13F-HR 1 0001.txt FORM 13-F Report for the Calendar Quarter Ended 30 June 2000. --------- 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 8th day of August 2000. 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-2000 ITEM 6: INVESTMENT DISCRETION ----------------------- ITEM 7: ITEM 8: ITEM 5: (B) MGRS VOTING ITEM 3: ITEM 4: SHARES OR SHARED (C) SEE AUTHORITY ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (A) AS DEFINED SHARED- INSTR ---------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT SOLE IN INSTR.V OTHER V (A)SOLE AMDOCS LTD ORD G02602103 307 4,000 X 4,000 ELAN PLC RT G29539148 31 61,100 X 61,100 GLOBAL CROSSING LTD COM G3921A100 1,802 68,500 X 68,500 TRANSOCEAN SEDCO FOREX INC ORD G90078109 481 9,000 X 9,000 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1,191 27,000 X 27,000 AAR CORP COM 000361105 442 36,800 X 36,800 A D C TELECOMMUNICATIONS COM 000886101 2,835 33,800 X 33,800 ABM INDS INC COM 000957100 695 30,200 X 30,200 AFLAC INC COM 001055102 1,098 23,900 X 23,900 AES CORP COM 00130H105 1,624 35,600 X 35,600 AMR CORP COM 001765106 349 13,200 X 13,200 AT&T CORP COM 001957109 8,991 284,300 X 284,300 ATMI INC COM 00207R101 279 6,000 X 6,000 AVT CORP COM 002420107 333 45,200 X 45,200 AXA FINL INC COM 002451102 469 13,800 X 13,800 AARON RENTS INC COM 002535201 436 34,700 X 34,700 ABBOTT LABS COM 002824100 7,357 165,100 X 165,100 ACTION PERFORMANCE COS INC COM 004933107 166 22,900 X 22,900 ACTEL CORP COM 004934105 1,674 36,700 X 36,700 ACXIOM CORP COM 005125109 436 16,000 X 16,000 ADAC LABS COM NEW 005313200 677 28,200 X 28,200 ADAPTIVE BROADBAND CORP COM 00650M104 1,841 50,100 X 50,100 ADAPTEC INC COM 00651F108 601 26,400 X 26,400 ADMINISTAFF INC COM 007094105 1,359 21,400 X 21,400 ADOBE SYS INC COM 00724F101 1,092 8,400 X 8,400 ADTRAN INC COM 00738A106 479 8,000 X 8,000 ADVANCE PARADIGM INC COM 007491103 896 43,700 X 43,700 ADVANCED DIGITAL INFORMATION COM 007525108 295 18,500 X 18,500 ADVANCED TISSUE SCIENCES INC COM 00755F103 699 87,000 X 87,000 ADVANTAGE LEARNING SYSTEMS COM 00757K100 224 14,600 X 14,600 ADVO INC COM 007585102 1,184 28,200 X 28,200 AEROFLEX INC COM 007768104 358 7,200 X 7,200 ADVANCED MICRO DEVICES INC COM 007903107 1,020 13,200 X 13,200 AETNA INC COM 008117103 860 13,400 X 13,400 AFFILIATED COMPUTER SERVICES CL A 008190100 793 24,000 X 24,000 AFFILIATED MANAGERS GROUP COM 008252108 273 6,000 X 6,000 AGILENT TECHNOLOGIES INC COM 00846U101 4,081 55,331 X 55,331 AGRIBRANDS INTL INC COM 00849R105 587 14,000 X 14,000 AIR PRODS & CHEMS INC COM 009158106 986 32,000 X 32,000 ALBERTSONS INC COM 013104104 1,590 47,824 X 47,824 ALCAN ALUMINIUM LTD NEW COM 013716105 601 19,400 X 19,400 ALCOA INC COM 013817101 2,241 77,272 X 77,272 ALCATEL SPONSORED ADR 013904305 532 8,000 X 8,000 ALLEN TELECOM INC COM 018091108 775 43,800 X 43,800 ALLERGAN INC COM 018490102 1,140 15,300 X 15,300 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 474 10,000 X 10,000 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1,488 60,600 X 60,600 ALLIANCE PHARMACEUTICAL CORP COM 018773101 663 58,900 X 58,900 ALLIANT TECHSYSTEMS INC COM 018804104 1,335 19,800 X 19,800 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 170 17,000 X 17,000 ALLSTATE CORP COM 020002101 1,531 68,800 X 68,800 ALLTEL CORP COM 020039103 1,734 28,000 X 28,000 ALPHA INDS INC COM 020753109 2,626 59,600 X 59,600 ALPHARMA INC CL A 020813101 3,106 49,900 X 49,900 ALTERA CORP COM 021441100 1,784 17,500 X 17,500 ALZA CORP DEL COM 022615108 538 9,100 X 9,100 AMCAST INDL CORP COM 023395106 218 24,900 X 24,900 AMCOL INTL CORP COM 02341W103 599 36,300 X 36,300 AMERADA HESS CORP COM 023551104 506 8,200 X 8,200 AMEREN CORP COM 023608102 419 12,400 X 12,400 AMERICA ONLINE INC DEL COM 02364J104 10,501 199,300 X 199,300 AMERICAN ELEC PWR INC COM 025537101 854 28,820 X 28,820 AMERICAN EXPRESS CO COM 025816109 6,239 119,700 X 119,700 AMERICAN FREIGHTWAYS CORP COM 02629V108 631 43,500 X 43,500 AMERICAN GENERAL CORP COM 026351106 1,861 30,500 X 30,500 AMERICAN HOME PRODS CORP COM 026609107 6,844 116,500 X 116,500 AMERICAN INTL GROUP INC COM 026874107 16,239 138,200 X 138,200 AMERICAN ITALIAN PASTA CO CL A 027070101 507 24,500 X 24,500 AMERICAN MGMT SYS INC COM 027352103 2,390 72,800 X 72,800 AMERICAN PWR CONVERSION CORP COM 029066107 816 20,000 X 20,000 AMERICAN STS WTR CO COM 029899101 360 12,100 X 12,100 AMERICAN XTAL TECHNOLOGY INC COM 030514103 1,103 25,500 X 25,500 AMERICREDIT CORP COM 03060R101 2,538 149,300 X 149,300 AMERISOURCE HEALTH CORP CL A 03071P102 372 12,000 X 12,000 AMES DEPT STORES INC COM NEW 030789507 306 39,500 X 39,500 AMGEN INC COM 031162100 7,081 100,800 X 100,800 AMPHENOL CORP NEW CL A 032095101 768 11,600 X 11,600 AMSOUTH BANCORPORATION COM 032165102 518 32,900 X 32,900 ANADARKO PETE CORP COM 032511107 547 11,100 X 11,100 ANALOG DEVICES INC COM 032654105 2,386 31,400 X 31,400 ANALOGIC CORP COM PAR $0.05 032657207 692 17,300 X 17,300 ANALYSTS INTL CORP COM 032681108 674 72,400 X 72,400 ANCHOR BANCORP WIS INC COM 032839102 525 34,300 X 34,300 ANCHOR GAMING COM 033037102 1,141 23,800 X 23,800 ANDREW CORP COM 034425108 258 7,700 X 7,700 ANGELICA CORP COM 034663104 95 11,900 X 11,900 ANHEUSER BUSCH COS INC COM 035229103 3,204 42,900 X 42,900 ANIXTER INTL INC COM 035290105 1,439 54,300 X 54,300 ANNTAYLOR STORES CORP COM 036115103 1,616 48,800 X 48,800 AON CORP COM 037389103 1,028 33,100 X 33,100 APACHE CORP COM 037411105 976 16,600 X 16,600 APEX INC COM 037548104 1,820 41,600 X 41,600 APOGEE ENTERPRISES INC COM 037598109 133 37,600 X 37,600 APPLE COMPUTER INC COM 037833100 1,508 28,800 X 28,800 APPLEBEES INTL INC COM 037899101 1,119 36,900 X 36,900 APPLICA INC COM 03815A106 350 30,900 X 30,900 APPLIED INDL TECHNOLOGIES INC COM 03820C105 586 35,800 X 35,800 APPLIED MATLS INC COM 038222105 6,126 67,600 X 67,600 APPLIED PWR INC CL A 038225108 2,281 68,100 X 68,100 APPLIED SCIENCE & TECHNOLOGY COM 038236105 311 12,000 X 12,000 APTARGROUP INC COM 038336103 1,693 62,700 X 62,700 ARCH CHEMICALS INC COM 03937R102 658 30,100 X 30,100 ARCHER DANIELS MIDLAND CO COM 039483102 533 54,300 X 54,300 ARCTIC CAT INC COM 039670104 726 61,100 X 61,100 ARKANSAS BEST CORP DEL COM 040790107 265 26,700 X 26,700 ARROW ELECTRS INC COM 042735100 862 27,800 X 27,800 ARTESYN TECHNOLOGIES INC COM 043127109 1,766 63,500 X 63,500 ASHLAND INC COM 044204105 224 6,400 X 6,400 ASHWORTH INC COM 04516H101 197 44,000 X 44,000 ASPECT COMMUNICATIONS CORP COM 04523Q102 3,794 96,500 X 96,500 ASPEN TECHNOLOGY INC COM 045327103 1,544 40,100 X 40,100 ASSOCIATES FIRST CAP CORP CL A 046008108 1,450 65,000 X 65,000 ASTEC INDS INC COM 046224101 812 32,000 X 32,000 ASTORIA FINL CORP COM 046265104 814 31,600 X 31,600 ASYST TECHNOLOGY CORP COM 04648X107 291 8,500 X 8,500 ATLANTIC COAST AIRLINES HLDGS COM 048396105 1,114 35,100 X 35,100 ATMOS ENERGY CORP COM 049560105 740 42,300 X 42,300 ATWOOD OCEANICS INC COM 050095108 821 18,500 X 18,500 AUDIOVOX CORP CL A 050757103 574 26,000 X 26,000 AUSPEX SYS INC COM 052116100 184 37,200 X 37,200 AUTODESK INC COM 052769106 635 18,300 X 18,300 AUTOMATIC DATA PROCESSING INC COM 053015103 2,989 55,800 X 55,800 AUTOZONE INC COM 053332102 271 12,300 X 12,300 AVANT CORP COM 053487104 390 20,800 X 20,800 AVERY DENNISON CORP COM 053611109 846 12,600 X 12,600 AVID TECHNOLOGY INC COM 05367P100 388 32,300 X 32,300 AVIS GROUP HLDGS INC COM 053790101 313 16,700 X 16,700 AVNET INC COM 053807103 646 10,900 X 10,900 AVON PRODS INC COM 054303102 961 21,600 X 21,600 AXENT TECHNOLOGIES INC COM 05459C108 516 20,800 X 20,800 AZTAR CORP COM 054802103 922 59,500 X 59,500 BB&T CORP COM 054937107 678 28,400 X 28,400 BISYS GROUP INC COM 055472104 2,503 40,700 X 40,700 BJ SVCS CO COM 055482103 375 6,000 X 6,000 BMC INDS INC MINN COM 055607105 242 59,500 X 59,500 BP AMOCO P L C SPONSORED ADR 055622104 831 14,698 X 14,698 BMC SOFTWARE INC COM 055921100 1,164 31,900 X 31,900 BAKER HUGHES INC COM 057224107 944 29,500 X 29,500 BAKER J INC COM 057232100 112 19,300 X 19,300 BALDOR ELEC CO COM 057741100 905 48,600 X 48,600 BANGOR HYDRO ELEC CO COM 060077104 237 10,100 X 10,100 BANK OF AMERICA CORPORATION COM 060505104 7,366 171,300 X 171,300 BANK NEW YORK INC COM 064057102 3,060 65,800 X 65,800 BANK ONE CORP COM 06423A103 2,983 112,300 X 112,300 BANKNORTH GROUP INC NEW COM 06646R107 214 14,000 X 14,000 BARD C R INC COM 067383109 221 4,600 X 4,600 BARNES & NOBLE INC COM 067774109 645 29,000 X 29,000 BARNES GROUP INC COM 067806109 426 26,100 X 26,100 BARRICK GOLD CORP COM 067901108 642 35,300 X 35,300 BARR LABS INC COM 068306109 2,480 55,350 X 55,350 BARRA INC COM 068313105 932 18,800 X 18,800 BARRETT RES CORP COM PAR $0.01 068480201 1,765 58,000 X 58,000 BASSETT FURNITURE INDS INC COM 070203104 212 16,800 X 16,800 BAUSCH & LOMB INC COM 071707103 395 5,100 X 5,100 BAXTER INTL INC COM 071813109 2,148 30,543 X 30,543 BE AEROSPACE INC COM 073302101 336 48,900 X 48,900 BEAR STEARNS COS INC COM 073902108 960 23,075 X 23,075 BECKMAN COULTER INC COM 075811109 525 9,000 X 9,000 BECTON DICKINSON & CO COM 075887109 643 22,400 X 22,400 BED BATH & BEYOND INC COM 075896100 566 15,600 X 15,600 BELDEN INC COM 077459105 1,066 41,600 X 41,600 BELL ATLANTIC CORP COM 077853109 7,693 151,400 X 151,400 BELL MICROPRODUCTS INC COM 078137106 368 20,000 X 20,000 BELLSOUTH CORP COM 079860102 8,231 193,100 X 193,100 BEMIS INC COM 081437105 609 18,100 X 18,100 BENCHMARK ELECTRS INC COM 08160H101 1,060 29,000 X 29,000 BERINGER WINE ESTATES HOLDINGS CL B 084102102 936 26,500 X 26,500 BEST BUY INC COM 086516101 1,164 18,400 X 18,400 BESTFOODS COM 08658U101 1,891 27,300 X 27,300 BETHLEHEM STL CORP COM 087509105 42 11,700 X 11,700 BILLING CONCEPTS CORP COM 090063108 225 50,600 X 50,600 BINDLEY WESTN INDS INC COM 090324104 1,384 52,366 X 52,366 BIO TECHNOLOGY GEN CORP COM 090578105 940 71,300 X 71,300 BIOGEN INC COM 090597105 1,632 25,300 X 25,300 BIOMATRIX INC COM 09060P102 898 39,700 X 39,700 BIOMET INC COM 090613100 392 10,200 X 10,200 BIRMINGHAM STL CORP COM 091250100 158 40,700 X 40,700 BLACK & DECKER CORP COM 091797100 315 8,000 X 8,000 BLACK BOX CORP DEL COM 091826107 2,114 26,700 X 26,700 BLANCH E W HLDGS INC COM 093210102 471 23,200 X 23,200 BLOCK H & R INC COM 093671105 285 8,800 X 8,800 BLYTH INC COM 09643P108 528 17,900 X 17,900 BOEING CO COM 097023105 3,939 94,200 X 94,200 BOMBAY CO INC COM 097924104 145 49,200 X 49,200 BOOKS-A-MILLION INC COM 098570104 114 24,700 X 24,700 BOSTON SCIENTIFIC CORP COM 101137107 812 37,000 X 37,000 BOWNE & CO INC COM 103043105 503 50,000 X 50,000 BRADY CORP CL A 104674106 1,320 40,600 X 40,600 BRIGHTPOINT INC COM 109473108 980 113,200 X 113,200 BRINKER INTL INC COM 109641100 790 27,000 X 27,000 BRISTOL MYERS SQUIBB CO COM 110122108 10,508 180,400 X 180,400 BROWN FORMAN CORP CL B 115637209 333 6,200 X 6,200 BROWN SHOE INC NEW COM 115736100 436 33,500 X 33,500 BRUSH ENGINEERED MATLS INC COM 117421107 345 22,100 X 22,100 BUCKEYE TECHNOLOGIES INC COM 118255108 1,044 47,600 X 47,600 BUILDING MATLS HLDG CORP COM 120113105 252 28,600 X 28,600 BURLINGTON NORTHN SANTA FE CP COM 12189T104 952 41,500 X 41,500 BURLINGTON RES INC COM 122014103 612 16,000 X 16,000 BURR BROWN CORP COM 122574106 433 5,000 X 5,000 C&D TECHNOLOGIES INC COM 124661109 1,978 35,000 X 35,000 C-CUBE MICROSYSTEMS INC NEW COM 12501N108 1,126 57,400 X 57,400 C COR NET CORP COM 125010108 1,177 43,600 X 43,600 C D I CORP COM 125071100 638 31,300 X 31,300 CEC ENTMT INC COM 125137109 1,361 53,100 X 53,100 CH ENERGY GROUP INC COM 12541M102 808 23,800 X 23,800 CIGNA CORP COM 125509109 1,552 16,600 X 16,600 CKE RESTAURANTS INC COM 12561E105 210 70,000 X 70,000 CMS ENERGY CORP COM 125896100 235 10,600 X 10,600 CPI CORP COM 125902106 266 12,600 X 12,600 CNF TRANSN INC COM 12612W104 364 16,000 X 16,000 CSX CORP COM 126408103 417 19,700 X 19,700 CTS CORP COM 126501105 1,832 40,700 X 40,700 CUNO INC COM 126583103 513 22,200 X 22,200 CVS CORP COM 126650100 1,408 35,200 X 35,200 CABLETRON SYS INC COM 126920107 394 15,600 X 15,600 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,757 52,450 X 52,450 CABOT CORP COM 127055101 561 20,600 X 20,600 CABOT OIL & GAS CORP CL A 127097103 710 33,500 X 33,500 CAL DIVE INTL INC COM 127914109 1,138 21,000 X 21,000 CALLAWAY GOLF CO COM 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TELECOM INC COM 868365107 220 22,100 X 22,100 SUPERVALU INC COM 868536103 803 42,100 X 42,100 SUSQUEHANNA BANCSHARES INC PA COM 869099101 980 68,800 X 68,800 SWISS ARMY BRANDS INC COM 870827102 55 10,800 X 10,800 SYBASE INC COM 871130100 483 21,000 X 21,000 SYMANTEC CORP COM 871503108 216 4,000 X 4,000 SYMMETRICOM INC COM 871543104 525 20,800 X 20,800 SYNCOR INTL CORP DEL COM 87157J106 1,152 16,000 X 16,000 SYNOPSYS INC COM 871607107 380 11,000 X 11,000 SYNOVUS FINL CORP COM 87161C105 441 25,000 X 25,000 SYSCO CORP COM 871829107 1,238 29,400 X 29,400 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1,008 50,400 X 50,400 TBC CORP COM 872180104 134 29,000 X 29,000 THQ INC COM NEW 872443403 297 24,400 X 24,400 TJX COS INC NEW COM 872540109 718 38,300 X 38,300 TRW INC COM 872649108 468 10,800 X 10,800 TXU CORP COM 873168108 729 24,700 X 24,700 TACO CABANA INC COM 873425102 119 17,900 X 17,900 TALK COM INC COM 874264104 637 109,600 X 109,600 TARGET CORP COM 87612E106 3,602 62,100 X 62,100 TECH DATA CORP COM 878237106 1,011 23,200 X 23,200 TECHNE CORP COM 878377100 3,900 30,000 X 30,000 TECHNITROL INC COM 878555101 2,393 24,700 X 24,700 TEKTRONIX INC COM 879131100 910 12,300 X 12,300 TELEDYNE TECHNOLOGIES INC COM 879360105 626 37,400 X 37,400 TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 381 12,000 X 12,000 TELLABS INC COM 879664100 4,168 60,900 X 60,900 TELXON CORP COM 879700102 393 22,000 X 22,000 TEMPLE INLAND INC COM 879868107 214 5,100 X 5,100 TENET HEALTHCARE CORP COM 88033G100 753 27,900 X 27,900 TENNECO AUTOMOTIVE INC COM 880349105 312 59,400 X 59,400 TERADYNE INC COM 880770102 1,485 20,200 X 20,200 TERAYON COMMUNICATION SYS COM 880775101 257 4,000 X 4,000 TETRA TECHNOLOGIES INC DEL COM 88162F105 261 18,400 X 18,400 TETRA TECH INC NEW COM 88162G103 1,415 61,865 X 61,865 TEXACO INC COM 881694103 2,631 49,400 X 49,400 TEXAS INDS INC COM 882491103 823 28,500 X 28,500 TEXAS INSTRS INC COM 882508104 9,712 141,400 X 141,400 TEXTRON INC COM 883203101 1,157 21,300 X 21,300 THERAGENICS CORP COM 883375107 718 83,800 X 83,800 THERMO ELECTRON CORP COM 883556102 303 14,400 X 14,400 THOMAS INDS INC COM 884425109 379 21,400 X 21,400 THOR INDS INC COM 885160101 344 16,400 X 16,400 3COM CORP COM 885535104 1,775 30,800 X 30,800 THREE FIVE SYS INC COM 88554L108 1,443 24,450 X 24,450 TIDEWATER INC COM 886423102 360 10,000 X 10,000 TIFFANY & CO NEW COM 886547108 236 3,500 X 3,500 TIMBERLAND CO CL A 887100105 3,066 43,300 X 43,300 TIME WARNER INC COM 887315109 8,725 114,800 X 114,800 TITAN INTL INC ILL COM 88830M102 150 28,300 X 28,300 TOLL BROTHERS INC COM 889478103 1,617 78,900 X 78,900 TORCHMARK CORP COM 891027104 289 11,700 X 11,700 TORO CO COM 891092108 560 17,000 X 17,000 TOSCO CORP COM NEW 891490302 362 12,800 X 12,800 TOWER AUTOMOTIVE INC COM 891707101 1,260 100,800 X 100,800 TOYS R US INC COM 892335100 312 21,400 X 21,400 TREDEGAR CORP COM 894650100 960 50,500 X 50,500 TRENWICK GROUP INC COM 895290104 437 30,000 X 30,000 TRIARC COS INC CL A 895927101 656 32,000 X 32,000 TRICON GLOBAL RESTAURANTS COM 895953107 390 13,800 X 13,800 TRIBUNE CO NEW COM 896047107 1,442 41,200 X 41,200 TRIMBLE NAVIGATION LTD COM 896239100 1,503 30,800 X 30,800 TRIQUINT SEMICONDUCTOR INC COM 89674K103 354 3,700 X 3,700 TRIUMPH GROUP INC NEW COM 896818101 309 11,100 X 11,100 TRUE NORTH COMMUNICATIONS INC COM 897844106 3,186 72,400 X 72,400 TRUSTCO BK CORP N Y COM 898349105 904 72,300 X 72,300 TYCO INTL LTD NEW COM 902124106 7,902 166,800 X 166,800 UGI CORP NEW COM 902681105 1,193 58,200 X 58,200 USX MARATHON GROUP COM NEW 902905827 1,456 58,100 X 58,100 UST INC COM 902911106 225 15,300 X 15,300 US BANCORP DEL COM 902973106 1,255 65,200 X 65,200 URS CORP NEW COM 903236107 458 30,000 X 30,000 U S G CORP COM NEW 903293405 516 17,000 X 17,000 USX-U S STL COM 90337T101 436 23,500 X 23,500 US ONCOLOGY INC COM 90338W103 638 127,600 X 127,600 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 471 19,000 X 19,000 ULTRATECH STEPPER INC COM 904034105 885 59,500 X 59,500 UNILEVER N V N Y SHS NEW 904784709 2,455 57,100 X 57,100 UNICOM CORP COM 904911104 758 19,600 X 19,600 UNION CARBIDE CORP COM 905581104 594 12,000 X 12,000 UNION PAC CORP COM 907818108 829 22,300 X 22,300 UNION PAC RES GROUP INC COM 907834105 497 22,600 X 22,600 UNION PLANTERS CORP COM 908068109 485 17,375 X 17,375 UNIONBANCAL CORP COM 908906100 271 14,600 X 14,600 UNISOURCE ENERGY CORP COM 909205106 786 52,400 X 52,400 UNISYS CORP COM 909214108 403 27,700 X 27,700 UNITED BANKSHARES INC WEST VA COM 909907107 1,044 57,400 X 57,400 UNITED ILLUM CO COM 910637107 849 19,400 X 19,400 UNITED NAT FOODS INC COM 911163103 340 24,700 X 24,700 US AIRWAYS GROUP INC COM 911905107 250 6,400 X 6,400 U S WEST INC NEW COM 91273H101 4,468 52,100 X 52,100 UNITED STATIONERS INC COM 913004107 1,489 46,000 X 46,000 UNITED TECHNOLOGIES CORP COM 913017109 3,839 65,200 X 65,200 UNITED WTR RES INC COM 913190104 2,012 57,700 X 57,700 UNITEDHEALTH GROUP INC COM 91324P102 1,312 15,300 X 15,300 UNIVERSAL FST PRODS INC COM 913543104 389 28,300 X 28,300 UNIVERSAL HLTH SVCS INC CL B 913903100 2,980 45,500 X 45,500 UNOCAL CORP COM 915289102 722 21,800 X 21,800 UNUMPROVIDENT CORP COM 91529Y106 429 21,406 X 21,406 USFREIGHTWAYS CORP COM 916906100 1,213 49,400 X 49,400 UTILICORP UTD INC COM 918005109 203 10,200 X 10,200 V F CORP COM 918204108 250 10,500 X 10,500 VALASSIS COMMUNICATIONS INC COM 918866104 400 10,500 X 10,500 VALENCE TECHNOLOGY INC COM 918914102 940 51,000 X 51,000 VALMONT INDS INC COM 920253101 632 31,800 X 31,800 VARCO INTL INC DEL COM 922122106 488 21,000 X 21,000 VARIAN MED SYS INC COM 92220P105 1,780 45,500 X 45,500 VERITY INC COM 92343C106 1,790 47,100 X 47,100 VERITAS DGC INC COM 92343P107 845 32,500 X 32,500 VERITAS SOFTWARE CO COM 923436109 3,865 34,200 X 34,200 VERTEX PHARMACEUTICALS INC COM 92532F100 4,057 38,500 X 38,500 VIACOM INC CL B 925524308 9,243 135,546 X 135,546 VICOR CORP COM 925815102 2,089 60,000 X 60,000 VINTAGE PETE INC COM 927460105 2,229 98,800 X 98,800 VISHAY INTERTECHNOLOGY INC COM 928298108 558 14,700 X 14,700 VISTEON CORP COM 92839U107 189 15,594 X 15,594 VITAL SIGNS INC COM 928469105 303 16,700 X 16,700 VITESSE SEMICONDUCTOR CORP COM 928497106 1,214 16,500 X 16,500 VOLT INFORMATION SCIENCES INC COM 928703107 679 20,600 X 20,600 VULCAN MATLS CO COM 929160109 384 9,000 X 9,000 WD-40 CO COM 929236107 438 21,100 X 21,100 WHX CORP COM 929248102 109 19,800 X 19,800 WABASH NATL CORP COM 929566107 717 60,100 X 60,100 WACHOVIA CORP COM 929771103 982 18,100 X 18,100 WAL MART STORES INC COM 931142103 24,243 420,700 X 420,700 WALGREEN CO COM 931422109 2,884 89,600 X 89,600 WARNACO GROUP INC CL A 934390105 344 44,400 X 44,400 WASHINGTON FED INC COM 938824109 1,476 80,900 X 80,900 WASHINGTON MUT INC COM 939322103 1,481 51,300 X 51,300 WASTE CONNECTIONS INC COM 941053100 375 19,000 X 19,000 WASTE MGMT INC DEL COM 94106L109 1,064 56,000 X 56,000 WATSCO INC COM 942622200 486 38,900 X 38,900 WATSON PHARMACEUTICALS INC COM 942683103 1,054 19,600 X 19,600 WATTS INDS INC CL A 942749102 452 35,800 X 35,800 WELLPOINT HEALTH NETWORK NEW COM 94973H108 420 5,800 X 5,800 WELLS FARGO & CO NEW COM 949746101 5,704 147,200 X 147,200 WENDYS INTL INC COM 950590109 620 34,800 X 34,800 WERNER ENTERPRISES INC COM 950755108 1,149 99,400 X 99,400 WESLEY JESSEN VISIONCARE INC COM 951018100 1,228 32,700 X 32,700 WESTVACO CORP COM 961548104 226 9,100 X 9,100 WET SEAL INC CL A 961840105 348 26,500 X 26,500 WEYERHAEUSER CO COM 962166104 774 18,000 X 18,000 WHIRLPOOL CORP COM 963320106 597 12,800 X 12,800 WHITNEY HLDG CORP COM 966612103 1,046 30,600 X 30,600 WHOLE FOODS MKT INC COM 966837106 1,475 35,700 X 35,700 WILLAMETTE INDS INC COM 969133107 341 12,500 X 12,500 WILLIAMS COS INC DEL COM 969457100 1,609 38,600 X 38,600 WINN DIXIE STORES INC COM 974280109 193 13,500 X 13,500 WINNEBAGO INDS INC COM 974637100 385 29,500 X 29,500 WOLVERINE TUBE INC COM 978093102 401 23,600 X 23,600 WOLVERINE WORLD WIDE INC COM 978097103 552 55,900 X 55,900 WORLDCOM INC GA NEW COM 98157D106 12,074 263,200 X 263,200 WORTHINGTON INDS INC COM 981811102 524 49,900 X 49,900 WRIGLEY WM JR CO COM 982526105 842 10,500 X 10,500 WYNNS INTL INC COM 983195108 581 25,600 X 25,600 X-RITE INC COM 983857103 205 22,500 X 22,500 XILINX INC COM 983919101 2,353 28,500 X 28,500 XIRCOM INC COM 983922105 2,926 61,600 X 61,600 XEROX CORP COM 984121103 1,228 59,200 X 59,200 YAHOO INC COM 984332106 5,822 47,000 X 47,000 YELLOW CORP COM 985509108 497 33,700 X 33,700 YOUNG & RUBICAM INC COM 987425105 355 6,200 X 6,200 ZALE CORP NEW COM 988858106 2,613 71,600 X 71,600 ZEBRA TECHNOLOGIES CORP CL A 989207105 2,641 59,600 X 59,600 ZENITH NATL INS CORP COM 989390109 499 23,500 X 23,500 ZIXIT CORP COM 98974P100 953 20,700 X 20,700 ZOMAX INC MINN COM 989929104 231 17,600 X 17,600 GRAND TOTAL 1,845,795