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FORM 13-F
Report for the Calendar Quarter Ended 30 June 2000.
---------
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 8th day of August 2000.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
<PAGE>
<TABLE>
<CAPTION>
DEERE & COMPANY
30-JUN-2000
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
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMDOCS LTD ORD G02602103 307 4,000 X 4,000
ELAN PLC RT G29539148 31 61,100 X 61,100
GLOBAL CROSSING LTD COM G3921A100 1,802 68,500 X 68,500
TRANSOCEAN SEDCO FOREX INC ORD G90078109 481 9,000 X 9,000
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1,191 27,000 X 27,000
AAR CORP COM 000361105 442 36,800 X 36,800
A D C TELECOMMUNICATIONS COM 000886101 2,835 33,800 X 33,800
ABM INDS INC COM 000957100 695 30,200 X 30,200
AFLAC INC COM 001055102 1,098 23,900 X 23,900
AES CORP COM 00130H105 1,624 35,600 X 35,600
AMR CORP COM 001765106 349 13,200 X 13,200
AT&T CORP COM 001957109 8,991 284,300 X 284,300
ATMI INC COM 00207R101 279 6,000 X 6,000
AVT CORP COM 002420107 333 45,200 X 45,200
AXA FINL INC COM 002451102 469 13,800 X 13,800
AARON RENTS INC COM 002535201 436 34,700 X 34,700
ABBOTT LABS COM 002824100 7,357 165,100 X 165,100
ACTION PERFORMANCE COS INC COM 004933107 166 22,900 X 22,900
ACTEL CORP COM 004934105 1,674 36,700 X 36,700
ACXIOM CORP COM 005125109 436 16,000 X 16,000
ADAC LABS COM NEW 005313200 677 28,200 X 28,200
ADAPTIVE BROADBAND CORP COM 00650M104 1,841 50,100 X 50,100
ADAPTEC INC COM 00651F108 601 26,400 X 26,400
ADMINISTAFF INC COM 007094105 1,359 21,400 X 21,400
ADOBE SYS INC COM 00724F101 1,092 8,400 X 8,400
ADTRAN INC COM 00738A106 479 8,000 X 8,000
ADVANCE PARADIGM INC COM 007491103 896 43,700 X 43,700
ADVANCED DIGITAL INFORMATION COM 007525108 295 18,500 X 18,500
ADVANCED TISSUE SCIENCES INC COM 00755F103 699 87,000 X 87,000
ADVANTAGE LEARNING SYSTEMS COM 00757K100 224 14,600 X 14,600
ADVO INC COM 007585102 1,184 28,200 X 28,200
AEROFLEX INC COM 007768104 358 7,200 X 7,200
ADVANCED MICRO DEVICES INC COM 007903107 1,020 13,200 X 13,200
AETNA INC COM 008117103 860 13,400 X 13,400
AFFILIATED COMPUTER SERVICES CL A 008190100 793 24,000 X 24,000
AFFILIATED MANAGERS GROUP COM 008252108 273 6,000 X 6,000
AGILENT TECHNOLOGIES INC COM 00846U101 4,081 55,331 X 55,331
AGRIBRANDS INTL INC COM 00849R105 587 14,000 X 14,000
AIR PRODS & CHEMS INC COM 009158106 986 32,000 X 32,000
ALBERTSONS INC COM 013104104 1,590 47,824 X 47,824
ALCAN ALUMINIUM LTD NEW COM 013716105 601 19,400 X 19,400
ALCOA INC COM 013817101 2,241 77,272 X 77,272
ALCATEL SPONSORED ADR 013904305 532 8,000 X 8,000
ALLEN TELECOM INC COM 018091108 775 43,800 X 43,800
ALLERGAN INC COM 018490102 1,140 15,300 X 15,300
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 474 10,000 X 10,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1,488 60,600 X 60,600
ALLIANCE PHARMACEUTICAL CORP COM 018773101 663 58,900 X 58,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,335 19,800 X 19,800
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 170 17,000 X 17,000
ALLSTATE CORP COM 020002101 1,531 68,800 X 68,800
ALLTEL CORP COM 020039103 1,734 28,000 X 28,000
ALPHA INDS INC COM 020753109 2,626 59,600 X 59,600
ALPHARMA INC CL A 020813101 3,106 49,900 X 49,900
ALTERA CORP COM 021441100 1,784 17,500 X 17,500
ALZA CORP DEL COM 022615108 538 9,100 X 9,100
AMCAST INDL CORP COM 023395106 218 24,900 X 24,900
AMCOL INTL CORP COM 02341W103 599 36,300 X 36,300
AMERADA HESS CORP COM 023551104 506 8,200 X 8,200
AMEREN CORP COM 023608102 419 12,400 X 12,400
AMERICA ONLINE INC DEL COM 02364J104 10,501 199,300 X 199,300
AMERICAN ELEC PWR INC COM 025537101 854 28,820 X 28,820
AMERICAN EXPRESS CO COM 025816109 6,239 119,700 X 119,700
AMERICAN FREIGHTWAYS CORP COM 02629V108 631 43,500 X 43,500
AMERICAN GENERAL CORP COM 026351106 1,861 30,500 X 30,500
AMERICAN HOME PRODS CORP COM 026609107 6,844 116,500 X 116,500
AMERICAN INTL GROUP INC COM 026874107 16,239 138,200 X 138,200
AMERICAN ITALIAN PASTA CO CL A 027070101 507 24,500 X 24,500
AMERICAN MGMT SYS INC COM 027352103 2,390 72,800 X 72,800
AMERICAN PWR CONVERSION CORP COM 029066107 816 20,000 X 20,000
AMERICAN STS WTR CO COM 029899101 360 12,100 X 12,100
AMERICAN XTAL TECHNOLOGY INC COM 030514103 1,103 25,500 X 25,500
AMERICREDIT CORP COM 03060R101 2,538 149,300 X 149,300
AMERISOURCE HEALTH CORP CL A 03071P102 372 12,000 X 12,000
AMES DEPT STORES INC COM NEW 030789507 306 39,500 X 39,500
AMGEN INC COM 031162100 7,081 100,800 X 100,800
AMPHENOL CORP NEW CL A 032095101 768 11,600 X 11,600
AMSOUTH BANCORPORATION COM 032165102 518 32,900 X 32,900
ANADARKO PETE CORP COM 032511107 547 11,100 X 11,100
ANALOG DEVICES INC COM 032654105 2,386 31,400 X 31,400
ANALOGIC CORP COM PAR $0.05 032657207 692 17,300 X 17,300
ANALYSTS INTL CORP COM 032681108 674 72,400 X 72,400
ANCHOR BANCORP WIS INC COM 032839102 525 34,300 X 34,300
ANCHOR GAMING COM 033037102 1,141 23,800 X 23,800
ANDREW CORP COM 034425108 258 7,700 X 7,700
ANGELICA CORP COM 034663104 95 11,900 X 11,900
ANHEUSER BUSCH COS INC COM 035229103 3,204 42,900 X 42,900
ANIXTER INTL INC COM 035290105 1,439 54,300 X 54,300
ANNTAYLOR STORES CORP COM 036115103 1,616 48,800 X 48,800
AON CORP COM 037389103 1,028 33,100 X 33,100
APACHE CORP COM 037411105 976 16,600 X 16,600
APEX INC COM 037548104 1,820 41,600 X 41,600
APOGEE ENTERPRISES INC COM 037598109 133 37,600 X 37,600
APPLE COMPUTER INC COM 037833100 1,508 28,800 X 28,800
APPLEBEES INTL INC COM 037899101 1,119 36,900 X 36,900
APPLICA INC COM 03815A106 350 30,900 X 30,900
APPLIED INDL TECHNOLOGIES INC COM 03820C105 586 35,800 X 35,800
APPLIED MATLS INC COM 038222105 6,126 67,600 X 67,600
APPLIED PWR INC CL A 038225108 2,281 68,100 X 68,100
APPLIED SCIENCE & TECHNOLOGY COM 038236105 311 12,000 X 12,000
APTARGROUP INC COM 038336103 1,693 62,700 X 62,700
ARCH CHEMICALS INC COM 03937R102 658 30,100 X 30,100
ARCHER DANIELS MIDLAND CO COM 039483102 533 54,300 X 54,300
ARCTIC CAT INC COM 039670104 726 61,100 X 61,100
ARKANSAS BEST CORP DEL COM 040790107 265 26,700 X 26,700
ARROW ELECTRS INC COM 042735100 862 27,800 X 27,800
ARTESYN TECHNOLOGIES INC COM 043127109 1,766 63,500 X 63,500
ASHLAND INC COM 044204105 224 6,400 X 6,400
ASHWORTH INC COM 04516H101 197 44,000 X 44,000
ASPECT COMMUNICATIONS CORP COM 04523Q102 3,794 96,500 X 96,500
ASPEN TECHNOLOGY INC COM 045327103 1,544 40,100 X 40,100
ASSOCIATES FIRST CAP CORP CL A 046008108 1,450 65,000 X 65,000
ASTEC INDS INC COM 046224101 812 32,000 X 32,000
ASTORIA FINL CORP COM 046265104 814 31,600 X 31,600
ASYST TECHNOLOGY CORP COM 04648X107 291 8,500 X 8,500
ATLANTIC COAST AIRLINES HLDGS COM 048396105 1,114 35,100 X 35,100
ATMOS ENERGY CORP COM 049560105 740 42,300 X 42,300
ATWOOD OCEANICS INC COM 050095108 821 18,500 X 18,500
AUDIOVOX CORP CL A 050757103 574 26,000 X 26,000
AUSPEX SYS INC COM 052116100 184 37,200 X 37,200
AUTODESK INC COM 052769106 635 18,300 X 18,300
AUTOMATIC DATA PROCESSING INC COM 053015103 2,989 55,800 X 55,800
AUTOZONE INC COM 053332102 271 12,300 X 12,300
AVANT CORP COM 053487104 390 20,800 X 20,800
AVERY DENNISON CORP COM 053611109 846 12,600 X 12,600
AVID TECHNOLOGY INC COM 05367P100 388 32,300 X 32,300
AVIS GROUP HLDGS INC COM 053790101 313 16,700 X 16,700
AVNET INC COM 053807103 646 10,900 X 10,900
AVON PRODS INC COM 054303102 961 21,600 X 21,600
AXENT TECHNOLOGIES INC COM 05459C108 516 20,800 X 20,800
AZTAR CORP COM 054802103 922 59,500 X 59,500
BB&T CORP COM 054937107 678 28,400 X 28,400
BISYS GROUP INC COM 055472104 2,503 40,700 X 40,700
BJ SVCS CO COM 055482103 375 6,000 X 6,000
BMC INDS INC MINN COM 055607105 242 59,500 X 59,500
BP AMOCO P L C SPONSORED ADR 055622104 831 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 1,164 31,900 X 31,900
BAKER HUGHES INC COM 057224107 944 29,500 X 29,500
BAKER J INC COM 057232100 112 19,300 X 19,300
BALDOR ELEC CO COM 057741100 905 48,600 X 48,600
BANGOR HYDRO ELEC CO COM 060077104 237 10,100 X 10,100
BANK OF AMERICA CORPORATION COM 060505104 7,366 171,300 X 171,300
BANK NEW YORK INC COM 064057102 3,060 65,800 X 65,800
BANK ONE CORP COM 06423A103 2,983 112,300 X 112,300
BANKNORTH GROUP INC NEW COM 06646R107 214 14,000 X 14,000
BARD C R INC COM 067383109 221 4,600 X 4,600
BARNES & NOBLE INC COM 067774109 645 29,000 X 29,000
BARNES GROUP INC COM 067806109 426 26,100 X 26,100
BARRICK GOLD CORP COM 067901108 642 35,300 X 35,300
BARR LABS INC COM 068306109 2,480 55,350 X 55,350
BARRA INC COM 068313105 932 18,800 X 18,800
BARRETT RES CORP COM PAR $0.01 068480201 1,765 58,000 X 58,000
BASSETT FURNITURE INDS INC COM 070203104 212 16,800 X 16,800
BAUSCH & LOMB INC COM 071707103 395 5,100 X 5,100
BAXTER INTL INC COM 071813109 2,148 30,543 X 30,543
BE AEROSPACE INC COM 073302101 336 48,900 X 48,900
BEAR STEARNS COS INC COM 073902108 960 23,075 X 23,075
BECKMAN COULTER INC COM 075811109 525 9,000 X 9,000
BECTON DICKINSON & CO COM 075887109 643 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 566 15,600 X 15,600
BELDEN INC COM 077459105 1,066 41,600 X 41,600
BELL ATLANTIC CORP COM 077853109 7,693 151,400 X 151,400
BELL MICROPRODUCTS INC COM 078137106 368 20,000 X 20,000
BELLSOUTH CORP COM 079860102 8,231 193,100 X 193,100
BEMIS INC COM 081437105 609 18,100 X 18,100
BENCHMARK ELECTRS INC COM 08160H101 1,060 29,000 X 29,000
BERINGER WINE ESTATES HOLDINGS CL B 084102102 936 26,500 X 26,500
BEST BUY INC COM 086516101 1,164 18,400 X 18,400
BESTFOODS COM 08658U101 1,891 27,300 X 27,300
BETHLEHEM STL CORP COM 087509105 42 11,700 X 11,700
BILLING CONCEPTS CORP COM 090063108 225 50,600 X 50,600
BINDLEY WESTN INDS INC COM 090324104 1,384 52,366 X 52,366
BIO TECHNOLOGY GEN CORP COM 090578105 940 71,300 X 71,300
BIOGEN INC COM 090597105 1,632 25,300 X 25,300
BIOMATRIX INC COM 09060P102 898 39,700 X 39,700
BIOMET INC COM 090613100 392 10,200 X 10,200
BIRMINGHAM STL CORP COM 091250100 158 40,700 X 40,700
BLACK & DECKER CORP COM 091797100 315 8,000 X 8,000
BLACK BOX CORP DEL COM 091826107 2,114 26,700 X 26,700
BLANCH E W HLDGS INC COM 093210102 471 23,200 X 23,200
BLOCK H & R INC COM 093671105 285 8,800 X 8,800
BLYTH INC COM 09643P108 528 17,900 X 17,900
BOEING CO COM 097023105 3,939 94,200 X 94,200
BOMBAY CO INC COM 097924104 145 49,200 X 49,200
BOOKS-A-MILLION INC COM 098570104 114 24,700 X 24,700
BOSTON SCIENTIFIC CORP COM 101137107 812 37,000 X 37,000
BOWNE & CO INC COM 103043105 503 50,000 X 50,000
BRADY CORP CL A 104674106 1,320 40,600 X 40,600
BRIGHTPOINT INC COM 109473108 980 113,200 X 113,200
BRINKER INTL INC COM 109641100 790 27,000 X 27,000
BRISTOL MYERS SQUIBB CO COM 110122108 10,508 180,400 X 180,400
BROWN FORMAN CORP CL B 115637209 333 6,200 X 6,200
BROWN SHOE INC NEW COM 115736100 436 33,500 X 33,500
BRUSH ENGINEERED MATLS INC COM 117421107 345 22,100 X 22,100
BUCKEYE TECHNOLOGIES INC COM 118255108 1,044 47,600 X 47,600
BUILDING MATLS HLDG CORP COM 120113105 252 28,600 X 28,600
BURLINGTON NORTHN SANTA FE CP COM 12189T104 952 41,500 X 41,500
BURLINGTON RES INC COM 122014103 612 16,000 X 16,000
BURR BROWN CORP COM 122574106 433 5,000 X 5,000
C&D TECHNOLOGIES INC COM 124661109 1,978 35,000 X 35,000
C-CUBE MICROSYSTEMS INC NEW COM 12501N108 1,126 57,400 X 57,400
C COR NET CORP COM 125010108 1,177 43,600 X 43,600
C D I CORP COM 125071100 638 31,300 X 31,300
CEC ENTMT INC COM 125137109 1,361 53,100 X 53,100
CH ENERGY GROUP INC COM 12541M102 808 23,800 X 23,800
CIGNA CORP COM 125509109 1,552 16,600 X 16,600
CKE RESTAURANTS INC COM 12561E105 210 70,000 X 70,000
CMS ENERGY CORP COM 125896100 235 10,600 X 10,600
CPI CORP COM 125902106 266 12,600 X 12,600
CNF TRANSN INC COM 12612W104 364 16,000 X 16,000
CSX CORP COM 126408103 417 19,700 X 19,700
CTS CORP COM 126501105 1,832 40,700 X 40,700
CUNO INC COM 126583103 513 22,200 X 22,200
CVS CORP COM 126650100 1,408 35,200 X 35,200
CABLETRON SYS INC COM 126920107 394 15,600 X 15,600
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,757 52,450 X 52,450
CABOT CORP COM 127055101 561 20,600 X 20,600
CABOT OIL & GAS CORP CL A 127097103 710 33,500 X 33,500
CAL DIVE INTL INC COM 127914109 1,138 21,000 X 21,000
CALLAWAY GOLF CO COM 131193104 316 19,400 X 19,400
CAMBREX CORP COM 132011107 1,499 33,300 X 33,300
CAMPBELL SOUP CO COM 134429109 1,110 38,100 X 38,100
CANANDAIGUA BRANDS INC CL A 137219200 1,589 31,500 X 31,500
CAPITAL ONE FINL CORP COM 14040H105 785 17,600 X 17,600
CARAUSTAR INDS INC COM 140909102 625 41,300 X 41,300
CARDINAL HEALTH INC COM 14149Y108 2,416 32,650 X 32,650
CARMIKE CINEMAS INC CL A 143436103 60 15,600 X 15,600
CARNIVAL CORP COM 143658102 1,451 74,400 X 74,400
CASCADE NAT GAS CORP COM 147339105 252 15,100 X 15,100
CASEYS GEN STORES INC COM 147528103 742 71,500 X 71,500
CASH AMER INTL INC COM 14754D100 253 34,300 X 34,300
CASTLE A M & CO COM 148411101 160 19,200 X 19,200
CATALINA MARKETING CORP COM 148867104 3,539 34,700 X 34,700
CATERPILLAR INC DEL COM 149123101 1,070 31,600 X 31,600
CATO CORP NEW CL A 149205106 756 65,000 X 65,000
CELLSTAR CORP COM 150925105 97 34,800 X 34,800
CENDANT CORP COM 151313103 1,253 89,500 X 89,500
CENTIGRAM COMMUNICATIONS CORP COM 152317103 212 8,300 X 8,300
CENTRAL PKG CORP COM 154785109 1,180 49,800 X 49,800
CENTRAL VT PUB SVC CORP COM 155771108 173 15,700 X 15,700
CENTURA BKS INC COM 15640T100 2,169 63,900 X 63,900
CENTURYTEL INC COM 156700106 362 12,600 X 12,600
CEPHALON INC COM 156708109 2,874 48,000 X 48,000
CERIDIAN CORP COM 15677T106 313 13,000 X 13,000
CERNER CORP COM 156782104 1,240 45,500 X 45,500
CHAMPION ENTERPRISES INC COM 158496109 364 74,700 X 74,700
CHARTER ONE FINL INC COM 160903100 370 16,100 X 16,100
CHASE MANHATTAN CORP NEW COM 16161A108 5,751 124,850 X 124,850
CHECKPOINT SYS INC COM 162825103 412 54,900 X 54,900
CHEESECAKE FACTORY INC COM 163072101 1,209 43,950 X 43,950
CHEMED CORP COM 163596109 403 14,300 X 14,300
CHEMFIRST INC COM 16361A106 601 24,900 X 24,900
CHEVRON CORPORATION COM 166751107 4,970 58,600 X 58,600
CHIQUITA BRANDS INTL INC COM 170032106 351 89,200 X 89,200
CHITTENDEN CORP COM 170228100 938 38,400 X 38,400
CHOICEPOINT INC COM 170388102 2,587 58,145 X 58,145
CHUBB CORP COM 171232101 1,193 19,405 X 19,405
CIBER INC COM 17163B102 1,147 86,600 X 86,600
CINCINNATI FINL CORP COM 172062101 459 14,600 X 14,600
CINERGY CORP COM 172474108 366 14,400 X 14,400
CIRCLE INTL GROUP INC COM 172574105 611 24,300 X 24,300
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 604 18,200 X 18,200
CISCO SYS INC COM 17275R102 41,786 657,400 X 657,400
CITIGROUP INC COM 172967101 19,795 328,550 X 328,550
CITRIX SYS INC COM 177376100 303 16,000 X 16,000
CLARCOR INC COM 179895107 771 38,800 X 38,800
CLAYTON HOMES INC COM 184190106 287 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,265 30,200 X 30,200
CLEVELAND CLIFFS INC COM 185896107 305 11,800 X 11,800
CLOROX CO DEL COM 189054109 946 21,100 X 21,100
COACHMEN INDS INC COM 189873102 248 21,600 X 21,600
COASTAL CORP COM 190441105 1,169 19,200 X 19,200
COCA COLA BOTTLING CO CONS COM 191098102 537 11,800 X 11,800
COCA COLA CO COM 191216100 12,659 220,400 X 220,400
COCA COLA ENTERPRISES INC COM 191219104 618 37,900 X 37,900
COEUR D ALENE MINES CORP IDAHO COM 192108108 105 43,200 X 43,200
COGNEX CORP COM 192422103 3,581 69,200 X 69,200
COHERENT INC COM 192479103 3,321 39,600 X 39,600
COHU INC COM 192576106 728 27,000 X 27,000
COLGATE PALMOLIVE CO COM 194162103 3,114 52,000 X 52,000
COLUMBIA ENERGY GROUP COM 197648108 807 12,300 X 12,300
COMCAST CORP CL A SPL 200300200 2,920 72,100 X 72,100
COMERICA INC COM 200340107 633 14,100 X 14,100
COMMERCE BANCORP INC NJ COM 200519106 2,047 44,500 X 44,500
COMMERCIAL FEDERAL CORPORATION COM 201647104 1,247 80,100 X 80,100
COMMERCIAL METALS CO COM 201723103 536 19,500 X 19,500
COMMONWEALTH INDS INC DEL COM 203004106 132 22,500 X 22,500
COMMSCOPE INC COM 203372107 820 20,000 X 20,000
COMMUNITY FIRST BANKSHARES INC COM 203902101 1,635 100,200 X 100,200
COMPAQ COMPUTER CORP COM 204493100 4,834 189,100 X 189,100
COMPUTER ASSOC INTL INC COM 204912109 3,056 59,700 X 59,700
COMPUTER SCIENCES CORP COM 205363104 1,068 14,300 X 14,300
COMPUTER TASK GROUP INC COM 205477102 263 52,000 X 52,000
COMPUWARE CORP COM 205638109 557 53,700 X 53,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,009 21,600 X 21,600
CONAGRA INC COM 205887102 1,336 70,100 X 70,100
CONCORD COMMUNICATIONS INC COM 206186108 953 23,900 X 23,900
CONE MLS CORP N C COM 206814105 216 34,900 X 34,900
CONEXANT SYSTEMS INC COM 207142100 846 17,400 X 17,400
CONMED CORP COM 207410101 952 36,800 X 36,800
CONOCO INC CL B 208251405 1,373 55,900 X 55,900
CONSECO INC COM 208464107 285 29,200 X 29,200
CONSOLIDATED EDISON INC COM 209115104 578 19,500 X 19,500
CONSOLIDATED GRAPHICS INC COM 209341106 348 37,100 X 37,100
CONSOLIDATED PRODS INC COM 209798107 495 55,000 X 55,000
CONSTELLATION ENERGY CORP COM 210371100 440 13,500 X 13,500
CONVERGYS CORP COM 212485106 348 6,700 X 6,700
COOPER COS INC COM NEW 216648402 691 19,000 X 19,000
COOPER INDS INC COM 216669101 274 8,400 X 8,400
COPART INC COM 217204106 1,163 72,700 X 72,700
COR THERAPEUTICS INC COM 217753102 3,191 37,400 X 37,400
CORN PRODS INTL INC COM 219023108 1,338 50,500 X 50,500
CORNING INC COM 219350105 5,883 21,800 X 21,800
COST PLUS INC CALIF COM 221485105 846 29,500 X 29,500
COSTCO WHSL CORP NEW COM 22160K105 1,300 39,400 X 39,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 306 10,100 X 10,100
COVENTRY HEALTH CARE INC COM 222862104 1,643 123,300 X 123,300
CREDENCE SYS CORP COM 225302108 375 6,800 X 6,800
CROSS A T CO CL A 227478104 115 23,300 X 23,300
CROSS TIMBERS OIL CO COM 227573102 1,462 66,100 X 66,100
CROWN CORK & SEAL INC COM 228255105 167 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 2,323 88,300 X 88,300
CURATIVE HEALTH SVCS INC COM 231264102 83 13,700 X 13,700
CYBEROPTICS CORP COM 232517102 347 7,500 X 7,500
CYBEX COMPUTER PRODS CORP COM 232522102 1,093 25,800 X 25,800
CYGNUS INC COM 232560102 529 37,100 X 37,100
CYMER INC COM 232572107 664 13,900 X 13,900
CYRK INC COM 232817106 108 21,600 X 21,600
D R HORTON INC COM 23331A109 1,678 123,700 X 123,700
DST SYS INC DEL COM 233326107 761 10,000 X 10,000
DTE ENERGY CO COM 233331107 400 13,100 X 13,100
DAIN RAUSCHER CORP COM 233856103 1,115 16,900 X 16,900
DAISYTEK INTL CORP COM 234053106 123 13,000 X 13,000
DALLAS SEMICONDUCTOR CORP COM 235204104 3,631 89,100 X 89,100
DANA CORP COM 235811106 318 15,000 X 15,000
DANAHER CORP DEL COM 235851102 628 12,700 X 12,700
DARDEN RESTAURANTS INC COM 237194105 190 11,700 X 11,700
DATASCOPE CORP COM 238113104 731 20,300 X 20,300
DAVOX CORP COM 239208101 257 19,900 X 19,900
DELL COMPUTER CORP COM 247025109 11,228 227,700 X 227,700
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,123 77,100 X 77,100
DELPHI FINL GROUP INC CL A 247131105 947 27,900 X 27,900
DELTA & PINE LD CO COM 247357106 1,313 52,400 X 52,400
DELTA AIR LINES INC DEL COM 247361108 602 11,900 X 11,900
DELTEK SYS INC COM 24785A108 94 16,000 X 16,000
DELTIC TIMBER CORP COM 247850100 357 16,700 X 16,700
DENDRITE INTL INC COM 248239105 2,065 62,000 X 62,000
DENTSPLY INTL INC NEW COM 249030107 555 18,000 X 18,000
DEPARTMENT 56 INC COM 249509100 250 22,700 X 22,700
DEVRY INC DEL COM 251893103 397 15,000 X 15,000
DIAGNOSTIC PRODS CORP COM 252450101 598 18,700 X 18,700
DIEBOLD INC COM 253651103 474 17,000 X 17,000
DIGI INTL INC COM 253798102 131 20,200 X 20,200
DIGITAL MICROWAVE CORP COM 253859102 4,045 106,100 X 106,100
DIME BANCORP INC NEW COM 25429Q102 435 27,600 X 27,600
DIMON INC COM 254394109 128 60,300 X 60,300
DIONEX CORP COM 254546104 805 30,100 X 30,100
DISCOUNT AUTO PTS INC COM 254642101 226 22,600 X 22,600
DISNEY WALT CO COM DISNEY 254687106 7,173 184,800 X 184,800
DIXIE GROUP INC CL A 255519100 63 16,200 X 16,200
DOLLAR GEN CORP COM 256669102 579 29,687 X 29,687
DOLLAR TREE STORES INC COM 256747106 760 19,200 X 19,200
DOMINION RES INC VA NEW COM 25746U109 590 13,756 X 13,756
DONNELLEY R R & SONS CO COM 257867101 255 11,300 X 11,300
DOVER CORP COM 260003108 917 22,600 X 22,600
DOW CHEM CO COM 260543103 1,775 58,800 X 58,800
DOW JONES & CO INC COM 260561105 586 8,000 X 8,000
DOWNEY FINL CORP COM 261018105 1,264 43,600 X 43,600
DRESS BARN INC COM 261570105 608 27,500 X 27,500
DRIL-QUIP INC COM 262037104 1,094 23,400 X 23,400
DSET CORP COM 262504103 365 12,000 X 12,000
DU PONT E I DE NEMOURS & CO COM 263534109 4,261 97,400 X 97,400
DUKE ENERGY CORP COM 264399106 2,250 39,908 X 39,908
DUN & BRADSTREET CORP DEL COM 26483B106 412 14,400 X 14,400
DUPONT PHOTOMASKS INC COM 26613X101 274 4,000 X 4,000
DURA PHARMACEUTICALS INC COM 26632S109 1,448 100,700 X 100,700
DYCOM INDS INC COM 267475101 2,912 63,300 X 63,300
EGL INC COM 268484102 1,184 38,500 X 38,500
E M C CORP MASS COM 268648102 13,972 181,600 X 181,600
ENSCO INTL INC COM 26874Q100 358 10,000 X 10,000
ESS TECHNOLOGY INC COM 269151106 1,217 83,900 X 83,900
EARTHGRAINS CO COM 270319106 1,217 62,600 X 62,600
EASTMAN CHEM CO COM 277432100 344 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 1,678 28,200 X 28,200
EATON CORP COM 278058102 436 6,500 X 6,500
EATON VANCE CORP COM NON VTG 278265103 2,451 53,000 X 53,000
ECOLAB INC COM 278865100 457 11,700 X 11,700
EDISON INTL COM 281020107 636 31,000 X 31,000
EL PASO ENERGY CORP DEL COM 283905107 1,528 30,000 X 30,000
ELCOR CORP COM 284443108 782 34,000 X 34,000
ELECTRO SCIENTIFIC INDS COM 285229100 1,889 42,900 X 42,900
ELECTROGLAS INC COM 285324109 578 26,900 X 26,900
ELECTRONIC DATA SYS NEW COM 285661104 1,766 42,800 X 42,800
ELECTRONICS FOR IMAGING INC COM 286082102 263 10,400 X 10,400
ELOYALTY CORP COM 290151109 741 58,100 X 58,100
EMCOR GROUP INC COM 29084Q100 288 12,400 X 12,400
EMERSON ELEC CO COM 291011104 2,874 47,600 X 47,600
ENERGEN CORP COM 29265N108 1,099 50,400 X 50,400
ENGELHARD CORP COM 292845104 669 39,200 X 39,200
ENESCO GROUP INC COM 292973104 90 18,900 X 18,900
ENHANCE FINL SVCS GROUP INC COM 293310108 976 67,900 X 67,900
ENRON CORP COM 293561106 5,412 83,900 X 83,900
ENTERGY CORP NEW COM 29364G103 590 21,700 X 21,700
ENZO BIOCHEM INC COM 294100102 2,588 37,500 X 37,500
EPICOR SOFTWARE CORP COM 29426L108 138 55,300 X 55,300
EPRESENCE INC COM 294348107 233 32,200 X 32,200
EQUIFAX INC COM 294429105 318 12,100 X 12,100
ESTERLINE TECHNOLOGIES CORP COM 297425100 354 23,800 X 23,800
ETHAN ALLEN INTERIORS INC COM 297602104 1,507 62,800 X 62,800
EXABYTE CORP COM 300615101 136 30,200 X 30,200
EXCEL TECHNOLOGY INC COM 30067T103 302 6,000 X 6,000
EXPEDITORS INTL WASH INC COM 302130109 3,567 75,100 X 75,100
EXPRESS SCRIPTS INC CL A 302182100 311 5,000 X 5,000
EXXON MOBIL CORP COM 30231G102 27,442 349,579 X 349,579
FPL GROUP INC COM 302571104 1,277 25,800 X 25,800
F Y I INC COM 302712104 960 28,500 X 28,500
FACTSET RESH SYS INC COM 303075105 1,379 48,800 X 48,800
FAIR ISAAC & CO INC COM 303250104 1,030 23,400 X 23,400
FEDDERS CORP COM 313135105 283 48,700 X 48,700
FEDERAL HOME LN MTG CORP COM 313400301 3,645 90,000 X 90,000
FEDERAL NATL MTG ASSN COM 313586109 6,174 118,300 X 118,300
FEDERATED DEPT STORES INC DEL COM 31410H101 1,077 31,900 X 31,900
FEDEX CORP COM 31428X106 1,011 26,600 X 26,600
FERRO CORP COM 315405100 275 13,100 X 13,100
FIDELITY NATL FINL INC COM 316326107 1,753 95,700 X 95,700
FIFTH THIRD BANCORP COM 316773100 1,550 24,500 X 24,500
FILENET CORP COM 316869106 801 43,600 X 43,600
FIRST AMERN CORP CALIF COM 318522307 1,265 88,400 X 88,400
FIRST BANCORP P R COM 318672102 718 38,700 X 38,700
FIRST DATA CORP COM 319963104 1,861 37,500 X 37,500
FIRST MIDWEST BANCORP DEL COM 320867104 1,303 56,050 X 56,050
FIRST UN CORP COM 337358105 2,906 117,100 X 117,100
FIRSTAR CORP NEW WIS COM 33763V109 1,845 87,600 X 87,600
FISERV INC COM 337738108 467 10,800 X 10,800
FLAGSTAR BANCORP INC COM 337930101 143 17,600 X 17,600
FIRSTENERGY CORP COM 337932107 486 20,800 X 20,800
FLEETBOSTON FINL CORP COM 339030108 3,274 96,300 X 96,300
FLEETWOOD ENTERPRISES INC COM 339099103 630 44,200 X 44,200
FLEMING COS INC COM 339130106 687 52,600 X 52,600
FLEXSTEEL INDS INC COM 339382103 292 23,800 X 23,800
FLORIDA PROGRESS CORP COM 341109106 417 8,900 X 8,900
FLORIDA ROCK INDS INC COM 341140101 912 25,600 X 25,600
FLOW INTL CORP COM 343468104 202 20,200 X 20,200
FLUOR CORP COM 343861100 218 6,900 X 6,900
FOOTSTAR INC COM 344912100 1,104 33,200 X 33,200
FORD MTR CO DEL COM 345370100 5,121 119,100 X 119,100
FORT JAMES CORP COM 347471104 460 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 821 35,600 X 35,600
FOSSIL INC COM 349882100 844 43,400 X 43,400
FOSTER WHEELER CORP COM 350244109 476 55,200 X 55,200
FRANKLIN COVEY CO COM 353469109 194 27,900 X 27,900
FRANKLIN RES INC COM 354613101 690 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 139 15,000 X 15,000
FREMONT GEN CORP COM 357288109 374 94,900 X 94,900
FRIEDE GOLDMAN HALTER INC COM 358430106 530 59,300 X 59,300
FRITZ COS INC COM 358846103 609 59,100 X 59,100
FROZEN FOOD EXPRESS INDS INC COM 359360104 67 22,400 X 22,400
G & K SVCS INC CL A 361268105 697 27,800 X 27,800
GC COS INC COM 36155Q109 239 10,700 X 10,700
GPU INC COM 36225X100 298 11,000 X 11,000
GTE CORP COM 362320103 5,858 94,100 X 94,100
GALLAGHER ARTHUR J & CO COM 363576109 2,323 55,300 X 55,300
GANNETT INC COM 364730101 1,848 30,900 X 30,900
GAP INC DEL COM 364760108 4,148 132,750 X 132,750
GARDNER DENVER INC COM 365558105 361 20,200 X 20,200
GATEWAY INC COM 367626108 1,600 28,200 X 28,200
GENCORP INC COM 368682100 453 56,600 X 56,600
GENERAL COMMUNICATION INC CL A 369385109 350 68,200 X 68,200
GENERAL DYNAMICS CORP COM 369550108 935 17,900 X 17,900
GENERAL ELEC CO COM 369604103 48,257 910,500 X 910,500
GENERAL MLS INC COM 370334104 1,037 27,100 X 27,100
GENERAL MTRS CORP COM 370442105 3,197 55,069 X 55,069
GENERAL MTRS CORP CL H NEW 370442832 208 2,376 X 2,376
GENERAL SEMICONDUCTOR INC COM 370787103 736 49,900 X 49,900
GENTEX CORP COM 371901109 2,736 108,900 X 108,900
GENRAD INC COM 372447102 178 19,800 X 19,800
GEON CO COM 37246W105 594 32,100 X 32,100
GENUINE PARTS CO COM 372460105 326 16,300 X 16,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 402 15,300 X 15,300
GERBER SCIENTIFIC INC COM 373730100 345 30,000 X 30,000
GILLETTE CO COM 375766102 4,283 122,600 X 122,600
GOLDEN ST BANCORP INC COM 381197102 324 18,000 X 18,000
GOLDEN WEST FINL CORP DEL COM 381317106 592 14,500 X 14,500
GOODRICH B F CO COM 382388106 845 24,800 X 24,800
GOODYEAR TIRE & RUBR CO COM 382550101 282 14,100 X 14,100
GOODYS FAMILY CLOTHING INC COM 382588101 246 44,800 X 44,800
GOTTSCHALKS INC COM 383485109 109 17,200 X 17,200
GRACE W R & CO DEL NEW COM 38388F108 380 31,300 X 31,300
GRACO INC COM 384109104 1,258 38,700 X 38,700
GRAINGER W W INC COM 384802104 256 8,300 X 8,300
GREAT PLAINS SOFTWARE COM 39119E105 506 25,800 X 25,800
GRIFFON CORP COM 398433102 229 41,100 X 41,100
GROUP 1 AUTOMOTIVE INC COM 398905109 346 28,800 X 28,800
GUIDANT CORP COM 401698105 1,332 26,900 X 26,900
GUILFORD MLS INC COM 401794102 111 26,000 X 26,000
GYMBOREE CORP COM 403777105 100 33,400 X 33,400
HCA-HEALTHCARE CO COM 404119109 1,528 50,300 X 50,300
HNC SOFTWARE INC COM 40425P107 2,470 40,000 X 40,000
HS RES INC COM 404297103 774 25,800 X 25,800
HA-LO INDS INC COM 404429102 486 86,400 X 86,400
HAIN CELESTIAL GROUP INC COM 405217100 1,322 36,030 X 36,030
HALLIBURTON CO COM 406216101 2,331 49,400 X 49,400
HANCOCK FABRICS INC COM 409900107 111 26,000 X 26,000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 254 51,400 X 51,400
HARCOURT GEN INC COM 41163G101 353 6,500 X 6,500
HARLAND JOHN H CO COM 412693103 612 41,000 X 41,000
HARLEY DAVIDSON INC COM 412822108 1,040 27,000 X 27,000
HARMAN INTL INDS INC COM 413086109 1,427 23,400 X 23,400
HARMON INDS INC NEW COM 413136102 321 24,200 X 24,200
HARRAHS ENTMT INC COM 413619107 241 11,500 X 11,500
HARTFORD FINL SVCS GROUP INC COM 416515104 1,119 20,000 X 20,000
HARTMARX CORP COM 417119104 113 44,000 X 44,000
HASBRO INC COM 418056107 221 14,700 X 14,700
HEALTHSOUTH CORP COM 421924101 248 34,500 X 34,500
HEARTLAND EXPRESS INC COM 422347104 678 40,600 X 40,600
HEINZ H J CO COM 423074103 1,387 31,700 X 31,700
HELIX TECHNOLOGY CORP COM 423319102 1,310 33,600 X 33,600
HENRY JACK & ASSOC INC COM 426281101 2,992 59,700 X 59,700
HERSHEY FOODS CORP COM 427866108 601 12,400 X 12,400
HEWLETT PACKARD CO COM 428236103 11,601 92,900 X 92,900
HILB ROGAL & HAMILTON CO COM 431294107 617 17,800 X 17,800
HILTON HOTELS CORP COM 432848109 220 23,500 X 23,500
HOLOGIC INC COM 436440101 141 20,900 X 20,900
HOME DEPOT INC COM 437076102 11,111 222,500 X 222,500
HOMESTAKE MNG CO COM 437614100 160 23,200 X 23,200
HONEYWELL INTL INC COM 438516106 2,634 78,200 X 78,200
HOOPER HOLMES INC COM 439104100 763 95,400 X 95,400
HOUSEHOLD INTL INC COM 441815107 1,746 42,000 X 42,000
HUDSON UNITED BANCORP COM 444165104 1,550 69,100 X 69,100
HUFFY CORP COM 444356109 61 14,100 X 14,100
HUGHES SUPPLY INC COM 444482103 1,086 55,000 X 55,000
HUMANA INC COM 444859102 74 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 474 29,950 X 29,950
HUTCHINSON TECHNOLOGY INC COM 448407106 477 33,500 X 33,500
HYPERION SOLUTIONS CORP COM 44914M104 1,359 41,900 X 41,900
IBP INC COM 449223106 432 28,000 X 28,000
IDEC PHARMACEUTICALS CORP COM 449370105 1,760 15,000 X 15,000
IHOP CORP COM 449623107 456 27,200 X 27,200
IMCO RECYCLING INC COM 449681105 123 22,700 X 22,700
IMS HEALTH INC COM 449934108 495 27,500 X 27,500
ITT INDS INC IND COM 450911102 620 20,400 X 20,400
IDEX CORP COM 45167R104 1,266 40,100 X 40,100
IDEXX LABS INC COM 45168D104 1,674 73,200 X 73,200
IKON OFFICE SOLUTIONS INC COM 451713101 48 12,400 X 12,400
ILLINOIS TOOL WKS INC COM 452308109 1,277 22,400 X 22,400
IMMUNE RESPONSE CORP DEL COM 45252T106 372 34,200 X 34,200
INCO LTD COM 453258402 249 16,200 X 16,200
INGERSOLL-RAND CO COM 456866102 926 23,000 X 23,000
INFORMATION RES INC COM 456905108 150 38,100 X 38,100
INGRAM MICRO INC CL A 457153104 471 27,000 X 27,000
INNOVEX INC COM 457647105 322 33,000 X 33,000
INSIGHT ENTERPRISES INC COM 45765U103 2,432 41,000 X 41,000
INPUT/OUTPUT INC COM 457652105 579 68,600 X 68,600
INSITUFORM TECHNOLOGIES INC CL A 457667103 928 34,200 X 34,200
INSTEEL INDUSTRIES INC COM 45774W108 72 11,600 X 11,600
INSURANCE AUTO AUCTIONS INC COM 457875102 327 15,500 X 15,500
INTEGRATED DEVICE TECHNOLOGY COM 458118106 419 7,000 X 7,000
INTEL CORP COM 458140100 42,780 320,000 X 320,000
INTER TEL INC COM 458372109 757 47,100 X 47,100
INTERFACE INC CL A 458665106 271 71,100 X 71,100
INTERIM SVCS INC COM 45868P100 1,945 109,600 X 109,600
INTERMAGNETICS GEN CORP COM 458771102 322 17,000 X 17,000
INTERMET CORP COM 45881K104 365 53,100 X 53,100
INTERNATIONAL BUSINESS MACHS COM 459200101 18,527 169,100 X 169,100
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 290 9,600 X 9,600
INTL PAPER CO COM 460146103 1,105 37,055 X 37,055
INTERNATIONAL RECTIFIER CORP COM 460254105 5,001 89,300 X 89,300
INTERPUBLIC GROUP COS INC COM 460690100 1,918 44,600 X 44,600
INTERVOICE-BRITE INC COM 461142101 284 43,300 X 43,300
INVACARE CORP COM 461203101 1,607 61,200 X 61,200
INVESTORS FINL SERVICES CORP COM 461915100 1,564 39,400 X 39,400
IONICS INC COM 462218108 671 21,900 X 21,900
ISHARES TR S&P SMLCAP 600 464287804 2,002 19,000 X 19,000
ITRON INC COM 465741106 169 20,500 X 20,500
IVAX CORP COM 465823102 481 11,600 X 11,600
J & J SNACK FOODS CORP COM 466032109 220 12,300 X 12,300
JLG INDS INC COM 466210101 713 60,000 X 60,000
JABIL CIRCUIT INC COM 466313103 397 8,000 X 8,000
JACK IN THE BOX INC COM 466367109 1,276 51,800 X 51,800
JAKKS PAC INC COM 47012E106 506 34,300 X 34,300
JAN BELL MARKETING INC COM 470760109 76 32,200 X 32,200
JEFFERIES GROUP INC NEW COM 472319102 656 32,500 X 32,500
JEFFERSON PILOT CORP COM 475070108 976 17,300 X 17,300
JO-ANN STORES INC CL A 47758P109 172 24,500 X 24,500
JOHNSON & JOHNSON COM 478160104 13,875 136,200 X 136,200
JOHNSON CTLS INC COM 478366107 575 11,200 X 11,200
JONES APPAREL GROUP INC COM 480074103 235 10,000 X 10,000
JONES PHARMA INC COM 480236108 3,858 96,600 X 96,600
JUSTIN INDS INC COM 482171105 755 34,500 X 34,500
KLA-TENCOR CORP COM 482480100 925 15,800 X 15,800
K MART CORP COM 482584109 303 44,500 X 44,500
K-SWISS INC CL A 482686102 242 15,200 X 15,200
K2 INC COM 482732104 317 38,100 X 38,100
KAMAN CORP CL A 483548103 341 31,900 X 31,900
KANSAS CITY SOUTHN INDS INC COM 485170104 887 10,000 X 10,000
KEEBLER FOODS CO COM 487256109 939 25,300 X 25,300
KELLOGG CO COM 487836108 1,077 36,200 X 36,200
KELLWOOD CO COM 488044108 796 37,700 X 37,700
KEMET CORP COM 488360108 3,363 134,200 X 134,200
KENT ELECTRS CORP COM 490553104 1,365 45,800 X 45,800
KERR MCGEE CORP COM 492386107 975 16,542 X 16,542
KEY PRODTN INC COM 493138101 327 18,700 X 18,700
KEYCORP NEW COM 493267108 707 40,100 X 40,100
KIMBERLY CLARK CORP COM 494368103 2,850 49,678 X 49,678
KIMCO REALTY CORP COM 49446R109 369 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 785 22,700 X 22,700
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 479 12,000 X 12,000
KIRBY CORP COM 497266106 844 39,700 X 39,700
KNIGHT RIDDER INC COM 499040103 1,175 22,100 X 22,100
KOHLS CORP COM 500255104 3,282 59,000 X 59,000
KOMAG INC COM 500453105 155 88,700 X 88,700
KROGER CO COM 501044101 1,858 84,200 X 84,200
KROLL O GARA CO COM 501050108 201 30,000 X 30,000
KRONOS INC COM 501052104 712 27,400 X 27,400
KULICKE & SOFFA INDS INC COM 501242101 2,143 36,100 X 36,100
LG&E ENERGY CORP COM 501917108 239 10,000 X 10,000
LSI LOGIC CORP COM 502161102 1,418 26,200 X 26,200
L-3 COMMUNICATIONS HLDGS INC COM 502424104 571 10,000 X 10,000
LA Z BOY INC COM 505336107 988 70,600 X 70,600
LABOR READY INC COM NEW 505401208 433 65,400 X 65,400
LACLEDE GAS CO COM 505588103 495 25,700 X 25,700
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 514 60,500 X 60,500
LANDSTAR SYS INC COM 515098101 798 13,400 X 13,400
LASER VISION CTRS INC COM 51807H100 211 34,100 X 34,100
LASON INC COM 51808R107 61 24,500 X 24,500
LATTICE SEMICONDUCTOR CORP COM 518415104 5,226 75,600 X 75,600
LAWSON PRODS INC COM 520776105 350 14,200 X 14,200
LEGGETT & PLATT INC COM 524660107 294 17,800 X 17,800
LEGG MASON INC COM 524901105 250 5,000 X 5,000
LEHMAN BROS HLDGS INC COM 524908100 1,002 10,600 X 10,600
LENNOX INTL INC COM 526107107 1,129 85,200 X 85,200
LEXMARK INTL GROUP INC CL A 529771107 780 11,600 X 11,600
LIBBEY INC COM 529898108 704 21,900 X 21,900
LILLIAN VERNON CORP COM 532430105 132 12,600 X 12,600
LILLY ELI & CO COM 532457108 10,916 109,300 X 109,300
LILLY INDS INC CL A 532491107 956 31,800 X 31,800
LIMITED INC COM 532716107 830 38,400 X 38,400
LINCARE HLDGS INC COM 532791100 369 15,000 X 15,000
LINCOLN NATL CORP IND COM 534187109 632 17,500 X 17,500
LINDSAY MFG CO COM 535555106 334 17,000 X 17,000
LINEAR TECHNOLOGY CORP COM 535678106 1,758 27,500 X 27,500
LINENS N THINGS INC COM 535679104 1,752 64,600 X 64,600
LIZ CLAIBORNE INC COM 539320101 613 17,400 X 17,400
LOCKHEED MARTIN CORP COM 539830109 873 35,200 X 35,200
LOEWS CORP COM 540424108 570 9,500 X 9,500
LOUIS DREYFUS NAT GAS CORP COM 546011107 1,766 56,400 X 56,400
LOWES COS INC COM 548661107 2,221 54,100 X 54,100
LUBYS INC COM 549282101 246 30,700 X 30,700
LUCENT TECHNOLOGIES INC COM 549463107 17,476 294,960 X 294,960
LYDALL INC DEL COM 550819106 355 33,400 X 33,400
MAF BANCORP INC COM 55261R108 593 32,600 X 32,600
MBIA INC COM 55262C100 916 19,000 X 19,000
MBNA CORP COM 55262L100 3,298 121,600 X 121,600
M D C HLDGS INC COM 552676108 562 30,200 X 30,200
MGIC INVT CORP WIS COM 552848103 855 18,800 X 18,800
M S CARRIERS INC COM 553533100 294 16,700 X 16,700
MACDERMID INC COM 554273102 1,086 46,200 X 46,200
MAGELLAN HEALTH SVCS INC COM 559079108 55 43,600 X 43,600
MAIL-WELL INC COM 560321200 290 33,600 X 33,600
MALLINCKRODT INC NEW COM 561232109 804 18,500 X 18,500
MANITOWOC INC COM 563571108 942 35,200 X 35,200
MARCUS CORP COM 566330106 491 40,500 X 40,500
MARSH & MCLENNAN COS INC COM 571748102 2,486 23,800 X 23,800
MARRIOTT INTL INC NEW CL A 571903202 790 21,900 X 21,900
MASCO CORP COM 574599106 715 39,600 X 39,600
MASCOTECH INC COM 574670105 653 60,400 X 60,400
MATERIAL SCIENCIES CORP COM 576674105 209 20,900 X 20,900
MATTEL INC COM 577081102 496 37,600 X 37,600
MATTSON TECHNOLOGY INC COM 577223100 423 13,000 X 13,000
MAXIM INTEGRATED PRODS INC COM 57772K101 428 6,300 X 6,300
MAY DEPT STORES CO COM 577778103 708 29,500 X 29,500
MAXIMUS INC COM 577933104 628 28,400 X 28,400
MAYTAG CORP COM 578592107 645 17,500 X 17,500
MCDONALDS CORP COM 580135101 3,979 120,800 X 120,800
MCGRAW HILL COS INC COM 580645109 1,701 31,500 X 31,500
MCKESSON HBOC INC COM 58155Q103 582 27,782 X 27,782
MCWHORTER TECHNOLOGIES INC COM 582803102 268 13,800 X 13,800
MEAD CORP COM 582834107 235 9,300 X 9,300
MEDIAONE GROUP INC COM 58440J104 3,627 54,700 X 54,700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2,998 52,600 X 52,600
MEDQUIST INC COM 584949101 2,111 62,100 X 62,100
MEDTRONIC INC COM 585055106 5,210 104,600 X 104,600
MELLON FINL CORP COM 58551A108 1,855 50,900 X 50,900
MEMBERWORKS INC COM 586002107 804 23,900 X 23,900
MENS WEARHOUSE INC COM 587118100 1,691 75,800 X 75,800
MENTOR CORP MINN COM 587188103 1,479 54,400 X 54,400
MERCK & CO INC COM 589331107 18,543 242,000 X 242,000
MERCURY COMPUTER SYS COM 589378108 918 28,400 X 28,400
MERCURY INTERACTIVE CORP COM 589405109 8,833 91,300 X 91,300
MERRILL LYNCH & CO INC COM 590188108 4,405 38,300 X 38,300
MESA AIR GROUP INC COM 590479101 257 46,400 X 46,400
META GROUP INC COM 591002100 193 10,000 X 10,000
METHODE ELECTRS INC CL A 591520200 2,036 52,700 X 52,700
METRIS COS INC COM 591598107 356 14,150 X 14,150
MICHAEL FOOD INC NEW COM 594079105 997 40,700 X 40,700
MICHAELS STORES INC COM 594087108 1,956 42,700 X 42,700
MICROS SYS INC COM 594901100 523 28,200 X 28,200
MICROSOFT CORP COM 594918104 38,624 482,800 X 482,800
MICRON TECHNOLOGY INC COM 595112103 5,971 67,800 X 67,800
MIDAS GROUP INC COM 595626102 430 21,500 X 21,500
MIDWEST EXPRESS HLDGS INC COM 597911106 417 19,400 X 19,400
MIDWAY GAMES INC COM 598148104 415 51,500 X 51,500
MILACRON INC COM 598709103 252 17,400 X 17,400
MILLIPORE CORP COM 601073109 302 4,000 X 4,000
MINNESOTA MNG & MFG CO COM 604059105 2,954 35,800 X 35,800
MISSISSIPPI CHEM CORP COM NEW 605288208 170 35,800 X 35,800
MOLEX INC COM 608554101 842 17,500 X 17,500
MONACO COACH CORP COM 60886R103 347 25,500 X 25,500
MORGAN J P & CO INC COM 616880100 1,630 14,800 X 14,800
MORGAN KEEGAN INC COM 617410105 593 40,200 X 40,200
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 9,557 114,800 X 114,800
MORRISON KNUDSEN CORP NEW COM 61844A109 514 70,900 X 70,900
MORRISON MGMT SPECIALISTS INC COM 618459101 254 9,000 X 9,000
MOTOROLA INC COM 620076109 5,031 173,100 X 173,100
MUELLER INDS INC COM 624756102 1,341 47,900 X 47,900
MUTUAL RISK MGMT LTD COM 628351108 1,408 81,300 X 81,300
MYERS INDS INC COM 628464109 298 27,700 X 27,700
MYLAN LABS INC COM 628530107 329 18,000 X 18,000
NBTY INC COM 628782104 623 97,700 X 97,700
NCR CORP NEW COM 62886E108 794 20,400 X 20,400
NVR INC COM 62944T105 1,197 21,000 X 21,000
NABISCO GROUP HLDG CORP COM 62952P102 760 29,300 X 29,300
NABORS INDS INC COM 629568106 213 5,125 X 5,125
NASH FINCH CO COM 631158102 128 15,500 X 15,500
NATIONAL CITY CORP COM 635405103 938 55,000 X 55,000
NATIONAL COMPUTER SYS INC COM 635519101 2,334 47,400 X 47,400
NATIONAL DATA CORP COM 635621105 1,247 54,200 X 54,200
NATIONAL DISC BROKERS GROUP COM 635646102 765 24,000 X 24,000
NATIONAL INSTRS CORP COM 636518102 3,237 74,200 X 74,200
NATIONAL PRESTO INDS INC COM 637215104 304 9,900 X 9,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,231 21,700 X 21,700
NATIONWIDE FINL SVCS INC CL A 638612101 493 15,000 X 15,000
NATURES SUNSHINE PRODUCTS INC COM 639027101 165 23,600 X 23,600
NAUTICA ENTERPRISES INC COM 639089101 686 64,200 X 64,200
NELSON THOMAS INC COM 640376109 167 19,500 X 19,500
NEOMAGIC CORP COM 640497103 168 55,500 X 55,500
NETWORK APPLIANCE INC COM 64120L104 2,125 26,400 X 26,400
NETWORK EQUIP TECHNOLOGIES COM 641208103 296 29,400 X 29,400
NEW CENTURY ENERGIES INC COM 64352U103 303 10,100 X 10,100
NEW ENGLAND BUSINESS SVC INC COM 643872104 309 19,000 X 19,000
NEW JERSEY RES COM 646025106 914 24,000 X 24,000
NEW YORK TIMES CO CL A 650111107 608 15,400 X 15,400
NEWELL RUBBERMAID INC COM 651229106 655 25,420 X 25,420
NEWFIELD EXPL CO COM 651290108 2,422 61,900 X 61,900
NEWMONT MINING CORP COM 651639106 327 15,100 X 15,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,635 59,400 X 59,400
NIAGARA MOHAWK HLDGS INC COM 653520106 237 17,000 X 17,000
NIKE INC CL B 654106103 995 25,000 X 25,000
99 CENTS ONLY STORES COM 65440K106 2,230 55,916 X 55,916
NORDSTROM INC COM 655664100 292 12,100 X 12,100
NORFOLK SOUTHERN CORP COM 655844108 510 34,300 X 34,300
NORTEL NETWORKS CORP NEW COM 656568102 16,585 243,000 X 243,000
NORTH AMERN SCIENTIFIC INC COM 65715D100 273 15,200 X 15,200
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 259 9,500 X 9,500
NORTHN STS PWR CO MINN COM 665772109 279 13,800 X 13,800
NORTHERN TR CORP COM 665859104 1,295 19,900 X 19,900
NORTHROP GRUMMAN CORP COM 666807102 875 13,200 X 13,200
NORTHWEST NAT GAS CO COM 667655104 1,152 51,500 X 51,500
NORTHWESTERN CORP COM 668074107 724 31,300 X 31,300
NOVELL INC COM 670006105 276 29,800 X 29,800
NOVEN PHARMACEUTICALS INC COM 670009109 875 29,100 X 29,100
NUCOR CORP COM 670346105 262 7,900 X 7,900
NUEVO ENERGY CO COM 670509108 478 25,300 X 25,300
NVIDIA CORP COM 67066G104 801 12,600 X 12,600
OM GROUP INC COM 670872100 1,417 32,200 X 32,200
OAKWOOD HOMES CORP COM 674098108 116 63,800 X 63,800
OCCIDENTAL PETE CORP DEL COM 674599105 901 42,800 X 42,800
OCEANEERING INTL INC COM 675232102 600 31,600 X 31,600
OCULAR SCIENCES INC COM 675744106 165 14,000 X 14,000
OFFICE DEPOT INC COM 676220106 189 30,200 X 30,200
OFFSHORE LOGISTICS INC COM 676255102 520 36,200 X 36,200
OLD KENT FINL CORP COM 679833103 295 11,025 X 11,025
OMNICOM GROUP INC COM 681919106 1,407 15,800 X 15,800
OMNOVA SOLUTIONS INC COM 682129101 354 56,600 X 56,600
ON ASSIGNMENT INC COM 682159108 1,556 51,000 X 51,000
ORACLE CORP COM 68389X105 22,192 264,000 X 264,000
ORBITAL SCIENCES CORP COM 685564106 704 57,800 X 57,800
ORGANOGENESIS INC COM 685906109 477 41,700 X 41,700
O REILLY AUTOMOTIVE INC COM 686091109 1,311 94,500 X 94,500
ORTHODONTIC CTRS AMER INC COM 68750P103 2,134 94,300 X 94,300
OSHKOSH B GOSH INC CL A 688222207 360 22,000 X 22,000
OSHKOSH TRUCK CORP COM 688239201 833 23,300 X 23,300
OSTEOTECH INC COM 688582105 202 19,200 X 19,200
OUTBACK STEAKHOUSE INC COM 689899102 497 17,000 X 17,000
OWENS CORNING COM 69073F103 304 32,900 X 32,900
OWENS & MINOR INC NEW COM 690732102 761 44,300 X 44,300
OWENS ILL INC COM NEW 690768403 159 13,600 X 13,600
OXFORD INDS INC COM 691497309 187 10,400 X 10,400
P-COM INC COM 693262107 569 100,000 X 100,000
PECO ENERGY CO COM 693304107 669 16,600 X 16,600
PG&E CORP COM 69331C108 808 32,800 X 32,800
PE CORP COM PE BIO GRP 69332S102 1,212 18,400 X 18,400
PNC FINL SVCS GROUP INC COM 693475105 1,228 26,200 X 26,200
PPG INDS INC COM 693506107 1,201 27,100 X 27,100
PPL CORP COM 69351T106 281 12,800 X 12,800
PACCAR INC COM 693718108 651 16,400 X 16,400
PACIFIC SUNWEAR CALIF INC COM 694873100 1,086 57,900 X 57,900
PACTIV CORP COM 695257105 124 15,700 X 15,700
PAINE WEBBER GROUP INC COM 695629105 596 13,100 X 13,100
PALL CORP COM 696429307 635 34,300 X 34,300
PANERA BREAD CO CL A 69840W108 169 16,700 X 16,700
PARAMETRIC TECHNOLOGY CORP COM 699173100 266 24,200 X 24,200
PAREXEL INTL CORP COM 699462107 328 34,300 X 34,300
PARK ELECTROCHEMICAL CORP COM 700416209 678 18,800 X 18,800
PARKER HANNIFIN CORP COM 701094104 339 9,900 X 9,900
PATTERSON DENTAL CO COM 703412106 2,713 53,200 X 53,200
PAXAR CORP COM 704227107 1,255 105,100 X 105,100
PAYCHEX INC COM 704326107 1,399 33,300 X 33,300
PEDIATRIX MED GROUP COM 705324101 246 21,200 X 21,200
PEGASUS SOLUTIONS INC COM 705906105 333 30,600 X 30,600
PENFORD CORP COM 707051108 219 10,200 X 10,200
PENNEY J C INC COM 708160106 424 23,000 X 23,000
PENNZOIL-QUAKER STATE COMPANY COM 709323109 310 25,700 X 25,700
PENTON MEDIA INC COM 709668107 1,565 44,700 X 44,700
PEOPLESOFT INC COM 712713106 377 22,500 X 22,500
PEP BOYS MANNY MOE & JACK COM 713278109 430 71,600 X 71,600
PEPSI BOTTLING GROUP INC COM 713409100 435 14,900 X 14,900
PEPSICO INC COM 713448108 5,790 130,300 X 130,300
PEREGRINE SYSTEMS INC COM 71366Q101 1,041 30,004 X 30,004
PERFORMANCE FOOD GROUP CO COM 713755106 938 29,300 X 29,300
PERKINELMER INC COM 714046109 271 4,100 X 4,100
PEROT SYS CORP CL A 714265105 143 13,000 X 13,000
PFIZER INC COM 717081103 30,408 633,500 X 633,500
PHARMACEUTICAL PROD DEV INC COM 717124101 911 43,400 X 43,400
PHARMACIA CORP COM 71713U102 6,081 117,647 X 117,647
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1,121 54,700 X 54,700
PHILIP MORRIS COS INC COM 718154107 5,637 212,200 X 212,200
PHILLIPS PETE CO COM 718507106 1,146 22,600 X 22,600
PHILLIPS VAN HEUSEN CORP COM 718592108 485 51,100 X 51,100
PHOENIX TECHNOLOGY LTD COM 719153108 975 59,800 X 59,800
PHOTRONICS INC COM 719405102 1,342 47,300 X 47,300
PIEDMONT NAT GAS INC COM 720186105 1,259 47,400 X 47,400
PIER 1 IMPORTS INC COM 720279108 1,269 130,200 X 130,200
PILGRIMS PRIDE CORP CL B 721467108 93 13,000 X 13,000
PILGRIMS PRIDE CORP CL A 721467207 113 20,800 X 20,800
PILLOWTEX CORP COM 721501104 83 19,600 X 19,600
PINNACLE ENTMT INC COM 723456109 686 35,300 X 35,300
PINNACLE SYS INC COM 723481107 1,608 71,500 X 71,500
PINNACLE WEST CAP CORP COM 723484101 261 7,700 X 7,700
PIONEER GROUP INC COM 723684106 1,521 35,900 X 35,900
PIONEER STD ELECTRS INC COM 723877106 1,038 70,400 X 70,400
PITNEY BOWES INC COM 724479100 1,068 26,700 X 26,700
PLACER DOME INC COM 725906101 278 29,100 X 29,100
PLAINS RES INC COM PAR $0.10 726540503 392 24,500 X 24,500
PLANTRONICS INC NEW COM 727493108 2,795 24,200 X 24,200
PLEXUS CORP COM 729132100 3,028 26,800 X 26,800
POGO PRODUCING CO COM 730448107 1,206 54,500 X 54,500
POLARIS INDS INC COM 731068102 1,056 33,000 X 33,000
POLYMEDICA CORP COM 731738100 389 9,000 X 9,000
POMEROY COMPUTER RES COM 731822102 240 16,300 X 16,300
POPE & TALBOT INC COM 732827100 296 18,500 X 18,500
POWER INTEGRATIONS INC COM 739276103 283 12,000 X 12,000
PRAXAIR INC COM 74005P104 1,007 26,900 X 26,900
PRE PAID LEGAL SVCS INC COM 740065107 1,377 46,100 X 46,100
PRICE T ROWE & ASSOCIATES COM 741477103 455 10,700 X 10,700
PRIME MED SVCS INC NEW COM 74156D108 261 33,700 X 33,700
PRIMEX TECHNOLOGIES INC COM 741597108 319 14,500 X 14,500
PRIMARK CORP COM 741903108 1,009 27,100 X 27,100
PRIME HOSPITALITY CORP COM 741917108 779 82,500 X 82,500
PRIDE INTL INC COM 741932107 2,218 89,600 X 89,600
PRIORITY HEALTHCARE CORP CL B 74264T102 2,420 32,560 X 32,560
PROCTER & GAMBLE CO COM 742718109 7,265 126,900 X 126,900
PROFIT RECOVERY GROUP INTL INC COM 743168106 1,094 65,800 X 65,800
PROGRESS SOFTWARE CORP COM 743312100 865 48,200 X 48,200
PROGRESSIVE CORP OHIO COM 743315103 488 6,600 X 6,600
PROJECT SOFTWARE & DEV INC COM 74339P101 520 28,900 X 28,900
PROTEIN DESIGN LABS INC COM 74369L103 4,586 27,800 X 27,800
PROVIDENT BANKSHARES CORP COM 743859100 736 54,495 X 54,495
PROVIDIAN FINL CORP COM 74406A102 1,584 17,600 X 17,600
PROXIM INC COM 744284100 1,791 18,100 X 18,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 675 19,500 X 19,500
PUGET SOUND ENERGY INC COM 745332106 450 21,100 X 21,100
PULTE CORP COM 745867101 603 27,900 X 27,900
QRS CORP COM 74726X105 449 18,300 X 18,300
QUAKER CHEM CORP COM 747316107 212 12,200 X 12,200
QUAKER OATS CO COM 747402105 894 11,900 X 11,900
QUALCOMM INC COM 747525103 4,932 82,200 X 82,200
QUANTA SVCS INC COM 74762E102 470 8,550 X 8,550
QUANEX CORP COM 747620102 286 19,200 X 19,200
QUEENS CNTY BANCORP INC COM 748242104 765 41,500 X 41,500
QUIKSILVER INC COM 74838C106 470 30,200 X 30,200
QUINTILES TRANSNATIONAL CORP COM 748767100 148 10,500 X 10,500
R G S ENERGY GROUP INC COM 74956K104 345 15,500 X 15,500
RLI CORP COM 749607107 476 13,700 X 13,700
RSA SEC INC COM 749719100 4,259 61,500 X 61,500
RTI INTL METALS INC COM 74973W107 325 28,600 X 28,600
RADIAN GROUP INC COM 750236101 3,172 61,300 X 61,300
RADIOSHACK CORP COM 750438103 815 17,200 X 17,200
RADISYS CORP COM 750459109 1,294 22,800 X 22,800
RALCORP HLDGS INC NEW COM 751028101 507 41,400 X 41,400
RALSTON PURINA CO COM RAL-PUR GP 751277302 530 26,600 X 26,600
RAYMOND JAMES FINANCIAL INC COM 754730109 1,780 79,100 X 79,100
RAYTHEON CO CL B 755111408 585 30,400 X 30,400
READ-RITE CORP COM 755246105 154 69,400 X 69,400
REGAL BELOIT CORP COM 758750103 665 41,400 X 41,400
REGENERON PHARMACEUTICALS COM 75886F107 1,550 52,000 X 52,000
REGIS CORP MINN COM 758932107 883 70,600 X 70,600
REGIONS FINL CORP COM 758940100 398 20,000 X 20,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 719 37,600 X 37,600
RELIANT ENERGY INC COM 75952J108 1,703 57,600 X 57,600
REMEDY CORP COM 759548100 2,587 46,400 X 46,400
REMINGTON OIL & GAS CORP COM 759594302 219 29,200 X 29,200
RENAL CARE GROUP INC COM 759930100 1,457 59,600 X 59,600
REPUBLIC GROUP INC COM 760473108 146 16,200 X 16,200
RESMED INC COM 761152107 1,234 46,120 X 46,120
RESPIRONICS INC COM 761230101 1,143 63,500 X 63,500
REYNOLDS & REYNOLDS CO CL A 761695105 365 20,000 X 20,000
RIGGS NATL CORP WASH DC COM 766570105 484 38,300 X 38,300
RITE AID CORP COM 767754104 153 23,300 X 23,300
ROADWAY EXPRESS INC DEL COM 769742107 555 23,700 X 23,700
ROBBINS & MYERS INC COM 770196103 454 19,900 X 19,900
ROBERT HALF INTL INC COM 770323103 285 10,000 X 10,000
ROCKWELL INTL CORP NEW COM 773903109 542 17,200 X 17,200
ROHM & HAAS CO COM 775371107 673 19,500 X 19,500
ROLLINS TRUCK LEASING CORP COM 775741101 736 106,100 X 106,100
ROPER INDS INC NEW COM 776696106 1,051 41,000 X 41,000
ROSLYN BANCORP INC COM 778162107 292 17,600 X 17,600
ROSS STORES INC COM 778296103 648 38,000 X 38,000
ROWAN COS INC COM 779382100 234 7,700 X 7,700
ROYAL APPLIANCE MFG CO COM 780076105 131 23,100 X 23,100
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,261 215,400 X 215,400
RUBY TUESDAY INC COM 781182100 1,060 84,400 X 84,400
RUSS BERRIE & CO COM 782233100 535 27,800 X 27,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 624 73,900 X 73,900
RYLAND GROUP INC COM 783764103 436 19,700 X 19,700
SBC COMMUNICATIONS INC COM 78387G103 13,444 310,848 X 310,848
SBS TECHNOLOGIES INC COM 78387P103 347 9,400 X 9,400
SCPIE HLDGS INC COM 78402P104 318 15,500 X 15,500
SCP POOL CORP COM 784028102 546 23,250 X 23,250
SEI INVESTMENTS CO COM 784117103 3,488 87,600 X 87,600
SLM HLDG CORP COM 78442A109 1,093 29,200 X 29,200
SLI INC COM 78442T108 921 76,000 X 76,000
SPDR TR UNIT SER 1 78462F103 2,107 14,500 X 14,500
SPS TECHNOLOGIES INC COM 784626103 985 24,000 X 24,000
S3 INC COM 784849101 1,710 115,900 X 115,900
SABRE HLDGS CORP CL A 785905100 634 22,239 X 22,239
SAFECO CORP COM 786429100 231 11,600 X 11,600
SAFEWAY INC COM NEW 786514208 2,952 65,600 X 65,600
SAGA SYS INC COM 786610105 484 38,900 X 38,900
ST JUDE MED INC COM 790849103 349 7,600 X 7,600
ST MARY LD & EXPL CO COM 792228108 858 20,400 X 20,400
ST PAUL COS INC COM 792860108 689 20,200 X 20,200
SAKS INC COM 79377W108 105 10,000 X 10,000
SALTON INC COM 795757103 631 17,100 X 17,100
SANMINA CORP COM 800907107 2,043 23,900 X 23,900
SAPIENT CORP COM 803062108 321 3,000 X 3,000
SARA LEE CORP COM 803111103 1,522 78,800 X 78,800
SCANSOURCE INC COM 806037107 350 9,000 X 9,000
SCHERING PLOUGH CORP COM 806605101 8,893 176,100 X 176,100
SCHLUMBERGER LTD COM 806857108 3,664 49,100 X 49,100
SCHWAB CHARLES CORP NEW COM 808513105 3,687 109,650 X 109,650
SCHWEITZER-MAUDUIT INTL INC COM 808541106 269 21,500 X 21,500
SCIENTIFIC ATLANTA INC COM 808655104 1,058 14,200 X 14,200
SCOTT TECHNOLOGIES INC COM 810022301 416 24,200 X 24,200
SCOTTS CO CL A 810186106 1,391 38,100 X 38,100
SEAGATE TECHNOLOGY COM 811804103 1,023 18,600 X 18,600
SEAGRAM LTD COM 811850106 2,245 38,700 X 38,700
SEACOR SMIT INC COM 811904101 888 22,950 X 22,950
SEALED AIR CORP NEW COM 81211K100 398 7,600 X 7,600
SEARS ROEBUCK & CO COM 812387108 1,873 57,400 X 57,400
SEITEL INC COM NEW 816074306 389 47,900 X 47,900
SELECTIVE INS GROUP INC COM 816300107 711 37,400 X 37,400
SEMPRA ENERGY COM 816851109 369 21,700 X 21,700
SERVICEMASTER CO COM 81760N109 432 38,000 X 38,000
SHAW GROUP INC COM 820280105 598 12,700 X 12,700
SHERWIN WILLIAMS CO COM 824348106 316 14,900 X 14,900
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 541 10,426 X 10,426
SHOPKO STORES INC COM 824911101 633 41,200 X 41,200
SIERRA HEALTH SVCS INC COM 826322109 207 64,800 X 64,800
SIGMA ALDRICH CORP COM 826552101 266 9,100 X 9,100
SILICON VY BANCSHARES COM 827064106 3,026 71,000 X 71,000
SILICON VY GROUP INC COM 827066101 1,170 45,200 X 45,200
SIMPSON INDS INC COM 829060102 303 40,300 X 40,300
SIMPSON MANUFACTURING CO INC COM 829073105 779 16,300 X 16,300
SKYLINE CORP COM 830830105 258 12,000 X 12,000
SKYWEST INC COM 830879102 1,364 36,800 X 36,800
SMITH A O COM 831865209 951 45,400 X 45,400
SMITHFIELD FOODS INC COM 832248108 2,284 81,400 X 81,400
SNYDER COMMUNICATIONS INC COM SNC 832914105 3,301 139,000 X 139,000
SOLA INTL INC COM 834092108 280 57,500 X 57,500
SOLECTRON CORP COM 834182107 2,697 64,400 X 64,400
SONIC CORP COM 835451105 949 32,300 X 32,300
SOUTH FINL GROUP INC COM 837841105 505 34,800 X 34,800
SOUTHERN CO COM 842587107 1,403 60,200 X 60,200
SOUTHERN UN CO NEW COM 844030106 1,101 69,615 X 69,615
SOUTHTRUST CORP COM 844730101 767 33,900 X 33,900
SOUTHWEST AIRLS CO COM 844741108 864 45,600 X 45,600
SOUTHWEST BANCORPORATION TEX COM 84476R109 782 37,700 X 37,700
SOUTHWEST GAS CORP COM 844895102 905 51,700 X 51,700
SOUTHWESTERN ENERGY CO COM 845467109 281 44,900 X 44,900
SOVEREIGN BANCORP INC COM 845905108 516 73,400 X 73,400
SPACELABS MED INC COM 846247104 223 19,800 X 19,800
SPARTAN MTRS INC COM 846819100 72 17,200 X 17,200
SPECIALTY EQUIP COS INC COM NEW 847497203 705 26,000 X 26,000
SPEEDFAM-IPEC INC COM 847705100 1,120 61,600 X 61,600
SPLASH TECHNOLOGY HLDGS INC COM 848623104 216 27,400 X 27,400
SPORTS AUTH INC COM 849176102 49 43,400 X 43,400
SPRINT CORP COM FON GROUP 852061100 4,595 90,100 X 90,100
SPRINT CORP PCS COM SER 1 852061506 4,558 76,600 X 76,600
STAFFMARK INC COM 852389105 265 39,700 X 39,700
STANDARD MICROSYSTEMS CORP COM 853626109 329 21,400 X 21,400
STANDARD MTR PRODS INC COM 853666105 152 17,900 X 17,900
STANDARD PAC CORP NEW COM 85375C101 401 40,100 X 40,100
STANDEX INTL CORP COM 854231107 279 17,600 X 17,600
STAPLES INC COM 855030102 1,038 67,500 X 67,500
STARBUCKS CORP COM 855244109 764 20,000 X 20,000
STARTEK INC COM 85569C107 987 19,600 X 19,600
STATE STR CORP COM 857477103 1,517 14,300 X 14,300
STATEN IS BANCORP INC COM 857550107 924 52,400 X 52,400
STEEL DYNAMICS INC COM 858119100 588 64,900 X 64,900
STEEL TECHNOLOGIES INC COM 858147101 99 13,900 X 13,900
STEIN MART INC COM 858375108 619 60,400 X 60,400
STILLWATER MNG CO COM 86074Q102 1,594 57,200 X 57,200
STONE ENERGY CORP COM 861642106 1,482 24,800 X 24,800
STRIDE RITE CORP COM 863314100 492 80,400 X 80,400
STURM RUGER & CO INC COM 864159108 327 36,900 X 36,900
SUIZA FOODS CORP COM 865077101 587 12,000 X 12,000
SUMMIT BANCORP COM 866005101 384 15,600 X 15,600
SUMMIT TECHNOLOGY INC COM 86627E101 1,195 63,300 X 63,300
SUN MICROSYSTEMS INC COM 866810104 14,495 159,400 X 159,400
SUNOCO INC COM 86764P109 250 8,500 X 8,500
SUNRISE MED INC COM 867910101 147 30,100 X 30,100
SUNTRUST BKS INC COM 867914103 1,302 28,500 X 28,500
SUPERIOR TELECOM INC COM 868365107 220 22,100 X 22,100
SUPERVALU INC COM 868536103 803 42,100 X 42,100
SUSQUEHANNA BANCSHARES INC PA COM 869099101 980 68,800 X 68,800
SWISS ARMY BRANDS INC COM 870827102 55 10,800 X 10,800
SYBASE INC COM 871130100 483 21,000 X 21,000
SYMANTEC CORP COM 871503108 216 4,000 X 4,000
SYMMETRICOM INC COM 871543104 525 20,800 X 20,800
SYNCOR INTL CORP DEL COM 87157J106 1,152 16,000 X 16,000
SYNOPSYS INC COM 871607107 380 11,000 X 11,000
SYNOVUS FINL CORP COM 87161C105 441 25,000 X 25,000
SYSCO CORP COM 871829107 1,238 29,400 X 29,400
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1,008 50,400 X 50,400
TBC CORP COM 872180104 134 29,000 X 29,000
THQ INC COM NEW 872443403 297 24,400 X 24,400
TJX COS INC NEW COM 872540109 718 38,300 X 38,300
TRW INC COM 872649108 468 10,800 X 10,800
TXU CORP COM 873168108 729 24,700 X 24,700
TACO CABANA INC COM 873425102 119 17,900 X 17,900
TALK COM INC COM 874264104 637 109,600 X 109,600
TARGET CORP COM 87612E106 3,602 62,100 X 62,100
TECH DATA CORP COM 878237106 1,011 23,200 X 23,200
TECHNE CORP COM 878377100 3,900 30,000 X 30,000
TECHNITROL INC COM 878555101 2,393 24,700 X 24,700
TEKTRONIX INC COM 879131100 910 12,300 X 12,300
TELEDYNE TECHNOLOGIES INC COM 879360105 626 37,400 X 37,400
TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 381 12,000 X 12,000
TELLABS INC COM 879664100 4,168 60,900 X 60,900
TELXON CORP COM 879700102 393 22,000 X 22,000
TEMPLE INLAND INC COM 879868107 214 5,100 X 5,100
TENET HEALTHCARE CORP COM 88033G100 753 27,900 X 27,900
TENNECO AUTOMOTIVE INC COM 880349105 312 59,400 X 59,400
TERADYNE INC COM 880770102 1,485 20,200 X 20,200
TERAYON COMMUNICATION SYS COM 880775101 257 4,000 X 4,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 261 18,400 X 18,400
TETRA TECH INC NEW COM 88162G103 1,415 61,865 X 61,865
TEXACO INC COM 881694103 2,631 49,400 X 49,400
TEXAS INDS INC COM 882491103 823 28,500 X 28,500
TEXAS INSTRS INC COM 882508104 9,712 141,400 X 141,400
TEXTRON INC COM 883203101 1,157 21,300 X 21,300
THERAGENICS CORP COM 883375107 718 83,800 X 83,800
THERMO ELECTRON CORP COM 883556102 303 14,400 X 14,400
THOMAS INDS INC COM 884425109 379 21,400 X 21,400
THOR INDS INC COM 885160101 344 16,400 X 16,400
3COM CORP COM 885535104 1,775 30,800 X 30,800
THREE FIVE SYS INC COM 88554L108 1,443 24,450 X 24,450
TIDEWATER INC COM 886423102 360 10,000 X 10,000
TIFFANY & CO NEW COM 886547108 236 3,500 X 3,500
TIMBERLAND CO CL A 887100105 3,066 43,300 X 43,300
TIME WARNER INC COM 887315109 8,725 114,800 X 114,800
TITAN INTL INC ILL COM 88830M102 150 28,300 X 28,300
TOLL BROTHERS INC COM 889478103 1,617 78,900 X 78,900
TORCHMARK CORP COM 891027104 289 11,700 X 11,700
TORO CO COM 891092108 560 17,000 X 17,000
TOSCO CORP COM NEW 891490302 362 12,800 X 12,800
TOWER AUTOMOTIVE INC COM 891707101 1,260 100,800 X 100,800
TOYS R US INC COM 892335100 312 21,400 X 21,400
TREDEGAR CORP COM 894650100 960 50,500 X 50,500
TRENWICK GROUP INC COM 895290104 437 30,000 X 30,000
TRIARC COS INC CL A 895927101 656 32,000 X 32,000
TRICON GLOBAL RESTAURANTS COM 895953107 390 13,800 X 13,800
TRIBUNE CO NEW COM 896047107 1,442 41,200 X 41,200
TRIMBLE NAVIGATION LTD COM 896239100 1,503 30,800 X 30,800
TRIQUINT SEMICONDUCTOR INC COM 89674K103 354 3,700 X 3,700
TRIUMPH GROUP INC NEW COM 896818101 309 11,100 X 11,100
TRUE NORTH COMMUNICATIONS INC COM 897844106 3,186 72,400 X 72,400
TRUSTCO BK CORP N Y COM 898349105 904 72,300 X 72,300
TYCO INTL LTD NEW COM 902124106 7,902 166,800 X 166,800
UGI CORP NEW COM 902681105 1,193 58,200 X 58,200
USX MARATHON GROUP COM NEW 902905827 1,456 58,100 X 58,100
UST INC COM 902911106 225 15,300 X 15,300
US BANCORP DEL COM 902973106 1,255 65,200 X 65,200
URS CORP NEW COM 903236107 458 30,000 X 30,000
U S G CORP COM NEW 903293405 516 17,000 X 17,000
USX-U S STL COM 90337T101 436 23,500 X 23,500
US ONCOLOGY INC COM 90338W103 638 127,600 X 127,600
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 471 19,000 X 19,000
ULTRATECH STEPPER INC COM 904034105 885 59,500 X 59,500
UNILEVER N V N Y SHS NEW 904784709 2,455 57,100 X 57,100
UNICOM CORP COM 904911104 758 19,600 X 19,600
UNION CARBIDE CORP COM 905581104 594 12,000 X 12,000
UNION PAC CORP COM 907818108 829 22,300 X 22,300
UNION PAC RES GROUP INC COM 907834105 497 22,600 X 22,600
UNION PLANTERS CORP COM 908068109 485 17,375 X 17,375
UNIONBANCAL CORP COM 908906100 271 14,600 X 14,600
UNISOURCE ENERGY CORP COM 909205106 786 52,400 X 52,400
UNISYS CORP COM 909214108 403 27,700 X 27,700
UNITED BANKSHARES INC WEST VA COM 909907107 1,044 57,400 X 57,400
UNITED ILLUM CO COM 910637107 849 19,400 X 19,400
UNITED NAT FOODS INC COM 911163103 340 24,700 X 24,700
US AIRWAYS GROUP INC COM 911905107 250 6,400 X 6,400
U S WEST INC NEW COM 91273H101 4,468 52,100 X 52,100
UNITED STATIONERS INC COM 913004107 1,489 46,000 X 46,000
UNITED TECHNOLOGIES CORP COM 913017109 3,839 65,200 X 65,200
UNITED WTR RES INC COM 913190104 2,012 57,700 X 57,700
UNITEDHEALTH GROUP INC COM 91324P102 1,312 15,300 X 15,300
UNIVERSAL FST PRODS INC COM 913543104 389 28,300 X 28,300
UNIVERSAL HLTH SVCS INC CL B 913903100 2,980 45,500 X 45,500
UNOCAL CORP COM 915289102 722 21,800 X 21,800
UNUMPROVIDENT CORP COM 91529Y106 429 21,406 X 21,406
USFREIGHTWAYS CORP COM 916906100 1,213 49,400 X 49,400
UTILICORP UTD INC COM 918005109 203 10,200 X 10,200
V F CORP COM 918204108 250 10,500 X 10,500
VALASSIS COMMUNICATIONS INC COM 918866104 400 10,500 X 10,500
VALENCE TECHNOLOGY INC COM 918914102 940 51,000 X 51,000
VALMONT INDS INC COM 920253101 632 31,800 X 31,800
VARCO INTL INC DEL COM 922122106 488 21,000 X 21,000
VARIAN MED SYS INC COM 92220P105 1,780 45,500 X 45,500
VERITY INC COM 92343C106 1,790 47,100 X 47,100
VERITAS DGC INC COM 92343P107 845 32,500 X 32,500
VERITAS SOFTWARE CO COM 923436109 3,865 34,200 X 34,200
VERTEX PHARMACEUTICALS INC COM 92532F100 4,057 38,500 X 38,500
VIACOM INC CL B 925524308 9,243 135,546 X 135,546
VICOR CORP COM 925815102 2,089 60,000 X 60,000
VINTAGE PETE INC COM 927460105 2,229 98,800 X 98,800
VISHAY INTERTECHNOLOGY INC COM 928298108 558 14,700 X 14,700
VISTEON CORP COM 92839U107 189 15,594 X 15,594
VITAL SIGNS INC COM 928469105 303 16,700 X 16,700
VITESSE SEMICONDUCTOR CORP COM 928497106 1,214 16,500 X 16,500
VOLT INFORMATION SCIENCES INC COM 928703107 679 20,600 X 20,600
VULCAN MATLS CO COM 929160109 384 9,000 X 9,000
WD-40 CO COM 929236107 438 21,100 X 21,100
WHX CORP COM 929248102 109 19,800 X 19,800
WABASH NATL CORP COM 929566107 717 60,100 X 60,100
WACHOVIA CORP COM 929771103 982 18,100 X 18,100
WAL MART STORES INC COM 931142103 24,243 420,700 X 420,700
WALGREEN CO COM 931422109 2,884 89,600 X 89,600
WARNACO GROUP INC CL A 934390105 344 44,400 X 44,400
WASHINGTON FED INC COM 938824109 1,476 80,900 X 80,900
WASHINGTON MUT INC COM 939322103 1,481 51,300 X 51,300
WASTE CONNECTIONS INC COM 941053100 375 19,000 X 19,000
WASTE MGMT INC DEL COM 94106L109 1,064 56,000 X 56,000
WATSCO INC COM 942622200 486 38,900 X 38,900
WATSON PHARMACEUTICALS INC COM 942683103 1,054 19,600 X 19,600
WATTS INDS INC CL A 942749102 452 35,800 X 35,800
WELLPOINT HEALTH NETWORK NEW COM 94973H108 420 5,800 X 5,800
WELLS FARGO & CO NEW COM 949746101 5,704 147,200 X 147,200
WENDYS INTL INC COM 950590109 620 34,800 X 34,800
WERNER ENTERPRISES INC COM 950755108 1,149 99,400 X 99,400
WESLEY JESSEN VISIONCARE INC COM 951018100 1,228 32,700 X 32,700
WESTVACO CORP COM 961548104 226 9,100 X 9,100
WET SEAL INC CL A 961840105 348 26,500 X 26,500
WEYERHAEUSER CO COM 962166104 774 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 597 12,800 X 12,800
WHITNEY HLDG CORP COM 966612103 1,046 30,600 X 30,600
WHOLE FOODS MKT INC COM 966837106 1,475 35,700 X 35,700
WILLAMETTE INDS INC COM 969133107 341 12,500 X 12,500
WILLIAMS COS INC DEL COM 969457100 1,609 38,600 X 38,600
WINN DIXIE STORES INC COM 974280109 193 13,500 X 13,500
WINNEBAGO INDS INC COM 974637100 385 29,500 X 29,500
WOLVERINE TUBE INC COM 978093102 401 23,600 X 23,600
WOLVERINE WORLD WIDE INC COM 978097103 552 55,900 X 55,900
WORLDCOM INC GA NEW COM 98157D106 12,074 263,200 X 263,200
WORTHINGTON INDS INC COM 981811102 524 49,900 X 49,900
WRIGLEY WM JR CO COM 982526105 842 10,500 X 10,500
WYNNS INTL INC COM 983195108 581 25,600 X 25,600
X-RITE INC COM 983857103 205 22,500 X 22,500
XILINX INC COM 983919101 2,353 28,500 X 28,500
XIRCOM INC COM 983922105 2,926 61,600 X 61,600
XEROX CORP COM 984121103 1,228 59,200 X 59,200
YAHOO INC COM 984332106 5,822 47,000 X 47,000
YELLOW CORP COM 985509108 497 33,700 X 33,700
YOUNG & RUBICAM INC COM 987425105 355 6,200 X 6,200
ZALE CORP NEW COM 988858106 2,613 71,600 X 71,600
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,641 59,600 X 59,600
ZENITH NATL INS CORP COM 989390109 499 23,500 X 23,500
ZIXIT CORP COM 98974P100 953 20,700 X 20,700
ZOMAX INC MINN COM 989929104 231 17,600 X 17,600
GRAND TOTAL 1,845,795
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