UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washinton, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Quarter Ended: March 31, 2000
Institutional Investment Manager Filing this Report:
Name: Gateway Investment Advisers
Address: 400 TechneCenter Drive
Suite 220
Milford, OH 45150
13F File Number: 28-5214
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing this report is
authorized to submit, that all information contained herein is true, correct
and complete, and 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: J. Patrick Rogers, Gateway Investment Advisers, Inc., Gen. Ptr.
Title: President
Phone: 513-248-2700
Signature, Place and Date of Signing:
J. Patrick Rogers Milford, OH May 12, 2000
Report Type: 13F
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934
<PAGE>
<TABLE>
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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3Com Corporation STOCK 885535104 1766 31741 SH SOLE 31741
ADC Telecommunications, Inc. STOCK 000886101 1306 24241 SH SOLE 24241
AES Corporation (The) STOCK 00130H105 1473 18700 SH SOLE 18700
AK Steel Holding Corporation STOCK 001547108 143 13800 SH SOLE 13800
ALLTEL Corporation STOCK 020039103 1797 28500 SH SOLE 28500
ALZA Corporation STOCK 022615108 346 9200 SH SOLE 9200
AMB Property Corp. STOCK 00163T109 430 20000 SH SOLE 20000
AMR Corporation STOCK 001765106 379 11900 SH SOLE 11900
AT&T Corp. STOCK 001957109 31490 559817 SH SOLE 559817
Abbott Laboratories STOCK 002824100 5268 149700 SH SOLE 149700
Adaptec, Inc. STOCK 00651F108 327 8466 SH SOLE 8466
Adobe Systems Incorporated STOCK 00724F101 1116 10027 SH SOLE 10027
Advanced Micro Devices, Inc. STOCK 007903107 679 11900 SH SOLE 11900
Advanced Micro Devices, Inc. STOCK 007903107 679 11900 SH SOLE 11900
Aetna Inc. STOCK 008117103 674 12100 SH SOLE 12100
Aflac Incorporated STOCK 001055102 1180 25900 SH SOLE 25900
Air Products and Chemicals, In STOCK 009158106 526 18500 SH SOLE 18500
Albertson's, Inc. STOCK 013104104 1277 41200 SH SOLE 41200
Alcan Aluminium Limited STOCK 013716105 610 18000 SH SOLE 18000
Alcoa Inc. STOCK 013817101 4725 67266 SH SOLE 67266
Allegheny Technologies Incorpo STOCK 01741R102 379 18904 SH SOLE 18904
Allergan, Inc. STOCK 018490102 540 10800 SH SOLE 10800
Allstate Corporation (The) STOCK 020002101 1736 72900 SH SOLE 72900
AmSouth Bancorporation STOCK 032165102 475 31800 SH SOLE 31800
Amerada Hess Corporation STOCK 023551104 478 7400 SH SOLE 7400
Ameren Corporation STOCK 023608102 489 15800 SH SOLE 15800
America Online, Inc. STOCK 02364J104 14654 217900 SH SOLE 217900
American Electric Power Compan STOCK 025537101 1311 43973 SH SOLE 43973
American Express Company STOCK 025816109 12987 87196 SH SOLE 87196
American Financial Group, Inc. STOCK 025932104 238 8300 SH SOLE 8300
American General Corporation STOCK 026351106 2380 42398 SH SOLE 42398
American Home Products Corpora STOCK 026609107 6816 127100 SH SOLE 127100
American International Group, STOCK 026874107 29444 268894 SH SOLE 268894
Amgen Inc. STOCK 031162100 10810 176132 SH SOLE 176132
Anadarko Petroleum Corporation STOCK 032511107 402 10400 SH SOLE 10400
Analog Devices, Inc. STOCK 032654105 2546 31600 SH SOLE 31600
Anheuser-Busch Companies STOCK 035229103 2820 45300 SH SOLE 45300
Aon Corporation STOCK 037389103 748 23200 SH SOLE 23200
Apache Corporation STOCK 037411105 512 10300 SH SOLE 10300
Apartment Investment and Manag STOCK 03748R101 588 15400 SH SOLE 15400
Apple Computer, Inc. STOCK 037833100 2206 16242 SH SOLE 16242
Applied Materials, Inc. STOCK 038222105 7312 77584 SH SOLE 77584
Archer-Daniels-Midland Company STOCK 039483102 512 49355 SH SOLE 49355
Archstone Communities Trust STOCK 039581103 644 32300 SH SOLE 32300
Arden Realty Inc. STOCK 039793104 307 14700 SH SOLE 14700
Ashland Inc. STOCK 044204105 224 6700 SH SOLE 6700
Associates First Capital Corpo STOCK 046008108 1518 70800 SH SOLE 70800
Atlantic Richfield Company STOCK 048825103 4682 55088 SH SOLE 55088
AutoZone, Inc. STOCK 053332102 330 11900 SH SOLE 11900
Automatic Data Processing, Inc STOCK 053015103 2953 61200 SH SOLE 61200
Avalon Bay Communities Inc. STOCK 053484101 556 15174 SH SOLE 15174
Avery Dennison Corporation STOCK 053611109 562 9200 SH SOLE 9200
Avon Products, Inc. STOCK 054303102 1483 51024 SH SOLE 51024
BB&T Corporation STOCK 054937107 951 33900 SH SOLE 33900
BEA Systems, Inc. STOCK 073325102 609 8300 SH SOLE 8300
BFGoodrich Company (The) STOCK 382388106 287 10000 SH SOLE 10000
BMC Software, Inc. STOCK 055921100 991 20063 SH SOLE 20063
BRE Properties Inc. STOCK 05564E106 266 10300 SH SOLE 10300
Baker Hughes Incorporated STOCK 057224107 1870 61806 SH SOLE 61806
Bank One Corporation STOCK 06423A103 6803 197917 SH SOLE 197917
Bank of America Corporation STOCK 060505104 15364 293003 SH SOLE 293003
Bank of New York Company, Inc. STOCK 064057102 2980 71700 SH SOLE 71700
Barrick Gold Corporation STOCK 067901108 508 32400 SH SOLE 32400
Bausch & Lomb Incorporated STOCK 071707103 277 5300 SH SOLE 5300
Baxter International Inc. STOCK 071813109 3136 50031 SH SOLE 50031
Bear Stearns Companies Inc. (T STOCK 073902108 490 10750 SH SOLE 10750
Becton, Dickinson and Company STOCK 075887109 545 20700 SH SOLE 20700
Bed Bath & Beyond Inc. STOCK 075896100 467 11868 SH SOLE 11868
Bell Atlantic Corporation STOCK 077853109 16352 267518 SH SOLE 267518
BellSouth Corporation STOCK 079860102 8610 183200 SH SOLE 183200
Best Buy Co., Inc. STOCK 086516101 1720 20000 SH SOLE 20000
Bestfoods STOCK 08658U101 1269 27100 SH SOLE 27100
Bethlehem Steel Corporation STOCK 087509105 143 23783 SH SOLE 23783
Biogen, Inc. STOCK 090597105 975 13960 SH SOLE 13960
Biomet, Inc. STOCK 090613100 349 9597 SH SOLE 9597
Black & Decker Corporation (Th STOCK 091797100 588 15665 SH SOLE 15665
Boeing Company (The) STOCK 097023105 6031 158966 SH SOLE 158966
Boise Cascade Corporation STOCK 097383103 329 9476 SH SOLE 9476
Boston Properties Inc. STOCK 101121101 499 15700 SH SOLE 15700
Boston Scientific Corporation STOCK 101137107 727 34100 SH SOLE 34100
Bristol-Myers Squibb Company STOCK 110122108 19656 340371 SH SOLE 340371
BroadVision, Inc. STOCK 111412102 728 16226 SH SOLE 16226
Broadwing Inc. STOCK 111620100 1197 32200 SH SOLE 32200
Brown-Forman Corporation STOCK 115637209 338 6200 SH SOLE 6200
Brunswick Corporation STOCK 117043109 325 17167 SH SOLE 17167
Burlington Northern Santa Fe C STOCK 12189T104 1638 74051 SH SOLE 74051
Burlington Resources Inc. STOCK 122014103 662 17900 SH SOLE 17900
C-Cube Microsystems Inc. STOCK 125015107 204 2800 SH SOLE 2800
CBS Corporation STOCK 12490K107 7398 130646 SH SOLE 130646
CIGNA Corporation STOCK 125509109 2420 31948 SH SOLE 31948
CMS Energy Corporation STOCK 125896100 190 10500 SH SOLE 10500
CSX Corporation STOCK 126408103 416 17700 SH SOLE 17700
CVS Corporation STOCK 126650100 1431 38100 SH SOLE 38100
Cabletron Systems, Inc. STOCK 126920107 478 16300 SH SOLE 16300
Camden Property Trust SBI STOCK 133131102 251 9275 SH SOLE 9275
Campbell Soup Company STOCK 134429109 2278 74080 SH SOLE 74080
Capital One Financial Corporat STOCK 14040H105 767 16000 SH SOLE 16000
Cardinal Health, Inc. STOCK 14149Y108 1252 27300 SH SOLE 27300
Carnival Corporation STOCK 143658102 1489 60000 SH SOLE 60000
Carolina Power & Light Company STOCK 144141108 470 14500 SH SOLE 14500
Carramerica Realty Corp. STOCK 144418100 327 15500 SH SOLE 15500
Caterpillar Inc. STOCK 149123101 1365 34600 SH SOLE 34600
Cendant Corporation STOCK 151313103 1190 64300 SH SOLE 64300
Central and South West Corpora STOCK 152357109 328 19200 SH SOLE 19200
CenturyTel, Inc. STOCK 156700106 423 11400 SH SOLE 11400
Ceridian Corporation STOCK 15677T106 531 27653 SH SOLE 27653
Champion International Corpora STOCK 158525105 923 17336 SH SOLE 17336
Charles Schwab Corporation (Th STOCK 808513105 4534 79800 SH SOLE 79800
Chase Manhattan Corporation (T STOCK 16161A108 6992 80200 SH SOLE 80200
Chemed Corporation STOCK 163596109 375 12500 SH SOLE 12500
Chevron Corporation STOCK 166751107 6619 71600 SH SOLE 71600
Chiquita Brands International, STOCK 170032106 112 23500 SH SOLE 23500
Chubb Corporation (The) STOCK 171232101 966 14300 SH SOLE 14300
Cincinnati Financial Corporati STOCK 172062101 1051 27929 SH SOLE 27929
Cinergy Corp. STOCK 172474108 613 28500 SH SOLE 28500
Cintas Corporation STOCK 172908105 685 17493 SH SOLE 17493
Circuit City Stores-Circuit Ci STOCK 172737108 1023 16800 SH SOLE 16800
Cisco Systems, Inc. STOCK 17275R102 94146 1217734 SH SOLE 1217734
Citigroup Inc. STOCK 172967101 34080 574589 SH SOLE 574589
Citrix Systems, Inc. STOCK 177376100 1002 15120 SH SOLE 15120
Clear Channel Communications, STOCK 184502102 2854 41322 SH SOLE 41322
Clorox Company (The) STOCK 189054109 627 19300 SH SOLE 19300
Coastal Corporation (The) STOCK 190441105 1938 42130 SH SOLE 42130
Coca-Cola Company (The) STOCK 191216100 20075 427707 SH SOLE 427707
Coca-Cola Enterprises Inc. STOCK 191219104 895 41500 SH SOLE 41500
Colgate-Palmolive Company STOCK 194162103 5698 101077 SH SOLE 101077
Columbia Energy Group STOCK 197648108 391 6600 SH SOLE 6600
Columbia/HCA Healthcare Corpor STOCK 197677107 2984 117897 SH SOLE 117897
Comcast Corporation STOCK 200300200 3713 85606 SH SOLE 85606
Comerica Incorporated STOCK 200340107 532 12700 SH SOLE 12700
Compaq Computer Corporation STOCK 204493100 4667 175299 SH SOLE 175299
Computer Associates Internatio STOCK 204912109 3128 52850 SH SOLE 52850
Computer Sciences Corporation STOCK 205363104 2233 28220 SH SOLE 28220
Compuware Corporation STOCK 205638109 607 28834 SH SOLE 28834
Comverse Technology, Inc. STOCK 205862402 1357 7179 SH SOLE 7179
ConAgra, Inc. STOCK 205887102 721 39800 SH SOLE 39800
Conexant Systems, Inc. STOCK 207142100 1304 18364 SH SOLE 18364
Conoco Inc. STOCK 208251405 1563 61000 SH SOLE 61000
Conseco, Inc. STOCK 208464107 307 26800 SH SOLE 26800
Consolidated Edison, Inc. STOCK 209115104 644 22200 SH SOLE 22200
Constellation Energy Group STOCK 210371100 430 13500 SH SOLE 13500
Convergys Corporation STOCK 212485106 1244 32200 SH SOLE 32200
Cooper Industries, Inc. STOCK 216669101 298 8500 SH SOLE 8500
Cornerstone Properties Inc. STOCK 21922H103 523 30000 SH SOLE 30000
Corning Incorporated STOCK 219350105 5141 26500 SH SOLE 26500
Costco Wholesale Corporation STOCK 22160K105 2137 40660 SH SOLE 40660
Countrywide Credit Industries, STOCK 222372104 278 10200 SH SOLE 10200
Cousins Properties Inc. STOCK 222795106 272 7400 SH SOLE 7400
Credence Systems Corporation STOCK 225302108 200 1600 SH SOLE 1600
Crescent Real Estate Equities STOCK 225756105 488 27900 SH SOLE 27900
Crown Cork & Seal Company, Inc STOCK 228255105 178 11100 SH SOLE 11100
Cypress Semiconductor Corporat STOCK 232806109 370 7500 SH SOLE 7500
DTE Energy Company STOCK 233331107 554 19100 SH SOLE 19100
Dana Corporation STOCK 235811106 378 13400 SH SOLE 13400
Danaher Corporation STOCK 235851102 597 11700 SH SOLE 11700
Deere & Company STOCK 244199105 730 19200 SH SOLE 19200
Dell Computer Corporation STOCK 247025109 13530 250849 SH SOLE 250849
Delphi Automotive Systems Corp STOCK 247126105 851 53193 SH SOLE 53193
Delta Air Lines, Inc. STOCK 247361108 1670 31365 SH SOLE 31365
Developers Diversified Realty STOCK 251591103 191 13800 SH SOLE 13800
Dollar General Corporation STOCK 256669102 578 21500 SH SOLE 21500
Dominion Resources, Inc. STOCK 25746U109 1477 38417 SH SOLE 38417
Dover Corporation STOCK 260003108 790 16500 SH SOLE 16500
Dow Chemical Company (The) STOCK 260543103 4587 40237 SH SOLE 40237
Dow Jones & Company, Inc. STOCK 260561105 524 7300 SH SOLE 7300
Duke Energy Corporation STOCK 264399106 2205 42000 SH SOLE 42000
Duke-Weeks Realty Corporation STOCK 264411505 770 40240 SH SOLE 40240
Dun & Bradstreet Corporation ( STOCK 26483B106 418 14600 SH SOLE 14600
E. I. du Pont de Nemours and C STOCK 263534109 9684 183141 SH SOLE 183141
E. W. Scripps Company (The) STOCK 811054204 432 8900 SH SOLE 8900
EMC Corporation STOCK 268648102 12372 98975 SH SOLE 98975
Eastman Chemical Company STOCK 277432100 323 7100 SH SOLE 7100
Eastman Kodak Company STOCK 277461109 3147 57940 SH SOLE 57940
Eaton Corporation STOCK 278058102 468 6000 SH SOLE 6000
Ecolab Inc. STOCK 278865100 389 10600 SH SOLE 10600
Edison International STOCK 281020107 729 44000 SH SOLE 44000
El Paso Energy Corporation STOCK 283905107 751 18600 SH SOLE 18600
Electronic Data Systems Corpor STOCK 285661104 2943 45800 SH SOLE 45800
Eli Lilly and Company STOCK 532457108 6684 106100 SH SOLE 106100
Emerson Electric Co. STOCK 291011104 2078 39300 SH SOLE 39300
Enron Corp. STOCK 293561106 5219 69700 SH SOLE 69700
Entergy Corporation STOCK 29364G103 1011 50057 SH SOLE 50057
Equifax Inc. STOCK 294429105 323 12800 SH SOLE 12800
Equity Office Properties Trust STOCK 294741103 1467 58400 SH SOLE 58400
Equity Residential Properties STOCK 29476L107 1176 29255 SH SOLE 29255
Exxon Mobil Corporation STOCK 30231G102 46139 592948 SH SOLE 592948
FPL Group, Inc. STOCK 302571104 972 21100 SH SOLE 21100
Fannie Mae STOCK 313586109 5632 99800 SH SOLE 99800
FedEx Corp. STOCK 31428X106 1842 47228 SH SOLE 47228
Federated Department Stores, I STOCK 31410H101 1060 25400 SH SOLE 25400
Felcor Loding Trust Inc. STOCK 31430F101 271 15300 SH SOLE 15300
Fifth Third Bancorp STOCK 316773100 2863 45448 SH SOLE 45448
First Data Corporation STOCK 319963104 1677 37900 SH SOLE 37900
First Industrial Realty Trust STOCK 32054K103 240 8800 SH SOLE 8800
First Union Corporation STOCK 337358105 3583 96200 SH SOLE 96200
FirstEnergy Corp. STOCK 337932107 540 26200 SH SOLE 26200
Firstar Corporation STOCK 33763V109 2892 126091 SH SOLE 126091
FleetBoston Financial Corporat STOCK 339030108 3253 89119 SH SOLE 89119
Florida Progress Corporation STOCK 341109106 408 8900 SH SOLE 8900
Fluor Corporation STOCK 343861100 405 13057 SH SOLE 13057
Ford Motor Company STOCK 345370100 9905 215611 SH SOLE 215611
Fort James Corporation STOCK 347471104 387 17600 SH SOLE 17600
Fortune Brands, Inc. STOCK 349631101 333 13300 SH SOLE 13300
Franchise Finance Corp of Amer STOCK 351807102 302 13000 SH SOLE 13000
Franklin Resources, Inc. STOCK 354613101 685 20500 SH SOLE 20500
Freddie Mac STOCK 313400301 2987 67600 SH SOLE 67600
Freeport-McMoRan Copper & Gold STOCK 35671D857 179 14800 SH SOLE 14800
GPU, Inc. STOCK 36225X100 307 11200 SH SOLE 11200
GTE Corporation STOCK 362320103 6717 94600 SH SOLE 94600
Gannett Co., Inc. STOCK 364730101 1935 27500 SH SOLE 27500
Gap, Inc. (The) STOCK 364760108 4347 87265 SH SOLE 87265
Gateway, Inc. STOCK 367626108 1521 28700 SH SOLE 28700
General Dynamics Corporation STOCK 369550108 1466 29463 SH SOLE 29463
General Electric Company STOCK 369604103 89531 576923 SH SOLE 576923
General Growth Properties, Inc STOCK 370021107 365 12000 SH SOLE 12000
General Mills, Inc. STOCK 370334104 894 24700 SH SOLE 24700
General Motors Corporation STOCK 370442105 9703 117172 SH SOLE 117172
Genuine Parts Company STOCK 372460105 384 16100 SH SOLE 16100
Georgia-Pacific Group STOCK 373298108 554 14000 SH SOLE 14000
Gillette Company (The) STOCK 375766102 3935 104400 SH SOLE 104400
Global Crossing Ltd. STOCK G3921A100 3099 75702 SH SOLE 75702
Golden West Financial Corporat STOCK 381317106 455 14600 SH SOLE 14600
Goodyear Tire & Rubber Company STOCK 382550101 331 14200 SH SOLE 14200
Guidant Corporation STOCK 401698105 1637 27800 SH SOLE 27800
H&R Block, Inc. STOCK 093671105 354 7900 SH SOLE 7900
H.J. Heinz Company STOCK 423074103 1982 56831 SH SOLE 56831
HRPT Properties Trust STOCK 40426W101 265 30500 SH SOLE 30500
Halliburton Company STOCK 406216101 2986 72823 SH SOLE 72823
Harcourt General, Inc. STOCK 41163G101 238 6400 SH SOLE 6400
Harken Energy Corporation STOCK 412552101 11 10500 SH SOLE 10500
Harley-Davidson, Inc. STOCK 412822108 1087 13700 SH SOLE 13700
Harrah's Entertainment, Inc. STOCK 413619107 386 20773 SH SOLE 20773
Hartford Financial Services Gr STOCK 416515104 2404 45572 SH SOLE 45572
Hasbro, Inc. STOCK 418056107 289 17500 SH SOLE 17500
Health Care Property STOCK 421915109 302 11878 SH SOLE 11878
Healthsouth Corporation STOCK 421924101 69 12400 SH SOLE 12400
Hershey Foods Corporation STOCK 427866108 551 11300 SH SOLE 11300
Hewlett-Packard Company STOCK 428236103 23947 180645 SH SOLE 180645
Highwoods Properties Inc. STOCK 431284108 306 14400 SH SOLE 14400
Hilton Hotels Corporation STOCK 432848109 259 33400 SH SOLE 33400
Home Depot, Inc. (The) STOCK 437076102 25396 393735 SH SOLE 393735
Homestake Mining Company STOCK 437614100 261 43583 SH SOLE 43583
Honeywell International Inc. STOCK 438516106 5707 108309 SH SOLE 108309
Hospitality Properties Trust STOCK 44106M102 265 13100 SH SOLE 13100
Host Marriot Corp. STOCK 44107P104 470 53000 SH SOLE 53000
Household International, Inc. STOCK 441815107 1586 42500 SH SOLE 42500
Huntington Bancshares Incorpor STOCK 446150104 466 20809 SH SOLE 20809
IMS Health Incorporated STOCK 449934108 425 25100 SH SOLE 25100
ITT Industries, Inc. STOCK 450911102 245 7900 SH SOLE 7900
Illinois Tool Works Inc. STOCK 452308109 1503 27200 SH SOLE 27200
Inco Limited STOCK 453258402 300 16400 SH SOLE 16400
Ingersoll-Rand Company STOCK 456866102 589 13300 SH SOLE 13300
Integrated Device Technology, STOCK 458118106 246 6200 SH SOLE 6200
Intel Corporation STOCK 458140100 77249 585495 SH SOLE 585495
International Business Machine STOCK 459200101 37771 320096 SH SOLE 320096
International Flavors & Fragra STOCK 459506101 686 19574 SH SOLE 19574
International Paper Company STOCK 460146103 3007 70338 SH SOLE 70338
Interpublic Group of Companies STOCK 460690100 1290 27300 SH SOLE 27300
Iomega Corporation STOCK 462030107 73 19100 SH SOLE 19100
J. C. Penney Company, Inc. STOCK 708160106 350 23500 SH SOLE 23500
J.P. Morgan & Co. STOCK 616880100 2068 15700 SH SOLE 15700
Jefferson-Pilot Corporation STOCK 475070108 572 8600 SH SOLE 8600
Johnson & Johnson STOCK 478160104 17426 248717 SH SOLE 248717
Johnson Controls, Inc. STOCK 478366107 378 7000 SH SOLE 7000
KLA-Tencor Corporation STOCK 482480100 1511 17934 SH SOLE 17934
Kansas City Southern Industrie STOCK 485170104 782 9100 SH SOLE 9100
Kellogg Company STOCK 487836108 851 33200 SH SOLE 33200
Kerr-McGee Corporation STOCK 492386107 410 7100 SH SOLE 7100
KeyCorp STOCK 493267108 762 40104 SH SOLE 40104
Kimberly-Clark Corporation STOCK 494368103 2974 53100 SH SOLE 53100
Kimco Realty Corp. STOCK 49446R109 529 14100 SH SOLE 14100
Kmart Corporation STOCK 482584109 930 96020 SH SOLE 96020
Knight-Ridder, Inc. STOCK 499040103 346 6800 SH SOLE 6800
Kohl's Corporation STOCK 500255104 1620 15800 SH SOLE 15800
Kroger Co. (The) STOCK 501044101 2120 120700 SH SOLE 120700
LSI Industries Inc. STOCK 50216C108 383 19700 SH SOLE 19700
LSI Logic Corporation STOCK 502161102 1765 24300 SH SOLE 24300
Lam Research Corporation STOCK 512807108 365 8100 SH SOLE 8100
Lattice Semiconductor Corporat STOCK 518415104 223 3300 SH SOLE 3300
Leggett & Platt, Incorporated STOCK 524660107 346 16100 SH SOLE 16100
Lehman Brothers Holdings Inc. STOCK 524908100 951 9800 SH SOLE 9800
Lexmark International, Inc. STOCK 529771107 1311 12400 SH SOLE 12400
Liberty Property Trust STOCK 531172104 371 15500 SH SOLE 15500
Limited, Inc. (The) STOCK 532716107 1818 43160 SH SOLE 43160
Lincoln National Corporation STOCK 534187109 536 16000 SH SOLE 16000
Lockheed Martin Corporation STOCK 539830109 650 31800 SH SOLE 31800
Loews Corporation STOCK 540424108 430 8600 SH SOLE 8600
Lowe's Companies, Inc. STOCK 548661107 2172 37200 SH SOLE 37200
Lucent Technologies Inc. STOCK 549463107 32920 541899 SH SOLE 541899
MBIA Inc. STOCK 55262C100 422 8100 SH SOLE 8100
MBNA Corporation STOCK 55262L100 1851 72600 SH SOLE 72600
MGIC Investment Corporation STOCK 552848103 419 9600 SH SOLE 9600
Mack Cali Realty Corporation STOCK 554489104 344 13500 SH SOLE 13500
Macromedia, Inc. STOCK 556100105 307 3400 SH SOLE 3400
Mallinckrodt Inc. STOCK 561232109 361 12548 SH SOLE 12548
MarchFIRST, Inc. STOCK 566244109 321 9000 SH SOLE 9000
Marriott International, Inc. STOCK 571903202 643 20400 SH SOLE 20400
Marsh & McLennan Companies, In STOCK 571748102 2868 26000 SH SOLE 26000
Masco Corporation STOCK 574599106 746 36400 SH SOLE 36400
Mattel, Inc. STOCK 577081102 355 34000 SH SOLE 34000
May Department Stores Company STOCK 577778103 1516 53199 SH SOLE 53199
Maytag Corporation STOCK 578592107 252 7600 SH SOLE 7600
McDonald's Corporation STOCK 580135101 8875 236266 SH SOLE 236266
McGraw-Hill Companies, Inc. (T STOCK 580645109 869 19100 SH SOLE 19100
McKesson HBOC, Inc. STOCK 58155Q103 491 23400 SH SOLE 23400
Mead Corporation (The) STOCK 582834107 286 8200 SH SOLE 8200
MediaOne Group, Inc. STOCK 58440J104 4828 59600 SH SOLE 59600
Medtronic, Inc. STOCK 585055106 5982 116300 SH SOLE 116300
Mellon Financial Corporation STOCK 58551A108 1360 46100 SH SOLE 46100
Merck & Co., Inc. STOCK 589331107 25548 411233 SH SOLE 411233
Meridian Diagnostics, Inc. STOCK 589602101 136 15722 SH SOLE 15722
Meristar Hospitality Corp. STOCK 58984Y103 192 11000 SH SOLE 11000
Merrill Lynch & Co., Inc. STOCK 590188108 6586 62727 SH SOLE 62727
Micron Technology, Inc. STOCK 595112103 3100 24600 SH SOLE 24600
Microsoft Corporation STOCK 594918104 96365 906965 SH SOLE 906965
Milacron Inc. STOCK 598709103 256 17700 SH SOLE 17700
Minnesota Mining and Manufactu STOCK 604059105 6398 72241 SH SOLE 72241
Molex Incorporated STOCK 608554101 954 16240 SH SOLE 16240
Morgan Stanley Dean Witter & C STOCK 617446448 8858 108600 SH SOLE 108600
Motorola, Inc. STOCK 620076109 9886 69437 SH SOLE 69437
NCR Corporation STOCK 62886E108 321 8000 SH SOLE 8000
NIKE, Inc. STOCK 654106103 1078 27200 SH SOLE 27200
Nabisco Group Holdings Corp. STOCK 62952P102 354 29500 SH SOLE 29500
Nasdaq-100 Shares STOCK 631100104 82533 752864 SH SOLE 752864
National City Corporation STOCK 635405103 1238 60000 SH SOLE 60000
National Semiconductor Corpora STOCK 637640103 1902 31372 SH SOLE 31372
Nationwide Health Properties I STOCK 638620104 112 10700 SH SOLE 10700
Navistar International Corpora STOCK 63934E108 249 6200 SH SOLE 6200
Network Appliance, Inc. STOCK 64120L104 2459 29722 SH SOLE 29722
Network Solutions, Inc. STOCK 64121Q102 731 4753 SH SOLE 4753
New Century Energies, Inc. STOCK 64352U103 313 10400 SH SOLE 10400
New Plan Excel Realty Trust In STOCK 648053106 281 20460 SH SOLE 20460
New York Times Company (The) STOCK 650111107 605 14100 SH SOLE 14100
Newell Rubbermaid Inc. STOCK 651229106 573 23100 SH SOLE 23100
Newmont Mining Corporation STOCK 651639106 339 15100 SH SOLE 15100
Nextel Communications, Inc. STOCK 65332V103 5378 36279 SH SOLE 36279
Niagara Mohawk Holdings Inc. STOCK 653520106 230 17000 SH SOLE 17000
Nordstrom, Inc. STOCK 655664100 369 12500 SH SOLE 12500
Norfolk Southern Corporation STOCK 655844108 1065 74069 SH SOLE 74069
Nortel Networks Corporation STOCK 656568102 31640 251112 SH SOLE 251112
Northern States Power Company STOCK 665772109 278 14000 SH SOLE 14000
Northern Trust Corporation STOCK 665859104 1466 21700 SH SOLE 21700
Northrop Grumman Corporation STOCK 666807102 334 6300 SH SOLE 6300
Novell, Inc. STOCK 670006105 952 33271 SH SOLE 33271
Nucor Corporation STOCK 670346105 355 7100 SH SOLE 7100
Occidental Petroleum Corporati STOCK 674599105 1396 67273 SH SOLE 67273
Ocean Energy, Inc. STOCK 67481E106 164 11400 SH SOLE 11400
Office Depot, Inc. STOCK 676220106 345 29800 SH SOLE 29800
Old Kent Financial Corporation STOCK 679833103 307 9500 SH SOLE 9500
Omnicom Group Inc. STOCK 681919106 1504 16100 SH SOLE 16100
Oracle Corporation STOCK 68389X105 42870 549173 SH SOLE 549173
Owens-Illinois, Inc. STOCK 690768403 230 13600 SH SOLE 13600
PACCAR Inc STOCK 693718108 364 7271 SH SOLE 7271
PE Corp-PE Biosystems Group STOCK 69332S102 1795 18600 SH SOLE 18600
PECO Energy Company STOCK 693304107 896 24300 SH SOLE 24300
PG&E Corporation STOCK 69331C108 953 45400 SH SOLE 45400
PNC Financial Services Group, STOCK 693475105 1365 30300 SH SOLE 30300
PPG Industries, Inc. STOCK 693506107 738 14100 SH SOLE 14100
PPL Corporation STOCK 69351T106 272 13000 SH SOLE 13000
Paine Webber Group Inc. STOCK 695629105 510 11600 SH SOLE 11600
Parametric Technology Corporat STOCK 699173100 479 22730 SH SOLE 22730
Parker-Hannifin Corporation STOCK 701094104 372 9000 SH SOLE 9000
Paychex, Inc. STOCK 704326107 1281 24458 SH SOLE 24458
PeopleSoft, Inc. STOCK 712713106 453 22643 SH SOLE 22643
PepsiCo, Inc. STOCK 713448108 8708 251946 SH SOLE 251946
PerkinElmer, Inc. STOCK 714046109 279 4200 SH SOLE 4200
Pfizer Inc. STOCK 717081103 13777 376800 SH SOLE 376800
Pharmacia & Upjohn, Inc. STOCK 716941109 5278 89072 SH SOLE 89072
Pharmacia Corporation STOCK 71713U102 5625 109227 SH SOLE 109227
Phelps Dodge Corporation STOCK 717265102 314 6600 SH SOLE 6600
Philip Morris Companies Inc. STOCK 718154107 4937 233700 SH SOLE 233700
Phillips Petroleum Company STOCK 718507106 957 20700 SH SOLE 20700
Pinnacle West Capital Corporat STOCK 723484101 214 7600 SH SOLE 7600
Pitney Bowes Inc. STOCK 724479100 1157 25900 SH SOLE 25900
Placer Dome Inc. STOCK 725906101 239 29400 SH SOLE 29400
Pomeroy Computer Resources, In STOCK 731822102 368 20025 SH SOLE 20025
Post Properties Inc. STOCK 737464107 363 9000 SH SOLE 9000
Praxair, Inc. STOCK 74005P104 545 13100 SH SOLE 13100
Prime Retail Inc. STOCK 741570105 22 10077 SH SOLE 10077
Prison Realty Trust STOCK 74264N105 66 23000 SH SOLE 23000
Procter & Gamble Company (The) STOCK 742718109 14308 254357 SH SOLE 254357
Progressive Corporation (The) STOCK 743315103 456 6000 SH SOLE 6000
Prologis Trust STOCK 743410102 720 37390 SH SOLE 37390
Provident Financial Group, Inc STOCK 743866105 413 12125 SH SOLE 12125
Providian Financial Corporatio STOCK 74406A102 1195 13800 SH SOLE 13800
Public Service Enterprise Grou STOCK 744573106 821 27700 SH SOLE 27700
Public Storage Inc. STOCK 74460D109 662 31522 SH SOLE 31522
QUALCOMM Incorporated STOCK 747525103 10940 73272 SH SOLE 73272
Quaker Oats Company (The) STOCK 747402105 661 10900 SH SOLE 10900
Quintiles Transnational Corp. STOCK 748767100 183 10715 SH SOLE 10715
R. R. Donnelley & Sons Company STOCK 257867101 241 11500 SH SOLE 11500
Ralston Purina Company STOCK 751277302 1627 59451 SH SOLE 59451
Raytheon Company STOCK 755111408 1177 66312 SH SOLE 66312
Reckson Associates Realty Corp STOCK 75621K106 221 11800 SH SOLE 11800
Regions Financial Corporation STOCK 758940100 452 19800 SH SOLE 19800
Reliant Energy, Incorporated STOCK 75952J108 809 34500 SH SOLE 34500
Reynolds Metals Company STOCK 761763101 348 5200 SH SOLE 5200
Rockwell International Corpora STOCK 773903109 1521 36366 SH SOLE 36366
Rohm and Haas Company STOCK 775371107 799 17900 SH SOLE 17900
Rowan Companies, Inc. STOCK 779382100 253 8600 SH SOLE 8600
Royal Dutch Petroleum Company STOCK 780257804 12019 208800 SH SOLE 208800
SAFECO Corporation STOCK 786429100 313 11800 SH SOLE 11800
SBC Communications Inc. STOCK 78387G103 14046 334424 SH SOLE 334424
SLM Holding Corporation STOCK 78442A109 426 12800 SH SOLE 12800
SPYDERS STOCK 78462F103 8823 58601 SH SOLE 58601
SYSCO Corporation STOCK 871829107 1146 32100 SH SOLE 32100
Sabre Holdings Corporation STOCK 785905100 320 8672 SH SOLE 8672
Safeway Inc. STOCK 786514208 2086 46100 SH SOLE 46100
Sara Lee Corporation STOCK 803111103 2833 157368 SH SOLE 157368
Schering-Plough Corporation STOCK 806605101 5255 143000 SH SOLE 143000
Schlumberger Limited STOCK 806857108 7194 94038 SH SOLE 94038
Scientific-Atlanta, Inc. STOCK 808655104 799 12600 SH SOLE 12600
Scottish Power PLC STOCK 81013T705 222 7018 SH SOLE 7018
Seagate Technology, Inc. STOCK 811804103 1054 17500 SH SOLE 17500
Seagram Company Ltd. (The) STOCK 811850106 2511 42200 SH SOLE 42200
Sealed Air Corporation STOCK 81211K100 369 6800 SH SOLE 6800
Sears, Roebuck and Co. STOCK 812387108 2087 67582 SH SOLE 67582
Sempra Energy STOCK 816851109 362 21600 SH SOLE 21600
Sherwin-Williams Company (The) STOCK 824348106 329 15000 SH SOLE 15000
Sigma-Aldrich Corporation STOCK 826552101 250 9307 SH SOLE 9307
Simon Property Group, Inc. STOCK 828806109 962 40100 SH SOLE 40100
Solectron Corporation STOCK 834182107 2288 57100 SH SOLE 57100
SouthTrust Corporation STOCK 844730101 384 15100 SH SOLE 15100
Southern Company (The) STOCK 842587107 3077 141464 SH SOLE 141464
Southwest Airlines Co. STOCK 844741108 851 40900 SH SOLE 40900
Spieker Properties, Inc. STOCK 848497103 668 15000 SH SOLE 15000
Sprint Corp (PCS Group) STOCK 852061506 5480 83900 SH SOLE 83900
Sprint Corporation STOCK 852061100 5342 84800 SH SOLE 84800
St. Paul Companies, Inc. (The) STOCK 792860108 631 18500 SH SOLE 18500
Staples, Inc. STOCK 855030102 916 45817 SH SOLE 45817
State Street Corporation STOCK 857477103 1511 15600 SH SOLE 15600
Structural Dynamics Research C STOCK 863555108 417 30924 SH SOLE 30924
Summit Bancorp STOCK 866005101 415 15800 SH SOLE 15800
Sun Microsystems, Inc. STOCK 866810104 14463 154346 SH SOLE 154346
SunTrust Banks, Inc. STOCK 867914103 1675 29000 SH SOLE 29000
Supervalu, Inc. STOCK 868536103 241 12700 SH SOLE 12700
Symantec Corporation STOCK 871503108 301 4000 SH SOLE 4000
Synovus Financial Corp. STOCK 87161C105 427 22600 SH SOLE 22600
T. Rowe Price Associates, Inc. STOCK 741477103 379 9600 SH SOLE 9600
TJX Companies, Inc. (The) STOCK 872540109 561 25300 SH SOLE 25300
TRW Inc. STOCK 872649108 644 11000 SH SOLE 11000
Tandy Corporation STOCK 875382103 1931 38055 SH SOLE 38055
Target Corporation STOCK 87612E106 3199 42800 SH SOLE 42800
Taubman Centers Inc. STOCK 876664103 137 12300 SH SOLE 12300
Tektronix, Inc. STOCK 879131100 442 7892 SH SOLE 7892
Tellabs, Inc. STOCK 879664100 2321 36852 SH SOLE 36852
Temple-Inland Inc. STOCK 879868107 249 5000 SH SOLE 5000
Tenet Healthcare Corporation STOCK 88033G100 582 25300 SH SOLE 25300
Teradyne, Inc. STOCK 880770102 1374 16700 SH SOLE 16700
Texaco Inc. STOCK 881694103 2885 53800 SH SOLE 53800
Texas Instruments Incorporated STOCK 882508104 24115 150716 SH SOLE 150716
Texas Utilities Company STOCK 882848104 956 32200 SH SOLE 32200
Textron Inc. STOCK 883203101 737 12100 SH SOLE 12100
Thermo Electron Corporation STOCK 883556102 291 14300 SH SOLE 14300
Time Warner Inc. STOCK 887315109 12520 125200 SH SOLE 125200
Times Mirror Company (The) STOCK 887364107 511 5500 SH SOLE 5500
Torchmark Corporation STOCK 891027104 275 11900 SH SOLE 11900
Tosco Corporation STOCK 891490302 396 13000 SH SOLE 13000
Toys R Us, Inc. STOCK 892335100 701 47327 SH SOLE 47327
Transocean Sedco Forex Inc. STOCK G90078109 1400 27280 SH SOLE 27280
Tribune Company STOCK 896047107 713 19500 SH SOLE 19500
Tricon Global Restaurants, Inc STOCK 895953107 385 12400 SH SOLE 12400
Tyco International Ltd. STOCK 902124106 8199 164384 SH SOLE 164384
U S West, Inc. STOCK 91273H101 3566 49100 SH SOLE 49100
U.S. Bancorp STOCK 902973106 2868 131094 SH SOLE 131094
UST Inc. STOCK 902911106 242 15500 SH SOLE 15500
USX-Marathon Group STOCK 902905827 662 25400 SH SOLE 25400
Unicom Corporation STOCK 904911104 1891 51813 SH SOLE 51813
Unilever N.V. STOCK 904784709 2493 51800 SH SOLE 51800
Union Carbide Corporation STOCK 905581104 636 10900 SH SOLE 10900
Union Pacific Corporation STOCK 907818108 794 20300 SH SOLE 20300
Union Pacific Resources Group STOCK 907834105 331 22800 SH SOLE 22800
Union Planters Corporation STOCK 908068109 394 12800 SH SOLE 12800
Unisys Corporation STOCK 909214108 1326 51990 SH SOLE 51990
United Dominion Realty Trust I STOCK 910197102 239 23800 SH SOLE 23800
United Technologies Corporatio STOCK 913017109 5030 79604 SH SOLE 79604
UnitedHealth Group Incorporate STOCK 91324P102 823 13800 SH SOLE 13800
Unocal Corporation STOCK 915289102 592 19900 SH SOLE 19900
UnumProvident Corporation STOCK 91529Y106 335 19700 SH SOLE 19700
VF Corporation STOCK 918204108 257 10700 SH SOLE 10700
Viacom Inc. STOCK 925524308 3576 67800 SH SOLE 67800
Vornado Realty Trust SBI STOCK 929042109 667 19900 SH SOLE 19900
Vulcan Materials Company STOCK 929160109 376 8200 SH SOLE 8200
W.W. Grainger, Inc. STOCK 384802104 461 8500 SH SOLE 8500
Wachovia Corporation STOCK 929771103 1338 19800 SH SOLE 19800
Wal-Mart Stores, Inc. STOCK 931142103 42575 767117 SH SOLE 767117
Walgreen Co. STOCK 931422109 2516 97700 SH SOLE 97700
Walt Disney Company (The) STOCK 254687106 14767 356908 SH SOLE 356908
Warner-Lambert Company STOCK 934488107 8151 83600 SH SOLE 83600
Washington Mutual, Inc. STOCK 939322103 1489 56200 SH SOLE 56200
Waste Management, Inc. STOCK 94106L109 825 60300 SH SOLE 60300
Watson Pharmaceuticals, Inc. STOCK 942683103 345 8700 SH SOLE 8700
Weingarten Realty Investors STOCK 948741103 228 6200 SH SOLE 6200
WellPoint Health Networks Inc. STOCK 94973H108 363 5200 SH SOLE 5200
Wells Fargo & Company STOCK 949746101 11595 283238 SH SOLE 283238
Westvaco Corporation STOCK 961548104 304 9100 SH SOLE 9100
Weyerhaeuser Company STOCK 962166104 2336 40975 SH SOLE 40975
Whirlpool Corporation STOCK 963320106 363 6200 SH SOLE 6200
Willamette Industries, Inc. STOCK 969133107 365 9100 SH SOLE 9100
Williams Companies, Inc. (The) STOCK 969457100 3297 75036 SH SOLE 75036
Winn-Dixie Stores, Inc. STOCK 974280109 260 13400 SH SOLE 13400
Wm. Wrigley Jr. Company STOCK 982526105 722 9400 SH SOLE 9400
WorldCom, Inc. STOCK 98157D106 13911 307009 SH SOLE 307009
Xerox Corporation STOCK 984121103 2985 114815 SH SOLE 114815
Xilinx, Inc. STOCK 983919101 2495 30134 SH SOLE 30134
Yahoo! Inc. STOCK 984332106 8260 48199 SH SOLE 48199
Young & Rubicam Inc. STOCK 987425105 268 5700 SH SOLE 5700
GATEWAY FUND MTL FND 367829207 8196 335065 SH SOLE 335065
GATEWAY SMALL CAP INDEX FUND MTL FND 367829405 9385 655379 SH SOLE 655379
NATIONS GOVERNMENT INCOME TERM MTL FND 638584102 427 48400 SH SOLE 48400
TEMPLETON GLOBAL INCOME FUND MTL FND 880198106 584 97400 SH SOLE 97400
THE CINCINNATI FUND MTL FND 367829603 937 48422 SH SOLE 48422
</TABLE>
