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Previous: MORGAN STANLEY DEAN WITTER TAX EXEMPT SECURITIES TRUST, 497, 2000-11-01 |
Next: STARWOOD HOTEL & RESORTS WORLDWIDE INC, 3, 2000-11-01 |
FORM 13-F
Report for the Calendar Quarter Ended 30 September 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 31st day of October 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-SEPT-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 250 4,000 X 4,000
GLOBAL CROSSING LTD COM G3921A100 2,124 68,500 X 68,500
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,085 18,500 X 18,500
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 872 27,000 X 27,000
A D C TELECOMMUNICATIONS COM 000886101 1,441 53,600 X 53,600
AFLAC INC COM 001055102 1,531 23,900 X 23,900
AES CORP COM 00130H105 2,439 35,600 X 35,600
AMR CORP COM 001765106 431 13,200 X 13,200
AT&T CORP COM 001957109 11,015 374,982 X 374,982
ATMI INC COM 00207R101 250 10,700 X 10,700
AVX CORP NEW COM 002444107 532 20,400 X 20,400
AXA FINL INC COM 002451102 703 13,800 X 13,800
ABBOTT LABS COM 002824100 7,791 163,800 X 163,800
ACTEL CORP COM 004934105 252 7,000 X 7,000
ACXIOM CORP COM 005125109 540 17,000 X 17,000
ADOBE SYS INC COM 00724F101 1,304 8,400 X 8,400
ADTRAN INC COM 00738A106 442 10,400 X 10,400
ADVANCE PARADIGM INC COM 007491103 380 9,000 X 9,000
ADVANCED DIGITAL INFORMATION COM 007525108 281 18,500 X 18,500
ADVANTAGE LEARNING SYSTEMS COM 00757K100 512 14,600 X 14,600
ADVANCED MICRO DEVICES INC COM 007903107 624 26,400 X 26,400
AETNA INC COM 008117103 778 13,400 X 13,400
AFFILIATED COMPUTER SERVICES CL A 008190100 898 18,000 X 18,000
AFFILIATED MANAGERS GROUP COM 008252108 342 6,000 X 6,000
AGILENT TECHNOLOGIES INC COM 00846U101 2,952 60,331 X 60,331
AIR PRODS & CHEMS INC COM 009158106 1,404 39,000 X 39,000
ALBERTSONS INC COM 013104104 1,004 47,824 X 47,824
ALCAN ALUMINIUM LTD NEW COM 013716105 561 19,400 X 19,400
ALCOA INC COM 013817101 1,956 77,272 X 77,272
ALLERGAN INC COM 018490102 1,495 17,700 X 17,700
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 501 10,000 X 10,000
ALLIANT TECHSYSTEMS INC COM 018804104 493 6,000 X 6,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 156 17,000 X 17,000
ALLSTATE CORP COM 020002101 2,391 68,800 X 68,800
ALLTEL CORP COM 020039103 1,461 28,000 X 28,000
ALPHARMA INC CL A 020813101 367 6,000 X 6,000
ALTERA CORP COM 021441100 1,671 35,000 X 35,000
ALZA CORP DEL COM 022615108 787 9,100 X 9,100
AMERADA HESS CORP COM 023551104 549 8,200 X 8,200
AMEREN CORP COM 023608102 519 12,400 X 12,400
AMERICA ONLINE INC DEL COM 02364J104 10,712 199,300 X 199,300
AMERICAN ELEC PWR INC COM 025537101 1,128 28,820 X 28,820
AMERICAN EXPRESS CO COM 025816109 7,272 119,700 X 119,700
AMERICAN FREIGHTWAYS CORP COM 02629V108 306 19,300 X 19,300
AMERICAN GENERAL CORP COM 026351106 2,379 30,500 X 30,500
AMERICAN HOME PRODS CORP COM 026609107 7,155 126,500 X 126,500
AMERICAN INTL GROUP INC COM 026874107 19,836 207,300 X 207,300
AMERICAN MGMT SYS INC COM 027352103 349 20,300 X 20,300
AMERICAN PWR CONVERSION CORP COM 029066107 520 27,100 X 27,100
AMERICREDIT CORP COM 03060R101 991 34,400 X 34,400
AMERISOURCE HEALTH CORP CL A 03071P102 329 7,000 X 7,000
AMETEK INC NEW COM 031100100 297 14,000 X 14,000
AMGEN INC COM 031162100 7,039 100,800 X 100,800
AMPHENOL CORP NEW CL A 032095101 501 8,800 X 8,800
AMSOUTH BANCORPORATION COM 032165102 411 32,900 X 32,900
ANADARKO PETE CORP COM 032511107 1,421 21,383 X 21,383
ANALOG DEVICES INC COM 032654105 2,592 31,400 X 31,400
ANALYSTS INTL CORP COM 032681108 302 41,800 X 41,800
ANCHOR GAMING COM 033037102 318 4,000 X 4,000
ANDREW CORP COM 034425108 202 7,700 X 7,700
ANHEUSER BUSCH COS INC COM 035229103 3,630 85,800 X 85,800
ANNTAYLOR STORES CORP COM 036115103 269 7,000 X 7,000
ANTEC CORP COM 03664P105 513 17,400 X 17,400
AON CORP COM 037389103 1,299 33,100 X 33,100
APACHE CORP COM 037411105 981 16,600 X 16,600
APOLLO GROUP INC CL A 037604105 558 14,000 X 14,000
APPLE COMPUTER INC COM 037833100 742 28,800 X 28,800
APPLIED MATLS INC COM 038222105 4,413 74,400 X 74,400
APPLIED SCIENCE & TECHNOLOGY COM 038236105 177 12,000 X 12,000
APTARGROUP INC COM 038336103 263 11,000 X 11,000
ARCHER DANIELS MIDLAND CO COM 039483102 492 57,015 X 57,015
ARCTIC CAT INC COM 039670104 328 26,000 X 26,000
ARGUSS COMMUNICATIONS INC COM 040282105 302 14,800 X 14,800
ARROW ELECTRS INC COM 042735100 538 15,800 X 15,800
ASHLAND INC COM 044204105 216 6,400 X 6,400
ASSOCIATES FIRST CAP CORP CL A 046008108 2,470 65,000 X 65,000
ASTORIA FINL CORP COM 046265104 1,027 26,600 X 26,600
ASYST TECHNOLOGY CORP COM 04648X107 468 23,100 X 23,100
ATLANTIC COAST AIRLINES HLDGS COM 048396105 322 10,000 X 10,000
AUTODESK INC COM 052769106 596 23,500 X 23,500
AUTOMATIC DATA PROCESSING INC COM 053015103 3,732 55,800 X 55,800
AUTOZONE INC COM 053332102 279 12,300 X 12,300
AVANT CORP COM 053487104 292 16,000 X 16,000
AVERY DENNISON CORP COM 053611109 584 12,600 X 12,600
AVIS GROUP HLDGS INC CL A 053790101 356 12,000 X 12,000
AVNET INC COM 053807103 936 33,000 X 33,000
AVOCENT CORP COM 053893103 715 12,979 X 12,979
AVON PRODS INC COM 054303102 883 21,600 X 21,600
AXENT TECHNOLOGIES INC COM 05459C108 367 17,000 X 17,000
BB&T CORP COM 054937107 856 28,400 X 28,400
BJ SVCS CO COM 055482103 556 9,100 X 9,100
BMC INDS INC MINN COM 055607105 154 22,400 X 22,400
BP AMOCO P L C SPONSORED ADR 055622104 779 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 413 21,600 X 21,600
BAKER HUGHES INC COM 057224107 1,095 29,500 X 29,500
BANK OF AMERICA CORPORATION COM 060505104 8,972 171,300 X 171,300
BANK NEW YORK INC COM 064057102 3,689 65,800 X 65,800
BANK ONE CORP COM 06423A103 4,338 112,300 X 112,300
BANKNORTH GROUP INC NEW COM 06646R107 250 14,000 X 14,000
BARNES & NOBLE INC COM 067774109 551 28,000 X 28,000
BARRICK GOLD CORP COM 067901108 538 35,300 X 35,300
BARRETT RES CORP COM PAR $0.01 068480201 526 13,900 X 13,900
BASIN EXPL INC COM 070107107 361 18,500 X 18,500
BAXTER INTL INC COM 071813109 2,075 26,000 X 26,000
BEAR STEARNS COS INC COM 073902108 1,197 19,000 X 19,000
BECKMAN COULTER INC COM 075811109 540 7,000 X 7,000
BECTON DICKINSON & CO COM 075887109 592 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 761 31,200 X 31,200
BELDEN INC COM 077459105 246 10,400 X 10,400
BELLSOUTH CORP COM 079860102 7,772 193,100 X 193,100
BEMIS INC COM 081437105 581 18,100 X 18,100
BEST BUY INC COM 086516101 1,171 18,400 X 18,400
BESTFOODS COM 08658U101 1,986 27,300 X 27,300
BETHLEHEM STL CORP COM 087509105 35 11,700 X 11,700
BINDLEY WESTN INDS INC COM 090324104 213 6,666 X 6,666
BIOGEN INC COM 090597105 1,543 25,300 X 25,300
BIOMATRIX INC COM 09060P102 229 13,100 X 13,100
BIOMET INC COM 090613100 536 15,300 X 15,300
BLACK & DECKER CORP COM 091797100 274 8,000 X 8,000
BLOCK H & R INC COM 093671105 326 8,800 X 8,800
BLYTH INC COM 09643P108 420 17,900 X 17,900
BOEING CO COM 097023105 5,935 94,200 X 94,200
BOSTON SCIENTIFIC CORP COM 101137107 608 37,000 X 37,000
BRADY CORP CL A 104674106 303 10,000 X 10,000
BRIGHTPOINT INC COM 109473108 376 74,700 X 74,700
BRINKER INTL INC COM 109641100 587 19,500 X 19,500
BRISTOL MYERS SQUIBB CO COM 110122108 10,305 180,400 X 180,400
BROADCOM CORP CL A 111320107 4,534 18,600 X 18,600
BROWN FORMAN CORP CL B 115637209 339 6,200 X 6,200
BUILDING MATLS HLDG CORP COM 120113105 99 11,200 X 11,200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 895 41,500 X 41,500
BURLINGTON RES INC COM 122014103 589 16,000 X 16,000
CEC ENTMT INC COM 125137109 390 12,200 X 12,200
CIGNA CORP COM 125509109 2,255 21,600 X 21,600
CIT GROUP INC CL A 125577106 403 23,000 X 23,000
CMS ENERGY CORP COM 125896100 286 10,600 X 10,600
CNF TRANSN INC COM 12612W104 356 16,000 X 16,000
C P & L ENERGY INC COM 12614C106 592 14,200 X 14,200
CSX CORP COM 126408103 430 19,700 X 19,700
CVS CORP COM 126650100 1,630 35,200 X 35,200
CABLETRON SYS INC COM 126920107 458 15,600 X 15,600
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 520 21,375 X 21,375
CAMPBELL SOUP CO COM 134429109 986 38,100 X 38,100
CAPITAL ONE FINL CORP COM 14040H105 1,233 17,600 X 17,600
CARDINAL HEALTH INC COM 14149Y108 2,482 28,150 X 28,150
CARNIVAL CORP COM 143658102 1,832 74,400 X 74,400
CATALINA MARKETING CORP COM 148867104 339 9,000 X 9,000
CATERPILLAR INC DEL COM 149123101 1,067 31,600 X 31,600
CATO CORP NEW CL A 149205106 358 28,600 X 28,600
CENDANT CORP COM 151313103 692 63,600 X 63,600
CENTURYTEL INC COM 156700106 343 12,600 X 12,600
CERIDIAN CORP COM 15677T106 365 13,000 X 13,000
CHAMPION ENTERPRISES INC COM 158496109 43 10,000 X 10,000
CHARTER ONE FINL INC COM 160903100 489 20,055 X 20,055
CHASE MANHATTAN CORP NEW COM 16161A108 5,767 124,850 X 124,850
CHECKPOINT SYS INC COM 162825103 125 16,500 X 16,500
CHESAPEAKE ENERGY CORP COM 165167107 72 10,000 X 10,000
CHEVRON CORPORATION COM 166751107 4,996 58,600 X 58,600
CHUBB CORP COM 171232101 1,535 19,405 X 19,405
CINCINNATI FINL CORP COM 172062101 518 14,600 X 14,600
CINERGY CORP COM 172474108 476 14,400 X 14,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 419 18,200 X 18,200
CISCO SYS INC COM 17275R102 36,321 657,400 X 657,400
CITIGROUP INC COM 172967101 23,683 438,066 X 438,066
CITRIX SYS INC COM 177376100 321 16,000 X 16,000
CLAYTON HOMES INC COM 184190106 359 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,706 30,200 X 30,200
CLEVELAND CLIFFS INC COM 185896107 270 11,800 X 11,800
CLOROX CO DEL COM 189054109 835 21,100 X 21,100
COACHMEN INDS INC COM 189873102 121 11,600 X 11,600
COASTAL CORP COM 190441105 1,423 19,200 X 19,200
COCA COLA CO COM 191216100 12,150 220,400 X 220,400
COCA COLA ENTERPRISES INC COM 191219104 604 37,900 X 37,900
COGNEX CORP COM 192422103 284 7,200 X 7,200
COLGATE PALMOLIVE CO COM 194162103 2,454 52,000 X 52,000
COLUMBIA ENERGY GROUP COM 197648108 873 12,300 X 12,300
COMCAST CORP CL A SPL 200300200 2,952 72,100 X 72,100
COMERICA INC COM 200340107 824 14,100 X 14,100
COMMUNITY FIRST BANKSHARES INC COM 203902101 567 32,300 X 32,300
COMPAQ COMPUTER CORP COM 204493100 5,133 186,100 X 186,100
COMPUTER ASSOC INTL INC COM 204912109 1,212 48,100 X 48,100
COMPUTER SCIENCES CORP COM 205363104 1,062 14,300 X 14,300
COMPUWARE CORP COM 205638109 267 31,900 X 31,900
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,879 17,400 X 17,400
CONAGRA INC COM 205887102 1,406 70,100 X 70,100
CONEXANT SYSTEMS INC COM 207142100 729 17,400 X 17,400
CONMED CORP COM 207410101 439 32,100 X 32,100
CONOCO INC CL B 208251405 1,506 55,900 X 55,900
CONSECO INC COM 208464107 223 29,200 X 29,200
CONSOLIDATED EDISON INC COM 209115104 665 19,500 X 19,500
CONSOLIDATED GRAPHICS INC COM 209341106 206 17,500 X 17,500
CONSOLIDATED PRODS INC COM 209798107 90 11,200 X 11,200
CONSTELLATION ENERGY CORP COM 210371100 672 13,500 X 13,500
CONVERGYS CORP COM 212485106 533 13,700 X 13,700
COOPER INDS INC COM 216669101 296 8,400 X 8,400
COORS ADOLPH CO CL B 217016104 209 3,300 X 3,300
CORNING INC COM 219350105 6,475 21,800 X 21,800
COSTCO WHSL CORP NEW COM 22160K105 1,377 39,400 X 39,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 381 10,100 X 10,100
COVENTRY HEALTH CARE INC COM 222862104 272 18,000 X 18,000
CREDENCE SYS CORP COM 225302108 669 22,300 X 22,300
CROWN CORK & SEAL INC COM 228255105 119 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 325 10,000 X 10,000
CYMER INC COM 232572107 795 25,900 X 25,900
D R HORTON INC COM 23331A109 689 40,107 X 40,107
DST SYS INC DEL COM 233326107 1,175 10,000 X 10,000
DTE ENERGY CO COM 233331107 501 13,100 X 13,100
DANA CORP COM 235811106 323 15,000 X 15,000
DANAHER CORP DEL COM 235851102 632 12,700 X 12,700
DARDEN RESTAURANTS INC COM 237194105 244 11,700 X 11,700
DAVOX CORP COM 239208101 110 10,900 X 10,900
DELL COMPUTER CORP COM 247025109 7,016 227,700 X 227,700
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,166 77,100 X 77,100
DELTA AIR LINES INC DEL COM 247361108 528 11,900 X 11,900
DENDRITE INTL INC COM 248239105 268 10,000 X 10,000
DENTSPLY INTL INC NEW COM 249030107 524 15,000 X 15,000
DEVRY INC DEL COM 251893103 489 13,000 X 13,000
DIAMOND OFFSHORE DRILLING INC COM 25271C102 205 5,000 X 5,000
DIEBOLD INC COM 253651103 452 17,000 X 17,000
DIGI INTL INC COM 253798102 151 19,200 X 19,200
DIME BANCORP INC NEW COM 25429Q102 496 23,000 X 23,000
DISNEY WALT CO COM DISNEY 254687106 7,069 184,800 X 184,800
DOLLAR GEN CORP COM 256669102 497 29,687 X 29,687
DOLLAR TREE STORES INC COM 256747106 718 17,700 X 17,700
DOMINION RES INC VA NEW COM 25746U109 1,214 20,900 X 20,900
DONNELLEY R R & SONS CO COM 257867101 774 31,500 X 31,500
DORAL FINL CORP COM 25811P100 314 19,400 X 19,400
DOVER CORP COM 260003108 1,061 22,600 X 22,600
DOW CHEM CO COM 260543103 1,466 58,800 X 58,800
DOW JONES & CO INC COM 260561105 484 8,000 X 8,000
DOWNEY FINL CORP COM 261018105 217 5,500 X 5,500
DSET CORP COM 262504103 248 12,000 X 12,000
DU PONT E I DE NEMOURS & CO COM 263534109 4,036 97,400 X 97,400
DUKE ENERGY CORP COM 264399106 3,422 39,908 X 39,908
DUN & BRADSTREET CORP DEL COM 26483B106 496 14,400 X 14,400
DUPONT PHOTOMASKS INC COM 26613X101 235 4,000 X 4,000
DURA PHARMACEUTICALS INC COM 26632S109 318 9,000 X 9,000
E M C CORP MASS COM 268648102 18,001 181,600 X 181,600
ENSCO INTL INC COM 26874Q100 383 10,000 X 10,000
ESS TECHNOLOGY INC COM 269151106 343 24,000 X 24,000
EASTMAN CHEM CO COM 277432100 266 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 1,153 28,200 X 28,200
EATON CORP COM 278058102 401 6,500 X 6,500
ECOLAB INC COM 278865100 422 11,700 X 11,700
EDISON INTL COM 281020107 599 31,000 X 31,000
EL PASO ENERGY CORP DEL COM 283905107 1,214 19,700 X 19,700
ELECTRO SCIENTIFIC INDS COM 285229100 270 7,700 X 7,700
ELECTROGLAS INC COM 285324109 268 15,700 X 15,700
ELECTRONIC DATA SYS NEW COM 285661104 1,776 42,800 X 42,800
ELECTRONICS FOR IMAGING INC COM 286082102 500 19,800 X 19,800
EMCOR GROUP INC COM 29084Q100 322 12,400 X 12,400
EMERSON ELEC CO COM 291011104 3,122 46,600 X 46,600
EMULEX CORP COM NEW 292475209 417 3,400 X 3,400
ENERGEN CORP COM 29265N108 298 10,000 X 10,000
ENGELHARD CORP COM 292845104 637 39,200 X 39,200
ENHANCE FINL SVCS GROUP INC COM 293310108 213 16,400 X 16,400
ENRON CORP COM 293561106 7,352 83,900 X 83,900
ENTERGY CORP NEW COM 29364G103 808 21,700 X 21,700
EQUIFAX INC COM 294429105 326 12,100 X 12,100
ETHAN ALLEN INTERIORS INC COM 297602104 212 7,500 X 7,500
EXPRESS SCRIPTS INC CL A 302182100 361 5,000 X 5,000
EXXON MOBIL CORP COM 30231G102 31,156 349,579 X 349,579
FPL GROUP INC COM 302571104 1,696 25,800 X 25,800
F Y I INC COM 302712104 333 8,900 X 8,900
FACTSET RESH SYS INC COM 303075105 226 6,000 X 6,000
FEDERAL HOME LN MTG CORP COM 313400301 4,812 89,000 X 89,000
FEDERAL NATL MTG ASSN COM 313586109 8,458 118,300 X 118,300
FEDERATED DEPT STORES INC DEL COM 31410H101 833 31,900 X 31,900
FEDEX CORP COM 31428X106 1,179 26,600 X 26,600
FERRO CORP COM 315405100 250 13,100 X 13,100
FIFTH THIRD BANCORP COM 316773100 1,980 36,750 X 36,750
FIRST DATA CORP COM 319963104 1,465 37,500 X 37,500
FIRST UN CORP COM 337358105 3,769 117,100 X 117,100
FIRSTAR CORP NEW WIS COM 33763V109 1,960 87,600 X 87,600
FISERV INC COM 337738108 647 10,800 X 10,800
FLAGSTAR BANCORP INC COM 337930101 216 17,600 X 17,600
FIRSTENERGY CORP COM 337932107 560 20,800 X 20,800
FLEETBOSTON FINL CORP COM 339030108 4,282 109,800 X 109,800
FLEXSTEEL INDS INC COM 339382103 292 23,800 X 23,800
FLORIDA PROGRESS CORP COM 341109106 471 8,900 X 8,900
FLUOR CORP COM 343861100 207 6,900 X 6,900
FORD MTR CO DEL COM PAR $0.01 345370860 2,762 109,100 X 109,100
FORT JAMES CORP COM 347471104 608 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 943 35,600 X 35,600
FOSTER WHEELER CORP COM 350244109 134 18,500 X 18,500
FRANKLIN RES INC COM 354613101 1,009 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 132 15,000 X 15,000
FRITZ COS INC COM 358846103 216 18,000 X 18,000
G & K SVCS INC CL A 361268105 283 10,100 X 10,100
GPU INC COM 36225X100 357 11,000 X 11,000
GANNETT INC COM 364730101 1,638 30,900 X 30,900
GAP INC DEL COM 364760108 2,672 132,750 X 132,750
GATEWAY INC COM 367626108 1,318 28,200 X 28,200
GENERAL DYNAMICS CORP COM 369550108 1,124 17,900 X 17,900
GENERAL ELEC CO COM 369604103 52,524 910,500 X 910,500
GENERAL MLS INC COM 370334104 962 27,100 X 27,100
GENERAL MTRS CORP COM 370442105 3,579 55,069 X 55,069
GENUINE PARTS CO COM 372460105 311 16,300 X 16,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 360 15,300 X 15,300
GILLETTE CO COM 375766102 3,785 122,600 X 122,600
GOLDEN ST BANCORP INC COM 381197102 331 14,000 X 14,000
GOLDEN WEST FINL CORP DEL COM 381317106 778 14,500 X 14,500
GOODRICH B F CO COM 382388106 893 22,800 X 22,800
GOODYEAR TIRE & RUBR CO COM 382550101 254 14,100 X 14,100
GRACE W R & CO DEL NEW COM 38388F108 329 47,800 X 47,800
GRACO INC COM 384109104 355 11,000 X 11,000
GRAINGER W W INC COM 384802104 218 8,300 X 8,300
GREAT PLAINS SOFTWARE COM 39119E105 264 9,400 X 9,400
GUIDANT CORP COM 401698105 1,901 26,900 X 26,900
HCA-HEALTHCARE CO COM 404119109 1,867 50,300 X 50,300
HAIN CELESTIAL GROUP INC COM 405217100 405 11,530 X 11,530
HALL KINION ASSOCIATES INC COM 406069104 319 11,200 X 11,200
HALLIBURTON CO COM 406216101 2,418 49,400 X 49,400
HAMILTON BANCORP INC FLA COM 407013101 291 17,100 X 17,100
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 96 25,500 X 25,500
HARCOURT GEN INC COM 41163G101 773 13,100 X 13,100
HARLEY DAVIDSON INC COM 412822108 1,293 27,000 X 27,000
HARRAHS ENTMT INC COM 413619107 316 11,500 X 11,500
HARTFORD FINL SVCS GROUP INC COM 416515104 1,459 20,000 X 20,000
HASBRO INC COM 418056107 168 14,700 X 14,700
HEALTHSOUTH CORP COM 421924101 280 34,500 X 34,500
HEINZ H J CO COM 423074103 1,175 31,700 X 31,700
HERSHEY FOODS CORP COM 427866108 671 12,400 X 12,400
HEWLETT PACKARD CO COM 428236103 9,011 92,900 X 92,900
HILTON HOTELS CORP COM 432848109 373 32,300 X 32,300
HOME DEPOT INC COM 437076102 11,806 222,500 X 222,500
HOMESTAKE MNG CO COM 437614100 120 23,200 X 23,200
HONEYWELL INTL INC COM 438516106 2,786 78,200 X 78,200
HOT TOPIC INC COM 441339108 387 12,900 X 12,900
HOUSEHOLD INTL INC COM 441815107 2,378 42,000 X 42,000
HUGHES SUPPLY INC COM 444482103 453 23,100 X 23,100
HUMANA INC COM 444859102 162 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 340 23,145 X 23,145
IBP INC COM 449223106 513 28,000 X 28,000
IMS HEALTH INC COM 449934108 571 27,500 X 27,500
ITT INDS INC IND COM 450911102 1,152 35,500 X 35,500
IDEXX LABS INC COM 45168D104 639 23,900 X 23,900
ILLINOIS TOOL WKS INC COM 452308109 1,252 22,400 X 22,400
INAMED CORP COM 453235103 284 10,100 X 10,100
INCO LTD COM 453258402 261 16,200 X 16,200
INGERSOLL-RAND CO COM 456866102 495 14,600 X 14,600
INGRAM MICRO INC CL A 457153104 371 27,000 X 27,000
INNOVEX INC COM 457647105 279 20,500 X 20,500
INSIGHT ENTERPRISES INC COM 45765U103 545 20,000 X 20,000
INTEGRATED MEASUREMENT SYS INC COM 457923100 238 17,600 X 17,600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 634 7,000 X 7,000
INTEL CORP COM 458140100 26,267 632,000 X 632,000
INTERMET CORP COM 45881K104 100 13,800 X 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 19,024 169,100 X 169,100
INTL PAPER CO COM 460146103 1,240 43,209 X 43,209
INTERPUBLIC GROUP COS INC COM 460690100 1,519 44,600 X 44,600
INTERVOICE-BRITE INC COM 461142101 187 17,800 X 17,800
INVACARE CORP COM 461203101 662 20,600 X 20,600
ISHARES TR S&P MIDCAP 400 464287507 484 4,500 X 4,500
ISHARES TR S&P SMLCAP 600 464287804 2,662 24,500 X 24,500
JDS UNIPHASE CORP COM 46612J101 6,032 63,700 X 63,700
JABIL CIRCUIT INC COM 466313103 454 8,000 X 8,000
JAKKS PAC INC COM 47012E106 282 30,000 X 30,000
JEFFERSON PILOT CORP COM 475070108 1,174 17,300 X 17,300
JOHNSON & JOHNSON COM 478160104 12,794 136,200 X 136,200
JOHNSON CTLS INC COM 478366107 803 15,100 X 15,100
JONES APPAREL GROUP INC COM 480074103 212 8,000 X 8,000
KLA-TENCOR CORP COM 482480100 651 15,800 X 15,800
K MART CORP COM 482584109 267 44,500 X 44,500
KEEBLER FOODS CO COM 487256109 945 22,500 X 22,500
KELLOGG CO COM 487836108 876 36,200 X 36,200
KEMET CORP COM 488360108 685 24,800 X 24,800
KERR MCGEE CORP COM 492386107 1,096 16,542 X 16,542
KEY PRODTN INC COM 493138101 309 14,000 X 14,000
KEYCORP NEW COM 493267108 1,015 40,100 X 40,100
KIMBERLY CLARK CORP COM 494368103 2,773 49,678 X 49,678
KIMCO REALTY CORP COM 49446R109 380 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 929 22,700 X 22,700
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 569 12,000 X 12,000
KNIGHT RIDDER INC COM 499040103 371 7,300 X 7,300
KOHLS CORP COM 500255104 3,404 59,000 X 59,000
KROGER CO COM 501044101 1,900 84,200 X 84,200
KRONOS INC COM 501052104 399 13,300 X 13,300
LG&E ENERGY CORP COM 501917108 244 10,000 X 10,000
LSI LOGIC CORP COM 502161102 766 26,200 X 26,200
LTX CORP COM 502392103 388 20,500 X 20,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 452 8,000 X 8,000
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 175 25,700 X 25,700
LANDS END INC COM 515086106 210 10,000 X 10,000
LATTICE SEMICONDUCTOR CORP COM 518415104 215 4,000 X 4,000
LEGGETT & PLATT INC COM 524660107 281 17,800 X 17,800
LEHMAN BROS HLDGS INC COM 524908100 1,566 10,600 X 10,600
LENNAR CORP COM 526057104 211 7,100 X 7,100
LEXMARK INTL NEW CL A 529771107 435 11,600 X 11,600
LILLY ELI & CO COM 532457108 8,867 109,300 X 109,300
LIMITED INC COM 532716107 847 38,400 X 38,400
LINCARE HLDGS INC COM 532791100 514 17,900 X 17,900
LINCOLN NATL CORP IND COM 534187109 842 17,500 X 17,500
LINEAR TECHNOLOGY CORP COM 535678106 1,781 27,500 X 27,500
LIZ CLAIBORNE INC COM 539320101 670 17,400 X 17,400
LOCKHEED MARTIN CORP COM 539830109 1,160 35,200 X 35,200
LOEWS CORP COM 540424108 792 9,500 X 9,500
LOWES COS INC COM 548661107 2,428 54,100 X 54,100
LUCENT TECHNOLOGIES INC COM 549463107 9,015 294,960 X 294,960
LYDALL INC DEL COM 550819106 136 11,900 X 11,900
MBIA INC COM 55262C100 1,351 19,000 X 19,000
MBNA CORP COM 55262L100 4,489 116,600 X 116,600
MGIC INVT CORP WIS COM 552848103 1,149 18,800 X 18,800
MSC INDL DIRECT INC CL A 553530106 448 29,400 X 29,400
MAIL-WELL INC COM 560321200 149 33,600 X 33,600
MALLINCKRODT INC NEW COM 561232109 844 18,500 X 18,500
MANDALAY RESORT GROUP COM 562567107 377 14,700 X 14,700
MARSH & MCLENNAN COS INC COM 571748102 3,159 23,800 X 23,800
MARRIOTT INTL INC NEW CL A 571903202 798 21,900 X 21,900
MASCO CORP COM 574599106 738 39,600 X 39,600
MATTEL INC COM 577081102 421 37,600 X 37,600
MATTSON TECHNOLOGY INC COM 577223100 293 19,700 X 19,700
MAXIM INTEGRATED PRODS INC COM 57772K101 1,955 24,300 X 24,300
MAY DEPT STORES CO COM 577778103 605 29,500 X 29,500
MAYTAG CORP COM 578592107 544 17,500 X 17,500
MCDONALDS CORP COM 580135101 3,647 120,800 X 120,800
MCGRAW HILL COS INC COM 580645109 2,002 31,500 X 31,500
MCKESSON HBOC INC COM 58155Q103 849 27,782 X 27,782
MEAD CORP COM 582834107 217 9,300 X 9,300
MEDIMMUNE INC COM 584699102 1,414 18,300 X 18,300
MEDQUIST INC COM 584949101 295 14,600 X 14,600
MEDTRONIC INC COM 585055106 5,938 114,600 X 114,600
MELLON FINL CORP COM 58551A108 2,360 50,900 X 50,900
MENS WEARHOUSE INC COM 587118100 586 20,700 X 20,700
MENTOR CORP MINN COM 587188103 443 28,100 X 28,100
MERCK & CO INC COM 589331107 18,014 242,000 X 242,000
MERCURY INTERACTIVE CORP COM 589405109 1,615 10,300 X 10,300
MERRILL LYNCH & CO INC COM 590188108 5,056 76,600 X 76,600
META GROUP INC COM 591002100 179 14,500 X 14,500
METRIS COS INC COM 591598107 559 14,150 X 14,150
MICHAEL FOOD INC NEW COM 594079105 309 13,200 X 13,200
MICROS SYS INC COM 594901100 246 16,300 X 16,300
MICROSOFT CORP COM 594918104 29,209 484,300 X 484,300
MICRON TECHNOLOGY INC COM 595112103 3,119 67,800 X 67,800
MINNESOTA MNG & MFG CO COM 604059105 3,262 35,800 X 35,800
MOLEX INC COM 608554101 953 17,500 X 17,500
MORGAN J P & CO INC COM 616880100 2,418 14,800 X 14,800
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10,406 113,800 X 113,800
MOTOROLA INC COM 620076109 4,890 173,100 X 173,100
MUTUAL RISK MGMT LTD COM 628351108 485 22,100 X 22,100
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NABISCO GROUP HLDG CORP COM 62952P102 835 29,300 X 29,300
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NATIONAL CITY CORP COM 635405103 1,217 55,000 X 55,000
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NATIONAL SEMICONDUCTOR CORP COM 637640103 1,175 29,200 X 29,200
NATIONWIDE FINL SVCS INC CL A 638612101 561 15,000 X 15,000
NETWORKS ASSOCS INC COM 640938106 502 22,200 X 22,200
NETWORK APPLIANCE INC COM 64120L104 3,363 26,400 X 26,400
NEW YORK TIMES CO CL A 650111107 605 15,400 X 15,400
NEWELL RUBBERMAID INC COM 651229106 580 25,420 X 25,420
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NEXTEL COMMUNICATIONS INC CL A 65332V103 2,777 59,400 X 59,400
NIAGARA MOHAWK HLDGS INC COM 653520106 268 17,000 X 17,000
NIKE INC CL B 654106103 1,002 25,000 X 25,000
99 CENTS ONLY STORES COM 65440K106 272 5,416 X 5,416
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NORTHROP GRUMMAN CORP COM 666807102 1,109 12,200 X 12,200
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NUCOR CORP COM 670346105 238 7,900 X 7,900
OCCIDENTAL PETE CORP DEL COM 674599105 934 42,800 X 42,800
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OFFICE DEPOT INC COM 676220106 236 30,200 X 30,200
OLD KENT FINL CORP COM 679833103 319 11,025 X 11,025
OMNICOM GROUP INC COM 681919106 1,152 15,800 X 15,800
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ORACLE CORP COM 68389X105 20,790 264,000 X 264,000
O REILLY AUTOMOTIVE INC COM 686091109 377 25,800 X 25,800
ORTHODONTIC CTRS AMER INC COM 68750P103 553 16,600 X 16,600
OUTBACK STEAKHOUSE INC COM 689899102 681 25,100 X 25,100
OWENS CORNING COM 69073F103 86 32,900 X 32,900
OWENS ILL INC COM NEW 690768403 126 13,600 X 13,600
PECO ENERGY CO COM 693304107 1,005 16,600 X 16,600
PG&E CORP COM 69331C108 793 32,800 X 32,800
PE CORP COM PE BIO GRP 69332S102 2,144 18,400 X 18,400
PNC FINL SVCS GROUP INC COM 693475105 1,703 26,200 X 26,200
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PPL CORP COM 69351T106 534 12,800 X 12,800
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PAINE WEBBER GROUP INC COM 695629105 892 13,100 X 13,100
PALL CORP COM 696429307 684 34,300 X 34,300
PALM INC COM 696642107 2,611 49,313 X 49,313
PARAMETRIC TECHNOLOGY CORP COM 699173100 265 24,200 X 24,200
PARKER HANNIFIN CORP COM 701094104 780 23,100 X 23,100
PAXAR CORP COM 704227107 374 41,800 X 41,800
PAYCHEX INC COM 704326107 1,748 33,300 X 33,300
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PENNZOIL-QUAKER STATE COMPANY COM 709323109 270 25,700 X 25,700
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PEPSI BOTTLING GROUP INC COM 713409100 634 21,100 X 21,100
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PFIZER INC COM 717081103 28,468 633,500 X 633,500
PHARMACEUTICAL PROD DEV INC COM 717124101 266 10,000 X 10,000
PHARMACIA CORP COM 71713U102 7,081 117,647 X 117,647
PHELPS DODGE CORP COM 717265102 288 6,900 X 6,900
PHILIP MORRIS COS INC COM 718154107 6,247 212,200 X 212,200
PHILLIPS PETE CO COM 718507106 1,418 22,600 X 22,600
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PHOENIX TECHNOLOGY LTD COM 719153108 287 18,000 X 18,000
PHOTRONICS INC COM 719405102 366 16,800 X 16,800
PIER 1 IMPORTS INC COM 720279108 210 15,500 X 15,500
PINNACLE WEST CAP CORP COM 723484101 392 7,700 X 7,700
PIONEER STD ELECTRS INC COM 723877106 411 30,300 X 30,300
PITNEY BOWES INC COM 724479100 1,053 26,700 X 26,700
PLACER DOME INC COM 725906101 275 29,100 X 29,100
POLYMEDICA CORP COM 731738100 322 7,500 X 7,500
POLYONE CORP COM 73179P106 184 25,200 X 25,200
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POWER INTEGRATIONS INC COM 739276103 167 12,000 X 12,000
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PRE PAID LEGAL SVCS INC COM 740065107 485 15,000 X 15,000
PRICE T ROWE & ASSOCIATES COM 741477103 502 10,700 X 10,700
PRIME MED SVCS INC NEW COM 74156D108 261 33,700 X 33,700
PRIMEX TECHNOLOGIES INC COM 741597108 291 10,000 X 10,000
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PRIORITY HEALTHCARE CORP CL B 74264T102 256 3,360 X 3,360
PROCTER & GAMBLE CO COM 742718109 8,777 131,000 X 131,000
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QUALCOMM INC COM 747525103 5,536 77,700 X 77,700
QUANTA SVCS INC COM 74762E102 639 23,250 X 23,250
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RADIAN GROUP INC COM 750236101 338 5,000 X 5,000
RADIOSHACK CORP COM 750438103 1,112 17,200 X 17,200
RALSTON PURINA CO COM RAL-PUR GP 751277302 630 26,600 X 26,600
RAYMOND JAMES FINANCIAL INC COM 754730109 395 12,000 X 12,000
RAYTHEON CO CL B 755111408 865 30,400 X 30,400
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REGIONS FINL CORP COM 758940100 454 20,000 X 20,000
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RESPIRONICS INC COM 761230101 314 18,800 X 18,800
ROBERT HALF INTL INC COM 770323103 347 10,000 X 10,000
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ROHM & HAAS CO COM 775371107 567 19,500 X 19,500
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ROSS STORES INC COM 778296103 546 38,000 X 38,000
ROWAN COS INC COM 779382100 223 7,700 X 7,700
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 12,911 215,400 X 215,400
RYANS FAMILY STEAK HOUSE INC COM 783519101 276 35,900 X 35,900
SBC COMMUNICATIONS INC COM 78387G103 15,542 310,848 X 310,848
SBS TECHNOLOGIES INC COM 78387P103 326 14,000 X 14,000
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SPDR TR UNIT SER 1 78462F103 4,467 31,100 X 31,100
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SABRE HLDGS CORP CL A 785905100 314 10,839 X 10,839
SAFECO CORP COM 786429100 316 11,600 X 11,600
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SCIENTIFIC ATLANTA INC COM 808655104 903 14,200 X 14,200
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SEALED AIR CORP NEW COM 81211K100 344 7,600 X 7,600
SEARS ROEBUCK & CO COM 812387108 1,861 57,400 X 57,400
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SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 361 7,000 X 7,000
SIEBEL SYS INC COM 826170102 3,451 31,000 X 31,000
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SMITH A O COM 831865209 172 13,700 X 13,700
SMURFIT-STONE CONTAINER CORP COM 832727101 240 20,000 X 20,000
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SONIC CORP COM 835451105 236 7,500 X 7,500
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TXU CORP COM 873168108 1,526 38,500 X 38,500
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TECH DATA CORP COM 878237106 906 21,200 X 21,200
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TIMBERLAND CO CL A 887100105 1,148 28,000 X 28,000
TIME WARNER INC COM 887315109 8,983 114,800 X 114,800
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V F CORP COM 918204108 259 10,500 X 10,500
VALASSIS COMMUNICATIONS INC COM 918866104 234 10,500 X 10,500
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 382 10,200 X 10,200
VERIZON COMMUNICATIONS COM 92343V104 12,894 266,202 X 266,202
VERITAS SOFTWARE CO COM 923436109 4,856 34,200 X 34,200
VIACOM INC CL B 925524308 7,929 135,546 X 135,546
VISHAY INTERTECHNOLOGY INC COM 928298108 673 21,900 X 21,900
VISTEON CORP COM 92839U107 216 14,284 X 14,284
VISX INC DEL COM 92844S105 409 15,200 X 15,200
VITESSE SEMICONDUCTOR CORP COM 928497106 1,467 16,500 X 16,500
VULCAN MATLS CO COM 929160109 362 9,000 X 9,000
WABASH NATL CORP COM 929566107 101 11,100 X 11,100
WACHOVIA CORP COM 929771103 1,026 18,100 X 18,100
WAL MART STORES INC COM 931142103 20,323 422,300 X 422,300
WALGREEN CO COM 931422109 3,399 89,600 X 89,600
WARNACO GROUP INC CL A 934390105 178 44,400 X 44,400
WASHINGTON MUT INC COM 939322103 2,042 51,300 X 51,300
WASTE CONNECTIONS INC COM 941053100 359 14,000 X 14,000
WASTE MGMT INC DEL COM 94106L109 977 56,000 X 56,000
WATERS CORP COM 941848103 356 4,000 X 4,000
WATSON PHARMACEUTICALS INC COM 942683103 1,142 17,600 X 17,600
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,027 10,700 X 10,700
WELLS FARGO & CO NEW COM 949746101 6,762 147,200 X 147,200
WENDYS INTL INC COM 950590109 698 34,800 X 34,800
WERNER ENTERPRISES INC COM 950755108 412 35,100 X 35,100
WESLEY JESSEN VISIONCARE INC COM 951018100 384 10,000 X 10,000
WESTVACO CORP COM 961548104 243 9,100 X 9,100
WEYERHAEUSER CO COM 962166104 727 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 257 6,600 X 6,600
WILLAMETTE INDS INC COM 969133107 350 12,500 X 12,500
WILLIAMS COS INC DEL COM 969457100 1,631 38,600 X 38,600
WILLIAMS SONOMA INC COM 969904101 209 6,000 X 6,000
WINN DIXIE STORES INC COM 974280109 194 13,500 X 13,500
WORLDCOM INC GA NEW COM 98157D106 7,995 263,200 X 263,200
WORTHINGTON INDS INC COM 981811102 468 49,900 X 49,900
WRIGLEY WM JR CO COM 982526105 786 10,500 X 10,500
XCEL ENERGY INC COM 98389B100 810 29,455 X 29,455
XETA TECHNOLOGIES INC COM 983909102 235 19,800 X 19,800
XILINX INC COM 983919101 2,440 28,500 X 28,500
XIRCOM INC COM 983922105 528 20,900 X 20,900
XEROX CORP COM 984121103 892 59,200 X 59,200
YAHOO INC COM 984332106 4,277 47,000 X 47,000
YOUNG & RUBICAM INC COM 987425105 307 6,200 X 6,200
ZALE CORP NEW COM 988858106 808 24,900 X 24,900
ZEBRA TECHNOLOGIES CORP CL A 989207105 625 13,000 X 13,000
ZOLL MED CORP COM 989922109 366 7,500 X 7,500
ZOMAX INC MINN COM 989929104 123 17,600 X 17,600
GRAND TOTAL 1,326,028
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