Form 13F Cover Page
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13 (F) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
*Securities and Exchange Commission
Washington, D.C. 20549
Report for the Calendar Quarter Ended March 31, 2000
(Please read instructions before preparing form)
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: ALLMERICA ASSET MANAGEMENT, INC.
STREET: 440 LINCOLN STREET
CITY: WORCESTER,
STATE: MA
ZIP: 01653
Form 13F File Number: 028-05067
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, correct 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 P. Kavanaugh
Title: President
Phone: 508-855-2151
SIGNATURE, Place and Date Signing:
Name: John P. Kavanaugh
CITY: WORCESTER
STATE: MA
DATE: 5/09/2000
Report Type (Check only one):
X 13F HOLDING REPORT. (Check here if all holdings
- ----- of this reporting manager are reported in this report.)
13F NOTICE. (Check here if no holdings reported are
- ----- in this report, and all holdings are reported by other
reporting manager(s).)
13F COBINATION REPORT. (Check here if a portion of the
- ----- holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 513 number of line items
Form 13F Information Table Value Total: 1,167,402 thousands
List of Other Included Managers: None
<PAGE>
<TABLE>
<CAPTION>
Form 13F Information Table
Name of Value SHARES//SH/ PUT/ INVSTMT Other Voting
Authority
ISSUER TITLE OF CLASS CUSIP x$1000 PRN/AMT CALL DSCRETN Managers
Sole/Shared/None
Column1 Column2 Column3 Column4 Column5 Column6 Column7
Column8
<S> <C> <C> <C> <C> <C> <C>
<C>
GLOBAL CROSSING LTD COM G3921A100 2897 70775SH Sole
TRANSOCEAN SEDCO FOREX INC ORD G90078109 975 18995SH Sole
A D C TELECOMMUNICATIONS COM 000886101 1476 27400SH Sole
AFLAC INC COM 001055102 1098 24100SH Sole
AES CORP COM 00130H105 1480 18800SH Sole
AMR CORP COM 001765106 424 13300SH Sole
AT&T CORP COM 001957109 16325 290220SH Sole
ABBOTT LABS COM 002824100 4909 139500SH Sole
ADAPTEC INC COM 00651F108 363 9400SH Sole
ADOBE SYS INC COM 00724F101 1213 10900SH Sole
ADVANCED RADIO TELECOM CORP COM 00754U101 1341 40470SH Sole
ADVANCED MICRO DEVICES INC COM 007903107 765 13400SH Sole
AETNA INC COM 008117103 731 13127SH Sole
AIR PRODS & CHEMS INC COM 009158106 589 20700SH Sole
ALBERTO CULVER CO CL B CO013068101 112 4700SH Sole
ALBERTSONS INC COM 013104104 1188 38324SH Sole
ALCAN ALUMINIUM LTD NEW COM 013716105 669 19750SH Sole
ALCOA INC COM 013817101 2353 33500SH Sole
ALLEGHENY TECHNOLOGIES INC COM 01741R102 167 8346SH Sole
ALLERGAN INC COM 018490102 590 11800SH Sole
ALLIED WASTE INDS INC COM PAR019589308 112 17000SH Sole
ALLMERICA SECS TR SH BEN 019921105 856 92530SH Sole
ALLSTATE CORP COM 020002101 1734 72822SH Sole
ALLTEL CORP COM 020039103 1810 28700SH Sole
ALZA CORP DEL COM 022615108 346 9200SH Sole
AMERADA HESS CORP COM 023551104 523 8100SH Sole
AMEREN CORP COM 023608102 381 12300SH Sole
AMERICA ONLINE INC DEL COM 02364J104 13949 207420SH Sole
AMERICAN ELEC PWR INC COM 025537101 525 17600SH Sole
AMERICAN EXPRESS CO COM 025816109 6077 40800SH Sole
AMERICAN GENERAL CORP COM 026351106 1261 22471SH Sole
AMERICAN GREETINGS CORP CL A 026375105 104 5700SH Sole
AMERICAN HOME PRODS CORP COM 026609107 6360 118600SH Sole
AMERICAN INTL GROUP INC COM 026874107 15428 140896SH Sole
AMGEN INC COM 031162100 5696 92800SH Sole
AMSOUTH BANCORPORATION COM 032165102 529 35400SH Sole
ANADARKO PETE CORP COM 032511107 441 11400SH Sole
ANALOG DEVICES INC COM 032654105 2562 31800SH Sole
ANDREW CORP COM 034425108 165 7200SH Sole
ANHEUSER BUSCH COS INC COM 035229103 2639 42400SH Sole
AON CORP COM 037389103 751 23275SH Sole
APACHE CORP COM 037411105 522 10500SH Sole
APPLE COMPUTER INC COM 037833100 2010 14800SH Sole
APPLIED MATLS INC COM 038222105 6560 69600SH Sole
ARCH COAL INC COM 039380100 11 1550SH Sole
ARCHER DANIELS MIDLAND CO COM 039483102 569 54884SH Sole
ARMSTRONG WORLD INDS INC COM 042476101 59 3300SH Sole
ASHLAND INC COM 044204105 211 6300SH Sole
ASSOCIATES FIRST CAP CORP CL A 046008108 1410 65788SH Sole
ATLANTIC RICHFIELD CO COM 048825103 2482 29200SH Sole
AUTODESK INC COM 052769106 255 5600SH Sole
AUTOMATIC DATA PROCESSING INCCOM 053015103 2770 57400SH Sole
AUTOZONE INC COM 053332102 344 12400SH Sole
AVERY DENNISON CORP COM 053611109 617 10100SH Sole
AVON PRODS INC COM 054303102 636 21900SH Sole
BB&T CORP COM 054937107 881 31400SH Sole
BMC SOFTWARE INC COM 055921100 1096 22200SH Sole
BAKER HUGHES INC COM 057224107 901 29770SH Sole
BALL CORP COM 058498106 90 2600SH Sole
BANK OF AMERICA CORPORATION COM 060505104 8129 155021SH Sole
BANK NEW YORK INC COM 064057102 2781 66900SH Sole
BANK ONE CORP COM 06423A103 3576 104028SH Sole
BARD C R INC COM 067383109 178 4600SH Sole
BARRICK GOLD CORP COM 067901108 562 35800SH Sole
BAUSCH & LOMB INC COM 071707103 277 5300SH Sole
BAXTER INTL INC COM 071813109 1661 26500SH Sole
BEAR STEARNS COS INC COM 073902108 477 10447SH Sole
BECTON DICKINSON & CO COM 075887109 600 22800SH Sole
BED BATH & BEYOND INC COM 075896100 496 12600SH Sole
BELL ATLANTIC CORP COM 077853109 8614 140922SH Sole
BELLSOUTH CORP COM 079860102 8042 171100SH Sole
BEMIS INC COM 081437105 170 4600SH Sole
BEST BUY INC COM 086516101 1600 18600SH Sole
BESTFOODS COM 08658U101 1184 25300SH Sole
BETHLEHEM STL CORP COM 087509105 70 11700SH Sole
BIOGEN INC COM 090597105 964 13800SH Sole
BIOMET INC COM 090613100 371 10200SH Sole
BLACK & DECKER CORP COM 091797100 289 7700SH Sole
BLOCK H & R INC COM 093671105 398 8900SH Sole
BOEING CO COM 097023105 2997 78990SH Sole
BOISE CASCADE CORP COM 097383103 177 5100SH Sole
BOSTON SCIENTIFIC CORP COM 101137107 799 37500SH Sole
BRIGGS & STRATTON CORP COM 109043109 86 2100SH Sole
BRISTOL MYERS SQUIBB CO COM 110122108 10407 180200SH Sole
BROWN FORMAN CORP CL B 115637209 335 6150SH Sole
BRUNSWICK CORP COM 117043109 153 8100SH Sole
BURLINGTON NORTHN SANTA FE CPCOM 12189T104 914 41317SH Sole
BURLINGTON RES INC COM 122014103 728 19674SH Sole
CBS CORP COM 12490K107 3923 69284SH Sole
CIGNA CORP COM 125509109 1167 15400SH Sole
CMS ENERGY CORP COM 125896100 187 10300SH Sole
CSX CORP COM 126408103 462 19660SH Sole
CVS CORP COM 126650100 1337 35600SH Sole
CABLETRON SYS INC COM 126920107 487 16600SH Sole
CAMPBELL SOUP CO COM 134429109 1190 38700SH Sole
CAPITAL CROSSING BK COM 140071101 113 11230SH Sole
CAPITAL ONE FINL CORP COM 14040H105 863 17999SH Sole
CARDINAL HEALTH INC COM 14149Y108 1174 25600SH Sole
CARNIVAL CORP COM 143658102 1385 55800SH Sole
CAROLINA PWR & LT CO COM 144141108 467 14400SH Sole
CATERPILLAR INC DEL COM 149123101 1274 32300SH Sole
CENDANT CORP COM 151313103 1183 63971SH Sole
CENTEX CORP COM 152312104 124 5200SH Sole
CENTRAL & SOUTH WEST CORP COM 152357109 326 19100SH Sole
CENTURYTEL INC COM 156700106 468 12600SH Sole
CERIDIAN CORP COM 15677T106 249 13000SH Sole
CHAMPION INTL CORP COM 158525105 458 8600SH Sole
CHASE MANHATTAN CORP NEW COM 16161A108 6542 75036SH Sole
CHEVRON CORPORATION COM 166751107 5509 59600SH Sole
CHUBB CORP COM 171232101 1074 15900SH Sole
CINCINNATI FINL CORP COM 172062101 561 14900SH Sole
CINERGY CORP COM 172474108 307 14290SH Sole
CIRCUIT CITY STORE INC CIRCT C172737108 1126 18500SH Sole
CISCO SYS INC COM 17275R102 48050 621500SH Sole
CITIGROUP INC COM 172967101 18168 306303SH Sole
CITRIX SYS INC COM 177376100 1073 16200SH Sole
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2120 30700SH Sole
CLOROX CO DEL COM 189054109 695 21400SH Sole
COASTAL CORP COM 190441105 888 19300SH Sole
COCA COLA CO COM 191216100 10533 224400SH Sole
COCA COLA ENTERPRISES INC COM 191219104 826 38300SH Sole
COLGATE PALMOLIVE CO COM 194162103 2982 52900SH Sole
COLUMBIA ENERGY GROUP COM 197648108 444 7500SH Sole
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1290 50950SH Sole
COMCAST CORP CL A SP200300200 3652 84200SH Sole
COMERICA INC COM 200340107 590 14100SH Sole
COMPAQ COMPUTER CORP COM 204493100 4094 153762SH Sole
COMPUTER ASSOC INTL INC COM 204912109 2922 49362SH Sole
COMPUTER SCIENCES CORP COM 205363104 1219 15400SH Sole
COMPUWARE CORP COM 205638109 685 32500SH Sole
COMVERSE TECHNOLOGY INC COM PAR205862402 1342 7100SH Sole
CONAGRA INC COM 205887102 808 44600SH Sole
CONEXANT SYSTEMS INC COM 207142100 1392 19600SH Sole
CONOCO INC CL B 208251405 1453 56700SH Sole
CONSECO INC COM 208464107 337 29455SH Sole
CONSOLIDATED EDISON INC COM 209115104 580 20000SH Sole
CONSOLIDATED STORES CORP COM 210149100 113 9900SH Sole
CONSTELLATION ENERGY CORP COM 210371100 429 13450SH Sole
CONTINENTAL INFORMATN SYS NEWCOM 211497102 5 1941SH Sole
CONVERGENT COMMUNICATIONS INCCOM NEW211914403 176 16200SH Sole
COOPER INDS INC COM 216669101 294 8400SH Sole
COOPER TIRE & RUBR CO COM 216831107 85 6800SH Sole
COORS ADOLPH CO CL B 217016104 158 3300SH Sole
CORNING INC COM 219350105 4869 25100SH Sole
COSTCO WHSL CORP NEW COM 22160K105 2119 40312SH Sole
COUNTRYWIDE CR INDS INC DEL COM 222372104 278 10200SH Sole
CRANE CO COM 224399105 135 5725SH Sole
CROWN CORK & SEAL INC COM 228255105 182 11400SH Sole
CUMMINS ENGINE INC COM 231021106 139 3700SH Sole
DTE ENERGY CO COM 233331107 377 13000SH Sole
DANA CORP COM 235811106 420 14889SH Sole
DANAHER CORP DEL COM 235851102 653 12800SH Sole
DARDEN RESTAURANTS INC COM 237194105 201 11300SH Sole
DEERE & CO COM 244199105 806 21200SH Sole
DELL COMPUTER CORP COM 247025109 12562 232900SH Sole
DELPHI AUTOMOTIVE SYS CORP COM 247126105 818 51121SH Sole
DELTA AIR LINES INC DEL COM 247361108 623 11700SH Sole
DELUXE CORP COM 248019101 172 6500SH Sole
DILLARDS INC CL A 254067101 155 9400SH Sole
DISNEY WALT CO COM DIS254687106 7774 187896SH Sole
DOLLAR GEN CORP COM 256669102 642 23875SH Sole
DOMINION RES INC VA NEW COM 25746U109 826 21500SH Sole
DONNELLEY R R & SONS CO COM 257867101 239 11400SH Sole
DOVER CORP COM 260003108 890 18600SH Sole
DOW CHEM CO COM 260543103 2286 20050SH Sole
DOW JONES & CO INC COM 260561105 582 8100SH Sole
DU PONT E I DE NEMOURS & CO COM 263534109 5018 94900SH Sole
DUKE ENERGY CORP COM 264399106 1745 33245SH Sole
DUN & BRADSTREET CORP DEL COM 26483B106 412 14400SH Sole
E M C CORP MASS COM 268648102 11568 92543SH Sole
EASTERN ENTERPRISES COM 27637F100 144 2400SH Sole
EASTMAN CHEM CO COM 277432100 327 7187SH Sole
EASTMAN KODAK CO COM 277461109 1551 28550SH Sole
EATON CORP COM 278058102 523 6700SH Sole
ECOLAB INC COM 278865100 429 11700SH Sole
EDISON INTL COM 281020107 520 31400SH Sole
EL PASO ENERGY CORP DEL COM 283905107 836 20700SH Sole
ELECTRONIC DATA SYS NEW COM 285661104 2747 42800SH Sole
EMERSON ELEC CO COM 291011104 2067 39100SH Sole
ENGELHARD CORP COM 292845104 171 11300SH Sole
ENRON CORP COM 293561106 4882 65200SH Sole
ENTERGY CORP NEW COM 29364G103 446 22100SH Sole
EQUIFAX INC COM 294429105 321 12700SH Sole
EXXON MOBIL CORP COM 30231G102 24420 313826SH Sole
F M C CORP COM NEW302491303 158 2800SH Sole
FPL GROUP INC COM 302571104 751 16300SH Sole
FEDERAL HOME LN MTG CORP COM 313400301 2788 63100SH Sole
FEDERAL NATL MTG ASSN COM 313586109 5260 93200SH Sole
FEDERATED DEPT STORES INC DELCOM 31410H101 793 19000SH Sole
FEDEX CORP COM 31428X106 1025 26280SH Sole
FIFTH THIRD BANCORP COM 316773100 1772 28125SH Sole
FIRST DATA CORP COM 319963104 1690 38200SH Sole
FIRST UN CORP COM 337358105 3339 89636SH Sole
FIRSTAR CORP NEW WIS COM 33763V109 2035 88710SH Sole
FIRSTENERGY CORP COM 337932107 431 20900SH Sole
FLEETBOSTON FINL CORP COM 339030108 3038 83233SH Sole
FLORIDA PROGRESS CORP COM 341109106 408 8900SH Sole
FLUOR CORP COM 343861100 208 6700SH Sole
FORD MTR CO DEL COM 345370100 5044 109800SH Sole
FORT JAMES CORP COM 347471104 431 19600SH Sole
FORTUNE BRANDS INC COM 349631101 367 14700SH Sole
FRANKLIN RES INC COM 354613101 751 22470SH Sole
FREEPORT-MCMORAN COPPER & GOLCL B 35671D857 177 14700SH Sole
GPU INC COM 36225X100 298 10900SH Sole
GTE CORP COM 362320103 6269 88300SH Sole
GANNETT INC COM 364730101 1780 25300SH Sole
GAP INC DEL COM 364760108 3855 77400SH Sole
GATEWAY INC COM 367626108 1523 28740SH Sole
GENERAL DYNAMICS CORP COM 369550108 910 18300SH Sole
GENERAL ELEC CO COM 369604103 46277 298200SH Sole
GENERAL MLS INC COM 370334104 984 27200SH Sole
GENERAL MTRS CORP COM 370442105 4828 58300SH Sole
GENUINE PARTS CO COM 372460105 383 16025SH Sole
GEORGIA PAC CORP COM GA 373298108 609 15400SH Sole
GILLETTE CO COM 375766102 3663 97200SH Sole
GLOBIX CORP COM 37957F101 1342 35200SH Sole
GOLDEN WEST FINL CORP DEL COM 381317106 452 14500SH Sole
GOODRICH B F CO COM 382388106 287 10000SH Sole
GOODYEAR TIRE & RUBR CO COM 382550101 327 14016SH Sole
GRACE W R & CO DEL NEW COM 38388F108 80 6300SH Sole
GRAINGER W W INC COM 384802104 461 8500SH Sole
GREAT ATLANTIC & PAC TEA INC COM 390064103 64 3300SH Sole
GREAT LAKES CHEM CORP COM 390568103 170 5000SH Sole
GUIDANT CORP COM 401698105 1653 28100SH Sole
HALLIBURTON CO COM 406216101 1648 40200SH Sole
HARCOURT GEN INC COM 41163G101 235 6317SH Sole
HARLEY DAVIDSON INC COM 412822108 1095 13800SH Sole
HARRAHS ENTMT INC COM 413619107 215 11600SH Sole
HARTFORD FINL SVCS GROUP INC COM 416515104 1060 20100SH Sole
HASBRO INC COM 418056107 284 17237SH Sole
HEALTHSOUTH CORP COM 421924101 194 34800SH Sole
HEINZ H J CO COM 423074103 1119 32100SH Sole
HERCULES INC COM 427056106 153 9500SH Sole
HERSHEY FOODS CORP COM 427866108 614 12600SH Sole
HEWLETT PACKARD CO COM 428236103 12129 91500SH Sole
HILTON HOTELS CORP COM 432848109 258 33300SH Sole
HOME DEPOT INC COM 437076102 13500 209305SH Sole
HOMESTAKE MNG CO COM 437614100 140 23300SH Sole
HONEYWELL INTL INC COM 438516106 3791 71950SH Sole
HOUSEHOLD INTL INC COM 441815107 1595 42738SH Sole
HSBC BK PLC SP ADR 44328M849 7434 300000SH Sole
HUMANA INC COM 444859102 110 15000SH Sole
HUNTINGTON BANCSHARES INC COM 446150104 462 20635SH Sole
IMS HEALTH INC COM 449934108 469 27700SH Sole
ITT INDS INC IND COM 450911102 239 7700SH Sole
IKON OFFICE SOLUTIONS INC COM 451713101 82 13300SH Sole
ILLINOIS TOOL WKS INC COM 452308109 1503 27200SH Sole
INCO LTD COM 453258402 319 17400SH Sole
INGERSOLL-RAND CO COM 456866102 653 14750SH Sole
INTEL CORP COM 458140100 40056 303600SH Sole
INTERNATIONAL BUSINESS MACHS COM 459200101 19352 164000SH Sole
INTERNATIONAL FLAVORS&FRAGRANCOM 459506101 330 9400SH Sole
INTL PAPER CO COM 460146103 1600 37424SH Sole
INTERPUBLIC GROUP COS INC COM 460690100 1205 25500SH Sole
JEFFERSON PILOT CORP COM 475070108 626 9400SH Sole
JOHNSON & JOHNSON COM 478160104 8863 126500SH Sole
JOHNSON CTLS INC COM 478366107 422 7800SH Sole
JOSTENS INC COM 481088102 71 2900SH Sole
KLA-TENCOR CORP COM 482480100 1415 16800SH Sole
K MART CORP COM 482584109 426 44000SH Sole
KANSAS CITY SOUTHN INDS INC COM 485170104 877 10200SH Sole
KAUFMAN & BROAD HOME CORP COM 486168107 86 4000SH Sole
KELLOGG CO COM 487836108 943 36800SH Sole
KERR MCGEE CORP COM 492386107 503 8704SH Sole
KEYCORP NEW COM 493267108 769 40500SH Sole
KIMBERLY CLARK CORP COM 494368103 2825 50448SH Sole
KNIGHT RIDDER INC COM 499040103 387 7600SH Sole
KOHLS CORP COM 500255104 1527 14900SH Sole
KROGER CO COM 501044101 1326 75500SH Sole
LTV CORP NEW COM 501921100 128 35914SH Sole
LSI LOGIC CORP COM 502161102 1961 27000SH Sole
LEGGETT & PLATT INC COM 524660107 378 17600SH Sole
LEHMAN BROS HLDGS INC COM 524908100 1057 10900SH Sole
LEXMARK INTL GROUP INC CL A 529771107 1237 11700SH Sole
LILLY ELI & CO COM 532457108 6250 99200SH Sole
LIMITED INC COM 532716107 821 19500SH Sole
LINCOLN NATL CORP IND COM 534187109 593 17700SH Sole
LIZ CLAIBORNE INC COM 539320101 238 5200SH Sole
LOCKHEED MARTIN CORP COM 539830109 733 35888SH Sole
LOEWS CORP COM 540424108 480 9600SH Sole
LONGS DRUG STORES CORP COM 543162101 80 3500SH Sole
LOUISIANA PAC CORP COM 546347105 131 9426SH Sole
LOWES COS INC COM 548661107 2031 34800SH Sole
LUCENT TECHNOLOGIES INC COM 549463107 17590 289554SH Sole
MBIA INC COM 55262C100 463 8900SH Sole
MBNA CORP COM 55262L100 1855 72730SH Sole
MCI WORLDCOM INC COM 55268B106 11680 257769SH Sole
MGIC INVT CORP WIS COM 552848103 419 9600SH Sole
MALLINCKRODT INC NEW COM 561232109 175 6100SH Sole
MANOR CARE INC NEW COM 564055101 122 9050SH Sole
MARSH & MCLENNAN COS INC COM 571748102 2692 24400SH Sole
MARRIOTT INTL INC NEW CL A 571903202 713 22650SH Sole
MASCO CORP COM 574599106 828 40400SH Sole
MATTEL INC COM 577081102 396 37943SH Sole
MAY DEPT STORES CO COM 577778103 857 30066SH Sole
MAYTAG CORP COM 578592107 248 7500SH Sole
MCDERMOTT INTL INC COM 580037109 50 5400SH Sole
MCDONALDS CORP COM 580135101 4613 122800SH Sole
MCGRAW HILL COS INC COM 580645109 814 17900SH Sole
MCKESSON HBOC INC COM 58155Q103 531 25292SH Sole
MEAD CORP COM 582834107 318 9100SH Sole
MEDIAONE GROUP INC COM 58440J104 4520 55800SH Sole
MEDTRONIC INC COM 585055106 5581 108500SH Sole
MELLON FINL CORP COM 58551A108 1360 46100SH Sole
MERCK & CO INC COM 589331107 13195 212400SH Sole
MEREDITH CORP COM 589433101 122 4400SH Sole
MERIDIAN MED TECHNOLOGIES INCCOM 589658103 15 1885SH Sole
MERRILL LYNCH & CO INC COM 590188108 3528 33600SH Sole
MICROSOFT CORP COM 594918104 50246 472900SH Sole
MICROCELL TELECOMMUNICATIONS CL B NO59501T304 1522 34297SH Sole
MICRON TECHNOLOGY INC COM 595112103 3087 24500SH Sole
MILACRON INC COM 598709103 43 3000SH Sole
MILLIPORE CORP COM 601073109 237 4200SH Sole
MINNESOTA MNG & MFG CO COM 604059105 3215 36300SH Sole
MIRAGE RESORTS INC COM 60462E104 337 17400SH Sole
MOLEX INC COM 608554101 1057 18000SH Sole
MONSANTO CO COM 611662107 2972 57700SH Sole
MORGAN J P & CO INC COM 616880100 2095 15900SH Sole
MORGAN STANLEY DEAN WITTER&COCOM NEW617446448 8453 103638SH Sole
MOTOROLA INC COM 620076109 9189 64540SH Sole
NCR CORP NEW COM 62886E108 353 8800SH Sole
NABISCO GROUP HLDG CORP COM 62952P102 354 29500SH Sole
NACCO INDS INC CL A 629579103 34 700SH Sole
NATIONAL CITY CORP COM 635405103 1151 55800SH Sole
NATIONAL SEMICONDUCTOR CORP COM 637640103 952 15700SH Sole
NATIONAL SVC INDS INC COM 637657107 74 3500SH Sole
NAVISTAR INTL CORP NEW COM 63934E108 225 5600SH Sole
NETWORK APPLIANCE INC COM 64120L104 2300 27800SH Sole
NEW CENTURY ENERGIES INC COM 64352U103 313 10400SH Sole
NEW YORK TIMES CO CL A 650111107 1439 33504SH Sole
NEWELL RUBBERMAID INC COM 651229106 633 25499SH Sole
NEWMONT MINING CORP COM 651639106 337 15026SH Sole
NEXTEL COMMUNICATIONS INC CL A 65332V103 4937 33300SH Sole
NIAGARA MOHAWK HLDGS INC COM 653520106 227 16800SH Sole
NICOR INC COM 654086107 132 4000SH Sole
NIKE INC CL B 654106103 991 25000SH Sole
NORDSTROM INC COM 655664100 354 12000SH Sole
NORFOLK SOUTHERN CORP COM 655844108 497 34600SH Sole
NORTEL NETWORKS CORP COM 656569100 16546 131320SH Sole
NORTHN STS PWR CO MINN COM 665772109 274 13800SH Sole
NORTHERN TR CORP COM 665859104 1365 20200SH Sole
NORTHROP GRUMMAN CORP COM 666807102 328 6200SH Sole
NOVELL INC COM 670006105 850 29700SH Sole
NUCOR CORP COM 670346105 395 7900SH Sole
OCCIDENTAL PETE CORP DEL COM 674599105 689 33200SH Sole
OFFICE DEPOT INC COM 676220106 343 29700SH Sole
OLD KENT FINL CORP COM 679833103 359 11100SH Sole
OMNICOM GROUP INC COM 681919106 1514 16200SH Sole
ONEOK INC NEW COM 682680103 65 2600SH Sole
ORACLE CORP COM 68389X105 20015 256396SH Sole
OWENS CORNING COM 69073F103 95 4900SH Sole
OWENS ILL INC COM NEW690768403 226 13400SH Sole
PECO ENERGY CO COM 693304107 619 16800SH Sole
PG&E CORP COM 69331C108 729 34700SH Sole
PE CORP COM PE 69332S102 1814 18800SH Sole
PNC FINL SVCS GROUP INC COM 693475105 1199 26600SH Sole
PPG INDS INC COM 693506107 827 15800SH Sole
PPL CORP COM 69351T106 268 12800SH Sole
PACCAR INC COM 693718108 358 7170SH Sole
PACTIV CORP COM 695257105 136 15500SH Sole
PAINE WEBBER GROUP INC COM 695629105 568 12900SH Sole
PALL CORP COM 696429307 248 11033SH Sole
PARAMETRIC TECHNOLOGY CORP COM 699173100 522 24800SH Sole
PARKER HANNIFIN CORP COM 701094104 423 10250SH Sole
PAYCHEX INC COM 704326107 1178 22500SH Sole
PENNEY J C INC COM 708160106 350 23500SH Sole
PEOPLES ENERGY CORP COM 711030106 85 3100SH Sole
PEOPLESOFT INC COM 712713106 482 24100SH Sole
PEP BOYS MANNY MOE & JACK COM 713278109 27 4600SH Sole
PEPSICO INC COM 713448108 4562 132000SH Sole
PERKINELMER INC COM 714046109 279 4200SH Sole
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</TABLE>
