0000315189-01-500100.txt : 20011101 0000315189-01-500100.hdr.sgml : 20011101 ACCESSION NUMBER: 0000315189-01-500100 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011030 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: 1934 Act SEC FILE NUMBER: 028-00850 FILM NUMBER: 1770333 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 sept0113f.txt DEERE & COMPANY 13F-HR FORM 13-F Report for the Calendar Quarter Ended 30 September 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 30th day of October 2001. DEERE & COMPANY (Name of Institutional Investment Manager) /s/ Michael A. Harring -------------------------- (Manual Signature of Person Duly Authorized to Submit This Report)
DEERE & COMPANY 30-SEP-2001 INVESTMENT DISCRETION VOTING SHARES OR --------------------- AUTHORITY CUSIP FAIR MKT PRINCIPAL SHARED OTHER --------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE FOSTER WHEELER LTD SHS G36535105 149 29,800 X 29,800 GLOBAL CROSSING LTD COM G3921A100 192 106,900 X 106,900 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,006 38,100 X 38,100 XL CAP LTD CL A G98255105 1,209 15,300 X 15,300 ASML HLDG NV N Y SHS N07059111 303 27,000 X 27,000 A D C TELECOMMUNICATIONS COM 000886101 368 105,500 X 105,500 AFLAC INC COM 001055102 1,760 65,200 X 65,200 AES CORP COM 00130H105 794 61,900 X 61,900 AMR CORP COM 001765106 356 18,600 X 18,600 AOL TIME WARNER INC COM 00184A105 17,414 526,100 X 526,100 AT&T CORP COM 001957109 8,050 417,100 X 417,100 AT&T WIRELESS SVCS INC COM 00209A106 4,551 304,647 X 304,647 ABBOTT LABS COM 002824100 11,251 217,000 X 217,000 ADAPTEC INC COM 00651F108 241 30,600 X 30,600 ADOBE SYS INC COM 00724F101 703 29,300 X 29,300 ADTRAN INC COM 00738A106 420 22,000 X 22,000 ADVANCED DIGITAL INFORMATION COM 007525108 206 20,000 X 20,000 ADVANCED MICRO DEVICES INC COM 007903107 336 41,200 X 41,200 AETNA INC NEW COM 00817Y108 491 17,000 X 17,000 AFFILIATED COMPUTER SERVICES CL A 008190100 1,115 13,700 X 13,700 AFFILIATED MANAGERS GROUP COM 008252108 369 6,500 X 6,500 AGILENT TECHNOLOGIES INC COM 00846U101 1,182 60,462 X 60,462 AIR PRODS & CHEMS INC COM 009158106 1,319 34,200 X 34,200 ALABAMA NATL BANCORP DELA COM 010317105 459 13,900 X 13,900 ALBEMARLE CORP COM 012653101 227 12,000 X 12,000 ALBERTO CULVER CO CL B CONV 013068101 261 6,700 X 6,700 ALBERTSONS INC COM 013104104 1,865 58,500 X 58,500 ALCAN INC COM 013716105 1,167 38,900 X 38,900 ALCOA INC COM 013817101 3,457 111,472 X 111,472 ALLEGHENY ENERGY INC COM 017361106 562 15,300 X 15,300 ALLERGAN INC COM 018490102 1,472 22,200 X 22,200 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 457 10,000 X 10,000 ALLIANT TECHSYSTEMS INC COM 018804104 629 7,350 X 7,350 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 305 23,900 X 23,900 ALLSTATE CORP COM 020002101 3,559 95,300 X 95,300 ALLTEL CORP COM 020039103 2,248 38,800 X 38,800 ALPHARMA INC CL A 020813101 464 16,100 X 16,100 ALTERA CORP COM 021441100 758 46,300 X 46,300 AMBAC FINL GROUP INC COM 023139108 689 12,600 X 12,600 AMERADA HESS CORP COM 023551104 692 10,900 X 10,900 AMEREN CORP COM 023608102 1,117 29,100 X 29,100 AMERICAN ELEC PWR INC COM 025537101 1,717 39,720 X 39,720 AMERICAN EXPRESS CO COM 025816109 4,748 163,400 X 163,400 AMERICAN HOME PRODS CORP COM 026609107 9,891 169,800 X 169,800 AMERICAN INTL GROUP INC COM 026874107 26,072 334,256 X 334,256 AMERICAN MGMT SYS INC COM 027352103 452 37,600 X 37,600 AMERICAN PWR CONVERSION CORP COM 029066107 397 34,000 X 34,000 AMERICREDIT CORP COM 03060R101 882 27,900 X 27,900 AMERISOURCEBERGEN CORP COM 03073E105 887 12,500 X 12,500 AMGEN INC COM 031162100 7,975 135,700 X 135,700 AMPHENOL CORP NEW CL A 032095101 306 8,800 X 8,800 AMSOUTH BANCORPORATION COM 032165102 829 45,900 X 45,900 ANADARKO PETE CORP COM 032511107 1,466 30,500 X 30,500 ANALOG DEVICES INC COM 032654105 1,422 43,500 X 43,500 ANALYSTS INTL CORP COM 032681108 80 26,200 X 26,200 ANDREW CORP COM 034425108 184 10,100 X 10,100 ANHEUSER BUSCH COS INC COM 035229103 4,904 117,100 X 117,100 AON CORP COM 037389103 1,306 31,100 X 31,100 APACHE CORP COM 037411105 976 22,700 X 22,700 APOLLO GROUP INC CL A 037604105 546 13,000 X 13,000 APPLE COMPUTER INC COM 037833100 634 40,900 X 40,900 APPLEBEES INTL INC COM 037899101 443 15,000 X 15,000 APPLERA CORP COM AP BIO GRP 038020103 610 25,000 X 25,000 APPLICA INC COM 03815A106 220 26,000 X 26,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 256 36,600 X 36,600 APPLIED MATLS INC COM 038222105 3,080 108,300 X 108,300 APTARGROUP INC COM 038336103 426 13,400 X 13,400 ARCHER DANIELS MIDLAND CO COM 039483102 984 78,135 X 78,135 ARCTIC CAT INC COM 039670104 387 28,700 X 28,700 ARGUSS COMMUNICATIONS INC COM 040282105 88 37,300 X 37,300 ARKANSAS BEST CORP DEL COM 040790107 331 16,000 X 16,000 ARROW ELECTRS INC COM 042735100 407 19,500 X 19,500 ARTESYN TECHNOLOGIES INC COM 043127109 93 17,100 X 17,100 ARTHROCARE CORP COM 043136100 251 12,800 X 12,800 ASHLAND INC COM 044204105 840 21,800 X 21,800 ASTORIA FINL CORP COM 046265104 1,185 20,000 X 20,000 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 171 17,400 X 17,400 AUDIOVOX CORP CL A 050757103 269 29,400 X 29,400 AUTODESK INC COM 052769106 676 21,100 X 21,100 AUTOMATIC DATA PROCESSING INC COM 053015103 3,608 76,700 X 76,700 AUTOZONE INC COM 053332102 700 13,500 X 13,500 AVANT CORP COM 053487104 48 16,200 X 16,200 AVAYA INC COM 053499109 347 35,041 X 35,041 AVERY DENNISON CORP COM 053611109 861 18,200 X 18,200 AVISTA CORP COM 05379B107 173 12,700 X 12,700 AVON PRODS INC COM 054303102 1,351 29,200 X 29,200 AWARE INC MASS COM 05453N100 225 57,000 X 57,000 BB&T CORP COM 054937107 1,925 52,800 X 52,800 BJ SVCS CO COM 055482103 189 10,600 X 10,600 BMC INDS INC MINN COM 055607105 70 34,400 X 34,400 BP PLC SPONSORED ADR 055622104 472 9,600 X 9,600 BMC SOFTWARE INC COM 055921100 381 30,000 X 30,000 BAKER HUGHES INC COM 057224107 1,172 40,500 X 40,500 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 297 14,600 X 14,600 BANK OF AMERICA CORPORATION COM 060505104 12,877 220,500 X 220,500 BANK NEW YORK INC COM 064057102 3,185 91,000 X 91,000 BANK ONE CORP COM 06423A103 4,777 151,800 X 151,800 BANKNORTH GROUP INC NEW COM 06646R107 312 14,000 X 14,000 BARD C R INC COM 067383109 314 6,100 X 6,100 BARRICK GOLD CORP COM 067901108 843 48,600 X 48,600 BAXTER INTL INC COM 071813109 4,008 72,800 X 72,800 BE AEROSPACE INC COM 073302101 389 51,200 X 51,200 BEAR STEARNS COS INC COM 073902108 1,110 22,200 X 22,200 BECKMAN COULTER INC COM 075811109 743 16,800 X 16,800 BECTON DICKINSON & CO COM 075887109 1,143 30,900 X 30,900 BED BATH & BEYOND INC COM 075896100 1,039 40,800 X 40,800 BELDEN INC COM 077459105 540 28,700 X 28,700 BELLSOUTH CORP COM 079860102 10,849 261,100 X 261,100 BEMIS INC COM 081437105 749 18,800 X 18,800 BEST BUY INC COM 086516101 1,409 31,000 X 31,000 BIG LOTS INC COM 089302103 113 13,600 X 13,600 BIOGEN INC COM 090597105 1,395 25,100 X 25,100 BIOMET INC COM 090613100 961 32,850 X 32,850 BLACK & DECKER CORP COM 091797100 312 10,000 X 10,000 BLACK BOX CORP DEL COM 091826107 505 12,000 X 12,000 BLOCK H & R INC COM 093671105 1,535 39,800 X 39,800 BLYTH INC COM 09643P108 426 21,400 X 21,400 BOEING CO COM 097023105 4,010 119,700 X 119,700 BOISE CASCADE CORP COM 097383103 209 7,100 X 7,100 BORDERS GROUP INC COM 099709107 253 13,200 X 13,200 BOSTON SCIENTIFIC CORP COM 101137107 1,023 49,900 X 49,900 BRIGHTPOINT INC COM 109473108 91 29,400 X 29,400 BRINKER INTL INC COM 109641100 501 21,200 X 21,200 BRISTOL MYERS SQUIBB CO COM 110122108 13,584 244,500 X 244,500 BROADCOM CORP CL A 111320107 644 31,700 X 31,700 BROADVISION INC COM 111412102 30 32,500 X 32,500 BROWN FORMAN CORP CL B 115637209 537 8,500 X 8,500 BROWN SHOE INC NEW COM 115736100 243 21,400 X 21,400 BRUNSWICK CORP COM 117043109 178 10,800 X 10,800 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,255 46,900 X 46,900 BURLINGTON RES INC COM 122014103 900 26,300 X 26,300 CBRL GROUP INC COM 12489V106 468 21,300 X 21,300 CEC ENTMT INC COM 125137109 273 8,000 X 8,000 CIGNA CORP COM 125509109 1,908 23,000 X 23,000 CMS ENERGY CORP COM 125896100 648 32,400 X 32,400 CSG SYS INTL INC COM 126349109 217 5,300 X 5,300 CSX CORP COM 126408103 806 25,600 X 25,600 CVS CORP COM 126650100 1,590 47,900 X 47,900 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 208 17,575 X 17,575 CABOT INDUSTRIAL TRUST COM 127072106 418 20,400 X 20,400 CALPINE CORP COM 131347106 839 36,800 X 36,800 CAMPBELL SOUP CO COM 134429109 1,907 68,100 X 68,100 CANADIAN PAC LTD NEW COM 135923100 254 7,900 X 7,900 CAPITAL ONE FINL CORP COM 14040H105 1,151 25,000 X 25,000 CARDINAL HEALTH INC COM 14149Y108 4,465 60,373 X 60,373 CARNIVAL CORP COM 143658102 1,940 88,100 X 88,100 CASEYS GEN STORES INC COM 147528103 247 20,800 X 20,800 CATERPILLAR INC DEL COM 149123101 1,895 42,300 X 42,300 CATO CORP NEW CL A 149205106 343 22,900 X 22,900 CENDANT CORP COM 151313103 2,026 158,300 X 158,300 CENTEX CORP COM 152312104 236 7,000 X 7,000 CENTURYTEL INC COM 156700106 583 17,400 X 17,400 CERIDIAN CORP NEW COM 156779100 232 16,000 X 16,000 CHARTER ONE FINL INC COM 160903100 754 26,728 X 26,728 CHEVRON CORPORATION COM 166751107 6,772 79,900 X 79,900 CHIRON CORP COM 170040109 1,025 23,100 X 23,100 CHUBB CORP COM 171232101 1,807 25,305 X 25,305 CIENA CORP COM 171779101 411 39,900 X 39,900 CINCINNATI FINL CORP COM 172062101 820 19,700 X 19,700 CINERGY CORP COM 172474108 602 19,500 X 19,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 304 25,300 X 25,300 CISCO SYS INC COM 17275R102 11,629 954,800 X 954,800 CINTAS CORP COM 172908105 818 20,300 X 20,300 CITIGROUP INC COM 172967101 26,513 654,633 X 654,633 CITIZENS COMMUNICATIONS CO COM 17453B101 330 35,100 X 35,100 CITRIX SYS INC COM 177376100 451 22,800 X 22,800 CLAYTON HOMES INC COM 184190106 438 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,822 71,000 X 71,000 CLEVELAND CLIFFS INC COM 185896107 415 28,800 X 28,800 CLOROX CO DEL COM 189054109 1,062 28,700 X 28,700 COACHMEN INDS INC COM 189873102 104 11,600 X 11,600 COCA COLA CO COM 191216100 14,219 303,500 X 303,500 COCA COLA ENTERPRISES INC COM 191219104 782 51,000 X 51,000 COLGATE PALMOLIVE CO COM 194162103 4,089 70,200 X 70,200 COMCAST CORP CL A SPL 200300200 3,956 110,300 X 110,300 COMERICA INC COM 200340107 1,186 21,400 X 21,400 COMMERCE BANCSHARES INC COM 200525103 454 12,080 X 12,080 COMMUNITY FIRST BANKSHARES INC COM 203902101 776 32,300 X 32,300 COMPASS BANCSHARES INC COM 20449H109 489 18,800 X 18,800 COMPAQ COMPUTER CORP COM 204493100 1,819 218,900 X 218,900 COMPUTER ASSOC INTL INC COM 204912109 2,075 80,600 X 80,600 COMPUTER SCIENCES CORP COM 205363104 690 20,800 X 20,800 COMPUWARE CORP COM 205638109 372 44,700 X 44,700 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 858 41,900 X 41,900 CONAGRA FOODS INC COM 205887102 1,466 65,300 X 65,300 CONCORD COMMUNICATIONS INC COM 206186108 159 17,900 X 17,900 CONCORD EFS INC COM 206197105 1,444 29,500 X 29,500 CONEXANT SYSTEMS INC COM 207142100 232 27,900 X 27,900 CONOCO INC CL B 208251405 1,944 76,700 X 76,700 CONSECO INC COM 208464107 291 40,100 X 40,100 CONSOLIDATED EDISON INC COM 209115104 1,621 39,800 X 39,800 CONSOLIDATED GRAPHICS INC COM 209341106 217 12,700 X 12,700 CONSTELLATION BRANDS INC CL A 21036P108 417 10,000 X 10,000 CONSTELLATION ENERGY GROUP INC COM 210371100 474 19,600 X 19,600 CONVERGYS CORP COM 212485106 580 20,900 X 20,900 COOPER INDS INC COM 216669101 464 11,200 X 11,200 CORNING INC COM 219350105 1,014 115,000 X 115,000 COSTCO WHSL CORP NEW COM 22160K105 1,949 54,800 X 54,800 COUNTRYWIDE CR INDS INC DEL COM 222372104 1,296 29,500 X 29,500 COVANCE INC COM 222816100 304 17,000 X 17,000 CREDENCE SYS CORP COM 225302108 229 19,000 X 19,000 CULLEN FROST BANKERS INC COM 229899109 270 10,000 X 10,000 CYTYC CORP COM 232946103 241 9,000 X 9,000 DMC STRATEX NETWORKS INC COM 23322L106 168 32,500 X 32,500 D R HORTON INC COM 23331A109 468 22,412 X 22,412 DST SYS INC DEL COM 233326107 433 10,000 X 10,000 DTE ENERGY CO COM 233331107 865 20,100 X 20,100 DANA CORP COM 235811106 282 18,100 X 18,100 DANAHER CORP DEL COM 235851102 826 17,500 X 17,500 DARDEN RESTAURANTS INC COM 237194105 782 29,800 X 29,800 DELL COMPUTER CORP COM 247025109 6,096 329,000 X 329,000 DELPHI AUTOMOTIVE SYS CORP COM 247126105 806 68,600 X 68,600 DELTA & PINE LD CO COM 247357106 219 12,900 X 12,900 DELTA AIR LINES INC DEL COM 247361108 400 15,200 X 15,200 DELUXE CORP COM 248019101 307 8,900 X 8,900 DENDRITE INTL INC COM 248239105 407 51,200 X 51,200 DENTSPLY INTL INC NEW COM 249030107 505 11,000 X 11,000 DEVON ENERGY CORP NEW COM 25179M103 533 15,500 X 15,500 DEVRY INC DEL COM 251893103 287 8,000 X 8,000 DIEBOLD INC COM 253651103 572 15,000 X 15,000 DIGITAL LIGHTWAVE INC COM 253855100 174 17,700 X 17,700 DILLARDS INC CL A 254067101 149 11,300 X 11,300 DISNEY WALT CO COM DISNEY 254687106 4,841 260,000 X 260,000 DIRECT FOCUS INC COM 254931108 304 15,300 X 15,300 DOLLAR GEN CORP COM 256669102 469 40,087 X 40,087 DOMINION RES INC VA NEW COM 25746U109 1,733 29,200 X 29,200 DONNELLEY R R & SONS CO COM 257867101 868 32,100 X 32,100 DORAL FINL CORP COM 25811P100 466 12,000 X 12,000 DOVER CORP COM 260003108 744 24,700 X 24,700 DOW CHEM CO COM 260543103 3,558 108,614 X 108,614 DOW JONES & CO INC COM 260561105 486 10,700 X 10,700 DOWNEY FINL CORP COM 261018105 243 5,500 X 5,500 DU PONT E I DE NEMOURS & CO COM 263534109 4,795 127,800 X 127,800 DUKE ENERGY CORP COM 264399106 4,062 107,316 X 107,316 DYCOM INDS INC COM 267475101 319 27,500 X 27,500 DYNEGY INC NEW CL A 26816Q101 1,351 39,000 X 39,000 E M C CORP MASS COM 268648102 3,128 266,200 X 266,200 ENSCO INTL INC COM 26874Q100 146 10,000 X 10,000 EOG RES INC COM 26875P101 414 14,300 X 14,300 ESS TECHNOLOGY INC COM 269151106 368 36,000 X 36,000 EASTMAN CHEM CO COM 277432100 345 9,500 X 9,500 EASTMAN KODAK CO COM 277461109 1,129 34,700 X 34,700 EATON CORP COM 278058102 515 8,700 X 8,700 ECOLAB INC COM 278865100 570 15,700 X 15,700 EDISON INTL COM 281020107 1,034 78,600 X 78,600 EL PASO CORP COM 28336L109 2,538 61,095 X 61,095 ELECTRONIC DATA SYS NEW COM 285661104 3,305 57,400 X 57,400 EMERSON ELEC CO COM 291011104 2,842 60,400 X 60,400 ENGELHARD CORP COM 292845104 827 35,800 X 35,800 ENRON CORP COM 293561106 3,003 110,300 X 110,300 ENTERGY CORP NEW COM 29364G103 1,149 32,300 X 32,300 EQUIFAX INC COM 294429105 771 35,200 X 35,200 ETHAN ALLEN INTERIORS INC COM 297602104 206 7,500 X 7,500 EXELON CORP COM 30161N101 1,795 40,250 X 40,250 EXPRESS SCRIPTS INC COM 302182100 443 8,000 X 8,000 EXTENDED STAY AMER INC COM 30224P101 755 52,200 X 52,200 EXXON MOBIL CORP COM 30231G102 36,469 925,606 X 925,606 FPL GROUP INC COM 302571104 1,821 34,000 X 34,000 F Y I INC COM 302712104 375 10,000 X 10,000 FAMILY DLR STORES INC COM 307000109 572 20,800 X 20,800 FASTENAL CO COM 311900104 285 5,000 X 5,000 FEDERAL HOME LN MTG CORP COM 313400301 7,131 109,700 X 109,700 FEDERAL NATL MTG ASSN COM 313586109 11,921 148,900 X 148,900 FEDERATED DEPT STORES INC DEL COM 31410H101 1,004 35,600 X 35,600 FEDEX CORP COM 31428X106 1,371 37,300 X 37,300 FERRO CORP COM 315405100 406 17,500 X 17,500 FIFTH THIRD BANCORP COM 316773100 4,226 68,730 X 68,730 FINANCIAL FED CORP COM 317492106 399 16,300 X 16,300 FIRST DATA CORP COM 319963104 2,732 46,900 X 46,900 FISERV INC COM 337738108 1,354 39,600 X 39,600 FLAGSTAR BANCORP INC COM 337930101 416 18,000 X 18,000 FIRSTENERGY CORP COM 337932107 1,017 28,300 X 28,300 FLEETBOSTON FINL CORP COM 339030108 5,355 145,722 X 145,722 FLUOR CORP NEW COM 343412102 362 9,400 X 9,400 FORD MTR CO DEL COM PAR $0.01 345370860 3,963 228,400 X 228,400 FOREST LABS INC COM 345838106 1,558 21,600 X 21,600 FORRESTER RESH INC COM 346563109 254 15,300 X 15,300 FORTUNE BRANDS INC COM 349631101 1,146 34,200 X 34,200 FRANKLIN RES INC COM 354613101 1,116 32,200 X 32,200 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 207 18,800 X 18,800 G & K SVCS INC CL A 361268105 714 26,900 X 26,900 GPU INC COM 36225X100 601 14,900 X 14,900 GALILEO INTERNATIONAL INC COM 363547100 332 16,000 X 16,000 GANNETT INC COM 364730101 2,308 38,400 X 38,400 GAP INC DEL COM 364760108 1,783 149,200 X 149,200 GATEWAY INC COM 367626108 216 39,700 X 39,700 GENERAL DYNAMICS CORP COM 369550108 2,367 26,800 X 26,800 GENERAL ELEC CO COM 369604103 46,515 1,250,400 X 1,250,400 GENERAL MLS INC COM 370334104 1,593 35,000 X 35,000 GENERAL MTRS CORP COM 370442105 2,830 65,969 X 65,969 GENUINE PARTS CO COM 372460105 691 21,700 X 21,700 GEORGIA GULF CORP COM PAR $0.01 373200203 246 15,300 X 15,300 GEORGIA PAC CORP COM GA PAC GRP 373298108 799 27,762 X 27,762 GILLETTE CO COM 375766102 4,151 139,300 X 139,300 GLOBAL IMAGING SYSTEMS COM 37934A100 454 26,300 X 26,300 GOLDEN ST BANCORP INC COM 381197102 365 12,000 X 12,000 GOLDEN WEST FINL CORP DEL COM 381317106 1,406 24,200 X 24,200 GOODRICH CORP COM 382388106 499 25,600 X 25,600 GOODYEAR TIRE & RUBR CO COM 382550101 354 19,200 X 19,200 GRACO INC COM 384109104 393 13,000 X 13,000 GRAINGER W W INC COM 384802104 451 11,600 X 11,600 GREAT ATLANTIC & PAC TEA INC COM 390064103 175 12,200 X 12,200 GREENPOINT FINL CORP COM 395384100 667 19,000 X 19,000 GUIDANT CORP COM 401698105 1,444 37,500 X 37,500 HCA INC COM 404119109 2,849 64,300 X 64,300 HALLIBURTON CO COM 406216101 1,382 61,300 X 61,300 HANCOCK JOHN FINL SVCS INC COM 41014S106 1,510 37,800 X 37,800 HARLEY DAVIDSON INC COM 412822108 1,494 36,900 X 36,900 HARRAHS ENTMT INC COM 413619107 381 14,100 X 14,100 HARTFORD FINL SVCS GROUP INC COM 416515104 1,680 28,600 X 28,600 HASBRO INC COM 418056107 297 21,200 X 21,200 HEALTHSOUTH CORP COM 421924101 766 47,100 X 47,100 HEINZ H J CO COM 423074103 1,787 42,400 X 42,400 HERCULES INC COM 427056106 108 13,100 X 13,100 HERSHEY FOODS CORP COM 427866108 1,079 16,500 X 16,500 HEWLETT PACKARD CO COM 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X 65,300 INCO LTD COM 453258402 271 21,800 X 21,800 INDEPENDENCE CMNTY BK CORP COM 453414104 413 19,000 X 19,000 INGERSOLL-RAND CO COM 456866102 666 19,700 X 19,700 INSIGHT ENTERPRISES INC COM 45765U103 240 17,000 X 17,000 INTEGRATED ELECTRICAL SVC COM 45811E103 238 44,100 X 44,100 INTEL CORP COM 458140100 17,746 868,200 X 868,200 INTERMET CORP COM 45881K104 76 27,200 X 27,200 INTERNATIONAL BUSINESS MACHS COM 459200101 20,600 224,600 X 224,600 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 889 32,100 X 32,100 INTERNATIONAL GAME TECHNOLOGY COM 459902102 395 9,300 X 9,300 INTL PAPER CO COM 460146103 2,063 59,209 X 59,209 INTERPUBLIC GROUP COS INC COM 460690100 1,242 60,900 X 60,900 INTERVOICE-BRITE INC COM 461142101 174 16,800 X 16,800 INTUIT COM 461202103 895 25,000 X 25,000 INVACARE CORP COM 461203101 413 10,200 X 10,200 ISHARES TR S&P MIDCAP 400 464287507 797 9,200 X 9,200 ISHARES TR S&P SMLCAP 600 464287804 850 8,900 X 8,900 IVAX CORP COM 465823102 625 28,175 X 28,175 JDS UNIPHASE CORP 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31,700 X 31,700 TESORO PETE CORP COM 881609101 406 34,100 X 34,100 TETRA TECH INC NEW COM 88162G103 342 15,465 X 15,465 TEXACO INC COM 881694103 4,927 75,800 X 75,800 TEXAS INSTRS INC COM 882508104 5,273 211,100 X 211,100 TEXTRON INC COM 883203101 874 26,000 X 26,000 THERAGENICS CORP COM 883375107 572 61,900 X 61,900 THERMO ELECTRON CORP COM 883556102 366 20,300 X 20,300 TIDEWATER INC COM 886423102 267 10,000 X 10,000 TIFFANY & CO NEW COM 886547108 370 17,100 X 17,100 TIMBERLAND CO CL A 887100105 491 18,100 X 18,100 TIMKEN CO COM 887389104 256 18,700 X 18,700 TOLL BROTHERS INC COM 889478103 350 11,800 X 11,800 TORCHMARK CORP COM 891027104 589 15,100 X 15,100 TOWER AUTOMOTIVE INC COM 891707101 431 60,100 X 60,100 TOYS R US INC COM 892335100 436 25,300 X 25,300 TRICON GLOBAL RESTAURANTS COM 895953107 686 17,500 X 17,500 TRIBUNE CO NEW COM 896047107 1,799 57,300 X 57,300 TRIUMPH GROUP INC NEW COM 896818101 210 9,000 X 9,000 TYCO INTL LTD NEW COM 902124106 11,611 255,185 X 255,185 UGI CORP NEW COM 902681105 439 16,200 X 16,200 USX MARATHON GROUP COM NEW 902905827 1,787 66,800 X 66,800 UST INC COM 902911106 641 19,300 X 19,300 US BANCORP DEL COM NEW 902973304 5,640 254,300 X 254,300 USX-U S STL COM 90337T101 144 10,300 X 10,300 US ONCOLOGY INC COM 90338W103 122 16,400 X 16,400 ULTIMATE ELECTRS INC COM 903849107 243 14,000 X 14,000 USA ED INC COM 90390U102 2,844 34,300 X 34,300 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 479 10,000 X 10,000 ULTRATECH STEPPER INC COM 904034105 132 11,000 X 11,000 UNILEVER N V N Y SHS NEW 904784709 3,776 69,900 X 69,900 UNION PAC CORP COM 907818108 1,393 29,700 X 29,700 UNION PLANTERS CORP COM 908068109 1,385 32,275 X 32,275 UNISYS CORP COM 909214108 333 38,400 X 38,400 UNIT CORP COM 909218109 314 35,400 X 35,400 UNITED TECHNOLOGIES CORP COM 913017109 3,799 81,700 X 81,700 UNITEDHEALTH GROUP INC COM 91324P102 2,554 38,400 X 38,400 UNIVERSAL ELECTRS INC COM 913483103 424 28,100 X 28,100 UNIVISION COMMUNICATIONS INC CL A 914906102 599 26,100 X 26,100 UNOCAL CORP COM 915289102 939 28,900 X 28,900 UNUMPROVIDENT CORP COM 91529Y106 732 29,006 X 29,006 V F CORP COM 918204108 401 13,700 X 13,700 VALASSIS COMMUNICATIONS INC COM 918866104 335 10,500 X 10,500 VERITY INC COM 92343C106 214 21,200 X 21,200 VERIZON COMMUNICATIONS COM 92343V104 19,436 359,202 X 359,202 VERITAS SOFTWARE CO COM 923436109 926 50,200 X 50,200 VIACOM INC CL B 925524308 7,621 220,900 X 220,900 VINTAGE PETE INC COM 927460105 192 12,100 X 12,100 VISHAY INTERTECHNOLOGY INC COM 928298108 405 22,000 X 22,000 VISTEON CORP COM 92839U107 210 16,484 X 16,484 VISX INC DEL COM 92844S105 299 22,600 X 22,600 VITESSE SEMICONDUCTOR CORP COM 928497106 285 36,800 X 36,800 VULCAN MATLS CO COM 929160109 514 11,900 X 11,900 WACHOVIA CORP 2ND NEW COM 929903102 6,253 201,700 X 201,700 WAL MART STORES INC COM 931142103 28,512 576,000 X 576,000 WALGREEN CO COM 931422109 4,256 123,600 X 123,600 WASHINGTON MUT INC COM 939322103 4,745 123,300 X 123,300 WASTE CONNECTIONS INC COM 941053100 338 12,500 X 12,500 WASTE MGMT INC DEL COM 94106L109 2,054 76,800 X 76,800 WATSON PHARMACEUTICALS INC COM 942683103 1,187 21,700 X 21,700 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,834 16,800 X 16,800 WELLS FARGO & CO NEW COM 949746101 8,997 202,400 X 202,400 WENDYS INTL INC COM 950590109 1,122 42,100 X 42,100 WERNER ENTERPRISES INC COM 950755108 301 18,000 X 18,000 WESTVACO CORP COM 961548104 298 11,600 X 11,600 WET SEAL INC CL A 961840105 541 29,400 X 29,400 WEYERHAEUSER CO COM 962166104 1,276 26,200 X 26,200 WHIRLPOOL CORP COM 963320106 476 8,600 X 8,600 WHITE ELECTR DESIGNS CORP COM 963801105 144 44,400 X 44,400 WHITNEY HLDG CORP COM 966612103 774 18,000 X 18,000 WHOLE FOODS MKT INC COM 966837106 374 11,900 X 11,900 WILLAMETTE INDS INC COM 969133107 571 12,700 X 12,700 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 52 44,327 X 44,327 WILLIAMS COS INC DEL COM 969457100 2,165 79,308 X 79,308 WINN DIXIE STORES INC COM 974280109 191 16,700 X 16,700 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,655 376,000 X 376,000 WORTHINGTON INDS INC COM 981811102 510 45,300 X 45,300 WRIGLEY WM JR CO COM 982526105 1,354 26,400 X 26,400 XCEL ENERGY INC COM 98389B100 1,178 41,855 X 41,855 XILINX INC COM 983919101 944 40,100 X 40,100 XEROX CORP COM 984121103 636 82,000 X 82,000 YAHOO INC COM 984332106 592 67,200 X 67,200 ZALE CORP NEW COM 988858106 305 11,500 X 11,500 ZIMMER HLDGS INC COM 98956P102 666 24,000 X 24,000 ZIONS BANCORPORATION COM 989701107 606 11,300 X 11,300 ZOLL MED CORP COM 989922109 427 12,000 X 12,000 GRAND TOTAL 1,345,619