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            691      18,000  X                               18,000
GUIDANT CORP                   COM              401698105          1,350      37,500  X                               37,500
HCA-HEALTHCARE CO              COM              404119109          3,082      68,200  X                               68,200
HALLIBURTON CO                 COM              406216101          2,286      64,200  X                               64,200
HANCOCK JOHN FINL SVCS INC     COM              41014S106            717      17,800  X                               17,800
HARCOURT GEN INC               COM              41163G101            902      15,500  X                               15,500
HARLEY DAVIDSON INC            COM              412822108          1,737      36,900  X                               36,900
HARRAHS ENTMT INC              COM              413619107            498      14,100  X                               14,100
HARTFORD FINL SVCS GROUP INC   COM              416515104          1,874      27,400  X                               27,400
HASBRO INC                     COM              418056107            306      21,200  X                               21,200
HEALTHSOUTH CORP               COM              421924101            752      47,100  X                               47,100
HEINZ H J CO                   COM              423074103          1,734      42,400  X                               42,400
HERCULES INC                   COM              427056106            148      13,100  X                               13,100
HERSHEY FOODS CORP             COM              427866108          1,018      16,500  X                               16,500
HEWLETT PACKARD CO             COM              428236103          7,250     253,500  X                              253,500
HILLENBRAND INDS INC           COM              431573104            588      10,300  X                               10,300
HILTON HOTELS CORP             COM              432848109            524      45,200  X                               45,200
HOME DEPOT INC                 COM              437076102         14,477     311,000  X                              311,000
HOMESTAKE MNG CO               COM              437614100            253      31,900  X                               31,900
HONEYWELL INTL INC             COM              438516106          3,569     102,000  X                              102,000
HOT TOPIC INC                  COM              441339108            746      24,000  X                               24,000
HOUSEHOLD INTL INC             COM              441815107          3,855      57,800  X                               57,800
HUGHES SUPPLY INC              COM              444482103            646      27,300  X                               27,300
HUMANA INC                     COM              444859102            200      20,300  X                               20,300
HUNTINGTON BANCSHARES INC      COM              446150104            517      31,645  X                               31,645
IBP INC                        COM              449223106            455      18,000  X                               18,000
IMS HEALTH INC                 COM              449934108          1,029      36,100  X                               36,100
ITT INDS INC IND               COM              450911102            951      21,500  X                               21,500
IDACORP INC                    COM              451107106            391      11,200  X                               11,200
IDEXX LABS INC                 COM              45168D104            784      25,100  X                               25,100
ILLINOIS TOOL WKS INC          COM              452308109          2,310      36,500  X                               36,500
ILLUMINET HLDGS INC            COM              452334105            409      13,000  X                               13,000
INCO LTD                       COM              453258402            376      21,800  X                               21,800
INDEPENDENCE CMNTY BK CORP     COM              453414104            460      23,300  X                               23,300
INGERSOLL-RAND CO              COM              456866102            812      19,700  X                               19,700
INSIGHT ENTERPRISES INC        COM              45765U103            417      17,000  X                               17,000
INTEGRATED ELECTRICAL SVC      COM              45811E103            430      44,100  X                               44,100
INTEL CORP                     COM              458140100         25,091     857,800  X                              857,800
INTER TEL INC                  COM              458372109            157      13,200  X                               13,200
INTERMET CORP                  COM              45881K104            154      27,200  X                               27,200
INTERNATIONAL BUSINESS MACHS   COM              459200101         25,154     222,600  X                              222,600
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101            807      32,100  X                               32,100
INTL PAPER CO                  COM              460146103          2,114      59,209  X                               59,209
INTERNATIONAL RECTIFIER CORP   COM              460254105            324       9,500  X                                9,500
INTERPUBLIC GROUP COS INC      COM              460690100          1,544      52,600  X                               52,600
INTERVOICE-BRITE INC           COM              461142101            185      16,800  X                               16,800
INTUIT                         COM              461202103            908      22,700  X                               22,700
INVACARE CORP                  COM              461203101            394      10,200  X                               10,200
ISHARES TR                     S&P MIDCAP 400   464287507            954       9,200  X                                9,200
ISHARES TR                     S&P SMLCAP 600   464287804          1,015       8,900  X                                8,900
IVAX CORP                      COM              465823102            502      12,875  X                               12,875
JDS UNIPHASE CORP              COM              46612J101          1,953     156,200  X                              156,200
JLG INDS INC                   COM              466210101            361      29,200  X                               29,200
J P MORGAN CHASE & CO          COM              46625H100         10,979     246,160  X                              246,160
JABIL CIRCUIT INC              COM              466313103            957      31,000  X                               31,000
JEFFERIES GROUP INC NEW        COM              472319102            389      12,000  X                               12,000
JEFFERSON PILOT CORP           COM              475070108          1,500      31,050  X                               31,050
JOHNSON & JOHNSON              COM              478160104         19,894     397,884  X                              397,884
JOHNSON CTLS INC               COM              478366107            971      13,400  X                               13,400
JONES APPAREL GROUP INC        COM              480074103            346       8,000  X                                8,000
KLA-TENCOR CORP                COM              482480100          1,357      23,200  X                               23,200
K MART CORP                    COM              482584109            673      58,700  X                               58,700
KEITHLEY INSTRS INC            COM              487584104            305      14,300  X                               14,300
KELLOGG CO                     COM              487836108          1,441      49,700  X                               49,700
KELLWOOD CO                    COM              488044108            263      11,400  X                               11,400
KEMET CORP                     COM              488360108            740      36,800  X                               36,800
KERR MCGEE CORP                COM              492386107          1,275      19,242  X                               19,242
KEY PRODTN INC                 COM              493138101            300      18,000  X                               18,000
KEYCORP NEW                    COM              493267108          1,360      52,200  X                               52,200
KEYSPAN CORP                   COM              49337W100            591      16,200  X                               16,200
KIMBERLY CLARK CORP            COM              494368103          3,761      67,278  X                               67,278
KIMCO REALTY CORP              COM              49446R109            426       9,000  X                                9,000
KINDER MORGAN INC KANS         COM              49455P101          1,854      36,900  X                               36,900
KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106            550       8,000  X                                8,000
KING PHARMACEUTICALS INC       COM              495582108          1,403      26,100  X                               26,100
KNIGHT RIDDER INC              COM              499040103            546       9,200  X                                9,200
KOHLS CORP                     COM              500255104          4,429      70,600  X                               70,600
KROGER CO                      COM              501044101          2,773     110,900  X                              110,900
LNR PPTY CORP                  COM              501940100            455      13,000  X                               13,000
LSI LOGIC CORP                 COM              502161102            716      38,100  X                               38,100
L-3 COMMUNICATIONS HLDGS INC   COM              502424104            458       6,000  X                                6,000
LANDAMERICA FINL GROUP INC     COM              514936103            455      14,300  X                               14,300
LANDRYS SEAFOOD RESTAURANTS    COM              51508L103            291      17,100  X                               17,100
LANDS END INC                  COM              515086106            402      10,000  X                               10,000
LEGGETT & PLATT INC            COM              524660107            531      24,100  X                               24,100
LEHMAN BROS HLDGS INC          COM              524908100          2,742      35,500  X                               35,500
LENNAR CORP                    COM              526057104            367       8,800  X                                8,800
LEXMARK INTL NEW               CL A             529771107          1,049      15,600  X                               15,600
LILLY ELI & CO                 COM              532457108         11,115     150,200  X                              150,200
LIMITED INC                    COM              532716107            866      52,400  X                               52,400
LINCARE HLDGS INC              COM              532791100            540      18,000  X                               18,000
LINCOLN NATL CORP IND          COM              534187109          1,195      23,100  X                               23,100
LINEAR TECHNOLOGY CORP         COM              535678106          1,716      38,800  X                               38,800
LIZ CLAIBORNE INC              COM              539320101          1,039      20,600  X                               20,600
LOCKHEED MARTIN CORP           COM              539830109          1,841      49,700  X                               49,700
LOEWS CORP                     COM              540424108          1,572      24,400  X                               24,400
LOUISIANA PAC CORP             COM              546347105            150      12,800  X                               12,800
LOWES COS INC                  COM              548661107          4,832      66,600  X                               66,600
LUBYS INC                      COM              549282101            171      17,500  X                               17,500
LUCENT TECHNOLOGIES INC        COM              549463107          2,581     415,660  X                              415,660
MBIA INC                       COM              55262C100          1,829      32,850  X                               32,850
MBNA CORP                      COM              55262L100          4,762     144,300  X                              144,300
MGIC INVT CORP WIS             COM              552848103          1,627      22,400  X                               22,400
MSC INDL DIRECT INC            CL A             553530106            522      30,000  X                               30,000
MAGNA INTL INC                 CL A             559222401            553       9,000  X                                9,000
MANDALAY RESORT GROUP          COM              562567107            427      15,600  X                               15,600
MANOR CARE INC NEW             COM              564055101            400      12,600  X                               12,600
MARSH & MCLENNAN COS INC       COM              571748102          3,353      33,200  X                               33,200
MARRIOTT INTL INC NEW          CL A             571903202          1,401      29,600  X                               29,600
MASCO CORP                     COM              574599106          1,393      55,800  X                               55,800
MATTEL INC                     COM              577081102            986      52,100  X                               52,100
MATTSON TECHNOLOGY INC         COM              577223100            507      29,000  X                               29,000
MAXIM INTEGRATED PRODS INC     COM              57772K101          1,525      34,500  X                               34,500
MAY DEPT STORES CO             COM              577778103          1,487      43,400  X                               43,400
MAYTAG CORP                    COM              578592107            562      19,200  X                               19,200
MCDONALDS CORP                 COM              580135101          4,384     162,000  X                              162,000
MCGRAW HILL COS INC            COM              580645109          2,500      37,800  X                               37,800
MCKESSON HBOC INC              COM              58155Q103          1,388      37,382  X                               37,382
MEAD CORP                      COM              582834107            331      12,200  X                               12,200
MEDIMMUNE INC                  COM              584699102          1,204      25,500  X                               25,500
MEDTRONIC INC                  COM              585055106          7,210     156,700  X                              156,700
MELLON FINL CORP               COM              58551A108          2,922      65,200  X                               65,200
MENS WEARHOUSE INC             COM              587118100            268       9,700  X                                9,700
MENTOR CORP MINN               COM              587188103            824      28,900  X                               28,900
MERCANTILE BANKSHARES CORP     COM              587405101            423      10,800  X                               10,800
MERCK & CO INC                 COM              589331107         20,100     314,500  X                              314,500
MERCURY INTERACTIVE CORP       COM              589405109            767      12,800  X                               12,800
MEREDITH CORP                  COM              589433101            218       6,100  X                                6,100
MERRILL LYNCH & CO INC         COM              590188108          6,346     107,100  X                              107,100
METLIFE INC                    COM              59156R108          2,881      93,000  X                               93,000
METRIS COS INC                 COM              591598107          1,261      37,400  X                               37,400
MICHAELS STORES INC            COM              594087108            578      14,100  X                               14,100
MICROSOFT CORP                 COM              594918104         48,968     670,800  X                              670,800
MICROCHIP TECHNOLOGY INC       COM              595017104            535      16,000  X                               16,000
MICRON TECHNOLOGY INC          COM              595112103          3,674      89,400  X                               89,400
MILLIPORE CORP                 COM              601073109            335       5,400  X                                5,400
MINNESOTA MNG & MFG CO         COM              604059105          5,534      48,500  X                               48,500
MIRANT CORP                    COM              604675108          1,090      31,689  X                               31,689
MOBILE MINI INC                COM              60740F105            429      13,000  X                               13,000
MOLEX INC                      COM              608554101            869      23,800  X                               23,800
MOODYS CORP                    COM              615369105            673      20,100  X                               20,100
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448          9,879     153,800  X                              153,800
MOTOROLA INC                   COM              620076109          4,407     266,100  X                              266,100
MUTUAL RISK MGMT LTD           COM              628351108            411      46,200  X                               46,200
MYLAN LABS INC                 COM              628530107            478      17,000  X                               17,000
NBTY INC                       COM              628782104            417      33,500  X                               33,500
NCR CORP NEW                   COM              62886E108            517      11,000  X                               11,000
NVR INC                        COM              62944T105            326       2,200  X                                2,200
NABORS INDS INC                COM              629568106            845      22,725  X                               22,725
NATIONAL CITY CORP             COM              635405103          2,290      74,400  X                               74,400
NATIONAL SEMICONDUCTOR CORP    COM              637640103            620      21,300  X                               21,300
NATIONWIDE FINL SVCS INC       CL A             638612101            480      11,000  X                               11,000
NETWORK APPLIANCE INC          COM              64120L104            525      38,300  X                               38,300
NEW YORK TIMES CO              CL A             650111107            832      19,800  X                               19,800
NEWELL RUBBERMAID INC          COM              651229106            814      32,420  X                               32,420
NEWFIELD EXPL CO               COM              651290108            228       7,100  X                                7,100
NEWMONT MINING CORP            COM              651639106            365      19,600  X                               19,600
NEXTEL COMMUNICATIONS INC      CL A             65332V103          1,624      92,800  X                               92,800
NIAGARA MOHAWK HLDGS INC       COM              653520106            356      20,100  X                               20,100
NICOR INC                      COM              654086107            222       5,700  X                                5,700
NIKE INC                       CL B             654106103          1,369      32,600  X                               32,600
99 CENTS ONLY STORES           COM              65440K106            243       8,124  X                                8,124
NISOURCE INC                   COM              65473P105            957      35,026  X                               35,026
NOBLE DRILLING CORP            COM              655042109            524      16,000  X                               16,000
NORDSTROM INC                  COM              655664100            297      16,000  X                               16,000
NORFOLK SOUTHERN CORP          COM              655844108            971      46,800  X                               46,800
NORTEL NETWORKS CORP NEW       COM              656568102          3,445     381,500  X                              381,500
NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102            432      11,400  X                               11,400
NORTHERN TR CORP               COM              665859104          1,706      27,300  X                               27,300
NORTHROP GRUMMAN CORP          COM              666807102          1,137      14,200  X                               14,200
NORTHWEST NAT GAS CO           COM              667655104            525      21,100  X                               21,100
NORTHWESTERN CORP              COM              668074107            544      24,300  X                               24,300
NOVELL INC                     COM              670006105            228      40,100  X                               40,100
NOVELLUS SYS INC               COM              670008101            920      16,200  X                               16,200
NUCOR CORP                     COM              670346105            474       9,700  X                                9,700
NVIDIA CORP                    COM              67066G104            278       3,000  X                                3,000
OCCIDENTAL PETE CORP DEL       COM              674599105          1,465      55,100  X                               55,100
OCULAR SCIENCES INC            COM              675744106            467      18,400  X                               18,400
OFFICE DEPOT INC               COM              676220106            383      36,900  X                               36,900
OLIN CORP                      COM PAR $1       680665205            316      18,600  X                               18,600
OMNICOM GROUP INC              COM              681919106          2,047      23,800  X                               23,800
ON ASSIGNMENT INC              COM              682159108            695      38,600  X                               38,600
ORACLE CORP                    COM              68389X105         13,811     726,900  X                              726,900
O REILLY AUTOMOTIVE INC        COM              686091109            287      10,000  X                               10,000
ORTHODONTIC CTRS AMER INC      COM              68750P103            793      26,100  X                               26,100
 UTBACK STEAKHOUSE INC         COM              689899102            490      17,000  X                               17,000
OXFORD HEALTH PLANS INC        COM              691471106            506      17,700  X                               17,700
PG&E CORP                      COM              69331C108            529      47,200  X                               47,200
PNC FINL SVCS GROUP INC        COM              693475105          2,276      34,600  X                               34,600
PPG INDS INC                   COM              693506107          1,803      34,300  X                               34,300
PPL CORP                       COM              69351T106            930      16,900  X                               16,900
PACCAR INC                     COM              693718108            488       9,500  X                                9,500
PACIFIC SUNWEAR CALIF INC      COM              694873100            597      26,600  X                               26,600
PACTIV CORP                    COM              695257105            260      19,400  X                               19,400
PALL CORP                      COM              696429307            885      37,600  X                               37,600
PALM INC                       COM              696642107            420      69,113  X                               69,113
PAPA JOHNS INTL INC            COM              698813102            390      15,400  X                               15,400
PARAMETRIC TECHNOLOGY CORP     COM              699173100            462      33,000  X                               33,000
PARKER HANNIFIN CORP           COM              701094104          1,019      24,000  X                               24,000
PATTERSON UTI ENERGY INC       COM              703481101            348      19,500  X                               19,500
PAXAR CORP                     COM              704227107            484      33,600  X                               33,600
PAYCHEX INC                    COM              704326107          1,824      45,600  X                               45,600
PENNEY J C INC                 COM              708160106            836      31,700  X                               31,700
PEOPLESOFT INC                 COM              712713106          1,669      33,900  X                               33,900
PEPSI BOTTLING GROUP INC       COM              713409100          1,520      37,900  X                               37,900
PEPSICO INC                    COM              713448108          7,828     177,100  X                              177,100
PERKINELMER INC                COM              714046109            732      26,600  X                               26,600
PFIZER INC                     COM              717081103         33,894     846,300  X                              846,300
PHARMACEUTICAL PROD DEV INC    COM              717124101            610      20,000  X                               20,000
PHARMACIA CORP                 COM              71713U102          7,584     165,047  X                              165,047
PHELPS DODGE CORP              COM              717265102            374       9,000  X                                9,000
PHILIP MORRIS COS INC          COM              718154107         13,601     268,000  X                              268,000
PHILLIPS PETE CO               COM              718507106          2,052      36,000  X                               36,000
PHOENIX TECHNOLOGY LTD         COM              719153108            330      22,600  X                               22,600
PIER 1 IMPORTS INC             COM              720279108            178      15,500  X                               15,500
PINNACLE ENTMT INC             COM              723456109             90      12,200  X                               12,200
PINNACLE WEST CAP CORP         COM              723484101            469       9,900  X                                9,900
PIONEER STD ELECTRS INC        COM              723877106            536      41,900  X                               41,900
PITNEY BOWES INC               COM              724479100          1,567      37,200  X                               37,200
PLACER DOME INC                COM              725906101            393      40,100  X                               40,100
POGO PRODUCING CO              COM              730448107            768      32,000  X                               32,000
POLAROID CORP                  COM              731095105             69      26,400  X                               26,400
POLYMEDICA CORP                COM              731738100            486      12,000  X                               12,000
POWER-ONE INC                  COM              739308104            231      13,900  X                               13,900
PRAXAIR INC                    COM              74005P104          1,683      35,800  X                               35,800
PRECISION CASTPARTS CORP       COM              740189105            445      11,900  X                               11,900
PRICE COMMUNICATIONS CORP      COM NEW          741437305            460      22,800  X                               22,800
PRICE T ROWE GROUP INC         COM              74144T108            565      15,100  X                               15,100
PRIME HOSPITALITY CORP         COM              741917108            589      49,700  X                               49,700
PROCTER & GAMBLE CO            COM              742718109         11,082     173,700  X                              173,700
PROFIT RECOVERY GROUP INTL INC COM              743168106            141      12,300  X                               12,300
PROGRESS ENERGY INC            COM              743263105            867      19,300  X                               19,300
PROGRESSIVE CORP OHIO          COM              743315103          1,163       8,600  X                                8,600
PROVIDENT BANKSHARES CORP      COM              743859100            471      18,900  X                               18,900
PROVINCE HEALTHCARE CO         COM              743977100            423      12,000  X                               12,000
PROVIDIAN FINL CORP            COM              74406A102          2,557      43,200  X                               43,200
PROXIM INC                     COM              744284100            268      19,000  X                               19,000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106          1,257      25,700  X                               25,700
PUGET ENERGY INC NEW           COM              745310102            553      21,100  X                               21,100
PULTE HOMES INC                COM              745867101          1,091      25,600  X                               25,600
QLOGIC CORP                    COM              747277101            709      11,000  X                               11,000
QUAKER OATS CO                 COM              747402105          1,396      15,300  X                               15,300
QUALCOMM INC                   COM              747525103          6,480     110,800  X                              110,800
QUANTA SVCS INC                COM              74762E102            585      26,550  X                               26,550
QUEST DIAGNOSTICS INC          COM              74834L100            374       5,000  X                                5,000
QUINTILES TRANSNATIONAL CORP   COM              748767100            361      14,300  X                               14,300
QWEST COMMUNICATIONS INTL INC  COM              749121109          6,855     215,105  X                              215,105
RADIAN GROUP INC               COM              750236101            784      19,376  X                               19,376
RADIOSHACK CORP                COM              750438103            671      22,000  X                               22,000
RALSTON PURINA CO              COM              751277302          1,045      34,800  X                               34,800
RAYMOND JAMES FINANCIAL INC    COM              754730109            401      13,100  X                               13,100
RAYTHEON CO                    COM NEW          755111507          1,081      40,700  X                               40,700
REEBOK INTL LTD                COM              758110100            221       6,900  X                                6,900
REGIS CORP MINN                COM              758932107            636      30,300  X                               30,300
REGIONS FINL CORP              COM              758940100            854      26,700  X                               26,700
RELIANT ENERGY INC             COM              75952J108          1,420      44,100  X                               44,100
REMEDY CORP                    COM              759548100            487      14,000  X                               14,000
RENAISSANCE LEARNING INC       COM              75968L105            739      14,600  X                               14,600
RESPIRONICS INC                COM              761230101            324      10,900  X                               10,900
RICHMOND CNTY FINL CORP        COM              764556106            488      13,000  X                               13,000
RIGGS NATL CORP WASH DC        COM              766570105            265      15,600  X                               15,600
ROBERT HALF INTL INC           COM              770323103            796      32,000  X                               32,000
ROCKWELL INTL CORP NEW         COM              773903109            839      22,000  X                               22,000
ROHM & HAAS CO                 COM              775371107            862      26,200  X                               26,200
ROSLYN BANCORP INC             COM              778162107            439      16,700  X                               16,700
ROSS STORES INC                COM              778296103            910      38,000  X                               38,000
ROWAN COS INC                  COM              779382100            241      10,900  X                               10,900
ROYAL BK CDA MONTREAL QUE      COM              780087102            472      14,819  X                               14,819
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804         16,712     286,800  X                              286,800
RYANS FAMILY STEAK HOUSE INC   COM              783519101            396      32,300  X                               32,300
SBC COMMUNICATIONS INC         COM              78387G103         17,368     433,548  X                              433,548
SEI INVESTMENTS CO             COM              784117103            853      18,000  X                               18,000
SLI INC                        COM              78442T108            122      14,800  X                               14,800
SPDR TR                        UNIT SER 1       78462F103          4,340      35,400  X                               35,400
SPS TECHNOLOGIES INC           COM              784626103            393       8,300  X                                8,300
SABRE HLDGS CORP               CL A             785905100            967      19,339  X                               19,339
SAFECO CORP                    COM              786429100            460      15,600  X                               15,600
SAFEWAY INC                    COM NEW          786514208          3,902      81,300  X                               81,300
ST JUDE MED INC                COM              790849103            588       9,800  X                                9,800
ST PAUL COS INC                COM              792860108          1,298      25,600  X                               25,600
SANMINA CORP                   COM              800907107            847      36,200  X                               36,200
SAPIENT CORP                   COM              803062108            142      14,600  X                               14,600
SARA LEE CORP                  COM              803111103          1,894      99,983  X                               99,983
SCHERING PLOUGH CORP           COM              806605101          8,136     224,500  X                              224,500
SCHLUMBERGER LTD               COM              806857108          3,664      69,600  X                               69,600
SCHOLASTIC CORP                COM              807066105            286       6,800  X                                6,800
SCHWAB CHARLES CORP NEW        COM              808513105          2,647     168,050  X                              168,050
SCIENTIFIC ATLANTA INC         COM              808655104            983      24,200  X                               24,200
SEALED AIR CORP NEW            COM              81211K100            365       9,800  X                                9,800
SEARS ROEBUCK & CO             COM              812387108          2,272      53,700  X                               53,700
SECTOR SPDR TR                 SBI INT-FINL     81369Y605            454      16,000  X                               16,000
SECTOR SPDR TR                 SBI INT-UTILS    81369Y886            938      30,100  X                               30,100
SELECTIVE INS GROUP INC        COM              816300107            392      14,700  X                               14,700
SEMPRA ENERGY                  COM              816851109            689      25,200  X                               25,200
SHERWIN WILLIAMS CO            COM              824348106            428      19,300  X                               19,300
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106            389       7,000  X                                7,000
SHOPKO STORES INC              COM              824911101            133      18,300  X                               18,300
SIEBEL SYS INC                 COM              826170102          2,415      51,500  X                               51,500
SIERRA HEALTH SVCS INC         COM              826322109            199      28,400  X                               28,400
SIGMA ALDRICH CORP             COM              826552101            406      10,500  X                               10,500
SMITH A O                      COM              831865209            369      20,600  X                               20,600
SMITHFIELD FOODS INC           COM              832248108            500      12,400  X                               12,400
SMURFIT-STONE CONTAINER CORP   COM              832727101            324      20,000  X                               20,000
SOLA INTL INC                  COM              834092108            183      13,000  X                               13,000
SOLECTRON CORP                 COM              834182107          1,484      81,100  X                               81,100
SONIC CORP                     COM              835451105            357      11,250  X                               11,250
SOUTHERN CO                    COM              842587107          1,853      79,700  X                               79,700
SOUTHERN UN CO NEW             COM              844030106            290      14,200  X                               14,200
SOUTHTRUST CORP                COM              844730101          1,804      69,400  X                               69,400
SOUTHWEST AIRLS CO             COM              844741108          1,965     106,250  X                              106,250
SOUTHWEST SECS GROUP INC       COM              845224104            350      16,900  X                               16,900
SOVEREIGN BANCORP INC          COM              845905108            585      45,000  X                               45,000
SPHERION CORP                  COM              848420105            149      16,600  X                               16,600
SPRINT CORP                    COM FON GROUP    852061100          2,542     119,000  X                              119,000
SPRINT CORP                    PCS COM SER 1    852061506          2,724     112,800  X                              112,800
STANDARD PAC CORP NEW          COM              85375C101            412      17,800  X                               17,800
STANLEY WKS                    COM              854616109            436      10,400  X                               10,400
STAPLES INC                    COM              855030102          1,422      88,900  X                               88,900
STARBUCKS CORP                 COM              855244109          1,523      66,200  X                               66,200
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203            820      22,000  X                               22,000
STATE STR CORP                 COM              857477103          1,940      39,200  X                               39,200
STEAK N SHAKE CO               COM              857873103            135      14,600  X                               14,600
STERLING BANCSHARES INC        COM              858907108            435      22,700  X                               22,700
STILWELL FINL INC              COM              860831106            899      26,800  X                               26,800
STONE ENERGY CORP              COM              861642106            474      10,700  X                               10,700
STRIDE RITE CORP               COM              863314100            189      22,200  X                               22,200
STRYKER CORP                   COM              863667101          1,240      22,600  X                               22,600
SUIZA FOODS CORP               COM              865077101            531      10,000  X                               10,000
SUN MICROSYSTEMS INC           COM              866810104          6,769     430,600  X                              430,600
SUNOCO INC                     COM              86764P109            381      10,400  X                               10,400
SUNRISE ASSISTED LIVING INC    COM              86768K106            394      15,000  X                               15,000
SUNTRUST BKS INC               COM              867914103          2,371      36,600  X                               36,600
SUPERVALU INC                  COM              868536103            353      20,100  X                               20,100
SYBASE INC                     COM              871130100            702      42,700  X                               42,700
SYMANTEC CORP                  COM              871503108            284       6,500  X                                6,500
SYMBOL TECHNOLOGIES INC        COM              871508107            523      23,550  X                               23,550
SYNOVUS FINL CORP              COM              87161C105          1,086      34,600  X                               34,600
SYSCO CORP                     COM              871829107          2,150      79,200  X                               79,200
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105            270      29,800  X                               29,800
TECO ENERGY INC                COM              872375100            549      18,000  X                               18,000
TJX COS INC NEW                COM              872540109          1,431      44,900  X                               44,900
TRW INC                        COM              872649108            595      14,500  X                               14,500
TMP WORLDWIDE INC              COM              872941109            744      12,400  X                               12,400
TXU CORP                       COM              873168108          2,106      43,700  X                               43,700
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109            315      17,000  X                               17,000
TARGET CORP                    COM              87612E106          5,207     150,500  X                              150,500
TECH DATA CORP                 COM              878237106            677      20,300  X                               20,300
TEKTRONIX INC                  COM              879131100            399      14,700  X                               14,700
TELLABS INC                    COM              879664100          1,500      77,400  X                               77,400
TEMPLE INLAND INC              COM              879868107            320       6,000  X                                6,000
TENET HEALTHCARE CORP          COM              88033G100          1,950      37,800  X                               37,800
TENNECO AUTOMOTIVE INC         COM              880349105             60      18,500  X                               18,500
TERADYNE INC                   COM              880770102          1,110      31,700  X                               31,700
TESORO PETE CORP               COM              881609101            340      27,000  X                               27,000
TETRA TECH INC NEW             COM              88162G103            421      15,465  X                               15,465
TEXACO INC                     COM              881694103          5,053      75,800  X                               75,800
TEXAS INDS INC                 COM              882491103            292       8,500  X                                8,500
TEXAS INSTRS INC               COM              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