UNITED STATES
SECURIITES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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: Missouri State Employees' Retirement System
Address: 907 Wildwood Dr.
Jefferson City, MO 65109
13F File Number: 00-00000
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 18, 1999
Report Type (Check Only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: None
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: $1,448,389
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 1207 51760 SH SOLE 51760 0 0
Abbott Labs COMM 002824100 9357 199880 SH SOLE 199880 0 0
Adobe Sys Inc COMM 00724F101 499 8790 SH SOLE 8790 0 0
Advanced Micro Devic COMM 007903107 322 20760 SH SOLE 20760 0 0
Aes Corp COMM 00130H105 1017 27300 SH SOLE 27300 0 0
Aetna Inc COMM 008117103 1718 20698 SH SOLE 20698 0 0
Air Prods & Chems In COMM 009158106 1134 33120 SH SOLE 33120 0 0
Airtouch Communicati COMM 00949T100 7274 75280 SH SOLE 75280 0 0
Alberto Culver Co COMM 013068101 190 8110 SH SOLE 8110 0 0
Albertsons Inc COMM 013104104 1936 35556 SH SOLE 35556 0 0
Alcan Alum Ltd COMM 013716105 845 32730 SH SOLE 32730 0 0
Alcoa Inc COMM 013817101 2188 53120 SH SOLE 53120 0 0
Allegheny Teledyne I COMM 017415100 535 28235 SH SOLE 28235 0 0
Allergan Inc COMM 018490102 844 9600 SH SOLE 9600 0 0
Allied Signal Inc COMM 019512102 3958 80460 SH SOLE 80460 0 0
Allstate Corp COMM 020002101 4390 118438 SH SOLE 118438 0 0
Alltel Corp COMM 020039103 2476 39700 SH SOLE 39700 0 0
Alza Corp COMM 022615108 503 13160 SH SOLE 13160 0 0
Amerada Hess Corp COMM 023551104 664 13050 SH SOLE 13050 0 0
Ameren Corp COMM 023608102 714 19740 SH SOLE 19740 0 0
America Online Inc D COMM 02364J104 19889 135300 SH SOLE 135300 0 0
American Elec Pwr In COMM 025537101 1099 27680 SH SOLE 27680 0 0
American Express Co COMM 025816109 7019 59610 SH SOLE 59610 0 0
American General Co COMM 026351106 2572 36479 SH SOLE 36479 0 0
American Greetings COMM 026375105 253 9977 SH SOLE 9977 0 0
American Home Prods COMM 026609107 11325 173560 SH SOLE 173560 0 0
American Intl Group COMM 026874107 19503 161687 SH SOLE 161687 0 0
American Stores Co COMM 030096101 1305 39560 SH SOLE 39560 0 0
Ameritech Corp COMM 030954101 8337 144680 SH SOLE 144680 0 0
Amgen COMM 031162100 5020 67040 SH SOLE 67040 0 0
Amr Corp COMM 001765106 1539 26280 SH SOLE 26280 0 0
Amsouth Bancorporati COMM 032165102 783 17200 SH SOLE 17200 0 0
Anadarko Pete Corp COMM 032511107 652 17260 SH SOLE 17260 0 0
Andrew Corp COMM 034425108 146 11862 SH SOLE 11862 0 0
Anheuser Busch Cos COMM 035229103 4788 62890 SH SOLE 62890 0 0
Aon Corp COMM 037389103 1558 24630 SH SOLE 24630 0 0
Apache Corp COMM 037411105 367 14090 SH SOLE 14090 0 0
Apple Computer Inc COMM 037833100 708 19700 SH SOLE 19700 0 0
Applied Matls Inc COMM 038222105 3287 53284 SH SOLE 53284 0 0
Archer Daniels Midla COMM 039483102 1255 85418 SH SOLE 85418 0 0
Armstrong World COMM 042476101 264 5840 SH SOLE 5840 0 0
Asarco Inc COMM 043413103 78 5630 SH SOLE 5630 0 0
Ascend Communication COMM 043491109 2393 28600 SH SOLE 28600 0 0
Ashland Inc COMM 044204105 440 10758 SH SOLE 10758 0 0
Associates First Cap COMM 046008108 4737 105258 SH SOLE 105258 0 0
At&T Corp COMM 001957109 24213 303369 SH SOLE 303369 0 0
Atlantic Richfield COMM 048825103 3434 46960 SH SOLE 46960 0 0
Autodesk Inc COMM 052769106 349 8630 SH SOLE 8630 0 0
Automatic Data Proce COMM 053015103 3356 81120 SH SOLE 81120 0 0
Autozone Inc COMM 053332102 658 21660 SH SOLE 21660 0 0
Avery Dennison Corp COMM 053611109 881 15320 SH SOLE 15320 0 0
Avon Prods Inc COMM 054303102 1627 34580 SH SOLE 34580 0 0
Baker Hughes Inc COMM 057224107 1149 47264 SH SOLE 47264 0 0
Ball Corp COMM 058498106 205 4360 SH SOLE 4360 0 0
Bank Amer Corp COMM 060505104 17672 250229 SH SOLE 250229 0 0
Bank New York Inc COMM 064057102 3950 109920 SH SOLE 109920 0 0
Bank One Corp COMM 06423A103 9359 169973 SH SOLE 169973 0 0
Bankboston Corp COMM 06605R106 1849 42688 SH SOLE 42688 0 0
Bankers Trust N Y Co COMM 066365107 1216 13780 SH SOLE 13780 0 0
Bard C R Inc COMM 067383109 384 7608 SH SOLE 7608 0 0
Barrick Gold Corp COMM 067901108 916 53690 SH SOLE 53690 0 0
Battle Mtn Gold Co COMM 071593107 91 33030 SH SOLE 33030 0 0
Bausch & Lomb Inc COMM 071707103 527 8110 SH SOLE 8110 0 0
Baxter Intl Inc COMM 071813109 2485 37650 SH SOLE 37650 0 0
Bb&T Corp COMM 054937107 1625 44900 SH SOLE 44900 0 0
Bear Stearns Cos Inc COMM 073902108 719 16090 SH SOLE 16090 0 0
Becton Dickinson COMM 075887109 1256 32780 SH SOLE 32780 0 0
Bell Atlantic Corp COMM 077853109 11602 224458 SH SOLE 224458 0 0
Bellsouth Corp COMM 079860102 11294 281920 SH SOLE 281920 0 0
Bemis Inc COMM 081437105 234 7520 SH SOLE 7520 0 0
Best Foods COMM 08658U101 1769 37640 SH SOLE 37640 0 0
Bethlehem Stl Corp COMM 087509105 154 18620 SH SOLE 18620 0 0
Biomet Inc COMM 090613100 680 16220 SH SOLE 16220 0 0
Black & Decker Mfg COMM 091797100 707 12750 SH SOLE 12750 0 0
Block H & R Inc COMM 093671105 674 14230 SH SOLE 14230 0 0
Bmc Software Inc COMM 055921100 1153 31100 SH SOLE 31100 0 0
Boeing Co COMM 097023105 4612 135650 SH SOLE 135650 0 0
Boise Cascade Corp COMM 097383103 259 8020 SH SOLE 8020 0 0
Boston Scientific Co COMM 101137107 2102 51740 SH SOLE 51740 0 0
Briggs & Stratton Co COMM 109043109 166 3360 SH SOLE 3360 0 0
Bristol Myers Squibb COMM 110122108 16782 261700 SH SOLE 261700 0 0
Brown Forman Dst 'b' COMM 115637209 576 9990 SH SOLE 9990 0 0
Browning Ferris Inds COMM 115885105 889 23047 SH SOLE 23047 0 0
Brunswick Corp COMM 117043109 253 13264 SH SOLE 13264 0 0
Burlington Northn Sa COMM 12189T104 2224 67646 SH SOLE 67646 0 0
Burlington Res Inc COMM 122014103 1019 25526 SH SOLE 25526 0 0
Cabletron Sys Inc COMM 126920107 202 24650 SH SOLE 24650 0 0
Campbell Soup Co COMM 134429109 2381 58530 SH SOLE 58530 0 0
Capital One Finl Cor COMM 14040H105 1435 9500 SH SOLE 9500 0 0
Cardinal Health Inc COMM 14149Y108 2362 35795 SH SOLE 35795 0 0
Carnival Cruise Line COMM 143658102 4303 88600 SH SOLE 88600 0 0
Carolina Pwr & Lt Co COMM 144141108 823 21760 SH SOLE 21760 0 0
Case Equipment Corp COMM 14743R103 271 10670 SH SOLE 10670 0 0
Caterpillar Inc COMM 149123101 2383 51870 SH SOLE 51870 0 0
Cbs Corp COMM 12490K107 4161 101960 SH SOLE 101960 0 0
Cendant Corp COMM 151313103 1916 120210 SH SOLE 120210 0 0
Centex Corp COMM 152312104 284 8520 SH SOLE 8520 0 0
Central & So West Co COMM 152357109 718 30640 SH SOLE 30640 0 0
Centurytel Inc COMM 156700106 937 13333 SH SOLE 13333 0 0
Ceridian Corp COMM 15677T106 689 18840 SH SOLE 18840 0 0
Champion Intl Corp COMM 158525105 565 13750 SH SOLE 13750 0 0
Chase Manhattan Corp COMM 16161A108 9930 122026 SH SOLE 122026 0 0
Chevron Corp COMM 166751107 8353 94114 SH SOLE 94114 0 0
Chubb Corp COMM 171232101 1383 23616 SH SOLE 23616 0 0
Cigna Corp COMM 125509109 2498 29810 SH SOLE 29810 0 0
Cincinnati Finl Corp COMM 172062101 878 24099 SH SOLE 24099 0 0
Cinergy Corp COMM 172474108 629 22874 SH SOLE 22874 0 0
Circuit City Stores COMM 172737108 1112 14506 SH SOLE 14506 0 0
Cisco Sys Inc COMM 17275R102 22783 207947 SH SOLE 207947 0 0
Citigroup Inc COMM 172967101 20855 326495 SH SOLE 326495 0 0
Clear Channel Commun COMM 184502102 2558 38140 SH SOLE 38140 0 0
Clorox Co COMM 189054109 1809 15440 SH SOLE 15440 0 0
Cms Energy Corp COMM 125896100 547 13600 SH SOLE 13600 0 0
Coastal Corp COMM 190441105 1008 30560 SH SOLE 30560 0 0
Coca Cola Co COMM 191216100 19923 324610 SH SOLE 324610 0 0
Coca Cola Enterprise COMM 191219104 1561 51600 SH SOLE 51600 0 0
Colgate Palmolive Co COMM 194162103 3543 38510 SH SOLE 38510 0 0
Columbia Energy Grou COMM 197648108 628 12015 SH SOLE 12015 0 0
Columbia/Hca Healthc COMM 197677107 1763 93094 SH SOLE 93094 0 0
Comcast Corp COMM 200300200 3067 48730 SH SOLE 48730 0 0
Comerica Inc COMM 200340107 1405 22495 SH SOLE 22495 0 0
Compaq Computer Corp COMM 204493100 7731 243966 SH SOLE 243966 0 0
Computer Assoc Intl COMM 204912109 2523 70937 SH SOLE 70937 0 0
Computer Sciences Co COMM 205363104 1273 23060 SH SOLE 23060 0 0
Compuware Corp COMM 205638109 1156 48400 SH SOLE 48400 0 0
Conagra Inc COMM 205887102 1807 70500 SH SOLE 70500 0 0
Conseco Inc COMM 208464107 1422 46054 SH SOLE 46054 0 0
Consolidated Edison COMM 209115104 1528 33713 SH SOLE 33713 0 0
Consolidated Nat Gas COMM 209615103 679 13947 SH SOLE 13947 0 0
Consolidated Stores COMM 210149100 474 15643 SH SOLE 15643 0 0
Constellation Energy COMM 210371100 543 21410 SH SOLE 21410 0 0
Cooper Inds Inc COMM 216669101 633 14855 SH SOLE 14855 0 0
Cooper Tire & Rubr COMM 216831107 198 10780 SH SOLE 10780 0 0
Coors Adolph Co COMM 217016104 288 5340 SH SOLE 5340 0 0
Corning Inc COMM 219350105 1832 30530 SH SOLE 30530 0 0
Costco Companies Inc COMM 22160Q102 2889 31551 SH SOLE 31551 0 0
Countrywide Cr Inds COMM 222372104 609 16230 SH SOLE 16230 0 0
Crane Co COMM 224399105 238 9845 SH SOLE 9845 0 0
Crown Cork & Seal In COMM 228255105 502 17580 SH SOLE 17580 0 0
Csx Corp COMM 126408103 1217 31250 SH SOLE 31250 0 0
Cummins Engine Inc COMM 231021106 215 6040 SH SOLE 6040 0 0
Cvs Corp COMM 126650100 2439 51340 SH SOLE 51340 0 0
Cyprus Amax Minerals COMM 232809103 158 13050 SH SOLE 13050 0 0
Dana Corp COMM 235811106 911 23976 SH SOLE 23976 0 0
Danaher Corp COMM 235851102 920 17600 SH SOLE 17600 0 0
Darden Restaurants I COMM 237194105 407 19750 SH SOLE 19750 0 0
Data Gen Corp COMM 237688106 72 7140 SH SOLE 7140 0 0
Dayton Hudson Corp COMM 239753106 3864 58000 SH SOLE 58000 0 0
De Luxe Check Printe COMM 248019101 333 11429 SH SOLE 11429 0 0
Deere & Co COMM 244199105 1330 34444 SH SOLE 34444 0 0
Dell Computer Corp COMM 247025109 13694 335020 SH SOLE 335020 0 0
Delta Air Lines Del COMM 247361108 1421 20440 SH SOLE 20440 0 0
Dillards Inc COMM 254067101 387 15264 SH SOLE 15264 0 0
Disney Walt Prodtns COMM 254687106 9253 297270 SH SOLE 297270 0 0
Dollar Gen Corp COMM 256669102 792 23300 SH SOLE 23300 0 0
Dominion Res Inc Va COMM 257470104 1043 28240 SH SOLE 28240 0 0
Donnelley R R & Sons COMM 257867101 623 19350 SH SOLE 19350 0 0
Dover Corp COMM 260003108 965 29340 SH SOLE 29340 0 0
Dow Chem Co COMM 260543103 2981 31989 SH SOLE 31989 0 0
Dow Jones & Co Inc COMM 260561105 635 13450 SH SOLE 13450 0 0
Dte Energy Co COMM 233331107 805 20945 SH SOLE 20945 0 0
Du Pont E I De Nemou COMM 263534109 9449 162740 SH SOLE 162740 0 0
Duke Power Co COMM 264399106 2870 52364 SH SOLE 52364 0 0
Dun & Bradstreet Cor COMM 26483B106 774 21720 SH SOLE 21720 0 0
E M C Corp Mass COMM 268648102 8442 66080 SH SOLE 66080 0 0
Eastern Enterprises COMM 27637F100 115 3170 SH SOLE 3170 0 0
Eastman Chem Co COMM 277432100 481 11428 SH SOLE 11428 0 0
Eastman Kodak Co COMM 277461109 2993 46850 SH SOLE 46850 0 0
Eaton Corp COMM 278058102 742 10378 SH SOLE 10378 0 0
Ecolab Inc COMM 278865100 604 17000 SH SOLE 17000 0 0
Edison Intl COMM 281020107 1131 50848 SH SOLE 50848 0 0
Eg & G Inc COMM 268457108 167 6330 SH SOLE 6330 0 0
Electronic Data Sys COMM 285661104 3464 71152 SH SOLE 71152 0 0
Emerson Elec Co COMM 291011104 3344 63160 SH SOLE 63160 0 0
Engelhard Corp COMM 292845104 348 20520 SH SOLE 20520 0 0
Enron Corp COMM 293561106 3257 50690 SH SOLE 50690 0 0
Entergy Corp New COMM 29364G103 976 35500 SH SOLE 35500 0 0
Equifax Inc COMM 294429105 669 19460 SH SOLE 19460 0 0
Exxon Corp COMM 302290101 24803 351510 SH SOLE 351510 0 0
F M C Corp COMM 302491303 234 4740 SH SOLE 4740 0 0
Fdx Corp COMM 31304N107 2002 21532 SH SOLE 21532 0 0
Federal Natl Mtg Asn COMM 313586109 10370 149750 SH SOLE 149750 0 0
Federated Dept Store COMM 31410H101 1214 30250 SH SOLE 30250 0 0
Fifth Third Bancorp COMM 316773100 2536 38457 SH SOLE 38457 0 0
First Data Corp COMM 319963104 2730 63850 SH SOLE 63850 0 0
First Energy Corp COMM 337932107 956 34150 SH SOLE 34150 0 0
First Un Corp COMM 337358105 7655 143244 SH SOLE 143244 0 0
Firstar Corp New Wis COMM 33763V109 2712 30300 SH SOLE 30300 0 0
Fleet Finl Group Inc COMM 338915101 3081 81894 SH SOLE 81894 0 0
Fleetwood Enterprise COMM 339099103 143 5000 SH SOLE 5000 0 0
Fluor Corp COMM 343861100 292 10828 SH SOLE 10828 0 0
Ford Mtr Co Del COMM 345370100 9920 174999 SH SOLE 174999 0 0
Fort James Corp COMM 347471104 921 29060 SH SOLE 29060 0 0
Fortune Brands Inc COMM 349631101 948 24620 SH SOLE 24620 0 0
Foster Wheeler Corp COMM 350244109 70 5740 SH SOLE 5740 0 0
Fpl Group Inc COMM 302571104 1390 26103 SH SOLE 26103 0 0
Franklin Res Inc COMM 354613101 1027 36500 SH SOLE 36500 0 0
Freddie Mac COMM 313400301 5122 89370 SH SOLE 89370 0 0
Freeport-Mcmoran Cop COMM 35671D857 237 21760 SH SOLE 21760 0 0
Frontier Corp COMM 35906P105 1283 24730 SH SOLE 24730 0 0
Fruit Of The Loom Lt COMM G3682L105 111 10280 SH SOLE 10280 0 0
Gannett Inc COMM 364730101 2565 40720 SH SOLE 40720 0 0
Gap Inc COMM 364760108 5053 75065 SH SOLE 75065 0 0
Gateway 2000 Inc COMM 367833100 1412 20600 SH SOLE 20600 0 0
General Dynamics Cor COMM 369550108 1182 18400 SH SOLE 18400 0 0
General Elec Co COMM 369604103 47734 431490 SH SOLE 431490 0 0
General Instr Corp D COMM 370120107 669 22080 SH SOLE 22080 0 0
General Mls Inc COMM 370334104 1529 20230 SH SOLE 20230 0 0
General Mtrs Corp COMM 370442105 8216 94433 SH SOLE 94433 0 0
Genuine Parts Co COMM 372460105 745 25860 SH SOLE 25860 0 0
Georgia Pac Corp COMM 373298108 946 12740 SH SOLE 12740 0 0
Gillette Company COMM 375766102 8681 146060 SH SOLE 146060 0 0
Golden West Finl Del COMM 381317106 784 8210 SH SOLE 8210 0 0
Goodrich B F Co COMM 382388106 368 10720 SH SOLE 10720 0 0
Goodyear Tire & Rubr COMM 382550101 1123 22550 SH SOLE 22550 0 0
Gpu Inc COMM 36225X100 687 18410 SH SOLE 18410 0 0
Grace W R & Co Del N COMM 38388F108 127 10490 SH SOLE 10490 0 0
Grainger W W Inc COMM 384802104 592 13740 SH SOLE 13740 0 0
Great Atl & Pac Tea COMM 390064103 163 5440 SH SOLE 5440 0 0
Great Lakes Chem Cor COMM 390568103 313 8510 SH SOLE 8510 0 0
Gte Corp COMM 362320103 8447 139620 SH SOLE 139620 0 0
Guidant Corp COMM 401698105 2401 39680 SH SOLE 39680 0 0
Halliburton Co COMM 406216101 2440 63380 SH SOLE 63380 0 0
Harcourt Gen Inc COMM 41163G101 456 10290 SH SOLE 10290 0 0
Harnischfeger Inds I COMM 413345109 38 6720 SH SOLE 6720 0 0
Harrahs Entmt Inc COMM 413619107 348 18230 SH SOLE 18230 0 0
Harris Corp Del COMM 413875105 323 11274 SH SOLE 11274 0 0
Hartford Finl Svcs G COMM 416515104 1913 33680 SH SOLE 33680 0 0
Hasbro Bradley Inc COMM 418056107 822 28405 SH SOLE 28405 0 0
Hcr Manor Care Inc COMM 404134108 333 14600 SH SOLE 14600 0 0
Healthsouth Corp COMM 421924101 633 61050 SH SOLE 61050 0 0
Heinz H J Co COMM 423074103 2257 47640 SH SOLE 47640 0 0
Helmerich & Payne In COMM 423452101 159 7020 SH SOLE 7020 0 0
Hercules Inc COMM 427056106 365 14440 SH SOLE 14440 0 0
Hershey Foods Corp COMM 427866108 1057 18860 SH SOLE 18860 0 0
Hewlett Packard Co COMM 428236103 9957 146830 SH SOLE 146830 0 0
Hilton Hotels Corp COMM 432848109 528 37580 SH SOLE 37580 0 0
Home Depot Inc COMM 437076102 12081 194078 SH SOLE 194078 0 0
Homestake Mng Co COMM 437614100 325 37660 SH SOLE 37660 0 0
Honeywell Inc COMM 438506107 1386 18280 SH SOLE 18280 0 0
Household Intl Corp COMM 441815107 3185 69814 SH SOLE 69814 0 0
Humana Inc COMM 444859102 414 24020 SH SOLE 24020 0 0
Huntington Bancshare COMM 446150104 939 30339 SH SOLE 30339 0 0
Ikon Office Solution COMM 451713101 274 21390 SH SOLE 21390 0 0
Illinois Tool Wks In COMM 452308109 2232 36080 SH SOLE 36080 0 0
Ims Health Inc COMM 449934108 1390 41960 SH SOLE 41960 0 0
Inco Ltd COMM 453258402 317 23830 SH SOLE 23830 0 0
Ingersoll Rand Co COMM 456866102 1176 23695 SH SOLE 23695 0 0
Intel Corp COMM 458140100 26092 219490 SH SOLE 219490 0 0
International Bus Ma COMM 459200101 21547 121560 SH SOLE 121560 0 0
International Flav&F COMM 459506101 575 15310 SH SOLE 15310 0 0
International Paper COMM 460146103 2456 58228 SH SOLE 58228 0 0
Interpublic Group Co COMM 460690100 1424 18290 SH SOLE 18290 0 0
Itt Inds Inc Ind COMM 450911102 522 14750 SH SOLE 14750 0 0
Jefferson Pilot Corp COMM 475070108 1037 15310 SH SOLE 15310 0 0
Johnson & Johnson COMM 478160104 16559 177100 SH SOLE 177100 0 0
Johnson Ctls Inc COMM 478366107 766 12279 SH SOLE 12279 0 0
Jostens Inc COMM 481088102 99 4640 SH SOLE 4640 0 0
K Mart COMM 482584109 1199 71310 SH SOLE 71310 0 0
Kansas City Southn COMM 485170104 821 14400 SH SOLE 14400 0 0
Kaufman&Broad Home C COMM 486168107 152 6740 SH SOLE 6740 0 0
Kellogg Co COMM 487836108 1806 53410 SH SOLE 53410 0 0
Kerr Mcgee Corp COMM 492386107 405 12339 SH SOLE 12339 0 0
Keycorp COMM 493267108 1995 65804 SH SOLE 65804 0 0
Kimberly Clark Corp COMM 494368103 3418 71304 SH SOLE 71304 0 0
King World Prodtns I COMM 495667107 311 10180 SH SOLE 10180 0 0
Kla-Tencor Corp COMM 482480100 612 12600 SH SOLE 12600 0 0
Knight Ridder Newspp COMM 499040103 567 11340 SH SOLE 11340 0 0
Kohls Corp COMM 500255104 1474 20800 SH SOLE 20800 0 0
Kroger Co COMM 501044101 2017 33690 SH SOLE 33690 0 0
Laidlaw Inc COMM 50730K503 277 47590 SH SOLE 47590 0 0
Lehman Bros Hldgs In COMM 524908100 986 16500 SH SOLE 16500 0 0
Lilly Eli & Co COMM 532457108 12287 144760 SH SOLE 144760 0 0
Limited Inc COMM 532716107 1268 32000 SH SOLE 32000 0 0
Lincoln Natl Corp In COMM 534187109 1455 14720 SH SOLE 14720 0 0
Liz Claiborne COMM 539320101 303 9290 SH SOLE 9290 0 0
Lockheed Martin Corp COMM 539830109 2139 56664 SH SOLE 56664 0 0
Loews Corp COMM 540424108 1233 16520 SH SOLE 16520 0 0
Longs Drug Stores In COMM 543162101 172 5640 SH SOLE 5640 0 0
Louisiana Pac Corp COMM 546347105 289 15520 SH SOLE 15520 0 0
Lowes Cos Inc COMM 548661107 3251 53740 SH SOLE 53740 0 0
Lsi Logic Corp COMM 502161102 635 20370 SH SOLE 20370 0 0
Lucent Technologies COMM 549463107 18792 174004 SH SOLE 174004 0 0
Mallinckrodt Group COMM 561232109 271 10180 SH SOLE 10180 0 0
Marriott Intl Inc Ne COMM 571903202 1177 35000 SH SOLE 35000 0 0
Marsh & Mclennan Cos COMM 571748102 2767 37260 SH SOLE 37260 0 0
Masco Corp COMM 574599106 1381 48880 SH SOLE 48880 0 0
Mattel Inc COMM 577081102 1035 41509 SH SOLE 41509 0 0
May Dept Stores Co COMM 577778103 1980 50600 SH SOLE 50600 0 0
Maytag Co COMM 578592107 778 12892 SH SOLE 12892 0 0
Mbia Inc COMM 55262C100 832 14340 SH SOLE 14340 0 0
Mbna Corp COMM 55262L100 2522 105615 SH SOLE 105615 0 0
Mcdermott Intl COMM 580037109 215 8510 SH SOLE 8510 0 0
Mcdonalds Corp COMM 580135101 8869 195720 SH SOLE 195720 0 0
Mcgraw Hill Inc COMM 580645109 1552 28480 SH SOLE 28480 0 0
Mci Worldcom Inc COMM 55268B106 21384 241451 SH SOLE 241451 0 0
Mckesson Hboc Inc COMM 58155Q103 2409 36505 SH SOLE 36505 0 0
Mead Corp COMM 582834107 450 14640 SH SOLE 14640 0 0
Mediaone Group Inc COMM 58440J104 5559 87626 SH SOLE 87626 0 0
Medtronic Inc COMM 585055106 5527 76900 SH SOLE 76900 0 0
Mellon Bk Corp COMM 585509102 2658 37770 SH SOLE 37770 0 0
Mercantile Bancorp COMM 587342106 1069 22500 SH SOLE 22500 0 0
Merck & Co Inc COMM 589331107 25129 313620 SH SOLE 313620 0 0
Meredith Corp COMM 589433101 233 7420 SH SOLE 7420 0 0
Merrill Lynch & Co COMM 590188108 4527 51150 SH SOLE 51150 0 0
Meyer Fred Inc Del N COMM 592907109 1313 22300 SH SOLE 22300 0 0
Mgic Invt Corp Wis COMM 552848103 554 15810 SH SOLE 15810 0 0
Micron Technology In COMM 595112103 1723 35750 SH SOLE 35750 0 0
Microsoft Corp COMM 594918104 59558 664520 SH SOLE 664520 0 0
Milacron Inc COMM 598709103 86 5440 SH SOLE 5440 0 0
Millipore Corp COMM 601073109 141 5830 SH SOLE 5830 0 0
Minnesota Mng & Mfg COMM 604059105 4111 58110 SH SOLE 58110 0 0
Mirage Resorts Inc COMM 60462E104 550 25890 SH SOLE 25890 0 0
Mobil Corp COMM 607059102 9926 112800 SH SOLE 112800 0 0
Monsanto Co COMM 611662107 4154 90420 SH SOLE 90420 0 0
Moore Limited COMM 615785102 125 12660 SH SOLE 12660 0 0
Morgan J P & Co Inc COMM 616880100 3120 25290 SH SOLE 25290 0 0
Morgan S D Witter Di COMM 617446448 8334 83391 SH SOLE 83391 0 0
Morton Intl Inc COMM 619335102 638 17370 SH SOLE 17370 0 0
Motorola Inc COMM 620076109 6344 86610 SH SOLE 86610 0 0
Nacco Inds Inc COMM 629579103 96 1290 SH SOLE 1290 0 0
Nalco Chem Co COMM 629853102 249 9390 SH SOLE 9390 0 0
National City Corp COMM 635405103 3127 47117 SH SOLE 47117 0 0
National Semiconduct COMM 637640103 223 23970 SH SOLE 23970 0 0
National Svc Inds In COMM 637657107 202 5930 SH SOLE 5930 0 0
Navistar Intl Corp N COMM 63934E108 378 9410 SH SOLE 9410 0 0
New Centy Energies I COMM 64352U103 562 16500 SH SOLE 16500 0 0
New York Times Co COMM 650111107 750 26300 SH SOLE 26300 0 0
Newell Rubbermaid In COMM 651229106 1786 37595 SH SOLE 37595 0 0
Newmont Mng Corp COMM 651639106 420 24018 SH SOLE 24018 0 0
Nextel Communication COMM 65332V103 1516 41400 SH SOLE 41400 0 0
Niagara Mohawk Hldgs COMM 653520106 361 26870 SH SOLE 26870 0 0
Nicor Inc COMM 654086107 245 6820 SH SOLE 6820 0 0
Nike Inc COMM 654106103 2355 40820 SH SOLE 40820 0 0
Nordstrom Inc COMM 655664100 840 20540 SH SOLE 20540 0 0
Norfolk Southern Cor COMM 655844108 1440 54594 SH SOLE 54594 0 0
Nortel Networks Corp COMM 656569100 5430 87408 SH SOLE 87408 0 0
Northern Tr Corp COMM 665859104 1430 16100 SH SOLE 16100 0 0
Northn Sts Pwr Minn COMM 665772109 507 21880 SH SOLE 21880 0 0
Northrop Corp COMM 666807102 605 10110 SH SOLE 10110 0 0
Novell Inc COMM 670006105 1230 48830 SH SOLE 48830 0 0
Nucor Corp COMM 670346105 558 12660 SH SOLE 12660 0 0
Occidental Pete Corp COMM 674599105 899 49970 SH SOLE 49970 0 0
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</TABLE>
