FORM 13-F
Report for the Calendar Quarter Ended 31 March 2002.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 028-00850
Name, Phone No., and Title of Person Duly Authorized to submit this report:
Michael A. Harring
(309) 765-5799
Secretary
_____________________________________________________________
ATTENTION - Intentional misstatements or omissions of fact
constitute Federal Criminal Violations. See 18 U.S.C. 10001
and 15 U.S.C. 78ff(a).
_____________________________________________________________
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that
all information contained therein is true, correct and complete. It is
understood that all required items, statements, schedules and tables are
considered integral parts of this Form and that the submission of any
amendment represents that all unamended items, statements, schedules and
tables remain true, correct and complete as previously submitted.
Pursuant to the requirements of this Securities Exchange Act of 1934,
the undersigned institutional investment manager has caused this report
to be signed on its behalf in the City of Moline and State of Illinois
on the 30th day of April 2002.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
DEERE & COMPANY
31-MAR-2002
INVESTMENT DISCRETION VOTING
SHRS OR --------------------- AUTHORITY
CUSIP FAIR MKT PRINCIPAL SHARED OTHER ---------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE
ACE LTD ORD G0070K103 997 23,900 X 23,900
GARMIN LTD ORD G37260109 1,304 56,900 X 56,900
INGERSOLL-RAND COMPANY LTD CL A G4776G101 770 15,400 X 15,400
TRANSOCEAN SEDCO FOREX INC ORD G90078109 970 29,200 X 29,200
TRENWICK GROUP LTD COM G9032C109 257 28,600 X 28,600
XL CAP LTD CL A G98255105 1,130 12,100 X 12,100
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 380 13,400 X 13,400
AAR CORP COM 000361105 142 13,200 X 13,200
A D C TELECOMMUNICATIONS COM 000886101 294 72,300 X 72,300
AFLAC INC COM 001055102 1,410 47,800 X 47,800
AES CORP COM 00130H105 439 48,800 X 48,800
AMR CORP COM 001765106 372 14,100 X 14,100
AOL TIME WARNER INC COM 00184A105 9,585 405,300 X 405,300
AT&T CORP COM 001957109 5,087 324,000 X 324,000
AT&T WIRELESS SVCS INC COM 00209A106 2,229 249,047 X 249,047
AARON RENTS INC COM 002535201 219 9,600 X 9,600
ABBOTT LABS COM 002824100 8,595 163,400 X 163,400
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 411 26,800 X 26,800
ADAPTEC INC COM 00651F108 409 30,600 X 30,600
ADOBE SYS INC COM 00724F101 874 21,700 X 21,700
ADVANCEPCS COM 00790K109 1,538 51,100 X 51,100
ADVANCED MICRO DEVICES INC COM 007903107 457 31,100 X 31,100
AETNA INC NEW COM 00817Y108 509 13,100 X 13,100
AFFILIATED COMPUTER SERVICES CL A 008190100 1,684 30,000 X 30,000
AFFILIATED MANAGERS GROUP COM 008252108 431 6,000 X 6,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 442 23,700 X 23,700
AGILENT TECHNOLOGIES INC COM 00846U101 1,475 42,200 X 42,200
AIR PRODS & CHEMS INC COM 009158106 1,074 20,800 X 20,800
ALBANY MOLECULAR RESH INC COM 012423109 372 15,500 X 15,500
ALBEMARLE CORP COM 012653101 331 12,000 X 12,000
ALBERTO CULVER CO CL B CONV 013068101 281 5,200 X 5,200
ALBERTSONS INC COM 013104104 2,615 78,900 X 78,900
ALCAN INC COM 013716105 1,165 29,400 X 29,400
ALCOA INC COM 013817101 3,146 83,372 X 83,372
ALLEGHENY ENERGY INC COM 017361106 476 11,500 X 11,500
ALLERGAN INC COM 018490102 1,164 18,000 X 18,000
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 1,313 28,300 X 28,300
ALLIANT TECHSYSTEMS INC COM 018804104 291 2,850 X 2,850
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 234 18,000 X 18,000
ALLSTATE CORP COM 020002101 2,753 72,900 X 72,900
ALLTEL CORP COM 020039103 1,783 32,100 X 32,100
ALPHARMA INC CL A 020813101 280 19,600 X 19,600
ALTERA CORP COM 021441100 772 35,300 X 35,300
AMBAC FINL GROUP INC COM 023139108 573 9,700 X 9,700
AMERADA HESS CORP COM 023551104 643 8,100 X 8,100
AMEREN CORP COM 023608102 1,736 40,600 X 40,600
AMERICAN ELEC PWR INC COM 025537101 1,361 29,520 X 29,520
AMERICAN EXPRESS CO COM 025816109 5,005 122,200 X 122,200
AMERICAN INTL GROUP INC COM 026874107 17,466 242,108 X 242,108
AMERICAN MGMT SYS INC COM 027352103 1,567 83,900 X 83,900
AMERICAN PWR CONVERSION CORP COM 029066107 265 17,900 X 17,900
AMERICAN WOODMARK CORP COM 030506109 397 6,300 X 6,300
AMERICREDIT CORP COM 03060R101 912 24,000 X 24,000
AMERISOURCEBERGEN CORP COM 03073E105 642 9,400 X 9,400
AMGEN INC COM 031162100 6,117 102,500 X 102,500
AMSOUTH BANCORPORATION COM 032165102 1,064 48,400 X 48,400
ANADARKO PETE CORP COM 032511107 1,287 22,800 X 22,800
ANALOG DEVICES INC COM 032654105 1,491 33,100 X 33,100
ANHEUSER BUSCH COS INC COM 035229103 4,541 87,000 X 87,000
AON CORP COM 037389103 865 24,700 X 24,700
APACHE CORP COM 037411105 713 12,530 X 12,530
APOLLO GROUP INC CL A 037604105 1,376 25,700 X 25,700
APPLE COMPUTER INC COM 037833100 760 32,100 X 32,100
APPLEBEES INTL INC COM 037899101 436 12,000 X 12,000
APPLERA CORP COM AP BIO GRP 038020103 434 19,400 X 19,400
APPLIED MICRO CIRCUITS CORP COM 03822W109 218 27,300 X 27,300
APPLIED MATLS INC COM 038222105 5,356 98,700 X 98,700
ARCHER DANIELS MIDLAND CO COM 039483102 843 60,535 X 60,535
ARCTIC CAT INC COM 039670104 463 23,000 X 23,000
ARTESYN TECHNOLOGIES INC COM 043127109 266 28,600 X 28,600
ARTHROCARE CORP COM 043136100 728 40,400 X 40,400
ASHLAND INC COM 044204105 1,684 37,000 X 37,000
ASTORIA FINL CORP COM 046265104 1,551 53,400 X 53,400
ATMOS ENERGY CORP COM 049560105 330 14,000 X 14,000
ATWOOD OCEANICS INC COM 050095108 413 9,000 X 9,000
AUTODESK INC COM 052769106 1,601 34,300 X 34,300
AUTOMATIC DATA PROCESSING IN COM 053015103 3,292 56,500 X 56,500
AUTOZONE INC COM 053332102 682 9,900 X 9,900
AVANT CORP COM 053487104 401 20,000 X 20,000
AVAYA INC COM 053499109 194 26,278 X 26,278
AVERY DENNISON CORP COM 053611109 922 15,100 X 15,100
AVISTA CORP COM 05379B107 349 22,500 X 22,500
AVOCENT CORP COM 053893103 346 12,900 X 12,900
AVON PRODS INC COM 054303102 1,173 21,600 X 21,600
AWARE INC MASS COM 05453N100 324 51,000 X 51,000
BB&T CORP COM 054937107 1,852 48,600 X 48,600
BMC SOFTWARE INC COM 055921100 436 22,400 X 22,400
BAKER HUGHES INC COM 057224107 1,178 30,800 X 30,800
BALL CORP COM 058498106 236 5,000 X 5,000
BALLY TOTAL FITNESS HLDG COR COM 05873K108 320 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 11,421 167,900 X 167,900
BANK NEW YORK INC COM 064057102 2,832 67,400 X 67,400
BANK ONE CORP COM 06423A103 4,462 106,800 X 106,800
BARD C R INC COM 067383109 278 4,700 X 4,700
BARRICK GOLD CORP COM 067901108 911 49,107 X 49,107
BARR LABS INC COM 068306109 263 4,000 X 4,000
BAUSCH & LOMB INC COM 071707103 218 4,900 X 4,900
BAXTER INTL INC COM 071813109 3,220 54,100 X 54,100
BE AEROSPACE INC COM 073302101 858 86,400 X 86,400
BEAR STEARNS COS INC COM 073902108 1,832 29,200 X 29,200
BECKMAN COULTER INC COM 075811109 1,318 25,800 X 25,800
BECTON DICKINSON & CO COM 075887109 1,309 34,700 X 34,700
BED BATH & BEYOND INC COM 075896100 898 26,600 X 26,600
BELDEN INC COM 077459105 734 30,800 X 30,800
BELLSOUTH CORP COM 079860102 6,782 184,000 X 184,000
BEMIS INC COM 081437105 1,766 32,500 X 32,500
BEST BUY INC COM 086516101 1,964 24,800 X 24,800
BIG LOTS INC COM 089302103 146 10,400 X 10,400
BIOGEN INC COM 090597105 996 20,300 X 20,300
BIOMET INC COM 090613100 667 24,650 X 24,650
BIOSITE INC COM 090945106 396 16,000 X 16,000
BLACK & DECKER CORP COM 091797100 340 7,300 X 7,300
BLACK BOX CORP DEL COM 091826107 620 12,800 X 12,800
BLOCK H & R INC COM 093671105 1,405 31,600 X 31,600
BLYTH INC COM 09643P108 1,299 49,000 X 49,000
BOB EVANS FARMS INC COM 096761101 480 17,000 X 17,000
BOEING CO COM 097023105 4,907 101,700 X 101,700
BOSTON SCIENTIFIC CORP COM 101137107 926 36,900 X 36,900
BRIGGS & STRATTON CORP COM 109043109 327 7,100 X 7,100
BRIGHTPOINT INC COM 109473108 27 29,400 X 29,400
BRINKER INTL INC COM 109641100 519 16,000 X 16,000
BRISTOL MYERS SQUIBB CO COM 110122108 7,175 177,200 X 177,200
BROADCOM CORP CL A 111320107 862 24,000 X 24,000
BROWN FORMAN CORP CL B 115637209 458 6,300 X 6,300
BROWN SHOE INC NEW COM 115736100 416 21,400 X 21,400
BRUNSWICK CORP COM 117043109 219 8,000 X 8,000
BUCKEYE TECHNOLOGIES INC COM 118255108 112 10,900 X 10,900
BURLINGTON NORTHN SANTA FE C COM 12189T104 1,068 35,400 X 35,400
BURLINGTON RES INC COM 122014103 738 18,400 X 18,400
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 440 10,000 X 10,000
CBRL GROUP INC COM 12489V106 251 8,800 X 8,800
CEC ENTMT INC COM 125137109 462 10,000 X 10,000
CIGNA CORP COM 125509109 1,338 13,200 X 13,200
CMS ENERGY CORP COM 125896100 1,466 64,800 X 64,800
CSX CORP COM 126408103 743 19,500 X 19,500
CTS CORP COM 126501105 320 19,700 X 19,700
CVS CORP COM 126650100 1,229 35,800 X 35,800
CABOT CORP COM 127055101 287 7,800 X 7,800
CALPINE CORP COM 131347106 356 28,000 X 28,000
CAMPBELL SOUP CO COM 134429109 2,136 79,700 X 79,700
CAPITAL ONE FINL CORP COM 14040H105 1,258 19,700 X 19,700
CARAUSTAR INDS INC COM 140909102 178 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 4,509 63,600 X 63,600
CARNIVAL CORP COM 143658102 2,994 91,700 X 91,700
CATAPULT COMMUNICATIONS CORP COM 149016107 490 19,400 X 19,400
CATERPILLAR INC DEL COM 149123101 1,785 31,400 X 31,400
CATO CORP NEW CL A 149205106 423 19,000 X 19,000
CENDANT CORP COM 151313103 3,612 188,100 X 188,100
CENTEX CORP COM 152312104 291 5,600 X 5,600
CENTURYTEL INC COM 156700106 439 12,900 X 12,900
CHARTER ONE FINL INC COM 160903100 1,902 60,927 X 60,927
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 395 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 10,111 112,006 X 112,006
CHIRON CORP COM 170040109 794 17,300 X 17,300
CHUBB CORP COM 171232101 1,133 15,500 X 15,500
CIENA CORP COM 171779101 270 30,000 X 30,000
CINCINNATI FINL CORP COM 172062101 646 14,800 X 14,800
CINERGY CORP COM 172474108 522 14,600 X 14,600
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 345 19,100 X 19,100
CISCO SYS INC COM 17275R102 11,744 693,700 X 693,700
CINTAS CORP COM 172908105 773 15,500 X 15,500
CITIGROUP INC COM 172967101 24,087 486,400 X 486,400
CITIZENS COMMUNICATIONS CO COM 17453B101 276 25,700 X 25,700
CITRIX SYS INC COM 177376100 1,500 86,800 X 86,800
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,812 54,700 X 54,700
CLEVELAND CLIFFS INC COM 185896107 634 28,800 X 28,800
CLOROX CO DEL COM 189054109 929 21,300 X 21,300
COACHMEN INDS INC COM 189873102 189 11,600 X 11,600
COCA COLA CO COM 191216100 11,900 227,700 X 227,700
COCA COLA ENTERPRISES INC COM 191219104 764 40,700 X 40,700
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 417 9,900 X 9,900
COLGATE PALMOLIVE CO COM 194162103 2,886 50,500 X 50,500
COMCAST CORP CL A SPL 200300200 2,751 86,500 X 86,500
COMERICA INC COM 200340107 1,020 16,300 X 16,300
COMMERCE BANCSHARES INC COM 200525103 1,322 29,900 X 29,900
COMMUNITY FIRST BANKSHARES I COM 203902101 414 16,000 X 16,000
OMPASS BANCSHARES INC COM 20449H109 1,281 41,500 X 41,500
COMPAQ COMPUTER CORP COM 204493100 1,621 155,100 X 155,100
COMPUTER ASSOC INTL INC COM 204912109 1,154 52,700 X 52,700
COMPUTER SCIENCES CORP COM 205363104 792 15,600 X 15,600
COMPUWARE CORP COM 205638109 634 49,100 X 49,100
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 927 73,200 X 73,200
CONAGRA FOODS INC COM 205887102 1,193 49,200 X 49,200
CONCORD EFS INC COM 206197105 1,533 46,100 X 46,100
CONEXANT SYSTEMS INC COM 207142100 281 23,300 X 23,300
CONOCO INC COM 208251504 1,672 57,300 X 57,300
CONSECO INC COM 208464107 114 31,600 X 31,600
CONSOLIDATED EDISON INC COM 209115104 2,041 48,700 X 48,700
CONSTELLATION BRANDS INC CL A 21036P108 440 8,000 X 8,000
CONSTELLATION ENERGY GROUP I COM 210371100 463 15,000 X 15,000
CONVERGYS CORP COM 212485106 467 15,800 X 15,800
COOPER INDS INC COM 216669101 361 8,600 X 8,600
COORS ADOLPH CO CL B 217016104 607 9,000 X 9,000
CORNING INC COM 219350105 660 86,600 X 86,600
COSTCO WHSL CORP NEW COM 22160K105 1,649 41,400 X 41,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,204 26,900 X 26,900
COVANCE INC COM 222816100 406 20,000 X 20,000
CULLEN FROST BANKERS INC COM 229899109 316 8,800 X 8,800
DRS TECHNOLOGIES INC COM 23330X100 456 11,000 X 11,000
D R HORTON INC COM 23331A109 415 11,000 X 11,000
DTE ENERGY CO COM 233331107 678 14,900 X 14,900
DANA CORP COM 235811106 292 13,600 X 13,600
DANAHER CORP DEL COM 235851102 930 13,100 X 13,100
DARDEN RESTAURANTS INC COM 237194105 1,043 25,700 X 25,700
DAVOX CORP COM 239208101 119 14,900 X 14,900
DEAN FOODS CO NEW COM 242370104 1,386 18,300 X 18,300
DELL COMPUTER CORP COM 247025109 6,541 250,500 X 250,500
DELPHI CORP COM 247126105 820 51,300 X 51,300
DELTA & PINE LD CO COM 247357106 271 14,300 X 14,300
DELTA AIR LINES INC DEL COM 247361108 370 11,300 X 11,300
DELUXE CORP COM 248019101 550 11,900 X 11,900
DENTSPLY INTL INC NEW COM 249030107 1,988 53,650 X 53,650
DEVON ENERGY CORP NEW COM 25179M103 555 11,500 X 11,500
DIEBOLD INC COM 253651103 1,251 30,700 X 30,700
DIGITAL LIGHTWAVE INC COM 253855100 110 17,700 X 17,700
DISNEY WALT CO COM DISNEY 254687106 4,309 186,700 X 186,700
DIRECT FOCUS INC COM 254931108 419 11,000 X 11,000
DOLLAR GEN CORP COM 256669102 493 30,287 X 30,287
DOMINION RES INC VA NEW COM 25746U109 1,570 24,100 X 24,100
DONNELLEY R R & SONS CO COM 257867101 1,611 51,800 X 51,800
DORAL FINL CORP COM 25811P100 407 12,000 X 12,000
DOVER CORP COM 260003108 759 18,500 X 18,500
DOW CHEM CO COM 260543103 2,703 82,614 X 82,614
DOW JONES & CO INC COM 260561105 454 7,800 X 7,800
DU PONT E I DE NEMOURS & CO COM 263534109 4,427 93,900 X 93,900
DUKE ENERGY CORP WHEN ISSUED 264399106 4,533 119,916 X 119,916
DUPONT PHOTOMASKS INC COM 26613X101 322 6,200 X 6,200
DYNEGY INC NEW CL A 26816Q101 931 32,100 X 32,100
E M C CORP MASS COM 268648102 2,419 202,900 X 202,900
EOG RES INC COM 26875P101 430 10,600 X 10,600
ESS TECHNOLOGY INC COM 269151106 332 16,000 X 16,000
EASTMAN CHEM CO COM 277432100 346 7,100 X 7,100
EASTMAN KODAK CO COM 277461109 829 26,600 X 26,600
EATON CORP COM 278058102 510 6,300 X 6,300
ECOLAB INC COM 278865100 535 11,700 X 11,700
EDISON INTL COM 281020107 1,801 107,500 X 107,500
EL PASO CORP COM 28336L109 2,056 46,695 X 46,695
ELAN PLC ADR 284131208 594 42,700 X 42,700
ELECTRONIC DATA SYS NEW COM 285661104 3,068 52,900 X 52,900
EMERSON ELEC CO COM 291011104 3,438 59,900 X 59,900
ENGELHARD CORP COM 292845104 1,707 55,000 X 55,000
ENTERGY CORP NEW COM 29364G103 1,094 25,200 X 25,200
EQUIFAX INC COM 294429105 398 13,300 X 13,300
EQUITY OFFICE PROPERTIES TRU COM 294741103 1,137 37,900 X 37,900
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 713 24,800 X 24,800
EXELON CORP COM 30161N101 1,555 29,350 X 29,350
EXPRESS SCRIPTS INC COM 302182100 461 8,000 X 8,000
EXTENDED STAY AMER INC COM 30224P101 1,293 74,300 X 74,300
EXXON MOBIL CORP COM 30231G102 28,095 641,000 X 641,000
FPL GROUP INC COM 302571104 1,679 28,200 X 28,200
FAMILY DLR STORES INC COM 307000109 529 15,800 X 15,800
FEDERAL HOME LN MTG CORP COM 313400301 5,919 93,400 X 93,400
FEDERAL NATL MTG ASSN COM 313586109 9,538 119,400 X 119,400
FEDERATED DEPT STORES INC DE COM 31410H101 719 17,600 X 17,600
FEDEX CORP COM 31428X106 1,586 27,300 X 27,300
FERRO CORP COM 315405100 403 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 214 8,100 X 8,100
FIFTH THIRD BANCORP COM 316773100 3,572 52,930 X 52,930
FINANCIAL FED CORP COM 317492106 427 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 302 14,200 X 14,200
FIRST DATA CORP COM 319963104 3,045 34,900 X 34,900
FIRST TENN NATL CORP COM 337162101 1,535 43,800 X 43,800
FISERV INC COM 337738108 1,223 26,600 X 26,600
FLAGSTAR BANCORP INC COM 337930101 419 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 944 27,300 X 27,300
FLEETBOSTON FINL CORP COM 339030108 4,600 131,422 X 131,422
FLUOR CORP NEW COM 343412102 298 7,300 X 7,300
FORD MTR CO DEL COM PAR $0.01 345370860 2,734 165,800 X 165,800
FOREST LABS INC COM 345838106 1,332 16,300 X 16,300
FORRESTER RESH INC COM 346563109 388 20,300 X 20,300
FORTUNE BRANDS INC COM 349631101 1,955 39,600 X 39,600
FRANKLIN RES INC COM 354613101 1,002 23,900 X 23,900
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 233 13,200 X 13,200
FREMONT GEN CORP COM 357288109 146 23,900 X 23,900
G & K SVCS INC CL A 361268105 261 7,000 X 7,000
GANNETT INC COM 364730101 2,001 26,300 X 26,300
GAP INC DEL COM 364760108 1,188 79,000 X 79,000
GATEWAY INC COM 367626108 188 29,700 X 29,700
GENCORP INC COM 368682100 409 26,000 X 26,000
GENERAL DYNAMICS CORP COM 369550108 1,738 18,500 X 18,500
GENERAL ELEC CO COM 369604103 35,177 939,300 X 939,300
GENERAL MLS INC COM 370334104 1,632 33,400 X 33,400
GENERAL MTRS CORP COM 370442105 3,075 50,869 X 50,869
GENUINE PARTS CO COM 372460105 585 15,900 X 15,900
GENZYME CORP COM GENL DIV 372917104 847 19,400 X 19,400
GEORGIA GULF CORP COM PAR $0.01 373200203 440 16,400 X 16,400
GEORGIA PAC CORP COM 373298108 631 21,062 X 21,062
GILLETTE CO COM 375766102 3,285 96,600 X 96,600
GLOBAL IMAGING SYSTEMS COM 37934A100 386 21,000 X 21,000
GOLDEN ST BANCORP INC COM 381197102 416 14,000 X 14,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,207 19,000 X 19,000
GOODRICH CORP COM 382388106 294 9,300 X 9,300
GOODYEAR TIRE & RUBR CO COM 382550101 381 14,900 X 14,900
GRACO INC COM 384109104 449 11,000 X 11,000
GRAINGER W W INC COM 384802104 484 8,600 X 8,600
GREENPOINT FINL CORP COM 395384100 1,731 39,600 X 39,600
GUIDANT CORP COM 401698105 1,209 27,900 X 27,900
HCA INC COM 404119109 2,081 47,200 X 47,200
HNC SOFTWARE INC COM 40425P107 360 21,400 X 21,400
HAIN CELESTIAL GROUP INC COM 405217100 320 14,400 X 14,400
HALLIBURTON CO COM 406216101 671 39,300 X 39,300
HANCOCK JOHN FINL SVCS INC COM 41014S106 1,043 27,300 X 27,300
HARLEY DAVIDSON INC COM 412822108 1,527 27,700 X 27,700
HARRAHS ENTMT INC COM 413619107 456 10,300 X 10,300
HARTFORD FINL SVCS GROUP INC COM 416515104 1,526 22,400 X 22,400
HASBRO INC COM 418056107 250 15,800 X 15,800
HEALTHSOUTH CORP COM 421924101 515 35,900 X 35,900
HEALTH MGMT ASSOC INC NEW CL A 421933102 464 22,400 X 22,400
HEINZ H J CO COM 423074103 1,332 32,100 X 32,100
HERSHEY FOODS CORP COM 427866108 850 12,400 X 12,400
HEWLETT PACKARD CO COM 428236103 3,186 177,600 X 177,600
HILLENBRAND INDS INC COM 431573104 635 10,300 X 10,300
HILTON HOTELS CORP COM 432848109 483 33,800 X 33,800
HOME DEPOT INC COM 437076102 10,952 225,300 X 225,300
HON INDS INC COM 438092108 341 12,000 X 12,000
HONEYWELL INTL INC COM 438516106 2,851 74,500 X 74,500
HOT TOPIC INC COM 441339108 408 19,500 X 19,500
HOUSEHOLD INTL INC COM 441815107 2,380 41,900 X 41,900
HUGHES SUPPLY INC COM 444482103 312 8,000 X 8,000
HUMANA INC COM 444859102 208 15,400 X 15,400
HUNTINGTON BANCSHARES INC COM 446150104 454 23,040 X 23,040
IMS HEALTH INC COM 449934108 608 27,100 X 27,100
ITT INDS INC IND COM 450911102 1,771 28,100 X 28,100
IDACORP INC COM 451107106 454 11,200 X 11,200
IDEXX LABS INC COM 45168D104 403 15,000 X 15,000
ILLINOIS TOOL WKS INC COM 452308109 2,019 27,900 X 27,900
IMMUNEX CORP NEW COM 452528102 1,510 49,900 X 49,900
INAMED CORP COM 453235103 428 13,000 X 13,000
INCO LTD COM 453258402 327 16,700 X 16,700
INDEPENDENCE CMNTY BK CORP COM 453414104 450 16,000 X 16,000
INSIGHT ENTERPRISES INC COM 45765U103 385 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 385 76,900 X 76,900
INTEL CORP COM 458140100 19,377 637,200 X 637,200
INTER TEL INC COM 458372109 388 21,000 X 21,000
INTERMET CORP COM 45881K104 191 27,200 X 27,200
INTERNATIONAL BUSINESS MACHS COM 459200101 17,150 164,900 X 164,900
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 304 8,700 X 8,700
INTERNATIONAL GAME TECHNOLOG COM 459902102 499 8,000 X 8,000
INTL PAPER CO COM 460146103 1,897 44,109 X 44,109
INTERPUBLIC GROUP COS INC COM 460690100 1,186 34,600 X 34,600
INTUIT COM 461202103 744 19,400 X 19,400
INVACARE CORP COM 461203101 384 10,200 X 10,200
IONICS INC COM 462218108 317 9,900 X 9,900
IRWIN FINL CORP COM 464119106 410 21,900 X 21,900
ISHARES TR S&P MIDCAP 400 464287507 993 9,200 X 9,200
ISHARES TR RUSSELL 3000 464287689 4,032 63,300 X 63,300
ISHARES TR S&P SMLCAP 600 464287804 1,090 8,900 X 8,900
IVAX CORP COM 465823102 987 61,500 X 61,500
JDS UNIPHASE CORP COM 46612J101 716 121,600 X 121,600
JLG INDS INC COM 466210101 422 28,500 X 28,500
J P MORGAN CHASE & CO COM 46625H100 6,656 186,700 X 186,700
JABIL CIRCUIT INC COM 466313103 426 18,100 X 18,100
JEFFERSON PILOT CORP COM 475070108 1,946 38,850 X 38,850
JOHNSON & JOHNSON COM 478160104 19,050 293,300 X 293,300
JOHNSON CTLS INC COM 478366107 901 10,200 X 10,200
JONES APPAREL GROUP INC COM 480074103 402 11,500 X 11,500
KLA-TENCOR CORP COM 482480100 1,131 17,000 X 17,000
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 347 21,800 X 21,800
KEITHLEY INSTRS INC COM 487584104 352 16,000 X 16,000
KELLOGG CO COM 487836108 1,249 37,200 X 37,200
KELLWOOD CO COM 488044108 306 12,600 X 12,600
KEMET CORP COM 488360108 1,515 78,200 X 78,200
KERR MCGEE CORP COM 492386107 1,832 29,142 X 29,142
KEY ENERGY SVCS INC COM 492914106 461 43,000 X 43,000
KEYCORP NEW COM 493267108 1,034 38,800 X 38,800
KEYSPAN CORP COM 49337W100 462 12,700 X 12,700
KIMBERLY CLARK CORP COM 494368103 3,110 48,100 X 48,100
KINDER MORGAN INC KANS COM 49455P101 751 15,500 X 15,500
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,152 34,900 X 34,900
KING PHARMACEUTICALS INC COM 495582108 1,943 55,500 X 55,500
KNIGHT RIDDER INC COM 499040103 529 7,700 X 7,700
KOHLS CORP COM 500255104 2,184 30,700 X 30,700
KROGER CO COM 501044101 1,631 73,600 X 73,600
LNR PPTY CORP COM 501940100 456 13,000 X 13,000
LSI LOGIC CORP COM 502161102 571 33,600 X 33,600
L-3 COMMUNICATIONS HLDGS INC COM 502424104 314 2,800 X 2,800
LANDAMERICA FINL GROUP INC COM 514936103 450 13,000 X 13,000
LANDRYS RESTAURANTS INC COM 51508L103 301 13,100 X 13,100
LEGGETT & PLATT INC COM 524660107 446 18,000 X 18,000
LEHMAN BROS HLDGS INC COM 524908100 1,409 21,800 X 21,800
LENNAR CORP COM 526057104 348 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 680 11,900 X 11,900
LILLY ELI & CO COM 532457108 8,070 105,900 X 105,900
LIMITED INC COM 532716107 702 39,200 X 39,200
LINCARE HLDGS INC COM 532791100 1,223 45,100 X 45,100
LINCOLN NATL CORP IND COM 534187109 878 17,300 X 17,300
LINEAR TECHNOLOGY CORP COM 535678106 1,282 29,000 X 29,000
LINENS N THINGS INC COM 535679104 201 6,600 X 6,600
LIZ CLAIBORNE INC COM 539320101 1,514 53,400 X 53,400
LOCKHEED MARTIN CORP COM 539830109 2,919 50,700 X 50,700
LOEWS CORP COM 540424108 1,025 17,500 X 17,500
LOWES COS INC COM 548661107 3,083 70,900 X 70,900
LUCENT TECHNOLOGIES INC COM 549463107 1,479 312,600 X 312,600
MBIA INC COM 55262C100 1,977 36,150 X 36,150
MBNA CORP COM 55262L100 4,196 108,800 X 108,800
MGIC INVT CORP WIS COM 552848103 1,095 16,000 X 16,000
MSC INDL DIRECT INC CL A 553530106 1,191 52,000 X 52,000
MAGNA INTL INC CL A 559222401 1,713 23,300 X 23,300
MANITOWOC INC COM 563571108 363 9,200 X 9,200
MANOR CARE INC NEW COM 564055101 219 9,400 X 9,400
MARATHON OIL CORP COM 565849106 2,405 83,500 X 83,500
MARSH & MCLENNAN COS INC COM 571748102 2,830 25,100 X 25,100
MARSHALL & ILSLEY CORP COM 571834100 616 9,900 X 9,900
MARRIOTT INTL INC NEW CL A 571903202 993 22,100 X 22,100
MASCO CORP COM 574599106 1,153 42,000 X 42,000
MATTEL INC COM 577081102 823 39,500 X 39,500
MAXIM INTEGRATED PRODS INC COM 57772K101 1,649 29,600 X 29,600
MAY DEPT STORES CO COM 577778103 1,199 34,400 X 34,400
MAXIMUS INC COM 577933104 255 8,300 X 8,300
MAYTAG CORP COM 578592107 310 7,000 X 7,000
MCDONALDS CORP COM 580135101 3,266 117,700 X 117,700
MCGRAW HILL COS INC COM 580645109 1,208 17,700 X 17,700
MCKESSON CORP COM 58155Q103 981 26,200 X 26,200
MEADWESTVACO CORP COM 583334107 604 18,218 X 18,218
MEDIMMUNE INC COM 584699102 893 22,700 X 22,700
MEDQUIST INC COM 584949101 1,266 42,200 X 42,200
MEDTRONIC INC COM 585055106 5,014 110,900 X 110,900
MELLON FINL CORP COM 58551A108 1,652 42,800 X 42,800
MENS WEARHOUSE INC COM 587118100 322 13,800 X 13,800
MENTOR CORP MINN COM 587188103 743 20,600 X 20,600
MERCANTILE BANKSHARES CORP COM 587405101 467 10,800 X 10,800
MERCK & CO INC COM 589331107 13,767 239,100 X 239,100
MERCURY INTERACTIVE CORP COM 589405109 286 7,600 X 7,600
MERRILL LYNCH & CO INC COM 590188108 4,608 83,200 X 83,200
METHODE ELECTRS INC CL A 591520200 167 13,400 X 13,400
METLIFE INC COM 59156R108 2,394 76,000 X 76,000
METRIS COS INC COM 591598107 920 46,000 X 46,000
METRO ONE TELECOMMUNICATIONS COM 59163F105 279 11,000 X 11,000
MICHAELS STORES INC COM 594087108 1,297 34,300 X 34,300
MICROSOFT CORP COM 594918104 31,114 515,900 X 515,900
MICROCHIP TECHNOLOGY INC COM 595017104 1,330 31,800 X 31,800
MICRON TECHNOLOGY INC COM 595112103 1,806 54,900 X 54,900
MILACRON INC COM 598709103 344 23,600 X 23,600
MINNESOTA MNG & MFG CO COM 604059105 4,129 35,900 X 35,900
MIRANT CORP COM 604675108 530 36,700 X 36,700
MOBILE MINI INC COM 60740F105 354 11,000 X 11,000
MOLEX INC COM 608554101 621 17,900 X 17,900
MOODYS CORP COM 615369105 834 20,300 X 20,300
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 7,519 131,200 X 131,200
MOTOROLA INC COM 620076109 2,894 203,800 X 203,800
MUTUAL RISK MGMT LTD COM 628351108 31 36,200 X 36,200
MYLAN LABS INC COM 628530107 1,520 51,600 X 51,600
NBTY INC COM 628782104 392 23,000 X 23,000
NCR CORP NEW COM 62886E108 398 8,900 X 8,900
NRG ENERGY INC COM 629377102 1,110 92,000 X 92,000
NVR INC COM 62944T105 473 1,500 X 1,500
NABORS INDS INC COM 629568106 545 12,900 X 12,900
NATIONAL CITY CORP COM 635405103 1,707 55,500 X 55,500
NATIONAL SEMICONDUCTOR CORP COM 637640103 542 16,100 X 16,100
NATIONWIDE FINL SVCS INC CL A 638612101 1,203 28,100 X 28,100
NAUTICA ENTERPRISES INC COM 639089101 321 21,200 X 21,200
NAVISTAR INTL CORP NEW COM 63934E108 239 5,400 X 5,400
NETWORK APPLIANCE INC COM 64120L104 618 30,300 X 30,300
NEW CENTURY FINANCIAL CORP COM 64352D101 409 18,000 X 18,000
NEW YORK TIMES CO CL A 650111107 665 13,900 X 13,900
NEWELL RUBBERMAID INC COM 651229106 780 24,420 X 24,420
NEWFIELD EXPL CO COM 651290108 307 8,300 X 8,300
NEWMONT MINING CORP COM 651639106 991 35,800 X 35,800
NEXTEL COMMUNICATIONS INC CL A 65332V103 393 73,100 X 73,100
NIKE INC CL B 654106103 1,728 28,800 X 28,800
NISOURCE INC COM 65473P105 434 18,900 X 18,900
NOBLE DRILLING CORP COM 655042109 501 12,100 X 12,100
NORDSTROM INC COM 655664100 301 12,300 X 12,300
NORFOLK SOUTHERN CORP COM 655844108 845 35,300 X 35,300
NORTEL NETWORKS CORP NEW COM 656568102 1,316 293,100 X 293,100
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 459 11,400 X 11,400
NORTHERN TR CORP COM 665859104 1,220 20,300 X 20,300
NORTHROP GRUMMAN CORP COM 666807102 2,363 20,900 X 20,900
NORTHWEST NAT GAS CO COM 667655104 311 11,100 X 11,100
NORTHWESTERN CORP COM 668074107 684 31,100 X 31,100
NOVELL INC COM 670006105 129 33,200 X 33,200
NOVELLUS SYS INC COM 670008101 709 13,100 X 13,100
NUCOR CORP COM 670346105 456 7,100 X 7,100
NUEVO ENERGY CO COM 670509108 164 11,000 X 11,000
NVIDIA CORP COM 67066G104 790 17,800 X 17,800
NYFIX INC COM 670712108 151 10,100 X 10,100
OCCIDENTAL PETE CORP DEL COM 674599105 1,288 44,200 X 44,200
OCULAR SCIENCES INC COM 675744106 420 15,000 X 15,000
OFFICE DEPOT INC COM 676220106 927 46,700 X 46,700
OLIN CORP COM PAR $1 680665205 350 18,600 X 18,600
OMNICOM GROUP INC COM 681919106 1,605 17,000 X 17,000
ON ASSIGNMENT INC COM 682159108 333 18,600 X 18,600
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 299 16,700 X 16,700
ORACLE CORP COM 68389X105 6,519 509,300 X 509,300
ORTHODONTIC CTRS AMER INC COM 68750P103 721 26,100 X 26,100
OUTBACK STEAKHOUSE INC COM 689899102 1,155 32,300 X 32,300
OXFORD HEALTH PLANS INC COM 691471106 1,354 32,400 X 32,400
PG&E CORP COM 69331C108 836 35,500 X 35,500
PMC-SIERRA INC COM 69344F106 246 15,100 X 15,100
PNC FINL SVCS GROUP INC COM 693475105 1,599 26,000 X 26,000
PPG INDS INC COM 693506107 2,290 41,700 X 41,700
PPL CORP COM 69351T106 531 13,400 X 13,400
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 322 22,900 X 22,900
PACCAR INC COM 693718108 512 7,000 X 7,000
PACIFIC SUNWEAR CALIF INC COM 694873100 620 25,200 X 25,200
PACTIV CORP COM 695257105 292 14,600 X 14,600
PALL CORP COM 696429307 1,295 63,200 X 63,200
PALM INC COM 696642107 208 52,013 X 52,013
PAPA JOHNS INTL INC COM 698813102 429 15,400 X 15,400
PARAMETRIC TECHNOLOGY CORP COM 699173100 145 24,000 X 24,000
PARKER HANNIFIN CORP COM 701094104 1,756 35,200 X 35,200
PATTERSON UTI ENERGY INC COM 703481101 446 15,000 X 15,000
PAXAR CORP COM 704227107 464 27,000 X 27,000
PAYCHEX INC COM 704326107 1,362 34,300 X 34,300
PENNEY J C INC COM 708160106 501 24,200 X 24,200
PENTON MEDIA INC COM 709668107 122 16,200 X 16,200
PEOPLESOFT INC COM 712713106 1,012 27,700 X 27,700
PEPSI BOTTLING GROUP INC COM 713409100 1,542 59,600 X 59,600
PEPSICO INC COM 713448108 8,250 160,190 X 160,190
PERKINELMER INC COM 714046109 209 11,300 X 11,300
PFIZER INC COM 717081103 23,768 598,100 X 598,100
PHARMACIA CORP COM 71713U102 5,324 118,097 X 118,097
PHELPS DODGE CORP COM 717265102 303 7,200 X 7,200
PHILIP MORRIS COS INC COM 718154107 10,450 198,400 X 198,400
PHILLIPS PETE CO COM 718507106 2,537 40,400 X 40,400
PIER 1 IMPORTS INC COM 720279108 220 10,700 X 10,700
PINNACLE ENTMT INC COM 723456109 197 24,400 X 24,400
PINNACLE WEST CAP CORP COM 723484101 354 7,800 X 7,800
PITNEY BOWES INC COM 724479100 1,237 28,900 X 28,900
PLACER DOME INC COM 725906101 369 30,100 X 30,100
PLUM CREEK TIMBER CO INC COM 729251108 496 16,700 X 16,700
POGO PRODUCING CO COM 730448107 384 12,100 X 12,100
POLYMEDICA CORP COM 731738100 433 17,000 X 17,000
PRAXAIR INC COM 74005P104 2,488 41,600 X 41,600
PRE PAID LEGAL SVCS INC COM 740065107 228 8,000 X 8,000
PRECISION CASTPARTS CORP COM 740189105 230 6,500 X 6,500
PRICE COMMUNICATIONS CORP COM NEW 741437305 402 22,800 X 22,800
PRICE T ROWE GROUP INC COM 74144T108 440 11,300 X 11,300
PRIME HOSPITALITY CORP COM 741917108 750 57,000 X 57,000
PROCTER & GAMBLE CO COM 742718109 11,910 132,200 X 132,200
PROGRESS ENERGY INC COM 743263105 1,001 20,000 X 20,000
PROGRESSIVE CORP OHIO COM 743315103 1,116 6,700 X 6,700
PROTECTIVE LIFE CORP COM 743674103 446 14,300 X 14,300
PROVIDENT BANKSHARES CORP COM 743859100 454 18,900 X 18,900
PROVINCE HEALTHCARE CO COM 743977100 381 12,000 X 12,000
PROVIDIAN FINL CORP COM 74406A102 196 26,000 X 26,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 870 19,000 X 19,000
PULTE HOMES INC COM 745867101 1,660 34,700 X 34,700
QLOGIC CORP COM 747277101 421 8,500 X 8,500
QUALCOMM INC COM 747525103 2,635 70,000 X 70,000
QUANTA SVCS INC COM 74762E102 1,349 78,000 X 78,000
QUIKSILVER INC COM 74838C106 361 16,500 X 16,500
QUINTILES TRANSNATIONAL CORP COM 748767100 195 11,000 X 11,000
QWEST COMMUNICATIONS INTL IN COM 749121109 1,254 152,500 X 152,500
R & G FINANCIAL CORP CL B 749136107 419 21,000 X 21,000
RADIAN GROUP INC COM 750236101 882 17,976 X 17,976
RADIANT SYSTEMS INC COM 75025N102 148 16,400 X 16,400
RADIOSHACK CORP COM 750438103 493 16,400 X 16,400
RATIONAL SOFTWARE CORP COM NEW 75409P202 283 17,900 X 17,900
RAYTHEON CO COM NEW 755111507 1,470 35,800 X 35,800
RECKSON ASSOCS RLTY CORP COM 75621K106 271 11,000 X 11,000
REGIS CORP MINN COM 758932107 477 17,000 X 17,000
REGIONS FINL CORP COM 758940100 714 20,800 X 20,800
RELIANT ENERGY INC COM 75952J108 704 27,300 X 27,300
RESPIRONICS INC COM 761230101 486 15,000 X 15,000
REYNOLDS & REYNOLDS CO CL A 761695105 1,170 39,000 X 39,000
RIGGS NATL CORP WASH DC COM 766570105 447 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 456 18,000 X 18,000
ROBERT HALF INTL INC COM 770323103 475 16,100 X 16,100
ROCKWELL AUTOMATION INC COM 773903109 337 16,800 X 16,800
ROCKWELL COLLINS INC COM 774341101 777 30,800 X 30,800
ROHM & HAAS CO COM 775371107 854 20,200 X 20,200
ROSLYN BANCORP INC COM 778162107 435 21,000 X 21,000
ROSS STORES INC COM 778296103 1,778 47,000 X 47,000
ROYAL BK CDA MONTREAL QUE COM 780087102 213 6,399 X 6,399
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 10,565 194,500 X 194,500
SBC COMMUNICATIONS INC COM 78387G103 12,172 325,100 X 325,100
SPDR TR UNIT SER 1 78462F103 2,107 18,400 X 18,400
SWS GROUP INC COM 78503N107 306 15,089 X 15,089
SABRE HLDGS CORP CL A 785905100 572 12,239 X 12,239
SAFECO CORP COM 786429100 375 11,700 X 11,700
SAFEWAY INC COM NEW 786514208 2,071 46,000 X 46,000
ST JUDE MED INC COM 790849103 617 8,000 X 8,000
ST PAUL COS INC COM 792860108 871 19,000 X 19,000
SANMINA SCI CORP COM 800907107 560 47,700 X 47,700
SAPIENT CORP COM 803062108 55 11,550 X 11,550
SARA LEE CORP COM 803111103 2,665 128,383 X 128,383
SCANSOURCE INC COM 806037107 421 7,000 X 7,000
SCHEIN HENRY INC COM 806407102 207 4,700 X 4,700
SCHERING PLOUGH CORP COM 806605101 4,407 140,800 X 140,800
SCHLUMBERGER LTD COM 806857108 3,100 52,700 X 52,700
SCHWAB CHARLES CORP NEW COM 808513105 1,638 125,150 X 125,150
SCIENTIFIC ATLANTA INC COM 808655104 330 14,300 X 14,300
SEALED AIR CORP NEW COM 81211K100 363 7,700 X 7,700
SEARS ROEBUCK & CO COM 812387108 2,676 52,200 X 52,200
SELECTIVE INS GROUP INC COM 816300107 521 19,500 X 19,500
SEMPRA ENERGY COM 816851109 659 26,200 X 26,200
SERENA SOFTWARE INC COM 817492101 332 17,000 X 17,000
SHERWIN WILLIAMS CO COM 824348106 402 14,100 X 14,100
SHOPKO STORES INC COM 824911101 250 13,800 X 13,800
SIEBEL SYS INC COM 826170102 1,379 42,300 X 42,300
SIERRA HEALTH SVCS INC COM 826322109 484 37,000 X 37,000
SIGMA ALDRICH CORP COM 826552101 315 6,700 X 6,700
SILGAN HOLDINGS INC COM 827048109 408 12,200 X 12,200
SMITH A O COM 831865209 433 17,000 X 17,000
SMITHFIELD FOODS INC COM 832248108 240 9,200 X 9,200
SOLA INTL INC COM 834092108 181 12,300 X 12,300
SOLECTRON CORP COM 834182107 586 75,100 X 75,100
SOURCECORP COM 836167106 725 24,600 X 24,600
SOUTHERN CO COM 842587107 1,687 63,700 X 63,700
SOUTHTRUST CORP COM 844730101 1,579 59,800 X 59,800
SOUTHWEST AIRLS CO COM 844741108 1,613 83,350 X 83,350
SOUTHWEST BANCORPORATION TEX COM 84476R109 457 13,700 X 13,700
SOVEREIGN BANCORP INC COM 845905108 1,315 93,600 X 93,600
SPRINT CORP COM FON GROUP 852061100 1,242 81,200 X 81,200
SPRINT CORP PCS COM SER 1 852061506 929 90,300 X 90,300
STANDARD PAC CORP NEW COM 85375C101 393 14,000 X 14,000
STANLEY WKS COM 854616109 361 7,800 X 7,800
STAPLES INC COM 855030102 2,161 108,200 X 108,200
STARBUCKS CORP COM 855244109 807 34,900 X 34,900
STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 681 18,100 X 18,100
STATE STR CORP COM 857477103 1,650 29,800 X 29,800
STEAK N SHAKE CO COM 857873103 162 11,500 X 11,500
STERLING BANCSHARES INC COM 858907108 380 28,500 X 28,500
STILWELL FINL INC COM 860831106 497 20,300 X 20,300
STONE ENERGY CORP COM 861642106 725 18,700 X 18,700
STRIDE RITE CORP COM 863314100 183 22,200 X 22,200
STRYKER CORP COM 863667101 1,086 18,000 X 18,000
SUN MICROSYSTEMS INC COM 866810104 2,618 296,800 X 296,800
SUNOCO INC COM 86764P109 504 12,600 X 12,600
SUNRISE ASSISTED LIVING INC COM 86768K106 725 26,600 X 26,600
SUNTRUST BKS INC COM 867914103 1,762 26,400 X 26,400
SUPERVALU INC COM 868536103 601 23,300 X 23,300
SYMANTEC CORP COM 871503108 321 7,800 X 7,800
SYMBOL TECHNOLOGIES INC COM 871508107 235 20,900 X 20,900
SYNOPSYS INC COM 871607107 1,280 23,200 X 23,200
SYNOVUS FINL CORP COM 87161C105 814 26,700 X 26,700
SYSCO CORP COM 871829107 1,819 61,000 X 61,000
TECO ENERGY INC COM 872375100 1,598 55,800 X 55,800
TJX COS INC NEW COM 872540109 1,000 25,000 X 25,000
TRW INC COM 872649108 597 11,600 X 11,600
TMP WORLDWIDE INC COM 872941109 348 10,100 X 10,100
TXU CORP COM 873168108 2,666 48,900 X 48,900
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 362 18,000 X 18,000
TARGET CORP COM 87612E106 3,566 82,700 X 82,700
TECH DATA CORP COM 878237106 1,340 29,200 X 29,200
TELLABS INC COM 879664100 393 37,500 X 37,500
TEMPLE INLAND INC COM 879868107 255 4,500 X 4,500
TENET HEALTHCARE CORP COM 88033G100 2,232 33,300 X 33,300
TENNECO AUTOMOTIVE INC COM 880349105 74 18,500 X 18,500
TERADYNE INC COM 880770102 655 16,600 X 16,600
TESORO PETE CORP COM 881609101 450 32,000 X 32,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 447 15,400 X 15,400
TETRA TECH INC NEW COM 88162G103 302 21,100 X 21,100
TEXAS INSTRS INC COM 882508104 5,250 158,600 X 158,600
TEXTRON INC COM 883203101 1,998 39,100 X 39,100
THERAGENICS CORP COM 883375107 563 56,900 X 56,900
THERMO ELECTRON CORP COM 883556102 338 16,300 X 16,300
TIDEWATER INC COM 886423102 385 9,100 X 9,100
TIFFANY & CO NEW COM 886547108 476 13,400 X 13,400
TOLL BROTHERS INC WHEN ISSUED 889478103 449 9,000 X 9,000
TOO INC COM 890333107 395 13,400 X 13,400
TORCHMARK CORP COM 891027104 459 11,400 X 11,400
TOWER AUTOMOTIVE INC COM 891707101 782 55,900 X 55,900
TOYS R US INC COM 892335100 327 18,200 X 18,200
TRIAD GTY INC COM 895925105 422 9,700 X 9,700
TRICON GLOBAL RESTAURANTS COM 895953107 788 13,400 X 13,400
TRIBUNE CO NEW COM 896047107 1,241 27,300 X 27,300
TRIMBLE NAVIGATION LTD COM 896239100 178 10,700 X 10,700
TRIUMPH GROUP INC NEW COM 896818101 470 12,000 X 12,000
TRUSTCO BK CORP N Y COM 898349105 435 33,700 X 33,700
TYCO INTL LTD NEW COM 902124106 7,088 219,300 X 219,300
TYSON FOODS INC CL A 902494103 1,187 95,100 X 95,100
UGI CORP NEW COM 902681105 407 13,000 X 13,000
UST INC COM 902911106 588 15,100 X 15,100
US BANCORP DEL COM NEW 902973304 5,331 236,200 X 236,200
US ONCOLOGY INC COM 90338W103 307 34,900 X 34,900
USA ED INC COM 90390U102 1,408 14,400 X 14,400
UNILEVER N V N Y SHS NEW 904784709 2,971 52,300 X 52,300
UNION PAC CORP COM 907818108 1,665 26,800 X 26,800
UNION PLANTERS CORP COM 908068109 1,867 39,400 X 39,400
UNISOURCE ENERGY CORP COM 909205106 354 17,300 X 17,300
UNISYS CORP COM 909214108 369 29,200 X 29,200
UNIT CORP COM 909218109 439 24,000 X 24,000
UNITED NAT FOODS INC COM 911163103 423 17,000 X 17,000
UNITED TECHNOLOGIES CORP COM 913017109 5,253 70,800 X 70,800
UNITEDHEALTH GROUP INC COM 91324P102 2,178 28,500 X 28,500
UNIVERSAL ELECTRS INC COM 913483103 360 24,600 X 24,600
UNIVISION COMMUNICATIONS INC CL A 914906102 806 19,200 X 19,200
UNOCAL CORP COM 915289102 869 22,300 X 22,300
UNUMPROVIDENT CORP COM 91529Y106 620 22,206 X 22,206
USFREIGHTWAYS CORP COM 916906100 301 8,500 X 8,500
UTSTARCOM INC COM 918076100 1,312 50,000 X 50,000
V F CORP COM 918204108 441 10,200 X 10,200
VALERO ENERGY CORP NEW COM 91913Y100 262 5,300 X 5,300
VERISIGN INC COM 92343E102 226 8,370 X 8,370
VERITAS DGC INC COM 92343P107 316 18,700 X 18,700
VERIZON COMMUNICATIONS COM 92343V104 12,994 281,862 X 281,862
VERITAS SOFTWARE CO COM 923436109 1,609 36,700 X 36,700
VIASAT INC COM 92552V100 167 11,900 X 11,900
VIACOM INC CL B 925524308 7,855 162,400 X 162,400
VISHAY INTERTECHNOLOGY INC COM 928298108 1,139 56,000 X 56,000
VISTEON CORP COM 92839U107 198 11,984 X 11,984
VITESSE SEMICONDUCTOR CORP COM 928497106 171 17,400 X 17,400
VULCAN MATLS CO COM 929160109 442 9,300 X 9,300
WACHOVIA CORP 2ND NEW COM 929903102 5,959 160,700 X 160,700
WAL MART STORES INC COM 931142103 26,144 426,500 X 426,500
WALGREEN CO COM 931422109 3,660 93,400 X 93,400
WASHINGTON MUT INC COM 939322103 4,961 149,750 X 149,750
WASTE CONNECTIONS INC COM 941053100 419 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 1,567 57,500 X 57,500
WATERS CORP COM 941848103 492 17,600 X 17,600
WATSON PHARMACEUTICALS INC COM 942683103 1,373 50,700 X 50,700
WELLMAN INC COM 949702104 367 22,300 X 22,300
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,381 37,400 X 37,400
WELLS FARGO & CO NEW COM 949746101 7,667 155,200 X 155,200
WENDYS INTL INC COM 950590109 1,983 56,700 X 56,700
WESTERN DIGITAL CORP COM 958102105 1,108 177,800 X 177,800
WET SEAL INC CL A 961840105 488 14,000 X 14,000
WEYERHAEUSER CO COM 962166104 1,245 19,800 X 19,800
WHIRLPOOL CORP COM 963320106 461 6,100 X 6,100
WHITNEY HLDG CORP COM 966612103 878 17,600 X 17,600
WHOLE FOODS MKT INC COM 966837106 457 10,000 X 10,000
WILLIAMS COS INC DEL COM 969457100 1,112 47,200 X 47,200
WINN DIXIE STORES INC COM 974280109 207 12,900 X 12,900
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 2,625 389,500 X 389,500
WORTHINGTON INDS INC COM 981811102 1,367 89,000 X 89,000
WRIGLEY WM JR CO COM 982526105 1,098 20,600 X 20,600
WYETH COM 983024100 7,931 120,800 X 120,800
XCEL ENERGY INC COM 98389B100 853 33,655 X 33,655
XILINX INC COM 983919101 1,220 30,600 X 30,600
XEROX CORP COM 984121103 708 65,900 X 65,900
YAHOO INC COM 984332106 964 52,200 X 52,200
ZALE CORP NEW COM 988858106 272 6,700 X 6,700
ZIMMER HLDGS INC COM 98956P102 603 17,700 X 17,700
ZIONS BANCORPORATION COM 989701107 498 8,400 X 8,400
ZOLL MED CORP COM 989922109 461 12,000 X 12,000
GRAND TOTAL 1,216,396