UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000.
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: Caterpillar Investment Management Ltd.
Address: 411 Hamilton, Suite 1200,
Peoria, IL 61602-1104
13F File Number: 28-6134
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: David L. Bomberger
Title: President
Phone: 309-675-4999
Signature, Place, and Date of Signing:
/s/ David L. Bomberger Peoria, IL October 27, 2000
------------------------ ------------------ --------------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 13F HOLDINGS 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).)
[X] 13F COMBINATION 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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
13F File Number Name
28-00074 Jennison Associates LLC
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28-02924 Turner Investment Partners Inc.
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28-02900 Mellon Capital Management Corp.
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28-03042 Panagora Asset Management Inc.
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28-204 Oppenheimer Capital Corp.
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CATERPILLAR INVESTMENT MANAGEMENT LTD.
PERIOD END DATE: September 30, 2000
22-02194 S&P 500 Index
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT VOTING
TITLE OF CUSIP MARKET DISCRETION AUTHORITY
NAME OF ISSUER CLASS NUMBER VALUE SHARES SOLE SHARED MANAGERS SOLE SHARED
AGILENT TECHNOLOGIES I Common 00846U101 503,909.44 10,297 X X
ALCOA INC Common 013817101 577,226.25 22,804 X X
APPLE COMPUTER INC Common 037833100 226,600.00 8,800 X X
ALBERTSONS INC Common 013104104 241,332.00 11,492 X X
ABBOTT LABS Common 002824100 1,940,550.00 40,800 X X
BARRICK GOLD CORP Common 067901108 163,175.00 10,700 X X
ARMSTRONG HLDGS INC Common 042384107 13,131.25 1,100 X X
ALBERTO CULVER CO Common 013068101 43,218.75 1,500 X X
ADOBE SYS INC Common 00724F101 512,325.00 3,300 X X
A D C TELECOMMUNICATN Common 000886101 441,006.25 16,400 X X
ANALOG DEVICES INC Common 032654105 767,831.25 9,300 X X
ARCHER DANIELS MIDLAND Common 039483102 150,385.50 17,436 X X
ADAPTEC INC Common 00651F108 56,000.00 2,800 X X
AUTODESK INC Common 052769106 43,137.50 1,700 X X
AMEREN CORP Common 023608102 154,937.50 3,700 X X
AMERICAN ELEC PWR INC Common 025537101 343,517.50 8,780 X X
AES CORP Common 00130H105 767,200.00 11,200 X X
AETNA INC Common 008117103 234,166.06 4,033 X X
AFLAC INC Common 001055102 461,250.00 7,200 X X
ASSOCIATES FIRST CAP C Common 046008108 728,384.00 19,168 X X
AMERICAN GENERAL CORP Common 026351106 526,890.00 6,755 X X
ALLERGAN INC Common 018490102 303,975.00 3,600 X X
AMERADA HESS CORP Common 023551104 167,343.75 2,500 X X
AMERICAN HOME PRODS CO Common 026609107 1,951,406.25 34,500 X X
AMERICAN INTL GROUP IN Common 026874107 5,802,202.94 60,637 X X
ALCAN ALUMINIUM LTD NE Common 013716105 173,625.00 6,000 X X
ALLSTATE CORP Common 020002101 686,799.00 19,764 X X
ALTERA CORP Common 021441100 410,650.00 8,600 X X
AMERICAN GREETINGS COR Common 026375105 31,500.00 1,800 X X
APPLIED MATLS INC Common 038222105 1,221,837.50 20,600 X X
ADVANCED MICRO DEVICES Common 007903107 189,000.00 8,000 X X
AMGEN INC Common 031162100 1,885,359.37 27,000 X X
AMR CORP Common 001765106 130,750.00 4,000 X X
ANDREW CORP Common 034425108 57,272.06 2,187 X X
AON CORP Common 037389103 273,768.75 6,975 X X
AMERICA ONLINE INC DEL Common 02364J104 3,257,250.00 60,600 X X
APACHE CORP Common 037411105 183,287.50 3,100 X X
ANADARKO PETE CORP Common 032511107 438,037.86 6,591 X X
AMERICAN PWR CONVERSIO Common 029066107 47,968.75 2,500 X X
AIR PRODS & CHEMS INC Common 009158106 223,200.00 6,200 X X
ASHLAND INC Common 044204105 67,375.00 2,000 X X
AMSOUTH BANCORPORATION Common 032165102 133,125.00 10,650 X X
ALLTEL CORP Common 020039103 448,812.50 8,600 X X
ALLEGHENY TECHNOLOGIES Common 01741R102 46,943.75 2,590 X X
AUTOMATIC DATA PROCESS Common 053015103 1,103,437.50 16,500 X X
AVON PRODS INC Common 054303102 269,775.00 6,600 X X
AVERY DENNISON CORP Common 053611109 143,762.50 3,100 X X
ALLIED WASTE INDS INC Common 019589308 46,856.25 5,100 X X
AMERICAN EXPRESS CO Common 025816109 2,150,550.00 35,400 X X
ALZA CORP DEL Common 022615108 242,200.00 2,800 X X
AUTOZONE INC Common 053332102 88,481.25 3,900 X X
BOEING CO Common 097023105 1,469,160.00 23,320 X X
BANK OF AMERICA CORPOR Common 060505104 2,290,463.50 43,732 X X
BAXTER INTL INC Common 071813109 606,575.00 7,600 X X
BED BATH & BEYOND INC Common 075896100 185,368.75 7,600 X X
BB&T CORP Common 054937107 271,125.00 9,000 X X
BEST BUY INC Common 086516101 343,575.00 5,400 X X
BRUNSWICK CORP Common 117043109 45,625.00 2,500 X X
BOISE CASCADE CORP Common 097383103 42,500.00 1,600 X X
BARD C R INC Common 067383109 59,150.00 1,400 X X
BLACK & DECKER CORP Common 091797100 82,050.00 2,400 X X
BECTON DICKINSON & CO Common 075887109 179,775.00 6,800 X X
FRANKLIN RES INC Common 354613101 284,352.00 6,400 X X
BROWN FORMAN CORP Common 115637209 104,025.00 1,900 X X
BESTFOODS Common 08658U101 523,800.00 7,200 X X
BIOGEN INC Common 090597105 189,100.00 3,100 X X
BRIGGS & STRATTON CORP Common 109043109 22,687.50 600 X X
BAKER HUGHES INC Common 057224107 332,268.75 8,950 X X
BANK NEW YORK INC Common 064057102 1,093,218.75 19,500 X X
BALL CORP Common 058498106 25,350.00 800 X X
BELLSOUTH CORP Common 079860102 2,004,450.00 49,800 X X
BMC SOFTWARE INC Common 055921100 126,225.00 6,600 X X
BIOMET INC Common 090613100 162,750.00 4,650 X X
BEMIS INC Common 081437105 44,975.00 1,400 X X
BRISTOL MYERS SQUIBB C Common 110122108 2,964,787.50 51,900 X X
BURLINGTON NORTHN SANT Common 12189T104 244,518.75 11,340 X X
BAUSCH & LOMB INC Common 071707103 62,300.00 1,600 X X
BURLINGTON RES INC Common 122014103 217,193.75 5,900 X X
BROADCOM CORP Common 111320107 1,389,375.00 5,700 X X
BETHLEHEM STL CORP Common 087509105 10,800.00 3,600 X X
BEAR STEARNS COS INC Common 073902108 183,015.00 2,905 X X
BOSTON SCIENTIFIC CORP Common 101137107 185,743.75 11,300 X X
ANHEUSER BUSCH COS INC Common 035229103 1,015,500.00 24,000 X X
CITIGROUP INC Common 172967101 6,401,432.50 118,408 X X
COMPUTER ASSOC INTL IN Common 204912109 370,558.50 14,712 X X
CONAGRA FOODS INC. Common 205887102 268,837.50 13,400 X X
CARDINAL HEALTH INC Common 14149Y108 639,359.37 7,250 X X
CASH BALANCE Common CASHBAL 410,380.17 410,380 X X
CATERPILLAR INC DEL Common 149123101 310,500.00 9,200 X X
CHUBB CORP Common 171232101 363,975.00 4,600 X X
COOPER INDS INC Common 216669101 91,650.00 2,600 X X
CIRCUIT CITY STORE INC Common 172737108 126,500.00 5,500 X X
COCA COLA ENTERPRISES Common 191219104 184,875.00 11,600 X X
CROWN CORK & SEAL INC Common 228255105 35,268.75 3,300 X X
CARNIVAL CORP Common 143658102 391,537.50 15,900 X X
COUNTRYWIDE CR INDS IN Common 222372104 117,025.00 3,100 X X
CLEAR CHANNEL COMMUNIC Common 184502102 858,800.00 15,200 X X
CENDANT CORP Common 151313103 210,627.00 19,368 X X
CONSTELLATION ENERGY C Common 210371100 201,487.50 4,050 X X
CERIDIAN CORP Common 15677T106 109,443.75 3,900 X X
CHARTER ONE FINL INC Common 160903100 133,087.50 5,460 X X
COLUMBIA ENERGY GROUP Common 197648108 159,750.00 2,250 X X
COASTAL CORP Common 190441105 429,925.00 5,800 X X
CHEVRON CORPORATION Common 166751107 1,466,300.00 17,200 X X
CIGNA CORP Common 125509109 459,360.00 4,400 X X
CINERGY CORP Common 172474108 143,590.44 4,343 X X
CINCINNATI FINL CORP Common 172062101 159,750.00 4,500 X X
CIT GROUP INC Common 125577106 115,500.00 6,600 X X
COLGATE PALMOLIVE CO Common 194162103 717,440.00 15,200 X X
CLOROX CO DEL Common 189054109 253,200.00 6,400 X X
COMERICA INC Common 200340107 248,359.37 4,250 X X
CHASE MANHATTAN CORP N Common 16161A108 1,553,562.75 33,636 X X
COMCAST CORP Common 200300200 839,218.75 20,500 X X
CMS ENERGY CORP Common 125896100 86,200.00 3,200 X X
COMVERSE TECHNOLOGY IN Common 205862402 410,400.00 3,800 X X
CONSECO INC Common 208464107 67,664.25 8,874 X X
CONSOLIDATED STORES CO Common 210149100 40,500.00 3,000 X X
CONEXANT SYSTEMS INC Common 207142100 175,875.00 4,200 X X
CONOCO INC Common 208251405 458,637.87 17,026 X X
CAPITAL ONE FINL CORP Common 14040H105 378,337.50 5,400 X X
COSTCO WHSL CORP NEW Common 22160K105 419,250.00 12,000 X X
CAMPBELL SOUP CO Common 134429109 302,737.50 11,700 X X
C P & L ENERGY INC. Common 12614C106 179,256.25 4,300 X X
COMPAQ COMPUTER CORP Common 204493100 1,233,267.28 44,716 X X
COMPUWARE CORP Common 205638109 81,237.50 9,700 X X
CRANE CO Common 224399105 41,175.00 1,800 X X
CABLETRON SYS INC Common 126920107 143,937.50 4,900 X X
COMPUTER SCIENCES CORP Common 205363104 334,125.00 4,500 X X
CISCO SYS INC Common 17275R102 10,116,275.00 183,100 X X
CSX CORP Common 126408103 128,693.75 5,900 X X
COOPER TIRE & RUBR CO Common 216831107 21,131.25 2,100 X X
CENTURYTEL INC Common 156700106 103,550.00 3,800 X X
CENTEX CORP Common 152312104 51,400.00 1,600 X X
CITRIX SYS INC Common 177376100 96,300.00 4,800 X X
CUMMINS ENGINE INC Common 231021106 32,931.25 1,100 X X
CONVERGYS CORP Common 212485106 151,612.50 3,900 X X
CVS CORP Common 126650100 477,018.75 10,300 X X
DOMINION RES INC VA Common 25746U109 370,264.56 6,377 X X
DELTA AIR LINES INC DE Common 247361108 142,000.00 3,200 X X
DANA CORP Common 235811106 96,449.00 4,486 X X
DU PONT E I DE NEMOURS Common 263534109 1,142,390.44 27,569 X X
DILLARDS INC Common 254067101 30,812.50 2,900 X X
DEERE & CO Common 244199105 212,800.00 6,400 X X
DELL COMPUTER CORP Common 247025109 2,101,412.50 68,200 X X
DOLLAR GEN CORP Common 256669102 150,867.25 9,007 X X
DANAHER CORP DEL Common 235851102 194,025.00 3,900 X X
DISNEY WALT CO Common 254687106 2,092,275.00 54,700 X X
DOW JONES & CO INC Common 260561105 145,200.00 2,400 X X
DELUXE CORP Common 248019101 40,625.00 2,000 X X
DONNELLEY R R & SONS Common 257867101 83,512.50 3,400 X X
DOVER CORP Common 260003108 258,156.25 5,500 X X
DOW CHEM CO Common 260543103 448,875.00 18,000 X X
DELPHI AUTOMOTIVE SYS Common 247126105 233,227.50 15,420 X X
DARDEN RESTAURANTS INC Common 237194105 74,925.00 3,600 X X
DTE ENERGY CO Common 233331107 153,000.00 4,000 X X
DUKE ENERGY CORP Common 264399106 830,917.50 9,690 X X
DEVON ENERGY CORP NEW Common 25179M103 198,495.00 3,300 X X
DYNEGY INC NEW Common 26816Q101 188,100.00 3,300 X X
ENGELHARD CORP Common 292845104 55,038.75 3,387 X X
ECOLAB INC Common 278865100 126,218.75 3,500 X X
CONSOLIDATED EDISON IN Common 209115104 204,750.00 6,000 X X
ELECTRONIC DATA SYS NE Common 285661104 510,450.00 12,300 X X
EASTERN ENTERPRISES Common 27637F100 44,668.75 700 X X
EQUIFAX INC Common 294429105 102,362.50 3,800 X X
EDISON INTL Common 281020107 168,018.75 8,700 X X
EASTMAN KODAK CO Common 277461109 335,175.00 8,200 X X
E M C CORP MASS Common 268648102 5,656,270.75 57,062 X X
EASTMAN CHEM CO Common 277432100 80,339.06 2,175 X X
EMERSON ELEC CO Common 291011104 757,100.00 11,300 X X
ENRON CORP Common 293561106 1,691,162.50 19,300 X X
EL PASO ENERGY CORP DE Common 283905107 382,075.00 6,200 X X
EATON CORP Common 278058102 123,250.00 2,000 X X
ENTERGY CORP NEW Common 29364G103 227,225.00 6,100 X X
EXELON CORP. Common 30161N101 272,531.25 4,500 X X
FORD MTR CO DEL Common 345370860 1,250,259.05 49,393 X X
FLEETBOSTON FINL CORP Common 339030108 924,768.00 23,712 X X
FREEPORT-MCMORAN COPPE Common 35671D857 38,775.00 4,400 X X
FEDERATED DEPT STORES Common 31410H101 148,912.50 5,700 X X
FIRST DATA CORP Common 319963104 425,781.25 10,900 X X
FEDEX CORP Common 31428X106 339,644.40 7,660 X X
FIRSTENERGY CORP Common 337932107 169,706.25 6,300 X X
FIFTH THIRD BANCORP Common 316773100 682,865.62 12,675 X X
FORT JAMES CORP Common 347471104 180,318.75 5,900 X X
FLUOR CORP Common 343861100 63,000.00 2,100 X X
F M C CORP Common 302491303 53,650.00 800 X X
FEDERAL NATL MTG ASSN Common 313586109 1,894,750.00 26,500 X X
FORTUNE BRANDS INC Common 349631101 119,250.00 4,500 X X
SPRINT CORP Common 852061100 677,118.75 23,100 X X
FLORIDA PROGRESS CORP Common 341109106 142,931.25 2,700 X X
FPL GROUP INC Common 302571104 322,175.00 4,900 X X
FEDERAL HOME LN MTG CO Common 313400301 989,343.75 18,300 X X
FIRSTAR CORP NEW WIS Common 33763V109 573,202.75 25,618 X X
FIRST UN CORP Common 337358105 833,849.37 25,906 X X
GILLETTE CO Common 375766102 852,150.00 27,600 X X
NICOR INC Common 654086107 47,043.75 1,300 X X
GLOBAL CROSSING LTD Common G3921A10 639,685.00 20,635 X X
GANNETT INC Common 364730101 371,000.00 7,000 X X
GENERAL DYNAMICS CORP Common 369550108 345,468.75 5,500 X X
GUIDANT CORP Common 401698105 569,741.25 8,060 X X
GOLDEN WEST FINL CORP Common 381317106 235,950.00 4,400 X X
GENERAL ELEC CO Common 369604103 14,958,368.75 259,300 X X
GENERAL MLS INC Common 370334104 273,350.00 7,700 X X
GREAT LAKES CHEM CORP Common 390568103 46,900.00 1,600 X X
CORNING INC Common 219350105 2,257,200.00 7,600 X X
GENERAL MTRS CORP Common 370442105 929,500.00 14,300 X X
GEORGIA PAC CORP Common 373298108 110,450.00 4,700 X X
GENUINE PARTS CO Common 372460105 92,929.69 4,875 X X
GAP INC DEL Common 364760108 451,806.25 22,450 X X
GPU INC Common 36225X100 110,287.50 3,400 X X
GOODRICH B F CO Common 382388106 117,562.50 3,000 X X
GRACE W R & CO DEL NEW Common 38388F108 13,750.00 2,000 X X
GOODYEAR TIRE & RUBR Common 382550101 77,400.00 4,300 X X
GATEWAY INC Common 367626108 402,050.00 8,600 X X
GRAINGER W W INC Common 384802104 65,781.25 2,500 X X
HARCOURT GEN INC Common 41163G101 115,345.00 1,955 X X
HALLIBURTON CO Common 406216101 572,568.75 11,700 X X
HASBRO INC Common 418056107 59,898.19 5,237 X X
HUNTINGTON BANCSHARES Common 446150104 100,712.19 6,857 X X
HCA-HEALTHCARE CO Common 404119109 545,886.00 14,704 X X
MANOR CARE INC NEW Common 564055101 44,709.37 2,850 X X
HOME DEPOT INC Common 437076102 3,231,347.06 60,897 X X
HARLEY DAVIDSON INC Common 412822108 392,575.00 8,200 X X
HARRAHS ENTMT INC Common 413619107 97,625.00 3,550 X X
HOUSEHOLD INTL INC Common 441815107 724,743.37 12,799 X X
HARTFORD FINL SVCS GRO Common 416515104 415,743.75 5,700 X X
HILTON HOTELS CORP Common 432848109 115,625.00 10,000 X X
HOMESTAKE MNG CO Common 437614100 36,831.25 7,100 X X
HEINZ H J CO Common 423074103 342,828.12 9,250 X X
HONEYWELL INTL INC Common 438516106 749,443.12 21,037 X X
HERCULES INC Common 427056106 40,962.50 2,900 X X
BLOCK H & R INC Common 093671105 100,068.75 2,700 X X
HEALTHSOUTH CORP Common 421924101 85,312.50 10,500 X X
HERSHEY FOODS CORP Common 427866108 205,675.00 3,800 X X
HUMANA INC Common 444859102 49,450.00 4,600 X X
HEWLETT PACKARD CO Common 428236103 2,551,100.00 26,300 X X
INTERNATIONAL BUSINESS Common 459200101 5,256,000.00 46,720 X X
INTERNATIONAL FLAVORS& Common 459506101 52,925.00 2,900 X X
INTEL CORP Common 458140100 7,327,468.75 176,300 X X
INTL PAPER CO Common 460146103 376,035.75 13,108 X X
INTERPUBLIC GROUP COS Common 460690100 258,875.00 7,600 X X
INGERSOLL-RAND CO Common 456866102 152,437.50 4,500 X X
ITT INDS INC IND Common 450911102 77,850.00 2,400 X X
ILLINOIS TOOL WKS INC Common 452308109 458,175.00 8,200 X X
JOHNSON CTLS INC Common 478366107 122,331.25 2,300 X X
PENNEY J C INC Common 708160106 83,868.75 7,100 X X
JDS UNIPHASE CORP Common 46612J101 2,310,375.00 24,400 X X
JOHNSON & JOHNSON Common 478160104 3,438,112.50 36,600 X X
JEFFERSON PILOT CORP Common 475070108 193,443.75 2,850 X X
MORGAN J P & CO INC Common 616880100 702,512.50 4,300 X X
NORDSTROM INC Common 655664100 59,137.50 3,800 X X
KELLOGG CO Common 487836108 266,062.50 11,000 X X
KAUFMAN & BROAD HOME C Common 486168107 35,018.75 1,300 X X
KEYCORP NEW Common 493267108 308,812.50 12,200 X X
KLA-TENCOR CORP Common 482480100 197,700.00 4,800 X X
K MART CORP Common 482584109 80,400.00 13,400 X X
KIMBERLY CLARK CORP Common 494368103 826,471.50 14,808 X X
KERR MCGEE CORP Common 492386107 154,561.25 2,333 X X
COCA COLA CO Common 191216100 3,588,637.50 65,100 X X
KROGER CO Common 501044101 509,912.50 22,600 X X
MBNA CORP Common 55262L100 812,619.50 21,107 X X
KNIGHT RIDDER INC Common 499040103 116,868.75 2,300 X X
KEYSPAN CORP Common 49337W100 140,437.50 3,500 X X
KOHLS CORP Common 500255104 507,650.00 8,800 X X
LONGS DRUG STORES CORP Common 543162101 21,037.50 1,100 X X
LEGGETT & PLATT INC Common 524660107 83,806.25 5,300 X X
LEHMAN BROS HLDGS INC Common 524908100 487,575.00 3,300 X X
LIZ CLAIBORNE INC Common 539320101 61,600.00 1,600 X X
LINEAR TECHNOLOGY CORP Common 535678106 453,250.00 7,000 X X
LILLY ELI & CO Common 532457108 2,409,412.50 29,700 X X
LOCKHEED MARTIN CORP Common 539830109 354,188.16 10,746 X X
LINCOLN NATL CORP IND Common 534187109 240,625.00 5,000 X X
LOWES COS INC Common 548661107 466,700.00 10,400 X X
LOUISIANA PAC CORP Common 546347105 26,643.75 2,900 X X
LSI LOGIC CORP Common 502161102 239,850.00 8,200 X X
LIMITED INC Common 532716107 255,925.00 11,600 X X
LOEWS CORP Common 540424108 216,775.00 2,600 X X
LUCENT TECHNOLOGIES IN Common 549463107 2,607,286.87 85,310 X X
SOUTHWEST AIRLS CO Common 844741108 332,225.00 13,700 X X
LEXMARK INTL NEW Common 529771107 131,250.00 3,500 X X
MARRIOTT INTL INC NEW Common 571903202 229,556.25 6,300 X X
MASCO CORP Common 574599106 227,225.00 12,200 X X
MATTEL INC Common 577081102 127,604.62 11,406 X X
MAY DEPT STORES CO Common 577778103 186,550.00 9,100 X X
MBIA INC Common 55262C100 196,305.00 2,760 X X
MCDONALDS CORP Common 580135101 1,062,600.00 35,200 X X
MCKESSON HBOC INC Common 58155Q103 233,619.75 7,644 X X
MOODYS CORP Common 615369105 151,525.00 4,400 X X
MEREDITH CORP Common 589433101 41,300.00 1,400 X X
MCDERMOTT INTL INC Common 580037109 17,600.00 1,600 X X
MEDTRONIC INC Common 585055106 1,632,093.75 31,500 X X
MEAD CORP Common 582834107 65,450.00 2,800 X X
MEDIMMUNE INC Common 584699102 432,600.00 5,600 X X
MELLON FINL CORP Common 58551A108 598,237.50 12,900 X X
MERRILL LYNCH & CO INC Common 590188108 1,333,200.00 20,200 X X
MERCURY INTERACTIVE CO Common 589405109 313,500.00 2,000 X X
MCGRAW HILL COS INC Common 580645109 336,881.25 5,300 X X
MILLIPORE CORP Common 601073109 58,125.00 1,200 X X
MALLINCKRODT INC NEW Common 561232109 86,687.50 1,900 X X
MARSH & MCLENNAN COS I Common 571748102 942,525.00 7,100 X X
MINNESOTA MNG & MFG CO Common 604059105 947,700.00 10,400 X X
PHILIP MORRIS COS INC Common 718154107 1,775,081.25 60,300 X X
MOLEX INC Common 608554101 292,601.56 5,375 X X
MOTOROLA INC Common 620076109 1,601,944.50 56,706 X X
MERCK & CO INC Common 589331107 4,506,446.25 60,540 X X
USX MARATHON GROUP Common 902905827 241,187.50 8,500 X X
MICROSOFT CORP Common 594918104 8,353,281.25 138,500 X X
MGIC INVT CORP WIS Common 552848103 177,262.50 2,900 X X
MICRON TECHNOLOGY INC Common 595112103 671,600.00 14,600 X X
MORGAN STANLEY DEAN WI Common 617446448 2,723,740.25 29,788 X X
MAXIM INTEGRATED PRODS Common 57772K101 498,712.50 6,200 X X
MAYTAG CORP Common 578592107 71,443.75 2,300 X X
INCO LTD Common 453258402 83,850.00 5,200 X X
NAVISTAR INTL CORP NEW Common 63934E108 52,091.25 1,740 X X
NATIONAL CITY CORP Common 635405103 354,000.00 16,000 X X
NCR CORP NEW Common 62886E108 98,312.50 2,600 X X
NEWMONT MINING CORP Common 651639106 77,673.00 4,569 X X
NABISCO GROUP HLDG COR Common 62952P102 253,650.00 8,900 X X
NIKE INC Common 654106103 288,450.00 7,200 X X
NIAGARA MOHAWK HLDGS I Common 653520106 80,325.00 5,100 X X
NORTHROP GRUMMAN CORP Common 666807102 172,662.50 1,900 X X
NOVELL INC Common 670006105 90,431.25 9,100 X X
NORFOLK SOUTHERN CORP Common 655844108 152,100.00 10,400 X X
NATIONAL SVC INDS INC Common 637657107 21,518.75 1,100 X X
NATIONAL SEMICONDUCTOR Common 637640103 189,175.00 4,700 X X
NORTEL NETWORKS CORP N Common 656568102 4,656,596.25 78,180 X X
NETWORK APPLIANCE INC Common 64120L104 1,019,000.00 8,000 X X
NORTHERN TR CORP Common 665859104 524,362.50 5,900 X X
NUCOR CORP Common 670346105 72,300.00 2,400 X X
NOVELLUS SYS INC Common 670008101 153,656.25 3,300 X X
NEWELL RUBBERMAID INC Common 651229106 174,447.19 7,647 X X
NEXTEL COMMUNICATIONS Common 65332V103 925,650.00 19,800 X X
NEW YORK TIMES CO Common 650111107 184,768.75 4,700 X X
QUAKER OATS CO Common 747402105 284,850.00 3,600 X X
OFFICE DEPOT INC Common 676220106 70,312.50 9,000 X X
OWENS ILL INC Common 690768403 37,925.00 4,100 X X
OLD KENT FINL CORP Common 679833103 97,230.00 3,360 X X
ONEOK INC NEW Common 682680103 35,775.00 900 X X
OMNICOM GROUP INC Common 681919106 350,100.00 4,800 X X
BANK ONE CORP Common 06423A103 1,168,792.50 30,260 X X
ORACLE CORP Common 68389X105 5,883,412.50 74,710 X X
OCCIDENTAL PETE CORP Common 674599105 218,125.00 10,000 X X
PHILLIPS PETE CO Common 718507106 432,975.00 6,900 X X
PALM INC Common 696642107 734,137.25 13,868 X X
PAYCHEX INC Common 704326107 527,625.00 10,050 X X
PITNEY BOWES INC Common 724479100 283,950.00 7,200 X X
PACCAR INC Common 693718108 78,943.12 2,130 X X
PG&E CORP Common 69331C108 253,968.75 10,500 X X
POTLATCH CORP Common 737628107 25,300.00 800 X X
SPRINT CORP Common 852061506 820,462.50 23,400 X X
PHELPS DODGE CORP Common 717265102 91,850.00 2,200 X X
PLACER DOME INC Common 725906101 83,993.75 8,900 X X
PE CORP Common 69332S102 652,400.00 5,600 X X
PUBLIC SVC ENTERPRISE Common 744573106 268,125.00 6,000 X X
PEPSICO INC Common 713448108 1,757,200.00 38,200 X X
PFIZER INC Common 717081103 7,448,390.62 165,750 X X
PROCTER & GAMBLE CO Common 742718109 2,318,200.00 34,600 X X
PEOPLES ENERGY CORP Common 711030106 33,375.00 1,000 X X
PROGRESSIVE CORP OHIO Common 743315103 163,750.00 2,000 X X
PARKER HANNIFIN CORP Common 701094104 102,937.50 3,050 X X
PHARMACIA CORP Common 71713U102 2,009,299.50 33,384 X X
PULTE CORP Common 745867101 39,600.00 1,200 X X
PERKINELMER INC Common 714046109 135,687.50 1,300 X X
PALL CORP Common 696429307 67,787.50 3,400 X X
PARAMETRIC TECHNOLOGY Common 699173100 79,843.75 7,300 X X
PNC FINL SVCS GROUP IN Common 693475105 500,500.00 7,700 X X
PINNACLE WEST CAP CORP Common 723484101 117,012.50 2,300 X X
PPG INDS INC Common 693506107 186,531.25 4,700 X X
PPL CORP Common 69351T106 164,870.75 3,949 X X
POLAROID CORP Common 731095105 16,125.00 1,200 X X
PEOPLESOFT INC Common 712713106 203,943.75 7,300 X X
PACTIV CORP Common 695257105 52,581.25 4,700 X X
PROVIDIAN FINL CORP Common 74406A102 495,300.00 3,900 X X
PAINE WEBBER GROUP INC Common 695629105 265,687.50 3,900 X X
PRAXAIR INC Common 74005P104 160,712.50 4,300 X X
QWEST COMMUNICATIONS I Common 749121109 2,076,636.44 43,207 X X
QUALCOMM INC Common 747525103 1,282,500.00 18,000 X X
QUINTILES TRANSNATIONA Common 748767100 49,406.25 3,100 X X
RYDER SYS INC Common 783549108 31,343.75 1,700 X X
RALSTON PURINA CO Common 751277302 208,450.00 8,800 X X
REEBOK INTL LTD Common 758110100 28,218.75 1,500 X X
ROYAL DUTCH PETE CO Common 780257804 3,380,475.00 56,400 X X
ROWAN COS INC Common 779382100 66,700.00 2,300 X X
RELIANT ENERGY INC Common 75952J108 373,302.00 8,028 X X
REGIONS FINL CORP Common 758940100 136,125.00 6,000 X X
TRANSOCEAN SEDCO FOREX Common G9007810 328,534.50 5,604 X X
COORS ADOLPH CO Common 217016104 63,187.50 1,000 X X
RUSSELL CORP Common 782352108 14,287.50 900 X X
ROHM & HAAS CO Common 775371107 172,863.75 5,948 X X
ROCKWELL INTL CORP NEW Common 773903109 157,300.00 5,200 X X
RADIOSHACK CORP Common 750438103 316,662.50 4,900 X X
RAYTHEON CO Common 755111408 261,625.00 9,200 X X
IMS HEALTH INC Common 449934108 174,300.00 8,400 X X
SEARS ROEBUCK & CO Common 812387108 301,506.00 9,300 X X
SAFECO CORP Common 786429100 95,375.00 3,500 X X
SANMINA CORP Common 800907107 374,500.00 4,000 X X
SAPIENT CORP Common 803062108 122,062.50 3,000 X X
SBC COMMUNICATIONS INC Common 78387G103 4,475,300.00 89,506 X X
STARBUCKS CORP Common 855244109 184,287.50 4,600 X X
SCHWAB CHARLES CORP NE Common 808513105 1,190,883.00 33,546 X X
SIEBEL SYS INC Common 826170102 1,157,650.00 10,400 X X
SEALED AIR CORP NEW Common 81211K100 103,441.50 2,286 X X
SEAGATE TECHNOLOGY Common 811804103 393,300.00 5,700 X X
SCIENTIFIC ATLANTA INC Common 808655104 267,225.00 4,200 X X
SCHERING PLOUGH CORP Common 806605101 1,804,200.00 38,800 X X
SHERWIN WILLIAMS CO Common 824348106 96,187.50 4,500 X X
SIGMA ALDRICH CORP Common 826552101 89,100.00 2,700 X X
SCHLUMBERGER LTD Common 806857108 1,234,687.50 15,000 X X
SARA LEE CORP Common 803111103 465,156.25 22,900 X X
USA ED INC Common 90390U102 207,206.25 4,300 X X
SOLECTRON CORP Common 834182107 738,000.00 16,000 X X
SPRINGS INDS INC Common 851783100 14,093.75 500 X X
SNAP ON INC Common 833034101 37,700.00 1,600 X X
SYNOVUS FINL CORP Common 87161C105 161,025.00 7,600 X X
SOUTHERN CO Common 842587107 554,681.25 17,100 X X
SOUTHTRUST CORP Common 844730101 144,612.50 4,600 X X
ST PAUL COS INC Common 792860108 273,585.75 5,548 X X
STAPLES INC Common 855030102 178,762.50 12,600 X X
SEMPRA ENERGY Common 816851109 111,513.37 5,358 X X
SUNTRUST BKS INC Common 867914103 398,500.00 8,000 X X
ST JUDE MED INC Common 790849103 114,750.00 2,250 X X
STATE STR CORP Common 857477103 546,000.00 4,200 X X
SUMMIT BANCORP Common 866005101 165,600.00 4,800 X X
SUNOCO INC Common 86764P109 67,343.75 2,500 X X
SUN MICROSYSTEMS INC Common 866810104 4,868,475.00 41,700 X X
STILWELL FINL INC Common 860831106 261,000.00 6,000 X X
SUPERVALU INC Common 868536103 57,237.50 3,800 X X
STANLEY WKS Common 854616109 55,350.00 2,400 X X
SAFEWAY INC Common 786514208 611,606.25 13,100 X X
SYSCO CORP Common 871829107 416,812.50 9,000 X X
AT&T CORP Common 001957109 2,900,722.50 98,748 X X
TEKTRONIX INC Common 879131100 99,856.25 1,300 X X
TERADYNE INC Common 880770102 164,500.00 4,700 X X
TARGET CORP Common 87612E106 615,000.00 24,000 X X
TENET HEALTHCARE CORP Common 88033G100 309,187.50 8,500 X X
TIFFANY & CO NEW Common 886547108 138,825.00 3,600 X X
TEMPLE INLAND INC Common 879868107 56,812.50 1,500 X X
TJX COS INC NEW Common 872540109 189,000.00 8,400 X X
TIMKEN CO Common 887389104 23,268.75 1,700 X X
TELLABS INC Common 879664100 525,250.00 11,000 X X
TORCHMARK CORP Common 891027104 100,125.00 3,600 X X
THERMO ELECTRON CORP Common 883556102 111,800.00 4,300 X X
THOMAS & BETTS CORP Common 884315102 27,900.00 1,600 X X
TOSCO CORP Common 891490302 121,631.25 3,900 X X
TOYS R US INC Common 892335100 108,875.00 6,700 X X
TRIBUNE CO NEW Common 896047107 283,562.50 6,500 X X
PRICE T ROWE & ASSOCIA Common 741477103 154,893.75 3,300 X X
TRW INC Common 872649108 134,062.50 3,300 X X
SABRE HLDGS CORP Common 785905100 83,629.37 2,890 X X
TUPPERWARE CORP Common 899896104 28,800.00 1,600 X X
TIME WARNER INC Common 887315109 2,705,885.00 34,580 X X
TEXACO INC Common 881694103 766,500.00 14,600 X X
TEXAS INSTRS INC Common 882508104 2,076,250.00 44,000 X X
TEXTRON INC Common 883203101 189,112.50 4,100 X X
TXU CORP Common 873168108 277,573.12 7,005 X X
TYCO INTL LTD NEW Common 902124106 2,316,426.25 44,654 X X
US AIRWAYS GROUP INC Common 911905107 57,831.25 1,900 X X
UNOCAL CORP Common 915289102 233,887.50 6,600 X X
UNICOM CORP Common 904911104 264,081.25 4,700 X X
UNISYS CORP Common 909214108 94,500.00 8,400 X X
UNION CARBIDE CORP Common 905581104 135,900.00 3,600 X X
UNILEVER N V Common 904784709 728,189.00 15,092 X X
UNITEDHEALTH GROUP INC Common 91324P102 424,625.00 4,300 X X
UNUMPROVIDENT CORP Common 91529Y106 179,141.50 6,574 X X
UNION PAC CORP Common 907818108 264,350.00 6,800 X X
UNION PLANTERS CORP Common 908068109 125,637.50 3,800 X X
US BANCORP DEL Common 902973106 451,633.00 19,852 X X
UST INC Common 902911106 107,512.50 4,700 X X
UNITED TECHNOLOGIES CO Common 913017109 858,700.00 12,400 X X
VISTEON CORP Common 92839U107 65,143.37 4,307 X X
V F CORP Common 918204108 79,000.00 3,200 X X
VIACOM INC Common 925524308 2,348,658.00 40,148 X X
VULCAN MATLS CO Common 929160109 108,506.25 2,700 X X
SEAGRAM LTD Common 811850106 677,762.50 11,800 X X
VERITAS SOFTWARE CO Common 923436109 1,476,800.00 10,400 X X
VERIZON COMMUNICATIONS Common 92343V104 3,468,125.00 71,600 X X
WESTVACO CORP Common 961548104 73,390.62 2,750 X X
WALGREEN CO Common 931422109 1,009,137.50 26,600 X X
WACHOVIA CORP Common 929771103 311,781.25 5,500 X X
WORLDCOM INC GA NEW Common 98157D106 2,303,883.00 75,848 X X
WENDYS INTL INC Common 950590109 66,206.25 3,300 X X
WELLS FARGO & CO NEW Common 949746101 1,950,506.25 42,460 X X
WHIRLPOOL CORP Common 963320106 77,750.00 2,000 X X
WINN DIXIE STORES INC Common 974280109 57,500.00 4,000 X X
WILLAMETTE INDS INC Common 969133107 84,000.00 3,000 X X
WELLPOINT HEALTH NETWO Common 94973H108 163,200.00 1,700 X X
WASHINGTON MUT INC Common 939322103 574,096.25 14,420 X X
WILLIAMS COS INC DEL Common 969457100 498,550.00 11,800 X X
WASTE MGMT INC DEL Common 94106L109 293,856.75 16,852 X X
WAL MART STORES INC Common 931142103 5,659,500.00 117,600 X X
WORTHINGTON INDS INC Common 981811102 22,968.75 2,450 X X
WATSON PHARMACEUTICALS Common 942683103 168,675.00 2,600 X X
WRIGLEY WM JR CO Common 982526105 239,600.00 3,200 X X
WEYERHAEUSER CO Common 962166104 258,400.00 6,400 X X
USX-U S STL Common 90337T101 36,450.00 2,400 X X
XCEL ENERGY INC Common 98389B100 247,637.50 9,005 X X
XILINX INC Common 983919101 744,937.50 8,700 X X
EXXON MOBIL CORP Common 30231G102 8,164,830.37 91,611 X X
XEROX CORP Common 984121103 272,631.25 18,100 X X
YAHOO INC Common 984332106 1,283,100.00 14,100 X X
TRICON GLOBAL RESTAURA Common 895953107 127,093.75 4,150 X X
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