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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
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Caterpillar Investment Management Ltd.
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Address: 411 Hamilton
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Peoria, IL 61602-1104
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Form 13F File Number: 28-204
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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
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Title: President
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Phone: 309-675-4999
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Signature, Place, and Date of Signing:
/s/ David L. Bomberger Peoria, IL August 14, 2000
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[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.)
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/ / 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.]
Form 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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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CATERPILLAR INVESTMENT MANAGEMENT LTD.
PERIOD END DATE: June 30, 2000
22-02194 S&P 500 Index
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
TITLE OF CUSIP MARKET INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER CLASS NUMBER VALUE SHARES SOLE SHARED MANAGERS SOLE SHARED
AGILENT TECHNOLOGIES I Common 00846U101 $759,403.75 10,297 X X
ALCOA INC Common 013817101 $684,516.00 23,604 X X
APPLE COMPUTER INC Common 037833100 $460,900.00 8,800 X X
ALBERTSONS INC Common 013104104 $382,109.00 11,492 X X
ABBOTT LABS Common 002824100 $1,867,168.75 41,900 X X
BARRICK GOLD CORP Common 067901108 $194,606.25 10,700 X X
ARMSTRONG HLDGS INC Common 042384107 $16,843.75 1,100 X X
ALBERTO CULVER CO Common 013068101 $45,843.75 1,500 X X
ADOBE SYS INC Common 00724F101 $429,000.00 3,300 X X
A D C TELECOMMUNICATN Common 000886101 $687,775.00 8,200 X X
ANALOG DEVICES INC Common 032654105 $729,600.00 9,600 X X
ARCHER DANIELS MIDLAND Common 039483102 $162,946.37 16,606 X X
ADAPTEC INC Common 00651F108 $63,700.00 2,800 X X
AUTODESK INC Common 052769106 $58,968.75 1,700 X X
AMEREN CORP Common 023608102 $124,875.00 3,700 X X
AMERICAN ELEC PWR INC Common 025537101 $260,107.50 8,780 X X
AES CORP Common 00130H105 $511,000.00 11,200 X X
AETNA INC Common 008117103 $258,868.19 4,033 X X
AFLAC INC Common 001055102 $330,750.00 7,200 X X
ASSOCIATES FIRST CAP C Common 046008108 $443,304.75 19,868 X X
AMERICAN GENERAL CORP Common 026351106 $412,055.00 6,755 X X
ALLERGAN INC Common 018490102 $268,200.00 3,600 X X
AMERADA HESS CORP Common 023551104 $154,375.00 2,500 X X
AMERICAN HOME PRODS CO Common 026609107 $2,091,500.00 35,600 X X
AMERICAN INTL GROUP IN Common 026874107 $4,890,937.50 41,625 X X
ALCAN ALUMINIUM LTD NE Common 013716105 $186,000.00 6,000 X X
ALLSTATE CORP Common 020002101 $488,699.00 21,964 X X
ALTERA CORP Common 021441100 $438,331.25 4,300 X X
AMERICAN GREETINGS COR Common 026375105 $34,200.00 1,800 X X
APPLIED MATLS INC Common 038222105 $1,866,875.00 20,600 X X
ADVANCED MICRO DEVICES Common 007903107 $309,000.00 4,000 X X
AMGEN INC Common 031162100 $1,952,950.00 27,800 X X
AMR CORP Common 001765106 $105,750.00 4,000 X X
ANDREW CORP Common 034425108 $73,401.19 2,187 X X
AON CORP Common 037389103 $216,660.94 6,975 X X
AMERICA ONLINE INC DEL Common 02364J104 $3,208,668.75 60,900 X X
APACHE CORP Common 037411105 $182,318.75 3,100 X X
ANADARKO PETE CORP Common 032511107 $170,621.25 3,460 X X
AMERICAN PWR CONVERSIO Common 029066107 $102,031.25 2,500 X X
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AIR PRODS & CHEMS INC Common 009158106 $191,037.50 6,200 X X
ASHLAND INC Common 044204105 $70,125.00 2,000 X X
AMSOUTH BANCORPORATION Common 032165102 $167,737.50 10,650 X X
ALLTEL CORP Common 020039103 $532,662.50 8,600 X X
ALLEGHENY TECHNOLOGIES Common 01741R102 $46,620.00 2,590 X X
AUTOMATIC DATA PROCESS Common 053015103 $910,562.50 17,000 X X
AVON PRODS INC Common 054303102 $293,700.00 6,600 X X
AVERY DENNISON CORP Common 053611109 $208,087.50 3,100 X X
ALLIED WASTE INDS INC Common 019589308 $51,000.00 5,100 X X
AMERICAN EXPRESS CO Common 025816109 $1,907,775.00 36,600 X X
ALZA CORP DEL Common 022615108 $165,550.00 2,800 X X
AUTOZONE INC Common 053332102 $85,800.00 3,900 X X
BOEING CO Common 097023105 $975,067.50 23,320 X X
BANK OF AMERICA CORPOR Common 060505104 $1,906,276.00 44,332 X X
BAXTER INTL INC Common 071813109 $555,468.75 7,900 X X
BED BATH & BEYOND INC Common 075896100 $137,750.00 3,800 X X
BB&T CORP Common 054937107 $214,875.00 9,000 X X
BEST BUY INC Common 086516101 $354,200.00 5,600 X X
BRUNSWICK CORP Common 117043109 $41,406.25 2,500 X X
BOISE CASCADE CORP Common 097383103 $41,400.00 1,600 X X
BARD C R INC Common 067383109 $67,375.00 1,400 X X
BLACK & DECKER CORP Common 091797100 $94,350.00 2,400 X X
BECTON DICKINSON & CO Common 075887109 $195,075.00 6,800 X X
FRANKLIN RES INC Common 354613101 $209,587.50 6,900 X X
BROWN FORMAN CORP Common 115637209 $102,125.00 1,900 X X
BESTFOODS Common 08658U101 $526,300.00 7,600 X X
BIOGEN INC Common 090597105 $199,950.00 3,100 X X
BRIGGS & STRATTON CORP Common 109043109 $20,550.00 600 X X
BAKER HUGHES INC Common 057224107 $286,400.00 8,950 X X
BANK NEW YORK INC Common 064057102 $934,650.00 20,100 X X
BALL CORP Common 058498106 $25,750.00 800 X X
BELLSOUTH CORP Common 079860102 $2,186,662.50 51,300 X X
BMC SOFTWARE INC Common 055921100 $240,796.87 6,600 X X
BIOMET INC Common 090613100 $119,156.25 3,100 X X
BEMIS INC Common 081437105 $47,075.00 1,400 X X
BRISTOL MYERS SQUIBB C Common 110122108 $3,075,600.00 52,800 X X
BURLINGTON NORTHN SANT Common 12189T104 $285,342.50 12,440 X X
BAUSCH & LOMB INC Common 071707103 $123,800.00 1,600 X X
BURLINGTON RES INC Common 122014103 $225,675.00 5,900 X X
BETHLEHEM STL CORP Common 087509105 $12,825.00 3,600 X X
BEAR STEARNS COS INC Common 073902108 $133,408.12 3,205 X X
BOSTON SCIENTIFIC CORP Common 101137107 $247,893.75 11,300 X X
ANHEUSER BUSCH COS INC Common 035229103 $948,531.25 12,700 X X
CITIGROUP INC Common 172967101 $5,452,986.50 90,506 X X
COMPUTER ASSOC INTL IN Common 204912109 $753,070.50 14,712 X X
CONAGRA INC Common 205887102 $255,437.50 13,400 X X
CARDINAL HEALTH INC Common 14149Y108 $566,100.00 7,650 X X
CATERPILLAR INC DEL Common 149123101 $328,587.50 9,700 X X
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CHUBB CORP Common 171232101 $295,200.00 4,800 X X
COOPER INDS INC Common 216669101 $84,662.50 2,600 X X
CIRCUIT CITY STORE INC Common 172737108 $182,531.25 5,500 X X
COCA COLA ENTERPRISES Common 191219104 $189,225.00 11,600 X X
CROWN CORK & SEAL INC Common 228255105 $49,500.00 3,300 X X
CARNIVAL CORP Common 143658102 $327,600.00 16,800 X X
COUNTRYWIDE CR INDS IN Common 222372104 $93,968.75 3,100 X X
CLEAR CHANNEL COMMUNIC Common 184502102 $690,000.00 9,200 X X
CENDANT CORP Common 151313103 $271,152.00 19,368 X X
CONSTELLATION ENERGY C Common 210371100 $131,878.12 4,050 X X
CERIDIAN CORP Common 15677T106 $93,843.75 3,900 X X
COLUMBIA ENERGY GROUP Common 197648108 $147,656.25 2,250 X X
COASTAL CORP Common 190441105 $353,075.00 5,800 X X
CHEVRON CORPORATION Common 166751107 $1,518,143.75 17,900 X X
CIGNA CORP Common 125509109 $411,400.00 4,400 X X
CINERGY CORP Common 172474108 $110,475.06 4,343 X X
CINCINNATI FINL CORP Common 172062101 $141,468.75 4,500 X X
COLGATE PALMOLIVE CO Common 194162103 $952,012.50 15,900 X X
CLOROX CO DEL Common 189054109 $286,800.00 6,400 X X
COMERICA INC Common 200340107 $190,718.75 4,250 X X
CHASE MANHATTAN CORP N Common 16161A108 $1,549,358.25 33,636 X X
COMCAST CORP Common 200300200 $830,250.00 20,500 X X
CMS ENERGY CORP Common 125896100 $70,800.00 3,200 X X
COMVERSE TECHNOLOGY IN Common 205862402 $353,400.00 3,800 X X
CONSECO INC Common 208464107 $86,521.50 8,874 X X
CONSOLIDATED STORES CO Common 210149100 $36,000.00 3,000 X X
CONEXANT SYSTEMS INC Common 207142100 $204,225.00 4,200 X X
CONOCO INC Common 208251405 $418,201.12 17,026 X X
CAPITAL ONE FINL CORP Common 14040H105 $240,975.00 5,400 X X
3COM CORP Common 885535104 $538,793.75 9,350 X X
COSTCO WHSL CORP NEW Common 22160K105 $396,000.00 12,000 X X
CAMPBELL SOUP CO Common 134429109 $340,762.50 11,700 X X
C P & L ENERGY INC. Common 12614C106 $137,331.25 4,300 X X
COMPAQ COMPUTER CORP Common 204493100 $1,183,952.75 46,316 X X
COMPUWARE CORP Common 205638109 $100,637.50 9,700 X X
CRANE CO Common 224399105 $43,762.50 1,800 X X
CABLETRON SYS INC Common 126920107 $123,725.00 4,900 X X
COMPUTER SCIENCES CORP Common 205363104 $336,093.75 4,500 X X
CISCO SYS INC Common 17275R102 $11,790,843.75 185,500 X X
CSX CORP Common 126408103 $125,006.25 5,900 X X
COOPER TIRE & RUBR CO Common 216831107 $23,362.50 2,100 X X
CENTURYTEL INC Common 156700106 $109,250.00 3,800 X X
CENTEX CORP Common 152312104 $37,600.00 1,600 X X
CITRIX SYS INC Common 177376100 $90,900.00 4,800 X X
CUMMINS ENGINE INC Common 231021106 $29,975.00 1,100 X X
CVS CORP Common 126650100 $428,000.00 10,700 X X
DOMINION RES INC VA Common 25746U109 $273,413.87 6,377 X X
DELTA AIR LINES INC DE Common 247361108 $182,025.00 3,600 X X
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DANA CORP Common 235811106 $95,047.12 4,486 X X
DU PONT E I DE NEMOURS Common 263534109 $1,245,518.75 28,469 X X
DILLARDS INC Common 254067101 $35,525.00 2,900 X X
DEERE & CO Common 244199105 $236,800.00 6,400 X X
DELL COMPUTER CORP Common 247025109 $3,412,425.00 69,200 X X
DOLLAR GEN CORP Common 256669102 $175,636.50 9,007 X X
DANAHER CORP DEL Common 235851102 $192,806.25 3,900 X X
DISNEY WALT CO Common 254687106 $2,181,262.50 56,200 X X
DOW JONES & CO INC Common 260561105 $175,800.00 2,400 X X
DELUXE CORP Common 248019101 $47,125.00 2,000 X X
DUN & BRADSTREET CORP Common 26483B106 $125,950.00 4,400 X X
DONNELLEY R R & SONS Common 257867101 $76,712.50 3,400 X X
DOVER CORP Common 260003108 $223,093.75 5,500 X X
DOW CHEM CO Common 260543103 $543,375.00 18,000 X X
DELPHI AUTOMOTIVE SYS Common 247126105 $224,553.75 15,420 X X
DARDEN RESTAURANTS INC Common 237194105 $58,500.00 3,600 X X
DTE ENERGY CO Common 233331107 $122,250.00 4,000 X X
DUKE ENERGY CORP Common 264399106 $563,186.25 9,990 X X
ENGELHARD CORP Common 292845104 $57,790.69 3,387 X X
ECOLAB INC Common 278865100 $136,718.75 3,500 X X
CONSOLIDATED EDISON IN Common 209115104 $177,750.00 6,000 X X
ELECTRONIC DATA SYS NE Common 285661104 $528,000.00 12,800 X X
EASTERN ENTERPRISES Common 27637F100 $44,100.00 700 X X
EQUIFAX INC Common 294429105 $99,750.00 3,800 X X
EDISON INTL Common 281020107 $194,750.00 9,500 X X
EASTMAN KODAK CO Common 277461109 $511,700.00 8,600 X X
E M C CORP MASS Common 268648102 $4,467,145.12 58,062 X X
EASTMAN CHEM CO Common 277432100 $103,856.25 2,175 X X
EMERSON ELEC CO Common 291011104 $712,425.00 11,800 X X
ENRON CORP Common 293561106 $1,257,750.00 19,500 X X
EL PASO ENERGY CORP DE Common 283905107 $315,812.50 6,200 X X
EATON CORP Common 278058102 $134,000.00 2,000 X X
ENTERGY CORP NEW Common 29364G103 $182,156.25 6,700 X X
FORD MTR CO Common 345370860 $1,414,700.00 32,900 X X
FLEETBOSTON FINL CORP Common 339030108 $847,008.00 24,912 X X
FREEPORT-MCMORAN COPPE Common 35671D857 $40,700.00 4,400 X X
FEDERATED DEPT STORES Common 31410H101 $192,375.00 5,700 X X
FIRST DATA CORP Common 319963104 $565,725.00 11,400 X X
FEDEX CORP Common 31428X106 $310,080.00 8,160 X X
FIRSTENERGY CORP Common 337932107 $147,262.50 6,300 X X
FIFTH THIRD BANCORP Common 316773100 $534,462.50 8,450 X X
FORT JAMES CORP Common 347471104 $136,437.50 5,900 X X
FLUOR CORP Common 343861100 $66,412.50 2,100 X X
F M C CORP Common 302491303 $46,400.00 800 X X
FEDERAL NATL MTG ASSN Common 313586109 $1,403,843.75 26,900 X X
FORTUNE BRANDS INC Common 349631101 $103,781.25 4,500 X X
SPRINT CORP Common 852061100 $1,208,700.00 23,700 X X
FLORIDA PROGRESS CORP Common 341109106 $126,562.50 2,700 X X
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FPL GROUP INC Common 302571104 $242,550.00 4,900 X X
FEDERAL HOME LN MTG CO Common 313400301 $765,450.00 18,900 X X
FIRSTAR CORP NEW WIS Common 33763V109 $562,747.87 26,718 X X
FIRST UN CORP Common 337358105 $667,605.12 26,906 X X
GILLETTE CO Common 375766102 $1,020,175.00 29,200 X X
GREAT ATLANTIC & PAC T Common 390064103 $16,625.00 1,000 X X
NICOR INC Common 654086107 $42,412.50 1,300 X X
GLOBAL CROSSING LTD Common G3921A10 $542,958.44 20,635 X X
GANNETT INC Common 364730101 $454,575.00 7,600 X X
GENERAL DYNAMICS CORP Common 369550108 $287,375.00 5,500 X X
GUIDANT CORP Common 401698105 $413,820.00 8,360 X X
GOLDEN WEST FINL CORP Common 381317106 $179,575.00 4,400 X X
GENERAL ELEC CO Common 369604103 $14,007,900.00 264,300 X X
GENERAL MLS INC Common 370334104 $317,475.00 8,300 X X
GREAT LAKES CHEM CORP Common 390568103 $50,400.00 1,600 X X
CORNING INC Common 219350105 $1,808,162.50 6,700 X X
GENERAL MTRS CORP Common 370442105 $830,293.75 14,300 X X
GEORGIA PAC CORP Common 373298108 $123,375.00 4,700 X X
GENUINE PARTS CO Common 372460105 $97,500.00 4,875 X X
GAP INC DEL Common 364760108 $729,687.50 23,350 X X
GPU INC Common 36225X100 $92,012.50 3,400 X X
GOODRICH B F CO Common 382388106 $102,187.50 3,000 X X
GRACE W R & CO DEL NEW Common 38388F108 $24,250.00 2,000 X X
GOODYEAR TIRE & RUBR Common 382550101 $86,000.00 4,300 X X
GTE CORP Common 362320103 $1,599,825.00 25,700 X X
GATEWAY INC Common 367626108 $488,050.00 8,600 X X
GRAINGER W W INC Common 384802104 $77,031.25 2,500 X X
HARCOURT GEN INC Common 41163G101 $106,303.12 1,955 X X
HALLIBURTON CO Common 406216101 $566,250.00 12,000 X X
HASBRO INC Common 418056107 $78,882.31 5,237 X X
HUNTINGTON BANCSHARES Common 446150104 $98,575.12 6,234 X X
HCA-HEALTHCARE CO Common 404119109 $464,859.00 15,304 X X
MANOR CARE INC NEW Common 564055101 $19,950.00 2,850 X X
HOME DEPOT INC Common 437076102 $3,085,987.69 61,797 X X
HARLEY DAVIDSON INC Common 412822108 $315,700.00 8,200 X X
HARRAHS ENTMT INC Common 413619107 $74,328.12 3,550 X X
HOUSEHOLD INTL INC Common 441815107 $531,958.44 12,799 X X
HARTFORD FINL SVCS GRO Common 416515104 $335,625.00 6,000 X X
HILTON HOTELS CORP Common 432848109 $93,750.00 10,000 X X
HOMESTAKE MNG CO Common 437614100 $48,812.50 7,100 X X
HEINZ H J CO Common 423074103 $426,562.50 9,750 X X
HONEYWELL INTL INC Common 438516106 $725,527.69 21,537 X X
HERCULES INC Common 427056106 $40,781.25 2,900 X X
BLOCK H & R INC Common 093671105 $87,412.50 2,700 X X
HEALTHSOUTH CORP Common 421924101 $75,468.75 10,500 X X
HERSHEY FOODS CORP Common 427866108 $184,300.00 3,800 X X
HUMANA INC Common 444859102 $22,425.00 4,600 X X
HEWLETT PACKARD CO Common 428236103 $3,371,625.00 27,000 X X
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INTERNATIONAL BUSINESS Common 459200101 $5,195,453.75 47,420 X X
INTERNATIONAL FLAVORS& Common 459506101 $87,543.75 2,900 X X
ITT INDS INC IND Common 450911102 $72,900.00 2,400 X X
IKON OFFICE SOLUTIONS Common 451713101 $15,887.50 4,100 X X
INTEL CORP Common 458140100 $11,991,768.75 89,700 X X
INTL PAPER CO Common 460146103 $390,782.25 13,108 X X
INTERPUBLIC GROUP COS Common 460690100 $326,800.00 7,600 X X
INGERSOLL-RAND CO Common 456866102 $181,125.00 4,500 X X
ILLINOIS TOOL WKS INC Common 452308109 $467,400.00 8,200 X X
JOHNSON CTLS INC Common 478366107 $118,018.75 2,300 X X
PENNEY J C INC Common 708160106 $130,906.25 7,100 X X
JOHNSON & JOHNSON Common 478160104 $3,789,750.00 37,200 X X
JEFFERSON PILOT CORP Common 475070108 $160,846.87 2,850 X X
MORGAN J P & CO INC Common 616880100 $517,587.50 4,700 X X
NORDSTROM INC Common 655664100 $91,675.00 3,800 X X
KELLOGG CO Common 487836108 $327,250.00 11,000 X X
KAUFMAN & BROAD HOME C Common 486168107 $25,756.25 1,300 X X
KEYCORP NEW Common 493267108 $215,025.00 12,200 X X
KLA-TENCOR CORP Common 482480100 $281,100.00 4,800 X X
K MART CORP Common 482584109 $91,287.50 13,400 X X
KIMBERLY CLARK CORP Common 494368103 $849,609.00 14,808 X X
KERR MCGEE CORP Common 492386107 $137,501.19 2,333 X X
COCA COLA CO Common 191216100 $3,808,106.25 66,300 X X
KROGER CO Common 501044101 $498,612.50 22,600 X X
MBNA CORP Common 55262L100 $591,514.87 21,807 X X
KNIGHT RIDDER INC Common 499040103 $122,331.25 2,300 X X
KOHLS CORP Common 500255104 $489,500.00 8,800 X X
KANSAS CITY SOUTHN IND Common 485170302 $266,062.50 3,000 X X
LONGS DRUG STORES CORP Common 543162101 $23,925.00 1,100 X X
LEGGETT & PLATT INC Common 524660107 $87,450.00 5,300 X X
LEHMAN BROS HLDGS INC Common 524908100 $312,056.25 3,300 X X
LIZ CLAIBORNE INC Common 539320101 $56,400.00 1,600 X X
LINEAR TECHNOLOGY CORP Common 535678106 $447,562.50 7,000 X X
LILLY ELI & CO Common 532457108 $2,966,287.50 29,700 X X
LOCKHEED MARTIN CORP Common 539830109 $266,635.12 10,746 X X
LINCOLN NATL CORP IND Common 534187109 $191,462.50 5,300 X X
LOWES COS INC Common 548661107 $427,050.00 10,400 X X
LOUISIANA PAC CORP Common 546347105 $31,537.50 2,900 X X
LSI LOGIC CORP Common 502161102 $443,825.00 8,200 X X
LIMITED INC Common 532716107 $250,850.00 11,600 X X
LOEWS CORP Common 540424108 $174,000.00 2,900 X X
LUCENT TECHNOLOGIES IN Common 549463107 $5,054,617.50 85,310 X X
SOUTHWEST AIRLS CO Common 844741108 $259,443.75 13,700 X X
LEXMARK INTL GROUP INC Common 529771107 $235,375.00 3,500 X X
MARRIOTT INTL INC NEW Common 571903202 $245,225.00 6,800 X X
MASCO CORP Common 574599106 $220,362.50 12,200 X X
MATTEL INC Common 577081102 $150,416.62 11,406 X X
MAY DEPT STORES CO Common 577778103 $218,400.00 9,100 X X
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MBIA INC Common 55262C100 $132,997.50 2,760 X X
MCDONALDS CORP Common 580135101 $1,215,393.75 36,900 X X
MCKESSON HBOC INC Common 58155Q103 $160,046.25 7,644 X X
MEREDITH CORP Common 589433101 $47,250.00 1,400 X X
MCDERMOTT INTL INC Common 580037109 $14,100.00 1,600 X X
MEDTRONIC INC Common 585055106 $1,623,887.50 32,600 X X
MEAD CORP Common 582834107 $70,700.00 2,800 X X
MEDIMMUNE INC Common 584699102 $414,400.00 5,600 X X
MELLON FINL CORP Common 58551A108 $506,481.25 13,900 X X
MERRILL LYNCH & CO INC Common 590188108 $1,161,500.00 10,100 X X
MCGRAW HILL COS INC Common 580645109 $286,200.00 5,300 X X
MILLIPORE CORP Common 601073109 $90,450.00 1,200 X X
MIPS TECHNOLOGIES INC Common 604567206 $26,642.00 692 X X
MALLINCKRODT INC NEW Common 561232109 $82,531.25 1,900 X X
MARSH & MCLENNAN COS I Common 571748102 $762,393.75 7,300 X X
MINNESOTA MNG & MFG CO Common 604059105 $899,250.00 10,900 X X
PHILIP MORRIS COS INC Common 718154107 $1,625,625.00 61,200 X X
MOLEX INC Common 608554101 $258,671.87 5,375 X X
MOTOROLA INC Common 620076109 $1,682,893.12 57,906 X X
MERCK & CO INC Common 589331107 $4,715,502.50 61,540 X X
USX MARATHON GROUP Common 902905827 $213,031.25 8,500 X X
MICROSOFT CORP Common 594918104 $11,200,000.00 140,000 X X
MGIC INVT CORP WIS Common 552848103 $131,950.00 2,900 X X
MICRON TECHNOLOGY INC Common 595112103 $1,285,712.50 14,600 X X
MORGAN STANLEY DEAN WI Common 617446448 $2,521,476.00 30,288 X X
MAXIM INTEGRATED PRODS Common 57772K101 $421,212.50 6,200 X X
MAYTAG CORP Common 578592107 $84,812.50 2,300 X X
MILACRON INC Common 598709103 $14,500.00 1,000 X X
INCO LTD Common 453258402 $79,950.00 5,200 X X
NAVISTAR INTL CORP NEW Common 63934E108 $54,048.75 1,740 X X
NATIONAL CITY CORP Common 635405103 $286,650.00 16,800 X X
NEW CENTURY ENERGIES I Common 64352U103 $93,000.00 3,100 X X
NCR CORP NEW Common 62886E108 $101,237.50 2,600 X X
NEWMONT MINING CORP Common 651639106 $98,804.62 4,569 X X
NABISCO GROUP HLDG COR Common 62952P102 $230,843.75 8,900 X X
NIKE INC Common 654106103 $302,575.00 7,600 X X
NIAGARA MOHAWK HLDGS I Common 653520106 $71,081.25 5,100 X X
NORTHROP GRUMMAN CORP Common 666807102 $125,875.00 1,900 X X
NOVELL INC Common 670006105 $84,175.00 9,100 X X
NORFOLK SOUTHERN CORP Common 655844108 $154,700.00 10,400 X X
NATIONAL SVC INDS INC Common 637657107 $22,000.00 1,100 X X
NATIONAL SEMICONDUCTOR Common 637640103 $266,725.00 4,700 X X
NORTHN STS PWR CO MINN Common 665772109 $84,787.50 4,200 X X
NORTEL NETWORKS CORP N Common 656568102 $5,404,035.00 79,180 X X
NETWORK APPLIANCE INC Common 64120L104 $660,100.00 8,200 X X
NORTHERN TR CORP Common 665859104 $396,881.25 6,100 X X
NUCOR CORP Common 670346105 $79,650.00 2,400 X X
NEWELL RUBBERMAID INC Common 651229106 $196,910.25 7,647 X X
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NEXTEL COMMUNICATIONS Common 65332V103 $1,211,512.50 19,800 X X
NEW YORK TIMES CO Common 650111107 $185,650.00 4,700 X X
QUAKER OATS CO Common 747402105 $270,450.00 3,600 X X
OFFICE DEPOT INC Common 676220106 $56,250.00 9,000 X X
OWENS ILL INC Common 690768403 $47,918.75 4,100 X X
OLD KENT FINL CORP Common 679833103 $89,880.00 3,360 X X
ONEOK INC NEW Common 682680103 $23,343.75 900 X X
OMNICOM GROUP INC Common 681919106 $427,500.00 4,800 X X
BANK ONE CORP Common 06423A103 $830,343.75 31,260 X X
ORACLE CORP Common 68389X105 $6,372,778.12 75,810 X X
OWENS CORNING Common 69073F103 $13,875.00 1,500 X X
OCCIDENTAL PETE CORP Common 674599105 $210,625.00 10,000 X X
PHILLIPS PETE CO Common 718507106 $349,743.75 6,900 X X
PAYCHEX INC Common 704326107 $422,100.00 10,050 X X
PITNEY BOWES INC Common 724479100 $288,000.00 7,200 X X
PACCAR INC Common 693718108 $84,534.37 2,130 X X
PG&E CORP Common 69331C108 $258,562.50 10,500 X X
POTLATCH CORP Common 737628107 $26,500.00 800 X X
SPRINT CORP Common 852061506 $1,392,300.00 23,400 X X
PHELPS DODGE CORP Common 717265102 $81,812.50 2,200 X X
PLACER DOME INC Common 725906101 $85,106.25 8,900 X X
PECO ENERGY CO Common 693304107 $205,593.75 5,100 X X
PE CORP Common 69332S102 $368,900.00 5,600 X X
PUBLIC SVC ENTERPRISE Common 744573106 $207,750.00 6,000 X X
PEPSICO INC Common 713448108 $1,759,725.00 39,600 X X
PFIZER INC Common 717081103 $8,080,800.00 168,350 X X
PROCTER & GAMBLE CO Common 742718109 $2,049,550.00 35,800 X X
PEOPLES ENERGY CORP Common 711030106 $32,375.00 1,000 X X
PROGRESSIVE CORP OHIO Common 743315103 $148,000.00 2,000 X X
PARKER HANNIFIN CORP Common 701094104 $104,462.50 3,050 X X
PHARMACIA CORP Common 71713U102 $1,761,716.75 34,084 X X
PULTE CORP Common 745867101 $25,950.00 1,200 X X
PERKINELMER INC Common 714046109 $85,962.50 1,300 X X
PALL CORP Common 696429307 $62,900.00 3,400 X X
PARAMETRIC TECHNOLOGY Common 699173100 $80,300.00 7,300 X X
PNC FINL SVCS GROUP IN Common 693475105 $375,000.00 8,000 X X
PINNACLE WEST CAP CORP Common 723484101 $77,912.50 2,300 X X
PPG INDS INC Common 693506107 $208,268.75 4,700 X X
PPL CORP Common 69351T106 $86,631.19 3,949 X X
POLAROID CORP Common 731095105 $21,675.00 1,200 X X
PEOPLESOFT INC Common 712713106 $122,275.00 7,300 X X
PACTIV CORP Common 695257105 $37,012.50 4,700 X X
PROVIDIAN FINL CORP Common 74406A102 $351,000.00 3,900 X X
PAINE WEBBER GROUP INC Common 695629105 $177,450.00 3,900 X X
PRAXAIR INC Common 74005P104 $160,981.25 4,300 X X
QUALCOMM INC Common 747525103 $1,080,000.00 18,000 X X
QUINTILES TRANSNATIONA Common 748767100 $43,787.50 3,100 X X
RYDER SYS INC Common 783549108 $32,193.75 1,700 X X
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RITE AID CORP Common 767754104 $45,937.50 7,000 X X
RALSTON PURINA CO Common 751277302 $175,450.00 8,800 X X
REEBOK INTL LTD Common 758110100 $23,906.25 1,500 X X
ROYAL DUTCH PETE CO Common 780257804 $3,533,687.50 57,400 X X
ROWAN COS INC Common 779382100 $69,862.50 2,300 X X
RELIANT ENERGY INC Common 75952J108 $237,327.75 8,028 X X
REGIONS FINL CORP Common 758940100 $119,250.00 6,000 X X
TRANSOCEAN SEDCO FOREX Common G9007810 $299,463.75 5,604 X X
COORS ADOLPH CO Common 217016104 $60,500.00 1,000 X X
RUSSELL CORP Common 782352108 $18,000.00 900 X X
ROHM & HAAS CO Common 775371107 $205,206.00 5,948 X X
ROCKWELL INTL CORP NEW Common 773903109 $163,800.00 5,200 X X
RADIOSHACK CORP Common 750438103 $251,087.50 5,300 X X
RAYTHEON CO Common 755111408 $177,100.00 9,200 X X
IMS HEALTH INC Common 449934108 $151,200.00 8,400 X X
SEARS ROEBUCK & CO Common 812387108 $336,037.50 10,300 X X
SAFECO CORP Common 786429100 $69,562.50 3,500 X X
SANMINA CORP Common 800907107 $342,000.00 4,000 X X
SBC COMMUNICATIONS INC Common 78387G103 $3,961,959.50 91,606 X X
SCHWAB CHARLES CORP NE Common 808513105 $1,127,984.25 33,546 X X
SIEBEL SYS INC Common 826170102 $850,525.00 5,200 X X
SEALED AIR CORP NEW Common 81211K100 $119,729.25 2,286 X X
SEAGATE TECHNOLOGY Common 811804103 $313,500.00 5,700 X X
SCIENTIFIC ATLANTA INC Common 808655104 $312,900.00 4,200 X X
SCHERING PLOUGH CORP Common 806605101 $2,020,000.00 40,000 X X
SHERWIN WILLIAMS CO Common 824348106 $95,343.75 4,500 X X
SIGMA ALDRICH CORP Common 826552101 $78,975.00 2,700 X X
SCHLUMBERGER LTD Common 806857108 $1,119,375.00 15,000 X X
SARA LEE CORP Common 803111103 $477,018.75 24,700 X X
USA EDUCATION INC. Common 90390U102 $160,981.25 4,300 X X
SOLECTRON CORP Common 834182107 $670,000.00 16,000 X X
SPRINGS INDS INC Common 851783100 $16,000.00 500 X X
SHARED MED SYS CORP Common 819486101 $51,056.25 700 X X
SNAP ON INC Common 833034101 $42,600.00 1,600 X X
SYNOVUS FINL CORP Common 87161C105 $133,950.00 7,600 X X
SOUTHERN CO Common 842587107 $426,618.75 18,300 X X
SOUTHTRUST CORP Common 844730101 $104,075.00 4,600 X X
ST PAUL COS INC Common 792860108 $209,800.50 6,148 X X
STAPLES INC Common 855030102 $193,725.00 12,600 X X
SEMPRA ENERGY Common 816851109 $111,486.00 6,558 X X
SUNTRUST BKS INC Common 867914103 $397,481.25 8,700 X X
ST JUDE MED INC Common 790849103 $103,218.75 2,250 X X
STATE STR CORP Common 857477103 $466,675.00 4,400 X X
SUMMIT BANCORP Common 866005101 $118,200.00 4,800 X X
SUNOCO INC Common 86764P109 $73,593.75 2,500 X X
SUN MICROSYSTEMS INC Common 866810104 $3,864,843.75 42,500 X X
SUPERVALU INC Common 868536103 $72,437.50 3,800 X X
STANLEY WKS Common 854616109 $57,000.00 2,400 X X
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SAFEWAY INC Common 786514208 $625,500.00 13,900 X X
SYSCO CORP Common 871829107 $379,125.00 9,000 X X
AT&T CORP Common 001957109 $2,713,235.25 85,794 X X
TEKTRONIX INC Common 879131100 $96,200.00 1,300 X X
TERADYNE INC Common 880770102 $345,450.00 4,700 X X
TARGET CORP Common 87612E106 $696,000.00 12,000 X X
TENET HEALTHCARE CORP Common 88033G100 $229,500.00 8,500 X X
TEMPLE INLAND INC Common 879868107 $63,000.00 1,500 X X
TJX COS INC NEW Common 872540109 $157,500.00 8,400 X X
TIMKEN CO Common 887389104 $31,662.50 1,700 X X
TELLABS INC Common 879664100 $752,812.50 11,000 X X
TORCHMARK CORP Common 891027104 $88,875.00 3,600 X X
THERMO ELECTRON CORP Common 883556102 $90,568.75 4,300 X X
THOMAS & BETTS CORP Common 884315102 $30,600.00 1,600 X X
TOSCO CORP Common 891490302 $110,418.75 3,900 X X
TOYS R US INC Common 892335100 $97,568.75 6,700 X X
TRIBUNE CO NEW Common 896047107 $227,500.00 6,500 X X
PRICE T ROWE & ASSOCIA Common 741477103 $140,250.00 3,300 X X
TRW INC Common 872649108 $143,137.50 3,300 X X
SABRE HLDGS CORP Common 785905100 $82,365.00 2,890 X X
TUPPERWARE CORP Common 899896104 $35,200.00 1,600 X X
TIME WARNER INC Common 887315109 $2,628,080.00 34,580 X X
TEXACO INC Common 881694103 $804,075.00 15,100 X X
TEXAS INSTRS INC Common 882508104 $2,994,775.00 43,600 X X
TEXTRON INC Common 883203101 $222,681.25 4,100 X X
TXU CORP Common 873168108 $221,397.50 7,505 X X
TYCO INTL LTD NEW Common 902124106 $2,177,070.75 45,954 X X
US AIRWAYS GROUP INC Common 911905107 $74,100.00 1,900 X X
UNOCAL CORP Common 915289102 $218,625.00 6,600 X X
UNICOM CORP Common 904911104 $228,256.25 5,900 X X
UNISYS CORP Common 909214108 $122,325.00 8,400 X X
UNION CARBIDE CORP Common 905581104 $178,200.00 3,600 X X
MEDIAONE GROUP INC Common 58440J104 $1,112,637.50 16,700 X X
UNILEVER N V Common 904784709 $670,456.00 15,592 X X
UNITEDHEALTH GROUP INC Common 91324P102 $394,450.00 4,600 X X
UNUMPROVIDENT CORP Common 91529Y106 $131,890.87 6,574 X X
UNION PAC CORP Common 907818108 $252,875.00 6,800 X X
UNION PLANTERS CORP Common 908068109 $106,162.50 3,800 X X
UNION PAC RES GROUP IN Common 907834105 $151,426.00 6,883 X X
US BANCORP DEL Common 902973106 $382,151.00 19,852 X X
UST INC Common 902911106 $69,031.25 4,700 X X
U S WEST INC NEW Common 91273H101 $1,180,520.25 13,767 X X
UNITED TECHNOLOGIES CO Common 913017109 $765,375.00 13,000 X X
V F CORP Common 918204108 $76,200.00 3,200 X X
VIACOM INC Common 925524308 $2,778,504.25 40,748 X X
VULCAN MATLS CO Common 929160109 $115,256.25 2,700 X X
SEAGRAM LTD Common 811850106 $684,400.00 11,800 X X
VERITAS SOFTWARE CO Common 923436109 $1,175,362.50 10,400 X X
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VERIZON COMMUNICATIONS Common 92343V104 $2,146,624.87 42,246 X X
WESTVACO CORP Common 961548104 $68,234.37 2,750 X X
WALGREEN CO Common 931422109 $878,718.75 27,300 X X
WACHOVIA CORP Common 929771103 $298,375.00 5,500 X X
WORLDCOM INC GA NEW Common 98157D106 $3,548,339.50 77,348 X X
WENDYS INTL INC Common 950590109 $58,781.25 3,300 X X
WELLS FARGO & CO NEW Common 949746101 $1,668,575.00 43,060 X X
WHIRLPOOL CORP Common 963320106 $93,250.00 2,000 X X
WINN DIXIE STORES INC Common 974280109 $57,250.00 4,000 X X
WILLAMETTE INDS INC Common 969133107 $81,750.00 3,000 X X
WELLPOINT HEALTH NETWO Common 94973H108 $123,143.75 1,700 X X
WASHINGTON MUT INC Common 939322103 $453,915.00 15,720 X X
WILLIAMS COS INC DEL Common 969457100 $491,912.50 11,800 X X
WASTE MGMT INC DEL Common 94106L109 $320,188.00 16,852 X X
WAL MART STORES INC Common 931142103 $6,891,950.00 119,600 X X
WORTHINGTON INDS INC Common 981811102 $25,725.00 2,450 X X
WATSON PHARMACEUTICALS Common 942683103 $139,750.00 2,600 X X
WRIGLEY WM JR CO Common 982526105 $256,600.00 3,200 X X
WEYERHAEUSER CO Common 962166104 $275,200.00 6,400 X X
USX-U S STL Common 90337T101 $44,550.00 2,400 X X
XILINX INC Common 983919101 $718,293.75 8,700 X X
EXXON MOBIL CORP Common 30231G102 $7,277,813.50 92,711 X X
XEROX CORP Common 984121103 $375,575.00 18,100 X X
YAHOO INC Common 984332106 $1,746,637.50 14,100 X X
YOUNG & RUBICAM INC Common 987425105 $97,218.75 1,700 X X
TRICON GLOBAL RESTAURA Common 895953107 $117,237.50 4,150 X X
</TABLE>
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