-----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, Mo/RFJ7a5bFqHVUhhcxryVlvfrYCgWjWJkV/jc+teDTT0PrLFy0n/R0ingbs+z7I djmdGIjClUNRd3qDCdGbcA== 0000315189-99-000030.txt : 19990810 0000315189-99-000030.hdr.sgml : 19990810 ACCESSION NUMBER: 0000315189-99-000030 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990809 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: 99681222 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265 BUSINESS PHONE: 3097658000 13F-HR 1 FORM 13-F Report for the Calendar Quarter Ended 30 June 1999. --------- 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 facts 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 9th day of August 1999. 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-1999 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 HILFIGER TOMMY CORP ORD G8915Z102 498 6,800 X 6,800 XL CAP LTD CL A G98255105 1,287 22,784 X 22,784 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 534 9,000 X 9,000 AAR CORP COM 000361105 964 42,500 X 42,500 A D C TELECOMMUNICATIONS COM 000886101 456 10,000 X 10,000 ABM INDS INC COM 000957100 902 29,400 X 29,400 AES CORP COM 00130H105 947 16,300 X 16,300 AMR CORP COM 001765106 1,222 17,900 X 17,900 AT&T CORP COM 001957109 17,540 314,269 X 314,269 ABBOTT LABS COM 002824100 7,755 170,900 X 170,900 ABERCROMBIE & FITCH CO CL A 002896207 1,469 30,600 X 30,600 ACTION PERFORMANCE COS INC COM 004933107 716 21,700 X 21,700 ACXIOM CORP COM 005125109 2,646 106,100 X 106,100 ADAC LABS COM NEW 005313200 201 27,700 X 27,700 ADAPTIVE BROADBAND CORP COM 00650M104 440 20,100 X 20,100 ADOBE SYS INC COM 00724F101 493 6,000 X 6,000 ADTRAN INC COM 00738A106 546 15,000 X 15,000 ADVANCED TISSUE SCIENCES INC COM 00755F103 175 53,900 X 53,900 ADVANTAGE LEARNING SYSTEMS COM 00757K100 323 14,600 X 14,600 ADVO INC COM 007585102 986 47,500 X 47,500 ADVANCED MICRO DEVICES INC COM 007903107 238 13,200 X 13,200 AETNA INC COM 008117103 1,154 12,900 X 12,900 AFFILIATED COMPUTER SERVICES CL A 008190100 405 8,000 X 8,000 AFFILIATED MANAGERS GROUP COM 008252108 293 9,700 X 9,700 AIR EXPRESS INTL CORP COM 009104100 1,165 45,900 X 45,900 AIR PRODS & CHEMS INC COM 009158106 769 19,100 X 19,100 AIRTOUCH COMMUNICATIONS INC COM 00949T100 5,538 51,700 X 51,700 ALBERTSONS INC COM 013104104 2,544 49,336 X 49,336 ALCAN ALUMINIUM LTD NEW COM 013716105 658 20,600 X 20,600 ALCOA INC COM 013817101 2,054 33,200 X 33,200 ALCATEL SPONSORED ADR 013904305 578 20,375 X 20,375 ALLEGHENY TELEDYNE INC COM 017415100 403 17,800 X 17,800 ALLEN TELECOM INC COM 018091108 523 47,500 X 47,500 ALLERGAN INC COM 018490102 1,787 16,100 X 16,100 ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 582 18,000 X 18,000 ALLIANCE PHARMACEUTICAL CORP COM 018773101 115 43,900 X 43,900 ALLIANT TECHSYSTEMS INC COM 018804104 1,272 14,700 X 14,700 ALLIEDSIGNAL INC COM 019512102 3,686 58,500 X 58,500 ALLSTATE CORP COM 020002101 3,555 99,100 X 99,100 ALLTEL CORP COM 020039103 1,773 24,800 X 24,800 ALPHA INDS INC COM 020753109 557 11,700 X 11,700 ALPHARMA INC CL A 020813101 1,657 46,600 X 46,600 ALZA CORP DEL COM 022615108 402 7,900 X 7,900 AMCAST INDL CORP COM 023395106 206 12,600 X 12,600 AMCOL INTL CORP COM 02341W103 551 38,300 X 38,300 AMERADA HESS CORP COM 023551104 488 8,200 X 8,200 AMEREN CORP COM 023608102 975 25,400 X 25,400 AMERICA ONLINE INC DEL COM 02364J104 9,042 82,200 X 82,200 AMERICAN BANKERS INS GROUP INC COM 024456105 3,168 58,200 X 58,200 AMERICAN ELEC PWR INC COM 025537101 1,025 27,300 X 27,300 AMERICAN EXPRESS CO COM 025816109 5,309 40,800 X 40,800 AMERICAN FREIGHTWAYS CORP COM 02629V108 849 43,400 X 43,400 AMERICAN GENERAL CORP COM 026351106 2,397 31,800 X 31,800 AMERICAN HOME PRODS CORP COM 026609107 6,816 118,800 X 118,800 AMERICAN INTL GROUP INC COM 026874107 13,108 111,799 X 111,799 AMERICAN MGMT SYS INC COM 027352103 1,921 59,900 X 59,900 AMERICAN PWR CONVERSION CORP COM 029066107 604 30,000 X 30,000 AMERICAN STS WTR CO COM 029899101 349 12,300 X 12,300 AMERICREDIT CORP COM 03060R101 1,462 91,400 X 91,400 AMES DEPT STORES INC COM NEW 030789507 652 14,300 X 14,300 AMERITECH CORP NEW COM 030954101 7,534 102,500 X 102,500 AMGEN INC COM 031162100 3,263 53,600 X 53,600 AMRESCO INC COM 031909104 572 88,900 X 88,900 AMSOUTH BANCORPORATION COM 032165102 2,007 86,550 X 86,550 ANADARKO PETE CORP COM 032511107 409 11,100 X 11,100 ANALOG DEVICES INC COM 032654105 669 13,333 X 13,333 ANALOGIC CORP COM PAR $0.05 032657207 538 17,300 X 17,300 ANALYSTS INTL CORP COM 032681108 441 30,700 X 30,700 ANCHOR BANCORP WIS INC COM 032839102 433 24,300 X 24,300 ANCHOR GAMING COM 033037102 1,557 32,400 X 32,400 ANGELICA CORP COM 034663104 206 11,700 X 11,700 ANHEUSER BUSCH COS INC COM 035229103 3,057 43,100 X 43,100 ANIXTER INTL INC COM 035290105 1,059 58,000 X 58,000 ANNTAYLOR STORES CORP COM 036115103 1,796 39,900 X 39,900 AON CORP COM 037389103 1,572 38,100 X 38,100 APACHE CORP COM 037411105 347 8,900 X 8,900 APOGEE ENTERPRISES INC COM 037598109 509 37,900 X 37,900 APPLE COMPUTER INC COM 037833100 1,074 23,200 X 23,200 APPLEBEES INTL INC COM 037899101 1,464 48,600 X 48,600 APEX PC SOLUTIONS INC COM 037945102 406 19,800 X 19,800 APPLIED INDL TECHNOLOGIES INC COM 03820C105 684 36,000 X 36,000 APPLIED MAGNETICS CP DEL COM 038213104 103 33,068 X 33,068 APPLIED MATLS INC COM 038222105 2,453 33,200 X 33,200 APPLIED PWR INC CL A 038225108 1,792 65,600 X 65,600 APTARGROUP INC COM 038336103 1,467 48,900 X 48,900 AQUARION CO COM 03838W101 535 15,300 X 15,300 ARCHER DANIELS MIDLAND CO COM 039483102 826 53,500 X 53,500 ARCTIC CAT INC COM 039670104 734 82,100 X 82,100 ARKANSAS BEST CORP DEL COM 040790107 267 26,900 X 26,900 ARMSTRONG WORLD INDS INC COM 042476101 214 3,700 X 3,700 ASHLAND INC COM 044204105 1,396 34,800 X 34,800 ASHWORTH INC COM 04516H101 187 40,400 X 40,400 ASPECT TELECOMMUNICATIONS CORP COM 045237104 825 84,600 X 84,600 ASPEN TECHNOLOGY INC COM 045327103 472 40,200 X 40,200 ASSOCIATES FIRST CAP CORP CL A 046008108 2,758 62,500 X 62,500 ASTEC INDS INC COM 046224101 1,165 28,600 X 28,600 ASTORIA FINL CORP COM 046265104 444 10,100 X 10,100 ATLANTIC RICHFIELD CO COM 048825103 2,423 29,000 X 29,000 ATMOS ENERGY CORP COM 049560105 1,040 41,600 X 41,600 AUSPEX SYS INC COM 052116100 384 35,300 X 35,300 AUTHENTIC FITNESS CORP COM 052661105 541 30,900 X 30,900 AUTOMATIC DATA PROCESSING INC COM 053015103 2,926 66,500 X 66,500 AUTOZONE INC COM 053332102 416 13,800 X 13,800 AVERY DENNISON CORP COM 053611109 2,349 38,900 X 38,900 AVID TECHNOLOGY INC COM 05367P100 537 33,300 X 33,300 AVIATION SALES CO COM 053672101 660 16,700 X 16,700 AVON PRODS INC COM 054303102 1,537 27,700 X 27,700 AZTAR CORP COM 054802103 570 62,000 X 62,000 BB&T CORP COM 054937107 965 26,300 X 26,300 BISYS GROUP INC COM 055472104 2,124 36,300 X 36,300 BJ SVCS CO COM 055482103 274 9,300 X 9,300 BMC INDS INC MINN COM 055607105 486 47,100 X 47,100 BP AMOCO P L C SPONSORED ADR 055622104 1,175 10,834 X 10,834 BMC SOFTWARE INC COM 055921100 2,214 41,000 X 41,000 BAKER HUGHES INC COM 057224107 988 29,500 X 29,500 BAKER J INC COM 057232100 166 19,300 X 19,300 BALDOR ELEC CO COM 057741100 1,000 50,300 X 50,300 BALLARD MED PRODS COM 058566100 972 41,700 X 41,700 BANCTEC INC COM 059784108 574 32,000 X 32,000 BANGOR HYDRO ELEC CO COM 060077104 163 10,100 X 10,100 BANK OF AMERICA CORPORATION COM 060505104 13,292 181,300 X 181,300 BANK NEW YORK INC COM 064057102 2,509 68,400 X 68,400 BANK ONE CORP COM 06423A103 5,256 88,249 X 88,249 BANKBOSTON CORP COM 06605R106 1,360 26,600 X 26,600 BANKNORTH GROUP INC DEL COM 06646L100 1,040 31,500 X 31,500 BARD C R INC COM 067383109 239 5,000 X 5,000 BARNES GROUP INC COM 067806109 592 27,200 X 27,200 BARRICK GOLD CORP COM 067901108 657 33,900 X 33,900 BARR LABS INC COM 068306109 1,232 30,900 X 30,900 BARRETT RES CORP COM PAR $0.01 068480201 1,892 49,300 X 49,300 BASSETT FURNITURE INDS INC COM 070203104 409 17,900 X 17,900 BATTLE MTN GOLD CO COM 071593107 50 20,700 X 20,700 BAUSCH & LOMB INC COM 071707103 390 5,100 X 5,100 BAXTER INTL INC COM 071813109 1,564 25,800 X 25,800 BE AEROSPACE INC COM 073302101 620 33,200 X 33,200 BEAR STEARNS COS INC COM 073902108 1,289 27,565 X 27,565 BECTON DICKINSON & CO COM 075887109 672 22,400 X 22,400 BED BATH & BEYOND INC COM 075896100 539 14,000 X 14,000 BELDEN INC COM 077459105 790 33,000 X 33,000 BELL ATLANTIC CORP COM 077853109 10,780 164,900 X 164,900 BELL INDS INC COM 078107109 57 12,900 X 12,900 BELLSOUTH CORP COM 079860102 11,195 242,700 X 242,700 BENCHMARK ELECTRS INC COM 08160H101 571 15,900 X 15,900 BENTON OIL & GAS CO COM 083288100 131 65,300 X 65,300 BERKSHIRE HATHAWAY INC DEL CL B 084670207 208 93 X 93 BESTFOODS COM 08658U101 1,376 27,800 X 27,800 BETHLEHEM STL CORP COM 087509105 90 11,700 X 11,700 BILLING CONCEPTS CORP COM 090063108 562 50,200 X 50,200 BINDLEY WESTN INDS INC COM 090324104 1,076 46,667 X 46,667 BIO TECHNOLOGY GEN CORP COM 090578105 826 127,000 X 127,000 BIOGEN INC COM 090597105 952 14,800 X 14,800 BIOMATRIX INC COM 09060P102 656 30,400 X 30,400 BIOMET INC COM 090613100 405 10,200 X 10,200 BIRMINGHAM STL CORP COM 091250100 169 39,700 X 39,700 BLACK & DECKER CORP COM 091797100 505 8,000 X 8,000 BLANCH E W HLDGS INC COM 093210102 518 7,600 X 7,600 BLOCK H & R INC COM 093671105 440 8,800 X 8,800 BLOUNT INTL INC CL A 095177101 1,370 50,400 X 50,400 BLYTH INDS INC COM 09643P108 1,234 36,300 X 36,300 BOEING CO COM 097023105 4,655 105,800 X 105,800 BOISE CASCADE CORP COM 097383103 219 5,100 X 5,100 BOMBAY CO INC COM 097924104 380 50,700 X 50,700 BOOKS-A-MILLION INC COM 098570104 180 23,900 X 23,900 BOSTON SCIENTIFIC CORP COM 101137107 1,555 35,400 X 35,400 BOWNE & CO INC COM 103043105 669 50,000 X 50,000 BRADY CORP CL A 104674106 1,320 40,600 X 40,600 BREED TECHNOLOGIES INC COM 106702103 113 50,200 X 50,200 BRIGGS & STRATTON CORP COM 109043109 589 10,200 X 10,200 BRIGHTPOINT INC COM 109473108 519 85,600 X 85,600 BRINKER INTL INC COM 109641100 490 17,800 X 17,800 BRISTOL MYERS SQUIBB CO COM 110122108 16,172 229,600 X 229,600 BROWN & BROWN INC COM 115236101 350 9,200 X 9,200 BROWN FORMAN CORP CL B 115637209 404 6,200 X 6,200 BROWN SHOE INC NEW COM 115736100 537 24,700 X 24,700 BROWNING FERRIS INDS COM 115885105 632 14,700 X 14,700 BRUNSWICK CORP COM 117043109 251 9,000 X 9,000 BRUSH WELLMAN INC COM 117421107 533 29,400 X 29,400 BUCKEYE TECHNOLOGIES INC COM 118255108 727 47,900 X 47,900 BUILDING MATLS HLDG CORP COM 120113105 285 24,800 X 24,800 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,311 42,300 X 42,300 BURLINGTON RES INC COM 122014103 692 16,000 X 16,000 BURR BROWN CORP COM 122574106 1,835 50,100 X 50,100 BUTLER MFG CO DEL COM 123655102 293 10,500 X 10,500 C&D TECHNOLOGIES INC COM 124661109 432 14,100 X 14,100 CBS CORP COM 12490K107 2,775 63,700 X 63,700 C COR ELECTRS INC COM 125010108 348 12,500 X 12,500 C-CUBE MICROSYSTEMS INC COM 125015107 1,616 51,000 X 51,000 C D I CORP COM 125071100 930 27,300 X 27,300 CDW COMPUTER CTRS INC COM 125129106 299 6,800 X 6,800 CEC ENTMT INC COM 125137109 1,373 32,500 X 32,500 CIGNA CORP COM 125509109 2,092 23,500 X 23,500 CKE RESTAURANTS INC COM 12561E105 1,180 72,600 X 72,600 CPI CORP COM 125902106 436 13,200 X 13,200 CSG SYS INTL INC COM 126349109 553 21,100 X 21,100 CSX CORP COM 126408103 894 19,700 X 19,700 CTS CORP COM 126501105 1,274 18,200 X 18,200 CVS CORP COM 126650100 2,029 39,972 X 39,972 CABLETRON SYS INC COM 126920107 194 14,900 X 14,900 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 804 52,050 X 52,050 CABOT OIL & GAS CORP CL A 127097103 624 33,500 X 33,500 CALPINE CORP COM 131347106 324 6,000 X 6,000 CAMBREX CORP COM 132011107 858 32,700 X 32,700 CAMPBELL SOUP CO COM 134429109 3,307 71,300 X 71,300 CANANDAIGUA BRANDS INC CL A 137219200 1,783 34,000 X 34,000 CAPITAL ONE FINL CORP COM 14040H105 1,002 18,000 X 18,000 CAPITAL RE CORP COM 140432105 1,068 66,500 X 66,500 CARAUSTAR INDS INC COM 140909102 842 34,100 X 34,100 CARDINAL HEALTH INC COM 14149Y108 3,841 59,899 X 59,899 CARMIKE CINEMAS INC CL A 143436103 346 21,700 X 21,700 CARNIVAL CORP COM 143658102 3,148 64,900 X 64,900 CAROLINA FIRST CORP COM 143877108 741 30,400 X 30,400 CAROLINA PWR & LT CO COM 144141108 587 13,700 X 13,700 CASCADE NAT GAS CORP COM 147339105 287 15,100 X 15,100 CASE CORP COM 14743R103 318 6,600 X 6,600 CASEYS GEN STORES INC COM 147528103 1,440 96,000 X 96,000 CASH AMER INTL INC COM 14754D100 438 34,000 X 34,000 CASTLE A M & CO COM 148411101 328 19,300 X 19,300 CATALINA MARKETING CORP COM 148867104 2,659 28,900 X 28,900 CATERPILLAR INC DEL COM 149123101 2,244 37,400 X 37,400 CATO CORP NEW CL A 149205106 696 59,900 X 59,900 CENDANT CORP COM 151313103 1,574 76,800 X 76,800 CENTEX CORP COM 152312104 1,345 35,800 X 35,800 CENTRAL & SOUTH WEST CORP COM 152357109 916 39,200 X 39,200 CENTRAL HUDSON GAS & ELEC CORP COM 153609102 987 23,500 X 23,500 CENTRAL PKG CORP COM 154785109 1,377 40,200 X 40,200 CENTRAL VT PUB SVC CORP COM 155771108 201 15,700 X 15,700 CENTURA BKS INC COM 15640T100 2,323 41,200 X 41,200 CENTURYTEL INC COM 156700106 501 12,600 X 12,600 CEPHALON INC COM 156708109 681 39,200 X 39,200 CERIDIAN CORP COM 15677T106 425 13,000 X 13,000 CERNER CORP COM 156782104 935 44,600 X 44,600 CHAMPION ENTERPRISES INC COM 158496109 1,401 75,200 X 75,200 CHAMPION INTL CORP COM 158525105 417 8,700 X 8,700 CHASE MANHATTAN CORP NEW COM 16161A108 7,958 92,000 X 92,000 CHECKPOINT SYS INC COM 162825103 480 53,700 X 53,700 CHEESECAKE FACTORY INC COM 163072101 824 27,000 X 27,000 CHEMED CORP COM 163596109 452 13,600 X 13,600 CHEMFIRST INC COM 16361A106 622 25,600 X 25,600 CHEVRON CORPORATION COM 166751107 5,599 58,900 X 58,900 CHIQUITA BRANDS INTL INC COM 170032106 800 88,900 X 88,900 CHUBB CORP COM 171232101 1,022 14,700 X 14,700 CIBER INC COM 17163B102 1,396 73,000 X 73,000 CILCORP INC COM 171794100 1,138 18,200 X 18,200 CINCINNATI FINL CORP COM 172062101 567 15,100 X 15,100 CINERGY CORP COM 172474108 461 14,400 X 14,400 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 846 9,100 X 9,100 CISCO SYS INC COM 17275R102 24,071 373,550 X 373,550 CINTAS CORP COM 172908105 336 5,000 X 5,000 CITIGROUP INC COM 172967101 16,608 349,650 X 349,650 CLARCOR INC COM 179895107 627 32,700 X 32,700 CLAYTON HOMES INC COM 184190106 857 74,937 X 74,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,544 22,400 X 22,400 CLEVELAND CLIFFS INC COM 185896107 275 8,500 X 8,500 CLOROX CO DEL COM 189054109 2,777 26,000 X 26,000 COACHMEN INDS INC COM 189873102 537 23,100 X 23,100 COASTAL CORP COM 190441105 773 19,200 X 19,200 COCA COLA BOTTLING CO CONS COM 191098102 627 11,200 X 11,200 COCA COLA CO COM 191216100 13,764 222,000 X 222,000 COCA COLA ENTERPRISES INC COM 191219104 907 30,500 X 30,500 COEUR D ALENE MINES CORP IDAHO COM 192108108 139 30,000 X 30,000 COGNEX CORP COM 192422103 1,717 54,400 X 54,400 COHERENT INC COM 192479103 605 32,500 X 32,500 COLGATE PALMOLIVE CO COM 194162103 4,433 45,000 X 45,000 COLUMBIA ENERGY GROUP COM 197648108 790 12,600 X 12,600 COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,328 58,200 X 58,200 COMAIR HOLDINGS INC COM 199789108 437 21,000 X 21,000 COMCAST CORP CL A SPL 200300200 2,560 66,600 X 66,600 COMERICA INC COM 200340107 2,526 42,500 X 42,500 COMMERCE BANCORP INC NJ COM 200519106 1,389 32,500 X 32,500 COMMERCIAL FEDERAL CORPORATION COM 201647104 1,913 82,500 X 82,500 COMMERCIAL METALS CO COM 201723103 675 23,700 X 23,700 COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 1,231 29,300 X 29,300 COMMONWEALTH INDS INC DEL COM 203004106 273 21,800 X 21,800 COMMSCOPE INC COM 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X 13,500 COOPER COS INC COM NEW 216648402 471 18,900 X 18,900 COOPER INDS INC COM 216669101 489 9,400 X 9,400 COR THERAPEUTICS INC COM 217753102 488 33,100 X 33,100 CORDANT TECHNOLOGIES INC COM 218412104 1,008 22,300 X 22,300 CORN PRODS INTL INC COM 219023108 1,482 48,700 X 48,700 CORNING INC COM 219350105 1,466 20,900 X 20,900 COSTCO COMPANIES INC COM 22160Q102 1,577 19,700 X 19,700 COUNTRYWIDE CR INDS INC DEL COM 222372104 1,689 39,500 X 39,500 COVENTRY HEALTH CARE INC COM 222862104 874 79,900 X 79,900 CRANE CO COM 224399105 1,611 51,250 X 51,250 CREE RESH INC COM 225447101 385 5,000 X 5,000 CROSS A T CO CL A 227478104 126 22,600 X 22,600 CROSS TIMBERS OIL CO COM 227573102 933 62,700 X 62,700 CROWN CORK & SEAL INC COM 228255105 316 11,100 X 11,100 CULLEN FROST BANKERS INC COM 229899109 2,271 82,400 X 82,400 CURATIVE HEALTH SVCS INC COM 231264102 150 27,300 X 27,300 CUSTOMTRACKS CORP COM 232046102 1,141 20,400 X 20,400 CYBEROPTICS CORP COM 232517102 161 10,000 X 10,000 CYGNUS INC COM 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SPEEDFAM-IPEC INC COM 847705100 377 23,500 X 23,500 SPORTS AUTH INC COM 849176102 193 43,500 X 43,500 SPRINT CORP COM FON GROUP 852061100 4,123 77,800 X 77,800 SPRINT CORP PCS COM SER 1 852061506 1,944 34,100 X 34,100 STANDARD MICROSYSTEMS CORP COM 853626109 160 21,100 X 21,100 STANDARD MTR PRODS INC COM 853666105 441 18,000 X 18,000 STANDARD PAC CORP NEW COM 85375C101 530 40,800 X 40,800 STANDARD PRODS CO COM 853836104 559 21,800 X 21,800 STANDEX INTL CORP COM 854231107 476 17,400 X 17,400 STANLEY WKS COM 854616109 261 8,100 X 8,100 STAPLES INC COM 855030102 1,661 53,700 X 53,700 STATE STR CORP COM 857477103 1,238 14,500 X 14,500 STEEL TECHNOLOGIES INC COM 858147101 144 15,300 X 15,300 STEIN MART INC COM 858375108 675 72,000 X 72,000 STERIS CORP COM 859152100 360 18,600 X 18,600 STILLWATER MNG CO COM 86074Q102 2,451 75,400 X 75,400 STONE & WEBSTER INC COM 861572105 586 22,000 X 22,000 STONE ENERGY CORP COM 861642106 869 20,500 X 20,500 STRIDE RITE CORP COM 863314100 648 62,800 X 62,800 STURM RUGER & CO INC COM 864159108 394 36,900 X 36,900 SUIZA FOODS CORP COM 865077101 1,198 28,600 X 28,600 SUMMIT BANCORP COM 866005101 652 15,600 X 15,600 SUMMIT TECHNOLOGY INC COM 86627E101 944 42,900 X 42,900 SUN MICROSYSTEMS INC COM 866810104 6,116 88,800 X 88,800 SUNOCO INC COM 86764P109 1,189 39,400 X 39,400 SUNRISE MED INC COM 867910101 308 43,200 X 43,200 SUNTRUST BKS INC COM 867914103 1,312 18,900 X 18,900 SUPERIOR SVCS INC COM 868316100 1,180 44,200 X 44,200 SUPERIOR TELECOM INC COM 868365107 250 10,000 X 10,000 SUPERVALU INC COM 868536103 2,543 98,300 X 98,300 SUSQUEHANNA BANCSHARES INC PA COM 869099101 814 46,000 X 46,000 SWISS ARMY BRANDS INC COM 870827102 100 11,300 X 11,300 SYMANTEC CORP COM 871503108 485 19,000 X 19,000 SYMMETRICOM INC COM 871543104 167 20,500 X 20,500 SYNCOR INTL CORP DEL COM 87157J106 544 15,100 X 15,100 SYNOPSYS INC COM 871607107 552 10,000 X 10,000 SYNOVUS FINL CORP COM 87161C105 479 24,100 X 24,100 SYSCO CORP COM 871829107 960 32,200 X 32,200 SYSTEM SOFTWARE ASSOC INC COM 871839106 108 65,200 X 65,200 TBC CORP COM 872180104 290 41,000 X 41,000 TCBY ENTERPRISES INC COM 872245105 194 31,700 X 31,700 TCSI CORP COM 87233R106 78 30,600 X 30,600 TJ INTL INC COM 872534102 663 21,400 X 21,400 TJX COS INC NEW COM 872540109 4,347 130,500 X 130,500 TNP ENTERPRISES INC COM 872594106 660 18,200 X 18,200 TRW INC COM 872649108 593 10,800 X 10,800 TV GUIDE INC CL A 87307Q109 256 7,000 X 7,000 TACO CABANA INC COM 873425102 188 18,500 X 18,500 TALK COM INC COM 874264104 1,051 93,400 X 93,400 TANDY CORP COM 875382103 890 18,200 X 18,200 TECH DATA CORP COM 878237106 1,052 27,500 X 27,500 TECHNE CORP COM 878377100 282 11,100 X 11,100 TECHNITROL INC COM 878555101 716 22,200 X 22,200 TECHNOLOGY SOLUTIONS CO COM 87872T108 606 56,000 X 56,000 TELLABS INC COM 879664100 4,574 67,700 X 67,700 TELXON CORP COM 879700102 175 22,100 X 22,100 TEMPLE INLAND INC COM 879868107 350 5,100 X 5,100 TENET HEALTHCARE CORP COM 88033G100 518 27,900 X 27,900 TENNECO INC NEW COM 88037E101 494 20,700 X 20,700 TETRA TECHNOLOGIES INC DEL COM 88162F105 276 29,100 X 29,100 TETRA TECH INC NEW COM 88162G103 965 58,515 X 58,515 TEXACO INC COM 881694103 5,951 95,400 X 95,400 TEXAS INDS INC COM 882491103 1,116 28,800 X 28,800 TEXAS INSTRS INC COM 882508104 5,069 35,200 X 35,200 TEXAS UTILS CO COM 882848104 1,061 25,600 X 25,600 TEXTRON INC COM 883203101 1,432 17,400 X 17,400 THERMO ELECTRON CORP COM 883556102 289 14,400 X 14,400 THOMAS & BETTS CORP COM 884315102 246 5,200 X 5,200 THOMAS INDS INC COM 884425109 445 21,700 X 21,700 THOR INDS INC COM 885160101 477 16,800 X 16,800 3COM CORP COM 885535104 865 32,400 X 32,400 THREE FIVE SYS INC COM 88554L108 149 10,800 X 10,800 TIDEWATER INC COM 886423102 802 26,300 X 26,300 TIMBERLAND CO CL A 887100105 1,790 26,300 X 26,300 TIME WARNER INC COM 887315109 7,923 109,100 X 109,100 TIMES MIRROR CO NEW COM SER A 887364107 438 7,400 X 7,400 TITAN INTL INC ILL COM 88830M102 342 28,800 X 28,800 TOLL BROTHERS INC COM 889478103 1,267 59,100 X 59,100 TORCHMARK CORP COM 891027104 945 27,700 X 27,700 TORO CO COM 891092108 827 21,000 X 21,000 TOTAL RENAL CARE HLDGS INC COM 89151A107 342 22,000 X 22,000 TOWER AUTOMOTIVE INC COM 891707101 2,363 92,900 X 92,900 TOYS R US INC COM 892335100 470 22,700 X 22,700 TRANSAMERICA CORP COM 893485102 1,080 14,400 X 14,400 TREDEGAR CORP COM 894650100 1,121 49,800 X 49,800 TRENWICK GROUP INC COM 895290104 446 18,100 X 18,100 TRIARC COS INC CL A 895927101 716 33,700 X 33,700 TRICON GLOBAL RESTAURANTS COM 895953107 980 18,100 X 18,100 TRIBUNE CO NEW COM 896047107 2,675 30,700 X 30,700 TRIMBLE NAVIGATION LTD COM 896239100 386 30,000 X 30,000 TRUE NORTH COMMUNICATIONS INC COM 897844106 1,821 61,200 X 61,200 TRUSTCO BK CORP N Y COM 898349105 970 36,100 X 36,100 TUBOSCOPE INC COM 898600101 794 58,000 X 58,000 TYCO INTL LTD NEW COM 902124106 7,050 74,409 X 74,409 UGI CORP NEW COM 902681105 299 14,800 X 14,800 UST CORP COM 902900109 1,764 58,300 X 58,300 USX MARATHON GROUP COM NEW 902905827 1,895 58,200 X 58,200 UST INC COM 902911106 961 32,800 X 32,800 USA DETERGENTS INC COM 902938109 115 18,900 X 18,900 US BANCORP DEL COM 902973106 2,199 65,900 X 65,900 U S LIQUIDS INC COM 902974104 342 16,400 X 16,400 UNUM CORP COM 903192102 684 12,500 X 12,500 URS CORP NEW COM 903236107 270 9,200 X 9,200 U S G CORP COM NEW 903293405 280 5,000 X 5,000 USX-U S STL COM 90337T101 216 8,000 X 8,000 ULTRATECH STEPPER INC COM 904034105 599 39,800 X 39,800 UNILEVER N V N Y SHS NEW 904784709 3,600 51,607 X 51,607 UNICOM CORP COM 904911104 756 19,600 X 19,600 UNION CARBIDE CORP COM 905581104 585 12,000 X 12,000 UNION PAC CORP COM 907818108 1,300 22,300 X 22,300 UNION PAC RES GROUP INC COM 907834105 369 22,600 X 22,600 UNION PLANTERS CORP COM 908068109 759 16,975 X 16,975 UNISYS CORP COM 909214108 896 23,000 X 23,000 UNITED BANKSHARES INC WEST VA COM 909907107 1,558 58,800 X 58,800 UNITED HEALTHCARE CORP COM 910581107 1,058 16,900 X 16,900 UNITED ILLUM CO COM 910637107 815 19,200 X 19,200 UNITED NAT FOODS INC COM 911163103 495 20,000 X 20,000 U S BIOSCIENCE INC COM PAR $0.01 911646206 326 33,400 X 33,400 US AIRWAYS GROUP INC COM 911905107 344 7,900 X 7,900 U S HOME CORP NEW COM 911920106 643 18,100 X 18,100 U S WEST INC NEW COM 91273H101 3,243 55,200 X 55,200 U S TR CORP NEW COM 91288L105 2,340 25,300 X 25,300 UNITED TECHNOLOGIES CORP COM 913017109 6,869 95,400 X 95,400 UNITED WTR RES INC COM 913190104 1,155 50,900 X 50,900 UNITRODE CORP COM 913283107 1,236 43,100 X 43,100 UNIVERSAL FST PRODS INC COM 913543104 694 32,300 X 32,300 UNIVERSAL HLTH SVCS INC CL B 913903100 2,636 55,200 X 55,200 UNOCAL CORP COM 915289102 864 21,800 X 21,800 USFREIGHTWAYS CORP COM 916906100 2,209 47,700 X 47,700 UTILICORP UTD INC COM 918005109 248 10,200 X 10,200 V F CORP COM 918204108 466 10,900 X 10,900 VALASSIS COMMUNICATIONS INC COM 918866104 3,247 88,650 X 88,650 VALENCE TECHNOLOGY INC COM 918914102 264 35,800 X 35,800 VALMONT INDS INC COM 920253101 581 34,100 X 34,100 VANTIVE CORP COM 922091103 407 35,600 X 35,600 VARCO INTL INC COM 922126107 443 41,000 X 41,000 VARIAN MED SYS INC COM 92220P105 1,030 40,800 X 40,800 VERITAS DGC INC COM 92343P107 225 12,300 X 12,300 VERTEX PHARMACEUTICALS INC COM 92532F100 830 34,400 X 34,400 VIACOM INC CL B 925524308 2,807 63,800 X 63,800 VICOR CORP COM 925815102 1,430 67,500 X 67,500 VINTAGE PETE INC COM 927460105 1,131 105,200 X 105,200 VISIO CORP COM 927914101 982 25,800 X 25,800 VISX INC DEL COM 92844S105 412 5,200 X 5,200 VITAL SIGNS INC COM 928469105 347 17,400 X 17,400 VITESSE SEMICONDUCTOR CORP COM 928497106 1,012 15,000 X 15,000 VOLT INFORMATION SCIENCES INC COM 928703107 469 20,500 X 20,500 WD-40 CO COM 929236107 535 21,400 X 21,400 WHX CORP COM 929248102 156 23,800 X 23,800 WICOR INC COM 929253102 1,416 50,700 X 50,700 WABASH NATL CORP COM 929566107 899 46,400 X 46,400 WACHOVIA CORP COM 929771103 2,079 24,300 X 24,300 WAL MART STORES INC COM 931142103 19,976 414,000 X 414,000 WALGREEN CO COM 931422109 2,644 90,000 X 90,000 WALL DATA INC COM 932045107 166 17,400 X 17,400 WARNACO GROUP INC CL A 934390105 463 17,300 X 17,300 WARNER LAMBERT CO COM 934488107 6,823 98,700 X 98,700 WASHINGTON MUT INC COM 939322103 1,245 35,000 X 35,000 WASTE MGMT INC DEL COM 94106L109 3,338 62,100 X 62,100 WATERS CORP COM 941848103 521 9,800 X 9,800 WATKINS JOHNSON CO COM 942486101 292 9,900 X 9,900 WATSCO INC COM 942622200 879 53,700 X 53,700 WATSON PHARMACEUTICALS INC COM 942683103 635 18,100 X 18,100 WEATHERFORD INTL INC COM 947074100 271 7,400 X 7,400 WELLS FARGO & CO NEW COM 949746101 6,524 152,600 X 152,600 WENDYS INTL INC COM 950590109 892 31,300 X 31,300 WERNER ENTERPRISES INC COM 950755108 1,697 81,800 X 81,800 WESLEY JESSEN VISIONCARE INC COM 951018100 324 10,000 X 10,000 WESTERN GAS RES INC COM 958259103 384 24,000 X 24,000 WESTVACO CORP COM 961548104 264 9,100 X 9,100 WESTWOOD ONE INC COM 961815107 1,388 38,900 X 38,900 WEYERHAEUSER CO COM 962166104 1,238 18,000 X 18,000 WHIRLPOOL CORP COM 963320106 511 6,900 X 6,900 WHITNEY HLDG CORP COM 966612103 1,260 31,700 X 31,700 WHITTAKER CORP DEL COM PAR $0.01 966680407 434 15,500 X 15,500 WHITTMAN-HART INC COM 966834103 2,210 69,600 X 69,600 WHOLE FOODS MKT INC COM 966837106 1,735 36,100 X 36,100 WILLAMETTE INDS INC COM 969133107 465 10,100 X 10,100 WILLIAMS COS INC DEL COM 969457100 1,643 38,600 X 38,600 WILLIAMS SONOMA INC COM 969904101 2,844 81,700 X 81,700 WINN DIXIE STORES INC COM 974280109 499 13,500 X 13,500 WINNEBAGO INDS INC COM 974637100 677 30,100 X 30,100 WOLVERINE TUBE INC COM 978093102 578 23,000 X 23,000 WOLVERINE WORLD WIDE INC COM 978097103 798 57,000 X 57,000 WORLD COLOR PRESS INC DEL COM 981443104 1,779 64,700 X 64,700 WRIGLEY WM JR CO COM 982526105 936 10,500 X 10,500 WYNNS INTL INC COM 983195108 474 25,700 X 25,700 X-RITE INC COM 983857103 282 43,800 X 43,800 XIRCOM INC COM 983922105 1,512 50,300 X 50,300 XEROX CORP COM 984121103 5,505 93,200 X 93,200 YELLOW CORP COM 985509108 619 34,900 X 34,900 ZALE CORP NEW COM 988858106 2,692 67,300 X 67,300 ZEBRA TECHNOLOGIES CORP CL A 989207105 1,384 36,000 X 36,000 ZENITH NATL INS CORP COM 989390109 576 23,400 X 23,400 GRAND TOTAL 1,809,545
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