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Previous: MACKENZIE SOLUTIONS, 40-8F-L, 2000-11-07 |
Next: ADIRONDACK PURE SPRINGS MT WATER CO INC, 10QSB, 2000-11-07 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: [09/30/00]
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, November 2, 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: 498
Form 13F Information Table Value Total: $1,633,759
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
Abbott Labs COMM 002824100 9554.4 200880 SH SOLE 200880 0 0
Adaptec Inc COMM 00651F108 256.0 12800 SH SOLE 12800 0 0
Adc Telecommunicatio COMM 000886101 2460.5 91500 SH SOLE 91500 0 0
Adobe Sys Inc COMM 00724F101 2418.8 15580 SH SOLE 15580 0 0
Advanced Micro Devic COMM 007903107 952.6 40320 SH SOLE 40320 0 0
Aes Corp COMM 00130H105 4055.2 59200 SH SOLE 59200 0 0
Aetna Inc COMM 008117103 1062.4 18298 SH SOLE 18298 0 0
Aflac Inc COMM 001055102 2203.8 34400 SH SOLE 34400 0 0
Agilent Technologies COMM 00846U101 2875.6 58761 SH SOLE 58761 0 0
Air Prods & Chems In COMM 009158106 1069.9 29720 SH SOLE 29720 0 0
Alberto Culver Co COMM 013068101 204.9 7110 SH SOLE 7110 0 0
Albertsons Inc COMM 013104104 1150.0 54760 SH SOLE 54760 0 0
Alcan Alum Ltd COMM 013716105 822.7 28430 SH SOLE 28430 0 0
Alcoa Inc COMM 013817101 2839.7 112184 SH SOLE 112184 0 0
Allegheny Technologi COMM 01741R102 188.8 10417 SH SOLE 10417 0 0
Allergan Inc COMM 018490102 1435.4 17000 SH SOLE 17000 0 0
Allied Waste Inds In COMM 019589308 234.3 25500 SH SOLE 25500 0 0
Allstate Corp COMM 020002101 3306.0 95138 SH SOLE 95138 0 0
Alltel Corp COMM 020039103 2139.7 41000 SH SOLE 41000 0 0
Altera Corp COMM 021441100 2468.7 51700 SH SOLE 51700 0 0
Alza Corp Del COMM 022615108 1294.0 14960 SH SOLE 14960 0 0
Amerada Hess Corp COMM 023551104 779.8 11650 SH SOLE 11650 0 0
Ameren Corp COMM 023608102 742.9 17740 SH SOLE 17740 0 0
America Online Inc D COMM 02364J104 16087.4 299300 SH SOLE 299300 0 0
American Elec Pwr In COMM 025537101 1631.7 41704 SH SOLE 41704 0 0
American Express Co COMM 025816109 10487.3 172630 SH SOLE 172630 0 0
American General Co COMM 026351106 2556.8 32779 SH SOLE 32779 0 0
American Greetings COMM 026375105 144.9 8280 SH SOLE 8280 0 0
American Home Prods COMM 026609107 9556.8 168960 SH SOLE 168960 0 0
American Intl Group COMM 026874107 28703.8 299974 SH SOLE 299974 0 0
American Pwr Convers COMM 029066107 483.5 25200 SH SOLE 25200 0 0
Amgen COMM 031162100 9306.7 133280 SH SOLE 133280 0 0
Amr Corp COMM 001765106 633.5 19380 SH SOLE 19380 0 0
Amsouth Bancorporati COMM 032165102 609.4 48750 SH SOLE 48750 0 0
Anadarko Pete Corp COMM 032511107 2091.4 31469 SH SOLE 31469 0 0
Analog Devices Inc COMM 032654105 3814.4 46200 SH SOLE 46200 0 0
Andrew Corp COMM 034425108 276.6 10562 SH SOLE 10562 0 0
Anheuser Busch Cos COMM 035229103 4975.1 117580 SH SOLE 117580 0 0
Aon Corp COMM 037389103 1293.1 32945 SH SOLE 32945 0 0
Apache Corp COMM 037411105 939.5 15890 SH SOLE 15890 0 0
Apple Computer Inc COMM 037833100 1084.1 42100 SH SOLE 42100 0 0
Applied Matls Inc COMM 038222105 6236.1 105140 SH SOLE 105140 0 0
Archer Daniels Midla COMM 039483102 705.5 81802 SH SOLE 81802 0 0
Armstrong Hldgs Inc COMM 042384107 62.6 5240 SH SOLE 5240 0 0
Ashland Inc COMM 044204105 302.5 8980 SH SOLE 8980 0 0
Associates First Cap COMM 046008108 3589.4 94458 SH SOLE 94458 0 0
At&T Corp COMM 001957109 14301.7 486867 SH SOLE 486867 0 0
Autodesk Inc COMM 052769106 188.5 7430 SH SOLE 7430 0 0
Automatic Data Proce COMM 053015103 5438.3 81320 SH SOLE 81320 0 0
Autozone Inc COMM 053332102 373.4 16460 SH SOLE 16460 0 0
Avery Dennison Corp COMM 053611109 668.7 14420 SH SOLE 14420 0 0
Avon Prods Inc COMM 054303102 1254.0 30680 SH SOLE 30680 0 0
Baker Hughes Inc COMM 057224107 1591.7 42874 SH SOLE 42874 0 0
Ball Corp COMM 058498106 119.1 3760 SH SOLE 3760 0 0
Bank Amer Corp COMM 060505104 11155.9 213001 SH SOLE 213001 0 0
Bank New York Inc COMM 064057102 5366.3 95720 SH SOLE 95720 0 0
Bank One Corp COMM 06423A103 5787.1 149829 SH SOLE 149829 0 0
Bard C R Inc COMM 067383109 275.0 6510 SH SOLE 6510 0 0
Barrick Gold Corp COMM 067901108 782.2 51290 SH SOLE 51290 0 0
Bausch & Lomb Inc COMM 071707103 265.2 6810 SH SOLE 6810 0 0
Baxter Intl Inc COMM 071813109 3020.9 37850 SH SOLE 37850 0 0
Bb&T Corp COMM 054937107 1560.5 51800 SH SOLE 51800 0 0
Bear Stearns Cos Inc COMM 073902108 880.4 13975 SH SOLE 13975 0 0
Becton Dickinson COMM 075887109 864.0 32680 SH SOLE 32680 0 0
Bed Bath & Beyond In COMM 075896100 892.7 36600 SH SOLE 36600 0 0
Bellsouth Corp COMM 079860102 9777.5 242920 SH SOLE 242920 0 0
Bemis Inc COMM 081437105 222.3 6920 SH SOLE 6920 0 0
Best Buy Inc COMM 086516101 1705.2 26800 SH SOLE 26800 0 0
Bethlehem Stl Corp COMM 087509105 51.4 17120 SH SOLE 17120 0 0
Biogen N V COMM 090597105 1171.2 19200 SH SOLE 19200 0 0
Biomet Inc COMM 090613100 804.3 22980 SH SOLE 22980 0 0
Black & Decker Mfg COMM 091797100 367.5 10750 SH SOLE 10750 0 0
Block H & R Inc COMM 093671105 471.8 12730 SH SOLE 12730 0 0
Bmc Software Inc COMM 055921100 610.1 31900 SH SOLE 31900 0 0
Boeing Co COMM 097023105 7330.1 116350 SH SOLE 116350 0 0
Boise Cascade Corp COMM 097383103 194.4 7320 SH SOLE 7320 0 0
Boston Scientific Co COMM 101137107 865.3 52640 SH SOLE 52640 0 0
Briggs & Stratton Co COMM 109043109 108.1 2860 SH SOLE 2860 0 0
Bristol Myers Squibb COMM 110122108 14555.5 254800 SH SOLE 254800 0 0
Broadcom Corp COMM 111320107 7020.0 28800 SH SOLE 28800 0 0
Brown Forman Dst 'b' COMM 115637209 486.7 8890 SH SOLE 8890 0 0
Brunswick Corp COMM 117043109 205.1 11240 SH SOLE 11240 0 0
Burlington Northn Sa COMM 12189T104 1128.7 52346 SH SOLE 52346 0 0
Burlington Res Inc COMM 122014103 1024.3 27826 SH SOLE 27826 0 0
C P & L Energy Inc COMM 12614C106 861.3 20660 SH SOLE 20660 0 0
Cabletron Sys Inc COMM 126920107 700.6 23850 SH SOLE 23850 0 0
Campbell Soup Co COMM 134429109 1411.0 54530 SH SOLE 54530 0 0
Capital One Finl Cor COMM 14040H105 1786.6 25500 SH SOLE 25500 0 0
Cardinal Health Inc COMM 14149Y108 3183.1 36095 SH SOLE 36095 0 0
Carnival Cruise Line COMM 143658102 1881.4 76400 SH SOLE 76400 0 0
Caterpillar Inc COMM 149123101 1511.0 44770 SH SOLE 44770 0 0
Cendant Corp COMM 151313103 1022.9 94060 SH SOLE 94060 0 0
Centex Corp COMM 152312104 241.6 7520 SH SOLE 7520 0 0
Centurytel Inc COMM 156700106 496.0 18200 SH SOLE 18200 0 0
Ceridian Corp COMM 15677T106 525.9 18740 SH SOLE 18740 0 0
Charter One Finl Inc COMM 160903100 661.7 27145 SH SOLE 27145 0 0
Chase Manhattan Corp COMM 16161A108 7834.1 169616 SH SOLE 169616 0 0
Chevron Corp COMM 166751107 7213.9 84620 SH SOLE 84620 0 0
Chubb Corp COMM 171232101 1797.7 22720 SH SOLE 22720 0 0
Cigna Corp COMM 125509109 2130.8 20410 SH SOLE 20410 0 0
Cincinnati Finl Corp COMM 172062101 742.0 20900 SH SOLE 20900 0 0
Cinergy Corp COMM 172474108 680.2 20574 SH SOLE 20574 0 0
Circuit City Store I COMM 172737108 611.3 26580 SH SOLE 26580 0 0
Cisco Sys Inc COMM 17275R102 50823.8 919888 SH SOLE 919888 0 0
Cit Group Inc COMM 125577106 595.0 34000 SH SOLE 34000 0 0
Citigroup Inc COMM 172967101 31526.9 583156 SH SOLE 583156 0 0
Citrix Sys Inc COMM 177376100 481.5 24000 SH SOLE 24000 0 0
Clear Channel Commun COMM 184502102 4290.6 75940 SH SOLE 75940 0 0
Clorox Co COMM 189054109 1201.9 30380 SH SOLE 30380 0 0
Cms Energy Corp COMM 125896100 382.5 14200 SH SOLE 14200 0 0
Coastal Corp COMM 190441105 2065.1 27860 SH SOLE 27860 0 0
Coca Cola Co COMM 191216100 17701.2 321110 SH SOLE 321110 0 0
Coca Cola Enterprise COMM 191219104 863.8 54200 SH SOLE 54200 0 0
Colgate Palmolive Co COMM 194162103 3512.6 74420 SH SOLE 74420 0 0
Columbia Energy Grou COMM 197648108 732.4 10315 SH SOLE 10315 0 0
Comcast Corp COMM 200300200 4800.3 117260 SH SOLE 117260 0 0
Comerica Inc COMM 200340107 1186.0 20295 SH SOLE 20295 0 0
Compaq Computer Corp COMM 204493100 6077.7 220366 SH SOLE 220366 0 0
Computer Assoc Intl COMM 204912109 1930.3 76637 SH SOLE 76637 0 0
Computer Sciences Co COMM 205363104 1615.7 21760 SH SOLE 21760 0 0
Compuware Corp COMM 205638109 395.3 47200 SH SOLE 47200 0 0
Comverse Technology COMM 205862402 2181.6 20200 SH SOLE 20200 0 0
Conagra Foods Inc COMM 205887102 1386.3 69100 SH SOLE 69100 0 0
Conexant Systems Inc COMM 207142100 1235.3 29500 SH SOLE 29500 0 0
Conoco Inc COMM 208251405 2173.9 80700 SH SOLE 80700 0 0
Conseco Inc COMM 208464107 321.4 42153 SH SOLE 42153 0 0
Consolidated Edison COMM 209115104 939.1 27520 SH SOLE 27520 0 0
Consolidated Stores COMM 210149100 194.4 14400 SH SOLE 14400 0 0
Constellation Energy COMM 210371100 965.6 19410 SH SOLE 19410 0 0
Convergys Corp COMM 212485106 776.2 19967 SH SOLE 19967 0 0
Cooper Inds Inc COMM 216669101 423.4 12010 SH SOLE 12010 0 0
Cooper Tire & Rubr COMM 216831107 94.4 9380 SH SOLE 9380 0 0
Coors Adolph Co COMM 217016104 305.8 4840 SH SOLE 4840 0 0
Corning Inc COMM 219350105 11324.6 38130 SH SOLE 38130 0 0
Costco Whsl Corp New COMM 22160K105 2023.0 57902 SH SOLE 57902 0 0
Countrywide Cr Inds COMM 222372104 556.1 14730 SH SOLE 14730 0 0
Crane Co COMM 224399105 178.9 7820 SH SOLE 7820 0 0
Crown Cork & Seal In COMM 228255105 174.0 16280 SH SOLE 16280 0 0
Csx Corp COMM 126408103 618.4 28350 SH SOLE 28350 0 0
Cummins Engine Inc COMM 231021106 162.9 5440 SH SOLE 5440 0 0
Cvs Corp COMM 126650100 2349.9 50740 SH SOLE 50740 0 0
Dana Corp COMM 235811106 414.5 19279 SH SOLE 19279 0 0
Danaher Corp COMM 235851102 915.4 18400 SH SOLE 18400 0 0
Darden Restaurants I COMM 237194105 327.8 15750 SH SOLE 15750 0 0
De Luxe Check Printe COMM 248019101 190.3 9370 SH SOLE 9370 0 0
Deere & Co COMM 244199105 1009.8 30370 SH SOLE 30370 0 0
Dell Computer Corp COMM 247025109 10332.0 335320 SH SOLE 335320 0 0
Delphi Automotive Sy COMM 247126105 1097.3 72547 SH SOLE 72547 0 0
Delta Air Lines Del COMM 247361108 702.9 15840 SH SOLE 15840 0 0
Devon Energy Corp COMM 25179M103 992.5 16500 SH SOLE 16500 0 0
Dillards Inc COMM 254067101 128.8 12120 SH SOLE 12120 0 0
Disney Walt Prodtns COMM 254687106 10334.0 270170 SH SOLE 270170 0 0
Dollar Gen Corp COMM 256669102 711.1 42456 SH SOLE 42456 0 0
Dominion Res Inc Va COMM 25746U109 1791.5 30854 SH SOLE 30854 0 0
Donnelley R R & Sons COMM 257867101 386.9 15750 SH SOLE 15750 0 0
Dover Corp COMM 260003108 1236.3 26340 SH SOLE 26340 0 0
Dow Chem Co COMM 260543103 2190.3 87830 SH SOLE 87830 0 0
Dow Jones & Co Inc COMM 260561105 686.7 11350 SH SOLE 11350 0 0
Dte Energy Co COMM 233331107 705.7 18450 SH SOLE 18450 0 0
Du Pont E I De Nemou COMM 263534109 5599.0 135120 SH SOLE 135120 0 0
Duke Power Co COMM 264399106 4099.5 47808 SH SOLE 47808 0 0
E M C Corp Mass COMM 268648102 28019.7 282670 SH SOLE 282670 0 0
Eastern Enterprises COMM 27637F100 227.8 3570 SH SOLE 3570 0 0
Eastman Chem Co COMM 277432100 370.5 10030 SH SOLE 10030 0 0
Eastman Kodak Co COMM 277461109 1633.0 39950 SH SOLE 39950 0 0
Eaton Corp COMM 278058102 590.4 9580 SH SOLE 9580 0 0
Ecolab Inc COMM 278865100 598.6 16600 SH SOLE 16600 0 0
Edison Intl COMM 281020107 815.8 42240 SH SOLE 42240 0 0
El Paso Energy Corp COMM 283905107 1858.6 30160 SH SOLE 30160 0 0
Electronic Data Sys COMM 285661104 2506.6 60400 SH SOLE 60400 0 0
Emerson Elec Co COMM 291011104 3709.1 55360 SH SOLE 55360 0 0
Engelhard Corp COMM 292845104 268.5 16520 SH SOLE 16520 0 0
Enron Corp COMM 293561106 8392.7 95780 SH SOLE 95780 0 0
Entergy Corp New COMM 29364G103 1076.5 28900 SH SOLE 28900 0 0
Equifax Inc COMM 294429105 491.9 18260 SH SOLE 18260 0 0
Exelon Corp COMM 30161N101 1334.8 22040 SH SOLE 22040 0 0
Exxon Mobil Corp COMM 30231G102 40250.7 451621 SH SOLE 451621 0 0
F M C Corp COMM 302491303 270.9 4040 SH SOLE 4040 0 0
Federal Natl Mtg Asn COMM 313586109 9341.5 130650 SH SOLE 130650 0 0
Federated Dept Store COMM 31410H101 704.1 26950 SH SOLE 26950 0 0
Fedex Corp COMM 31428X106 1639.0 36964 SH SOLE 36964 0 0
Fifth Third Bancorp COMM 316773100 3244.9 60230 SH SOLE 60230 0 0
First Data Corp COMM 319963104 2052.7 52550 SH SOLE 52550 0 0
First Energy Corp COMM 337932107 796.0 29550 SH SOLE 29550 0 0
First Un Corp COMM 337358105 4111.2 127727 SH SOLE 127727 0 0
Firstar Corp New Wis COMM 33763V109 2779.0 124201 SH SOLE 124201 0 0
Fleetboston Finl Cor COMM 339030108 4564.1 117028 SH SOLE 117028 0 0
Florida Progress Cor COMM 341109106 677.6 12800 SH SOLE 12800 0 0
Fluor Corp COMM 343861100 293.1 9770 SH SOLE 9770 0 0
Ford Mtr Co Del COMM 345370860 6210.2 245340 SH SOLE 245340 0 0
Fort James Corp COMM 347471104 808.7 26460 SH SOLE 26460 0 0
Fortune Brands Inc COMM 349631101 535.8 20220 SH SOLE 20220 0 0
Fpl Group Inc COMM 302571104 1512.9 23010 SH SOLE 23010 0 0
Franklin Res Inc COMM 354613101 1399.5 31500 SH SOLE 31500 0 0
Freddie Mac COMM 313400301 4869.4 90070 SH SOLE 90070 0 0
Freeport-Mcmoran Cop COMM 35671D857 174.1 19760 SH SOLE 19760 0 0
Gannett Inc COMM 364730101 1813.7 34220 SH SOLE 34220 0 0
Gap Inc COMM 364760108 2217.7 110197 SH SOLE 110197 0 0
Gateway Inc COMM 367626108 1954.2 41800 SH SOLE 41800 0 0
General Dynamics Cor COMM 369550108 1614.3 25700 SH SOLE 25700 0 0
General Elec Co COMM 369604103 74069.0 1283970 SH SOLE 1283970 0 0
General Mls Inc COMM 370334104 1312.1 36960 SH SOLE 36960 0 0
General Mtrs Corp COMM 370442105 4524.0 69600 SH SOLE 69600 0 0
Genuine Parts Co COMM 372460105 432.0 22660 SH SOLE 22660 0 0
Georgia Pac Corp COMM 373298108 518.9 22080 SH SOLE 22080 0 0
Gillette Company COMM 375766102 4213.2 136460 SH SOLE 136460 0 0
Global Crossing Ltd COMM G3921A100 3537.1 114101 SH SOLE 114101 0 0
Golden West Finl Del COMM 381317106 1100.9 20530 SH SOLE 20530 0 0
Goodrich B F Co COMM 382388106 514.1 13120 SH SOLE 13120 0 0
Goodyear Tire & Rubr COMM 382550101 364.5 20250 SH SOLE 20250 0 0
Gpu Inc COMM 36225X100 506.3 15610 SH SOLE 15610 0 0
Grace W R & Co Del N COMM 38388F108 59.7 8690 SH SOLE 8690 0 0
Grainger W W Inc COMM 384802104 319.4 12140 SH SOLE 12140 0 0
Great Lakes Chem Cor COMM 390568103 196.7 6710 SH SOLE 6710 0 0
Guidant Corp COMM 401698105 2811.9 39780 SH SOLE 39780 0 0
Halliburton Co COMM 406216101 2827.6 57780 SH SOLE 57780 0 0
Harcourt Gen Inc COMM 41163G101 565.8 9590 SH SOLE 9590 0 0
Harley Davidson Inc COMM 412822108 1876.7 39200 SH SOLE 39200 0 0
Harrahs Entmt Inc COMM 413619107 416.1 15130 SH SOLE 15130 0 0
Hartford Finl Svcs G COMM 416515104 2122.5 29100 SH SOLE 29100 0 0
Hasbro Bradley Inc COMM 418056107 254.6 22260 SH SOLE 22260 0 0
Hca-Healthcare Co COMM 404119109 2683.9 72294 SH SOLE 72294 0 0
Healthsouth Corp COMM 421924101 405.8 49950 SH SOLE 49950 0 0
Heinz H J Co COMM 423074103 1669.3 45040 SH SOLE 45040 0 0
Hercules Inc COMM 427056106 195.5 13840 SH SOLE 13840 0 0
Hershey Foods Corp COMM 427866108 961.3 17760 SH SOLE 17760 0 0
Hewlett Packard Co COMM 428236103 12545.0 129330 SH SOLE 129330 0 0
Hilton Hotels Corp COMM 432848109 551.3 47680 SH SOLE 47680 0 0
Home Depot Inc COMM 437076102 15932.9 300267 SH SOLE 300267 0 0
Homestake Mng Co COMM 437614100 176.7 34060 SH SOLE 34060 0 0
Honeywell Intl Inc COMM 438516106 3698.7 103822 SH SOLE 103822 0 0
Household Intl Corp COMM 441815107 3466.2 61214 SH SOLE 61214 0 0
Humana Inc COMM 444859102 229.2 21320 SH SOLE 21320 0 0
Huntington Bancshare COMM 446150104 477.2 32487 SH SOLE 32487 0 0
Illinois Tool Wks In COMM 452308109 2189.2 39180 SH SOLE 39180 0 0
Ims Health Inc COMM 449934108 798.0 38460 SH SOLE 38460 0 0
Inco Ltd COMM 453258402 379.4 23530 SH SOLE 23530 0 0
Ingersoll Rand Co COMM 456866102 706.1 20845 SH SOLE 20845 0 0
Intel Corp COMM 458140100 36174.3 870360 SH SOLE 870360 0 0
International Bus Ma COMM 459200101 25686.0 228320 SH SOLE 228320 0 0
International Flav&F COMM 459506101 233.8 12810 SH SOLE 12810 0 0
International Paper COMM 460146103 1795.6 62592 SH SOLE 62592 0 0
Interpublic Group Co COMM 460690100 1358.4 39880 SH SOLE 39880 0 0
Itt Inds Inc Ind COMM 450911102 370.1 11410 SH SOLE 11410 0 0
Jds Uniphase Corp COMM 46612J101 11485.6 121300 SH SOLE 121300 0 0
Jefferson Pilot Corp COMM 475070108 903.4 13310 SH SOLE 13310 0 0
Johnson & Johnson COMM 478160104 16936.9 180300 SH SOLE 180300 0 0
Johnson Ctls Inc COMM 478366107 588.8 11070 SH SOLE 11070 0 0
K Mart COMM 482584109 373.3 62210 SH SOLE 62210 0 0
Kaufman&Broad Home C COMM 486168107 168.1 6240 SH SOLE 6240 0 0
Kellogg Co COMM 487836108 1270.1 52510 SH SOLE 52510 0 0
Kerr Mcgee Corp COMM 492386107 804.9 12149 SH SOLE 12149 0 0
Keycorp COMM 493267108 1410.9 55740 SH SOLE 55740 0 0
Keyspan Corp COMM 49337W100 698.2 17400 SH SOLE 17400 0 0
Kimberly Clark Corp COMM 494368103 3895.9 69804 SH SOLE 69804 0 0
Kla-Tencor Corp COMM 482480100 996.7 24200 SH SOLE 24200 0 0
Knight Ridder Newspp COMM 499040103 500.0 9840 SH SOLE 9840 0 0
Kohls Corp COMM 500255104 2469.0 42800 SH SOLE 42800 0 0
Kroger Co COMM 501044101 2413.7 106980 SH SOLE 106980 0 0
Leggett & Platt Inc COMM 524660107 400.1 25300 SH SOLE 25300 0 0
Lehman Bros Hldgs In COMM 524908100 2349.2 15900 SH SOLE 15900 0 0
Lexmark Intl Inc. COMM 529771107 622.5 16600 SH SOLE 16600 0 0
Lilly Eli & Co COMM 532457108 11881.6 146460 SH SOLE 146460 0 0
Limited Inc COMM 532716107 1231.1 55800 SH SOLE 55800 0 0
Lincoln Natl Corp In COMM 534187109 1190.6 24740 SH SOLE 24740 0 0
Linear Technology Co COMM 535678106 2615.9 40400 SH SOLE 40400 0 0
Liz Claiborne COMM 539320101 265.3 6890 SH SOLE 6890 0 0
Lockheed Martin Corp COMM 539830109 1821.5 55264 SH SOLE 55264 0 0
Loews Corp COMM 540424108 1068.9 12820 SH SOLE 12820 0 0
Longs Drug Stores In COMM 543162101 92.6 4840 SH SOLE 4840 0 0
Louisiana Pac Corp COMM 546347105 122.4 13320 SH SOLE 13320 0 0
Lowes Cos Inc COMM 548661107 2223.1 49540 SH SOLE 49540 0 0
Lsi Logic Corp COMM 502161102 1177.0 40240 SH SOLE 40240 0 0
Lucent Technologies COMM 549463107 13230.4 432898 SH SOLE 432898 0 0
Mallinckrodt Group COMM 561232109 400.6 8780 SH SOLE 8780 0 0
Manor Care Inc New COMM 564055101 207.1 13200 SH SOLE 13200 0 0
Marriott Intl Inc Ne COMM 571903202 1136.9 31200 SH SOLE 31200 0 0
Marsh & Mclennan Cos COMM 571748102 4674.1 35210 SH SOLE 35210 0 0
Masco Corp COMM 574599106 1102.2 59180 SH SOLE 59180 0 0
Mattel Inc COMM 577081102 617.7 55212 SH SOLE 55212 0 0
Maxim Integrated Pro COMM 57772K101 2946.6 36632 SH SOLE 36632 0 0
May Dept Stores Co COMM 577778103 843.6 41150 SH SOLE 41150 0 0
Maytag Co COMM 578592107 311.9 10040 SH SOLE 10040 0 0
Mbia Inc COMM 55262C100 906.1 12740 SH SOLE 12740 0 0
Mbna Corp COMM 55262L100 4251.0 110415 SH SOLE 110415 0 0
Mcdermott Intl COMM 580037109 85.9 7810 SH SOLE 7810 0 0
Mcdonalds Corp COMM 580135101 5168.7 171220 SH SOLE 171220 0 0
Mcgraw Hill Inc COMM 580645109 1606.9 25280 SH SOLE 25280 0 0
Mckesson Hboc Inc COMM 58155Q103 1124.9 36805 SH SOLE 36805 0 0
Mead Corp COMM 582834107 309.5 13240 SH SOLE 13240 0 0
Medimmune Inc COMM 584699102 2101.2 27200 SH SOLE 27200 0 0
Medtronic Inc COMM 585055106 8046.5 155300 SH SOLE 155300 0 0
Mellon Finl Corp COMM 58551A108 2932.8 63240 SH SOLE 63240 0 0
Merck & Co Inc COMM 589331107 22198.8 298220 SH SOLE 298220 0 0
Mercury Interactive COMM 589405109 1645.9 10500 SH SOLE 10500 0 0
Meredith Corp COMM 589433101 192.3 6520 SH SOLE 6520 0 0
Merrill Lynch & Co COMM 590188108 6877.2 104200 SH SOLE 104200 0 0
Mgic Invt Corp Wis COMM 552848103 844.1 13810 SH SOLE 13810 0 0
Micron Technology In COMM 595112103 3367.2 73200 SH SOLE 73200 0 0
Microsoft Corp COMM 594918104 41146.4 682220 SH SOLE 682220 0 0
Millipore Corp COMM 601073109 292.1 6030 SH SOLE 6030 0 0
Minnesota Mng & Mfg COMM 604059105 4675.6 51310 SH SOLE 51310 0 0
Molex Inc COMM 608554101 1385.4 25450 SH SOLE 25450 0 0
Moodys Corp COMM 615369105 723.9 21020 SH SOLE 21020 0 0
Morgan J P & Co Inc COMM 616880100 3380.2 20690 SH SOLE 20690 0 0
Morgan St D Witter COMM 617446448 13339.1 145882 SH SOLE 145882 0 0
Motorola Inc COMM 620076109 7984.1 282624 SH SOLE 282624 0 0
Nabisco Group Hldg C COMM 62952P102 1202.7 42200 SH SOLE 42200 0 0
National City Corp COMM 635405103 1740.4 78660 SH SOLE 78660 0 0
National Semiconduct COMM 637640103 928.6 23070 SH SOLE 23070 0 0
National Svc Inds In COMM 637657107 102.3 5230 SH SOLE 5230 0 0
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Ncr Corp New COMM 62886E108 472.7 12500 SH SOLE 12500 0 0
Network Appliance In COMM 64120L104 5158.7 40500 SH SOLE 40500 0 0
New York Times Co COMM 650111107 849.2 21600 SH SOLE 21600 0 0
Newell Rubbermaid In COMM 651229106 786.9 34495 SH SOLE 34495 0 0
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Nextel Communication COMM 65332V103 4614.2 98700 SH SOLE 98700 0 0
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Nicor Inc COMM 654086107 217.8 6020 SH SOLE 6020 0 0
Nike Inc COMM 654106103 1399.0 34920 SH SOLE 34920 0 0
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Norfolk Southern Cor COMM 655844108 725.4 49600 SH SOLE 49600 0 0
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Northern Tr Corp COMM 665859104 2559.6 28800 SH SOLE 28800 0 0
Northrop Corp COMM 666807102 855.1 9410 SH SOLE 9410 0 0
Novell Inc COMM 670006105 417.7 42030 SH SOLE 42030 0 0
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Office Depot Inc COMM 676220106 309.4 39600 SH SOLE 39600 0 0
Old Kent Finl Corp COMM 679833103 513.9 17760 SH SOLE 17760 0 0
Omnicom Group COMM 681919106 1684.9 23100 SH SOLE 23100 0 0
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Oracle Systems Corp COMM 68389X105 28735.4 364894 SH SOLE 364894 0 0
Owens Corning COMM 69073F103 18.4 7020 SH SOLE 7020 0 0
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Pall Corp COMM 696429307 318.3 15966 SH SOLE 15966 0 0
Palm Inc COMM 696642107 3875.9 73216 SH SOLE 73216 0 0
Parametric Technolog COMM 699173100 385.7 35260 SH SOLE 35260 0 0
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Paychex Inc COMM 704326107 2534.4 48275 SH SOLE 48275 0 0
Pe Corp COMM 69332S102 3147.8 27020 SH SOLE 27020 0 0
Penney J C Inc COMM 708160106 400.4 33900 SH SOLE 33900 0 0
Peoples Energy Corp COMM 711030106 148.5 4450 SH SOLE 4450 0 0
Peoplesoft Inc COMM 712713106 1011.3 36200 SH SOLE 36200 0 0
Pepsico Inc COMM 713448108 8606.1 187090 SH SOLE 187090 0 0
Perkinelmer Inc COMM 714046109 681.6 6530 SH SOLE 6530 0 0
Pfizer Inc COMM 717081103 36780.1 818472 SH SOLE 818472 0 0
Pg&E Corp COMM 69331C108 1207.4 49920 SH SOLE 49920 0 0
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Philip Morris Cos In COMM 718154107 8593.1 291910 SH SOLE 291910 0 0
Phillips Pete Co COMM 718507106 2068.2 32960 SH SOLE 32960 0 0
Pinnacle West Cap Co COMM 723484101 559.6 11000 SH SOLE 11000 0 0
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Placer Dome Inc COMM 725906101 399.3 42310 SH SOLE 42310 0 0
Pnc Financial Corp COMM 693475105 2435.6 37470 SH SOLE 37470 0 0
Polaroid Corp COMM 731095105 78.3 5830 SH SOLE 5830 0 0
Potlatch Corp COMM 737628107 115.7 3660 SH SOLE 3660 0 0
Ppg Inds Inc COMM 693506107 893.4 22510 SH SOLE 22510 0 0
Ppl Corp COMM 69351T106 782.0 18730 SH SOLE 18730 0 0
Praxair Inc COMM 74005P104 764.3 20450 SH SOLE 20450 0 0
Price T Rowe & Assoc COMM 741477103 741.6 15800 SH SOLE 15800 0 0
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Progressive Corp Ohi COMM 743315103 779.5 9520 SH SOLE 9520 0 0
Providian Finl Corp COMM 74406A102 2352.7 18525 SH SOLE 18525 0 0
Public Svc Enterpris COMM 744573106 1238.7 27720 SH SOLE 27720 0 0
Pulte Corp COMM 745867101 169.6 5140 SH SOLE 5140 0 0
Quaker Oats Co COMM 747402105 1366.5 17270 SH SOLE 17270 0 0
Qualcomm Inc COMM 747525103 6882.8 96600 SH SOLE 96600 0 0
Quintiles Transnatio COMM 748767100 237.5 14900 SH SOLE 14900 0 0
Qwest Communications COMM 749121109 10349.6 215337 SH SOLE 215337 0 0
Radioshack Corp COMM 750438103 1556.2 24080 SH SOLE 24080 0 0
Ralston Purina Co COMM 751277302 941.8 39760 SH SOLE 39760 0 0
Raytheon Co COMM 755111408 1249.0 43920 SH SOLE 43920 0 0
Reebok Intl Ltd COMM 758110100 137.5 7310 SH SOLE 7310 0 0
Regions Finl Corp COMM 758940100 639.8 28200 SH SOLE 28200 0 0
Reliant Energy Inc COMM 75952J108 1773.8 38146 SH SOLE 38146 0 0
Rockwell Intl Corp N COMM 773903109 724.2 23940 SH SOLE 23940 0 0
Rohm & Haas Co COMM 775371107 811.5 27922 SH SOLE 27922 0 0
Rowan Cos Inc COMM 779382100 352.6 12160 SH SOLE 12160 0 0
Royal Dutch Pete Co ADR 780257804 16660.2 277960 SH SOLE 277960 0 0
Russell Corp COMM 782352108 65.9 4150 SH SOLE 4150 0 0
Ryder Sys Inc COMM 783549108 141.6 7680 SH SOLE 7680 0 0
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Safeco Corp COMM 786429100 449.6 16500 SH SOLE 16500 0 0
Safeway Inc COMM 786514208 3006.7 64400 SH SOLE 64400 0 0
Sanmina Corp COMM 800907107 1844.4 19700 SH SOLE 19700 0 0
Sapient Corp COMM 803062108 626.6 15400 SH SOLE 15400 0 0
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Sbc Communications I COMM 78387G103 21969.5 439390 SH SOLE 439390 0 0
Schering Plough Corp COMM 806605101 8829.4 189880 SH SOLE 189880 0 0
Schlumberger Ltd COMM 806857108 6081.2 73880 SH SOLE 73880 0 0
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Seagate Technology COMM 811804103 2048.6 29690 SH SOLE 29690 0 0
Seagram Ltd COMM 811850106 3250.4 56590 SH SOLE 56590 0 0
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Sempra Energy COMM 816851109 546.8 26272 SH SOLE 26272 0 0
Sherwin Williams Co COMM 824348106 447.2 20920 SH SOLE 20920 0 0
Siebel Sys Inc COMM 826170102 6019.6 54078 SH SOLE 54078 0 0
Sigma Aldrich Corp COMM 826552101 344.5 10440 SH SOLE 10440 0 0
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Southern Co COMM 842587107 2724.4 83990 SH SOLE 83990 0 0
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Springs Inds Inc COMM 851783100 61.2 2170 SH SOLE 2170 0 0
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St Paul Cos Inc COMM 792860108 1429.7 28992 SH SOLE 28992 0 0
Stanley Wks COMM 854616109 257.4 11160 SH SOLE 11160 0 0
Staples Inc COMM 855030102 834.9 58850 SH SOLE 58850 0 0
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State Str Corp COMM 857477103 2720.9 20930 SH SOLE 20930 0 0
Stilwell Finl Inc COMM 860831106 1270.2 29200 SH SOLE 29200 0 0
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Suntrust Bks Inc COMM 867914103 1924.3 38630 SH SOLE 38630 0 0
Supervalu Inc COMM 868536103 257.9 17120 SH SOLE 17120 0 0
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Sysco Corp COMM 871829107 2002.6 43240 SH SOLE 43240 0 0
Target Corp COMM 87612E106 3021.2 117900 SH SOLE 117900 0 0
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Tellabs Inc COMM 879664100 2536.5 53120 SH SOLE 53120 0 0
Temple Inland Inc COMM 879868107 250.4 6610 SH SOLE 6610 0 0
Tenet Healthcare Cor COMM 88033G100 1484.5 40810 SH SOLE 40810 0 0
Teradyne Inc COMM 880770102 787.5 22500 SH SOLE 22500 0 0
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Texas Instrs Inc COMM 882508104 10571.9 224040 SH SOLE 224040 0 0
Textron Inc COMM 883203101 858.8 18620 SH SOLE 18620 0 0
Thermo Electron Corp COMM 883556102 584.0 22460 SH SOLE 22460 0 0
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Time Warner Inc COMM 887315109 13426.1 171580 SH SOLE 171580 0 0
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Toys R Us COMM 892335100 455.3 28020 SH SOLE 28020 0 0
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Tribune Co New COMM 896047107 1741.9 39929 SH SOLE 39929 0 0
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Tyco Intl Ltd New COMM 902124106 11330.0 218410 SH SOLE 218410 0 0
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Unilever N V ADR 904784709 3579.4 74185 SH SOLE 74185 0 0
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Unitedhealth Group I COMM 91324P102 2063.9 20900 SH SOLE 20900 0 0
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Viacom Inc COMM 925524308 11503.5 196641 SH SOLE 196641 0 0
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Watson Pharmaceutica COMM 942683103 862.8 13300 SH SOLE 13300 0 0
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