UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: 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:459
Form 13F Information Table Value Total: $1,047,171
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 PRNCALLDSCRETN-MANAGERS-SOLE SHARED NONE
3COM CORP COMMON 885535104 726 12600SH SOLE 12200 0 0
AAR CORP COMMON 361105 65 5450SH SOLE 5450 0 0
ABBOTT LABS COMMON 2824100 6508 146045SH SOLE 136145 6200 0
ADAPTIVE BROADBD COR COMMON 00650M104 147 4000SH SOLE 4000 0 0
ADC TELECOMMUNICATNS COMMON 886101 1241 14800SH SOLE 13950 850 0
ADELPHIA BUSINES SOL CLASS A 6847107 98 4232SH SOLE 4232 0 0
ADTRAN INC COMMON 00738A106 192 3200SH SOLE 3200 0 0
ADVANCED FIBRE COMM COMMON 00754A105 208 4600SH SOLE 4600 0 0
AEGON NV EUR0.12 5927375 1100 30800SH SOLE 30800 0 0
AFFYMETRIX INC COMMON 00826T108 231 1400SH SOLE 1400 0 0
AGILENT TECHN INC COMMON 00846U101 2316 31400SH SOLE 29493 1297 0
AHOLD (KON) NV NLG0.50 5252602 851 28800SH SOLE 28800 0 0
AKZO NOBEL NV NLG5 5458314 855 20050SH SOLE 20050 0 0
ALASKA AIR GROUP INC COMMON 11659109 125 4600SH SOLE 4600 0 0
ALCAN ALUMINIUM LTD COMMON 2013200 1254 27266SH SOLE 27266 0 0
ALCATEL EUR2 5975006 4123 62605SH SOLE 62605 0 0
ALCOA INC COMMON 13817101 2465 85010SH SOLE 79910 2500 0
ALKERMES INC COMMON 01642T108 189 4000SH SOLE 4000 0 0
ALLAIRE CORP COMMON 16714107 110 3000SH SOLE 3000 0 0
ALLIANZ AG NPV(REG 5231485 2462 6900SH SOLE 6900 0 0
ALLSTATE CORP COMMON 20002101 1401 62950SH SOLE 61250 0 0
ALLTEL CORP COMMON 20039103 3150 50850SH SOLE 48150 2000 0
ALPHA INDS INC COMMON 20753109 256 5800SH SOLE 5800 0 0
ALPHARMA INC CLASS A 20813101 224 3600SH SOLE 3600 0 0
AMERADA HESS CORP COMMON 23551104 664 10750SH SOLE 10750 0 0
AMERICA ONLINE INC COMMON 02364J104 7002 133050SH SOLE 123400 7750 0
AMERICAN EAGLE OUTFT COMMON 2.55E+109 90 6400SH SOLE 6400 0 0
AMERICAN EXPRESS CO COMMON 25816109 7470 143315SH SOLE 133865 5250 0
AMERICAN HOME PRODS COMMON 26609107 7115 121100SH SOLE 113500 4500 0
AMERN INTL GROUP INC COMMON 26874107 17625 150000SH SOLE 140650 5150 0
AMGEN INC COMMON 31162100 3735 53172SH SOLE 50122 3050 0
AMKOR TECHNOLOGY INC COMMON 31652100 240 6800SH SOLE 6800 0 0
AMSOUTH BANCORP COMMON 32165102 152 9670SH SOLE 9670 0 0
ANADIGICS INC COMMON 32515108 77 2275SH SOLE 2275 0 0
ANALOG DEVICES INC COMMON 32654105 61 800SH SOLE 800 0 0
ANDREW CORP COMMON 34425108 253 7550SH SOLE 7550 0 0
ANDRX CORP COMMON 34551101 198 3100SH SOLE 3100 0 0
ANHEUSER BUSCH COS COMMON 35229103 6860 91850SH SOLE 85800 3250 0
AON CORPORATION COMMON 37389103 978 31500SH SOLE 31500 0 0
APACHE CORP COMMON 37411105 276 4700SH SOLE 4700 0 0
APPLEBEES INTL INC COMMON 37899101 194 6400SH SOLE 6400 0 0
APPLIED MATLS INC COMMON 38222105 6258 69051SH SOLE 64151 3800 0
APPLIED PWR INC CLASS A 38225108 241 7200SH SOLE 7200 0 0
ARM HLDGS ORD 0.0 59585 702 65500SH SOLE 65500 0 0
ARTESYN TECHNO INC COMMON 43127109 211 7600SH SOLE 7600 0 0
ASM LITHOGRAPHY HL EUR0.02 5949368 919 21300SH SOLE 21300 0 0
ASPECT COMMUNCTN COR COMMON 04523Q102 200 5100SH SOLE 5100 0 0
ASSOCIATES FIRST CAP CLASS A 46008108 3002 134550SH SOLE 131150 3400 0
AT&T CORP COMMON 1957109 11223 352800SH SOLE 331900 10200 0
AT&T LIBERTY MEDIA CLASS A 1957208 4827 198050SH SOLE 188250 3600 0
ATMI INC COMMON 00207R101 226 4850SH SOLE 4850 0 0
AXA EUR9.15 4026927 3598 22750SH SOLE 22750 0 0
AXA FINL INC COMMON 2451102 2688 79050SH SOLE 73450 2700 0
BANK NEW YORK INC COMMON 64057102 739 15900SH SOLE 15900 0 0
BANK OF AMERICA CORP COMMON 60505104 9913 228550SH SOLE 214800 6850 0
BANKNORTH GROUP INC COMMON 06646R107 207 13550SH SOLE 13550 0 0
BARCLAYS ORD GBP 78201 1963 78900SH SOLE 78900 0 0
BARRA INC COMMON 68313105 243 4900SH SOLE 4900 0 0
BASF AG NPV 5086577 689 16900SH SOLE 16900 0 0
BAYER AG ORD NPV 5069211 1820 47350SH SOLE 47350 0 0
BAYER HYPO-VEREINSBK ORD NPV 4325419 1175 17900SH SOLE 17900 0 0
BBVA (BILB-VIZ-ARG) EUR0.49 5501906 1931 128700SH SOLE 128700 0 0
BECTON DICKINSON COMMON 75887109 703 24500SH SOLE 23400 0 0
BELLSOUTH CORP COMMON 79860102 7722 181150SH SOLE 170150 5800 0
BIOGEN INC COMMON 90597105 1406 21800SH SOLE 19150 1150 0
BIOMATRIX INC COMMON 09060P102 124 5500SH SOLE 5500 0 0
BIOVAIL CORP COMMON 09067J109 273 3300SH SOLE 3300 0 0
BJS WHOLESALE CLUB COMMON 05548J106 138 4190SH SOLE 4190 0 0
BK OF TOKYO-MITSUB JPY50 6070364 1162 96000SH SOLE 96000 0 0
BLACK & DECKER CORP COMMON 91797100 247 6300SH SOLE 6300 0 0
BNP PARIBAS EUR4 4133667 1923 19900SH SOLE 19900 0 0
BOEING CO COMMON 97023105 709 16950SH SOLE 16950 0 0
BOWNE & CO INC COMMON 103043105 73 7300SH SOLE 7300 0 0
BP AMOCO ORD USD 798059 4330 451100SH SOLE 451100 0 0
BP AMOCO PLC ADR (6 55622104 973 17186SH SOLE 16366 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 9617 165100SH SOLE 154000 7400 0
BRITISH SKY BRDCST ORD 50P 141192 1084 55400SH SOLE 55400 0 0
BRITISH TELECOM PLC ORD 25P 140843 1692 130900SH SOLE 130900 0 0
BROADCOM CORP CLASS A 111320107 2096 10075SH SOLE 9525 550 0
BROADVISION INC COMMON 111412102 409 8050SH SOLE 8050 0 0
BROOKTROUT TECHNOLGY COMMON 114580103 145 6650SH SOLE 6650 0 0
BUFFETS INC COMMON 119882108 339 26750SH SOLE 26750 0 0
C&D TECHNOLOGIES INC COMMON 124661109 315 5600SH SOLE 5600 0 0
CABLE & WIRELESS ORD 25P 162557 576 34000SH SOLE 34000 0 0
CABLE DESIGN TECH COMMON 126924109 158 4650SH SOLE 4650 0 0
CABLETRON SYS INC COMMON 126920107 352 13950SH SOLE 13350 0 0
CAL DIVE INTL INC COMMON 127914109 214 3950SH SOLE 3950 0 0
CALLAWAY GOLF CO COMMON 131193104 206 12600SH SOLE 12600 0 0
CANAL PLUS EUR0.75 5718988 692 4100SH SOLE 4100 0 0
CANON INC JPY50 6172323 1048 21000SH SOLE 21000 0 0
CAP GEMINI SA EUR8 4163437 548 3100SH SOLE 3100 0 0
CARLTON COMMUNCTNS ORD 5P 341925 719 55887SH SOLE 55887 0 0
CARREFOUR SA EUR2.5 5641567 1098 16000SH SOLE 16000 0 0
C-CUBE MICROSYST INC COMMON 12501N108 72 3650SH SOLE 3650 0 0
CELGENE CORP COMMON 151020104 336 5700SH SOLE 5700 0 0
CEPHALON INC COMMON 156708109 275 4600SH SOLE 4600 0 0
CHASE MANHATTAN CORP COMMON 16161A108 7703 167225SH SOLE 156275 5850 0
CHEVRON CORPORATION COMMON 166751107 7696 90610SH SOLE 85410 2700 0
CIGNA CORP COMMON 125509109 949 10150SH SOLE 10150 0 0
CISCO SYSTEMS INC COMMON 17275R102 23251 365800SH SOLE 339000 20600 0
CITADEL COMMUN GROUP COMMON 172853202 169 4850SH SOLE 4850 0 0
CITIGROUP INC COMMON 172967101 23704 392200SH SOLE 368200 12800 0
COCA COLA CO COMMON 191216100 6903 120180SH SOLE 111980 6900 0
COFLEXIP EUR1.60 4181741 957 7860SH SOLE 7860 0 0
COGNEX CORP COMMON 192422103 228 4400SH SOLE 4400 0 0
COHERENT INC COMMON 192479103 268 3200SH SOLE 3200 0 0
COMCAST CORP CLASS A 200300200 3163 78100SH SOLE 72350 4450 0
COMMERZBANK AG ORD NPV 4325538 1317 37281SH SOLE 37281 0 0
COMMSCOPE INC COMMON 203372107 226 5500SH SOLE 5500 0 0
CONOCO INC CLASS B 208251405 1161 47250SH SOLE 47250 0 0
COPPER MTN NTWKS INC COMMON 217510106 568 6450SH SOLE 6250 0 0
CORE LABORATORIES COMMON N22717107 196 6750SH SOLE 6750 0 0
CORNING INCORPORATED COMMON 219350105 6320 23420SH SOLE 21620 1400 0
COSTCO WHSL CORP COMMON 22160K105 706 21380SH SOLE 19880 0 0
CREDENCE SYS CORP COMMON 225302108 88 1600SH SOLE 1600 0 0
CREE INC COMMON 225447101 280 2100SH SOLE 2100 0 0
CTS CORP COMMON 126501105 131 2900SH SOLE 2900 0 0
CULLEN FROST BANKERS COMMON 229899109 308 11700SH SOLE 11700 0 0
CVS CORP COMMON 126650100 628 15700SH SOLE 15700 0 0
CYMER INC COMMON 232572107 105 2200SH SOLE 2200 0 0
CYPRESS SEMICONDUCTR COMMON 232806109 334 7900SH SOLE 7900 0 0
CYTEC INDS INC COMMON 232820100 121 4900SH SOLE 4900 0 0
DAIMLERCHRYSLER AG ORD NPV 5529027 1108 20780SH SOLE 20780 0 0
DAIWA BANK JPY50 6251341 1047 403000SH SOLE 403000 0 0
DAIWA SECURITIES JPY50 6251448 1059 80000SH SOLE 80000 0 0
DALLAS SEMICONDUCTOR COMMON 235204104 293 7200SH SOLE 7200 0 0
DEERE & CO COMMON 244199105 389 10500SH SOLE 10500 0 0
DELL COMPUTER CORP COMMON 247025109 5215 105750SH SOLE 97500 6050 0
DELPHI AUTOMOT SYS COMMON 247126105 631 43350SH SOLE 41150 0 0
DEUTSCHE BANK AG NPV(EU) 5750355 1553 18500SH SOLE 18500 0 0
DEUTSCHE TELEKOM NPV(REG 5842359 3286 56750SH SOLE 56750 0 0
DIAGEO ORD 28 237400 1553 173017SH SOLE 173017 0 0
DIAMOND OFFSHORE DRL COMMON 25271C102 197 5600SH SOLE 5600 0 0
DIGITAL MICROWAVE COMMON 253859102 214 5600SH SOLE 5600 0 0
DIME BANCORP INC COMMON 25429Q102 191 12100SH SOLE 12100 0 0
DISNEY WALT CO DISNEY 254687106 10811 278550SH SOLE 262500 9150 0
DOCUMENTUM INC COMMON 256159104 304 3400SH SOLE 3400 0 0
DOLLAR THRIFTY AUTO COMMON 256743105 119 6450SH SOLE 6450 0 0
DONALDSON INC COMMON 257651109 81 4100SH SOLE 4100 0 0
DOVER CORP COMMON 260003108 312 7700SH SOLE 7700 0 0
DOW CHEM CO COMMON 260543103 3541 115640SH SOLE 108590 3750 0
DU PONT E I DE NEMOU COMMON 263534109 4993 113600SH SOLE 106500 3800 0
DUKE ENERGY CORP COMMON 264399106 1487 26200SH SOLE 25100 0 0
EAST JAPAN RAILWAY JPY5000 6298542 1164 200SH SOLE 200 0 0
EL PASO ENRGY CORP COMMON 283905107 853 16750SH SOLE 16750 0 0
ELAN PLC ADR (1 284131208 1443 29800SH SOLE 29800 0 0
ELEC DE PORTUGAL EUR5 5249187 711 39000SH SOLE 39000 0 0
ELECTRONIC DATA SYS COMMON 285661104 652 15800SH SOLE 15200 0 0
ELOYALTY CORP COMMON 290151109 98 7700SH SOLE 7700 0 0
EMC CORP MASS COMMON 268648102 11931 154950SH SOLE 143350 9000 0
EMERSON ELEC CO COMMON 291011104 4582 75900SH SOLE 71200 2700 0
EMMIS COMMUNICATIONS CLASS A 291525103 190 4600SH SOLE 4600 0 0
EMULEX CORP COMMON 292475209 164 2500SH SOLE 2500 0 0
ENDESA SA EUR1.2 5271782 838 43100SH SOLE 43100 0 0
ENEL ITL1000 5798021 1149 258300SH SOLE 258300 0 0
ENERGEN CORP COMMON 29265N108 318 14600SH SOLE 14600 0 0
ENRON CORP COMMON 293561106 2470 38300SH SOLE 36400 900 0
ENTERCOM COMMUN CORP CLASS A 293639100 244 5000SH SOLE 5000 0 0
EQUANT NV NLG0.02 5497135 326 8000SH SOLE 8000 0 0
ERICSSON(LM)TEL SEK1 SE 5959378 4166 209400SH SOLE 209400 0 0
ESS TECHNOLOGY INC COMMON 269151106 132 9100SH SOLE 9100 0 0
E-TEK DYNAMICS INC COMMON 269240107 2587 9805SH SOLE 9005 600 0
EXXON MOBIL CORP COMMON 30231G102 22895 291650SH SOLE 273800 10150 0
FACTSET RESH SYS INC COMMON 303075105 141 5000SH SOLE 5000 0 0
FANNIE MAE COMMON 313586109 4954 94700SH SOLE 88200 2900 0
FEDERATED INVS INC CLASS B 314211103 349 9950SH SOLE 9950 0 0
FEDEX CORPORATION COMMON 31428X106 3977 104650SH SOLE 98000 4150 0
FERRO CORP COMMON 315405100 170 8100SH SOLE 8100 0 0
FIRST AMERICAN COR COMMON 318522307 205 14350SH SOLE 14350 0 0
FIRST DATA CORP COMMON 319963104 672 13550SH SOLE 13550 0 0
FIRST ECOM COM INC COMMON 32008N104 140 14250SH SOLE 14250 0 0
FIRSTAR CORP (NEW) COMMON 33763V109 799 37950SH SOLE 37950 0 0
FLEETBOSTON FNL CORP COMMON 339030108 7249 213200SH SOLE 201100 6400 0
FORD MOTOR CO COMMON 345370100 4145 96400SH SOLE 90400 2400 0
FORTIS B NPV 5596593 1020 34900SH SOLE 34900 0 0
FOUNDATION HLTH SYS CLASS A 350404109 14 1000SH SOLE 1000 0 0
FPL GROUP INC COMMON 302571104 3538 71200SH SOLE 65850 2350 0
FRANCE TELECOM EUR4 5176177 1796 12800SH SOLE 12800 0 0
FREDDIE MAC COMMON 313400301 2098 51800SH SOLE 47000 1800 0
FUJITSU JPY50 6356945 1526 44000SH SOLE 44000 0 0
FURNITURE BRANDS INT COMMON 360921100 130 8200SH SOLE 8200 0 0
GALLAGHER ARTHR J&CO COMMON 363576109 353 8400SH SOLE 8400 0 0
GANNETT INC DEL COMMON 364730101 793 13250SH SOLE 13250 0 0
GAP INC COMMON 364760108 4565 146067SH SOLE 134705 7262 0
GENERAL ELEC CO COMMON 369604103 28760 549113SH SOLE 509063 29250 0
GENERAL MILLS INC COMMON 370334104 4347 113650SH SOLE 106950 3700 0
GENERAL MTRS CORP COMMON 370442105 3484 60075SH SOLE 56325 1350 0
GETTY IMAGES INC COMMON 374276103 182 4900SH SOLE 4900 0 0
GILEAD SCIENCES INC COMMON 375558103 313 4400SH SOLE 4400 0 0
GIVAUDAN AG CHF10 5980613 46 150SH SOLE 150 0 0
GLAXO WELLCOME ORD 25P 371784 2614 89600SH SOLE 89600 0 0
GO2NET INC COMMON 383486107 113 2250SH SOLE 2250 0 0
GRAINGER W W INC COMMON 384802104 92 3000SH SOLE 3000 0 0
HAIN CELESTIAL GROUP COMMON 405217100 205 5600SH SOLE 5600 0 0
HALLIBURTON COMMON 406216101 4308 91300SH SOLE 86200 2500 0
HARMONIC INC COMMON 413160102 121 4881SH SOLE 4881 0 0
HARTFORD FINL SVCS COMMON 416515104 2903 51900SH SOLE 50250 1650 0
HEINEKEN NV NLG5 5455821 1546 25300SH SOLE 25300 0 0
HEINZ H J CO COMMON 423074103 4166 95225SH SOLE 89625 2700 0
HELMERICH & PAYNE COMMON 423452101 336 9000SH SOLE 9000 0 0
HEWLETT PACKARD CO COMMON 428236103 10202 81700SH SOLE 76700 3400 0
HITACHI JPY50 6429104 2097 145000SH SOLE 145000 0 0
HNC SOFTWARE INC COMMON 40425P107 188 3050SH SOLE 3050 0 0
HOME DEPOT INC COMMON 437076102 7047 141125SH SOLE 130675 8150 0
HONEYWELL INTL INC COMMON 438516106 3050 90550SH SOLE 85050 2700 0
HORACE MANN EDUCATRS COMMON 440327104 206 13700SH SOLE 13700 0 0
HOUSEHOLD INTL INC COMMON 441815107 1814 43650SH SOLE 41150 0 0
HSBC HLDINGS USD0.50 6158163 26894 199600SH SOLE 199600 0 0
HUMAN GENOME SCI COMMON 444903108 420 3150SH SOLE 3150 0 0
HYPERION SOLUT CORP COMMON 44914M104 152 4700SH SOLE 4700 0 0
I2 TECHNOLOGIES INC COMMON 465754109 175 1678SH SOLE 1678 0 0
IBM COMMON 459200101 14320 130700SH SOLE 121950 5650 0
IDEC PHARMACEUTICALS COMMON 449370105 393 3350SH SOLE 3350 0 0
IDT CORP COMMON 448947101 329 9700SH SOLE 9700 0 0
ILOG S A SP ADR 452360100 246 6400SH SOLE 6400 0 0
IMCLONE SYS INC COMMON 45245W109 206 2700SH SOLE 2700 0 0
INCYTE GENOMICS INC COMMON 45337C102 49 600SH SOLE 600 0 0
INFOCURE CORP COMMON 45665A108 39 6900SH SOLE 6900 0 0
INFORMIX CORP COMMON 456779107 154 20700SH SOLE 20700 0 0
INTEGRAT DEVICE TECH COMMON 458118106 323 5400SH SOLE 5400 0 0
INTEL CORP COMMON 458140100 27485 205590SH SOLE 189090 10900 0
INTL RECTIFIER CORP COMMON 460254105 269 4800SH SOLE 4800 0 0
ISS GROUP INC COMMON 450306105 257 2600SH SOLE 2600 0 0
ITC DELTACOM INC COMMON 45031T104 170 7600SH SOLE 7600 0 0
ITO-YOKADO CO JPY50 6467944 2291 38000SH SOLE 38000 0 0
IVAX CORP COMMON 465823102 231 5650SH SOLE 5650 0 0
JOHNSON & JOHNSON COMMON 478160104 8890 87260SH SOLE 81410 3850 0
JONES PHARMA INC COMMON 480236108 314 7850SH SOLE 7850 0 0
KAO CORP JPY50 6483809 2419 79000SH SOLE 79000 0 0
KEMET CORP COMMON 488360108 183 7300SH SOLE 7300 0 0
KERR MCGEE CORP COMMON 492386107 675 11450SH SOLE 11450 0 0
KIMBERLY CLARK CORP COMMON 494368103 2549 44421SH SOLE 41571 1650 0
KING PHARMACEUTICALS COMMON 495582108 290 6600SH SOLE 6600 0 0
KON KPN NV EUR0.24 5956078 2263 50400SH SOLE 50400 0 0
KOPIN CORP COMMON 500600101 249 3600SH SOLE 3600 0 0
KORN FERRY INTL COMMON 500643200 158 5000SH SOLE 5000 0 0
KROGER CO COMMON 501044101 591 26800SH SOLE 26800 0 0
KULICKE & SOFFA INDS COMMON 501242101 196 3300SH SOLE 3300 0 0
LAM RESH CORP COMMON 512807108 298 7950SH SOLE 7950 0 0
LASER VISION CTRS COMMON 51807H100 77 12400SH SOLE 12400 0 0
LATTICE SEMICONDUCTR COMMON 518415104 214 3100SH SOLE 3100 0 0
LA-Z-BOY INC COMMON 505336107 122 8700SH SOLE 8700 0 0
LEAR CORPORATION COMMON 521865105 110 5500SH SOLE 5500 0 0
LEHMAN BROS HLDGS COMMON 524908100 976 10300SH SOLE 9700 0 0
LIFEPOINT HOSPITALS COMMON 53219L109 209 9400SH SOLE 9400 0 0
LILLY ELI & CO COMMON 532457108 8155 81650SH SOLE 75400 4950 0
LLOYDS TSB GROUP ORD 25P 870612 1687 178600SH SOLE 178600 0 0
L'OREAL EUR2 4534787 1565 1800SH SOLE 1800 0 0
LOWES CO COMMON 548661107 3456 83900SH SOLE 76650 3550 0
LSI LOGIC CORP COMMON 502161102 828 15300SH SOLE 14600 0 0
LTX CORP COMMON 502392103 220 6300SH SOLE 6300 0 0
LUCENT TECHNOLOGIES COMMON 549463107 8777 149400SH SOLE 138400 8500 0
LVMH MOET HENNESSY EUR1.5 4535649 1532 3700SH SOLE 3700 0 0
M SYS FLASH DISK PIO ORDINAR 2569640 973 12500SH SOLE 12500 0 0
MAF BANCORP INC COMMON 55261R108 172 9436SH SOLE 9436 0 0
MARCONI ORD 5P 877431 1336 102600SH SOLE 102600 0 0
MARSH & MCLENNAN COS COMMON 571748102 2713 25975SH SOLE 24825 1150 0
MASCO CORP COMMON 574599106 898 49700SH SOLE 49700 0 0
MASTEC INC COMMON 576323109 200 5250SH SOLE 5250 0 0
MATSUSHITA ELC IND JPY50 6572707 1274 49000SH SOLE 49000 0 0
MCDONALDS CORP COMMON 580135101 5685 172600SH SOLE 162200 6200 0
MEDICIS PHARMACEUTCL CLASS A 584690309 265 4650SH SOLE 4650 0 0
MEDTRONIC INC COMMON 585055106 4672 93800SH SOLE 86550 5750 0
MELLON FINL CORP COMMON 58551A108 6038 165720SH SOLE 154420 5600 0
MERCATOR SOFTWAR INC COMMON 587587106 76 1100SH SOLE 1100 0 0
MERCK & CO INC COMMON 589331107 14009 182820SH SOLE 169570 9250 0
MERCURY INTERACTIVE COMMON 589405109 406 4200SH SOLE 4200 0 0
MERRILL LYNCH & CO COMMON 590188108 9095 79090SH SOLE 73990 2600 0
METHODE ELECTRS INC CLASS A 591520200 182 4700SH SOLE 4700 0 0
METRIS COS INC COMMON 591598107 251 10050SH SOLE 10050 0 0
MGC COMMUNICATIONS COMMON 552763302 294 4900SH SOLE 4900 0 0
MICHAELS STORES INC COMMON 594087108 110 2400SH SOLE 2400 0 0
MICREL INC COMMON 594793101 174 4000SH SOLE 4000 0 0
MICROMUSE INC COMMON 595094103 273 1650SH SOLE 1650 0 0
MICROSOFT CORP COMMON 594918104 21236 265450SH SOLE 245250 15700 0
MICROSTRATEGY INC CLASS A 594972101 108 3600SH SOLE 3600 0 0
MILLENNIUM PHARMA COMMON 599902103 442 3950SH SOLE 3950 0 0
MINNESOTA MNG & MFG COMMON 604059105 4845 58600SH SOLE 54650 1950 0
MITSUBISHI CORP JPY50 6596785 943 104000SH SOLE 104000 0 0
MITSUI & CO JPY50 6597302 452 59000SH SOLE 59000 0 0
MITSUI & CO LTD SP ADR 606827202 589 3900SH SOLE 3900 0 0
MITSUI MARINE&FIRE JPY50 6870122 675 140000SH SOLE 140000 0 0
MODIS PROF SVS COMMON 607830106 78 10250SH SOLE 10250 0 0
MONY GROUP INC COMMON 615337102 206 6100SH SOLE 6100 0 0
MORGAN J P & CO INC COMMON 616880100 2043 18550SH SOLE 17750 0 0
MORGAN STAN DN WT&CO COMMON 617446448 13534 162570SH SOLE 152270 5600 0
MORTON'S RESTAURANT COMMON 619429103 113 5250SH SOLE 5250 0 0
MOTOROLA INC COMMON 620076109 5727 190910SH SOLE 179360 6150 0
MRV COMMUNICATIONS COMMON 553477100 309 4600SH SOLE 4600 0 0
MUELLER INDS INC COMMON 624756102 148 5300SH SOLE 5300 0 0
MYLAN LABS INC COMMON 628530107 91 5000SH SOLE 5000 0 0
NATIONWIDE FINL SVCS CLASS A 638612101 224 6800SH SOLE 6800 0 0
NEC CORP JPY50 6640400 2014 64000SH SOLE 64000 0 0
NESTLE SA CHF10(R 4616696 2409 1200SH SOLE 1200 0 0
NETWORK APPLIANCE COMMON 64120L104 2176 27030SH SOLE 25330 1300 0
NEW JERSEY RES CORP COMMON 646025106 236 6200SH SOLE 6200 0 0
NEWS CORPORATION AUD0.50 6886925 2218 160600SH SOLE 160600 0 0
NEXTEL COMM INC CLASS A 65332V103 3225 52700SH SOLE 49000 2900 0
NEXTLINK COMMUN INC CLASS A 65333H707 261 6884SH SOLE 6884 0 0
NINTENDO CO JPY50 6639550 1190 6800SH SOLE 6800 0 0
NIPPON TEL&TEL CP JPY5000 6641373 3865 290SH SOLE 290 0 0
NOKIA (AB) OY EUR0.06 5902941 7958 155320SH SOLE 155320 0 0
NOMURA SECURITIES JPY50 6643108 1692 69000SH SOLE 69000 0 0
NORDIC BALTIC HLDG SEK3.50 5952496 1559 212792SH SOLE 212792 0 0
NORTEL NETWORKS COR COMMON 656568102 9171 133150SH SOLE 122350 8400 0
NORTEL NETWORKS CORP COMMON 2583877 1525 22000SH SOLE 22000 0 0
NOVARTIS AG CHF20(R 5047831 3973 2500SH SOLE 2500 0 0
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