-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VOZNvVs1zTCKsRIKtzM4LDG9ZO67DWTxBaNxtTUd3lAuImk6N5bmHXM9guO2lxsY ad++b01zhLOSlri7Ts61uQ== 0000315189-01-500021.txt : 20010424 0000315189-01-500021.hdr.sgml : 20010424 ACCESSION NUMBER: 0000315189-01-500021 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010423 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00850 FILM NUMBER: 1608383 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 BUSINESS PHONE: (309) 765-5688 MAIL ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 13F-HR 1 mar0113f.txt DEERE & COMPANY 13F-HR FORM 13-F Report for the Calendar Quarter Ended 31 March 2001. --------- Name of Institutional Investment Manager: Deere & Company Business Address: One John Deere Place Moline, IL 61265 13F File Number: 028-00850 Name, Phone No., and Title of Person Duly Authorized to submit this report: Michael A. Harring (309) 765-5799 Secretary _____________________________________________________________ ATTENTION - Intentional misstatements or omissions of fact constitute Federal Criminal Violations. See 18 U.S.C. 10001 and 15 U.S.C. 78ff(a). _____________________________________________________________ The institutional investment manager submitting this Form and its attachments and the person by whom it is signed represent hereby that all information contained therein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of this Form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of this Securities Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on its behalf in the City of Moline and State of Illinois on the 23rd day of April 2001. DEERE & COMPANY (Name of Institutional Investment Manager) /s/ Michael A. Harring -------------------------- (Manual Signature of Person Duly Authorized to Submit This Report)
DEERE & COMPANY 31-MAR-2001 INVESTMENT DISCRETION VOTING SHRS OR --------------------- AUTHORITY CUSIP FAIR MKT PRINCIPAL SHARED OTHER --------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE GLOBAL CROSSING LTD COM G3921A100 1,442 106,900 X 106,900 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,088 25,100 X 25,100 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 586 27,000 X 27,000 A D C TELECOMMUNICATIONS COM 000886101 897 105,500 X 105,500 AFLAC INC COM 001055102 1,796 65,200 X 65,200 AES CORP COM 00130H105 2,768 55,400 X 55,400 AMR CORP COM 001765106 653 18,600 X 18,600 AOL TIME WARNER INC COM 00184A105 21,123 526,100 X 526,100 AT&T CORP COM 001957109 9,827 461,382 X 461,382 AVX CORP NEW COM 002444107 352 20,400 X 20,400 ABBOTT LABS COM 002824100 10,240 217,000 X 217,000 ADAPTEC INC COM 00651F108 104 12,000 X 12,000 ADOBE SYS INC COM 00724F101 1,025 29,300 X 29,300 ADTRAN INC COM 00738A106 491 20,000 X 20,000 ADVANCED DIGITAL INFORMATION COM 007525108 414 23,900 X 23,900 ADVANTAGE LEARNING SYSTEMS COM 00757K100 422 14,600 X 14,600 ADVANCED MICRO DEVICES INC COM 007903107 1,016 38,300 X 38,300 AETNA INC NEW COM 00817Y108 611 17,000 X 17,000 AFFILIATED COMPUTER SERVICES CL A 008190100 928 14,300 X 14,300 AFFILIATED MANAGERS GROUP COM 008252108 381 8,100 X 8,100 AGILENT TECHNOLOGIES INC COM 00846U101 2,244 73,031 X 73,031 AGRIUM INC COM 008916108 186 14,800 X 14,800 AIR PRODS & CHEMS INC COM 009158106 1,313 34,200 X 34,200 ALABAMA NATL BANCORP DELA COM 010317105 417 13,900 X 13,900 ALBERTO CULVER CO CL B CONV 013068101 266 6,700 X 6,700 ALBERTSONS INC COM 013104104 1,961 61,624 X 61,624 ALCAN INC COM 013716105 1,012 28,100 X 28,100 ALCOA INC COM 013817101 3,806 105,872 X 105,872 ALLEGHENY ENERGY INC COM 017361106 611 13,200 X 13,200 ALLERGAN INC COM 018490102 1,646 22,200 X 22,200 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 412 10,000 X 10,000 ALLIANT TECHSYSTEMS INC COM 018804104 266 3,000 X 3,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 375 23,900 X 23,900 ALLSTATE CORP COM 020002101 3,997 95,300 X 95,300 ALLTEL CORP COM 020039103 2,035 38,800 X 38,800 ALTERA CORP COM 021441100 1,050 49,000 X 49,000 ALZA CORP DEL COM 022615108 1,045 25,800 X 25,800 AMBAC FINL GROUP INC COM 023139108 799 12,600 X 12,600 AMERADA HESS CORP COM 023551104 852 10,900 X 10,900 AMEREN CORP COM 023608102 1,192 29,100 X 29,100 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 216 7,500 X 7,500 AMERICAN ELEC PWR INC COM 025537101 1,867 39,720 X 39,720 AMERICAN EXPRESS CO COM 025816109 6,748 163,400 X 163,400 AMERICAN GENERAL CORP COM 026351106 3,029 79,200 X 79,200 AMERICAN HOME PRODS CORP COM 026609107 9,976 169,800 X 169,800 AMERICAN INTL GROUP INC COM 026874107 23,216 288,400 X 288,400 AMERICAN MGMT SYS INC COM 027352103 758 41,400 X 41,400 AMERICAN PWR CONVERSION CORP COM 029066107 438 34,000 X 34,000 AMERICREDIT CORP COM 03060R101 1,132 34,900 X 34,900 AMGEN INC COM 031162100 8,167 135,700 X 135,700 AMPHENOL CORP NEW CL A 032095101 277 8,800 X 8,800 AMSOUTH BANCORPORATION COM 032165102 772 45,900 X 45,900 ANADARKO PETE CORP COM 032511107 1,600 25,483 X 25,483 ANALOG DEVICES INC COM 032654105 1,576 43,500 X 43,500 ANDREW CORP COM 034425108 145 10,100 X 10,100 ANHEUSER BUSCH COS INC COM 035229103 5,231 113,900 X 113,900 ANIXTER INTL INC COM 035290105 280 11,600 X 11,600 AON CORP COM 037389103 1,104 31,100 X 31,100 APACHE CORP COM 037411105 1,239 21,500 X 21,500 APOLLO GROUP INC CL A 037604105 492 15,000 X 15,000 APPLE COMPUTER INC COM 037833100 903 40,900 X 40,900 APPLEBEES INTL INC COM 037899101 418 11,700 X 11,700 APPLERA CORP COM AP BIO GRP 038020103 694 25,000 X 25,000 APPLICA INC COM 03815A106 161 26,000 X 26,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 513 31,100 X 31,100 APPLIED MATLS INC COM 038222105 4,711 108,300 X 108,300 APTARGROUP INC COM 038336103 408 13,400 X 13,400 ARCHER DANIELS MIDLAND CO COM 039483102 979 74,415 X 74,415 ARCTIC CAT INC COM 039670104 393 28,700 X 28,700 ARGUSS COMMUNICATIONS INC COM 040282105 290 49,100 X 49,100 ARKANSAS BEST CORP DEL COM 040790107 392 24,900 X 24,900 ARROW ELECTRS INC COM 042735100 579 25,600 X 25,600 ASHLAND INC COM 044204105 837 21,800 X 21,800 ASTORIA FINL CORP COM 046265104 1,208 22,600 X 22,600 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 490 17,400 X 17,400 AUTODESK INC COM 052769106 614 20,100 X 20,100 AUTOMATIC DATA PROCESSING INC COM 053015103 4,171 76,700 X 76,700 AUTOZONE INC COM 053332102 423 15,100 X 15,100 AVAYA INC COM 053499109 472 36,282 X 36,282 AVERY DENNISON CORP COM 053611109 754 14,500 X 14,500 AVON PRODS INC COM 054303102 1,168 29,200 X 29,200 AWARE INC MASS COM 05453N100 347 36,000 X 36,000 BB&T CORP COM 054937107 1,555 44,200 X 44,200 BJ SVCS CO COM 055482103 648 9,100 X 9,100 BMC INDS INC MINN COM 055607105 125 22,400 X 22,400 BP AMOCO P L C SPONSORED ADR 055622104 729 14,698 X 14,698 BMC SOFTWARE INC COM 055921100 854 39,700 X 39,700 BAKER HUGHES INC COM 057224107 1,471 40,500 X 40,500 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 430 14,600 X 14,600 BANK OF AMERICA CORPORATION COM 060505104 12,094 220,900 X 220,900 BANK NEW YORK INC COM 064057102 4,481 91,000 X 91,000 BANK ONE CORP COM 06423A103 5,492 151,800 X 151,800 BANKNORTH GROUP INC NEW COM 06646R107 278 14,000 X 14,000 BARD C R INC COM 067383109 277 6,100 X 6,100 BARNES & NOBLE INC COM 067774109 574 24,000 X 24,000 BARRICK GOLD CORP COM 067901108 694 48,600 X 48,600 BARRETT RES CORP COM PAR $0.01 068480201 300 5,000 X 5,000 BAUSCH & LOMB INC COM 071707103 301 6,600 X 6,600 BAXTER INTL INC COM 071813109 3,427 36,400 X 36,400 BE AEROSPACE INC COM 073302101 390 21,200 X 21,200 BEAR STEARNS COS INC COM 073902108 1,075 23,500 X 23,500 BECKMAN COULTER INC COM 075811109 547 14,000 X 14,000 BECTON DICKINSON & CO COM 075887109 1,091 30,900 X 30,900 BED BATH & BEYOND INC COM 075896100 1,002 40,800 X 40,800 BELDEN INC COM 077459105 575 28,700 X 28,700 BELLSOUTH CORP COM 079860102 10,390 253,900 X 253,900 BEMIS INC COM 081437105 208 6,300 X 6,300 BEST BUY INC COM 086516101 917 25,500 X 25,500 BIOGEN INC COM 090597105 1,912 30,200 X 30,200 BIOMET INC COM 090613100 863 21,900 X 21,900 BLACK & DECKER CORP COM 091797100 368 10,000 X 10,000 BLACK BOX CORP DEL COM 091826107 668 15,000 X 15,000 BLANCH E W HLDGS INC COM 093210102 116 14,600 X 14,600 BLOCK H & R INC COM 093671105 571 11,400 X 11,400 BLYTH INC COM 09643P108 413 17,900 X 17,900 BOEING CO COM 097023105 6,668 119,700 X 119,700 BOISE CASCADE CORP COM 097383103 223 7,100 X 7,100 BOSTON SCIENTIFIC CORP COM 101137107 1,007 49,900 X 49,900 BRIGHTPOINT INC COM 109473108 71 29,400 X 29,400 BRINKER INTL INC COM 109641100 816 29,250 X 29,250 BRISTOL MYERS SQUIBB CO COM 110122108 14,523 244,500 X 244,500 BROADCOM CORP CL A 111320107 780 27,000 X 27,000 BROADVISION INC COM 111412102 174 32,500 X 32,500 BROWN FORMAN CORP CL B 115637209 527 8,500 X 8,500 BROWN SHOE INC NEW COM 115736100 533 28,300 X 28,300 BRUNSWICK CORP COM 117043109 212 10,800 X 10,800 BUILDING MATLS HLDG CORP COM 120113105 158 16,200 X 16,200 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,762 58,000 X 58,000 BURLINGTON RES INC COM 122014103 1,177 26,300 X 26,300 CBRL GROUP INC COM 12489V106 387 21,300 X 21,300 CEC ENTMT INC COM 125137109 421 9,500 X 9,500 CIGNA CORP COM 125509109 2,609 24,300 X 24,300 CIT GROUP INC CL A 125577106 898 31,100 X 31,100 CMS ENERGY CORP COM 125896100 900 30,400 X 30,400 CNF INC COM 12612W104 462 16,000 X 16,000 CSX CORP COM 126408103 910 27,000 X 27,000 CVS CORP COM 126650100 2,802 47,900 X 47,900 CABLETRON SYS INC COM 126920107 288 22,300 X 22,300 CABOT INDUSTRIAL TRUST COM 127072106 396 20,400 X 20,400 CACI INTL INC CL A 127190304 397 14,700 X 14,700 CALPINE CORP COM 131347106 1,916 34,800 X 34,800 CAMPBELL SOUP CO COM 134429109 2,052 68,700 X 68,700 CANADIAN PAC LTD NEW COM 135923100 290 7,900 X 7,900 CAPITAL ONE FINL CORP COM 14040H105 1,326 23,900 X 23,900 CARDINAL HEALTH INC COM 14149Y108 3,860 39,899 X 39,899 CARNIVAL CORP COM 143658102 2,438 88,100 X 88,100 CASEYS GEN STORES INC COM 147528103 189 15,800 X 15,800 CATERPILLAR INC DEL COM 149123101 1,877 42,300 X 42,300 CATO CORP NEW CL A 149205106 345 22,900 X 22,900 CENDANT CORP COM 151313103 1,733 118,800 X 118,800 CENTEX CORP COM 152312104 292 7,000 X 7,000 CENTURA BKS INC COM 15640T100 435 8,800 X 8,800 CENTURYTEL INC COM 156700106 500 17,400 X 17,400 CERIDIAN CORP COM 15677T106 331 17,900 X 17,900 CHARTER ONE FINL INC COM 160903100 720 25,455 X 25,455 CHECKPOINT SYS INC COM 162825103 156 16,500 X 16,500 CHEVRON CORPORATION COM 166751107 7,015 79,900 X 79,900 CHIRON CORP COM 170040109 952 21,700 X 21,700 CHUBB CORP COM 171232101 1,833 25,305 X 25,305 CIBER INC COM 17163B102 105 21,600 X 21,600 CINCINNATI FINL CORP COM 172062101 747 19,700 X 19,700 CINERGY CORP COM 172474108 654 19,500 X 19,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 268 25,300 X 25,300 CISCO SYS INC COM 17275R102 14,878 940,900 X 940,900 CINTAS CORP COM 172908105 844 21,400 X 21,400 CITIGROUP INC COM 172967101 29,659 659,392 X 659,392 CITIZENS COMMUNICATIONS CO COM 17453B101 364 28,800 X 28,800 CITRIX SYS INC COM 177376100 482 22,800 X 22,800 CLAYTON HOMES INC COM 184190106 433 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,866 71,000 X 71,000 CLEVELAND CLIFFS INC COM 185896107 518 28,800 X 28,800 CLOROX CO DEL COM 189054109 903 28,700 X 28,700 COACHMEN INDS INC COM 189873102 104 11,600 X 11,600 COCA COLA CO COM 191216100 13,706 303,500 X 303,500 COCA COLA ENTERPRISES INC COM 191219104 907 51,000 X 51,000 COLGATE PALMOLIVE CO COM 194162103 3,879 70,200 X 70,200 COMCAST CORP CL A SPL 200300200 4,626 110,300 X 110,300 COMERICA INC COM 200340107 1,181 19,200 X 19,200 COMMERCE BANCSHARES INC COM 200525103 450 12,080 X 12,080 COMMUNITY FIRST BANKSHARES INC COM 203902101 731 36,200 X 36,200 COMPAQ COMPUTER CORP COM 204493100 3,984 218,900 X 218,900 COMPUTER ASSOC INTL INC COM 204912109 2,192 80,600 X 80,600 COMPUTER SCIENCES CORP COM 205363104 673 20,800 X 20,800 COMPUWARE CORP COM 205638109 436 44,700 X 44,700 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,272 21,600 X 21,600 CONAGRA FOODS INC COM 205887102 1,191 65,300 X 65,300 CONCORD COMMUNICATIONS INC COM 206186108 95 11,600 X 11,600 CONCORD EFS INC COM 206197105 894 22,100 X 22,100 CONEXANT SYSTEMS INC COM 207142100 249 27,900 X 27,900 CONMED CORP COM 207410101 192 10,000 X 10,000 CONOCO INC CL B 208251405 2,167 76,700 X 76,700 CONSECO INC COM 208464107 646 40,100 X 40,100 CONSOLIDATED EDISON INC COM 209115104 1,477 39,800 X 39,800 CONSOLIDATED GRAPHICS INC COM 209341106 219 17,500 X 17,500 CONSOLIDATED STORES CORP COM 210149100 137 13,600 X 13,600 CONSTELLATION BRANDS INC CL A 21036P108 416 5,800 X 5,800 CONSTELLATION ENERGY GROUP INC COM 210371100 811 18,400 X 18,400 CONVERGYS CORP COM 212485106 675 18,700 X 18,700 COOPER INDS INC COM 216669101 542 16,200 X 16,200 COORS ADOLPH CO CL B 217016104 281 4,300 X 4,300 CORNING INC COM 219350105 2,222 107,400 X 107,400 COSTCO WHSL CORP NEW COM 22160K105 2,151 54,800 X 54,800 COUNTRYWIDE CR INDS INC DEL COM 222372104 1,125 22,800 X 22,800 COVANCE INC COM 222816100 415 32,300 X 32,300 CREDENCE SYS CORP COM 225302108 390 19,000 X 19,000 CULLEN FROST BANKERS INC COM 229899109 343 10,000 X 10,000 D R HORTON INC COM 23331A109 537 25,412 X 25,412 DST SYS INC DEL COM 233326107 858 17,800 X 17,800 DTE ENERGY CO COM 233331107 689 17,300 X 17,300 DANA CORP COM 235811106 311 18,100 X 18,100 DANAHER CORP DEL COM 235851102 955 17,500 X 17,500 DARDEN RESTAURANTS INC COM 237194105 352 14,800 X 14,800 DAVOX CORP COM 239208101 208 18,300 X 18,300 DELL COMPUTER CORP COM 247025109 8,156 317,500 X 317,500 DELPHI AUTOMOTIVE SYS CORP COM 247126105 972 68,600 X 68,600 DELTA AIR LINES INC DEL COM 247361108 600 15,200 X 15,200 DELUXE CORP COM 248019101 211 8,900 X 8,900 DENDRITE INTL INC COM 248239105 494 35,300 X 35,300 DENTSPLY INTL INC NEW COM 249030107 548 15,000 X 15,000 DEVON ENERGY CORP NEW COM 25179M103 663 11,400 X 11,400 DEVRY INC DEL COM 251893103 391 13,000 X 13,000 DIEBOLD INC COM 253651103 467 17,000 X 17,000 DIGI INTL INC COM 253798102 111 19,200 X 19,200 DIGITAL LIGHTWAVE INC COM 253855100 374 20,900 X 20,900 DILLARDS INC CL A 254067101 248 11,300 X 11,300 DIME BANCORP INC NEW COM 25429Q102 524 16,000 X 16,000 DISNEY WALT CO COM DISNEY 254687106 7,436 260,000 X 260,000 DOLLAR GEN CORP COM 256669102 819 40,087 X 40,087 DOMINION RES INC VA NEW COM 25746U109 1,883 29,200 X 29,200 DONNELLEY R R & SONS CO COM 257867101 842 32,100 X 32,100 DORAL FINL CORP COM 25811P100 450 15,000 X 15,000 DOVER CORP COM 260003108 885 24,700 X 24,700 DOW CHEM CO COM 260543103 3,429 108,614 X 108,614 DOW JONES & CO INC COM 260561105 560 10,700 X 10,700 DOWNEY FINL CORP COM 261018105 249 5,500 X 5,500 DU PONT E I DE NEMOURS & CO COM 263534109 5,201 127,800 X 127,800 DUKE ENERGY CORP COM 264399106 4,463 104,416 X 104,416 DYCOM INDS INC COM 267475101 284 22,000 X 22,000 DYNEGY INC NEW CL A 26816Q101 1,918 37,600 X 37,600 E M C CORP MASS COM 268648102 7,826 266,200 X 266,200 ENSCO INTL INC COM 26874Q100 350 10,000 X 10,000 EOG RES INC COM 26875P101 590 14,300 X 14,300 ESS TECHNOLOGY INC COM 269151106 366 63,700 X 63,700 EASTMAN CHEM CO COM 277432100 468 9,500 X 9,500 EASTMAN KODAK CO COM 277461109 1,504 37,700 X 37,700 EATON CORP COM 278058102 596 8,700 X 8,700 ECOLAB INC COM 278865100 666 15,700 X 15,700 EDISON INTL COM 281020107 994 78,600 X 78,600 EL PASO CORP COM 28336L109 3,990 61,095 X 61,095 ELAN PLC ADR 284131208 554 10,600 X 10,600 ELECTRO SCIENTIFIC INDS COM 285229100 359 12,800 X 12,800 ELECTROGLAS INC COM 285324109 399 24,200 X 24,200 ELECTRONIC DATA SYS NEW COM 285661104 3,206 57,400 X 57,400 EMERSON ELEC CO COM 291011104 3,745 60,400 X 60,400 ENERGEN CORP COM 29265N108 353 10,000 X 10,000 ENGELHARD CORP COM 292845104 926 35,800 X 35,800 ENRON CORP COM 293561106 6,408 110,300 X 110,300 ENTERGY CORP NEW COM 29364G103 1,037 27,300 X 27,300 EQUIFAX INC COM 294429105 956 30,600 X 30,600 ETHAN ALLEN INTERIORS INC COM 297602104 253 7,500 X 7,500 EXELON CORP COM 30161N101 2,640 40,250 X 40,250 EXPRESS SCRIPTS INC CL A 302182100 442 5,100 X 5,100 EXTENDED STAY AMER INC COM 30224P101 978 65,200 X 65,200 EXXON MOBIL CORP COM 30231G102 37,752 466,079 X 466,079 F M C CORP COM NEW 302491303 272 3,700 X 3,700 FPL GROUP INC COM 302571104 1,943 31,700 X 31,700 F Y I INC COM 302712104 395 11,800 X 11,800 FASTENAL CO COM 311900104 273 5,000 X 5,000 FEDERAL HOME LN MTG CORP COM 313400301 7,112 109,700 X 109,700 FEDERAL NATL MTG ASSN COM 313586109 11,773 147,900 X 147,900 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 264 13,500 X 13,500 FEDERATED DEPT STORES INC DEL COM 31410H101 1,479 35,600 X 35,600 FEDEX CORP COM 31428X106 1,463 35,100 X 35,100 FERRO CORP COM 315405100 356 17,500 X 17,500 FIFTH THIRD BANCORP COM 316773100 3,027 56,650 X 56,650 FINANCIAL FED CORP COM 317492106 399 16,300 X 16,300 FIRST DATA CORP COM 319963104 3,009 50,400 X 50,400 FIRST UN CORP COM 337358105 5,033 152,500 X 152,500 FISERV INC COM 337738108 877 19,600 X 19,600 FLAGSTAR BANCORP INC COM 337930101 460 18,400 X 18,400 FIRSTENERGY CORP COM 337932107 790 28,300 X 28,300 FLEETBOSTON FINL CORP COM 339030108 5,924 156,922 X 156,922 FLUOR CORP NEW COM 343412102 418 9,400 X 9,400 FOOTSTAR INC COM 344912100 201 5,000 X 5,000 FORD MTR CO DEL COM PAR $0.01 345370860 6,423 228,400 X 228,400 FOREST LABS INC COM 345838106 1,280 21,600 X 21,600 FORTUNE BRANDS INC COM 349631101 1,176 34,200 X 34,200 FOSTER WHEELER CORP COM 350244109 332 18,500 X 18,500 FRANKLIN RES INC COM 354613101 1,165 29,800 X 29,800 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 245 18,800 X 18,800 G & K SVCS INC CL A 361268105 616 30,900 X 30,900 GPU INC COM 36225X100 484 14,900 X 14,900 GANNETT INC COM 364730101 2,293 38,400 X 38,400 GAP INC DEL COM 364760108 3,820 161,050 X 161,050 GATEWAY INC COM 367626108 667 39,700 X 39,700 GENERAL DYNAMICS CORP COM 369550108 1,525 24,300 X 24,300 GENERAL ELEC CO COM 369604103 50,408 1,204,200 X 1,204,200 GENERAL MLS INC COM 370334104 1,505 35,000 X 35,000 GENERAL MTRS CORP COM 370442105 3,420 65,969 X 65,969 GENUINE PARTS CO COM 372460105 562 21,700 X 21,700 GEORGIA GULF CORP COM PAR $0.01 373200203 266 15,300 X 15,300 GEORGIA PAC CORP COM GA PAC GRP 373298108 816 27,762 X 27,762 GILLETTE CO COM 375766102 4,342 139,300 X 139,300 GOLDEN ST BANCORP INC COM 381197102 407 14,600 X 14,600 GOLDEN WEST FINL CORP DEL COM 381317106 1,272 19,600 X 19,600 GOODRICH B F CO COM 382388106 982 25,600 X 25,600 GOODYEAR TIRE & RUBR CO COM 382550101 458 19,200 X 19,200 GRACO INC COM 384109104 426 15,200 X 15,200 GRAINGER W W INC COM 384802104 393 11,600 X 11,600 GREAT ATLANTIC & PAC TEA INC COM 390064103 112 12,200 X 12,200 GREENPOINT FINL CORP COM 395384100 587 18,000 X 18,000 GUIDANT CORP COM 401698105 1,687 37,500 X 37,500 HCA-HEALTHCARE CO COM 404119109 2,746 68,200 X 68,200 HALLIBURTON CO COM 406216101 2,359 64,200 X 64,200 HARCOURT GEN INC COM 41163G101 863 15,500 X 15,500 HARLEY DAVIDSON INC COM 412822108 1,400 36,900 X 36,900 HARRAHS ENTMT INC COM 413619107 415 14,100 X 14,100 HARTFORD FINL SVCS GROUP INC COM 416515104 1,617 27,400 X 27,400 HASBRO INC COM 418056107 273 21,200 X 21,200 HEALTHSOUTH CORP COM 421924101 607 47,100 X 47,100 HEINZ H J CO COM 423074103 1,704 42,400 X 42,400 HERCULES INC COM 427056106 170 13,100 X 13,100 HERSHEY FOODS CORP COM 427866108 1,144 16,500 X 16,500 HEWLETT PACKARD CO COM 428236103 7,717 246,800 X 246,800 HILTON HOTELS CORP COM 432848109 472 45,200 X 45,200 HOME DEPOT INC COM 437076102 13,404 311,000 X 311,000 HOMESTAKE MNG CO COM 437614100 168 31,900 X 31,900 HONEYWELL INTL INC COM 438516106 3,994 97,900 X 97,900 HOT TOPIC INC COM 441339108 605 21,600 X 21,600 HOUSEHOLD INTL INC COM 441815107 3,424 57,800 X 57,800 HUGHES SUPPLY INC COM 444482103 461 31,500 X 31,500 HUMANA INC COM 444859102 213 20,300 X 20,300 HUNTINGTON BANCSHARES INC COM 446150104 451 31,645 X 31,645 IBP INC COM 449223106 295 18,000 X 18,000 IMS HEALTH INC COM 449934108 899 36,100 X 36,100 ITT INDS INC IND COM 450911102 911 23,500 X 23,500 IDACORP INC COM 451107106 428 11,200 X 11,200 IDEXX LABS INC COM 45168D104 625 28,500 X 28,500 ILLINOIS TOOL WKS INC COM 452308109 2,075 36,500 X 36,500 ILLUMINET HLDGS INC COM 452334105 317 15,400 X 15,400 INCO LTD COM 453258402 323 21,800 X 21,800 INDEPENDENCE CMNTY BK CORP COM 453414104 406 23,300 X 23,300 INGERSOLL-RAND CO COM 456866102 782 19,700 X 19,700 INSIGHT ENTERPRISES INC COM 45765U103 703 33,300 X 33,300 INTEL CORP COM 458140100 22,837 867,900 X 867,900 INTERMET CORP COM 45881K104 75 27,200 X 27,200 INTERNATIONAL BUSINESS MACHS COM 459200101 21,410 222,600 X 222,600 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 799 36,200 X 36,200 INTL PAPER CO COM 460146103 2,136 59,209 X 59,209 INTERNATIONAL RECTIFIER CORP COM 460254105 385 9,500 X 9,500 INTERPUBLIC GROUP COS INC COM 460690100 1,961 57,100 X 57,100 INTERVOICE-BRITE INC COM 461142101 137 16,800 X 16,800 INTUIT COM 461202103 630 22,700 X 22,700 INVACARE CORP 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TRIUMPH GROUP INC NEW COM 896818101 414 10,900 X 10,900 TYCO INTL LTD NEW COM 902124106 9,662 223,505 X 223,505 UGI CORP NEW COM 902681105 397 16,200 X 16,200 USX MARATHON GROUP COM NEW 902905827 1,854 68,800 X 68,800 UST INC COM 902911106 580 19,300 X 19,300 US BANCORP DEL COM NEW 902973304 5,900 254,300 X 254,300 USX-U S STL COM 90337T101 151 10,300 X 10,300 ULTIMATE ELECTRS INC COM 903849107 383 15,300 X 15,300 USA ED INC COM 90390U102 2,492 34,300 X 34,300 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 507 14,000 X 14,000 ULTRATECH STEPPER INC COM 904034105 271 11,000 X 11,000 UNILEVER N V N Y SHS NEW 904784709 3,680 69,900 X 69,900 UNION PAC CORP COM 907818108 1,862 33,100 X 33,100 UNION PLANTERS CORP COM 908068109 803 20,875 X 20,875 UNISYS CORP COM 909214108 538 38,400 X 38,400 UNIT CORP COM 909218109 357 21,600 X 21,600 US AIRWAYS GROUP INC COM 911905107 280 7,900 X 7,900 UNITED TECHNOLOGIES CORP COM 913017109 5,710 77,900 X 77,900 UNITEDHEALTH GROUP INC COM 91324P102 2,276 38,400 X 38,400 UNIVERSAL ELECTRS INC COM 913483103 403 24,400 X 24,400 UNIVISION COMMUNICATIONS INC CL A 914906102 996 26,100 X 26,100 UNOCAL CORP COM 915289102 999 28,900 X 28,900 UNUMPROVIDENT CORP COM 91529Y106 848 29,006 X 29,006 V F CORP COM 918204108 480 13,700 X 13,700 VALASSIS COMMUNICATIONS INC COM 918866104 305 10,500 X 10,500 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 485 15,200 X 15,200 VERITY INC COM 92343C106 368 16,200 X 16,200 VERIZON COMMUNICATIONS COM 92343V104 17,847 362,002 X 362,002 VERITAS SOFTWARE CO COM 923436109 2,846 61,556 X 61,556 VIACOM INC CL B 925524308 8,180 186,046 X 186,046 VISHAY INTERTECHNOLOGY INC COM 928298108 953 47,900 X 47,900 VISTEON CORP COM 92839U107 248 16,484 X 16,484 VISX INC DEL COM 92844S105 388 22,600 X 22,600 VITESSE SEMICONDUCTOR CORP COM 928497106 876 36,800 X 36,800 VULCAN MATLS CO COM 929160109 557 11,900 X 11,900 WACHOVIA CORP COM 929771103 1,482 24,600 X 24,600 WAL MART STORES INC COM 931142103 28,906 572,400 X 572,400 WALGREEN CO COM 931422109 5,043 123,600 X 123,600 WASHINGTON MUT INC COM 939322103 4,309 78,700 X 78,700 WASTE CONNECTIONS INC COM 941053100 360 12,500 X 12,500 WASTE MGMT INC DEL COM 94106L109 1,897 76,800 X 76,800 WATSON PHARMACEUTICALS INC COM 942683103 1,131 21,500 X 21,500 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,163 12,200 X 12,200 WELLS FARGO & CO NEW COM 949746101 9,948 201,100 X 201,100 WENDYS INTL INC COM 950590109 1,310 58,700 X 58,700 WERNER ENTERPRISES INC COM 950755108 706 41,200 X 41,200 WESTVACO CORP COM 961548104 281 11,600 X 11,600 WEYERHAEUSER CO COM 962166104 1,331 26,200 X 26,200 WHIRLPOOL CORP COM 963320106 430 8,600 X 8,600 WHITE ELECTR DESIGNS CORP COM 963801105 329 62,700 X 62,700 WHITNEY HLDG CORP COM 966612103 712 18,000 X 18,000 WILLAMETTE INDS INC COM 969133107 584 12,700 X 12,700 WILLIAMS COS INC DEL COM 969457100 2,310 53,900 X 53,900 WINN DIXIE STORES INC COM 974280109 474 16,700 X 16,700 WORLDCOM INC GA NEW COM 98157D106 7,027 376,000 X 376,000 WORTHINGTON INDS INC COM 981811102 482 51,800 X 51,800 WRIGLEY WM JR CO COM 982526105 1,274 26,400 X 26,400 XCEL ENERGY INC COM 98389B100 1,260 41,855 X 41,855 XILINX INC COM 983919101 1,409 40,100 X 40,100 XEROX CORP COM 984121103 491 82,000 X 82,000 YAHOO INC COM 984332106 1,058 67,200 X 67,200 ZALE CORP NEW COM 988858106 334 11,500 X 11,500 ZOLL MED CORP COM 989922109 338 9,700 X 9,700 GRAND TOTAL 1,465,481
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