UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 27 April 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: $ 1,464,275
(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 1,207 22400 SH SOLE 22400
AFLAC INC. Common 001055102 934 20500 SH SOLE 20500
THE AES CORP Common 00130H105 1,103 14000 SH SOLE 14000
AMR CORP Common 001765106 402 12600 SH SOLE 12600
A T & T Common 001957109 14,603 259313 SH SOLE 259313
AT & T CORP. LIBERTY MEDIA GROUP Series 'A' 001957208 12,623 212818 SH SOLE 212818
ABBOTT LABS Common 002824100 4,353 123700 SH SOLE 123700
ADAPTEC INC Common 00651F108 324 8400 SH SOLE 8400
ADOBE SYSTEMS Common 00724F101 980 8800 SH SOLE 8800
ADVANCED MICRO DEV. Common 007903107 571 10000 SH SOLE 10000
AETNA INC. Common 008117103 744 13400 SH SOLE 13400
AGILENT TECHNOLOGIES INC Common 00846U101 10,575 101680 SH SOLE 101680
AIR PRODUCTS & CHEMICALS Common 009158106 489 17200 SH SOLE 17200
ALBERTO-CULVER Class 'B' 013068101 117 4900 SH SOLE 4900
ALBERTSONS Common 013104104 1,103 35730 SH SOLE 35730
ALCAN ALUMINIUM Common 013716105 691 20300 SH SOLE 20300
ALCOA INC Common 013817101 12,660 180219 SH SOLE 180219
ALLEGHENY TECHNOLOGIES INC Common 01741R102 129 6419 SH SOLE 6419
ALLERGAN Common 018490102 470 9400 SH SOLE 9400
ALLIED WASTE INDUSTRIES INC. Common 019589308 102 15500 SH SOLE 15500
ALLSTATE CORP. Common 020002101 1,679 70508 SH SOLE 70508
ALLTEL CORP Common 020039103 1,442 22800 SH SOLE 22800
ALZA Common 022615108 225 6000 SH SOLE 6000
AMERADA HESS CORP Common 023551104 433 6700 SH SOLE 6700
AMEREN CORP. Common 023608102 282 9100 SH SOLE 9100
AMERICA ON LINE Common 02364J104 12,044 178600 SH SOLE 178600
AMERICAN ELECTRIC POWER Common 025537101 562 18849 SH SOLE 18849
AMERICAN EXPRESS Common 025816109 5,566 37374 SH SOLE 37374
AMERICAN GENERAL CORP. Common 026351106 1,254 22348 SH SOLE 22348
AMERICAN GREETINGS Class 'A' 026375105 115 6300 SH SOLE 6300
AMERICAN HOME PRODUCTS Common 026609107 5,617 104500 SH SOLE 104500
AMER INTERNATIONAL GROUP Common 026874107 31,307 285906 SH SOLE 285906
AMGEN Common 031162100 10,936 178176 SH SOLE 178176
AMSOUTH BANCORP Common 032165102 481 32200 SH SOLE 32200
ANADARKO PETROLEUM Common 032511107 379 9800 SH SOLE 9800
ANALOG DEVICES Common 032654105 2,286 28400 SH SOLE 28400
ANDREW CORPORATION Common 034425108 185 8100 SH SOLE 8100
ANHEUSER-BUSCH Common 035229103 2,297 36900 SH SOLE 36900
AON CORP. Common 037389103 581 18000 SH SOLE 18000
APACHE CORP Common 037411105 343 6900 SH SOLE 6900
APPLE COMPUTER Common 037833100 1,535 11300 SH SOLE 11300
APPLIED MATERIALS Common 038222105 5,712 60600 SH SOLE 60600
ARCH COAL INC. Common 039380100 11 1624 SH SOLE 1624
ARCHER DANIELS MIDLAND Common 039483102 581 56375 SH SOLE 56375
ARMSTRONG WORLD INDS Common 042476101 52 2900 SH SOLE 2900
ARROWPOINT COMMUNICATIONS Common 042810101 59 500 SH SOLE 500
ASHLAND INC Common 044204105 219 6600 SH SOLE 6600
ASSOCIATES FIRST CAPITAL CORPORATIONClass 'A' 046008108 1,199 56086 SH SOLE 56086
ATLANTIC RICHFIELD Common 048825103 2,288 26913 SH SOLE 26913
AUTODESK Common 052769106 191 4200 SH SOLE 4200
AUTOMATIC DATA PROCESSING Common 053015103 2,528 52400 SH SOLE 52400
AUTOZONE Common 053332102 300 10800 SH SOLE 10800
AVERY DENNSON Common 053611109 531 8700 SH SOLE 8700
AVON PRODUCTS Common 054303102 565 19311 SH SOLE 19311
BB & T CORP Common 054937107 601 21400 SH SOLE 21400
BMC SOFTWARE Common 055921100 869 17600 SH SOLE 17600
BAKER HUGHES Common 057224107 692 22882 SH SOLE 22882
BALL CORP Common 058498106 76 2200 SH SOLE 2200
BANK OF AMERICA CORP Common 060505104 7,317 139529 SH SOLE 139529
BANK OF NEW YORK Common 064057102 3,706 89170 SH SOLE 89170
BANC ONE CORP Common 06423A103 3,348 97056 SH SOLE 97056
BARD (CR) Common 067383109 197 5100 SH SOLE 5100
BARRICK GOLD CORP Common 067901108 526 33500 SH SOLE 33500
BAUSCH & LOMB Common 071707103 209 4000 SH SOLE 4000
BAXTER INTERNATIONAL INC. Common 071813109 1,584 25272 SH SOLE 25272
BEAR STEARNS Common 073902108 478 10473 SH SOLE 10473
BECTON DICKINSON Common 075887109 463 17600 SH SOLE 17600
BED BATH & BEYOND Common 075896100 453 11500 SH SOLE 11500
BELL ATLANTIC Common 077853109 7,761 126962 SH SOLE 126962
BELLSOUTH CORP Common 079860102 7,261 154900 SH SOLE 154900
BEMIS Common 081437105 140 3800 SH SOLE 3800
BEST BUY CO INC. Common 086516101 1,333 15500 SH SOLE 15500
BESTFOODS Common 08658U101 1,208 25800 SH SOLE 25800
BETHLEHEM STEEL Common 087509105 49 8168 SH SOLE 8168
BIOGEN INC Common 090597105 790 11300 SH SOLE 11300
BIOMET Common 090613100 360 9900 SH SOLE 9900
BLACK & DECKER Common 091797100 342 9112 SH SOLE 9112
BLOCK (H&R) Common 093671105 336 7500 SH SOLE 7500
BOEING Common 097023105 2,902 76738 SH SOLE 76738
BOISE CASCADE CORP Common 097383103 124 3573 SH SOLE 3573
BOSTON SCIENTIFIC Common 101137107 742 34800 SH SOLE 34800
BRIGGS & STRATTON Common 109043109 74 1800 SH SOLE 1800
BRISTOL MYERS SQUIBB Common 110122108 16,066 276994 SH SOLE 276994
BROCADE COMMUNICATION SYSTEMS Common 111621108 5,577 31100 SH SOLE 31100
BROWN FORMAN Class 'B' 115637209 267 4900 SH SOLE 4900
BRUNSWICK CORP Common 117043109 137 7218 SH SOLE 7218
BURLINGTON NORTHERN SANTA FE Common 12189T104 955 41985 SH SOLE 41985
BURLINGTON RESOURCES Common 122014103 465 12560 SH SOLE 12560
CBS CORPORATION Common 12490K107 3,531 62351 SH SOLE 62351
CIGNA CORP. Common 125509109 1,185 15638 SH SOLE 15638
CMS ENERGY Common 125896100 125 6900 SH SOLE 6900
CSX CORP Common 126408103 458 19500 SH SOLE 19500
CVS Common 126650100 1,202 32000 SH SOLE 32000
CABLEVISION SYSTEMS Class 'A' 12686C109 6,060 99749 SH SOLE 99749
CABLETRON SYSTEMS Common 126920107 329 11200 SH SOLE 11200
CAMPBELL SOUP CO. Common 134429109 1,133 36848 SH SOLE 36848
CAPITAL ONE FINANCE Common 14040H105 1,333 27800 SH SOLE 27800
CARDINAL HEALTH Common 14149Y108 986 21500 SH SOLE 21500
CARNIVAL CORP Common 143658102 1,211 48800 SH SOLE 48800
CAROLINA POWER & LIGHT Common 144141108 350 10800 SH SOLE 10800
CATERPILLAR Common 149123101 1,108 28100 SH SOLE 28100
CENDANT CORP Common 151313103 1,211 65455 SH SOLE 65455
CENTEX CORPORATION Common 152312104 95 4000 SH SOLE 4000
CENTRAL & SOUTH WEST CORP Common 152357109 260 15200 SH SOLE 15200
CENTURYTEL INC Common 156686107 362 9750 SH SOLE 9750
CERIDIAN CORP Common 15677T106 226 11785 SH SOLE 11785
CHAMPION INTL CORP Common 158525105 369 6923 SH SOLE 6923
CHASE MANHATTAN Common 16161A108 19,775 226813 SH SOLE 226813
CHEVRON CORP Common 166751107 4,982 53900 SH SOLE 53900
CHUBB CORP Common 171232101 1,047 15500 SH SOLE 15500
CINCINNATI FINANCIAL CORP Common 172062101 452 12000 SH SOLE 12000
CINERGY CORP Common 172474108 243 11300 SH SOLE 11300
CIRCUIT CITY GROUP Common 172737108 852 14000 SH SOLE 14000
CISCO SYSTEMS Common 17275R102 71,406 923600 SH SOLE 923600
CITIGROUP Common 172967101 30,408 507856 SH SOLE 507856
CITRIX SYSTEMS INC Common 177376100 888 13400 SH SOLE 13400
CLEAR CHANNEL COMMUNICATIONS Common 184502102 1,803 26100 SH SOLE 26100
CLOROX CO Common 189054109 488 14800 SH SOLE 14800
COASTAL Common 190441105 813 17674 SH SOLE 17674
COCA-COLA Common 191216100 9,522 202865 SH SOLE 202865
COCA COLA ENTERPRISE Common 191219104 660 30600 SH SOLE 30600
COLGATE-PALMOLIVE Common 194162103 12,040 213571 SH SOLE 213571
COLUMBIA ENERGY GROUP Common 197648108 356 6000 SH SOLE 6000
COLUMBIA HCA HEALTHCARE Common 197677107 1,127 44521 SH SOLE 44521
COMCAST CORP Class 'A' 200300200 2,733 63000 SH SOLE 63000
COMERCIA INC. Common 200340107 477 11400 SH SOLE 11400
COMPAQ COMPUTER CORP Common 204493100 3,640 134815 SH SOLE 134815
COMPUTER ASSOCIATES Common 204912109 2,391 40400 SH SOLE 40400
COMPUTER SCIENCES Common 205363104 1,093 13814 SH SOLE 13814
COMPUWARE CORP. Common 205638109 653 31000 SH SOLE 31000
COMVERSE TECHNOLOGY INC Common 205862402 1,096 5800 SH SOLE 5800
CONAGRA INC Common 205887102 776 42800 SH SOLE 42800
CONEXANT SYSTEMS Common 207142100 1,065 15000 SH SOLE 15000
CONOCO INC Class 'B' 208251405 1,194 46600 SH SOLE 46600
CONCESO INC. Common 208464107 258 22590 SH SOLE 22590
CONSOLIDATED EDISON INC Common 209115104 574 19700 SH SOLE 19700
CONSOLIDATED STORES Common 210149100 84 7400 SH SOLE 7400
CONSTELLATION ENERGY Common 210371100 338 10600 SH SOLE 10600
COOPER INDUSTRIES Common 216669101 298 8500 SH SOLE 8500
COOPER TIRE & RUBBER Common 216831107 70 5600 SH SOLE 5600
COORS (ADOLPH) CO Class 'B' 217016104 154 3200 SH SOLE 3200
CORNING INC Common 219350105 3,996 20600 SH SOLE 20600
COSTCO WHOLESALE CORP Common 22160K105 1,987 37800 SH SOLE 37800
COUNTRYWIDE CREDIT Common 222372104 286 10500 SH SOLE 10500
CRANE CO Common 224399105 117 4950 SH SOLE 4950
CROWN CORK & SEAL Common 228255105 147 9200 SH SOLE 9200
CUMMINS ENGINE CO Common 231021106 113 3000 SH SOLE 3000
DTE ENERGY Common 233331107 379 13000 SH SOLE 13000
DANA CORP Common 235811106 329 11681 SH SOLE 11681
DANAHER Common 235851102 581 11400 SH SOLE 11400
DARDEN RESTAURANTS Common 237194105 196 11000 SH SOLE 11000
DEERE & CO Common 244199105 874 23000 SH SOLE 23000
DELL COMPUTER CORPORATION Common 247025109 11,003 204000 SH SOLE 204000
DELPHI AUTOMOTIVE Common 247126105 632 39489 SH SOLE 39489
DELTA AIR LINES Common 247361108 712 13370 SH SOLE 13370
DELUXE CORP Common 248019101 156 5900 SH SOLE 5900
DILLARDS Class 'A' 254067101 128 7800 SH SOLE 7800
DISNEY (WALT) Common 254687106 6,969 168942 SH SOLE 168942
DOLLAR GENERAL Common 256669102 579 21562 SH SOLE 21562
DOMINION RESOURCES (VIRGINIA) Common 25746U109 200 5200 SH SOLE 5200
DONNELLEY (RR) & SONS Common 257867101 226 10800 SH SOLE 10800
DOVER CORP Common 260003108 814 17000 SH SOLE 17000
DOW CHEMICAL Common 260543103 3,409 29901 SH SOLE 29901
DOW JONES Common 260561105 381 5300 SH SOLE 5300
DUPONT DE NEMOURS (EI) Common 263534109 4,339 81958 SH SOLE 81958
DUKE ENERGY Common 264399106 1,621 30883 SH SOLE 30883
DUN & BRADSTREET CORP (DELAWARE) Common 26483B106 352 12300 SH SOLE 12300
EMC CORPORATION Common 268648102 25,006 198464 SH SOLE 198464
EASTERN ENTERPRISES Common 27637F100 90 1500 SH SOLE 1500
EASTMAN CHEMICAL Common 277432100 255 5600 SH SOLE 5600
EASTMAN KODAK CO Common 277461109 1,505 27705 SH SOLE 27705
EATON CORP Common 278058102 437 5600 SH SOLE 5600
ECHOSTAR COMMUNICATIONS CORP Class 'A' 278762109 14,449 182904 SH SOLE 182904
ECOLAB INC Common 278865100 345 9400 SH SOLE 9400
EDISON INTL Common 281020107 497 30000 SH SOLE 30000
EL PASO NATURAL GAS Common 283695875 751 18600 SH SOLE 18600
ELECTRONIC DATA SYSTEMS CORP. Common 285661104 2,388 37200 SH SOLE 37200
EMERSON ELECTRIC Common 291011104 1,966 37000 SH SOLE 37000
ENGELHARD CORPORATION Common 292845104 157 10400 SH SOLE 10400
ENRON Common 293561106 4,283 57200 SH SOLE 57200
ENTERGY Common 29364G103 491 24317 SH SOLE 24317
EQUIFAX INC Common 294429105 369 14600 SH SOLE 14600
EXXON MOBIL Common 30231G102 34,219 439054 SH SOLE 439054
FMC CORP. Common 302491303 147 2600 SH SOLE 2600
FPL GROUP INC Common 302571104 820 17800 SH SOLE 17800
FREDDIE MAC Common 313400301 2,572 58200 SH SOLE 58200
FANNIE MAE Common 313586109 4,717 83400 SH SOLE 83400
FEDERATED DEPT STORES Common 31410H101 853 20200 SH SOLE 20200
FEDEX CORP Common 31428X106 863 22223 SH SOLE 22223
FIFTH THIRD BANCORP Common 316773100 1,304 20700 SH SOLE 20700
FIRST DATA CORP Common 319963104 1,562 35200 SH SOLE 35200
FIRST UNION CORP. Common 337358105 2,998 80494 SH SOLE 80494
FIRSTAR (NEW) Common 33763V109 1,872 81619 SH SOLE 81619
FIRSTENERGY Common 337932107 390 18900 SH SOLE 18900
FLEET BOSTON CORP Common 33901A108 2,848 78031 SH SOLE 78031
FLORIDA PROGRESS Common 341109106 367 8000 SH SOLE 8000
FLUOR CORP. Common 343861100 189 6098 SH SOLE 6098
FORD MOTOR Common 345370100 4,688 102047 SH SOLE 102047
FORT JAMES CORP. Common 347471104 396 18000 SH SOLE 18000
FORTUNE BRANDS Common 349631101 310 12400 SH SOLE 12400
FRANKLIN RESOURCES Common 354613101 726 21700 SH SOLE 21700
FREEPORT MC C&G Class 'B' 35671D857 246 20400 SH SOLE 20400
GPU INC. Common 36225Z100 238 8700 SH SOLE 8700
GTE CORP Common 362320103 5,538 78000 SH SOLE 78000
GANNETT Common 364730101 1,619 23000 SH SOLE 23000
GAP Common 364760108 3,592 72112 SH SOLE 72112
GATEWAY INC Common 367626108 1,411 26600 SH SOLE 26600
GENERAL DYNAMICS Common 369550108 829 16657 SH SOLE 16657
GENERAL ELECTRIC Common 369604103 61,921 397885 SH SOLE 397885
GENERAL MILLS Common 370334104 1,042 28800 SH SOLE 28800
GENERAL MOTORS Common 370442105 10,058 121450 SH SOLE 121450
GENUINE PARTS Common 372460105 308 12900 SH SOLE 12900
GEORGIA-PACIFIC CORP Common 373298108 491 12400 SH SOLE 12400
GILLETTE CO Common 375766102 3,317 88000 SH SOLE 88000
GOLDEN WEST FINANCIAL Common 381317106 384 12300 SH SOLE 12300
GOODRICH (BF) CORPORATION Common 382388106 112 3900 SH SOLE 3900
GOODYEAR TIRE & RUBBER Common 382550101 359 15400 SH SOLE 15400
GRACE (WR) & CO. Common 38388F108 67 5200 SH SOLE 5200
GRAINGER (W.W) INC. Common 384802104 391 7200 SH SOLE 7200
GREAT ATLANTIC & PACIFIC Common 390064103 55 2800 SH SOLE 2800
GREAT LAKES CHEMICAL CORP. Common 390568103 146 4300 SH SOLE 4300
GUIDANT Common 401698105 1,248 21200 SH SOLE 21200
HCR MANOR CARE INC. Common 404134108 61 4500 SH SOLE 4500
HALLIBURTON (USA) Common 406216101 1,475 35866 SH SOLE 35866
HARCOURT GENERAL INC Common 41163G101 134 3600 SH SOLE 3600
HARLEY DAVIDSON Common 412822108 881 11100 SH SOLE 11100
HARRAHS ENTERTAINMENT Common 413619107 172 9265 SH SOLE 9265
HARTFORD FINANCIAL SERVICES Common 416515104 1,123 21284 SH SOLE 21284
HASBRO Common 418056107 230 13800 SH SOLE 13800
HEALTHSOUTH CORP. Common 421924101 199 35000 SH SOLE 35000
HEINZ (HJ) CO. Common 423074103 1,167 33459 SH SOLE 33459
HERCULES INC Common 427056106 116 7200 SH SOLE 7200
HERSHEY FOODS CORP. Common 427866108 570 11700 SH SOLE 11700
HEWLETT-PACKARD Common 428236103 10,564 79506 SH SOLE 79506
HILTON HOTELS CORP Common 432848109 139 17900 SH SOLE 17900
HOME DEPOT Common 437076102 11,914 184717 SH SOLE 184717
HOMESTAKE MINING Common 437614100 65 10833 SH SOLE 10833
HONEYWELL INTERNATIONAL Common 438516106 3,323 63064 SH SOLE 63064
HOUSEHOLD INTL. INC. Common 441815107 1,523 40819 SH SOLE 40819
HUMANA INC. Common 444859102 107 14600 SH SOLE 14600
HUNTINGTON BANCSHARE Common 446150104 444 19855 SH SOLE 19855
IMS HEALTH Common 449934108 407 24000 SH SOLE 24000
ITT INDUSTRIES Common 450911102 329 10600 SH SOLE 10600
IKON OFFICE SOLUTIONS Common 451713101 59 9500 SH SOLE 9500
ILLINOIS TOOL WORKS Common 452308109 1,232 22300 SH SOLE 22300
INCO (USA) Common 453258402 274 14900 SH SOLE 14900
INFINITY BROADCASTING Class 'A' 45662S102 2,499 77200 SH SOLE 77200
INGERSOLL RAND Common 456866102 644 14550 SH SOLE 14550
INTEL CORP. Common 458140100 54,207 410850 SH SOLE 410850
INTERNATIONAL BUSINESS MACHINES Common 459200101 24,972 211625 SH SOLE 211625
INTERNATIONAL FLAVORS & FRAGRANCES Common 459506101 345 9834 SH SOLE 9834
INTERNATIONAL PAPER Common 460146103 13,241 309730 SH SOLE 309730
INTERPUBLIC GROUP Common 460690100 1,035 21900 SH SOLE 21900
I2 TECHNOLOGIES Common 465754109 2,583 21150 SH SOLE 21150
JDS UNIPHASE Common 46612J101 6,795 56358 SH SOLE 56358
JEFFERSON-PILOT Common 475070108 629 9450 SH SOLE 9450
JOHNSON & JOHNSON Common 478160104 7,614 108382 SH SOLE 108382
JOHNSON CONTROLS Common 478366107 405 7500 SH SOLE 7500
JOSTENS Common 481088102 83 3400 SH SOLE 3400
JUNIPER NETWORKS Common 48203R104 4,996 18955 SH SOLE 18955
KLA TENCOR CORP. Common 482480100 1,213 14400 SH SOLE 14400
KMART Common 482584109 428 44132 SH SOLE 44132
KANSAS CITY SOUTHERN INDS Common 485170104 782 9100 SH SOLE 9100
KAUFMAN & BROAD HOME Common 486168107 73 3400 SH SOLE 3400
KELLOGG CO. Common 487836108 958 37200 SH SOLE 37200
KERR MCGEE CORP Common 492386107 449 7768 SH SOLE 7768
KEYCORP Common 493267108 760 40000 SH SOLE 40000
KIMBERLY-CLARK CORP Common 494368103 2,579 46000 SH SOLE 46000
KNIGHT RIDDER INC Common 499040103 333 6500 SH SOLE 6500
KOHLS CORP Common 500255104 1,322 12900 SH SOLE 12900
KROGER Common 501044101 1,078 61400 SH SOLE 61400
LSI LOGIC CORP Common 502161102 1,845 25400 SH SOLE 25400
LEACH INTERNATIONAL INC. Common 521642108 257 3600 SH SOLE 3600
LEGGETT & PLATT Common 524660107 346 16100 SH SOLE 16100
LEHMAN BROTHERS HLDGS Common 524908100 786 8100 SH SOLE 8100
LEXMARK INTERNATIONAL INC Class 'A' 529771107 1,121 10600 SH SOLE 10600
LILLY (ELI) & CO Common 532457108 5,668 90500 SH SOLE 90500
LIMITED Common 532716107 833 19775 SH SOLE 19775
LINCOLN NATIONAL Common 534187109 496 14800 SH SOLE 14800
LINEAR TECHNOLOGY Common 535678106 1,287 23400 SH SOLE 23400
LIZ CLAIBOURNE Common 539320101 289 6300 SH SOLE 6300
LOCKHEED MARTIN Common 539830109 736 36000 SH SOLE 36000
LOEWS CORP. Common 542424108 515 10300 SH SOLE 10300
LONGS DRUG STORES Common 543162101 64 2800 SH SOLE 2800
LOUISIANA-PACIFIC Common 546347105 110 7900 SH SOLE 7900
LOWE'S COS. INC. Common 548661108 1,740 29800 SH SOLE 29800
LUCENT TECHNOLOGIES Common 549463107 15,570 254204 SH SOLE 254204
MBIA INC. Common 55262C100 333 6400 SH SOLE 6400
MBNA CORP. Common 55262L100 1,721 67500 SH SOLE 67500
MCI WORLDCOM Common 55268B106 10,600 233926 SH SOLE 233926
MGIC INVESTMENT Common 552848103 371 8500 SH SOLE 8500
MALLINCKRODT GROUP Common 561232109 192 6689 SH SOLE 6689
MARSH & MCLENNAN Common 571748102 2,317 21000 SH SOLE 21000
MARRIOT INTERNATIONAL Class 'A' 571903202 750 23800 SH SOLE 23800
MASCO CORP Common 574599106 748 36500 SH SOLE 36500
MATTEL COM Common 577081102 273 26000 SH SOLE 26000
MAY DEPARTMENT STORES Common 577778103 802 28128 SH SOLE 28128
MAYTAG CORP Common 578592107 235 7100 SH SOLE 7100
MCDERMOTT INTL Common 580037109 37 4000 SH SOLE 4000
MCDONALD'S CORP Common 580135101 4,199 112335 SH SOLE 112335
MCGRAW HILL Common 580645109 655 14400 SH SOLE 14400
MCKESSON HBOC CORP. Common 58155Q103 435 20722 SH SOLE 20722
MEAD CORP Common 582834107 259 7400 SH SOLE 7400
MEDIAONE GROUP Common 58440J104 14,920 184195 SH SOLE 184195
MEDTRONIC Common 585055106 4,907 95400 SH SOLE 95400
MELLON FINANCIAL CORP Common 58551A108 1,380 46400 SH SOLE 46400
MERCK & CO. Common 589331107 11,648 187495 SH SOLE 187495
MEREDITH CORP Common 589433101 80 2900 SH SOLE 2900
MILACRON INC Common 589709103 58 4000 SH SOLE 4000
MERRILL LYNCH Common 590188108 12,528 119310 SH SOLE 119310
MICROSOFT CORP Common 594918104 64,952 611315 SH SOLE 611315
MICRON TECHNOLOGY Common 595112103 2,596 20600 SH SOLE 20600
MILLIPORE CORP Common 601073109 181 3200 SH SOLE 3200
MINNESOTA MINING & MANUFACTURING Common 604059105 2,977 33615 SH SOLE 33615
MIRAGE RESORTS Common 60462E104 376 19400 SH SOLE 19400
MOLEX INC Common 608554101 887 15100 SH SOLE 15100
MONSANTO CORP Common 611662107 2,740 53213 SH SOLE 53213
JP MORGAN & CO. Common 616880100 1,871 14200 SH SOLE 14200
MORGAN STANLEY DEAN WITTER & CO. Common 617446448 22,671 273560 SH SOLE 273560
MOTOROLA Common 620076109 8,123 55635 SH SOLE 55635
NCR CORP Common 62886E108 317 7900 SH SOLE 7900
NABISCO GROUP HOLDINGS CORP Common 62952P102 327 27100 SH SOLE 27100
NABORS INDUSTRIES INC. Common 629568106 8,639 222580 SH SOLE 222580
NACCO INDUSTRIES Class 'A' 629579103 19 400 SH SOLE 400
NATIONAL CITY CORP. Common 635405103 1,011 49000 SH SOLE 49000
NATIONAL SEMICONDUCTOR Common 637640103 627 10320 SH SOLE 10320
NATIONAL SERVICE Common 637657107 67 3200 SH SOLE 3200
NAVISTAR INTL Common 63934E108 209 5200 SH SOLE 5200
NETWORK APPLIANCE Common 64120L104 1,953 23600 SH SOLE 23600
NEW CENTURY ENERGY Common 64352U103 280 9300 SH SOLE 9300
NEW YORK TIMES Class 'A' 650111107 584 13600 SH SOLE 13600
NEWEL RUBBERMAID Common 651229106 545 21963 SH SOLE 21963
NEWMONT MINING Common 651639106 251 11200 SH SOLE 11200
NEXTEL COMMUNICATIONS INC Class 'A' 65332V103 4,136 27900 SH SOLE 27900
NIAGARA MOHAWK HOLDINGS Common 653520106 140 10400 SH SOLE 10400
NICOR INC. Common 654086107 115 3500 SH SOLE 3500
NIKE INC. Class 'B' 654106103 836 21100 SH SOLE 21100
NORDSTROM INC Common 655664100 419 14200 SH SOLE 14200
NORFOLK SOUTHERN GROUP Common 655844108 486 34088 SH SOLE 34088
NORTEL NETWORKS CORP. Common 656569100 16,658 132076 SH SOLE 132076
NORTHERN STATES POWER Common 665772109 199 10000 SH SOLE 10000
NORTHERN TRUST CORP Common 665859104 1,311 19400 SH SOLE 19400
NORTHROP GRUMMAN Common 666807102 217 4100 SH SOLE 4100
NOVELL INC. Common 670006105 890 31100 SH SOLE 31100
NUCOR CORP Common 670346105 315 6300 SH SOLE 6300
OTG SOFTWARE Common 671059103 40 1000 SH SOLE 1000
OCCIDENTAL PETROLEUM Common 674599105 502 24171 SH SOLE 24171
OFFICE DEPOT Common 676220106 358 31000 SH SOLE 31000
OLD KENT FINANCIAL CORP. Common 679833103 256 8000 SH SOLE 8000
OMNICOM GROUP INC Common 681919106 1,311 14000 SH SOLE 14000
ONEOK INC. Common 682680103 50 2000 SH SOLE 2000
ORACLE CORPORATION Common 68389X105 32,427 415393 SH SOLE 415393
OWENS CORNING Common 69073F103 72 3700 SH SOLE 3700
OWENS ILLINOIS Common 690768403 226 13400 SH SOLE 13400
PECO ENERGY Common 693304107 734 19900 SH SOLE 19900
PG & E Common 69331C108 615 29300 SH SOLE 29300
PE-CORP-PE BIOSYSTEMS GROUP Common 69332S102 1,235 12800 SH SOLE 12800
PNC BANK CORP. Common 693475105 1,100 24400 SH SOLE 24400
PP & L RESOURCES Common 693499105 245 11700 SH SOLE 11700
PPG INDUSTRIES Common 693506107 842 16100 SH SOLE 16100
PACCAR INC Common 693718108 345 6900 SH SOLE 6900
PACTIV CORP Common 695257105 133 15300 SH SOLE 15300
PAINE WEBBER Common 695629105 528 12000 SH SOLE 12000
PALL CORP Common 696429307 204 9100 SH SOLE 9100
PARAMETRIC TECH. Common 699173100 480 22800 SH SOLE 22800
PARKER - HANNIFIN Common 701094104 328 7950 SH SOLE 7950
PAYCHEX Common 704326107 1,029 19650 SH SOLE 19650
PENNEY (JC) CO INC Common 708160106 338 22700 SH SOLE 22700
PEOPLES ENERGY Common 711030106 69 2500 SH SOLE 2500
PEOPLESOFT INC. Common 712713106 370 18500 SH SOLE 18500
PEPSICO CAPITAL Common 713448108 4,355 124865 SH SOLE 124865
PERKINELMER Common 714046109 219 3300 SH SOLE 3300
PHARAMACIA & UPJOHN Common 716941109 2,485 41765 SH SOLE 41765
PFIZER INC. Common 717081103 18,098 495000 SH SOLE 495000
PHELPS DODGE CORP Common 717265102 320 6745 SH SOLE 6745
PHILIP MORRIS Common 718154107 4,130 195500 SH SOLE 195500
PHILLIPS PETROLEUM Common 718507106 1,092 23600 SH SOLE 23600
PINNACLE WEST CAPITAL CORP. Common 723484101 189 6700 SH SOLE 6700
PITNEY BOWES Common 724479100 956 21400 SH SOLE 21400
PLACER DOME (USA) Common 725906101 175 21500 SH SOLE 21500
POLAROID CORP Common 731095105 96 4057 SH SOLE 4057
POTLATCH CORP Common 737628107 108 2500 SH SOLE 2500
PRAXAIR Common 74005P104 587 14100 SH SOLE 14100
PRICE (T ROWE) ASSOCIATES Common 741477103 395 10000 SH SOLE 10000
PROCTER & GAMBLE Common 742718109 6,118 108283 SH SOLE 108283
PROGRESSIVE CORP Common 743315103 502 6600 SH SOLE 6600
PROVIDIAN FINANCIAL CORP Common 74406A102 1,091 12600 SH SOLE 12600
PUBLIC SERVICE ENTERPRISE Common 744573106 616 20800 SH SOLE 20800
PULTE Common 745867101 75 3600 SH SOLE 3600
QUAKER OATS CO. Common 747402105 740 12200 SH SOLE 12200
QUALCOMM INC Common 747525103 11,250 75348 SH SOLE 75348
QUINTILES TRANSNATIONAL Common 748767100 159 9300 SH SOLE 9300
QWEST COMMUNICATIONS INTL Common 749121109 10,744 223830 SH SOLE 223830
RALSTON-PURINA Common 751277302 795 28914 SH SOLE 28914
RAYTHEON CO Class 'B' 755111408 525 29556 SH SOLE 29556
REEBOK INTERNATIONAL Common 758110100 46 5000 SH SOLE 5000
REGIONS FINANCIAL CORP Common 758940100 399 17500 SH SOLE 17500
RELIANT ENERGY Common 75952J108 572 24296 SH SOLE 24296
REYNOLDS METALS Common 761763101 435 6500 SH SOLE 6500
RITE AID CORP Common 767754104 124 22000 SH SOLE 22000
ROCKWELL INTERNATIONAL Common 773903109 717 17143 SH SOLE 17143
ROHM & HAAS CO Common 775371107 901 20187 SH SOLE 20187
ROWAN COS Common 779382100 227 7700 SH SOLE 7700
RUSSELL CORP Common 782352108 49 3400 SH SOLE 3400
RYDER SYSTEM Common 783549108 154 6800 SH SOLE 6800
SBC COMMUNICATIONS Common 78387G103 11,484 272619 SH SOLE 272619
SLM HOLDINGS Common 78442A109 473 14200 SH SOLE 14200
THE SABRE GROUP Class 'A' 785905100 332 9105 SH SOLE 9105
SAFECO CORP. Common 786429100 300 11300 SH SOLE 11300
SAFEWAY Common 786514208 1,828 40400 SH SOLE 40400
ST JUDE MEDICAL Common 790849103 170 6600 SH SOLE 6600
ST. PAUL COS. Common 792860108 600 17584 SH SOLE 17584
SARA LEE CORP Common 803111103 1,440 79973 SH SOLE 79973
SCHERING-PLOUGH Common 806605101 4,229 113900 SH SOLE 113900
SCHLUMBERGER Common 806857108 3,451 45105 SH SOLE 45105
SCHWAB (CHARLES) Common 808513105 3,718 65450 SH SOLE 65450
SCIENTIFIC-ATLANTA Common 808655104 873 13800 SH SOLE 13800
SEAGATE TECHNOLOGY Common 811804103 1,019 16500 SH SOLE 16500
SEAGRAM (USA) Common 811850106 1,958 32900 SH SOLE 32900
SEALED AIR CORP Common 81211K100 151 2787 SH SOLE 2787
SEARS ROEBUCK & CO Common 812387108 1,117 36484 SH SOLE 36484
SELECTICA INC Common 816288104 221 2500 SH SOLE 2500
SEMPRA ENERGY CORP. Common 816851109 327 19522 SH SOLE 19522
SHARED MEDICAL SYS Common 819486101 114 2200 SH SOLE 2200
SHERWIN-WILLIAMS Common 824348106 341 15400 SH SOLE 15400
SIGMA-ALDRICH Common 826552101 239 8900 SH SOLE 8900
SILICON GRAPHICS Common 827056102 167 15800 SH SOLE 15800
SNAP ON Common 833034101 141 5400 SH SOLE 5400
SOLECTRON CORP Common 834182107 7,021 174980 SH SOLE 174980
SOUTHERN CO Common 842587107 1,346 61863 SH SOLE 61863
SOUTHTRUST CORP Common 844730101 331 13000 SH SOLE 13000
SOUTHWEST AIRLINES Common 844741108 913 43875 SH SOLE 43875
SPRINGS INDUSTRIES Class 'A' 851783100 68 1800 SH SOLE 1800
SPRINT CORP (FON GROUP) Common 852061100 4,440 70200 SH SOLE 70200
SPRINT CORP (PCS GROUP) Common 852061506 13,279 202732 SH SOLE 202732
STANLEY WORKS Common 854616109 208 7900 SH SOLE 7900
STAPLES INC Common 855030102 717 35850 SH SOLE 35850
STATE STREET CORP Common 857477103 1,269 13100 SH SOLE 13100
SUMMIT BANCORP Common 866005101 399 15200 SH SOLE 15200
SUN MICROSYSTEMS Common 866810104 21,354 227895 SH SOLE 227895
SUNOCO INC Common 86764P109 178 6500 SH SOLE 6500
SUNTRUST BANKS Common 867914103 1,588 27500 SH SOLE 27500
SUPERVALU INC. Common 868536103 227 12000 SH SOLE 12000
SYNOVUS FINANCIAL Common 87161C105 430 22800 SH SOLE 22800
SYSCO CORP Common 871829107 1,127 31200 SH SOLE 31200
TJX COMPANIES Common 872540109 630 28400 SH SOLE 28400
TRW Common 872649108 696 11900 SH SOLE 11900
TANDY CORP Common 875382103 784 15448 SH SOLE 15448
TARGET CORP Common 87612E106 2,706 36200 SH SOLE 36200
TEKTRONIX Common 879131100 247 4410 SH SOLE 4410
TELLABS Common 879664100 2,028 32200 SH SOLE 32200
TEMPLE-INLAND INC. Common 879868107 244 4900 SH SOLE 4900
TENET HEALTHCARE Common 88033G100 502 21600 SH SOLE 21600
TERADYNE INC Common 880770102 1,148 14000 SH SOLE 14000
TEXACO INC Common 881694103 7,643 142200 SH SOLE 142200
TEXAS INSTRUMENTS Common 882508104 28,988 181178 SH SOLE 181178
TEXAS UTILITIES CO(HOLDINGS) Common 882848104 631 21247 SH SOLE 21247
TEXTRON INC Common 883203101 712 11700 SH SOLE 11700
THERMO ELECTRON Common 883556102 273 13400 SH SOLE 13400
THOMAS & BETTS Common 884315102 136 4800 SH SOLE 4800
3 COM Common 885535104 1,647 29600 SH SOLE 29600
TIME WARNER Common 887315109 10,320 103200 SH SOLE 103200
TIMES MIRROR CO Series 'A' 887364107 493 5300 SH SOLE 5300
TIMKEN CO Common 887389104 89 5500 SH SOLE 5500
TORCHMARK CORP. Common 891027104 287 12400 SH SOLE 12400
TOSCO CORP Common 891490302 386 12600 SH SOLE 12600
TOYS R US Common 892335100 384 25914 SH SOLE 25914
TRICON GLOBAL RESTAURANTS INC. Common 895953107 429 13800 SH SOLE 13800
TRIBUNE CO Common 896047107 804 22000 SH SOLE 22000
TUPPERWARE CORP Common 899896104 87 5500 SH SOLE 5500
TYCO INTERNATIONAL Common 902124106 6,827 136202 SH SOLE 136202
USX-MARATHON GROUP Common 902905827 672 25800 SH SOLE 25800
UST INC Common 902911106 256 16400 SH SOLE 16400
US BANCORP Common 902973106 1,287 58830 SH SOLE 58830
USX-US STEEL GROUP Common 90337T101 190 7600 SH SOLE 7600
UNILEVER NV N.Y. Reg 904784709 2,368 49196 SH SOLE 49196
UNICOM CORP. Common 904911104 580 15879 SH SOLE 15879
UNION CARBIDE Common 905581104 653 11200 SH SOLE 11200
UNION PACIFIC Common 907818108 865 22100 SH SOLE 22100
UNION PACIFIC RESOURCES Common 907834105 329 22700 SH SOLE 22700
UNION PLANTERS Common 908068109 320 10400 SH SOLE 10400
UNISYS CORP. Common 909214108 411 15997 SH SOLE 15997
UNITED HEALTHCARE Common 910581107 996 16700 SH SOLE 16700
US AIRWAYS GROUP Common 911905107 195 7000 SH SOLE 7000
US WEST INC Common 91273H101 3,013 41485 SH SOLE 41485
UNITED TECHNOLOGIES Common 913017109 6,313 99913 SH SOLE 99913
UNIVERSAL ACCESS INC. Common 913363107 34 1000 SH SOLE 1000
UNOCAL CORP Common 915289102 666 22400 SH SOLE 22400
UNUMPROVIDENT CORP Common 91529Y106 347 20511 SH SOLE 20511
VF CORP Common 918204108 274 11400 SH SOLE 11400
VERITAS SOFTWARE Common 923436109 4,009 30600 SH SOLE 30600
VIACOM Class 'B' 925524308 2,680 50800 SH SOLE 50800
VULCAN MATERIALS Common 929160109 293 6400 SH SOLE 6400
WACHOVIA CORP. Common 929771103 980 14500 SH SOLE 14500
WALMART STORES Common 931142103 31,220 552570 SH SOLE 552570
WALGREEN Common 931422109 2,039 79200 SH SOLE 79200
WARNER-LAMBERT Common 934488107 6,516 66700 SH SOLE 66700
WASHINGTON MUTUAL INC. Common 939322103 1,125 42471 SH SOLE 42471
WASTE MANAGEMENT Common 94106L109 645 47135 SH SOLE 47135
WATSON PHARMACEUTICALS INC Common 942683103 314 7900 SH SOLE 7900
WELLPOINT HEALTH NETWORK Common 94973H108 384 5500 SH SOLE 5500
WELLS FARGO & CO. Common 949746101 10,864 266604 SH SOLE 266604
WENDY'S INTERNATIONAL Common 950590109 236 11700 SH SOLE 11700
WESTVACO CORP Common 961548104 304 9100 SH SOLE 9100
WEYERHAEUSER Common 962166104 1,043 18301 SH SOLE 18301
WHIRLPOOL Common 963320106 393 6700 SH SOLE 6700
WILLIAMETTE INDS Common 969133107 321 8000 SH SOLE 8000
WILLIAMS CO'S INC. Common 969457100 1,343 30557 SH SOLE 30557
WINN DIXIE STORES Common 974280109 259 13300 SH SOLE 13300
WORTHINGTON INDS Common 981811102 106 8600 SH SOLE 8600
WRIGLEY (W) JR. Common 982526105 630 8200 SH SOLE 8200
XILINX INC Common 983919101 2,153 26000 SH SOLE 26000
XEROX CORPORATION Common 984121103 1,530 58851 SH SOLE 58851
YAHOO INC. Common 984332106 9,563 55800 SH SOLE 55800
YOUNG & RUBICAM INC. Common 987425105 254 5400 SH SOLE 5400
GLOBAL CROSSING Common G3921A100 7,913 193290 SH SOLE 193290
TRANSOCEAN SEDCO FOREX INC. Common G90078109 441 8595 SH SOLE 8595
</TABLE>
