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Previous: KELMOORE STRATEGIC TRUST, 497, 1999-08-10 |
Next: CARDIA INC, S-4, 1999-08-10 |
UNITED STATES
SECURIITES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Missouri State Employees' Retirement System
Address: 907 Wildwood Dr.
Jefferson City, MO 65109
13F File Number: xx-99999
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, current 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: John H. Brandt
Title: Portfolio Manager - Domestic Equity
Phone: (573) 632-6162
Signature, Place, and Date of Signing:
John H. Brandt Jefferson City, MO May 17, 1999
Report Type (Check Only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURIITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 502
Form 13F Information Table Value Total: $1,545,960
List of Other Included Managers:
No. 13F File Number Name
00 00-00000 No other managers included.
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
3com Corp COMM 885535104 1381 51760 SH SOLE 51760 0 0
Abbott Labs COMM 002824100 9070 199880 SH SOLE 199880 0 0
Adobe Sys Inc COMM 00724F101 722 8790 SH SOLE 8790 0 0
Advanced Micro Devic COMM 007903107 375 20760 SH SOLE 20760 0 0
Aes Corp COMM 00130H105 1587 27300 SH SOLE 27300 0 0
Aetna Inc COMM 008117103 1851 20698 SH SOLE 20698 0 0
Aflac Inc COMM 001055102 1671 34900 SH SOLE 34900 0 0
Air Prods & Chems In COMM 009158106 1333 33120 SH SOLE 33120 0 0
Alberto Culver Co COMM 013068101 216 8110 SH SOLE 8110 0 0
Albertsons Inc COMM 013104104 3118 60478 SH SOLE 60478 0 0
Alcan Alum Ltd COMM 013716105 1045 32730 SH SOLE 32730 0 0
Alcoa Inc COMM 013817101 3287 53120 SH SOLE 53120 0 0
Allegheny Teledyne I COMM 017415100 639 28235 SH SOLE 28235 0 0
Allergan Inc COMM 018490102 1066 9600 SH SOLE 9600 0 0
Allied Signal Inc COMM 019512102 5069 80460 SH SOLE 80460 0 0
Allstate Corp COMM 020002101 4249 118438 SH SOLE 118438 0 0
Alltel Corp COMM 020039103 2839 39700 SH SOLE 39700 0 0
Alza Corp COMM 022615108 670 13160 SH SOLE 13160 0 0
Amerada Hess Corp COMM 023551104 776 13050 SH SOLE 13050 0 0
Ameren Corp COMM 023608102 758 19740 SH SOLE 19740 0 0
America Online Inc D COMM 02364J104 14883 135300 SH SOLE 135300 0 0
American Elec Pwr In COMM 025537101 1040 27680 SH SOLE 27680 0 0
American Express Co COMM 025816109 7757 59610 SH SOLE 59610 0 0
American General Co COMM 026351106 2750 36479 SH SOLE 36479 0 0
American Greetings COMM 026375105 301 9977 SH SOLE 9977 0 0
American Home Prods COMM 026609107 9958 173560 SH SOLE 173560 0 0
American Intl Group COMM 026874107 18958 161687 SH SOLE 161687 0 0
Ameritech Corp COMM 030954101 10634 144680 SH SOLE 144680 0 0
Amgen COMM 031162100 4081 67040 SH SOLE 67040 0 0
Amr Corp COMM 001765106 1794 26280 SH SOLE 26280 0 0
Amsouth Bancorporati COMM 032165102 598 25800 SH SOLE 25800 0 0
Anadarko Pete Corp COMM 032511107 635 17260 SH SOLE 17260 0 0
Andrew Corp COMM 034425108 225 11862 SH SOLE 11862 0 0
Anheuser Busch Cos COMM 035229103 4461 62890 SH SOLE 62890 0 0
Aon Corp COMM 037389103 1524 36945 SH SOLE 36945 0 0
Apache Corp COMM 037411105 550 14090 SH SOLE 14090 0 0
Apple Computer Inc COMM 037833100 912 19700 SH SOLE 19700 0 0
Applied Matls Inc COMM 038222105 3936 53284 SH SOLE 53284 0 0
Archer Daniels Midla COMM 039483102 1319 85418 SH SOLE 85418 0 0
Armstrong World COMM 042476101 338 5840 SH SOLE 5840 0 0
Asarco Inc COMM 043413103 106 5630 SH SOLE 5630 0 0
Ashland Inc COMM 044204105 432 10758 SH SOLE 10758 0 0
Associates First Cap COMM 046008108 4645 105258 SH SOLE 105258 0 0
At&T Corp COMM 001957109 25398 455053 SH SOLE 455053 0 0
Atlantic Richfield COMM 048825103 3924 46960 SH SOLE 46960 0 0
Autodesk Inc COMM 052769106 255 8630 SH SOLE 8630 0 0
Automatic Data Proce COMM 053015103 3569 81120 SH SOLE 81120 0 0
Autozone Inc COMM 053332102 653 21660 SH SOLE 21660 0 0
Avery Dennison Corp COMM 053611109 925 15320 SH SOLE 15320 0 0
Avon Prods Inc COMM 054303102 1919 34580 SH SOLE 34580 0 0
Baker Hughes Inc COMM 057224107 1583 47264 SH SOLE 47264 0 0
Ball Corp COMM 058498106 184 4360 SH SOLE 4360 0 0
Bank Amer Corp COMM 060505104 18345 250229 SH SOLE 250229 0 0
Bank New York Inc COMM 064057102 4033 109920 SH SOLE 109920 0 0
Bank One Corp COMM 06423A103 10124 169973 SH SOLE 169973 0 0
Bankboston Corp COMM 06605R106 2182 42688 SH SOLE 42688 0 0
Bard C R Inc COMM 067383109 364 7608 SH SOLE 7608 0 0
Barrick Gold Corp COMM 067901108 1040 53690 SH SOLE 53690 0 0
Battle Mtn Gold Co COMM 071593107 81 33030 SH SOLE 33030 0 0
Bausch & Lomb Inc COMM 071707103 620 8110 SH SOLE 8110 0 0
Baxter Intl Inc COMM 071813109 2283 37650 SH SOLE 37650 0 0
Bb&T Corp COMM 054937107 1647 44900 SH SOLE 44900 0 0
Bear Stearns Cos Inc COMM 073902108 752 16090 SH SOLE 16090 0 0
Becton Dickinson COMM 075887109 983 32780 SH SOLE 32780 0 0
Bell Atlantic Corp COMM 077853109 14674 224458 SH SOLE 224458 0 0
Bellsouth Corp COMM 079860102 13004 281920 SH SOLE 281920 0 0
Bemis Inc COMM 081437105 299 7520 SH SOLE 7520 0 0
Best Foods COMM 08658U101 1863 37640 SH SOLE 37640 0 0
Bethlehem Stl Corp COMM 087509105 143 18620 SH SOLE 18620 0 0
Biomet Inc COMM 090613100 645 16220 SH SOLE 16220 0 0
Black & Decker Mfg COMM 091797100 805 12750 SH SOLE 12750 0 0
Block H & R Inc COMM 093671105 712 14230 SH SOLE 14230 0 0
Bmc Software Inc COMM 055921100 1679 31100 SH SOLE 31100 0 0
Boeing Co COMM 097023105 5969 135650 SH SOLE 135650 0 0
Boise Cascade Corp COMM 097383103 344 8020 SH SOLE 8020 0 0
Boston Scientific Co COMM 101137107 2273 51740 SH SOLE 51740 0 0
Briggs & Stratton Co COMM 109043109 194 3360 SH SOLE 3360 0 0
Bristol Myers Squibb COMM 110122108 18433 261700 SH SOLE 261700 0 0
Brown Forman Dst 'b' COMM 115637209 651 9990 SH SOLE 9990 0 0
Browning Ferris Inds COMM 115885105 991 23047 SH SOLE 23047 0 0
Brunswick Corp COMM 117043109 370 13264 SH SOLE 13264 0 0
Burlington Northn Sa COMM 12189T104 2097 67646 SH SOLE 67646 0 0
Burlington Res Inc COMM 122014103 1104 25526 SH SOLE 25526 0 0
Cabletron Sys Inc COMM 126920107 320 24650 SH SOLE 24650 0 0
Campbell Soup Co COMM 134429109 2714 58530 SH SOLE 58530 0 0
Capital One Finl Cor COMM 14040H105 1587 28500 SH SOLE 28500 0 0
Cardinal Health Inc COMM 14149Y108 2295 35795 SH SOLE 35795 0 0
Carnival Cruise Line COMM 143658102 4297 88600 SH SOLE 88600 0 0
Carolina Pwr & Lt Co COMM 144141108 932 21760 SH SOLE 21760 0 0
Case Equipment Corp COMM 14743R103 513 10670 SH SOLE 10670 0 0
Caterpillar Inc COMM 149123101 3112 51870 SH SOLE 51870 0 0
Cbs Corp COMM 12490K107 4442 101960 SH SOLE 101960 0 0
Cendant Corp COMM 151313103 2282 111310 SH SOLE 111310 0 0
Centex Corp COMM 152312104 320 8520 SH SOLE 8520 0 0
Central & So West Co COMM 152357109 716 30640 SH SOLE 30640 0 0
Centurytel Inc COMM 156700106 795 20000 SH SOLE 20000 0 0
Ceridian Corp COMM 15677T106 616 18840 SH SOLE 18840 0 0
Champion Intl Corp COMM 158525105 658 13750 SH SOLE 13750 0 0
Chase Manhattan Corp COMM 16161A108 10555 122026 SH SOLE 122026 0 0
Chevron Corp COMM 166751107 8947 94114 SH SOLE 94114 0 0
Chubb Corp COMM 171232101 1641 23616 SH SOLE 23616 0 0
Cigna Corp COMM 125509109 2653 29810 SH SOLE 29810 0 0
Cincinnati Finl Corp COMM 172062101 905 24099 SH SOLE 24099 0 0
Cinergy Corp COMM 172474108 732 22874 SH SOLE 22874 0 0
Circuit City Stores COMM 172737108 1349 14506 SH SOLE 14506 0 0
Cisco Sys Inc COMM 17275R102 26799 415894 SH SOLE 415894 0 0
Citigroup Inc COMM 172967101 23263 489742 SH SOLE 489742 0 0
Clear Channel Commun COMM 184502102 2974 43140 SH SOLE 43140 0 0
Clorox Co COMM 189054109 1649 15440 SH SOLE 15440 0 0
Cms Energy Corp COMM 125896100 570 13600 SH SOLE 13600 0 0
Coastal Corp COMM 190441105 1230 30560 SH SOLE 30560 0 0
Coca Cola Co COMM 191216100 20126 324610 SH SOLE 324610 0 0
Coca Cola Enterprise COMM 191219104 1654 55600 SH SOLE 55600 0 0
Colgate Palmolive Co COMM 194162103 3793 38510 SH SOLE 38510 0 0
Columbia Energy Grou COMM 197648108 753 12015 SH SOLE 12015 0 0
Columbia/Hca Healthc COMM 197677107 2124 93094 SH SOLE 93094 0 0
Comcast Corp COMM 200300200 3746 97460 SH SOLE 97460 0 0
Comerica Inc COMM 200340107 1337 22495 SH SOLE 22495 0 0
Compaq Computer Corp COMM 204493100 5779 243966 SH SOLE 243966 0 0
Computer Assoc Intl COMM 204912109 3884 70937 SH SOLE 70937 0 0
Computer Sciences Co COMM 205363104 1595 23060 SH SOLE 23060 0 0
Compuware Corp COMM 205638109 1540 48400 SH SOLE 48400 0 0
Conagra Inc COMM 205887102 1877 70500 SH SOLE 70500 0 0
Conseco Inc COMM 208464107 1402 46054 SH SOLE 46054 0 0
Consolidated Edison COMM 209115104 1526 33713 SH SOLE 33713 0 0
Consolidated Nat Gas COMM 209615103 847 13947 SH SOLE 13947 0 0
Consolidated Stores COMM 210149100 422 15643 SH SOLE 15643 0 0
Constellation Energy COMM 210371100 634 21410 SH SOLE 21410 0 0
Cooper Inds Inc COMM 216669101 772 14855 SH SOLE 14855 0 0
Cooper Tire & Rubr COMM 216831107 255 10780 SH SOLE 10780 0 0
Coors Adolph Co COMM 217016104 264 5340 SH SOLE 5340 0 0
Corning Inc COMM 219350105 2141 30530 SH SOLE 30530 0 0
Costco Companies Inc COMM 22160Q102 2526 31551 SH SOLE 31551 0 0
Countrywide Cr Inds COMM 222372104 694 16230 SH SOLE 16230 0 0
Crane Co COMM 224399105 310 9845 SH SOLE 9845 0 0
Crown Cork & Seal In COMM 228255105 501 17580 SH SOLE 17580 0 0
Csx Corp COMM 126408103 1418 31250 SH SOLE 31250 0 0
Cummins Engine Inc COMM 231021106 345 6040 SH SOLE 6040 0 0
Cvs Corp COMM 126650100 2606 51340 SH SOLE 51340 0 0
Cyprus Amax Minerals COMM 232809103 199 13050 SH SOLE 13050 0 0
Dana Corp COMM 235811106 1104 23976 SH SOLE 23976 0 0
Danaher Corp COMM 235851102 1023 17600 SH SOLE 17600 0 0
Darden Restaurants I COMM 237194105 431 19750 SH SOLE 19750 0 0
Data Gen Corp COMM 237688106 104 7140 SH SOLE 7140 0 0
Dayton Hudson Corp COMM 239753106 3770 58000 SH SOLE 58000 0 0
De Luxe Check Printe COMM 248019101 444 11429 SH SOLE 11429 0 0
Deere & Co COMM 244199105 1350 34444 SH SOLE 34444 0 0
Dell Computer Corp COMM 247025109 12396 335020 SH SOLE 335020 0 0
Delphi Automotive Sy COMM 247126105 1482 80101 SH SOLE 80101 0 0
Delta Air Lines Del COMM 247361108 1178 20440 SH SOLE 20440 0 0
Dillards Inc COMM 254067101 536 15264 SH SOLE 15264 0 0
Disney Walt Prodtns COMM 254687106 9160 297270 SH SOLE 297270 0 0
Dollar Gen Corp COMM 256669102 845 29125 SH SOLE 29125 0 0
Dominion Res Inc Va COMM 257470104 1223 28240 SH SOLE 28240 0 0
Donnelley R R & Sons COMM 257867101 717 19350 SH SOLE 19350 0 0
Dover Corp COMM 260003108 1027 29340 SH SOLE 29340 0 0
Dow Chem Co COMM 260543103 4059 31989 SH SOLE 31989 0 0
Dow Jones & Co Inc COMM 260561105 714 13450 SH SOLE 13450 0 0
Dte Energy Co COMM 233331107 854 20945 SH SOLE 20945 0 0
Du Pont E I De Nemou COMM 263534109 11117 162740 SH SOLE 162740 0 0
Duke Power Co COMM 264399106 2851 52364 SH SOLE 52364 0 0
Dun & Bradstreet Cor COMM 26483B106 770 21720 SH SOLE 21720 0 0
E M C Corp Mass COMM 268648102 7269 132160 SH SOLE 132160 0 0
Eastern Enterprises COMM 27637F100 126 3170 SH SOLE 3170 0 0
Eastman Chem Co COMM 277432100 591 11428 SH SOLE 11428 0 0
Eastman Kodak Co COMM 277461109 3174 46850 SH SOLE 46850 0 0
Eaton Corp COMM 278058102 955 10378 SH SOLE 10378 0 0
Ecolab Inc COMM 278865100 742 17000 SH SOLE 17000 0 0
Edison Intl COMM 281020107 1360 50848 SH SOLE 50848 0 0
Eg & G Inc COMM 268457108 226 6330 SH SOLE 6330 0 0
Electronic Data Sys COMM 285661104 4029 71152 SH SOLE 71152 0 0
Emerson Elec Co COMM 291011104 3975 63160 SH SOLE 63160 0 0
Engelhard Corp COMM 292845104 464 20520 SH SOLE 20520 0 0
Enron Corp COMM 293561106 4144 50690 SH SOLE 50690 0 0
Entergy Corp New COMM 29364G103 1109 35500 SH SOLE 35500 0 0
Equifax Inc COMM 294429105 694 19460 SH SOLE 19460 0 0
Exxon Corp COMM 302290101 27110 351510 SH SOLE 351510 0 0
F M C Corp COMM 302491303 324 4740 SH SOLE 4740 0 0
Fdx Corp COMM 31304N107 2336 43064 SH SOLE 43064 0 0
Federal Natl Mtg Asn COMM 313586109 10220 149750 SH SOLE 149750 0 0
Federated Dept Store COMM 31410H101 1601 30250 SH SOLE 30250 0 0
Fifth Third Bancorp COMM 316773100 2560 38457 SH SOLE 38457 0 0
First Data Corp COMM 319963104 3125 63850 SH SOLE 63850 0 0
First Energy Corp COMM 337932107 1059 34150 SH SOLE 34150 0 0
First Un Corp COMM 337358105 6750 143244 SH SOLE 143244 0 0
Firstar Corp New Wis COMM 33763V109 2545 90900 SH SOLE 90900 0 0
Fleet Finl Group Inc COMM 338915101 3634 81894 SH SOLE 81894 0 0
Fleetwood Enterprise COMM 339099103 132 5000 SH SOLE 5000 0 0
Fluor Corp COMM 343861100 439 10828 SH SOLE 10828 0 0
Ford Mtr Co Del COMM 345370100 9877 174999 SH SOLE 174999 0 0
Fort James Corp COMM 347471104 1101 29060 SH SOLE 29060 0 0
Fortune Brands Inc COMM 349631101 1019 24620 SH SOLE 24620 0 0
Foster Wheeler Corp COMM 350244109 81 5740 SH SOLE 5740 0 0
Fpl Group Inc COMM 302571104 1426 26103 SH SOLE 26103 0 0
Franklin Res Inc COMM 354613101 1483 36500 SH SOLE 36500 0 0
Freddie Mac COMM 313400301 5183 89370 SH SOLE 89370 0 0
Freeport-Mcmoran Cop COMM 35671D857 390 21760 SH SOLE 21760 0 0
Frontier Corp COMM 35906P105 1450 24730 SH SOLE 24730 0 0
Fruit Of The Loom Lt COMM G3682L105 100 10280 SH SOLE 10280 0 0
Gannett Inc COMM 364730101 2906 40720 SH SOLE 40720 0 0
Gap Inc COMM 364760108 5672 112597 SH SOLE 112597 0 0
Gateway Inc COMM 367626108 1217 20600 SH SOLE 20600 0 0
General Dynamics Cor COMM 369550108 1267 18400 SH SOLE 18400 0 0
General Elec Co COMM 369604103 48758 431490 SH SOLE 431490 0 0
General Instr Corp D COMM 370120107 938 22080 SH SOLE 22080 0 0
General Mls Inc COMM 370334104 1626 20230 SH SOLE 20230 0 0
General Mtrs Corp COMM 370442105 6233 94433 SH SOLE 94433 0 0
Genuine Parts Co COMM 372460105 905 25860 SH SOLE 25860 0 0
Georgia Pac Corp COMM 373298108 1207 25480 SH SOLE 25480 0 0
Gillette Company COMM 375766102 5988 146060 SH SOLE 146060 0 0
Golden West Finl Del COMM 381317106 805 8210 SH SOLE 8210 0 0
Goodrich B F Co COMM 382388106 456 10720 SH SOLE 10720 0 0
Goodyear Tire & Rubr COMM 382550101 1326 22550 SH SOLE 22550 0 0
Gpu Inc COMM 36225X100 777 18410 SH SOLE 18410 0 0
Grace W R & Co Del N COMM 38388F108 199 10490 SH SOLE 10490 0 0
Grainger W W Inc COMM 384802104 739 13740 SH SOLE 13740 0 0
Great Atl & Pac Tea COMM 390064103 184 5440 SH SOLE 5440 0 0
Great Lakes Chem Cor COMM 390568103 392 8510 SH SOLE 8510 0 0
Gte Corp COMM 362320103 10541 139620 SH SOLE 139620 0 0
Guidant Corp COMM 401698105 2029 39680 SH SOLE 39680 0 0
Halliburton Co COMM 406216101 2868 63380 SH SOLE 63380 0 0
Harcourt Gen Inc COMM 41163G101 531 10290 SH SOLE 10290 0 0
Harnischfeger Inds I COMM 413345109 1 500 SH SOLE 500 0 0
Harrahs Entmt Inc COMM 413619107 402 18230 SH SOLE 18230 0 0
Harris Corp Del COMM 413875105 442 11274 SH SOLE 11274 0 0
Hartford Finl Svcs G COMM 416515104 1964 33680 SH SOLE 33680 0 0
Hasbro Bradley Inc COMM 418056107 794 28405 SH SOLE 28405 0 0
Hcr Manor Care Inc COMM 404134108 353 14600 SH SOLE 14600 0 0
Healthsouth Corp COMM 421924101 908 61050 SH SOLE 61050 0 0
Heinz H J Co COMM 423074103 2388 47640 SH SOLE 47640 0 0
Helmerich & Payne In COMM 423452101 166 7020 SH SOLE 7020 0 0
Hercules Inc COMM 427056106 568 14440 SH SOLE 14440 0 0
Hershey Foods Corp COMM 427866108 1120 18860 SH SOLE 18860 0 0
Hewlett Packard Co COMM 428236103 14756 146830 SH SOLE 146830 0 0
Hilton Hotels Corp COMM 432848109 533 37580 SH SOLE 37580 0 0
Home Depot Inc COMM 437076102 12506 194078 SH SOLE 194078 0 0
Homestake Mng Co COMM 437614100 308 37660 SH SOLE 37660 0 0
Honeywell Inc COMM 438506107 2118 18280 SH SOLE 18280 0 0
Household Intl Corp COMM 441815107 3307 69814 SH SOLE 69814 0 0
Humana Inc COMM 444859102 311 24020 SH SOLE 24020 0 0
Huntington Bancshare COMM 446150104 1062 30339 SH SOLE 30339 0 0
Ikon Office Solution COMM 451713101 321 21390 SH SOLE 21390 0 0
Illinois Tool Wks In COMM 452308109 2950 36080 SH SOLE 36080 0 0
Ims Health Inc COMM 449934108 1311 41960 SH SOLE 41960 0 0
Inco Ltd COMM 453258402 429 23830 SH SOLE 23830 0 0
Ingersoll Rand Co COMM 456866102 1531 23695 SH SOLE 23695 0 0
Intel Corp COMM 458140100 26119 438980 SH SOLE 438980 0 0
International Bus Ma COMM 459200101 31423 243120 SH SOLE 243120 0 0
International Flav&F COMM 459506101 674 15310 SH SOLE 15310 0 0
International Paper COMM 460146103 2926 58228 SH SOLE 58228 0 0
Interpublic Group Co COMM 460690100 1584 18290 SH SOLE 18290 0 0
Itt Inds Inc Ind COMM 450911102 562 14750 SH SOLE 14750 0 0
Jefferson Pilot Corp COMM 475070108 1013 15310 SH SOLE 15310 0 0
Johnson & Johnson COMM 478160104 17356 177100 SH SOLE 177100 0 0
Johnson Ctls Inc COMM 478366107 851 12279 SH SOLE 12279 0 0
Jostens Inc COMM 481088102 98 4640 SH SOLE 4640 0 0
K Mart COMM 482584109 1177 71310 SH SOLE 71310 0 0
Kansas City Southn COMM 485170104 919 14400 SH SOLE 14400 0 0
Kaufman&Broad Home C COMM 486168107 168 6740 SH SOLE 6740 0 0
Kellogg Co COMM 487836108 1763 53410 SH SOLE 53410 0 0
Kerr Mcgee Corp COMM 492386107 619 12339 SH SOLE 12339 0 0
Keycorp COMM 493267108 2114 65804 SH SOLE 65804 0 0
Kimberly Clark Corp COMM 494368103 4064 71304 SH SOLE 71304 0 0
King World Prodtns I COMM 495667107 354 10180 SH SOLE 10180 0 0
Kla-Tencor Corp COMM 482480100 817 12600 SH SOLE 12600 0 0
Knight Ridder Newspp COMM 499040103 624 11340 SH SOLE 11340 0 0
Kohls Corp COMM 500255104 1599 20800 SH SOLE 20800 0 0
Kroger Co COMM 501044101 1564 55990 SH SOLE 55990 0 0
Laidlaw Inc COMM 50730K503 351 47590 SH SOLE 47590 0 0
Lehman Bros Hldgs In COMM 524908100 1025 16500 SH SOLE 16500 0 0
Lifepoint Hospitals COMM 53219L109 6 426 SH SOLE 426 0 0
Lilly Eli & Co COMM 532457108 10368 144760 SH SOLE 144760 0 0
Limited Inc COMM 532716107 1452 32000 SH SOLE 32000 0 0
Lincoln Natl Corp In COMM 534187109 1540 29440 SH SOLE 29440 0 0
Liz Claiborne COMM 539320101 339 9290 SH SOLE 9290 0 0
Lockheed Martin Corp COMM 539830109 2111 56664 SH SOLE 56664 0 0
Loews Corp COMM 540424108 1307 16520 SH SOLE 16520 0 0
Longs Drug Stores In COMM 543162101 195 5640 SH SOLE 5640 0 0
Louisiana Pac Corp COMM 546347105 371 15520 SH SOLE 15520 0 0
Lowes Cos Inc COMM 548661107 3046 53740 SH SOLE 53740 0 0
Lsi Logic Corp COMM 502161102 940 20370 SH SOLE 20370 0 0
Lucent Technologies COMM 549463107 26651 395198 SH SOLE 395198 0 0
Mallinckrodt Group COMM 561232109 370 10180 SH SOLE 10180 0 0
Marriott Intl Inc Ne COMM 571903202 1308 35000 SH SOLE 35000 0 0
Marsh & Mclennan Cos COMM 571748102 2820 37260 SH SOLE 37260 0 0
Masco Corp COMM 574599106 1411 48880 SH SOLE 48880 0 0
Mattel Inc COMM 577081102 1526 58409 SH SOLE 58409 0 0
May Dept Stores Co COMM 577778103 2068 50600 SH SOLE 50600 0 0
Maytag Co COMM 578592107 900 12892 SH SOLE 12892 0 0
Mbia Inc COMM 55262C100 929 14340 SH SOLE 14340 0 0
Mbna Corp COMM 55262L100 3234 105615 SH SOLE 105615 0 0
Mcdermott Intl COMM 580037109 240 8510 SH SOLE 8510 0 0
Mcdonalds Corp COMM 580135101 8049 195720 SH SOLE 195720 0 0
Mcgraw Hill Inc COMM 580645109 1536 28480 SH SOLE 28480 0 0
Mci Worldcom Inc COMM 55268B106 20780 241451 SH SOLE 241451 0 0
Mckesson Hboc Inc COMM 58155Q103 1175 36505 SH SOLE 36505 0 0
Mead Corp COMM 582834107 611 14640 SH SOLE 14640 0 0
Mediaone Group Inc COMM 58440J104 6517 87626 SH SOLE 87626 0 0
Medtronic Inc COMM 585055106 5989 76900 SH SOLE 76900 0 0
Mellon Bk Corp COMM 585509102 2748 75540 SH SOLE 75540 0 0
Mercantile Bancorp COMM 587342106 1285 22500 SH SOLE 22500 0 0
Merck & Co Inc COMM 589331107 23090 313620 SH SOLE 313620 0 0
Meredith Corp COMM 589433101 257 7420 SH SOLE 7420 0 0
Merrill Lynch & Co COMM 590188108 4066 51150 SH SOLE 51150 0 0
Mgic Invt Corp Wis COMM 552848103 769 15810 SH SOLE 15810 0 0
Micron Technology In COMM 595112103 1448 35750 SH SOLE 35750 0 0
Microsoft Corp COMM 594918104 59931 664520 SH SOLE 664520 0 0
Milacron Inc COMM 598709103 101 5440 SH SOLE 5440 0 0
Millipore Corp COMM 601073109 236 5830 SH SOLE 5830 0 0
Minnesota Mng & Mfg COMM 604059105 5052 58110 SH SOLE 58110 0 0
Mirage Resorts Inc COMM 60462E104 434 25890 SH SOLE 25890 0 0
Mobil Corp COMM 607059102 11139 112800 SH SOLE 112800 0 0
Monsanto Co COMM 611662107 3577 90420 SH SOLE 90420 0 0
Moore Limited COMM 615785102 8 1000 SH SOLE 1000 0 0
Morgan J P & Co Inc COMM 616880100 3553 25290 SH SOLE 25290 0 0
Morgan S D Witter Di COMM 617446448 8558 83391 SH SOLE 83391 0 0
Motorola Inc COMM 620076109 8206 86610 SH SOLE 86610 0 0
Nabisco Group Hldg C COMM 62952P102 916 46800 SH SOLE 46800 0 0
Nacco Inds Inc COMM 629579103 95 1290 SH SOLE 1290 0 0
Nalco Chem Co COMM 629853102 487 9390 SH SOLE 9390 0 0
National City Corp COMM 635405103 3086 47117 SH SOLE 47117 0 0
National Semiconduct COMM 637640103 607 23970 SH SOLE 23970 0 0
National Svc Inds In COMM 637657107 213 5930 SH SOLE 5930 0 0
Navistar Intl Corp N COMM 63934E108 471 9410 SH SOLE 9410 0 0
New Centy Energies I COMM 64352U103 640 16500 SH SOLE 16500 0 0
New York Times Co COMM 650111107 968 26300 SH SOLE 26300 0 0
Newell Rubbermaid In COMM 651229106 1743 37595 SH SOLE 37595 0 0
Newmont Mng Corp COMM 651639106 477 24018 SH SOLE 24018 0 0
Nextel Communication COMM 65332V103 2078 41400 SH SOLE 41400 0 0
Niagara Mohawk Hldgs COMM 653520106 432 26870 SH SOLE 26870 0 0
Nicor Inc COMM 654086107 260 6820 SH SOLE 6820 0 0
Nike Inc COMM 654106103 2587 40820 SH SOLE 40820 0 0
Nordstrom Inc COMM 655664100 688 20540 SH SOLE 20540 0 0
Norfolk Southern Cor COMM 655844108 1645 54594 SH SOLE 54594 0 0
Nortel Networks Corp COMM 656569100 7588 87408 SH SOLE 87408 0 0
Northern Tr Corp COMM 665859104 1562 16100 SH SOLE 16100 0 0
Northn Sts Pwr Minn COMM 665772109 529 21880 SH SOLE 21880 0 0
Northrop Corp COMM 666807102 670 10110 SH SOLE 10110 0 0
Novell Inc COMM 670006105 1294 48830 SH SOLE 48830 0 0
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</TABLE>
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