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UNITED STATES
SECURIITES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: [9/30/99]
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 November 10, 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: 500
Form 13F Information Table Value Total: $1,479,581
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 1554.2 54060 SH SOLE 54060 0 0
Abbott Labs COMM 002824100 7351.4 200380 SH SOLE 200380 0 0
Adc Telecommunicatio COMM 000886101 847.1 20200 SH SOLE 20200 0 0
Adobe Sys Inc COMM 00724F101 929.6 8190 SH SOLE 8190 0 0
Advanced Micro Devic COMM 007903107 377.4 21960 SH SOLE 21960 0 0
Aes Corp COMM 00130H105 1699.2 28800 SH SOLE 28800 0 0
Aetna Inc COMM 008117103 1044.0 21198 SH SOLE 21198 0 0
Aflac Inc COMM 001055102 1683.4 40200 SH SOLE 40200 0 0
Air Prods & Chems In COMM 009158106 1006.8 34420 SH SOLE 34420 0 0
Alberto Culver Co COMM 013068101 192.2 8310 SH SOLE 8310 0 0
Albertsons Inc COMM 013104104 2499.5 63178 SH SOLE 63178 0 0
Alcan Alum Ltd COMM 013716105 1060.3 33930 SH SOLE 33930 0 0
Alcoa Inc COMM 013817101 3420.9 55120 SH SOLE 55120 0 0
Allegheny Teledyne I COMM 017415100 483.2 28635 SH SOLE 28635 0 0
Allergan Inc COMM 018490102 979.0 8900 SH SOLE 8900 0 0
Allied Signal Inc COMM 019512102 4343.1 72460 SH SOLE 72460 0 0
Allied Waste Inds In COMM 019589308 328.4 28100 SH SOLE 28100 0 0
Allstate Corp COMM 020002101 2993.4 120038 SH SOLE 120038 0 0
Alltel Corp COMM 020039103 3230.2 45900 SH SOLE 45900 0 0
Alza Corp COMM 022615108 653.3 15260 SH SOLE 15260 0 0
Amerada Hess Corp COMM 023551104 829.9 13550 SH SOLE 13550 0 0
Ameren Corp COMM 023608102 776.7 20540 SH SOLE 20540 0 0
America Online Inc D COMM 02364J104 15182.7 145900 SH SOLE 145900 0 0
American Elec Pwr In COMM 025537101 985.5 28880 SH SOLE 28880 0 0
American Express Co COMM 025816109 9113.9 67510 SH SOLE 67510 0 0
American General Co COMM 026351106 2389.5 37779 SH SOLE 37779 0 0
American Greetings COMM 026375105 259.5 10077 SH SOLE 10077 0 0
American Home Prods COMM 026609107 7161.2 172560 SH SOLE 172560 0 0
American Intl Group COMM 026874107 20228.9 232683 SH SOLE 232683 0 0
Ameritech Corp COMM 030954101 9664.1 144780 SH SOLE 144780 0 0
Amgen COMM 031162100 5471.9 67140 SH SOLE 67140 0 0
Amr Corp COMM 001765106 1257.9 23080 SH SOLE 23080 0 0
Amsouth Bancorporati COMM 032165102 614.1 26200 SH SOLE 26200 0 0
Anadarko Pete Corp COMM 032511107 552.0 18060 SH SOLE 18060 0 0
Andrew Corp COMM 034425108 209.6 12062 SH SOLE 12062 0 0
Anheuser Busch Cos COMM 035229103 4315.1 61590 SH SOLE 61590 0 0
Aon Corp COMM 037389103 1130.6 38245 SH SOLE 38245 0 0
Apache Corp COMM 037411105 729.4 16890 SH SOLE 16890 0 0
Apple Computer Inc COMM 037833100 1519.5 24000 SH SOLE 24000 0 0
Applied Matls Inc COMM 038222105 3823.8 49220 SH SOLE 49220 0 0
Archer Daniels Midla COMM 039483102 1121.7 92513 SH SOLE 92513 0 0
Armstrong World COMM 042476101 266.9 5940 SH SOLE 5940 0 0
Asarco Inc COMM 043413103 160.1 5930 SH SOLE 5930 0 0
Ashland Inc COMM 044204105 368.5 10958 SH SOLE 10958 0 0
Associates First Cap COMM 046008108 3929.7 109158 SH SOLE 109158 0 0
At&T Corp COMM 001957109 18242.3 419363 SH SOLE 419363 0 0
Atlantic Richfield COMM 048825103 4303.6 48560 SH SOLE 48560 0 0
Autodesk Inc COMM 052769106 188.8 8630 SH SOLE 8630 0 0
Automatic Data Proce COMM 053015103 3633.4 81420 SH SOLE 81420 0 0
Autozone Inc COMM 053332102 624.7 22260 SH SOLE 22260 0 0
Avery Dennison Corp COMM 053611109 792.3 15020 SH SOLE 15020 0 0
Avon Prods Inc COMM 054303102 858.0 34580 SH SOLE 34580 0 0
Baker Hughes Inc COMM 057224107 1422.9 49064 SH SOLE 49064 0 0
Ball Corp COMM 058498106 205.3 4660 SH SOLE 4660 0 0
Bank Amer Corp COMM 060505104 14458.1 259629 SH SOLE 259629 0 0
Bank New York Inc COMM 064057102 3705.5 110820 SH SOLE 110820 0 0
Bank One Corp COMM 06423A103 6133.0 176173 SH SOLE 176173 0 0
Bankboston Corp COMM 06605R106 1938.3 44688 SH SOLE 44688 0 0
Bard C R Inc COMM 067383109 367.5 7808 SH SOLE 7808 0 0
Barrick Gold Corp COMM 067901108 1272.2 58490 SH SOLE 58490 0 0
Bausch & Lomb Inc COMM 071707103 574.3 8710 SH SOLE 8710 0 0
Baxter Intl Inc COMM 071813109 2322.6 38550 SH SOLE 38550 0 0
Bb&T Corp COMM 054937107 1521.6 47000 SH SOLE 47000 0 0
Bear Stearns Cos Inc COMM 073902108 676.1 17590 SH SOLE 17590 0 0
Becton Dickinson COMM 075887109 1046.2 37280 SH SOLE 37280 0 0
Bell Atlantic Corp COMM 077853109 13769.3 204558 SH SOLE 204558 0 0
Bellsouth Corp COMM 079860102 11169.9 248220 SH SOLE 248220 0 0
Bemis Inc COMM 081437105 268.3 7920 SH SOLE 7920 0 0
Best Buy Inc COMM 086516101 1674.0 27000 SH SOLE 27000 0 0
Best Foods COMM 08658U101 1789.0 36840 SH SOLE 36840 0 0
Bethlehem Stl Corp COMM 087509105 144.0 19520 SH SOLE 19520 0 0
Biomet Inc COMM 090613100 445.2 16920 SH SOLE 16920 0 0
Black & Decker Mfg COMM 091797100 527.7 11550 SH SOLE 11550 0 0
Block H & R Inc COMM 093671105 635.5 14630 SH SOLE 14630 0 0
Bmc Software Inc COMM 055921100 2225.6 31100 SH SOLE 31100 0 0
Boeing Co COMM 097023105 6152.9 144350 SH SOLE 144350 0 0
Boise Cascade Corp COMM 097383103 306.8 8420 SH SOLE 8420 0 0
Boston Scientific Co COMM 101137107 1347.4 54440 SH SOLE 54440 0 0
Briggs & Stratton Co COMM 109043109 202.0 3460 SH SOLE 3460 0 0
Bristol Myers Squibb COMM 110122108 17664.8 261700 SH SOLE 261700 0 0
Brown Forman Dst 'b' COMM 115637209 641.8 10290 SH SOLE 10290 0 0
Brunswick Corp COMM 117043109 334.9 13464 SH SOLE 13464 0 0
Burlington Northn Sa COMM 12189T104 1934.5 70346 SH SOLE 70346 0 0
Burlington Res Inc COMM 122014103 978.5 26626 SH SOLE 26626 0 0
Cabletron Sys Inc COMM 126920107 404.0 25750 SH SOLE 25750 0 0
Campbell Soup Co COMM 134429109 2250.9 57530 SH SOLE 57530 0 0
Capital One Finl Cor COMM 14040H105 1017.9 26100 SH SOLE 26100 0 0
Cardinal Health Inc COMM 14149Y108 2234.2 40995 SH SOLE 40995 0 0
Carnival Cruise Line COMM 143658102 4010.7 92200 SH SOLE 92200 0 0
Carolina Pwr & Lt Co COMM 144141108 847.6 23960 SH SOLE 23960 0 0
Case Equipment Corp COMM 14743R103 556.4 11170 SH SOLE 11170 0 0
Caterpillar Inc COMM 149123101 2936.3 53570 SH SOLE 53570 0 0
Cbs Corp COMM 12490K107 4896.0 105860 SH SOLE 105860 0 0
Cendant Corp COMM 151313103 1910.1 107610 SH SOLE 107610 0 0
Centex Corp COMM 152312104 263.7 8920 SH SOLE 8920 0 0
Central & So West Co COMM 152357109 668.4 31640 SH SOLE 31640 0 0
Centurytel Inc COMM 156700106 853.1 21000 SH SOLE 21000 0 0
Ceridian Corp COMM 15677T106 466.2 18740 SH SOLE 18740 0 0
Champion Intl Corp COMM 158525105 737.2 14350 SH SOLE 14350 0 0
Chase Manhattan Corp COMM 16161A108 9438.9 125226 SH SOLE 125226 0 0
Chevron Corp COMM 166751107 8752.0 98614 SH SOLE 98614 0 0
Chubb Corp COMM 171232101 1315.9 26516 SH SOLE 26516 0 0
Cigna Corp COMM 125509109 2333.3 30010 SH SOLE 30010 0 0
Cincinnati Finl Corp COMM 172062101 930.7 24799 SH SOLE 24799 0 0
Cinergy Corp COMM 172474108 673.1 23774 SH SOLE 23774 0 0
Circuit City Store I COMM 172737108 1274.6 30212 SH SOLE 30212 0 0
Cisco Sys Inc COMM 17275R102 29344.3 427994 SH SOLE 427994 0 0
Citigroup Inc COMM 172967101 22331.8 507542 SH SOLE 507542 0 0
Clear Channel Commun COMM 184502102 4036.9 50540 SH SOLE 50540 0 0
Clorox Co COMM 189054109 1196.5 31280 SH SOLE 31280 0 0
Cms Energy Corp COMM 125896100 600.7 17700 SH SOLE 17700 0 0
Coastal Corp COMM 190441105 1312.5 32060 SH SOLE 32060 0 0
Coca Cola Co COMM 191216100 15691.4 325210 SH SOLE 325210 0 0
Coca Cola Enterprise COMM 191219104 1432.7 63500 SH SOLE 63500 0 0
Colgate Palmolive Co COMM 194162103 3519.1 76920 SH SOLE 76920 0 0
Columbia Energy Grou COMM 197648108 693.0 12515 SH SOLE 12515 0 0
Columbia/Hca Healthc COMM 197677107 1800.8 84994 SH SOLE 84994 0 0
Comcast Corp COMM 200300200 4476.4 112260 SH SOLE 112260 0 0
Comerica Inc COMM 200340107 1194.5 23595 SH SOLE 23595 0 0
Compaq Computer Corp COMM 204493100 5839.2 255266 SH SOLE 255266 0 0
Computer Assoc Intl COMM 204912109 4323.8 70737 SH SOLE 70737 0 0
Computer Sciences Co COMM 205363104 1677.7 23860 SH SOLE 23860 0 0
Compuware Corp COMM 205638109 1224.9 47000 SH SOLE 47000 0 0
Conagra Inc COMM 205887102 1649.3 73100 SH SOLE 73100 0 0
Conoco Inc COMM 208251405 2504.8 91500 SH SOLE 91500 0 0
Conseco Inc COMM 208464107 916.8 48254 SH SOLE 48254 0 0
Consolidated Edison COMM 209115104 1382.5 33313 SH SOLE 33313 0 0
Consolidated Nat Gas COMM 209615103 901.1 14447 SH SOLE 14447 0 0
Consolidated Stores COMM 210149100 360.6 16343 SH SOLE 16343 0 0
Constellation Energy COMM 210371100 627.5 22310 SH SOLE 22310 0 0
Cooper Inds Inc COMM 216669101 666.4 14255 SH SOLE 14255 0 0
Cooper Tire & Rubr COMM 216831107 198.8 11280 SH SOLE 11280 0 0
Coors Adolph Co COMM 217016104 299.9 5540 SH SOLE 5540 0 0
Corning Inc COMM 219350105 2209.8 32230 SH SOLE 32230 0 0
Costco Whsl Corp New COMM 22160K105 2386.9 33151 SH SOLE 33151 0 0
Countrywide Cr Inds COMM 222372104 546.0 16930 SH SOLE 16930 0 0
Crane Co COMM 224399105 225.4 10045 SH SOLE 10045 0 0
Crown Cork & Seal In COMM 228255105 443.3 18280 SH SOLE 18280 0 0
Csx Corp COMM 126408103 1387.8 32750 SH SOLE 32750 0 0
Cummins Engine Inc COMM 231021106 315.8 6340 SH SOLE 6340 0 0
Cvs Corp COMM 126650100 2389.2 58540 SH SOLE 58540 0 0
Cyprus Amax Minerals COMM 232809103 262.0 13350 SH SOLE 13350 0 0
Dana Corp COMM 235811106 927.2 24976 SH SOLE 24976 0 0
Danaher Corp COMM 235851102 1122.2 21300 SH SOLE 21300 0 0
Darden Restaurants I COMM 237194105 386.4 19750 SH SOLE 19750 0 0
Data Gen Corp COMM 237688106 158.8 7540 SH SOLE 7540 0 0
Dayton Hudson Corp COMM 239753106 4000.2 66600 SH SOLE 66600 0 0
De Luxe Check Printe COMM 248019101 398.8 11729 SH SOLE 11729 0 0
Deere & Co COMM 244199105 1348.0 34844 SH SOLE 34844 0 0
Dell Computer Corp COMM 247025109 13974.6 334220 SH SOLE 334220 0 0
Delphi Automotive Sy COMM 247126105 1358.9 84601 SH SOLE 84601 0 0
Delta Air Lines Del COMM 247361108 1015.6 20940 SH SOLE 20940 0 0
Dillards Inc COMM 254067101 324.3 15964 SH SOLE 15964 0 0
Disney Walt Prodtns COMM 254687106 8041.0 309270 SH SOLE 309270 0 0
Dollar Gen Corp COMM 256669102 899.2 29125 SH SOLE 29125 0 0
Dominion Res Inc Va COMM 257470104 1301.4 28840 SH SOLE 28840 0 0
Donnelley R R & Sons COMM 257867101 567.4 19650 SH SOLE 19650 0 0
Dover Corp COMM 260003108 1309.6 32040 SH SOLE 32040 0 0
Dow Chem Co COMM 260543103 3771.1 33189 SH SOLE 33189 0 0
Dow Jones & Co Inc COMM 260561105 637.8 11950 SH SOLE 11950 0 0
Dte Energy Co COMM 233331107 794.6 21845 SH SOLE 21845 0 0
Du Pont E I De Nemou COMM 263534109 8853.6 146340 SH SOLE 146340 0 0
Duke Power Co COMM 264399106 3024.4 54864 SH SOLE 54864 0 0
Dun & Bradstreet Cor COMM 26483B106 642.9 21520 SH SOLE 21520 0 0
E M C Corp Mass COMM 268648102 9518.6 133360 SH SOLE 133360 0 0
Eastern Enterprises COMM 27637F100 161.1 3470 SH SOLE 3470 0 0
Eastman Chem Co COMM 277432100 463.7 11628 SH SOLE 11628 0 0
Eastman Kodak Co COMM 277461109 3596.0 47550 SH SOLE 47550 0 0
Eaton Corp COMM 278058102 947.5 10978 SH SOLE 10978 0 0
Ecolab Inc COMM 278865100 580.1 17000 SH SOLE 17000 0 0
Edison Intl COMM 281020107 1267.8 52148 SH SOLE 52148 0 0
Electronic Data Sys COMM 285661104 3914.8 73952 SH SOLE 73952 0 0
Emerson Elec Co COMM 291011104 4123.6 65260 SH SOLE 65260 0 0
Engelhard Corp COMM 292845104 338.0 18520 SH SOLE 18520 0 0
Enron Corp COMM 293561106 4355.9 106080 SH SOLE 106080 0 0
Entergy Corp New COMM 29364G103 1070.7 37000 SH SOLE 37000 0 0
Equifax Inc COMM 294429105 536.1 19060 SH SOLE 19060 0 0
Exxon Corp COMM 302290101 27710.4 364610 SH SOLE 364610 0 0
F M C Corp COMM 302491303 228.7 4740 SH SOLE 4740 0 0
Fdx Corp COMM 31304N107 1740.2 44764 SH SOLE 44764 0 0
Federal Natl Mtg Asn COMM 313586109 9650.7 153950 SH SOLE 153950 0 0
Federated Dept Store COMM 31410H101 1365.2 31250 SH SOLE 31250 0 0
Fifth Third Bancorp COMM 316773100 2461.6 40457 SH SOLE 40457 0 0
First Data Corp COMM 319963104 2840.9 64750 SH SOLE 64750 0 0
First Energy Corp COMM 337932107 884.7 34950 SH SOLE 34950 0 0
First Un Corp COMM 337358105 5120.9 143744 SH SOLE 143744 0 0
Firstar Corp New Wis COMM 33763V109 3817.2 148964 SH SOLE 148964 0 0
Fleet Boston Corp COMM 33901A108 3131.2 85494 SH SOLE 85494 0 0
Fleetwood Enterprise COMM 339099103 103.0 5100 SH SOLE 5100 0 0
Florida Progress Cor COMM 341109106 679.9 14700 SH SOLE 14700 0 0
Fluor Corp COMM 343861100 456.0 11328 SH SOLE 11328 0 0
Ford Mtr Co Del COMM 345370100 9140.4 181899 SH SOLE 181899 0 0
Fort James Corp COMM 347471104 775.5 29060 SH SOLE 29060 0 0
Fortune Brands Inc COMM 349631101 810.1 25120 SH SOLE 25120 0 0
Foster Wheeler Corp COMM 350244109 72.9 6040 SH SOLE 6040 0 0
Fpl Group Inc COMM 302571104 1365.3 27103 SH SOLE 27103 0 0
Franklin Res Inc COMM 354613101 1158.3 37900 SH SOLE 37900 0 0
Freddie Mac COMM 313400301 5422.0 104270 SH SOLE 104270 0 0
Freeport-Mcmoran Cop COMM 35671D857 330.9 21260 SH SOLE 21260 0 0
Fruit Of The Loom Lt COMM G3682L105 37.1 10780 SH SOLE 10780 0 0
Gannett Inc COMM 364730101 2914.2 42120 SH SOLE 42120 0 0
Gap Inc COMM 364760108 3619.1 113097 SH SOLE 113097 0 0
Gateway Inc COMM 367626108 1812.8 41200 SH SOLE 41200 0 0
General Dynamics Cor COMM 369550108 1866.9 29900 SH SOLE 29900 0 0
General Elec Co COMM 369604103 51123.0 431190 SH SOLE 431190 0 0
General Instr Corp D COMM 370120107 1247.0 25980 SH SOLE 25980 0 0
General Mls Inc COMM 370334104 1641.2 20230 SH SOLE 20230 0 0
General Mtrs Corp COMM 370442105 6088.1 96733 SH SOLE 96733 0 0
Genuine Parts Co COMM 372460105 708.2 26660 SH SOLE 26660 0 0
Georgia Pac Corp COMM 373298108 1046.5 25880 SH SOLE 25880 0 0
Gillette Company COMM 375766102 4848.3 142860 SH SOLE 142860 0 0
Global Crossing Ltd COMM G3921A100 1240.2 46801 SH SOLE 46801 0 0
Golden West Finl Del COMM 381317106 846.5 8610 SH SOLE 8610 0 0
Goodrich B F Co COMM 382388106 479.1 16520 SH SOLE 16520 0 0
Goodyear Tire & Rubr COMM 382550101 1128.5 23450 SH SOLE 23450 0 0
Gpu Inc COMM 36225X100 616.9 18910 SH SOLE 18910 0 0
Grace W R & Co Del N COMM 38388F108 148.8 9090 SH SOLE 9090 0 0
Grainger W W Inc COMM 384802104 674.8 14040 SH SOLE 14040 0 0
Great Atl & Pac Tea COMM 390064103 174.0 5740 SH SOLE 5740 0 0
Great Lakes Chem Cor COMM 390568103 331.5 8710 SH SOLE 8710 0 0
Gte Corp COMM 362320103 9933.8 129220 SH SOLE 129220 0 0
Guidant Corp COMM 401698105 2138.6 39880 SH SOLE 39880 0 0
Halliburton Co COMM 406216101 2717.5 66280 SH SOLE 66280 0 0
Harcourt Gen Inc COMM 41163G101 445.0 10690 SH SOLE 10690 0 0
Harrahs Entmt Inc COMM 413619107 522.5 18830 SH SOLE 18830 0 0
Harris Corp Del COMM 413875105 322.5 11674 SH SOLE 11674 0 0
Hartford Finl Svcs G COMM 416515104 1397.1 34180 SH SOLE 34180 0 0
Hasbro Bradley Inc COMM 418056107 627.9 29205 SH SOLE 29205 0 0
Healthsouth Corp COMM 421924101 381.3 62250 SH SOLE 62250 0 0
Heinz H J Co COMM 423074103 2039.9 47440 SH SOLE 47440 0 0
Helmerich & Payne In COMM 423452101 180.2 7120 SH SOLE 7120 0 0
Hercules Inc COMM 427056106 399.0 13940 SH SOLE 13940 0 0
Hershey Foods Corp COMM 427866108 898.8 18460 SH SOLE 18460 0 0
Hewlett Packard Co COMM 428236103 13805.8 152130 SH SOLE 152130 0 0
Hilton Hotels Corp COMM 432848109 333.6 33780 SH SOLE 33780 0 0
Home Depot Inc COMM 437076102 13401.0 195278 SH SOLE 195278 0 0
Homestake Mng Co COMM 437614100 357.9 38960 SH SOLE 38960 0 0
Honeywell Inc COMM 438506107 2135.0 19180 SH SOLE 19180 0 0
Household Intl Corp COMM 441815107 2881.5 71814 SH SOLE 71814 0 0
Humana Inc COMM 444859102 172.0 25020 SH SOLE 25020 0 0
Huntington Bancshare COMM 446150104 915.7 34472 SH SOLE 34472 0 0
Ikon Office Solution COMM 451713101 237.2 22190 SH SOLE 22190 0 0
Illinois Tool Wks In COMM 452308109 2809.5 37680 SH SOLE 37680 0 0
Ims Health Inc COMM 449934108 945.8 41460 SH SOLE 41460 0 0
Inco Ltd COMM 453258402 609.8 28530 SH SOLE 28530 0 0
Ingersoll Rand Co COMM 456866102 1373.2 24995 SH SOLE 24995 0 0
Intel Corp COMM 458140100 32369.0 435580 SH SOLE 435580 0 0
International Bus Ma COMM 459200101 28824.6 238220 SH SOLE 238220 0 0
International Flav&F COMM 459506101 552.3 16010 SH SOLE 16010 0 0
International Paper COMM 460146103 2966.8 61728 SH SOLE 61728 0 0
Interpublic Group Co COMM 460690100 1524.9 37080 SH SOLE 37080 0 0
Itt Inds Inc Ind COMM 450911102 421.5 13250 SH SOLE 13250 0 0
Jefferson Pilot Corp COMM 475070108 1018.0 16110 SH SOLE 16110 0 0
Johnson & Johnson COMM 478160104 16289.4 177300 SH SOLE 177300 0 0
Johnson Ctls Inc COMM 478366107 860.7 12979 SH SOLE 12979 0 0
Jostens Inc COMM 481088102 84.9 4440 SH SOLE 4440 0 0
K Mart COMM 482584109 866.2 74110 SH SOLE 74110 0 0
Kansas City Southn COMM 485170104 678.9 14600 SH SOLE 14600 0 0
Kaufman&Broad Home C COMM 486168107 143.1 6940 SH SOLE 6940 0 0
Kellogg Co COMM 487836108 1999.5 53410 SH SOLE 53410 0 0
Kerr Mcgee Corp COMM 492386107 712.5 12939 SH SOLE 12939 0 0
Keycorp COMM 493267108 1732.1 67104 SH SOLE 67104 0 0
Kimberly Clark Corp COMM 494368103 3708.5 70304 SH SOLE 70304 0 0
King World Prodtns I COMM 495667107 400.5 10680 SH SOLE 10680 0 0
Kla-Tencor Corp COMM 482480100 858.0 13200 SH SOLE 13200 0 0
Knight Ridder Newspp COMM 499040103 651.2 11840 SH SOLE 11840 0 0
Kohls Corp COMM 500255104 1421.7 21500 SH SOLE 21500 0 0
Kroger Co COMM 501044101 2397.8 108680 SH SOLE 108680 0 0
Laidlaw Inc COMM 50730K503 334.1 49490 SH SOLE 49490 0 0
Lehman Bros Hldgs In COMM 524908100 1044.9 17900 SH SOLE 17900 0 0
Lexmark Intl Group I COMM 529771107 1368.5 17000 SH SOLE 17000 0 0
Lilly Eli & Co COMM 532457108 9240.4 143960 SH SOLE 143960 0 0
Limited Inc COMM 532716107 1224.0 32000 SH SOLE 32000 0 0
Lincoln Natl Corp In COMM 534187109 1132.1 30140 SH SOLE 30140 0 0
Liz Claiborne COMM 539320101 294.2 9490 SH SOLE 9490 0 0
Lockheed Martin Corp COMM 539830109 1930.7 59064 SH SOLE 59064 0 0
Loews Corp COMM 540424108 1152.5 16420 SH SOLE 16420 0 0
Longs Drug Stores In COMM 543162101 174.5 5840 SH SOLE 5840 0 0
Louisiana Pac Corp COMM 546347105 250.3 16020 SH SOLE 16020 0 0
Lowes Cos Inc COMM 548661107 2780.7 57040 SH SOLE 57040 0 0
Lsi Logic Corp COMM 502161102 1116.4 21470 SH SOLE 21470 0 0
Lucent Technologies COMM 549463107 26151.0 403098 SH SOLE 403098 0 0
Mallinckrodt Group COMM 561232109 322.4 10680 SH SOLE 10680 0 0
Manor Care Inc New COMM 564055101 285.3 16600 SH SOLE 16600 0 0
Marriott Intl Inc Ne COMM 571903202 1225.8 37500 SH SOLE 37500 0 0
Marsh & Mclennan Cos COMM 571748102 2716.7 39660 SH SOLE 39660 0 0
Masco Corp COMM 574599106 2054.7 66280 SH SOLE 66280 0 0
Mattel Inc COMM 577081102 1185.8 62409 SH SOLE 62409 0 0
May Dept Stores Co COMM 577778103 1829.2 50200 SH SOLE 50200 0 0
Maytag Co COMM 578592107 387.8 11640 SH SOLE 11640 0 0
Mbia Inc COMM 55262C100 701.2 15040 SH SOLE 15040 0 0
Mbna Corp COMM 55262L100 2742.4 120215 SH SOLE 120215 0 0
Mcdermott Intl COMM 580037109 172.3 8510 SH SOLE 8510 0 0
Mcdonalds Corp COMM 580135101 8819.5 203920 SH SOLE 203920 0 0
Mcgraw Hill Inc COMM 580645109 1261.6 26080 SH SOLE 26080 0 0
Mci Worldcom Inc COMM 55268B106 20193.4 280951 SH SOLE 280951 0 0
Mckesson Hboc Inc COMM 58155Q103 1058.6 36505 SH SOLE 36505 0 0
Mead Corp COMM 582834107 527.3 15340 SH SOLE 15340 0 0
Mediaone Group Inc COMM 58440J104 6225.0 91126 SH SOLE 91126 0 0
Medtronic Inc COMM 585055106 5483.7 154200 SH SOLE 154200 0 0
Mellon Finl Corp COMM 58551A108 2624.1 78040 SH SOLE 78040 0 0
Merck & Co Inc COMM 589331107 20021.9 308920 SH SOLE 308920 0 0
Meredith Corp COMM 589433101 280.3 7720 SH SOLE 7720 0 0
Merrill Lynch & Co COMM 590188108 3729.2 55350 SH SOLE 55350 0 0
Mgic Invt Corp Wis COMM 552848103 783.6 16410 SH SOLE 16410 0 0
Micron Technology In COMM 595112103 2503.7 37650 SH SOLE 37650 0 0
Microsoft Corp COMM 594918104 60868.9 672120 SH SOLE 672120 0 0
Milacron Inc COMM 598709103 96.6 5440 SH SOLE 5440 0 0
Millipore Corp COMM 601073109 219.0 5830 SH SOLE 5830 0 0
Minnesota Mng & Mfg COMM 604059105 5822.3 60610 SH SOLE 60610 0 0
Mirage Resorts Inc COMM 60462E104 417.1 29790 SH SOLE 29790 0 0
Mobil Corp COMM 607059102 11858.3 117700 SH SOLE 117700 0 0
Monsanto Co COMM 611662107 3376.8 94620 SH SOLE 94620 0 0
Morgan J P & Co Inc COMM 616880100 3026.5 26490 SH SOLE 26490 0 0
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Network Appliance In COMM 64120L104 680.4 9500 SH SOLE 9500 0 0
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Regions Finl Corp COMM 758940100 1001.3 33377 SH SOLE 33377 0 0
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Russell Corp COMM 782352108 71.6 5050 SH SOLE 5050 0 0
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