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Previous: TOUCHSTONE APPLIED SCIENCE ASSOCIATES INC /NY/, NT 10-Q, 2000-09-14 |
Next: MCKEE C S & CO INC, 13F-HR, 2000-09-14 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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: C.S. Mckee & Co., Inc.
Address: One Gateway Center
Pittsburgh, PA 15222
13F File Name:
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: Ulf A. Skreppen
Title: Operations Manager
Phone: 412-566-1234
Signature, Place and Date of signing:
Ulf A. Skreppen Pittsburgh, Pennsylvania September 13, 2000
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of other managers reporting for this manager:
I am signing this report as required by the securities exchange act of 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of other Included Managers: 0
Form 13F Information Table Entry Total:447
Form 13F Information Table Value Total: $1,158,322
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/INVSTMT -----VOTING AUTHORITY---
--
NAME OF ISSUER -TITLE OF CLASS---CUSIP--x$1000 PRN AMT PRN CALLDSCRETN -MANAGERS- SOLE SHARED NONE
3COM CORP COMMON 885535104 676 12150SH SOLE 11750 0 0
AAR CORP COMMON 000361105 91 5450SH SOLE 5450 0 0
ABBOTT LABS COMMON 002824100 5510 156595SH SOLE 146695 6200 0
ADAPTIVE BROADBD COR COMMON 00650M104 216 4000SH SOLE 4000 0 0
ADELPHIA BUSINES SOL CLASS A 006847107 253 4100SH SOLE 4100 0 0
ADTRAN INC COMMON 00738A106 190 3200SH SOLE 3200 0 0
ADVANCED FIBRE COMM COMMON 00754A105 395 6300SH SOLE 6300 0 0
AEGON NV NLG0.50 5462304 1230 15400SH SOLE 15400 0 0
AFFYMETRIX INC COMMON 00826T108 208 1400SH SOLE 1400 0 0
AHOLD (KON) NV NLG0.50 5252602 749 28800SH SOLE 28800 0 0
AKZO NOBEL NV NLG5 5458314 856 20050SH SOLE 20050 0 0
ALASKA AIR GROUP INC COMMON 011659109 138 4600SH SOLE 4600 0 0
ALCAN ALUMINIUM LTD COMMON 2013200 1324 27266SH SOLE 27266 0 0
ALCATEL EUR10 4216825 2747 12521SH SOLE 12521 0 0
ALCOA INC COMMON 013817101 3214 45750SH SOLE 43200 1250 0
ALKERMES INC COMMON 01642T108 185 2000SH SOLE 2000 0 0
ALLAIRE CORP COMMON 016714107 227 3000SH SOLE 3000 0 0
ALLIANZ AG NPV(REG 5231485 2842 6900SH SOLE 6900 0 0
ALLSTATE CORP COMMON 020002101 962 40400SH SOLE 38700 0 0
ALLTEL CORP COMMON 020039103 1022 16200SH SOLE 15500 0 0
ALPHA INDS INC COMMON 020753109 276 2900SH SOLE 2900 0 0
ALPHARMA INC CLASS A 020813101 132 3600SH SOLE 3600 0 0
AMERADA HESS CORP COMMON 023551104 691 10700SH SOLE 10700 0 0
AMERICA ONLINE INC COMMON 02364J104 9907 146900SH SOLE 137250 7750 0
AMERICAN EAGLE OUTFT COMMON 02553E106 243 6400SH SOLE 6400 0 0
AMERICAN EXPRESS CO COMMON 025816109 8405 56435SH SOLE 53285 1750 0
AMERICAN HOME PRODS COMMON 026609107 6950 129300SH SOLE 121700 4500 0
AMERN INTL GROUP INC COMMON 026874107 17608 160800SH SOLE 151450 5150 0
AMGEN INC COMMON 031162100 96 1572SH SOLE 1572 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 430 8100SH SOLE 8100 0 0
AMSOUTH BANCORP COMMON 032165102 287 19220SH SOLE 19220 0 0
ANADIGICS INC COMMON 032515108 277 3075SH SOLE 3075 0 0
ANALOG DEVICES INC COMMON 032654105 64 800SH SOLE 800 0 0
ANDREW CORP COMMON 034425108 256 11200SH SOLE 11200 0 0
ANDRX CORP COMMON 034551101 179 1550SH SOLE 1550 0 0
ANHEUSER BUSCH COS COMMON 035229103 6107 98100SH SOLE 92050 3250 0
APACHE CORP COMMON 037411105 234 4700SH SOLE 4700 0 0
APPLEBEES INTL INC COMMON 037899101 180 6400SH SOLE 6400 0 0
APPLIED MATLS INC COMMON 038222105 7443 78975SH SOLE 74075 3800 0
APPLIED PWR INC CLASS A 038225108 205 7200SH SOLE 7200 0 0
ARM HLDGS ORD 0.0 0571777 792 13100SH SOLE 13100 0 0
ARTESYN TECHNO INC COMMON 043127109 144 7600SH SOLE 7600 0 0
ASM LITHOGRAPHY HL NLG0.13 5460784 793 7100SH SOLE 7100 0 0
ASPECT COMMUNCTN COR COMMON 04523Q102 189 5100SH SOLE 5100 0 0
ASPECT DEV INC COMMON 045234101 309 4800SH SOLE 4800 0 0
AT&T CORP COMMON 001957109 21945 389700SH SOLE 367450 11550 0
AT&T LIBERTY MEDIA CLASS A 001957208 5999 101150SH SOLE 96250 1800 0
ATLANTIC RICHFIELD COMMON 048825103 1071 12600SH SOLE 12100 0 0
ATMI INC COMMON 00207R101 232 4850SH SOLE 4850 0 0
AXA EUR9.15 4026927 2976 21000SH SOLE 21000 0 0
AXA FINL INC COMMON 002451102 3668 102250SH SOLE 96650 2700 0
BANK OF AMERICA CORP COMMON 060505104 14266 272050SH SOLE 256350 8800 0
BARCLAYS ORD GBP 0078201 2092 78900SH SOLE 78900 0 0
BARRA INC COMMON 068313105 166 4900SH SOLE 4900 0 0
BASF AG NPV 5086577 804 16900SH SOLE 16900 0 0
BAYER AG ORD NPV 5069211 2139 47350SH SOLE 47350 0 0
BAYER HYPO-VEREINSBK ORD NPV 4325419 1125 17900SH SOLE 17900 0 0
BBVA (BILB-VIZ-ARG) EUR0.49 5501906 1892 128700SH SOLE 128700 0 0
BECTON DICKINSON COMMON 075887109 660 25100SH SOLE 24000 0 0
BELL ATLANTIC CORP COMMON 077853109 10530 172266SH SOLE 162194 6072 0
BELLSOUTH CORP COMMON 079860102 8979 191550SH SOLE 180550 5800 0
BEST FOODS COMMON 08658U101 66 1420SH SOLE 1420 0 0
BIOGEN INC COMMON 090597105 3812 54550SH SOLE 50950 2100 0
BIOMATRIX INC COMMON 09060P102 134 5500SH SOLE 5500 0 0
BIOVAIL CORP COMMON 09067J109 208 3300SH SOLE 3300 0 0
BJS WHOLESALE CLUB COMMON 05548J106 226 5900SH SOLE 5900 0 0
BK OF TOKYO-MITSUB JPY50 6070364 1373 96000SH SOLE 96000 0 0
BLACK & DECKER CORP COMMON 091797100 237 6300SH SOLE 6300 0 0
BNP PARIBAS EUR4 4133667 1571 19900SH SOLE 19900 0 0
BOWNE & CO INC COMMON 103043105 94 7300SH SOLE 7300 0 0
BP AMOCO ORD USD 0798059 4127 451100SH SOLE 451100 0 0
BRINKER INTL INC COMMON 109641100 217 7300SH SOLE 7300 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 10283 177300SH SOLE 166200 7400 0
BRITISH SKY BRDCST ORD 50P 0141192 1467 55400SH SOLE 55400 0 0
BRITISH TELECOM PLC ORD 25P 0140843 2454 130900SH SOLE 130900 0 0
BROADVISION INC COMMON 111412102 485 10800SH SOLE 10800 0 0
BROOKTROUT TECHNOLGY COMMON 114580103 235 8100SH SOLE 8100 0 0
BUFFETS INC COMMON 119882108 105 11600SH SOLE 11600 0 0
BURR BROWN CORP COMMON 122574106 261 4800SH SOLE 4800 0 0
C&D TECHNOLOGIES INC COMMON 124661109 165 2800SH SOLE 2800 0 0
CABLE & WIRELESS ORD 25P 0162557 639 34000SH SOLE 34000 0 0
CABLE DESIGN TECH COMMON 126924109 158 4650SH SOLE 4650 0 0
CABLETRON SYS INC COMMON 126920107 415 14300SH SOLE 13700 0 0
CAL DIVE INTL INC COMMON 127914109 200 3950SH SOLE 3950 0 0
CALLAWAY GOLF CO COMMON 131193104 195 12600SH SOLE 12600 0 0
CANAL PLUS EUR0.75 5718988 902 4100SH SOLE 4100 0 0
CANON INC JPY50 6172323 911 21000SH SOLE 21000 0 0
CAP GEMINI SA EUR8 4163437 839 3100SH SOLE 3100 0 0
CARLTON COMMUNCTNS ORD 5P 0341925 2134 175887SH SOLE 175887 0 0
CARREFOUR SA EUR2.5 5641567 1025 8000SH SOLE 8000 0 0
C-CUBE MICROSYS COMMON 125015107 266 3650SH SOLE 3650 0 0
CELGENE CORP COMMON 151020104 189 1900SH SOLE 1900 0 0
CEPHALON INC COMMON 156708109 173 4600SH SOLE 4600 0 0
CHASE MANHATTAN CORP COMMON 16161A108 11295 129550SH SOLE 122250 3900 0
CHEVRON CORPORATION COMMON 166751107 8733 94470SH SOLE 89270 2700 0
CISCO SYSTEMS INC COMMON 17275R102 30937 400150SH SOLE 373350 20600 0
CITADEL COMMUN GROUP COMMON 172853202 257 6100SH SOLE 6100 0 0
CITIGROUP INC COMMON 172967101 24890 415700SH SOLE 391700 12800 0
CLAIRE S STORES INC COMMON 179584107 156 7800SH SOLE 7800 0 0
COCA COLA CO COMMON 191216100 3901 83100SH SOLE 77150 4650 0
COFLEXIP EUR1.60 4181741 865 7860SH SOLE 7860 0 0
COGNEX CORP COMMON 192422103 294 5100SH SOLE 5100 0 0
COHERENT INC COMMON 192479103 166 3200SH SOLE 3200 0 0
COMCAST CORP CLASS A 200300200 3685 84950SH SOLE 79200 4450 0
COMMERZBANK AG ORD NPV 4325538 1423 37281SH SOLE 37281 0 0
COMMSCOPE INC COMMON 203372107 251 5500SH SOLE 5500 0 0
CONCENTRIC NETWORK COMMON 20589R107 294 5350SH SOLE 5350 0 0
CONOCO INC CLASS B 208251405 1204 47000SH SOLE 47000 0 0
COPPER MTN NTWKS INC COMMON 217510106 500 6100SH SOLE 5900 0 0
CORE LABORATORIES COMMON N22717107 294 10100SH SOLE 10100 0 0
CORNING INCORPORATED COMMON 219350105 4961 25570SH SOLE 23770 1400 0
COSTCO WHSL CORP COMMON 22160K105 3827 72800SH SOLE 68950 2350 0
CREDENCE SYS CORP COMMON 225302108 250 2000SH SOLE 2000 0 0
CREE INC COMMON 225447101 305 2700SH SOLE 2700 0 0
CTS CORP COMMON 126501105 257 4500SH SOLE 4500 0 0
CULLEN FROST BANKERS COMMON 229899109 354 13400SH SOLE 13400 0 0
CYMER INC COMMON 232572107 240 4800SH SOLE 4800 0 0
CYPRESS SEMICONDUCTR COMMON 232806109 438 8900SH SOLE 8900 0 0
CYTEC INDS INC COMMON 232820100 150 4900SH SOLE 4900 0 0
DAIMLERCHRYSLER AG ORD NPV 5529027 1357 20780SH SOLE 20780 0 0
DAIWA BANK JPY50 6251341 1194 403000SH SOLE 403000 0 0
DAIWA SECURITIES JPY50 6251448 1505 80000SH SOLE 80000 0 0
DALLAS SEMICONDUCTOR COMMON 235204104 299 8200SH SOLE 8200 0 0
DELL COMPUTER CORP COMMON 247025109 6980 129400SH SOLE 120900 6300 0
DELPHI AUTOMOT SYS COMMON 247126105 713 44550SH SOLE 42350 0 0
DELPHI FINL GRP CLASS A 247131105 0 0SH SOLE 0 0 0
DEUTSCHE BANK AG NPV(EU) 5750355 1229 18500SH SOLE 18500 0 0
DEUTSCHE TELEKOM NPV(REG 5842359 4382 56750SH SOLE 56750 0 0
DIAGEO ORD 28 0237400 1300 173017SH SOLE 173017 0 0
DIAMOND OFFSHORE DRL COMMON 25271C102 224 5600SH SOLE 5600 0 0
DIGITAL MICROWAVE COMMON 253859102 281 8300SH SOLE 8300 0 0
DII GROUP INC COMMON 232949107 396 3500SH SOLE 3500 0 0
DIME BANCORP INC COMMON 25429Q102 224 12100SH SOLE 12100 0 0
DISNEY WALT CO DISNEY 254687106 12187 295450SH SOLE 279400 9150 0
DOCUMENTUM INC COMMON 256159104 265 3400SH SOLE 3400 0 0
DOLLAR THRIFTY AUTO COMMON 256743105 111 6450SH SOLE 6450 0 0
DONALDSON INC COMMON 257651109 93 4100SH SOLE 4100 0 0
DOW CHEM CO COMMON 260543103 4628 40600SH SOLE 38250 1250 0
DU PONT E I DE NEMOU COMMON 263534109 6440 121650SH SOLE 114550 3800 0
DUKE ENERGY CORP COMMON 264399106 1365 26000SH SOLE 24900 0 0
EAST JAPAN RAILWAY JPY5000 6298542 1037 200SH SOLE 200 0 0
EL PASO ENRGY CORP COMMON 283905107 674 16700SH SOLE 16700 0 0
ELAN PLC ADR (1 284131208 1653 34800SH SOLE 34800 0 0
ELEC DE PORTUGAL EUR5 5249187 730 39000SH SOLE 39000 0 0
ELECTRONIC DATA SYS COMMON 285661104 1017 15850SH SOLE 15250 0 0
ELOYALTY CORP COMMON 290151109 184 7700SH SOLE 7700 0 0
EMC CORP MASS COMMON 268648102 10628 84350SH SOLE 78550 4500 0
EMERSON ELEC CO COMMON 291011104 4237 79750SH SOLE 75050 2700 0
EMMIS COMMUNICATIONS CLASS A 291525103 274 5900SH SOLE 5900 0 0
EMULEX CORP COMMON 292475209 273 2500SH SOLE 2500 0 0
ENDESA SA EUR1.2 5271782 989 43100SH SOLE 43100 0 0
ENEL ITL1000 5798021 1157 258300SH SOLE 258300 0 0
ENERGEN CORP COMMON 29265N108 233 14600SH SOLE 14600 0 0
ENRON CORP COMMON 293561106 1685 22500SH SOLE 21500 0 0
ENTERCOM COMMUN CORP CLASS A 293639100 255 5000SH SOLE 5000 0 0
EQUANT NV NLG0.02 5497135 664 8000SH SOLE 8000 0 0
ERICSSON(LM)TEL SEK4.00 4321558 5104 58100SH SOLE 58100 0 0
ESS TECHNOLOGY INC COMMON 269151106 208 11900SH SOLE 11900 0 0
E-TEK DYNAMICS INC COMMON 269240107 3753 15955SH SOLE 15005 750 0
EXXON MOBIL CORP COMMON 30231G102 23892 306550SH SOLE 288700 10150 0
FACTSET RESH SYS INC COMMON 303075105 135 5000SH SOLE 5000 0 0
FANNIE MAE COMMON 313586109 7432 131400SH SOLE 123800 4000 0
FEDERATED INVS INC CLASS B 314211103 317 11600SH SOLE 11600 0 0
FEDEX CORPORATION COMMON 31428X106 4345 111950SH SOLE 105300 4150 0
FERRO CORP COMMON 315405100 144 8100SH SOLE 8100 0 0
FIRST AMERICAN COR COMMON 318522307 200 14350SH SOLE 14350 0 0
FIRST ECOM COM INC COMMON 32008N104 487 19400SH SOLE 19400 0 0
FLEETBOSTON FNL CORP COMMON 339030108 8180 224100SH SOLE 212000 6400 0
FORD MOTOR CO COMMON 345370100 6087 132500SH SOLE 124850 4050 0
FORTIS B NPV 5596593 895 34900SH SOLE 34900 0 0
FOUNDATION HLTH SYS CLASS A 350404109 8 1000SH SOLE 1000 0 0
FPL GROUP INC COMMON 302571104 4381 95100SH SOLE 89750 2350 0
FRANCE TELECOM EUR4 5176177 2205 12800SH SOLE 12800 0 0
FREDDIE MAC COMMON 313400301 5261 119050SH SOLE 112400 3650 0
FUJITSU JPY50 6356945 1351 44000SH SOLE 44000 0 0
FURNITURE BRANDS INT COMMON 360921100 154 8200SH SOLE 8200 0 0
GALLAGHER ARTHR J&CO COMMON 363576109 273 8400SH SOLE 8400 0 0
GAP INC COMMON 364760108 9109 182867SH SOLE 171505 7262 0
GENERAL ELEC CO COMMON 369604103 32471 208646SH SOLE 195296 9750 0
GENERAL MILLS INC COMMON 370334104 4476 123700SH SOLE 117000 3700 0
GENERAL MTRS CORP COMMON 370442105 7335 88575SH SOLE 83775 2400 0
GEORGIA PAC CORP COM CMR 373298108 202 5100SH SOLE 5100 0 0
GETTY IMAGES INC COMMON 374276103 176 4900SH SOLE 4900 0 0
GILEAD SCIENCES INC COMMON 375558103 279 4400SH SOLE 4400 0 0
GLAXO WELLCOME ORD 25P 0371784 2566 89600SH SOLE 89600 0 0
GO2NET INC COMMON 383486107 230 2850SH SOLE 2850 0 0
GRAINGER W W INC COMMON 384802104 255 4700SH SOLE 4700 0 0
GTE CORP COMMON 362320103 10270 144650SH SOLE 136150 4600 0
HAIN FOOD GROUP COMMON 405219106 159 5600SH SOLE 5600 0 0
HALLIBURTON COMMON 406216101 3757 91350SH SOLE 86250 2500 0
HARMONIC INC COMMON 413160102 241 2900SH SOLE 2900 0 0
HEINEKEN NV NLG5 5455821 1352 25300SH SOLE 25300 0 0
HEINZ H J CO COMMON 423074103 3502 100425SH SOLE 94825 2700 0
HELMERICH & PAYNE COMMON 423452101 279 9000SH SOLE 9000 0 0
HEWLETT PACKARD CO COMMON 428236103 8862 66850SH SOLE 63000 2250 0
HITACHI JPY50 6429104 1723 145000SH SOLE 145000 0 0
HNC SOFTWARE INC COMMON 40425P107 220 3050SH SOLE 3050 0 0
HOME DEPOT INC COMMON 437076102 10028 155475SH SOLE 145025 8150 0
HONEYWELL INTL INC COMMON 438516106 6478 122950SH SOLE 115400 4750 0
HORACE MANN EDUCATRS COMMON 440327104 253 13700SH SOLE 13700 0 0
HOUSEHOLD INTL INC COMMON 441815107 2213 59300SH SOLE 56800 0 0
HSBC HLDINGS USD0.50 6158163 28976 199600SH SOLE 199600 0 0
HUMAN GENOME SCI COMMON 444903108 262 3150SH SOLE 3150 0 0
HYPERION SOLUT CORP COMMON 44914M104 153 4700SH SOLE 4700 0 0
IBM COMMON 459200101 16596 140350SH SOLE 131600 5650 0
IDEC PHARMACEUTICALS COMMON 449370105 329 3350SH SOLE 3350 0 0
IDT CORP COMMON 448947101 457 11000SH SOLE 11000 0 0
ILOG S A SP ADR 452360100 410 6400SH SOLE 6400 0 0
IMCLONE SYS INC COMMON 45245W109 208 2700SH SOLE 2700 0 0
INCYTE GENOMICS INC COMMON 45337C102 52 600SH SOLE 600 0 0
INFOCURE CORP COMMON 45665A108 120 6900SH SOLE 6900 0 0
INFORMIX CORP COMMON 456779107 395 23300SH SOLE 23300 0 0
INTEGRAT DEVICE TECH COMMON 458118106 325 8200SH SOLE 8200 0 0
INTEL CORP COMMON 458140100 35266 267290SH SOLE 249540 12150 0
INTERVU INC COMMON 46114R106 162 1800SH SOLE 1800 0 0
INTL RECTIFIER CORP COMMON 460254105 271 7100SH SOLE 7100 0 0
ISS GROUP INC COMMON 450306105 303 2600SH SOLE 2600 0 0
ITC DELTACOM INC COMMON 45031T104 324 9100SH SOLE 9100 0 0
ITO-YOKADO CO JPY50 6467944 2719 38000SH SOLE 38000 0 0
IVAX CORP COMMON 465823102 154 5650SH SOLE 5650 0 0
JOHNSON & JOHNSON COMMON 478160104 6625 94310SH SOLE 88460 3850 0
JONES PHARMA INC COMMON 480236108 238 7850SH SOLE 7850 0 0
KAO CORP JPY50 6483809 2419 79000SH SOLE 79000 0 0
KEMET CORP COMMON 488360108 310 4900SH SOLE 4900 0 0
KERR MCGEE CORP COMMON 492386107 664 11500SH SOLE 11500 0 0
KIMBERLY CLARK CORP COMMON 494368103 2681 47821SH SOLE 44971 1650 0
KING PHARMACEUTICALS COMMON 495582108 139 4400SH SOLE 4400 0 0
KON KPN NV NLG1 5490800 2885 25200SH SOLE 25200 0 0
KOPIN CORP COMMON 500600101 248 3600SH SOLE 3600 0 0
KORN FERRY INTL COMMON 500643200 149 5000SH SOLE 5000 0 0
KROGER CO COMMON 501044101 757 43100SH SOLE 43100 0 0
KULICKE & SOFFA INDS COMMON 501242101 211 3300SH SOLE 3300 0 0
LAM RESH CORP COMMON 512807108 406 9000SH SOLE 9000 0 0
LANDS END INC COMMON 515086106 238 3880SH SOLE 3880 0 0
LASER VISION CTRS COMMON 51807H100 86 12400SH SOLE 12400 0 0
LATTICE SEMICONDUCTR COMMON 518415104 311 4600SH SOLE 4600 0 0
LA-Z-BOY INC COMMON 505336107 134 8700SH SOLE 8700 0 0
LEAR CORPORATION COMMON 521865105 155 5500SH SOLE 5500 0 0
LEGG MASON INC COMMON 524901105 290 6700SH SOLE 6700 0 0
LEHMAN BROS HLDGS COMMON 524908100 1033 10650SH SOLE 10050 0 0
LIFEPOINT HOSPITALS COMMON 53219L109 156 9400SH SOLE 9400 0 0
LILLY ELI & CO COMMON 532457108 5586 89200SH SOLE 82950 4950 0
LLOYDS TSB GROUP ORD 25P 0870612 1886 178600SH SOLE 178600 0 0
L'OREAL EUR2 4534787 1163 1800SH SOLE 1800 0 0
LOWES CO COMMON 548661107 9959 170600SH SOLE 160500 6400 0
LSI LOGIC CORP COMMON 502161102 1104 15200SH SOLE 14500 0 0
LTX CORP COMMON 502392103 343 7600SH SOLE 7600 0 0
LUCENT TECHNOLOGIES COMMON 549463107 10047 162050SH SOLE 151050 8500 0
LVMH MOET HENNESSY EUR1.5 4535649 1548 3700SH SOLE 3700 0 0
MAF BANCORP INC COMMON 55261R108 153 9436SH SOLE 9436 0 0
MARCONI ORD 5P 0877431 1647 137800SH SOLE 137800 0 0
MASTEC INC COMMON 576323109 312 3500SH SOLE 3500 0 0
MATSUSHITA ELC IND JPY50 6572707 1467 49000SH SOLE 49000 0 0
MCDONALDS CORP COMMON 580135101 6896 184500SH SOLE 174100 6200 0
MCI WORLDCOM INC COMMON 55268B106 8905 196525SH SOLE 184500 7925 0
MEDICIS PHARMACEUTCL CLASS A 584690309 186 4650SH SOLE 4650 0 0
MEDTRONIC INC COMMON 585055106 5236 101800SH SOLE 94550 5750 0
MELLON FINL CORP COMMON 58551A108 5779 194250SH SOLE 182950 5600 0
MERCK & CO INC COMMON 589331107 13125 211270SH SOLE 198020 9250 0
MERCURY INTERACTIVE COMMON 589405109 460 5800SH SOLE 5800 0 0
MERRILL LYNCH & CO COMMON 590188108 10395 99000SH SOLE 92900 3600 0
METHODE ELECTRS INC CLASS A 591520200 237 4700SH SOLE 4700 0 0
METRIS COS INC COMMON 591598107 260 6700SH SOLE 6700 0 0
MGC COMMUNICATIONS COMMON 552763302 458 6400SH SOLE 6400 0 0
MICHAELS STORES INC COMMON 594087108 98 2400SH SOLE 2400 0 0
MICREL INC COMMON 594793101 288 3000SH SOLE 3000 0 0
MICROMUSE INC COMMON 595094103 333 2400SH SOLE 2400 0 0
MICROSOFT CORP COMMON 594918104 30791 289800SH SOLE 269600 15700 0
MICROSTRATEGY INC CLASS A 594972101 418 4800SH SOLE 4800 0 0
MILLENNIUM PHARMA COMMON 599902103 338 2600SH SOLE 2600 0 0
MINNESOTA MNG & MFG COMMON 604059105 6195 69950SH SOLE 66000 1950 0
MITSUBISHI CORP JPY50 6596785 944 104000SH SOLE 104000 0 0
MITSUI & CO JPY50 6597302 477 59000SH SOLE 59000 0 0
MITSUI & CO LTD SP ADR 606827202 642 3900SH SOLE 3900 0 0
MITSUI MARINE&FIRE JPY50 6870122 631 140000SH SOLE 140000 0 0
MODIS PROF SVS COMMON 607830106 127 10250SH SOLE 10250 0 0
MONY GROUP INC COMMON 615337102 197 6100SH SOLE 6100 0 0
MORGAN J P & CO INC COMMON 616880100 2424 18400SH SOLE 17600 0 0
MORGAN STAN DN WT&CO COMMON 617446448 14603 176200SH SOLE 165900 5600 0
MORTON'S RESTAURANT COMMON 619429103 100 5250SH SOLE 5250 0 0
MOTOROLA INC COMMON 620076109 9763 66870SH SOLE 63020 2050 0
MRV COMMUNICATIONS COMMON 553477100 211 2300SH SOLE 2300 0 0
MUELLER INDS INC COMMON 624756102 161 5300SH SOLE 5300 0 0
MYLAN LABS INC COMMON 628530107 138 5000SH SOLE 5000 0 0
NATIONWIDE FINL SVCS CLASS A 638612101 199 6800SH SOLE 6800 0 0
NEC CORP JPY50 6640400 1891 64000SH SOLE 64000 0 0
NESTLE SA CHF10(R 4616696 2151 1200SH SOLE 1200 0 0
NETWORK APPLIANCE COMMON 64120L104 2431 29380SH SOLE 27680 1300 0
NEW JERSEY RES CORP COMMON 646025106 265 6200SH SOLE 6200 0 0
NEWS CORPORATION AUD0.50 6886925 2244 160600SH SOLE 160600 0 0
NEXTEL COMM INC CLASS A 65332V103 4166 28100SH SOLE 26250 1450 0
NINTENDO CO JPY50 6639550 1197 6800SH SOLE 6800 0 0
NIPPON TEL&TEL CP JPY5000 6641373 4609 290SH SOLE 290 0 0
NOKIA (AB) OY EUR0.24 5655212 8640 40855SH SOLE 40855 0 0
NOMURA SECURITIES JPY50 6643108 2254 69000SH SOLE 69000 0 0
NORTEL NETWORKS COMMON 2647944 1380 11000SH SOLE 11000 0 0
NORTEL NETWORKS CORP COMMON 656569100 9504 75430SH SOLE 70030 4200 0
NOVARTIS AG CHF20(R 5047831 3419 2500SH SOLE 2500 0 0
NOVELLUS SYS INC COMMON 670008101 685 12200SH SOLE 11700 0 0
NTT DOCOMO NPV 6129277 821 20SH SOLE 20 0 0
OPEN MKT INC COMMON 68370M100 136 5300SH SOLE 5300 0 0
ORACLE CORP COMMON 68389X105 17892 229200SH SOLE 214350 11250 0
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