UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 28 January 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: 518
Form 13F Information Table Value Total: $ 1,365,864
(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 829 11200 SH SOLE 11200
AFLAC INC. Common 001055102 795 20500 SH SOLE 20500
THE AES CORP Common 00130H105 1,120 14000 SH SOLE 14000
AMR CORP Common 001765106 736 12600 SH SOLE 12600
A T & T Common 001957109 13,519 259665 SH SOLE 259665
AT & T CORP. LIBERTY MEDIA GROUP Series 'A' 001957208 10,263 178000 SH SOLE 178000
AXA FINANCIAL Common 002451102 223 6620 SH SOLE 6620
ABBOTT LABS. Common 002824100 3,858 123700 SH SOLE 123700
ADAPTEC INC Common 00651F108 459 8400 SH SOLE 8400
ADOBE SYSTEMS Common 00724F101 553 8800 SH SOLE 8800
ADVANCED MICRO DEV. Common 007903107 380 10000 SH SOLE 10000
AETNA INC. Common 008117103 746 13400 SH SOLE 13400
AGILENT TECHNOLOGIES INC Common 00846U101 2,553 37180 SH SOLE 37180
AIR PRODUCTS & CHEMICALS Common 009158106 498 17200 SH SOLE 17200
ALBERTO-CULVER Class 'B' 013068101 124 4900 SH SOLE 4900
ALBERTSONS Common 013104104 1,103 35730 SH SOLE 35730
ALCAN ALUMINIUM Common 013716105 848 20300 SH SOLE 20300
ALCOA INC Common 013817101 10,093 133789 SH SOLE 133789
ALLEGHENY TECHNOLOGIES INC Common 01741R102 142 6452 SH SOLE 6452
ALLERGAN Common 018490102 498 9400 SH SOLE 9400
ALLIED WASTE INDUSTRIES INC. Common 019589308 115 15500 SH SOLE 15500
ALLSTATE CORP. Common 020002101 1,657 70508 SH SOLE 70508
ALLTEL CORP Common 020039103 1,838 22800 SH SOLE 22800
ALZA Common 022615108 228 6000 SH SOLE 6000
AMERADA HESS CORP Common 023551104 392 6700 SH SOLE 6700
AMEREN CORP. Common 023608102 303 9100 SH SOLE 9100
AMERICA ON LINE Common 02364J104 11,609 178600 SH SOLE 178600
AMERICAN ELECTRIC POWER Common 025537101 642 18897 SH SOLE 18897
AMERICAN EXPRESS Common 025816109 5,688 37500 SH SOLE 37500
AMERICAN GENERAL CORP. Common 026351106 1,282 22421 SH SOLE 22421
AMERICAN GREETINGS Class 'A' 026375105 142 6300 SH SOLE 6300
AMERICAN HOME PRODUCTS Common 026609107 5,016 104500 SH SOLE 104500
AMER INTERNATIONAL GROUP Common 026874107 26,604 255960 SH SOLE 255960
AMGEN Common 031162100 6,393 85600 SH SOLE 85600
AMSOUTH BANCORP Common 032165102 525 32200 SH SOLE 32200
ANADARKO PETROLEUM Common 032511107 350 9800 SH SOLE 9800
ANALOG DEVICES Common 032654105 1,372 14200 SH SOLE 14200
ANDREW CORPORATION Common 034425108 193 8100 SH SOLE 8100
ANHEUSER-BUSCH Common 035229103 2,620 36900 SH SOLE 36900
AON CORP. Common 037389103 460 18000 SH SOLE 18000
APACHE CORP Common 037411105 278 6900 SH SOLE 6900
APPLE COMPUTER Common 037833100 1,258 11300 SH SOLE 11300
APPLIED MATERIALS Common 038222105 4,578 32400 SH SOLE 32400
ARCHER DANIELS MIDLAND Common 039483102 733 56375 SH SOLE 56375
ARMSTRONG WORLD INDS Common 042476101 73 2900 SH SOLE 2900
ASHLAND INC Common 044204105 231 6600 SH SOLE 6600
ASSOCIATES FIRST CAPITAL CORP Class 'A' 046008108 1,371 56086 SH SOLE 56086
ATLANTIC RICHFIELD Common 048825103 2,093 27000 SH SOLE 27000
AUTODESK Common 052769106 129 4200 SH SOLE 4200
AUTOMATIC DATA PROCESSING Common 053015103 2,649 52400 SH SOLE 52400
AUTOZONE Common 053332102 305 10800 SH SOLE 10800
AVERY DENNISON Common 053611109 605 8700 SH SOLE 8700
AVON PRODUCTS Common 054303102 563 19407 SH SOLE 19407
BB & T CORP Common 054937107 572 21400 SH SOLE 21400
BMC SOFTWARE Common 055921100 783 17600 SH SOLE 17600
BAKER HUGHES Common 057224107 522 22967 SH SOLE 22967
BALL CORP Common 058498106 90 2200 SH SOLE 2200
BANK OF AMERICA CORP Common 060505104 7,032 154028 SH SOLE 154028
BANK OF NEW YORK Common 064057102 7,955 218120 SH SOLE 218120
BANC ONE CORP Common 06423A103 2,861 97406 SH SOLE 97406
BARD (CR) Common 067383109 243 5100 SH SOLE 5100
BARRICK GOLD CORP Common 067901108 574 33500 SH SOLE 33500
BAUSCH & LOMB Common 071707103 238 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC. Common 071813109 1,540 25344 SH SOLE 25344
BEAR STEARNS Common 073902108 424 10473 SH SOLE 10473
BECTON DICKINSON Common 075887109 507 17600 SH SOLE 17600
BED BATH & BEYOND Common 075896100 323 11500 SH SOLE 11500
BELL ATLANTIC Common 077853109 7,663 127380 SH SOLE 127380
BELLSOUTH CORP Common 079860102 7,290 154900 SH SOLE 154900
BEMIS Common 081437105 121 3800 SH SOLE 3800
BEST BUY CO INC. Common 086516101 838 15500 SH SOLE 15500
BESTFOODS Common 08658U101 1,155 25800 SH SOLE 25800
BETHLEHEM STEEL Common 087509105 62 8201 SH SOLE 8201
BIOMET Common 090613100 411 9900 SH SOLE 9900
BLACK & DECKER Common 091797100 382 9136 SH SOLE 9136
BLOCK (H&R) Common 093671105 337 7500 SH SOLE 7500
BOEING Common 097023105 3,521 77061 SH SOLE 77061
BOISE CASCADE CORP Common 097383103 137 3587 SH SOLE 3587
BOSTON SCIENTIFIC Common 101137107 720 34800 SH SOLE 34800
BRIGGS & STRATTON Common 109043109 86 1800 SH SOLE 1800
BRISTOL MYERS SQUIBB Common 110122108 17,507 286269 SH SOLE 286269
BROWN FORMAN Class 'B' 115637209 283 4900 SH SOLE 4900
BRUNSWICK CORP Common 117043109 148 7247 SH SOLE 7247
BURLINGTON NORTHERN SANTA FE Common 12189T104 1,040 42127 SH SOLE 42127
BURLINGTON RESOURCES Common 122014103 422 12560 SH SOLE 12560
CBS CORPORATION Common 12490K107 3,729 62470 SH SOLE 62470
CIGNA CORP. Common 125509109 1,172 15718 SH SOLE 15718
CMS ENERGY Common 125896100 216 6900 SH SOLE 6900
CSX CORP Common 126408103 598 19500 SH SOLE 19500
CVS Common 126650100 1,105 32000 SH SOLE 32000
CABLEVISION SYSTEMS Class 'A' 12686C109 8,368 97655 SH SOLE 97655
CABLETRON SYSTEMS Common 126920107 308 11200 SH SOLE 11200
CAMPBELL SOUP CO. Common 134429109 1,223 36990 SH SOLE 36990
CAPITAL ONE FINANCE Common 14040H105 1,038 25200 SH SOLE 25200
CARDINAL HEALTH Common 14149Y108 1,121 21500 SH SOLE 21500
CARNIVAL CORP Common 143658102 3,184 68100 SH SOLE 68100
CAROLINA POWER & LIGHT Common 144141108 329 10800 SH SOLE 10800
CATERPILLAR Common 149123101 1,331 28100 SH SOLE 28100
CENDANT CORP Common 151313103 1,358 65455 SH SOLE 65455
CENTEX CORPORATION Common 152312104 92 4000 SH SOLE 4000
CENTRAL & SOUTH WEST CORP. Common 152357109 309 15200 SH SOLE 15200
CENTURYTEL INC Common 156686107 425 9750 SH SOLE 9750
CERIDIAN CORP Common 15677T106 199 11820 SH SOLE 11820
CHAMPION INTL CORP Common 158525105 424 6947 SH SOLE 6947
CHASE MANHATTAN Common 16161A108 14,264 195565 SH SOLE 195565
CHEVRON CORP Common 166751107 4,774 53900 SH SOLE 53900
CHUBB CORP Common 171232101 866 15500 SH SOLE 15500
CINCINNATI FINANCIAL CORP Common 172062101 361 12000 SH SOLE 12000
CINERGY CORP Common 172474108 280 11300 SH SOLE 11300
CIRCUIT CITY GROUP Common 172737108 605 14000 SH SOLE 14000
CISCO SYSTEMS Common 17275R102 51,827 449696 SH SOLE 449696
CITIGROUP Common 172967101 26,196 464417 SH SOLE 464417
CITRIX SYSTEMS INC Common 177376100 1,002 6700 SH SOLE 6700
CLEAR CHANNEL COMMUNICATIONS Common 184502102 2,489 26100 SH SOLE 26100
CLOROX CO Common 189054109 749 14800 SH SOLE 14800
COASTAL Common 190441105 660 17730 SH SOLE 17730
COCA-COLA Common 191216100 13,829 206883 SH SOLE 206883
COCA COLA ENTERPRISES Common 191219104 721 30600 SH SOLE 30600
COLGATE-PALMOLIVE Common 194162103 13,504 220358 SH SOLE 220358
COLUMBIA ENERGY GROUP Common 197648108 394 6000 SH SOLE 6000
COLUMBIA HCA HEALTHCARE Common 197677107 1,352 44786 SH SOLE 44786
COMCAST CORP Class 'A' 200300200 3,331 63000 SH SOLE 63000
COMERCIA INC. Common 200340107 465 11400 SH SOLE 11400
COMPAQ COMPUTER CORP Common 204493100 4,230 134815 SH SOLE 134815
COMPUTER ASSOCIATES Common 204912109 2,861 40400 SH SOLE 40400
COMPUTER SCIENCES Common 205363104 1,237 13846 SH SOLE 13846
COMPUWARE CORP. Common 205638109 798 31000 SH SOLE 31000
COMVERSE TECHNOLOGY INCOME Common 205862402 872 5800 SH SOLE 5800
CONAGRA INC. Common 205887102 990 42800 SH SOLE 42800
CONEXANT SYSTEMS Common 207142100 2,519 32100 SH SOLE 32100
CONOCO INC Class 'B' 208251405 1,238 46600 SH SOLE 46600
CONCESO INC. Common 208464107 350 22590 SH SOLE 22590
CONSOLIDATED EDISON INC Common 209115104 661 19700 SH SOLE 19700
CONSOLIDATED NATURAL GAS Common 209615103 463 6800 SH SOLE 6800
CONSOLIDATED STORES Common 210149100 109 7400 SH SOLE 7400
CONSTELLATION ENERGY GROUP Common 210371100 308 10600 SH SOLE 10600
COOPER INDUSTRIES Common 216669101 357 8500 SH SOLE 8500
COOPER TIRE & RUBBER Common 216831107 79 5600 SH SOLE 5600
COORS (ADOLPH) CO Class 'B' 217016104 156 3200 SH SOLE 3200
CORNING INC Common 219350105 3,337 20600 SH SOLE 20600
COSTCO WHOLESALE CORP Common 22160K105 1,833 37800 SH SOLE 37800
COUNTRYWIDE CREDIT Common 222372104 262 10500 SH SOLE 10500
CRANE CO Common 224399105 100 4950 SH SOLE 4950
CROWN CORK & SEAL Common 228255105 216 9200 SH SOLE 9200
CUMMINS ENGINE CO Common 231021106 129 3000 SH SOLE 3000
DTE ENERGY Common 233331107 483 13000 SH SOLE 13000
DANA CORP Common 235811106 326 11681 SH SOLE 11681
DANAHER Common 235851102 470 11400 SH SOLE 11400
DARDEN RESTAURANTS Common 237194105 193 11000 SH SOLE 11000
DATA CRITICAL CORP. Common 237622105 48 3000 SH SOLE 3000
DAYTON-HUDSON Common 239753106 2,346 36200 SH SOLE 36200
DEERE & CO Common 244199105 1,016 23000 SH SOLE 23000
DELL COMPUTER CORPORATION Common 247025109 9,196 210200 SH SOLE 210200
DELPHI AUTOMOTIVE Common 247126105 698 39489 SH SOLE 39489
DELTA AIR LINES Common 247361108 629 13421 SH SOLE 13421
DELUXE CORP Common 248019101 158 5900 SH SOLE 5900
DILLARDS Class 'A' 254067101 155 7800 SH SOLE 7800
DISNEY (WALT) CO Common 254687106 5,551 169482 SH SOLE 169482
DOLLAR GENERAL Common 256669102 496 21562 SH SOLE 21562
DOMINION RESOURCES Common 257470104 787 18600 SH SOLE 18600
DONNELLEY (RR) & SONS Common 257867101 246 10800 SH SOLE 10800
DOVER CORP Common 260003108 754 17000 SH SOLE 17000
DOW CHEMICAL Common 260543103 2,382 19512 SH SOLE 19512
DOW JONES Common 260561105 345 5300 SH SOLE 5300
DUPONT DE NEMOURS (EI) Common 263534109 5,210 82366 SH SOLE 82366
DUKE ENERGY Common 264399106 1,745 30883 SH SOLE 30883
DUN & BRADSTREET CORP (DELAWARE) Common 26483B106 345 12300 SH SOLE 12300
EMC CORPORATION Common 268648102 24,010 199566 SH SOLE 199566
EASTERN ENTERPRISES Common 27637F100 86 1500 SH SOLE 1500
EASTMAN CHEMICAL Common 277432100 245 5600 SH SOLE 5600
EASTMAN KODAK CO Common 277461109 1,689 27802 SH SOLE 27802
EATON CORP Common 278058102 376 5600 SH SOLE 5600
ECHOSTAR COMMUNICATIONS CORP Class 'A' 278762109 8,775 91140 SH SOLE 91140
ECOLAB INC Common 278865100 348 9400 SH SOLE 9400
EDISON INTL Common 281020107 823 30000 SH SOLE 30000
EL PASO NATURAL GAS Common 283695875 630 18600 SH SOLE 18600
ELECTRONIC DATA SYSTEMS CORP. Common 285661104 2,639 37200 SH SOLE 37200
EMERSON ELECTRIC Common 291011104 2,222 37000 SH SOLE 37000
ENGELHARD CORPORATION Common 292845104 172 10400 SH SOLE 10400
ENRON Common 293561106 4,097 57200 SH SOLE 57200
ENTERGY Common 29364G103 590 24382 SH SOLE 24382
EQUIFAX INC Common 294429105 298 14600 SH SOLE 14600
EXXON MOBIL CORPORATION Common 30231G102 34,458 405394 SH SOLE 405394
FMC CORP. Common 302491303 143 2600 SH SOLE 2600
FPL GROUP INC Common 302571104 783 17800 SH SOLE 17800
FDX CORP. Common 31304N107 931 22298 SH SOLE 22298
FREDDIE MAC Common 313400301 2,634 58200 SH SOLE 58200
FANNIE MAE Common 313586109 4,670 83400 SH SOLE 83400
FEDERATED DEPT STORES Common 31410H101 886 20200 SH SOLE 20200
FIFTH THIRD BANCORP Common 316773100 1,245 20700 SH SOLE 20700
FIRST DATA CORP Common 319963104 1,756 35200 SH SOLE 35200
FIRST UNION CORP. Common 337358105 2,641 80494 SH SOLE 80494
FIRSTAR (NEW) Common 33763V109 1,770 81619 SH SOLE 81619
FIRSTENERGY Common 337932107 435 18900 SH SOLE 18900
FLEET BOSTON CORP Common 33901A108 2,336 78031 SH SOLE 78031
FLEETWOOD ENTERPRISES Common 339099103 49 2500 SH SOLE 2500
FLORIDA PROGRESS Common 341109106 334 8000 SH SOLE 8000
FLUOR CORP. Common 343861100 274 6117 SH SOLE 6117
FORD MOTOR Common 345370100 5,164 102375 SH SOLE 102375
FORT JAMES CORP. Common 347471104 493 18000 SH SOLE 18000
FORTUNE BRANDS Common 349631101 383 12400 SH SOLE 12400
FOSTER WHEELER Common 350244109 27 2900 SH SOLE 2900
FRANKLIN RESOURCES Common 354613101 768 21700 SH SOLE 21700
FREEPORT MC C&G Class 'B' 35671D857 375 20400 SH SOLE 20400
GPU INC. Common 36225Z100 254 8700 SH SOLE 8700
GTE CORP Common 362320103 5,538 78000 SH SOLE 78000
GANNETT Common 364730101 1,688 23000 SH SOLE 23000
GAP Common 364760108 3,254 72112 SH SOLE 72112
GATEWAY INC Common 367626108 1,649 26600 SH SOLE 26600
GENERAL DYNAMICS Common 369550108 819 16596 SH SOLE 16596
GENERAL ELECTRIC Common 369604103 58,095 402912 SH SOLE 402912
GENERAL MILLS Common 370334104 907 28800 SH SOLE 28800
GENERAL MOTORS Common 370442105 4,442 54214 SH SOLE 54214
GENUINE PARTS Common 372460105 312 12900 SH SOLE 12900
GEORGIA-PACIFIC CORP Common 373298108 529 12400 SH SOLE 12400
GILLETTE CO Common 375766102 3,432 88000 SH SOLE 88000
GOLDEN WEST FINANCIAL Common 381317106 344 12300 SH SOLE 12300
GOODRICH (BF) CORPORATION Common 382388106 110 3900 SH SOLE 3900
GOODYEAR TIRE & RUBBER Common 382550101 389 15400 SH SOLE 15400
GRACE (WR) & CO. Common 38388F108 64 5200 SH SOLE 5200
GRAINGER (W.W) INC. Common 384802104 389 7200 SH SOLE 7200
GREAT ATLANTIC & PACIFIC Common 390064103 78 2800 SH SOLE 2800
GREAT LAKES CHEMICAL CORP. Common 390568103 164 4300 SH SOLE 4300
GUIDANT COMMON STOCK NPV Common 401698105 1,068 21200 SH SOLE 21200
HCR MANOR CARE INC. Common 404134108 64 4500 SH SOLE 4500
HALLIBURTON (USA) Common 406216101 11,805 278581 SH SOLE 278581
HARCOURT GENERAL INC Common 41163G101 149 3600 SH SOLE 3600
HARRAHS ENTERTAINMENT Common 413619107 222 9295 SH SOLE 9295
HARRIS CORP Common 413875105 4 124 SH SOLE 124
HARTFORD FINANCIAL SERVICES Common 416515104 810 21360 SH SOLE 21360
HASBRO Common 418056107 214 13800 SH SOLE 13800
HEALTHSOUTH CORP. Common 421924101 223 35000 SH SOLE 35000
HEINZ (HJ) CO. Common 423074103 1,292 33560 SH SOLE 33560
HERCULES INC Common 427056106 137 7200 SH SOLE 7200
HERSHEY FOODS CORP. Common 427866108 483 11700 SH SOLE 11700
HEWLETT-PACKARD Common 428236103 9,593 84796 SH SOLE 84796
HILTON HOTELS CORP Common 432848109 153 17900 SH SOLE 17900
HOME DEPOT Common 437076102 10,872 181950 SH SOLE 181950
HOMESTAKE MINING Common 437614100 73 10881 SH SOLE 10881
HONEYWELL INTERNATIONAL Common 438516106 3,203 62415 SH SOLE 62415
HOUSEHOLD INTL. INC. Common 441815107 1,454 40819 SH SOLE 40819
HUMANA INC. Common 444859102 114 14600 SH SOLE 14600
HUNTINGTON BANCSHARES Common 446150104 407 19855 SH SOLE 19855
HUTTIG BUILDING PRODUCTS INC Common 448451104 5 1100 SH SOLE 1100
IMS HEALTH Common 449934108 620 24000 SH SOLE 24000
ITT INDUSTRIES Common 450911102 347 10600 SH SOLE 10600
IKON OFFICE SOLUTIONS Common 451713101 87 9500 SH SOLE 9500
ILLINOIS TOOL WORKS Common 452308109 1,392 22300 SH SOLE 22300
MBNA CORP. Common 45262L100 1,755 67500 SH SOLE 67500
INCO (USA) Common 453258402 294 14900 SH SOLE 14900
INFINITY BROADCASTING Class 'A' 45662S102 2,670 74300 SH SOLE 74300
INGERSOLL RAND Common 456866102 701 14550 SH SOLE 14550
INTEL CORP. Common 458140100 39,304 401188 SH SOLE 401188
INTERNATIONAL BUSINESS MACHINES Common 459200101 26,277 216664 SH SOLE 216664
INTERNATIONAL FLAVORS & FRAGRANCES Common 459506101 361 9864 SH SOLE 9864
INTERNATIONAL PAPER Common 460146103 12,439 248933 SH SOLE 248933
INTERPUBLIC GROUP Common 460690100 1,155 21900 SH SOLE 21900
JDS UNIPHASE Common 46612J101 6,179 26510 SH SOLE 26510
JEFFERSON-PILOT Common 475070108 578 9450 SH SOLE 9450
JOHNSON & JOHNSON Common 478160104 15,990 177975 SH SOLE 177975
JOHNSON CONTROLS Common 478366107 430 7500 SH SOLE 7500
JOSTENS Common 481088102 82 3400 SH SOLE 3400
KLA TENCOR CORP. Common 482480100 925 14400 SH SOLE 14400
KMART Common 482584109 432 44265 SH SOLE 44265
KANSAS CITY SOUTHERN INDS Common 485170104 639 9100 SH SOLE 9100
KAUFMAN & BROAD HOME Common 486168107 75 3400 SH SOLE 3400
KELLOGG CO. Common 487836108 930 37200 SH SOLE 37200
KERR MCGEE CORP Common 492386107 497 7768 SH SOLE 7768
KEYCORP Common 493267108 855 40000 SH SOLE 40000
KIMBERLY-CLARK CORP Common 494368103 2,976 46000 SH SOLE 46000
KNIGHT RIDDER INC Common 499040103 349 6500 SH SOLE 6500
KOHLS CORP Common 500255104 984 12900 SH SOLE 12900
KROGER Common 501044101 1,032 61400 SH SOLE 61400
LSI LOGIC CORP Common 502161102 1,041 12700 SH SOLE 12700
LANIER WORLDWIDE CORP Common 51589L105 0 124 SH SOLE 124
LEACH INTERNATIONAL INC. Common 521642108 281 3600 SH SOLE 3600
LEGGETT & PLATT Common 524660107 307 16100 SH SOLE 16100
LEHMAN BROTHERS HLDGS Common 524908100 571 8100 SH SOLE 8100
LEXMARK INTERNATIONAL INC Class 'A' 529771107 853 10600 SH SOLE 10600
LIBERATE TECHNOLOGIES Common 530129105 1,059 10000 SH SOLE 10000
LILLY (ELI) & CO Common 532457108 5,868 90500 SH SOLE 90500
LIMITED Common 532716107 661 19844 SH SOLE 19844
LINCOLN NATIONAL Common 534187109 530 14800 SH SOLE 14800
LIZ CLAIBOURNE Common 539320101 233 6300 SH SOLE 6300
LOCKHEED MARTIN Common 539830109 756 36000 SH SOLE 36000
LOEWS CORP. Common 542424108 604 10300 SH SOLE 10300
LONGS DRUG STORES Common 543162101 65 2800 SH SOLE 2800
LOUISIANA-PACIFIC Common 546347105 103 7900 SH SOLE 7900
LOWE'S COS. INC. Common 548661108 1,412 29800 SH SOLE 29800
LUCENT TECHNOLOGIES Common 549463107 13,254 251707 SH SOLE 251707
MBIA INC. Common 55262C100 317 6400 SH SOLE 6400
MCI WORLDCOM Common 55268B106 16,980 408229 SH SOLE 408229
MGIC INVESTMENT Common 552848103 378 8500 SH SOLE 8500
MALLINCKRODT GROUP Common 561232109 198 6710 SH SOLE 6710
MARSH & MCLENNAN Common 571748102 2,132 21000 SH SOLE 21000
MARRIOT INTERNATIONAL Class 'A' 571903202 763 23800 SH SOLE 23800
MASCO CORP Common 574599106 824 36500 SH SOLE 36500
MATTEL Common 577081102 309 26000 SH SOLE 26000
MAY DEPARTMENT STORES Common 577778103 921 28240 SH SOLE 28240
MAYTAG CORP Common 578592107 297 7100 SH SOLE 7100
MCDERMOTT INTL Common 580037109 44 4000 SH SOLE 4000
MCDONALD'S CORP Common 580135101 13,722 334428 SH SOLE 334428
MCGRAW HILL Common 580645109 839 14400 SH SOLE 14400
MCKESSON HBOC CORP. Common 58155Q103 521 20722 SH SOLE 20722
MEAD CORP Common 582834107 283 7400 SH SOLE 7400
MEDIAONE GROUP Common 58440J104 14,474 183730 SH SOLE 183730
MEDTRONIC Common 585055106 4,156 95400 SH SOLE 95400
MELLON FINANCIAL CORP Common 58551A108 1,476 46400 SH SOLE 46400
MERCK & CO. Common 589331107 15,129 208679 SH SOLE 208679
MEREDITH CORP Common 589433101 109 2900 SH SOLE 2900
MILACRON INC Common 589709103 58 4000 SH SOLE 4000
MERRILL LYNCH Common 590188108 2,322 30152 SH SOLE 30152
MICROSOFT CORP Common 594918104 63,427 611345 SH SOLE 611345
MICRON TECHNOLOGY Common 595112103 1,383 20600 SH SOLE 20600
MILLIPORE CORP Common 601073109 143 3200 SH SOLE 3200
MINNESOTA MINING & MANUFACTURING Common 604059105 3,201 33722 SH SOLE 33722
MIRAGE RESORTS Common 60462E104 308 19400 SH SOLE 19400
MOLEX INC Common 608554101 362 6400 SH SOLE 6400
MONSANTO CORP Common 611662107 1,921 53371 SH SOLE 53371
JP MORGAN & CO. Common 616880100 1,670 14200 SH SOLE 14200
MORGAN STANLEY DEAN WITTER & CO. Common 617446448 16,720 126130 SH SOLE 126130
MOTOROLA Common 620076109 8,032 55635 SH SOLE 55635
NCR CORP Common 62886E108 303 7900 SH SOLE 7900
NABISCO GROUP HOLDINGS CORP Common 62952P102 251 27100 SH SOLE 27100
NACCO INDUSTRIES Class 'A' 629579103 20 400 SH SOLE 400
NATIONAL CITY CORP. Common 635405103 1,029 49000 SH SOLE 49000
NATIONAL SEMICONDUCTOR Common 637640103 502 10359 SH SOLE 10359
NATIONAL SERVICE Common 637657107 83 3200 SH SOLE 3200
NAVISTAR INTL Common 63934E108 228 5200 SH SOLE 5200
NETWORK APPLIANCE Common 64120L104 1,382 11800 SH SOLE 11800
NEW CENTURY ENERGY Common 64352U103 276 9300 SH SOLE 9300
NEW YORK TIMES Class 'A' 650111107 634 13600 SH SOLE 13600
NEWEL RUBBERMAID Common 651229106 681 21963 SH SOLE 21963
NEWMONT MINING Common 651639106 237 11200 SH SOLE 11200
NEXTEL COMMUNICATIONS INC Class 'A' 65332V103 3,348 27900 SH SOLE 27900
NIAGARA MOHAWK HOLDINGS Common 653520106 140 10400 SH SOLE 10400
NICOR INC. Common 654086107 122 3500 SH SOLE 3500
NIKE INC. Class 'B' 654106103 1,070 21100 SH SOLE 21100
NORDSTROM INC Common 655664100 317 14200 SH SOLE 14200
NORFOLK SOUTHERN GROUP Common 655844108 673 34188 SH SOLE 34188
NORTEL NETWORKS CORP. Common 656569100 12,702 123844 SH SOLE 123844
NORTHERN STATES POWER Common 665772109 198 10000 SH SOLE 10000
NORTHERN TRUST CORP Common 665859104 1,068 19400 SH SOLE 19400
NORTHROP GRUMMAN Common 666807102 214 4100 SH SOLE 4100
NOVELL INC. Common 670006105 1,116 31100 SH SOLE 31100
NUCOR CORP Common 670346105 322 6300 SH SOLE 6300
OCCIDENTAL PETROLEUM Common 674599105 526 24236 SH SOLE 24236
OFFICE DEPOT Common 676220106 324 31000 SH SOLE 31000
OLD KENT FINANCIAL CORP. Common 679833103 247 8000 SH SOLE 8000
OMNICOM GROUP INC Common 681919106 1,329 14000 SH SOLE 14000
ONEOK INC. Common 682680103 55 2000 SH SOLE 2000
ORACLE CORPORATION Common 68389X105 25,923 434092 SH SOLE 434092
OWENS CORNING Common 69073F103 66 3700 SH SOLE 3700
OWENS ILLINOIS Common 690768403 271 13400 SH SOLE 13400
PECO ENERGY Common 693304107 774 19900 SH SOLE 19900
PG & E Common 69331C108 657 29300 SH SOLE 29300
PE-CORP-PE BIOSYSTEMS GROUP Common 69332S102 1,074 6400 SH SOLE 6400
PNC BANK CORP. Common 693475105 1,071 24400 SH SOLE 24400
PP & L RESOURCES Common 693499105 276 11700 SH SOLE 11700
PPG INDUSTRIES Common 693506107 944 16100 SH SOLE 16100
PACCAR INC Common 693718108 297 6900 SH SOLE 6900
PACTIV CORP Common 695257105 154 15300 SH SOLE 15300
PAINE WEBBER Common 695629105 450 12000 SH SOLE 12000
PALL CORP Common 696429307 180 9100 SH SOLE 9100
PARAMETRIC TECH. Common 699173100 489 22800 SH SOLE 22800
PARKER - HANNIFIN Common 701094104 372 7950 SH SOLE 7950
PAYCHEX Common 704326107 900 19650 SH SOLE 19650
PENNEY (JC) CO INC Common 708160106 477 22700 SH SOLE 22700
PEOPLES ENERGY Common 711030106 83 2500 SH SOLE 2500
PEOPLESOFT INC. Common 712713106 463 18500 SH SOLE 18500
PEP BOYS MANNY, MOE & JACK Common 713278109 35 4500 SH SOLE 4500
PEPSICO CAPITAL Common 713448108 4,526 125277 SH SOLE 125277
PERKINELMER Common 714046109 156 3300 SH SOLE 3300
PHARAMACIA & UPJOHN Common 716941109 2,011 41887 SH SOLE 41887
PFIZER INC. Common 717081103 10,522 300100 SH SOLE 300100
PHELPS DODGE CORP Common 717265102 416 6745 SH SOLE 6745
PHILIP MORRIS Common 718154107 4,301 195500 SH SOLE 195500
PHILLIPS PETROLEUM Common 718507106 1,007 23600 SH SOLE 23600
PINNACLE WEST CAPITAL CORP. Common 723484101 207 6700 SH SOLE 6700
PITNEY BOWES Common 724479100 984 21400 SH SOLE 21400
PLACER DOME (USA) Common 725906101 212 21500 SH SOLE 21500
POLAROID CORP Common 731095105 78 4067 SH SOLE 4067
POTLATCH CORP Common 737628107 101 2500 SH SOLE 2500
PRAXAIR Common 74005P104 661 14100 SH SOLE 14100
PRICE (T ROWE) ASSOCIATES Common 741477103 399 10000 SH SOLE 10000
PROCTER & GAMBLE Common 742718109 11,158 108658 SH SOLE 108658
PROGRESSIVE CORP Common 743315103 432 6600 SH SOLE 6600
PROVIDIAN FINANCIAL CORP Common 74406A102 1,015 12600 SH SOLE 12600
PUBLIC SERVICE ENTERPRISE Common 744573106 740 20800 SH SOLE 20800
PULTE Common 745867101 66 3600 SH SOLE 3600
QUAKER OATS CO. Common 747402105 738 12200 SH SOLE 12200
QUALCOMM INC Common 747525103 19,215 124040 SH SOLE 124040
QUINTILES TRANSNATIONAL Common 748767100 227 9300 SH SOLE 9300
QWEST COMMUNICATIONS INTL Common 749121109 7,710 184110 SH SOLE 184110
RALSTON-PURINA Common 751277302 781 28992 SH SOLE 28992
RAYTHEON CO Class 'B' 755111408 581 29622 SH SOLE 29622
REEBOK INTERNATIONAL Common 758110100 39 5000 SH SOLE 5000
REGIONS FINANCIAL CORP Common 758940100 404 17500 SH SOLE 17500
RELIANT ENERGY Common 75952J108 560 24296 SH SOLE 24296
REYNOLDS METALS Common 761763101 451 6500 SH SOLE 6500
RITE AID CORP Common 767754104 157 22000 SH SOLE 22000
ROCKWELL INTERNATIONAL Common 773903109 853 17196 SH SOLE 17196
ROHM & HAAS CO Common 775371107 847 20187 SH SOLE 20187
ROWAN COS Common 779382100 184 7700 SH SOLE 7700
RUSSELL CORP Common 782352108 51 3400 SH SOLE 3400
RYDER SYSTEM Common 783549108 159 6800 SH SOLE 6800
SBC COMMUNICATIONS Common 78387G103 12,142 282368 SH SOLE 282368
SLM HOLDINGS Common 78442A109 580 14200 SH SOLE 14200
SAFECO CORP. Common 786429100 275 11300 SH SOLE 11300
SAFEWAY Common 786514208 1,305 40400 SH SOLE 40400
ST JUDE MEDICAL Common 790849103 190 6600 SH SOLE 6600
ST. PAUL COS. Common 792860108 554 17584 SH SOLE 17584
SARA LEE CORP Common 803111103 1,482 78800 SH SOLE 78800
SCHERING-PLOUGH Common 806605101 4,827 113900 SH SOLE 113900
SCHLUMBERGER Common 806857108 2,986 45247 SH SOLE 45247
SCHWAB (CHARLES) Common 808513105 2,645 70650 SH SOLE 70650
SCIENTIFIC-ATLANTA Common 808655104 474 6900 SH SOLE 6900
SCIQUEST COM. INC. Common 80908Q107 336 4000 SH SOLE 4000
SEAGATE TECHNOLOGY Common 811804103 699 16500 SH SOLE 16500
SEAGRAM (USA) Common 811850106 1,873 32900 SH SOLE 32900
SEALED AIR CORP Common 81211K100 153 2787 SH SOLE 2787
SEARS ROEBUCK & CO Common 812387108 1,171 36594 SH SOLE 36594
SEMPRA ENERGY CORP. Common 816851109 340 19522 SH SOLE 19522
SERVICE CORP Common 817565104 138 21400 SH SOLE 21400
SHARED MEDICAL SYS Common 819486101 106 2200 SH SOLE 2200
SHERWIN-WILLIAMS Common 824348106 275 15400 SH SOLE 15400
SIGMA-ALDRICH Common 826552101 303 8900 SH SOLE 8900
SILICON GRAPHICS Common 827056102 174 15800 SH SOLE 15800
SNAP ON Common 833034101 144 5400 SH SOLE 5400
SOLECTRON CORP Common 834182107 6,715 86090 SH SOLE 86090
SOUTHERN CO Common 842587107 1,521 62081 SH SOLE 62081
SOUTHTRUST CORP Common 844730101 377 13000 SH SOLE 13000
SOUTHWEST AIRLINES Common 844741108 672 43875 SH SOLE 43875
SPRINGS INDUSTRIES Class 'A' 851783100 68 1800 SH SOLE 1800
SPRINT CORP (FON GROUP) Common 852061100 4,335 70200 SH SOLE 70200
SPRINT CORP (PCS GROUP) Common 852061506 4,130 37300 SH SOLE 37300
STANLEY WORKS Common 854616109 206 7900 SH SOLE 7900
STAPLES INC Common 855030102 849 35850 SH SOLE 35850
STATE STREET CORP Common 857477103 1,008 13100 SH SOLE 13100
SUMMIT BANCORP Common 866005101 429 15200 SH SOLE 15200
SUN MICROSYSTEMS Common 866810104 22,412 265520 SH SOLE 265520
SUNOCO INC Common 86764P109 159 6500 SH SOLE 6500
SUNTRUST BANKS Common 867914103 1,607 27500 SH SOLE 27500
SUPERVALU INC. Common 868536103 215 12000 SH SOLE 12000
SYNOVUS FINANCIAL Common 87161C105 415 22800 SH SOLE 22800
SYSCO CORP Common 871829107 1,108 31200 SH SOLE 31200
TJX COMPANIES Common 872540109 490 28400 SH SOLE 28400
TRW Common 872649108 562 11900 SH SOLE 11900
TANDY CORP Common 875382103 774 15505 SH SOLE 15505
TEKTRONIX Common 879131100 174 4423 SH SOLE 4423
TELEDYNE TECHNOLOGIES INC Common 879360105 0 43 SH SOLE 43
TELLABS Common 879664100 2,242 32200 SH SOLE 32200
TEMPLE-INLAND INC. Common 879868107 299 4900 SH SOLE 4900
TENET HEALTHCARE Common 88033G100 545 21600 SH SOLE 21600
TERADYNE INC Common 880770102 1,013 14000 SH SOLE 14000
TEXACO INC Common 881694103 8,297 138000 SH SOLE 138000
TEXAS INSTRUMENTS Common 882508104 20,129 181140 SH SOLE 181140
TEXAS UTILITIES CO(HOLDINGS) Common 882848104 765 21247 SH SOLE 21247
TEXTRON INC Common 883203101 706 11700 SH SOLE 11700
THERMO ELECTRON Common 883556102 193 13400 SH SOLE 13400
THOMAS & BETTS Common 884315102 158 4800 SH SOLE 4800
3 COM Common 885535104 1,467 29600 SH SOLE 29600
TIME WARNER Common 887315109 9,691 106200 SH SOLE 106200
TIMES MIRROR CO Series 'A' 887364107 342 5300 SH SOLE 5300
TIMKEN CO Common 887389104 100 5500 SH SOLE 5500
TOO INC Common 890333107 1 49 SH SOLE 49
TORCHMARK CORP. Common 891027104 289 12400 SH SOLE 12400
TOSCO CORP Common 891490302 325 12600 SH SOLE 12600
TOYS R US Common 892335100 275 25999 SH SOLE 25999
TRICON GLOBAL RESTAURANTS INC. Common 895953107 440 13800 SH SOLE 13800
TRIBUNE CO Common 896047107 1,079 22000 SH SOLE 22000
TUPPERWARE CORP Common 899896104 86 5500 SH SOLE 5500
TYCO INTERNATIONAL Common 902124106 5,350 136530 SH SOLE 136530
USX-MARATHON GROUP Common 902905827 687 25800 SH SOLE 25800
UST INC Common 902911106 409 16400 SH SOLE 16400
US BANCORP Common 902973106 1,232 59024 SH SOLE 59024
USX-US STEEL GROUP Common 90337T101 206 7600 SH SOLE 7600
UNILEVER NV N.Y. Reg 904784709 2,506 49196 SH SOLE 49196
UNICOM CORP. Common 904911104 583 15936 SH SOLE 15936
UNION CARBIDE Common 905581104 633 11200 SH SOLE 11200
UNION PACIFIC Common 907818108 967 22100 SH SOLE 22100
UNION PACIFIC RESOURCES Common 907834105 309 22700 SH SOLE 22700
UNION PLANTERS Common 908068109 332 10400 SH SOLE 10400
UNISYS CORP. Common 909214108 542 16000 SH SOLE 16000
UNITED HEALTHCARE Common 910581107 975 16700 SH SOLE 16700
US AIRWAYS GROUP Common 911905107 166 7000 SH SOLE 7000
US WEST INC Common 91273H101 2,852 41485 SH SOLE 41485
UNITED TECHNOLOGIES Common 913017109 7,905 130251 SH SOLE 130251
UNOCAL CORP Common 915289102 707 22400 SH SOLE 22400
UNUMPROVIDENT CORP Common 91529Y106 549 20511 SH SOLE 20511
VF CORP Common 918204108 336 11400 SH SOLE 11400
VIACOM Class 'B' 925524308 2,908 50800 SH SOLE 50800
VULCAN MATERIALS Common 929160109 274 6400 SH SOLE 6400
WACHOVIA CORP. Common 929771103 904 14500 SH SOLE 14500
WALMART STORES Common 931142103 34,915 558636 SH SOLE 558636
WALGREEN Common 931422109 2,371 79200 SH SOLE 79200
WARNER-LAMBERT Common 934488107 16,276 176915 SH SOLE 176915
WASHINGTON MUTUAL INC. Common 939322103 961 42471 SH SOLE 42471
WASTE MANAGEMENT Common 94106L109 784 47135 SH SOLE 47135
WATER PIK TECHNOLOGIES Common 94113U100 0 15 SH SOLE 15
WATSON PHARMACEUTICALS INC Common 942683103 320 7900 SH SOLE 7900
WELLPOINT HEALTH NETWORK Common 94973H108 392 5500 SH SOLE 5500
WELLS FARGO & CO. Common 949746101 10,440 285793 SH SOLE 285793
WENDY'S INTERNATIONAL Common 950590109 235 11700 SH SOLE 11700
WESTVACO CORP Common 961548104 265 9100 SH SOLE 9100
WEYERHAEUSER Common 962166104 1,169 18309 SH SOLE 18309
WHIRLPOOL Common 963320106 385 6700 SH SOLE 6700
WILLIAMETTE INDS Common 969133107 343 8000 SH SOLE 8000
WILLIAMS CO'S INC. Common 969457100 1,202 30664 SH SOLE 30664
WINN DIXIE STORES Common 974280109 293 13300 SH SOLE 13300
WORTHINGTON INDS Common 981811102 129 8600 SH SOLE 8600
WRIGLEY (W) JR. Common 982526105 632 8200 SH SOLE 8200
XILINX INC Common 983919101 1,233 26000 SH SOLE 26000
XEROX CORPORATION Common 984121103 1,306 59017 SH SOLE 59017
YAHOO INC. Common 984332106 9,818 27900 SH SOLE 27900
YOUNG & RUBICAM INC. Common 987425105 311 5400 SH SOLE 5400
GLOBAL CROSSING Common G3921A100 10,244 193290 SH SOLE 193290
TRANSOCEAN SEDCO FOREX INC. Common G90078109 333 8758 SH SOLE 8758
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