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Previous: FMR CORP, SC 13G, 2000-05-10 |
Next: BFC FINANCIAL CORP, RW, 2000-05-10 |
FORM 13-F
Report for the Calendar Quarter Ended 31 March 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 10th day of May 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-MAR-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>
ACE LTD ORD G0070K103 407 17,800 X 17,800
AMDOCS LTD ORD G02602103 296 4,000 X 4,000
GLOBAL CROSSING LTD COM G3921A100 2,804 68,500 X 68,500
TRANSOCEAN SEDCO FOREX INC ORD G90078109 462 9,000 X 9,000
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1,006 9,000 X 9,000
AAR CORP COM 000361105 614 36,800 X 36,800
A D C TELECOMMUNICATIONS COM 000886101 1,983 36,800 X 36,800
ABM INDS INC COM 000957100 710 30,200 X 30,200
AFLAC INC COM 001055102 1,089 23,900 X 23,900
AES CORP COM 00130H105 1,402 17,800 X 17,800
AMR CORP COM 001765106 421 13,200 X 13,200
AT&T CORP COM 001957109 16,010 284,300 X 284,300
ATMI INC COM 00207R101 334 7,000 X 7,000
AXA FINL INC COM 002451102 495 13,800 X 13,800
AARON RENTS INC COM 002535201 411 27,300 X 27,300
ABBOTT LABS COM 002824100 6,091 173,100 X 173,100
ABERCROMBIE & FITCH CO CL A 002896207 586 36,600 X 36,600
ACTION PERFORMANCE COS INC COM 004933107 305 22,900 X 22,900
ACTEL CORP COM 004934105 1,060 29,700 X 29,700
ACXIOM CORP COM 005125109 532 16,000 X 16,000
ADAC LABS COM NEW 005313200 543 39,500 X 39,500
ADAPTIVE BROADBAND CORP COM 00650M104 2,333 43,600 X 43,600
ADAPTEC INC COM 00651F108 838 21,700 X 21,700
ADOBE SYS INC COM 00724F101 935 8,400 X 8,400
ADTRAN INC COM 00738A106 416 7,000 X 7,000
ADVANCE PARADIGM INC COM 007491103 647 54,500 X 54,500
ADVANCED TISSUE SCIENCES INC COM 00755F103 482 71,400 X 71,400
ADVANTAGE LEARNING SYSTEMS COM 00757K100 243 14,600 X 14,600
ADVO INC COM 007585102 1,030 41,200 X 41,200
ADVANCED MICRO DEVICES INC COM 007903107 753 13,200 X 13,200
AETNA INC COM 008117103 744 13,400 X 13,400
AFFILIATED COMPUTER SERVICES CL A 008190100 832 21,900 X 21,900
AFFILIATED MANAGERS GROUP COM 008252108 337 7,100 X 7,100
AGRIBRANDS INTL INC COM 00849R105 550 14,000 X 14,000
AIR PRODS & CHEMS INC COM 009158106 543 19,100 X 19,100
ALBERTSONS INC COM 013104104 1,477 47,824 X 47,824
ALCAN ALUMINIUM LTD NEW COM 013716105 661 19,400 X 19,400
ALCOA INC COM 013817101 2,297 32,700 X 32,700
ALLEN TELECOM INC COM 018091108 698 43,800 X 43,800
ALLERGAN INC COM 018490102 765 15,300 X 15,300
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 497 12,000 X 12,000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 880 58,900 X 58,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,254 21,300 X 21,300
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 112 17,000 X 17,000
ALLSTATE CORP COM 020002101 1,638 68,800 X 68,800
ALLTEL CORP COM 020039103 1,771 28,000 X 28,000
ALPHA INDS INC COM 020753109 2,508 26,400 X 26,400
ALPHARMA INC CL A 020813101 1,679 45,700 X 45,700
ALZA CORP DEL COM 022615108 342 9,100 X 9,100
AMBAC FINL GROUP INC COM 023139108 433 8,600 X 8,600
AMCAST INDL CORP COM 023395106 113 12,300 X 12,300
AMCOL INTL CORP COM 02341W103 558 36,300 X 36,300
AMERADA HESS CORP COM 023551104 530 8,200 X 8,200
AMEREN CORP COM 023608102 384 12,400 X 12,400
AMERICA ONLINE INC DEL COM 02364J104 13,440 199,300 X 199,300
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 322 8,500 X 8,500
AMERICAN ELEC PWR INC COM 025537101 516 17,300 X 17,300
AMERICAN EXPRESS CO COM 025816109 5,943 39,900 X 39,900
AMERICAN FREIGHTWAYS CORP COM 02629V108 650 43,500 X 43,500
AMERICAN GENERAL CORP COM 026351106 1,712 30,500 X 30,500
AMERICAN HOME PRODS CORP COM 026609107 6,262 116,500 X 116,500
AMERICAN INTL GROUP INC COM 026874107 15,133 138,200 X 138,200
AMERICAN ITALIAN PASTA CO CL A 027070101 603 24,500 X 24,500
AMERICAN MGMT SYS INC COM 027352103 3,185 72,700 X 72,700
AMERICAN PWR CONVERSION CORP COM 029066107 429 10,000 X 10,000
AMERICAN STS WTR CO COM 029899101 360 12,100 X 12,100
AMERICAN XTAL TECHNOLOGY INC COM 030514103 1,085 33,500 X 33,500
AMERICREDIT CORP COM 03060R101 2,362 144,800 X 144,800
AMERISOURCE HEALTH CORP CL A 03071P102 303 20,200 X 20,200
AMES DEPT STORES INC COM NEW 030789507 970 39,500 X 39,500
AMGEN INC COM 031162100 6,187 100,800 X 100,800
AMPHENOL CORP NEW CL A 032095101 593 5,800 X 5,800
AMSOUTH BANCORPORATION COM 032165102 242 16,200 X 16,200
ANADARKO PETE CORP COM 032511107 429 11,100 X 11,100
ANALOG DEVICES INC COM 032654105 2,528 31,400 X 31,400
ANALOGIC CORP COM PAR $0.05 032657207 638 17,300 X 17,300
ANALYSTS INTL CORP COM 032681108 581 58,800 X 58,800
ANCHOR BANCORP WIS INC COM 032839102 545 34,300 X 34,300
ANCHOR GAMING COM 033037102 903 23,800 X 23,800
ANGELICA CORP COM 034663104 118 11,900 X 11,900
ANHEUSER BUSCH COS INC COM 035229103 2,671 42,900 X 42,900
ANIXTER INTL INC COM 035290105 1,366 49,000 X 49,000
ANNTAYLOR STORES CORP COM 036115103 1,076 46,800 X 46,800
AON CORP COM 037389103 1,067 33,100 X 33,100
APACHE CORP COM 037411105 826 16,600 X 16,600
APEX INC COM 037548104 1,518 40,900 X 40,900
APOGEE ENTERPRISES INC COM 037598109 149 37,600 X 37,600
APPLE COMPUTER INC COM 037833100 1,956 14,400 X 14,400
APPLEBEES INTL INC COM 037899101 1,038 36,900 X 36,900
APPLIED INDL TECHNOLOGIES INC COM 03820C105 565 35,300 X 35,300
APPLIED MATLS INC COM 038222105 9,944 105,502 X 105,502
APPLIED PWR INC CL A 038225108 1,901 66,700 X 66,700
APTARGROUP INC COM 038336103 1,673 62,700 X 62,700
ARCHER DANIELS MIDLAND CO COM 039483102 560 54,300 X 54,300
ARCTIC CAT INC COM 039670104 711 69,400 X 69,400
ARKANSAS BEST CORP DEL COM 040790107 280 26,700 X 26,700
ARROW ELECTRS INC COM 042735100 599 17,000 X 17,000
ARTESYN TECHNOLOGIES INC COM 043127109 1,278 67,500 X 67,500
ASHLAND INC COM 044204105 213 6,400 X 6,400
ASHWORTH INC COM 04516H101 190 44,000 X 44,000
ASPECT COMMUNICATIONS CORP COM 04523Q102 2,769 74,700 X 74,700
ASPEN TECHNOLOGY INC COM 045327103 1,619 40,100 X 40,100
ASSOCIATES FIRST CAP CORP CL A 046008108 1,389 65,000 X 65,000
ASTEC INDS INC COM 046224101 770 29,000 X 29,000
ASTORIA FINL CORP COM 046265104 965 34,000 X 34,000
ATLANTIC COAST AIRLINES HLDGS COM 048396105 986 38,100 X 38,100
ATLANTIC RICHFIELD CO COM 048825103 2,448 28,800 X 28,800
ATMOS ENERGY CORP COM 049560105 693 42,300 X 42,300
ATWOOD OCEANICS INC COM 050095108 1,227 18,500 X 18,500
AUDIOVOX CORP CL A 050757103 1,134 26,000 X 26,000
AUSPEX SYS INC COM 052116100 409 37,200 X 37,200
AUTODESK INC COM 052769106 869 19,100 X 19,100
AUTOMATIC DATA PROCESSING INC COM 053015103 2,692 55,800 X 55,800
AUTOZONE INC COM 053332102 341 12,300 X 12,300
AVANT CORP COM 053487104 260 20,800 X 20,800
AVERY DENNISON CORP COM 053611109 769 12,600 X 12,600
AVID TECHNOLOGY INC COM 05367P100 577 32,300 X 32,300
AVIATION SALES CO COM 053672101 135 20,600 X 20,600
AVIS RENT A CAR INC COM 053790101 294 16,700 X 16,700
AVNET INC COM 053807103 567 9,000 X 9,000
AVON PRODS INC COM 054303102 632 21,600 X 21,600
AXENT TECHNOLOGIES INC COM 05459C108 301 16,000 X 16,000
AZTAR CORP COM 054802103 565 59,500 X 59,500
BB&T CORP COM 054937107 797 28,400 X 28,400
BISYS GROUP INC COM 055472104 2,454 36,900 X 36,900
BJ SVCS CO COM 055482103 443 6,000 X 6,000
BMC INDS INC MINN COM 055607105 326 57,300 X 57,300
BP AMOCO P L C SPONSORED ADR 055622104 783 14,698 X 14,698
BMC SOFTWARE INC COM 055921100 1,575 31,900 X 31,900
BAKER HUGHES INC COM 057224107 892 29,500 X 29,500
BAKER J INC COM 057232100 135 19,300 X 19,300
BALDOR ELEC CO COM 057741100 878 48,600 X 48,600
BALL CORP COM 058498106 632 18,300 X 18,300
BANGOR HYDRO ELEC CO COM 060077104 175 10,100 X 10,100
BANK OF AMERICA CORPORATION COM 060505104 8,442 161,000 X 161,000
BANK NEW YORK INC COM 064057102 2,735 65,800 X 65,800
BANK ONE CORP COM 06423A103 3,874 112,300 X 112,300
BANKNORTH GROUP INC DEL COM 06646L100 853 31,800 X 31,800
BARNES GROUP INC COM 067806109 378 26,100 X 26,100
BARRICK GOLD CORP COM 067901108 554 35,300 X 35,300
BARR LABS INC COM 068306109 1,634 38,900 X 38,900
BARRA INC COM 068313105 637 18,800 X 18,800
BARRETT RES CORP COM PAR $0.01 068480201 1,580 53,000 X 53,000
BASSETT FURNITURE INDS INC COM 070203104 235 16,800 X 16,800
BAUSCH & LOMB INC COM 071707103 266 5,100 X 5,100
BAXTER INTL INC COM 071813109 1,630 26,000 X 26,000
BE AEROSPACE INC COM 073302101 280 47,600 X 47,600
BEAR STEARNS COS INC COM 073902108 1,053 23,075 X 23,075
BECKMAN COULTER INC COM 075811109 578 9,000 X 9,000
BECTON DICKINSON & CO COM 075887109 589 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 496 12,600 X 12,600
BELDEN INC COM 077459105 1,059 38,500 X 38,500
BELL ATLANTIC CORP COM 077853109 9,254 151,400 X 151,400
BELL MICROPRODUCTS INC COM 078137106 345 20,000 X 20,000
BELLSOUTH CORP COM 079860102 9,052 193,100 X 193,100
BENCHMARK ELECTRS INC COM 08160H101 1,073 29,000 X 29,000
BERINGER WINE ESTATES HOLDINGS CL B 084102102 951 26,500 X 26,500
BEST BUY INC COM 086516101 1,883 21,900 X 21,900
BESTFOODS COM 08658U101 1,348 28,800 X 28,800
BETHLEHEM STL CORP COM 087509105 70 11,700 X 11,700
BILLING CONCEPTS CORP COM 090063108 356 50,600 X 50,600
BINDLEY WESTN INDS INC COM 090324104 710 52,366 X 52,366
BIO TECHNOLOGY GEN CORP COM 090578105 1,105 71,300 X 71,300
BIOGEN INC COM 090597105 1,097 15,700 X 15,700
BIOMATRIX INC COM 09060P102 1,087 44,700 X 44,700
BIOMET INC COM 090613100 371 10,200 X 10,200
BIRMINGHAM STL CORP COM 091250100 209 40,700 X 40,700
BLACK & DECKER CORP COM 091797100 301 8,000 X 8,000
BLACK BOX CORP DEL COM 091826107 1,648 23,800 X 23,800
BLANCH E W HLDGS INC COM 093210102 356 17,800 X 17,800
BLOCK H & R INC COM 093671105 394 8,800 X 8,800
BLYTH INDS INC COM 09643P108 489 17,900 X 17,900
BOEING CO COM 097023105 3,562 94,200 X 94,200
BOMBAY CO INC COM 097924104 163 49,200 X 49,200
BOOKS-A-MILLION INC COM 098570104 148 24,700 X 24,700
BOSTON SCIENTIFIC CORP COM 101137107 789 37,000 X 37,000
BOWNE & CO INC COM 103043105 644 50,000 X 50,000
BRADY CORP CL A 104674106 1,266 40,600 X 40,600
BRIGHTPOINT INC COM 109473108 1,387 113,200 X 113,200
BRINKER INTL INC COM 109641100 802 27,000 X 27,000
BRISTOL MYERS SQUIBB CO COM 110122108 10,927 188,400 X 188,400
BROWN & BROWN INC COM 115236101 356 9,200 X 9,200
BROWN FORMAN CORP CL B 115637209 338 6,200 X 6,200
BROWN SHOE INC NEW COM 115736100 402 33,500 X 33,500
BRUSH WELLMAN INC COM 117421107 390 22,100 X 22,100
BUCKEYE TECHNOLOGIES INC COM 118255108 863 47,600 X 47,600
BUILDING MATLS HLDG CORP COM 120113105 259 28,600 X 28,600
BURLINGTON NORTHN SANTA FE CP COM 12189T104 944 41,500 X 41,500
BURLINGTON RES INC COM 122014103 592 16,000 X 16,000
BURR BROWN CORP COM 122574106 4,084 75,100 X 75,100
BUTLER MFG CO DEL COM 123655102 235 9,600 X 9,600
C&D TECHNOLOGIES INC COM 124661109 1,033 17,500 X 17,500
CBS CORP COM 12490K107 3,828 67,600 X 67,600
C COR NET CORP COM 125010108 2,136 43,600 X 43,600
C-CUBE MICROSYSTEMS INC COM 125015107 4,354 59,800 X 59,800
C D I CORP COM 125071100 490 25,800 X 25,800
CEC ENTMT INC COM 125137109 1,440 53,100 X 53,100
CH ENERGY GROUP INC COM 12541M102 723 23,800 X 23,800
CIGNA CORP COM 125509109 1,257 16,600 X 16,600
CKE RESTAURANTS INC COM 12561E105 446 70,000 X 70,000
CMS ENERGY CORP COM 125896100 192 10,600 X 10,600
CPI CORP COM 125902106 294 12,600 X 12,600
CNF TRANSN INC COM 12612W104 519 18,700 X 18,700
CSX CORP COM 126408103 463 19,700 X 19,700
CTS CORP COM 126501105 2,126 37,300 X 37,300
CUNO INC COM 126583103 602 22,200 X 22,200
CVS CORP COM 126650100 1,322 35,200 X 35,200
CABLETRON SYS INC COM 126920107 458 15,600 X 15,600
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,780 52,450 X 52,450
CABOT OIL & GAS CORP CL A 127097103 605 33,500 X 33,500
CAL DIVE INTL INC COM 127914109 1,066 21,000 X 21,000
CAMBREX CORP COM 132011107 1,449 33,300 X 33,300
CAMPBELL SOUP CO COM 134429109 1,172 38,100 X 38,100
CANANDAIGUA BRANDS INC CL A 137219200 1,607 31,500 X 31,500
CAPITAL ONE FINL CORP COM 14040H105 844 17,600 X 17,600
CARAUSTAR INDS INC COM 140909102 487 34,500 X 34,500
CARDINAL HEALTH INC COM 14149Y108 1,789 38,999 X 38,999
CARMIKE CINEMAS INC CL A 143436103 107 19,600 X 19,600
CARNIVAL CORP COM 143658102 1,846 74,400 X 74,400
CAROLINA FIRST CORP COM 143877108 457 34,800 X 34,800
CAROLINA PWR & LT CO COM 144141108 461 14,200 X 14,200
CASCADE NAT GAS CORP COM 147339105 243 15,100 X 15,100
CASEYS GEN STORES INC COM 147528103 778 71,500 X 71,500
CASH AMER INTL INC COM 14754D100 427 34,300 X 34,300
CASTLE A M & CO COM 148411101 240 19,200 X 19,200
CATALINA MARKETING CORP COM 148867104 2,805 27,700 X 27,700
CATERPILLAR INC DEL COM 149123101 1,246 31,600 X 31,600
CATO CORP NEW CL A 149205106 764 65,000 X 65,000
CELLSTAR CORP COM 150925105 278 34,800 X 34,800
CENDANT CORP COM 151313103 1,177 63,600 X 63,600
CENTRAL & SOUTH WEST CORP COM 152357109 329 19,200 X 19,200
CENTRAL PKG CORP COM 154785109 996 49,800 X 49,800
CENTRAL VT PUB SVC CORP COM 155771108 164 15,700 X 15,700
CENTURA BKS INC COM 15640T100 2,433 53,100 X 53,100
CENTURYTEL INC COM 156700106 468 12,600 X 12,600
CEPHALON INC COM 156708109 1,646 43,900 X 43,900
CERIDIAN CORP COM 15677T106 249 13,000 X 13,000
CERNER CORP COM 156782104 1,229 45,500 X 45,500
CHAMPION ENTERPRISES INC COM 158496109 430 74,700 X 74,700
CHAMPION INTL CORP COM 158525105 463 8,700 X 8,700
CHASE MANHATTAN CORP NEW COM 16161A108 7,141 81,900 X 81,900
CHECKPOINT SYS INC COM 162825103 346 41,300 X 41,300
CHEESECAKE FACTORY INC COM 163072101 1,136 27,300 X 27,300
CHEMED CORP COM 163596109 429 14,300 X 14,300
CHEMFIRST INC COM 16361A106 484 24,900 X 24,900
CHEVRON CORPORATION COM 166751107 5,417 58,600 X 58,600
CHIQUITA BRANDS INTL INC COM 170032106 527 110,900 X 110,900
CHITTENDEN CORP COM 170228100 1,140 38,400 X 38,400
CHOICEPOINT INC COM 170388102 1,469 39,300 X 39,300
CHUBB CORP COM 171232101 1,311 19,405 X 19,405
CIBER INC COM 17163B102 1,585 77,300 X 77,300
CINCINNATI FINL CORP COM 172062101 549 14,600 X 14,600
CINERGY CORP COM 172474108 310 14,400 X 14,400
CIRCLE INTL GROUP INC COM 172574105 580 22,300 X 22,300
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,108 18,200 X 18,200
CISCO SYS INC COM 17275R102 49,279 637,400 X 637,400
CITIGROUP INC COM 172967101 19,672 328,550 X 328,550
CITRIX SYS INC COM 177376100 1,060 16,000 X 16,000
CLARCOR INC COM 179895107 689 38,800 X 38,800
CLAYTON HOMES INC COM 184190106 364 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,086 30,200 X 30,200
CLEVELAND CLIFFS INC COM 185896107 279 11,800 X 11,800
CLOROX CO DEL COM 189054109 696 21,100 X 21,100
COACHMEN INDS INC COM 189873102 300 21,600 X 21,600
COASTAL CORP COM 190441105 883 19,200 X 19,200
COCA COLA BOTTLING CO CONS COM 191098102 625 11,800 X 11,800
COCA COLA CO COM 191216100 10,345 220,400 X 220,400
COCA COLA ENTERPRISES INC COM 191219104 817 37,900 X 37,900
COEUR D ALENE MINES CORP IDAHO COM 192108108 116 39,500 X 39,500
COGNEX CORP COM 192422103 3,231 56,000 X 56,000
COHERENT INC COM 192479103 1,888 36,300 X 36,300
COHU INC COM 192576106 1,126 27,000 X 27,000
COLGATE PALMOLIVE CO COM 194162103 2,932 52,000 X 52,000
COLUMBIA ENERGY GROUP COM 197648108 729 12,300 X 12,300
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,273 50,300 X 50,300
COMCAST CORP CL A SPL 200300200 2,910 67,100 X 67,100
COMERICA INC COM 200340107 590 14,100 X 14,100
COMMERCE BANCORP INC NJ COM 200519106 1,476 39,900 X 39,900
COMMERCIAL FEDERAL CORPORATION COM 201647104 1,332 80,100 X 80,100
COMMERCIAL METALS CO COM 201723103 539 19,500 X 19,500
COMMONWEALTH INDS INC DEL COM 203004106 204 22,500 X 22,500
COMMSCOPE INC COM 203372107 3,143 68,800 X 68,800
COMMUNITY FIRST BANKSHARES INC COM 203902101 1,603 100,200 X 100,200
COMPAQ COMPUTER CORP COM 204493100 5,106 189,100 X 189,100
COMPUTER ASSOC INTL INC COM 204912109 3,380 57,100 X 57,100
COMPUTER SCIENCES CORP COM 205363104 1,131 14,300 X 14,300
COMPUTER TASK GROUP INC COM 205477102 572 52,000 X 52,000
COMPUWARE CORP COM 205638109 1,938 92,000 X 92,000
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2,041 10,800 X 10,800
CONAGRA INC COM 205887102 1,271 70,100 X 70,100
CONCORD COMMUNICATIONS INC COM 206186108 825 23,200 X 23,200
CONE MLS CORP N C COM 206814105 151 34,900 X 34,900
CONEXANT SYSTEMS INC COM 207142100 1,235 17,400 X 17,400
CONMED CORP COM 207410101 609 24,300 X 24,300
CONOCO INC CL B 208251405 1,432 55,900 X 55,900
CONSECO INC COM 208464107 334 29,200 X 29,200
CONSOLIDATED EDISON INC COM 209115104 568 19,500 X 19,500
CONSOLIDATED GRAPHICS INC COM 209341106 478 37,100 X 37,100
CONSOLIDATED PRODS INC COM 209798107 519 55,000 X 55,000
CONSTELLATION ENERGY CORP COM 210371100 430 13,500 X 13,500
COOPER COS INC COM NEW 216648402 612 19,000 X 19,000
COOPER INDS INC COM 216669101 294 8,400 X 8,400
COPART INC COM 217204106 1,272 72,700 X 72,700
COR THERAPEUTICS INC COM 217753102 2,248 34,100 X 34,100
CORN PRODS INTL INC COM 219023108 1,215 50,500 X 50,500
CORNING INC COM 219350105 4,229 21,800 X 21,800
COST PLUS INC CALIF COM 221485105 997 29,500 X 29,500
COSTCO WHSL CORP NEW COM 22160K105 2,071 39,400 X 39,400
COUNTRYWIDE CR INDS INC DEL COM 222372104 275 10,100 X 10,100
COVENTRY HEALTH CARE INC COM 222862104 1,194 140,500 X 140,500
CREDENCE SYS CORP COM 225302108 238 1,900 X 1,900
CROSS A T CO CL A 227478104 137 23,300 X 23,300
CROSS TIMBERS OIL CO COM 227573102 863 66,100 X 66,100
CROWN CORK & SEAL INC COM 228255105 178 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 2,155 81,500 X 81,500
CURATIVE HEALTH SVCS INC COM 231264102 82 13,700 X 13,700
CYBEROPTICS CORP COM 232517102 212 5,000 X 5,000
CYBEX COMPUTER PRODS CORP COM 232522102 971 25,800 X 25,800
CYGNUS INC COM 232560102 538 37,100 X 37,100
CYMER INC COM 232572107 315 6,300 X 6,300
CYRK INC COM 232817106 190 21,600 X 21,600
DBT ONLINE INC COM 233044106 479 25,800 X 25,800
D R HORTON INC COM 23331A109 1,616 123,700 X 123,700
DST SYS INC DEL COM 233326107 325 5,000 X 5,000
DTE ENERGY CO COM 233331107 382 13,100 X 13,100
DAIN RAUSCHER CORP COM 233856103 1,114 16,900 X 16,900
DAISYTEK INTL CORP COM 234053106 206 13,000 X 13,000
DALLAS SEMICONDUCTOR CORP COM 235204104 2,876 78,800 X 78,800
DAMARK INTL INC CL A 235691102 301 7,900 X 7,900
DANA CORP COM 235811106 423 15,000 X 15,000
DANAHER CORP DEL COM 235851102 648 12,700 X 12,700
DARDEN RESTAURANTS INC COM 237194105 208 11,700 X 11,700
DATASCOPE CORP COM 238113104 645 20,300 X 20,300
DATASTREAM SYS INC COM 238124101 261 9,000 X 9,000
DELL COMPUTER CORP COM 247025109 12,282 227,700 X 227,700
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,590 99,400 X 99,400
DELPHI FINL GROUP INC CL A 247131105 847 27,900 X 27,900
DELTA & PINE LD CO COM 247357106 1,035 52,400 X 52,400
DELTA AIR LINES INC DEL COM 247361108 634 11,900 X 11,900
DELTEK SYS INC COM 24785A108 245 16,000 X 16,000
DELTIC TIMBER CORP COM 247850100 396 16,700 X 16,700
DENDRITE INTL INC COM 248239105 1,089 52,000 X 52,000
DENTSPLY INTL INC NEW COM 249030107 511 18,000 X 18,000
DEPARTMENT 56 INC COM 249509100 336 22,700 X 22,700
DEVRY INC DEL COM 251893103 610 20,000 X 20,000
DIAGNOSTIC PRODS CORP COM 252450101 457 18,700 X 18,700
DIAMOND OFFSHORE DRILLING INC COM 25271C102 399 10,000 X 10,000
DIEBOLD INC COM 253651103 561 20,400 X 20,400
DIGI INTL INC COM 253798102 294 31,800 X 31,800
DIGITAL MICROWAVE CORP COM 253859102 2,961 87,400 X 87,400
DIMON INC COM 254394109 143 60,300 X 60,300
DIONEX CORP COM 254546104 991 30,100 X 30,100
DISCOUNT AUTO PTS INC COM 254642101 238 26,600 X 26,600
DISNEY WALT CO COM DISNEY 254687106 7,623 184,800 X 184,800
DIXIE GROUP INC CL A 255519100 72 16,200 X 16,200
DOLLAR GEN CORP COM 256669102 638 23,750 X 23,750
DOLLAR TREE STORES INC COM 256747106 813 15,600 X 15,600
DOMINION RES INC VA NEW COM 25746U109 529 13,756 X 13,756
DONNELLEY R R & SONS CO COM 257867101 237 11,300 X 11,300
DOVER CORP COM 260003108 1,082 22,600 X 22,600
DOW CHEM CO COM 260543103 2,234 19,600 X 19,600
DOW JONES & CO INC COM 260561105 575 8,000 X 8,000
DOWNEY FINL CORP COM 261018105 926 43,600 X 43,600
DRESS BARN INC COM 261570105 529 27,500 X 27,500
DRIL-QUIP INC COM 262037104 1,103 23,400 X 23,400
DU PONT E I DE NEMOURS & CO COM 263534109 5,156 97,400 X 97,400
DUKE ENERGY CORP COM 264399106 2,095 39,908 X 39,908
DUN & BRADSTREET CORP DEL COM 26483B106 412 14,400 X 14,400
DUPONT PHOTOMASKS INC COM 26613X101 232 4,000 X 4,000
DURA PHARMACEUTICALS INC COM 26632S109 1,114 90,500 X 90,500
DYCOM INDS INC COM 267475101 2,910 59,700 X 59,700
EGL INC COM 268484102 900 38,500 X 38,500
E M C CORP MASS COM 268648102 11,441 90,800 X 90,800
ENSCO INTL INC COM 26874Q100 361 10,000 X 10,000
ESS TECHNOLOGY INC COM 269151106 371 21,200 X 21,200
EARTHGRAINS CO COM 270319106 931 62,600 X 62,600
EASTERN UTILS ASSOC COM 277173100 869 27,700 X 27,700
EASTMAN CHEM CO COM 277432100 328 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 1,532 28,200 X 28,200
EATON CORP COM 278058102 507 6,500 X 6,500
EATON VANCE CORP COM NON VTG 278265103 2,087 48,600 X 48,600
ECOLAB INC COM 278865100 429 11,700 X 11,700
EDISON INTL COM 281020107 513 31,000 X 31,000
EL PASO ENERGY CORP DEL COM 283905107 1,211 30,000 X 30,000
ELCOR CORP COM 284443108 1,173 34,000 X 34,000
ELECTRO SCIENTIFIC INDS COM 285229100 2,076 35,800 X 35,800
ELECTROGLAS INC COM 285324109 921 26,900 X 26,900
ELECTRONIC DATA SYS NEW COM 285661104 2,747 42,800 X 42,800
ELECTRONICS FOR IMAGING INC COM 286082102 942 15,700 X 15,700
ELOYALTY CORP COM 290151109 1,387 58,100 X 58,100
EMERSON ELEC CO COM 291011104 2,582 48,600 X 48,600
ENERGEN CORP COM 29265N108 724 45,400 X 45,400
ENGELHARD CORP COM 292845104 664 43,900 X 43,900
ENESCO GROUP INC COM 292973104 133 18,900 X 18,900
ENHANCE FINL SVCS GROUP INC COM 293310108 925 65,500 X 65,500
ENRON CORP COM 293561106 6,282 83,900 X 83,900
ENTERGY CORP NEW COM 29364G103 438 21,700 X 21,700
ENZO BIOCHEM INC COM 294100102 2,363 34,000 X 34,000
EPICOR SOFTWARE CORP COM 29426L108 470 55,300 X 55,300
EQUIFAX INC COM 294429105 306 12,100 X 12,100
ESTERLINE TECHNOLOGIES CORP COM 297425100 309 23,800 X 23,800
ETHAN ALLEN INTERIORS INC COM 297602104 1,570 62,800 X 62,800
EXABYTE CORP COM 300615101 225 30,200 X 30,200
EXCEL TECHNOLOGY INC COM 30067T103 354 10,000 X 10,000
EXPEDITORS INTL WASH INC COM 302130109 2,723 68,500 X 68,500
EXPRESS SCRIPTS INC CL A 302182100 269 6,400 X 6,400
EXXON MOBIL CORP COM 30231G102 27,323 350,579 X 350,579
EZENIA INC COM 302311105 313 29,800 X 29,800
F M C CORP COM NEW 302491303 367 6,500 X 6,500
FPL GROUP INC COM 302571104 1,188 25,800 X 25,800
F Y I INC COM 302712104 773 28,500 X 28,500
FACTSET RESH SYS INC COM 303075105 1,321 48,800 X 48,800
FAIR ISAAC & CO INC COM 303250104 910 23,400 X 23,400
FEDDERS CORP COM 313135105 271 48,700 X 48,700
FEDERAL HOME LN MTG CORP COM 313400301 3,977 90,000 X 90,000
FEDERAL NATL MTG ASSN COM 313586109 6,691 118,300 X 118,300
FEDERATED DEPT STORES INC DEL COM 31410H101 790 18,700 X 18,700
FEDEX CORP COM 31428X106 1,032 26,600 X 26,600
FERRO CORP COM 315405100 233 13,100 X 13,100
FIDELITY NATL FINL INC COM 316326107 535 38,700 X 38,700
FIFTH THIRD BANCORP COM 316773100 1,544 24,500 X 24,500
FILENET CORP COM 316869106 1,297 43,600 X 43,600
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 294 4,000 X 4,000
FIRST AMERN FINL CORP COM 318522307 1,232 88,400 X 88,400
FIRST BANCORP P R COM 318672102 682 38,700 X 38,700
FIRST DATA CORP COM 319963104 1,664 37,500 X 37,500
FIRST MIDWEST BANCORP DEL COM 320867104 1,359 56,050 X 56,050
FIRST UN CORP COM 337358105 4,362 117,100 X 117,100
FIRSTAR CORP NEW WIS COM 33763V109 2,009 87,600 X 87,600
FISERV INC COM 337738108 205 5,500 X 5,500
FLAGSTAR BANCORP INC COM 337930101 229 17,600 X 17,600
FIRSTENERGY CORP COM 337932107 429 20,800 X 20,800
FLEETBOSTON FINL CORP COM 339030108 3,106 85,100 X 85,100
FLEETWOOD ENTERPRISES INC COM 339099103 652 44,200 X 44,200
FLEMING COS INC COM 339130106 792 52,600 X 52,600
FLEXSTEEL INDS INC COM 339382103 292 23,800 X 23,800
FLORIDA PROGRESS CORP COM 341109106 408 8,900 X 8,900
FLORIDA ROCK INDS INC COM 341140101 717 25,600 X 25,600
FLOW INTL CORP COM 343468104 237 20,200 X 20,200
FLUOR CORP COM 343861100 214 6,900 X 6,900
FOOTSTAR INC COM 344912100 938 33,200 X 33,200
FORD MTR CO DEL COM 345370100 5,554 120,900 X 120,900
FORT JAMES CORP COM 347471104 438 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 368 14,700 X 14,700
FOSSIL INC COM 349882100 1,017 43,400 X 43,400
FOSTER WHEELER CORP COM 350244109 373 55,200 X 55,200
FRANKLIN COVEY CO COM 353469109 202 27,900 X 27,900
FRANKLIN RES INC COM 354613101 759 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 181 15,000 X 15,000
FREMONT GEN CORP COM 357288109 709 111,200 X 111,200
FRIEDE GOLDMAN HALTER INC COM 358430106 218 31,700 X 31,700
FRITZ COS INC COM 358846103 598 59,100 X 59,100
FRONTIER INS GROUP INC NEW COM 359081106 47 47,100 X 47,100
FROZEN FOOD EXPRESS INDS INC COM 359360104 76 22,400 X 22,400
G & K SVCS INC CL A 361268105 543 27,800 X 27,800
GC COS INC COM 36155Q109 372 10,700 X 10,700
GPU INC COM 36225X100 301 11,000 X 11,000
GTE CORP COM 362320103 6,681 94,100 X 94,100
GALLAGHER ARTHUR J & CO COM 363576109 1,944 59,800 X 59,800
GANNETT INC COM 364730101 2,175 30,900 X 30,900
GAP INC DEL COM 364760108 6,613 132,750 X 132,750
GARDNER DENVER INC COM 365558105 380 20,200 X 20,200
GATEWAY INC COM 367626108 1,496 28,200 X 28,200
GENCORP INC COM 368682100 439 56,600 X 56,600
GENERAL COMMUNICATION INC CL A 369385109 367 68,200 X 68,200
GENERAL DYNAMICS CORP COM 369550108 891 17,900 X 17,900
GENERAL ELEC CO COM 369604103 47,310 304,000 X 304,000
GENERAL MLS INC COM 370334104 981 27,100 X 27,100
GENERAL MTRS CORP COM 370442105 4,745 57,300 X 57,300
GENERAL SEMICONDUCTOR INC COM 370787103 861 49,900 X 49,900
GENTEX CORP COM 371901109 3,680 99,300 X 99,300
GENRAD INC COM 372447102 245 19,800 X 19,800
GEON CO COM 37246W105 690 32,100 X 32,100
GENUINE PARTS CO COM 372460105 389 16,300 X 16,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 605 15,300 X 15,300
GERBER SCIENTIFIC INC COM 373730100 691 35,800 X 35,800
GILLETTE CO COM 375766102 4,345 115,300 X 115,300
GOLDEN ST BANCORP INC COM 381197102 351 23,500 X 23,500
GOLDEN WEST FINL CORP DEL COM 381317106 452 14,500 X 14,500
GOODRICH B F CO COM 382388106 886 30,900 X 30,900
GOODYEAR TIRE & RUBR CO COM 382550101 329 14,100 X 14,100
GOODYS FAMILY CLOTHING INC COM 382588101 272 44,800 X 44,800
GOTTSCHALKS INC COM 383485109 90 17,200 X 17,200
GRACE W R & CO DEL NEW COM 38388F108 403 31,300 X 31,300
GRACO INC COM 384109104 1,122 38,700 X 38,700
GRAINGER W W INC COM 384802104 450 8,300 X 8,300
GREAT PLAINS SOFTWARE COM 39119E105 1,329 24,900 X 24,900
GRIFFON CORP COM 398433102 439 56,200 X 56,200
GROUP 1 AUTOMOTIVE INC COM 398905109 335 28,800 X 28,800
GUIDANT CORP COM 401698105 1,584 26,900 X 26,900
GUILFORD MLS INC COM 401794102 200 26,000 X 26,000
GYMBOREE CORP COM 403777105 138 33,400 X 33,400
HNC SOFTWARE INC COM 40425P107 2,385 33,100 X 33,100
HS RES INC COM 404297103 545 25,800 X 25,800
HA-LO INDS INC COM 404429102 520 66,000 X 66,000
HADCO CORP COM 404681108 1,525 23,500 X 23,500
HAIN FOOD GROUP INC COM 405219106 948 33,500 X 33,500
HALLIBURTON CO COM 406216101 2,032 49,400 X 49,400
HANCOCK FABRICS INC COM 409900107 75 26,000 X 26,000
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 136 25,900 X 25,900
HARBINGER CORP COM 41145C103 1,523 52,300 X 52,300
HARLAND JOHN H CO COM 412693103 554 41,000 X 41,000
HARLEY DAVIDSON INC COM 412822108 1,072 13,500 X 13,500
HARMAN INTL INDS INC COM 413086109 1,404 23,400 X 23,400
HARMON INDS INC NEW COM 413136102 439 24,200 X 24,200
HARRAHS ENTMT INC COM 413619107 213 11,500 X 11,500
HARTFORD FINL SVCS GROUP INC COM 416515104 1,055 20,000 X 20,000
HARTMARX CORP COM 417119104 121 44,000 X 44,000
HASBRO INC COM 418056107 295 17,700 X 17,700
HEALTHSOUTH CORP COM 421924101 196 34,500 X 34,500
HEARTLAND EXPRESS INC COM 422347104 570 40,600 X 40,600
HEINZ H J CO COM 423074103 1,106 31,700 X 31,700
HELIX TECHNOLOGY CORP COM 423319102 1,814 30,200 X 30,200
HENRY JACK & ASSOC INC COM 426281101 2,013 54,600 X 54,600
HERSHEY FOODS CORP COM 427866108 605 12,400 X 12,400
HEWLETT PACKARD CO COM 428236103 12,078 90,900 X 90,900
HILB ROGAL & HAMILTON CO COM 431294107 486 17,800 X 17,800
HILTON HOTELS CORP COM 432848109 182 23,500 X 23,500
HOLOGIC INC COM 436440101 265 33,400 X 33,400
HOME DEPOT INC COM 437076102 14,013 217,250 X 217,250
HOMESTAKE MNG CO COM 437614100 139 23,200 X 23,200
HONEYWELL INTL INC COM 438516106 4,220 80,100 X 80,100
HOOPER HOLMES INC COM 439104100 1,352 39,400 X 39,400
HOUSEHOLD INTL INC COM 441815107 1,567 42,000 X 42,000
HUDSON UNITED BANCORP COM 444165104 1,499 69,100 X 69,100
HUFFY CORP COM 444356109 62 14,100 X 14,100
HUGHES SUPPLY INC COM 444482103 494 31,900 X 31,900
HUMANA INC COM 444859102 110 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 1,321 59,036 X 59,036
HUTCHINSON TECHNOLOGY INC COM 448407106 590 33,500 X 33,500
HYPERION SOLUTIONS CORP COM 44914M104 1,362 41,900 X 41,900
IBP INC COM 449223106 521 33,100 X 33,100
IDEC PHARMACEUTICALS CORP COM 449370105 5,590 56,900 X 56,900
IHOP CORP COM 449623107 381 27,200 X 27,200
IMCO RECYCLING INC COM 449681105 374 33,800 X 33,800
IMS HEALTH INC COM 449934108 466 27,500 X 27,500
ITT INDS INC IND COM 450911102 242 7,800 X 7,800
IDEX CORP COM 45167R104 1,093 40,100 X 40,100
IDEXX LABS INC COM 45168D104 1,385 59,400 X 59,400
IGATE CAPITAL CORP COM 45169U105 226 5,000 X 5,000
IKON OFFICE SOLUTIONS INC COM 451713101 77 12,400 X 12,400
ILLINOIS TOOL WKS INC COM 452308109 1,238 22,400 X 22,400
IMMUNE RESPONSE CORP DEL COM 45252T106 393 34,200 X 34,200
INACOM CORP COM 45323G109 170 61,700 X 61,700
INCO LTD COM 453258402 298 16,200 X 16,200
INCYTE PHARMACEUTICALS INC COM 45337C102 3,366 38,500 X 38,500
INGERSOLL-RAND CO COM 456866102 646 14,600 X 14,600
INFORMATION RES INC COM 456905108 385 48,100 X 48,100
INGRAM MICRO INC CL A 457153104 275 17,900 X 17,900
INNOVEX INC COM 457647105 199 20,300 X 20,300
INSIGHT ENTERPRISES INC COM 45765U103 1,767 48,500 X 48,500
INPUT/OUTPUT INC COM 457652105 420 68,600 X 68,600
INSITUFORM TECHNOLOGIES INC CL A 457667103 1,047 34,200 X 34,200
INSTEEL INDUSTRIES INC COM 45774W108 65 11,600 X 11,600
INSURANCE AUTO AUCTIONS INC COM 457875102 262 15,500 X 15,500
INTEGRATED DEVICE TECHNOLOGY COM 458118106 277 7,000 X 7,000
INTEL CORP COM 458140100 42,220 320,000 X 320,000
INTELLIGROUP INC COM 45816A106 208 7,000 X 7,000
INTER TEL INC COM 458372109 1,152 42,100 X 42,100
INTERFACE INC CL A 458665106 406 95,500 X 95,500
INTERIM SVCS INC COM 45868P100 2,034 109,600 X 109,600
INTERMAGNETICS GEN CORP COM 458771102 289 17,000 X 17,000
INTERMET CORP COM 45881K104 391 42,800 X 42,800
INTERNATIONAL BUSINESS MACHS COM 459200101 19,954 169,100 X 169,100
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 337 9,600 X 9,600
INTL PAPER CO COM 460146103 1,584 37,056 X 37,056
INTERNATIONAL RECTIFIER CORP COM 460254105 2,768 72,600 X 72,600
INTERPUBLIC GROUP COS INC COM 460690100 2,107 44,600 X 44,600
INTERVOICE-BRITE INC COM 461142101 1,250 43,300 X 43,300
INVACARE CORP COM 461203101 1,679 61,200 X 61,200
INVESTORS FINL SERVICES CORP COM 461915100 1,160 19,700 X 19,700
IONICS INC COM 462218108 560 21,900 X 21,900
ITRON INC COM 465741106 142 20,500 X 20,500
IVAX CORP COM 465823102 454 16,650 X 16,650
J & J SNACK FOODS CORP COM 466032109 244 12,300 X 12,300
JLG INDS INC COM 466210101 551 60,000 X 60,000
JABIL CIRCUIT INC COM 466313103 346 8,000 X 8,000
JACK IN THE BOX INC COM 466367109 1,104 51,800 X 51,800
JAKKS PAC INC COM 47012E106 470 21,800 X 21,800
JAN BELL MARKETING INC COM 470760109 93 32,200 X 32,200
JEFFERIES GROUP INC NEW COM 472319102 743 32,500 X 32,500
JEFFERSON PILOT CORP COM 475070108 1,152 17,300 X 17,300
JO-ANN STORES INC CL A 47758P109 205 24,500 X 24,500
JOHNSON & JOHNSON COM 478160104 9,568 136,200 X 136,200
JOHNSON CTLS INC COM 478366107 605 11,200 X 11,200
JONES APPAREL GROUP INC COM 480074103 759 24,000 X 24,000
JONES PHARMA INC COM 480236108 2,675 88,050 X 88,050
JUSTIN INDS INC COM 482171105 621 34,500 X 34,500
KLA-TENCOR CORP COM 482480100 1,331 15,800 X 15,800
K MART CORP COM 482584109 431 44,500 X 44,500
K-SWISS INC CL A 482686102 225 15,200 X 15,200
K2 INC COM 482732104 261 32,900 X 32,900
KAMAN CORP CL A 483548103 311 31,900 X 31,900
KANSAS CITY SOUTHN INDS INC COM 485170104 859 10,000 X 10,000
KEEBLER FOODS CO COM 487256109 545 19,000 X 19,000
KELLOGG CO COM 487836108 932 36,200 X 36,200
KELLWOOD CO COM 488044108 662 37,700 X 37,700
KEMET CORP COM 488360108 3,631 57,400 X 57,400
KENT ELECTRS CORP COM 490553104 1,413 48,400 X 48,400
KERR MCGEE CORP COM 492386107 453 7,842 X 7,842
KEYCORP NEW COM 493267108 762 40,100 X 40,100
KIMBERLY CLARK CORP COM 494368103 3,206 57,178 X 57,178
KIMCO REALTY CORP COM 49446R109 338 9,000 X 9,000
KINDER MORGAN INC KANS COM 49455P101 783 22,700 X 22,700
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 476 12,000 X 12,000
KING PHARMACEUTICALS INC COM 495582108 416 13,200 X 13,200
KIRBY CORP COM 497266106 555 28,100 X 28,100
KNIGHT RIDDER INC COM 499040103 1,133 22,100 X 22,100
KOHLS CORP COM 500255104 3,024 29,500 X 29,500
KOMAG INC COM 500453105 337 88,700 X 88,700
KROGER CO COM 501044101 1,479 84,200 X 84,200
KROLL O GARA CO COM 501050108 393 35,900 X 35,900
KRONOS INC COM 501052104 687 23,200 X 23,200
KULICKE & SOFFA INDS INC COM 501242101 2,037 31,800 X 31,800
LSI LOGIC CORP COM 502161102 1,903 26,200 X 26,200
LTX CORP COM 502392103 226 5,000 X 5,000
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,096 21,100 X 21,100
LA Z BOY INC COM 505336107 1,085 70,600 X 70,600
LABOR READY INC COM NEW 505401208 646 65,400 X 65,400
LACLEDE GAS CO COM 505588103 514 25,700 X 25,700
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 374 58,700 X 58,700
LANDSTAR SYS INC COM 515098101 734 13,400 X 13,400
LASER VISION CTRS INC COM 51807H100 237 34,100 X 34,100
LASON INC COM 51808R107 162 24,500 X 24,500
LATTICE SEMICONDUCTOR CORP COM 518415104 4,664 68,900 X 68,900
LAWSON PRODS INC COM 520776105 338 14,200 X 14,200
LEGGETT & PLATT INC COM 524660107 383 17,800 X 17,800
LEGG MASON INC COM 524901105 216 5,000 X 5,000
LEHMAN BROS HLDGS INC COM 524908100 1,028 10,600 X 10,600
LENNOX INTL INC COM 526107107 533 60,900 X 60,900
LEXMARK INTL GROUP INC CL A 529771107 1,227 11,600 X 11,600
LIBBEY INC COM 529898108 600 21,900 X 21,900
LILLIAN VERNON CORP COM 532430105 120 12,600 X 12,600
LILLY ELI & CO COM 532457108 7,158 114,300 X 114,300
LILLY INDS INC CL A 532491107 394 31,800 X 31,800
LIMITED INC COM 532716107 809 19,200 X 19,200
LINCARE HLDGS INC COM 532791100 604 21,300 X 21,300
LINCOLN NATL CORP IND COM 534187109 586 17,500 X 17,500
LINDSAY MFG CO COM 535555106 291 17,000 X 17,000
LINENS N THINGS INC COM 535679104 2,000 58,400 X 58,400
LIPOSOME CO INC COM 536310105 1,067 61,100 X 61,100
LIZ CLAIBORNE INC COM 539320101 797 17,400 X 17,400
LOCKHEED MARTIN CORP COM 539830109 719 35,200 X 35,200
LOEWS CORP COM 540424108 475 9,500 X 9,500
LOUIS DREYFUS NAT GAS CORP COM 546011107 218 6,400 X 6,400
LOWES COS INC COM 548661107 3,158 54,100 X 54,100
LUBYS INC COM 549282101 290 30,700 X 30,700
LUCENT TECHNOLOGIES INC COM 549463107 18,066 294,960 X 294,960
LYDALL INC DEL COM 550819106 331 37,800 X 37,800
MAF BANCORP INC COM 55261R108 528 32,600 X 32,600
MBIA INC COM 55262C100 989 19,000 X 19,000
MBNA CORP COM 55262L100 3,101 121,600 X 121,600
M D C HLDGS INC COM 552676108 542 30,200 X 30,200
MCI WORLDCOM INC COM 55268B106 11,831 261,100 X 261,100
MGIC INVT CORP WIS COM 552848103 820 18,800 X 18,800
M S CARRIERS INC COM 553533100 392 16,700 X 16,700
MACDERMID INC COM 554273102 904 34,100 X 34,100
MACROMEDIA INC COM 556100105 723 8,000 X 8,000
MAGELLAN HEALTH SVCS INC COM 559079108 210 43,600 X 43,600
MAIL-WELL INC COM 560321200 292 33,600 X 33,600
MALLINCKRODT INC NEW COM 561232109 782 27,200 X 27,200
MANITOWOC INC COM 563571108 968 35,200 X 35,200
MARCUS CORP COM 566330106 524 40,500 X 40,500
MARSH & MCLENNAN COS INC COM 571748102 2,625 23,800 X 23,800
MARRIOTT INTL INC NEW CL A 571903202 690 21,900 X 21,900
MASCO CORP COM 574599106 812 39,600 X 39,600
MASCOTECH INC COM 574670105 744 60,400 X 60,400
MATERIAL SCIENCIES CORP COM 576674105 282 20,900 X 20,900
MATTEL INC COM 577081102 395 37,600 X 37,600
MATTSON TECHNOLOGY INC COM 577223100 213 5,000 X 5,000
MAY DEPT STORES CO COM 577778103 841 29,500 X 29,500
MAXIMUS INC COM 577933104 866 28,400 X 28,400
MAYTAG CORP COM 578592107 580 17,500 X 17,500
MCDONALDS CORP COM 580135101 4,515 120,800 X 120,800
MCGRAW HILL COS INC COM 580645109 1,479 32,500 X 32,500
MCKESSON HBOC INC COM 58155Q103 583 27,782 X 27,782
MCWHORTER TECHNOLOGIES INC COM 582803102 166 13,800 X 13,800
MEAD CORP COM 582834107 325 9,300 X 9,300
MEADE INSTRUMENTS CORP COM 583062104 345 5,000 X 5,000
MEDIAONE GROUP INC COM 58440J104 4,431 54,700 X 54,700
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,560 39,000 X 39,000
MEDQUIST INC COM 584949101 1,683 61,900 X 61,900
MEDTRONIC INC COM 585055106 5,380 104,600 X 104,600
MELLON FINL CORP COM 58551A108 1,535 51,600 X 51,600
MENS WEARHOUSE INC COM 587118100 2,246 75,800 X 75,800
MENTOR CORP MINN COM 587188103 1,118 41,400 X 41,400
MERCK & CO INC COM 589331107 14,985 241,200 X 241,200
MERCURY COMPUTER SYS COM 589378108 1,388 28,400 X 28,400
MERCURY INTERACTIVE CORP COM 589405109 8,559 108,000 X 108,000
MERRILL LYNCH & CO INC COM 590188108 4,022 38,300 X 38,300
MESA AIR GROUP INC COM 590479101 290 46,400 X 46,400
META GROUP INC COM 591002100 261 10,000 X 10,000
METHODE ELECTRS INC CL A 591520200 2,459 48,700 X 48,700
METRIS COS INC COM 591598107 525 13,500 X 13,500
MICHAEL FOOD INC NEW COM 594079105 855 40,700 X 40,700
MICHAELS STORES INC COM 594087108 1,618 39,700 X 39,700
MICREL INC COM 594793101 5,357 55,800 X 55,800
MICROS SYS INC COM 594901100 1,775 28,200 X 28,200
MICROSOFT CORP COM 594918104 51,298 482,800 X 482,800
MICROAGE INC COM 594928103 67 28,500 X 28,500
MICRON TECHNOLOGY INC COM 595112103 4,271 33,900 X 33,900
MIDAS GROUP INC COM 595626102 516 21,500 X 21,500
MIDWEST EXPRESS HLDGS INC COM 597911106 497 19,400 X 19,400
MIDWAY GAMES INC COM 598148104 682 51,500 X 51,500
MILLIPORE CORP COM 601073109 226 4,000 X 4,000
MINNESOTA MNG & MFG CO COM 604059105 3,171 35,800 X 35,800
MIRAGE RESORTS INC COM 60462E104 345 17,800 X 17,800
MISSISSIPPI CHEM CORP COM NEW 605288208 332 48,700 X 48,700
MOLEX INC COM 608554101 1,028 17,500 X 17,500
MONACO COACH CORP COM 60886R103 485 25,500 X 25,500
MONSANTO CO COM 611662107 2,915 56,600 X 56,600
MORGAN J P & CO INC COM 616880100 1,950 14,800 X 14,800
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 9,514 114,800 X 114,800
MORRISON KNUDSEN CORP NEW COM 61844A109 523 70,900 X 70,900
MOTOROLA INC COM 620076109 8,424 57,700 X 57,700
MUELLER INDS INC COM 624756102 1,455 47,900 X 47,900
MUTUAL RISK MGMT LTD COM 628351108 1,524 76,200 X 76,200
MYERS INDS INC COM 628464109 332 27,700 X 27,700
MYLAN LABS INC COM 628530107 495 18,000 X 18,000
NBTY INC COM 628782104 1,225 89,500 X 89,500
NCR CORP NEW COM 62886E108 819 20,400 X 20,400
NFO WORLDWIDE INC COM 62910N108 704 30,200 X 30,200
NVR INC COM 62944T105 324 6,000 X 6,000
NABISCO GROUP HLDG CORP COM 62952P102 353 29,300 X 29,300
NASH FINCH CO COM 631158102 126 15,500 X 15,500
NATIONAL CITY CORP COM 635405103 1,134 55,000 X 55,000
NATIONAL COMPUTER SYS INC COM 635519101 2,197 43,300 X 43,300
NATIONAL DATA CORP COM 635621105 1,323 50,900 X 50,900
NATIONAL DISC BROKERS GROUP COM 635646102 1,185 24,000 X 24,000
NATIONAL INSTRS CORP COM 636518102 3,173 67,600 X 67,600
NATIONAL PRESTO INDS INC COM 637215104 323 9,900 X 9,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,215 20,000 X 20,000
NATIONWIDE FINL SVCS INC CL A 638612101 527 18,000 X 18,000
NATURES SUNSHINE PRODUCTS INC COM 639027101 189 23,600 X 23,600
NAUTICA ENTERPRISES INC COM 639089101 754 64,200 X 64,200
NAVISTAR INTL CORP NEW COM 63934E108 225 5,600 X 5,600
NELSON THOMAS INC COM 640376109 155 19,500 X 19,500
NEOMAGIC CORP COM 640497103 276 55,500 X 55,500
NETWORK APPLIANCE INC COM 64120L104 2,185 26,400 X 26,400
NETWORK EQUIP TECHNOLOGIES COM 641208103 294 29,400 X 29,400
NEW CENTURY ENERGIES INC COM 64352U103 304 10,100 X 10,100
NEW ENGLAND BUSINESS SVC INC COM 643872104 328 19,000 X 19,000
NEW JERSEY RES COM 646025106 1,253 29,300 X 29,300
NEW YORK TIMES CO CL A 650111107 661 15,400 X 15,400
NEWBRIDGE NETWORKS CORP COM 650901101 519 16,000 X 16,000
NEWELL RUBBERMAID INC COM 651229106 631 25,420 X 25,420
NEWFIELD EXPL CO COM 651290108 1,988 56,400 X 56,400
NEWMONT MINING CORP COM 651639106 339 15,100 X 15,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 4,403 29,700 X 29,700
NIAGARA MOHAWK HLDGS INC COM 653520106 230 17,000 X 17,000
NIKE INC CL B 654106103 991 25,000 X 25,000
99 CENTS ONLY STORES COM 65440K106 2,183 55,616 X 55,616
NORDSTROM INC COM 655664100 357 12,100 X 12,100
NORFOLK SOUTHERN CORP COM 655844108 489 34,300 X 34,300
NORTEL NETWORKS CORP COM 656569100 15,677 124,300 X 124,300
NORTH AMERN VACCINE INC COM 657201109 120 44,500 X 44,500
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 258 9,500 X 9,500
NORTHN STS PWR CO MINN COM 665772109 274 13,800 X 13,800
NORTHERN TR CORP COM 665859104 1,344 19,900 X 19,900
NORTHROP GRUMMAN CORP COM 666807102 858 16,200 X 16,200
NORTHWEST NAT GAS CO COM 667655104 1,004 51,500 X 51,500
NORTHWESTERN CORP COM 668074107 646 31,300 X 31,300
NOVELL INC COM 670006105 853 29,800 X 29,800
NOVEN PHARMACEUTICALS INC COM 670009109 318 29,100 X 29,100
NUCOR CORP COM 670346105 600 12,000 X 12,000
NVIDIA CORP COM 67066G104 532 6,300 X 6,300
OM GROUP INC COM 670872100 1,465 32,200 X 32,200
OAKWOOD HOMES CORP COM 674098108 243 63,800 X 63,800
OCCIDENTAL PETE CORP DEL COM 674599105 888 42,800 X 42,800
OCEANEERING INTL INC COM 675232102 593 31,600 X 31,600
OCULAR SCIENCES INC COM 675744106 220 14,000 X 14,000
OFFICE DEPOT INC COM 676220106 349 30,200 X 30,200
OFFSHORE LOGISTICS INC COM 676255102 534 38,500 X 38,500
OLD KENT FINL CORP COM 679833103 336 10,500 X 10,500
OMNICOM GROUP INC COM 681919106 1,479 15,800 X 15,800
OMNOVA SOLUTIONS INC COM 682129101 318 56,600 X 56,600
ON ASSIGNMENT INC COM 682159108 450 10,000 X 10,000
ORACLE CORP COM 68389X105 20,608 264,000 X 264,000
ORBITAL SCIENCES CORP COM 685564106 867 57,800 X 57,800
ORGANOGENESIS INC COM 685906109 503 41,700 X 41,700
O REILLY AUTOMOTIVE INC COM 686091109 1,341 94,500 X 94,500
ORTHODONTIC CTRS AMER INC COM 68750P103 1,786 94,000 X 94,000
OSHKOSH B GOSH INC CL A 688222207 396 22,000 X 22,000
OSTEOTECH INC COM 688582105 257 19,200 X 19,200
OUTBACK STEAKHOUSE INC COM 689899102 545 17,000 X 17,000
OWENS CORNING COM 69073F103 637 32,900 X 32,900
OWENS & MINOR INC NEW COM 690732102 471 44,300 X 44,300
OWENS ILL INC COM NEW 690768403 230 13,600 X 13,600
OXFORD INDS INC COM 691497309 189 10,400 X 10,400
P-COM INC COM 693262107 1,615 87,300 X 87,300
PECO ENERGY CO COM 693304107 612 16,600 X 16,600
PG&E CORP COM 69331C108 689 32,800 X 32,800
PE CORP COM PE BIO GRP 69332S102 1,776 18,400 X 18,400
PNC BK CORP COM 693475105 1,181 26,200 X 26,200
PPG INDS INC COM 693506107 1,418 27,100 X 27,100
PPL CORP COM 69351T106 268 12,800 X 12,800
PACCAR INC COM 693718108 1,030 20,600 X 20,600
PACIFIC SUNWEAR CALIF INC COM 694873100 2,229 57,900 X 57,900
PACTIV CORP COM 695257105 136 15,700 X 15,700
PAINE WEBBER GROUP INC COM 695629105 576 13,100 X 13,100
PALL CORP COM 696429307 976 43,500 X 43,500
PANERA BREAD CO CL A 69840W108 125 16,700 X 16,700
PARAMETRIC TECHNOLOGY CORP COM 699173100 510 24,200 X 24,200
PAREXEL INTL CORP COM 699462107 324 34,300 X 34,300
PARK ELECTROCHEMICAL CORP COM 700416209 350 14,300 X 14,300
PARKER HANNIFIN CORP COM 701094104 409 9,900 X 9,900
PATTERSON DENTAL CO COM 703412106 1,974 51,600 X 51,600
PAXAR CORP COM 704227107 1,012 105,100 X 105,100
PAYCHEX INC COM 704326107 1,163 22,200 X 22,200
PAYLESS SHOESOURCE INC COM 704379106 260 5,000 X 5,000
PEDIATRIX MED GROUP COM 705324101 154 21,200 X 21,200
PENFORD CORP COM 707051108 185 10,200 X 10,200
PENNEY J C INC COM 708160106 342 23,000 X 23,000
PEOPLES HERITAGE FINL GROUP COM 711147108 210 14,000 X 14,000
PEOPLESOFT INC COM 712713106 450 22,500 X 22,500
PEP BOYS MANNY MOE & JACK COM 713278109 425 71,600 X 71,600
PEPSICO INC COM 713448108 4,544 130,300 X 130,300
PERFORMANCE FOOD GROUP CO COM 713755106 534 24,400 X 24,400
PERKINELMER INC COM 714046109 273 4,100 X 4,100
PEROT SYS CORP CL A 714265105 260 13,000 X 13,000
PHARMACIA & UPJOHN INC COM 716941109 3,052 51,300 X 51,300
PFIZER INC COM 717081103 14,749 403,400 X 403,400
PHARMACEUTICAL PROD DEV INC COM 717124101 735 43,400 X 43,400
PHELPS DODGE CORP COM 717265102 246 5,200 X 5,200
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 991 54,700 X 54,700
PHILIP MORRIS COS INC COM 718154107 4,483 212,200 X 212,200
PHILLIPS PETE CO COM 718507106 1,045 22,600 X 22,600
PHILLIPS VAN HEUSEN CORP COM 718592108 393 51,100 X 51,100
PHOENIX TECHNOLOGY LTD COM 719153108 232 11,000 X 11,000
PHOTRONICS INC COM 719405102 1,321 37,400 X 37,400
PICTURETEL CORP COM NEW 720035302 480 54,800 X 54,800
PIEDMONT NAT GAS INC COM 720186105 1,235 47,400 X 47,400
PIER 1 IMPORTS INC COM 720279108 1,335 130,200 X 130,200
PILGRIMS PRIDE CORP CL B 721467108 82 13,000 X 13,000
PILGRIMS PRIDE CORP CL A 721467207 101 20,800 X 20,800
PILLOWTEX CORP COM 721501104 78 19,600 X 19,600
PINNACLE ENTMT INC COM 723456109 717 35,300 X 35,300
PINNACLE SYS INC COM 723481107 2,141 64,400 X 64,400
PINNACLE WEST CAP CORP COM 723484101 217 7,700 X 7,700
PIONEER GROUP INC COM 723684106 835 35,900 X 35,900
PIONEER STD ELECTRS INC COM 723877106 1,109 70,400 X 70,400
PITNEY BOWES INC COM 724479100 1,193 26,700 X 26,700
PLACER DOME INC COM 725906101 236 29,100 X 29,100
PLAINS RES INC COM PAR $0.10 726540503 306 24,500 X 24,500
PLANTRONICS INC NEW COM 727493108 2,087 22,400 X 22,400
PLEXUS CORP COM 729132100 1,586 23,800 X 23,800
POGO PRODUCING CO COM 730448107 1,557 54,500 X 54,500
POLARIS INDS INC COM 731068102 994 33,000 X 33,000
POPE & TALBOT INC COM 732827100 340 18,500 X 18,500
POWERWAVE TECHNOLOGIES INC COM 739363109 3,125 25,000 X 25,000
PRAXAIR INC COM 74005P104 1,120 26,900 X 26,900
PRE PAID LEGAL SVCS INC COM 740065107 1,369 46,100 X 46,100
PRICE T ROWE & ASSOCIATES COM 741477103 423 10,700 X 10,700
PRIME MED SVCS INC NEW COM 74156D108 299 33,700 X 33,700
PRIMEX TECHNOLOGIES INC COM 741597108 309 14,500 X 14,500
PRIMARK CORP COM 741903108 654 27,100 X 27,100
PRIME HOSPITALITY CORP COM 741917108 598 82,500 X 82,500
PRIDE INTL INC COM 741932107 1,814 79,300 X 79,300
PRIORITY HEALTHCARE CORP CL B 74264T102 1,636 32,560 X 32,560
PROCTER & GAMBLE CO COM 742718109 6,966 123,300 X 123,300
PROFIT RECOVERY GROUP INTL INC COM 743168106 1,217 65,800 X 65,800
PROGRESS SOFTWARE CORP COM 743312100 1,130 48,200 X 48,200
PROGRESSIVE CORP OHIO COM 743315103 502 6,600 X 6,600
PROJECT SOFTWARE & DEV INC COM 74339P101 1,633 28,900 X 28,900
PROTEIN DESIGN LABS INC COM 74369L103 2,019 25,400 X 25,400
PROVIDENT BANKSHARES CORP COM 743859100 817 51,900 X 51,900
PROVIDIAN FINL CORP COM 74406A102 1,525 17,600 X 17,600
PROXIM INC COM 744284100 1,903 15,900 X 15,900
PUBLIC SVC ENTERPRISE GROUP COM 744573106 578 19,500 X 19,500
PUGET SOUND ENERGY INC COM 745332106 468 21,100 X 21,100
PULTE CORP COM 745867101 676 32,400 X 32,400
QRS CORP COM 74726X105 1,377 18,300 X 18,300
QUAKER CHEM CORP COM 747316107 207 12,200 X 12,200
QUAKER OATS CO COM 747402105 721 11,900 X 11,900
QUALCOMM INC COM 747525103 12,423 83,200 X 83,200
QUANTA SVCS INC COM 74762E102 710 11,700 X 11,700
QUANEX CORP COM 747620102 346 19,200 X 19,200
QUEENS CNTY BANCORP INC COM 748242104 750 41,500 X 41,500
QUIKSILVER INC COM 74838C106 530 30,200 X 30,200
QUINTILES TRANSNATIONAL CORP COM 748767100 179 10,500 X 10,500
R G S ENERGY GROUP INC COM 74956K104 329 15,500 X 15,500
RLI CORP COM 749607107 459 13,700 X 13,700
RSA SEC INC COM 749719100 3,186 61,500 X 61,500
RTI INTL METALS INC COM 74973W107 252 28,600 X 28,600
RADIAN GROUP INC COM 750236101 2,948 61,900 X 61,900
RADISYS CORP COM 750459109 818 13,600 X 13,600
RALCORP HLDGS INC NEW COM 751028101 600 41,400 X 41,400
RALSTON PURINA CO COM RAL-PUR GP 751277302 732 26,600 X 26,600
RATIONAL SOFTWARE CORP COM NEW 75409P202 482 6,300 X 6,300
RAYMOND JAMES FINANCIAL INC COM 754730109 1,641 79,100 X 79,100
RAYTHEON CO CL B 755111408 540 30,400 X 30,400
READ-RITE CORP COM 755246105 315 67,300 X 67,300
REGAL BELOIT CORP COM 758750103 655 37,400 X 37,400
REGENERON PHARMACEUTICALS COM 75886F107 1,253 42,400 X 42,400
REGIS CORP MINN COM 758932107 776 52,400 X 52,400
REGIONS FINL CORP COM 758940100 456 20,000 X 20,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 841 37,600 X 37,600
RELIANT ENERGY INC COM 75952J108 1,440 61,100 X 61,100
REMEDY CORP COM 759548100 1,769 42,000 X 42,000
REMINGTON OIL & GAS CORP COM 759594302 122 29,200 X 29,200
RENAL CARE GROUP INC COM 759930100 1,293 59,600 X 59,600
REPUBLIC GROUP INC COM 760473108 174 16,200 X 16,200
RESMED INC COM 761152107 1,435 20,100 X 20,100
RESPIRONICS INC COM 761230101 643 44,700 X 44,700
REYNOLDS & REYNOLDS CO CL A 761695105 540 20,000 X 20,000
REYNOLDS METALS CO COM 761763101 375 5,600 X 5,600
RIGGS NATL CORP WASH DC COM 766570105 467 38,300 X 38,300
RITE AID CORP COM 767754104 131 23,300 X 23,300
ROBBINS & MYERS INC COM 770196103 470 19,900 X 19,900
ROBERT HALF INTL INC COM 770323103 237 5,000 X 5,000
ROCKWELL INTL CORP NEW COM 773903109 719 17,200 X 17,200
ROHM & HAAS CO COM 775371107 870 19,500 X 19,500
ROLLINS TRUCK LEASING CORP COM 775741101 895 106,100 X 106,100
ROPER INDS INC NEW COM 776696106 1,391 41,000 X 41,000
ROSLYN BANCORP INC COM 778162107 314 17,600 X 17,600
ROSS STORES INC COM 778296103 914 38,000 X 38,000
ROWAN COS INC COM 779382100 227 7,700 X 7,700
ROYAL APPLIANCE MFG CO COM 780076105 114 23,100 X 23,100
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 12,453 215,400 X 215,400
RUBY TUESDAY INC COM 781182100 739 42,200 X 42,200
RURAL / METRO CORP COM 781748108 24 20,000 X 20,000
RUSS BERRIE & CO COM 782233100 514 27,800 X 27,800
RYANS FAMILY STEAK HOUSE INC COM 783519101 707 73,900 X 73,900
RYLAND GROUP INC COM 783764103 369 19,700 X 19,700
SBC COMMUNICATIONS INC COM 78387G103 13,305 315,848 X 315,848
SBS TECHNOLOGIES INC COM 78387P103 201 7,000 X 7,000
SCPIE HLDGS INC COM 78402P104 475 15,500 X 15,500
SEI INVESTMENTS CO COM 784117103 3,063 27,000 X 27,000
SLM HLDG CORP COM 78442A109 973 29,200 X 29,200
SLI INC COM 78442T108 1,146 67,400 X 67,400
SPDR TR UNIT SER 1 78462F103 1,579 10,500 X 10,500
SPS TECHNOLOGIES INC COM 784626103 732 24,000 X 24,000
S3 INC COM 784849101 2,148 102,300 X 102,300
SABRE HLDGS CORP CL A 785905100 396 10,839 X 10,839
SAFECO CORP COM 786429100 308 11,600 X 11,600
SAFEWAY INC COM NEW 786514208 2,968 65,600 X 65,600
SAGA SYS INC COM 786610105 1,391 38,900 X 38,900
ST MARY LD & EXPL CO COM 792228108 448 15,000 X 15,000
ST PAUL COS INC COM 792860108 689 20,200 X 20,200
SAKS INC COM 79377W108 145 10,000 X 10,000
SALTON INC COM 795757103 742 17,100 X 17,100
SARA LEE CORP COM 803111103 1,418 78,800 X 78,800
SCANSOURCE INC COM 806037107 266 7,500 X 7,500
SCHERING PLOUGH CORP COM 806605101 6,423 173,000 X 173,000
SCHLUMBERGER LTD COM 806857108 3,756 49,100 X 49,100
SCHWAB CHARLES CORP NEW COM 808513105 4,153 73,100 X 73,100
SCHWEITZER-MAUDUIT INTL INC COM 808541106 278 21,500 X 21,500
SCIENTIFIC ATLANTA INC COM 808655104 898 14,200 X 14,200
SCOTT TECHNOLOGIES INC COM 810022301 457 24,200 X 24,200
SCOTTS CO CL A 810186106 1,600 38,100 X 38,100
SEAGATE TECHNOLOGY COM 811804103 1,149 18,600 X 18,600
SEAGRAM LTD COM 811850106 2,303 38,700 X 38,700
SEACOR SMIT INC COM 811904101 924 15,300 X 15,300
SEALED AIR CORP NEW COM 81211K100 413 7,600 X 7,600
SEALED AIR CORP NEW PFD CV A $2 81211K209 205 3,942 X 3,942
SEARS ROEBUCK & CO COM 812387108 1,237 40,400 X 40,400
SEITEL INC COM NEW 816074306 262 33,000 X 33,000
SELECTIVE INS GROUP INC COM 816300107 638 37,400 X 37,400
SEMPRA ENERGY COM 816851109 363 21,700 X 21,700
SERVICEMASTER CO COM 81760N109 518 46,000 X 46,000
SHERWIN WILLIAMS CO COM 824348106 330 14,900 X 14,900
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 534 10,426 X 10,426
SHOPKO STORES INC COM 824911101 731 41,200 X 41,200
SIERRA HEALTH SVCS INC COM 826322109 320 64,800 X 64,800
SIGMA ALDRICH CORP COM 826552101 245 9,100 X 9,100
SILICON GRAPHICS INC COM 827056102 179 16,900 X 16,900
SILICON VY BANCSHARES COM 827064106 2,250 31,300 X 31,300
SILICON VY GROUP INC COM 827066101 1,243 45,200 X 45,200
SIMPSON INDS INC COM 829060102 341 34,800 X 34,800
SIMPSON MANUFACTURING CO INC COM 829073105 644 16,300 X 16,300
SKYLINE CORP COM 830830105 260 12,000 X 12,000
SKYWEST INC COM 830879102 1,440 36,800 X 36,800
SMITH A O COM 831865209 817 45,400 X 45,400
SMITHFIELD FOODS INC COM 832248108 1,740 87,000 X 87,000
SNYDER COMMUNICATIONS INC COM SNC 832914105 2,714 120,600 X 120,600
SOLA INTL INC COM 834092108 206 33,700 X 33,700
SOLECTRON CORP COM 834182107 2,584 64,400 X 64,400
SONIC CORP COM 835451105 880 32,300 X 32,300
SOUTHERN CO COM 842587107 1,309 60,200 X 60,200
SOUTHERN UN CO NEW COM 844030106 1,198 66,300 X 66,300
SOUTHTRUST CORP COM 844730101 862 33,900 X 33,900
SOUTHWEST AIRLS CO COM 844741108 949 45,600 X 45,600
SOUTHWEST BANCORPORATION TEX COM 84476R109 733 37,700 X 37,700
SOUTHWEST GAS CORP COM 844895102 986 51,700 X 51,700
SOUTHWESTERN ENERGY CO COM 845467109 324 48,900 X 48,900
SOVEREIGN BANCORP INC COM 845905108 555 73,400 X 73,400
SPACELABS MED INC COM 846247104 316 19,800 X 19,800
SPARTAN MTRS INC COM 846819100 71 17,200 X 17,200
SPECIALTY EQUIP COS INC COM NEW 847497203 540 26,000 X 26,000
SPEEDFAM-IPEC INC COM 847705100 1,069 53,800 X 53,800
SPLASH TECHNOLOGY HLDGS INC COM 848623104 225 18,000 X 18,000
SPORTS AUTH INC COM 849176102 111 43,400 X 43,400
SPRINT CORP COM FON GROUP 852061100 5,699 90,100 X 90,100
SPRINT CORP PCS COM SER 1 852061506 5,017 76,600 X 76,600
STAFFMARK INC COM 852389105 315 39,700 X 39,700
STANDARD MICROSYSTEMS CORP COM 853626109 312 21,400 X 21,400
STANDARD MTR PRODS INC COM 853666105 266 17,900 X 17,900
STANDARD PAC CORP NEW COM 85375C101 401 40,100 X 40,100
STANDEX INTL CORP COM 854231107 273 17,600 X 17,600
STANLEY WKS COM 854616109 214 8,100 X 8,100
STAPLES INC COM 855030102 1,254 62,700 X 62,700
STARBUCKS CORP COM 855244109 224 5,000 X 5,000
STATE STR CORP COM 857477103 1,385 14,300 X 14,300
STATEN IS BANCORP INC COM 857550107 897 52,400 X 52,400
STEEL DYNAMICS INC COM 858119100 750 64,900 X 64,900
STEEL TECHNOLOGIES INC COM 858147101 110 13,900 X 13,900
STEIN MART INC COM 858375108 498 60,400 X 60,400
STERLING COMM INC COM 859205106 530 12,000 X 12,000
STILLWATER MNG CO COM 86074Q102 2,088 52,200 X 52,200
STONE & WEBSTER INC COM 861572105 278 19,200 X 19,200
STONE ENERGY CORP COM 861642106 1,221 24,800 X 24,800
STRIDE RITE CORP COM 863314100 648 80,400 X 80,400
STURM RUGER & CO INC COM 864159108 323 36,900 X 36,900
SUIZA FOODS CORP COM 865077101 483 12,000 X 12,000
SUMMIT BANCORP COM 866005101 410 15,600 X 15,600
SUMMIT TECHNOLOGY INC COM 86627E101 578 63,300 X 63,300
SUN MICROSYSTEMS INC COM 866810104 14,936 159,400 X 159,400
SUNOCO INC COM 86764P109 233 8,500 X 8,500
SUNRISE MED INC COM 867910101 188 30,100 X 30,100
SUNTRUST BKS INC COM 867914103 1,646 28,500 X 28,500
SUPERIOR TELECOM INC COM 868365107 285 22,100 X 22,100
SUPERVALU INC COM 868536103 892 47,100 X 47,100
SUSQUEHANNA BANCSHARES INC PA COM 869099101 692 50,100 X 50,100
SWISS ARMY BRANDS INC COM 870827102 53 10,800 X 10,800
SYBASE INC COM 871130100 406 20,000 X 20,000
SYMMETRICOM INC COM 871543104 307 29,100 X 29,100
SYNCOR INTL CORP DEL COM 87157J106 528 16,000 X 16,000
SYNOPSYS INC COM 871607107 522 10,700 X 10,700
SYNOVUS FINL CORP COM 87161C105 472 25,000 X 25,000
SYSCO CORP COM 871829107 1,062 29,400 X 29,400
TBC CORP COM 872180104 147 29,000 X 29,000
TCBY ENTERPRISES INC COM 872245105 181 31,400 X 31,400
THQ INC COM NEW 872443403 436 24,400 X 24,400
TJX COS INC NEW COM 872540109 850 38,300 X 38,300
TNP ENTERPRISES INC COM 872594106 797 18,200 X 18,200
TRW INC COM 872649108 632 10,800 X 10,800
TACO CABANA INC COM 873425102 106 17,900 X 17,900
TALK COM INC COM 874264104 1,754 109,600 X 109,600
TANDY CORP COM 875382103 873 17,200 X 17,200
TARGET CORP COM 87612E106 4,642 62,100 X 62,100
TECH DATA CORP COM 878237106 625 19,000 X 19,000
TECHNE CORP COM 878377100 1,884 27,300 X 27,300
TECHNITROL INC COM 878555101 1,282 22,000 X 22,000
TEKTRONIX INC COM 879131100 689 12,300 X 12,300
TELEDYNE TECHNOLOGIES INC COM 879360105 650 37,400 X 37,400
TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 471 12,000 X 12,000
TELLABS INC COM 879664100 4,025 63,900 X 63,900
TELXON CORP COM 879700102 386 22,000 X 22,000
TEMPLE INLAND INC COM 879868107 254 5,100 X 5,100
TENET HEALTHCARE CORP COM 88033G100 649 27,900 X 27,900
TENNECO AUTOMOTIVE INC COM 880349105 361 45,500 X 45,500
TERADYNE INC COM 880770102 1,255 15,300 X 15,300
TERAYON COMMUNICATION SYS COM 880775101 410 2,000 X 2,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 246 18,400 X 18,400
TETRA TECH INC NEW COM 88162G103 1,709 71,965 X 71,965
TEXACO INC COM 881694103 2,655 49,400 X 49,400
TEXAS INDS INC COM 882491103 901 28,500 X 28,500
TEXAS INSTRS INC COM 882508104 11,312 70,700 X 70,700
TEXAS UTILS CO COM 882848104 733 24,700 X 24,700
TEXTRON INC COM 883203101 1,151 18,900 X 18,900
THERAGENICS CORP COM 883375107 687 51,400 X 51,400
THERMO ELECTRON CORP COM 883556102 293 14,400 X 14,400
THOMAS INDS INC COM 884425109 401 21,400 X 21,400
THOR INDS INC COM 885160101 399 16,400 X 16,400
3COM CORP COM 885535104 1,713 30,800 X 30,800
THREE FIVE SYS INC COM 88554L108 978 16,300 X 16,300
TIDEWATER INC COM 886423102 318 10,000 X 10,000
TIMBERLAND CO CL A 887100105 2,412 47,300 X 47,300
TIME WARNER INC COM 887315109 11,480 114,800 X 114,800
TIMES MIRROR CO NEW COM SER A 887364107 493 5,300 X 5,300
TITAN CORP COM 888266103 306 6,000 X 6,000
TITAN INTL INC ILL COM 88830M102 203 28,300 X 28,300
TOLL BROTHERS INC COM 889478103 1,578 78,900 X 78,900
TORCHMARK CORP COM 891027104 271 11,700 X 11,700
TORO CO COM 891092108 611 20,400 X 20,400
TOSCO CORP COM NEW 891490302 392 12,800 X 12,800
TOWER AUTOMOTIVE INC COM 891707101 1,651 100,800 X 100,800
TOYS R US INC COM 892335100 317 21,400 X 21,400
TREDEGAR CORP COM 894650100 1,360 50,500 X 50,500
TRENWICK GROUP INC COM 895290104 202 14,300 X 14,300
TRIARC COS INC CL A 895927101 640 32,000 X 32,000
TRICON GLOBAL RESTAURANTS COM 895953107 429 13,800 X 13,800
TRIBUNE CO NEW COM 896047107 1,506 41,200 X 41,200
TRIMBLE NAVIGATION LTD COM 896239100 793 30,800 X 30,800
TRIQUINT SEMICONDUCTOR INC COM 89674K103 235 3,200 X 3,200
TRIUMPH GROUP INC NEW COM 896818101 323 11,100 X 11,100
TRUE NORTH COMMUNICATIONS INC COM 897844106 2,567 65,300 X 65,300
TRUSTCO BK CORP N Y COM 898349105 845 72,300 X 72,300
TUBOSCOPE INC COM 898600101 1,020 60,000 X 60,000
TYCO INTL LTD NEW COM 902124106 8,531 170,200 X 170,200
UGI CORP NEW COM 902681105 320 14,800 X 14,800
USX MARATHON GROUP COM NEW 902905827 1,605 61,600 X 61,600
UST INC COM 902911106 239 15,300 X 15,300
US BANCORP DEL COM 902973106 1,426 65,200 X 65,200
URS CORP NEW COM 903236107 394 30,000 X 30,000
U S G CORP COM NEW 903293405 1,048 25,000 X 25,000
USX-U S STL COM 90337T101 200 8,000 X 8,000
US ONCOLOGY INC COM 90338W103 612 136,100 X 136,100
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 482 19,000 X 19,000
ULTRATECH STEPPER INC COM 904034105 848 59,500 X 59,500
UNILEVER N V N Y SHS NEW 904784709 2,748 57,100 X 57,100
UNICOM CORP COM 904911104 715 19,600 X 19,600
UNION CARBIDE CORP COM 905581104 700 12,000 X 12,000
UNION PAC CORP COM 907818108 872 22,300 X 22,300
UNION PAC RES GROUP INC COM 907834105 328 22,600 X 22,600
UNION PLANTERS CORP COM 908068109 535 17,375 X 17,375
UNIONBANCAL CORP COM 908906100 491 17,800 X 17,800
UNISYS CORP COM 909214108 712 27,700 X 27,700
UNITED BANKSHARES INC WEST VA COM 909907107 1,263 57,400 X 57,400
UNITED HEALTHCARE CORP COM 910581107 912 15,300 X 15,300
UNITED ILLUM CO COM 910637107 761 19,400 X 19,400
UNITED NAT FOODS INC COM 911163103 371 24,700 X 24,700
U S HOME CORP NEW COM 911920106 676 17,800 X 17,800
U S WEST INC NEW COM 91273H101 3,784 52,100 X 52,100
U S TR CORP NEW COM 91288L105 4,789 25,300 X 25,300
UNITED STATIONERS INC COM 913004107 1,642 46,000 X 46,000
UNITED TECHNOLOGIES CORP COM 913017109 4,120 65,200 X 65,200
UNITED WTR RES INC COM 913190104 1,828 52,600 X 52,600
UNIVERSAL FST PRODS INC COM 913543104 350 28,300 X 28,300
UNIVERSAL HLTH SVCS INC CL B 913903100 2,048 41,800 X 41,800
UNOCAL CORP COM 915289102 649 21,800 X 21,800
UNUMPROVIDENT CORP COM 91529Y106 363 21,406 X 21,406
USFREIGHTWAYS CORP COM 916906100 1,849 49,400 X 49,400
UTILICORP UTD INC COM 918005109 184 10,200 X 10,200
V F CORP COM 918204108 253 10,500 X 10,500
VALASSIS COMMUNICATIONS INC COM 918866104 1,129 33,900 X 33,900
VALENCE TECHNOLOGY INC COM 918914102 943 40,000 X 40,000
VALMONT INDS INC COM 920253101 549 31,800 X 31,800
VARCO INTL INC COM 922126107 442 35,000 X 35,000
VARIAN MED SYS INC COM 92220P105 1,889 41,400 X 41,400
VEECO INSTRS INC DEL COM 922417100 222 3,000 X 3,000
VERITY INC COM 92343C106 1,712 42,000 X 42,000
VERITAS DGC INC COM 92343P107 577 20,500 X 20,500
VERITAS SOFTWARE CO COM 923436109 1,179 9,000 X 9,000
VERTEX PHARMACEUTICALS INC COM 92532F100 1,624 34,700 X 34,700
VIACOM INC CL B 925524308 3,281 62,200 X 62,200
VICOR CORP COM 925815102 1,006 55,900 X 55,900
VINTAGE PETE INC COM 927460105 2,224 110,500 X 110,500
VISHAY INTERTECHNOLOGY INC COM 928298108 545 9,800 X 9,800
VITAL SIGNS INC COM 928469105 383 16,700 X 16,700
VITESSE SEMICONDUCTOR CORP COM 928497106 1,588 16,500 X 16,500
VOLT INFORMATION SCIENCES INC COM 928703107 740 20,600 X 20,600
VULCAN MATLS CO COM 929160109 412 9,000 X 9,000
WD-40 CO COM 929236107 443 21,100 X 21,100
WHX CORP COM 929248102 136 19,800 X 19,800
WICOR INC COM 929253102 1,581 51,000 X 51,000
WABASH NATL CORP COM 929566107 750 52,600 X 52,600
WACHOVIA CORP COM 929771103 1,223 18,100 X 18,100
WAL MART STORES INC COM 931142103 23,205 410,700 X 410,700
WALGREEN CO COM 931422109 2,307 89,600 X 89,600
WARNACO GROUP INC CL A 934390105 524 44,400 X 44,400
WARNER LAMBERT CO COM 934488107 8,440 86,400 X 86,400
WASHINGTON MUT INC COM 939322103 1,359 51,300 X 51,300
WASTE MGMT INC DEL COM 94106L109 767 56,000 X 56,000
WATSCO INC COM 942622200 406 38,900 X 38,900
WATSON PHARMACEUTICALS INC COM 942683103 833 21,000 X 21,000
WATTS INDS INC CL A 942749102 443 35,800 X 35,800
WELLPOINT HEALTH NETWORK NEW COM 94973H108 405 5,800 X 5,800
WELLS FARGO & CO NEW COM 949746101 5,998 147,200 X 147,200
WENDYS INTL INC COM 950590109 783 38,800 X 38,800
WERNER ENTERPRISES INC COM 950755108 1,656 97,400 X 97,400
WESLEY JESSEN VISIONCARE INC COM 951018100 1,175 32,700 X 32,700
WESTERN GAS RES INC COM 958259103 286 18,000 X 18,000
WESTVACO CORP COM 961548104 304 9,100 X 9,100
WET SEAL INC CL A 961840105 269 17,100 X 17,100
WEYERHAEUSER CO COM 962166104 1,026 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 750 12,800 X 12,800
WHITNEY HLDG CORP COM 966612103 998 30,600 X 30,600
WHOLE FOODS MKT INC COM 966837106 1,479 35,700 X 35,700
WILLAMETTE INDS INC COM 969133107 694 17,300 X 17,300
WILLIAMS COS INC DEL COM 969457100 1,696 38,600 X 38,600
WINDMERE-DURABLE HLDGS INC COM 973411101 456 30,900 X 30,900
WINN DIXIE STORES INC COM 974280109 262 13,500 X 13,500
WINNEBAGO INDS INC COM 974637100 533 29,500 X 29,500
WOLVERINE TUBE INC COM 978093102 302 23,600 X 23,600
WOLVERINE WORLD WIDE INC COM 978097103 615 55,900 X 55,900
WORTHINGTON INDS INC COM 981811102 618 49,900 X 49,900
WRIGLEY WM JR CO COM 982526105 807 10,500 X 10,500
WYNNS INTL INC COM 983195108 354 25,600 X 25,600
X-RITE INC COM 983857103 321 31,700 X 31,700
XILINX INC COM 983919101 2,360 28,500 X 28,500
XIRCOM INC COM 983922105 1,850 50,000 X 50,000
XEROX CORP COM 984121103 1,539 59,200 X 59,200
YAHOO INC COM 984332106 8,055 47,000 X 47,000
YELLOW CORP COM 985509108 621 33,700 X 33,700
YOUNG & RUBICAM INC COM 987425105 291 6,200 X 6,200
ZALE CORP NEW COM 988858106 3,176 67,300 X 67,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,220 44,400 X 44,400
ZENITH NATL INS CORP COM 989390109 521 23,500 X 23,500
ZIXIT CORP COM 98974P100 1,507 20,700 X 20,700
ZYGO CORP COM 989855101 241 5,000 X 5,000
GRAND TOTAL 1,862,423
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