FORM 13-F
Report for the Calendar Quarter Ended 30 June 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 9th day of August 2002.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
DEERE & COMPANY
30-JUN-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 660 20,900 X 20,900
COOPER INDS LTD CL A G24182100 295 7,500 X 7,500
GARMIN LTD ORD G37260109 1,255 56,900 X 56,900
INGERSOLL-RAND COMPANY LTD CL A G4776G101 616 13,500 X 13,500
NOBLE CORPORATION SHS G65422100 409 10,600 X 10,600
TRANSOCEAN INC ORD G90078109 797 25,600 X 25,600
TRENWICK GROUP LTD COM G9032C109 215 28,600 X 28,600
XL CAP LTD CL A G98255105 906 10,700 X 10,700
TARO PHARMACEUTICAL INDS LTD ORD M8737E108 329 13,400 X 13,400
VERISITY LTD ORD M97385112 397 22,900 X 22,900
AAR CORP COM 000361105 135 13,200 X 13,200
A D C TELECOMMUNICATIONS COM 000886101 146 63,900 X 63,900
AFLAC INC COM 001055102 1,344 42,000 X 42,000
AES CORP COM 00130H105 233 42,900 X 42,900
AMR CORP COM 001765106 211 12,500 X 12,500
AOL TIME WARNER INC COM 00184A105 5,238 356,100 X 356,100
AT&T CORP COM 001957109 3,240 302,800 X 302,800
AT&T WIRELESS SVCS INC COM 00209A106 1,272 217,447 X 217,447
AARON RENTS INC COM 002535201 230 9,600 X 9,600
ABBOTT LABS COM 002824100 5,674 150,700 X 150,700
ABERCROMBIE & FITCH CO CL A 002896207 994 41,200 X 41,200
ACTRADE FINL TECHNOLOGIES LT COM 00507P102 229 22,000 X 22,000
ADAPTEC INC COM 00651F108 259 32,800 X 32,800
ADOBE SYS INC COM 00724F101 544 19,100 X 19,100
ADVANCEPCS COM 00790K109 1,223 51,100 X 51,100
ADVANCED MICRO DEVICES INC COM 007903107 265 27,300 X 27,300
AETNA INC NEW COM 00817Y108 556 11,600 X 11,600
AFFILIATED COMPUTER SERVICES CL A 008190100 1,424 30,000 X 30,000
AFFILIATED MANAGERS GROUP COM 008252108 369 6,000 X 6,000
AFTERMARKET TECHNOLOGY CORP COM 008318107 365 19,000 X 19,000
AGERE SYS INC CL B 00845V209 109 72,834 X 72,834
AGILENT TECHNOLOGIES INC COM 00846U101 882 37,300 X 37,300
AIR PRODS & CHEMS INC COM 009158106 924 18,300 X 18,300
ALBANY MOLECULAR RESH INC COM 012423109 328 15,500 X 15,500
ALBERTO CULVER CO CL B CONV 013068101 220 4,600 X 4,600
ALBERTSONS INC COM 013104104 2,093 68,700 X 68,700
ALCAN INC COM 013716105 968 25,800 X 25,800
ALCOA INC COM 013817101 2,260 68,172 X 68,172
ALLEGHENY ENERGY INC COM 017361106 260 10,100 X 10,100
ALLEN TELECOM INC COM 018091108 92 21,500 X 21,500
ALLERGAN INC COM 018490102 701 10,500 X 10,500
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 969 28,300 X 28,300
ALLIANT TECHSYSTEMS INC COM 018804104 273 4,275 X 4,275
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 152 15,800 X 15,800
ALLSTATE CORP COM 020002101 2,219 60,000 X 60,000
ALLTEL CORP COM 020039103 1,349 28,700 X 28,700
ALPHARMA INC CL A 020813101 333 19,600 X 19,600
ALTERA CORP COM 021441100 422 31,000 X 31,000
AMBAC FINL GROUP INC COM 023139108 571 8,500 X 8,500
AMERADA HESS CORP COM 023551104 586 7,100 X 7,100
AMEREN CORP COM 023608102 1,682 39,100 X 39,100
AMERICAN ELEC PWR INC COM 025537101 1,037 25,920 X 25,920
AMERICAN EXPRESS CO COM 025816109 3,897 107,300 X 107,300
AMERICAN INTL GROUP INC COM 026874107 14,548 213,213 X 213,213
AMERICAN MGMT SYS INC COM 027352103 1,340 70,100 X 70,100
AMERICAN PWR CONVERSION CORP COM 029066107 198 15,700 X 15,700
AMERICAN STD COS INC DEL COM 029712106 443 5,900 X 5,900
AMERICAN WOODMARK CORP COM 030506109 354 6,300 X 6,300
AMERICREDIT CORP COM 03060R101 558 19,900 X 19,900
AMERISOURCEBERGEN CORP COM 03073E105 638 8,400 X 8,400
AMGEN INC COM 031162100 3,530 84,300 X 84,300
AMSOUTH BANCORPORATION COM 032165102 991 44,300 X 44,300
ANADARKO PETE CORP COM 032511107 986 20,000 X 20,000
ANALOG DEVICES INC COM 032654105 870 29,300 X 29,300
ANHEUSER BUSCH COS INC COM 035229103 3,855 77,100 X 77,100
AON CORP COM 037389103 640 21,700 X 21,700
APACHE CORP COM 037411105 634 11,030 X 11,030
APOLLO GROUP INC CL A 037604105 1,912 48,500 X 48,500
APPLE COMPUTER INC COM 037833100 503 28,400 X 28,400
APPLEBEES INTL INC COM 037899101 410 18,000 X 18,000
APPLERA CORP COM AP BIO GRP 038020103 333 17,100 X 17,100
APPLIED MICRO CIRCUITS CORP COM 03822W109 114 24,100 X 24,100
APPLIED MATLS INC COM 038222105 3,422 179,900 X 179,900
ARCHER DANIELS MIDLAND CO COM 039483102 673 52,635 X 52,635
ARCTIC CAT INC COM 039670104 400 23,000 X 23,000
ARTESYN TECHNOLOGIES INC COM 043127109 187 28,600 X 28,600
ARTHROCARE CORP COM 043136100 590 45,900 X 45,900
ASHLAND INC COM 044204105 1,268 31,300 X 31,300
ASTORIA FINL CORP COM 046265104 1,538 48,000 X 48,000
ATMOS ENERGY CORP COM 049560105 328 14,000 X 14,000
AUTODESK INC COM 052769106 893 67,400 X 67,400
AUTOMATIC DATA PROCESSING IN COM 053015103 2,173 49,900 X 49,900
AUTOZONE INC COM 053332102 665 8,600 X 8,600
AVAYA INC COM 053499109 143 28,978 X 28,978
AVERY DENNISON CORP COM 053611109 866 13,800 X 13,800
AVISTA CORP COM 05379B107 311 22,500 X 22,500
AVOCENT CORP COM 053893103 205 12,900 X 12,900
AVON PRODS INC COM 054303102 993 19,000 X 19,000
AWARE INC MASS COM 05453N100 194 51,000 X 51,000
BB&T CORP COM 054937107 1,706 44,200 X 44,200
BJ SVCS CO COM 055482103 407 12,000 X 12,000
BMC SOFTWARE INC COM 055921100 324 19,500 X 19,500
BAKER HUGHES INC COM 057224107 899 27,000 X 27,000
BALL CORP COM 058498106 377 9,100 X 9,100
BALLY TOTAL FITNESS HLDG COR COM 05873K108 273 14,600 X 14,600
BANK OF AMERICA CORPORATION COM 060505104 10,681 151,800 X 151,800
BANK NEW YORK INC COM 064057102 2,001 59,300 X 59,300
BANK ONE CORP COM 06423A103 3,613 93,900 X 93,900
BARD C R INC COM 067383109 232 4,100 X 4,100
BARRICK GOLD CORP COM 067901108 819 43,107 X 43,107
BARR LABS INC COM 068306109 254 4,000 X 4,000
BAXTER INTL INC COM 071813109 2,111 47,500 X 47,500
BE AEROSPACE INC COM 073302101 422 32,000 X 32,000
BEAR STEARNS COS INC COM 073902108 1,750 28,600 X 28,600
BECKMAN COULTER INC COM 075811109 1,287 25,800 X 25,800
BECTON DICKINSON & CO COM 075887109 1,264 36,700 X 36,700
BED BATH & BEYOND INC COM 075896100 883 23,400 X 23,400
BELDEN INC COM 077459105 642 30,800 X 30,800
BELLSOUTH CORP COM 079860102 5,141 163,200 X 163,200
BEMIS INC COM 081437105 1,330 28,000 X 28,000
BENCHMARK ELECTRS INC COM 08160H101 319 11,000 X 11,000
BEST BUY INC COM 086516101 1,225 33,750 X 33,750
BIOGEN INC COM 090597105 493 11,900 X 11,900
BIOMET INC COM 090613100 590 21,750 X 21,750
BIOSITE INC COM 090945106 366 13,000 X 13,000
BLACK & DECKER CORP COM 091797100 308 6,400 X 6,400
BLACK BOX CORP DEL COM 091826107 521 12,800 X 12,800
BLOCK H & R INC COM 093671105 1,094 23,700 X 23,700
BLYTH INC COM 09643P108 1,311 42,000 X 42,000
BOB EVANS FARMS INC COM 096761101 441 14,000 X 14,000
BOEING CO COM 097023105 4,158 92,400 X 92,400
BOSTON SCIENTIFIC CORP COM 101137107 950 32,400 X 32,400
BRIGGS & STRATTON CORP COM 109043109 272 7,100 X 7,100
BRINKER INTL INC COM 109641100 508 16,000 X 16,000
BRISTOL MYERS SQUIBB CO COM 110122108 4,001 155,700 X 155,700
BROADCOM CORP CL A 111320107 370 21,100 X 21,100
BROWN FORMAN CORP CL B 115637209 380 5,500 X 5,500
BROWN SHOE INC NEW COM 115736100 506 18,000 X 18,000
BRUSH ENGINEERED MATLS INC COM 117421107 145 11,700 X 11,700
BURLINGTON NORTHN SANTA FE C COM 12189T104 927 30,900 X 30,900
BURLINGTON RES INC COM 122014103 616 16,200 X 16,200
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 281 10,000 X 10,000
CBRL GROUP INC COM 12489V106 268 8,800 X 8,800
CEC ENTMT INC COM 125137109 413 10,000 X 10,000
CIGNA CORP COM 125509109 1,130 11,600 X 11,600
CMS ENERGY CORP COM 125896100 695 63,300 X 63,300
CSX CORP COM 126408103 603 17,200 X 17,200
CTS CORP COM 126501105 237 19,700 X 19,700
CVS CORP COM 126650100 961 31,400 X 31,400
CABLE DESIGN TECHNOLOGIES CO COM 126924109 235 22,900 X 22,900
CALPINE CORP COM 131347106 212 30,100 X 30,100
CAMPBELL SOUP CO COM 134429109 2,080 75,200 X 75,200
CAPITAL ONE FINL CORP COM 14040H105 1,056 17,300 X 17,300
CARAUSTAR INDS INC COM 140909102 213 17,050 X 17,050
CARDINAL HEALTH INC COM 14149Y108 3,592 58,500 X 58,500
CARNIVAL CORP COM 143658102 2,359 85,200 X 85,200
CATAPULT COMMUNICATIONS CORP COM 149016107 457 20,900 X 20,900
CATERPILLAR INC DEL COM 149123101 1,351 27,600 X 27,600
CATO CORP NEW CL A 149205106 335 15,000 X 15,000
CENDANT CORP COM 151313103 2,812 177,100 X 177,100
CENTEX CORP COM 152312104 283 4,900 X 4,900
CENTURYTEL INC COM 156700106 333 11,300 X 11,300
CHARLES RIV LABS INTL INC COM 159864107 319 9,100 X 9,100
CHARTER ONE FINL INC COM 160903100 1,827 53,127 X 53,127
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 447 25,000 X 25,000
CHEVRONTEXACO CORP COM 166764100 8,859 100,106 X 100,106
CHILDRENS PL RETAIL STORES I COM 168905107 321 12,100 X 12,100
CHIRON CORP COM 170040109 537 15,200 X 15,200
CHUBB CORP COM 171232101 970 13,700 X 13,700
CIENA CORP COM 171779101 111 26,400 X 26,400
CINCINNATI FINL CORP COM 172062101 605 13,000 X 13,000
CINERGY CORP COM 172474108 482 13,400 X 13,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 315 16,800 X 16,800
CISCO SYS INC COM 17275R102 9,606 688,600 X 688,600
CINTAS CORP COM 172908105 677 13,700 X 13,700
CITIGROUP INC COM 172967101 16,039 413,900 X 413,900
CITIZENS COMMUNICATIONS CO COM 17453B101 188 22,500 X 22,500
CITRIX SYS INC COM 177376100 512 84,700 X 84,700
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,540 48,100 X 48,100
CLOROX CO DEL COM 189054109 773 18,700 X 18,700
COACHMEN INDS INC COM 189873102 168 11,600 X 11,600
COCA COLA CO COM 191216100 11,194 199,900 X 199,900
COCA COLA ENTERPRISES INC COM 191219104 790 35,800 X 35,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 430 8,000 X 8,000
COLGATE PALMOLIVE CO COM 194162103 2,222 44,400 X 44,400
COMCAST CORP CL A SPL 200300200 1,812 76,000 X 76,000
COMERICA INC COM 200340107 878 14,300 X 14,300
COMMERCE BANCSHARES INC COM 200525103 1,217 27,500 X 27,500
COMMUNITY FIRST BANKSHARES I COM 203902101 417 16,000 X 16,000
COMPASS BANCSHARES INC COM 20449H109 1,210 36,000 X 36,000
COMPUTER ASSOC INTL INC COM 204912109 737 46,400 X 46,400
COMPUTER SCIENCES CORP COM 205363104 1,869 39,100 X 39,100
COMPUWARE CORP COM 205638109 182 30,000 X 30,000
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 659 71,200 X 71,200
CONAGRA FOODS INC COM 205887102 1,526 55,200 X 55,200
CONCERTO SOFTWARE INC COM 20602T106 94 14,900 X 14,900
CONCORD COMMUNICATIONS INC COM 206186108 387 23,500 X 23,500
CONCORD EFS INC COM 206197105 1,233 40,900 X 40,900
CONOCO INC COM 208251504 1,398 50,300 X 50,300
CONSECO INC COM 208464107 55 27,700 X 27,700
CONSOLIDATED EDISON INC COM 209115104 1,937 46,400 X 46,400
CONSTELLATION BRANDS INC CL A 21036P108 448 14,000 X 14,000
CONSTELLATION ENERGY GROUP I COM 210371100 387 13,200 X 13,200
CONVERGYS CORP COM 212485106 269 13,800 X 13,800
COORS ADOLPH CO CL B 217016104 536 8,600 X 8,600
CORNING INC COM 219350105 270 76,000 X 76,000
COSTCO WHSL CORP NEW COM 22160K105 1,406 36,400 X 36,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,235 25,600 X 25,600
COVANCE INC COM 222816100 375 20,000 X 20,000
D & K HEALTHCARE RES INC COM 232861104 423 12,000 X 12,000
DRS TECHNOLOGIES INC COM 23330X100 385 9,000 X 9,000
D R HORTON INC COM 23331A109 429 16,500 X 16,500
DSP GROUP INC COM 23332B106 359 18,300 X 18,300
DTE ENERGY CO COM 233331107 585 13,100 X 13,100
DANA CORP COM 235811106 221 11,900 X 11,900
DANAHER CORP DEL COM 235851102 796 12,000 X 12,000
DARDEN RESTAURANTS INC COM 237194105 904 36,600 X 36,600
DATASCOPE CORP COM 238113104 271 9,800 X 9,800
DEAN FOODS CO NEW COM 242370104 1,194 32,000 X 32,000
DELL COMPUTER CORP COM 247025109 5,782 221,200 X 221,200
DELPHI CORP COM 247126105 595 45,100 X 45,100
DELPHI FINL GROUP INC CL A 247131105 399 9,200 X 9,200
DELTA & PINE LD CO COM 247357106 287 14,300 X 14,300
DELUXE CORP COM 248019101 432 11,100 X 11,100
DENTSPLY INTL INC NEW COM 249030107 1,965 53,250 X 53,250
DEVON ENERGY CORP NEW COM 25179M103 616 12,500 X 12,500
DIEBOLD INC COM 253651103 1,143 30,700 X 30,700
DISNEY WALT CO COM DISNEY 254687106 3,101 164,100 X 164,100
DOLLAR GEN CORP COM 256669102 510 26,787 X 26,787
DOMINION RES INC VA NEW COM 25746U109 1,403 21,200 X 21,200
DONNELLEY R R & SONS CO COM 257867101 1,389 50,400 X 50,400
DORAL FINL CORP COM 25811P100 401 12,000 X 12,000
DOVER CORP COM 260003108 571 16,300 X 16,300
DOW CHEM CO COM 260543103 2,493 72,514 X 72,514
DOW JONES & CO INC COM 260561105 329 6,800 X 6,800
DU PONT E I DE NEMOURS & CO COM 263534109 3,663 82,500 X 82,500
DUKE ENERGY CORP COM 264399106 3,583 115,216 X 115,216
DUPONT PHOTOMASKS INC COM 26613X101 295 8,900 X 8,900
DYNEGY INC NEW CL A 26816Q101 203 28,200 X 28,200
E M C CORP MASS COM 268648102 1,346 178,300 X 178,300
EOG RES INC COM 26875P101 369 9,300 X 9,300
ESS TECHNOLOGY INC COM 269151106 386 22,000 X 22,000
EASTMAN CHEM CO COM 277432100 291 6,200 X 6,200
EASTMAN KODAK CO COM 277461109 685 23,500 X 23,500
EATON CORP COM 278058102 407 5,600 X 5,600
ECOLAB INC COM 278865100 476 10,300 X 10,300
EDISON INTL COM 281020107 1,584 93,200 X 93,200
EFUNDS CORP COM 28224R101 236 24,900 X 24,900
EL PASO CORP COM 28336L109 847 41,095 X 41,095
ELAN PLC ADR 284131208 234 42,700 X 42,700
ELECTRONIC DATA SYS NEW COM 285661104 1,791 48,200 X 48,200
EMERSON ELEC CO COM 291011104 2,916 54,500 X 54,500
ENGELHARD CORP COM 292845104 1,342 47,400 X 47,400
ENTERGY CORP NEW COM 29364G103 968 22,800 X 22,800
EQUIFAX INC COM 294429105 316 11,700 X 11,700
EQUITY OFFICE PROPERTIES TRU COM 294741103 1,002 33,300 X 33,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 627 21,800 X 21,800
EXELON CORP COM 30161N101 1,352 25,850 X 25,850
EXPRESS SCRIPTS INC COM 302182100 351 7,000 X 7,000
EXTENDED STAY AMER INC COM 30224P101 1,205 74,300 X 74,300
EXXON MOBIL CORP COM 30231G102 23,419 572,300 X 572,300
FPL GROUP INC COM 302571104 1,290 21,500 X 21,500
FACTORY 2-U INC COM 303072102 168 12,100 X 12,100
FAIR ISAAC & CO INC COM 303250104 942 28,650 X 28,650
FAMILY DLR STORES INC COM 307000109 490 13,900 X 13,900
FEDERAL HOME LN MTG CORP COM 313400301 4,988 81,500 X 81,500
FEDERAL NATL MTG ASSN COM 313586109 7,478 101,400 X 101,400
FEDERATED DEPT STORES INC DE COM 31410H101 611 15,400 X 15,400
FEDEX CORP COM 31428X106 1,282 24,000 X 24,000
FERRO CORP COM 315405100 422 14,000 X 14,000
FIDELITY NATL FINL INC COM 316326107 528 16,700 X 16,700
FIFTH THIRD BANCORP COM 316773100 3,128 46,930 X 46,930
FINANCIAL FED CORP COM 317492106 430 13,000 X 13,000
FIRST AMERN CORP CALIF COM 318522307 327 14,200 X 14,200
FIRST DATA CORP COM 319963104 2,284 61,400 X 61,400
FIRST TENN NATL CORP COM 337162101 2,080 54,300 X 54,300
FISERV INC COM 337738108 910 24,800 X 24,800
FLAGSTAR BANCORP INC COM 337930101 416 18,000 X 18,000
FIRSTENERGY CORP COM 337932107 798 23,900 X 23,900
FLEETBOSTON FINL CORP COM 339030108 3,873 119,722 X 119,722
FLEETWOOD ENTERPRISES INC COM 339099103 222 25,500 X 25,500
FLUOR CORP NEW COM 343412102 249 6,400 X 6,400
FORD MTR CO DEL COM PAR $0.01 345370860 2,331 145,700 X 145,700
FOREST LABS INC COM 345838106 1,020 14,400 X 14,400
FORRESTER RESH INC COM 346563109 394 20,300 X 20,300
FORTUNE BRANDS INC COM 349631101 672 12,000 X 12,000
FRANKLIN RES INC COM 354613101 895 21,000 X 21,000
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 391 21,900 X 21,900
FREMONT GEN CORP COM 357288109 127 30,500 X 30,500
G & K SVCS INC CL A 361268105 240 7,000 X 7,000
GANNETT INC COM 364730101 1,617 21,300 X 21,300
GAP INC DEL COM 364760108 988 69,600 X 69,600
GATEWAY INC COM 367626108 116 26,100 X 26,100
GENCORP INC COM 368682100 372 26,000 X 26,000
GENERAL DYNAMICS CORP COM 369550108 1,723 16,200 X 16,200
GENERAL ELEC CO COM 369604103 23,687 815,400 X 815,400
GENERAL MLS INC COM 370334104 1,296 29,400 X 29,400
GENERAL MTRS CORP COM 370442105 2,388 44,669 X 44,669
GENUINE PARTS CO COM 372460105 488 14,000 X 14,000
GENZYME CORP COM GENL DIV 372917104 329 17,100 X 17,100
GEORGIA GULF CORP COM PAR $0.01 373200203 309 11,700 X 11,700
GEORGIA PAC CORP COM 373298108 454 18,462 X 18,462
GILLETTE CO COM 375766102 2,876 84,900 X 84,900
GLOBAL IMAGING SYSTEMS COM 37934A100 399 21,000 X 21,000
GOLDEN ST BANCORP INC COM 381197102 399 11,000 X 11,000
GOLDEN WEST FINL CORP DEL COM 381317106 1,369 19,900 X 19,900
GOODRICH CORP COM 382388106 224 8,200 X 8,200
GOODYEAR TIRE & RUBR CO COM 382550101 245 13,100 X 13,100
GRACO INC COM 384109104 339 13,500 X 13,500
GRAINGER W W INC COM 384802104 376 7,500 X 7,500
GREENPOINT FINL CORP COM 395384100 1,453 29,600 X 29,600
GROUP 1 AUTOMOTIVE INC COM 398905109 343 9,000 X 9,000
GUIDANT CORP COM 401698105 741 24,500 X 24,500
HCA INC COM 404119109 1,967 41,400 X 41,400
HNC SOFTWARE INC COM 40425P107 357 21,400 X 21,400
HAIN CELESTIAL GROUP INC COM 405217100 448 24,200 X 24,200
HALLIBURTON CO COM 406216101 550 34,500 X 34,500
HANCOCK JOHN FINL SVCS INC COM 41014S106 845 24,000 X 24,000
HARLEY DAVIDSON INC COM 412822108 1,246 24,300 X 24,300
HARRAHS ENTMT INC COM 413619107 399 9,000 X 9,000
HARTFORD FINL SVCS GROUP INC COM 416515104 1,172 19,700 X 19,700
HASBRO INC COM 418056107 188 13,900 X 13,900
HEALTHSOUTH CORP COM 421924101 404 31,600 X 31,600
HEALTH MGMT ASSOC INC NEW CL A 421933102 391 19,400 X 19,400
HEALTH NET INC COM 42222G108 1,183 44,200 X 44,200
HEINZ H J CO COM 423074103 1,159 28,200 X 28,200
HERSHEY FOODS CORP COM 427866108 681 10,900 X 10,900
HEWLETT PACKARD CO COM 428236103 3,712 242,915 X 242,915
HILLENBRAND INDS INC COM 431573104 348 6,200 X 6,200
HILTON HOTELS CORP COM 432848109 413 29,700 X 29,700
HOME DEPOT INC COM 437076102 7,317 199,200 X 199,200
HONEYWELL INTL INC COM 438516106 2,304 65,400 X 65,400
HOT TOPIC INC COM 441339108 427 16,000 X 16,000
HOUSEHOLD INTL INC COM 441815107 2,212 44,500 X 44,500
HUMANA INC COM 444859102 213 13,600 X 13,600
HUNTINGTON BANCSHARES INC COM 446150104 393 20,240 X 20,240
ICN PHARMACEUTICALS INC NEW COM 448924100 1,058 43,700 X 43,700
IMS HEALTH INC COM 449934108 427 23,800 X 23,800
ITT INDS INC IND COM 450911102 1,772 25,100 X 25,100
IDACORP INC COM 451107106 310 11,200 X 11,200
IDEXX LABS INC COM 45168D104 387 15,000 X 15,000
ILLINOIS TOOL WKS INC COM 452308109 1,673 24,500 X 24,500
IMMUNEX CORP NEW COM 452528102 978 43,800 X 43,800
INAMED CORP COM 453235103 352 13,000 X 13,000
INCO LTD COM 453258402 333 14,700 X 14,700
INDEPENDENCE CMNTY BK CORP COM 453414104 381 13,000 X 13,000
INSIGHT ENTERPRISES INC COM 45765U103 428 17,000 X 17,000
INTEGRATED ELECTRICAL SVC COM 45811E103 481 76,900 X 76,900
INTEL CORP COM 458140100 10,279 562,600 X 562,600
INTER TEL INC COM 458372109 356 21,000 X 21,000
INTERMET CORP COM 45881K104 200 18,600 X 18,600
INTERNATIONAL BUSINESS MACHS COM 459200101 10,498 145,800 X 145,800
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 247 7,600 X 7,600
INTERNATIONAL GAME TECHNOLOG COM 459902102 408 7,200 X 7,200
INTL PAPER CO COM 460146103 1,691 38,809 X 38,809
INTERPUBLIC GROUP COS INC COM 460690100 753 30,400 X 30,400
INTUIT COM 461202103 850 17,100 X 17,100
INVACARE CORP COM 461203101 377 10,200 X 10,200
IONICS INC COM 462218108 240 9,900 X 9,900
IRWIN FINL CORP COM 464119106 440 21,900 X 21,900
ISHARES TR RUSSELL 3000 464287689 5,308 96,300 X 96,300
ISHARES TR S&P SMLCAP 600 464287804 1,019 8,900 X 8,900
IVAX CORP COM 465823102 970 89,800 X 89,800
JDS UNIPHASE CORP COM 46612J101 292 109,200 X 109,200
JLG INDS INC COM 466210101 400 28,500 X 28,500
J P MORGAN CHASE & CO COM 46625H100 5,383 158,700 X 158,700
JABIL CIRCUIT INC COM 466313103 336 15,900 X 15,900
JAKKS PAC INC COM 47012E106 462 26,100 X 26,100
JEFFERSON PILOT CORP COM 475070108 1,751 37,250 X 37,250
JOHNSON & JOHNSON COM 478160104 13,546 259,200 X 259,200
JOHNSON CTLS INC COM 478366107 939 11,500 X 11,500
JONES APPAREL GROUP INC COM 480074103 668 17,800 X 17,800
KLA-TENCOR CORP COM 482480100 660 15,000 X 15,000
KANSAS CITY SOUTHERN COM NEW 485170302 371 21,800 X 21,800
KB HOME COM 48666K109 206 4,000 X 4,000
KEITHLEY INSTRS INC COM 487584104 231 16,000 X 16,000
KELLOGG CO COM 487836108 1,173 32,700 X 32,700
KELLWOOD CO COM 488044108 410 12,600 X 12,600
KEMET CORP COM 488360108 291 16,300 X 16,300
KERR MCGEE CORP COM 492386107 1,502 28,042 X 28,042
KEY ENERGY SVCS INC COM 492914106 368 35,000 X 35,000
KEYCORP NEW COM 493267108 931 34,100 X 34,100
KEYSPAN CORP COM 49337W100 422 11,200 X 11,200
KIMBERLY CLARK CORP COM 494368103 2,623 42,300 X 42,300
KINDER MORGAN INC KANS COM 49455P101 578 15,200 X 15,200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,096 34,900 X 34,900
KING PHARMACEUTICALS INC COM 495582108 1,339 60,200 X 60,200
KNIGHT RIDDER INC COM 499040103 428 6,800 X 6,800
KOHLS CORP COM 500255104 1,885 26,900 X 26,900
KROGER CO COM 501044101 1,282 64,400 X 64,400
LNR PPTY CORP COM 501940100 449 13,000 X 13,000
LSI LOGIC CORP COM 502161102 258 29,500 X 29,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 302 5,600 X 5,600
LANDAMERICA FINL GROUP INC COM 514936103 410 13,000 X 13,000
LANDRYS RESTAURANTS INC COM 51508L103 334 13,100 X 13,100
LEAR CORP COM 521865105 273 5,900 X 5,900
LEGGETT & PLATT INC COM 524660107 370 15,800 X 15,800
LEHMAN BROS HLDGS INC COM 524908100 1,225 19,600 X 19,600
LENNAR CORP COM 526057104 404 6,600 X 6,600
LEXMARK INTL NEW CL A 529771107 849 15,600 X 15,600
LILLY ELI & CO COM 532457108 5,268 93,400 X 93,400
LIMITED BRANDS INC COM 532716107 886 41,600 X 41,600
LINCARE HLDGS INC COM 532791100 1,260 39,000 X 39,000
LINCOLN NATL CORP IND COM 534187109 638 15,200 X 15,200
LINEAR TECHNOLOGY CORP COM 535678106 801 25,500 X 25,500
LINENS N THINGS INC COM 535679104 1,467 44,700 X 44,700
LIZ CLAIBORNE INC COM 539320101 1,479 46,500 X 46,500
LOCKHEED MARTIN CORP COM 539830109 3,204 46,100 X 46,100
LOEWS CORP COM 540424108 816 15,400 X 15,400
LOWES COS INC COM 548661107 2,828 62,300 X 62,300
LUCENT TECHNOLOGIES INC COM 549463107 457 275,300 X 275,300
MBIA INC COM 55262C100 1,953 34,550 X 34,550
MBNA CORP COM 55262L100 3,284 99,300 X 99,300
M D C HLDGS INC COM 552676108 1,321 25,400 X 25,400
MGIC INVT CORP WIS COM 552848103 1,003 14,800 X 14,800
MSC INDL DIRECT INC CL A 553530106 1,014 52,000 X 52,000
MAGNA INTL INC CL A 559222401 1,432 20,800 X 20,800
MANITOWOC INC COM 563571108 667 18,800 X 18,800
MARATHON OIL CORP COM 565849106 2,172 80,100 X 80,100
MARSH & MCLENNAN COS INC COM 571748102 2,135 22,100 X 22,100
MARSHALL & ILSLEY CORP COM 571834100 532 17,200 X 17,200
MARRIOTT INTL INC NEW CL A 571903202 738 19,400 X 19,400
MASCO CORP COM 574599106 1,000 36,900 X 36,900
MATTEL INC COM 577081102 731 34,700 X 34,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,004 26,200 X 26,200
MAY DEPT STORES CO COM 577778103 777 23,600 X 23,600
MAXIMUS INC COM 577933104 314 9,900 X 9,900
MAYTAG CORP COM 578592107 264 6,200 X 6,200
MCDONALDS CORP COM 580135101 2,942 103,400 X 103,400
MCGRAW HILL COS INC COM 580645109 931 15,600 X 15,600
MCKESSON CORP COM 58155Q103 1,030 31,500 X 31,500
MEADWESTVACO CORP COM 583334107 538 16,018 X 16,018
MEDIMMUNE INC COM 584699102 525 19,900 X 19,900
MEDQUIST INC COM 584949101 1,124 42,200 X 42,200
MEDTRONIC INC COM 585055106 4,174 97,400 X 97,400
MELLON FINL CORP COM 58551A108 1,116 35,500 X 35,500
MENS WEARHOUSE INC COM 587118100 352 13,800 X 13,800
MENTOR CORP MINN COM 587188103 441 12,000 X 12,000
MERCANTILE BANKSHARES CORP COM 587405101 443 10,800 X 10,800
MERCK & CO INC COM 589331107 10,300 203,400 X 203,400
MERRILL LYNCH & CO INC COM 590188108 2,746 67,800 X 67,800
METHODE ELECTRS INC CL A 591520200 225 17,600 X 17,600
METLIFE INC COM 59156R108 1,956 67,900 X 67,900
METRIS COS INC COM 591598107 382 46,000 X 46,000
METRO ONE TELECOMMUNICATIONS COM 59163F105 154 11,000 X 11,000
MICROSOFT CORP COM 594918104 24,615 450,000 X 450,000
MICROCHIP TECHNOLOGY INC COM 595017104 987 36,000 X 36,000
MICRON TECHNOLOGY INC COM 595112103 977 48,300 X 48,300
MILACRON INC COM 598709103 240 23,600 X 23,600
MIRANT CORP COM 604675108 235 32,200 X 32,200
MOBILE MINI INC COM 60740F105 188 11,000 X 11,000
MOLEX INC COM 608554101 523 15,600 X 15,600
MOODYS CORP COM 615369105 920 18,500 X 18,500
MORGAN STANLEY DEAN WITTER&C COM NEW 617446448 4,756 110,400 X 110,400
MOTOROLA INC COM 620076109 2,613 179,100 X 179,100
MYLAN LABS INC COM 628530107 2,025 64,600 X 64,600
NBTY INC COM 628782104 356 23,000 X 23,000
NCR CORP NEW COM 62886E108 270 7,800 X 7,800
NVR INC COM 62944T105 388 1,200 X 1,200
NATIONAL CITY CORP COM 635405103 1,626 48,900 X 48,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 417 14,300 X 14,300
NATIONWIDE FINL SVCS INC CL A 638612101 1,110 28,100 X 28,100
NAUTICA ENTERPRISES INC COM 639089101 275 21,200 X 21,200
NAUTILUS GROUP INC COM 63910B102 337 11,000 X 11,000
NETWORKS ASSOCS INC COM 640938106 283 14,700 X 14,700
NETWORK APPLIANCE INC COM 64120L104 335 26,900 X 26,900
NEW CENTURY FINANCIAL CORP COM 64352D101 420 12,000 X 12,000
NEW YORK TIMES CO CL A 650111107 623 12,100 X 12,100
NEWELL RUBBERMAID INC COM 651229106 751 21,420 X 21,420
NEWFIELD EXPL CO COM 651290108 309 8,300 X 8,300
NEWMONT MINING CORP COM 651639106 829 31,500 X 31,500
NEXTEL COMMUNICATIONS INC CL A 65332V103 206 64,200 X 64,200
NIKE INC CL B 654106103 1,159 21,600 X 21,600
NISOURCE INC COM 65473P105 365 16,700 X 16,700
NORDSTROM INC COM 655664100 245 10,800 X 10,800
NORFOLK SOUTHERN CORP COM 655844108 727 31,100 X 31,100
NORTEL NETWORKS CORP NEW COM 656568102 435 300,300 X 300,300
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 408 11,400 X 11,400
NORTHERN TR CORP COM 665859104 789 17,900 X 17,900
NORTHROP GRUMMAN CORP COM 666807102 1,113 8,900 X 8,900
NORTHWEST NAT GAS CO COM 667655104 319 11,100 X 11,100
NORTHWESTERN CORP COM 668074107 625 36,900 X 36,900
NOVELL INC COM 670006105 94 29,200 X 29,200
NOVELLUS SYS INC COM 670008101 391 11,500 X 11,500
NUCOR CORP COM 670346105 410 6,300 X 6,300
NUEVO ENERGY CO COM 670509108 174 11,000 X 11,000
NVIDIA CORP COM 67066G104 342 19,900 X 19,900
NYFIX INC COM 670712108 101 11,900 X 11,900
OCCIDENTAL PETE CORP DEL COM 674599105 1,395 46,500 X 46,500
OCULAR SCIENCES INC COM 675744106 398 15,000 X 15,000
OFFICE DEPOT INC COM 676220106 727 43,300 X 43,300
OLIN CORP COM PAR $1 680665205 412 18,600 X 18,600
OMNICARE INC COM 681904108 1,161 44,200 X 44,200
OMNICOM GROUP INC COM 681919106 682 14,900 X 14,900
OPTIMAL ROBOTICS CORP CL A NEW 68388R208 172 23,600 X 23,600
ORACLE CORP COM 68389X105 4,189 442,300 X 442,300
ORTHODONTIC CTRS AMER INC COM 68750P103 602 26,100 X 26,100
OUTBACK STEAKHOUSE INC COM 689899102 1,134 32,300 X 32,300
OVERTURE SVCS INC COM 69039R100 1,244 51,000 X 51,000
PG&E CORP COM 69331C108 558 31,200 X 31,200
PMC-SIERRA INC COM 69344F106 123 13,300 X 13,300
PNC FINL SVCS GROUP INC COM 693475105 1,213 23,200 X 23,200
PPG INDS INC COM 693506107 2,204 35,600 X 35,600
PPL CORP COM 69351T106 390 11,800 X 11,800
PRG-SCHULTZ INTERNATIONAL IN COM 69357C107 282 22,900 X 22,900
PACCAR INC COM 693718108 413 9,300 X 9,300
PACIFIC SUNWEAR CALIF INC COM 694873100 687 31,000 X 31,000
PACTIV CORP COM 695257105 621 26,100 X 26,100
PALL CORP COM 696429307 1,282 61,800 X 61,800
PALM INC COM 696642107 82 46,413 X 46,413
PAPA JOHNS INTL INC COM 698813102 434 13,000 X 13,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 72 20,900 X 20,900
PARKER HANNIFIN CORP COM 701094104 1,620 33,900 X 33,900
PATTERSON UTI ENERGY INC COM 703481101 339 12,000 X 12,000
PAXAR CORP COM 704227107 452 27,000 X 27,000
PAYCHEX INC COM 704326107 942 30,100 X 30,100
PENNEY J C INC COM 708160106 467 21,200 X 21,200
PEOPLESOFT INC COM 712713106 363 24,400 X 24,400
PEPSI BOTTLING GROUP INC COM 713409100 1,420 46,100 X 46,100
PEPSICO INC COM 713448108 6,786 140,790 X 140,790
PFIZER INC COM 717081103 18,606 531,600 X 531,600
PHARMACIA CORP COM 71713U102 3,910 104,397 X 104,397
PHELPS DODGE CORP COM 717265102 260 6,300 X 6,300
PHILIP MORRIS COS INC COM 718154107 7,613 174,300 X 174,300
PHILLIPS PETE CO COM 718507106 2,131 36,200 X 36,200
PIER 1 IMPORTS INC COM 720279108 225 10,700 X 10,700
PINNACLE ENTMT INC COM 723456109 168 15,800 X 15,800
PINNACLE WEST CAP CORP COM 723484101 269 6,800 X 6,800
PITNEY BOWES INC COM 724479100 779 19,600 X 19,600
PLACER DOME INC COM 725906101 296 26,400 X 26,400
PLUM CREEK TIMBER CO INC COM 729251108 451 14,700 X 14,700
POGO PRODUCING CO COM 730448107 287 8,800 X 8,800
POLYMEDICA CORP COM 731738100 255 10,000 X 10,000
PRAXAIR INC COM 74005P104 2,267 39,800 X 39,800
PRE PAID LEGAL SVCS INC COM 740065107 273 13,700 X 13,700
PRECISION CASTPARTS CORP COM 740189105 360 10,900 X 10,900
PRICE T ROWE GROUP INC COM 74144T108 326 9,900 X 9,900
PRIME HOSPITALITY CORP COM 741917108 740 57,000 X 57,000
PROCTER & GAMBLE CO COM 742718109 10,528 117,900 X 117,900
PROGRESS ENERGY INC COM 743263105 915 17,600 X 17,600
PROGRESSIVE CORP OHIO COM 743315103 1,024 17,700 X 17,700
PROTECTIVE LIFE CORP COM 743674103 473 14,300 X 14,300
PROVIDENT BANKSHARES CORP COM 743859100 379 16,000 X 16,000
PROVINCE HEALTHCARE CO COM 743977100 402 18,000 X 18,000
PROVIDIAN FINL CORP COM 74406A102 135 22,900 X 22,900
PROXIM CORP CL A 744283102 165 51,208 X 51,208
PUBLIC SVC ENTERPRISE GROUP COM 744573106 719 16,600 X 16,600
PULTE HOMES INC COM 745867101 1,966 34,200 X 34,200
QLOGIC CORP COM 747277101 286 7,500 X 7,500
QUALCOMM INC COM 747525103 1,696 61,700 X 61,700
QUANTA SVCS INC COM 74762E102 661 67,000 X 67,000
QUIKSILVER INC COM 74838C106 300 12,100 X 12,100
QWEST COMMUNICATIONS INTL IN COM 749121109 375 133,900 X 133,900
R & G FINANCIAL CORP CL B 749136107 403 17,000 X 17,000
RADIAN GROUP INC COM 750236101 878 17,976 X 17,976
RADIANT SYSTEMS INC COM 75025N102 214 16,400 X 16,400
RADIOSHACK CORP COM 750438103 433 14,400 X 14,400
RARE HOSPITALITY INTL INC COM 753820109 428 15,900 X 15,900
RATIONAL SOFTWARE CORP COM NEW 75409P202 128 15,600 X 15,600
RAYTHEON CO COM NEW 755111507 1,280 31,400 X 31,400
RECKSON ASSOCS RLTY CORP COM 75621K106 274 11,000 X 11,000
REGIS CORP MINN COM 758932107 378 14,000 X 14,000
REGIONS FINL CORP COM 758940100 643 18,300 X 18,300
RELIANT ENERGY INC COM 75952J108 406 24,000 X 24,000
REPUBLIC SVCS INC COM 760759100 267 14,000 X 14,000
RESPIRONICS INC COM 761230101 409 12,000 X 12,000
REYNOLDS & REYNOLDS CO CL A 761695105 1,090 39,000 X 39,000
RIGGS NATL CORP WASH DC COM 766570105 434 29,100 X 29,100
RIGHT MGMT CONSULTANTS INC COM 766573109 394 15,000 X 15,000
ROBERT HALF INTL INC COM 770323103 329 14,100 X 14,100
ROCKWELL AUTOMATION INC COM 773903109 296 14,800 X 14,800
ROCKWELL COLLINS INC COM 774341101 790 28,800 X 28,800
ROHM & HAAS CO COM 775371107 717 17,700 X 17,700
ROSLYN BANCORP INC COM 778162107 371 17,000 X 17,000
ROSS STORES INC COM 778296103 1,752 43,000 X 43,000
ROYAL BK CDA MONTREAL QUE COM 780087102 296 8,499 X 8,499
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 9,446 170,900 X 170,900
RYLAND GROUP INC COM 783764103 1,055 21,200 X 21,200
SBC COMMUNICATIONS INC COM 78387G103 8,755 287,052 X 287,052
SLM CORP COM 78442P106 1,221 12,600 X 12,600
SWS GROUP INC COM 78503N107 296 15,089 X 15,089
SABRE HLDGS CORP CL A 785905100 410 11,439 X 11,439
SAFECO CORP COM 786429100 318 10,300 X 10,300
SAFEWAY INC COM NEW 786514208 1,959 67,100 X 67,100
ST JUDE MED INC COM 790849103 517 7,000 X 7,000
ST PAUL COS INC COM 792860108 650 16,700 X 16,700
SANMINA SCI CORP COM 800907107 266 42,100 X 42,100
SARA LEE CORP COM 803111103 2,474 119,883 X 119,883
SCANSOURCE INC COM 806037107 430 7,000 X 7,000
SCHEIN HENRY INC COM 806407102 209 4,700 X 4,700
SCHERING PLOUGH CORP COM 806605101 2,898 117,800 X 117,800
SCHLUMBERGER LTD COM 806857108 2,158 46,400 X 46,400
SCHWAB CHARLES CORP NEW COM 808513105 1,231 109,950 X 109,950
SCIENTIFIC ATLANTA INC COM 808655104 207 12,600 X 12,600
SEALED AIR CORP NEW COM 81211K100 270 6,700 X 6,700
SEARS ROEBUCK & CO COM 812387108 2,639 48,600 X 48,600
SELECTIVE INS GROUP INC COM 816300107 552 19,500 X 19,500
SEMPRA ENERGY COM 816851109 370 16,700 X 16,700
SERENA SOFTWARE INC COM 817492101 321 23,400 X 23,400
SHERWIN WILLIAMS CO COM 824348106 371 12,400 X 12,400
SIEBEL SYS INC COM 826170102 529 37,200 X 37,200
SIERRA HEALTH SVCS INC COM 826322109 447 20,000 X 20,000
SIGMA ALDRICH CORP COM 826552101 296 5,900 X 5,900
SILGAN HOLDINGS INC COM 827048109 404 10,000 X 10,000
SIMON PPTY GROUP INC NEW COM 828806109 376 10,200 X 10,200
SOLA INTL INC COM 834092108 141 12,300 X 12,300
SOLECTRON CORP COM 834182107 406 66,000 X 66,000
SONIC AUTOMOTIVE INC CL A 83545G102 317 12,300 X 12,300
SOURCECORP COM 836167106 652 24,600 X 24,600
SOUTHERN CO COM 842587107 1,532 55,900 X 55,900
SOUTHTRUST CORP COM 844730101 1,238 47,400 X 47,400
SOUTHWEST AIRLS CO COM 844741108 996 61,650 X 61,650
SOUTHWEST BANCORPORATION TEX COM 84476R109 435 12,000 X 12,000
SOVEREIGN BANCORP INC COM 845905108 1,211 81,000 X 81,000
SPRINT CORP COM FON GROUP 852061100 758 71,400 X 71,400
SPRINT CORP PCS COM SER 1 852061506 355 79,500 X 79,500
STANDARD PAC CORP NEW COM 85375C101 491 14,000 X 14,000
STANLEY WKS COM 854616109 279 6,800 X 6,800
STAPLES INC COM 855030102 731 37,100 X 37,100
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STATE STR CORP COM 857477103 1,167 26,100 X 26,100
STEAK N SHAKE CO COM 857873103 180 11,500 X 11,500
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STERLING BANCSHARES INC COM 858907108 421 28,500 X 28,500
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STONE ENERGY CORP COM 861642106 753 18,700 X 18,700
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 206 12,900 X 12,900
STRIDE RITE CORP COM 863314100 178 22,200 X 22,200
STRYKER CORP COM 863667101 845 15,800 X 15,800
SUN MICROSYSTEMS INC COM 866810104 1,310 261,400 X 261,400
SUNOCO INC COM 86764P109 217 6,100 X 6,100
SUNRISE ASSISTED LIVING INC COM 86768K106 713 26,600 X 26,600
SUNTRUST BKS INC COM 867914103 1,571 23,200 X 23,200
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SYMBOL TECHNOLOGIES INC COM 871508107 156 18,400 X 18,400
SYNOPSYS INC COM 871607107 1,678 30,620 X 30,620
SYNOVUS FINL CORP COM 87161C105 644 23,400 X 23,400
SYSCO CORP COM 871829107 1,456 53,500 X 53,500
TECO ENERGY INC COM 872375100 1,341 54,200 X 54,200
TJX COS INC NEW COM 872540109 859 43,800 X 43,800
TRW INC COM 872649108 581 10,200 X 10,200
TXU CORP COM 873168108 2,232 43,300 X 43,300
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 371 18,000 X 18,000
TARGET CORP COM 87612E106 2,766 72,600 X 72,600
TECH DATA CORP COM 878237106 901 23,800 X 23,800
TELLABS INC COM 879664100 205 33,000 X 33,000
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TENET HEALTHCARE CORP COM 88033G100 2,125 29,700 X 29,700
TENNECO AUTOMOTIVE INC COM 880349105 122 18,500 X 18,500
TERADYNE INC COM 880770102 341 14,500 X 14,500
TESORO PETE CORP COM 881609101 248 32,000 X 32,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 409 15,400 X 15,400
TETRA TECH INC NEW COM 88162G103 310 21,100 X 21,100
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 341 5,100 X 5,100
TEXAS INSTRS INC COM 882508104 3,311 139,700 X 139,700
TEXTRON INC COM 883203101 1,613 34,400 X 34,400
THERAGENICS CORP COM 883375107 541 64,200 X 64,200
THERMO ELECTRON CORP COM 883556102 236 14,300 X 14,300
3M CO COM 88579Y101 3,875 31,500 X 31,500
TIFFANY & CO NEW COM 886547108 412 11,700 X 11,700
TOLL BROTHERS INC COM 889478103 440 15,000 X 15,000
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TOWER AUTOMOTIVE INC COM 891707101 780 55,900 X 55,900
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TRIBUNE CO NEW COM 896047107 1,044 24,000 X 24,000
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TRIUMPH GROUP INC NEW COM 896818101 446 10,000 X 10,000
TRUSTCO BK CORP N Y COM 898349105 444 33,700 X 33,700
TYCO INTL LTD NEW COM 902124106 2,664 197,200 X 197,200
TYSON FOODS INC CL A 902494103 1,272 82,000 X 82,000
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UST INC COM 902911106 459 13,500 X 13,500
US BANCORP DEL COM NEW 902973304 4,752 203,500 X 203,500
URS CORP NEW COM 903236107 372 13,300 X 13,300
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UNILEVER N V N Y SHS NEW 904784709 2,981 46,000 X 46,000
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UNION PLANTERS CORP COM 908068109 1,840 56,850 X 56,850
UNIONBANCAL CORP COM 908906100 586 12,500 X 12,500
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UNIT CORP COM 909218109 416 24,000 X 24,000
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UNITED TECHNOLOGIES CORP COM 913017109 4,257 62,700 X 62,700
UNITEDHEALTH GROUP INC COM 91324P102 2,298 25,100 X 25,100
UNIVERSAL ELECTRS INC COM 913483103 344 23,000 X 23,000
UNIVISION COMMUNICATIONS INC CL A 914906102 531 16,900 X 16,900
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UNUMPROVIDENT CORP COM 91529Y106 496 19,506 X 19,506
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UTSTARCOM INC COM 918076100 1,115 55,300 X 55,300
V F CORP COM 918204108 612 15,600 X 15,600
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VERIZON COMMUNICATIONS COM 92343V104 10,104 251,662 X 251,662
VERITAS SOFTWARE CO COM 923436109 637 32,200 X 32,200
VIASAT INC COM 92552V100 416 49,400 X 49,400
VIACOM INC CL B 925524308 6,332 142,700 X 142,700
VISTEON CORP COM 92839U107 149 10,484 X 10,484
VITESSE SEMICONDUCTOR CORP COM 928497106 50 16,100 X 16,100
VULCAN MATLS CO COM 929160109 355 8,100 X 8,100
WACHOVIA CORP 2ND NEW COM 929903102 5,364 140,500 X 140,500
WAL MART STORES INC COM 931142103 20,739 377,000 X 377,000
WALGREEN CO COM 931422109 3,175 82,200 X 82,200
WASHINGTON MUT INC COM 939322103 5,166 139,200 X 139,200
WASTE CONNECTIONS INC COM 941053100 391 12,500 X 12,500
WASTE MGMT INC DEL COM 94106L109 1,316 50,500 X 50,500
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WATSON PHARMACEUTICALS INC COM 942683103 1,253 49,600 X 49,600
WELLMAN INC COM 949702104 312 18,600 X 18,600
WELLPOINT HEALTH NETWORK NEW COM 94973H108 2,599 33,400 X 33,400
WELLS FARGO & CO NEW COM 949746101 6,828 136,400 X 136,400
WENDYS INTL INC COM 950590109 1,991 50,000 X 50,000
WESTERN DIGITAL CORP COM 958102105 578 177,800 X 177,800
WET SEAL INC CL A 961840105 437 18,000 X 18,000
WEYERHAEUSER CO COM 962166104 1,130 17,700 X 17,700
WHIRLPOOL CORP COM 963320106 353 5,400 X 5,400
WHITNEY HLDG CORP COM 966612103 735 23,900 X 23,900
WHOLE FOODS MKT INC COM 966837106 386 8,000 X 8,000
WILLIAMS COS INC DEL COM 969457100 249 41,500 X 41,500
WINN DIXIE STORES INC COM 974280109 176 11,300 X 11,300
WOLVERINE WORLD WIDE INC COM 978097103 379 21,700 X 21,700
WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 14 154,400 X 154,400
WORTHINGTON INDS INC COM 981811102 1,392 76,900 X 76,900
WRIGLEY WM JR CO COM 982526105 1,002 18,100 X 18,100
WYETH COM 983024100 5,432 106,100 X 106,100
XCEL ENERGY INC COM 98389B100 1,269 75,655 X 75,655
XILINX INC COM 983919101 606 27,000 X 27,000
XEROX CORP COM 984121103 404 57,900 X 57,900
YAHOO INC COM 984332106 691 46,800 X 46,800
YUM BRANDS INC WHEN ISSUED 988498101 684 23,400 X 23,400
ZALE CORP NEW COM 988858106 1,283 35,400 X 35,400
ZIMMER HLDGS INC COM 98956P102 556 15,600 X 15,600
ZIONS BANCORPORATION COM 989701107 438 8,400 X 8,400
ZORAN CORP COM 98975F101 426 18,600 X 18,600
ZOLL MED CORP COM 989922109 348 10,700 X 10,700
GRAND TOTAL 965,161