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Previous: STATE FARM MUTUAL AUTOMOBILE INSURANCE CO, SC 13G/A, 2000-02-02 |
Next: UNIQUE MOBILITY INC, 10-Q, 2000-02-02 |
FORM 13-F
Report for the Calendar Quarter Ended 31 December 1999.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 028-00850
Name, Phone No., and Title of Person Duly Authorized to submit this report:
Michael A. Harring
(309) 765-5799
Secretary
_____________________________________________________________
ATTENTION - Intentional misstatements or omissions of facts
constitute Federal Criminal Violations. See 18 U.S.C. 10001
and 15 U.S.C. 78ff(a).
_____________________________________________________________
The institutional investment manager submitting this Form
and its attachments and the person by whom it is signed represent hereby
that all information contained therein is true, correct and complete. It is
understood that all required items, statements and schedules are considered
integral parts of this Form and that the submission of any amendment
represents that all unamended items, statements and schedules remain true,
correct and complete as previously submitted.
Pursuant to the requirements of this Securities Exchange
Act of 1934, the undersigned institutional investment manager has caused this
report to be signed on its behalf in the City of Moline and State of Illinois
on the 2nd day of February 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
31-DEC-1999
ITEM 6:
INVESTMENT DISCRETION
----------------------- ITEM 7: ITEM 8:
ITEM 5: (B) MGRS VOTING
ITEM 3: ITEM 4: SHARES OR SHARED (C) SEE AUTHORIT
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>
ACE LTD ORD G0070K103 793 47,515 X 47,515
AMDOCS LTD ORD G02602103 480 13,920 X 13,920
GLOBAL CROSSING LTD COM G3921A100 3,540 70,800 X 70,800
HILFIGER TOMMY CORP ORD G8915Z102 563 24,100 X 24,100
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1,024 9,000 X 9,000
AAR CORP COM 000361105 981 54,700 X 54,700
A D C TELECOMMUNICATIONS COM 000886101 1,473 20,300 X 20,300
ABM INDS INC COM 000957100 599 29,400 X 29,400
AFLAC INC COM 001055102 1,128 23,900 X 23,900
AES CORP COM 00130H105 1,218 16,300 X 16,300
AMR CORP COM 001765106 1,052 15,700 X 15,700
AT&T CORP COM 001957109 16,138 317,600 X 317,600
ATMI INC COM 00207R101 374 11,300 X 11,300
AXA FINL INC COM 002451102 469 13,800 X 13,800
AARON RENTS INC COM 002535201 485 27,300 X 27,300
ABBOTT LABS COM 002824100 6,326 174,200 X 174,200
ABERCROMBIE & FITCH CO CL A 002896207 1,057 39,600 X 39,600
ACTION PERFORMANCE COS INC COM 004933107 386 33,600 X 33,600
ACXIOM CORP COM 005125109 818 34,100 X 34,100
ADAC LABS COM NEW 005313200 298 27,700 X 27,700
ADAPTIVE BROADBAND CORP COM 00650M104 1,624 22,000 X 22,000
ADAPTEC INC COM 00651F108 1,092 21,900 X 21,900
ADOBE SYS INC COM 00724F101 807 12,000 X 12,000
ADTRAN INC COM 00738A106 566 11,000 X 11,000
ADVANCE PARADIGM INC COM 007491103 608 28,200 X 28,200
ADVANCED TISSUE SCIENCES INC COM 00755F103 172 68,800 X 68,800
ADVANTAGE LEARNING SYSTEMS COM 00757K100 163 14,600 X 14,600
ADVO INC COM 007585102 1,090 45,900 X 45,900
ADVANCED MICRO DEVICES INC COM 007903107 382 13,200 X 13,200
AETNA INC COM 008117103 785 14,059 X 14,059
AFFILIATED COMPUTER SERVICES CL A 008190100 851 18,500 X 18,500
AFFILIATED MANAGERS GROUP COM 008252108 392 9,700 X 9,700
AGRIBRANDS INTL INC COM 00849R105 630 13,700 X 13,700
AIR EXPRESS INTL CORP COM 009104100 1,425 44,100 X 44,100
AIR PRODS & CHEMS INC COM 009158106 641 19,100 X 19,100
ALBERTSONS INC COM 013104104 1,542 47,824 X 47,824
ALCAN ALUMINIUM LTD NEW COM 013716105 852 20,600 X 20,600
ALCOA INC COM 013817101 2,756 33,200 X 33,200
ALLEN TELECOM INC COM 018091108 534 46,200 X 46,200
ALLERGAN INC COM 018490102 776 15,600 X 15,600
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 539 18,000 X 18,000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 417 56,600 X 56,600
ALLIANT TECHSYSTEMS INC COM 018804104 1,059 17,000 X 17,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 150 17,000 X 17,000
ALLSTATE CORP COM 020002101 1,783 74,100 X 74,100
ALLTEL CORP COM 020039103 2,051 24,800 X 24,800
ALPHA INDS INC COM 020753109 1,479 25,800 X 25,800
ALPHARMA INC CL A 020813101 1,482 48,200 X 48,200
ALZA CORP DEL COM 022615108 274 7,900 X 7,900
AMCAST INDL CORP COM 023395106 197 12,000 X 12,000
AMCOL INTL CORP COM 02341W103 506 31,400 X 31,400
AMERADA HESS CORP COM 023551104 465 8,200 X 8,200
AMEREN CORP COM 023608102 406 12,400 X 12,400
AMERICA ONLINE INC DEL COM 02364J104 15,069 198,600 X 198,600
AMERICAN ELEC PWR INC COM 025537101 556 17,300 X 17,300
AMERICAN EXPRESS CO COM 025816109 6,783 40,800 X 40,800
AMERICAN FREIGHTWAYS CORP COM 02629V108 683 42,200 X 42,200
AMERICAN GENERAL CORP COM 026351106 2,413 31,800 X 31,800
AMERICAN HOME PRODS CORP COM 026609107 4,663 118,800 X 118,800
AMERICAN INTL GROUP INC COM 026874107 15,110 139,748 X 139,748
AMERICAN ITALIAN PASTA CO CL A 027070101 369 12,000 X 12,000
AMERICAN MGMT SYS INC COM 027352103 2,614 83,300 X 83,300
AMERICAN PWR CONVERSION CORP COM 029066107 264 10,000 X 10,000
AMERICAN STS WTR CO COM 029899101 425 11,800 X 11,800
AMERICAN XTAL TECHNOLOGY INC COM 030514103 445 25,500 X 25,500
AMERICREDIT CORP COM 03060R101 2,314 125,100 X 125,100
AMES DEPT STORES INC COM NEW 030789507 1,118 38,800 X 38,800
AMGEN INC COM 031162100 6,102 101,600 X 101,600
AMRESCO INC COM 031909104 91 64,400 X 64,400
AMSOUTH BANCORPORATION COM 032165102 313 16,200 X 16,200
ANADARKO PETE CORP COM 032511107 379 11,100 X 11,100
ANALOG DEVICES INC COM 032654105 1,460 15,700 X 15,700
ANALOGIC CORP COM PAR $0.05 032657207 554 16,800 X 16,800
ANALYSTS INTL CORP COM 032681108 629 50,300 X 50,300
ANCHOR BANCORP WIS INC COM 032839102 504 33,300 X 33,300
ANCHOR GAMING COM 033037102 899 20,700 X 20,700
ANGELICA CORP COM 034663104 114 11,700 X 11,700
ANHEUSER BUSCH COS INC COM 035229103 3,154 44,500 X 44,500
ANIXTER INTL INC COM 035290105 974 47,200 X 47,200
ANNTAYLOR STORES CORP COM 036115103 1,791 52,000 X 52,000
AON CORP COM 037389103 1,524 38,100 X 38,100
APACHE CORP COM 037411105 528 14,300 X 14,300
APEX INC COM 037548104 1,232 38,200 X 38,200
APOGEE ENTERPRISES INC COM 037598109 186 36,700 X 36,700
APPLE COMPUTER INC COM 037833100 1,254 12,200 X 12,200
APPLEBEES INTL INC COM 037899101 1,109 37,600 X 37,600
APPLIED INDL TECHNOLOGIES INC COM 03820C105 580 34,900 X 34,900
APPLIED MATLS INC COM 038222105 4,206 33,200 X 33,200
APPLIED PWR INC CL A 038225108 2,260 61,500 X 61,500
APTARGROUP INC COM 038336103 1,334 53,100 X 53,100
AQUARION CO COM 03838W101 551 14,900 X 14,900
ARCHER DANIELS MIDLAND CO COM 039483102 681 56,175 X 56,175
ARCTIC CAT INC COM 039670104 692 69,200 X 69,200
ARKANSAS BEST CORP DEL COM 040790107 311 25,900 X 25,900
ARROW ELECTRS INC COM 042735100 586 23,100 X 23,100
ARTESYN TECHNOLOGIES INC COM 043127109 1,380 65,700 X 65,700
ASHLAND INC COM 044204105 227 6,900 X 6,900
ASHWORTH INC COM 04516H101 179 43,300 X 43,300
ASPECT COMMUNICATIONS CORP COM 04523Q102 2,915 74,500 X 74,500
ASPEN TECHNOLOGY INC COM 045327103 1,028 38,900 X 38,900
ASSOCIATES FIRST CAP CORP CL A 046008108 1,715 62,500 X 62,500
ASTEC INDS INC COM 046224101 538 28,600 X 28,600
ASTORIA FINL CORP COM 046265104 670 22,000 X 22,000
ATLANTIC COAST AIRLINES HLDGS COM 048396105 827 34,800 X 34,800
ATLANTIC RICHFIELD CO COM 048825103 2,509 29,000 X 29,000
ATMOS ENERGY CORP COM 049560105 850 41,600 X 41,600
ATWOOD OCEANICS INC COM 050095108 695 18,000 X 18,000
AUSPEX SYS INC COM 052116100 362 35,300 X 35,300
AUTODESK INC COM 052769106 776 23,000 X 23,000
AUTOMATIC DATA PROCESSING INC COM 053015103 2,936 54,500 X 54,500
AUTOZONE INC COM 053332102 446 13,800 X 13,800
AVANT CORP COM 053487104 225 15,000 X 15,000
AVERY DENNISON CORP COM 053611109 853 11,700 X 11,700
AVID TECHNOLOGY INC COM 05367P100 414 31,700 X 31,700
AVIATION SALES CO COM 053672101 276 16,700 X 16,700
AVIS RENT A CAR INC COM 053790101 427 16,700 X 16,700
AVNET INC COM 053807103 327 5,410 X 5,410
AVON PRODS INC COM 054303102 782 23,700 X 23,700
AXENT TECHNOLOGIES INC COM 05459C108 300 14,300 X 14,300
AZTAR CORP COM 054802103 651 59,900 X 59,900
BB&T CORP COM 054937107 720 26,300 X 26,300
BISYS GROUP INC COM 055472104 2,369 36,300 X 36,300
BJ SVCS CO COM 055482103 389 9,300 X 9,300
BMC INDS INC MINN COM 055607105 180 36,900 X 36,900
BP AMOCO P L C SPONSORED ADR 055622104 872 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 2,102 26,300 X 26,300
BAKER HUGHES INC COM 057224107 621 29,500 X 29,500
BAKER J INC COM 057232100 112 18,600 X 18,600
BALDOR ELEC CO COM 057741100 866 47,800 X 47,800
BALL CORP COM 058498106 528 13,400 X 13,400
BANK OF AMERICA CORPORATION COM 060505104 8,386 167,100 X 167,100
BANK NEW YORK INC COM 064057102 2,736 68,400 X 68,400
BANK ONE CORP COM 06423A103 3,958 123,700 X 123,700
BANKNORTH GROUP INC DEL COM 06646L100 819 30,600 X 30,600
BARD C R INC COM 067383109 265 5,000 X 5,000
BARNES GROUP INC COM 067806109 424 26,000 X 26,000
BARRICK GOLD CORP COM 067901108 600 33,900 X 33,900
BARR LABS INC COM 068306109 944 30,100 X 30,100
BARRA INC COM 068313105 610 19,200 X 19,200
BARRETT RES CORP COM PAR $0.01 068480201 1,490 50,600 X 50,600
BASSETT FURNITURE INDS INC COM 070203104 264 16,500 X 16,500
BAUSCH & LOMB INC COM 071707103 349 5,100 X 5,100
BAXTER INTL INC COM 071813109 1,621 25,800 X 25,800
BE AEROSPACE INC COM 073302101 280 33,200 X 33,200
BEAR STEARNS COS INC COM 073902108 1,237 28,942 X 28,942
BECKMAN COULTER INC COM 075811109 504 9,900 X 9,900
BECTON DICKINSON & CO COM 075887109 603 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 924 26,600 X 26,600
BELDEN INC COM 077459105 905 43,100 X 43,100
BELL ATLANTIC CORP COM 077853109 9,536 154,900 X 154,900
BELLSOUTH CORP COM 079860102 9,433 201,500 X 201,500
BENCHMARK ELECTRS INC COM 08160H101 461 20,100 X 20,100
BENTON OIL & GAS CO COM 083288100 76 39,100 X 39,100
BEST BUY INC COM 086516101 925 18,400 X 18,400
BESTFOODS COM 08658U101 1,561 29,700 X 29,700
BETHLEHEM STL CORP COM 087509105 98 11,700 X 11,700
BILLING CONCEPTS CORP COM 090063108 326 50,200 X 50,200
BINDLEY WESTN INDS INC COM 090324104 703 46,666 X 46,666
BIO TECHNOLOGY GEN CORP COM 090578105 1,623 106,400 X 106,400
BIOMATRIX INC COM 09060P102 768 39,900 X 39,900
BIOMET INC COM 090613100 408 10,200 X 10,200
BIRMINGHAM STL CORP COM 091250100 211 39,700 X 39,700
BLACK & DECKER CORP COM 091797100 418 8,000 X 8,000
BLACK BOX CORP DEL COM 091826107 1,608 24,000 X 24,000
BLANCH E W HLDGS INC COM 093210102 1,060 17,300 X 17,300
BLOCK H & R INC COM 093671105 385 8,800 X 8,800
BLYTH INDS INC COM 09643P108 597 24,300 X 24,300
BOEING CO COM 097023105 4,169 100,600 X 100,600
BOISE CASCADE CORP COM 097383103 207 5,100 X 5,100
BOMBAY CO INC COM 097924104 217 48,300 X 48,300
BOOKS-A-MILLION INC COM 098570104 199 23,900 X 23,900
BOSTON SCIENTIFIC CORP COM 101137107 774 35,400 X 35,400
BOWNE & CO INC COM 103043105 656 48,600 X 48,600
BRADY CORP CL A 104674106 1,351 39,800 X 39,800
BRIGHTPOINT INC COM 109473108 1,545 117,700 X 117,700
BRINKER INTL INC COM 109641100 651 27,000 X 27,000
BRISTOL MYERS SQUIBB CO COM 110122108 12,234 190,600 X 190,600
BROWN & BROWN INC COM 115236101 352 9,200 X 9,200
BROWN FORMAN CORP CL B 115637209 355 6,200 X 6,200
BROWN SHOE INC NEW COM 115736100 469 33,200 X 33,200
BRUNSWICK CORP COM 117043109 200 9,000 X 9,000
BRUSH WELLMAN INC COM 117421107 363 21,600 X 21,600
BUCKEYE TECHNOLOGIES INC COM 118255108 713 47,900 X 47,900
BUILDING MATLS HLDG CORP COM 120113105 286 27,900 X 27,900
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,026 42,300 X 42,300
BURLINGTON RES INC COM 122014103 529 16,000 X 16,000
BURR BROWN CORP COM 122574106 2,747 76,050 X 76,050
BUTLER MFG CO DEL COM 123655102 210 9,400 X 9,400
C&D TECHNOLOGIES INC COM 124661109 706 16,600 X 16,600
CBS CORP COM 12490K107 4,415 69,046 X 69,046
C COR NET CORP COM 125010108 1,272 16,600 X 16,600
C-CUBE MICROSYSTEMS INC COM 125015107 4,165 66,900 X 66,900
C D I CORP COM 125071100 608 25,200 X 25,200
CEC ENTMT INC COM 125137109 1,405 49,750 X 49,750
CH ENERGY GROUP INC COM 12541M102 736 22,300 X 22,300
CIGNA CORP COM 125509109 1,507 18,700 X 18,700
CKE RESTAURANTS INC COM 12561E105 402 68,500 X 68,500
CMS ENERGY CORP COM 125896100 331 10,600 X 10,600
CPI CORP COM 125902106 298 13,200 X 13,200
CSX CORP COM 126408103 618 19,700 X 19,700
CTS CORP COM 126501105 2,849 37,800 X 37,800
CVS CORP COM 126650100 1,404 35,200 X 35,200
CABLETRON SYS INC COM 126920107 387 14,900 X 14,900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,404 61,050 X 61,050
CABOT OIL & GAS CORP CL A 127097103 538 33,500 X 33,500
CAL DIVE INTL INC COM 127914109 706 21,300 X 21,300
CAMBREX CORP COM 132011107 1,212 35,200 X 35,200
CAMPBELL SOUP CO COM 134429109 1,555 40,200 X 40,200
CANANDAIGUA BRANDS INC CL A 137219200 1,479 29,000 X 29,000
CAPITAL ONE FINL CORP COM 14040H105 867 18,000 X 18,000
CARAUSTAR INDS INC COM 140909102 905 37,700 X 37,700
CARDINAL HEALTH INC COM 14149Y108 1,642 34,299 X 34,299
CARMIKE CINEMAS INC CL A 143436103 188 24,100 X 24,100
CARNIVAL CORP COM 143658102 3,103 64,900 X 64,900
CAROLINA FIRST CORP COM 143877108 555 30,400 X 30,400
CAROLINA PWR & LT CO COM 144141108 417 13,700 X 13,700
CASCADE NAT GAS CORP COM 147339105 235 14,600 X 14,600
CASEYS GEN STORES INC COM 147528103 981 94,000 X 94,000
CASH AMER INTL INC COM 14754D100 332 34,000 X 34,000
CASTLE A M & CO COM 148411101 217 18,500 X 18,500
CATALINA MARKETING CORP COM 148867104 3,229 27,900 X 27,900
CATERPILLAR INC DEL COM 149123101 1,525 32,400 X 32,400
CATO CORP NEW CL A 149205106 720 57,000 X 57,000
CENDANT CORP COM 151313103 1,920 72,299 X 72,299
CENTRAL & SOUTH WEST CORP COM 152357109 784 39,200 X 39,200
CENTRAL PKG CORP COM 154785109 922 48,200 X 48,200
CENTRAL VT PUB SVC CORP COM 155771108 160 15,100 X 15,100
CENTURA BKS INC COM 15640T100 1,880 42,600 X 42,600
CENTURYTEL INC COM 156700106 597 12,600 X 12,600
CEPHALON INC COM 156708109 1,569 45,400 X 45,400
CERIDIAN CORP COM 15677T106 280 13,000 X 13,000
CERNER CORP COM 156782104 878 44,600 X 44,600
CHAMPION ENTERPRISES INC COM 158496109 639 75,200 X 75,200
CHAMPION INTL CORP COM 158525105 539 8,700 X 8,700
CHASE MANHATTAN CORP NEW COM 16161A108 7,046 90,700 X 90,700
CHECKPOINT SYS INC COM 162825103 536 52,600 X 52,600
CHEESECAKE FACTORY INC COM 163072101 945 27,000 X 27,000
CHEMED CORP COM 163596109 395 13,800 X 13,800
CHEMFIRST INC COM 16361A106 529 24,200 X 24,200
CHEVRON CORPORATION COM 166751107 5,102 58,900 X 58,900
CHIQUITA BRANDS INTL INC COM 170032106 422 88,900 X 88,900
CHITTENDEN CORP COM 170228100 1,102 37,200 X 37,200
CHOICEPOINT INC COM 170388102 1,564 37,800 X 37,800
CHUBB CORP COM 171232101 1,036 18,405 X 18,405
CIBER INC COM 17163B102 2,120 77,100 X 77,100
CINCINNATI FINL CORP COM 172062101 471 15,100 X 15,100
CINERGY CORP COM 172474108 345 14,400 X 14,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 820 18,200 X 18,200
CISCO SYS INC COM 17275R102 34,355 320,700 X 320,700
CITIGROUP INC COM 172967101 18,984 340,900 X 340,900
CITRIX SYS INC COM 177376100 369 3,000 X 3,000
CLARCOR INC COM 179895107 569 31,600 X 31,600
CLARIFY INC COM 180492100 4,145 32,900 X 32,900
CLAYTON HOMES INC COM 184190106 330 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,722 30,500 X 30,500
CLEVELAND CLIFFS INC COM 185896107 265 8,500 X 8,500
CLOROX CO DEL COM 189054109 947 18,800 X 18,800
COACHMEN INDS INC COM 189873102 333 22,000 X 22,000
COASTAL CORP COM 190441105 680 19,200 X 19,200
COCA COLA BOTTLING CO CONS COM 191098102 531 11,200 X 11,200
COCA COLA CO COM 191216100 12,932 222,000 X 222,000
COCA COLA ENTERPRISES INC COM 191219104 614 30,500 X 30,500
COEUR D ALENE MINES CORP IDAHO COM 192108108 99 28,900 X 28,900
COGNEX CORP COM 192422103 2,122 54,400 X 54,400
COHERENT INC COM 192479103 942 35,200 X 35,200
COLGATE PALMOLIVE CO COM 194162103 3,432 52,800 X 52,800
COLUMBIA ENERGY GROUP COM 197648108 797 12,600 X 12,600
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,706 58,200 X 58,200
COMAIR HOLDINGS INC COM 199789108 491 21,000 X 21,000
COMCAST CORP CL A SPL 200300200 3,367 66,600 X 66,600
COMERICA INC COM 200340107 658 14,100 X 14,100
COMMERCE BANCORP INC NJ COM 200519106 1,468 36,300 X 36,300
COMMERCIAL FEDERAL CORPORATION COM 201647104 1,470 82,500 X 82,500
COMMERCIAL METALS CO COM 201723103 743 21,900 X 21,900
COMMONWEALTH INDS INC DEL COM 203004106 274 21,100 X 21,100
COMMSCOPE INC COM 203372107 2,806 69,600 X 69,600
COMMUNITY FIRST BANKSHARES INC COM 203902101 1,424 90,400 X 90,400
COMPAQ COMPUTER CORP COM 204493100 5,177 191,300 X 191,300
COMPUTER ASSOC INTL INC COM 204912109 3,399 48,600 X 48,600
COMPUTER SCIENCES CORP COM 205363104 1,353 14,300 X 14,300
COMPUTER TASK GROUP INC COM 205477102 538 36,300 X 36,300
COMPUWARE CORP COM 205638109 2,987 80,200 X 80,200
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,911 13,200 X 13,200
CONAGRA INC COM 205887102 1,003 44,200 X 44,200
CONCORD COMMUNICATIONS INC COM 206186108 994 22,400 X 22,400
CONE MLS CORP N C COM 206814105 151 33,600 X 33,600
CONNECTICUT ENERGY CORP COM 207567108 548 14,100 X 14,100
CONOCO INC CL B 208251405 1,408 56,601 X 56,601
CONSECO INC COM 208464107 504 28,300 X 28,300
CONSOLIDATED EDISON INC COM 209115104 721 20,900 X 20,900
CONSOLIDATED GRAPHICS INC COM 209341106 515 34,500 X 34,500
CONSOLIDATED NAT GAS CO COM 209615103 565 8,700 X 8,700
CONSOLIDATED PRODS INC COM 209798107 400 39,463 X 39,463
CONSTELLATION ENERGY CORP COM 210371100 392 13,500 X 13,500
COOPER COS INC COM NEW 216648402 554 18,400 X 18,400
COOPER INDS INC COM 216669101 380 9,400 X 9,400
COPART INC COM 217204106 1,383 31,800 X 31,800
COR THERAPEUTICS INC COM 217753102 890 33,100 X 33,100
CORDANT TECHNOLOGIES INC COM 218412104 528 16,000 X 16,000
CORN PRODS INTL INC COM 219023108 1,595 48,700 X 48,700
CORNING INC COM 219350105 2,695 20,900 X 20,900
COST PLUS INC CALIF COM 221485105 983 27,600 X 27,600
COSTCO WHSL CORP NEW COM 22160K105 1,798 19,700 X 19,700
COUNTRYWIDE CR INDS INC DEL COM 222372104 255 10,100 X 10,100
COVENTRY HEALTH CARE INC COM 222862104 929 137,600 X 137,600
CROSS A T CO CL A 227478104 102 22,600 X 22,600
CROSS TIMBERS OIL CO COM 227573102 536 59,100 X 59,100
CROWN CORK & SEAL INC COM 228255105 248 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 2,122 82,400 X 82,400
CURATIVE HEALTH SVCS INC COM 231264102 244 31,500 X 31,500
CYBEROPTICS CORP COM 232517102 275 10,000 X 10,000
CYBEX COMPUTER PRODS CORP COM 232522102 705 17,400 X 17,400
CYGNUS INC COM 232560102 608 33,300 X 33,300
CYRK INC COM 232817106 249 21,000 X 21,000
DBT ONLINE INC COM 233044106 593 24,400 X 24,400
D R HORTON INC COM 23331A109 1,688 122,200 X 122,200
DST SYS INC DEL COM 233326107 382 5,000 X 5,000
DTE ENERGY CO COM 233331107 414 13,100 X 13,100
DAIN RAUSCHER CORP COM 233856103 758 16,300 X 16,300
DAISYTEK INTL CORP COM 234053106 373 16,000 X 16,000
DALLAS SEMICONDUCTOR CORP COM 235204104 2,468 38,300 X 38,300
DANA CORP COM 235811106 449 15,000 X 15,000
DANAHER CORP DEL COM 235851102 589 12,200 X 12,200
DARDEN RESTAURANTS INC COM 237194105 228 12,600 X 12,600
DATASCOPE CORP COM 238113104 824 20,600 X 20,600
DATASTREAM SYS INC COM 238124101 400 16,300 X 16,300
DAYTON HUDSON CORP COM 239753106 4,612 62,800 X 62,800
DELL COMPUTER CORP COM 247025109 11,689 229,200 X 229,200
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,512 96,006 X 96,006
DELPHI FINL GROUP INC CL A 247131105 817 27,234 X 27,234
DELTA & PINE LD CO COM 247357106 883 50,800 X 50,800
DELTA AIR LINES INC DEL COM 247361108 648 13,000 X 13,000
DELTA WOODSIDE INDS INC NEW COM 247909104 61 31,300 X 31,300
DELUXE CORP COM 248019101 200 7,300 X 7,300
DENDRITE INTL INC COM 248239105 1,692 49,950 X 49,950
DENTSPLY INTL INC NEW COM 249030107 425 18,000 X 18,000
DEPARTMENT 56 INC COM 249509100 536 23,700 X 23,700
DEVRY INC DEL COM 251893103 868 46,300 X 46,300
DIAGNOSTIC PRODS CORP COM 252450101 443 18,100 X 18,100
DIAMOND OFFSHORE DRILLING INC COM 25271C102 550 18,000 X 18,000
DIGI INTL INC COM 253798102 272 26,100 X 26,100
DIGITAL MICROWAVE CORP COM 253859102 1,969 84,000 X 84,000
DIMON INC COM 254394109 191 58,800 X 58,800
DIONEX CORP COM 254546104 1,244 30,200 X 30,200
DISCOUNT AUTO PTS INC COM 254642101 397 22,000 X 22,000
DISNEY WALT CO COM DISNEY 254687106 5,461 186,700 X 186,700
DIXIE GROUP INC CL A 255519100 117 15,800 X 15,800
DOLLAR GEN CORP COM 256669102 540 23,750 X 23,750
DOLLAR TREE STORES INC COM 256747106 756 15,600 X 15,600
DOMINION RES INC VA COM 257470104 695 17,700 X 17,700
DONNELLEY R R & SONS CO COM 257867101 308 12,400 X 12,400
DOVER CORP COM 260003108 912 20,100 X 20,100
DOW CHEM CO COM 260543103 2,673 20,000 X 20,000
DOW JONES & CO INC COM 260561105 578 8,500 X 8,500
DOWNEY FINL CORP COM 261018105 862 42,700 X 42,700
DRESS BARN INC COM 261570105 436 26,200 X 26,200
DRIL-QUIP INC COM 262037104 683 22,500 X 22,500
DU PONT E I DE NEMOURS & CO COM 263534109 6,120 92,900 X 92,900
DUKE ENERGY CORP COM 264399106 2,000 39,908 X 39,908
DUN & BRADSTREET CORP DEL COM 26483B106 445 15,100 X 15,100
DURA PHARMACEUTICALS INC COM 26632S109 1,328 95,300 X 95,300
DYCOM INDS INC COM 267475101 1,723 39,100 X 39,100
E M C CORP MASS COM 268648102 10,052 92,006 X 92,006
ENSCO INTL INC COM 26874Q100 229 10,000 X 10,000
ETEC SYS INC COM 26922C103 1,301 29,000 X 29,000
EAGLE USA AIRFREIGHT INC COM 270018104 1,639 38,000 X 38,000
EARTHGRAINS CO COM 270319106 1,267 78,600 X 78,600
EASTERN UTILS ASSOC COM 277173100 818 27,000 X 27,000
EASTMAN CHEM CO COM 277432100 343 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 1,941 29,300 X 29,300
EATON CORP COM 278058102 472 6,500 X 6,500
EATON VANCE CORP COM NON VTG 278265103 1,843 48,500 X 48,500
ECOLAB INC COM 278865100 458 11,700 X 11,700
EDISON INTL COM 281020107 833 31,800 X 31,800
EL PASO ENERGY CORP DEL COM 283905107 1,199 30,900 X 30,900
ELCOR CORP COM 284443108 1,003 33,300 X 33,300
ELECTRO SCIENTIFIC INDS COM 285229100 1,256 17,200 X 17,200
ELECTROGLAS INC COM 285324109 665 26,200 X 26,200
ELECTRONIC DATA SYS NEW COM 285661104 2,972 44,400 X 44,400
ELECTRONICS FOR IMAGING INC COM 286082102 913 15,700 X 15,700
EMERSON ELEC CO COM 291011104 2,731 47,600 X 47,600
ENERGEN CORP COM 29265N108 813 45,000 X 45,000
ENGELHARD CORP COM 292845104 759 40,200 X 40,200
ENESCO GROUP INC COM 292973104 201 18,200 X 18,200
ENHANCE FINL SVCS GROUP INC COM 293310108 988 60,800 X 60,800
ENRON CORP COM 293561106 3,541 79,800 X 79,800
ENTERGY CORP NEW COM 29364G103 574 22,300 X 22,300
ENZO BIOCHEM INC COM 294100102 1,546 33,600 X 33,600
EPICOR SOFTWARE CORP COM 29426L108 270 53,400 X 53,400
EQUIFAX INC COM 294429105 302 12,800 X 12,800
ESTERLINE TECHNOLOGIES CORP COM 297425100 386 33,400 X 33,400
ETHAN ALLEN INTERIORS INC COM 297602104 2,015 62,850 X 62,850
EXABYTE CORP COM 300615101 220 29,300 X 29,300
EXPEDITORS INTL WASH INC COM 302130109 2,935 67,000 X 67,000
EXPRESS SCRIPTS INC CL A 302182100 3,533 55,200 X 55,200
EXXON MOBIL CORP COM 30231G102 28,333 351,686 X 351,686
EZENIA INC COM 302311105 237 29,800 X 29,800
F M C CORP COM NEW 302491303 390 6,800 X 6,800
FPL GROUP INC COM 302571104 1,122 26,200 X 26,200
F Y I INC COM 302712104 303 8,900 X 8,900
FACTSET RESH SYS INC COM 303075105 1,887 23,700 X 23,700
FAIR ISAAC & CO INC COM 303250104 1,224 23,100 X 23,100
FDX CORP COM 31304N107 1,089 26,600 X 26,600
FEDDERS CORP COM 313135105 263 47,900 X 47,900
FEDERAL HOME LN MTG CORP COM 313400301 3,676 78,100 X 78,100
FEDERAL NATL MTG ASSN COM 313586109 7,461 119,500 X 119,500
FEDERATED DEPT STORES INC DEL COM 31410H101 961 19,000 X 19,000
FERRO CORP COM 315405100 288 13,100 X 13,100
FIDELITY NATL FINL INC COM 316326107 750 52,200 X 52,200
FIFTH THIRD BANCORP COM 316773100 1,768 24,100 X 24,100
FILENET CORP COM 316869106 1,211 47,500 X 47,500
FIRST AMERN FINL CORP COM 318522307 1,112 89,400 X 89,400
FIRST BANCORP P R COM 318672102 799 38,500 X 38,500
FIRST DATA CORP COM 319963104 1,977 40,100 X 40,100
FIRST MIDWEST BANCORP DEL COM 320867104 1,483 55,950 X 55,950
FIRST UN CORP COM 337358105 3,817 115,900 X 115,900
FIRSTAR CORP NEW WIS COM 33763V109 1,910 90,400 X 90,400
FIRSTMERIT CORP COM 337915102 1,208 52,500 X 52,500
FLAGSTAR BANCORP INC COM 337930101 304 17,600 X 17,600
FIRSTENERGY CORP COM 337932107 486 21,400 X 21,400
FLEETBOSTON FINL CORP COM 339030108 2,879 82,705 X 82,705
FLEMING COS INC COM 339130106 521 50,800 X 50,800
FLEXSTEEL INDS INC COM 339382103 318 23,800 X 23,800
FLORIDA PROGRESS CORP COM 341109106 377 8,900 X 8,900
FLORIDA ROCK INDS INC COM 341140101 871 25,300 X 25,300
FLOW INTL CORP COM 343468104 221 19,400 X 19,400
FLUOR CORP COM 343861100 317 6,900 X 6,900
FOOTSTAR INC COM 344912100 1,043 34,200 X 34,200
FORD MTR CO DEL COM 345370100 6,350 119,100 X 119,100
FORT JAMES CORP COM 347471104 545 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 512 15,500 X 15,500
FOSSIL INC COM 349882100 961 41,550 X 41,550
FRANKLIN COVEY CO COM 353469109 297 40,900 X 40,900
FRANKLIN RES INC COM 354613101 728 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 317 15,000 X 15,000
FREMONT GEN CORP COM 357288109 698 94,600 X 94,600
FRIEDE GOLDMAN HALTER INC COM 358430106 151 21,831 X 21,831
FRITZ COS INC COM 358846103 616 58,700 X 58,700
FRONTIER INS GROUP INC NEW COM 359081106 158 46,100 X 46,100
FROZEN FOOD EXPRESS INDS INC COM 359360104 84 21,600 X 21,600
G & K SVCS INC CL A 361268105 877 27,100 X 27,100
GC COS INC COM 36155Q109 267 10,300 X 10,300
GPU INC COM 36225X100 345 11,600 X 11,600
GTE CORP COM 362320103 6,619 93,800 X 93,800
GALLAGHER ARTHUR J & CO COM 363576109 1,923 29,700 X 29,700
GANNETT INC COM 364730101 3,018 37,000 X 37,000
GAP INC DEL COM 364760108 6,162 133,950 X 133,950
GARDNER DENVER INC COM 365558105 299 17,900 X 17,900
GATEWAY INC COM 367626108 2,032 28,200 X 28,200
GENCORP INC COM 368682100 544 55,100 X 55,100
GENERAL COMMUNICATION INC CL A 369385109 294 67,200 X 67,200
GENERAL DYNAMICS CORP COM 369550108 601 11,400 X 11,400
GENERAL ELEC CO COM 369604103 47,369 306,100 X 306,100
GENERAL INSTR CORP DEL COM 370120107 1,301 15,300 X 15,300
GENERAL MLS INC COM 370334104 994 27,800 X 27,800
GENERAL MTRS CORP COM 370442105 4,296 59,100 X 59,100
GENERAL SEMICONDUCTOR INC COM 370787103 690 48,600 X 48,600
GENTEX CORP COM 371901109 2,711 97,700 X 97,700
GENESIS HEALTH VENTURES INC COM 371912106 96 46,500 X 46,500
GENRAD INC COM 372447102 273 16,900 X 16,900
GEON CO COM 37246W105 1,030 31,700 X 31,700
GENUINE PARTS CO COM 372460105 404 16,300 X 16,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 822 16,200 X 16,200
GERBER SCIENTIFIC INC COM 373730100 638 29,100 X 29,100
GIBSON GREETINGS INC COM 374827103 187 20,900 X 20,900
GILLETTE CO COM 375766102 4,926 119,600 X 119,600
GOLDEN ST BANCORP INC COM 381197102 592 34,300 X 34,300
GOLDEN WEST FINL CORP DEL COM 381317106 925 27,600 X 27,600
GOODRICH B F CO COM 382388106 545 19,800 X 19,800
GOODYEAR TIRE & RUBR CO COM 382550101 396 14,100 X 14,100
GOODYS FAMILY CLOTHING INC COM 382588101 237 44,000 X 44,000
GOTTSCHALKS INC COM 383485109 123 16,600 X 16,600
GRACE W R & CO DEL NEW COM 38388F108 349 24,700 X 24,700
GRACO INC COM 384109104 1,374 38,300 X 38,300
GRAINGER W W INC COM 384802104 411 8,600 X 8,600
GREAT LAKES CHEM CORP COM 390568103 206 5,400 X 5,400
GREAT PLAINS SOFTWARE COM 39119E105 1,151 15,400 X 15,400
GRIFFON CORP COM 398433102 441 56,400 X 56,400
GROUP 1 AUTOMOTIVE INC COM 398905109 390 28,000 X 28,000
GUIDANT CORP COM 401698105 1,278 27,200 X 27,200
GUILFORD MLS INC COM 401794102 216 29,800 X 29,800
GYMBOREE CORP COM 403777105 236 42,000 X 42,000
HNC SOFTWARE INC COM 40425P107 3,532 33,400 X 33,400
HS RES INC COM 404297103 423 24,500 X 24,500
HA-LO INDS INC COM 404429102 518 69,100 X 69,100
HADCO CORP COM 404681108 1,336 26,200 X 26,200
HAIN FOOD GROUP INC COM 405219106 291 13,000 X 13,000
HALLIBURTON CO COM 406216101 2,000 49,700 X 49,700
HANCOCK FABRICS INC COM 409900107 79 25,300 X 25,300
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 460 46,000 X 46,000
HARBINGER CORP COM 41145C103 1,613 50,700 X 50,700
HARLAND JOHN H CO COM 412693103 771 42,100 X 42,100
HARMAN INTL INDS INC COM 413086109 1,571 28,000 X 28,000
HARMON INDS INC NEW COM 413136102 283 23,300 X 23,300
HARRAHS ENTMT INC COM 413619107 642 24,300 X 24,300
HARTFORD FINL SVCS GROUP INC COM 416515104 981 20,700 X 20,700
HARTMARX CORP COM 417119104 173 42,700 X 42,700
HASBRO INC COM 418056107 335 17,700 X 17,700
HEALTHSOUTH CORP COM 421924101 205 38,100 X 38,100
HEARTLAND EXPRESS INC COM 422347104 624 39,600 X 39,600
HECLA MNG CO COM 422704106 137 87,900 X 87,900
HEINZ H J CO COM 423074103 1,362 34,200 X 34,200
HELIX TECHNOLOGY CORP COM 423319102 1,322 29,500 X 29,500
HENRY JACK & ASSOC INC COM 426281101 1,777 33,100 X 33,100
HERCULES INC COM 427056106 240 8,600 X 8,600
HERSHEY FOODS CORP COM 427866108 612 12,900 X 12,900
HEWLETT PACKARD CO COM 428236103 10,636 93,500 X 93,500
HILB ROGAL & HAMILTON CO COM 431294107 455 16,100 X 16,100
HILTON HOTELS CORP COM 432848109 225 23,500 X 23,500
HOLLYWOOD PK INC NEW COM 436255103 765 34,100 X 34,100
HOLOGIC INC COM 436440101 224 39,000 X 39,000
HOME DEPOT INC COM 437076102 15,139 220,200 X 220,200
HOMESTAKE MNG CO COM 437614100 149 19,100 X 19,100
HONEYWELL INTL INC COM 438516106 4,608 79,875 X 79,875
HOOPER HOLMES INC COM 439104100 960 37,300 X 37,300
HOUSEHOLD INTL INC COM 441815107 1,620 43,500 X 43,500
HUDSON UNITED BANCORP COM 444165104 1,788 69,937 X 69,937
HUFFY CORP COM 444356109 74 14,100 X 14,100
HUGHES SUPPLY INC COM 444482103 671 31,100 X 31,100
HUMANA INC COM 444859102 124 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 1,424 59,646 X 59,646
HUTCHINSON TECHNOLOGY INC COM 448407106 693 32,600 X 32,600
HYPERION SOLUTIONS CORP COM 44914M104 1,775 40,800 X 40,800
IBP INC COM 449223106 387 21,500 X 21,500
IDEC PHARMACEUTICALS CORP COM 449370105 5,797 59,000 X 59,000
IHOP CORP COM 449623107 451 27,000 X 27,000
IMCO RECYCLING INC COM 449681105 400 31,700 X 31,700
IMS HEALTH INC COM 449934108 788 29,000 X 29,000
ITT INDS INC IND COM 450911102 328 9,800 X 9,800
IDEX CORP COM 45167R104 1,179 38,800 X 38,800
IDEXX LABS INC COM 45168D104 943 58,500 X 58,500
IKON OFFICE SOLUTIONS INC COM 451713101 84 12,400 X 12,400
ILLINOIS TOOL WKS INC COM 452308109 1,527 22,600 X 22,600
IMMUNE RESPONSE CORP DEL COM 45252T106 141 32,400 X 32,400
INACOM CORP COM 45323G109 448 61,204 X 61,204
INCO LTD COM 453258402 353 15,000 X 15,000
INCYTE PHARMACEUTICALS INC COM 45337C102 2,262 37,700 X 37,700
INGERSOLL-RAND CO COM 456866102 820 14,900 X 14,900
INFORMATION RES INC COM 456905108 339 36,600 X 36,600
INGRAM MICRO INC CL A 457153104 235 17,900 X 17,900
INNOVEX INC COM 457647105 297 31,700 X 31,700
INSIGHT ENTERPRISES INC COM 45765U103 1,926 47,400 X 47,400
INPUT/OUTPUT INC COM 457652105 347 68,500 X 68,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 955 33,800 X 33,800
INSTEEL INDUSTRIES INC COM 45774W108 102 11,200 X 11,200
INSURANCE AUTO AUCTIONS INC COM 457875102 244 15,500 X 15,500
INTEGRATED HEALTH SVCS INC COM 45812C106 4 43,000 X 43,000
INTEL CORP COM 458140100 26,784 325,400 X 325,400
INTELLIGROUP INC COM 45816A106 347 14,000 X 14,000
INTER TEL INC COM 458372109 1,263 50,500 X 50,500
INTERFACE INC CL A 458665106 550 95,700 X 95,700
INTERIM SVCS INC COM 45868P100 2,987 120,680 X 120,680
INTERMAGNETICS GEN CORP COM 458771102 143 16,300 X 16,300
INTERMET CORP COM 45881K104 530 45,600 X 45,600
INTERNATIONAL BUSINESS MACHS COM 459200101 18,296 169,600 X 169,600
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 361 9,600 X 9,600
INTL PAPER CO COM 460146103 2,091 37,056 X 37,056
INTERNATIONAL RECTIFIER CORP COM 460254105 1,820 70,000 X 70,000
INTERPUBLIC GROUP COS INC COM 460690100 2,544 44,100 X 44,100
INTERVOICE-BRITE INC COM 461142101 1,286 55,300 X 55,300
INVACARE CORP COM 461203101 995 49,600 X 49,600
INVESTORS FINL SERVICES CORP COM 461915100 938 20,400 X 20,400
IONICS INC COM 462218108 608 21,600 X 21,600
ITRON INC COM 465741106 240 39,200 X 39,200
IVAX CORP COM 465823102 286 11,100 X 11,100
J & J SNACK FOODS CORP COM 466032109 242 11,800 X 11,800
JLG INDS INC COM 466210101 928 58,200 X 58,200
JSB FINANCIAL INC COM 46624M100 633 12,200 X 12,200
JABIL CIRCUIT INC COM 466313103 292 4,000 X 4,000
JACK IN THE BOX INC COM 466367109 1,121 54,200 X 54,200
JAN BELL MARKETING INC COM 470760109 106 36,800 X 36,800
JEFFERIES GROUP INC NEW COM 472319102 686 31,200 X 31,200
JEFFERSON PILOT CORP COM 475070108 1,133 16,600 X 16,600
JO-ANN STORES INC CL A 47758P109 272 24,200 X 24,200
JOHNSON & JOHNSON COM 478160104 12,822 137,500 X 137,500
JOHNSON CTLS INC COM 478366107 449 7,900 X 7,900
JONES APPAREL GROUP INC COM 480074103 1,131 41,700 X 41,700
JONES PHARMA INC COM 480236108 3,503 80,650 X 80,650
JUST FOR FEET INC COM 48213P106 52 41,200 X 41,200
JUSTIN INDS INC COM 482171105 500 33,600 X 33,600
KLA-TENCORP CORP COM 482480100 880 7,900 X 7,900
K MART CORP COM 482584109 448 44,500 X 44,500
K-SWISS INC CL A 482686102 279 15,000 X 15,000
K2 INC COM 482732104 245 32,100 X 32,100
KAMAN CORP CL A 483548103 400 31,100 X 31,100
KANSAS CITY SOUTHN INDS INC COM 485170104 746 10,000 X 10,000
KEEBLER FOODS CO COM 487256109 534 19,000 X 19,000
KELLOGG CO COM 487836108 1,128 36,600 X 36,600
KELLSTROM INDS INC COM 488035106 144 15,800 X 15,800
KELLWOOD CO COM 488044108 719 37,000 X 37,000
KEMET CORP COM 488360108 2,587 57,400 X 57,400
KENT ELECTRS CORP COM 490553104 842 37,000 X 37,000
KERR MCGEE CORP COM 492386107 486 7,842 X 7,842
KEYCORP NEW COM 493267108 872 39,400 X 39,400
KIMBERLY CLARK CORP COM 494368103 3,429 52,400 X 52,400
KIMCO REALTY CORP COM 49446R109 305 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 509 25,200 X 25,200
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 497 12,000 X 12,000
KIRBY CORP COM 497266106 545 26,600 X 26,600
KNIGHT RIDDER INC COM 499040103 858 14,400 X 14,400
KOHLS CORP COM 500255104 2,115 29,300 X 29,300
KOMAG INC COM 500453105 227 72,600 X 72,600
KROGER CO COM 501044101 1,589 84,200 X 84,200
KROLL O GARA CO COM 501050108 553 33,500 X 33,500
KRONOS INC COM 501052104 990 16,500 X 16,500
KULICKE & SOFFA INDS INC COM 501242101 1,353 31,800 X 31,800
LSI LOGIC CORP COM 502161102 857 12,700 X 12,700
L-3 COMMUNICATIONS HLDGS INC COM 502424104 500 12,000 X 12,000
LA Z BOY INC COM 505336107 1,160 69,000 X 69,000
LABOR READY INC COM NEW 505401208 766 63,200 X 63,200
LAIDLAW INC COM 50730K503 155 29,600 X 29,600
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 539 62,000 X 62,000
LANDSTAR SYS INC COM 515098101 569 13,300 X 13,300
LASER VISION CTRS INC COM 51807H100 298 28,200 X 28,200
LASON INC COM 51808R107 509 46,300 X 46,300
LATTICE SEMICONDUCTOR CORP COM 518415104 3,186 67,600 X 67,600
LAWSON PRODS INC COM 520776105 324 14,000 X 14,000
LEGGETT & PLATT INC COM 524660107 382 17,800 X 17,800
LEGG MASON INC COM 524901105 2,664 73,500 X 73,500
LEHMAN BROS HLDGS INC COM 524908100 898 10,600 X 10,600
LEXMARK INTL GROUP INC CL A 529771107 1,050 11,600 X 11,600
LIBBEY INC COM 529898108 618 21,500 X 21,500
LILLIAN VERNON CORP COM 532430105 135 12,100 X 12,100
LILLY ELI & CO COM 532457108 7,727 116,200 X 116,200
LILLY INDS INC CL A 532491107 413 30,700 X 30,700
LIMITED INC COM 532716107 858 19,810 X 19,810
LINCARE HLDGS INC COM 532791100 624 18,000 X 18,000
LINCOLN NATL CORP IND COM 534187109 736 18,400 X 18,400
LINDSAY MFG CO COM 535555106 303 16,600 X 16,600
LINENS N THINGS INC COM 535679104 1,715 57,900 X 57,900
LIPOSOME CO INC COM 536310105 631 51,700 X 51,700
LIZ CLAIBORNE INC COM 539320101 768 20,400 X 20,400
LOCKHEED MARTIN CORP COM 539830109 770 35,200 X 35,200
LOEWS CORP COM 540424108 625 10,300 X 10,300
LOWES COS INC COM 548661107 3,095 51,800 X 51,800
LUBYS INC COM 549282101 416 36,600 X 36,600
LUCENT TECHNOLOGIES INC COM 549463107 21,653 288,700 X 288,700
LYDALL INC DEL COM 550819106 246 37,100 X 37,100
MAF BANCORP INC COM 55261R108 668 31,900 X 31,900
MBIA INC COM 55262C100 1,003 19,000 X 19,000
MBNA CORP COM 55262L100 3,210 117,800 X 117,800
M D C HLDGS INC COM 552676108 461 29,400 X 29,400
MCI WORLDCOM INC COM 55268B106 13,634 256,950 X 256,950
MGIC INVT CORP WIS COM 552848103 1,162 19,300 X 19,300
M S CARRIERS INC COM 553533100 387 16,200 X 16,200
MACDERMID INC COM 554273102 1,363 33,200 X 33,200
MACROMEDIA INC COM 556100105 4,358 59,600 X 59,600
MAGELLAN HEALTH SVCS INC COM 559079108 265 42,000 X 42,000
MAIL-WELL INC COM 560321200 301 22,300 X 22,300
MALLINCKRODT INC NEW COM 561232109 684 21,500 X 21,500
MANITOWOC INC COM 563571108 1,183 34,800 X 34,800
MANOR CARE INC NEW COM 564055101 160 10,000 X 10,000
MARCUS CORP COM 566330106 531 39,500 X 39,500
MARSH & MCLENNAN COS INC COM 571748102 2,220 23,200 X 23,200
MARRIOTT INTL INC NEW CL A 571903202 691 21,900 X 21,900
MASCO CORP COM 574599106 911 35,900 X 35,900
MASCOTECH INC COM 574670105 754 59,400 X 59,400
MASTECH CORP COM 57632N105 396 16,000 X 16,000
MATERIAL SCIENCIES CORP COM 576674105 207 20,300 X 20,300
MATTEL INC COM 577081102 348 26,500 X 26,500
MAY DEPT STORES CO COM 577778103 977 30,300 X 30,300
MAXIMUS INC COM 577933104 937 27,600 X 27,600
MAYTAG CORP COM 578592107 1,022 21,300 X 21,300
MCDONALDS CORP COM 580135101 4,918 122,000 X 122,000
MCGRAW HILL COS INC COM 580645109 2,021 32,800 X 32,800
MCKESSON HBOC INC COM 58155Q103 589 26,175 X 26,175
MCWHORTER TECHNOLOGIES INC COM 582803102 218 13,600 X 13,600
MEAD CORP COM 582834107 404 9,300 X 9,300
MEDIAONE GROUP INC COM 58440J104 4,202 54,700 X 54,700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,515 35,600 X 35,600
MEDIMMUNE INC COM 584699102 891 5,370 X 5,370
MEDQUIST INC COM 584949101 1,270 49,200 X 49,200
MEDTRONIC INC COM 585055106 4,369 119,905 X 119,905
MELLON FINL CORP COM 58551A108 1,819 53,400 X 53,400
MENS WEARHOUSE INC COM 587118100 2,235 76,100 X 76,100
MENTOR CORP MINN COM 587188103 852 33,000 X 33,000
MERCK & CO INC COM 589331107 15,937 237,200 X 237,200
MERCURY INTERACTIVE CORP COM 589405109 6,142 56,900 X 56,900
MERRILL LYNCH & CO INC COM 590188108 3,166 38,000 X 38,000
MESA AIR GROUP INC COM 590479101 212 44,600 X 44,600
METHODE ELECTRS INC CL A 591520200 1,500 46,700 X 46,700
METRIS COS INC COM 591598107 482 13,500 X 13,500
MICHAEL FOOD INC NEW COM 594079105 995 40,400 X 40,400
MICHAELS STORES INC COM 594087108 1,077 37,800 X 37,800
MICREL INC COM 594793101 3,211 56,400 X 56,400
MICROS SYS INC COM 594901100 2,020 27,300 X 27,300
MICROSOFT CORP COM 594918104 56,530 484,200 X 484,200
MICROAGE INC COM 594928103 97 27,800 X 27,800
MICRON TECHNOLOGY INC COM 595112103 2,278 29,300 X 29,300
MIDWEST EXPRESS HLDGS INC COM 597911106 596 18,700 X 18,700
MIDWAY GAMES INC COM 598148104 1,197 50,000 X 50,000
MINNESOTA MNG & MFG CO COM 604059105 3,543 36,200 X 36,200
MIRAGE RESORTS INC COM 60462E104 247 16,300 X 16,300
MISSISSIPPI CHEM CORP COM NEW 605288208 347 56,000 X 56,000
MOLECULAR BIOSYSTEMS INC COM 608513107 10 10,000 X 10,000
MONACO COACH CORP COM 60886R103 626 24,500 X 24,500
MONSANTO CO COM 611662107 1,931 54,500 X 54,500
MORGAN J P & CO INC COM 616880100 2,001 15,800 X 15,800
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 9,022 63,200 X 63,200
MORRISON KNUDSEN CORP NEW COM 61844A109 544 69,600 X 69,600
MOTOROLA INC COM 620076109 7,966 54,100 X 54,100
MUELLER INDS INC COM 624756102 1,762 48,600 X 48,600
MUTUAL RISK MGMT LTD COM 628351108 1,247 74,200 X 74,200
MYERS INDS INC COM 628464109 420 26,690 X 26,690
MYLAN LABS INC COM 628530107 453 18,000 X 18,000
NBTY INC COM 628782104 1,023 88,500 X 88,500
NCS HEALTHCARE INC CL A 628874109 64 26,800 X 26,800
NFO WORLDWIDE INC COM 62910N108 792 35,400 X 35,400
NVR INC COM 62944T105 287 6,000 X 6,000
NABISCO GROUP HLDG CORP COM 62952P102 311 29,300 X 29,300
NABORS INDS INC COM 629568106 1,065 34,440 X 34,440
NASH FINCH CO COM 631158102 96 15,000 X 15,000
NATIONAL CITY CORP COM 635405103 1,412 59,600 X 59,600
NATIONAL COMPUTER SYS INC COM 635519101 1,862 49,500 X 49,500
NATIONAL DATA CORP COM 635621105 1,656 48,800 X 48,800
NATIONAL INSTRS CORP COM 636518102 2,559 66,900 X 66,900
NATIONAL PRESTO INDS INC COM 637215104 344 9,700 X 9,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 642 15,000 X 15,000
NATIONWIDE FINL SVCS INC CL A 638612101 330 11,800 X 11,800
NATURES SUNSHINE PRODUCTS INC COM 639027101 189 23,600 X 23,600
NAUTICA ENTERPRISES INC COM 639089101 709 62,700 X 62,700
NAVISTAR INTL CORP NEW COM 63934E108 324 6,900 X 6,900
NELSON THOMAS INC COM 640376109 176 19,000 X 19,000
NEOMAGIC CORP COM 640497103 281 25,700 X 25,700
NETWORK APPLIANCE INC COM 64120L104 1,096 13,200 X 13,200
NETWORK EQUIP TECHNOLOGIES COM 641208103 435 36,800 X 36,800
NEW CENTURY ENERGIES INC COM 64352U103 307 10,100 X 10,100
NEW ENGLAND BUSINESS SVC INC COM 643872104 464 19,000 X 19,000
NEW JERSEY RES COM 646025106 1,129 28,900 X 28,900
NEW YORK TIMES CO CL A 650111107 811 16,500 X 16,500
NEWELL RUBBERMAID INC COM 651229106 737 25,420 X 25,420
NEWFIELD EXPL CO COM 651290108 1,469 54,900 X 54,900
NEWMONT MINING CORP COM 651639106 370 15,100 X 15,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 2,661 25,800 X 25,800
NIAGARA MOHAWK HLDGS INC COM 653520106 237 17,000 X 17,000
NIKE INC CL B 654106103 1,284 25,900 X 25,900
99 CENTS ONLY STORES COM 65440K106 873 22,812 X 22,812
NORDSTROM INC COM 655664100 337 12,800 X 12,800
NORFOLK SOUTHERN CORP COM 655844108 703 34,300 X 34,300
NORTEL NETWORKS CORP COM 656569100 12,100 119,800 X 119,800
NORTH AMERN VACCINE INC COM 657201109 192 42,600 X 42,600
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 219 9,500 X 9,500
NORTHN STS PWR CO MINN COM 665772109 269 13,800 X 13,800
NORTHERN TR CORP COM 665859104 1,071 20,200 X 20,200
NORTHROP GRUMMAN CORP COM 666807102 746 13,800 X 13,800
NORTHWEST NAT GAS CO COM 667655104 1,125 51,300 X 51,300
NORTHWESTERN CORP COM 668074107 671 30,500 X 30,500
NOVELL INC COM 670006105 1,274 31,900 X 31,900
NOVEN PHARMACEUTICALS INC COM 670009109 513 28,300 X 28,300
NUCOR CORP COM 670346105 433 7,900 X 7,900
OM GROUP INC COM 670872100 1,078 31,300 X 31,300
OAK INDS INC COM NEW 671400505 2,558 24,100 X 24,100
OAKWOOD HOMES CORP COM 674098108 198 62,200 X 62,200
OCCIDENTAL PETE CORP DEL COM 674599105 675 31,200 X 31,200
OCEANEERING INTL INC COM 675232102 441 29,500 X 29,500
OCULAR SCIENCES INC COM 675744106 264 14,000 X 14,000
OFFICE DEPOT INC COM 676220106 372 33,800 X 33,800
OFFSHORE LOGISTICS INC COM 676255102 352 37,600 X 37,600
OMNICOM GROUP INC COM 681919106 1,530 15,300 X 15,300
OMNOVA SOLUTIONS INC COM 682129101 432 55,700 X 55,700
ON ASSIGNMENT INC COM 682159108 448 15,000 X 15,000
ORACLE CORP COM 68389X105 15,252 136,100 X 136,100
ORBITAL SCIENCES CORP COM 685564106 1,065 57,400 X 57,400
ORGANOGENESIS INC COM 685906109 349 40,200 X 40,200
O REILLY AUTOMOTIVE INC COM 686091109 1,875 87,200 X 87,200
ORTHODONTIC CTRS AMER INC COM 68750P103 1,247 104,500 X 104,500
OSHKOSH B GOSH INC CL A 688222207 470 22,300 X 22,300
OSTEOTECH INC COM 688582105 242 18,100 X 18,100
OUTBACK STEAKHOUSE INC COM 689899102 508 19,600 X 19,600
OWENS CORNING COM 69073F103 635 32,900 X 32,900
OWENS & MINOR INC NEW COM 690732102 396 44,300 X 44,300
OWENS ILL INC COM NEW 690768403 353 14,100 X 14,100
OXFORD INDS INC COM 691497309 212 10,700 X 10,700
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PECO ENERGY CO COM 693304107 705 20,300 X 20,300
PG&E CORP COM 69331C108 707 34,500 X 34,500
PE CORP COM PE BIO GRP 69332S102 1,083 9,000 X 9,000
PNC BK CORP COM 693475105 1,210 27,200 X 27,200
P P & L RES INC COM 693499105 325 14,200 X 14,200
PPG INDS INC COM 693506107 1,583 25,300 X 25,300
PACCAR INC COM 693718108 656 14,800 X 14,800
PACIFIC SUNWEAR CALIF INC COM 694873100 1,890 59,300 X 59,300
PACTIV CORP COM 695257105 220 20,700 X 20,700
PAINE WEBBER GROUP INC COM 695629105 508 13,100 X 13,100
PALL CORP COM 696429307 757 35,100 X 35,100
PANERA BREAD CO CL A 69840W108 124 16,000 X 16,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 655 24,200 X 24,200
PAREXEL INTL CORP COM 699462107 398 33,700 X 33,700
PARK ELECTROCHEMICAL CORP COM 700416209 364 13,700 X 13,700
PARKER HANNIFIN CORP COM 701094104 508 9,900 X 9,900
PATTERSON DENTAL CO COM 703412106 2,361 55,400 X 55,400
PAXAR CORP COM 704227107 617 73,100 X 73,100
PAYCHEX INC COM 704326107 888 22,200 X 22,200
PAYLESS SHOESOURCE INC COM 704379106 296 6,288 X 6,288
PEDIATRIX MED GROUP COM 705324101 144 20,500 X 20,500
PENFORD CORP COM 707051108 173 10,000 X 10,000
PENNEY J C INC COM 708160106 459 23,000 X 23,000
PEOPLES HERITAGE FINL GROUP COM 711147108 211 14,000 X 14,000
PEOPLESOFT INC COM 712713106 1,074 50,370 X 50,370
PEPSICO INC COM 713448108 4,692 133,100 X 133,100
PERFORMANCE FOOD GROUP CO COM 713755106 434 17,800 X 17,800
PETSMART INC COM 716768106 58 10,000 X 10,000
PHARMACIA & UPJOHN INC COM 716941109 2,286 50,800 X 50,800
PFIZER INC COM 717081103 13,085 403,400 X 403,400
PHARMACEUTICAL PROD DEV INC COM 717124101 590 49,700 X 49,700
PHELPS DODGE CORP COM 717265102 424 6,297 X 6,297
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1,138 55,013 X 55,013
PHILIP MORRIS COS INC COM 718154107 5,046 219,400 X 219,400
PHILLIPS PETE CO COM 718507106 1,081 23,000 X 23,000
PHILLIPS VAN HEUSEN CORP COM 718592108 416 50,100 X 50,100
PHOENIX TECHNOLOGY LTD COM 719153108 342 21,600 X 21,600
PHYCOR INC COM 71940F100 188 100,400 X 100,400
PHOTRONICS INC COM 719405102 1,042 36,400 X 36,400
PICTURETEL CORP COM NEW 720035302 227 52,600 X 52,600
PIEDMONT NAT GAS INC COM 720186105 1,410 46,800 X 46,800
PIER 1 IMPORTS INC COM 720279108 813 127,500 X 127,500
PILGRIMS PRIDE CORP CL B 721467108 108 13,000 X 13,000
PILGRIMS PRIDE CORP CL A 721467207 134 20,800 X 20,800
PILLOWTEX CORP COM 721501104 116 18,700 X 18,700
PINNACLE SYS INC COM 723481107 948 23,300 X 23,300
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PIONEER GROUP INC COM 723684106 550 34,900 X 34,900
PIONEER STD ELECTRS INC COM 723877106 1,001 69,300 X 69,300
PITNEY BOWES INC COM 724479100 1,333 27,600 X 27,600
PITTSTON CO COM BAX GROUP 725701882 291 27,400 X 27,400
PLACER DOME INC COM 725906101 243 22,600 X 22,600
PLAINS RES INC COM PAR $0.10 726540503 279 22,300 X 22,300
PLANTRONICS INC NEW COM 727493108 1,624 22,700 X 22,700
PLAYERS INTL INC COM 727903106 348 42,300 X 42,300
PLEXUS CORP COM 729132100 898 20,400 X 20,400
POGO PRODUCING CO COM 730448107 1,080 53,000 X 53,000
POLARIS INDS INC COM 731068102 1,207 33,300 X 33,300
POPE & TALBOT INC COM 732827100 285 17,800 X 17,800
POWERWAVE TECHNOLOGIES INC COM 739363109 1,524 26,100 X 26,100
PREMIER BANCSHARES INC GA COM 739909109 469 34,400 X 34,400
PRAXAIR INC COM 74005P104 1,223 24,300 X 24,300
PRE PAID LEGAL SVCS INC COM 740065107 1,181 49,200 X 49,200
PRICE T ROWE & ASSOCIATES COM 741477103 406 11,000 X 11,000
PRIME MED SVCS INC NEW COM 74156D108 308 33,700 X 33,700
PRIMARK CORP COM 741903108 759 27,300 X 27,300
PRIME HOSPITALITY CORP COM 741917108 767 87,000 X 87,000
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PRIORITY HEALTHCARE CORP CL B 74264T102 857 29,600 X 29,600
PROCTER & GAMBLE CO COM 742718109 13,739 125,400 X 125,400
PROFIT RECOVERY GROUP INTL INC COM 743168106 1,769 66,600 X 66,600
PROGRESS SOFTWARE CORP COM 743312100 1,260 22,200 X 22,200
PROGRESSIVE CORP OHIO COM 743315103 483 6,600 X 6,600
PROJECT SOFTWARE & DEV INC COM 74339P101 1,277 23,000 X 23,000
PROTEIN DESIGN LABS INC COM 74369L103 1,764 25,200 X 25,200
PROVIDENT BANKSHARES CORP COM 743859100 583 33,700 X 33,700
PROVIDIAN FINL CORP COM 74406A102 1,621 17,800 X 17,800
PROXIM INC COM 744284100 1,771 16,100 X 16,100
PUBLIC SVC CO N C INC COM 744516105 895 27,700 X 27,700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 721 20,700 X 20,700
PUGET SOUND ENERGY INC COM 745332106 409 21,100 X 21,100
PULTE CORP COM 745867101 538 23,900 X 23,900
QRS CORP COM 74726X105 1,995 19,000 X 19,000
QUAKER CHEM CORP COM 747316107 168 11,800 X 11,800
QUAKER OATS CO COM 747402105 807 12,300 X 12,300
QUALCOMM INC COM 747525103 17,824 101,200 X 101,200
QUANTA SVCS INC COM 74762E102 339 12,000 X 12,000
QUANEX CORP COM 747620102 592 23,200 X 23,200
QUEBECOR PRINTING INC SUB VTG 747922102 1,335 60,000 X 60,000
QUEENS CNTY BANCORP INC COM 748242104 1,055 38,900 X 38,900
QUIKSILVER INC COM 74838C106 456 29,400 X 29,400
QUINTILES TRANSNATIONAL CORP COM 748767100 196 10,500 X 10,500
R G S ENERGY GROUP INC COM 74956K104 232 11,300 X 11,300
RSA SEC INC COM 749719100 4,813 62,100 X 62,100
RTI INTL METALS INC COM 74973W107 209 27,900 X 27,900
RADIAN GROUP INC COM 750236101 2,836 59,400 X 59,400
RAILTEX INC COM 750766107 220 12,300 X 12,300
RALCORP HLDGS INC NEW COM 751028101 819 41,100 X 41,100
RALSTON PURINA CO COM RAL-PUR GP 751277302 753 27,000 X 27,000
RATIONAL SOFTWARE CORP COM NEW 75409P202 309 6,300 X 6,300
RAYMOND JAMES FINANCIAL INC COM 754730109 1,162 62,400 X 62,400
RAYTHEON CO CL B 755111408 808 30,400 X 30,400
READ-RITE CORP COM 755246105 317 66,800 X 66,800
REGAL BELOIT CORP COM 758750103 757 36,700 X 36,700
REGENERON PHARMACEUTICALS COM 75886F107 527 41,300 X 41,300
REGIS CORP MINN COM 758932107 921 48,800 X 48,800
REGIONS FINL CORP COM 758940100 503 20,000 X 20,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,145 48,850 X 48,850
RELIANT ENERGY INC COM 75952J108 913 39,900 X 39,900
REMEDY CORP COM 759548100 2,345 49,500 X 49,500
REMINGTON OIL & GAS CORP COM 759594302 110 28,400 X 28,400
RENAL CARE GROUP INC COM 759930100 1,414 60,500 X 60,500
REPUBLIC GROUP INC COM 760473108 236 15,600 X 15,600
REPUBLIC N Y CORP COM 760719104 698 9,700 X 9,700
RESMED INC COM 761152107 1,144 27,400 X 27,400
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RESPIRONICS INC COM 761230101 322 40,400 X 40,400
REYNOLDS & REYNOLDS CO CL A 761695105 450 20,000 X 20,000
REYNOLDS METALS CO COM 761763101 452 5,900 X 5,900
RIGGS NATL CORP WASH DC COM 766570105 492 37,300 X 37,300
RITE AID CORP COM 767754104 259 23,300 X 23,300
ROBBINS & MYERS INC COM 770196103 473 20,900 X 20,900
ROBERT HALF INTL INC COM 770323103 286 10,000 X 10,000
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ROHM & HAAS CO COM 775371107 775 19,056 X 19,056
ROLLINS TRUCK LEASING CORP COM 775741101 1,413 118,400 X 118,400
ROPER INDS INC NEW COM 776696106 1,509 39,900 X 39,900
ROSLYN BANCORP INC COM 778162107 326 17,600 X 17,600
ROSS STORES INC COM 778296103 669 37,300 X 37,300
ROYAL APPLIANCE MFG CO COM 780076105 123 25,200 X 25,200
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,160 217,300 X 217,300
RUBY TUESDAY INC COM 781182100 768 42,200 X 42,200
RURAL / METRO CORP COM 781748108 83 19,400 X 19,400
RUSS BERRIE & CO COM 782233100 735 28,000 X 28,000
RYANS FAMILY STEAK HOUSE INC COM 783519101 643 75,700 X 75,700
RYLAND GROUP INC COM 783764103 464 20,100 X 20,100
SBC COMMUNICATIONS INC COM 78387G103 16,146 331,190 X 331,190
SEI INVESTMENTS CO COM 784117103 3,202 26,900 X 26,900
SLM HLDG CORP COM 78442A109 1,268 30,000 X 30,000
SLI INC COM 78442T108 936 69,000 X 69,000
SPDR TR UNIT SER 1 78462F103 543 3,700 X 3,700
SPS TECHNOLOGIES INC COM 784626103 770 24,100 X 24,100
S3 INC COM 784849101 1,197 103,500 X 103,500
SAFECO CORP COM 786429100 306 12,300 X 12,300
SAFESKIN CORP COM 786454108 1,208 99,600 X 99,600
SAFEWAY INC COM NEW 786514208 2,281 63,800 X 63,800
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SARA LEE CORP COM 803111103 1,818 82,400 X 82,400
SCHERING PLOUGH CORP COM 806605101 7,539 177,900 X 177,900
SCHLUMBERGER LTD COM 806857108 2,767 49,300 X 49,300
SCHWAB CHARLES CORP NEW COM 808513105 2,762 72,200 X 72,200
SCHWEITZER-MAUDUIT INTL INC COM 808541106 282 21,000 X 21,000
SCIENTIFIC ATLANTA INC COM 808655104 397 7,100 X 7,100
SCOTT TECHNOLOGIES INC COM 810022301 453 24,000 X 24,000
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 437 15,602 X 15,602
SCOTTS CO CL A 810186106 974 24,200 X 24,200
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SEAGRAM LTD COM 811850106 1,750 39,100 X 39,100
SEACOR SMIT INC COM 811904101 828 16,000 X 16,000
SEALED AIR CORP NEW COM 81211K100 394 7,600 X 7,600
SEARS ROEBUCK & CO COM 812387108 1,051 34,600 X 34,600
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SELECTIVE INS GROUP INC COM 816300107 746 43,400 X 43,400
SEMPRA ENERGY COM 816851109 377 21,700 X 21,700
SERVICE CORP INTL COM 817565104 162 23,300 X 23,300
SERVICE EXPERTS INC COM 817567100 134 23,100 X 23,100
SERVICEMASTER CO COM 81760N109 321 26,100 X 26,100
SHAW INDS INC COM 820286102 366 23,600 X 23,600
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SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 1,600 54,949 X 54,949
SHOPKO STORES INC COM 824911101 929 40,400 X 40,400
SHOREWOOD PACKAGING CORP COM 825229107 703 37,100 X 37,100
SIERRA HEALTH SVCS INC COM 826322109 427 63,900 X 63,900
SIGMA ALDRICH CORP COM 826552101 724 24,100 X 24,100
SILICON GRAPHICS INC COM 827056102 164 16,900 X 16,900
SILICON VY BANCSHARES COM 827064106 1,396 28,200 X 28,200
SILICON VY GROUP INC COM 827066101 1,141 64,300 X 64,300
SIMPSON INDS INC COM 829060102 382 34,000 X 34,000
SIMPSON MANUFACTURING CO INC COM 829073105 1,002 22,900 X 22,900
SKYLINE CORP COM 830830105 280 11,900 X 11,900
SKYWEST INC COM 830879102 1,022 36,500 X 36,500
SMITH A O COM 831865209 669 30,600 X 30,600
SMITHFIELD FOODS INC COM 832248108 1,834 76,400 X 76,400
SNYDER COMMUNICATIONS INC COM SNC 832914105 2,408 125,100 X 125,100
SOLA INTL INC COM 834092108 455 32,800 X 32,800
SOLECTRON CORP COM 834182107 2,797 29,400 X 29,400
SONIC CORP COM 835451105 918 32,200 X 32,200
SOUTHERN CO COM 842587107 1,478 62,900 X 62,900
SOUTHERN ENERGY HOMES INC COM 842814105 38 16,000 X 16,000
SOUTHERN UN CO NEW COM 844030106 840 43,937 X 43,937
SOUTHTRUST CORP COM 844730101 1,131 29,900 X 29,900
SOUTHWEST AIRLS CO COM 844741108 735 45,600 X 45,600
SOUTHWEST GAS CORP COM 844895102 1,175 51,100 X 51,100
SOUTHWESTERN ENERGY CO COM 845467109 315 48,000 X 48,000
SOVEREIGN BANCORP INC COM 845905108 373 50,000 X 50,000
SPACELABS MED INC COM 846247104 358 19,300 X 19,300
SPARTAN MTRS INC COM 846819100 73 16,600 X 16,600
SPECIALTY EQUIP COS INC COM NEW 847497203 589 24,600 X 24,600
SPEEDFAM-IPEC INC COM 847705100 525 40,600 X 40,600
SPORTS AUTH INC COM 849176102 84 42,100 X 42,100
SPRINT CORP COM FON GROUP 852061100 4,746 70,500 X 70,500
SPRINT CORP PCS COM SER 1 852061506 3,977 38,800 X 38,800
STAFFMARK INC COM 852389105 291 38,500 X 38,500
STANDARD MICROSYSTEMS CORP COM 853626109 228 21,100 X 21,100
STANDARD MTR PRODS INC COM 853666105 279 17,300 X 17,300
STANDARD PAC CORP NEW COM 85375C101 430 39,100 X 39,100
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STANLEY WKS COM 854616109 244 8,100 X 8,100
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STATE STR CORP COM 857477103 1,059 14,500 X 14,500
STEEL TECHNOLOGIES INC COM 858147101 213 14,700 X 14,700
STEIN MART INC COM 858375108 417 73,300 X 73,300
STERLING COMM INC COM 859205106 510 15,000 X 15,000
STILLWATER MNG CO COM 86074Q102 1,747 54,800 X 54,800
STONE & WEBSTER INC COM 861572105 294 17,500 X 17,500
STONE ENERGY CORP COM 861642106 916 25,700 X 25,700
STRIDE RITE CORP COM 863314100 483 74,300 X 74,300
STURM RUGER & CO INC COM 864159108 315 35,500 X 35,500
SUIZA FOODS CORP COM 865077101 476 12,000 X 12,000
SUMMIT BANCORP COM 866005101 478 15,600 X 15,600
SUMMIT TECHNOLOGY INC COM 86627E101 748 64,000 X 64,000
SUN MICROSYSTEMS INC COM 866810104 12,204 157,600 X 157,600
SUNRISE MED INC COM 867910101 304 49,100 X 49,100
SUNTRUST BKS INC COM 867914103 1,996 29,000 X 29,000
SUPERIOR TELECOM INC COM 868365107 154 10,000 X 10,000
SUPERVALU INC COM 868536103 836 41,800 X 41,800
SUSQUEHANNA BANCSHARES INC PA COM 869099101 775 48,800 X 48,800
SWISS ARMY BRANDS INC COM 870827102 74 10,400 X 10,400
SYBASE INC COM 871130100 544 32,000 X 32,000
SYKES ENTERPRISES INC COM 871237103 483 11,000 X 11,000
SYMMETRICOM INC COM 871543104 352 35,400 X 35,400
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SYNOPSYS INC COM 871607107 534 8,000 X 8,000
SYNOVUS FINL CORP COM 87161C105 479 24,100 X 24,100
SYSCO CORP COM 871829107 1,195 30,200 X 30,200
TBC CORP COM 872180104 291 46,600 X 46,600
TCBY ENTERPRISES INC COM 872245105 115 30,200 X 30,200
THQ INC COM NEW 872443403 566 24,400 X 24,400
TJ INTL INC COM 872534102 857 20,400 X 20,400
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TNP ENTERPRISES INC COM 872594106 730 17,700 X 17,700
TRW INC COM 872649108 561 10,800 X 10,800
TACO CABANA INC COM 873425102 144 17,700 X 17,700
TALK COM INC COM 874264104 1,665 93,800 X 93,800
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TECH DATA CORP COM 878237106 515 19,000 X 19,000
TECHNE CORP COM 878377100 859 15,600 X 15,600
TECHNITROL INC COM 878555101 952 21,400 X 21,400
TECHNOLOGY SOLUTIONS CO COM 87872T108 1,922 58,700 X 58,700
TEKELEC COM 879101103 338 15,000 X 15,000
TEKTRONIX INC COM 879131100 750 19,300 X 19,300
TELEDYNE TECHNOLOGIES INC COM 879360105 166 17,542 X 17,542
TELLABS INC COM 879664100 4,185 65,200 X 65,200
TELXON CORP COM 879700102 341 21,300 X 21,300
TEMPLE INLAND INC COM 879868107 336 5,100 X 5,100
TENET HEALTHCARE CORP COM 88033G100 656 27,900 X 27,900
TENNECO AUTOMOTIVE INC COM 880349105 563 60,440 X 60,440
TETRA TECHNOLOGIES INC DEL COM 88162F105 130 17,900 X 17,900
TETRA TECH INC NEW COM 88162G103 1,068 69,465 X 69,465
TEXACO INC COM 881694103 3,280 60,400 X 60,400
TEXAS INDS INC COM 882491103 1,179 27,700 X 27,700
TEXAS INSTRS INC COM 882508104 6,802 70,400 X 70,400
TEXAS UTILS CO COM 882848104 910 25,600 X 25,600
TEXTRON INC COM 883203101 1,526 19,900 X 19,900
THERAGENICS CORP COM 883375107 355 39,200 X 39,200
THERMO ELECTRON CORP COM 883556102 216 14,400 X 14,400
THOMAS INDS INC COM 884425109 425 20,800 X 20,800
THOR INDS INC COM 885160101 487 16,000 X 16,000
3COM CORP COM 885535104 1,523 32,400 X 32,400
THREE FIVE SYS INC COM 88554L108 554 13,500 X 13,500
TIDEWATER INC COM 886423102 810 22,500 X 22,500
TIMBERLAND CO CL A 887100105 2,559 48,400 X 48,400
TIME WARNER INC COM 887315109 7,889 109,100 X 109,100
TIMES MIRROR CO NEW COM SER A 887364107 496 7,400 X 7,400
TITAN INTL INC ILL COM 88830M102 179 27,600 X 27,600
TOLL BROTHERS INC COM 889478103 1,451 77,900 X 77,900
TORCHMARK CORP COM 891027104 369 12,700 X 12,700
TORO CO COM 891092108 765 20,500 X 20,500
TOSCO CORP COM NEW 891490302 375 13,800 X 13,800
TOWER AUTOMOTIVE INC COM 891707101 1,874 121,400 X 121,400
TOYS R US INC COM 892335100 809 56,500 X 56,500
TRANSWITCH CORP COM 894065101 218 3,000 X 3,000
TREDEGAR CORP COM 894650100 1,030 49,800 X 49,800
TRENWICK GROUP INC COM 895290104 320 18,900 X 18,900
TRIARC COS INC CL A 895927101 619 33,700 X 33,700
TRICON GLOBAL RESTAURANTS COM 895953107 533 13,800 X 13,800
TRIBUNE CO NEW COM 896047107 2,280 41,400 X 41,400
TRIMBLE NAVIGATION LTD COM 896239100 649 30,000 X 30,000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 334 3,000 X 3,000
TRIUMPH GROUP INC NEW COM 896818101 268 11,100 X 11,100
TRUE NORTH COMMUNICATIONS INC COM 897844106 3,030 67,800 X 67,800
TRUSTCO BK CORP N Y COM 898349105 957 72,200 X 72,200
TUBOSCOPE INC COM 898600101 921 58,000 X 58,000
TYCO INTL LTD NEW COM 902124106 6,224 159,600 X 159,600
UGI CORP NEW COM 902681105 302 14,800 X 14,800
UST CORP COM 902900109 1,791 56,400 X 56,400
USX MARATHON GROUP COM NEW 902905827 1,373 55,600 X 55,600
UST INC COM 902911106 423 16,800 X 16,800
USA DETERGENTS INC COM 902938109 50 18,300 X 18,300
US BANCORP DEL COM 902973106 1,569 65,900 X 65,900
U S LIQUIDS INC COM 902974104 137 16,400 X 16,400
URS CORP NEW COM 903236107 447 20,600 X 20,600
U S G CORP COM NEW 903293405 1,188 25,200 X 25,200
USX-U S STL COM 90337T101 264 8,000 X 8,000
US ONCOLOGY INC COM 90338W103 789 159,800 X 159,800
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 431 19,000 X 19,000
ULTRATECH STEPPER INC COM 904034105 642 39,800 X 39,800
UNILEVER N V N Y SHS NEW 904784709 3,141 57,700 X 57,700
UNICOM CORP COM 904911104 657 19,600 X 19,600
UNION CARBIDE CORP COM 905581104 801 12,000 X 12,000
UNION PAC CORP COM 907818108 974 22,300 X 22,300
UNION PAC RES GROUP INC COM 907834105 288 22,600 X 22,600
UNION PLANTERS CORP COM 908068109 669 16,975 X 16,975
UNISYS CORP COM 909214108 735 23,000 X 23,000
UNITED BANKSHARES INC WEST VA COM 909907107 1,366 57,200 X 57,200
UNITED HEALTHCARE CORP COM 910581107 898 16,900 X 16,900
UNITED ILLUM CO COM 910637107 986 19,200 X 19,200
UNITED NAT FOODS INC COM 911163103 289 24,100 X 24,100
US AIRWAYS GROUP INC COM 911905107 253 7,900 X 7,900
U S HOME CORP NEW COM 911920106 437 17,100 X 17,100
U S WEST INC NEW COM 91273H101 3,766 52,300 X 52,300
U S TR CORP NEW COM 91288L105 2,133 26,600 X 26,600
UNITED STATIONERS INC COM 913004107 286 10,000 X 10,000
UNITED TECHNOLOGIES CORP COM 913017109 4,115 63,300 X 63,300
UNITED WTR RES INC COM 913190104 1,740 50,900 X 50,900
UNIVERSAL FST PRODS INC COM 913543104 403 27,300 X 27,300
UNIVERSAL HLTH SVCS INC CL B 913903100 1,512 42,000 X 42,000
UNOCAL CORP COM 915289102 732 21,800 X 21,800
UNUMPROVIDENT CORP COM 91529Y106 686 21,406 X 21,406
USFREIGHTWAYS CORP COM 916906100 2,284 47,700 X 47,700
USWEB CORP COM 917327108 302 6,800 X 6,800
UTILICORP UTD INC COM 918005109 198 10,200 X 10,200
V F CORP COM 918204108 327 10,900 X 10,900
VALASSIS COMMUNICATIONS INC COM 918866104 4,250 100,600 X 100,600
VALENCE TECHNOLOGY INC COM 918914102 680 35,800 X 35,800
VALMONT INDS INC COM 920253101 514 32,000 X 32,000
VARCO INTL INC COM 922126107 418 41,000 X 41,000
VARIAN MED SYS INC COM 92220P105 1,216 40,800 X 40,800
VEECO INSTRS INC DEL COM 922417100 337 7,200 X 7,200
VERITY INC COM 92343C106 1,745 41,000 X 41,000
VERTEX PHARMACEUTICALS INC COM 92532F100 1,204 34,400 X 34,400
VIACOM INC CL B 925524308 3,856 63,800 X 63,800
VICOR CORP COM 925815102 2,539 62,700 X 62,700
VINTAGE PETE INC COM 927460105 1,302 107,900 X 107,900
VISIO CORP COM 927914101 1,895 39,900 X 39,900
VITAL SIGNS INC COM 928469105 371 16,200 X 16,200
VITESSE SEMICONDUCTOR CORP COM 928497106 1,049 20,000 X 20,000
VOLT INFORMATION SCIENCES INC COM 928703107 473 19,800 X 19,800
VULCAN MATLS CO COM 929160109 359 9,000 X 9,000
WD-40 CO COM 929236107 456 20,600 X 20,600
WHX CORP COM 929248102 198 22,000 X 22,000
WICOR INC COM 929253102 1,480 50,700 X 50,700
WABASH NATL CORP COM 929566107 732 48,800 X 48,800
WACHOVIA CORP COM 929771103 1,244 18,300 X 18,300
WAL MART STORES INC COM 931142103 28,618 414,000 X 414,000
WALGREEN CO COM 931422109 2,633 90,000 X 90,000
WARNACO GROUP INC CL A 934390105 213 17,300 X 17,300
WARNER LAMBERT CO COM 934488107 6,883 84,000 X 84,000
WASHINGTON MUT INC COM 939322103 1,361 52,600 X 52,600
WASTE MGMT INC DEL COM 94106L109 902 52,500 X 52,500
WATERS CORP COM 941848103 477 9,000 X 9,000
WATKINS JOHNSON CO COM 942486101 348 8,700 X 8,700
WATSCO INC COM 942622200 621 53,700 X 53,700
WATSON PHARMACEUTICALS INC COM 942683103 648 18,100 X 18,100
WATTS INDS INC CL A 942749102 521 35,300 X 35,300
WELLPOINT HEALTH NETWORK NEW COM 94973H108 402 6,100 X 6,100
WELLS FARGO & CO NEW COM 949746101 5,888 145,600 X 145,600
WENDYS INTL INC COM 950590109 739 35,500 X 35,500
WERNER ENTERPRISES INC COM 950755108 1,344 95,600 X 95,600
WESLEY JESSEN VISIONCARE INC COM 951018100 1,185 31,300 X 31,300
WESTERN GAS RES INC COM 958259103 237 18,000 X 18,000
WESTVACO CORP COM 961548104 297 9,100 X 9,100
WET SEAL INC CL A 961840105 203 16,600 X 16,600
WEYERHAEUSER CO COM 962166104 1,293 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 852 13,100 X 13,100
WHITNEY HLDG CORP COM 966612103 1,175 31,700 X 31,700
WHITTMAN-HART INC COM 966834103 4,070 75,900 X 75,900
WHOLE FOODS MKT INC COM 966837106 1,609 34,700 X 34,700
WILLAMETTE INDS INC COM 969133107 803 17,300 X 17,300
WILLIAMS COS INC DEL COM 969457100 1,180 38,600 X 38,600
WILLIAMS SONOMA INC COM 969904101 276 6,000 X 6,000
WINN DIXIE STORES INC COM 974280109 323 13,500 X 13,500
WINNEBAGO INDS INC COM 974637100 604 30,100 X 30,100
WOLVERINE TUBE INC COM 978093102 355 25,100 X 25,100
WOLVERINE WORLD WIDE INC COM 978097103 595 54,400 X 54,400
WRIGLEY WM JR CO COM 982526105 871 10,500 X 10,500
WYNNS INTL INC COM 983195108 350 24,800 X 24,800
X-RITE INC COM 983857103 228 36,500 X 36,500
XILINX INC COM 983919101 655 14,400 X 14,400
XIRCOM INC COM 983922105 2,813 37,500 X 37,500
XEROX CORP COM 984121103 1,343 59,200 X 59,200
YAHOO INC COM 984332106 4,673 10,800 X 10,800
YELLOW CORP COM 985509108 551 32,800 X 32,800
ZALE CORP NEW COM 988858106 3,048 63,000 X 63,000
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,334 39,900 X 39,900
ZENITH NATL INS CORP COM 989390109 466 22,600 X 22,600
ZIXIT CORP COM 98974P100 808 20,400 X 20,400
ZYGO CORP COM 989855101 312 15,500 X 15,500
GRAND TOTAL 1,806,863
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