UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Edinburgh Fund Managers PLC
Address: Donaldson House, 97 Haymarket Terrace
Edinburgh, EH12 5HD
Scotland, United Kingdom
Form 13F File Number: 28-6170
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: R. Mark Coleman
Title: Manager, Administrative Services
Phone: (770) 420-8496
Signature, Place, and Date of Signing:
R. Mark Coleman Kennesaw, Georgia 27 October 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 536
Form 13F Information Table Value Total: $ 1,187,982
(thousands)
List of Other Included Managers:
NONE
<PAGE>
<TABLE> <C> <C>
Form 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- --------------------------------- -------------- --------- -------- ----------------- ---------- -------- --------------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
- --------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- -------- --------
ADC TELECOMMUNICATIONS Common 000886101 470 11200 SH SOLE 11200
AFLAC INC. Common 001055102 858 20500 SH SOLE 20500
THE AES CORP Common 00130H105 826 14000 SH SOLE 14000
AMR CORP Common 001765106 687 12600 SH SOLE 12600
A T & T CORP. Common 001957109 11,548 265465 SH SOLE 265465
AT & T CORP. LIBERTY MEDIA GROUP Series 'A' 001957208 5,380 144200 SH SOLE 144200
AXA FINANCIAL Common 002451102 7,389 132390 SH SOLE 132390
ABBOTT LABS Common 002824100 4,546 123700 SH SOLE 123700
ADAPTEC INC Common 00651F108 334 8400 SH SOLE 8400
ADOBE SYSTEMS Common 00724F101 726 6400 SH SOLE 6400
ADVANCED MICRO DEV. Common 007903107 172 10000 SH SOLE 10000
AETNA INC. Common 008117103 660 13400 SH SOLE 13400
AIR PRODUCTS & CHEMICALS Common 009158106 503 17200 SH SOLE 17200
AIRGATE PCS INC Common 009367103 50 2000 SH SOLE 2000
ALBERTO-CULVER Class 'B' 013068101 113 4900 SH SOLE 4900
ALBERTSONS Common 013104104 1,414 35730 SH SOLE 35730
ALCAN ALUMINIUM Common 013716105 634 20300 SH SOLE 20300
ALCOA INC Common 013817101 4,666 75189 SH SOLE 75189
ALCATEL Spon ADR 013904305 172 6200 SH SOLE 6200
ALLEGHENY TELEDYNE Common 017415100 218 12904 SH SOLE 12904
ALLERGAN Common 018490102 517 4700 SH SOLE 4700
ALLIED SIGNAL Common 019512102 2,685 44800 SH SOLE 44800
ALLIED WASTE INDUSTRIES INC. Common 019589308 181 15500 SH SOLE 15500
ALLSTATE CORP. Common 020002101 1,758 70508 SH SOLE 70508
ALLTEL CORP Common 020039103 1,605 22800 SH SOLE 22800
ALZA Common 022615108 257 6000 SH SOLE 6000
AMERADA HESS CORP Common 023551104 410 6700 SH SOLE 6700
AMEREN CORP. Common 023608102 344 9100 SH SOLE 9100
AMERICA ON LINE Common 02364J104 13,718 131820 SH SOLE 131820
AMERICAN ELECTRIC POWER Common 025537101 645 18897 SH SOLE 18897
AMERICAN EXPRESS Common 025816109 5,063 37500 SH SOLE 37500
AMERICAN GENERAL CORP. Common 026351106 1,418 22421 SH SOLE 22421
AMERICAN GREETINGS Class 'A' 026375105 162 6300 SH SOLE 6300
AMERICAN HOME PRODUCTS Common 026609107 4,544 109500 SH SOLE 109500
AMER INTERNATIONAL GROUP Common 026874107 22,544 259310 SH SOLE 259310
AMERITECH Common 030954101 6,329 94809 SH SOLE 94809
AMGEN Common 031162100 3,488 42800 SH SOLE 42800
AMSOUTH BANCORP Common 032165102 345 14700 SH SOLE 14700
ANADARKO PETROLEUM Common 032511107 300 9800 SH SOLE 9800
ANDREW CORPORATION Common 034425108 141 8100 SH SOLE 8100
ANHEUSER-BUSCH Common 035229103 2,852 40700 SH SOLE 40700
AON CORP. Common 037389103 532 18000 SH SOLE 18000
APACHE CORP Common 037411105 298 6900 SH SOLE 6900
APPLE COMPUTER Common 037833100 715 11300 SH SOLE 11300
APPLIED MATERIALS Common 038222105 2,517 32400 SH SOLE 32400
ARCHER DANIELS MIDLAND Common 039483102 684 56375 SH SOLE 56375
ARMSTRONG WORLD INDS Common 042476101 130 2900 SH SOLE 2900
ASARCO Common 043413103 84 3100 SH SOLE 3100
ASHLAND INC Common 044204105 222 6600 SH SOLE 6600
ASSOCIATES FIRST CAPITAL CORP Class 'A' 046008108 2,019 56086 SH SOLE 56086
ATLANTIC RICHFIELD Common 048825103 2,393 27000 SH SOLE 27000
AUTODESK Common 052769106 92 4200 SH SOLE 4200
AUTOMATIC DATA PROCESSING Common 053015103 2,338 52400 SH SOLE 52400
AUTOZONE Common 053332102 303 10800 SH SOLE 10800
AVERY DENNISON Common 053611109 459 8700 SH SOLE 8700
AVON PRODUCTS Common 054303102 482 19407 SH SOLE 19407
BB & T CORP Common 054937107 693 21400 SH SOLE 21400
AZURIX CORP Common 05501M104 17 1000 SH SOLE 1000
BMC SOFTWARE Common 055921100 6,756 94400 SH SOLE 94400
BAKER HUGHES Common 057224107 666 22967 SH SOLE 22967
BALL CORP Common 058498106 97 2200 SH SOLE 2200
BANK OF AMERICA CORP Common 060505104 8,873 159328 SH SOLE 159328
BANK OF NEW YORK Common 064057102 7,680 229670 SH SOLE 229670
BANC ONE CORP Common 06423A103 3,391 97406 SH SOLE 97406
BANK OF BOSTON Common 06605R106 1,136 26200 SH SOLE 26200
BARD (CR) Common 067383109 240 5100 SH SOLE 5100
BARRICK GOLD CORP Common 067901108 729 33500 SH SOLE 33500
BAUSCH & LOMB Common 071707103 264 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC. Common 071813109 1,527 25344 SH SOLE 25344
BEAR STEARNS Common 073902108 383 9975 SH SOLE 9975
BECTON DICKINSON Common 075887109 494 17600 SH SOLE 17600
BED BATH & BEYOND Common 075896100 402 11500 SH SOLE 11500
BELL ATLANTIC Common 077853109 8,884 131980 SH SOLE 131980
BELLSOUTH CORP Common 079860102 7,173 159400 SH SOLE 159400
BEMIS Common 081437105 129 3800 SH SOLE 3800
BEST BUY CO INC. Common 086516101 961 15500 SH SOLE 15500
BESTFOODS Common 08658U101 1,253 25800 SH SOLE 25800
BETHLEHEM STEEL Common 087509105 60 8201 SH SOLE 8201
BIOMET Common 090613100 260 9900 SH SOLE 9900
BLACK & DECKER Common 091797100 417 9136 SH SOLE 9136
BLOCK (H&R) Common 093671105 326 7500 SH SOLE 7500
BOEING Common 097023105 3,285 77061 SH SOLE 77061
BOISE CASCADE CORP Common 097383103 131 3587 SH SOLE 3587
BOSTON SCIENTIFIC Common 101137107 861 34800 SH SOLE 34800
BRAUN CONSULTING INC Common 105651103 166 10000 SH SOLE 10000
BRIGGS & STRATTON Common 109043109 105 1800 SH SOLE 1800
BRISTOL MYERS SQUIBB Common 110122108 20,501 303719 SH SOLE 303719
BROWN FORMAN Class 'B' 115637209 306 4900 SH SOLE 4900
BRUNSWICK CORP Common 117043109 180 7247 SH SOLE 7247
BURLINGTON NORTHERN SANTA FE Common 12189T104 1,158 42127 SH SOLE 42127
BURLINGTON RESOURCES Common 122014103 462 12560 SH SOLE 12560
CBS CORPORATION Common 12490K107 2,687 58096 SH SOLE 58096
CIGNA CORP. Common 125509109 1,222 15718 SH SOLE 15718
CMS ENERGY Common 125896100 234 6900 SH SOLE 6900
CSX CORP Common 126408103 826 19500 SH SOLE 19500
CVS Common 126650100 1,886 46200 SH SOLE 46200
CABLETRON SYSTEMS Common 126920107 176 11200 SH SOLE 11200
CAMPBELL SOUP CO. Common 134429109 1,447 36990 SH SOLE 36990
CAPITAL ENVIRONMENT RESOURCES Common 14008M104 55 10000 SH SOLE 10000
CAPITAL ONE FINANCE Common 14040H105 983 25200 SH SOLE 25200
CARDINAL HEALTH Common 14149Y108 1,172 21500 SH SOLE 21500
CAREERBUILDERS INC Common 141684100 14 2000 SH SOLE 2000
CARNIVAL CORP Common 143658102 2,888 66400 SH SOLE 66400
CAROLINA POWER & LIGHT Common 144141108 382 10800 SH SOLE 10800
CASE CORP Common 14743R103 264 5300 SH SOLE 5300
CATERPILLAR Common 149123101 6,292 114800 SH SOLE 114800
CENDANT CORP Common 151313103 1,162 65455 SH SOLE 65455
CENTEX CORPORATION Common 152312104 118 4000 SH SOLE 4000
CENTRAL & SOUTH WEST CORP Common 152357109 321 15200 SH SOLE 15200
CENTURYTEL INC Common 156686107 396 9750 SH SOLE 9750
CERIDIAN CORP Common 15677T106 294 11820 SH SOLE 11820
CHAMPION INTL CORP Common 158525105 357 6947 SH SOLE 6947
CHASE MANHATTAN Common 16161A108 14,649 194345 SH SOLE 194345
CHEVRON CORP Common 166751107 4,784 53900 SH SOLE 53900
CHUBB CORP Common 171232101 769 15500 SH SOLE 15500
CINCINNATI FINANCIAL CORP Common 172062101 450 12000 SH SOLE 12000
CINERGY CORP Common 172474108 320 11300 SH SOLE 11300
CIRCUIT CITY GROUP Common 172737108 591 14000 SH SOLE 14000
CISCO SYSTEMS Common 17275R102 29,822 434964 SH SOLE 434964
CITIGROUP Common 172967101 13,148 298807 SH SOLE 298807
CLEAR CHANNEL COMMUNICATIONS Common 184502102 2,085 26100 SH SOLE 26100
CLOROX CO Common 189054109 566 14800 SH SOLE 14800
COASTAL Common 190441105 726 17730 SH SOLE 17730
COCA-COLA Common 191216100 10,214 211683 SH SOLE 211683
COCA COLA ENTERPRISES Common 191219104 690 30600 SH SOLE 30600
COLGATE-PALMOLIVE Common 194162103 10,347 226158 SH SOLE 226158
COLUMBIA ENERGY GROUP Common 197648108 362 6000 SH SOLE 6000
COLUMBIA HCA HEALTHCARE Common 197677107 949 44786 SH SOLE 44786
COMCAST CORP Class 'A 200300200 2,512 63000 SH SOLE 63000
COMERCIA INC. Common 200340107 577 11400 SH SOLE 11400
COMPAQ COMPUTER CORP Common 204493100 3,084 134815 SH SOLE 134815
COMPUTER ASSOCIATES Common 204912109 2,469 40400 SH SOLE 40400
COMPUTER SCIENCES Common 205363104 974 13846 SH SOLE 13846
COMPUWARE CORP Common 205638109 808 31000 SH SOLE 31000
CONAGRA INC. Common 205887102 966 42800 SH SOLE 42800
CONCORD EFS INC Common 206197105 2,297 111390 SH SOLE 111390
CONOCO INC Class 'B' 208251405 1,276 46600 SH SOLE 46600
CONCESO INC. Common 208464107 429 22590 SH SOLE 22590
CONSOLIDATED EDISON INC Common 209115104 818 19700 SH SOLE 19700
CONSOLIDATED NATURAL GAS Common 209615103 424 6800 SH SOLE 6800
CONSOLIDATED STORES Common 210149100 163 7400 SH SOLE 7400
CONSTELLATION ENERGY GROUP Common 210371100 298 10600 SH SOLE 10600
COOPER INDUSTRIES Common 216669101 397 8500 SH SOLE 8500
COOPER TIRE & RUBBER Common 216831107 99 5600 SH SOLE 5600
COORS (ADOLPH) CO Class 'B' 217016104 173 3200 SH SOLE 3200
CORNING INC Common 219350105 1,412 20600 SH SOLE 20600
COSTCO WHOLESALE CORP Common 22160K105 1,361 18900 SH SOLE 18900
COUNTRYWIDE CREDIT Common 222372104 339 10500 SH SOLE 10500
CRANE CO Common 224399105 111 4950 SH SOLE 4950
CROWN CORK & SEAL Common 228255105 223 9200 SH SOLE 9200
CUMMINS ENGINE CO Common 231021106 149 3000 SH SOLE 3000
CYPRUS AMAX MINERALS Common 232809103 131 6700 SH SOLE 6700
DTE ENERGY Common 233331107 473 13000 SH SOLE 13000
DANA CORP Common 235811106 434 11681 SH SOLE 11681
DANAHER Common 235851102 601 11400 SH SOLE 11400
DARDEN RESTAURANTS Common 237194105 215 11000 SH SOLE 11000
DATA GENERAL CORPORATION Common 237688106 61 2900 SH SOLE 2900
DAVID'S BRIDAL Common 238576102 74 10000 SH SOLE 10000
DAYTON-HUDSON Common 239753106 2,342 39000 SH SOLE 39000
DEERE & CO Common 244199105 890 23000 SH SOLE 23000
DELL COMPUTER CORPORATION Common 247025109 8,789 210200 SH SOLE 210200
DELPHI AUTOMOTIVE Common 247126105 634 39489 SH SOLE 39489
DELTA AIR LINES Common 247361108 651 13421 SH SOLE 13421
DELUXE CORP Common 248019101 201 5900 SH SOLE 5900
DILLARDS Class 'A' 254067101 158 7800 SH SOLE 7800
DISNEY (WALT) Common 254687106 4,669 179582 SH SOLE 179582
DOLLAR GENERAL Common 256669102 666 21562 SH SOLE 21562
DOMINION RESOURCES Common 257470104 839 18600 SH SOLE 18600
DONNELLEY (RR) & SONS Common 257867101 312 10800 SH SOLE 10800
DOVER CORP Common 260003108 695 17000 SH SOLE 17000
DOW CHEMICAL Common 260543103 2,068 18202 SH SOLE 18202
DOW JONES Common 260561105 283 5300 SH SOLE 5300
DUPONT DE NEMOURS (EI) Common 263534109 4,983 82366 SH SOLE 82366
DUKE ENERGY Common 264399106 1,702 30883 SH SOLE 30883
DUN & BRADSTREET CORP (DELAWARE) Common 26483B106 367 12300 SH SOLE 12300
EG & G INC. Common 268457108 131 3300 SH SOLE 3300
EMC CORPORATION Common 268648102 13,588 190380 SH SOLE 190380
E.PIPHANY Common 26881V100 10 200 SH SOLE 200
EASTERN ENTERPRISES Common 27637F100 70 1500 SH SOLE 1500
EASTMAN CHEMICAL Common 277432100 223 5600 SH SOLE 5600
EASTMAN KODAK CO Common 277461109 2,103 27802 SH SOLE 27802
EATON CORP Common 278058102 483 5600 SH SOLE 5600
ECOLAB INC Common 278865100 321 9400 SH SOLE 9400
EDISON INTL Common 281020107 729 30000 SH SOLE 30000
ELECTRONIC DATA SYSTEMS CORP Common 285661104 2,207 41700 SH SOLE 41700
EMERSON ELECTRIC Common 291011104 2,338 37000 SH SOLE 37000
ENGELHARD CORPORATION Common 292845104 190 10400 SH SOLE 10400
ENRON Common 293561106 11,546 281170 SH SOLE 281170
ENTERGY Common 29364G103 706 24382 SH SOLE 24382
EQUIFAX INC Common 294429105 411 14600 SH SOLE 14600
ETOYS INC Common 297862104 133 2000 SH SOLE 2000
EXXON CORP Common 302290101 16,140 212370 SH SOLE 212370
FMC CORP. Common 302491303 125 2600 SH SOLE 2600
FPL GROUP INC Common 302571104 897 17800 SH SOLE 17800
FDX CORP. Common 31304N107 867 22298 SH SOLE 22298
FREDDIE MAC Common 313400301 3,026 58200 SH SOLE 58200
FANNIE MAE Common 313586109 5,228 83400 SH SOLE 83400
FEDERATED DEPT STORES Common 31410H101 882 20200 SH SOLE 20200
FIFTH THIRD BANCORP Common 316773100 1,259 20700 SH SOLE 20700
FIRST DATA CORP Common 319963104 1,544 35200 SH SOLE 35200
FIRST UNION CORP. Common 337358105 2,868 80494 SH SOLE 80494
FIRSTAR Common 33763V109 2,091 81619 SH SOLE 81619
FIRSTENERGY Common 337932107 478 18900 SH SOLE 18900
FLEET FINANCIAL GROUP Common 338915101 1,721 47000 SH SOLE 47000
FLEETWOOD ENTERPRISES Common 339099103 50 2500 SH SOLE 2500
FLORIDA PROGRESS Common 341109106 370 8000 SH SOLE 8000
FLUOR CORP. Common 343861100 246 6117 SH SOLE 6117
FOCAL COMMUNICATIONS CORP Common 344155106 51 2000 SH SOLE 2000
FORD MOTOR Common 345370100 5,144 102375 SH SOLE 102375
FORT JAMES CORP. Common 347471104 480 18000 SH SOLE 18000
FORTUNE BRANDS Common 349631101 400 12400 SH SOLE 12400
FOSTER WHEELER Common 350244109 35 2900 SH SOLE 2900
FRANKLIN RESOURCES Common 354613101 663 21700 SH SOLE 21700
FREEPORT MC C&G Class 'B' 35671D857 317 20400 SH SOLE 20400
GPU INC. Common 36225Z100 284 8700 SH SOLE 8700
GTE CORP Common 362320103 6,258 81400 SH SOLE 81400
GANNETT Common 364730101 1,591 23000 SH SOLE 23000
GAP Common 364760108 7,486 233947 SH SOLE 233947
GATEWAY INC Common 367626108 1,170 26600 SH SOLE 26600
GENERAL DYNAMICS Common 369550108 1,036 16596 SH SOLE 16596
GENERAL ELECTRIC Common 369604103 48,575 409702 SH SOLE 409702
GENERAL INSTRUMENT CORP Common 370120107 470 9800 SH SOLE 9800
GENERAL MILLS Common 370334104 1,168 14400 SH SOLE 14400
GENERAL MOTORS Common 370442105 3,620 57514 SH SOLE 57514
GENUINE PARTS Common 372460105 343 12900 SH SOLE 12900
GEORGIA-PACIFIC CORP Common 373298108 501 12400 SH SOLE 12400
GILLETTE CO Common 375766102 2,987 88000 SH SOLE 88000
GLOBESPAN INC. Common 379571102 16 250 SH SOLE 250
GOLDEN WEST FINANCIAL Common 381317106 403 4100 SH SOLE 4100
GOODRICH (BF) CORPORATION Common 382388106 113 3900 SH SOLE 3900
GOODYEAR TIRE & RUBBER Common 382550101 741 15400 SH SOLE 15400
GOTO COM INC. Common 38348T107 391 7500 SH SOLE 7500
GRACE (WR) & CO. Common 38388F108 85 5200 SH SOLE 5200
GRAINGER (W.W) INC. Common 384802104 346 7200 SH SOLE 7200
GREAT ATLANTIC & PAC Common 390064103 85 2800 SH SOLE 2800
GREAT LAKES CHEMICAL CORP Common 390568103 164 4300 SH SOLE 4300
GUIDANT Common 401698105 1,137 21200 SH SOLE 21200
HCR MANOR CARE INC. Common 404134108 77 4500 SH SOLE 4500
HALLIBURTON (USA) Common 406216101 8,488 207031 SH SOLE 207031
HARCOURT GENERAL INC Common 41163G101 150 3600 SH SOLE 3600
HARRAHS ENTERTAINMENT Common 413619107 258 9295 SH SOLE 9295
HARRIS CORP Common 413875105 158 5724 SH SOLE 5724
HARTFORD FINANCIAL SERVICES Common 416515104 873 21360 SH SOLE 21360
HASBRO Common 418056107 297 13800 SH SOLE 13800
HEALTHSOUTH CORP. Common 421924101 214 35000 SH SOLE 35000
HEINZ (HJ) CO. Common 423074103 1,443 33560 SH SOLE 33560
HELMERICH & PAYNE Common 423452101 91 3600 SH SOLE 3600
HERCULES INC Common 427056106 206 7200 SH SOLE 7200
HERSHEY FOODS CORP. Common 427866108 570 11700 SH SOLE 11700
HEWLETT-PACKARD Common 428236103 7,695 84796 SH SOLE 84796
HILTON HOTELS CORP Common 432848109 177 17900 SH SOLE 17900
HOME DEPOT Common 437076102 8,324 121300 SH SOLE 121300
HOMESTAKE MINING Common 437614100 100 10881 SH SOLE 10881
HONEYWELL INC. Common 438506107 1,046 9395 SH SOLE 9395
HOUSEHOLD INTL. INC. Common 441815107 1,638 40819 SH SOLE 40819
HUMANA INC. Common 444859102 100 14600 SH SOLE 14600
HUNTINGTON BANCSHARE Common 446150104 527 19855 SH SOLE 19855
IMS HEALTH Common 449934108 548 24000 SH SOLE 24000
IXL ENTERPRISES Common 450718101 177 5000 SH SOLE 5000
ITT INDUSTRIES Common 450911102 337 10600 SH SOLE 10600
IKON OFFICE SOLUTIONS Common 451713101 102 9500 SH SOLE 9500
ILLINOIS TOOL WORKS Common 452308109 1,663 22300 SH SOLE 22300
MBNA CORP. Common 45262L100 1,540 67500 SH SOLE 67500
INCO (USA) Common 453258402 318 14900 SH SOLE 14900
INFINITY BROADCASTING Class 'A' 45662S102 1,803 61500 SH SOLE 61500
INGERSOLL RAND Common 456866102 799 14550 SH SOLE 14550
INTEL CORP. Common 458140100 30,844 415058 SH SOLE 415058
INTERNATIONAL BUSINESS MACHINE Common 459200101 23,645 195414 SH SOLE 195414
INTERNATIONAL FLAVORS & FRAGRANCES Common 459506101 340 9864 SH SOLE 9864
INTERNATIONAL PAPER Common 460146103 11,513 239533 SH SOLE 239533
INTERNET CAPITAL GROUP Common 46059C106 88 1000 SH SOLE 1000
INTERPUBLIC GROUP Common 460690100 901 21900 SH SOLE 21900
JEFFERSON-PILOT Common 475070108 597 9450 SH SOLE 9450
JFAX.COM INC Common 477366108 30 6000 SH SOLE 6000
JOHNSON & JOHNSON Common 478160104 16,627 180975 SH SOLE 180975
JOHNSON CONTROLS Common 478366107 497 7500 SH SOLE 7500
JOSTENS Common 481088102 65 3400 SH SOLE 3400
KLA TENCOR CORP. Common 482480100 468 7200 SH SOLE 7200
KMART Common 482584109 517 44265 SH SOLE 44265
KANSAS CITY SOUTHERN INDS Common 485170104 423 9100 SH SOLE 9100
KAUFMAN & BROAD HOME Common 486168107 70 3400 SH SOLE 3400
KELLOGG CO. Common 487836108 1,393 37200 SH SOLE 37200
KERR MCGEE CORP Common 492386107 428 7768 SH SOLE 7768
KEYCORP Common 493267108 1,033 40000 SH SOLE 40000
KIMBERLY-CLARK CORP Common 494368103 2,427 46000 SH SOLE 46000
KING WORLD PRODUCTIONS Common 495667107 203 5400 SH SOLE 5400
KNIGHT RIDDER INC Common 499040103 358 6500 SH SOLE 6500
KOHLS CORP Common 500255104 853 12900 SH SOLE 12900
KROGER Common 501044101 1,355 61400 SH SOLE 61400
LSI LOGIC CORP Common 502161102 660 12700 SH SOLE 12700
LAIDLAW Common 50730K503 190 28100 SH SOLE 28100
LEACH INTERNATIONAL INC. Common 521642108 288 3600 SH SOLE 3600
LEHMAN BROTHERS HLDGS Common 524908100 473 8100 SH SOLE 8100
LEXMARK INTERNATIONAL INC Class 'A' 529771107 853 10600 SH SOLE 10600
LIBERATE TECHNOLOGIES Common 530129105 211 5000 SH SOLE 5000
LILLY (ELI) & CO Common 532457108 7,201 112180 SH SOLE 112180
LIMITED Common 532716107 759 19844 SH SOLE 19844
LINCOLN NATIONAL Common 534187109 556 14800 SH SOLE 14800
LIZ CLAIBOURNE Common 539320101 195 6300 SH SOLE 6300
LOCKHEED MARTIN Common 539830109 1,177 36000 SH SOLE 36000
LOEWS CORP. Common 542424108 723 10300 SH SOLE 10300
LONGS DRUG STORES Common 543162101 84 2800 SH SOLE 2800
LOUISIANA-PACIFIC Common 546347105 123 7900 SH SOLE 7900
LOWE'S COS. INC. Common 548661108 1,209 24800 SH SOLE 24800
LUCENT TECHNOLOGIES Common 549463107 16,329 251707 SH SOLE 251707
MBIA INC. Common 55262C100 298 6400 SH SOLE 6400
MCI WORLDCOM Common 55268B106 19,688 273926 SH SOLE 273926
MGIC INVESTMENT Common 552848103 406 8500 SH SOLE 8500
MALLINCKRODT GROUP Common 561232109 203 6710 SH SOLE 6710
MARSH & MCLENNAN Common 571748102 1,644 24000 SH SOLE 24000
MARRIOT INTERNATIONAL Class 'A' 571903202 778 23800 SH SOLE 23800
MASCO CORP Common 574599106 1,132 36500 SH SOLE 36500
MATTEL Common 577081102 494 26000 SH SOLE 26000
MAY DEPARTMENT STORES Common 577778103 1,222 33540 SH SOLE 33540
MAYTAG CORP Common 578592107 237 7100 SH SOLE 7100
MCDERMOTT INTL Common 580037109 81 4000 SH SOLE 4000
MCDONALD'S CORP Common 580135101 14,356 331928 SH SOLE 331928
MCGRAW HILL Common 580645109 697 14400 SH SOLE 14400
MCKESSON HBOC CORP. Common 58155Q103 601 20722 SH SOLE 20722
MEAD CORP Common 582834107 254 7400 SH SOLE 7400
MEDIAONE GROUP Common 58440J104 11,808 172850 SH SOLE 172850
MEDIA METRIX INC. Common 58440X103 349 5000 SH SOLE 5000
MEDTRONIC Common 585055106 3,393 95400 SH SOLE 95400
MELLON BANK CORP. Common 585509102 1,560 46400 SH SOLE 46400
MERCK & CO. Common 589331107 17,501 270021 SH SOLE 270021
MEREDITH CORP Common 589433101 105 2900 SH SOLE 2900
MILACRON INC Common 589709103 71 4000 SH SOLE 4000
MERRILL LYNCH Common 590188108 2,031 30152 SH SOLE 30152
MICROSOFT CORP Common 594918104 55,314 610785 SH SOLE 610785
MICRON TECHNOLOGY Common 595112103 1,370 20600 SH SOLE 20600
MILLIPORE CORP Common 601073109 120 3200 SH SOLE 3200
MINNESOTA MINING & MANUFACTURING Common 604059105 3,239 33722 SH SOLE 33722
MIRAGE RESORTS Common 60462E104 272 19400 SH SOLE 19400
MOBIL CORP. Common 607059102 15,472 153569 SH SOLE 153569
MONSANTO CORP Common 611662107 1,905 53371 SH SOLE 53371
JP MORGAN & CO. Common 616880100 1,839 16100 SH SOLE 16100
MORGAN STANLEY DEAN WITTER & CO. Common 617446448 4,484 50280 SH SOLE 50280
MOTOROLA Common 620076109 4,400 50000 SH SOLE 50000
NABISCO GROUP HOLDINGS CORP Common 62952P102 407 27100 SH SOLE 27100
NACCO INDUSTRIES Class 'A' 629579103 28 400 SH SOLE 400
NATIONAL CITY CORP. Common 635405103 1,511 56600 SH SOLE 56600
NATIONAL SEMICONDUCTOR Common 637640103 317 10359 SH SOLE 10359
NATIONAL SERVICE Common 637657107 101 3200 SH SOLE 3200
NAVISTAR INTL Common 63934E108 242 5200 SH SOLE 5200
NETWORK APPLIANCE Common 64120L104 423 5900 SH SOLE 5900
NETWORK ACCESS SOLUTIONS CORP Common 64120S109 133 10000 SH SOLE 10000
NEW CENTURY ENERGY Common 64352U103 311 9300 SH SOLE 9300
NEW YORK TIMES Class 'A' 650111107 510 13600 SH SOLE 13600
NEWEL RUBBERMAID Common 651229106 627 21963 SH SOLE 21963
NEWMONT MINING Common 651639106 290 11200 SH SOLE 11200
NEXTERA ENTERPRISES INC Class 'A' 65332E101 71 20000 SH SOLE 20000
NEXTEL COMMUNICATIONS INC Class 'A' 65332V103 1,892 27900 SH SOLE 27900
NIAGARA MOHAWK HOLDINGS Common 653520106 162 10400 SH SOLE 10400
NICOR INC. Common 654086107 130 3500 SH SOLE 3500
NIKE INC. Class 'B' 654106103 1,462 25700 SH SOLE 25700
NORDSTROM Common 655664100 383 14200 SH SOLE 14200
NORFOLK SOUTHERN GROUP Common 655844108 838 34188 SH SOLE 34188
NORTEL NETWORKS CORP. Common 656569100 5,987 117394 SH SOLE 117394
NORTHERN STATES POWER Common 665772109 216 10000 SH SOLE 10000
NORTHERN TRUST CORP Common 665859104 810 9700 SH SOLE 9700
NORTHROP GRUMMAN Common 666807102 261 4100 SH SOLE 4100
NOVELL INC. Common 670006105 643 31100 SH SOLE 31100
NUCOR CORP Common 670346105 300 6300 SH SOLE 6300
OCCIDENTAL PETROLEUM Common 674599105 560 24236 SH SOLE 24236
OFFICE DEPOT Common 676220106 326 31000 SH SOLE 31000
OMNICOM GROUP INC Common 681919106 1,109 14000 SH SOLE 14000
ONEOK INC. Common 682680103 61 2000 SH SOLE 2000
ORACLE CORPORATION Common 68389X105 5,419 119101 SH SOLE 119101
OWENS CORNING Common 69073F103 80 3700 SH SOLE 3700
OWENS ILLINOIS Common 690768403 265 13400 SH SOLE 13400
PECO ENERGY Common 693304107 746 19900 SH SOLE 19900
PG & E Common 69331C108 758 29300 SH SOLE 29300
PE-CORP-PE BIOSYSTEMS GROUP Common 69332S102 462 6400 SH SOLE 6400
PLX TECHNOLOGY Common 693417107 121 5000 SH SOLE 5000
PNC BANK CORP. Common 693475105 1,286 24400 SH SOLE 24400
PP & L RESOURCES Common 693499105 317 11700 SH SOLE 11700
PPG INDUSTRIES Common 693506107 966 16100 SH SOLE 16100
PACCAR INC Common 693718108 351 6900 SH SOLE 6900
PACIFICORP Common 695114108 602 29900 SH SOLE 29900
PAINE WEBBER Common 695629105 435 12000 SH SOLE 12000
PALL CORP Common 696429307 211 9100 SH SOLE 9100
PANTRY Common 698657103 11 1000 SH SOLE 1000
PARAMETRIC TECH. Common 699173100 308 22800 SH SOLE 22800
PARKER - HANNIFIN Common 701094104 356 7950 SH SOLE 7950
PAYCHEX Common 704326107 671 19650 SH SOLE 19650
PENNEY (JC) CO INC. Common 708160106 783 22700 SH SOLE 22700
PEOPLES ENERGY Common 711030106 88 2500 SH SOLE 2500
PEOPLESOFT INC. Common 712713106 313 18500 SH SOLE 18500
PEP BOYS MANNY, MOE & JACK Common 713278109 67 4500 SH SOLE 4500
PEPSI BOTTLING CO Common 713409100 853 50000 SH SOLE 50000
PEPSICO CAPITAL Common 713448108 3,821 125277 SH SOLE 125277
PHARAMACIA & UPJOHN Common 716941109 2,297 46287 SH SOLE 46287
PFIZER INC. Common 717081103 11,229 313000 SH SOLE 313000
PHELPS DODGE CORP Common 717265102 242 4400 SH SOLE 4400
PHILIP MORRIS Common 718154107 6,684 195500 SH SOLE 195500
PHILLIPS PETROLEUM Common 718507106 1,151 23600 SH SOLE 23600
PITNEY BOWES Common 724479100 1,304 21400 SH SOLE 21400
PLACER DOME (USA) Common 725906101 320 21500 SH SOLE 21500
POLAROID CORP Common 731095105 106 4067 SH SOLE 4067
POTLATCH CORP Common 737628107 103 2500 SH SOLE 2500
PRAXAIR Common 74005P104 649 14100 SH SOLE 14100
PROCTER & GAMBLE Common 742718109 10,412 111058 SH SOLE 111058
PROGRESSIVE CORP Common 743315103 539 6600 SH SOLE 6600
PROVIDIAN FINANCIAL CORP Common 74406A102 998 12600 SH SOLE 12600
PUBLIC SERVICE ENTERPRISE Common 744573106 803 20800 SH SOLE 20800
PULTE Common 745867101 78 3600 SH SOLE 3600
QUAKER OATS CO. Common 747402105 755 12200 SH SOLE 12200
QUALCOMM INC Common 747525103 2,346 12400 SH SOLE 12400
QUOKKA SPORTS INC Common 749077103 7 1000 SH SOLE 1000
QWEST COMMUNICATIONS INTL Common 749121109 5,443 184110 SH SOLE 184110
RADIO ONE Common 75040P108 62 1500 SH SOLE 1500
RALSTON-PURINA CORP Common 751277302 808 28992 SH SOLE 28992
RAYTHEON CO Class 'B' 755111408 1,470 29622 SH SOLE 29622
REEBOK INTERNATIONAL Common 758110100 53 5000 SH SOLE 5000
REGIONS FINANCIAL CORP Common 758940100 525 17500 SH SOLE 17500
RELIANT ENERGY Common 75952J108 658 24296 SH SOLE 24296
REPUBLIC NEW YORK Common 760719104 602 9800 SH SOLE 9800
REYNOLDS METALS Common 761763101 392 6500 SH SOLE 6500
RHYTHYM NETCONNECTIONS INC. Common 762430205 173 5000 SH SOLE 5000
RITE AID CORP Common 767754104 304 22000 SH SOLE 22000
ROCKWELL INTERNATIONAL Common 773903109 903 17196 SH SOLE 17196
ROHM & HAAS CO Common 775371107 729 20187 SH SOLE 20187
ROWAN COS Common 779382100 125 7700 SH SOLE 7700
RUSSELL CORP Common 782352108 48 3400 SH SOLE 3400
RYDER SYSTEM Common 783549108 139 6800 SH SOLE 6800
SBC COMMUNICATIONS Common 78387G103 8,047 157600 SH SOLE 157600
SLM HOLDINGS Common 78442A109 611 14200 SH SOLE 14200
SAFECO CORP. Common 786429100 316 11300 SH SOLE 11300
SAFEWAY Common 786514208 1,538 40400 SH SOLE 40400
SAGENT TECHNOLOGY Common 786693101 71 7500 SH SOLE 7500
ST JUDE MEDICAL Common 790849103 208 6600 SH SOLE 6600
ST. PAUL COS. Common 792860108 484 17584 SH SOLE 17584
SARA LEE CORP Common 803111103 1,842 78800 SH SOLE 78800
SCHERING-PLOUGH Common 806605101 5,375 123200 SH SOLE 123200
SCHLUMBERGER Common 806857108 2,819 45247 SH SOLE 45247
SCHWAB (CHARLES) Common 808513105 2,362 70650 SH SOLE 70650
SCIENTIFIC-ATLANTA Common 808655104 342 6900 SH SOLE 6900
SEAGATE TECHNOLOGY Common 811804103 674 22000 SH SOLE 22000
SEAGRAM (USA) Common 811850106 1,497 32900 SH SOLE 32900
SEALED AIR CORP Common 81211K100 143 2787 SH SOLE 2787
SEARS ROEBUCK & CO Common 812387108 1,148 36594 SH SOLE 36594
SEMPRA ENERGY CORP. Common 816851109 406 19522 SH SOLE 19522
SERVICE CORP Common 817565104 226 21400 SH SOLE 21400
SHARED MEDICAL SYS Common 819486101 103 2200 SH SOLE 2200
SHERWIN-WILLIAMS Common 824348106 322 15400 SH SOLE 15400
SIGMA-ALDRICH Common 826552101 283 8900 SH SOLE 8900
SILICON GRAPHICS Common 827056102 173 15800 SH SOLE 15800
SILKNET SOFTWARE Common 827094103 92 2000 SH SOLE 2000
SNAP ON Common 833034101 176 5400 SH SOLE 5400
SOLECTRON CORP Common 834182107 2,736 38100 SH SOLE 38100
SONAT INC. Common 835415100 306 7700 SH SOLE 7700
SOUTHERN CO Common 842587107 1,599 62081 SH SOLE 62081
SOUTHTRUST CORP Common 844730101 466 13000 SH SOLE 13000
SOUTHWEST AIRLINES Common 844741108 666 43875 SH SOLE 43875
SPRINGS INDUSTRIES Class 'A' 851783100 61 1800 SH SOLE 1800
SPRINT CORP (FON GROUP) Common 852061100 4,015 74000 SH SOLE 74000
SPRINT CORP (PCS GROUP) Common 852061506 2,781 37300 SH SOLE 37300
STANLEY WORKS Common 854616109 199 7900 SH SOLE 7900
STAPLES INC Common 855030102 782 35850 SH SOLE 35850
STATE STREET CORP Common 857477103 847 13100 SH SOLE 13100
SUMMIT BANCORP Common 866005101 493 15200 SH SOLE 15200
SUN MICROSYSTEMS Common 866810104 14,655 157580 SH SOLE 157580
SUNOCO INC Common 86764P109 178 6500 SH SOLE 6500
SUNTRUST BANKS Common 867914103 1,808 27500 SH SOLE 27500
SUPERVALU INC. Common 868536103 265 12000 SH SOLE 12000
SYNOVUS FINANCIAL Common 87161C105 426 22800 SH SOLE 22800
SYSCO CORP Common 871829107 1,094 31200 SH SOLE 31200
TJX COMPANIES Common 872540109 797 28400 SH SOLE 28400
TRW Common 872649108 592 11900 SH SOLE 11900
TANDY CORP Common 875382103 1,008 19505 SH SOLE 19505
TEKTRONIX Common 879131100 148 4423 SH SOLE 4423
TELLABS Common 879664100 1,833 32200 SH SOLE 32200
TEMPLE-INLAND INC. Common 879868107 299 4900 SH SOLE 4900
TENET HEALTHCARE Common 88033G100 379 21600 SH SOLE 21600
TENNECO Common 88037E101 260 15300 SH SOLE 15300
TEXACO INC Common 881694103 8,531 135150 SH SOLE 135150
TEXAS INSTRUMENTS Common 882508104 19,264 234210 SH SOLE 234210
TEXAS UTILITIES CO(HOLDINGS) Common 882848104 793 21247 SH SOLE 21247
TEXTRON INC Common 883203101 1,145 14800 SH SOLE 14800
THERMO ELECTRON Common 883556102 180 13400 SH SOLE 13400
THOMAS & BETTS Common 884315102 245 4800 SH SOLE 4800
3 COM Common 885535104 851 29600 SH SOLE 29600
TIME WARNER Common 887315109 15,922 262092 SH SOLE 262092
TIMES MIRROR CO Series 'A' 887364107 546 8300 SH SOLE 8300
TIMKEN CO Common 887389104 89 5500 SH SOLE 5500
TOO INC Common 890333107 1 49 SH SOLE 49
TORCHMARK CORP. Common 891027104 321 12400 SH SOLE 12400
TOSCO CORP Common 891490302 318 12600 SH SOLE 12600
TOYS R US Common 892335100 390 25999 SH SOLE 25999
TRICON GLOBAL RESTAURANTS INC Common 895953107 565 13800 SH SOLE 13800
TRIBUNE CO Common 896047107 1,095 22000 SH SOLE 22000
TUPPERWARE CORP Common 899896104 111 5500 SH SOLE 5500
TYCO INTERNATIONAL Common 902124106 17,799 172386 SH SOLE 172386
USX-MARATHON GROUP Common 902905827 755 25800 SH SOLE 25800
UST INC Common 902911106 495 16400 SH SOLE 16400
US BANCORP Common 902973106 2,014 66724 SH SOLE 66724
USX-US STEEL GROUP Common 90337T101 196 7600 SH SOLE 7600
UNILEVER NV N.Y. Reg 904784709 3,351 49196 SH SOLE 49196
UNICOM CORP. Common 904911104 589 15936 SH SOLE 15936
UNION CARBIDE Common 905581104 636 11200 SH SOLE 11200
UNION PACIFIC Common 907818108 1,062 22100 SH SOLE 22100
UNION PACIFIC RESOURCES Common 907834105 369 22700 SH SOLE 22700
UNION PLANTERS Common 908068109 424 10400 SH SOLE 10400
UNISYS CORP. Common 909214108 722 16000 SH SOLE 16000
UNITED HEALTHCARE Common 910581107 813 16700 SH SOLE 16700
US AIRWAYS GROUP Common 911905107 184 7000 SH SOLE 7000
US WEST INC Common 91273H101 2,550 44685 SH SOLE 44685
UNITED TECHNOLOGIES Common 913017109 7,578 127761 SH SOLE 127761
UNOCAL CORP Common 915289102 830 22400 SH SOLE 22400
UNUMPROVIDENT CORP Common 91529Y106 604 20511 SH SOLE 20511
VF CORP Common 918204108 353 11400 SH SOLE 11400
VIACOM Class 'B' 925524308 2,146 50800 SH SOLE 50800
VITRIA TECHNOLOGY Common 92849Q104 7 200 SH SOLE 200
VULCAN MATERIALS Common 929160109 234 6400 SH SOLE 6400
WACHOVIA CORP. Common 929771103 1,140 14500 SH SOLE 14500
WALMART STORES Common 931142103 29,375 617606 SH SOLE 617606
WALGREEN Common 931422109 2,243 88400 SH SOLE 88400
WARNER-LAMBERT Common 934488107 11,962 180215 SH SOLE 180215
WASHINGTON MUTUAL INC. Common 939322103 1,242 42471 SH SOLE 42471
WASTE MANAGEMENT Common 94106L109 907 47135 SH SOLE 47135
WATSON PHARMACEUTICALS INC Common 942683103 241 7900 SH SOLE 7900
WELLPOINT HEALTH NETWORK Common 94973H108 314 5500 SH SOLE 5500
WELLS FARGO & CO. Common 949746101 13,615 343593 SH SOLE 343593
WENDY'S INTERNATIONAL Common 950590109 310 11700 SH SOLE 11700
WESTVACO CORP Common 961548104 233 9100 SH SOLE 9100
WEYERHAEUSER Common 962166104 1,055 18309 SH SOLE 18309
WHIRLPOOL Common 963320106 438 6700 SH SOLE 6700
WILLIAMETTE INDS Common 969133107 345 8000 SH SOLE 8000
WILLIAMS CO'S INC. Common 969457100 1,154 30664 SH SOLE 30664
WINN DIXIE STORES Common 974280109 395 13300 SH SOLE 13300
WORTHINGTON INDS Common 981811102 146 8600 SH SOLE 8600
WRIGLEY (W) JR Common 982526105 564 8200 SH SOLE 8200
XEROX CORPORATION Common 984121103 2,475 59017 SH SOLE 59017
YAHOO INC. Common 984332106 1,005 5600 SH SOLE 5600
GLOBAL CROSSING Common G3921A100 1,706 64370 SH SOLE 64370
MIH LTD CLASS 'A' NPV Class 'A' G6116R101 289 10000 SH SOLE 10000
</TABLE>
