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Previous: IGO CORP, SC 13D, EX-99.(II), 2000-09-08 |
Next: RELIANT INTERACTIVE MEDIA CORP, 8-K, 2000-09-08 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: [06/30/00]
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: Pat Neylon
Title: Portfolio Manager - Domestic Equity
Phone: 573-632-6165
Signature, Place, and Date of Signing:
J. Patrick Neylon, Jefferson City, MO, September 7, 2000
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: Missouri State Employees' Retirement System
Address: 907 Wildwood Dr.
Jefferson City, MO 65109
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: $1,635,203
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 2654.2 46060 SH SOLE 46060 0 0
Abbott Labs COMM 002824100 9072.0 203580 SH SOLE 203580 0 0
Adaptec Inc COMM 00651F108 309.4 13600 SH SOLE 13600 0 0
Adc Telecommunicatio COMM 000886101 3371.8 40200 SH SOLE 40200 0 0
Adobe Sys Inc COMM 00724F101 2064.4 15880 SH SOLE 15880 0 0
Advanced Micro Devic COMM 007903107 1557.4 20160 SH SOLE 20160 0 0
Aes Corp COMM 00130H105 2555.0 56000 SH SOLE 56000 0 0
Aetna Inc COMM 008117103 1187.3 18498 SH SOLE 18498 0 0
Aflac Inc COMM 001055102 1603.2 34900 SH SOLE 34900 0 0
Agilent Technologies COMM 00846U101 4377.9 59361 SH SOLE 59361 0 0
Air Prods & Chems In COMM 009158106 925.0 30020 SH SOLE 30020 0 0
Alberto Culver Co COMM 013068101 223.4 7310 SH SOLE 7310 0 0
Albertsons Inc COMM 013104104 1850.7 55660 SH SOLE 55660 0 0
Alcan Alum Ltd COMM 013716105 890.6 28730 SH SOLE 28730 0 0
Alcoa Inc COMM 013817101 3291.0 113484 SH SOLE 113484 0 0
Allegheny Technologi COMM 01741R102 196.5 10917 SH SOLE 10917 0 0
Allergan Inc COMM 018490102 1266.5 17000 SH SOLE 17000 0 0
Allied Waste Inds In COMM 019589308 248.0 24800 SH SOLE 24800 0 0
Allstate Corp COMM 020002101 2176.9 97838 SH SOLE 97838 0 0
Alltel Corp COMM 020039103 2570.4 41500 SH SOLE 41500 0 0
Altera Corp COMM 021441100 2670.8 26200 SH SOLE 26200 0 0
Alza Corp Del COMM 022615108 795.8 13460 SH SOLE 13460 0 0
Amerada Hess Corp COMM 023551104 737.9 11950 SH SOLE 11950 0 0
Ameren Corp COMM 023608102 605.5 17940 SH SOLE 17940 0 0
America Online Inc D COMM 02364J104 15906.4 301900 SH SOLE 301900 0 0
American Elec Pwr In COMM 025537101 1241.4 41904 SH SOLE 41904 0 0
American Express Co COMM 025816109 9149.5 175530 SH SOLE 175530 0 0
American General Co COMM 026351106 1993.4 32679 SH SOLE 32679 0 0
American Greetings COMM 026375105 157.3 8280 SH SOLE 8280 0 0
American Home Prods COMM 026609107 10067.4 171360 SH SOLE 171360 0 0
American Intl Group COMM 026874107 23803.5 202583 SH SOLE 202583 0 0
American Pwr Convers COMM 029066107 1040.7 25500 SH SOLE 25500 0 0
Amgen COMM 031162100 9482.3 134980 SH SOLE 134980 0 0
Amr Corp COMM 001765106 520.3 19680 SH SOLE 19680 0 0
Amsouth Bancorporati COMM 032165102 811.9 51550 SH SOLE 51550 0 0
Anadarko Pete Corp COMM 032511107 831.4 16860 SH SOLE 16860 0 0
Analog Devices Inc COMM 032654105 3534.0 46500 SH SOLE 46500 0 0
Andrew Corp COMM 034425108 354.5 10562 SH SOLE 10562 0 0
Anheuser Busch Cos COMM 035229103 4435.7 59390 SH SOLE 59390 0 0
Aon Corp COMM 037389103 1045.1 33645 SH SOLE 33645 0 0
Apache Corp COMM 037411105 875.7 14890 SH SOLE 14890 0 0
Apple Computer Inc COMM 037833100 2241.7 42800 SH SOLE 42800 0 0
Applied Matls Inc COMM 038222105 9618.9 106140 SH SOLE 106140 0 0
Archer Daniels Midla COMM 039483102 776.1 79098 SH SOLE 79098 0 0
Armstrong Hldgs Inc COMM 042384107 80.2 5240 SH SOLE 5240 0 0
Ashland Inc COMM 044204105 321.9 9180 SH SOLE 9180 0 0
Associates First Cap COMM 046008108 2134.4 95658 SH SOLE 95658 0 0
At&T Corp COMM 001957109 13072.6 413363 SH SOLE 413363 0 0
Autodesk Inc COMM 052769106 264.7 7630 SH SOLE 7630 0 0
Automatic Data Proce COMM 053015103 4414.6 82420 SH SOLE 82420 0 0
Autozone Inc COMM 053332102 386.3 17560 SH SOLE 17560 0 0
Avery Dennison Corp COMM 053611109 988.1 14720 SH SOLE 14720 0 0
Avon Prods Inc COMM 054303102 1387.5 31180 SH SOLE 31180 0 0
Baker Hughes Inc COMM 057224107 1388.0 43374 SH SOLE 43374 0 0
Ball Corp COMM 058498106 121.0 3760 SH SOLE 3760 0 0
Bank Amer Corp COMM 060505104 9365.4 217801 SH SOLE 217801 0 0
Bank New York Inc COMM 064057102 4502.1 96820 SH SOLE 96820 0 0
Bank One Corp COMM 06423A103 4003.7 150729 SH SOLE 150729 0 0
Bard C R Inc COMM 067383109 322.9 6710 SH SOLE 6710 0 0
Barrick Gold Corp COMM 067901108 945.6 51990 SH SOLE 51990 0 0
Bausch & Lomb Inc COMM 071707103 542.4 7010 SH SOLE 7010 0 0
Baxter Intl Inc COMM 071813109 2682.4 38150 SH SOLE 38150 0 0
Bb&T Corp COMM 054937107 1093.5 45800 SH SOLE 45800 0 0
Bear Stearns Cos Inc COMM 073902108 606.7 14575 SH SOLE 14575 0 0
Becton Dickinson COMM 075887109 951.9 33180 SH SOLE 33180 0 0
Bed Bath & Beyond In COMM 075896100 670.6 18500 SH SOLE 18500 0 0
Bellsouth Corp COMM 079860102 10537.8 247220 SH SOLE 247220 0 0
Bemis Inc COMM 081437105 232.7 6920 SH SOLE 6920 0 0
Best Buy Inc COMM 086516101 1695.1 26800 SH SOLE 26800 0 0
Best Foods COMM 08658U101 2502.7 36140 SH SOLE 36140 0 0
Bethlehem Stl Corp COMM 087509105 61.7 17320 SH SOLE 17320 0 0
Biogen N V COMM 090597105 1257.8 19500 SH SOLE 19500 0 0
Biomet Inc COMM 090613100 596.6 15520 SH SOLE 15520 0 0
Black & Decker Mfg COMM 091797100 438.3 11150 SH SOLE 11150 0 0
Block H & R Inc COMM 093671105 418.6 12930 SH SOLE 12930 0 0
Bmc Software Inc COMM 055921100 1171.1 32100 SH SOLE 32100 0 0
Boeing Co COMM 097023105 4986.1 119250 SH SOLE 119250 0 0
Boise Cascade Corp COMM 097383103 194.6 7520 SH SOLE 7520 0 0
Boston Scientific Co COMM 101137107 1174.5 53540 SH SOLE 53540 0 0
Briggs & Stratton Co COMM 109043109 98.0 2860 SH SOLE 2860 0 0
Bristol Myers Squibb COMM 110122108 15098.4 259200 SH SOLE 259200 0 0
Brown Forman Dst 'b' COMM 115637209 488.6 9090 SH SOLE 9090 0 0
Brunswick Corp COMM 117043109 191.1 11540 SH SOLE 11540 0 0
Burlington Northn Sa COMM 12189T104 1290.1 56246 SH SOLE 56246 0 0
Burlington Res Inc COMM 122014103 1083.5 28326 SH SOLE 28326 0 0
C P & L Energy Inc COMM 12614C106 666.2 20860 SH SOLE 20860 0 0
Cabletron Sys Inc COMM 126920107 604.7 23950 SH SOLE 23950 0 0
Campbell Soup Co COMM 134429109 1617.3 55530 SH SOLE 55530 0 0
Capital One Finl Cor COMM 14040H105 1146.9 25700 SH SOLE 25700 0 0
Cardinal Health Inc COMM 14149Y108 2678.4 36195 SH SOLE 36195 0 0
Carnival Cruise Line COMM 143658102 1548.3 79400 SH SOLE 79400 0 0
Caterpillar Inc COMM 149123101 1550.5 45770 SH SOLE 45770 0 0
Cendant Corp COMM 151313103 1325.2 94660 SH SOLE 94660 0 0
Centex Corp COMM 152312104 181.4 7720 SH SOLE 7720 0 0
Centurytel Inc COMM 156700106 529.0 18400 SH SOLE 18400 0 0
Ceridian Corp COMM 15677T106 458.2 19040 SH SOLE 19040 0 0
Charter One Finl Inc COMM 160903100 650.9 28300 SH SOLE 28300 0 0
Chase Manhattan Corp COMM 16161A108 7485.9 162516 SH SOLE 162516 0 0
Chevron Corp COMM 166751107 7270.1 85720 SH SOLE 85720 0 0
Chubb Corp COMM 171232101 1415.7 23020 SH SOLE 23020 0 0
Cigna Corp COMM 125509109 2001.8 21410 SH SOLE 21410 0 0
Cincinnati Finl Corp COMM 172062101 663.3 21100 SH SOLE 21100 0 0
Cinergy Corp COMM 172474108 531.0 20874 SH SOLE 20874 0 0
Circuit City Store I COMM 172737108 885.4 26680 SH SOLE 26680 0 0
Cisco Sys Inc COMM 17275R102 58108.1 914188 SH SOLE 914188 0 0
Citigroup Inc COMM 172967101 26721.9 443517 SH SOLE 443517 0 0
Citrix Sys Inc COMM 177376100 460.2 24300 SH SOLE 24300 0 0
Clear Channel Commun COMM 184502102 3340.5 44540 SH SOLE 44540 0 0
Clorox Co COMM 189054109 1383.8 30880 SH SOLE 30880 0 0
Cms Energy Corp COMM 125896100 318.6 14400 SH SOLE 14400 0 0
Coastal Corp COMM 190441105 1708.2 28060 SH SOLE 28060 0 0
Coca Cola Co COMM 191216100 18685.0 325310 SH SOLE 325310 0 0
Coca Cola Enterprise COMM 191219104 900.5 55200 SH SOLE 55200 0 0
Colgate Palmolive Co COMM 194162103 4539.7 75820 SH SOLE 75820 0 0
Columbia Energy Grou COMM 197648108 703.2 10715 SH SOLE 10715 0 0
Comcast Corp COMM 200300200 4777.4 117960 SH SOLE 117960 0 0
Comerica Inc COMM 200340107 919.7 20495 SH SOLE 20495 0 0
Compaq Computer Corp COMM 204493100 5702.1 223066 SH SOLE 223066 0 0
Computer Assoc Intl COMM 204912109 3963.8 77437 SH SOLE 77437 0 0
Computer Sciences Co COMM 205363104 1640.1 21960 SH SOLE 21960 0 0
Compuware Corp COMM 205638109 490.7 47300 SH SOLE 47300 0 0
Comverse Technology COMM 205862402 1878.6 20200 SH SOLE 20200 0 0
Conagra Inc COMM 205887102 1229.5 64500 SH SOLE 64500 0 0
Conexant Systems Inc COMM 207142100 1390.7 28600 SH SOLE 28600 0 0
Conoco Inc COMM 208251405 2014.1 82000 SH SOLE 82000 0 0
Conseco Inc COMM 208464107 415.9 42653 SH SOLE 42653 0 0
Consolidated Edison COMM 209115104 824.2 27820 SH SOLE 27820 0 0
Consolidated Stores COMM 210149100 174.0 14500 SH SOLE 14500 0 0
Constellation Energy COMM 210371100 641.8 19710 SH SOLE 19710 0 0
Convergys Corp COMM 212485106 1046.2 20167 SH SOLE 20167 0 0
Cooper Inds Inc COMM 216669101 397.6 12210 SH SOLE 12210 0 0
Cooper Tire & Rubr COMM 216831107 107.7 9680 SH SOLE 9680 0 0
Coors Adolph Co COMM 217016104 292.8 4840 SH SOLE 4840 0 0
Corning Inc COMM 219350105 9804.6 36330 SH SOLE 36330 0 0
Costco Whsl Corp New COMM 22160K105 1937.2 58702 SH SOLE 58702 0 0
Countrywide Cr Inds COMM 222372104 452.6 14930 SH SOLE 14930 0 0
Crane Co COMM 224399105 192.6 7920 SH SOLE 7920 0 0
Crown Cork & Seal In COMM 228255105 251.7 16780 SH SOLE 16780 0 0
Csx Corp COMM 126408103 607.0 28650 SH SOLE 28650 0 0
Cummins Engine Inc COMM 231021106 148.2 5440 SH SOLE 5440 0 0
Cvs Corp COMM 126650100 2049.6 51240 SH SOLE 51240 0 0
Dana Corp COMM 235811106 423.3 19979 SH SOLE 19979 0 0
Danaher Corp COMM 235851102 919.5 18600 SH SOLE 18600 0 0
Darden Restaurants I COMM 237194105 264.1 16250 SH SOLE 16250 0 0
De Luxe Check Printe COMM 248019101 223.1 9470 SH SOLE 9470 0 0
Deere & Co COMM 244199105 1134.8 30670 SH SOLE 30670 0 0
Dell Computer Corp COMM 247025109 16688.3 338420 SH SOLE 338420 0 0
Delphi Automotive Sy COMM 247126105 1076.9 73947 SH SOLE 73947 0 0
Delta Air Lines Del COMM 247361108 816.1 16140 SH SOLE 16140 0 0
Dillards Inc COMM 254067101 149.7 12220 SH SOLE 12220 0 0
Disney Walt Prodtns COMM 254687106 10598.5 273070 SH SOLE 273070 0 0
Dollar Gen Corp COMM 256669102 841.5 43156 SH SOLE 43156 0 0
Dominion Res Inc Va COMM 25746U109 1340.0 31254 SH SOLE 31254 0 0
Donnelley R R & Sons COMM 257867101 359.9 15950 SH SOLE 15950 0 0
Dover Corp COMM 260003108 1080.6 26640 SH SOLE 26640 0 0
Dow Chem Co COMM 260543103 2681.6 88830 SH SOLE 88830 0 0
Dow Jones & Co Inc COMM 260561105 853.4 11650 SH SOLE 11650 0 0
Dte Energy Co COMM 233331107 573.0 18750 SH SOLE 18750 0 0
Du Pont E I De Nemou COMM 263534109 6020.9 137620 SH SOLE 137620 0 0
Duke Power Co COMM 264399106 2723.4 48308 SH SOLE 48308 0 0
Dun & Bradstreet Cor COMM 26483B106 607.4 21220 SH SOLE 21220 0 0
E M C Corp Mass COMM 268648102 21940.3 285170 SH SOLE 285170 0 0
Eastern Enterprises COMM 27637F100 224.9 3570 SH SOLE 3570 0 0
Eastman Chem Co COMM 277432100 478.9 10030 SH SOLE 10030 0 0
Eastman Kodak Co COMM 277461109 2424.6 40750 SH SOLE 40750 0 0
Eaton Corp COMM 278058102 641.9 9580 SH SOLE 9580 0 0
Ecolab Inc COMM 278865100 668.0 17100 SH SOLE 17100 0 0
Edison Intl COMM 281020107 894.6 43640 SH SOLE 43640 0 0
El Paso Energy Corp COMM 283905107 1546.5 30360 SH SOLE 30360 0 0
Electronic Data Sys COMM 285661104 2524.5 61200 SH SOLE 61200 0 0
Emerson Elec Co COMM 291011104 3384.6 56060 SH SOLE 56060 0 0
Engelhard Corp COMM 292845104 285.3 16720 SH SOLE 16720 0 0
Enron Corp COMM 293561106 6203.6 96180 SH SOLE 96180 0 0
Entergy Corp New COMM 29364G103 821.1 30200 SH SOLE 30200 0 0
Equifax Inc COMM 294429105 487.2 18560 SH SOLE 18560 0 0
Exxon Mobil Corp COMM 30231G102 35915.4 457521 SH SOLE 457521 0 0
F M C Corp COMM 302491303 234.3 4040 SH SOLE 4040 0 0
Federal Natl Mtg Asn COMM 313586109 6907.0 132350 SH SOLE 132350 0 0
Federated Dept Store COMM 31410H101 950.1 28150 SH SOLE 28150 0 0
Fedex Corp COMM 31428X106 1446.4 38064 SH SOLE 38064 0 0
Fifth Third Bancorp COMM 316773100 2581.9 40820 SH SOLE 40820 0 0
First Data Corp COMM 319963104 2687.2 54150 SH SOLE 54150 0 0
First Energy Corp COMM 337932107 707.1 30250 SH SOLE 30250 0 0
First Un Corp COMM 337358105 3196.5 128827 SH SOLE 128827 0 0
Firstar Corp New Wis COMM 33763V109 2683.4 127401 SH SOLE 127401 0 0
Fleetboston Finl Cor COMM 339030108 4026.6 118428 SH SOLE 118428 0 0
Florida Progress Cor COMM 341109106 609.4 13000 SH SOLE 13000 0 0
Fluor Corp COMM 343861100 318.5 10070 SH SOLE 10070 0 0
Ford Mtr Co Del COMM 345370860 6808.6 158340 SH SOLE 158340 0 0
Fort James Corp COMM 347471104 623.5 26960 SH SOLE 26960 0 0
Fortune Brands Inc COMM 349631101 477.9 20720 SH SOLE 20720 0 0
Fpl Group Inc COMM 302571104 1158.8 23410 SH SOLE 23410 0 0
Franklin Res Inc COMM 354613101 972.0 32000 SH SOLE 32000 0 0
Freddie Mac COMM 313400301 3700.5 91370 SH SOLE 91370 0 0
Freeport-Mcmoran Cop COMM 35671D857 193.0 20860 SH SOLE 20860 0 0
Gannett Inc COMM 364730101 2094.6 35020 SH SOLE 35020 0 0
Gap Inc COMM 364760108 3490.5 111697 SH SOLE 111697 0 0
Gateway Inc COMM 367626108 2400.5 42300 SH SOLE 42300 0 0
General Dynamics Cor COMM 369550108 1379.4 26400 SH SOLE 26400 0 0
General Elec Co COMM 369604103 68909.0 1300170 SH SOLE 1300170 0 0
General Mls Inc COMM 370334104 1463.4 38260 SH SOLE 38260 0 0
General Mtrs Corp COMM 370442105 4081.8 70300 SH SOLE 70300 0 0
Genuine Parts Co COMM 372460105 463.2 23160 SH SOLE 23160 0 0
Georgia Pac Corp COMM 373298108 587.5 22380 SH SOLE 22380 0 0
Gillette Company COMM 375766102 4792.0 137160 SH SOLE 137160 0 0
Global Crossing Ltd COMM G3921A100 2826.0 107401 SH SOLE 107401 0 0
Golden West Finl Del COMM 381317106 846.0 20730 SH SOLE 20730 0 0
Goodrich B F Co COMM 382388106 481.0 14120 SH SOLE 14120 0 0
Goodyear Tire & Rubr COMM 382550101 411.0 20550 SH SOLE 20550 0 0
Gpu Inc COMM 36225X100 427.9 15810 SH SOLE 15810 0 0
Grace W R & Co Del N COMM 38388F108 106.6 8790 SH SOLE 8790 0 0
Grainger W W Inc COMM 384802104 380.2 12340 SH SOLE 12340 0 0
Great Atl & Pac Tea COMM 390064103 83.8 5040 SH SOLE 5040 0 0
Great Lakes Chem Cor COMM 390568103 224.0 7110 SH SOLE 7110 0 0
Gte Corp COMM 362320103 7875.9 126520 SH SOLE 126520 0 0
Guidant Corp COMM 401698105 1993.9 40280 SH SOLE 40280 0 0
Halliburton Co COMM 406216101 2754.8 58380 SH SOLE 58380 0 0
Harcourt Gen Inc COMM 41163G101 510.6 9390 SH SOLE 9390 0 0
Harley Davidson Inc COMM 412822108 1536.2 39900 SH SOLE 39900 0 0
Harrahs Entmt Inc COMM 413619107 335.6 16030 SH SOLE 16030 0 0
Hartford Finl Svcs G COMM 416515104 1577.4 28200 SH SOLE 28200 0 0
Hasbro Bradley Inc COMM 418056107 338.3 22460 SH SOLE 22460 0 0
Hca-Healthcare Co COMM 404119109 2226.3 73294 SH SOLE 73294 0 0
Healthsouth Corp COMM 421924101 364.0 50650 SH SOLE 50650 0 0
Heinz H J Co COMM 423074103 2027.4 46340 SH SOLE 46340 0 0
Hercules Inc COMM 427056106 197.4 14040 SH SOLE 14040 0 0
Hershey Foods Corp COMM 427866108 875.9 18060 SH SOLE 18060 0 0
Hewlett Packard Co COMM 428236103 16412.3 131430 SH SOLE 131430 0 0
Hilton Hotels Corp COMM 432848109 453.6 48380 SH SOLE 48380 0 0
Home Depot Inc COMM 437076102 15184.3 304067 SH SOLE 304067 0 0
Homestake Mng Co COMM 437614100 234.9 34160 SH SOLE 34160 0 0
Honeywell Intl Inc COMM 438516106 3534.6 104922 SH SOLE 104922 0 0
Household Intl Corp COMM 441815107 2585.8 62214 SH SOLE 62214 0 0
Humana Inc COMM 444859102 107.3 22020 SH SOLE 22020 0 0
Huntington Bancshare COMM 446150104 460.5 29125 SH SOLE 29125 0 0
Ikon Office Solution COMM 451713101 75.9 19590 SH SOLE 19590 0 0
Illinois Tool Wks In COMM 452308109 2261.8 39680 SH SOLE 39680 0 0
Ims Health Inc COMM 449934108 701.3 38960 SH SOLE 38960 0 0
Inco Ltd COMM 453258402 366.4 23830 SH SOLE 23830 0 0
Ingersoll Rand Co COMM 456866102 855.1 21245 SH SOLE 21245 0 0
Intel Corp COMM 458140100 58846.6 440180 SH SOLE 440180 0 0
International Bus Ma COMM 459200101 25530.3 233020 SH SOLE 233020 0 0
International Flav&F COMM 459506101 407.8 13510 SH SOLE 13510 0 0
International Paper COMM 460146103 1624.5 54492 SH SOLE 54492 0 0
Interpublic Group Co COMM 460690100 1706.2 39680 SH SOLE 39680 0 0
Itt Inds Inc Ind COMM 450911102 346.6 11410 SH SOLE 11410 0 0
Jefferson Pilot Corp COMM 475070108 762.5 13510 SH SOLE 13510 0 0
Johnson & Johnson COMM 478160104 18622.8 182800 SH SOLE 182800 0 0
Johnson Ctls Inc COMM 478366107 578.3 11270 SH SOLE 11270 0 0
K Mart COMM 482584109 429.9 63110 SH SOLE 63110 0 0
Kansas City Southn COMM 485170302 1294.8 14600 SH SOLE 14600 0 0
Kaufman&Broad Home C COMM 486168107 123.6 6240 SH SOLE 6240 0 0
Kellogg Co COMM 487836108 1586.0 53310 SH SOLE 53310 0 0
Kerr Mcgee Corp COMM 492386107 727.8 12349 SH SOLE 12349 0 0
Keycorp COMM 493267108 1005.3 57040 SH SOLE 57040 0 0
Kimberly Clark Corp COMM 494368103 4194.3 73104 SH SOLE 73104 0 0
Kla-Tencor Corp COMM 482480100 1434.8 24500 SH SOLE 24500 0 0
Knight Ridder Newspp COMM 499040103 544.6 10240 SH SOLE 10240 0 0
Kohls Corp COMM 500255104 2386.3 42900 SH SOLE 42900 0 0
Kroger Co COMM 501044101 2419.8 109680 SH SOLE 109680 0 0
Leggett & Platt Inc COMM 524660107 425.7 25800 SH SOLE 25800 0 0
Lehman Bros Hldgs In COMM 524908100 1503.5 15900 SH SOLE 15900 0 0
Lexmark Intl Inc. COMM 529771107 1150.0 17100 SH SOLE 17100 0 0
Lilly Eli & Co COMM 532457108 14827.4 148460 SH SOLE 148460 0 0
Limited Inc COMM 532716107 1217.5 56300 SH SOLE 56300 0 0
Lincoln Natl Corp In COMM 534187109 908.2 25140 SH SOLE 25140 0 0
Linear Technology Co COMM 535678106 2615.0 40900 SH SOLE 40900 0 0
Liz Claiborne COMM 539320101 253.4 7190 SH SOLE 7190 0 0
Lockheed Martin Corp COMM 539830109 1304.2 52564 SH SOLE 52564 0 0
Loews Corp COMM 540424108 781.2 13020 SH SOLE 13020 0 0
Longs Drug Stores In COMM 543162101 111.8 5140 SH SOLE 5140 0 0
Louisiana Pac Corp COMM 546347105 147.0 13520 SH SOLE 13520 0 0
Lowes Cos Inc COMM 548661107 2063.0 50240 SH SOLE 50240 0 0
Lsi Logic Corp COMM 502161102 2183.4 40340 SH SOLE 40340 0 0
Lucent Technologies COMM 549463107 25353.0 427898 SH SOLE 427898 0 0
Mallinckrodt Group COMM 561232109 381.4 8780 SH SOLE 8780 0 0
Manor Care Inc New COMM 564055101 93.8 13400 SH SOLE 13400 0 0
Marriott Intl Inc Ne COMM 571903202 1136.0 31500 SH SOLE 31500 0 0
Marsh & Mclennan Cos COMM 571748102 3708.6 35510 SH SOLE 35510 0 0
Masco Corp COMM 574599106 1063.5 58880 SH SOLE 58880 0 0
Mattel Inc COMM 577081102 737.3 55912 SH SOLE 55912 0 0
Maxim Integrated Pro COMM 57772K101 2522.7 37132 SH SOLE 37132 0 0
May Dept Stores Co COMM 577778103 1047.6 43650 SH SOLE 43650 0 0
Maytag Co COMM 578592107 377.6 10240 SH SOLE 10240 0 0
Mbia Inc COMM 55262C100 623.5 12940 SH SOLE 12940 0 0
Mbna Corp COMM 55262L100 2854.0 105215 SH SOLE 105215 0 0
Mcdermott Intl COMM 580037109 68.8 7810 SH SOLE 7810 0 0
Mcdonalds Corp COMM 580135101 5784.5 175620 SH SOLE 175620 0 0
Mcgraw Hill Inc COMM 580645109 1381.3 25580 SH SOLE 25580 0 0
Mckesson Hboc Inc COMM 58155Q103 774.8 37005 SH SOLE 37005 0 0
Mead Corp COMM 582834107 341.9 13540 SH SOLE 13540 0 0
Medimmune Inc COMM 584699102 1901.8 25700 SH SOLE 25700 0 0
Medtronic Inc COMM 585055106 7830.5 157200 SH SOLE 157200 0 0
Mellon Finl Corp COMM 58551A108 2351.7 64540 SH SOLE 64540 0 0
Merck & Co Inc COMM 589331107 23157.6 302220 SH SOLE 302220 0 0
Meredith Corp COMM 589433101 220.1 6520 SH SOLE 6520 0 0
Merrill Lynch & Co COMM 590188108 5870.8 51050 SH SOLE 51050 0 0
Mgic Invt Corp Wis COMM 552848103 628.4 13810 SH SOLE 13810 0 0
Micron Technology In COMM 595112103 6419.8 72900 SH SOLE 72900 0 0
Microsoft Corp COMM 594918104 55321.6 691520 SH SOLE 691520 0 0
Milacron Inc COMM 598709103 67.3 4640 SH SOLE 4640 0 0
Millipore Corp COMM 601073109 454.5 6030 SH SOLE 6030 0 0
Minnesota Mng & Mfg COMM 604059105 4290.8 52010 SH SOLE 52010 0 0
Molex Inc COMM 608554101 1239.2 25750 SH SOLE 25750 0 0
Morgan J P & Co Inc COMM 616880100 2355.6 21390 SH SOLE 21390 0 0
Morgan St D Witter COMM 617446448 12386.1 148782 SH SOLE 148782 0 0
Motorola Inc COMM 620076109 8219.6 282824 SH SOLE 282824 0 0
Nabisco Group Hldg C COMM 62952P102 1112.7 42900 SH SOLE 42900 0 0
National City Corp COMM 635405103 1359.2 79660 SH SOLE 79660 0 0
National Semiconduct COMM 637640103 1314.9 23170 SH SOLE 23170 0 0
National Svc Inds In COMM 637657107 106.6 5330 SH SOLE 5330 0 0
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Ncr Corp New COMM 62886E108 486.7 12500 SH SOLE 12500 0 0
Network Appliance In COMM 64120L104 3220.0 40000 SH SOLE 40000 0 0
New Century Energies COMM 64352U103 456.0 15200 SH SOLE 15200 0 0
New York Times Co COMM 650111107 880.9 22300 SH SOLE 22300 0 0
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Nextel Communication COMM 65332V103 6100.4 99700 SH SOLE 99700 0 0
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Nicor Inc COMM 654086107 196.4 6020 SH SOLE 6020 0 0
Nike Inc COMM 654106103 1430.1 35920 SH SOLE 35920 0 0
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Omnicom Group COMM 681919106 2075.2 23300 SH SOLE 23300 0 0
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Parametric Technolog COMM 699173100 398.9 36260 SH SOLE 36260 0 0
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Pe Corp COMM 69332S102 1806.3 27420 SH SOLE 27420 0 0
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Pfizer Inc COMM 717081103 39704.3 827172 SH SOLE 827172 0 0
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Pinnacle West Cap Co COMM 723484101 379.4 11200 SH SOLE 11200 0 0
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Polaroid Corp COMM 731095105 105.3 5830 SH SOLE 5830 0 0
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Ppg Inds Inc COMM 693506107 1010.8 22810 SH SOLE 22810 0 0
Ppl Corp COMM 69351T106 415.3 18930 SH SOLE 18930 0 0
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Qualcomm Inc COMM 747525103 5844.0 97400 SH SOLE 97400 0 0
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Raytheon Co COMM 755111408 858.9 44620 SH SOLE 44620 0 0
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Regions Finl Corp COMM 758940100 574.4 28900 SH SOLE 28900 0 0
Reliant Energy Inc COMM 75952J108 1148.4 38846 SH SOLE 38846 0 0
Rite Aid Corp COMM 767754104 223.0 33980 SH SOLE 33980 0 0
Rockwell Intl Corp N COMM 773903109 779.3 24740 SH SOLE 24740 0 0
Rohm & Haas Co COMM 775371107 987.5 28622 SH SOLE 28622 0 0
Rowan Cos Inc COMM 779382100 375.4 12360 SH SOLE 12360 0 0
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Russell Corp COMM 782352108 83.0 4150 SH SOLE 4150 0 0
Ryder Sys Inc COMM 783549108 147.3 7780 SH SOLE 7780 0 0
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Safeco Corp COMM 786429100 331.9 16700 SH SOLE 16700 0 0
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Schering Plough Corp COMM 806605101 9715.2 192380 SH SOLE 192380 0 0
Schlumberger Ltd COMM 806857108 5580.5 74780 SH SOLE 74780 0 0
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Staples Inc COMM 855030102 977.1 63550 SH SOLE 63550 0 0
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