FORM 13-F
Report for the Calendar Quarter Ended 31 March 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 23rd day of April 2001.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
DEERE & COMPANY
31-MAR-2001
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
GLOBAL CROSSING LTD COM G3921A100 1,442 106,900 X 106,900
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,088 25,100 X 25,100
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 586 27,000 X 27,000
A D C TELECOMMUNICATIONS COM 000886101 897 105,500 X 105,500
AFLAC INC COM 001055102 1,796 65,200 X 65,200
AES CORP COM 00130H105 2,768 55,400 X 55,400
AMR CORP COM 001765106 653 18,600 X 18,600
AOL TIME WARNER INC COM 00184A105 21,123 526,100 X 526,100
AT&T CORP COM 001957109 9,827 461,382 X 461,382
AVX CORP NEW COM 002444107 352 20,400 X 20,400
ABBOTT LABS COM 002824100 10,240 217,000 X 217,000
ADAPTEC INC COM 00651F108 104 12,000 X 12,000
ADOBE SYS INC COM 00724F101 1,025 29,300 X 29,300
ADTRAN INC COM 00738A106 491 20,000 X 20,000
ADVANCED DIGITAL INFORMATION COM 007525108 414 23,900 X 23,900
ADVANTAGE LEARNING SYSTEMS COM 00757K100 422 14,600 X 14,600
ADVANCED MICRO DEVICES INC COM 007903107 1,016 38,300 X 38,300
AETNA INC NEW COM 00817Y108 611 17,000 X 17,000
AFFILIATED COMPUTER SERVICES CL A 008190100 928 14,300 X 14,300
AFFILIATED MANAGERS GROUP COM 008252108 381 8,100 X 8,100
AGILENT TECHNOLOGIES INC COM 00846U101 2,244 73,031 X 73,031
AGRIUM INC COM 008916108 186 14,800 X 14,800
AIR PRODS & CHEMS INC COM 009158106 1,313 34,200 X 34,200
ALABAMA NATL BANCORP DELA COM 010317105 417 13,900 X 13,900
ALBERTO CULVER CO CL B CONV 013068101 266 6,700 X 6,700
ALBERTSONS INC COM 013104104 1,961 61,624 X 61,624
ALCAN INC COM 013716105 1,012 28,100 X 28,100
ALCOA INC COM 013817101 3,806 105,872 X 105,872
ALLEGHENY ENERGY INC COM 017361106 611 13,200 X 13,200
ALLERGAN INC COM 018490102 1,646 22,200 X 22,200
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 412 10,000 X 10,000
ALLIANT TECHSYSTEMS INC COM 018804104 266 3,000 X 3,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 375 23,900 X 23,900
ALLSTATE CORP COM 020002101 3,997 95,300 X 95,300
ALLTEL CORP COM 020039103 2,035 38,800 X 38,800
ALTERA CORP COM 021441100 1,050 49,000 X 49,000
ALZA CORP DEL COM 022615108 1,045 25,800 X 25,800
AMBAC FINL GROUP INC COM 023139108 799 12,600 X 12,600
AMERADA HESS CORP COM 023551104 852 10,900 X 10,900
AMEREN CORP COM 023608102 1,192 29,100 X 29,100
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 216 7,500 X 7,500
AMERICAN ELEC PWR INC COM 025537101 1,867 39,720 X 39,720
AMERICAN EXPRESS CO COM 025816109 6,748 163,400 X 163,400
AMERICAN GENERAL CORP COM 026351106 3,029 79,200 X 79,200
AMERICAN HOME PRODS CORP COM 026609107 9,976 169,800 X 169,800
AMERICAN INTL GROUP INC COM 026874107 23,216 288,400 X 288,400
AMERICAN MGMT SYS INC COM 027352103 758 41,400 X 41,400
AMERICAN PWR CONVERSION CORP COM 029066107 438 34,000 X 34,000
AMERICREDIT CORP COM 03060R101 1,132 34,900 X 34,900
AMGEN INC COM 031162100 8,167 135,700 X 135,700
AMPHENOL CORP NEW CL A 032095101 277 8,800 X 8,800
AMSOUTH BANCORPORATION COM 032165102 772 45,900 X 45,900
ANADARKO PETE CORP COM 032511107 1,600 25,483 X 25,483
ANALOG DEVICES INC COM 032654105 1,576 43,500 X 43,500
ANDREW CORP COM 034425108 145 10,100 X 10,100
ANHEUSER BUSCH COS INC COM 035229103 5,231 113,900 X 113,900
ANIXTER INTL INC COM 035290105 280 11,600 X 11,600
AON CORP COM 037389103 1,104 31,100 X 31,100
APACHE CORP COM 037411105 1,239 21,500 X 21,500
APOLLO GROUP INC CL A 037604105 492 15,000 X 15,000
APPLE COMPUTER INC COM 037833100 903 40,900 X 40,900
APPLEBEES INTL INC COM 037899101 418 11,700 X 11,700
APPLERA CORP COM AP BIO GRP 038020103 694 25,000 X 25,000
APPLICA INC COM 03815A106 161 26,000 X 26,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 513 31,100 X 31,100
APPLIED MATLS INC COM 038222105 4,711 108,300 X 108,300
APTARGROUP INC COM 038336103 408 13,400 X 13,400
ARCHER DANIELS MIDLAND CO COM 039483102 979 74,415 X 74,415
ARCTIC CAT INC COM 039670104 393 28,700 X 28,700
ARGUSS COMMUNICATIONS INC COM 040282105 290 49,100 X 49,100
ARKANSAS BEST CORP DEL COM 040790107 392 24,900 X 24,900
ARROW ELECTRS INC COM 042735100 579 25,600 X 25,600
ASHLAND INC COM 044204105 837 21,800 X 21,800
ASTORIA FINL CORP COM 046265104 1,208 22,600 X 22,600
ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 490 17,400 X 17,400
AUTODESK INC COM 052769106 614 20,100 X 20,100
AUTOMATIC DATA PROCESSING INC COM 053015103 4,171 76,700 X 76,700
AUTOZONE INC COM 053332102 423 15,100 X 15,100
AVAYA INC COM 053499109 472 36,282 X 36,282
AVERY DENNISON CORP COM 053611109 754 14,500 X 14,500
AVON PRODS INC COM 054303102 1,168 29,200 X 29,200
AWARE INC MASS COM 05453N100 347 36,000 X 36,000
BB&T CORP COM 054937107 1,555 44,200 X 44,200
BJ SVCS CO COM 055482103 648 9,100 X 9,100
BMC INDS INC MINN COM 055607105 125 22,400 X 22,400
BP AMOCO P L C SPONSORED ADR 055622104 729 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 854 39,700 X 39,700
BAKER HUGHES INC COM 057224107 1,471 40,500 X 40,500
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 430 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 12,094 220,900 X 220,900
BANK NEW YORK INC COM 064057102 4,481 91,000 X 91,000
BANK ONE CORP COM 06423A103 5,492 151,800 X 151,800
BANKNORTH GROUP INC NEW COM 06646R107 278 14,000 X 14,000
BARD C R INC COM 067383109 277 6,100 X 6,100
BARNES & NOBLE INC COM 067774109 574 24,000 X 24,000
BARRICK GOLD CORP COM 067901108 694 48,600 X 48,600
BARRETT RES CORP COM PAR $0.01 068480201 300 5,000 X 5,000
BAUSCH & LOMB INC COM 071707103 301 6,600 X 6,600
BAXTER INTL INC COM 071813109 3,427 36,400 X 36,400
BE AEROSPACE INC COM 073302101 390 21,200 X 21,200
BEAR STEARNS COS INC COM 073902108 1,075 23,500 X 23,500
BECKMAN COULTER INC COM 075811109 547 14,000 X 14,000
BECTON DICKINSON & CO COM 075887109 1,091 30,900 X 30,900
BED BATH & BEYOND INC COM 075896100 1,002 40,800 X 40,800
BELDEN INC COM 077459105 575 28,700 X 28,700
BELLSOUTH CORP COM 079860102 10,390 253,900 X 253,900
BEMIS INC COM 081437105 208 6,300 X 6,300
BEST BUY INC COM 086516101 917 25,500 X 25,500
BIOGEN INC COM 090597105 1,912 30,200 X 30,200
BIOMET INC COM 090613100 863 21,900 X 21,900
BLACK & DECKER CORP COM 091797100 368 10,000 X 10,000
BLACK BOX CORP DEL COM 091826107 668 15,000 X 15,000
BLANCH E W HLDGS INC COM 093210102 116 14,600 X 14,600
BLOCK H & R INC COM 093671105 571 11,400 X 11,400
BLYTH INC COM 09643P108 413 17,900 X 17,900
BOEING CO COM 097023105 6,668 119,700 X 119,700
BOISE CASCADE CORP COM 097383103 223 7,100 X 7,100
BOSTON SCIENTIFIC CORP COM 101137107 1,007 49,900 X 49,900
BRIGHTPOINT INC COM 109473108 71 29,400 X 29,400
BRINKER INTL INC COM 109641100 816 29,250 X 29,250
BRISTOL MYERS SQUIBB CO COM 110122108 14,523 244,500 X 244,500
BROADCOM CORP CL A 111320107 780 27,000 X 27,000
BROADVISION INC COM 111412102 174 32,500 X 32,500
BROWN FORMAN CORP CL B 115637209 527 8,500 X 8,500
BROWN SHOE INC NEW COM 115736100 533 28,300 X 28,300
BRUNSWICK CORP COM 117043109 212 10,800 X 10,800
BUILDING MATLS HLDG CORP COM 120113105 158 16,200 X 16,200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,762 58,000 X 58,000
BURLINGTON RES INC COM 122014103 1,177 26,300 X 26,300
CBRL GROUP INC COM 12489V106 387 21,300 X 21,300
CEC ENTMT INC COM 125137109 421 9,500 X 9,500
CIGNA CORP COM 125509109 2,609 24,300 X 24,300
CIT GROUP INC CL A 125577106 898 31,100 X 31,100
CMS ENERGY CORP COM 125896100 900 30,400 X 30,400
CNF INC COM 12612W104 462 16,000 X 16,000
CSX CORP COM 126408103 910 27,000 X 27,000
CVS CORP COM 126650100 2,802 47,900 X 47,900
CABLETRON SYS INC COM 126920107 288 22,300 X 22,300
CABOT INDUSTRIAL TRUST COM 127072106 396 20,400 X 20,400
CACI INTL INC CL A 127190304 397 14,700 X 14,700
CALPINE CORP COM 131347106 1,916 34,800 X 34,800
CAMPBELL SOUP CO COM 134429109 2,052 68,700 X 68,700
CANADIAN PAC LTD NEW COM 135923100 290 7,900 X 7,900
CAPITAL ONE FINL CORP COM 14040H105 1,326 23,900 X 23,900
CARDINAL HEALTH INC COM 14149Y108 3,860 39,899 X 39,899
CARNIVAL CORP COM 143658102 2,438 88,100 X 88,100
CASEYS GEN STORES INC COM 147528103 189 15,800 X 15,800
CATERPILLAR INC DEL COM 149123101 1,877 42,300 X 42,300
CATO CORP NEW CL A 149205106 345 22,900 X 22,900
CENDANT CORP COM 151313103 1,733 118,800 X 118,800
CENTEX CORP COM 152312104 292 7,000 X 7,000
CENTURA BKS INC COM 15640T100 435 8,800 X 8,800
CENTURYTEL INC COM 156700106 500 17,400 X 17,400
CERIDIAN CORP COM 15677T106 331 17,900 X 17,900
CHARTER ONE FINL INC COM 160903100 720 25,455 X 25,455
CHECKPOINT SYS INC COM 162825103 156 16,500 X 16,500
CHEVRON CORPORATION COM 166751107 7,015 79,900 X 79,900
CHIRON CORP COM 170040109 952 21,700 X 21,700
CHUBB CORP COM 171232101 1,833 25,305 X 25,305
CIBER INC COM 17163B102 105 21,600 X 21,600
CINCINNATI FINL CORP COM 172062101 747 19,700 X 19,700
CINERGY CORP COM 172474108 654 19,500 X 19,500
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 268 25,300 X 25,300
CISCO SYS INC COM 17275R102 14,878 940,900 X 940,900
CINTAS CORP COM 172908105 844 21,400 X 21,400
CITIGROUP INC COM 172967101 29,659 659,392 X 659,392
CITIZENS COMMUNICATIONS CO COM 17453B101 364 28,800 X 28,800
CITRIX SYS INC COM 177376100 482 22,800 X 22,800
CLAYTON HOMES INC COM 184190106 433 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,866 71,000 X 71,000
CLEVELAND CLIFFS INC COM 185896107 518 28,800 X 28,800
CLOROX CO DEL COM 189054109 903 28,700 X 28,700
COACHMEN INDS INC COM 189873102 104 11,600 X 11,600
COCA COLA CO COM 191216100 13,706 303,500 X 303,500
COCA COLA ENTERPRISES INC COM 191219104 907 51,000 X 51,000
COLGATE PALMOLIVE CO COM 194162103 3,879 70,200 X 70,200
COMCAST CORP CL A SPL 200300200 4,626 110,300 X 110,300
COMERICA INC COM 200340107 1,181 19,200 X 19,200
COMMERCE BANCSHARES INC COM 200525103 450 12,080 X 12,080
COMMUNITY FIRST BANKSHARES INC COM 203902101 731 36,200 X 36,200
COMPAQ COMPUTER CORP COM 204493100 3,984 218,900 X 218,900
COMPUTER ASSOC INTL INC COM 204912109 2,192 80,600 X 80,600
COMPUTER SCIENCES CORP COM 205363104 673 20,800 X 20,800
COMPUWARE CORP COM 205638109 436 44,700 X 44,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,272 21,600 X 21,600
CONAGRA FOODS INC COM 205887102 1,191 65,300 X 65,300
CONCORD COMMUNICATIONS INC COM 206186108 95 11,600 X 11,600
CONCORD EFS INC COM 206197105 894 22,100 X 22,100
CONEXANT SYSTEMS INC COM 207142100 249 27,900 X 27,900
CONMED CORP COM 207410101 192 10,000 X 10,000
CONOCO INC CL B 208251405 2,167 76,700 X 76,700
CONSECO INC COM 208464107 646 40,100 X 40,100
CONSOLIDATED EDISON INC COM 209115104 1,477 39,800 X 39,800
CONSOLIDATED GRAPHICS INC COM 209341106 219 17,500 X 17,500
CONSOLIDATED STORES CORP COM 210149100 137 13,600 X 13,600
CONSTELLATION BRANDS INC CL A 21036P108 416 5,800 X 5,800
CONSTELLATION ENERGY GROUP INC COM 210371100 811 18,400 X 18,400
CONVERGYS CORP COM 212485106 675 18,700 X 18,700
COOPER INDS INC COM 216669101 542 16,200 X 16,200
COORS ADOLPH CO CL B 217016104 281 4,300 X 4,300
CORNING INC COM 219350105 2,222 107,400 X 107,400
COSTCO WHSL CORP NEW COM 22160K105 2,151 54,800 X 54,800
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,125 22,800 X 22,800
COVANCE INC COM 222816100 415 32,300 X 32,300
CREDENCE SYS CORP COM 225302108 390 19,000 X 19,000
CULLEN FROST BANKERS INC COM 229899109 343 10,000 X 10,000
D R HORTON INC COM 23331A109 537 25,412 X 25,412
DST SYS INC DEL COM 233326107 858 17,800 X 17,800
DTE ENERGY CO COM 233331107 689 17,300 X 17,300
DANA CORP COM 235811106 311 18,100 X 18,100
DANAHER CORP DEL COM 235851102 955 17,500 X 17,500
DARDEN RESTAURANTS INC COM 237194105 352 14,800 X 14,800
DAVOX CORP COM 239208101 208 18,300 X 18,300
DELL COMPUTER CORP COM 247025109 8,156 317,500 X 317,500
DELPHI AUTOMOTIVE SYS CORP COM 247126105 972 68,600 X 68,600
DELTA AIR LINES INC DEL COM 247361108 600 15,200 X 15,200
DELUXE CORP COM 248019101 211 8,900 X 8,900
DENDRITE INTL INC COM 248239105 494 35,300 X 35,300
DENTSPLY INTL INC NEW COM 249030107 548 15,000 X 15,000
DEVON ENERGY CORP NEW COM 25179M103 663 11,400 X 11,400
DEVRY INC DEL COM 251893103 391 13,000 X 13,000
DIEBOLD INC COM 253651103 467 17,000 X 17,000
DIGI INTL INC COM 253798102 111 19,200 X 19,200
DIGITAL LIGHTWAVE INC COM 253855100 374 20,900 X 20,900
DILLARDS INC CL A 254067101 248 11,300 X 11,300
DIME BANCORP INC NEW COM 25429Q102 524 16,000 X 16,000
DISNEY WALT CO COM DISNEY 254687106 7,436 260,000 X 260,000
DOLLAR GEN CORP COM 256669102 819 40,087 X 40,087
DOMINION RES INC VA NEW COM 25746U109 1,883 29,200 X 29,200
DONNELLEY R R & SONS CO COM 257867101 842 32,100 X 32,100
DORAL FINL CORP COM 25811P100 450 15,000 X 15,000
DOVER CORP COM 260003108 885 24,700 X 24,700
DOW CHEM CO COM 260543103 3,429 108,614 X 108,614
DOW JONES & CO INC COM 260561105 560 10,700 X 10,700
DOWNEY FINL CORP COM 261018105 249 5,500 X 5,500
DU PONT E I DE NEMOURS & CO COM 263534109 5,201 127,800 X 127,800
DUKE ENERGY CORP COM 264399106 4,463 104,416 X 104,416
DYCOM INDS INC COM 267475101 284 22,000 X 22,000
DYNEGY INC NEW CL A 26816Q101 1,918 37,600 X 37,600
E M C CORP MASS COM 268648102 7,826 266,200 X 266,200
ENSCO INTL INC COM 26874Q100 350 10,000 X 10,000
EOG RES INC COM 26875P101 590 14,300 X 14,300
ESS TECHNOLOGY INC COM 269151106 366 63,700 X 63,700
EASTMAN CHEM CO COM 277432100 468 9,500 X 9,500
EASTMAN KODAK CO COM 277461109 1,504 37,700 X 37,700
EATON CORP COM 278058102 596 8,700 X 8,700
ECOLAB INC COM 278865100 666 15,700 X 15,700
EDISON INTL COM 281020107 994 78,600 X 78,600
EL PASO CORP COM 28336L109 3,990 61,095 X 61,095
ELAN PLC ADR 284131208 554 10,600 X 10,600
ELECTRO SCIENTIFIC INDS COM 285229100 359 12,800 X 12,800
ELECTROGLAS INC COM 285324109 399 24,200 X 24,200
ELECTRONIC DATA SYS NEW COM 285661104 3,206 57,400 X 57,400
EMERSON ELEC CO COM 291011104 3,745 60,400 X 60,400
ENERGEN CORP COM 29265N108 353 10,000 X 10,000
ENGELHARD CORP COM 292845104 926 35,800 X 35,800
ENRON CORP COM 293561106 6,408 110,300 X 110,300
ENTERGY CORP NEW COM 29364G103 1,037 27,300 X 27,300
EQUIFAX INC COM 294429105 956 30,600 X 30,600
ETHAN ALLEN INTERIORS INC COM 297602104 253 7,500 X 7,500
EXELON CORP COM 30161N101 2,640 40,250 X 40,250
EXPRESS SCRIPTS INC CL A 302182100 442 5,100 X 5,100
EXTENDED STAY AMER INC COM 30224P101 978 65,200 X 65,200
EXXON MOBIL CORP COM 30231G102 37,752 466,079 X 466,079
F M C CORP COM NEW 302491303 272 3,700 X 3,700
FPL GROUP INC COM 302571104 1,943 31,700 X 31,700
F Y I INC COM 302712104 395 11,800 X 11,800
FASTENAL CO COM 311900104 273 5,000 X 5,000
FEDERAL HOME LN MTG CORP COM 313400301 7,112 109,700 X 109,700
FEDERAL NATL MTG ASSN COM 313586109 11,773 147,900 X 147,900
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 264 13,500 X 13,500
FEDERATED DEPT STORES INC DEL COM 31410H101 1,479 35,600 X 35,600
FEDEX CORP COM 31428X106 1,463 35,100 X 35,100
FERRO CORP COM 315405100 356 17,500 X 17,500
FIFTH THIRD BANCORP COM 316773100 3,027 56,650 X 56,650
FINANCIAL FED CORP COM 317492106 399 16,300 X 16,300
FIRST DATA CORP COM 319963104 3,009 50,400 X 50,400
FIRST UN CORP COM 337358105 5,033 152,500 X 152,500
FISERV INC COM 337738108 877 19,600 X 19,600
FLAGSTAR BANCORP INC COM 337930101 460 18,400 X 18,400
FIRSTENERGY CORP COM 337932107 790 28,300 X 28,300
FLEETBOSTON FINL CORP COM 339030108 5,924 156,922 X 156,922
FLUOR CORP NEW COM 343412102 418 9,400 X 9,400
FOOTSTAR INC COM 344912100 201 5,000 X 5,000
FORD MTR CO DEL COM PAR $0.01 345370860 6,423 228,400 X 228,400
FOREST LABS INC COM 345838106 1,280 21,600 X 21,600
FORTUNE BRANDS INC COM 349631101 1,176 34,200 X 34,200
FOSTER WHEELER CORP COM 350244109 332 18,500 X 18,500
FRANKLIN RES INC COM 354613101 1,165 29,800 X 29,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 245 18,800 X 18,800
G & K SVCS INC CL A 361268105 616 30,900 X 30,900
GPU INC COM 36225X100 484 14,900 X 14,900
GANNETT INC COM 364730101 2,293 38,400 X 38,400
GAP INC DEL COM 364760108 3,820 161,050 X 161,050
GATEWAY INC COM 367626108 667 39,700 X 39,700
GENERAL DYNAMICS CORP COM 369550108 1,525 24,300 X 24,300
GENERAL ELEC CO COM 369604103 50,408 1,204,200 X 1,204,200
GENERAL MLS INC COM 370334104 1,505 35,000 X 35,000
GENERAL MTRS CORP COM 370442105 3,420 65,969 X 65,969
GENUINE PARTS CO COM 372460105 562 21,700 X 21,700
GEORGIA GULF CORP COM PAR $0.01 373200203 266 15,300 X 15,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 816 27,762 X 27,762
GILLETTE CO COM 375766102 4,342 139,300 X 139,300
GOLDEN ST BANCORP INC COM 381197102 407 14,600 X 14,600
GOLDEN WEST FINL CORP DEL COM 381317106 1,272 19,600 X 19,600
GOODRICH B F CO COM 382388106 982 25,600 X 25,600
GOODYEAR TIRE & RUBR CO COM 382550101 458 19,200 X 19,200
GRACO INC COM 384109104 426 15,200 X 15,200
GRAINGER W W INC COM 384802104 393 11,600 X 11,600
GREAT ATLANTIC & PAC TEA INC COM 390064103 112 12,200 X 12,200
GREENPOINT FINL CORP COM 395384100 587 18,000 X 18,000
GUIDANT CORP COM 401698105 1,687 37,500 X 37,500
HCA-HEALTHCARE CO COM 404119109 2,746 68,200 X 68,200
HALLIBURTON CO COM 406216101 2,359 64,200 X 64,200
HARCOURT GEN INC COM 41163G101 863 15,500 X 15,500
HARLEY DAVIDSON INC COM 412822108 1,400 36,900 X 36,900
HARRAHS ENTMT INC COM 413619107 415 14,100 X 14,100
HARTFORD FINL SVCS GROUP INC COM 416515104 1,617 27,400 X 27,400
HASBRO INC COM 418056107 273 21,200 X 21,200
HEALTHSOUTH CORP COM 421924101 607 47,100 X 47,100
HEINZ H J CO COM 423074103 1,704 42,400 X 42,400
HERCULES INC COM 427056106 170 13,100 X 13,100
HERSHEY FOODS CORP COM 427866108 1,144 16,500 X 16,500
HEWLETT PACKARD CO COM 428236103 7,717 246,800 X 246,800
HILTON HOTELS CORP COM 432848109 472 45,200 X 45,200
HOME DEPOT INC COM 437076102 13,404 311,000 X 311,000
HOMESTAKE MNG CO COM 437614100 168 31,900 X 31,900
HONEYWELL INTL INC COM 438516106 3,994 97,900 X 97,900
HOT TOPIC INC COM 441339108 605 21,600 X 21,600
HOUSEHOLD INTL INC COM 441815107 3,424 57,800 X 57,800
HUGHES SUPPLY INC COM 444482103 461 31,500 X 31,500
HUMANA INC COM 444859102 213 20,300 X 20,300
HUNTINGTON BANCSHARES INC COM 446150104 451 31,645 X 31,645
IBP INC COM 449223106 295 18,000 X 18,000
IMS HEALTH INC COM 449934108 899 36,100 X 36,100
ITT INDS INC IND COM 450911102 911 23,500 X 23,500
IDACORP INC COM 451107106 428 11,200 X 11,200
IDEXX LABS INC COM 45168D104 625 28,500 X 28,500
ILLINOIS TOOL WKS INC COM 452308109 2,075 36,500 X 36,500
ILLUMINET HLDGS INC COM 452334105 317 15,400 X 15,400
INCO LTD COM 453258402 323 21,800 X 21,800
INDEPENDENCE CMNTY BK CORP COM 453414104 406 23,300 X 23,300
INGERSOLL-RAND CO COM 456866102 782 19,700 X 19,700
INSIGHT ENTERPRISES INC COM 45765U103 703 33,300 X 33,300
INTEL CORP COM 458140100 22,837 867,900 X 867,900
INTERMET CORP COM 45881K104 75 27,200 X 27,200
INTERNATIONAL BUSINESS MACHS COM 459200101 21,410 222,600 X 222,600
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 799 36,200 X 36,200
INTL PAPER CO COM 460146103 2,136 59,209 X 59,209
INTERNATIONAL RECTIFIER CORP COM 460254105 385 9,500 X 9,500
INTERPUBLIC GROUP COS INC COM 460690100 1,961 57,100 X 57,100
INTERVOICE-BRITE INC COM 461142101 137 16,800 X 16,800
INTUIT COM 461202103 630 22,700 X 22,700
INVACARE CORP COM 461203101 403 10,200 X 10,200
ISHARES TR S&P MIDCAP 400 464287507 413 4,500 X 4,500
ISHARES TR S&P SMLCAP 600 464287804 457 4,500 X 4,500
JDS UNIPHASE CORP COM 46612J101 2,880 156,200 X 156,200
JLG INDS INC COM 466210101 380 29,200 X 29,200
J P MORGAN CHASE & CO COM 46625H100 11,053 246,160 X 246,160
JABIL CIRCUIT INC COM 466313103 670 31,000 X 31,000
JEFFERIES GROUP INC NEW COM 472319102 424 14,700 X 14,700
JEFFERSON PILOT CORP COM 475070108 1,405 20,700 X 20,700
JOHNSON & JOHNSON COM 478160104 16,296 186,300 X 186,300
JOHNSON CTLS INC COM 478366107 643 10,300 X 10,300
JONES APPAREL GROUP INC COM 480074103 302 8,000 X 8,000
KLA-TENCOR CORP COM 482480100 914 23,200 X 23,200
K MART CORP COM 482584109 552 58,700 X 58,700
KELLOGG CO COM 487836108 1,343 49,700 X 49,700
KEMET CORP COM 488360108 623 36,800 X 36,800
KERR MCGEE CORP COM 492386107 1,249 19,242 X 19,242
KEY PRODTN INC COM 493138101 374 18,000 X 18,000
KEYCORP NEW COM 493267108 1,347 52,200 X 52,200
KEYSPAN CORP COM 49337W100 618 16,200 X 16,200
KIMBERLY CLARK CORP COM 494368103 4,563 67,278 X 67,278
KIMCO REALTY CORP COM 49446R109 387 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 1,963 36,900 X 36,900
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 568 9,000 X 9,000
KING PHARMACEUTICALS INC COM 495582108 1,064 26,100 X 26,100
KNIGHT RIDDER INC COM 499040103 494 9,200 X 9,200
KOHLS CORP COM 500255104 4,355 70,600 X 70,600
KROGER CO COM 501044101 2,860 110,900 X 110,900
LNR PPTY CORP COM 501940100 442 15,600 X 15,600
LSI LOGIC CORP COM 502161102 599 38,100 X 38,100
L-3 COMMUNICATIONS HLDGS INC COM 502424104 474 6,000 X 6,000
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 194 17,100 X 17,100
LANDS END INC COM 515086106 275 10,000 X 10,000
LEGGETT & PLATT INC COM 524660107 463 24,100 X 24,100
LEHMAN BROS HLDGS INC COM 524908100 2,226 35,500 X 35,500
LENNAR CORP COM 526057104 351 8,800 X 8,800
LEXMARK INTL NEW CL A 529771107 710 15,600 X 15,600
LILLY ELI & CO COM 532457108 11,514 150,200 X 150,200
LIMITED INC COM 532716107 824 52,400 X 52,400
LINCARE HLDGS INC COM 532791100 529 10,000 X 10,000
LINCOLN NATL CORP IND COM 534187109 981 23,100 X 23,100
LINEAR TECHNOLOGY CORP COM 535678106 1,593 38,800 X 38,800
LIZ CLAIBORNE INC COM 539320101 767 16,300 X 16,300
LOCKHEED MARTIN CORP COM 539830109 1,772 49,700 X 49,700
LOEWS CORP COM 540424108 1,450 24,400 X 24,400
LOUISIANA PAC CORP COM 546347105 123 12,800 X 12,800
LOWES COS INC COM 548661107 3,893 66,600 X 66,600
LUBYS INC COM 549282101 133 17,500 X 17,500
LUCENT TECHNOLOGIES INC COM 549463107 4,144 415,660 X 415,660
LYDALL INC DEL COM 550819106 124 11,900 X 11,900
MBIA INC COM 55262C100 1,767 21,900 X 21,900
MBNA CORP COM 55262L100 4,776 144,300 X 144,300
MGIC INVT CORP WIS COM 552848103 1,533 22,400 X 22,400
MSC INDL DIRECT INC CL A 553530106 480 30,000 X 30,000
MANOR CARE INC NEW COM 564055101 257 12,600 X 12,600
MARSH & MCLENNAN COS INC COM 571748102 3,155 33,200 X 33,200
MARRIOTT INTL INC NEW CL A 571903202 1,219 29,600 X 29,600
MASCO CORP COM 574599106 1,347 55,800 X 55,800
MATTEL INC COM 577081102 924 52,100 X 52,100
MATTSON TECHNOLOGY INC COM 577223100 469 31,000 X 31,000
MAXIM INTEGRATED PRODS INC COM 57772K101 1,435 34,500 X 34,500
MAY DEPT STORES CO COM 577778103 1,540 43,400 X 43,400
MAYTAG CORP COM 578592107 619 19,200 X 19,200
MCDONALDS CORP COM 580135101 4,301 162,000 X 162,000
MCGRAW HILL COS INC COM 580645109 2,255 37,800 X 37,800
MCKESSON HBOC INC COM 58155Q103 1,000 37,382 X 37,382
MEAD CORP COM 582834107 306 12,200 X 12,200
MEDIMMUNE INC COM 584699102 915 25,500 X 25,500
MEDTRONIC INC COM 585055106 7,167 156,700 X 156,700
MELLON FINL CORP COM 58551A108 2,642 65,200 X 65,200
MENS WEARHOUSE INC COM 587118100 209 9,700 X 9,700
MENTOR CORP MINN COM 587188103 650 28,900 X 28,900
MERCK & CO INC COM 589331107 23,871 314,500 X 314,500
MERCURY INTERACTIVE CORP COM 589405109 536 12,800 X 12,800
MEREDITH CORP COM 589433101 213 6,100 X 6,100
MERRILL LYNCH & CO INC COM 590188108 5,933 107,100 X 107,100
METHODE ELECTRS INC CL A 591520200 237 13,200 X 13,200
METLIFE INC COM 59156R108 2,795 93,000 X 93,000
METRIS COS INC COM 591598107 918 44,200 X 44,200
MICHAELS STORES INC COM 594087108 422 14,100 X 14,100
MICROSOFT CORP COM 594918104 36,684 670,800 X 670,800
MICROCHIP TECHNOLOGY INC COM 595017104 494 19,500 X 19,500
MICRON TECHNOLOGY INC COM 595112103 3,713 89,400 X 89,400
MILLIPORE CORP COM 601073109 250 5,400 X 5,400
MINNESOTA MNG & MFG CO COM 604059105 5,039 48,500 X 48,500
MOBILE MINI INC COM 60740F105 444 16,100 X 16,100
MOLEX INC COM 608554101 840 23,800 X 23,800
MOODYS CORP COM 615369105 554 20,100 X 20,100
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 8,111 151,600 X 151,600
MOTOROLA INC COM 620076109 3,795 266,100 X 266,100
MUTUAL RISK MGMT LTD COM 628351108 335 46,200 X 46,200
MYLAN LABS INC COM 628530107 517 20,000 X 20,000
NBTY INC COM 628782104 355 41,800 X 41,800
NCR CORP NEW COM 62886E108 429 11,000 X 11,000
NVR INC COM 62944T105 440 2,700 X 2,700
NABORS INDS INC COM 629568106 1,178 22,725 X 22,725
NATIONAL CITY CORP COM 635405103 1,990 74,400 X 74,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 570 21,300 X 21,300
NATIONWIDE FINL SVCS INC CL A 638612101 418 11,000 X 11,000
NETWORK APPLIANCE INC COM 64120L104 644 38,300 X 38,300
NEW YORK TIMES CO CL A 650111107 811 19,800 X 19,800
NEWELL RUBBERMAID INC COM 651229106 859 32,420 X 32,420
NEWFIELD EXPL CO COM 651290108 248 7,100 X 7,100
NEWMONT MINING CORP COM 651639106 316 19,600 X 19,600
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,334 92,800 X 92,800
NIAGARA MOHAWK HLDGS INC COM 653520106 340 20,100 X 20,100
NICOR INC COM 654086107 212 5,700 X 5,700
NIKE INC CL B 654106103 1,322 32,600 X 32,600
NISOURCE INC COM 65473P105 934 30,026 X 30,026
NOBLE DRILLING CORP COM 655042109 739 16,000 X 16,000
NORDSTROM INC COM 655664100 260 16,000 X 16,000
NORFOLK SOUTHERN CORP COM 655844108 783 46,800 X 46,800
NORTEL NETWORKS CORP NEW COM 656568102 5,360 381,500 X 381,500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 421 11,400 X 11,400
NORTHERN TR CORP COM 665859104 1,706 27,300 X 27,300
NORTHROP GRUMMAN CORP COM 666807102 1,235 14,200 X 14,200
NORTHWEST NAT GAS CO COM 667655104 506 21,100 X 21,100
NOVELL INC COM 670006105 201 40,100 X 40,100
NOVELLUS SYS INC COM 670008101 657 16,200 X 16,200
NUCOR CORP COM 670346105 389 9,700 X 9,700
OCCIDENTAL PETE CORP DEL COM 674599105 1,364 55,100 X 55,100
OCULAR SCIENCES INC COM 675744106 422 23,700 X 23,700
OFFICE DEPOT INC COM 676220106 323 36,900 X 36,900
OLD KENT FINL CORP COM 679833103 620 16,325 X 16,325
OMNICOM GROUP INC COM 681919106 1,973 23,800 X 23,800
ON ASSIGNMENT INC COM 682159108 806 38,600 X 38,600
ORACLE CORP COM 68389X105 10,889 726,900 X 726,900
O REILLY AUTOMOTIVE INC COM 686091109 199 10,000 X 10,000
ORTHODONTIC CTRS AMER INC COM 68750P103 603 29,400 X 29,400
OUTBACK STEAKHOUSE INC COM 689899102 639 25,100 X 25,100
PG&E CORP COM 69331C108 559 47,200 X 47,200
PNC FINL SVCS GROUP INC COM 693475105 2,344 34,600 X 34,600
PPG INDS INC COM 693506107 1,503 32,600 X 32,600
PPL CORP COM 69351T106 743 16,900 X 16,900
PACCAR INC COM 693718108 426 9,500 X 9,500
PACIFIC SUNWEAR CALIF INC COM 694873100 583 21,200 X 21,200
PACTIV CORP COM 695257105 235 19,400 X 19,400
PALL CORP COM 696429307 824 37,600 X 37,600
PALM INC COM 696642107 581 69,113 X 69,113
PARAMETRIC TECHNOLOGY CORP COM 699173100 299 33,000 X 33,000
PARKER HANNIFIN CORP COM 701094104 953 24,000 X 24,000
PAXAR CORP COM 704227107 565 45,200 X 45,200
PAYCHEX INC COM 704326107 1,690 45,600 X 45,600
PENNEY J C INC COM 708160106 507 31,700 X 31,700
PEOPLESOFT INC COM 712713106 795 33,900 X 33,900
PEPSI BOTTLING GROUP INC COM 713409100 802 21,100 X 21,100
PEPSICO INC COM 713448108 7,784 177,100 X 177,100
PERKINELMER INC COM 714046109 378 7,200 X 7,200
PFIZER INC COM 717081103 34,656 846,300 X 846,300
PHARMACEUTICAL PROD DEV INC COM 717124101 421 10,000 X 10,000
PHARMACIA CORP COM 71713U102 8,313 165,047 X 165,047
PHELPS DODGE CORP COM 717265102 362 9,000 X 9,000
PHILIP MORRIS COS INC COM 718154107 12,717 268,000 X 268,000
PHILLIPS PETE CO COM 718507106 1,679 30,500 X 30,500
PHOENIX TECHNOLOGY LTD COM 719153108 314 22,600 X 22,600
PIER 1 IMPORTS INC COM 720279108 202 15,500 X 15,500
PINNACLE ENTMT INC COM 723456109 128 12,200 X 12,200
PINNACLE WEST CAP CORP COM 723484101 454 9,900 X 9,900
PIONEER STD ELECTRS INC COM 723877106 513 41,900 X 41,900
PITNEY BOWES INC COM 724479100 1,293 37,200 X 37,200
PLACER DOME INC COM 725906101 347 40,100 X 40,100
POGO PRODUCING CO COM 730448107 437 14,800 X 14,800
POLYMEDICA CORP COM 731738100 257 11,300 X 11,300
POWER-ONE INC COM 739308104 201 13,900 X 13,900
PRAXAIR INC COM 74005P104 1,322 29,600 X 29,600
PRECISION CASTPARTS CORP COM 740189105 393 11,900 X 11,900
PRICE COMMUNICATIONS CORP COM NEW 741437305 392 22,800 X 22,800
PRICE T ROWE GROUP INC COM 74144T108 473 15,100 X 15,100
PRIME HOSPITALITY CORP COM 741917108 537 49,700 X 49,700
PRIORITY HEALTHCARE CORP CL B 74264T102 254 6,720 X 6,720
PROCTER & GAMBLE CO COM 742718109 10,874 173,700 X 173,700
PROFIT RECOVERY GROUP INTL INC COM 743168106 124 19,800 X 19,800
PROGRESS ENERGY INC COM 743263105 831 19,300 X 19,300
PROGRESSIVE CORP OHIO COM 743315103 835 8,600 X 8,600
PROVIDENT BANKSHARES CORP COM 743859100 403 18,000 X 18,000
PROVINCE HEALTHCARE CO COM 743977100 444 14,600 X 14,600
PROVIDIAN FINL CORP COM 74406A102 2,119 43,200 X 43,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,109 25,700 X 25,700
PUGET ENERGY INC NEW COM 745310102 483 21,100 X 21,100
PULTE CORP COM 745867101 1,115 27,600 X 27,600
QLOGIC CORP COM 747277101 248 11,000 X 11,000
QUAKER OATS CO COM 747402105 1,485 15,300 X 15,300
QUALCOMM INC COM 747525103 6,274 110,800 X 110,800
QUANTA SVCS INC COM 74762E102 715 32,050 X 32,050
QUINTILES TRANSNATIONAL CORP COM 748767100 270 14,300 X 14,300
QWEST COMMUNICATIONS INTL INC COM 749121109 7,539 215,105 X 215,105
RADIAN GROUP INC COM 750236101 744 10,988 X 10,988
RADIOSHACK CORP COM 750438103 807 22,000 X 22,000
RALSTON PURINA CO COM 751277302 1,084 34,800 X 34,800
RAYMOND JAMES FINANCIAL INC COM 754730109 364 13,100 X 13,100
RAYTHEON CO CL B 755111408 1,196 40,700 X 40,700
REGIONS FINL CORP COM 758940100 759 26,700 X 26,700
RELIANT ENERGY INC COM 75952J108 1,996 44,100 X 44,100
REMEDY CORP COM 759548100 362 18,800 X 18,800
RESPIRONICS INC COM 761230101 454 14,900 X 14,900
RICHMOND CNTY FINL CORP COM 764556106 444 15,100 X 15,100
RIGGS NATL CORP WASH DC COM 766570105 167 10,500 X 10,500
ROBERT HALF INTL INC COM 770323103 863 38,600 X 38,600
ROCKWELL INTL CORP NEW COM 773903109 800 22,000 X 22,000
ROHM & HAAS CO COM 775371107 807 26,200 X 26,200
ROSLYN BANCORP INC COM 778162107 376 16,700 X 16,700
ROSS STORES INC COM 778296103 788 42,000 X 42,000
ROWAN COS INC COM 779382100 300 10,900 X 10,900
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 15,900 286,800 X 286,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 397 37,400 X 37,400
SBC COMMUNICATIONS INC COM 78387G103 19,349 433,548 X 433,548
SEI INVESTMENTS CO COM 784117103 561 18,000 X 18,000
SLI INC COM 78442T108 124 14,800 X 14,800
SPDR TR UNIT SER 1 78462F103 4,131 35,400 X 35,400
SPS TECHNOLOGIES INC COM 784626103 374 8,300 X 8,300
SABRE HLDGS CORP CL A 785905100 717 15,539 X 15,539
SAFECO CORP COM 786429100 440 15,600 X 15,600
SAFEWAY INC COM NEW 786514208 4,484 81,300 X 81,300
ST JUDE MED INC COM 790849103 528 9,800 X 9,800
ST PAUL COS INC COM 792860108 1,128 25,600 X 25,600
SANMINA CORP COM 800907107 871 44,500 X 44,500
SAPIENT CORP COM 803062108 105 14,600 X 14,600
SARA LEE CORP COM 803111103 2,253 104,400 X 104,400
SCHERING PLOUGH CORP COM 806605101 8,201 224,500 X 224,500
SCHLUMBERGER LTD COM 806857108 4,010 69,600 X 69,600
SCHOLASTIC CORP COM 807066105 245 6,800 X 6,800
SCHWAB CHARLES CORP NEW COM 808513105 2,591 168,050 X 168,050
SCIENTIFIC ATLANTA INC COM 808655104 1,006 24,200 X 24,200
SEALED AIR CORP NEW COM 81211K100 327 9,800 X 9,800
SEARS ROEBUCK & CO COM 812387108 1,894 53,700 X 53,700
SECTOR SPDR TR SBI INT-FINL 81369Y605 425 16,000 X 16,000
SECTOR SPDR TR SBI INT-TECH 81369Y803 868 35,000 X 35,000
SELECTIVE INS GROUP INC COM 816300107 342 14,700 X 14,700
SEMPRA ENERGY COM 816851109 587 25,200 X 25,200
SHERWIN WILLIAMS CO COM 824348106 492 19,300 X 19,300
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 306 7,000 X 7,000
SIEBEL SYS INC COM 826170102 1,401 51,500 X 51,500
SIERRA HEALTH SVCS INC COM 826322109 130 28,400 X 28,400
SIGMA ALDRICH CORP COM 826552101 503 10,500 X 10,500
SMITH A O COM 831865209 402 20,600 X 20,600
SMITHFIELD FOODS INC COM 832248108 403 12,400 X 12,400
SMURFIT-STONE CONTAINER CORP COM 832727101 266 20,000 X 20,000
SNAP ON INC COM 833034101 204 7,000 X 7,000
SOLA INTL INC COM 834092108 188 20,900 X 20,900
SOLECTRON CORP COM 834182107 1,542 81,100 X 81,100
SONIC CORP COM 835451105 282 11,250 X 11,250
SOUTHERN CO COM 842587107 2,797 79,700 X 79,700
SOUTHTRUST CORP COM 844730101 1,588 34,700 X 34,700
SOUTHWEST AIRLS CO COM 844741108 1,886 106,250 X 106,250
SOUTHWEST SECS GROUP INC COM 845224104 205 11,000 X 11,000
SOVEREIGN BANCORP INC COM 845905108 449 53,000 X 53,000
SPHERION CORP COM 848420105 115 16,600 X 16,600
SPRINT CORP COM FON GROUP 852061100 2,617 119,000 X 119,000
SPRINT CORP PCS COM SER 1 852061506 2,143 112,800 X 112,800
STANLEY WKS COM 854616109 343 10,400 X 10,400
STAPLES INC COM 855030102 1,322 88,900 X 88,900
STARBUCKS CORP COM 855244109 1,405 33,100 X 33,100
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 748 22,000 X 22,000
STATE STR CORP COM 857477103 1,831 19,600 X 19,600
STEAK N SHAKE CO COM 857873103 126 14,600 X 14,600
STERLING BANCSHARES INC COM 858907108 397 22,700 X 22,700
STILWELL FINL INC COM 860831106 719 26,800 X 26,800
STONE ENERGY CORP COM 861642106 384 7,800 X 7,800
STRIDE RITE CORP COM 863314100 167 22,200 X 22,200
STRYKER CORP COM 863667101 1,181 22,600 X 22,600
SUIZA FOODS CORP COM 865077101 481 10,000 X 10,000
SUN MICROSYSTEMS INC COM 866810104 6,618 430,600 X 430,600
SUNOCO INC COM 86764P109 337 10,400 X 10,400
SUNRISE ASSISTED LIVING INC COM 86768K106 372 18,900 X 18,900
SUNTRUST BKS INC COM 867914103 2,372 36,600 X 36,600
SUPERVALU INC COM 868536103 268 20,100 X 20,100
SYBASE INC COM 871130100 662 42,700 X 42,700
SYMANTEC CORP COM 871503108 272 6,500 X 6,500
SYMBOL TECHNOLOGIES INC COM 871508107 548 15,700 X 15,700
SYNOVUS FINL CORP COM 87161C105 934 34,600 X 34,600
SYSCO CORP COM 871829107 2,100 79,200 X 79,200
TECO ENERGY INC COM 872375100 539 18,000 X 18,000
TJX COS INC NEW COM 872540109 1,437 44,900 X 44,900
TRW INC COM 872649108 493 14,500 X 14,500
TXU CORP COM 873168108 1,806 43,700 X 43,700
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 464 32,500 X 32,500
TARGET CORP COM 87612E106 5,430 150,500 X 150,500
TECH DATA CORP COM 878237106 740 25,100 X 25,100
TEKTRONIX INC COM 879131100 401 14,700 X 14,700
TELLABS INC COM 879664100 3,149 77,400 X 77,400
TEMPLE INLAND INC COM 879868107 266 6,000 X 6,000
TENET HEALTHCARE CORP COM 88033G100 1,663 37,800 X 37,800
TENNECO AUTOMOTIVE INC COM 880349105 52 18,500 X 18,500
TERADYNE INC COM 880770102 1,122 34,000 X 34,000
TESORO PETE CORP COM 881609101 410 32,900 X 32,900
TETRA TECH INC NEW COM 88162G103 313 15,465 X 15,465
TEXACO INC COM 881694103 5,033 75,800 X 75,800
TEXAS INDS INC COM 882491103 247 8,500 X 8,500
TEXAS INSTRS INC COM 882508104 6,540 211,100 X 211,100
TEXTRON INC COM 883203101 1,535 27,000 X 27,000
THERAGENICS CORP COM 883375107 117 18,300 X 18,300
THERMO ELECTRON CORP COM 883556102 456 20,300 X 20,300
TIDEWATER INC COM 886423102 452 10,000 X 10,000
TIFFANY & CO NEW COM 886547108 466 17,100 X 17,100
TIMBERLAND CO CL A 887100105 1,148 22,600 X 22,600
TOLL BROTHERS INC COM 889478103 697 18,100 X 18,100
TORCHMARK CORP COM 891027104 586 15,100 X 15,100
TOSCO CORP COM NEW 891490302 723 16,900 X 16,900
TOWER AUTOMOTIVE INC COM 891707101 720 67,100 X 67,100
TOYS R US INC COM 892335100 635 25,300 X 25,300
TRICON GLOBAL RESTAURANTS COM 895953107 668 17,500 X 17,500
TRIBUNE CO NEW COM 896047107 2,334 57,300 X 57,300
TRIUMPH GROUP INC NEW COM 896818101 414 10,900 X 10,900
TYCO INTL LTD NEW COM 902124106 9,662 223,505 X 223,505
UGI CORP NEW COM 902681105 397 16,200 X 16,200
USX MARATHON GROUP COM NEW 902905827 1,854 68,800 X 68,800
UST INC COM 902911106 580 19,300 X 19,300
US BANCORP DEL COM NEW 902973304 5,900 254,300 X 254,300
USX-U S STL COM 90337T101 151 10,300 X 10,300
ULTIMATE ELECTRS INC COM 903849107 383 15,300 X 15,300
USA ED INC COM 90390U102 2,492 34,300 X 34,300
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 507 14,000 X 14,000
ULTRATECH STEPPER INC COM 904034105 271 11,000 X 11,000
UNILEVER N V N Y SHS NEW 904784709 3,680 69,900 X 69,900
UNION PAC CORP COM 907818108 1,862 33,100 X 33,100
UNION PLANTERS CORP COM 908068109 803 20,875 X 20,875
UNISYS CORP COM 909214108 538 38,400 X 38,400
UNIT CORP COM 909218109 357 21,600 X 21,600
US AIRWAYS GROUP INC COM 911905107 280 7,900 X 7,900
UNITED TECHNOLOGIES CORP COM 913017109 5,710 77,900 X 77,900
UNITEDHEALTH GROUP INC COM 91324P102 2,276 38,400 X 38,400
UNIVERSAL ELECTRS INC COM 913483103 403 24,400 X 24,400
UNIVISION COMMUNICATIONS INC CL A 914906102 996 26,100 X 26,100
UNOCAL CORP COM 915289102 999 28,900 X 28,900
UNUMPROVIDENT CORP COM 91529Y106 848 29,006 X 29,006
V F CORP COM 918204108 480 13,700 X 13,700
VALASSIS COMMUNICATIONS INC COM 918866104 305 10,500 X 10,500
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 485 15,200 X 15,200
VERITY INC COM 92343C106 368 16,200 X 16,200
VERIZON COMMUNICATIONS COM 92343V104 17,847 362,002 X 362,002
VERITAS SOFTWARE CO COM 923436109 2,846 61,556 X 61,556
VIACOM INC CL B 925524308 8,180 186,046 X 186,046
VISHAY INTERTECHNOLOGY INC COM 928298108 953 47,900 X 47,900
VISTEON CORP COM 92839U107 248 16,484 X 16,484
VISX INC DEL COM 92844S105 388 22,600 X 22,600
VITESSE SEMICONDUCTOR CORP COM 928497106 876 36,800 X 36,800
VULCAN MATLS CO COM 929160109 557 11,900 X 11,900
WACHOVIA CORP COM 929771103 1,482 24,600 X 24,600
WAL MART STORES INC COM 931142103 28,906 572,400 X 572,400
WALGREEN CO COM 931422109 5,043 123,600 X 123,600
WASHINGTON MUT INC COM 939322103 4,309 78,700 X 78,700
WASTE CONNECTIONS INC COM 941053100 360 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 1,897 76,800 X 76,800
WATSON PHARMACEUTICALS INC COM 942683103 1,131 21,500 X 21,500
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,163 12,200 X 12,200
WELLS FARGO & CO NEW COM 949746101 9,948 201,100 X 201,100
WENDYS INTL INC COM 950590109 1,310 58,700 X 58,700
WERNER ENTERPRISES INC COM 950755108 706 41,200 X 41,200
WESTVACO CORP COM 961548104 281 11,600 X 11,600
WEYERHAEUSER CO COM 962166104 1,331 26,200 X 26,200
WHIRLPOOL CORP COM 963320106 430 8,600 X 8,600
WHITE ELECTR DESIGNS CORP COM 963801105 329 62,700 X 62,700
WHITNEY HLDG CORP COM 966612103 712 18,000 X 18,000
WILLAMETTE INDS INC COM 969133107 584 12,700 X 12,700
WILLIAMS COS INC DEL COM 969457100 2,310 53,900 X 53,900
WINN DIXIE STORES INC COM 974280109 474 16,700 X 16,700
WORLDCOM INC GA NEW COM 98157D106 7,027 376,000 X 376,000
WORTHINGTON INDS INC COM 981811102 482 51,800 X 51,800
WRIGLEY WM JR CO COM 982526105 1,274 26,400 X 26,400
XCEL ENERGY INC COM 98389B100 1,260 41,855 X 41,855
XILINX INC COM 983919101 1,409 40,100 X 40,100
XEROX CORP COM 984121103 491 82,000 X 82,000
YAHOO INC COM 984332106 1,058 67,200 X 67,200
ZALE CORP NEW COM 988858106 334 11,500 X 11,500
ZOLL MED CORP COM 989922109 338 9,700 X 9,700
GRAND TOTAL 1,465,481