FORM 13-F Report for the Calendar Quarter Ended 30 June 2001. --------- 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 9th day of August 2001. DEERE & COMPANY (Name of Institutional Investment Manager) /s/ Michael A. Harring -------------------------- (Manual Signature of Person Duly Authorized to Submit This Report) DEERE & COMPANY 30-JUN-2001 INVESTMENT DISCRETION VOTING ---------------------- AUTHORITY SHARES OR --------- CUSIP FAIR MKT PRINCIPAL SHARED OTHER NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE FOSTER WHEELER LTD SHS G36535105 167 18,500 X 18,500 GLOBAL CROSSING LTD COM G3921A100 924 106,900 X 106,900 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,035 25,100 X 25,100 CHECK POINT SOFTWARE TECH LTD ORD M22465104 228 4,500 X 4,500 ASML HLDG NV N Y SHS N07059111 601 27,000 X 27,000 A D C TELECOMMUNICATIONS COM 000886101 696 105,500 X 105,500 AFLAC INC COM 001055102 2,053 65,200 X 65,200 AES CORP COM 00130H105 2,385 55,400 X 55,400 AMR CORP COM 001765106 672 18,600 X 18,600 AOL TIME WARNER INC COM 00184A105 27,883 526,100 X 526,100 AT&T CORP COM 001957109 9,176 417,100 X 417,100 AT&T CORP COM WIRLES GRP 001957406 988 60,425 X 60,425 ABBOTT LABS COM 002824100 10,416 217,000 X 217,000 ABERCROMBIE & FITCH CO CL A 002896207 218 4,900 X 4,900 ADAPTEC INC COM 00651F108 304 30,600 X 30,600 ADOBE SYS INC COM 00724F101 1,377 29,300 X 29,300 ADTRAN INC COM 00738A106 451 22,000 X 22,000 ADVANCED DIGITAL INFORMATION COM 007525108 346 20,000 X 20,000 ADVANCED MICRO DEVICES INC COM 007903107 1,107 38,300 X 38,300 ADVANCED ENERGY INDS COM 007973100 206 5,000 X 5,000 AETNA INC NEW COM 00817Y108 440 17,000 X 17,000 AFFILIATED COMPUTER SERVICES CL A 008190100 1,151 16,000 X 16,000 AFFILIATED MANAGERS GROUP COM 008252108 431 7,000 X 7,000 AGILENT TECHNOLOGIES INC COM 00846U101 2,211 68,031 X 68,031 AIR PRODS & CHEMS INC COM 009158106 1,565 34,200 X 34,200 ALABAMA NATL BANCORP DELA COM 010317105 451 13,900 X 13,900 ALBERTO CULVER CO CL B CONV 013068101 282 6,700 X 6,700 ALBERTSONS INC COM 013104104 1,848 61,624 X 61,624 ALCAN INC COM 013716105 1,181 28,100 X 28,100 ALCOA INC COM 013817101 4,392 111,472 X 111,472 ALLEGHENY ENERGY INC COM 017361106 637 13,200 X 13,200 ALLERGAN INC COM 018490102 1,865 22,200 X 22,200 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 531 10,000 X 10,000 ALLIANT TECHSYSTEMS INC COM 018804104 270 3,000 X 3,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 446 23,900 X 23,900 ALLSTATE CORP COM 020002101 4,192 95,300 X 95,300 ALLTEL CORP COM 020039103 2,377 38,800 X 38,800 ALPHARMA INC CL A 020813101 439 16,100 X 16,100 ALTERA CORP COM 021441100 1,421 49,000 X 49,000 AMBAC FINL GROUP INC COM 023139108 733 12,600 X 12,600 AMERADA HESS CORP COM 023551104 881 10,900 X 10,900 AMEREN CORP COM 023608102 1,243 29,100 X 29,100 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 264 7,500 X 7,500 AMERICAN ELEC PWR INC COM 025537101 1,834 39,720 X 39,720 AMERICAN EXPRESS CO COM 025816109 6,340 163,400 X 163,400 AMERICAN GENERAL CORP COM 026351106 3,679 79,200 X 79,200 AMERICAN HOME PRODS CORP COM 026609107 9,976 169,800 X 169,800 AMERICAN INTL GROUP INC COM 026874107 24,517 288,400 X 288,400 AMERICAN MGMT SYS INC COM 027352103 887 37,600 X 37,600 AMERICAN PWR CONVERSION CORP COM 029066107 536 34,000 X 34,000 AMERICREDIT CORP COM 03060R101 1,501 28,900 X 28,900 AMGEN INC COM 031162100 8,234 135,700 X 135,700 AMPHENOL CORP NEW CL A 032095101 352 8,800 X 8,800 AMSOUTH BANCORPORATION COM 032165102 849 45,900 X 45,900 ANADARKO PETE CORP COM 032511107 1,374 25,483 X 25,483 ANALOG DEVICES INC COM 032654105 1,881 43,500 X 43,500 ANDREW CORP COM 034425108 186 10,100 X 10,100 ANHEUSER BUSCH COS INC COM 035229103 4,693 113,900 X 113,900 ANNTAYLOR STORES CORP COM 036115103 251 7,000 X 7,000 AON CORP COM 037389103 1,089 31,100 X 31,100 APACHE CORP COM 037411105 1,091 21,500 X 21,500 APOLLO GROUP INC CL A 037604105 552 13,000 X 13,000 APPLE COMPUTER INC COM 037833100 951 40,900 X 40,900 APPLEBEES INTL INC COM 037899101 480 15,000 X 15,000 APPLERA CORP COM AP BIO GRP 038020103 669 25,000 X 25,000 APPLICA INC COM 03815A106 207 26,000 X 26,000 APPLIED MICRO CIRCUITS CORP COM 03822W109 535 31,100 X 31,100 APPLIED MATLS INC COM 038222105 5,318 108,300 X 108,300 APTARGROUP INC COM 038336103 435 13,400 X 13,400 ARCHER DANIELS MIDLAND CO COM 039483102 971 74,415 X 74,415 ARCTIC CAT INC COM 039670104 416 28,700 X 28,700 AREMISSOFT CORP DEL COM 040026106 387 23,900 X 23,900 ARGUSS COMMUNICATIONS INC COM 040282105 245 49,100 X 49,100 ARKANSAS BEST CORP DEL COM 040790107 461 20,000 X 20,000 ARROW ELECTRS INC COM 042735100 474 19,500 X 19,500 ARTESYN TECHNOLOGIES INC COM 043127109 141 10,900 X 10,900 ASHLAND INC COM 044204105 874 21,800 X 21,800 ASTORIA FINL CORP COM 046265104 1,243 22,600 X 22,600 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 246 17,400 X 17,400 AUTODESK INC COM 052769106 787 21,100 X 21,100 AUTOMATIC DATA PROCESSING INC COM 053015103 3,812 76,700 X 76,700 AUTOZONE INC COM 053332102 566 15,100 X 15,100 AVAYA INC COM 053499109 480 35,041 X 35,041 AVERY DENNISON CORP COM 053611109 740 14,500 X 14,500 AVISTA CORP COM 05379B107 254 12,700 X 12,700 AVOCENT CORP COM 053893103 207 9,100 X 9,100 AVON PRODS INC COM 054303102 1,351 29,200 X 29,200 AWARE INC MASS COM 05453N100 441 49,000 X 49,000 BB&T CORP COM 054937107 1,622 44,200 X 44,200 BJ SVCS CO COM 055482103 307 10,600 X 10,600 BMC INDS INC MINN COM 055607105 134 22,400 X 22,400 BP PLC SPONSORED ADR 055622104 733 14,698 X 14,698 BMC SOFTWARE INC COM 055921100 676 30,000 X 30,000 BAKER HUGHES INC COM 057224107 1,357 40,500 X 40,500 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 432 14,600 X 14,600 BANK OF AMERICA CORPORATION COM 060505104 13,183 219,600 X 219,600 BANK NEW YORK INC COM 064057102 4,368 91,000 X 91,000 BANK ONE CORP COM 06423A103 5,434 151,800 X 151,800 BANKNORTH GROUP INC NEW COM 06646R107 317 14,000 X 14,000 BARD C R INC COM 067383109 347 6,100 X 6,100 BARRICK GOLD CORP COM 067901108 736 48,600 X 48,600 BAUSCH & LOMB INC COM 071707103 239 6,600 X 6,600 BAXTER INTL INC COM 071813109 3,676 72,800 X 72,800 BE AEROSPACE INC COM 073302101 343 18,000 X 18,000 BEAR STEARNS COS INC COM 073902108 1,309 22,200 X 22,200 BECKMAN COULTER INC COM 075811109 571 14,000 X 14,000 BECTON DICKINSON & CO COM 075887109 1,106 30,900 X 30,900 BED BATH & BEYOND INC COM 075896100 1,273 40,800 X 40,800 BELDEN INC COM 077459105 768 28,700 X 28,700 BELLSOUTH CORP COM 079860102 10,514 261,100 X 261,100 BEMIS INC COM 081437105 755 18,800 X 18,800 BEST BUY INC COM 086516101 1,969 31,000 X 31,000 BIG LOTS INC COM 089302103 186 13,600 X 13,600 BIO TECHNOLOGY GEN CORP COM 090578105 143 10,900 X 10,900 BIOGEN INC COM 090597105 1,364 25,100 X 25,100 BIOMET INC COM 090613100 1,053 21,900 X 21,900 BLACK & DECKER CORP COM 091797100 395 10,000 X 10,000 BLACK BOX CORP DEL COM 091826107 808 12,000 X 12,000 BLOCK H & R INC COM 093671105 994 15,400 X 15,400 BLYTH INC COM 09643P108 550 21,400 X 21,400 BOEING CO COM 097023105 6,655 119,700 X 119,700 BOISE CASCADE CORP COM 097383103 250 7,100 X 7,100 BOSTON SCIENTIFIC CORP COM 101137107 848 49,900 X 49,900 BRIGHTPOINT INC COM 109473108 85 29,400 X 29,400 BRINKER INTL INC COM 109641100 548 21,200 X 21,200 BRISTOL MYERS SQUIBB CO COM 110122108 12,787 244,500 X 244,500 BROADCOM CORP CL A 111320107 1,155 27,000 X 27,000 BROADVISION INC COM 111412102 163 32,500 X 32,500 BROOKS AUTOMATION INC COM 11434A100 231 5,000 X 5,000 BROWN FORMAN CORP CL B 115637209 543 8,500 X 8,500 BROWN SHOE INC NEW COM 115736100 386 21,400 X 21,400 BRUNSWICK CORP COM 117043109 260 10,800 X 10,800 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,757 58,000 X 58,000 BURLINGTON RES INC COM 122014103 1,045 26,300 X 26,300 CBRL GROUP INC COM 12489V106 361 21,300 X 21,300 CEC ENTMT INC COM 125137109 395 8,000 X 8,000 CIGNA CORP COM 125509109 2,328 24,300 X 24,300 CMS ENERGY CORP COM 125896100 847 30,400 X 30,400 CNF INC COM 12612W104 452 16,000 X 16,000 CSG SYS INTL INC COM 126349109 307 5,300 X 5,300 CSX CORP COM 126408103 978 27,000 X 27,000 CVS CORP COM 126650100 1,849 47,900 X 47,900 CABLETRON SYS INC COM 126920107 510 22,300 X 22,300 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 284 17,575 X 17,575 CABOT INDUSTRIAL TRUST COM 127072106 428 20,400 X 20,400 CACI INTL INC CL A 127190304 470 10,000 X 10,000 CALPINE CORP COM 131347106 1,315 34,800 X 34,800 CAMPBELL SOUP CO COM 134429109 1,769 68,700 X 68,700 CANADIAN PAC LTD NEW COM 135923100 306 7,900 X 7,900 CAPITAL ONE FINL CORP COM 14040H105 1,438 23,900 X 23,900 CARDINAL HEALTH INC COM 14149Y108 3,990 57,823 X 57,823 CARNIVAL CORP COM 143658102 2,705 88,100 X 88,100 CASEYS GEN STORES INC COM 147528103 270 20,800 X 20,800 CATERPILLAR INC DEL COM 149123101 2,117 42,300 X 42,300 CATO CORP NEW CL A 149205106 447 22,900 X 22,900 CENDANT CORP COM 151313103 2,839 145,600 X 145,600 CENTEX CORP COM 152312104 285 7,000 X 7,000 CENTURYTEL INC COM 156700106 527 17,400 X 17,400 CERIDIAN CORP NEW COM 156779100 307 16,000 X 16,000 CHARTER ONE FINL INC COM 160903100 812 25,455 X 25,455 CHEVRON CORPORATION COM 166751107 7,231 79,900 X 79,900 CHIRON CORP COM 170040109 1,107 21,700 X 21,700 CHUBB CORP COM 171232101 1,959 25,305 X 25,305 CINCINNATI FINL CORP COM 172062101 778 19,700 X 19,700 CINERGY CORP COM 172474108 682 19,500 X 19,500 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 455 25,300 X 25,300 CISCO SYS INC COM 17275R102 17,052 936,900 X 936,900 CINTAS CORP COM 172908105 990 21,400 X 21,400 CITIGROUP INC COM 172967101 34,842 659,392 X 659,392 CITIZENS COMMUNICATIONS CO COM 17453B101 347 28,800 X 28,800 CITRIX SYS INC COM 177376100 796 22,800 X 22,800 CLAYTON HOMES INC COM 184190106 565 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,452 71,000 X 71,000 CLEVELAND CLIFFS INC COM 185896107 533 28,800 X 28,800 CLOROX CO DEL COM 189054109 971 28,700 X 28,700 COACHMEN INDS INC COM 189873102 154 11,600 X 11,600 COCA COLA CO COM 191216100 13,968 310,400 X 310,400 COCA COLA ENTERPRISES INC COM 191219104 834 51,000 X 51,000 COLGATE PALMOLIVE CO COM 194162103 4,141 70,200 X 70,200 COMCAST CORP CL A SPL 200300200 4,787 110,300 X 110,300 COMERICA INC COM 200340107 1,106 19,200 X 19,200 COMMERCE BANCSHARES INC COM 200525103 446 12,080 X 12,080 COMMUNITY FIRST BANKSHARES INC COM 203902101 833 36,200 X 36,200 COMPAQ COMPUTER CORP COM 204493100 3,354 218,900 X 218,900 COMPUTER ASSOC INTL INC COM 204912109 2,902 80,600 X 80,600 COMPUTER SCIENCES CORP COM 205363104 720 20,800 X 20,800 COMPUWARE CORP COM 205638109 625 44,700 X 44,700 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,736 30,400 X 30,400 CONAGRA FOODS INC COM 205887102 1,294 65,300 X 65,300 CONCORD COMMUNICATIONS INC COM 206186108 161 17,900 X 17,900 CONCORD EFS INC COM 206197105 1,175 22,600 X 22,600 CONEXANT SYSTEMS INC COM 207142100 250 27,900 X 27,900 CONOCO INC CL B 208251405 2,217 76,700 X 76,700 CONSECO INC COM 208464107 555 40,100 X 40,100 CONSOLIDATED EDISON INC COM 209115104 1,584 39,800 X 39,800 CONSOLIDATED GRAPHICS INC COM 209341106 298 17,500 X 17,500 CONSTELLATION BRANDS INC CL A 21036P108 410 10,000 X 10,000 CONSTELLATION ENERGY GROUP INC COM 210371100 784 18,400 X 18,400 CONVERGYS CORP COM 212485106 566 18,700 X 18,700 COOPER INDS INC COM 216669101 641 16,200 X 16,200 COORS ADOLPH CO CL B 217016104 216 4,300 X 4,300 CORNING INC COM 219350105 1,795 107,400 X 107,400 COSTCO WHSL CORP NEW COM 22160K105 2,251 54,800 X 54,800 COUNTRYWIDE CR INDS INC DEL COM 222372104 1,046 22,800 X 22,800 COVANCE INC COM 222816100 476 21,000 X 21,000 CRANE CO COM 224399105 223 7,200 X 7,200 CREDENCE SYS CORP COM 225302108 461 19,000 X 19,000 CULLEN FROST BANKERS INC COM 229899109 339 10,000 X 10,000 CYTYC CORP COM 232946103 207 9,000 X 9,000 DMC STRATEX NETWORKS INC COM 23322L106 185 18,500 X 18,500 D R HORTON INC COM 23331A109 577 25,412 X 25,412 DST SYS INC DEL COM 233326107 527 10,000 X 10,000 DTE ENERGY CO COM 233331107 803 17,300 X 17,300 DANA CORP COM 235811106 422 18,100 X 18,100 DANAHER CORP DEL COM 235851102 980 17,500 X 17,500 DARDEN RESTAURANTS INC COM 237194105 831 29,800 X 29,800 DELL COMPUTER CORP COM 247025109 8,303 317,500 X 317,500 DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,093 68,600 X 68,600 DELTA AIR LINES INC DEL COM 247361108 670 15,200 X 15,200 DELUXE CORP COM 248019101 257 8,900 X 8,900 DENDRITE INTL INC COM 248239105 302 40,300 X 40,300 DENTSPLY INTL INC NEW COM 249030107 488 11,000 X 11,000 DEVON ENERGY CORP NEW COM 25179M103 599 11,400 X 11,400 DEVRY INC DEL COM 251893103 470 13,000 X 13,000 DIEBOLD INC COM 253651103 547 17,000 X 17,000 DIGITAL LIGHTWAVE INC COM 253855100 296 8,000 X 8,000 DILLARDS INC CL A 254067101 173 11,300 X 11,300 DISNEY WALT CO COM DISNEY 254687106 7,511 260,000 X 260,000 DOLLAR GEN CORP COM 256669102 782 40,087 X 40,087 DOMINION RES INC VA NEW COM 25746U109 1,756 29,200 X 29,200 DONNELLEY R R & SONS CO COM 257867101 953 32,100 X 32,100 DORAL FINL CORP COM 25811P100 412 12,000 X 12,000 DOVER CORP COM 260003108 930 24,700 X 24,700 DOW CHEM CO COM 260543103 3,611 108,614 X 108,614 DOW JONES & CO INC COM 260561105 639 10,700 X 10,700 DOWNEY FINL CORP COM 261018105 260 5,500 X 5,500 DU PONT E I DE NEMOURS & CO COM 263534109 6,165 127,800 X 127,800 DUKE ENERGY CORP COM 264399106 4,073 104,416 X 104,416 DYCOM INDS INC COM 267475101 631 27,500 X 27,500 DYNEGY INC NEW CL A 26816Q101 1,711 37,600 X 37,600 E M C CORP MASS COM 268648102 7,786 266,200 X 266,200 ENSCO INTL INC COM 26874Q100 234 10,000 X 10,000 EOG RES INC COM 26875P101 508 14,300 X 14,300 ESS TECHNOLOGY INC COM 269151106 551 52,000 X 52,000 EASTMAN CHEM CO COM 277432100 452 9,500 X 9,500 EASTMAN KODAK CO COM 277461109 1,760 37,700 X 37,700 EATON CORP COM 278058102 610 8,700 X 8,700 ECOLAB INC COM 278865100 643 15,700 X 15,700 EDISON INTL COM 281020107 876 78,600 X 78,600 EL PASO CORP COM 28336L109 3,210 61,095 X 61,095 ELECTRO SCIENTIFIC INDS COM 285229100 488 12,800 X 12,800 ELECTROGLAS INC COM 285324109 428 24,200 X 24,200 ELECTRONIC DATA SYS NEW COM 285661104 3,588 57,400 X 57,400 EMERSON ELEC CO COM 291011104 3,654 60,400 X 60,400 ENERGEN CORP COM 29265N108 210 7,600 X 7,600 ENGELHARD CORP COM 292845104 923 35,800 X 35,800 ENRON CORP COM 293561106 5,416 110,300 X 110,300 ENTERGY CORP NEW COM 29364G103 1,048 27,300 X 27,300 EQUIFAX INC COM 294429105 1,122 30,600 X 30,600 ETHAN ALLEN INTERIORS INC COM 297602104 244 7,500 X 7,500 EXELON CORP COM 30161N101 2,581 40,250 X 40,250 EXPRESS SCRIPTS INC COM 302182100 440 8,000 X 8,000 EXTENDED STAY AMER INC COM 30224P101 978 65,200 X 65,200 EXXON MOBIL CORP COM 30231G102 40,712 466,079 X 466,079 F M C CORP COM NEW 302491303 254 3,700 X 3,700 FPL GROUP INC COM 302571104 1,909 31,700 X 31,700 F Y I INC COM 302712104 410 10,000 X 10,000 FACTSET RESH SYS INC COM 303075105 214 6,000 X 6,000 FASTENAL CO COM 311900104 310 5,000 X 5,000 FEDERAL HOME LN MTG CORP COM 313400301 7,465 109,700 X 109,700 FEDERAL NATL MTG ASSN COM 313586109 12,594 147,900 X 147,900 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 280 13,500 X 13,500 FEDERATED DEPT STORES INC DEL COM 31410H101 1,513 35,600 X 35,600 FEDEX CORP COM 31428X106 1,411 35,100 X 35,100 FERRO CORP COM 315405100 382 17,500 X 17,500 FIFTH THIRD BANCORP COM 316773100 4,127 68,730 X 68,730 FINANCIAL FED CORP COM 317492106 472 16,300 X 16,300 FIRST DATA CORP COM 319963104 3,243 50,400 X 50,400 FIRST UN CORP COM 337358105 5,328 152,500 X 152,500 FISERV INC COM 337738108 1,254 19,600 X 19,600 FLAGSTAR BANCORP INC COM 337930101 385 18,400 X 18,400 FIRSTENERGY CORP COM 337932107 910 28,300 X 28,300 FLEETBOSTON FINL CORP COM 339030108 6,191 156,922 X 156,922 FLUOR CORP NEW COM 343412102 424 9,400 X 9,400 FORD MTR CO DEL COM PAR $0.01 345370860 5,607 228,400 X 228,400 FOREST LABS INC COM 345838106 1,534 21,600 X 21,600 FORRESTER RESH INC COM 346563109 346 15,300 X 15,300 FORTUNE BRANDS INC COM 349631101 1,312 34,200 X 34,200 FRANKLIN RES INC COM 354613101 1,364 29,800 X 29,800 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 208 18,800 X 18,800 G & K SVCS INC CL A 361268105 829 30,800 X 30,800 GPU INC COM 36225X100 524 14,900 X 14,900 GALILEO INTERNATIONAL INC COM 363547100 520 16,000 X 16,000 GANNETT INC COM 364730101 2,531 38,400 X 38,400 GAP INC DEL COM 364760108 4,670 161,050 X 161,050 GATEWAY INC COM 367626108 653 39,700 X 39,700 GENERAL DYNAMICS CORP COM 369550108 2,085 26,800 X 26,800 GENERAL ELEC CO COM 369604103 60,811 1,247,400 X 1,247,400 GENERAL MLS INC COM 370334104 1,532 35,000 X 35,000 GENERAL MTRS CORP COM 370442105 4,245 65,969 X 65,969 GENUINE PARTS CO COM 372460105 684 21,700 X 21,700 GEORGIA GULF CORP COM PAR $0.01 373200203 237 15,300 X 15,300 GEORGIA PAC CORP COM GA PAC GRP 373298108 940 27,762 X 27,762 GILLETTE CO COM 375766102 4,038 139,300 X 139,300 GOLDEN ST BANCORP INC COM 381197102 450 14,600 X 14,600 GOLDEN WEST FINL CORP DEL COM 381317106 1,259 19,600 X 19,600 GOODRICH CORP COM 382388106 972 25,600 X 25,600 GOODYEAR TIRE & RUBR CO COM 382550101 538 19,200 X 19,200 GRACO INC COM 384109104 429 13,000 X 13,000 GRAINGER W W INC COM 384802104 477 11,600 X 11,600 GREAT ATLANTIC & PAC TEA INC COM 390064103 181 12,200 X 12,200 GREAT LAKES CHEM CORP COM 390568103 201 6,500 X 6,500 GREENPOINT FINL CORP COM 395384100 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882508104 6,734 211,100 X 211,100 TEXTRON INC COM 883203101 1,431 26,000 X 26,000 THERAGENICS CORP COM 883375107 579 51,800 X 51,800 THERMO ELECTRON CORP COM 883556102 447 20,300 X 20,300 TIDEWATER INC COM 886423102 535 14,200 X 14,200 TIFFANY & CO NEW COM 886547108 619 17,100 X 17,100 TIMBERLAND CO CL A 887100105 893 22,600 X 22,600 TOLL BROTHERS INC COM 889478103 452 11,500 X 11,500 TORCHMARK CORP COM 891027104 607 15,100 X 15,100 TOSCO CORP COM NEW 891490302 744 16,900 X 16,900 TOWER AUTOMOTIVE INC COM 891707101 688 67,100 X 67,100 TOYS R US INC COM 892335100 626 25,300 X 25,300 TRICON GLOBAL RESTAURANTS COM 895953107 768 17,500 X 17,500 TRIBUNE CO NEW COM 896047107 2,293 57,300 X 57,300 TRIUMPH GROUP INC NEW COM 896818101 441 9,000 X 9,000 TYCO INTL LTD NEW COM 902124106 13,294 243,885 X 243,885 UGI CORP NEW COM 902681105 437 16,200 X 16,200 USX MARATHON GROUP COM NEW 902905827 1,971 66,800 X 66,800 UST INC COM 902911106 557 19,300 X 19,300 US BANCORP DEL COM NEW 902973304 5,795 254,300 X 254,300 USX-U S STL COM 90337T101 208 10,300 X 10,300 ULTIMATE ELECTRS INC COM 903849107 454 14,000 X 14,000 USA ED INC COM 90390U102 2,504 34,300 X 34,300 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 473 10,000 X 10,000 ULTRATECH STEPPER INC COM 904034105 282 11,000 X 11,000 UNILEVER N V N Y SHS NEW 904784709 4,164 69,900 X 69,900 UNION PAC CORP COM 907818108 1,818 33,100 X 33,100 UNION PLANTERS CORP COM 908068109 1,407 32,275 X 32,275 UNISYS CORP COM 909214108 565 38,400 X 38,400 UNIT CORP COM 909218109 342 21,600 X 21,600 UNITED TECHNOLOGIES CORP COM 913017109 5,634 76,900 X 76,900 UNITEDHEALTH GROUP INC COM 91324P102 2,371 38,400 X 38,400 UNIVERSAL ELECTRS INC COM 913483103 360 20,000 X 20,000 UNIVISION COMMUNICATIONS INC CL A 914906102 1,117 26,100 X 26,100 UNOCAL CORP COM 915289102 987 28,900 X 28,900 UNUMPROVIDENT CORP COM 91529Y106 932 29,006 X 29,006 V F CORP COM 918204108 498 13,700 X 13,700 VALASSIS COMMUNICATIONS INC COM 918866104 376 10,500 X 10,500 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 210 5,000 X 5,000 VERITY INC COM 92343C106 423 21,200 X 21,200 VERIZON COMMUNICATIONS COM 92343V104 19,367 362,002 X 362,002 VERITAS SOFTWARE CO COM 923436109 4,095 61,556 X 61,556 VIACOM INC CL B 925524308 9,628 186,046 X 186,046 VISHAY INTERTECHNOLOGY INC COM 928298108 1,010 43,900 X 43,900 VISTEON CORP COM 92839U107 303 16,484 X 16,484 VISX INC DEL COM 92844S105 437 22,600 X 22,600 VITESSE SEMICONDUCTOR CORP COM 928497106 774 36,800 X 36,800 VULCAN MATLS CO COM 929160109 640 11,900 X 11,900 WACHOVIA CORP COM 929771103 1,750 24,600 X 24,600 WAL MART STORES INC COM 931142103 27,933 572,400 X 572,400 WALGREEN CO COM 931422109 4,259 123,600 X 123,600 WASHINGTON MUT INC COM 939322103 4,433 118,050 X 118,050 WASTE CONNECTIONS INC COM 941053100 450 12,500 X 12,500 WASTE MGMT INC DEL COM 94106L109 2,367 76,800 X 76,800 WATSON PHARMACEUTICALS INC COM 942683103 1,264 20,500 X 20,500 WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,668 17,700 X 17,700 WELLS FARGO & CO NEW COM 949746101 9,337 201,100 X 201,100 WENDYS INTL INC COM 950590109 1,075 42,100 X 42,100 WERNER ENTERPRISES INC COM 950755108 907 37,400 X 37,400 WESTVACO CORP COM 961548104 282 11,600 X 11,600 WET SEAL INC CL A 961840105 626 18,100 X 18,100 WEYERHAEUSER CO COM 962166104 1,440 26,200 X 26,200 WHIRLPOOL CORP COM 963320106 538 8,600 X 8,600 WHITE ELECTR DESIGNS CORP COM 963801105 271 62,700 X 62,700 WHITNEY HLDG CORP COM 966612103 844 18,000 X 18,000 WILLAMETTE INDS INC COM 969133107 629 12,700 X 12,700 WILLIAMS COMMUNICATIONS GROUP CL A 969455104 132 44,327 X 44,327 WILLIAMS COS INC DEL COM 969457100 1,776 53,900 X 53,900 WILLIAMS SONOMA INC COM 969904101 233 6,000 X 6,000 WINN DIXIE STORES INC COM 974280109 436 16,700 X 16,700 WORLDCOM INC GA NEW WRLDCOM GP COM 98157D106 5,339 376,000 X 376,000 WORLDCOM INC GA NEW MCI GROUP COM 98157D304 242 15,040 X 15,040 WORTHINGTON INDS INC COM 981811102 704 51,800 X 51,800 WRIGLEY WM JR CO COM 982526105 1,237 26,400 X 26,400 XCEL ENERGY INC COM 98389B100 1,191 41,855 X 41,855 XILINX INC COM 983919101 1,654 40,100 X 40,100 XEROX CORP COM 984121103 785 82,000 X 82,000 YAHOO INC COM 984332106 1,343 67,200 X 67,200 ZALE CORP NEW COM 988858106 388 11,500 X 11,500 ZEBRA TECHNOLOGIES CORP CL A 989207105 255 5,200 X 5,200 ZOLL MED CORP COM 989922109 412 15,000 X 15,000 GRAND TOTAL 1,566,741