UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
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 1 August 2000
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: 517
Form 13F Information Table Value Total: $ 1,476,753
(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 1,879 22400 SH SOLE 22400
AFLAC INC. Common 001055102 942 20500 SH SOLE 20500
THE AES CORP Common 00130H105 1,278 28000 SH SOLE 28000
AMR CORP Common 001765106 333 12600 SH SOLE 12600
A T & T Common 001957109 8,071 255219 SH SOLE 255219
AT & T CORP. LIBERTY MEDIA GROUP Series 'A' 001957208 12,217 503796 SH SOLE 503796
ABBOTT LABS Common 002824100 5,512 123700 SH SOLE 123700
ADAPTEC INC Common 00651F108 191 8400 SH SOLE 8400
ADOBE SYSTEMS Common 00724F101 1,144 8800 SH SOLE 8800
ADVANCED MICRO DEV. Common 007903107 773 10000 SH SOLE 10000
AETNA INC. Common 008117103 860 13400 SH SOLE 13400
AGILENT TECHNOLOGIES INC Common 00846U101 8,965 121555 SH SOLE 121555
AIR PRODUCTS & CHEMICALS Common 009158106 530 17200 SH SOLE 17200
ALBERTO-CULVER Class 'B' 013068101 150 4900 SH SOLE 4900
ALBERTSONS Common 013104104 1,188 35730 SH SOLE 35730
ALCAN ALUMINIUM Common 013716105 629 20300 SH SOLE 20300
ALCOA INC Common 013817101 7,695 265330 SH SOLE 265330
ALLEGHENY TECHNOLOGIES INC Common 01741R102 113 6300 SH SOLE 6300
ALLERGAN Common 018490102 700 9400 SH SOLE 9400
ALLIED WASTE INDUSTRIES INC. Common 019589308 155 15500 SH SOLE 15500
ALLSTATE CORP. Common 020002101 1,264 56808 SH SOLE 56808
ALLTEL CORP Common 020039103 1,412 22800 SH SOLE 22800
ALTERA CORP. Common 021441100 1,509 14800 SH SOLE 14800
ALZA Common 022615108 355 6000 SH SOLE 6000
AMERADA HESS CORP Common 023551104 414 6700 SH SOLE 6700
AMEREN CORP. Common 023608102 307 9100 SH SOLE 9100
AMERICA ON LINE Common 02364J104 9,410 178600 SH SOLE 178600
AMERICAN ELECTRIC POWER Common 025537101 821 27720 SH SOLE 27720
AMERICAN EXPRESS Common 025816109 5,755 110400 SH SOLE 110400
AMERICAN GENERAL CORP. Common 026351106 1,344 22031 SH SOLE 22031
AMERICAN GREETINGS Class 'A' 026375105 120 6300 SH SOLE 6300
AMERICAN HOME PRODUCTS Common 026609107 15,108 257150 SH SOLE 257150
AMER INTERNATIONAL GROUP Common 026874107 34,081 290048 SH SOLE 290048
AMERICAN POWER CONVERSION Common 029066107 616 15100 SH SOLE 15100
AMGEN Common 031162100 17,966 255739 SH SOLE 255739
AMSOUTH BANCORP Common 032165102 507 32200 SH SOLE 32200
ANADARKO PETROLEUM Common 032511107 4,866 98685 SH SOLE 98685
ANALOG DEVICES Common 032654105 2,158 28400 SH SOLE 28400
ANDREW CORPORATION Common 034425108 272 8100 SH SOLE 8100
ANHEUSER-BUSCH Common 035229103 2,756 36900 SH SOLE 36900
AON CORP. Common 037389103 559 18000 SH SOLE 18000
APACHE CORP Common 037411105 406 6900 SH SOLE 6900
APPLE COMPUTER Common 037833100 1,184 22600 SH SOLE 22600
APPLIED MATERIALS Common 038222105 5,492 60600 SH SOLE 60600
ARCH COAL INC. Common 039380100 12 1624 SH SOLE 1624
ARCHER DANIELS MIDLAND Common 039483102 553 56375 SH SOLE 56375
ARMSTRONG HOLDINGS INC Common 042384107 44 2900 SH SOLE 2900
ASHLAND INC Common 044204105 231 6600 SH SOLE 6600
ASSOCIATES FIRST CAPITAL CORPORATIONClass 'A' 046008108 1,251 56086 SH SOLE 56086
AUTODESK Common 052769106 146 4200 SH SOLE 4200
AUTOMATIC DATA PROCESSING Common 053015103 2,807 52400 SH SOLE 52400
AUTOZONE Common 053332102 238 10800 SH SOLE 10800
AVERY DENNSON Common 053611109 584 8700 SH SOLE 8700
AVON PRODUCTS Common 054303102 846 19000 SH SOLE 19000
BB & T CORP Common 054937107 511 21400 SH SOLE 21400
BMC SOFTWARE Common 055921100 642 17600 SH SOLE 17600
BAKER HUGHES Common 057224107 719 22460 SH SOLE 22460
BALL CORP Common 058498106 71 2200 SH SOLE 2200
BANK OF AMERICA CORP Common 060505104 5,643 131241 SH SOLE 131241
BANK OF NEW YORK Common 064057102 2,734 58800 SH SOLE 58800
BANC ONE CORP Common 06423A103 2,539 95586 SH SOLE 95586
BARD (CR) Common 067383109 245 5100 SH SOLE 5100
BARRICK GOLD CORP Common 067901108 609 33500 SH SOLE 33500
BAUSCH & LOMB Common 071707103 310 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC. Common 071813109 1,751 24900 SH SOLE 24900
BEAR STEARNS Common 073902108 436 10473 SH SOLE 10473
BECTON DICKINSON Common 075887109 505 17600 SH SOLE 17600
BED BATH & BEYOND Common 075896100 417 11500 SH SOLE 11500
BELL ATLANTIC Common 077853109 6,350 124972 SH SOLE 124972
BELLSOUTH CORP Common 079860102 6,279 147300 SH SOLE 147300
BEMIS Common 081437105 128 3800 SH SOLE 3800
BEST BUY CO INC. Common 086516101 980 15500 SH SOLE 15500
BESTFOODS Common 08658U101 1,496 21600 SH SOLE 21600
BETHLEHEM STEEL Common 087509105 29 8000 SH SOLE 8000
BIOGEN INC Common 090597105 729 11300 SH SOLE 11300
BIOMET Common 090613100 381 9900 SH SOLE 9900
BLACK & DECKER Common 091797100 354 9000 SH SOLE 9000
BLOCK (H&R) Common 093671105 243 7500 SH SOLE 7500
BOEING Common 097023105 3,159 75540 SH SOLE 75540
BOISE CASCADE CORP Common 097383103 91 3500 SH SOLE 3500
BOSTON SCIENTIFIC Common 101137107 763 34800 SH SOLE 34800
BRIGGS & STRATTON Common 109043109 62 1800 SH SOLE 1800
BRISTOL MYERS SQUIBB Common 110122108 8,854 152000 SH SOLE 152000
BROCADE COMMUNICATION SYSTEMS Common 111621108 7,710 42020 SH SOLE 42020
BROWN FORMAN Class 'B' 115637209 263 4900 SH SOLE 4900
BRUNSWICK CORP Common 117043109 118 7100 SH SOLE 7100
BURLINGTON NORTHERN SANTA FE Common 12189T104 950 41400 SH SOLE 41400
BURLINGTON RESOURCES Common 122014103 480 12560 SH SOLE 12560
CIGNA CORP. Common 125509109 1,440 15400 SH SOLE 15400
CMS ENERGY Common 125896100 153 6900 SH SOLE 6900
C P & L ENERGY Common 12614C106 345 10800 SH SOLE 10800
CSX CORP Common 126408103 413 19500 SH SOLE 19500
CVS Common 126650100 1,280 32000 SH SOLE 32000
CABLEVISION SYSTEMS Class 'A' 12686C109 6,922 101979 SH SOLE 101979
CABLETRON SYSTEMS Common 126920107 283 11200 SH SOLE 11200
CAMPBELL SOUP CO. Common 134429109 1,057 36300 SH SOLE 36300
CAPITAL ONE FINANCE Common 14040H105 1,834 41100 SH SOLE 41100
CARDINAL HEALTH Common 14149Y108 1,591 21500 SH SOLE 21500
CARNIVAL CORP Common 143658102 952 48800 SH SOLE 48800
CATERPILLAR Common 149123101 952 28100 SH SOLE 28100
CENDANT CORP Common 151313103 916 65455 SH SOLE 65455
CENTEX CORPORATION Common 152312104 94 4000 SH SOLE 4000
CENTURYTEL INC Common 156686107 280 9750 SH SOLE 9750
CERIDIAN CORP Common 15677T106 279 11600 SH SOLE 11600
CHARTER ONE FINANCIAL Common 160903100 368 16000 SH SOLE 16000
CHASE MANHATTAN Common 16161A108 16,196 351604 SH SOLE 351604
CHEVRON CORP Common 166751107 4,308 50800 SH SOLE 50800
CHUBB CORP Common 171232101 953 15500 SH SOLE 15500
CINCINNATI FINANCIAL CORP Common 172062101 377 12000 SH SOLE 12000
CINERGY CORP Common 172474108 287 11300 SH SOLE 11300
CIRCUIT CITY GROUP Common 172737108 465 14000 SH SOLE 14000
CISCO SYSTEMS Common 17275R102 57,540 905248 SH SOLE 905248
CITIGROUP Common 172967101 30,387 504356 SH SOLE 504356
CITRIX SYSTEMS INC Common 177376100 254 13400 SH SOLE 13400
CLEAR CHANNEL COMMUNICATIONS Common 184502102 1,958 26100 SH SOLE 26100
CLOROX CO Common 189054109 663 14800 SH SOLE 14800
COASTAL Common 190441105 1,059 17400 SH SOLE 17400
COCA-COLA Common 191216100 11,470 199700 SH SOLE 199700
COCA COLA Common 191219104 499 30600 SH SOLE 30600
COLGATE-PALMOLIVE Common 194162103 14,045 234574 SH SOLE 234574
COLUMBIA ENERGY GROUP Common 197648108 394 6000 SH SOLE 6000
COMCAST CORP Class 'A' 200300200 2,552 63000 SH SOLE 63000
COMERCIA INC. Common 200340107 512 11400 SH SOLE 11400
COMPAQ COMPUTER CORP Common 204493100 3,446 134815 SH SOLE 134815
COMPUTER ASSOCIATES Common 204912109 2,068 40400 SH SOLE 40400
COMPUTER SCIENCES Common 205363104 1,016 13600 SH SOLE 13600
COMPUWARE CORP. Common 205638109 322 31000 SH SOLE 31000
COMVERSE TECHNOLOGY INC Common 205862402 1,079 11600 SH SOLE 11600
CONAGRA INC. Common 205887102 816 42800 SH SOLE 42800
CONEXANT SYSTEMS Common 207142100 729 15000 SH SOLE 15000
CONOCO INC Class 'B' 208251405 1,145 46600 SH SOLE 46600
CONCESO INC. Common 208464107 220 22590 SH SOLE 22590
CONSOLIDATED EDISON INC Common 209115104 584 19700 SH SOLE 19700
CONSOLIDATED STORES Common 210149100 89 7400 SH SOLE 7400
CONSTELLATION ENERGY GROUP Common 210371100 345 10600 SH SOLE 10600
CONVERGYS CORP Common 212485106 612 11800 SH SOLE 11800
COOPER INDUSTRIES Common 216669101 277 8500 SH SOLE 8500
COOPER TIRE & RUBBER Common 216831107 62 5600 SH SOLE 5600
COORS (ADOLPH) CO Class 'B' 217016104 194 3200 SH SOLE 3200
CORNING INC Common 219350105 6,126 22700 SH SOLE 22700
COSTCO WHOLESALE CORP Common 22160K105 6,621 200635 SH SOLE 200635
COUNTRYWIDE CREDIT Common 222372104 318 10500 SH SOLE 10500
CRANE CO Common 224399105 120 4950 SH SOLE 4950
CROWN CORK & SEAL Common 228255105 138 9200 SH SOLE 9200
CUMMINS ENGINE CO Common 231021106 82 3000 SH SOLE 3000
DTE ENERGY Common 233331107 397 13000 SH SOLE 13000
DANA CORP Common 235811106 247 11681 SH SOLE 11681
DANAHER Common 235851102 564 11400 SH SOLE 11400
DARDEN RESTAURANTS Common 237194105 179 11000 SH SOLE 11000
DEERE & CO Common 244199105 851 23000 SH SOLE 23000
DELL COMPUTER CORPORATION Common 247025109 12,728 258100 SH SOLE 258100
DELPHI AUTOMOTIVE Common 247126105 575 39489 SH SOLE 39489
DELTA AIR LINES Common 247361108 667 13200 SH SOLE 13200
DELUXE CORP Common 248019101 139 5900 SH SOLE 5900
DILLARDS Class 'A' 254067101 96 7800 SH SOLE 7800
DISNEY (WALT) Common 254687106 6,843 176300 SH SOLE 176300
DOLLAR GENERAL Common 256669102 526 26952 SH SOLE 26952
DOMINION RESOURCES (VIRGINIA) Common 25746U109 223 5200 SH SOLE 5200
DONNELLEY (RR) & SONS Common 257867101 244 10800 SH SOLE 10800
DOVER CORP Common 260003108 690 17000 SH SOLE 17000
DOW CHEMICAL Common 260543103 2,800 92760 SH SOLE 92760
DOW JONES Common 260561105 388 5300 SH SOLE 5300
DUPONT DE NEMOURS (EI) Common 263534109 3,527 80620 SH SOLE 80620
DUKE ENERGY Common 264399106 11,757 208548 SH SOLE 208548
DUN & BRADSTREET CORP (DELAWARE) Common 26483B106 352 12300 SH SOLE 12300
EMC CORPORATION Common 268648102 33,246 432112 SH SOLE 432112
EASTERN ENTERPRISES Common 27637F100 95 1500 SH SOLE 1500
EASTMAN CHEMICAL Common 277432100 267 5600 SH SOLE 5600
EASTMAN KODAK CO Common 277461109 1,624 27300 SH SOLE 27300
EATON CORP Common 278058102 375 5600 SH SOLE 5600
ECOLAB INC Common 278865100 367 9400 SH SOLE 9400
EDISON INTL Common 281020107 615 30000 SH SOLE 30000
EDWARDS LIFESCIENCES CORP Common 28176E108 92 4980 SH SOLE 4980
EL PASO NATURAL GAS Common 283695875 947 18600 SH SOLE 18600
ELECTRONIC DATA SYSTEMS CORP. Common 285661104 1,535 37200 SH SOLE 37200
EMERSON ELECTRIC Common 291011104 2,234 37000 SH SOLE 37000
ENGELHARD CORPORATION Common 292845104 177 10400 SH SOLE 10400
ENRON Common 293561106 3,689 57200 SH SOLE 57200
ENTERGY Common 29364G103 653 24000 SH SOLE 24000
EQUIFAX INC Common 294429105 383 14600 SH SOLE 14600
EXXON MOBIL Common 30231G102 35,061 446631 SH SOLE 446631
FMC CORP. Common 302491303 151 2600 SH SOLE 2600
FPL GROUP INC Common 302571104 881 17800 SH SOLE 17800
FREDDIE MAC Common 313400301 2,357 58200 SH SOLE 58200
FANNIE MAE Common 313586109 4,352 83400 SH SOLE 83400
FEDERATED DEPT STORES Common 31410H101 682 20200 SH SOLE 20200
FEDEX CORP Common 31428X106 830 21840 SH SOLE 21840
FIFTH THIRD BANCORP Common 316773100 1,309 20700 SH SOLE 20700
FIRST DATA CORP Common 319963104 1,747 35200 SH SOLE 35200
FIRST UNION CORP. Common 337358105 1,997 80494 SH SOLE 80494
FIRSTAR Common 33763V109 1,719 81619 SH SOLE 81619
FIRSTENERGY Common 337932107 442 18900 SH SOLE 18900
FLEET BOSTON CORP Common 33901A108 2,381 70031 SH SOLE 70031
FLORIDA PROGRESS Common 341109106 375 8000 SH SOLE 8000
FLUOR CORP. Common 343861100 190 6000 SH SOLE 6000
FORD MOTOR Common 345370100 4,033 93800 SH SOLE 93800
FORT JAMES CORP. Common 347471104 416 18000 SH SOLE 18000
FORTUNE BRANDS Common 349631101 286 12400 SH SOLE 12400
FRANKLIN RESOURCES Common 354613101 659 21700 SH SOLE 21700
FREEPORT MC C&G Class 'B' 35671D857 189 20400 SH SOLE 20400
GPU INC. Common 36225Z100 235 8700 SH SOLE 8700
GTE CORP Common 362320103 4,856 78000 SH SOLE 78000
GANNETT Common 364730101 1,376 23000 SH SOLE 23000
GAP Common 364760108 2,254 72112 SH SOLE 72112
GATEWAY INC Common 367626108 1,510 26600 SH SOLE 26600
GENERAL DYNAMICS Common 369550108 857 16400 SH SOLE 16400
GENERAL ELECTRIC Common 369604103 67,129 1266583 SH SOLE 1266583
GENERAL MILLS Common 370334104 815 21300 SH SOLE 21300
GENERAL MOTORS Common 370442105 10,200 175675 SH SOLE 175675
GENUINE PARTS Common 372460105 258 12900 SH SOLE 12900
GEORGIA-PACIFIC CORP Common 373298108 326 12400 SH SOLE 12400
GILLETTE CO Common 375766102 3,075 88000 SH SOLE 88000
GOLDEN WEST FINANCIAL Common 381317106 502 12300 SH SOLE 12300
GOODRICH (BF) CORPORATION Common 382388106 133 3900 SH SOLE 3900
GOODYEAR TIRE & RUBBER Common 382550101 308 15400 SH SOLE 15400
GRACE (WR) & CO. Common 38388F108 63 5200 SH SOLE 5200
GRAINGER (W.W) INC. Common 384802104 222 7200 SH SOLE 7200
GREAT ATLANTIC & PAC Common 390064103 47 2800 SH SOLE 2800
GREAT LAKES CHEMICAL CORP. Common 390568103 135 4300 SH SOLE 4300
GUIDANT Common 401698105 1,049 21200 SH SOLE 21200
HCA - THE HEALTHCARE COMPANY Common 404119109 1,330 43800 SH SOLE 43800
HALLIBURTON (USA) Common 406216101 1,666 35300 SH SOLE 35300
HARCOURT GENERAL INC Common 41163G101 196 3600 SH SOLE 3600
HARLEY DAVIDSON Common 412822108 855 22200 SH SOLE 22200
HARRAHS ENTERTAINMENT Common 413619107 191 9100 SH SOLE 9100
HARTFORD FINANCIAL SERVICES Common 416515104 1,175 21000 SH SOLE 21000
HASBRO Common 418056107 208 13800 SH SOLE 13800
HEALTHSOUTH CORP. Common 421924101 252 35000 SH SOLE 35000
HEINZ (HJ) CO. Common 423074103 1,146 26200 SH SOLE 26200
HERCULES INC Common 427056106 101 7200 SH SOLE 7200
HERSHEY FOODS CORP. Common 427866108 567 11700 SH SOLE 11700
HEWLETT-PACKARD Common 428236103 9,765 78200 SH SOLE 78200
HILTON HOTELS CORP Common 432848109 168 17900 SH SOLE 17900
HOME DEPOT Common 437076102 9,086 181950 SH SOLE 181950
HOMESTAKE MINING Common 437614100 72 10500 SH SOLE 10500
HONEYWELL INTERNATIONAL Common 438516106 2,090 62050 SH SOLE 62050
HOUSEHOLD INTL. INC. Common 441815107 1,697 40819 SH SOLE 40819
HUMANA INC. Common 444859102 71 14600 SH SOLE 14600
HUNTINGTON BANCSHARE Common 446150104 314 19855 SH SOLE 19855
IMS HEALTH Common 449934108 432 24000 SH SOLE 24000
ITT INDUSTRIES Common 450911102 322 10600 SH SOLE 10600
IKON OFFICE SOLUTIONS Common 451713101 37 9500 SH SOLE 9500
ILLINOIS TOOL WORKS Common 452308109 1,271 22300 SH SOLE 22300
INCO (USA) Common 453258402 229 14900 SH SOLE 14900
INFINITY BROADCASTING Class 'A' 45662S102 2,970 81500 SH SOLE 81500
INGERSOLL RAND Common 456866102 586 14550 SH SOLE 14550
INTEL CORP. Common 458140100 58,445 437179 SH SOLE 437179
INTERNATIONAL BUSINESS MACHINE Common 459200101 25,469 232465 SH SOLE 232465
INTERNATIONAL FLAVORS & FRAGRANCES Common 459506101 293 9700 SH SOLE 9700
INTERNATIONAL PAPER Common 460146103 1,109 37209 SH SOLE 37209
INTERPUBLIC GROUP Common 460690100 942 21900 SH SOLE 21900
JDS UNIPHASE Common 46612J101 10,006 83468 SH SOLE 83468
JEFFERSON-PILOT Common 475070108 533 9450 SH SOLE 9450
JOHNSON & JOHNSON Common 478160104 10,860 106600 SH SOLE 106600
JOHNSON CONTROLS Common 478366107 385 7500 SH SOLE 7500
JUNIPER NETWORKS Common 48203R104 6,312 43360 SH SOLE 43360
KLA TENCOR CORP. Common 482480100 843 14400 SH SOLE 14400
KMART Common 482584109 296 43500 SH SOLE 43500
KANSAS CITY SOUTHERN INDS Common 485170104 807 9100 SH SOLE 9100
KAUFMAN & BROAD HOME Common 486168107 67 3400 SH SOLE 3400
KELLOGG CO. Common 487836108 1,107 37200 SH SOLE 37200
KERR MCGEE CORP Common 492386107 458 7768 SH SOLE 7768
KEYCORP Common 493267108 705 40000 SH SOLE 40000
KIMBERLY-CLARK CORP Common 494368103 2,639 46000 SH SOLE 46000
KNIGHT RIDDER INC Common 499040103 346 6500 SH SOLE 6500
KOHLS CORP Common 500255104 1,435 25800 SH SOLE 25800
KROGER Common 501044101 1,355 61400 SH SOLE 61400
LSI LOGIC CORP Common 502161102 1,375 25400 SH SOLE 25400
LEACH INTERNATIONAL INC. Common 521642108 257 3600 SH SOLE 3600
LEGGETT & PLATT Common 524660107 266 16100 SH SOLE 16100
LEHMAN BROTHERS HLDGS Common 524908100 766 8100 SH SOLE 8100
LEXMARK INTERNATIONAL INC Class 'A' 529771107 713 10600 SH SOLE 10600
LILLY (ELI) & CO Common 532457108 9,039 90500 SH SOLE 90500
LIMITED Common 532716107 843 39000 SH SOLE 39000
LINCOLN NATIONAL Common 534187109 535 14800 SH SOLE 14800
LINEAR TECHNOLOGY Common 535678106 1,496 23400 SH SOLE 23400
LIZ CLAIBOURNE Common 539320101 222 6300 SH SOLE 6300
LOCKHEED MARTIN Common 539830109 893 36000 SH SOLE 36000
LOEWS CORP. Common 542424108 618 10300 SH SOLE 10300
LONGS DRUG STORES Common 543162101 61 2800 SH SOLE 2800
LOUISIANA-PACIFIC Common 546347105 86 7900 SH SOLE 7900
LOWE'S COS. INC. Common 548661107 1,224 29800 SH SOLE 29800
LUCENT TECHNOLOGIES Common 549463107 14,824 250190 SH SOLE 250190
MBIA INC. Common 55262C100 308 6400 SH SOLE 6400
MBNA CORP. Common 55262L100 1,831 67500 SH SOLE 67500
MGIC INVESTMENT Common 552848103 387 8500 SH SOLE 8500
MALLINCKRODT GROUP Common 561232109 287 6600 SH SOLE 6600
MANOR CARE INC Common 564055101 32 4500 SH SOLE 4500
MARSH & MCLENNAN Common 571748102 2,193 21000 SH SOLE 21000
MARRIOT INTERNATIONAL Class 'A' 571903202 858 23800 SH SOLE 23800
MASCO CORP Common 574599106 659 36500 SH SOLE 36500
MATTEL Common 577081102 343 26000 SH SOLE 26000
MAXIM INTEGRATED PRODUCTS Common 57772K101 1,393 20500 SH SOLE 20500
MAY DEPARTMENT STORES Common 577778103 665 27700 SH SOLE 27700
MAYTAG CORP Common 578592107 262 7100 SH SOLE 7100
MCDERMOTT INTL Common 580037109 35 4000 SH SOLE 4000
MCDONALD'S CORP Common 580135101 3,643 110600 SH SOLE 110600
MCGRAW HILL Common 580645109 778 14400 SH SOLE 14400
MCKESSON HBOC CORP. Common 58155Q103 434 20722 SH SOLE 20722
MEAD CORP Common 582834107 187 7400 SH SOLE 7400
MEDIAONE GROUP Common 58440J104 3,278 49200 SH SOLE 49200
MEDIMMUNE INC Common 584699102 1,206 16300 SH SOLE 16300
MEDTRONIC Common 585055106 4,752 95400 SH SOLE 95400
MELLON FINANCIAL CORP Common 58551A108 1,406 38600 SH SOLE 38600
MERCK & CO. Common 589331107 14,137 184500 SH SOLE 184500
MEREDITH CORP Common 589433101 98 2900 SH SOLE 2900
MILACRON INC Common 589709103 58 4000 SH SOLE 4000
MERRILL LYNCH Common 590188108 14,067 122325 SH SOLE 122325
METLIFE INC Common 59156R108 1,651 78400 SH SOLE 78400
MICROSOFT CORP Common 594918104 52,230 652878 SH SOLE 652878
MICRON TECHNOLOGY Common 595112103 3,628 41200 SH SOLE 41200
MILLIPORE CORP Common 601073109 241 3200 SH SOLE 3200
MINNESOTA MINING & MANUFACTURING Common 604059105 2,731 33100 SH SOLE 33100
MIPS TECHNOLOGIES Class 'B' 604567206 84 2189 SH SOLE 2189
MOLEX INC Common 608554101 727 15100 SH SOLE 15100
JP MORGAN & CO. Common 616880100 1,564 14200 SH SOLE 14200
MORGAN STANLEY DEAN WITTER & CO. Common 617446448 22,532 270660 SH SOLE 270660
MOTOROLA Common 620076109 4,851 166905 SH SOLE 166905
NCR CORP Common 62886E108 308 7900 SH SOLE 7900
NABISCO GROUP HOLDINGS CORP Common 62952P102 703 27100 SH SOLE 27100
NABORS INDUSTRIES INC. Common 629568106 12,490 300505 SH SOLE 300505
NATIONAL CITY CORP. Common 635405103 836 49000 SH SOLE 49000
NATIONAL SEMICONDUCTOR Common 637640103 573 10100 SH SOLE 10100
NATIONAL SERVICE Common 637657107 62 3200 SH SOLE 3200
NAVISTAR INTL Common 63934E108 162 5200 SH SOLE 5200
NETWORK APPLIANCE Common 64120L104 1,900 23600 SH SOLE 23600
NEW CENTURY ENERGY Common 64352U103 279 9300 SH SOLE 9300
NEW YORK TIMES Class 'A' 650111107 537 13600 SH SOLE 13600
NEWEL RUBBERMAID Common 651229106 566 21963 SH SOLE 21963
NEWMONT MINING Common 651639106 242 11200 SH SOLE 11200
NEXTEL COMMUNICATIONS INC Class 'A' 65332V103 3,525 57613 SH SOLE 57613
NIAGARA MOHAWK HOLDINGS Common 653520106 145 10400 SH SOLE 10400
NICOR INC. Common 654086107 114 3500 SH SOLE 3500
NIKE INC. Class 'B' 654106103 840 21100 SH SOLE 21100
NORDSTROM INC Common 655664100 343 14200 SH SOLE 14200
NORFOLK SOUTHERN GROUP Common 655844108 500 33600 SH SOLE 33600
NORTEL NETWORK CORP. (HOLDING COMPANCommon 656568102 21,428 313970 SH SOLE 313970
NORTHERN STATES POWER Common 665772109 202 10000 SH SOLE 10000
NORTHERN TRUST CORP Common 665859104 1,262 19400 SH SOLE 19400
NORTHROP GRUMMAN Common 666807102 272 4100 SH SOLE 4100
NOVELL INC. Common 670006105 288 31100 SH SOLE 31100
NOVELLUS SYSTEMS Common 670008101 571 10100 SH SOLE 10100
NUCOR CORP Common 670346105 209 6300 SH SOLE 6300
OCCIDENTAL PETROLEUM Common 674599105 499 23700 SH SOLE 23700
OFFICE DEPOT Common 676220106 194 31000 SH SOLE 31000
OLD KENT FINANCIAL CORP. Common 679833103 225 8400 SH SOLE 8400
OMNICOM GROUP INC Common 681919106 1,247 14000 SH SOLE 14000
ONEOK INC. Common 682680103 52 2000 SH SOLE 2000
ORACLE CORPORATION Common 68389X105 36,192 430534 SH SOLE 430534
OWENS CORNING Common 69073F103 34 3700 SH SOLE 3700
OWENS ILLINOIS Common 690768403 157 13400 SH SOLE 13400
PECO ENERGY Common 693304107 528 13100 SH SOLE 13100
PG & E Common 69331C108 722 29300 SH SOLE 29300
PE-CORP-PE BIOSYSTEMS GROUP Common 69332S102 843 12800 SH SOLE 12800
PNC FINANCIAL SERVICES Common 693475105 1,144 24400 SH SOLE 24400
PP & L RESOURCES Common 693499105 257 11700 SH SOLE 11700
PPG INDUSTRIES Common 693506107 713 16100 SH SOLE 16100
PACCAR INC Common 693718108 274 6900 SH SOLE 6900
PACTIV CORP Common 695257105 120 15300 SH SOLE 15300
PAINE WEBBER Common 695629105 546 12000 SH SOLE 12000
PALL CORP Common 696429307 168 9100 SH SOLE 9100
PARAMETRIC TECH. Common 699173100 251 22800 SH SOLE 22800
PARKER - HANNIFIN Common 701094104 272 7950 SH SOLE 7950
PAYCHEX Common 704326107 1,238 29475 SH SOLE 29475
PENNEY (JC) CO INC Common 708160106 419 22700 SH SOLE 22700
PEOPLES ENERGY Common 711030106 81 2500 SH SOLE 2500
PEOPLESOFT INC. Common 712713106 310 18500 SH SOLE 18500
PEPSICO CAPITAL Common 713448108 5,168 116300 SH SOLE 116300
PERKINELMER Common 714046109 218 3300 SH SOLE 3300
PFIZER INC. Common 717081103 42,123 877560 SH SOLE 877560
PHARMACIA CORPORATION Common 71713U102 5,236 101309 SH SOLE 101309
PHELPS DODGE CORP Common 717265102 251 6745 SH SOLE 6745
PHILIP MORRIS Common 718154107 4,768 179500 SH SOLE 179500
PHILLIPS PETROLEUM Common 718507106 1,196 23600 SH SOLE 23600
PINNACLE WEST CAPITAL CORP. Common 723484101 227 6700 SH SOLE 6700
PITNEY BOWES Common 724479100 856 21400 SH SOLE 21400
PLACER DOME (USA) Common 725906101 206 21500 SH SOLE 21500
POLAROID CORP Common 731095105 72 4000 SH SOLE 4000
POTLATCH CORP Common 737628107 83 2500 SH SOLE 2500
PRAXAIR Common 74005P104 528 14100 SH SOLE 14100
PRICE (T ROWE) ASSOCIATES Common 741477103 425 10000 SH SOLE 10000
PROCTER & GAMBLE Common 742718109 6,103 106600 SH SOLE 106600
PROGRESSIVE CORP Common 743315103 488 6600 SH SOLE 6600
PROVIDIAN FINANCIAL CORP Common 74406A102 1,134 12600 SH SOLE 12600
PUBLIC SERVICE ENTERPRISE Common 744573106 720 20800 SH SOLE 20800
PULTE Common 745867101 78 3600 SH SOLE 3600
QUAKER OATS CO. Common 747402105 917 12200 SH SOLE 12200
QUALCOMM INC Common 747525103 3,438 57300 SH SOLE 57300
QUINTILES TRANSNATIONAL Common 748767100 131 9300 SH SOLE 9300
QWEST COMMUNICATIONS INTL Common 749121109 14,668 295195 SH SOLE 295195
RADIOSHACK CORP Common 750438103 720 15200 SH SOLE 15200
RALSTON-PURINA Common 751277302 568 28500 SH SOLE 28500
RAYTHEON CO Class 'B' 755111408 560 29100 SH SOLE 29100
REEBOK INTERNATIONAL Common 758110100 80 5000 SH SOLE 5000
REGIONS FINANCIAL CORP Common 758940100 348 17500 SH SOLE 17500
RELIANT ENERGY Common 75952J108 718 24296 SH SOLE 24296
RITE AID CORP Common 767754104 144 22000 SH SOLE 22000
ROCKWELL INTERNATIONAL Common 773903109 532 16900 SH SOLE 16900
ROHM & HAAS CO Common 775371107 696 20187 SH SOLE 20187
ROWAN COS Common 779382100 234 7700 SH SOLE 7700
RUSSELL CORP Common 782352108 68 3400 SH SOLE 3400
RYDER SYSTEM Common 783549108 129 6800 SH SOLE 6800
SBC COMMUNICATIONS Common 78387G103 11,791 272619 SH SOLE 272619
SLM HOLDINGS Common 78442A109 532 14200 SH SOLE 14200
THE SABRE GROUP Class 'A' 785905100 259 9105 SH SOLE 9105
SAFECO CORP. Common 786429100 225 11300 SH SOLE 11300
SAFEWAY Common 786514208 11,289 250865 SH SOLE 250865
ST JUDE MEDICAL Common 790849103 303 6600 SH SOLE 6600
ST. PAUL COS. Common 792860108 600 17584 SH SOLE 17584
SANMINA CORP. Common 800907107 804 9400 SH SOLE 9400
SAPIENT CORP. Common 803062108 374 3500 SH SOLE 3500
SARA LEE CORP Common 803111103 1,522 78800 SH SOLE 78800
SCHERING-PLOUGH Common 806605101 5,752 113900 SH SOLE 113900
SCHLUMBERGER Common 806857108 3,313 44400 SH SOLE 44400
SCHWAB (CHARLES) Common 808513105 3,301 98175 SH SOLE 98175
SCIENTIFIC-ATLANTA Common 808655104 1,028 13800 SH SOLE 13800
SEAGATE TECHNOLOGY Common 811804103 908 16500 SH SOLE 16500
SEAGRAM (USA) Common 811850106 1,908 32900 SH SOLE 32900
SEALED AIR CORP Common 81211K100 146 2787 SH SOLE 2787
SEARS ROEBUCK & CO Common 812387108 829 25400 SH SOLE 25400
SELECTICA INC Common 816288104 175 2500 SH SOLE 2500
SEMPRA ENERGY CORP. Common 816851109 332 19522 SH SOLE 19522
SHERWIN-WILLIAMS Common 824348106 326 15400 SH SOLE 15400
SIEBEL SYSTEMS Common 826170102 2,421 14800 SH SOLE 14800
SIGMA-ALDRICH Common 826552101 260 8900 SH SOLE 8900
SNAP ON Common 833034101 144 5400 SH SOLE 5400
SOLECTRON CORP Common 834182107 8,636 206230 SH SOLE 206230
SOUTHERN CO Common 842587107 1,131 48500 SH SOLE 48500
SOUTHTRUST CORP Common 844730101 294 13000 SH SOLE 13000
SOUTHWEST AIRLINES Common 844741108 831 43875 SH SOLE 43875
SPRINGS INDUSTRIES Class 'A' 851783100 58 1800 SH SOLE 1800
SPRINT CORP (FON GROUP) Common 852061100 3,580 70200 SH SOLE 70200
SPRINT CORP (PCS GROUP) Common 852061506 15,011 252292 SH SOLE 252292
STANLEY WORKS Common 854616109 188 7900 SH SOLE 7900
STAPLES INC Common 855030102 551 35850 SH SOLE 35850
STARBUCKS CORP Common 855244109 558 14600 SH SOLE 14600
STATE STREET CORP Common 857477103 1,389 13100 SH SOLE 13100
SUMMIT BANCORP Common 866005101 374 15200 SH SOLE 15200
SUN MICROSYSTEMS Common 866810104 21,480 236205 SH SOLE 236205
SUNOCO INC Common 86764P109 191 6500 SH SOLE 6500
SUNTRUST BANKS Common 867914103 1,256 27500 SH SOLE 27500
SUPERVALU INC. Common 868536103 229 12000 SH SOLE 12000
SYNOVUS FINANCIAL Common 87161C105 402 22800 SH SOLE 22800
SYSCO CORP Common 871829107 1,314 31200 SH SOLE 31200
TJX COMPANIES Common 872540109 533 28400 SH SOLE 28400
TRW Common 872649108 516 11900 SH SOLE 11900
TXU CORPORATION Common 873168108 627 21247 SH SOLE 21247
TARGET CORP Common 87612E106 2,100 36200 SH SOLE 36200
TEKTRONIX Common 879131100 322 4350 SH SOLE 4350
TELLABS Common 879664100 2,204 32200 SH SOLE 32200
TEMPLE-INLAND INC. Common 879868107 206 4900 SH SOLE 4900
TENET HEALTHCARE Common 88033G100 583 21600 SH SOLE 21600
TERADYNE INC Common 880770102 1,029 14000 SH SOLE 14000
TEXACO INC Common 881694103 9,540 179160 SH SOLE 179160
TEXAS INSTRUMENTS Common 882508104 20,790 302670 SH SOLE 302670
TEXTRON INC Common 883203101 635 11700 SH SOLE 11700
THERMO ELECTRON Common 883556102 282 13400 SH SOLE 13400
THOMAS & BETTS Common 884315102 92 4800 SH SOLE 4800
3 COM Common 885535104 1,706 29600 SH SOLE 29600
TIFFANY & CO Common 886547108 317 4700 SH SOLE 4700
TIME WARNER Common 887315109 7,843 103200 SH SOLE 103200
TIMES MIRROR CO Series 'A' 887364107 254 2800 SH SOLE 2800
TIMKEN CO Common 887389104 102 5500 SH SOLE 5500
TORCHMARK CORP. Common 891027104 306 12400 SH SOLE 12400
TOSCO CORP Common 891490302 357 12600 SH SOLE 12600
TOYS R US Common 892335100 373 25600 SH SOLE 25600
TRICON GLOBAL RESTAURANTS INC. Common 895953107 390 13800 SH SOLE 13800
TRIBUNE CO Common 896047107 347 9900 SH SOLE 9900
TUPPERWARE CORP Common 899896104 121 5500 SH SOLE 5500
TYCO INTERNATIONAL Common 902124106 11,841 249937 SH SOLE 249937
USX-MARATHON GROUP Common 902905827 647 25800 SH SOLE 25800
UST INC Common 902911106 241 16400 SH SOLE 16400
US BANCORP Common 902973106 1,115 57898 SH SOLE 57898
USX-US STEEL GROUP Common 90337T101 141 7600 SH SOLE 7600
UNILEVER NV N.Y. Reg 904784709 2,115 49196 SH SOLE 49196
UNICOM CORP. Common 904911104 604 15600 SH SOLE 15600
UNION CARBIDE Common 905581104 554 11200 SH SOLE 11200
UNION PACIFIC Common 907818108 822 22100 SH SOLE 22100
UNION PACIFIC RESOURCES Common 907834105 499 22700 SH SOLE 22700
UNION PLANTERS Common 908068109 291 10400 SH SOLE 10400
UNISYS CORP. Common 909214108 227 15600 SH SOLE 15600
US AIRWAYS GROUP Common 911905107 273 7000 SH SOLE 7000
US WEST INC Common 91273H101 3,557 41485 SH SOLE 41485
UNITED TECHNOLOGIES Common 913017109 7,826 132920 SH SOLE 132920
UNITED HEALTH GROUP INC Common 91324P102 969 11300 SH SOLE 11300
UNIVERSAL ACCESS INC. Common 913363107 25 1000 SH SOLE 1000
UNOCAL CORP Common 915289102 742 22400 SH SOLE 22400
UNUMPROVIDENT CORP Common 91529Y106 412 20511 SH SOLE 20511
VF CORP Common 918204108 271 11400 SH SOLE 11400
VERITAS SOFTWARE Common 923436109 3,458 30600 SH SOLE 30600
VIACOM Class 'B' 925524308 8,005 117390 SH SOLE 117390
VISTEON CORP Common 92839U107 149 12281 SH SOLE 12281
VULCAN MATERIALS Common 929160109 273 6400 SH SOLE 6400
WACHOVIA CORP. Common 929771103 787 14500 SH SOLE 14500
WALMART STORES Common 931142103 33,737 585463 SH SOLE 585463
WALGREEN Common 931422109 2,549 79200 SH SOLE 79200
WASHINGTON MUTUAL INC. Common 939322103 1,226 42471 SH SOLE 42471
WASTE MANAGEMENT Common 94106L109 896 47135 SH SOLE 47135
WATSON PHARMACEUTICALS INC Common 942683103 425 7900 SH SOLE 7900
WELLPOINT HEALTH NETWORK Common 94973H108 398 5500 SH SOLE 5500
WELLS FARGO & CO. Common 949746101 13,621 351500 SH SOLE 351500
WENDY'S INTERNATIONAL Common 950590109 208 11700 SH SOLE 11700
WESTVACO CORP Common 961548104 226 9100 SH SOLE 9100
WEYERHAEUSER Common 962166104 774 18000 SH SOLE 18000
WHIRLPOOL Common 963320106 312 6700 SH SOLE 6700
WILLIAMETTE INDS Common 969133107 218 8000 SH SOLE 8000
WILLIAMS CO'S INC. Common 969457100 1,251 30000 SH SOLE 30000
WINN DIXIE STORES Common 974280109 190 13300 SH SOLE 13300
WORLDCOM INC Common 98157D106 10,731 233926 SH SOLE 233926
WORTHINGTON INDS Common 981811102 90 8600 SH SOLE 8600
WRIGLEY (W) JR. Common 982526105 658 8200 SH SOLE 8200
XILINX INC Common 983919101 2,147 26000 SH SOLE 26000
XEROX CORPORATION Common 984121103 1,204 58000 SH SOLE 58000
YAHOO INC. Common 984332106 5,228 42200 SH SOLE 42200
YOUNG & RUBICAM INC. Common 987425105 309 5400 SH SOLE 5400
GLOBAL CROSSING Common G3921A100 9,211 350080 SH SOLE 350080
TRANSOCEAN SEDCO FOREX INC. Common G90078109 817 15295 SH SOLE 15295
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