13F-HR 1 dec0113f.txt DEERE & COMPANY 13F-HR FORM 13-F Report for the Calendar Quarter Ended 31 December 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 5th day of February 2002. DEERE & COMPANY (Name of Institutional Investment Manager) /s/ Michael A. Harring -------------------------- (Manual Signature of Person Duly Authorized to Submit This Report
DEERE & COMPANY 31-DEC-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 152 29,800 X 29,800 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,289 38,100 X 38,100 TRENWICK GROUP LTD COM G9032C109 291 28,600 X 28,600 XL CAP LTD CL A G98255105 1,398 15,300 X 15,300 CHECK POINT SOFTWARE TECH LTD ORD M22465104 355 8,900 X 8,900 ASML HLDG NV N Y SHS N07059111 460 27,000 X 27,000 A D C TELECOMMUNICATIONS COM 000886101 439 95,500 X 95,500 AFLAC INC COM 001055102 1,601 65,200 X 65,200 AES CORP COM 00130H105 1,012 61,900 X 61,900 AMR CORP COM 001765106 415 18,600 X 18,600 AOL TIME WARNER INC COM 00184A105 17,186 535,400 X 535,400 AT&T CORP COM 001957109 7,566 417,100 X 417,100 AT&T WIRELESS SVCS INC COM 00209A106 4,378 304,647 X 304,647 ABBOTT LABS COM 002824100 12,036 215,900 X 215,900 ADAPTEC INC COM 00651F108 444 30,600 X 30,600 ADOBE SYS INC COM 00724F101 910 29,300 X 29,300 ADVANCEPCS COM 00790K109 270 9,200 X 9,200 ADVANCED MICRO DEVICES INC COM 007903107 653 41,200 X 41,200 AETNA INC NEW COM 00817Y108 561 17,000 X 17,000 AFFILIATED COMPUTER SERVICES CL A 008190100 1,242 11,700 X 11,700 AFFILIATED MANAGERS GROUP COM 008252108 423 6,000 X 6,000 AGILENT TECHNOLOGIES INC COM 00846U101 1,724 60,462 X 60,462 AIR PRODS & CHEMS INC COM 009158106 1,248 26,600 X 26,600 ALABAMA NATL BANCORP DELA COM 010317105 469 13,900 X 13,900 ALBEMARLE CORP COM 012653101 288 12,000 X 12,000 ALBERTO CULVER CO CL B CONV 013068101 300 6,700 X 6,700 ALBERTSONS INC COM 013104104 2,311 73,400 X 73,400 ALCAN INC COM 013716105 1,398 38,900 X 38,900 ALCOA INC COM 013817101 3,963 111,472 X 111,472 ALLEGHENY ENERGY INC COM 017361106 554 15,300 X 15,300 ALLERGAN INC COM 018490102 1,666 22,200 X 22,200 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 483 10,000 X 10,000 ALLIANT TECHSYSTEMS INC COM 018804104 567 7,350 X 7,350 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 336 23,900 X 23,900 ALLSTATE CORP COM 020002101 3,212 95,300 X 95,300 ALLTEL CORP COM 020039103 2,395 38,800 X 38,800 ALPHARMA INC CL A 020813101 426 16,100 X 16,100 ALTERA CORP COM 021441100 982 46,300 X 46,300 AMBAC FINL GROUP INC COM 023139108 729 12,600 X 12,600 AMERADA HESS CORP COM 023551104 681 10,900 X 10,900 AMEREN CORP COM 023608102 1,231 29,100 X 29,100 AMERICAN ELEC PWR INC COM 025537101 1,729 39,720 X 39,720 AMERICAN EXPRESS CO COM 025816109 5,832 163,400 X 163,400 AMERICAN HOME PRODS CORP COM 026609107 10,419 169,800 X 169,800 AMERICAN INTL GROUP INC COM 026874107 26,540 334,256 X 334,256 AMERICAN MGMT SYS INC COM 027352103 984 54,400 X 54,400 AMERICAN PWR CONVERSION CORP COM 029066107 492 34,000 X 34,000 AMERICREDIT CORP COM 03060R101 1,142 36,200 X 36,200 AMERISOURCEBERGEN CORP COM 03073E105 794 12,500 X 12,500 AMGEN INC COM 031162100 7,659 135,700 X 135,700 AMSOUTH BANCORPORATION COM 032165102 868 45,900 X 45,900 ANADARKO PETE CORP COM 032511107 1,734 30,500 X 30,500 ANALOG DEVICES INC COM 032654105 1,931 43,500 X 43,500 ANDREW CORP COM 034425108 221 10,100 X 10,100 ANHEUSER BUSCH COS INC COM 035229103 5,294 117,100 X 117,100 ANNTAYLOR STORES CORP COM 036115103 245 7,000 X 7,000 AON CORP COM 037389103 1,105 31,100 X 31,100 APACHE CORP COM 037411105 949 19,030 X 19,030 APOLLO GROUP INC CL A 037604105 540 12,000 X 12,000 APPLE COMPUTER INC COM 037833100 896 40,900 X 40,900 APPLEBEES INTL INC COM 037899101 410 12,000 X 12,000 APPLERA CORP COM AP BIO GRP 038020103 982 25,000 X 25,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 414 36,600 X 36,600 APPLIED MATLS INC COM 038222105 4,447 110,900 X 110,900 APTARGROUP INC COM 038336103 469 13,400 X 13,400 ARCHER DANIELS MIDLAND CO COM 039483102 1,305 90,935 X 90,935 ARCTIC CAT INC COM 039670104 391 23,000 X 23,000 ARTESYN TECHNOLOGIES INC COM 043127109 159 17,100 X 17,100 ARTHROCARE CORP COM 043136100 459 25,600 X 25,600 ASHLAND INC COM 044204105 1,235 26,800 X 26,800 ASTORIA FINL CORP COM 046265104 1,058 40,000 X 40,000 ATWOOD OCEANICS INC COM 050095108 282 8,100 X 8,100 AUDIOVOX CORP CL A 050757103 219 29,400 X 29,400 AUTODESK INC COM 052769106 786 21,100 X 21,100 AUTOMATIC DATA PROCESSING INC COM 053015103 4,518 76,700 X 76,700 AUTOZONE INC COM 053332102 969 13,500 X 13,500 AVANT CORP COM 053487104 492 24,000 X 24,000 AVAYA INC COM 053499109 426 35,041 X 35,041 AVERY DENNISON CORP COM 053611109 1,029 18,200 X 18,200 AVISTA CORP COM 05379B107 253 19,100 X 19,100 AVOCENT CORP COM 053893103 313 12,900 X 12,900 AVON PRODS INC COM 054303102 1,358 29,200 X 29,200 AWARE INC MASS COM 05453N100 439 52,900 X 52,900 BB&T CORP COM 054937107 1,907 52,800 X 52,800 BJ SVCS CO COM 055482103 234 7,200 X 7,200 BMC SOFTWARE INC COM 055921100 491 30,000 X 30,000 BAKER HUGHES INC COM 057224107 1,477 40,500 X 40,500 BALL CORP COM 058498106 233 3,300 X 3,300 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 315 14,600 X 14,600 BANK OF AMERICA CORPORATION COM 060505104 13,880 220,500 X 220,500 BANK NEW YORK INC COM 064057102 3,713 91,000 X 91,000 BANK ONE CORP COM 06423A103 5,928 151,800 X 151,800 BANKNORTH GROUP INC NEW COM 06646R107 315 14,000 X 14,000 BARD C R INC COM 067383109 393 6,100 X 6,100 BARRICK GOLD CORP COM 067901108 1,045 65,507 X 65,507 BARR LABS INC COM 068306109 317 4,000 X 4,000 BAUSCH & LOMB INC COM 071707103 249 6,600 X 6,600 BAXTER INTL INC COM 071813109 3,904 72,800 X 72,800 BE AEROSPACE INC COM 073302101 452 49,300 X 49,300 BEAR STEARNS COS INC COM 073902108 1,202 20,500 X 20,500 BECKMAN COULTER INC COM 075811109 532 12,000 X 12,000 BECTON DICKINSON & CO COM 075887109 1,024 30,900 X 30,900 BED BATH & BEYOND INC COM 075896100 1,383 40,800 X 40,800 BELDEN INC COM 077459105 676 28,700 X 28,700 BELLSOUTH CORP COM 079860102 10,148 266,000 X 266,000 BEMIS INC COM 081437105 851 17,300 X 17,300 BEST BUY INC COM 086516101 2,309 31,000 X 31,000 BIG LOTS INC COM 089302103 141 13,600 X 13,600 BIOGEN INC COM 090597105 1,439 25,100 X 25,100 BIOMET INC COM 090613100 1,015 32,850 X 32,850 BLACK & DECKER CORP COM 091797100 377 10,000 X 10,000 BLACK BOX CORP DEL COM 091826107 635 12,000 X 12,000 BLOCK H & R INC COM 093671105 1,779 39,800 X 39,800 BLYTH INC COM 09643P108 498 21,400 X 21,400 BOB EVANS FARMS INC COM 096761101 418 17,000 X 17,000 BOEING CO COM 097023105 4,107 105,900 X 105,900 BOISE CASCADE CORP COM 097383103 241 7,100 X 7,100 BOSTON SCIENTIFIC CORP COM 101137107 1,204 49,900 X 49,900 BRIGGS & STRATTON CORP COM 109043109 273 6,400 X 6,400 BRIGHTPOINT INC COM 109473108 92 29,400 X 29,400 BRINKER INTL INC COM 109641100 631 21,200 X 21,200 BRISTOL MYERS SQUIBB CO COM 110122108 12,296 241,100 X 241,100 BROADCOM CORP CL A 111320107 1,296 31,700 X 31,700 BROOKS AUTOMATION INC COM 11434A100 203 5,000 X 5,000 BROWN FORMAN CORP CL B 115637209 532 8,500 X 8,500 BROWN SHOE INC NEW COM 115736100 348 21,400 X 21,400 BRUNSWICK CORP COM 117043109 235 10,800 X 10,800 BUCKEYE TECHNOLOGIES INC COM 118255108 261 22,700 X 22,700 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,338 46,900 X 46,900 BURLINGTON RES INC COM 122014103 987 26,300 X 26,300 CBRL GROUP INC COM 12489V106 259 8,800 X 8,800 CDW COMPUTER CTRS INC COM 125129106 215 4,000 X 4,000 CEC ENTMT INC COM 125137109 434 10,000 X 10,000 CIGNA CORP COM 125509109 2,131 23,000 X 23,000 CMS ENERGY CORP COM 125896100 884 36,800 X 36,800 CSX CORP COM 126408103 897 25,600 X 25,600 CVS CORP COM 126650100 1,418 47,900 X 47,900 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 240 17,575 X 17,575 CABOT CORP COM 127055101 278 7,800 X 7,800 CALPINE CORP COM 131347106 618 36,800 X 36,800 CAMPBELL SOUP CO COM 134429109 1,939 64,900 X 64,900 CAPITAL ONE FINL CORP COM 14040H105 1,349 25,000 X 25,000 CARDINAL HEALTH INC COM 14149Y108 3,904 60,373 X 60,373 CARNIVAL CORP COM 143658102 2,558 91,100 X 91,100 CASEYS GEN STORES INC COM 147528103 310 20,800 X 20,800 CATERPILLAR INC DEL COM 149123101 2,210 42,300 X 42,300 CATO CORP NEW CL A 149205106 433 22,900 X 22,900 CENDANT CORP COM 151313103 3,275 167,000 X 167,000 CENTEX CORP COM 152312104 400 7,000 X 7,000 CENTURYTEL INC COM 156700106 571 17,400 X 17,400 CHARTER ONE FINL INC COM 160903100 1,222 45,027 X 45,027 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 406 25,000 X 25,000 CHEVRONTEXACO CORP COM 166764100 12,390 138,266 X 138,266 CHIRON CORP COM 170040109 1,013 23,100 X 23,100 CHUBB CORP COM 171232101 1,746 25,305 X 25,305 CIENA CORP COM 171779101 571 39,900 X 39,900 CINCINNATI FINL CORP COM 172062101 752 19,700 X 19,700 CINERGY CORP COM 172474108 652 19,500 X 19,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 657 25,300 X 25,300 CISCO SYS INC COM 17275R102 16,949 935,900 X 935,900 CINTAS CORP COM 172908105 974 20,300 X 20,300 CITIGROUP INC COM 172967101 32,546 644,733 X 644,733 CITIZENS COMMUNICATIONS CO COM 17453B101 374 35,100 X 35,100 CITRIX SYS INC COM 177376100 981 43,300 X 43,300 CLAIMSNET COM INC COM 179570106 124 243,770 X 243,770 CLAYTON HOMES INC COM 184190106 615 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,615 71,000 X 71,000 CLEVELAND CLIFFS INC COM 185896107 527 28,800 X 28,800 CLOROX CO DEL COM 189054109 1,135 28,700 X 28,700 COACHMEN INDS INC COM 189873102 139 11,600 X 11,600 COCA COLA CO COM 191216100 14,310 303,500 X 303,500 COCA COLA ENTERPRISES INC COM 191219104 966 51,000 X 51,000 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 307 7,500 X 7,500 COLGATE PALMOLIVE CO COM 194162103 4,054 70,200 X 70,200 COMCAST CORP CL A SPL 200300200 3,971 110,300 X 110,300 COMERICA INC COM 200340107 1,226 21,400 X 21,400 COMMERCE BANCSHARES INC COM 200525103 495 12,684 X 12,684 COMMUNITY FIRST BANKSHARES INC COM 203902101 411 16,000 X 16,000 COMPASS BANCSHARES INC COM 20449H109 532 18,800 X 18,800 COMPAQ COMPUTER CORP COM 204493100 2,136 218,900 X 218,900 COMPUTER ASSOC INTL INC COM 204912109 2,952 85,600 X 85,600 COMPUTER SCIENCES CORP COM 205363104 1,019 20,800 X 20,800 COMPUWARE CORP COM 205638109 527 44,700 X 44,700 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,022 45,700 X 45,700 CONAGRA FOODS INC COM 205887102 1,552 65,300 X 65,300 CONCORD EFS INC COM 206197105 1,934 59,000 X 59,000 CONEXANT SYSTEMS INC COM 207142100 401 27,900 X 27,900 CONOCO INC COM 208251504 2,171 76,700 X 76,700 CONSECO INC COM 208464107 179 40,100 X 40,100 CONSOLIDATED EDISON INC COM 209115104 1,606 39,800 X 39,800 CONSTELLATION BRANDS INC CL A 21036P108 429 10,000 X 10,000 CONSTELLATION ENERGY GROUP INC COM 210371100 520 19,600 X 19,600 CONVERGYS CORP COM 212485106 784 20,900 X 20,900 COOPER INDS INC COM 216669101 391 11,200 X 11,200 COORS ADOLPH CO CL B 217016104 230 4,300 X 4,300 CORNING INC COM 219350105 1,026 115,000 X 115,000 COSTCO WHSL CORP NEW COM 22160K105 2,432 54,800 X 54,800 COUNTRYWIDE CR INDS INC DEL COM 222372104 1,209 29,500 X 29,500 COVANCE INC COM 222816100 454 20,000 X 20,000 CULLEN FROST BANKERS INC COM 229899109 605 19,600 X 19,600 CYTYC CORP COM 232946103 235 9,000 X 9,000 DRS TECHNOLOGIES INC COM 23330X100 442 12,400 X 12,400 D R HORTON INC COM 23331A109 630 19,412 X 19,412 DST SYS INC DEL COM 233326107 499 10,000 X 10,000 DTE ENERGY CO COM 233331107 843 20,100 X 20,100 DANA CORP COM 235811106 251 18,100 X 18,100 DANAHER CORP DEL COM 235851102 1,055 17,500 X 17,500 DARDEN RESTAURANTS INC COM 237194105 1,055 29,800 X 29,800 DAVOX CORP COM 239208101 144 14,900 X 14,900 DELL COMPUTER CORP COM 247025109 8,942 329,000 X 329,000 DELPHI AUTOMOTIVE SYS CORP COM 247126105 937 68,600 X 68,600 DELTA & PINE LD CO COM 247357106 292 12,900 X 12,900 DELTA AIR LINES INC DEL COM 247361108 445 15,200 X 15,200 DELUXE CORP COM 248019101 611 14,700 X 14,700 DENDRITE INTL INC COM 248239105 153 10,900 X 10,900 DENTSPLY INTL INC NEW COM 249030107 1,039 20,700 X 20,700 DEVON ENERGY CORP NEW COM 25179M103 599 15,500 X 15,500 DEVRY INC DEL COM 251893103 228 8,000 X 8,000 DIEBOLD INC COM 253651103 526 13,000 X 13,000 DIGITAL LIGHTWAVE INC COM 253855100 166 17,700 X 17,700 DILLARDS INC CL A 254067101 165 10,300 X 10,300 DISNEY WALT CO COM DISNEY 254687106 5,387 260,000 X 260,000 DIRECT FOCUS INC COM 254931108 406 13,000 X 13,000 DOLLAR GEN CORP COM 256669102 597 40,087 X 40,087 DOMINION RES INC VA NEW COM 25746U109 1,911 31,800 X 31,800 DONNELLEY R R & SONS CO COM 257867101 953 32,100 X 32,100 DORAL FINL CORP COM 25811P100 375 12,000 X 12,000 DOVER CORP COM 260003108 916 24,700 X 24,700 DOW CHEM CO COM 260543103 3,669 108,614 X 108,614 DOW JONES & CO INC COM 260561105 586 10,700 X 10,700 DOWNEY FINL CORP COM 261018105 227 5,500 X 5,500 DU PONT E I DE NEMOURS & CO COM 263534109 5,433 127,800 X 127,800 DUKE ENERGY CORP COM 264399106 4,213 107,316 X 107,316 DUPONT PHOTOMASKS INC COM 26613X101 443 10,200 X 10,200 DYNEGY INC NEW CL A 26816Q101 995 39,000 X 39,000 E M C CORP MASS COM 268648102 3,578 266,200 X 266,200 ENSCO INTL INC COM 26874Q100 249 10,000 X 10,000 EOG RES INC COM 26875P101 559 14,300 X 14,300 ESS TECHNOLOGY INC COM 269151106 532 25,000 X 25,000 EASTMAN CHEM CO COM 277432100 371 9,500 X 9,500 EASTMAN KODAK CO COM 277461109 1,021 34,700 X 34,700 EATON CORP COM 278058102 647 8,700 X 8,700 ECOLAB INC COM 278865100 632 15,700 X 15,700 EDISON INTL COM 281020107 1,089 72,100 X 72,100 EL PASO CORP COM 28336L109 2,725 61,095 X 61,095 ELAN PLC ADR 284131208 734 16,300 X 16,300 ELECTRONIC DATA SYS NEW COM 285661104 3,935 57,400 X 57,400 EMERSON ELEC CO COM 291011104 3,512 61,500 X 61,500 ENGELHARD CORP COM 292845104 991 35,800 X 35,800 ENRON CORP COM 293561106 12 20,000 X 20,000 ENTERGY CORP NEW COM 29364G103 1,263 32,300 X 32,300 EQUIFAX INC COM 294429105 850 35,200 X 35,200 EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,483 49,300 X 49,300 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 950 33,100 X 33,100 ETHAN ALLEN INTERIORS INC COM 297602104 312 7,500 X 7,500 EXELON CORP COM 30161N101 1,927 40,250 X 40,250 EXPRESS SCRIPTS INC COM 302182100 374 8,000 X 8,000 EXTENDED STAY AMER INC COM 30224P101 513 31,300 X 31,300 EXXON MOBIL CORP COM 30231G102 36,376 925,606 X 925,606 F M C CORP COM NEW 302491303 220 3,700 X 3,700 FPL GROUP INC COM 302571104 1,918 34,000 X 34,000 F Y I INC COM 302712104 593 17,700 X 17,700 FACTSET RESH SYS INC COM 303075105 210 6,000 X 6,000 FAMILY DLR STORES INC COM 307000109 624 20,800 X 20,800 FASTENAL CO COM 311900104 332 5,000 X 5,000 FEDERAL HOME LN MTG CORP COM 313400301 7,174 109,700 X 109,700 FEDERAL NATL MTG ASSN COM 313586109 12,084 152,000 X 152,000 FEDERATED DEPT STORES INC DEL COM 31410H101 1,006 24,600 X 24,600 FEDEX CORP COM 31428X106 1,935 37,300 X 37,300 FERRO CORP COM 315405100 452 17,500 X 17,500 FIFTH THIRD BANCORP COM 316773100 4,215 68,730 X 68,730 FINANCIAL FED CORP COM 317492106 509 16,300 X 16,300 FIRST DATA CORP COM 319963104 3,679 46,900 X 46,900 FIRST TENN NATL CORP COM 337162101 497 13,700 X 13,700 FISERV INC COM 337738108 1,676 39,600 X 39,600 FLAGSTAR BANCORP INC COM 337930101 362 18,000 X 18,000 FIRSTENERGY CORP COM 337932107 990 28,300 X 28,300 FLEETBOSTON FINL CORP COM 339030108 5,319 145,722 X 145,722 FLUOR CORP NEW COM 343412102 352 9,400 X 9,400 FORD MTR CO DEL COM PAR $0.01 345370860 3,590 228,400 X 228,400 FOREST LABS INC COM 345838106 1,770 21,600 X 21,600 FORRESTER RESH INC COM 346563109 409 20,300 X 20,300 FORTUNE BRANDS INC COM 349631101 1,275 32,200 X 32,200 FRANKLIN RES INC COM 354613101 1,136 32,200 X 32,200 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 252 18,800 X 18,800 G & K SVCS INC CL A 361268105 869 26,900 X 26,900 GANNETT INC COM 364730101 2,582 38,400 X 38,400 GAP INC DEL COM 364760108 2,080 149,200 X 149,200 GATEWAY INC COM 367626108 319 39,700 X 39,700 GENCORP INC COM 368682100 457 32,400 X 32,400 GENERAL DYNAMICS CORP COM 369550108 2,134 26,800 X 26,800 GENERAL ELEC CO COM 369604103 49,984 1,247,100 X 1,247,100 GENERAL MLS INC COM 370334104 2,299 44,200 X 44,200 GENERAL MTRS CORP COM 370442105 3,206 65,969 X 65,969 GENUINE PARTS CO COM 372460105 796 21,700 X 21,700 GEORGIA GULF CORP COM PAR $0.01 373200203 283 15,300 X 15,300 GEORGIA PAC CORP COM GA PAC GRP 373298108 767 27,762 X 27,762 GILLETTE CO COM 375766102 4,653 139,300 X 139,300 GLOBAL IMAGING SYSTEMS COM 37934A100 393 26,300 X 26,300 GOLDEN ST BANCORP INC COM 381197102 418 16,000 X 16,000 GOLDEN WEST FINL CORP DEL COM 381317106 1,424 24,200 X 24,200 GOODRICH CORP COM 382388106 335 12,600 X 12,600 GOODYEAR TIRE & RUBR CO COM 382550101 457 19,200 X 19,200 GRACO INC COM 384109104 508 13,000 X 13,000 GRAINGER W W INC COM 384802104 557 11,600 X 11,600 GREAT ATLANTIC & PAC TEA INC COM 390064103 290 12,200 X 12,200 GREENPOINT FINL CORP COM 395384100 879 24,600 X 24,600 GUIDANT CORP COM 401698105 1,868 37,500 X 37,500 HCA INC COM 404119109 2,478 64,300 X 64,300 HNC SOFTWARE INC COM 40425P107 225 10,900 X 10,900 HAIN CELESTIAL GROUP INC COM 405217100 465 16,930 X 16,930 HALLIBURTON CO COM 406216101 803 61,300 X 61,300 HANCOCK JOHN FINL SVCS INC COM 41014S106 1,561 37,800 X 37,800 HARLEY DAVIDSON INC COM 412822108 2,004 36,900 X 36,900 HARRAHS ENTMT INC COM 413619107 522 14,100 X 14,100 HARTFORD FINL SVCS GROUP INC COM 416515104 1,797 28,600 X 28,600 HASBRO INC COM 418056107 344 21,200 X 21,200 HEALTHSOUTH CORP COM 421924101 698 47,100 X 47,100 HEALTH MGMT ASSOC INC NEW CL A 421933102 546 29,700 X 29,700 HEINZ H J CO COM 423074103 1,743 42,400 X 42,400 HERCULES INC COM 427056106 131 13,100 X 13,100 HERSHEY FOODS CORP COM 427866108 1,117 16,500 X 16,500 HEWLETT PACKARD CO COM 428236103 5,069 246,800 X 246,800 HILLENBRAND INDS INC COM 431573104 569 10,300 X 10,300 HILTON HOTELS CORP COM 432848109 494 45,200 X 45,200 HOME DEPOT INC COM 437076102 15,538 304,600 X 304,600 HON INDS INC COM 438092108 332 12,000 X 12,000 HONEYWELL INTL INC COM 438516106 3,281 97,000 X 97,000 HOT TOPIC INC COM 441339108 753 24,000 X 24,000 HOUSEHOLD INTL INC COM 441815107 3,349 57,800 X 57,800 HUGHES SUPPLY INC COM 444482103 830 26,900 X 26,900 HUMANA INC COM 444859102 239 20,300 X 20,300 HUNTINGTON BANCSHARES INC COM 446150104 544 31,645 X 31,645 IMS HEALTH INC COM 449934108 704 36,100 X 36,100 ITT INDS INC IND COM 450911102 1,086 21,500 X 21,500 IDACORP INC COM 451107106 455 11,200 X 11,200 IDEXX LABS INC COM 45168D104 428 15,000 X 15,000 ILLINOIS TOOL WKS INC COM 452308109 2,472 36,500 X 36,500 IMMUNEX CORP NEW COM 452528102 1,809 65,300 X 65,300 INAMED CORP COM 453235103 454 15,100 X 15,100 INCO LTD COM 453258402 369 21,800 X 21,800 INDEPENDENCE CMNTY BK CORP COM 453414104 432 19,000 X 19,000 INGERSOLL-RAND CO COM 456866102 824 19,700 X 19,700 INSIGHT ENTERPRISES INC COM 45765U103 418 17,000 X 17,000 INTEGRATED ELECTRICAL SVC COM 45811E103 394 76,900 X 76,900 INTEL CORP COM 458140100 26,981 857,900 X 857,900 INTER TEL INC COM 458372109 404 21,000 X 21,000 INTERMET CORP COM 45881K104 91 27,200 X 27,200 INTERNATIONAL BUSINESS MACHS COM 459200101 26,599 219,900 X 219,900 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 345 11,600 X 11,600 INTERNATIONAL GAME TECHNOLOGY COM 459902102 635 9,300 X 9,300 INTL PAPER CO COM 460146103 2,389 59,209 X 59,209 INTERPUBLIC GROUP COS INC COM 460690100 1,799 60,900 X 60,900 INTUIT COM 461202103 1,070 25,000 X 25,000 INVACARE CORP COM 461203101 344 10,200 X 10,200 IRWIN FINL CORP COM 464119106 372 21,900 X 21,900 ISHARES TR S&P MIDCAP 400 464287507 931 9,200 X 9,200 ISHARES TR RUSSELL 3000 464287689 2,432 38,300 X 38,300 ISHARES TR S&P SMLCAP 600 464287804 1,018 8,900 X 8,900 IVAX CORP COM 465823102 455 22,600 X 22,600 JDS UNIPHASE CORP COM 46612J101 1,356 156,200 X 156,200 JLG INDS INC COM 466210101 304 28,500 X 28,500 J P MORGAN CHASE & CO COM 46625H100 8,844 243,300 X 243,300 JABIL CIRCUIT INC COM 466313103 704 31,000 X 31,000 JEFFERSON PILOT CORP COM 475070108 1,437 31,050 X 31,050 JOHNSON & JOHNSON COM 478160104 23,515 397,884 X 397,884 JOHNSON CTLS INC COM 478366107 832 10,300 X 10,300 JONES APPAREL GROUP INC COM 480074103 265 8,000 X 8,000 KLA-TENCOR CORP COM 482480100 1,150 23,200 X 23,200 K MART CORP COM 482584109 321 58,700 X 58,700 KANSAS CITY SOUTHN INDS INC COM NEW 485170302 277 19,600 X 19,600 KB HOME COM 48666K109 205 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TIFFANY & CO NEW COM 886547108 538 17,100 X 17,100 TIMBERLAND CO CL A 887100105 556 15,000 X 15,000 TIMKEN CO COM 887389104 303 18,700 X 18,700 TOLL BROTHERS INC COM 889478103 483 11,000 X 11,000 TORCHMARK CORP COM 891027104 594 15,100 X 15,100 TOWER AUTOMOTIVE INC COM 891707101 470 52,000 X 52,000 TOYS R US INC COM 892335100 525 25,300 X 25,300 TRICON GLOBAL RESTAURANTS COM 895953107 861 17,500 X 17,500 TRIBUNE CO NEW COM 896047107 2,145 57,300 X 57,300 TRIUMPH GROUP INC NEW COM 896818101 455 14,000 X 14,000 TRUSTCO BK CORP N Y COM 898349105 424 33,700 X 33,700 TYCO INTL LTD NEW COM 902124106 15,402 261,500 X 261,500 TYSON FOODS INC CL A 902494103 497 43,000 X 43,000 UGI CORP NEW COM 902681105 393 13,000 X 13,000 USX MARATHON GROUP COM NEW 902905827 2,004 66,800 X 66,800 UST INC COM 902911106 676 19,300 X 19,300 US BANCORP DEL COM NEW 902973304 5,415 258,700 X 258,700 USX-U S STL COM 90337T101 187 10,300 X 10,300 US ONCOLOGY INC COM 90338W103 130 17,300 X 17,300 USA ED INC COM 90390U102 2,882 34,300 X 34,300 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 693 14,000 X 14,000 ULTRATECH STEPPER INC COM 904034105 182 11,000 X 11,000 UNILEVER N V N Y SHS NEW 904784709 4,027 69,900 X 69,900 UNION PAC CORP COM 907818108 1,693 29,700 X 29,700 UNION PLANTERS CORP COM 908068109 1,457 32,275 X 32,275 UNISYS CORP COM 909214108 482 38,400 X 38,400 UNIT CORP COM 909218109 457 35,400 X 35,400 UNITED NAT FOODS INC COM 911163103 425 17,000 X 17,000 UNITED TECHNOLOGIES CORP COM 913017109 4,957 76,700 X 76,700 UNITEDHEALTH GROUP INC COM 91324P102 2,718 38,400 X 38,400 UNIVERSAL ELECTRS INC COM 913483103 423 24,600 X 24,600 UNIVISION COMMUNICATIONS INC CL A 914906102 1,056 26,100 X 26,100 UNOCAL CORP COM 915289102 1,042 28,900 X 28,900 UNUMPROVIDENT CORP COM 91529Y106 769 29,006 X 29,006 USFREIGHTWAYS CORP COM 916906100 273 8,700 X 8,700 V F CORP COM 918204108 534 13,700 X 13,700 VALASSIS COMMUNICATIONS INC COM 918866104 374 10,500 X 10,500 VALERO ENERGY CORP NEW COM 91913Y100 202 5,300 X 5,300 VERISIGN INC COM 92343E102 318 8,370 X 8,370 VERITAS DGC INC COM 92343P107 346 18,700 X 18,700 VERIZON COMMUNICATIONS COM 92343V104 17,136 361,062 X 361,062 VERITAS SOFTWARE CO COM 923436109 2,250 50,200 X 50,200 VIACOM INC CL B 925524308 9,753 220,900 X 220,900 VINTAGE PETE INC COM 927460105 175 12,100 X 12,100 VISHAY INTERTECHNOLOGY INC COM 928298108 468 24,000 X 24,000 VISTEON CORP COM 92839U107 248 16,484 X 16,484 VITESSE SEMICONDUCTOR CORP COM 928497106 484 38,900 X 38,900 VULCAN MATLS CO COM 929160109 570 11,900 X 11,900 WACHOVIA CORP 2ND NEW COM 929903102 6,325 201,700 X 201,700 WAL MART STORES INC COM 931142103 33,149 576,000 X 576,000 WALGREEN CO COM 931422109 4,160 123,600 X 123,600 WASHINGTON FED INC COM 938824109 304 11,800 X 11,800 WASHINGTON MUT INC COM 939322103 4,302 131,550 X 131,550 WASTE CONNECTIONS INC COM 941053100 387 12,500 X 12,500 WASTE MGMT INC DEL COM 94106L109 2,451 76,800 X 76,800 WATERS CORP COM 941848103 372 9,600 X 9,600 WATSON PHARMACEUTICALS INC COM 942683103 681 21,700 X 21,700 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,963 16,800 X 16,800 WELLS FARGO & CO NEW COM 949746101 8,798 202,400 X 202,400 WENDYS INTL INC COM 950590109 1,141 39,100 X 39,100 WERNER ENTERPRISES INC COM 950755108 437 18,000 X 18,000 WESTVACO CORP COM 961548104 330 11,600 X 11,600 WET SEAL INC CL A 961840105 400 17,000 X 17,000 WEYERHAEUSER CO COM 962166104 1,417 26,200 X 26,200 WHIRLPOOL CORP COM 963320106 631 8,600 X 8,600 WHITNEY HLDG CORP COM 966612103 789 18,000 X 18,000 WHOLE FOODS MKT INC COM 966837106 436 10,000 X 10,000 WILLAMETTE INDS INC COM 969133107 662 12,700 X 12,700 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 104 44,327 X 44,327 WILLIAMS COS INC DEL COM 969457100 2,024 79,308 X 79,308 WILLIAMS SONOMA INC COM 969904101 257 6,000 X 6,000 WINN DIXIE STORES INC COM 974280109 238 16,700 X 16,700 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,294 376,000 X 376,000 WORTHINGTON INDS INC COM 981811102 643 45,300 X 45,300 WRIGLEY WM JR CO COM 982526105 1,356 26,400 X 26,400 XCEL ENERGY INC COM 98389B100 1,161 41,855 X 41,855 XILINX INC COM 983919101 1,566 40,100 X 40,100 XEROX CORP COM 984121103 854 82,000 X 82,000 YAHOO INC COM 984332106 1,192 67,200 X 67,200 ZALE CORP NEW COM 988858106 482 11,500 X 11,500 ZEBRA TECHNOLOGIES CORP CL A 989207105 289 5,200 X 5,200 ZIMMER HLDGS INC COM 98956P102 733 24,000 X 24,000 ZIONS BANCORPORATION COM 989701107 594 11,300 X 11,300 ZOLL MED CORP COM 989922109 467 12,000 X 12,000 GRAND TOTAL 1,502,637