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 September 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: 11/09/2000
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).)
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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: 1,097,228 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 2337 75375SH Sole
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1055 17995SH Sole
A D C TELECOMMUNICATIONS COM 000886101 1624 60400SH Sole
AFLAC INC COM 001055102 1454 22700SH Sole
AES CORP COM 00130H105 2685 39200SH Sole
AMR CORP COM 001765106 422 12900SH Sole
AT&T CORP COM 001957109 9466 322250SH Sole
ABBOTT LABS COM 002824100 6331 133100SH Sole
ADAPTEC INC COM 00651F108 164 8200SH Sole
ADOBE SYS INC COM 00724F101 1630 10500SH Sole
ADVANCED RADIO TELECOM CORP COM 00754U101 344 40470SH Sole
ADVANCED MICRO DEVICES INC COM 007903107 624 26400SH Sole
AETNA INC COM 008117103 704 12127SH Sole
AGILENT TECHNOLOGIES INC COM 00846U101 1900 38821SH Sole
AIR PRODS & CHEMS INC COM 009158106 702 19500SH Sole
ALBERTO CULVER CO CL B CO013068101 130 4500SH Sole
ALBERTSONS INC COM 013104104 759 36124SH Sole
ALCAN ALUMINIUM LTD NEW COM 013716105 543 18750SH Sole
ALCOA INC COM 013817101 1876 74096SH Sole
ALLEGHENY TECHNOLOGIES INC COM 01741R102 122 6746SH Sole
ALLERGAN INC COM 018490102 963 11400SH Sole
ALLIED WASTE INDS INC COM PAR019589308 154 16800SH Sole
ALLMERICA SECS TR SH BEN 019921105 923 96515SH Sole
ALLSTATE CORP COM 020002101 2183 62822SH Sole
<PAGE>
ALLTEL CORP COM 020039103 1414 27100SH Sole
ALTERA CORP COM 021441100 1633 34200SH Sole
ALZA CORP DEL COM 022615108 865 10000SH Sole
AMERADA HESS CORP COM 023551104 529 7900SH Sole
AMEREN CORP COM 023608102 498 11900SH Sole
AMERICA ONLINE INC DEL COM 02364J104 10654 198220SH Sole
AMERICAN ELEC PWR INC COM 025537101 1078 27540SH Sole
AMERICAN EXPRESS CO COM 025816109 6938 114200SH Sole
AMERICAN GENERAL CORP COM 026351106 1690 21671SH Sole
AMERICAN GREETINGS CORP CL A 026375105 93 5300SH Sole
AMERICAN HOME PRODS CORP COM 026609107 6335 112000SH Sole
AMERICAN INTL GROUP INC COM 026874107 19027 198844SH Sole
AMERICAN PWR CONVERSION CORPCOM 029066107 319 16600SH Sole
AMGEN INC COM 031162100 6173 88400SH Sole
AMSOUTH BANCORPORATION COM 032165102 403 32200SH Sole
ANADARKO PETE CORP COM 032511107 1388 20892SH Sole
ANALOG DEVICES INC COM 032654105 2526 30600SH Sole
ANDREW CORP COM 034425108 178 6800SH Sole
ANHEUSER BUSCH COS INC COM 035229103 3283 77600SH Sole
AON CORP COM 037389103 859 21875SH Sole
APACHE CORP COM 037411105 621 10500SH Sole
APPLE COMPUTER INC COM 037833100 721 28000SH Sole
APPLIED MATLS INC COM 038222105 4140 69800SH Sole
ARCHER DANIELS MIDLAND CO COM 039483102 467 54118SH Sole
ARMSTRONG HLDGS INC COM 042384107 39 3300SH Sole
ASHLAND INC COM 044204105 199 5900SH Sole
ASSOCIATES FIRST CAP CORP CL A 046008108 2378 62588SH Sole
AUTODESK INC COM 052769106 122 4800SH Sole
AUTOMATIC DATA PROCESSING INCOM 053015103 3598 53800SH Sole
AUTOZONE INC COM 053332102 245 10800SH Sole
AVERY DENNISON CORP COM 053611109 441 9500SH Sole
AVON PRODS INC COM 054303102 830 20300SH Sole
BB&T CORP COM 054937107 1030 34200SH Sole
BMC SOFTWARE INC COM 055921100 402 21000SH Sole
BAKER HUGHES INC COM 057224107 1046 28170SH Sole
BALL CORP COM 058498106 76 2400SH Sole
BANK OF AMERICA CORPORATION COM 060505104 7386 141021SH Sole
BANK NEW YORK INC COM 064057102 3549 63300SH Sole
BANK ONE CORP COM 06423A103 3825 99028SH Sole
BARD C R INC COM 067383109 177 4200SH Sole
BARRICK GOLD CORP COM 067901108 515 33800SH Sole
<PAGE>
BAUSCH & LOMB INC COM 071707103 175 4500SH Sole
BAXTER INTL INC COM 071813109 2003 25100SH Sole
BEAR STEARNS COS INC COM 073902108 583 9247SH Sole
BECTON DICKINSON & CO COM 075887109 571 21600SH Sole
BED BATH & BEYOND INC COM 075896100 590 24200SH Sole
BELLSOUTH CORP COM 079860102 6468 160700SH Sole
BEMIS INC COM 081437105 148 4600SH Sole
BEST BUY INC COM 086516101 1133 17800SH Sole
BESTFOODS COM 08658U101 1739 23900SH Sole
BETHLEHEM STL CORP COM 087509105 33 11100SH Sole
BIOGEN INC COM 090597105 781 12800SH Sole
BIOMET INC COM 090613100 532 15200SH Sole
BLACK & DECKER CORP COM 091797100 243 7100SH Sole
BLOCK H & R INC COM 093671105 315 8500SH Sole
BOEING CO COM 097023105 4850 76990SH Sole
BOISE CASCADE CORP COM 097383103 125 4700SH Sole
BOSTON SCIENTIFIC CORP COM 101137107 570 34700SH Sole
BRIGGS & STRATTON CORP COM 109043109 72 1900SH Sole
BRISTOL MYERS SQUIBB CO COM 110122108 9643 168800SH Sole
BROADCOM CORP CL A 111320107 4680 19200SH Sole
BROWN FORMAN CORP CL B 115637209 326 5950SH Sole
BRUNSWICK CORP COM 117043109 133 7300SH Sole
BURLINGTON NORTHN SANTA FE CCOM 12189T104 744 34517SH Sole
BURLINGTON RES INC COM 122014103 680 18474SH Sole
CIGNA CORP COM 125509109 1420 13600SH Sole
CIT GROUP INC CL A 125577106 392 22400SH Sole
CMS ENERGY CORP COM 125896100 251 9300SH Sole
C P & L ENERGY INC COM 12614C106 567 13600SH Sole
CSX CORP COM 126408103 407 18660SH Sole
CVS CORP COM 126650100 1547 33400SH Sole
CABLETRON SYS INC COM 126920107 458 15600SH Sole
CAMPBELL SOUP CO COM 134429109 934 36100SH Sole
CAPITAL CROSSING BK COM 140071101 218 24730SH Sole
CAPITAL ONE FINL CORP COM 14040H105 1191 16999SH Sole
CARDINAL HEALTH INC COM 14149Y108 2099 23800SH Sole
CARNIVAL CORP COM 143658102 1241 50400SH Sole
CATERPILLAR INC DEL COM 149123101 996 29500SH Sole
CENDANT CORP COM 151313103 676 62171SH Sole
CENTEX CORP COM 152312104 161 5000SH Sole
CENTURYTEL INC COM 156700106 322 11800SH Sole
CERIDIAN CORP COM 15677T106 342 12200SH Sole
<PAGE>
CHARTER ONE FINL INC COM 160903100 436 17900SH Sole
CHASE MANHATTAN CORP NEW COM 16161A108 5194 112454SH Sole
CHEVRON CORPORATION COM 166751107 4774 56000SH Sole
CHUBB CORP COM 171232101 1195 15100SH Sole
CINCINNATI FINL CORP COM 172062101 486 13700SH Sole
CINERGY CORP COM 172474108 446 13490SH Sole
CIRCUIT CITY STORE INC CIRCT C172737108 403 17500SH Sole
CISCO SYS INC COM 17275R102 33664 609300SH Sole
CITIGROUP INC COM 172967101 20883 386270SH Sole
CITRIX SYS INC COM 177376100 313 15600SH Sole
CLEAR CHANNEL COMMUNICATIONSCOM 184502102 2842 50300SH Sole
CLOROX CO DEL COM 189054109 799 20200SH Sole
COASTAL CORP COM 190441105 1371 18500SH Sole
COCA COLA CO COM 191216100 11720 212600SH Sole
COCA COLA ENTERPRISES INC COM 191219104 569 35700SH Sole
COLGATE PALMOLIVE CO COM 194162103 2327 49300SH Sole
COLUMBIA ENERGY GROUP COM 197648108 490 6900SH Sole
COMCAST CORP CL A SP200300200 3177 77600SH Sole
COMERICA INC COM 200340107 789 13500SH Sole
COMPAQ COMPUTER CORP COM 204493100 4026 145962SH Sole
COMPUTER ASSOC INTL INC COM 204912109 1274 50562SH Sole
COMPUTER SCIENCES CORP COM 205363104 1084 14600SH Sole
COMPUWARE CORP COM 205638109 260 31100SH Sole
COMVERSE TECHNOLOGY INC COM PAR205862402 1447 13400SH Sole
CONAGRA FOODS INC COM 205887102 915 45600SH Sole
CONEXANT SYSTEMS INC COM 207142100 821 19600SH Sole
CONOCO INC CL B 208251405 1436 53300SH Sole
CONSECO INC COM 208464107 211 27655SH Sole
CONSOLIDATED EDISON INC COM 209115104 621 18200SH Sole
CONSOLIDATED STORES CORP COM 210149100 126 9300SH Sole
CONSTELLATION ENERGY CORP COM 210371100 639 12850SH Sole
CONTINENTAL INFORMATN SYS NECOM 211497102 2 1941SH Sole
CONVERGENT COMMUNICATIONS INCOM NEW211914403 52 16200SH Sole
CONVERGYS CORP COM 212485106 505 13000SH Sole
COOPER INDS INC COM 216669101 275 7800SH Sole
COOPER TIRE & RUBR CO COM 216831107 62 6200SH Sole
COORS ADOLPH CO CL B 217016104 196 3100SH Sole
CORNING INC COM 219350105 7514 25300SH Sole
COSTCO WHSL CORP NEW COM 22160K105 1339 38312SH Sole
COUNTRYWIDE CR INDS INC DEL COM 222372104 362 9600SH Sole
CRANE CO COM 224399105 117 5125SH Sole
<PAGE>
CROWN CORK & SEAL INC COM 228255105 113 10600SH Sole
CUMMINS ENGINE INC COM 231021106 105 3500SH Sole
DTE ENERGY CO COM 233331107 467 12200SH Sole
DANA CORP COM 235811106 273 12689SH Sole
DANAHER CORP DEL COM 235851102 607 12200SH Sole
DARDEN RESTAURANTS INC COM 237194105 214 10300SH Sole
DEERE & CO COM 244199105 665 20000SH Sole
DELL COMPUTER CORP COM 247025109 6843 222100SH Sole
DELPHI AUTOMOTIVE SYS CORP COM 247126105 725 47921SH Sole
DELTA AIR LINES INC DEL COM 247361108 466 10500SH Sole
DELUXE CORP COM 248019101 124 6100SH Sole
DEVON ENERGY CORP NEW COM 25179M103 662 11000SH Sole
DILLARDS INC CL A 254067101 83 7800SH Sole
DISNEY WALT CO COM DIS254687106 6843 178896SH Sole
DOLLAR GEN CORP COM 256669102 472 28193SH Sole
DOMINION RES INC VA NEW COM 25746U109 1190 20500SH Sole
DONNELLEY R R & SONS CO COM 257867101 255 10400SH Sole
DOVER CORP COM 260003108 817 17400SH Sole
DOW CHEM CO COM 260543103 1445 57950SH Sole
DOW JONES & CO INC COM 260561105 454 7500SH Sole
DU PONT E I DE NEMOURS & CO COM 263534109 3709 89500SH Sole
DUKE ENERGY CORP COM 264399106 2714 31645SH Sole
DUN & BRADSTREET CORP COM 26483B106 475 13800SH Sole
E M C CORP MASS COM 268648102 18565 187286SH Sole
EASTERN ENTERPRISES COM 27637F100 153 2400SH Sole
EASTMAN CHEM CO COM 277432100 243 6587SH Sole
EASTMAN KODAK CO COM 277461109 1077 26350SH Sole
EATON CORP COM 278058102 388 6300SH Sole
ECOLAB INC COM 278865100 393 10900SH Sole
EDISON INTL COM 281020107 537 27800SH Sole
EL PASO ENERGY CORP DEL COM 283905107 1226 19900SH Sole
ELECTRONIC DATA SYS NEW COM 285661104 1660 40000SH Sole
EMERSON ELEC CO COM 291011104 2459 36700SH Sole
ENGELHARD CORP COM 292845104 174 10700SH Sole
ENRON CORP COM 293561106 5573 63600SH Sole
ENTERGY CORP NEW COM 29364G103 711 19100SH Sole
EQUIFAX INC COM 294429105 321 11900SH Sole
EXXON MOBIL CORP COM 30231G102 26669 299226SH Sole
F M C CORP COM NEW302491303 174 2600SH Sole
FPL GROUP INC COM 302571104 1006 15300SH Sole
FEDERAL HOME LN MTG CORP COM 313400301 3228 59700SH Sole
<PAGE>
FEDERAL NATL MTG ASSN COM 313586109 6192 86600SH Sole
FEDERATED DEPT STORES INC DECOM 31410H101 460 17600SH Sole
FEDEX CORP COM 31428X106 1077 24280SH Sole
FIFTH THIRD BANCORP COM 316773100 2160 40087SH Sole
FIRST DATA CORP COM 319963104 1359 34800SH Sole
FIRST UN CORP COM 337358105 2718 84436SH Sole
FIRSTAR CORP NEW WIS COM 33763V109 1837 82110SH Sole
FIRSTENERGY CORP COM 337932107 525 19500SH Sole
FLEETBOSTON FINL CORP COM 339030108 3020 77433SH Sole
FLORIDA PROGRESS CORP COM 341109106 450 8500SH Sole
FLUOR CORP COM 343861100 195 6500SH Sole
FORD MTR CO DEL COM PAR345370860 4110 162355SH Sole
FORT JAMES CORP COM 347471104 538 17600SH Sole
FORTUNE BRANDS INC COM 349631101 352 13300SH Sole
FRANKLIN RES INC COM 354613101 927 20870SH Sole
FREEPORT-MCMORAN COPPER & GOCL B 35671D857 114 12900SH Sole
GPU INC COM 36225X100 334 10300SH Sole
GANNETT INC COM 364730101 1193 22500SH Sole
GAP INC DEL COM 364760108 1465 72800SH Sole
GATEWAY INC COM 367626108 1297 27740SH Sole
GENERAL DYNAMICS CORP COM 369550108 1074 17100SH Sole
GENERAL ELEC CO COM 369604103 49046 850200SH Sole
GENERAL MLS INC COM 370334104 866 24400SH Sole
GENERAL MTRS CORP COM 370442105 2997 46100SH Sole
GENUINE PARTS CO COM 372460105 283 14825SH Sole
GEORGIA PAC CORP COM GA 373298108 338 14400SH Sole
GILLETTE CO COM 375766102 2791 90400SH Sole
GLOBIX CORP COM 37957F101 821 35200SH Sole
GOLDEN WEST FINL CORP DEL COM 381317106 735 13700SH Sole
GOODRICH B F CO COM 382388106 337 8600SH Sole
GOODYEAR TIRE & RUBR CO COM 382550101 238 13216SH Sole
GRACE W R & CO DEL NEW COM 38388F108 38 5500SH Sole
GRAINGER W W INC COM 384802104 208 7900SH Sole
GREAT LAKES CHEM CORP COM 390568103 123 4200SH Sole
GUIDANT CORP COM 401698105 1873 26500SH Sole
HCA-HEALTHCARE CO COM 404119109 1780 47950SH Sole
HALLIBURTON CO COM 406216101 1869 38200SH Sole
HARCOURT GEN INC COM 41163G101 373 6317SH Sole
HARLEY DAVIDSON INC COM 412822108 1245 26000SH Sole
HARRAHS ENTMT INC COM 413619107 275 10000SH Sole
HARTFORD FINL SVCS GROUP INCCOM 416515104 1408 19300SH Sole
<PAGE>
HASBRO INC COM 418056107 167 14637SH Sole
HEALTHSOUTH CORP COM 421924101 268 33000SH Sole
HEINZ H J CO COM 423074103 1101 29700SH Sole
HERCULES INC COM 427056106 126 8900SH Sole
HERSHEY FOODS CORP COM 427866108 639 11800SH Sole
HEWLETT PACKARD CO COM 428236103 8313 85700SH Sole
HILTON HOTELS CORP COM 432848109 364 31500SH Sole
HOME DEPOT INC COM 437076102 10554 198905SH Sole
HOMESTAKE MNG CO COM 437614100 117 22500SH Sole
HONEYWELL INTL INC COM 438516106 2449 68750SH Sole
HOUSEHOLD INTL INC COM 441815107 2295 40538SH Sole
HSBC BK PLC SP ADR 44328M849 7519 300000SH Sole
HUMANA INC COM 444859102 153 14200SH Sole
HUNTINGTON BANCSHARES INC COM 446150104 314 21378SH Sole
IMS HEALTH INC COM 449934108 525 25300SH Sole
ITT INDS INC IND COM 450911102 243 7500SH Sole
ILLINOIS TOOL WKS INC COM 452308109 1453 26000SH Sole
INCO LTD COM 453258402 248 15400SH Sole
INGERSOLL-RAND CO COM 456866102 466 13750SH Sole
INTEL CORP COM 458140100 23984 576200SH Sole
INTERNATIONAL BUSINESS MACHSCOM 459200101 17010 151200SH Sole
INTERNATIONAL FLAVORS&FRAGRACOM 459506101 153 8400SH Sole
INTL PAPER CO COM 460146103 1183 41247SH Sole
INTERPUBLIC GROUP COS INC COM 460690100 896 26300SH Sole
IOMED INC COM 462028101 42 9027SH Sole
JDS UNIPHASE CORP COM 46612J101 7613 80400SH Sole
JEFFERSON PILOT CORP COM 475070108 597 8800SH Sole
JOHNSON & JOHNSON COM 478160104 11207 119300SH Sole
JOHNSON CTLS INC COM 478366107 394 7400SH Sole
KLA-TENCOR CORP COM 482480100 659 16000SH Sole
K MART CORP COM 482584109 246 41000SH Sole
KAUFMAN & BROAD HOME CORP COM 486168107 108 4000SH Sole
KELLOGG CO COM 487836108 837 34600SH Sole
KERR MCGEE CORP COM 492386107 537 8104SH Sole
KEYCORP NEW COM 493267108 934 36900SH Sole
KEYSPAN CORP COM 49337W100 457 11400SH Sole
KIMBERLY CLARK CORP COM 494368103 2581 46248SH Sole
KNIGHT RIDDER INC COM 499040103 325 6400SH Sole
KOHLS CORP COM 500255104 1638 28400SH Sole
KROGER CO COM 501044101 1595 70700SH Sole
LTV CORP NEW COM 501921100 47 35914SH Sole
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LSI LOGIC CORP COM 502161102 772 26400SH Sole
LEGGETT & PLATT INC COM 524660107 266 16800SH Sole
LEHMAN BROS HLDGS INC COM 524908100 1581 10700SH Sole
LEXMARK INTL NEW CL A 529771107 409 10900SH Sole
LILLY ELI & CO COM 532457108 7869 97000SH Sole
LIMITED INC COM 532716107 812 36800SH Sole
LINCOLN NATL CORP IND COM 534187109 794 16500SH Sole
LINEAR TECHNOLOGY CORP COM 535678106 1735 26800SH Sole
LIZ CLAIBORNE INC COM 539320101 169 4400SH Sole
LOCKHEED MARTIN CORP COM 539830109 1209 36688SH Sole
LOEWS CORP COM 540424108 717 8600SH Sole
LONGS DRUG STORES CORP COM 543162101 59 3100SH Sole
LOUISIANA PAC CORP COM 546347105 81 8826SH Sole
LOWES COS INC COM 548661107 1481 33000SH Sole
LUCENT TECHNOLOGIES INC COM 549463107 8758 286554SH Sole
MBIA INC COM 55262C100 605 8500SH Sole
MBNA CORP COM 55262L100 2808 72930SH Sole
MGIC INVT CORP WIS COM 552848103 562 9200SH Sole
MALLINCKRODT INC NEW COM 561232109 269 5900SH Sole
MANOR CARE INC NEW COM 564055101 133 8450SH Sole
MARSH & MCLENNAN COS INC COM 571748102 3106 23400SH Sole
MARRIOTT INTL INC NEW CL A 571903202 752 20650SH Sole
MASCO CORP COM 574599106 726 39000SH Sole
MATTEL INC COM 577081102 407 36343SH Sole
MAXIM INTEGRATED PRODS INC COM 57772K101 1963 24400SH Sole
MAY DEPT STORES CO COM 577778103 555 27066SH Sole
MAYTAG CORP COM 578592107 202 6500SH Sole
MCDERMOTT INTL INC COM 580037109 55 5000SH Sole
MCDONALDS CORP COM 580135101 3423 113400SH Sole
MCGRAW HILL COS INC COM 580645109 1061 16700SH Sole
MCKESSON HBOC INC COM 58155Q103 742 24292SH Sole
MEAD CORP COM 582834107 199 8500SH Sole
MEDIMMUNE INC COM 584699102 1391 18000SH Sole
MEDTRONIC INC COM 585055106 5332 102900SH Sole
MELLON FINL CORP COM 58551A108 1943 41900SH Sole
MERCK & CO INC COM 589331107 14694 197400SH Sole
MERCURY INTERACTIVE CORP COM 589405109 1097 7000SH Sole
MEREDITH CORP COM 589433101 124 4200SH Sole
MERIDIAN MED TECHNOLOGIES INCOM 589658103 33 1885SH Sole
MERRILL LYNCH & CO INC COM 590188108 4554 69000SH Sole
MICROSOFT CORP COM 594918104 27215 451700SH Sole
<PAGE>
MICROCELL TELECOMMUNICATIONSCL B NO59501T304 997 34297SH Sole
MICRON TECHNOLOGY INC COM 595112103 2236 48600SH Sole
MILLIPORE CORP COM 601073109 194 4000SH Sole
MINNESOTA MNG & MFG CO COM 604059105 3107 34100SH Sole
MOLEX INC COM 608554101 925 17000SH Sole
MORGAN J P & CO INC COM 616880100 2238 13700SH Sole
MORGAN STANLEY DEAN WITTER&CCOM NEW617446448 8855 96838SH Sole
MOTOROLA INC COM 620076109 5283 187020SH Sole
NCR CORP NEW COM 62886E108 310 8200SH Sole
NABISCO GROUP HLDG CORP COM 62952P102 795 27900SH Sole
NATIONAL CITY CORP COM 635405103 1146 51800SH Sole
NATIONAL SEMICONDUCTOR CORP COM 637640103 608 15100SH Sole
NATIONAL SVC INDS INC COM 637657107 65 3300SH Sole
NAVISTAR INTL CORP NEW COM 63934E108 150 5000SH Sole
NETWORK APPLIANCE INC COM 64120L104 3439 27000SH Sole
NEW YORK TIMES CO CL A 650111107 566 14400SH Sole
NEWELL RUBBERMAID INC COM 651229106 518 22699SH Sole
NEWMONT MINING CORP COM 651639106 242 14226SH Sole
NEXTEL COMMUNICATIONS INC CL A 65332V103 3048 65200SH Sole
NIAGARA MOHAWK HLDGS INC COM 653520106 214 13600SH Sole
NICOR INC COM 654086107 138 3800SH Sole
NIKE INC CL B 654106103 921 23000SH Sole
NORDSTROM INC COM 655664100 171 11000SH Sole
NORFOLK SOUTHERN CORP COM 655844108 480 32800SH Sole
NORTEL NETWORKS CORP NEW COM 656568102 15274 256440SH Sole
NORTHERN TR CORP COM 665859104 1706 19200SH Sole
NORTHROP GRUMMAN CORP COM 666807102 582 6400SH Sole
NOVELL INC COM 670006105 275 27700SH Sole
NOVELLUS SYS INC COM 670008101 522 11200SH Sole
NUCOR CORP COM 670346105 208 6900SH Sole
OCCIDENTAL PETE CORP DEL COM 674599105 685 31400SH Sole
OFFICE DEPOT INC COM 676220106 204 26100SH Sole
OLD KENT FINL CORP COM 679833103 338 11675SH Sole
OMNICOM GROUP INC COM 681919106 1123 15400SH Sole
ONEOK INC NEW COM 682680103 103 2600SH Sole
ORACLE CORP COM 68389X105 19041 241796SH Sole
OWENS CORNING COM 69073F103 12 4700SH Sole
OWENS ILL INC COM NEW690768403 113 12200SH Sole
PECO ENERGY CO COM 693304107 884 14600SH Sole
PG&E CORP COM 69331C108 801 33100SH Sole
PE CORP COM PE 69332S102 2097 18000SH Sole
<PAGE>
PNC FINL SVCS GROUP INC COM 693475105 1612 24800SH Sole
PPG INDS INC COM 693506107 595 15000SH Sole
PPL CORP COM 69351T106 518 12400SH Sole
PACCAR INC COM 693718108 244 6570SH Sole
PACTIV CORP COM 695257105 160 14300SH Sole
PAINE WEBBER GROUP INC COM 695629105 865 12700SH Sole
PALL CORP COM 696429307 204 10233SH Sole
PALM INC COM 696642107 2558 48327SH Sole
PARAMETRIC TECHNOLOGY CORP COM 699173100 254 23200SH Sole
PARKER HANNIFIN CORP COM 701094104 326 9650SH Sole
PAYCHEX INC COM 704326107 1672 31850SH Sole
PENNEY J C INC COM 708160106 263 22300SH Sole
PEOPLES ENERGY CORP COM 711030106 97 2900SH Sole
PEOPLESOFT INC COM 712713106 668 23900SH Sole
PEPSICO INC COM 713448108 5704 124000SH Sole
PERKINELMER INC COM 714046109 459 4400SH Sole
PFIZER INC COM 717081103 24355 541975SH Sole
PHARMACIA CORP COM 71713U102 6704 111386SH Sole
PHELPS DODGE CORP COM 717265102 284 6800SH Sole
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QUALCOMM INC COM 747525103 4567 64100SH Sole
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REEBOK INTL LTD COM 758110100 85 4500SH Sole
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REGIONS FINL CORP COM 758940100 422 18600SH Sole
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STILWELL FINL INC COM 860831106 835 19200SH Sole
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UNION PLANTERS CORP COM 908068109 384 11600SH Sole
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</TABLE>
