-----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, NiVjM7FUukziMTxSH7jWpt45CamMC5L6AWL92Ol75tTdhgep2QQ/sZYN25Kwdp17 CLSzGfGO2L5oAr2ybmZFKw== 0000315189-99-000043.txt : 19991117 0000315189-99-000043.hdr.sgml : 19991117 ACCESSION NUMBER: 0000315189-99-000043 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990930 FILED AS OF DATE: 19991115 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: 99753485 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 September 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 12th day of November 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-SEP-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 GLOBAL CROSSING LTD COM G3921A100 842 31,775 X 31,775 HILFIGER TOMMY CORP ORD G8915Z102 383 13,600 X 13,600 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 604 9,000 X 9,000 AAR CORP COM 000361105 911 50,600 X 50,600 A D C TELECOMMUNICATIONS COM 000886101 524 12,500 X 12,500 ABM INDS INC COM 000957100 746 29,400 X 29,400 AES CORP COM 00130H105 962 16,300 X 16,300 AMR CORP COM 001765106 976 17,900 X 17,900 AT&T CORP COM 001957109 13,671 314,269 X 314,269 AXA FINL INC COM 002451102 385 6,900 X 6,900 ABBOTT LABS COM 002824100 6,270 170,900 X 170,900 ABERCROMBIE & FITCH CO CL A 002896207 855 25,100 X 25,100 ACTION PERFORMANCE COS INC COM 004933107 708 33,600 X 33,600 ACXIOM CORP COM 005125109 2,086 106,100 X 106,100 ADAC LABS COM NEW 005313200 272 27,700 X 27,700 ADAPTIVE BROADBAND CORP COM 00650M104 673 20,100 X 20,100 ADAPTEC INC COM 00651F108 429 10,800 X 10,800 ADOBE SYS INC COM 00724F101 681 6,000 X 6,000 ADTRAN INC COM 00738A106 498 13,000 X 13,000 ADVANCED TISSUE SCIENCES INC COM 00755F103 193 62,700 X 62,700 ADVANTAGE LEARNING SYSTEMS COM 00757K100 272 14,600 X 14,600 ADVO INC COM 007585102 915 45,900 X 45,900 ADVANCED MICRO DEVICES INC COM 007903107 227 13,200 X 13,200 AEGON N V ORD AMER REG 007924103 894 10,340 X 10,340 AETNA INC COM 008117103 692 14,059 X 14,059 AFFILIATED COMPUTER SERVICES CL A 008190100 244 6,000 X 6,000 AFFILIATED MANAGERS GROUP COM 008252108 264 9,700 X 9,700 AGRIBRANDS INTL INC COM 00849R105 680 13,700 X 13,700 AIR EXPRESS INTL CORP COM 009104100 1,001 44,100 X 44,100 AIR PRODS & CHEMS INC COM 009158106 559 19,100 X 19,100 ALBERTSONS INC COM 013104104 1,952 49,336 X 49,336 ALCAN ALUMINIUM LTD NEW COM 013716105 644 20,600 X 20,600 ALCOA INC COM 013817101 2,060 33,200 X 33,200 ALLEGHENY TELEDYNE INC COM 017415100 300 17,800 X 17,800 ALLEN TELECOM INC COM 018091108 450 46,200 X 46,200 ALLERGAN INC COM 018490102 858 7,800 X 7,800 ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 494 18,000 X 18,000 ALLIANCE PHARMACEUTICAL CORP COM 018773101 222 43,900 X 43,900 ALLIANT TECHSYSTEMS INC COM 018804104 1,178 17,000 X 17,000 ALLIEDSIGNAL INC COM 019512102 3,506 58,500 X 58,500 ALLSTATE CORP COM 020002101 1,848 74,100 X 74,100 ALLTEL CORP COM 020039103 1,745 24,800 X 24,800 ALPHA INDS INC COM 020753109 1,190 21,100 X 21,100 ALPHARMA INC CL A 020813101 1,702 48,200 X 48,200 ALZA CORP DEL COM 022615108 338 7,900 X 7,900 AMCAST INDL CORP COM 023395106 160 12,000 X 12,000 AMCOL INTL CORP COM 02341W103 463 31,400 X 31,400 AMERADA HESS CORP COM 023551104 502 8,200 X 8,200 AMEREN CORP COM 023608102 960 25,400 X 25,400 AMERICA ONLINE INC DEL COM 02364J104 8,554 82,200 X 82,200 AMERICAN ELEC PWR INC COM 025537101 590 17,300 X 17,300 AMERICAN EXPRESS CO COM 025816109 5,508 40,800 X 40,800 AMERICAN FREIGHTWAYS CORP COM 02629V108 768 42,200 X 42,200 AMERICAN GENERAL CORP COM 026351106 2,011 31,800 X 31,800 AMERICAN HOME PRODS CORP COM 026609107 4,930 118,800 X 118,800 AMERICAN INTL GROUP INC COM 026874107 12,149 139,749 X 139,749 AMERICAN MGMT SYS INC COM 027352103 1,537 59,900 X 59,900 AMERICAN PWR CONVERSION CORP COM 029066107 190 10,000 X 10,000 AMERICAN STS WTR CO COM 029899101 391 11,800 X 11,800 AMERICREDIT CORP COM 03060R101 1,682 112,600 X 112,600 AMES DEPT STORES INC COM NEW 030789507 1,014 31,800 X 31,800 AMERITECH CORP NEW COM 030954101 6,842 102,500 X 102,500 AMGEN INC COM 031162100 4,140 50,800 X 50,800 AMRESCO INC COM 031909104 276 92,000 X 92,000 AMSOUTH BANCORPORATION COM 032165102 2,029 86,550 X 86,550 ANADARKO PETE CORP COM 032511107 339 11,100 X 11,100 ANALOGIC CORP COM PAR $0.05 032657207 530 16,800 X 16,800 ANALYSTS INTL CORP COM 032681108 522 50,300 X 50,300 ANCHOR BANCORP WIS INC COM 032839102 541 33,300 X 33,300 ANCHOR GAMING COM 033037102 1,232 20,700 X 20,700 ANGELICA CORP COM 034663104 135 11,700 X 11,700 ANHEUSER BUSCH COS INC COM 035229103 3,020 43,100 X 43,100 ANIXTER INTL INC COM 035290105 1,097 47,200 X 47,200 ANNTAYLOR STORES CORP COM 036115103 1,631 39,900 X 39,900 AON CORP COM 037389103 1,126 38,100 X 38,100 APACHE CORP COM 037411105 384 8,900 X 8,900 APEX INC COM 037548104 714 38,200 X 38,200 APOGEE ENTERPRISES INC COM 037598109 258 36,700 X 36,700 APPLE COMPUTER INC COM 037833100 772 12,200 X 12,200 APPLEBEES INTL INC COM 037899101 1,462 43,400 X 43,400 APPLIED INDL TECHNOLOGIES INC COM 03820C105 628 34,900 X 34,900 APPLIED MATLS INC COM 038222105 2,579 33,200 X 33,200 APPLIED PWR INC CL A 038225108 1,993 65,600 X 65,600 APTARGROUP INC COM 038336103 1,308 48,900 X 48,900 AQUARION CO COM 03838W101 535 14,900 X 14,900 ARCHER DANIELS MIDLAND CO COM 039483102 681 56,175 X 56,175 ARCTIC CAT INC COM 039670104 765 80,000 X 80,000 ARKANSAS BEST CORP DEL COM 040790107 321 25,900 X 25,900 ARTESYN TECHNOLOGIES INC COM 043127109 1,000 52,700 X 52,700 ASHLAND INC COM 044204105 958 28,500 X 28,500 ASHWORTH INC COM 04516H101 206 43,300 X 43,300 ASPECT TELECOMMUNICATIONS CORP COM 045237104 1,366 80,500 X 80,500 ASPEN TECHNOLOGY INC COM 045327103 379 38,900 X 38,900 ASSOCIATES FIRST CAP CORP CL A 046008108 2,250 62,500 X 62,500 ASTEC INDS INC COM 046224101 690 28,600 X 28,600 ASTORIA FINL CORP COM 046265104 676 22,000 X 22,000 ATLANTIC COAST AIRLINES HLDGS COM 048396105 618 34,800 X 34,800 ATLANTIC RICHFIELD CO COM 048825103 2,570 29,000 X 29,000 ATMOS ENERGY CORP COM 049560105 1,004 41,600 X 41,600 AUSPEX SYS INC COM 052116100 313 35,300 X 35,300 AUTHENTIC FITNESS CORP COM 052661105 543 30,900 X 30,900 AUTOMATIC DATA PROCESSING INC COM 053015103 2,432 54,500 X 54,500 AUTOZONE INC COM 053332102 387 13,800 X 13,800 AVANT CORP COM 053487104 268 15,000 X 15,000 AVERY DENNISON CORP COM 053611109 2,052 38,900 X 38,900 AVID TECHNOLOGY INC COM 05367P100 508 38,700 X 38,700 AVIATION SALES CO COM 053672101 317 16,700 X 16,700 AVIS RENT A CAR INC COM 053790101 202 9,700 X 9,700 AVON PRODS INC COM 054303102 687 27,700 X 27,700 AZTAR CORP COM 054802103 614 59,900 X 59,900 BB&T CORP COM 054937107 851 26,300 X 26,300 BISYS GROUP INC COM 055472104 1,703 36,300 X 36,300 BJ SVCS CO COM 055482103 296 9,300 X 9,300 BMC INDS INC MINN COM 055607105 549 44,600 X 44,600 BP AMOCO P L C SPONSORED ADR 055622104 1,034 9,334 X 9,334 BMC SOFTWARE INC COM 055921100 2,376 33,200 X 33,200 BAKER HUGHES INC COM 057224107 856 29,500 X 29,500 BAKER J INC COM 057232100 146 18,600 X 18,600 BALDOR ELEC CO COM 057741100 905 47,800 X 47,800 BALL CORP COM 058498106 366 8,300 X 8,300 BANK OF AMERICA CORPORATION COM 060505104 9,305 167,100 X 167,100 BANK NEW YORK INC COM 064057102 2,287 68,400 X 68,400 BANK ONE CORP COM 06423A103 2,876 82,600 X 82,600 BANKBOSTON CORP COM 06605R106 1,154 26,600 X 26,600 BANKNORTH GROUP INC DEL COM 06646L100 914 30,600 X 30,600 BARD C R INC COM 067383109 235 5,000 X 5,000 BARNES GROUP INC COM 067806109 522 26,000 X 26,000 BARRICK GOLD CORP COM 067901108 737 33,900 X 33,900 BARR LABS INC COM 068306109 956 30,100 X 30,100 BARRETT RES CORP COM PAR $0.01 068480201 1,821 49,300 X 49,300 BASSETT FURNITURE INDS INC COM 070203104 314 16,500 X 16,500 BATTLE MTN GOLD CO COM 071593107 66 20,700 X 20,700 BAUSCH & LOMB INC COM 071707103 336 5,100 X 5,100 BAXTER INTL INC COM 071813109 1,554 25,800 X 25,800 BE AEROSPACE INC COM 073302101 396 33,200 X 33,200 BEAR STEARNS COS INC COM 073902108 1,060 27,565 X 27,565 BECTON DICKINSON & CO COM 075887109 629 22,400 X 22,400 BED BATH & BEYOND INC COM 075896100 489 14,000 X 14,000 BELDEN INC COM 077459105 763 37,200 X 37,200 BELL ATLANTIC CORP COM 077853109 10,427 154,900 X 154,900 BELLSOUTH CORP COM 079860102 10,922 242,700 X 242,700 BENCHMARK ELECTRS INC COM 08160H101 710 20,100 X 20,100 BENTON OIL & GAS CO COM 083288100 105 39,100 X 39,100 BESTFOODS COM 08658U101 1,350 27,800 X 27,800 BETHLEHEM STL CORP COM 087509105 86 11,700 X 11,700 BILLING CONCEPTS CORP COM 090063108 251 50,200 X 50,200 BINDLEY WESTN INDS INC COM 090324104 668 46,666 X 46,666 BIO TECHNOLOGY GEN CORP COM 090578105 1,098 114,400 X 114,400 BIOMATRIX INC COM 09060P102 895 39,900 X 39,900 BIOMET INC COM 090613100 268 10,200 X 10,200 BIRMINGHAM STL CORP COM 091250100 303 39,700 X 39,700 BLACK & DECKER CORP COM 091797100 366 8,000 X 8,000 BLACK BOX CORP DEL COM 091826107 1,260 24,000 X 24,000 BLANCH E W HLDGS INC COM 093210102 1,127 17,300 X 17,300 BLOCK H & R INC COM 093671105 382 8,800 X 8,800 BLYTH INDS INC COM 09643P108 601 21,400 X 21,400 BOEING CO COM 097023105 4,288 100,600 X 100,600 BOMBAY CO INC COM 097924104 245 48,300 X 48,300 BOOKS-A-MILLION INC COM 098570104 196 23,900 X 23,900 BOSTON SCIENTIFIC CORP COM 101137107 876 35,400 X 35,400 BOWNE & CO INC COM 103043105 589 48,600 X 48,600 BRADY CORP CL A 104674106 1,274 39,800 X 39,800 BRIGGS & STRATTON CORP COM 109043109 595 10,200 X 10,200 BRIGHTPOINT INC COM 109473108 626 86,000 X 86,000 BRINKER INTL INC COM 109641100 208 7,700 X 7,700 BRISTOL MYERS SQUIBB CO COM 110122108 15,012 222,400 X 222,400 BROWN & BROWN INC COM 115236101 306 9,200 X 9,200 BROWN FORMAN CORP CL B 115637209 387 6,200 X 6,200 BROWN SHOE INC NEW COM 115736100 452 24,700 X 24,700 BRUNSWICK CORP COM 117043109 224 9,000 X 9,000 BRUSH WELLMAN INC COM 117421107 416 28,300 X 28,300 BUCKEYE TECHNOLOGIES INC COM 118255108 751 47,900 X 47,900 BUILDING MATLS HLDG CORP COM 120113105 242 24,200 X 24,200 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,163 42,300 X 42,300 BURLINGTON RES INC COM 122014103 588 16,000 X 16,000 BURR BROWN CORP COM 122574106 1,908 48,300 X 48,300 BUTLER MFG CO DEL COM 123655102 247 9,400 X 9,400 C&D TECHNOLOGIES INC COM 124661109 603 16,600 X 16,600 CBS CORP COM 12490K107 2,946 63,700 X 63,700 C COR NET CORP COM 125010108 365 12,000 X 12,000 C-CUBE MICROSYSTEMS INC COM 125015107 2,784 64,000 X 64,000 C D I CORP COM 125071100 688 25,200 X 25,200 CEC ENTMT INC COM 125137109 1,785 49,750 X 49,750 CIGNA CORP COM 125509109 1,827 23,500 X 23,500 CKE RESTAURANTS INC COM 12561E105 497 68,500 X 68,500 CPI CORP COM 125902106 451 13,200 X 13,200 CSG SYS INTL INC COM 126349109 600 21,900 X 21,900 CSX CORP COM 126408103 835 19,700 X 19,700 CTS CORP COM 126501105 2,093 36,400 X 36,400 CVS CORP COM 126650100 1,437 35,200 X 35,200 CABLETRON SYS INC COM 126920107 234 14,900 X 14,900 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,078 47,250 X 47,250 CABOT OIL & GAS CORP CL A 127097103 578 33,500 X 33,500 CAMBREX CORP COM 132011107 931 35,200 X 35,200 CAMPBELL SOUP CO COM 134429109 2,790 71,300 X 71,300 CANANDAIGUA BRANDS INC CL A 137219200 1,733 29,000 X 29,000 CAPITAL ONE FINL CORP COM 14040H105 702 18,000 X 18,000 CAPITAL RE CORP COM 140432105 665 66,500 X 66,500 CARAUSTAR INDS INC COM 140909102 839 32,900 X 32,900 CARDINAL HEALTH INC COM 14149Y108 2,883 52,899 X 52,899 CARMIKE CINEMAS INC CL A 143436103 277 21,100 X 21,100 CARNIVAL CORP COM 143658102 2,823 64,900 X 64,900 CAROLINA FIRST CORP COM 143877108 602 30,400 X 30,400 CAROLINA PWR & LT CO COM 144141108 485 13,700 X 13,700 CASCADE NAT GAS CORP COM 147339105 261 14,600 X 14,600 CASE CORP COM 14743R103 329 6,600 X 6,600 CASEYS GEN STORES INC COM 147528103 1,260 94,000 X 94,000 CASH AMER INTL INC COM 14754D100 321 34,000 X 34,000 CASTLE A M & CO COM 148411101 234 18,500 X 18,500 CATALINA MARKETING CORP COM 148867104 2,366 27,900 X 27,900 CATERPILLAR INC DEL COM 149123101 1,776 32,400 X 32,400 CATO CORP NEW CL A 149205106 803 57,000 X 57,000 CENDANT CORP COM 151313103 1,283 72,299 X 72,299 CENTEX CORP COM 152312104 659 22,300 X 22,300 CENTRAL & SOUTH WEST CORP COM 152357109 828 39,200 X 39,200 CENTRAL HUDSON GAS & ELEC CORP COM 153609102 878 22,300 X 22,300 CENTRAL PKG CORP COM 154785109 1,410 48,200 X 48,200 CENTRAL VT PUB SVC CORP COM 155771108 199 15,100 X 15,100 CENTURA BKS INC COM 15640T100 1,763 42,600 X 42,600 CENTURYTEL INC COM 156700106 512 12,600 X 12,600 CEPHALON INC COM 156708109 685 38,100 X 38,100 CERIDIAN CORP COM 15677T106 323 13,000 X 13,000 CERNER CORP COM 156782104 680 44,600 X 44,600 CHAMPION ENTERPRISES INC COM 158496109 677 75,200 X 75,200 CHAMPION INTL CORP COM 158525105 447 8,700 X 8,700 CHASE MANHATTAN CORP NEW COM 16161A108 6,784 90,000 X 90,000 CHECKPOINT SYS INC COM 162825103 473 50,800 X 50,800 CHEESECAKE FACTORY INC COM 163072101 749 27,000 X 27,000 CHEMED CORP COM 163596109 417 13,800 X 13,800 CHEMFIRST INC COM 16361A106 661 24,200 X 24,200 CHEVRON CORPORATION COM 166751107 5,227 58,900 X 58,900 CHIQUITA BRANDS INTL INC COM 170032106 528 88,900 X 88,900 CHITTENDEN CORP COM 170228100 775 27,200 X 27,200 CHOICEPOINT INC COM 170388102 1,273 18,900 X 18,900 CHUBB CORP COM 171232101 913 18,405 X 18,405 CIBER INC COM 17163B102 1,181 77,100 X 77,100 CILCORP INC COM 171794100 1,180 18,200 X 18,200 CINCINNATI BELL INC COM 171870108 585 30,100 X 30,100 CINCINNATI FINL CORP COM 172062101 567 15,100 X 15,100 CINERGY CORP COM 172474108 408 14,400 X 14,400 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 768 18,200 X 18,200 CISCO SYS INC COM 17275R102 24,994 364,550 X 364,550 CITIGROUP INC COM 172967101 15,385 349,650 X 349,650 CLARCOR INC COM 179895107 531 31,600 X 31,600 CLARIFY INC COM 180492100 1,494 29,700 X 29,700 CLAYTON HOMES INC COM 184190106 312 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,789 22,400 X 22,400 CLEVELAND CLIFFS INC COM 185896107 265 8,500 X 8,500 CLOROX CO DEL COM 189054109 1,989 52,000 X 52,000 COACHMEN INDS INC COM 189873102 341 22,000 X 22,000 COASTAL CORP COM 190441105 786 19,200 X 19,200 COCA COLA BOTTLING CO CONS COM 191098102 628 11,200 X 11,200 COCA COLA CO COM 191216100 10,712 222,000 X 222,000 COCA COLA ENTERPRISES INC COM 191219104 688 30,500 X 30,500 COEUR D ALENE MINES CORP IDAHO COM 192108108 135 28,900 X 28,900 COGNEX CORP COM 192422103 1,642 54,400 X 54,400 COHERENT INC COM 192479103 823 36,900 X 36,900 COLGATE PALMOLIVE CO COM 194162103 4,118 90,000 X 90,000 COLUMBIA ENERGY GROUP COM 197648108 698 12,600 X 12,600 COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,233 58,200 X 58,200 COMAIR HOLDINGS INC COM 199789108 350 21,000 X 21,000 COMCAST CORP CL A SPL 200300200 2,656 66,600 X 66,600 COMERICA INC COM 200340107 2,152 42,500 X 42,500 COMMERCE BANCORP INC NJ COM 200519106 1,506 36,300 X 36,300 COMMERCIAL FEDERAL CORPORATION COM 201647104 1,619 82,500 X 82,500 COMMERCIAL METALS CO COM 201723103 630 21,900 X 21,900 COMMONWEALTH INDS INC DEL COM 203004106 284 21,100 X 21,100 COMMSCOPE INC COM 203372107 2,174 66,900 X 66,900 COMMUNITY FIRST BANKSHARES INC COM 203902101 1,471 87,200 X 87,200 COMPAQ COMPUTER CORP COM 204493100 3,964 173,300 X 173,300 COMPUTER ASSOC INTL INC COM 204912109 2,971 48,600 X 48,600 COMPUTER SCIENCES CORP COM 205363104 1,005 14,300 X 14,300 COMPUTER TASK GROUP INC COM 205477102 535 36,300 X 36,300 COMPUWARE CORP COM 205638109 1,921 73,700 X 73,700 COMVERSE TECHNOLOGY INC COM PAR $0.10 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X 20,900 COSTCO WHSL CORP NEW COM 22160K105 1,418 19,700 X 19,700 COUNTRYWIDE CR INDS INC DEL COM 222372104 326 10,100 X 10,100 COVENTRY HEALTH CARE INC COM 222862104 989 104,100 X 104,100 CRANE CO COM 224399105 703 31,350 X 31,350 CROSS A T CO CL A 227478104 95 22,600 X 22,600 CROSS TIMBERS OIL CO COM 227573102 798 59,100 X 59,100 CROWN CORK & SEAL INC COM 228255105 269 11,100 X 11,100 CULLEN FROST BANKERS INC COM 229899109 2,060 82,400 X 82,400 CURATIVE HEALTH SVCS INC COM 231264102 110 23,200 X 23,200 CUSTOMTRACKS CORP COM 232046102 604 20,400 X 20,400 CYBEROPTICS CORP COM 232517102 161 10,000 X 10,000 CYGNUS INC COM 232560102 357 31,800 X 31,800 CYRK INC COM 232817106 228 41,300 X 41,300 DBT ONLINE INC COM 233044106 608 24,400 X 24,400 D R HORTON INC COM 23331A109 1,477 114,200 X 114,200 DSP COMMUNICATIONS INC COM 23332K106 1,258 66,200 X 66,200 DST SYS INC DEL COM 233326107 284 5,000 X 5,000 DTE ENERGY CO COM 233331107 477 13,100 X 13,100 DAIN RAUSCHER CORP COM 233856103 799 16,300 X 16,300 DAISYTEK INTL CORP COM 234053106 240 17,100 X 17,100 DALLAS SEMICONDUCTOR CORP COM 235204104 2,047 38,300 X 38,300 DANA CORP COM 235811106 1,225 33,010 X 33,010 DANAHER CORP DEL COM 235851102 643 12,200 X 12,200 DARDEN RESTAURANTS INC COM 237194105 246 12,600 X 12,600 DATASCOPE CORP COM 238113104 724 20,600 X 20,600 DAYTON HUDSON CORP COM 239753106 6,204 103,300 X 103,300 DELL COMPUTER CORP COM 247025109 9,583 229,200 X 229,200 DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,473 91,706 X 91,706 DELPHI FINL GROUP INC CL A 247131105 806 26,700 X 26,700 DELTA & PINE LD CO COM 247357106 1,314 50,800 X 50,800 DELTA AIR LINES INC DEL COM 247361108 631 13,000 X 13,000 DELTA WOODSIDE INDS INC NEW COM 247909104 82 31,300 X 31,300 DELUXE CORP COM 248019101 248 7,300 X 7,300 DENDRITE INTL INC COM 248239105 1,573 33,300 X 33,300 DENTSPLY INTL INC NEW COM 249030107 410 18,000 X 18,000 DEPARTMENT 56 INC COM 249509100 567 23,700 X 23,700 DEVRY INC DEL COM 251893103 2,434 121,700 X 121,700 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CORP COM 871829107 1,059 30,200 X 30,200 TBC CORP COM 872180104 284 41,000 X 41,000 TCBY ENTERPRISES INC COM 872245105 138 30,200 X 30,200 TJ INTL INC COM 872534102 513 20,400 X 20,400 TJX COS INC NEW COM 872540109 3,303 117,700 X 117,700 TNP ENTERPRISES INC COM 872594106 689 17,700 X 17,700 TRW INC COM 872649108 537 10,800 X 10,800 TV GUIDE INC CL A 87307Q109 274 7,000 X 7,000 TACO CABANA INC COM 873425102 171 17,700 X 17,700 TALK COM INC COM 874264104 1,351 104,700 X 104,700 TANDY CORP COM 875382103 941 18,200 X 18,200 TECH DATA CORP COM 878237106 736 31,600 X 31,600 TECHNE CORP COM 878377100 348 11,100 X 11,100 TECHNITROL INC COM 878555101 754 21,400 X 21,400 TECHNOLOGY SOLUTIONS CO COM 87872T108 770 54,500 X 54,500 TEKELEC COM 879101103 272 19,700 X 19,700 TELLABS INC COM 879664100 3,712 65,200 X 65,200 TELXON CORP COM 879700102 178 21,300 X 21,300 TEMPLE INLAND INC COM 879868107 311 5,100 X 5,100 TENET HEALTHCARE CORP COM 88033G100 490 27,900 X 27,900 TENNECO INC NEW COM 88037E101 352 20,700 X 20,700 TETRA TECHNOLOGIES INC DEL COM 88162F105 289 28,400 X 28,400 TETRA TECH INC NEW COM 88162G103 1,111 66,565 X 66,565 TEXACO INC COM 881694103 5,858 92,800 X 92,800 TEXAS INDS INC COM 882491103 1,025 27,700 X 27,700 TEXAS INSTRS INC COM 882508104 5,790 70,400 X 70,400 TEXAS UTILS CO COM 882848104 955 25,600 X 25,600 TEXTRON INC COM 883203101 1,346 17,400 X 17,400 THERMO ELECTRON CORP COM 883556102 194 14,400 X 14,400 THOMAS & BETTS CORP COM 884315102 265 5,200 X 5,200 THOMAS INDS INC COM 884425109 389 20,800 X 20,800 THOR INDS INC COM 885160101 408 16,000 X 16,000 3COM CORP COM 885535104 932 32,400 X 32,400 THREE FIVE SYS INC COM 88554L108 206 9,300 X 9,300 TIDEWATER INC COM 886423102 574 22,500 X 22,500 TIMBERLAND CO CL A 887100105 1,977 50,600 X 50,600 TIME WARNER INC COM 887315109 6,628 109,100 X 109,100 TIMES MIRROR CO NEW COM SER A 887364107 487 7,400 X 7,400 TITAN INTL INC ILL COM 88830M102 283 27,600 X 27,600 TOLL BROTHERS INC COM 889478103 1,350 70,800 X 70,800 TORCHMARK CORP COM 891027104 329 12,700 X 12,700 TORO CO COM 891092108 766 20,500 X 20,500 TOWER AUTOMOTIVE INC COM 891707101 2,023 102,100 X 102,100 TOYS R US INC COM 892335100 699 46,600 X 46,600 TREDEGAR CORP COM 894650100 1,064 49,800 X 49,800 TRENWICK GROUP INC COM 895290104 313 18,900 X 18,900 TRIARC COS INC CL A 895927101 722 33,700 X 33,700 TRICON GLOBAL RESTAURANTS COM 895953107 565 13,800 X 13,800 TRIBUNE CO NEW COM 896047107 2,060 41,400 X 41,400 TRIMBLE NAVIGATION LTD COM 896239100 321 30,000 X 30,000 TRIUMPH GROUP INC NEW COM 896818101 295 11,100 X 11,100 TRUE NORTH COMMUNICATIONS INC COM 897844106 2,277 62,600 X 62,600 TRUSTCO BK CORP N Y COM 898349105 1,066 36,100 X 36,100 TUBOSCOPE INC COM 898600101 721 58,000 X 58,000 TYCO INTL LTD NEW COM 902124106 7,576 73,374 X 73,374 UGI CORP NEW COM 902681105 344 14,800 X 14,800 UST CORP COM 902900109 1,734 56,400 X 56,400 USX MARATHON GROUP COM NEW 902905827 1,626 55,600 X 55,600 UST INC COM 902911106 507 16,800 X 16,800 USA DETERGENTS INC COM 902938109 90 18,300 X 18,300 US BANCORP DEL COM 902973106 1,989 65,900 X 65,900 U S LIQUIDS INC COM 902974104 115 16,400 X 16,400 URS CORP NEW COM 903236107 505 20,600 X 20,600 U S G CORP COM NEW 903293405 424 8,900 X 8,900 USX-U S STL COM 90337T101 206 8,000 X 8,000 US ONCOLOGY INC COM 90338W103 1,309 144,400 X 144,400 ULTRATECH STEPPER INC COM 904034105 507 39,800 X 39,800 UNILEVER N V N Y SHS NEW 904784709 3,516 51,607 X 51,607 UNICOM CORP COM 904911104 724 19,600 X 19,600 UNION CARBIDE CORP COM 905581104 682 12,000 X 12,000 UNION PAC CORP COM 907818108 1,072 22,300 X 22,300 UNION PAC RES GROUP INC COM 907834105 367 22,600 X 22,600 UNION PLANTERS CORP COM 908068109 692 16,975 X 16,975 UNISYS CORP COM 909214108 1,038 23,000 X 23,000 UNITED BANKSHARES INC WEST VA COM 909907107 1,391 57,200 X 57,200 UNITED HEALTHCARE CORP COM 910581107 823 16,900 X 16,900 UNITED ILLUM CO COM 910637107 929 19,200 X 19,200 UNITED NAT FOODS INC COM 911163103 212 24,100 X 24,100 U S BIOSCIENCE INC COM PAR $0.01 911646206 510 35,800 X 35,800 US AIRWAYS GROUP INC COM 911905107 207 7,900 X 7,900 U S HOME CORP NEW COM 911920106 476 17,100 X 17,100 U S WEST INC NEW COM 91273H101 2,984 52,300 X 52,300 U S TR CORP NEW COM 91288L105 2,138 26,600 X 26,600 UNITED TECHNOLOGIES CORP COM 913017109 5,658 95,400 X 95,400 UNITED WTR RES INC COM 913190104 1,661 50,900 X 50,900 UNITRODE CORP COM 913283107 1,810 43,100 X 43,100 UNIVERSAL FST PRODS INC COM 913543104 405 31,000 X 31,000 UNIVERSAL HLTH SVCS INC CL B 913903100 1,087 42,000 X 42,000 UNOCAL CORP COM 915289102 808 21,800 X 21,800 UNUMPROVIDENT CORP COM 91529Y106 630 21,406 X 21,406 USFREIGHTWAYS CORP COM 916906100 2,260 47,700 X 47,700 USWEB CORP COM 917327108 233 6,800 X 6,800 UTILICORP UTD INC COM 918005109 215 10,200 X 10,200 V F CORP COM 918204108 338 10,900 X 10,900 VALASSIS COMMUNICATIONS INC COM 918866104 4,161 94,700 X 94,700 VALENCE TECHNOLOGY INC COM 918914102 168 35,800 X 35,800 VALMONT INDS INC COM 920253101 540 32,000 X 32,000 VANTIVE CORP COM 922091103 309 35,600 X 35,600 VARCO INTL INC COM 922126107 500 41,000 X 41,000 VARIAN MED SYS INC COM 92220P105 893 40,800 X 40,800 VERITAS DGC INC COM 92343P107 237 12,300 X 12,300 VERTEX PHARMACEUTICALS INC COM 92532F100 1,069 34,400 X 34,400 VIACOM INC CL B 925524308 2,696 63,800 X 63,800 VICOR CORP COM 925815102 1,479 65,200 X 65,200 VIDEOSERVER INC COM 926918103 216 29,800 X 29,800 VINTAGE PETE INC COM 927460105 1,416 104,900 X 104,900 VISIO CORP COM 927914101 1,566 39,900 X 39,900 VISTANA INC COM 92839P108 278 18,500 X 18,500 VITAL SIGNS INC COM 928469105 330 16,200 X 16,200 VITESSE SEMICONDUCTOR CORP COM 928497106 1,281 15,000 X 15,000 VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 6,146 25,850 X 25,850 VOLT INFORMATION SCIENCES INC COM 928703107 480 19,800 X 19,800 WD-40 CO COM 929236107 482 20,600 X 20,600 WHX CORP COM 929248102 220 22,000 X 22,000 WICOR INC COM 929253102 1,473 50,700 X 50,700 WABASH NATL CORP COM 929566107 1,223 60,200 X 60,200 WACHOVIA CORP COM 929771103 1,439 18,300 X 18,300 WAL MART STORES INC COM 931142103 19,691 414,000 X 414,000 WALGREEN CO COM 931422109 2,284 90,000 X 90,000 WALL DATA INC COM 932045107 72 13,400 X 13,400 WARNACO GROUP INC CL A 934390105 316 17,300 X 17,300 WARNER LAMBERT CO COM 934488107 6,193 93,300 X 93,300 WASHINGTON MUT INC COM 939322103 1,024 35,000 X 35,000 WASTE MGMT INC DEL COM 94106L109 1,011 52,500 X 52,500 WATERS CORP COM 941848103 363 6,000 X 6,000 WATKINS JOHNSON CO COM 942486101 292 8,700 X 8,700 WATSCO INC COM 942622200 611 53,700 X 53,700 WATSON PHARMACEUTICALS INC COM 942683103 553 18,100 X 18,100 WELLS FARGO & CO NEW COM 949746101 6,047 152,600 X 152,600 WENDYS INTL INC COM 950590109 750 28,300 X 28,300 WERNER ENTERPRISES INC COM 950755108 1,406 79,800 X 79,800 WESLEY JESSEN VISIONCARE INC COM 951018100 976 31,300 X 31,300 WESTERN GAS RES INC COM 958259103 336 18,000 X 18,000 WESTVACO CORP COM 961548104 233 9,100 X 9,100 WESTWOOD ONE INC COM 961815107 3,190 70,700 X 70,700 WEYERHAEUSER CO COM 962166104 1,037 18,000 X 18,000 WHIRLPOOL CORP COM 963320106 647 9,900 X 9,900 WHITNEY HLDG CORP COM 966612103 1,090 31,700 X 31,700 WHITTMAN-HART INC COM 966834103 3,017 77,800 X 77,800 WHOLE FOODS MKT INC COM 966837106 1,135 34,700 X 34,700 WILLAMETTE INDS INC COM 969133107 436 10,100 X 10,100 WILLIAMS COS INC DEL COM 969457100 1,452 38,600 X 38,600 WILLIAMS SONOMA INC COM 969904101 1,263 26,000 X 26,000 WINN DIXIE STORES INC COM 974280109 401 13,500 X 13,500 WINNEBAGO INDS INC COM 974637100 721 30,100 X 30,100 WOLVERINE TUBE INC COM 978093102 290 18,700 X 18,700 WOLVERINE WORLD WIDE INC COM 978097103 619 54,400 X 54,400 WORLD COLOR PRESS INC DEL COM 981443104 1,874 50,300 X 50,300 WRIGLEY WM JR CO COM 982526105 723 10,500 X 10,500 WYNNS INTL INC COM 983195108 395 24,800 X 24,800 X-RITE INC COM 983857103 237 36,500 X 36,500 XIRCOM INC COM 983922105 1,942 45,500 X 45,500 XOMED SURGICAL PRODS INC COM 98412V107 923 16,200 X 16,200 XEROX CORP COM 984121103 3,909 93,200 X 93,200 YELLOW CORP COM 985509108 543 32,800 X 32,800 ZALE CORP NEW COM 988858106 2,463 64,300 X 64,300 ZEBRA TECHNOLOGIES CORP CL A 989207105 1,869 41,100 X 41,100 ZENITH NATL INS CORP COM 989390109 483 22,600 X 22,600 GRAND TOTAL 1,649,658
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