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, 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 November 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: 512
Form 13F Information Table Value Total: $ 1,498,523
(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 1,500 55800 SH SOLE 55800
AFLAC INC. Common 001055102 1,313 20500 SH SOLE 20500
THE AES CORP Common 00130H105 1,918 28000 SH SOLE 28000
AMR CORP Common 001765106 412 12600 SH SOLE 12600
A T & T Common 001957109 8,500 289359 SH SOLE 289359
AT & T CORP. LIBERTY MEDIA GROUP Series 'A' 001957208 9,627 534816 SH SOLE 534816
ABBOTT LABS Common 002824100 15,505 325990 SH SOLE 325990
ADAPTEC INC Common 00651F108 168 8400 SH SOLE 8400
ADOBE SYSTEMS Common 00724F101 1,366 8800 SH SOLE 8800
ADVANCED MICRO DEV. Common 007903107 473 20000 SH SOLE 20000
AETNA INC. Common 008117103 778 13400 SH SOLE 13400
AGILENT TECHNOLOGIES INC Common 00846U101 1,460 29825 SH SOLE 29825
AIR PRODUCTS & CHEMICALS Common 009158106 619 17200 SH SOLE 17200
ALBERTO-CULVER Class 'B' 013068101 141 4900 SH SOLE 4900
ALBERTSONS Common 013104104 750 35730 SH SOLE 35730
ALCAN ALUMINIUM Common 013716105 587 20300 SH SOLE 20300
ALCOA INC Common 013817101 7,006 276780 SH SOLE 276780
ALLEGHENY TECHNOLOGIES INC Common 01741R102 114 6300 SH SOLE 6300
ALLERGAN Common 018490102 794 9400 SH SOLE 9400
ALLIED WASTE INDUSTRIES INC. Common 019589308 142 15500 SH SOLE 15500
ALLSTATE CORP. Common 020002101 1,974 56808 SH SOLE 56808
ALLTEL CORP Common 020039103 1,190 22800 SH SOLE 22800
ALTERA CORP. Common 021441100 1,413 29600 SH SOLE 29600
ALZA Common 022615108 519 6000 SH SOLE 6000
AMERADA HESS CORP Common 023551104 448 6700 SH SOLE 6700
AMEREN CORP. Common 023608102 381 9100 SH SOLE 9100
AMERICA ON LINE Common 02364J104 9,600 178600 SH SOLE 178600
AMERICAN ELECTRIC POWER Common 025537101 1,085 27720 SH SOLE 27720
AMERICAN EXPRESS Common 025816109 6,227 102500 SH SOLE 102500
AMERICAN GENERAL CORP. Common 026351106 1,718 22031 SH SOLE 22031
AMERICAN GREETINGS Class 'A' 026375105 110 6300 SH SOLE 6300
AMERICAN HOME PRODUCTS Common 026609107 15,849 280200 SH SOLE 280200
AMER INTERNATIONAL GROUP Common 026874107 39,222 409897 SH SOLE 409897
AMERICAN POWER CONVERSION Common 029066107 290 15100 SH SOLE 15100
AMGEN Common 031162100 18,620 266654 SH SOLE 266654
AMSOUTH BANCORP Common 032165102 403 32200 SH SOLE 32200
ANADARKO PETROLEUM Common 032511107 8,553 128693 SH SOLE 128693
ANALOG DEVICES Common 032654105 2,345 28400 SH SOLE 28400
ANDREW CORPORATION Common 034425108 212 8100 SH SOLE 8100
ANHEUSER-BUSCH Common 035229103 3,123 73800 SH SOLE 73800
AON CORP. Common 037389103 707 18000 SH SOLE 18000
APACHE CORP Common 037411105 408 6900 SH SOLE 6900
APPLE COMPUTER Common 037833100 582 22600 SH SOLE 22600
APPLIED MATERIALS Common 038222105 3,594 60600 SH SOLE 60600
ARCHER DANIELS MIDLAND Common 039483102 511 59193 SH SOLE 59193
ARMSTRONG HOLDINGS INC Common 042384107 35 2900 SH SOLE 2900
ASHLAND INC Common 044204105 222 6600 SH SOLE 6600
ASSOCIATES FIRST CAPITAL CORPORATION Class 'A' 046008108 2,131 56086 SH SOLE 56086
AUTODESK Common 052769106 107 4200 SH SOLE 4200
AUTOMATIC DATA PROCESSING Common 053015103 3,504 52400 SH SOLE 52400
AUTOZONE Common 053332102 245 10800 SH SOLE 10800
AVERY DENNSON Common 053611109 403 8700 SH SOLE 8700
AVON PRODUCTS Common 054303102 777 19000 SH SOLE 19000
BB & T CORP Common 054937107 645 21400 SH SOLE 21400
BMC SOFTWARE Common 055921100 337 17600 SH SOLE 17600
BAKER HUGHES Common 057224107 834 22460 SH SOLE 22460
BALL CORP Common 058498106 70 2200 SH SOLE 2200
BANK OF AMERICA CORP Common 060505104 6,874 131241 SH SOLE 131241
BANK OF NEW YORK Common 064057102 3,296 58800 SH SOLE 58800
BANC ONE CORP Common 06423A103 3,306 85586 SH SOLE 85586
BARD (CR) Common 067383109 215 5100 SH SOLE 5100
BARRICK GOLD CORP Common 067901108 511 33500 SH SOLE 33500
BAUSCH & LOMB Common 071707103 156 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC. Common 071813109 1,987 24900 SH SOLE 24900
BEAR STEARNS Common 073902108 660 10473 SH SOLE 10473
BECTON DICKINSON Common 075887109 465 17600 SH SOLE 17600
BED BATH & BEYOND Common 075896100 561 23000 SH SOLE 23000
BELLSOUTH CORP Common 079860102 5,929 147300 SH SOLE 147300
BEMIS Common 081437105 122 3800 SH SOLE 3800
BEST BUY CO INC. Common 086516101 986 15500 SH SOLE 15500
BESTFOODS Common 08658U101 1,571 21600 SH SOLE 21600
BETHLEHEM STEEL Common 087509105 24 8000 SH SOLE 8000
BIOGEN INC Common 090597105 689 11300 SH SOLE 11300
BIOMET Common 090613100 520 14850 SH SOLE 14850
BLACK & DECKER Common 091797100 308 9000 SH SOLE 9000
BLOCK (H&R) Common 093671105 278 7500 SH SOLE 7500
BOEING Common 097023105 4,457 70740 SH SOLE 70740
BOISE CASCADE CORP Common 097383103 93 3500 SH SOLE 3500
BOSTON SCIENTIFIC Common 101137107 572 34800 SH SOLE 34800
BRIGGS & STRATTON Common 109043109 68 1800 SH SOLE 1800
BRISTOL MYERS SQUIBB Common 110122108 8,683 152000 SH SOLE 152000
BROADCOM CORP Class 'A' 111320107 4,022 16500 SH SOLE 16500
BROCADE COMMUNICATION SYSTEMS Common 111621108 11,151 47250 SH SOLE 47250
BROWN FORMAN Class 'B' 115637209 268 4900 SH SOLE 4900
BRUNSWICK CORP Common 117043109 130 7100 SH SOLE 7100
BURLINGTON NORTHERN SANTA FE Common 12189T104 699 32400 SH SOLE 32400
BURLINGTON RESOURCES Common 122014103 462 12560 SH SOLE 12560
CIGNA CORP. Common 125509109 1,608 15400 SH SOLE 15400
CIT GROUP Class 'A' 125577106 347 19800 SH SOLE 19800
CMS ENERGY Common 125896100 186 6900 SH SOLE 6900
C P & L ENERGY Common 12614C106 450 10800 SH SOLE 10800
CSX CORP Common 126408103 425 19500 SH SOLE 19500
CVS Common 126650100 1,482 32000 SH SOLE 32000
CABLEVISION SYSTEMS Class 'A' 12686C109 5,656 85289 SH SOLE 85289
CABLETRON SYSTEMS Common 126920107 329 11200 SH SOLE 11200
CAMPBELL SOUP CO. Common 134429109 939 36300 SH SOLE 36300
CAPITAL ONE FINANCE Common 14040H105 2,880 41100 SH SOLE 41100
CARDINAL HEALTH Common 14149Y108 1,896 21500 SH SOLE 21500
CARNIVAL CORP Common 143658102 1,202 48800 SH SOLE 48800
CATERPILLAR Common 149123101 948 28100 SH SOLE 28100
CENDANT CORP Common 151313103 712 65455 SH SOLE 65455
CENTEX CORPORATION Common 152312104 129 4000 SH SOLE 4000
CENTURYTEL INC Common 156686107 266 9750 SH SOLE 9750
CERIDIAN CORP Common 15677T106 326 11600 SH SOLE 11600
CHARTER ONE FINANCIAL Common 160903100 410 16800 SH SOLE 16800
CHASE MANHATTAN Common 16161A108 17,127 370809 SH SOLE 370809
CHEVRON CORP Common 166751107 4,331 50800 SH SOLE 50800
CHUBB CORP Common 171232101 1,226 15500 SH SOLE 15500
CIENA CORP Common 171779101 13,274 108080 SH SOLE 108080
CINCINNATI FINANCIAL CORP Common 172062101 426 12000 SH SOLE 12000
CINERGY CORP Common 172474108 374 11300 SH SOLE 11300
CIRCUIT CITY GROUP Common 172737108 322 14000 SH SOLE 14000
CISCO SYSTEMS Common 17275R102 46,994 850570 SH SOLE 850570
CITIGROUP Common 172967101 36,315 671720 SH SOLE 671720
CITRIX SYSTEMS INC Common 177376100 269 13400 SH SOLE 13400
CLEAR CHANNEL COMMUNICATIONS Common 184502102 1,475 26100 SH SOLE 26100
CLOROX CO Common 189054109 586 14800 SH SOLE 14800
COASTAL Common 190441105 1,290 17400 SH SOLE 17400
COCA-COLA Common 191216100 10,562 191600 SH SOLE 191600
COCA COLA ENTERPRISE Common 191219104 488 30600 SH SOLE 30600
COLGATE-PALMOLIVE Common 194162103 12,372 262124 SH SOLE 262124
COLUMBIA ENERGY GROUP Common 197648108 426 6000 SH SOLE 6000
COMCAST CORP Class 'A' 200300200 2,579 63000 SH SOLE 63000
COMERCIA INC. Common 200340107 666 11400 SH SOLE 11400
COMPAQ COMPUTER CORP Common 204493100 3,718 134815 SH SOLE 134815
COMPUTER ASSOCIATES Common 204912109 1,018 40400 SH SOLE 40400
COMPUTER SCIENCES Common 205363104 1,010 13600 SH SOLE 13600
COMPUWARE CORP. Common 205638109 260 31000 SH SOLE 31000
COMVERSE TECHNOLOGY INC Common 205862402 1,253 11600 SH SOLE 11600
CONAGRA INC. Common 205887102 859 42800 SH SOLE 42800
CONEXANT SYSTEMS Common 207142100 628 15000 SH SOLE 15000
CONOCO INC Class 'B' 208251405 1,255 46600 SH SOLE 46600
CONCESO INC. Common 208464107 172 22590 SH SOLE 22590
CONSOLIDATED EDISON INC Common 209115104 672 19700 SH SOLE 19700
CONSOLIDATED STORES Common 210149100 100 7400 SH SOLE 7400
CONSTELLATION ENERGY GROUP Common 210371100 527 10600 SH SOLE 10600
CONVERGYS CORP Common 212485106 459 11800 SH SOLE 11800
COOPER INDUSTRIES Common 216669101 300 8500 SH SOLE 8500
COOPER TIRE & RUBBER Common 216831107 56 5600 SH SOLE 5600
COORS (ADOLPH) CO Class 'B' 217016104 202 3200 SH SOLE 3200
CORNING INC Common 219350105 6,742 22700 SH SOLE 22700
COSTCO WHOLESALE CORP Common 22160K105 2,814 80550 SH SOLE 80550
COUNTRYWIDE CREDIT Common 222372104 396 10500 SH SOLE 10500
CRANE CO Common 224399105 113 4950 SH SOLE 4950
CROWN CORK & SEAL Common 228255105 98 9200 SH SOLE 9200
CUMMINS ENGINE CO Common 231021106 90 3000 SH SOLE 3000
DTE ENERGY Common 233331107 497 13000 SH SOLE 13000
DANA CORP Common 235811106 251 11681 SH SOLE 11681
DANAHER Common 235851102 567 11400 SH SOLE 11400
DARDEN RESTAURANTS Common 237194105 229 11000 SH SOLE 11000
DEERE & CO Common 244199105 765 23000 SH SOLE 23000
DELL COMPUTER CORPORATION Common 247025109 12,102 392775 SH SOLE 392775
DELPHI AUTOMOTIVE Common 247126105 597 39489 SH SOLE 39489
DELTA AIR LINES Common 247361108 413 9300 SH SOLE 9300
DELUXE CORP Common 248019101 120 5900 SH SOLE 5900
DEVON ENERGY CORPORATION Common 25179M103 367 6100 SH SOLE 6100
DILLARDS Class 'A' 254067101 83 7800 SH SOLE 7800
DISNEY (WALT) Common 254687106 6,743 176300 SH SOLE 176300
DOLLAR GENERAL Common 256669102 451 26952 SH SOLE 26952
DOMINION RESOURCES (VIRGINIA) Common 25746U109 302 5200 SH SOLE 5200
DONNELLEY (RR) & SONS Common 257867101 265 10800 SH SOLE 10800
DOVER CORP Common 260003108 798 17000 SH SOLE 17000
DOW CHEMICAL Common 260543103 1,272 51000 SH SOLE 51000
DOW JONES Common 260561105 321 5300 SH SOLE 5300
DUPONT DE NEMOURS (E.I) Common 263534109 3,341 80620 SH SOLE 80620
DUKE ENERGY Common 264399106 20,174 235268 SH SOLE 235268
DUN & BRADSTREET CORP (DELAWARE) Common 26483B106 424 12300 SH SOLE 12300
EMC CORPORATION Common 268648102 42,493 428682 SH SOLE 428682
EASTERN ENTERPRISES Common 27637F100 96 1500 SH SOLE 1500
EASTMAN CHEMICAL Common 277432100 207 5600 SH SOLE 5600
EASTMAN KODAK CO Common 277461109 1,116 27300 SH SOLE 27300
EATON CORP Common 278058102 345 5600 SH SOLE 5600
ECOLAB INC Common 278865100 339 9400 SH SOLE 9400
EDISON INTL Common 281020107 579 30000 SH SOLE 30000
EL PASO NATURAL GAS Common 283695875 1,146 18600 SH SOLE 18600
ELECTRONIC DATA SYSTEMS CORP. Common 285661104 1,544 37200 SH SOLE 37200
EMERSON ELECTRIC Common 291011104 2,030 30300 SH SOLE 30300
ENGELHARD CORPORATION Common 292845104 169 10400 SH SOLE 10400
ENRON Common 293561106 5,012 57200 SH SOLE 57200
ENTERGY Common 29364G103 507 13600 SH SOLE 13600
EQUIFAX INC Common 294429105 393 14600 SH SOLE 14600
EXXON MOBIL CORPORATION Common 30231G102 39,918 447886 SH SOLE 447886
FMC CORP. Common 302491303 174 2600 SH SOLE 2600
FPL GROUP INC Common 302571104 901 13700 SH SOLE 13700
FREDDIE MAC Common 313400301 3,146 58200 SH SOLE 58200
FANNIE MAE Common 313586109 5,484 76700 SH SOLE 76700
FEDERATED DEPT STORES Common 31410H101 528 20200 SH SOLE 20200
FEDEX CORP Common 31428X106 968 21840 SH SOLE 21840
FIFTH THIRD BANCORP Common 316773100 1,673 31050 SH SOLE 31050
FIRST DATA CORP Common 319963104 1,375 35200 SH SOLE 35200
FIRST UNION CORP. Common 337358105 2,591 80494 SH SOLE 80494
FIRSTAR Common 33763V109 1,826 81619 SH SOLE 81619
FIRSTENERGY Common 337932107 509 18900 SH SOLE 18900
FLEET BOSTON FINANCIAL CORP Common 339030108 10,510 269476 SH SOLE 269476
FLORIDA PROGRESS Common 341109106 424 8000 SH SOLE 8000
FLUOR CORP. Common 343861100 180 6000 SH SOLE 6000
FORD MOTOR Common 345370860 3,913 154600 SH SOLE 154600
FORT JAMES CORP. Common 347471104 550 18000 SH SOLE 18000
FORTUNE BRANDS Common 349631101 329 12400 SH SOLE 12400
FRANKLIN RESOURCES Common 354613101 964 21700 SH SOLE 21700
FREEPORT MC C&G Class 'B' 35671D857 180 20400 SH SOLE 20400
GPU INC. Common 36225Z100 282 8700 SH SOLE 8700
GANNETT Common 364730101 1,219 23000 SH SOLE 23000
GAP Common 364760108 1,451 72112 SH SOLE 72112
GATEWAY INC Common 367626108 1,244 26600 SH SOLE 26600
GENERAL DYNAMICS Common 369550108 1,030 16400 SH SOLE 16400
GENERAL ELECTRIC Common 369604103 72,842 1262698 SH SOLE 1262698
GENERAL MILLS Common 370334104 756 21300 SH SOLE 21300
GENERAL MOTORS Common 370442105 2,932 45100 SH SOLE 45100
GENUINE PARTS Common 372460105 246 12900 SH SOLE 12900
GEORGIA-PACIFIC CORP Common 373298108 291 12400 SH SOLE 12400
GILLETTE CO Common 375766102 2,374 76900 SH SOLE 76900
GOLDEN WEST FINANCIAL Common 381317106 660 12300 SH SOLE 12300
GOLDMAN SACHS GROUP Common 38141G104 3,806 33400 SH SOLE 33400
GOODRICH (BF) CORPORATION Common 382388106 153 3900 SH SOLE 3900
GOODYEAR TIRE & RUBBER Common 382550101 277 15400 SH SOLE 15400
GRACE (WR) & CO. Common 38388F108 36 5200 SH SOLE 5200
GRAINGER (W.W) INC. Common 384802104 189 7200 SH SOLE 7200
GREAT LAKES CHEMICAL CORP. Common 390568103 126 4300 SH SOLE 4300
GUIDANT Common 401698105 1,499 21200 SH SOLE 21200
HCA - THE HEALTHCARE COMPANY Common 404119109 1,626 43800 SH SOLE 43800
HALLIBURTON (USA) Common 406216101 1,727 35300 SH SOLE 35300
HARCOURT GENERAL INC Common 41163G101 212 3600 SH SOLE 3600
HARLEY DAVIDSON Common 412822108 3,375 70500 SH SOLE 70500
HARRAHS ENTERTAINMENT Common 413619107 250 9100 SH SOLE 9100
HARTFORD FINANCIAL SERVICES Common 416515104 977 13400 SH SOLE 13400
HASBRO Common 418056107 158 13800 SH SOLE 13800
HEALTHSOUTH CORP. Common 421924101 284 35000 SH SOLE 35000
HEINZ (HJ) CO. Common 423074103 971 26200 SH SOLE 26200
HERCULES INC Common 427056106 102 7200 SH SOLE 7200
HERSHEY FOODS CORP. Common 427866108 633 11700 SH SOLE 11700
HEWLETT-PACKARD Common 428236103 7,585 78200 SH SOLE 78200
HILTON HOTELS CORP Common 432848109 207 17900 SH SOLE 17900
HOME DEPOT Common 437076102 9,655 181950 SH SOLE 181950
HOMESTAKE MINING Common 437614100 54 10500 SH SOLE 10500
HONEYWELL INTERNATIONAL Common 438516106 2,211 62050 SH SOLE 62050
HOUSEHOLD INTL. INC. Common 441815107 2,311 40819 SH SOLE 40819
HUMANA INC. Common 444859102 157 14600 SH SOLE 14600
HUNTINGTON BANCSHARE Common 446150104 321 21840 SH SOLE 21840
IMS HEALTH Common 449934108 498 24000 SH SOLE 24000
ITT INDUSTRIES Common 450911102 344 10600 SH SOLE 10600
ILLINOIS TOOL WORKS Common 452308109 1,246 22300 SH SOLE 22300
INCO (USA) Common 453258402 240 14900 SH SOLE 14900
INFINITY BROADCASTING Class 'A' 45662S102 4,838 146600 SH SOLE 146600
INGERSOLL RAND Common 456866102 493 14550 SH SOLE 14550
INTEL CORP. Common 458140100 34,087 820133 SH SOLE 820133
INTERNATIONAL BUSINESS MACHINES Common 459200101 26,305 233825 SH SOLE 233825
INTERNATIONAL FLAVORS & FRAGRANCES Common 459506101 177 9700 SH SOLE 9700
INTERNATIONAL PAPER Common 460146103 1,067 37209 SH SOLE 37209
INTERPUBLIC GROUP Common 460690100 746 21900 SH SOLE 21900
JDS UNIPHASE Common 46612J101 5,407 57100 SH SOLE 57100
JEFFERSON-PILOT Common 475070108 641 9450 SH SOLE 9450
JOHNSON & JOHNSON Common 478160104 10,014 106600 SH SOLE 106600
JOHNSON CONTROLS Common 478366107 399 7500 SH SOLE 7500
JUNIPER NETWORKS Common 48203R104 9,716 44380 SH SOLE 44380
KLA TENCOR CORP. Common 482480100 593 14400 SH SOLE 14400
KMART Common 482584109 261 43500 SH SOLE 43500
KAUFMAN & BROAD HOME Common 486168107 92 3400 SH SOLE 3400
KELLOGG CO. Common 487836108 900 37200 SH SOLE 37200
KERR MCGEE CORP Common 492386107 515 7768 SH SOLE 7768
KEYCORP Common 493267108 1,013 40000 SH SOLE 40000
KEYSPAN CORPORATION Common 49337W100 341 8500 SH SOLE 8500
KIMBERLY-CLARK CORP Common 494368103 2,361 42300 SH SOLE 42300
KNIGHT RIDDER INC Common 499040103 330 6500 SH SOLE 6500
KOHLS CORP Common 500255104 1,488 25800 SH SOLE 25800
KROGER Common 501044101 1,385 61400 SH SOLE 61400
LSI LOGIC Common 502161102 743 25400 SH SOLE 25400
LEACH INTERNATIONAL INC. Common 521642108 158 3600 SH SOLE 3600
LEGGETT & PLATT Common 524660107 255 16100 SH SOLE 16100
LEHMAN BROTHERS HLDGS Common 524908100 1,197 8100 SH SOLE 8100
LEXMARK INTERNATIONAL INC Class 'A' 529771107 398 10600 SH SOLE 10600
LILLY (ELI) & CO Common 532457108 7,074 87200 SH SOLE 87200
LIMITED Common 532716107 860 39000 SH SOLE 39000
LINCOLN NATIONAL Common 534187109 712 14800 SH SOLE 14800
LINEAR TECHNOLOGY Common 535678106 1,515 23400 SH SOLE 23400
LIZ CLAIBOURNE Common 539320101 243 6300 SH SOLE 6300
LOCKHEED MARTIN Common 539830109 1,187 36000 SH SOLE 36000
LOEWS CORP. Common 542424108 859 10300 SH SOLE 10300
LONGS DRUG STORES Common 543162101 54 2800 SH SOLE 2800
LOUISIANA-PACIFIC Common 546347105 73 7900 SH SOLE 7900
LOWE'S COS. INC. Common 548661107 1,337 29800 SH SOLE 29800
LUCENT TECHNOLOGIES Common 549463107 7,646 250190 SH SOLE 250190
MBIA INC. Common 55262C100 455 6400 SH SOLE 6400
MBNA CORP. Common 55262L100 2,599 67500 SH SOLE 67500
MGIC INVESTMENT Common 552848103 520 8500 SH SOLE 8500
MALLINCKRODT GROUP Common 561232109 301 6600 SH SOLE 6600
MANOR CARE INC Common 564055101 71 4500 SH SOLE 4500
MARSH & MCLENNAN Common 571748102 2,788 21000 SH SOLE 21000
MARRIOT INTERNATIONAL Class 'A' 571903202 670 18400 SH SOLE 18400
MASCO CORP Common 574599106 680 36500 SH SOLE 36500
MATTEL Common 577081102 291 26000 SH SOLE 26000
MAXIM INTEGRATED PRODUCTS Common 57772K101 1,649 20500 SH SOLE 20500
MAY DEPARTMENT STORES Common 577778103 568 27700 SH SOLE 27700
MAYTAG CORP Common 578592107 221 7100 SH SOLE 7100
MCDERMOTT INTL Common 580037109 44 4000 SH SOLE 4000
MCDONALD'S CORP Common 580135101 3,022 100100 SH SOLE 100100
MCGRAW HILL Common 580645109 915 14400 SH SOLE 14400
MCKESSON HBOC CORP. Common 58155Q103 633 20722 SH SOLE 20722
MEAD CORP Common 582834107 173 7400 SH SOLE 7400
MEDIMMUNE INC Common 584699102 1,259 16300 SH SOLE 16300
MEDTRONIC Common 585055106 4,943 95400 SH SOLE 95400
MELLON FINANCIAL CORP Common 58551A108 1,790 38600 SH SOLE 38600
MERCK & CO. Common 589331107 13,332 179100 SH SOLE 179100
MERCURY INTERACTIVE Common 589405109 658 4200 SH SOLE 4200
MEREDITH CORP Common 589433101 86 2900 SH SOLE 2900
MERRILL LYNCH Common 590188108 17,921 271525 SH SOLE 271525
METLIFE INC Common 59156R108 1,608 61400 SH SOLE 61400
MICROSOFT CORP Common 594918104 38,555 639258 SH SOLE 639258
MICRON TECHNOLOGY Common 595112103 1,895 41200 SH SOLE 41200
MILLIPORE CORP Common 601073109 155 3200 SH SOLE 3200
MINNESOTA MINING & MANUFACTURING Common 604059105 2,688 29500 SH SOLE 29500
MOLEX INC Common 608554101 822 15100 SH SOLE 15100
JP MORGAN & CO. Common 616880100 2,320 14200 SH SOLE 14200
MORGAN STANLEY DEAN WITTER & CO. Common 617446448 21,480 234915 SH SOLE 234915
MOTOROLA Common 620076109 4,715 166905 SH SOLE 166905
NCR CORP Common 62886E108 299 7900 SH SOLE 7900
NABISCO GROUP HOLDINGS CORP Common 62952P102 772 27100 SH SOLE 27100
NABORS INDUSTRIES INC. Common 629568106 16,119 307605 SH SOLE 307605
NATIONAL CITY CORP. Common 635405103 1,084 49000 SH SOLE 49000
NATIONAL SEMICONDUCTOR Common 637640103 407 10100 SH SOLE 10100
NATIONAL SERVICE CORP. Common 637657107 63 3200 SH SOLE 3200
NAVISTAR INTL Common 63934E108 156 5200 SH SOLE 5200
NETWORK APPLIANCE Common 64120L104 3,006 23600 SH SOLE 23600
NEW YORK TIMES Class 'A' 650111107 535 13600 SH SOLE 13600
NEWEL RUBBERMAID Common 651229106 501 21963 SH SOLE 21963
NEWMONT MINING Common 651639106 190 11200 SH SOLE 11200
NEXTEL COMMUNICATIONS INC Class 'A' 65332V103 2,609 55800 SH SOLE 55800
NIAGARA MOHAWK HOLDINGS Common 653520106 164 10400 SH SOLE 10400
NICOR INC. Common 654086107 127 3500 SH SOLE 3500
NIKE INC. Class 'B' 654106103 845 21100 SH SOLE 21100
NORDSTROM INC Common 655664100 221 14200 SH SOLE 14200
NORFOLK SOUTHERN GROUP Common 655844108 491 33600 SH SOLE 33600
NORTEL NETWORK CORP. (HOLDING COMPANYCommon 656568102 17,827 299305 SH SOLE 299305
NORTHERN TRUST CORP Common 665859104 1,724 19400 SH SOLE 19400
NORTHROP GRUMMAN Common 666807102 373 4100 SH SOLE 4100
NOVELL INC. Common 670006105 309 31100 SH SOLE 31100
NOVELLUS SYSTEMS Common 670008101 470 10100 SH SOLE 10100
NUCOR CORP Common 670346105 190 6300 SH SOLE 6300
OCCIDENTAL PETROLEUM Common 674599105 517 23700 SH SOLE 23700
OFFICE DEPOT Common 676220106 242 31000 SH SOLE 31000
OLD KENT FINANCIAL CORP. Common 679833103 243 8400 SH SOLE 8400
OMNICOM GROUP INC Common 681919106 1,021 14000 SH SOLE 14000
ONEOK INC. Common 682680103 80 2000 SH SOLE 2000
ORACLE CORPORATION Common 68389X105 33,986 431574 SH SOLE 431574
OWENS CORNING Common 69073F103 10 3700 SH SOLE 3700
OWENS ILLINOIS Common 690768403 124 13400 SH SOLE 13400
PECO ENERGY Common 693304107 793 13100 SH SOLE 13100
PG & E Common 69331C108 709 29300 SH SOLE 29300
PE-CORP-PE BIOSYSTEMS GROUP Common 69332S102 1,491 12800 SH SOLE 12800
PNC FINANCIAL SERVICES Common 693475105 1,586 24400 SH SOLE 24400
PP & L RESOURCES Common 693499105 488 11700 SH SOLE 11700
PPG INDUSTRIES Common 693506107 639 16100 SH SOLE 16100
PACCAR INC Common 693718108 256 6900 SH SOLE 6900
PACTIV CORP Common 695257105 171 15300 SH SOLE 15300
PAINE WEBBER Common 695629105 818 12000 SH SOLE 12000
PALL CORP Common 696429307 181 9100 SH SOLE 9100
PALM INC Common 696642107 2,324 43902 SH SOLE 43902
PARAMETRIC TECH. Common 699173100 249 22800 SH SOLE 22800
PARKER - HANNIFIN Common 701094104 268 7950 SH SOLE 7950
PAYCHEX Common 704326107 1,547 29475 SH SOLE 29475
PENNEY (JC) CO INC Common 708160106 268 22700 SH SOLE 22700
PEOPLES ENERGY Common 711030106 83 2500 SH SOLE 2500
PEOPLESOFT INC. Common 712713106 517 18500 SH SOLE 18500
PEPSICO CAPITAL Common 713448108 5,350 116300 SH SOLE 116300
PERKINELMER Common 714046109 344 3300 SH SOLE 3300
PFIZER INC. Common 717081103 39,698 883405 SH SOLE 883405
PHARMACIA CORPORATION Common 71713U102 15,949 264984 SH SOLE 264984
PHELPS DODGE CORP Common 717265102 282 6745 SH SOLE 6745
PHILIP MORRIS Common 718154107 5,284 179500 SH SOLE 179500
PHILLIPS PETROLEUM Common 718507106 1,073 17100 SH SOLE 17100
PINNACLE WEST CAPITAL CORP. Common 723484101 341 6700 SH SOLE 6700
PITNEY BOWES Common 724479100 844 21400 SH SOLE 21400
PLACER DOME (USA) Common 725906101 203 21500 SH SOLE 21500
POLAROID CORP Common 731095105 54 4000 SH SOLE 4000
POTLATCH CORP Common 737628107 79 2500 SH SOLE 2500
PRAXAIR Common 74005P104 527 14100 SH SOLE 14100
PRICE (T ROWE) ASSOCIATES Common 741477103 469 10000 SH SOLE 10000
PROCTER & GAMBLE Common 742718109 6,854 102300 SH SOLE 102300
PROGRESSIVE CORP Common 743315103 540 6600 SH SOLE 6600
PROVIDIAN FINANCIAL CORP Common 74406A102 1,600 12600 SH SOLE 12600
PUBLIC SERVICE ENTERPRISE Common 744573106 930 20800 SH SOLE 20800
PULTE Common 745867101 119 3600 SH SOLE 3600
QUAKER OATS CO. Common 747402105 965 12200 SH SOLE 12200
QUALCOMM INC Common 747525103 4,083 57300 SH SOLE 57300
QUINTILES TRANSNATIONAL Common 748767100 148 9300 SH SOLE 9300
QWEST COMMUNICATIONS INTL Common 749121109 18,076 376095 SH SOLE 376095
RADIOSHACK CORP Common 750438103 982 15200 SH SOLE 15200
RALSTON-RALSTON PURI Common 751277302 675 28500 SH SOLE 28500
RAYTHEON CO Class 'B' 755111408 828 29100 SH SOLE 29100
REALNETWORKS INC. Common 75605L104 239 6000 SH SOLE 6000
REEBOK INTERNATIONAL Common 758110100 94 5000 SH SOLE 5000
REGIONS FINANCIAL CORP Common 758940100 397 17500 SH SOLE 17500
RELIANT ENERGY Common 75952J108 1,130 24296 SH SOLE 24296
ROCKWELL INTERNATIONAL Common 773903109 511 16900 SH SOLE 16900
ROHM & HAAS CO Common 775371107 587 20187 SH SOLE 20187
ROWAN COS Common 779382100 223 7700 SH SOLE 7700
RUSSELL CORP Common 782352108 54 3400 SH SOLE 3400
RYDER SYSTEM Common 783549108 125 6800 SH SOLE 6800
SBC COMMUNICATIONS Common 78387G103 13,156 263119 SH SOLE 263119
THE SABRE GROUP Class 'A' 785905100 263 9105 SH SOLE 9105
SAFECO CORP. Common 786429100 308 11300 SH SOLE 11300
SAFEWAY Common 786514208 12,933 277005 SH SOLE 277005
ST JUDE MEDICAL Common 790849103 337 6600 SH SOLE 6600
ST. PAUL COS. Common 792860108 867 17584 SH SOLE 17584
SANMINA CORP. Common 800907107 880 9400 SH SOLE 9400
SAPIENT CORP. Common 803062108 285 7000 SH SOLE 7000
SARA LEE CORP Common 803111103 1,367 67300 SH SOLE 67300
SCHERING-PLOUGH Common 806605101 5,296 113900 SH SOLE 113900
SCHLUMBERGER Common 806857108 3,655 44400 SH SOLE 44400
SCHWAB (CHARLES) Common 808513105 3,485 98175 SH SOLE 98175
SCIENTIFIC-ATLANTA Common 808655104 878 13800 SH SOLE 13800
SEAGATE TECHNOLOGY Common 811804103 1,139 16500 SH SOLE 16500
SEAGRAM (USA) Common 811850106 1,890 32900 SH SOLE 32900
SEALED AIR CORP Common 81211K100 126 2787 SH SOLE 2787
SEARS ROEBUCK & CO Common 812387108 823 25400 SH SOLE 25400
SEMPRA ENERGY CORP. Common 816851109 406 19522 SH SOLE 19522
SHERWIN-WILLIAMS Common 824348106 329 15400 SH SOLE 15400
SIEBEL SYSTEMS Common 826170102 14,407 129425 SH SOLE 129425
SIGMA-ALDRICH Common 826552101 294 8900 SH SOLE 8900
SNAP ON Common 833034101 127 5400 SH SOLE 5400
SOLECTRON CORP Common 834182107 11,032 239170 SH SOLE 239170
SOUTHERN CO Common 842587107 1,573 48500 SH SOLE 48500
SOUTHTRUST CORP Common 844730101 409 13000 SH SOLE 13000
SOUTHWEST AIRLINES Common 844741108 1,064 43875 SH SOLE 43875
SPRINGS INDUSTRIES Class 'A' 851783100 51 1800 SH SOLE 1800
SPRINT CORP (FON GROUP) Common 852061100 2,058 70200 SH SOLE 70200
SPRINT CORP (PCS GROUP) Common 852061506 2,416 68900 SH SOLE 68900
STANLEY WORKS Common 854616109 182 7900 SH SOLE 7900
STAPLES INC Common 855030102 509 35850 SH SOLE 35850
STARBUCKS CORP Common 855244109 585 14600 SH SOLE 14600
STATE STREET CORP Common 857477103 1,703 13100 SH SOLE 13100
STILWELL FINANCIAL INC Common 860831106 792 18200 SH SOLE 18200
SUMMIT BANCORP Common 866005101 524 15200 SH SOLE 15200
SUN MICROSYSTEMS Common 866810104 28,817 246825 SH SOLE 246825
SUNOCO INC Common 86764P109 175 6500 SH SOLE 6500
SUNTRUST BANKS Common 867914103 1,370 27500 SH SOLE 27500
SUPERVALU INC. Common 868536103 181 12000 SH SOLE 12000
SYNAVANT INC Common 87157A105 8 1200 SH SOLE 1200
SYNOVUS FINANCIAL Common 87161C105 483 22800 SH SOLE 22800
SYSCO CORP Common 871829107 996 21500 SH SOLE 21500
TJX COMPANIES Common 872540109 639 28400 SH SOLE 28400
TRW COMMON Common 872649108 483 11900 SH SOLE 11900
TXU CORPORATION Common 873168108 842 21247 SH SOLE 21247
TARGET CORP Common 87612E106 1,855 72400 SH SOLE 72400
TEKTRONIX Common 879131100 334 4350 SH SOLE 4350
TELLABS Common 879664100 1,538 32200 SH SOLE 32200
TEMPLE-INLAND INC. Common 879868107 186 4900 SH SOLE 4900
TENET HEALTHCARE Common 88033G100 786 21600 SH SOLE 21600
TERADYNE INC Common 880770102 490 14000 SH SOLE 14000
TEXACO INC Common 881694103 9,482 180600 SH SOLE 180600
TEXAS INSTRUMENTS Common 882508104 5,941 125900 SH SOLE 125900
TEXTRON INC Common 883203101 540 11700 SH SOLE 11700
THERMO ELECTRON Common 883556102 348 13400 SH SOLE 13400
THOMAS & BETTS Common 884315102 84 4800 SH SOLE 4800
TIFFANY & CO Common 886547108 362 9400 SH SOLE 9400
TIME WARNER Common 887315109 7,747 99000 SH SOLE 99000
TIMKEN CO Common 887389104 75 5500 SH SOLE 5500
TORCHMARK CORP. Common 891027104 345 12400 SH SOLE 12400
TOSCO CORP Common 891490302 393 12600 SH SOLE 12600
TOYS R US Common 892335100 416 25600 SH SOLE 25600
TRICON GLOBAL RESTAURANTS INC. Common 895953107 423 13800 SH SOLE 13800
TRIBUNE CO Common 896047107 737 16900 SH SOLE 16900
TUPPERWARE CORP Common 899896104 99 5500 SH SOLE 5500
TYCO INTERNATIONAL Common 902124106 13,897 267887 SH SOLE 267887
USX-MARATHON GROUP Common 902905827 732 25800 SH SOLE 25800
UST INC Common 902911106 375 16400 SH SOLE 16400
US BANCORP Common 902973106 1,317 57898 SH SOLE 57898
USX-US STEEL GROUP Common 90337T101 115 7600 SH SOLE 7600
USA EDUCATION Common 90390U102 684 14200 SH SOLE 14200
UNILEVER NV N.Y. Reg 904784709 2,012 41696 SH SOLE 41696
UNICOM CORP. Common 904911104 877 15600 SH SOLE 15600
UNION CARBIDE Common 905581104 423 11200 SH SOLE 11200
UNION PACIFIC Common 907818108 859 22100 SH SOLE 22100
UNION PLANTERS Common 908068109 344 10400 SH SOLE 10400
UNISYS CORP. Common 909214108 176 15600 SH SOLE 15600
US AIRWAYS GROUP Common 911905107 213 7000 SH SOLE 7000
UNITED TECHNOLOGIES Common 913017109 9,325 134650 SH SOLE 134650
UNITED HEALTH GROUP INC Common 91324P102 1,116 11300 SH SOLE 11300
UNIVERSAL ACCESS INC. Common 913363107 12 1000 SH SOLE 1000
UNOCAL CORP Common 915289102 794 22400 SH SOLE 22400
UNUMPROVIDENT CORP Common 91529Y106 559 20511 SH SOLE 20511
VF CORP Common 918204108 281 11400 SH SOLE 11400
VERITAS SOFTWARE Common 923436109 4,345 30600 SH SOLE 30600
VERIZON COMMUNICATIONS Common 92343V104 10,183 210232 SH SOLE 210232
VIACOM Class 'B' 925524308 6,867 117390 SH SOLE 117390
VISTEON CORP Common 92839U107 186 12281 SH SOLE 12281
VULCAN MATERIALS Common 929160109 257 6400 SH SOLE 6400
WACHOVIA CORP. Common 929771103 822 14500 SH SOLE 14500
WALMART STORES Common 931142103 28,432 590793 SH SOLE 590793
WALGREEN Common 931422109 3,005 79200 SH SOLE 79200
WASHINGTON MUTUAL INC. Common 939322103 1,691 42471 SH SOLE 42471
WASTE MANAGEMENT Common 94106L109 822 47135 SH SOLE 47135
WATSON PHARMACEUTICALS INC Common 942683103 513 7900 SH SOLE 7900
WELLPOINT HEALTH NETWORK Common 94973H108 528 5500 SH SOLE 5500
WELLS FARGO & CO. Common 949746101 16,317 355200 SH SOLE 355200
WENDY'S INTERNATIONAL Common 950590109 235 11700 SH SOLE 11700
WESTVACO CORP Common 961548104 243 9100 SH SOLE 9100
WEYERHAEUSER Common 962166104 727 18000 SH SOLE 18000
WHIRLPOOL Common 963320106 260 6700 SH SOLE 6700
WILLIAMETTE INDS Common 969133107 224 8000 SH SOLE 8000
WILLIAMS CO'S INC. Common 969457100 1,268 30000 SH SOLE 30000
WINN DIXIE STORES Common 974280109 191 13300 SH SOLE 13300
WORLDCOM INC Common 98157D106 6,708 220826 SH SOLE 220826
WORTHINGTON INDS Common 981811102 81 8600 SH SOLE 8600
WRIGLEY (W) JR Common 982526105 614 8200 SH SOLE 8200
XCEL ENERGY INC Common 98389B100 671 24415 SH SOLE 24415
XILINX INC Common 983919101 2,226 26000 SH SOLE 26000
XEROX CORPORATION Common 984121103 874 58000 SH SOLE 58000
YAHOO INC. Common 984332106 3,840 42200 SH SOLE 42200
YOUNG & RUBICAM INC. Common 987425105 267 5400 SH SOLE 5400
GLOBAL CROSSING Common G3921A100 11,314 364970 SH SOLE 364970
TRANSOCEAN SEDCO FOREX INC. Common G90078109 897 15295 SH SOLE 15295
</TABLE>
