-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NwNv6auLerz9A3TDGknSl/Y5wR9jFM0b/W8WMUU1YOZoOMFiJsB2YvjzRUv9hcCN WHpd7k3i/ajCCCILr1DPNQ== 0000315189-00-000008.txt : 20000203 0000315189-00-000008.hdr.sgml : 20000203 ACCESSION NUMBER: 0000315189-00-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19991231 FILED AS OF DATE: 20000202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-00850 FILM NUMBER: 520333 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265 BUSINESS PHONE: 3097658000 13F-HR 1 FORM 13-F Report for the Calendar Quarter Ended 31 December 1999. --------- Name of Institutional Investment Manager: Deere & Company Business Address: One John Deere Place Moline, IL 61265 13F File Number: 028-00850 Name, Phone No., and Title of Person Duly Authorized to submit this report: Michael A. Harring (309) 765-5799 Secretary _____________________________________________________________ ATTENTION - Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 10001 and 15 U.S.C. 78ff(a). _____________________________________________________________ The institutional investment manager submitting this Form and its attachments and the person by whom it is signed represent hereby that all information contained therein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of this Form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of this Securities Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on its behalf in the City of Moline and State of Illinois on the 2nd day of February 2000. DEERE & COMPANY (Name of Institutional Investment Manager) /s/ Michael A. Harring -------------------------- (Manual Signature of Person Duly Authorized to Submit This Report)
DEERE & COMPANY 31-DEC-1999 ITEM 6: INVESTMENT DISCRETION ----------------------- ITEM 7: ITEM 8: ITEM 5: (B) MGRS VOTING ITEM 3: ITEM 4: SHARES OR SHARED (C) SEE AUTHORIT ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (A) AS DEFINED SHARED- INSTR ----------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT SOLE IN INSTR.V OTHER V (A)SOLE ACE LTD ORD G0070K103 793 47,515 X 47,515 AMDOCS LTD ORD G02602103 480 13,920 X 13,920 GLOBAL CROSSING LTD COM G3921A100 3,540 70,800 X 70,800 HILFIGER TOMMY CORP ORD G8915Z102 563 24,100 X 24,100 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1,024 9,000 X 9,000 AAR CORP COM 000361105 981 54,700 X 54,700 A D C TELECOMMUNICATIONS COM 000886101 1,473 20,300 X 20,300 ABM INDS INC COM 000957100 599 29,400 X 29,400 AFLAC INC COM 001055102 1,128 23,900 X 23,900 AES CORP COM 00130H105 1,218 16,300 X 16,300 AMR CORP COM 001765106 1,052 15,700 X 15,700 AT&T CORP COM 001957109 16,138 317,600 X 317,600 ATMI INC COM 00207R101 374 11,300 X 11,300 AXA FINL INC COM 002451102 469 13,800 X 13,800 AARON RENTS INC COM 002535201 485 27,300 X 27,300 ABBOTT LABS COM 002824100 6,326 174,200 X 174,200 ABERCROMBIE & FITCH CO CL A 002896207 1,057 39,600 X 39,600 ACTION PERFORMANCE COS INC COM 004933107 386 33,600 X 33,600 ACXIOM CORP COM 005125109 818 34,100 X 34,100 ADAC LABS COM NEW 005313200 298 27,700 X 27,700 ADAPTIVE BROADBAND CORP COM 00650M104 1,624 22,000 X 22,000 ADAPTEC INC COM 00651F108 1,092 21,900 X 21,900 ADOBE SYS INC COM 00724F101 807 12,000 X 12,000 ADTRAN INC COM 00738A106 566 11,000 X 11,000 ADVANCE PARADIGM INC COM 007491103 608 28,200 X 28,200 ADVANCED TISSUE SCIENCES INC COM 00755F103 172 68,800 X 68,800 ADVANTAGE LEARNING SYSTEMS COM 00757K100 163 14,600 X 14,600 ADVO INC COM 007585102 1,090 45,900 X 45,900 ADVANCED MICRO DEVICES INC COM 007903107 382 13,200 X 13,200 AETNA INC COM 008117103 785 14,059 X 14,059 AFFILIATED COMPUTER SERVICES CL A 008190100 851 18,500 X 18,500 AFFILIATED MANAGERS GROUP COM 008252108 392 9,700 X 9,700 AGRIBRANDS INTL INC COM 00849R105 630 13,700 X 13,700 AIR EXPRESS INTL CORP COM 009104100 1,425 44,100 X 44,100 AIR PRODS & CHEMS INC COM 009158106 641 19,100 X 19,100 ALBERTSONS INC COM 013104104 1,542 47,824 X 47,824 ALCAN ALUMINIUM LTD NEW COM 013716105 852 20,600 X 20,600 ALCOA INC COM 013817101 2,756 33,200 X 33,200 ALLEN TELECOM INC COM 018091108 534 46,200 X 46,200 ALLERGAN INC COM 018490102 776 15,600 X 15,600 ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 539 18,000 X 18,000 ALLIANCE PHARMACEUTICAL CORP COM 018773101 417 56,600 X 56,600 ALLIANT TECHSYSTEMS INC COM 018804104 1,059 17,000 X 17,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 150 17,000 X 17,000 ALLSTATE CORP COM 020002101 1,783 74,100 X 74,100 ALLTEL CORP COM 020039103 2,051 24,800 X 24,800 ALPHA INDS INC COM 020753109 1,479 25,800 X 25,800 ALPHARMA INC CL A 020813101 1,482 48,200 X 48,200 ALZA CORP DEL COM 022615108 274 7,900 X 7,900 AMCAST INDL CORP COM 023395106 197 12,000 X 12,000 AMCOL INTL CORP COM 02341W103 506 31,400 X 31,400 AMERADA HESS CORP COM 023551104 465 8,200 X 8,200 AMEREN CORP COM 023608102 406 12,400 X 12,400 AMERICA ONLINE INC DEL COM 02364J104 15,069 198,600 X 198,600 AMERICAN ELEC PWR INC COM 025537101 556 17,300 X 17,300 AMERICAN EXPRESS CO COM 025816109 6,783 40,800 X 40,800 AMERICAN FREIGHTWAYS CORP COM 02629V108 683 42,200 X 42,200 AMERICAN GENERAL CORP COM 026351106 2,413 31,800 X 31,800 AMERICAN HOME PRODS CORP COM 026609107 4,663 118,800 X 118,800 AMERICAN INTL GROUP INC COM 026874107 15,110 139,748 X 139,748 AMERICAN ITALIAN PASTA CO CL A 027070101 369 12,000 X 12,000 AMERICAN MGMT SYS INC COM 027352103 2,614 83,300 X 83,300 AMERICAN PWR CONVERSION CORP COM 029066107 264 10,000 X 10,000 AMERICAN STS WTR CO COM 029899101 425 11,800 X 11,800 AMERICAN XTAL TECHNOLOGY INC COM 030514103 445 25,500 X 25,500 AMERICREDIT CORP COM 03060R101 2,314 125,100 X 125,100 AMES DEPT STORES INC COM NEW 030789507 1,118 38,800 X 38,800 AMGEN INC COM 031162100 6,102 101,600 X 101,600 AMRESCO INC COM 031909104 91 64,400 X 64,400 AMSOUTH BANCORPORATION COM 032165102 313 16,200 X 16,200 ANADARKO PETE CORP COM 032511107 379 11,100 X 11,100 ANALOG DEVICES INC COM 032654105 1,460 15,700 X 15,700 ANALOGIC CORP COM PAR $0.05 032657207 554 16,800 X 16,800 ANALYSTS INTL CORP COM 032681108 629 50,300 X 50,300 ANCHOR BANCORP WIS INC COM 032839102 504 33,300 X 33,300 ANCHOR GAMING COM 033037102 899 20,700 X 20,700 ANGELICA CORP COM 034663104 114 11,700 X 11,700 ANHEUSER BUSCH COS INC COM 035229103 3,154 44,500 X 44,500 ANIXTER INTL INC COM 035290105 974 47,200 X 47,200 ANNTAYLOR STORES CORP COM 036115103 1,791 52,000 X 52,000 AON CORP COM 037389103 1,524 38,100 X 38,100 APACHE CORP COM 037411105 528 14,300 X 14,300 APEX INC COM 037548104 1,232 38,200 X 38,200 APOGEE ENTERPRISES INC COM 037598109 186 36,700 X 36,700 APPLE COMPUTER INC COM 037833100 1,254 12,200 X 12,200 APPLEBEES INTL INC COM 037899101 1,109 37,600 X 37,600 APPLIED INDL TECHNOLOGIES INC COM 03820C105 580 34,900 X 34,900 APPLIED MATLS INC COM 038222105 4,206 33,200 X 33,200 APPLIED PWR INC CL A 038225108 2,260 61,500 X 61,500 APTARGROUP INC COM 038336103 1,334 53,100 X 53,100 AQUARION CO COM 03838W101 551 14,900 X 14,900 ARCHER DANIELS MIDLAND CO COM 039483102 681 56,175 X 56,175 ARCTIC CAT INC COM 039670104 692 69,200 X 69,200 ARKANSAS BEST CORP DEL COM 040790107 311 25,900 X 25,900 ARROW ELECTRS INC COM 042735100 586 23,100 X 23,100 ARTESYN TECHNOLOGIES INC COM 043127109 1,380 65,700 X 65,700 ASHLAND INC COM 044204105 227 6,900 X 6,900 ASHWORTH INC COM 04516H101 179 43,300 X 43,300 ASPECT COMMUNICATIONS CORP COM 04523Q102 2,915 74,500 X 74,500 ASPEN TECHNOLOGY INC COM 045327103 1,028 38,900 X 38,900 ASSOCIATES FIRST CAP CORP CL A 046008108 1,715 62,500 X 62,500 ASTEC INDS INC COM 046224101 538 28,600 X 28,600 ASTORIA FINL CORP COM 046265104 670 22,000 X 22,000 ATLANTIC COAST AIRLINES HLDGS COM 048396105 827 34,800 X 34,800 ATLANTIC RICHFIELD CO COM 048825103 2,509 29,000 X 29,000 ATMOS ENERGY CORP COM 049560105 850 41,600 X 41,600 ATWOOD OCEANICS INC COM 050095108 695 18,000 X 18,000 AUSPEX SYS INC COM 052116100 362 35,300 X 35,300 AUTODESK INC COM 052769106 776 23,000 X 23,000 AUTOMATIC DATA PROCESSING INC COM 053015103 2,936 54,500 X 54,500 AUTOZONE INC COM 053332102 446 13,800 X 13,800 AVANT CORP COM 053487104 225 15,000 X 15,000 AVERY DENNISON CORP COM 053611109 853 11,700 X 11,700 AVID TECHNOLOGY INC COM 05367P100 414 31,700 X 31,700 AVIATION SALES CO COM 053672101 276 16,700 X 16,700 AVIS RENT A CAR INC COM 053790101 427 16,700 X 16,700 AVNET INC COM 053807103 327 5,410 X 5,410 AVON PRODS INC COM 054303102 782 23,700 X 23,700 AXENT TECHNOLOGIES INC COM 05459C108 300 14,300 X 14,300 AZTAR CORP COM 054802103 651 59,900 X 59,900 BB&T CORP COM 054937107 720 26,300 X 26,300 BISYS GROUP INC COM 055472104 2,369 36,300 X 36,300 BJ SVCS CO COM 055482103 389 9,300 X 9,300 BMC INDS INC MINN COM 055607105 180 36,900 X 36,900 BP AMOCO P L C SPONSORED ADR 055622104 872 14,698 X 14,698 BMC SOFTWARE INC COM 055921100 2,102 26,300 X 26,300 BAKER HUGHES INC COM 057224107 621 29,500 X 29,500 BAKER J INC COM 057232100 112 18,600 X 18,600 BALDOR ELEC CO COM 057741100 866 47,800 X 47,800 BALL CORP COM 058498106 528 13,400 X 13,400 BANK OF AMERICA CORPORATION COM 060505104 8,386 167,100 X 167,100 BANK NEW YORK INC COM 064057102 2,736 68,400 X 68,400 BANK ONE CORP COM 06423A103 3,958 123,700 X 123,700 BANKNORTH GROUP INC DEL COM 06646L100 819 30,600 X 30,600 BARD C R INC COM 067383109 265 5,000 X 5,000 BARNES GROUP INC COM 067806109 424 26,000 X 26,000 BARRICK GOLD CORP COM 067901108 600 33,900 X 33,900 BARR LABS INC COM 068306109 944 30,100 X 30,100 BARRA INC COM 068313105 610 19,200 X 19,200 BARRETT RES CORP COM PAR $0.01 068480201 1,490 50,600 X 50,600 BASSETT FURNITURE INDS INC COM 070203104 264 16,500 X 16,500 BAUSCH & LOMB INC COM 071707103 349 5,100 X 5,100 BAXTER INTL INC COM 071813109 1,621 25,800 X 25,800 BE AEROSPACE INC COM 073302101 280 33,200 X 33,200 BEAR STEARNS COS INC COM 073902108 1,237 28,942 X 28,942 BECKMAN COULTER INC COM 075811109 504 9,900 X 9,900 BECTON DICKINSON & CO COM 075887109 603 22,400 X 22,400 BED BATH & BEYOND INC COM 075896100 924 26,600 X 26,600 BELDEN INC COM 077459105 905 43,100 X 43,100 BELL ATLANTIC CORP COM 077853109 9,536 154,900 X 154,900 BELLSOUTH CORP COM 079860102 9,433 201,500 X 201,500 BENCHMARK ELECTRS INC COM 08160H101 461 20,100 X 20,100 BENTON OIL & GAS CO COM 083288100 76 39,100 X 39,100 BEST BUY INC COM 086516101 925 18,400 X 18,400 BESTFOODS COM 08658U101 1,561 29,700 X 29,700 BETHLEHEM STL CORP COM 087509105 98 11,700 X 11,700 BILLING CONCEPTS CORP COM 090063108 326 50,200 X 50,200 BINDLEY WESTN INDS INC COM 090324104 703 46,666 X 46,666 BIO TECHNOLOGY GEN CORP COM 090578105 1,623 106,400 X 106,400 BIOMATRIX INC COM 09060P102 768 39,900 X 39,900 BIOMET INC COM 090613100 408 10,200 X 10,200 BIRMINGHAM STL CORP COM 091250100 211 39,700 X 39,700 BLACK & DECKER CORP COM 091797100 418 8,000 X 8,000 BLACK BOX CORP DEL COM 091826107 1,608 24,000 X 24,000 BLANCH E W HLDGS INC COM 093210102 1,060 17,300 X 17,300 BLOCK H & R INC COM 093671105 385 8,800 X 8,800 BLYTH INDS INC COM 09643P108 597 24,300 X 24,300 BOEING CO COM 097023105 4,169 100,600 X 100,600 BOISE CASCADE CORP COM 097383103 207 5,100 X 5,100 BOMBAY CO INC COM 097924104 217 48,300 X 48,300 BOOKS-A-MILLION INC COM 098570104 199 23,900 X 23,900 BOSTON SCIENTIFIC CORP COM 101137107 774 35,400 X 35,400 BOWNE & CO INC COM 103043105 656 48,600 X 48,600 BRADY CORP CL A 104674106 1,351 39,800 X 39,800 BRIGHTPOINT INC COM 109473108 1,545 117,700 X 117,700 BRINKER INTL INC COM 109641100 651 27,000 X 27,000 BRISTOL MYERS SQUIBB CO COM 110122108 12,234 190,600 X 190,600 BROWN & BROWN INC COM 115236101 352 9,200 X 9,200 BROWN FORMAN CORP CL B 115637209 355 6,200 X 6,200 BROWN SHOE INC NEW COM 115736100 469 33,200 X 33,200 BRUNSWICK CORP COM 117043109 200 9,000 X 9,000 BRUSH WELLMAN INC COM 117421107 363 21,600 X 21,600 BUCKEYE TECHNOLOGIES INC COM 118255108 713 47,900 X 47,900 BUILDING MATLS HLDG CORP COM 120113105 286 27,900 X 27,900 BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,026 42,300 X 42,300 BURLINGTON RES INC COM 122014103 529 16,000 X 16,000 BURR BROWN CORP COM 122574106 2,747 76,050 X 76,050 BUTLER MFG CO DEL COM 123655102 210 9,400 X 9,400 C&D TECHNOLOGIES INC COM 124661109 706 16,600 X 16,600 CBS CORP COM 12490K107 4,415 69,046 X 69,046 C COR NET CORP COM 125010108 1,272 16,600 X 16,600 C-CUBE MICROSYSTEMS INC COM 125015107 4,165 66,900 X 66,900 C D I CORP COM 125071100 608 25,200 X 25,200 CEC ENTMT INC COM 125137109 1,405 49,750 X 49,750 CH ENERGY GROUP INC COM 12541M102 736 22,300 X 22,300 CIGNA CORP COM 125509109 1,507 18,700 X 18,700 CKE RESTAURANTS INC COM 12561E105 402 68,500 X 68,500 CMS ENERGY CORP COM 125896100 331 10,600 X 10,600 CPI CORP COM 125902106 298 13,200 X 13,200 CSX CORP COM 126408103 618 19,700 X 19,700 CTS CORP COM 126501105 2,849 37,800 X 37,800 CVS CORP COM 126650100 1,404 35,200 X 35,200 CABLETRON SYS INC COM 126920107 387 14,900 X 14,900 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,404 61,050 X 61,050 CABOT OIL & GAS CORP CL A 127097103 538 33,500 X 33,500 CAL DIVE INTL INC COM 127914109 706 21,300 X 21,300 CAMBREX CORP COM 132011107 1,212 35,200 X 35,200 CAMPBELL SOUP CO COM 134429109 1,555 40,200 X 40,200 CANANDAIGUA BRANDS INC CL A 137219200 1,479 29,000 X 29,000 CAPITAL ONE FINL CORP COM 14040H105 867 18,000 X 18,000 CARAUSTAR INDS INC COM 140909102 905 37,700 X 37,700 CARDINAL HEALTH INC COM 14149Y108 1,642 34,299 X 34,299 CARMIKE CINEMAS INC CL A 143436103 188 24,100 X 24,100 CARNIVAL CORP COM 143658102 3,103 64,900 X 64,900 CAROLINA FIRST CORP COM 143877108 555 30,400 X 30,400 CAROLINA PWR & LT CO COM 144141108 417 13,700 X 13,700 CASCADE NAT GAS CORP COM 147339105 235 14,600 X 14,600 CASEYS GEN STORES INC COM 147528103 981 94,000 X 94,000 CASH AMER INTL INC COM 14754D100 332 34,000 X 34,000 CASTLE A M & CO COM 148411101 217 18,500 X 18,500 CATALINA MARKETING CORP COM 148867104 3,229 27,900 X 27,900 CATERPILLAR INC DEL COM 149123101 1,525 32,400 X 32,400 CATO CORP NEW CL A 149205106 720 57,000 X 57,000 CENDANT CORP COM 151313103 1,920 72,299 X 72,299 CENTRAL & SOUTH WEST CORP COM 152357109 784 39,200 X 39,200 CENTRAL PKG CORP COM 154785109 922 48,200 X 48,200 CENTRAL VT PUB SVC CORP COM 155771108 160 15,100 X 15,100 CENTURA BKS INC COM 15640T100 1,880 42,600 X 42,600 CENTURYTEL INC COM 156700106 597 12,600 X 12,600 CEPHALON INC COM 156708109 1,569 45,400 X 45,400 CERIDIAN CORP COM 15677T106 280 13,000 X 13,000 CERNER CORP COM 156782104 878 44,600 X 44,600 CHAMPION ENTERPRISES INC COM 158496109 639 75,200 X 75,200 CHAMPION INTL CORP COM 158525105 539 8,700 X 8,700 CHASE MANHATTAN CORP NEW COM 16161A108 7,046 90,700 X 90,700 CHECKPOINT SYS INC COM 162825103 536 52,600 X 52,600 CHEESECAKE FACTORY INC COM 163072101 945 27,000 X 27,000 CHEMED CORP COM 163596109 395 13,800 X 13,800 CHEMFIRST INC COM 16361A106 529 24,200 X 24,200 CHEVRON CORPORATION COM 166751107 5,102 58,900 X 58,900 CHIQUITA BRANDS INTL INC COM 170032106 422 88,900 X 88,900 CHITTENDEN CORP COM 170228100 1,102 37,200 X 37,200 CHOICEPOINT INC COM 170388102 1,564 37,800 X 37,800 CHUBB CORP COM 171232101 1,036 18,405 X 18,405 CIBER INC COM 17163B102 2,120 77,100 X 77,100 CINCINNATI FINL CORP COM 172062101 471 15,100 X 15,100 CINERGY CORP COM 172474108 345 14,400 X 14,400 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 820 18,200 X 18,200 CISCO SYS INC COM 17275R102 34,355 320,700 X 320,700 CITIGROUP INC COM 172967101 18,984 340,900 X 340,900 CITRIX SYS INC COM 177376100 369 3,000 X 3,000 CLARCOR INC COM 179895107 569 31,600 X 31,600 CLARIFY INC COM 180492100 4,145 32,900 X 32,900 CLAYTON HOMES INC COM 184190106 330 35,937 X 35,937 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,722 30,500 X 30,500 CLEVELAND CLIFFS INC COM 185896107 265 8,500 X 8,500 CLOROX CO DEL COM 189054109 947 18,800 X 18,800 COACHMEN INDS INC COM 189873102 333 22,000 X 22,000 COASTAL CORP COM 190441105 680 19,200 X 19,200 COCA COLA BOTTLING CO CONS COM 191098102 531 11,200 X 11,200 COCA COLA CO COM 191216100 12,932 222,000 X 222,000 COCA COLA ENTERPRISES INC COM 191219104 614 30,500 X 30,500 COEUR D ALENE MINES CORP IDAHO COM 192108108 99 28,900 X 28,900 COGNEX CORP COM 192422103 2,122 54,400 X 54,400 COHERENT INC COM 192479103 942 35,200 X 35,200 COLGATE PALMOLIVE CO COM 194162103 3,432 52,800 X 52,800 COLUMBIA ENERGY GROUP COM 197648108 797 12,600 X 12,600 COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,706 58,200 X 58,200 COMAIR HOLDINGS INC COM 199789108 491 21,000 X 21,000 COMCAST CORP CL A SPL 200300200 3,367 66,600 X 66,600 COMERICA INC COM 200340107 658 14,100 X 14,100 COMMERCE BANCORP INC NJ COM 200519106 1,468 36,300 X 36,300 COMMERCIAL FEDERAL CORPORATION COM 201647104 1,470 82,500 X 82,500 COMMERCIAL METALS CO COM 201723103 743 21,900 X 21,900 COMMONWEALTH INDS INC DEL COM 203004106 274 21,100 X 21,100 COMMSCOPE INC COM 203372107 2,806 69,600 X 69,600 COMMUNITY FIRST BANKSHARES INC COM 203902101 1,424 90,400 X 90,400 COMPAQ COMPUTER CORP COM 204493100 5,177 191,300 X 191,300 COMPUTER ASSOC INTL INC COM 204912109 3,399 48,600 X 48,600 COMPUTER SCIENCES CORP COM 205363104 1,353 14,300 X 14,300 COMPUTER TASK GROUP INC COM 205477102 538 36,300 X 36,300 COMPUWARE CORP COM 205638109 2,987 80,200 X 80,200 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,911 13,200 X 13,200 CONAGRA INC COM 205887102 1,003 44,200 X 44,200 CONCORD COMMUNICATIONS INC COM 206186108 994 22,400 X 22,400 CONE MLS CORP N C COM 206814105 151 33,600 X 33,600 CONNECTICUT ENERGY CORP COM 207567108 548 14,100 X 14,100 CONOCO INC CL B 208251405 1,408 56,601 X 56,601 CONSECO INC COM 208464107 504 28,300 X 28,300 CONSOLIDATED EDISON INC COM 209115104 721 20,900 X 20,900 CONSOLIDATED GRAPHICS INC COM 209341106 515 34,500 X 34,500 CONSOLIDATED NAT GAS CO COM 209615103 565 8,700 X 8,700 CONSOLIDATED PRODS INC COM 209798107 400 39,463 X 39,463 CONSTELLATION ENERGY CORP COM 210371100 392 13,500 X 13,500 COOPER COS INC COM NEW 216648402 554 18,400 X 18,400 COOPER INDS INC COM 216669101 380 9,400 X 9,400 COPART INC COM 217204106 1,383 31,800 X 31,800 COR THERAPEUTICS INC COM 217753102 890 33,100 X 33,100 CORDANT TECHNOLOGIES INC COM 218412104 528 16,000 X 16,000 CORN PRODS INTL INC COM 219023108 1,595 48,700 X 48,700 CORNING INC COM 219350105 2,695 20,900 X 20,900 COST PLUS INC CALIF COM 221485105 983 27,600 X 27,600 COSTCO WHSL CORP NEW COM 22160K105 1,798 19,700 X 19,700 COUNTRYWIDE CR INDS INC DEL COM 222372104 255 10,100 X 10,100 COVENTRY HEALTH CARE INC COM 222862104 929 137,600 X 137,600 CROSS A T CO CL A 227478104 102 22,600 X 22,600 CROSS TIMBERS OIL CO COM 227573102 536 59,100 X 59,100 CROWN CORK & SEAL INC COM 228255105 248 11,100 X 11,100 CULLEN FROST BANKERS INC COM 229899109 2,122 82,400 X 82,400 CURATIVE HEALTH SVCS INC COM 231264102 244 31,500 X 31,500 CYBEROPTICS CORP COM 232517102 275 10,000 X 10,000 CYBEX COMPUTER PRODS CORP COM 232522102 705 17,400 X 17,400 CYGNUS INC COM 232560102 608 33,300 X 33,300 CYRK INC COM 232817106 249 21,000 X 21,000 DBT ONLINE INC COM 233044106 593 24,400 X 24,400 D R HORTON INC COM 23331A109 1,688 122,200 X 122,200 DST SYS INC DEL COM 233326107 382 5,000 X 5,000 DTE ENERGY CO COM 233331107 414 13,100 X 13,100 DAIN RAUSCHER CORP COM 233856103 758 16,300 X 16,300 DAISYTEK INTL CORP COM 234053106 373 16,000 X 16,000 DALLAS SEMICONDUCTOR CORP COM 235204104 2,468 38,300 X 38,300 DANA CORP COM 235811106 449 15,000 X 15,000 DANAHER CORP DEL COM 235851102 589 12,200 X 12,200 DARDEN RESTAURANTS INC COM 237194105 228 12,600 X 12,600 DATASCOPE CORP COM 238113104 824 20,600 X 20,600 DATASTREAM SYS INC COM 238124101 400 16,300 X 16,300 DAYTON HUDSON CORP COM 239753106 4,612 62,800 X 62,800 DELL COMPUTER CORP COM 247025109 11,689 229,200 X 229,200 DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,512 96,006 X 96,006 DELPHI FINL GROUP INC CL A 247131105 817 27,234 X 27,234 DELTA & PINE LD CO COM 247357106 883 50,800 X 50,800 DELTA AIR LINES INC DEL COM 247361108 648 13,000 X 13,000 DELTA WOODSIDE INDS INC NEW COM 247909104 61 31,300 X 31,300 DELUXE CORP COM 248019101 200 7,300 X 7,300 DENDRITE INTL INC COM 248239105 1,692 49,950 X 49,950 DENTSPLY INTL INC NEW COM 249030107 425 18,000 X 18,000 DEPARTMENT 56 INC COM 249509100 536 23,700 X 23,700 DEVRY INC DEL COM 251893103 868 46,300 X 46,300 DIAGNOSTIC PRODS CORP COM 252450101 443 18,100 X 18,100 DIAMOND OFFSHORE DRILLING INC COM 25271C102 550 18,000 X 18,000 DIGI INTL INC COM 253798102 272 26,100 X 26,100 DIGITAL MICROWAVE CORP COM 253859102 1,969 84,000 X 84,000 DIMON INC COM 254394109 191 58,800 X 58,800 DIONEX CORP COM 254546104 1,244 30,200 X 30,200 DISCOUNT AUTO PTS INC COM 254642101 397 22,000 X 22,000 DISNEY WALT CO COM DISNEY 254687106 5,461 186,700 X 186,700 DIXIE GROUP INC CL A 255519100 117 15,800 X 15,800 DOLLAR GEN CORP COM 256669102 540 23,750 X 23,750 DOLLAR TREE STORES INC COM 256747106 756 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SUSQUEHANNA BANCSHARES INC PA COM 869099101 775 48,800 X 48,800 SWISS ARMY BRANDS INC COM 870827102 74 10,400 X 10,400 SYBASE INC COM 871130100 544 32,000 X 32,000 SYKES ENTERPRISES INC COM 871237103 483 11,000 X 11,000 SYMMETRICOM INC COM 871543104 352 35,400 X 35,400 SYNCOR INTL CORP DEL COM 87157J106 446 15,300 X 15,300 SYNOPSYS INC COM 871607107 534 8,000 X 8,000 SYNOVUS FINL CORP COM 87161C105 479 24,100 X 24,100 SYSCO CORP COM 871829107 1,195 30,200 X 30,200 TBC CORP COM 872180104 291 46,600 X 46,600 TCBY ENTERPRISES INC COM 872245105 115 30,200 X 30,200 THQ INC COM NEW 872443403 566 24,400 X 24,400 TJ INTL INC COM 872534102 857 20,400 X 20,400 TJX COS INC NEW COM 872540109 905 44,300 X 44,300 TNP ENTERPRISES INC COM 872594106 730 17,700 X 17,700 TRW INC COM 872649108 561 10,800 X 10,800 TACO CABANA INC COM 873425102 144 17,700 X 17,700 TALK COM INC COM 874264104 1,665 93,800 X 93,800 TANDY CORP COM 875382103 895 18,200 X 18,200 TECH DATA CORP COM 878237106 515 19,000 X 19,000 TECHNE CORP COM 878377100 859 15,600 X 15,600 TECHNITROL INC COM 878555101 952 21,400 X 21,400 TECHNOLOGY SOLUTIONS CO COM 87872T108 1,922 58,700 X 58,700 TEKELEC COM 879101103 338 15,000 X 15,000 TEKTRONIX INC COM 879131100 750 19,300 X 19,300 TELEDYNE TECHNOLOGIES INC COM 879360105 166 17,542 X 17,542 TELLABS INC COM 879664100 4,185 65,200 X 65,200 TELXON CORP COM 879700102 341 21,300 X 21,300 TEMPLE INLAND INC COM 879868107 336 5,100 X 5,100 TENET HEALTHCARE CORP COM 88033G100 656 27,900 X 27,900 TENNECO AUTOMOTIVE INC COM 880349105 563 60,440 X 60,440 TETRA TECHNOLOGIES INC DEL COM 88162F105 130 17,900 X 17,900 TETRA TECH INC NEW COM 88162G103 1,068 69,465 X 69,465 TEXACO INC COM 881694103 3,280 60,400 X 60,400 TEXAS INDS INC COM 882491103 1,179 27,700 X 27,700 TEXAS INSTRS INC COM 882508104 6,802 70,400 X 70,400 TEXAS UTILS CO COM 882848104 910 25,600 X 25,600 TEXTRON INC COM 883203101 1,526 19,900 X 19,900 THERAGENICS CORP COM 883375107 355 39,200 X 39,200 THERMO ELECTRON CORP COM 883556102 216 14,400 X 14,400 THOMAS INDS INC COM 884425109 425 20,800 X 20,800 THOR INDS INC COM 885160101 487 16,000 X 16,000 3COM CORP COM 885535104 1,523 32,400 X 32,400 THREE FIVE SYS INC COM 88554L108 554 13,500 X 13,500 TIDEWATER INC COM 886423102 810 22,500 X 22,500 TIMBERLAND CO CL A 887100105 2,559 48,400 X 48,400 TIME WARNER INC COM 887315109 7,889 109,100 X 109,100 TIMES MIRROR CO NEW COM SER A 887364107 496 7,400 X 7,400 TITAN INTL INC ILL COM 88830M102 179 27,600 X 27,600 TOLL BROTHERS INC COM 889478103 1,451 77,900 X 77,900 TORCHMARK CORP COM 891027104 369 12,700 X 12,700 TORO CO COM 891092108 765 20,500 X 20,500 TOSCO CORP COM NEW 891490302 375 13,800 X 13,800 TOWER AUTOMOTIVE INC COM 891707101 1,874 121,400 X 121,400 TOYS R US INC COM 892335100 809 56,500 X 56,500 TRANSWITCH CORP COM 894065101 218 3,000 X 3,000 TREDEGAR CORP COM 894650100 1,030 49,800 X 49,800 TRENWICK GROUP INC COM 895290104 320 18,900 X 18,900 TRIARC COS INC CL A 895927101 619 33,700 X 33,700 TRICON GLOBAL RESTAURANTS COM 895953107 533 13,800 X 13,800 TRIBUNE CO NEW COM 896047107 2,280 41,400 X 41,400 TRIMBLE NAVIGATION LTD COM 896239100 649 30,000 X 30,000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 334 3,000 X 3,000 TRIUMPH GROUP INC NEW COM 896818101 268 11,100 X 11,100 TRUE NORTH COMMUNICATIONS INC COM 897844106 3,030 67,800 X 67,800 TRUSTCO BK CORP N Y COM 898349105 957 72,200 X 72,200 TUBOSCOPE INC COM 898600101 921 58,000 X 58,000 TYCO INTL LTD NEW COM 902124106 6,224 159,600 X 159,600 UGI CORP NEW COM 902681105 302 14,800 X 14,800 UST CORP COM 902900109 1,791 56,400 X 56,400 USX MARATHON GROUP COM NEW 902905827 1,373 55,600 X 55,600 UST INC COM 902911106 423 16,800 X 16,800 USA DETERGENTS INC COM 902938109 50 18,300 X 18,300 US BANCORP DEL COM 902973106 1,569 65,900 X 65,900 U S LIQUIDS INC COM 902974104 137 16,400 X 16,400 URS CORP NEW COM 903236107 447 20,600 X 20,600 U S G CORP COM NEW 903293405 1,188 25,200 X 25,200 USX-U S STL COM 90337T101 264 8,000 X 8,000 US ONCOLOGY INC COM 90338W103 789 159,800 X 159,800 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 431 19,000 X 19,000 ULTRATECH STEPPER INC COM 904034105 642 39,800 X 39,800 UNILEVER N V N Y SHS NEW 904784709 3,141 57,700 X 57,700 UNICOM CORP COM 904911104 657 19,600 X 19,600 UNION CARBIDE CORP COM 905581104 801 12,000 X 12,000 UNION PAC CORP COM 907818108 974 22,300 X 22,300 UNION PAC RES GROUP INC COM 907834105 288 22,600 X 22,600 UNION PLANTERS CORP COM 908068109 669 16,975 X 16,975 UNISYS CORP COM 909214108 735 23,000 X 23,000 UNITED BANKSHARES INC WEST VA COM 909907107 1,366 57,200 X 57,200 UNITED HEALTHCARE CORP COM 910581107 898 16,900 X 16,900 UNITED ILLUM CO COM 910637107 986 19,200 X 19,200 UNITED NAT FOODS INC COM 911163103 289 24,100 X 24,100 US AIRWAYS GROUP INC COM 911905107 253 7,900 X 7,900 U S HOME CORP NEW COM 911920106 437 17,100 X 17,100 U S WEST INC NEW COM 91273H101 3,766 52,300 X 52,300 U S TR CORP NEW COM 91288L105 2,133 26,600 X 26,600 UNITED STATIONERS INC COM 913004107 286 10,000 X 10,000 UNITED TECHNOLOGIES CORP COM 913017109 4,115 63,300 X 63,300 UNITED WTR RES INC COM 913190104 1,740 50,900 X 50,900 UNIVERSAL FST PRODS INC COM 913543104 403 27,300 X 27,300 UNIVERSAL HLTH SVCS INC CL B 913903100 1,512 42,000 X 42,000 UNOCAL CORP COM 915289102 732 21,800 X 21,800 UNUMPROVIDENT CORP COM 91529Y106 686 21,406 X 21,406 USFREIGHTWAYS CORP COM 916906100 2,284 47,700 X 47,700 USWEB CORP COM 917327108 302 6,800 X 6,800 UTILICORP UTD INC COM 918005109 198 10,200 X 10,200 V F CORP COM 918204108 327 10,900 X 10,900 VALASSIS COMMUNICATIONS INC COM 918866104 4,250 100,600 X 100,600 VALENCE TECHNOLOGY INC COM 918914102 680 35,800 X 35,800 VALMONT INDS INC COM 920253101 514 32,000 X 32,000 VARCO INTL INC COM 922126107 418 41,000 X 41,000 VARIAN MED SYS INC COM 92220P105 1,216 40,800 X 40,800 VEECO INSTRS INC DEL COM 922417100 337 7,200 X 7,200 VERITY INC COM 92343C106 1,745 41,000 X 41,000 VERTEX PHARMACEUTICALS INC COM 92532F100 1,204 34,400 X 34,400 VIACOM INC CL B 925524308 3,856 63,800 X 63,800 VICOR CORP COM 925815102 2,539 62,700 X 62,700 VINTAGE PETE INC COM 927460105 1,302 107,900 X 107,900 VISIO CORP COM 927914101 1,895 39,900 X 39,900 VITAL SIGNS INC COM 928469105 371 16,200 X 16,200 VITESSE SEMICONDUCTOR CORP COM 928497106 1,049 20,000 X 20,000 VOLT INFORMATION SCIENCES INC COM 928703107 473 19,800 X 19,800 VULCAN MATLS CO COM 929160109 359 9,000 X 9,000 WD-40 CO COM 929236107 456 20,600 X 20,600 WHX CORP COM 929248102 198 22,000 X 22,000 WICOR INC COM 929253102 1,480 50,700 X 50,700 WABASH NATL CORP COM 929566107 732 48,800 X 48,800 WACHOVIA CORP COM 929771103 1,244 18,300 X 18,300 WAL MART STORES INC COM 931142103 28,618 414,000 X 414,000 WALGREEN CO COM 931422109 2,633 90,000 X 90,000 WARNACO GROUP INC CL A 934390105 213 17,300 X 17,300 WARNER LAMBERT CO COM 934488107 6,883 84,000 X 84,000 WASHINGTON MUT INC COM 939322103 1,361 52,600 X 52,600 WASTE MGMT INC DEL COM 94106L109 902 52,500 X 52,500 WATERS CORP COM 941848103 477 9,000 X 9,000 WATKINS JOHNSON CO COM 942486101 348 8,700 X 8,700 WATSCO INC COM 942622200 621 53,700 X 53,700 WATSON PHARMACEUTICALS INC COM 942683103 648 18,100 X 18,100 WATTS INDS INC CL A 942749102 521 35,300 X 35,300 WELLPOINT HEALTH NETWORK NEW COM 94973H108 402 6,100 X 6,100 WELLS FARGO & CO NEW COM 949746101 5,888 145,600 X 145,600 WENDYS INTL INC COM 950590109 739 35,500 X 35,500 WERNER ENTERPRISES INC COM 950755108 1,344 95,600 X 95,600 WESLEY JESSEN VISIONCARE INC COM 951018100 1,185 31,300 X 31,300 WESTERN GAS RES INC COM 958259103 237 18,000 X 18,000 WESTVACO CORP COM 961548104 297 9,100 X 9,100 WET SEAL INC CL A 961840105 203 16,600 X 16,600 WEYERHAEUSER CO COM 962166104 1,293 18,000 X 18,000 WHIRLPOOL CORP COM 963320106 852 13,100 X 13,100 WHITNEY HLDG CORP COM 966612103 1,175 31,700 X 31,700 WHITTMAN-HART INC COM 966834103 4,070 75,900 X 75,900 WHOLE FOODS MKT INC COM 966837106 1,609 34,700 X 34,700 WILLAMETTE INDS INC COM 969133107 803 17,300 X 17,300 WILLIAMS COS INC DEL COM 969457100 1,180 38,600 X 38,600 WILLIAMS SONOMA INC COM 969904101 276 6,000 X 6,000 WINN DIXIE STORES INC COM 974280109 323 13,500 X 13,500 WINNEBAGO INDS INC COM 974637100 604 30,100 X 30,100 WOLVERINE TUBE INC COM 978093102 355 25,100 X 25,100 WOLVERINE WORLD WIDE INC COM 978097103 595 54,400 X 54,400 WRIGLEY WM JR CO COM 982526105 871 10,500 X 10,500 WYNNS INTL INC COM 983195108 350 24,800 X 24,800 X-RITE INC COM 983857103 228 36,500 X 36,500 XILINX INC COM 983919101 655 14,400 X 14,400 XIRCOM INC COM 983922105 2,813 37,500 X 37,500 XEROX CORP COM 984121103 1,343 59,200 X 59,200 YAHOO INC COM 984332106 4,673 10,800 X 10,800 YELLOW CORP COM 985509108 551 32,800 X 32,800 ZALE CORP NEW COM 988858106 3,048 63,000 X 63,000 ZEBRA TECHNOLOGIES CORP CL A 989207105 2,334 39,900 X 39,900 ZENITH NATL INS CORP COM 989390109 466 22,600 X 22,600 ZIXIT CORP COM 98974P100 808 20,400 X 20,400 ZYGO CORP COM 989855101 312 15,500 X 15,500 GRAND TOTAL 1,806,863
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