INC COM 179570106 124 243,770 X 243,770
CLAYTON HOMES INC COM 184190106 615 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,615 71,000 X 71,000
CLEVELAND CLIFFS INC COM 185896107 527 28,800 X 28,800
CLOROX CO DEL COM 189054109 1,135 28,700 X 28,700
COACHMEN INDS INC COM 189873102 139 11,600 X 11,600
COCA COLA CO COM 191216100 14,310 303,500 X 303,500
COCA COLA ENTERPRISES INC COM 191219104 966 51,000 X 51,000
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 307 7,500 X 7,500
COLGATE PALMOLIVE CO COM 194162103 4,054 70,200 X 70,200
COMCAST CORP CL A SPL 200300200 3,971 110,300 X 110,300
COMERICA INC COM 200340107 1,226 21,400 X 21,400
COMMERCE BANCSHARES INC COM 200525103 495 12,684 X 12,684
COMMUNITY FIRST BANKSHARES INC COM 203902101 411 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 532 18,800 X 18,800
COMPAQ COMPUTER CORP COM 204493100 2,136 218,900 X 218,900
COMPUTER ASSOC INTL INC COM 204912109 2,952 85,600 X 85,600
COMPUTER SCIENCES CORP COM 205363104 1,019 20,800 X 20,800
COMPUWARE CORP COM 205638109 527 44,700 X 44,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,022 45,700 X 45,700
CONAGRA FOODS INC COM 205887102 1,552 65,300 X 65,300
CONCORD EFS INC COM 206197105 1,934 59,000 X 59,000
CONEXANT SYSTEMS INC COM 207142100 401 27,900 X 27,900
CONOCO INC COM 208251504 2,171 76,700 X 76,700
CONSECO INC COM 208464107 179 40,100 X 40,100
CONSOLIDATED EDISON INC COM 209115104 1,606 39,800 X 39,800
CONSTELLATION BRANDS INC CL A 21036P108 429 10,000 X 10,000
CONSTELLATION ENERGY GROUP INC COM 210371100 520 19,600 X 19,600
CONVERGYS CORP COM 212485106 784 20,900 X 20,900
COOPER INDS INC COM 216669101 391 11,200 X 11,200
COORS ADOLPH CO CL B 217016104 230 4,300 X 4,300
CORNING INC COM 219350105 1,026 115,000 X 115,000
COSTCO WHSL CORP NEW COM 22160K105 2,432 54,800 X 54,800
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,209 29,500 X 29,500
COVANCE INC COM 222816100 454 20,000 X 20,000
CULLEN FROST BANKERS INC COM 229899109 605 19,600 X 19,600
CYTYC CORP COM 232946103 235 9,000 X 9,000
DRS TECHNOLOGIES INC COM 23330X100 442 12,400 X 12,400
D R HORTON INC COM 23331A109 630 19,412 X 19,412
DST SYS INC DEL COM 233326107 499 10,000 X 10,000
DTE ENERGY CO COM 233331107 843 20,100 X 20,100
DANA CORP COM 235811106 251 18,100 X 18,100
DANAHER CORP DEL COM 235851102 1,055 17,500 X 17,500
DARDEN RESTAURANTS INC COM 237194105 1,055 29,800 X 29,800
DAVOX CORP COM 239208101 144 14,900 X 14,900
DELL COMPUTER CORP COM 247025109 8,942 329,000 X 329,000
DELPHI AUTOMOTIVE SYS CORP COM 247126105 937 68,600 X 68,600
DELTA & PINE LD CO COM 247357106 292 12,900 X 12,900
DELTA AIR LINES INC DEL COM 247361108 445 15,200 X 15,200
DELUXE CORP COM 248019101 611 14,700 X 14,700
DENDRITE INTL INC COM 248239105 153 10,900 X 10,900
DENTSPLY INTL INC NEW COM 249030107 1,039 20,700 X 20,700
DEVON ENERGY CORP NEW COM 25179M103 599 15,500 X 15,500
DEVRY INC DEL COM 251893103 228 8,000 X 8,000
DIEBOLD INC COM 253651103 526 13,000 X 13,000
DIGITAL LIGHTWAVE INC COM 253855100 166 17,700 X 17,700
DILLARDS INC CL A 254067101 165 10,300 X 10,300
DISNEY WALT CO COM DISNEY 254687106 5,387 260,000 X 260,000
DIRECT FOCUS INC COM 254931108 406 13,000 X 13,000
DOLLAR GEN CORP COM 256669102 597 40,087 X 40,087
DOMINION RES INC VA NEW COM 25746U109 1,911 31,800 X 31,800
DONNELLEY R R & SONS CO COM 257867101 953 32,100 X 32,100
DORAL FINL CORP COM 25811P100 375 12,000 X 12,000
DOVER CORP COM 260003108 916 24,700 X 24,700
DOW CHEM CO COM 260543103 3,669 108,614 X 108,614
DOW JONES & CO INC COM 260561105 586 10,700 X 10,700
DOWNEY FINL CORP COM 261018105 227 5,500 X 5,500
DU PONT E I DE NEMOURS & CO COM 263534109 5,433 127,800 X 127,800
DUKE ENERGY CORP COM 264399106 4,213 107,316 X 107,316
DUPONT PHOTOMASKS INC COM 26613X101 443 10,200 X 10,200
DYNEGY INC NEW CL A 26816Q101 995 39,000 X 39,000
E M C CORP MASS COM 268648102 3,578 266,200 X 266,200
ENSCO INTL INC COM 26874Q100 249 10,000 X 10,000
EOG RES INC COM 26875P101 559 14,300 X 14,300
ESS TECHNOLOGY INC COM 269151106 532 25,000 X 25,000
EASTMAN CHEM CO COM 277432100 371 9,500 X 9,500
EASTMAN KODAK CO COM 277461109 1,021 34,700 X 34,700
EATON CORP COM 278058102 647 8,700 X 8,700
ECOLAB INC COM 278865100 632 15,700 X 15,700
EDISON INTL COM 281020107 1,089 72,100 X 72,100
EL PASO CORP COM 28336L109 2,725 61,095 X 61,095
ELAN PLC ADR 284131208 734 16,300 X 16,300
ELECTRONIC DATA SYS NEW COM 285661104 3,935 57,400 X 57,400
EMERSON ELEC CO COM 291011104 3,512 61,500 X 61,500
ENGELHARD CORP COM 292845104 991 35,800 X 35,800
ENRON CORP COM 293561106 12 20,000 X 20,000
ENTERGY CORP NEW COM 29364G103 1,263 32,300 X 32,300
EQUIFAX INC COM 294429105 850 35,200 X 35,200
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,483 49,300 X 49,300
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 950 33,100 X 33,100
ETHAN ALLEN INTERIORS INC COM 297602104 312 7,500 X 7,500
EXELON CORP COM 30161N101 1,927 40,250 X 40,250
EXPRESS SCRIPTS INC COM 302182100 374 8,000 X 8,000
EXTENDED STAY AMER INC COM 30224P101 513 31,300 X 31,300
EXXON MOBIL CORP COM 30231G102 36,376 925,606 X 925,606
F M C CORP COM NEW 302491303 220 3,700 X 3,700
FPL GROUP INC COM 302571104 1,918 34,000 X 34,000
F Y I INC COM 302712104 593 17,700 X 17,700
FACTSET RESH SYS INC COM 303075105 210 6,000 X 6,000
FAMILY DLR STORES INC COM 307000109 624 20,800 X 20,800
FASTENAL CO COM 311900104 332 5,000 X 5,000
FEDERAL HOME LN MTG CORP COM 313400301 7,174 109,700 X 109,700
FEDERAL NATL MTG ASSN COM 313586109 12,084 152,000 X 152,000
FEDERATED DEPT STORES INC DEL COM 31410H101 1,006 24,600 X 24,600
FEDEX CORP COM 31428X106 1,935 37,300 X 37,300
FERRO CORP COM 315405100 452 17,500 X 17,500
FIFTH THIRD BANCORP COM 316773100 4,215 68,730 X 68,730
FINANCIAL FED CORP COM 317492106 509 16,300 X 16,300
FIRST DATA CORP COM 319963104 3,679 46,900 X 46,900
FIRST TENN NATL CORP COM 337162101 497 13,700 X 13,700
FISERV INC COM 337738108 1,676 39,600 X 39,600
FLAGSTAR BANCORP INC COM 337930101 362 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 990 28,300 X 28,300
FLEETBOSTON FINL CORP COM 339030108 5,319 145,722 X 145,722
FLUOR CORP NEW COM 343412102 352 9,400 X 9,400
FORD MTR CO DEL COM PAR $0.01 345370860 3,590 228,400 X 228,400
FOREST LABS INC COM 345838106 1,770 21,600 X 21,600
FORRESTER RESH INC COM 346563109 409 20,300 X 20,300
FORTUNE BRANDS INC COM 349631101 1,275 32,200 X 32,200
FRANKLIN RES INC COM 354613101 1,136 32,200 X 32,200
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 252 18,800 X 18,800
G & K SVCS INC CL A 361268105 869 26,900 X 26,900
GANNETT INC COM 364730101 2,582 38,400 X 38,400
GAP INC DEL COM 364760108 2,080 149,200 X 149,200
GATEWAY INC COM 367626108 319 39,700 X 39,700
GENCORP INC COM 368682100 457 32,400 X 32,400
GENERAL DYNAMICS CORP COM 369550108 2,134 26,800 X 26,800
GENERAL ELEC CO COM 369604103 49,984 1,247,100 X 1,247,100
GENERAL MLS INC COM 370334104 2,299 44,200 X 44,200
GENERAL MTRS CORP COM 370442105 3,206 65,969 X 65,969
GENUINE PARTS CO COM 372460105 796 21,700 X 21,700
GEORGIA GULF CORP COM PAR $0.01 373200203 283 15,300 X 15,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 767 27,762 X 27,762
GILLETTE CO COM 375766102 4,653 139,300 X 139,300
GLOBAL IMAGING SYSTEMS COM 37934A100 393 26,300 X 26,300
GOLDEN ST BANCORP INC COM 381197102 418 16,000 X 16,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,424 24,200 X 24,200
GOODRICH CORP COM 382388106 335 12,600 X 12,600
GOODYEAR TIRE & RUBR CO COM 382550101 457 19,200 X 19,200
GRACO INC COM 384109104 508 13,000 X 13,000
GRAINGER W W INC COM 384802104 557 11,600 X 11,600
GREAT ATLANTIC & PAC TEA INC COM 390064103 290 12,200 X 12,200
GREENPOINT FINL CORP COM 395384100 879 24,600 X 24,600
GUIDANT CORP COM 401698105 1,868 37,500 X 37,500
HCA INC COM 404119109 2,478 64,300 X 64,300
HNC SOFTWARE INC COM 40425P107 225 10,900 X 10,900
HAIN CELESTIAL GROUP INC COM 405217100 465 16,930 X 16,930
HALLIBURTON CO COM 406216101 803 61,300 X 61,300
HANCOCK JOHN FINL SVCS INC COM 41014S106 1,561 37,800 X 37,800
HARLEY DAVIDSON INC COM 412822108 2,004 36,900 X 36,900
HARRAHS ENTMT INC COM 413619107 522 14,100 X 14,100
HARTFORD FINL SVCS GROUP INC COM 416515104 1,797 28,600 X 28,600
HASBRO INC COM 418056107 344 21,200 X 21,200
HEALTHSOUTH CORP COM 421924101 698 47,100 X 47,100
HEALTH MGMT ASSOC INC NEW CL A 421933102 546 29,700 X 29,700
HEINZ H J CO COM 423074103 1,743 42,400 X 42,400
HERCULES INC COM 427056106 131 13,100 X 13,100
HERSHEY FOODS CORP COM 427866108 1,117 16,500 X 16,500
HEWLETT PACKARD CO COM 428236103 5,069 246,800 X 246,800
HILLENBRAND INDS INC COM 431573104 569 10,300 X 10,300
HILTON HOTELS CORP COM 432848109 494 45,200 X 45,200
HOME DEPOT INC COM 437076102 15,538 304,600 X 304,600
HON INDS INC COM 438092108 332 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 3,281 97,000 X 97,000
HOT TOPIC INC COM 441339108 753 24,000 X 24,000
HOUSEHOLD INTL INC COM 441815107 3,349 57,800 X 57,800
HUGHES SUPPLY INC COM 444482103 830 26,900 X 26,900
HUMANA INC COM 444859102 239 20,300 X 20,300
HUNTINGTON BANCSHARES INC COM 446150104 544 31,645 X 31,645
IMS HEALTH INC COM 449934108 704 36,100 X 36,100
ITT INDS INC IND COM 450911102 1,086 21,500 X 21,500
IDACORP INC COM 451107106 455 11,200 X 11,200
IDEXX LABS INC COM 45168D104 428 15,000 X 15,000
ILLINOIS TOOL WKS INC COM 452308109 2,472 36,500 X 36,500
IMMUNEX CORP NEW COM 452528102 1,809 65,300 X 65,300
INAMED CORP COM 453235103 454 15,100 X 15,100
INCO LTD COM 453258402 369 21,800 X 21,800
INDEPENDENCE CMNTY BK CORP COM 453414104 432 19,000 X 19,000
INGERSOLL-RAND CO COM 456866102 824 19,700 X 19,700
INSIGHT ENTERPRISES INC COM 45765U103 418 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 394 76,900 X 76,900
INTEL CORP COM 458140100 26,981 857,900 X 857,900
INTER TEL INC COM 458372109 404 21,000 X 21,000
INTERMET CORP COM 45881K104 91 27,200 X 27,200
INTERNATIONAL BUSINESS MACHS COM 459200101 26,599 219,900 X 219,900
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 345 11,600 X 11,600
INTERNATIONAL GAME TECHNOLOGY COM 459902102 635 9,300 X 9,300
INTL PAPER CO COM 460146103 2,389 59,209 X 59,209
INTERPUBLIC GROUP COS INC COM 460690100 1,799 60,900 X 60,900
INTUIT COM 461202103 1,070 25,000 X 25,000
INVACARE CORP COM 461203101 344 10,200 X 10,200
IRWIN FINL CORP COM 464119106 372 21,900 X 21,900
ISHARES TR S&P MIDCAP 400 464287507 931 9,200 X 9,200
ISHARES TR RUSSELL 3000 464287689 2,432 38,300 X 38,300
ISHARES TR S&P SMLCAP 600 464287804 1,018 8,900 X 8,900
IVAX CORP COM 465823102 455 22,600 X 22,600
JDS UNIPHASE CORP COM 46612J101 1,356 156,200 X 156,200
JLG INDS INC COM 466210101 304 28,500 X 28,500
J P MORGAN CHASE & CO COM 46625H100 8,844 243,300 X 243,300
JABIL CIRCUIT INC COM 466313103 704 31,000 X 31,000
JEFFERSON PILOT CORP COM 475070108 1,437 31,050 X 31,050
JOHNSON & JOHNSON COM 478160104 23,515 397,884 X 397,884
JOHNSON CTLS INC COM 478366107 832 10,300 X 10,300
JONES APPAREL GROUP INC COM 480074103 265 8,000 X 8,000
KLA-TENCOR CORP COM 482480100 1,150 23,200 X 23,200
K MART CORP COM 482584109 321 58,700 X 58,700
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 277 19,600 X 19,600
KB HOME COM 48666K109 205 5,100 X 5,100
KEITHLEY INSTRS INC COM 487584104 423 25,000 X 25,000
KELLOGG CO COM 487836108 1,496 49,700 X 49,700
KELLWOOD CO COM 488044108 303 12,600 X 12,600
KEMET CORP COM 488360108 653 36,800 X 36,800
KERR MCGEE CORP COM 492386107 1,054 19,242 X 19,242
KEY ENERGY SVCS INC COM 492914106 396 43,000 X 43,000
KEYCORP NEW COM 493267108 1,271 52,200 X 52,200
KEYSPAN CORP COM 49337W100 561 16,200 X 16,200
KIMBERLY CLARK CORP COM 494368103 4,023 67,278 X 67,278
KIMCO REALTY CORP COM 49446R109 441 13,500 X 13,500
KINDER MORGAN INC KANS COM 49455P101 1,921 34,500 X 34,500
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 529 14,000 X 14,000
KING PHARMACEUTICALS INC COM 495582108 2,029 48,166 X 48,166
KNIGHT RIDDER INC COM 499040103 597 9,200 X 9,200
KOHLS CORP COM 500255104 4,973 70,600 X 70,600
KROGER CO COM 501044101 2,314 110,900 X 110,900
LNR PPTY CORP COM 501940100 405 13,000 X 13,000
LSI LOGIC CORP COM 502161102 691 43,800 X 43,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 792 8,800 X 8,800
LANDAMERICA FINL GROUP INC COM 514936103 439 15,300 X 15,300
LANDRYS RESTAURANTS INC COM 51508L103 244 13,100 X 13,100
LANDS END INC COM 515086106 502 10,000 X 10,000
LEGGETT & PLATT INC COM 524660107 554 24,100 X 24,100
LEHMAN BROS HLDGS INC COM 524908100 1,971 29,500 X 29,500
LENNAR CORP COM 526057104 309 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 920 15,600 X 15,600
LILLY ELI & CO COM 532457108 11,875 151,200 X 151,200
LIMITED INC COM 532716107 771 52,400 X 52,400
LINCARE HLDGS INC COM 532791100 539 18,800 X 18,800
LINCOLN NATL CORP IND COM 534187109 1,122 23,100 X 23,100
LINEAR TECHNOLOGY CORP COM 535678106 1,515 38,800 X 38,800
LINENS N THINGS INC COM 535679104 296 11,600 X 11,600
LIZ CLAIBORNE INC COM 539320101 861 17,300 X 17,300
LOCKHEED MARTIN CORP COM 539830109 2,912 62,400 X 62,400
LOEWS CORP COM 540424108 1,351 24,400 X 24,400
LOUISIANA PAC CORP COM 546347105 108 12,800 X 12,800
LOWES COS INC COM 548661107 6,182 133,200 X 133,200
LUCENT TECHNOLOGIES INC COM 549463107 2,619 415,660 X 415,660
MBIA INC COM 55262C100 2,303 42,950 X 42,950
MBNA CORP COM 55262L100 5,269 149,700 X 149,700
MGIC INVT CORP WIS COM 552848103 1,383 22,400 X 22,400
MSC INDL DIRECT INC CL A 553530106 494 25,000 X 25,000
MAGNA INTL INC CL A 559222401 508 8,000 X 8,000
MANOR CARE INC NEW COM 564055101 299 12,600 X 12,600
MARSH & MCLENNAN COS INC COM 571748102 3,567 33,200 X 33,200
MARRIOTT INTL INC NEW CL A 571903202 1,203 29,600 X 29,600
MASCO CORP COM 574599106 1,367 55,800 X 55,800
MATTEL INC COM 577081102 896 52,100 X 52,100
MAXIM INTEGRATED PRODS INC COM 57772K101 2,111 40,200 X 40,200
MAY DEPT STORES CO COM 577778103 1,605 43,400 X 43,400
MAYTAG CORP COM 578592107 596 19,200 X 19,200
MCDONALDS CORP COM 580135101 4,206 158,900 X 158,900
MCGRAW HILL COS INC COM 580645109 2,061 33,800 X 33,800
MCKESSON CORP COM 58155Q103 1,398 37,382 X 37,382
MEAD CORP COM 582834107 377 12,200 X 12,200
MEDIMMUNE INC COM 584699102 1,182 25,500 X 25,500
MEDQUIST INC COM 584949101 547 18,700 X 18,700
MEDTRONIC INC COM 585055106 8,025 156,700 X 156,700
MELLON FINL CORP COM 58551A108 2,453 65,200 X 65,200
MENS WEARHOUSE INC COM 587118100 200 9,700 X 9,700
MENTOR CORP MINN COM 587188103 731 25,600 X 25,600
MENTOR GRAPHICS CORP COM 587200106 214 9,100 X 9,100
MERCANTILE BANKSHARES CORP COM 587405101 465 10,800 X 10,800
MERCK & CO INC COM 589331107 18,657 317,300 X 317,300
MERCURY INTERACTIVE CORP COM 589405109 435 12,800 X 12,800
MEREDITH CORP COM 589433101 217 6,100 X 6,100
MERRILL LYNCH & CO INC COM 590188108 5,530 106,100 X 106,100
METLIFE INC COM 59156R108 3,250 102,600 X 102,600
METRIS COS INC COM 591598107 800 31,100 X 31,100
METRO ONE TELECOMMUNICATIONS COM 59163F105 333 11,000 X 11,000
MICHAELS STORES INC COM 594087108 560 17,000 X 17,000
MICROSOFT CORP COM 594918104 44,964 678,700 X 678,700
MICROCHIP TECHNOLOGY INC COM 595017104 542 14,000 X 14,000
MICRON TECHNOLOGY INC COM 595112103 2,849 91,900 X 91,900
MILACRON INC COM 598709103 373 23,600 X 23,600
MILLIPORE CORP COM 601073109 328 5,400 X 5,400
MINNESOTA MNG & MFG CO COM 604059105 5,733 48,500 X 48,500
MIRANT CORP COM 604675108 663 41,400 X 41,400
MOBILE MINI INC COM 60740F105 509 13,000 X 13,000
MOLEX INC COM 608554101 737 23,800 X 23,800
MOODYS CORP COM 615369105 1,040 26,100 X 26,100
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 8,604 153,800 X 153,800
MOTOROLA INC COM 620076109 3,997 266,100 X 266,100
MUTUAL RISK MGMT LTD COM 628351108 337 46,200 X 46,200
MYLAN LABS INC COM 628530107 1,009 26,900 X 26,900
NBTY INC COM 628782104 425 36,300 X 36,300
NCR CORP NEW COM 62886E108 405 11,000 X 11,000
NRG ENERGY INC COM 629377102 632 40,800 X 40,800
NVR INC COM 62944T105 449 2,200 X 2,200
NABORS INDS INC COM 629568106 780 22,725 X 22,725
NATIONAL CITY CORP COM 635405103 2,175 74,400 X 74,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 656 21,300 X 21,300
NATIONWIDE FINL SVCS INC CL A 638612101 456 11,000 X 11,000
NAVISTAR INTL CORP NEW COM 63934E108 277 7,000 X 7,000
NETWORK APPLIANCE INC COM 64120L104 838 38,300 X 38,300
NEW YORK TIMES CO CL A 650111107 856 19,800 X 19,800
NEWELL RUBBERMAID INC COM 651229106 894 32,420 X 32,420
NEWFIELD EXPL CO COM 651290108 252 7,100 X 7,100
NEWMONT MINING CORP COM 651639106 447 23,400 X 23,400
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,017 92,800 X 92,800
NIAGARA MOHAWK HLDGS INC COM 653520106 356 20,100 X 20,100
NICOR INC COM 654086107 237 5,700 X 5,700
NIKE INC CL B 654106103 2,070 36,800 X 36,800
99 CENTS ONLY STORES COM 65440K106 311 8,124 X 8,124
NISOURCE INC COM 65473P105 808 35,026 X 35,026
NOKIA CORP SPONSORED ADR 654902204 388 15,800 X 15,800
NOBLE DRILLING CORP COM 655042109 545 16,000 X 16,000
NORDSTROM INC COM 655664100 324 16,000 X 16,000
NORFOLK SOUTHERN CORP COM 655844108 858 46,800 X 46,800
NORTEL NETWORKS CORP NEW COM 656568102 2,846 381,500 X 381,500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 445 11,400 X 11,400
NORTHERN TR CORP COM 665859104 1,644 27,300 X 27,300
NORTHROP GRUMMAN CORP COM 666807102 1,532 15,200 X 15,200
NORTHWEST NAT GAS CO COM 667655104 538 21,100 X 21,100
NORTHWESTERN CORP COM 668074107 655 31,100 X 31,100
NOVELL INC COM 670006105 201 43,800 X 43,800
NOVELLUS SYS INC COM 670008101 686 17,400 X 17,400
NUCOR CORP COM 670346105 514 9,700 X 9,700
NUEVO ENERGY CO COM 670509108 165 11,000 X 11,000
NVIDIA CORP COM 67066G104 1,552 23,200 X 23,200
OCCIDENTAL PETE CORP DEL COM 674599105 1,462 55,100 X 55,100
OCULAR SCIENCES INC COM 675744106 350 15,000 X 15,000
OFFICE DEPOT INC COM 676220106 1,029 55,500 X 55,500
OLIN CORP COM PAR $1 680665205 300 18,600 X 18,600
OMNICOM GROUP INC COM 681919106 1,984 22,200 X 22,200
ON ASSIGNMENT INC COM 682159108 887 38,600 X 38,600
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 323 9,100 X 9,100
ORACLE CORP COM 68389X105 9,768 707,300 X 707,300
O REILLY AUTOMOTIVE INC COM 686091109 365 10,000 X 10,000
ORTHODONTIC CTRS AMER INC COM 68750P103 796 26,100 X 26,100
OUTBACK STEAKHOUSE INC COM 689899102 582 17,000 X 17,000
OXFORD HEALTH PLANS INC COM 691471106 533 17,700 X 17,700
PG&E CORP COM 69331C108 908 47,200 X 47,200
PMC-SIERRA INC COM 69344F106 425 20,000 X 20,000
PNC FINL SVCS GROUP INC COM 693475105 1,945 34,600 X 34,600
PPG INDS INC COM 693506107 1,774 34,300 X 34,300
PPL CORP COM 69351T106 589 16,900 X 16,900
PACCAR INC COM 693718108 623 9,500 X 9,500
PACIFIC SUNWEAR CALIF INC COM 694873100 809 39,600 X 39,600
PACTIV CORP COM 695257105 344 19,400 X 19,400
PALL CORP COM 696429307 905 37,600 X 37,600
PALM INC COM 696642107 268 69,113 X 69,113
PAPA JOHNS INTL INC COM 698813102 423 15,400 X 15,400
PARAMETRIC TECHNOLOGY CORP COM 699173100 258 33,000 X 33,000
PARKER HANNIFIN CORP COM 701094104 1,157 25,200 X 25,200
PATTERSON DENTAL CO COM 703412106 246 6,000 X 6,000
PATTERSON UTI ENERGY INC COM 703481101 513 22,000 X 22,000
PAXAR CORP COM 704227107 477 33,600 X 33,600
PAYCHEX INC COM 704326107 1,589 45,600 X 45,600
PENNEY J C INC COM 708160106 853 31,700 X 31,700
PEOPLESOFT INC COM 712713106 1,431 35,600 X 35,600
PEPSI BOTTLING GROUP INC COM 713409100 1,579 67,200 X 67,200
PEPSICO INC COM 713448108 10,336 212,290 X 212,290
PERKINELMER INC COM 714046109 504 14,400 X 14,400
PFIZER INC COM 717081103 33,725 846,300 X 846,300
PHARMACEUTICAL PROD DEV INC COM 717124101 646 20,000 X 20,000
PHARMACIA CORP COM 71713U102 7,039 165,047 X 165,047
PHELPS DODGE CORP COM 717265102 292 9,000 X 9,000
PHILIP MORRIS COS INC COM 718154107 12,288 268,000 X 268,000
PHILLIPS PETE CO COM 718507106 3,664 60,800 X 60,800
PHOTRONICS INC COM 719405102 539 17,200 X 17,200
PINNACLE ENTMT INC COM 723456109 118 19,600 X 19,600
PINNACLE WEST CAP CORP COM 723484101 414 9,900 X 9,900
PITNEY BOWES INC COM 724479100 1,399 37,200 X 37,200
PLACER DOME INC COM 725906101 437 40,100 X 40,100
POGO PRODUCING CO COM 730448107 389 14,800 X 14,800
POLYMEDICA CORP COM 731738100 282 17,000 X 17,000
POWER-ONE INC COM 739308104 145 13,900 X 13,900
PRAXAIR INC COM 74005P104 1,923 34,800 X 34,800
PRICE COMMUNICATIONS CORP COM NEW 741437305 435 22,800 X 22,800
PRICE T ROWE GROUP INC COM 74144T108 524 15,100 X 15,100
PRIME HOSPITALITY CORP COM 741917108 549 49,700 X 49,700
PRIORITY HEALTHCARE CORP CL B 74264T102 236 6,720 X 6,720
PROCTER & GAMBLE CO COM 742718109 13,745 173,700 X 173,700
PROFIT RECOVERY GROUP INTL INC COM 743168106 100 12,300 X 12,300
PROGRESS ENERGY INC COM 743263105 1,112 24,700 X 24,700
PROGRESSIVE CORP OHIO COM 743315103 1,359 9,100 X 9,100
PROVIDENT BANKSHARES CORP COM 743859100 459 18,900 X 18,900
PROVINCE HEALTHCARE CO COM 743977100 370 12,000 X 12,000
PROVIDIAN FINL CORP COM 74406A102 153 43,200 X 43,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,084 25,700 X 25,700
PUGET ENERGY INC NEW COM 745310102 552 25,200 X 25,200
PULTE HOMES INC COM 745867101 1,184 26,500 X 26,500
QLOGIC CORP COM 747277101 490 11,000 X 11,000
QUALCOMM INC COM 747525103 5,595 110,800 X 110,800
QUANTA SVCS INC COM 74762E102 515 33,400 X 33,400
QUEST DIAGNOSTICS INC COM 74834L100 359 5,000 X 5,000
QUINTILES TRANSNATIONAL CORP COM 748767100 230 14,300 X 14,300
QWEST COMMUNICATIONS INTL INC COM 749121109 2,868 203,000 X 203,000
R & G FINANCIAL CORP CL B 749136107 430 25,100 X 25,100
RADIAN GROUP INC COM 750236101 832 19,376 X 19,376
RADIOSHACK CORP COM 750438103 662 22,000 X 22,000
RAYMOND JAMES FINANCIAL INC COM 754730109 465 13,100 X 13,100
RAYTHEON CO COM NEW 755111507 1,542 47,500 X 47,500
RECKSON ASSOCS RLTY CORP COM 75621K106 257 11,000 X 11,000
REGIS CORP MINN COM 758932107 438 17,000 X 17,000
REGIONS FINL CORP COM 758940100 799 26,700 X 26,700
RELIANT ENERGY INC COM 75952J108 939 35,400 X 35,400
RENAISSANCE LEARNING INC COM 75968L105 445 14,600 X 14,600
RESPIRONICS INC COM 761230101 378 10,900 X 10,900
RIGGS NATL CORP WASH DC COM 766570105 307 22,000 X 22,000
ROBERT HALF INTL INC COM 770323103 854 32,000 X 32,000
ROCKWELL INTL CORP NEW COM 773903109 393 22,000 X 22,000
ROCKWELL COLLINS INC COM 774341101 429 22,000 X 22,000
ROHM & HAAS CO COM 775371107 907 26,200 X 26,200
ROSLYN BANCORP INC COM 778162107 368 21,000 X 21,000
ROSS STORES INC COM 778296103 1,530 47,700 X 47,700
ROWAN COS INC COM 779382100 211 10,900 X 10,900
ROYAL BK CDA MONTREAL QUE COM 780087102 208 6,399 X 6,399
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 14,059 286,800 X 286,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 433 20,000 X 20,000
SBC COMMUNICATIONS INC COM 78387G103 17,405 444,348 X 444,348
SEI INVESTMENTS CO COM 784117103 812 18,000 X 18,000
SPDR TR UNIT SER 1 78462F103 2,103 18,400 X 18,400
SWS GROUP INC COM 78503N107 473 18,589 X 18,589
SABRE HLDGS CORP CL A 785905100 658 15,539 X 15,539
SAFECO CORP COM 786429100 486 15,600 X 15,600
SAFEWAY INC COM NEW 786514208 3,394 81,300 X 81,300
ST JUDE MED INC COM 790849103 761 9,800 X 9,800
ST PAUL COS INC COM 792860108 1,126 25,600 X 25,600
SANMINA SCI CORP COM 800907107 1,266 63,600 X 63,600
SAPIENT CORP COM 803062108 113 14,600 X 14,600
SARA LEE CORP COM 803111103 2,950 132,683 X 132,683
SCHERING PLOUGH CORP COM 806605101 7,742 216,200 X 216,200
SCHLUMBERGER LTD COM 806857108 3,825 69,600 X 69,600
SCHOLASTIC CORP COM 807066105 342 6,800 X 6,800
SCHWAB CHARLES CORP NEW COM 808513105 2,904 187,750 X 187,750
SCIENTIFIC ATLANTA INC COM 808655104 464 19,400 X 19,400
SEALED AIR CORP NEW COM 81211K100 400 9,800 X 9,800
SEARS ROEBUCK & CO COM 812387108 2,463 51,700 X 51,700
SECTOR SPDR TR SBI INT-FINL 81369Y605 421 16,000 X 16,000
SECTOR SPDR TR SBI INT-UTILS 81369Y886 844 30,100 X 30,100
SELECTIVE INS GROUP INC COM 816300107 319 14,700 X 14,700
SEMTECH CORP COM 816850101 211 5,900 X 5,900
SEMPRA ENERGY COM 816851109 795 32,400 X 32,400
SERENA SOFTWARE INC COM 817492101 370 17,000 X 17,000
SHERWIN WILLIAMS CO COM 824348106 531 19,300 X 19,300
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 256 7,000 X 7,000
SHOPKO STORES INC COM 824911101 131 13,800 X 13,800
SIEBEL SYS INC COM 826170102 1,575 56,300 X 56,300
SIERRA HEALTH SVCS INC COM 826322109 373 46,000 X 46,000
SIGMA ALDRICH CORP COM 826552101 359 9,100 X 9,100
SMITH A O COM 831865209 402 20,600 X 20,600
SMITH INTL INC COM 832110100 536 10,000 X 10,000
SMITHFIELD FOODS INC COM 832248108 423 19,200 X 19,200
SMURFIT-STONE CONTAINER CORP COM 832727101 319 20,000 X 20,000
SNAP ON INC COM 833034101 236 7,000 X 7,000
SOLECTRON CORP COM 834182107 972 86,200 X 86,200
SONIC CORP COM 835451105 405 11,250 X 11,250
SOUTHERN CO COM 842587107 2,020 79,700 X 79,700
SOUTHTRUST CORP COM 844730101 1,712 69,400 X 69,400
SOUTHWEST AIRLS CO COM 844741108 2,182 118,050 X 118,050
SOUTHWEST BANCORPORATION TEX COM 84476R109 415 13,700 X 13,700
SOVEREIGN BANCORP INC COM 845905108 551 45,000 X 45,000
SPHERION CORP COM 848420105 123 12,600 X 12,600
SPRINT CORP COM FON GROUP 852061100 2,532 126,100 X 126,100
SPRINT CORP PCS COM SER 1 852061506 2,753 112,800 X 112,800
STANDARD PAC CORP NEW COM 85375C101 433 17,800 X 17,800
STANLEY WKS COM 854616109 484 10,400 X 10,400
STAPLES INC COM 855030102 1,569 83,900 X 83,900
STARBUCKS CORP COM 855244109 1,261 66,200 X 66,200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 710 23,800 X 23,800
STATE STR CORP COM 857477103 2,048 39,200 X 39,200
STEAK N SHAKE CO COM 857873103 161 14,600 X 14,600
STERLING BANCSHARES INC COM 858907108 357 28,500 X 28,500
STILWELL FINL INC COM 860831106 729 26,800 X 26,800
STONE ENERGY CORP COM 861642106 905 22,900 X 22,900
STRIDE RITE CORP COM 863314100 145 22,200 X 22,200
STRYKER CORP COM 863667101 1,372 23,500 X 23,500
SUN MICROSYSTEMS INC COM 866810104 5,296 430,600 X 430,600
SUNOCO INC COM 86764P109 590 15,800 X 15,800
SUNRISE ASSISTED LIVING INC COM 86768K106 437 15,000 X 15,000
SUNTRUST BKS INC COM 867914103 2,295 36,600 X 36,600
SUPERVALU INC COM 868536103 445 20,100 X 20,100
SYMANTEC CORP COM 871503108 431 6,500 X 6,500
SYMBOL TECHNOLOGIES INC COM 871508107 440 27,700 X 27,700
SYNOVUS FINL CORP COM 87161C105 867 34,600 X 34,600
SYSCO CORP COM 871829107 2,077 79,200 X 79,200
TECO ENERGY INC COM 872375100 905 34,500 X 34,500
TJX COS INC NEW COM 872540109 1,790 44,900 X 44,900
TRW INC COM 872649108 537 14,500 X 14,500
TMP WORLDWIDE INC COM 872941109 553 12,900 X 12,900
TXU CORP COM 873168108 2,060 43,700 X 43,700
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 453 28,000 X 28,000
TARGET CORP COM 87612E106 6,178 150,500 X 150,500
TECH DATA CORP COM 878237106 710 16,400 X 16,400
TEKTRONIX INC COM 879131100 289 11,200 X 11,200
TELLABS INC COM 879664100 1,004 67,100 X 67,100
TEMPLE INLAND INC COM 879868107 340 6,000 X 6,000
TENET HEALTHCARE CORP COM 88033G100 2,425 41,300 X 41,300
TENNECO AUTOMOTIVE INC COM 880349105 38 18,500 X 18,500
TERADYNE INC COM 880770102 624 20,700 X 20,700
TESORO PETE CORP COM 881609101 420 32,000 X 32,000
TETRA TECH INC NEW COM 88162G103 385 19,331 X 19,331
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 203 3,300 X 3,300
TEXAS INSTRS INC COM 882508104 5,911 211,100 X 211,100
TEXTRON INC COM 883203101 1,223 29,500 X 29,500
THERAGENICS CORP COM 883375107 610 61,900 X 61,900
THERMO ELECTRON CORP COM 883556102 527 22,100 X 22,100
TIDEWATER INC COM 886423102 339 10,000 X 10,000
TIFFANY & CO NEW COM 886547108 538 17,100 X 17,100
TIMBERLAND CO CL A 887100105 556 15,000 X 15,000
TIMKEN CO COM 887389104 303 18,700 X 18,700
TOLL BROTHERS INC COM 889478103 483 11,000 X 11,000
TORCHMARK CORP COM 891027104 594 15,100 X 15,100
TOWER AUTOMOTIVE INC COM 891707101 470 52,000 X 52,000
TOYS R US INC COM 892335100 525 25,300 X 25,300
TRICON GLOBAL RESTAURANTS COM 895953107 861 17,500 X 17,500
TRIBUNE CO NEW COM 896047107 2,145 57,300 X 57,300
TRIUMPH GROUP INC NEW COM 896818101 455 14,000 X 14,000
TRUSTCO BK CORP N Y COM 898349105 424 33,700 X 33,700
TYCO INTL LTD NEW COM 902124106 15,402 261,500 X 261,500
TYSON FOODS INC CL A 902494103 497 43,000 X 43,000
UGI CORP NEW COM 902681105 393 13,000 X 13,000
USX MARATHON GROUP COM NEW 902905827 2,004 66,800 X 66,800
UST INC COM 902911106 676 19,300 X 19,300
US BANCORP DEL COM NEW 902973304 5,415 258,700 X 258,700
USX-U S STL COM 90337T101 187 10,300 X 10,300
US ONCOLOGY INC COM 90338W103 130 17,300 X 17,300
USA ED INC COM 90390U102 2,882 34,300 X 34,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 693 14,000 X 14,000
ULTRATECH STEPPER INC COM 904034105 182 11,000 X 11,000
UNILEVER N V N Y SHS NEW 904784709 4,027 69,900 X 69,900
UNION PAC CORP COM 907818108 1,693 29,700 X 29,700
UNION PLANTERS CORP COM 908068109 1,457 32,275 X 32,275
UNISYS CORP COM 909214108 482 38,400 X 38,400
UNIT CORP COM 909218109 457 35,400 X 35,400
UNITED NAT FOODS INC COM 911163103 425 17,000 X 17,000
UNITED TECHNOLOGIES CORP COM 913017109 4,957 76,700 X 76,700
UNITEDHEALTH GROUP INC COM 91324P102 2,718 38,400 X 38,400
UNIVERSAL ELECTRS INC COM 913483103 423 24,600 X 24,600
UNIVISION COMMUNICATIONS INC CL A 914906102 1,056 26,100 X 26,100
UNOCAL CORP COM 915289102 1,042 28,900 X 28,900
UNUMPROVIDENT CORP COM 91529Y106 769 29,006 X 29,006
USFREIGHTWAYS CORP COM 916906100 273 8,700 X 8,700
V F CORP COM 918204108 534 13,700 X 13,700
VALASSIS COMMUNICATIONS INC COM 918866104 374 10,500 X 10,500
VALERO ENERGY CORP NEW COM 91913Y100 202 5,300 X 5,300
VERISIGN INC COM 92343E102 318 8,370 X 8,370
VERITAS DGC INC COM 92343P107 346 18,700 X 18,700
VERIZON COMMUNICATIONS COM 92343V104 17,136 361,062 X 361,062
VERITAS SOFTWARE CO COM 923436109 2,250 50,200 X 50,200
VIACOM INC CL B 925524308 9,753 220,900 X 220,900
VINTAGE PETE INC COM 927460105 175 12,100 X 12,100
VISHAY INTERTECHNOLOGY INC COM 928298108 468 24,000 X 24,000
VISTEON CORP COM 92839U107 248 16,484 X 16,484
VITESSE SEMICONDUCTOR CORP COM 928497106 484 38,900 X 38,900
VULCAN MATLS CO COM 929160109 570 11,900 X 11,900
WACHOVIA CORP 2ND NEW COM 929903102 6,325 201,700 X 201,700
WAL MART STORES INC COM 931142103 33,149 576,000 X 576,000
WALGREEN CO COM 931422109 4,160 123,600 X 123,600
WASHINGTON FED INC COM 938824109 304 11,800 X 11,800
WASHINGTON MUT INC COM 939322103 4,302 131,550 X 131,550
WASTE CONNECTIONS INC COM 941053100 387 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 2,451 76,800 X 76,800
WATERS CORP COM 941848103 372 9,600 X 9,600
WATSON PHARMACEUTICALS INC COM 942683103 681 21,700 X 21,700
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,963 16,800 X 16,800
WELLS FARGO & CO NEW COM 949746101 8,798 202,400 X 202,400
WENDYS INTL INC COM 950590109 1,141 39,100 X 39,100
WERNER ENTERPRISES INC COM 950755108 437 18,000 X 18,000
WESTVACO CORP COM 961548104 330 11,600 X 11,600
WET SEAL INC CL A 961840105 400 17,000 X 17,000
WEYERHAEUSER CO COM 962166104 1,417 26,200 X 26,200
WHIRLPOOL CORP COM 963320106 631 8,600 X 8,600
WHITNEY HLDG CORP COM 966612103 789 18,000 X 18,000
WHOLE FOODS MKT INC COM 966837106 436 10,000 X 10,000
WILLAMETTE INDS INC COM 969133107 662 12,700 X 12,700
WILLIAMS COMMUNICATIONS GROUP CL A 969455104 104 44,327 X 44,327
WILLIAMS COS INC DEL COM 969457100 2,024 79,308 X 79,308
WILLIAMS SONOMA INC COM 969904101 257 6,000 X 6,000
WINN DIXIE STORES INC COM 974280109 238 16,700 X 16,700
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,294 376,000 X 376,000
WORTHINGTON INDS INC COM 981811102 643 45,300 X 45,300
WRIGLEY WM JR CO COM 982526105 1,356 26,400 X 26,400
XCEL ENERGY INC COM 98389B100 1,161 41,855 X 41,855
XILINX INC COM 983919101 1,566 40,100 X 40,100
XEROX CORP COM 984121103 854 82,000 X 82,000
YAHOO INC COM 984332106 1,192 67,200 X 67,200
ZALE CORP NEW COM 988858106 482 11,500 X 11,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 289 5,200 X 5,200
ZIMMER HLDGS INC COM 98956P102 733 24,000 X 24,000
ZIONS BANCORPORATION COM 989701107 594 11,300 X 11,300
ZOLL MED CORP COM 989922109 467 12,000 X 12,000
GRAND TOTAL 1,502,637