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 June 30, 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: 8/05/2000
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: 511 number of line items
Form 13F Information Table Value Total: 1,122,932 thousands
List of Other Included Managers: None
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<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
Column1 Column2 Column3 Column4 Column5 Column6 Column7 Column8
<S> <C> <C> <C> <C> <C> <C> <C>
GLOBAL CROSSING LTD COM G3921A100 2062 78375SH Sole
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1004 18795SH Sole
A D C TELECOMMUNICATIONS COM 000886101 2281 27200SH Sole
AFLAC INC COM 001055102 1080 23500SH Sole
AES CORP COM 00130H105 1725 37800SH Sole
AMR CORP COM 001765106 352 13300SH Sole
AT&T CORP COM 001957109 10552 333650SH Sole
ABBOTT LABS COM 002824100 6136 137700SH Sole
ADAPTEC INC COM 00651F108 205 9000SH Sole
ADOBE SYS INC COM 00724F101 1417 10900SH Sole
ADVANCED RADIO TELECOM CORP COM 00754U101 592 40470SH Sole
ADVANCED MICRO DEVICES INC COM 007903107 1066 13800SH Sole
AETNA INC COM 008117103 804 12527SH Sole
AGILENT TECHNOLOGIES INC COM 00846U101 2966 40221SH Sole
AIR PRODS & CHEMS INC COM 009158106 625 20300SH Sole
ALBERTO CULVER CO CL B CO013068101 150 4900SH Sole
ALBERTSONS INC COM 013104104 1254 37724SH Sole
ALCAN ALUMINIUM LTD NEW COM 013716105 600 19350SH Sole
ALCOA INC COM 013817101 2224 76696SH Sole
ALLEGHENY TECHNOLOGIES INC COM 01741R102 129 7146SH Sole
ALLERGAN INC COM 018490102 864 11600SH Sole
ALLIED WASTE INDS INC COM PAR019589308 166 16600SH Sole
ALLMERICA SECS TR SH BEN 019921105 904 94525SH Sole
<PAGE>
ALLSTATE CORP COM 020002101 1469 66022SH Sole
ALLTEL CORP COM 020039103 1740 28100SH Sole
ALTERA CORP COM 021441100 1814 17800SH Sole
ALZA CORP DEL COM 022615108 532 9000SH Sole
AMERADA HESS CORP COM 023551104 500 8100SH Sole
AMEREN CORP COM 023608102 408 12100SH Sole
AMERICA ONLINE INC DEL COM 02364J104 10773 204220SH Sole
AMERICAN ELEC PWR INC COM 025537101 845 28540SH Sole
AMERICAN EXPRESS CO COM 025816109 6192 118800SH Sole
AMERICAN GENERAL CORP COM 026351106 1359 22271SH Sole
AMERICAN GREETINGS CORP CL A 026375105 105 5500SH Sole
AMERICAN HOME PRODS CORP COM 026609107 6815 116000SH Sole
AMERICAN INTL GROUP INC COM 026874107 16109 137096SH Sole
AMERICAN PWR CONVERSION CORPCOM 029066107 702 17200SH Sole
AMGEN INC COM 031162100 6407 91200SH Sole
AMSOUTH BANCORPORATION COM 032165102 548 34800SH Sole
ANADARKO PETE CORP COM 032511107 562 11400SH Sole
ANALOG DEVICES INC COM 032654105 2402 31600SH Sole
ANDREW CORP COM 034425108 235 7000SH Sole
ANHEUSER BUSCH COS INC COM 035229103 3002 40200SH Sole
AON CORP COM 037389103 704 22675SH Sole
APACHE CORP COM 037411105 594 10100SH Sole
APPLE COMPUTER INC COM 037833100 1519 29000SH Sole
APPLIED MATLS INC COM 038222105 6525 72000SH Sole
ARCHER DANIELS MIDLAND CO COM 039483102 525 53484SH Sole
ARMSTRONG HLDGS INC COM 042384107 51 3300SH Sole
ASHLAND INC COM 044204105 221 6300SH Sole
ASSOCIATES FIRST CAP CORP CL A 046008108 1441 64588SH Sole
AUTODESK INC COM 052769106 180 5200SH Sole
AUTOMATIC DATA PROCESSING INCOM 053015103 2989 55800SH Sole
AUTOZONE INC COM 053332102 255 11600SH Sole
AVERY DENNISON CORP COM 053611109 665 9900SH Sole
AVON PRODS INC COM 054303102 939 21100SH Sole
BB&T CORP COM 054937107 735 30800SH Sole
BMC SOFTWARE INC COM 055921100 788 21600SH Sole
BAKER HUGHES INC COM 057224107 940 29370SH Sole
BALL CORP COM 058498106 84 2600SH Sole
BANK OF AMERICA CORPORATION COM 060505104 6339 147421SH Sole
BANK NEW YORK INC COM 064057102 3046 65500SH Sole
BANK ONE CORP COM 06423A103 2710 102028SH Sole
<PAGE>
BARD C R INC COM 067383109 221 4600SH Sole
BARRICK GOLD CORP COM 067901108 637 35000SH Sole
BAUSCH & LOMB INC COM 071707103 364 4700SH Sole
BAXTER INTL INC COM 071813109 1821 25900SH Sole
BEAR STEARNS COS INC COM 073902108 410 9847SH Sole
BECTON DICKINSON & CO COM 075887109 637 22200SH Sole
BED BATH & BEYOND INC COM 075896100 450 12400SH Sole
BELL ATLANTIC CORP. COM 077853109 6988 137522SH Sole
BELLSOUTH CORP COM 079860102 7131 167300SH Sole
BEMIS INC COM 081437105 155 4600SH Sole
BEST BUY INC COM 086516101 1151 18200SH Sole
BESTFOODS COM 08658U101 1683 24300SH Sole
BETHLEHEM STL CORP COM 087509105 41 11500SH Sole
BIOGEN INC COM 090597105 851 13200SH Sole
BIOMET INC COM 090613100 400 10400SH Sole
BLACK & DECKER CORP COM 091797100 295 7500SH Sole
BLOCK H & R INC COM 093671105 275 8500SH Sole
BOEING CO COM 097023105 3378 80790SH Sole
BOISE CASCADE CORP COM 097383103 132 5100SH Sole
BOSTON SCIENTIFIC CORP COM 101137107 792 36100SH Sole
BRIGGS & STRATTON CORP COM 109043109 65 1900SH Sole
BRISTOL MYERS SQUIBB CO COM 110122108 10217 175400SH Sole
BROWN FORMAN CORP CL B 115637209 331 6150SH Sole
BRUNSWICK CORP COM 117043109 124 7500SH Sole
BURLINGTON NORTHN SANTA FE CCOM 12189T104 870 37917SH Sole
BURLINGTON RES INC COM 122014103 730 19074SH Sole
CIGNA CORP COM 125509109 1365 14600SH Sole
CMS ENERGY CORP COM 125896100 210 9500SH Sole
CSX CORP COM 126408103 408 19260SH Sole
CVS CORP COM 126650100 1384 34600SH Sole
CABLETRON SYS INC COM 126920107 404 16000SH Sole
CAMPBELL SOUP CO COM 134429109 1092 37500SH Sole
CAPITAL CROSSING BK COM 140071101 115 11230SH Sole
CAPITAL ONE FINL CORP COM 14040H105 776 17399SH Sole
CARDINAL HEALTH INC COM 14149Y108 1820 24600SH Sole
CARNIVAL CORP COM 143658102 1045 53600SH Sole
CATERPILLAR INC DEL COM 149123101 1054 31100SH Sole
CENDANT CORP COM 151313103 896 63971SH Sole
CENTEX CORP COM 152312104 122 5200SH Sole
CENTURYTEL INC COM 156700106 357 12400SH Sole
<PAGE>
CERIDIAN CORP COM 15677T106 303 12600SH Sole
CHARTER ONE FINL INC COM 160903100 423 18400SH Sole
CHASE MANHATTAN CORP NEW COM 16161A108 5060 109854SH Sole
CHEVRON CORPORATION COM 166751107 4919 58000SH Sole
CHUBB CORP COM 171232101 953 15500SH Sole
CINCINNATI FINL CORP COM 172062101 443 14100SH Sole
CINERGY CORP COM 172474108 353 13890SH Sole
CIRCUIT CITY STORE INC CIRCT C172737108 601 18100SH Sole
CISCO SYS INC COM 17275R102 39326 618700SH Sole
CITIGROUP INC COM 172967101 18081 300103SH Sole
CITRIX SYS INC COM 177376100 311 16400SH Sole
CLEAR CHANNEL COMMUNICATIONSCOM 184502102 2273 30300SH Sole
CLOROX CO DEL COM 189054109 932 20800SH Sole
COASTAL CORP COM 190441105 1163 19100SH Sole
COCA COLA CO COM 191216100 12636 220000SH Sole
COCA COLA ENTERPRISES INC COM 191219104 608 37300SH Sole
COLGATE PALMOLIVE CO COM 194162103 3072 51300SH Sole
COLUMBIA ENERGY GROUP COM 197648108 479 7300SH Sole
COMCAST CORP CL A SP200300200 3232 79800SH Sole
COMERICA INC COM 200340107 633 14100SH Sole
COMPAQ COMPUTER CORP COM 204493100 3859 150962SH Sole
COMPUTER ASSOC INTL INC COM 204912109 2680 52362SH Sole
COMPUTER SCIENCES CORP COM 205363104 1120 15000SH Sole
COMPUWARE CORP COM 205638109 329 31700SH Sole
COMVERSE TECHNOLOGY INC COM PAR205862402 1283 13800SH Sole
CONAGRA INC COM 205887102 831 43600SH Sole
CONEXANT SYSTEMS INC COM 207142100 943 19400SH Sole
CONOCO INC CL B 208251405 1358 55300SH Sole
CONSECO INC COM 208464107 279 28655SH Sole
CONSOLIDATED EDISON INC COM 209115104 557 18800SH Sole
CONSOLIDATED STORES CORP COM 210149100 116 9700SH Sole
CONSTELLATION ENERGY CORP COM 210371100 431 13250SH Sole
CONTINENTAL INFORMATN SYS NECOM 211497102 2 1941SH Sole
CONVERGENT COMMUNICATIONS INCOM NEW211914403 130 16200SH Sole
CONVERGYS CORP COM 212485106 706 13600SH Sole
COOPER INDS INC COM 216669101 267 8200SH Sole
COOPER TIRE & RUBR CO COM 216831107 69 6200SH Sole
COORS ADOLPH CO CL B 217016104 212 3500SH Sole
CORNING INC COM 219350105 6666 24700SH Sole
COSTCO WHSL CORP NEW COM 22160K105 1310 39712SH Sole
<PAGE>
COUNTRYWIDE CR INDS INC DEL COM 222372104 303 10000SH Sole
CRANE CO COM 224399105 125 5125SH Sole
CROWN CORK & SEAL INC COM 228255105 168 11200SH Sole
CUMMINS ENGINE INC COM 231021106 95 3500SH Sole
DTE ENERGY CO COM 233331107 385 12600SH Sole
DANA CORP COM 235811106 286 13489SH Sole
DANAHER CORP DEL COM 235851102 623 12600SH Sole
DARDEN RESTAURANTS INC COM 237194105 174 10700SH Sole
DEERE & CO COM 244199105 770 20800SH Sole
DELL COMPUTER CORP COM 247025109 11288 228900SH Sole
DELPHI AUTOMOTIVE SYS CORP COM 247126105 727 49921SH Sole
DELTA AIR LINES INC DEL COM 247361108 551 10900SH Sole
DELUXE CORP COM 248019101 148 6300SH Sole
DILLARDS INC CL A 254067101 100 8200SH Sole
DISNEY WALT CO COM DIS254687106 7169 184696SH Sole
DOLLAR GEN CORP COM 256669102 565 28993SH Sole
DOMINION RES INC VA NEW COM 25746U109 913 21300SH Sole
DONNELLEY R R & SONS CO COM 257867101 244 10800SH Sole
DOVER CORP COM 260003108 730 18000SH Sole
DOW CHEM CO COM 260543103 1816 60150SH Sole
DOW JONES & CO INC COM 260561105 579 7900SH Sole
DU PONT E I DE NEMOURS & CO COM 263534109 4073 93100SH Sole
DUKE ENERGY CORP COM 264399106 1840 32645SH Sole
DUN & BRADSTREET CORP DEL COM 26483B106 406 14200SH Sole
E M C CORP MASS COM 268648102 14856 193086SH Sole
EASTERN ENTERPRISES COM 27637F100 151 2400SH Sole
EASTMAN CHEM CO COM 277432100 324 6787SH Sole
EASTMAN KODAK CO COM 277461109 1639 27550SH Sole
EATON CORP COM 278058102 436 6500SH Sole
ECOLAB INC COM 278865100 449 11500SH Sole
EDISON INTL COM 281020107 599 29200SH Sole
EL PASO ENERGY CORP DEL COM 283905107 1054 20700SH Sole
ELECTRONIC DATA SYS NEW COM 285661104 1708 41400SH Sole
EMERSON ELEC CO COM 291011104 2288 37900SH Sole
ENGELHARD CORP COM 292845104 189 11100SH Sole
ENRON CORP COM 293561106 4205 65200SH Sole
ENTERGY CORP NEW COM 29364G103 552 20300SH Sole
EQUIFAX INC COM 294429105 323 12300SH Sole
EXXON MOBIL CORP COM 30231G102 24306 309626SH Sole
F M C CORP COM NEW302491303 151 2600SH Sole
<PAGE>
FPL GROUP INC COM 302571104 787 15900SH Sole
FEDERAL HOME LN MTG CORP COM 313400301 2507 61900SH Sole
FEDERAL NATL MTG ASSN COM 313586109 4676 89600SH Sole
FEDERATED DEPT STORES INC DECOM 31410H101 641 19000SH Sole
FEDEX CORP COM 31428X106 976 25680SH Sole
FIFTH THIRD BANCORP COM 316773100 1741 27525SH Sole
FIRST DATA CORP COM 319963104 1826 36800SH Sole
FIRST UN CORP COM 337358105 2160 87036SH Sole
FIRSTAR CORP NEW WIS COM 33763V109 1809 85910SH Sole
FIRSTENERGY CORP COM 337932107 475 20300SH Sole
FLEETBOSTON FINL CORP COM 339030108 2721 80033SH Sole
FLORIDA PROGRESS CORP COM 341109106 417 8900SH Sole
FLUOR CORP COM 343861100 212 6700SH Sole
FORD MTR CO DEL COM 345370100 4610 107200SH Sole
FORT JAMES CORP COM 347471104 416 18000SH Sole
FORTUNE BRANDS INC COM 349631101 321 13900SH Sole
FRANKLIN RES INC COM 354613101 652 21470SH Sole
FREEPORT-MCMORAN COPPER & GOCL B 35671D857 129 13900SH Sole
GPU INC COM 36225X100 290 10700SH Sole
GTE CORP COM 362320103 5335 85700SH Sole
GANNETT INC COM 364730101 1418 23700SH Sole
GAP INC DEL COM 364760108 2363 75600SH Sole
GATEWAY INC COM 367626108 1620 28540SH Sole
GENERAL DYNAMICS CORP COM 369550108 935 17900SH Sole
GENERAL ELEC CO COM 369604103 46619 879600SH Sole
GENERAL MLS INC COM 370334104 987 25800SH Sole
GENERAL MTRS CORP COM 370442105 2758 47500SH Sole
GENUINE PARTS CO COM 372460105 309 15425SH Sole
GEORGIA PAC CORP COM GA 373298108 394 15000SH Sole
GILLETTE CO COM 375766102 3242 92800SH Sole
GLOBIX CORP COM 37957F101 1032 35200SH Sole
GOLDEN WEST FINL CORP DEL COM 381317106 575 14100SH Sole
GOODRICH B F CO COM 382388106 320 9400SH Sole
GOODYEAR TIRE & RUBR CO COM 382550101 272 13616SH Sole
GRACE W R & CO DEL NEW COM 38388F108 72 5900SH Sole
GRAINGER W W INC COM 384802104 256 8300SH Sole
GREAT ATLANTIC & PAC TEA INCCOM 390064103 52 3100SH Sole
GREAT LAKES CHEM CORP COM 390568103 145 4600SH Sole
GUIDANT CORP COM 401698105 1351 27300SH Sole
HCA-HEALTHCARE CO COM 404119109 1505 49550SH Sole
<PAGE>
HALLIBURTON CO COM 406216101 1859 39400SH Sole
HARCOURT GEN INC COM 41163G101 343 6317SH Sole
HARLEY DAVIDSON INC COM 412822108 1040 27000SH Sole
HARRAHS ENTMT INC COM 413619107 222 10600SH Sole
HARTFORD FINL SVCS GROUP INCCOM 416515104 1068 19100SH Sole
HASBRO INC COM 418056107 230 15237SH Sole
HEALTHSOUTH CORP COM 421924101 246 34200SH Sole
HEINZ H J CO COM 423074103 1369 31300SH Sole
HERCULES INC COM 427056106 131 9300SH Sole
HERSHEY FOODS CORP COM 427866108 594 12200SH Sole
HEWLETT PACKARD CO COM 428236103 11126 89100SH Sole
HILTON HOTELS CORP COM 432848109 307 32700SH Sole
HOME DEPOT INC COM 437076102 10272 205705SH Sole
HOMESTAKE MNG CO COM 437614100 157 22900SH Sole
HONEYWELL INTL INC COM 438516106 2390 70950SH Sole
HOUSEHOLD INTL INC COM 441815107 1751 42138SH Sole
HSBC BK PLC SP ADR 44328M849 7388 300000SH Sole
HUMANA INC COM 444859102 71 14600SH Sole
HUNTINGTON BANCSHARES INC COM 446150104 307 19435SH Sole
IMS HEALTH INC COM 449934108 473 26300SH Sole
ITT INDS INC IND COM 450911102 240 7900SH Sole
IKON OFFICE SOLUTIONS INC COM 451713101 50 12900SH Sole
ILLINOIS TOOL WKS INC COM 452308109 1528 26800SH Sole
INCO LTD COM 453258402 246 16000SH Sole
INGERSOLL-RAND CO COM 456866102 578 14350SH Sole
INTEL CORP COM 458140100 39839 298000SH Sole
INTERNATIONAL BUSINESS MACHSCOM 459200101 17267 157600SH Sole
INTERNATIONAL FLAVORS&FRAGRACOM 459506101 278 9200SH Sole
INTL PAPER CO COM 460146103 1277 42848SH Sole
INTERPUBLIC GROUP COS INC COM 460690100 1157 26900SH Sole
JEFFERSON PILOT CORP COM 475070108 519 9200SH Sole
JOHNSON & JOHNSON COM 478160104 12602 123700SH Sole
JOHNSON CTLS INC COM 478366107 400 7800SH Sole
KLA-TENCOR CORP COM 482480100 972 16600SH Sole
K MART CORP COM 482584109 290 42600SH Sole
KANSAS CITY SOUTHN INDS INC COM NEW485170104 887 10000SH Sole
KAUFMAN & BROAD HOME CORP COM 486168107 83 4200SH Sole
KELLOGG CO COM 487836108 1065 35800SH Sole
KERR MCGEE CORP COM 492386107 501 8504SH Sole
KEYCORP NEW COM 493267108 679 38500SH Sole
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KIMBERLY CLARK CORP COM 494368103 2837 49448SH Sole
KNIGHT RIDDER INC COM 499040103 372 7000SH Sole
KOHLS CORP COM 500255104 1613 29000SH Sole
KROGER CO COM 501044101 1635 74100SH Sole
LTV CORP NEW COM 501921100 103 35914SH Sole
LSI LOGIC CORP COM 502161102 1483 27400SH Sole
LEGGETT & PLATT INC COM 524660107 284 17200SH Sole
LEHMAN BROS HLDGS INC COM 524908100 1012 10700SH Sole
LEXMARK INTL NEW CL A 529771107 773 11500SH Sole
LILLY ELI & CO COM 532457108 10027 100400SH Sole
LIMITED INC COM 532716107 822 38000SH Sole
LINCOLN NATL CORP IND COM 534187109 611 16900SH Sole
LINEAR TECHNOLOGY CORP COM 535678106 1765 27600SH Sole
LIZ CLAIBORNE INC COM 539320101 169 4800SH Sole
LOCKHEED MARTIN CORP COM 539830109 876 35288SH Sole
LOEWS CORP COM 540424108 528 8800SH Sole
LONGS DRUG STORES CORP COM 543162101 72 3300SH Sole
LOUISIANA PAC CORP COM 546347105 100 9226SH Sole
LOWES COS INC COM 548661107 1396 34000SH Sole
LUCENT TECHNOLOGIES INC COM 549463107 17156 289554SH Sole
MBIA INC COM 55262C100 419 8700SH Sole
MBNA CORP COM 55262L100 1929 71130SH Sole
MGIC INVT CORP WIS COM 552848103 428 9400SH Sole
MALLINCKRODT INC NEW COM 561232109 256 5900SH Sole
MANOR CARE INC NEW COM 564055101 62 8850SH Sole
MARSH & MCLENNAN COS INC COM 571748102 2507 24000SH Sole
MARRIOTT INTL INC NEW CL A 571903202 766 21250SH Sole
MASCO CORP COM 574599106 715 39600SH Sole
MATTEL INC COM 577081102 495 37543SH Sole
MAXIM INTEGRATED PRODS INC COM 57772K101 1712 25200SH Sole
MAY DEPT STORES CO COM 577778103 707 29466SH Sole
MAYTAG CORP COM 578592107 254 6900SH Sole
MCDERMOTT INTL INC COM 580037109 46 5200SH Sole
MCDONALDS CORP COM 580135101 3913 118800SH Sole
MCGRAW HILL COS INC COM 580645109 934 17300SH Sole
MCKESSON HBOC INC COM 58155Q103 521 24892SH Sole
MEAD CORP COM 582834107 225 8900SH Sole
MEDIMMUNE INC COM 584699102 1391 18800SH Sole
MEDTRONIC INC COM 585055106 5295 106300SH Sole
MELLON FINL CORP COM 58551A108 1585 43500SH Sole
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MERCK & CO INC COM 589331107 15662 204400SH Sole
MEREDITH CORP COM 589433101 155 4600SH Sole
MERIDIAN MED TECHNOLOGIES INCOM 589658103 21 1885SH Sole
MERRILL LYNCH & CO INC COM 590188108 3979 34600SH Sole
MICROSOFT CORP COM 594918104 37448 468100SH Sole
MICROCELL TELECOMMUNICATIONSCL B NO59501T304 1239 34297SH Sole
MICRON TECHNOLOGY INC COM 595112103 4350 49400SH Sole
MILACRON INC COM 598709103 44 3000SH Sole
MILLIPORE CORP COM 601073109 317 4200SH Sole
MINNESOTA MNG & MFG CO COM 604059105 2912 35300SH Sole
MOLEX INC COM 608554101 837 17400SH Sole
MORGAN J P & CO INC COM 616880100 1597 14500SH Sole
MORGAN STANLEY DEAN WITTER&CCOM NEW617446448 8395 100838SH Sole
MOTOROLA INC COM 620076109 5563 191420SH Sole
NCR CORP NEW COM 62886E108 335 8600SH Sole
NABISCO GROUP HLDG CORP COM 62952P102 744 28700SH Sole
NATIONAL CITY CORP COM 635405103 915 53600SH Sole
NATIONAL SEMICONDUCTOR CORP COM 637640103 891 15700SH Sole
NATIONAL SVC INDS INC COM 637657107 68 3500SH Sole
NAVISTAR INTL CORP NEW COM 63934E108 168 5400SH Sole
NETWORK APPLIANCE INC COM 64120L104 2190 27200SH Sole
NEW CENTURY ENERGIES INC COM 64352U103 306 10200SH Sole
NEW YORK TIMES CO CL A 650111107 1246 31554SH Sole
NEWELL RUBBERMAID INC COM 651229106 605 23499SH Sole
NEWMONT MINING CORP COM 651639106 316 14626SH Sole
NEXTEL COMMUNICATIONS INC CL A 65332V103 4124 67400SH Sole
NIAGARA MOHAWK HLDGS INC COM 653520106 212 15200SH Sole
NICOR INC COM 654086107 131 4000SH Sole
NIKE INC CL B 654106103 963 24200SH Sole
NORDSTROM INC COM 655664100 285 11800SH Sole
NORFOLK SOUTHERN CORP COM 655844108 506 34000SH Sole
NORTEL NETWORKS CORP NEW COM 656568102 17980 263440SH Sole
NORTHN STS PWR CO MINN COM 665772109 279 13800SH Sole
NORTHERN TR CORP COM 665859104 1288 19800SH Sole
NORTHROP GRUMMAN CORP COM 666807102 424 6400SH Sole
NOVELL INC COM 670006105 269 29100SH Sole
NOVELLUS SYS INC COM 670008101 656 11600SH Sole
NUCOR CORP COM 670346105 249 7500SH Sole
OCCIDENTAL PETE CORP DEL COM 674599105 687 32600SH Sole
OFFICE DEPOT INC COM 676220106 174 27900SH Sole
<PAGE>
OLD KENT FINL CORP COM 679833103 323 12075SH Sole
OMNICOM GROUP INC COM 681919106 1407 15800SH Sole
ONEOK INC NEW COM 682680103 67 2600SH Sole
ORACLE CORP COM 68389X105 21217 252396SH Sole
OWENS CORNING COM 69073F103 43 4700SH Sole
OWENS ILL INC COM NEW690768403 152 13000SH Sole
PECO ENERGY CO COM 693304107 605 15000SH Sole
PG&E CORP COM 69331C108 840 34100SH Sole
PE CORP COM PE 69332S102 1212 18400SH Sole
PNC FINL SVCS GROUP INC COM 693475105 1219 26000SH Sole
PPG INDS INC COM 693506107 682 15400SH Sole
PPL CORP COM 69351T106 281 12800SH Sole
PACCAR INC COM 693718108 269 6770SH Sole
PACTIV CORP COM 695257105 116 14700SH Sole
PAINE WEBBER GROUP INC COM 695629105 587 12900SH Sole
PALL CORP COM 696429307 197 10633SH Sole
PARAMETRIC TECHNOLOGY CORP COM 699173100 268 24400SH Sole
PARKER HANNIFIN CORP COM 701094104 344 10050SH Sole
PAYCHEX INC COM 704326107 1388 33050SH Sole
PENNEY J C INC COM 708160106 426 23100SH Sole
PEOPLES ENERGY CORP COM 711030106 94 2900SH Sole
PEOPLESOFT INC COM 712713106 410 24500SH Sole
PEPSICO INC COM 713448108 5697 128200SH Sole
PERKINELMER INC COM 714046109 291 4400SH Sole
PFIZER INC COM 717081103 26869 559775SH Sole
PHARMACIA CORP COM 71713U102 5830 112786SH Sole
PHELPS DODGE CORP COM 717265102 260 7000SH Sole
PHILIP MORRIS COS INC COM 718154107 5398 203200SH Sole
PHILLIPS PETE CO COM 718507106 1146 22600SH Sole
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POLAROID CORP COM 731095105 69 3800SH Sole
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PRICE T ROWE & ASSOCIATES COM 741477103 459 10800SH Sole
PROCTER & GAMBLE CO COM 742718109 6663 116384SH Sole
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PULTE CORP COM 745867101 76 3500SH Sole
QUAKER OATS CO COM 747402105 879 11700SH Sole
QUALCOMM INC COM 747525103 3954 65900SH Sole
QUINTILES TRANSNATIONAL CORPCOM 748767100 143 10100SH Sole
RADIOSHACK CORP COM 750438103 786 16600SH Sole
RALSTON PURINA CO COM RAL751277302 536 26900SH Sole
RAYTHEON CO CL B 755111408 578 30000SH Sole
REEBOK INTL LTD COM 758110100 78 4900SH Sole
REGIONS FINL CORP COM 758940100 386 19400SH Sole
RELIANT ENERGY INC COM 75952J108 777 26270SH Sole
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ROHM & HAAS CO COM 775371107 663 19218SH Sole
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ROYAL DUTCH PETE CO NY REG 780257804 11740 190700SH Sole
RUSSELL CORP COM 782352108 52 2600SH Sole
RYDER SYS INC COM 783549108 98 5200SH Sole
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SAFECO CORP COM 786429100 223 11200SH Sole
SAFEWAY INC COM NEW786514208 3396 75260SH Sole
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SCHLUMBERGER LTD COM 806857108 3791 50800SH Sole
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SNAP ON INC COM 833034101 133 5000SH Sole
SOLECTRON CORP COM 834182107 2219 53000SH Sole
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STATE STR CORP COM 857477103 1527 14400SH Sole
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SYSCO CORP COM 871829107 1247 29600SH Sole
TJX COS INC NEW COM 872540109 495 26400SH Sole
TRW INC COM 872649108 468 10800SH Sole
TXU CORP COM 873168108 689 23350SH Sole
TARGET CORP COM 87612E106 2349 40500SH Sole
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3COM CORP COM 885535104 1792 31100SH Sole
TIFFANY & CO NEW COM 886547108 446 6600SH Sole
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TRICON GLOBAL RESTAURANTS COM 895953107 364 12870SH Sole
TRIBUNE CO NEW COM 896047107 753 21500SH Sole
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VERITAS SOFTWARE CO COM 923436109 3944 34900SH Sole
VIACOM INC CL B 925524308 9248 135627SH Sole
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WINN DIXIE STORES INC COM 974280109 182 12700SH Sole
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</TABLE>
