|
|
|
|
|
|
|
|
|
|
|
|
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: [03/31/00]
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, May 11, 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: 501
Form 13F Information Table Value Total: $1,639,623
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 2462.0 44260 SH SOLE 44260 0 0
Abbott Labs COMM 002824100 6973.5 198180 SH SOLE 198180 0 0
Adaptec Inc COMM 00651F108 525.3 13600 SH SOLE 13600 0 0
Adc Telecommunicatio COMM 000886101 2085.0 38700 SH SOLE 38700 0 0
Adobe Sys Inc COMM 00724F101 1712.0 15380 SH SOLE 15380 0 0
Advanced Micro Devic COMM 007903107 1070.5 18760 SH SOLE 18760 0 0
Aes Corp COMM 00130H105 2094.8 26600 SH SOLE 26600 0 0
Aetna Inc COMM 008117103 1026.6 18498 SH SOLE 18498 0 0
Aflac Inc COMM 001055102 1562.8 34300 SH SOLE 34300 0 0
Air Prods & Chems In COMM 009158106 830.9 29220 SH SOLE 29220 0 0
Alberto Culver Co COMM 013068101 162.2 6810 SH SOLE 6810 0 0
Albertsons Inc COMM 013104104 1681.5 54460 SH SOLE 54460 0 0
Alcan Alum Ltd COMM 013716105 968.4 28430 SH SOLE 28430 0 0
Alcoa Inc COMM 013817101 3359.4 47820 SH SOLE 47820 0 0
Allegheny Technologi COMM 01741R102 237.1 11817 SH SOLE 11817 0 0
Allergan Inc COMM 018490102 850.0 17000 SH SOLE 17000 0 0
Allied Waste Inds In COMM 019589308 158.8 24200 SH SOLE 24200 0 0
Allstate Corp COMM 020002101 2475.0 103938 SH SOLE 103938 0 0
Alltel Corp COMM 020039103 2574.3 40700 SH SOLE 40700 0 0
Alza Corp Del COMM 022615108 501.8 13360 SH SOLE 13360 0 0
Amerada Hess Corp COMM 023551104 765.8 11850 SH SOLE 11850 0 0
Ameren Corp COMM 023608102 542.6 17540 SH SOLE 17540 0 0
America Online Inc D COMM 02364J104 19873.8 294700 SH SOLE 294700 0 0
American Elec Pwr In COMM 025537101 741.7 24880 SH SOLE 24880 0 0
American Express Co COMM 025816109 8625.0 57910 SH SOLE 57910 0 0
American General Co COMM 026351106 1800.4 32079 SH SOLE 32079 0 0
American Greetings COMM 026375105 143.8 7880 SH SOLE 7880 0 0
American Home Prods COMM 026609107 9070.9 168760 SH SOLE 168760 0 0
American Intl Group COMM 026874107 21909.1 200083 SH SOLE 200083 0 0
Amgen COMM 031162100 8106.4 132080 SH SOLE 132080 0 0
Amr Corp COMM 001765106 611.4 19180 SH SOLE 19180 0 0
Amsouth Bancorporati COMM 032165102 749.1 50150 SH SOLE 50150 0 0
Anadarko Pete Corp COMM 032511107 625.2 16160 SH SOLE 16160 0 0
Analog Devices Inc COMM 032654105 3654.7 45400 SH SOLE 45400 0 0
Andrew Corp COMM 034425108 230.2 10062 SH SOLE 10062 0 0
Anheuser Busch Cos COMM 035229103 3728.2 59890 SH SOLE 59890 0 0
Aon Corp COMM 037389103 1065.7 33045 SH SOLE 33045 0 0
Apache Corp COMM 037411105 735.8 14790 SH SOLE 14790 0 0
Apple Computer Inc COMM 037833100 2852.1 21000 SH SOLE 21000 0 0
Applied Matls Inc COMM 038222105 9325.1 98940 SH SOLE 98940 0 0
Arch Coal Inc COMM 039380100 15.6 2235 SH SOLE 2235 0 0
Archer Daniels Midla COMM 039483102 808.5 78398 SH SOLE 78398 0 0
Armstrong Hldgs Inc COMM 042384107 84.7 4740 SH SOLE 4740 0 0
Ashland Inc COMM 044204105 301.9 9080 SH SOLE 9080 0 0
Associates First Cap COMM 046008108 2001.9 93658 SH SOLE 93658 0 0
At&T Corp COMM 001957109 23226.8 412463 SH SOLE 412463 0 0
Atlantic Richfield COMM 048825103 3566.6 41960 SH SOLE 41960 0 0
Autodesk Inc COMM 052769106 369.9 8130 SH SOLE 8130 0 0
Automatic Data Proce COMM 053015103 3928.5 81420 SH SOLE 81420 0 0
Autozone Inc COMM 053332102 492.8 17760 SH SOLE 17760 0 0
Avery Dennison Corp COMM 053611109 886.6 14520 SH SOLE 14520 0 0
Avon Prods Inc COMM 054303102 917.9 31380 SH SOLE 31380 0 0
Baker Hughes Inc COMM 057224107 1272.7 42074 SH SOLE 42074 0 0
Ball Corp COMM 058498106 123.0 3560 SH SOLE 3560 0 0
Bank Amer Corp COMM 060505104 11567.8 220601 SH SOLE 220601 0 0
Bank New York Inc COMM 064057102 3953.4 95120 SH SOLE 95120 0 0
Bank One Corp COMM 06423A103 5096.7 147729 SH SOLE 147729 0 0
Bard C R Inc COMM 067383109 244.1 6310 SH SOLE 6310 0 0
Barrick Gold Corp COMM 067901108 793.6 50590 SH SOLE 50590 0 0
Bausch & Lomb Inc COMM 071707103 397.1 7610 SH SOLE 7610 0 0
Baxter Intl Inc COMM 071813109 2353.9 37550 SH SOLE 37550 0 0
Bb&T Corp COMM 054937107 1260.0 44900 SH SOLE 44900 0 0
Bear Stearns Cos Inc COMM 073902108 669.5 14675 SH SOLE 14675 0 0
Becton Dickinson COMM 075887109 846.7 32180 SH SOLE 32180 0 0
Bed Bath & Beyond In COMM 075896100 700.9 17800 SH SOLE 17800 0 0
Bell Atlantic Corp COMM 077853109 12265.2 200658 SH SOLE 200658 0 0
Bellsouth Corp COMM 079860102 11400.9 243220 SH SOLE 243220 0 0
Bemis Inc COMM 081437105 236.7 6420 SH SOLE 6420 0 0
Best Buy Inc COMM 086516101 2279.0 26500 SH SOLE 26500 0 0
Best Foods COMM 08658U101 1677.8 35840 SH SOLE 35840 0 0
Bethlehem Stl Corp COMM 087509105 99.7 16620 SH SOLE 16620 0 0
Biogen N V COMM 090597105 1355.6 19400 SH SOLE 19400 0 0
Biomet Inc COMM 090613100 520.9 14320 SH SOLE 14320 0 0
Black & Decker Mfg COMM 091797100 415.1 11050 SH SOLE 11050 0 0
Block H & R Inc COMM 093671105 574.1 12830 SH SOLE 12830 0 0
Bmc Software Inc COMM 055921100 1560.3 31600 SH SOLE 31600 0 0
Boeing Co COMM 097023105 4240.7 112150 SH SOLE 112150 0 0
Boise Cascade Corp COMM 097383103 257.8 7420 SH SOLE 7420 0 0
Boston Scientific Co COMM 101137107 1138.9 53440 SH SOLE 53440 0 0
Briggs & Stratton Co COMM 109043109 125.8 3060 SH SOLE 3060 0 0
Bristol Myers Squibb COMM 110122108 14871.2 256400 SH SOLE 256400 0 0
Brown Forman Dst 'b' COMM 115637209 489.4 8990 SH SOLE 8990 0 0
Brunswick Corp COMM 117043109 224.2 11840 SH SOLE 11840 0 0
Burlington Northn Sa COMM 12189T104 1336.5 58746 SH SOLE 58746 0 0
Burlington Res Inc COMM 122014103 1025.9 27726 SH SOLE 27726 0 0
Cabletron Sys Inc COMM 126920107 685.9 23350 SH SOLE 23350 0 0
Campbell Soup Co COMM 134429109 1692.2 55030 SH SOLE 55030 0 0
Capital One Finl Cor COMM 14040H105 1227.2 25600 SH SOLE 25600 0 0
Cardinal Health Inc COMM 14149Y108 1669.6 36395 SH SOLE 36395 0 0
Carnival Cruise Line COMM 143658102 1965.2 79200 SH SOLE 79200 0 0
Carolina Pwr & Lt Co COMM 144141108 666.9 20560 SH SOLE 20560 0 0
Caterpillar Inc COMM 149123101 1812.9 45970 SH SOLE 45970 0 0
Cbs Corp COMM 12490K107 5580.8 98557 SH SOLE 98557 0 0
Cendant Corp COMM 151313103 1686.5 91160 SH SOLE 91160 0 0
Centex Corp COMM 152312104 174.3 7320 SH SOLE 7320 0 0
Central & So West Co COMM 152357109 466.5 27240 SH SOLE 27240 0 0
Centurytel Inc COMM 156700106 664.5 17900 SH SOLE 17900 0 0
Ceridian Corp COMM 15677T106 350.0 18240 SH SOLE 18240 0 0
Champion Intl Corp COMM 158525105 668.3 12550 SH SOLE 12550 0 0
Chase Manhattan Corp COMM 16161A108 9289.3 106544 SH SOLE 106544 0 0
Chevron Corp COMM 166751107 7840.5 84820 SH SOLE 84820 0 0
Chubb Corp COMM 171232101 1535.0 22720 SH SOLE 22720 0 0
Cigna Corp COMM 125509109 1652.1 21810 SH SOLE 21810 0 0
Cincinnati Finl Corp COMM 172062101 801.4 21300 SH SOLE 21300 0 0
Cinergy Corp COMM 172474108 438.0 20374 SH SOLE 20374 0 0
Circuit City Store I COMM 172737108 1612.0 26480 SH SOLE 26480 0 0
Cisco Sys Inc COMM 17275R102 68312.4 883588 SH SOLE 883588 0 0
Citigroup Inc COMM 172967101 26058.6 435217 SH SOLE 435217 0 0
Citrix Sys Inc COMM 177376100 1537.0 23200 SH SOLE 23200 0 0
Clear Channel Commun COMM 184502102 3034.6 43940 SH SOLE 43940 0 0
Clorox Co COMM 189054109 999.2 30280 SH SOLE 30280 0 0
Cms Energy Corp COMM 125896100 262.8 14500 SH SOLE 14500 0 0
Coastal Corp COMM 190441105 1272.4 27660 SH SOLE 27660 0 0
Coca Cola Co COMM 191216100 14982.9 319210 SH SOLE 319210 0 0
Coca Cola Enterprise COMM 191219104 1179.5 54700 SH SOLE 54700 0 0
Colgate Palmolive Co COMM 194162103 4246.2 75320 SH SOLE 75320 0 0
Columbia Energy Grou COMM 197648108 623.0 10515 SH SOLE 10515 0 0
Columbia/Hca Healthc COMM 197677107 1837.5 72594 SH SOLE 72594 0 0
Comcast Corp COMM 200300200 5190.3 119660 SH SOLE 119660 0 0
Comerica Inc COMM 200340107 845.7 20195 SH SOLE 20195 0 0
Compaq Computer Corp COMM 204493100 5906.7 218766 SH SOLE 218766 0 0
Computer Assoc Intl COMM 204912109 4157.2 70237 SH SOLE 70237 0 0
Computer Sciences Co COMM 205363104 1713.8 21660 SH SOLE 21660 0 0
Compuware Corp COMM 205638109 979.4 46500 SH SOLE 46500 0 0
Comverse Technology COMM 205862402 1871.1 9900 SH SOLE 9900 0 0
Conagra Inc COMM 205887102 1147.3 63300 SH SOLE 63300 0 0
Conexant Systems Inc COMM 207142100 1966.7 27700 SH SOLE 27700 0 0
Conoco Inc COMM 208251405 2070.5 80800 SH SOLE 80800 0 0
Conseco Inc COMM 208464107 479.8 41953 SH SOLE 41953 0 0
Consolidated Edison COMM 209115104 833.6 28620 SH SOLE 28620 0 0
Consolidated Stores COMM 210149100 158.1 13900 SH SOLE 13900 0 0
Constellation Energy COMM 210371100 609.1 19110 SH SOLE 19110 0 0
Cooper Inds Inc COMM 216669101 420.4 12010 SH SOLE 12010 0 0
Cooper Tire & Rubr COMM 216831107 119.1 9480 SH SOLE 9480 0 0
Coors Adolph Co COMM 217016104 232.3 4840 SH SOLE 4840 0 0
Corning Inc COMM 219350105 6504.8 33530 SH SOLE 33530 0 0
Costco Whsl Corp New COMM 22160K105 3011.9 57302 SH SOLE 57302 0 0
Countrywide Cr Inds COMM 222372104 390.5 14330 SH SOLE 14330 0 0
Crane Co COMM 224399105 196.0 8320 SH SOLE 8320 0 0
Crown Cork & Seal In COMM 228255105 266.9 16680 SH SOLE 16680 0 0
Csx Corp COMM 126408103 652.1 27750 SH SOLE 27750 0 0
Cummins Engine Inc COMM 231021106 189.3 5040 SH SOLE 5040 0 0
Cvs Corp COMM 126650100 1890.9 50340 SH SOLE 50340 0 0
Dana Corp COMM 235811106 588.5 20879 SH SOLE 20879 0 0
Danaher Corp COMM 235851102 928.2 18200 SH SOLE 18200 0 0
Darden Restaurants I COMM 237194105 291.2 16350 SH SOLE 16350 0 0
De Luxe Check Printe COMM 248019101 245.7 9270 SH SOLE 9270 0 0
Deere & Co COMM 244199105 1142.7 30070 SH SOLE 30070 0 0
Dell Computer Corp COMM 247025109 17870.6 331320 SH SOLE 331320 0 0
Delphi Automotive Sy COMM 247126105 1164.0 72747 SH SOLE 72747 0 0
Delta Air Lines Del COMM 247361108 886.1 16640 SH SOLE 16640 0 0
Dillards Inc COMM 254067101 222.2 13520 SH SOLE 13520 0 0
Disney Walt Prodtns COMM 254687106 11024.9 267270 SH SOLE 267270 0 0
Dollar Gen Corp COMM 256669102 911.7 33925 SH SOLE 33925 0 0
Dominion Res Inc Va COMM 25746U109 1182.1 30754 SH SOLE 30754 0 0
Donnelley R R & Sons COMM 257867101 340.2 16250 SH SOLE 16250 0 0
Dover Corp COMM 260003108 1265.8 26440 SH SOLE 26440 0 0
Dow Chem Co COMM 260543103 3261.5 28610 SH SOLE 28610 0 0
Dow Jones & Co Inc COMM 260561105 822.3 11450 SH SOLE 11450 0 0
Dte Energy Co COMM 233331107 544.3 18650 SH SOLE 18650 0 0
Du Pont E I De Nemou COMM 263534109 7147.6 135020 SH SOLE 135020 0 0
Duke Power Co COMM 264399106 2473.2 47108 SH SOLE 47108 0 0
Dun & Bradstreet Cor COMM 26483B106 587.4 20520 SH SOLE 20520 0 0
E M C Corp Mass COMM 268648102 16573.4 131535 SH SOLE 131535 0 0
Eastern Enterprises COMM 27637F100 213.8 3570 SH SOLE 3570 0 0
Eastman Chem Co COMM 277432100 465.5 10230 SH SOLE 10230 0 0
Eastman Kodak Co COMM 277461109 2207.8 40650 SH SOLE 40650 0 0
Eaton Corp COMM 278058102 747.2 9580 SH SOLE 9580 0 0
Ecolab Inc COMM 278865100 605.3 16500 SH SOLE 16500 0 0
Edison Intl COMM 281020107 741.0 44740 SH SOLE 44740 0 0
El Paso Energy Corp COMM 283905107 1185.4 29360 SH SOLE 29360 0 0
Electronic Data Sys COMM 285661104 3921.9 61100 SH SOLE 61100 0 0
Emerson Elec Co COMM 291011104 2956.9 55660 SH SOLE 55660 0 0
Engelhard Corp COMM 292845104 245.3 16220 SH SOLE 16220 0 0
Enron Corp COMM 293561106 6909.5 92280 SH SOLE 92280 0 0
Entergy Corp New COMM 29364G103 635.9 31500 SH SOLE 31500 0 0
Equifax Inc COMM 294429105 456.0 18060 SH SOLE 18060 0 0
Exxon Mobil Corp COMM 30231G102 34785.1 446321 SH SOLE 446321 0 0
F M C Corp COMM 302491303 233.9 4140 SH SOLE 4140 0 0
Federal Natl Mtg Asn COMM 313586109 7491.7 132450 SH SOLE 132450 0 0
Federated Dept Store COMM 31410H101 1138.6 26950 SH SOLE 26950 0 0
Fedex Corp COMM 31428X106 1454.1 37464 SH SOLE 37464 0 0
Fifth Third Bancorp COMM 316773100 2521.3 40020 SH SOLE 40020 0 0
First Data Corp COMM 319963104 2389.6 53850 SH SOLE 53850 0 0
First Energy Corp COMM 337932107 611.5 29650 SH SOLE 29650 0 0
First Un Corp COMM 337358105 4754.1 127627 SH SOLE 127627 0 0
Firstar Corp New Wis COMM 33763V109 2892.4 126101 SH SOLE 126101 0 0
Fleetboston Finl Cor COMM 339030108 4315.3 118228 SH SOLE 118228 0 0
Florida Progress Cor COMM 341109106 591.8 12900 SH SOLE 12900 0 0
Fluor Corp COMM 343861100 293.6 9470 SH SOLE 9470 0 0
Ford Mtr Co Del COMM 345370100 7172.7 156140 SH SOLE 156140 0 0
Fort James Corp COMM 347471104 606.3 27560 SH SOLE 27560 0 0
Fortune Brands Inc COMM 349631101 525.5 21020 SH SOLE 21020 0 0
Fpl Group Inc COMM 302571104 1073.7 23310 SH SOLE 23310 0 0
Franklin Res Inc COMM 354613101 1063.3 31800 SH SOLE 31800 0 0
Freddie Mac COMM 313400301 3971.1 89870 SH SOLE 89870 0 0
Freeport-Mcmoran Cop COMM 35671D857 250.4 20760 SH SOLE 20760 0 0
Gannett Inc COMM 364730101 2527.9 35920 SH SOLE 35920 0 0
Gap Inc COMM 364760108 5474.2 109897 SH SOLE 109897 0 0
Gateway Inc COMM 367626108 2159.0 40700 SH SOLE 40700 0 0
General Dynamics Cor COMM 369550108 1278.6 25700 SH SOLE 25700 0 0
General Elec Co COMM 369604103 65999.0 424090 SH SOLE 424090 0 0
General Mls Inc COMM 370334104 1409.9 38960 SH SOLE 38960 0 0
General Mtrs Corp COMM 370442105 6840.3 82600 SH SOLE 82600 0 0
Genuine Parts Co COMM 372460105 545.8 22860 SH SOLE 22860 0 0
Georgia Pac Corp COMM 373298108 877.5 22180 SH SOLE 22180 0 0
Gillette Company COMM 375766102 5225.7 138660 SH SOLE 138660 0 0
Global Crossing Ltd COMM G3921A100 4007.8 97901 SH SOLE 97901 0 0
Golden West Finl Del COMM 381317106 652.8 20930 SH SOLE 20930 0 0
Goodrich B F Co COMM 382388106 402.2 14020 SH SOLE 14020 0 0
Goodyear Tire & Rubr COMM 382550101 467.4 20050 SH SOLE 20050 0 0
Gpu Inc COMM 36225X100 427.3 15610 SH SOLE 15610 0 0
Grace W R & Co Del N COMM 38388F108 117.0 9090 SH SOLE 9090 0 0
Grainger W W Inc COMM 384802104 642.3 11840 SH SOLE 11840 0 0
Great Atl & Pac Tea COMM 390064103 88.5 4540 SH SOLE 4540 0 0
Great Lakes Chem Cor COMM 390568103 241.7 7110 SH SOLE 7110 0 0
Gte Corp COMM 362320103 8919.0 125620 SH SOLE 125620 0 0
Guidant Corp COMM 401698105 2347.9 39880 SH SOLE 39880 0 0
Halliburton Co COMM 406216101 2351.5 57180 SH SOLE 57180 0 0
Harcourt Gen Inc COMM 41163G101 331.2 8890 SH SOLE 8890 0 0
Harley Davidson Inc COMM 412822108 1555.8 19600 SH SOLE 19600 0 0
Harrahs Entmt Inc COMM 413619107 306.8 16530 SH SOLE 16530 0 0
Hartford Finl Svcs G COMM 416515104 1513.9 28700 SH SOLE 28700 0 0
Hasbro Bradley Inc COMM 418056107 411.5 24660 SH SOLE 24660 0 0
Healthsouth Corp COMM 421924101 281.8 49550 SH SOLE 49550 0 0
Heinz H J Co COMM 423074103 1595.2 45740 SH SOLE 45740 0 0
Hercules Inc COMM 427056106 216.7 13440 SH SOLE 13440 0 0
Hershey Foods Corp COMM 427866108 875.6 17960 SH SOLE 17960 0 0
Hewlett Packard Co COMM 428236103 17251.2 129830 SH SOLE 129830 0 0
Hilton Hotels Corp COMM 432848109 367.2 47380 SH SOLE 47380 0 0
Home Depot Inc COMM 437076102 19193.1 297567 SH SOLE 297567 0 0
Homestake Mng Co COMM 437614100 199.6 33260 SH SOLE 33260 0 0
Honeywell Intl Inc COMM 438516106 5380.6 102122 SH SOLE 102122 0 0
Household Intl Corp COMM 441815107 2257.9 60514 SH SOLE 60514 0 0
Humana Inc COMM 444859102 157.4 21520 SH SOLE 21520 0 0
Huntington Bancshare COMM 446150104 653.9 29225 SH SOLE 29225 0 0
Ikon Office Solution COMM 451713101 117.5 18990 SH SOLE 18990 0 0
Illinois Tool Wks In COMM 452308109 2159.2 39080 SH SOLE 39080 0 0
Ims Health Inc COMM 449934108 666.7 39360 SH SOLE 39360 0 0
Inco Ltd COMM 453258402 450.7 24530 SH SOLE 24530 0 0
Ingersoll Rand Co COMM 456866102 926.8 20945 SH SOLE 20945 0 0
Intel Corp COMM 458140100 56968.0 431780 SH SOLE 431780 0 0
International Bus Ma COMM 459200101 27496.4 233020 SH SOLE 233020 0 0
International Flav&F COMM 459506101 473.7 13510 SH SOLE 13510 0 0
International Paper COMM 460146103 2274.0 53192 SH SOLE 53192 0 0
Interpublic Group Co COMM 460690100 1704.8 36080 SH SOLE 36080 0 0
Itt Inds Inc Ind COMM 450911102 345.1 11110 SH SOLE 11110 0 0
Jefferson Pilot Corp COMM 475070108 905.9 13610 SH SOLE 13610 0 0
Johnson & Johnson COMM 478160104 12623.9 179700 SH SOLE 179700 0 0
Johnson Ctls Inc COMM 478366107 587.7 10870 SH SOLE 10870 0 0
Jostens Inc COMM 481088102 96.0 3940 SH SOLE 3940 0 0
K Mart COMM 482584109 608.5 62810 SH SOLE 62810 0 0
Kansas City Southn COMM 485170104 1254.7 14600 SH SOLE 14600 0 0
Kaufman&Broad Home C COMM 486168107 131.6 6140 SH SOLE 6140 0 0
Kellogg Co COMM 487836108 1336.7 51910 SH SOLE 51910 0 0
Kerr Mcgee Corp COMM 492386107 713.2 12349 SH SOLE 12349 0 0
Keycorp COMM 493267108 1089.5 57340 SH SOLE 57340 0 0
Kimberly Clark Corp COMM 494368103 4025.5 71804 SH SOLE 71804 0 0
Kla-Tencor Corp COMM 482480100 1996.7 23700 SH SOLE 23700 0 0
Knight Ridder Newspp COMM 499040103 560.7 10940 SH SOLE 10940 0 0
Kohls Corp COMM 500255104 2152.5 21000 SH SOLE 21000 0 0
Kroger Co COMM 501044101 1891.1 107680 SH SOLE 107680 0 0
Leggett & Platt Inc COMM 524660107 541.8 25200 SH SOLE 25200 0 0
Lehman Bros Hldgs In COMM 524908100 1522.9 15700 SH SOLE 15700 0 0
Lexmark Intl Group I COMM 529771107 1744.9 16500 SH SOLE 16500 0 0
Lilly Eli & Co COMM 532457108 8827.6 140960 SH SOLE 140960 0 0
Limited Inc COMM 532716107 1162.7 27600 SH SOLE 27600 0 0
Lincoln Natl Corp In COMM 534187109 832.1 24840 SH SOLE 24840 0 0
Liz Claiborne COMM 539320101 356.9 7790 SH SOLE 7790 0 0
Lockheed Martin Corp COMM 539830109 1037.5 50764 SH SOLE 50764 0 0
Loews Corp COMM 540424108 696.0 13920 SH SOLE 13920 0 0
Longs Drug Stores In COMM 543162101 105.6 4640 SH SOLE 4640 0 0
Louisiana Pac Corp COMM 546347105 189.0 13620 SH SOLE 13620 0 0
Lowes Cos Inc COMM 548661107 2874.4 49240 SH SOLE 49240 0 0
Lsi Logic Corp COMM 502161102 2813.5 38740 SH SOLE 38740 0 0
Lucent Technologies COMM 549463107 25216.5 411698 SH SOLE 411698 0 0
Mallinckrodt Group COMM 561232109 255.3 8880 SH SOLE 8880 0 0
Manor Care Inc New COMM 564055101 175.5 13000 SH SOLE 13000 0 0
Marriott Intl Inc Ne COMM 571903202 1004.9 31900 SH SOLE 31900 0 0
Marsh & Mclennan Cos COMM 571748102 3840.0 34810 SH SOLE 34810 0 0
Masco Corp COMM 574599106 1178.3 57480 SH SOLE 57480 0 0
Mattel Inc COMM 577081102 570.3 54312 SH SOLE 54312 0 0
May Dept Stores Co COMM 577778103 1226.9 43050 SH SOLE 43050 0 0
Maytag Co COMM 578592107 352.5 10640 SH SOLE 10640 0 0
Mbia Inc COMM 55262C100 663.3 12740 SH SOLE 12740 0 0
Mbna Corp COMM 55262L100 2632.0 103215 SH SOLE 103215 0 0
Mcdermott Intl COMM 580037109 69.0 7510 SH SOLE 7510 0 0
Mcdonalds Corp COMM 580135101 6522.7 174520 SH SOLE 174520 0 0
Mcgraw Hill Inc COMM 580645109 1163.9 25580 SH SOLE 25580 0 0
Mckesson Hboc Inc COMM 58155Q103 756.1 36005 SH SOLE 36005 0 0
Mead Corp COMM 582834107 452.1 12940 SH SOLE 12940 0 0
Mediaone Group Inc COMM 58440J104 6393.0 78926 SH SOLE 78926 0 0
Medtronic Inc COMM 585055106 7947.1 154500 SH SOLE 154500 0 0
Mellon Finl Corp COMM 58551A108 1946.8 65440 SH SOLE 65440 0 0
Merck & Co Inc COMM 589331107 18769.2 302120 SH SOLE 302120 0 0
Meredith Corp COMM 589433101 175.0 6320 SH SOLE 6320 0 0
Merrill Lynch & Co COMM 590188108 5045.3 48050 SH SOLE 48050 0 0
Mgic Invt Corp Wis COMM 552848103 598.1 13710 SH SOLE 13710 0 0
Micron Technology In COMM 595112103 4416.3 35050 SH SOLE 35050 0 0
Microsoft Corp COMM 594918104 71423.4 672220 SH SOLE 672220 0 0
Milacron Inc COMM 598709103 62.7 4340 SH SOLE 4340 0 0
Millipore Corp COMM 601073109 329.0 5830 SH SOLE 5830 0 0
Minnesota Mng & Mfg COMM 604059105 4561.9 51510 SH SOLE 51510 0 0
Mirage Resorts Inc COMM 60462E104 474.5 24490 SH SOLE 24490 0 0
Molex Inc COMM 608554101 1483.4 25250 SH SOLE 25250 0 0
Morgan J P & Co Inc COMM 616880100 2963.1 22490 SH SOLE 22490 0 0
Morgan St D Witter COMM 617446448 11932.5 143982 SH SOLE 143982 0 0
Motorola Inc COMM 620076109 13374.8 91608 SH SOLE 91608 0 0
Nabisco Group Hldg C COMM 62952P102 504.2 41800 SH SOLE 41800 0 0
Nacco Inds Inc COMM 629579103 52.3 1090 SH SOLE 1090 0 0
National City Corp COMM 635405103 1636.8 79360 SH SOLE 79360 0 0
National Semiconduct COMM 637640103 1359.0 22370 SH SOLE 22370 0 0
National Svc Inds In COMM 637657107 108.1 5130 SH SOLE 5130 0 0
Navistar Intl Corp N COMM 63934E108 329.4 8210 SH SOLE 8210 0 0
Ncr Corp New COMM 62886E108 501.6 12500 SH SOLE 12500 0 0
Network Appliance In COMM 64120L104 3276.9 39600 SH SOLE 39600 0 0
New Century Energies COMM 64352U103 438.9 14600 SH SOLE 14600 0 0
New York Times Co COMM 650111107 953.2 22200 SH SOLE 22200 0 0
Newell Rubbermaid In COMM 651229106 898.1 36195 SH SOLE 36195 0 0
Newmont Mng Corp COMM 651639106 482.8 21518 SH SOLE 21518 0 0
Nextel Communication COMM 65332V103 7027.1 47400 SH SOLE 47400 0 0
Niagara Mohawk Hldgs COMM 653520106 326.3 24170 SH SOLE 24170 0 0
Nicor Inc COMM 654086107 201.6 6120 SH SOLE 6120 0 0
Nike Inc COMM 654106103 1411.4 35620 SH SOLE 35620 0 0
Nordstrom Inc COMM 655664100 499.7 16940 SH SOLE 16940 0 0
Norfolk Southern Cor COMM 655844108 702.5 49300 SH SOLE 49300 0 0
Nortel Networks Corp COMM 656568102 22818.0 180916 SH SOLE 180916 0 0
Northern Tr Corp COMM 665859104 1952.6 28900 SH SOLE 28900 0 0
Northn Sts Pwr Minn COMM 665772109 389.2 19580 SH SOLE 19580 0 0
Northrop Corp COMM 666807102 482.3 9110 SH SOLE 9110 0 0
Novell Inc COMM 670006105 1206.0 42130 SH SOLE 42130 0 0
Nucor Corp COMM 670346105 553.0 11060 SH SOLE 11060 0 0
Occidental Pete Corp COMM 674599105 978.8 47170 SH SOLE 47170 0 0
Office Depot Inc COMM 676220106 487.9 42200 SH SOLE 42200 0 0
Old Kent Finl Corp COMM 679833103 502.4 15700 SH SOLE 15700 0 0
Omnicom Group COMM 681919106 2162.7 23100 SH SOLE 23100 0 0
Oneok Inc New COMM 682680103 91.5 3660 SH SOLE 3660 0 0
Oracle Systems Corp COMM 68389X105 28445.5 364394 SH SOLE 364394 0 0
Owens Corning COMM 69073F103 128.3 6620 SH SOLE 6620 0 0
Owens Ill Inc COMM 690768403 319.4 18930 SH SOLE 18930 0 0
Paccar Inc COMM 693718108 516.0 10320 SH SOLE 10320 0 0
Pactiv Corp COMM 695257105 190.3 21910 SH SOLE 21910 0 0
Paine Webber Inc COMM 695629105 805.2 18300 SH SOLE 18300 0 0
Pall Corp COMM 696429307 356.0 15866 SH SOLE 15866 0 0
Parametric Technolog COMM 699173100 746.9 35460 SH SOLE 35460 0 0
Parker Hannifin Corp COMM 701094104 588.5 14245 SH SOLE 14245 0 0
Paychex Inc COMM 704326107 1683.9 32150 SH SOLE 32150 0 0
Pe Corp COMM 69332S102 2597.8 26920 SH SOLE 26920 0 0
Peco Energy Co COMM 693304107 886.5 24040 SH SOLE 24040 0 0
Penney J C Inc COMM 708160106 493.9 33200 SH SOLE 33200 0 0
Peoples Energy Corp COMM 711030106 127.6 4650 SH SOLE 4650 0 0
Peoplesoft Inc COMM 712713106 692.0 34600 SH SOLE 34600 0 0
Pep Boys Manny Moe&J COMM 713278109 40.0 6745 SH SOLE 6745 0 0
Pepsico Inc COMM 713448108 6559.6 188090 SH SOLE 188090 0 0
Perkinelmer Inc COMM 714046109 427.6 6430 SH SOLE 6430 0 0
Pfizer Inc COMM 717081103 18274.3 499810 SH SOLE 499810 0 0
Pg&E Corp COMM 69331C108 1035.7 49320 SH SOLE 49320 0 0
Pharmacia & Upjohn ADR 716941109 3999.0 67210 SH SOLE 67210 0 0
Pharmacia Corp COMM 71713U102 4218.9 81920 SH SOLE 81920 0 0
Phelps Dodge Corp COMM 717265102 506.9 10700 SH SOLE 10700 0 0
Philip Morris Cos In COMM 718154107 6447.6 305210 SH SOLE 305210 0 0
Phillips Pete Co COMM 718507106 1519.8 32860 SH SOLE 32860 0 0
Pinnacle West Cap Co COMM 723484101 298.8 10600 SH SOLE 10600 0 0
Pitney Bowes Inc COMM 724479100 1537.3 34400 SH SOLE 34400 0 0
Placer Dome Inc COMM 725906101 339.7 41810 SH SOLE 41810 0 0
Pnc Financial Corp COMM 693475105 1720.0 38170 SH SOLE 38170 0 0
Polaroid Corp COMM 731095105 136.1 5730 SH SOLE 5730 0 0
Potlatch Corp COMM 737628107 161.7 3760 SH SOLE 3760 0 0
Ppg Inds Inc COMM 693506107 1172.3 22410 SH SOLE 22410 0 0
Ppl Corp COMM 69351T106 379.6 18130 SH SOLE 18130 0 0
Praxair Inc COMM 74005P104 842.9 20250 SH SOLE 20250 0 0
Price T Rowe & Assoc COMM 741477103 608.3 15400 SH SOLE 15400 0 0
Procter & Gamble Co COMM 742718109 9597.1 169860 SH SOLE 169860 0 0
Progressive Corp Ohi COMM 743315103 739.3 9720 SH SOLE 9720 0 0
Providian Finl Corp COMM 74406A102 1587.4 18325 SH SOLE 18325 0 0
Public Svc Enterpris COMM 744573106 830.1 28020 SH SOLE 28020 0 0
Pulte Corp COMM 745867101 107.3 5140 SH SOLE 5140 0 0
Quaker Oats Co COMM 747402105 1047.0 17270 SH SOLE 17270 0 0
Qualcomm Inc COMM 747525103 14229.5 95300 SH SOLE 95300 0 0
Quintiles Transnatio COMM 748767100 247.4 14500 SH SOLE 14500 0 0
Ralston Purina Co COMM 751277302 1071.4 38960 SH SOLE 38960 0 0
Raytheon Co COMM 755111408 770.7 43420 SH SOLE 43420 0 0
Reebok Intl Ltd COMM 758110100 66.7 7210 SH SOLE 7210 0 0
Regions Finl Corp COMM 758940100 634.2 27800 SH SOLE 27800 0 0
Reliant Energy Inc COMM 75952J108 896.5 38046 SH SOLE 38046 0 0
Reynolds Metals Co COMM 761763101 533.0 7970 SH SOLE 7970 0 0
Rite Aid Corp COMM 767754104 186.1 33080 SH SOLE 33080 0 0
Rockwell Intl Corp N COMM 773903109 1030.3 24640 SH SOLE 24640 0 0
Rohm & Haas Co COMM 775371107 1254.9 28122 SH SOLE 28122 0 0
Rowan Cos Inc COMM 779382100 349.1 11860 SH SOLE 11860 0 0
Royal Dutch Pete Co ADR 780257804 16023.3 277160 SH SOLE 277160 0 0
Russell Corp COMM 782352108 56.5 3950 SH SOLE 3950 0 0
Ryder Sys Inc COMM 783549108 187.9 8280 SH SOLE 8280 0 0
Sabre Group Hldgs In COMM 785905100 611.7 16760 SH SOLE 16760 0 0
Safeco Corp COMM 786429100 443.6 16700 SH SOLE 16700 0 0
Safeway Inc COMM 786514208 2972.9 65700 SH SOLE 65700 0 0
Sara Lee Corp COMM 803111103 2104.2 116900 SH SOLE 116900 0 0
Sbc Communications I COMM 78387G103 18551.4 440390 SH SOLE 440390 0 0
Schering Plough Corp COMM 806605101 7049.3 189880 SH SOLE 189880 0 0
Schlumberger Ltd COMM 806857108 5445.3 71180 SH SOLE 71180 0 0
Schwab Charles Cp Ne COMM 808513105 6010.2 105790 SH SOLE 105790 0 0
Scientific Atlanta COMM 808655104 1300.4 20560 SH SOLE 20560 0 0
Seagate Technology COMM 811804103 1722.2 27890 SH SOLE 27890 0 0
Seagram Ltd COMM 811850106 3331.4 55990 SH SOLE 55990 0 0
Sealed Air Corp New COMM 81211K100 597.0 10992 SH SOLE 10992 0 0
Sears Roebuck & Co COMM 812387108 1493.0 48750 SH SOLE 48750 0 0
Sempra Energy COMM 816851109 441.7 26372 SH SOLE 26372 0 0
Shared Med Sys Corp COMM 819486101 179.5 3460 SH SOLE 3460 0 0
Sherwin Williams Co COMM 824348106 467.3 21120 SH SOLE 21120 0 0
Sigma Aldrich Corp COMM 826552101 342.4 12740 SH SOLE 12740 0 0
Silicon Graphics Inc COMM 827056102 249.3 23600 SH SOLE 23600 0 0
Slm Hldg Corp COMM 78442A109 682.9 20500 SH SOLE 20500 0 0
Snap On Tools Corp COMM 833034101 196.7 7510 SH SOLE 7510 0 0
Solectron Corp COMM 834182107 3077.6 76700 SH SOLE 76700 0 0
Southern Co COMM 842587107 1887.7 86790 SH SOLE 86790 0 0
Southtrust Corp COMM 844730101 549.5 21600 SH SOLE 21600 0 0
Southwest Airls Co COMM 844741108 1355.5 65130 SH SOLE 65130 0 0
Springs Inds Inc COMM 851783100 90.1 2370 SH SOLE 2370 0 0
Sprint -Fon COMM 852061100 7125.7 112660 SH SOLE 112660 0 0
Sprint -Pcs COMM 852061506 7288.8 111280 SH SOLE 111280 0 0
St Jude Med Inc COMM 790849103 272.3 10550 SH SOLE 10550 0 0
St Paul Cos Inc COMM 792860108 992.8 29092 SH SOLE 29092 0 0
Stanley Wks COMM 854616109 294.3 11160 SH SOLE 11160 0 0
Staples Inc COMM 855030102 1213.0 60650 SH SOLE 60650 0 0
State Str Corp COMM 857477103 2017.9 20830 SH SOLE 20830 0 0
Summit Bancorp COMM 866005101 582.8 22200 SH SOLE 22200 0 0
Sun Microsystems Inc COMM 866810104 19102.3 203860 SH SOLE 203860 0 0
Sunoco Inc COMM 86764P109 313.1 11437 SH SOLE 11437 0 0
Suntrust Bks Inc COMM 867914103 2386.8 41330 SH SOLE 41330 0 0
Supervalu Inc COMM 868536103 335.6 17720 SH SOLE 17720 0 0
Synovus Finl Corp COMM 87161C105 673.8 35700 SH SOLE 35700 0 0
Sysco Corp COMM 871829107 1529.5 42340 SH SOLE 42340 0 0
Tandy Corp COMM 875382103 1272.8 25080 SH SOLE 25080 0 0
Target Corp COMM 87612E106 4253.3 56900 SH SOLE 56900 0 0
Tektronix Inc COMM 879131100 343.0 6125 SH SOLE 6125 0 0
Tellabs Inc COMM 879664100 3289.0 52220 SH SOLE 52220 0 0
Temple Inland Inc COMM 879868107 364.1 7310 SH SOLE 7310 0 0
Tenet Healthcare Cor COMM 88033G100 925.6 39810 SH SOLE 39810 0 0
Teradyne Inc COMM 880770102 1836.8 22400 SH SOLE 22400 0 0
Texaco Inc COMM 881694103 3833.5 71320 SH SOLE 71320 0 0
Texas Instrs Inc COMM 882508104 16803.2 105020 SH SOLE 105020 0 0
Texas Utils Co COMM 882848104 1047.3 35277 SH SOLE 35277 0 0
Textron Inc COMM 883203101 1182.2 19420 SH SOLE 19420 0 0
Thermo Electron Corp COMM 883556102 412.8 20260 SH SOLE 20260 0 0
Thomas & Betts Corp COMM 884315102 198.3 7020 SH SOLE 7020 0 0
Time Warner Inc COMM 887315109 16628.0 166280 SH SOLE 166280 0 0
Times Mirror Co New COMM 887364107 729.6 7850 SH SOLE 7850 0 0
Timken Co COMM 887389104 121.9 7500 SH SOLE 7500 0 0
Tjx Cos Inc New COMM 872540109 880.8 39700 SH SOLE 39700 0 0
Torchmark Corp COMM 891027104 383.0 16560 SH SOLE 16560 0 0
Tosco Corp COMM 891490302 569.6 18600 SH SOLE 18600 0 0
Toys R Us COMM 892335100 455.0 30720 SH SOLE 30720 0 0
Transocean Sedco For COMM G90078109 1394.7 27180 SH SOLE 27180 0 0
Tribune Co New COMM 896047107 1121.7 30680 SH SOLE 30680 0 0
Tricon Global Restau COMM 895953107 599.5 19299 SH SOLE 19299 0 0
Trw Inc COMM 872649108 924.3 15800 SH SOLE 15800 0 0
Tupperware Corp COMM 899896104 115.4 7300 SH SOLE 7300 0 0
Tyco Intl Ltd New COMM 902124106 10937.8 218210 SH SOLE 218210 0 0
U S Air Group Inc COMM 911905107 249.8 8980 SH SOLE 8980 0 0
U S West Inc New COMM 91273H101 4753.5 65453 SH SOLE 65453 0 0
Unicom Corp COMM 904911104 1023.8 28050 SH SOLE 28050 0 0
Unilever N V ADR 904784709 3550.9 73785 SH SOLE 73785 0 0
Union Carbide Corp COMM 905581104 1020.5 17500 SH SOLE 17500 0 0
Union Pac Corp COMM 907818108 1256.7 32120 SH SOLE 32120 0 0
Union Pac Res Group COMM 907834105 470.5 32448 SH SOLE 32448 0 0
Union Planters Corp COMM 908068109 563.9 18300 SH SOLE 18300 0 0
Unisys Corp COMM 909214108 1020.3 39720 SH SOLE 39720 0 0
United Technologies COMM 913017109 3873.4 61300 SH SOLE 61300 0 0
Unitedhealth Group I COMM 91324P102 1305.8 21900 SH SOLE 21900 0 0
Unocal Corp COMM 915289102 921.7 30980 SH SOLE 30980 0 0
Unumprovident Corp COMM 91529Y106 519.5 30674 SH SOLE 30674 0 0
US Bancorp Del COMM 902973106 2127.4 97253 SH SOLE 97253 0 0
UST Inc COMM 902911106 338.9 21690 SH SOLE 21690 0 0
USX Marathon Group COMM 902905827 1040.4 39920 SH SOLE 39920 0 0
USX-U S Stl COMM 90337T101 284.0 11360 SH SOLE 11360 0 0
V F Corp COMM 918204108 356.1 14800 SH SOLE 14800 0 0
Viacom Inc COMM 925524308 4753.8 90120 SH SOLE 90120 0 0
Vulcan Matls Co COMM 929160109 586.4 12800 SH SOLE 12800 0 0
Wachovia Corp COMM 929771103 1772.8 26240 SH SOLE 26240 0 0
Wal Mart Stores Inc COMM 931142103 32496.5 575160 SH SOLE 575160 0 0
Walgreen Co COMM 931422109 3346.5 129960 SH SOLE 129960 0 0
Warner Lambert Co COMM 934488107 10838.4 110950 SH SOLE 110950 0 0
Washington Mut Inc COMM 939322103 1967.8 74257 SH SOLE 74257 0 0
Waste Mgmt Inc Del COMM 94106L109 1092.6 79823 SH SOLE 79823 0 0
Watson Pharmaceutica COMM 942683103 480.2 12100 SH SOLE 12100 0 0
Wellpoint Health Net COMM 94973H108 587.0 8400 SH SOLE 8400 0 0
Wells Fargo & Co New COMM 949746101 8688.7 213220 SH SOLE 213220 0 0
Wendys Intl Inc COMM 950590109 306.6 15190 SH SOLE 15190 0 0
Westvaco Corp COMM 961548104 423.5 12690 SH SOLE 12690 0 0
Weyerhaeuser Co COMM 962166104 1731.7 30380 SH SOLE 30380 0 0
Whirlpool Corp COMM 963320106 555.8 9480 SH SOLE 9480 0 0
Willamette Inds Inc COMM 969133107 566.6 14120 SH SOLE 14120 0 0
Williams Cos COMM 969457100 2463.1 56060 SH SOLE 56060 0 0
Winn Dixie Stores In COMM 974280109 360.8 18560 SH SOLE 18560 0 0
Worldcom Inc Ga New COMM 98157D106 16596.9 366276 SH SOLE 366276 0 0
Worthington Inds Inc COMM 981811102 142.2 11490 SH SOLE 11490 0 0
Wrigley Wm Jr Co COMM 982526105 1136.8 14800 SH SOLE 14800 0 0
Xerox Corp COMM 984121103 2223.5 85520 SH SOLE 85520 0 0
Xilinx Inc COMM 983919101 3428.4 41400 SH SOLE 41400 0 0
Yahoo Inc COMM 984332106 11722.1 68400 SH SOLE 68400 0 0
Young & Rubicam Inc COMM 987425105 423.0 9000 SH SOLE 9000 0 0
</TABLE>
|
|