|
|
|
|
|
|
|
|
|
|
|
|
|
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, 1999
Check here if Amendment: Not an amendment.
Amendment Number: Not an amendment.
This Amendment is a restatement(Check only one.): Not an amendment.
Or
This Amendment adds new holdings entries: Not an amendment.
Institutional Investment Manager Filing this Report:
Name: U S West Investment Management Company
Address: 7800 East Orchard Road Suite 290
Englewood, CO 80111-0000
Form 13F File Number: 028-03453
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: Donald J. Nesbit
Title: Investment Manager
Phone: 720-489-4006
Signature, Place, and Date of Signing:
/s/ Donald J. Nesbit
Englewood, CO
August 09, 1999
Report Type (Check only one.):
(X) 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).)
( ) 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).)
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 889
Form 13F Information Table Value Total: $6,006,995 (x1000)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the manager filing this report. (If there
are no entries in this list, state "NONE" and omit the column
headings and list entries.)
NONE
<PAGE>
<TABLE>
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
<C> <C>
D FRUIT OF THE LOOM LTD ORD CL A G3682L105 183 18800 SH SOLE 18800 0 0
D TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 916 34900 SH SOLE 34900 0 0
D A D C TELECOMMUNICATIONS COM 000886101 3476 76300 SH SOLE 76300 0 0
D AFLAC INC COM 001055102 7039 147024 SH SOLE 147024 0 0
D AGCO CORP COM 001084102 260 23000 SH SOLE 23000 0 0
D AES CORP COM 00130H105 3968 68264 SH SOLE 68264 0 0
D AK STL HLDG CORP COM 001547108 605 26900 SH SOLE 26900 0 0
D AMR CORP COM 001765106 5888 86274 SH SOLE 86274 0 0
D AT&T CORP COM 001957109 64680 1158872 SH SOLE 1158872 0 0
D AT&T CORP COM LIB GRP A 001957208 15741 428322 SH SOLE 428322 0 0
D ABBOTT LABS COM 002824100 33196 729575 SH SOLE 729575 0 0
D ABERCROMBIE & FITCH CO CL A 002896207 2785 58024 SH SOLE 58024 0 0
D ACNIELSEN CORP COM 004833109 602 19900 SH SOLE 19900 0 0
D ADAPTEC INC COM 00651F108 2255 63860 SH SOLE 63860 0 0
D ADOBE SYS INC COM 00724F101 2990 36400 SH SOLE 36400 0 0
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 542 34700 SH SOLE 34700 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 1407 77900 SH SOLE 77900 0 0
D AETNA INC COM 008117103 6711 75037 SH SOLE 75037 0 0
D AFFILIATED COMPUTER SERVICES CL A 008190100 228 4500 SH SOLE 4500 0 0
D AIR PRODS & CHEMS INC COM 009158106 4743 117850 SH SOLE 117850 0 0
D AIRBORNE FGHT CORP COM 009266107 454 16400 SH SOLE 16400 0 0
D ALBERTSONS INC COM 013104104 10934 212055 SH SOLE 212055 0 0
D ALCOA INC COM 013817101 11273 182184 SH SOLE 182184 0 0
D ALLEGHENY ENERGY INC COM 017361106 2292 71500 SH SOLE 71500 0 0
D ALLEGHENY TELEDYNE INC COM 017415100 1775 78450 SH SOLE 78450 0 0
D ALLERGAN INC COM 018490102 3858 34756 SH SOLE 34756 0 0
D ALLIEDSIGNAL INC COM 019512102 18218 289182 SH SOLE 289182 0 0
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 857 43400 SH SOLE 43400 0 0
D ALLMERICA FINL CORP COM 019754100 1720 28284 SH SOLE 28284 0 0
D ALLSTATE CORP COM 020002101 14691 409496 SH SOLE 409496 0 0
D ALLTEL CORP COM 020039103 9791 136931 SH SOLE 136931 0 0
D ALTERA CORP COM 021441100 3843 104400 SH SOLE 104400 0 0
D ALZA CORP DEL COM 022615108 2361 46400 SH SOLE 46400 0 0
D AMAZON COM INC COM 023135106 6169 49300 SH SOLE 49300 0 0
D AMBAC FINL GROUP INC COM 023139108 2382 41700 SH SOLE 41700 0 0
D AMERADA HESS CORP COM 023551104 3001 50430 SH SOLE 50430 0 0
D AMEREN CORP COM 023608102 2836 73894 SH SOLE 73894 0 0
D AMERICA ONLINE INC DEL COM 02364J104 59090 534750 SH SOLE 534750 0 0
D AMERICAN BANKERS INS GROUP INC COM 024456105 1394 25600 SH SOLE 25600 0 0
D AMERICAN ELEC PWR INC COM 025537101 3580 95300 SH SOLE 95300 0 0
D AMERICAN EXPRESS CO COM 025816109 31766 244118 SH SOLE 244118 0 0
D AMERICAN FINL GROUP INC OHIO COM 025932104 906 26600 SH SOLE 26600 0 0
D AMERICAN GENERAL CORP COM 026351106 10662 141448 SH SOLE 141448 0 0
D AMERICAN GREETINGS CORP CL A 026375105 1243 41251 SH SOLE 41251 0 0
D AMERICAN HOME PRODS CORP COM 026609107 40559 705380 SH SOLE 705380 0 0
D AMERICAN INTL GROUP INC COM 026874107 70811 604903 SH SOLE 604903 0 0
D AMERICAN NATL INS CO COM 028591105 627 8800 SH SOLE 8800 0 0
D AMERICAN PWR CONVERSION CORP COM 029066107 1896 94200 SH SOLE 94200 0 0
D AMERICAN STD COS INC DEL COM 029712106 2222 46900 SH SOLE 46900 0 0
D AMERICAN WTR WKS INC COM 030411102 406 13200 SH SOLE 13200 0 0
D AMERITECH CORP NEW COM 030954101 44178 601060 SH SOLE 601060 0 0
D AMF BOWLING INC COM 03113V109 200 23700 SH SOLE 23700 0 0
D AMGEN INC COM 031162100 17130 281400 SH SOLE 281400 0 0
D AMRESCO INC COM 031909104 153 23800 SH SOLE 23800 0 0
D AMSOUTH BANCORPORATION COM 032165102 2999 129337 SH SOLE 129337 0 0
D ANADARKO PETE CORP COM 032511107 2130 57856 SH SOLE 57856 0 0
D ANALOG DEVICES INC COM 032654105 4389 87449 SH SOLE 87449 0 0
D ANDREW CORP COM 034425108 637 33625 SH SOLE 33625 0 0
D ANHEUSER BUSCH COS INC COM 035229103 17352 244612 SH SOLE 244612 0 0
D AON CORP COM 037389103 5468 132562 SH SOLE 132562 0 0
D APACHE CORP COM 037411105 2395 61399 SH SOLE 61399 0 0
D APARTMENT INVT & MGMT CO CL A 03748R101 1436 33600 SH SOLE 33600 0 0
D APOLLO GROUP INC CL A 037604105 801 30150 SH SOLE 30150 0 0
D APPLE COMPUTER INC COM 037833100 3390 73205 SH SOLE 73205 0 0
D APPLIED MATLS INC COM 038222105 14786 200152 SH SOLE 200152 0 0
D ARCH CHEMICALS INC COM 03937R102 461 18967 SH SOLE 18967 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 4871 315500 SH SOLE 315500 0 0
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 331 15100 SH SOLE 15100 0 0
D ARMSTRONG WORLD INDS INC COM 042476101 1916 33149 SH SOLE 33149 0 0
D ARROW ELECTRS INC COM 042735100 992 52186 SH SOLE 52186 0 0
D ASHLAND INC COM 044204105 1613 40191 SH SOLE 40191 0 0
D AT HOME CORP COM SER A 045919107 3022 56026 SH SOLE 56026 0 0
D ASSOCIATES FIRST CAP CORP CL A 046008108 16883 380996 SH SOLE 380996 0 0
D ATLANTIC RICHFIELD CO COM 048825103 14997 179466 SH SOLE 179466 0 0
D ATMEL CORP COM 049513104 1540 58800 SH SOLE 58800 0 0
D AUTODESK INC COM 052769106 568 19205 SH SOLE 19205 0 0
D AUTOLIV INC COM 052800109 1574 52040 SH SOLE 52040 0 0
D AUTOMATIC DATA PROCESSING INC COM 053015103 15082 342782 SH SOLE 342782 0 0
D AUTONATION INC COM 05329W102 4013 225300 SH SOLE 225300 0 0
D AUTOZONE INC COM 053332102 2546 84500 SH SOLE 84500 0 0
D AVERY DENNISON CORP COM 053611109 3254 53890 SH SOLE 53890 0 0
D AVNET INC COM 053807103 800 17200 SH SOLE 17200 0 0
D AVON PRODS INC COM 054303102 7442 134084 SH SOLE 134084 0 0
D BB&T CORP COM 054937107 3126 85200 SH SOLE 85200 0 0
D BEC ENERGY COM 05538M101 1444 35000 SH SOLE 35000 0 0
D BHC COMMUNICATIONS INC CL A 055448104 1042 8100 SH SOLE 8100 0 0
D BJS WHOLESALE CLUB INC COM 05548J106 493 16400 SH SOLE 16400 0 0
D BJ SVCS CO COM 055482103 1495 50800 SH SOLE 50800 0 0
D BMC SOFTWARE INC COM 055921100 6394 118400 SH SOLE 118400 0 0
D BAKER HUGHES INC COM 057224107 5478 163515 SH SOLE 163515 0 0
D BANK OF AMERICA CORPORATION COM 060505104 68727 937454 SH SOLE 937454 0 0
D BANK NEW YORK INC COM 064057102 16261 443236 SH SOLE 443236 0 0
D BANK ONE CORP COM 06423A103 38546 647160 SH SOLE 647160 0 0
D BANKBOSTON CORP COM 06605R106 7784 152259 SH SOLE 152259 0 0
D BARD C R INC COM 067383109 1807 37800 SH SOLE 37800 0 0
D BARNES & NOBLE INC COM 067774109 932 34060 SH SOLE 34060 0 0
D BAUSCH & LOMB INC COM 071707103 2372 31000 SH SOLE 31000 0 0
D BAXTER INTL INC COM 071813109 9289 153221 SH SOLE 153221 0 0
D BEAR STEARNS COS INC COM 073902108 3018 64555 SH SOLE 64555 0 0
D BECKMAN COULTER INC COM 075811109 1313 27000 SH SOLE 27000 0 0
D BECTON DICKINSON & CO COM 075887109 4113 137100 SH SOLE 137100 0 0
D BED BATH & BEYOND INC COM 075896100 1209 31400 SH SOLE 31400 0 0
D BELL ATLANTIC CORP COM 077853109 55240 844975 SH SOLE 844975 0 0
D BELLSOUTH CORP COM 079860102 49669 1059600 SH SOLE 1059600 0 0
D BELO A H CORP DEL COM SER A 080555105 1205 61200 SH SOLE 61200 0 0
D BEMIS INC COM 081437105 405 10200 SH SOLE 10200 0 0
D BERGEN BRUNSWIG CORP CL A 083739102 1078 62507 SH SOLE 62507 0 0
D BERKSHIRE HATHAWAY INC DEL CL B 084670207 2625 1172 SH SOLE 1172 0 0
D BEST BUY INC COM 086516101 5549 82200 SH SOLE 82200 0 0
D BESTFOODS COM 08658U101 7574 153002 SH SOLE 153002 0 0
D BETHLEHEM STL CORP COM 087509105 96 12500 SH SOLE 12500 0 0
D BEVERLY ENTERPRISES INC COM NEW 087851309 607 75240 SH SOLE 75240 0 0
D BIOGEN INC COM 090597105 5106 79400 SH SOLE 79400 0 0
D BIOMET INC COM 090613100 2449 61600 SH SOLE 61600 0 0
D BLACK & DECKER CORP COM 091797100 3686 58400 SH SOLE 58400 0 0
D BLOCK H & R INC COM 093671105 3237 64733 SH SOLE 64733 0 0
D BLYTH INDS INC COM 09643P108 832 24200 SH SOLE 24200 0 0
D BOEING CO COM 097023105 23236 525855 SH SOLE 525855 0 0
D BOISE CASCADE CORP COM 097383103 609 14200 SH SOLE 14200 0 0
D BORDERS GROUP INC COM 099709107 849 53700 SH SOLE 53700 0 0
D BOSTON PROPERTIES INC COM 101121101 319 8900 SH SOLE 8900 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 6182 140700 SH SOLE 140700 0 0
D BOWATER INC COM 102183100 586 12400 SH SOLE 12400 0 0
D BRINKER INTL INC COM 109641100 522 19200 SH SOLE 19200 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 74995 1064708 SH SOLE 1064708 0 0
D BROADCOM CORP CL A 111320107 535 3700 SH SOLE 3700 0 0
D BROWN FORMAN CORP CL B 115637209 1630 25000 SH SOLE 25000 0 0
D BROWNING FERRIS INDS COM 115885105 4102 95393 SH SOLE 95393 0 0
D BRUNSWICK CORP COM 117043109 1536 55100 SH SOLE 55100 0 0
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 7856 253420 SH SOLE 253420 0 0
D BURLINGTON RES INC COM 122014103 4220 97565 SH SOLE 97565 0 0
D CCB FINL CORP COM 124875105 539 10200 SH SOLE 10200 0 0
D CBRL GROUP INC COM 12489V106 713 41200 SH SOLE 41200 0 0
D CBS CORP COM 12490K107 17413 400879 SH SOLE 400879 0 0
D CIGNA CORP COM 125509109 13242 148790 SH SOLE 148790 0 0
D CIT GROUP INC CL A 125577106 462 16000 SH SOLE 16000 0 0
D CKE RESTAURANTS INC COM 12561E105 374 22990 SH SOLE 22990 0 0
D CMS ENERGY CORP COM 125896100 2574 61476 SH SOLE 61476 0 0
D CNA FINL CORP COM 126117100 726 18006 SH SOLE 18006 0 0
D CNF TRANSN INC COM 12612W104 913 23800 SH SOLE 23800 0 0
D CSX CORP COM 126408103 6082 134234 SH SOLE 134234 0 0
D CVS CORP COM 126650100 8839 174158 SH SOLE 174158 0 0
D CABLEVISION SYS CORP CL A 12686C109 4536 64800 SH SOLE 64800 0 0
D CABLETRON SYS INC COM 126920107 915 70400 SH SOLE 70400 0 0
D CABOT CORP COM 127055101 1116 46140 SH SOLE 46140 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 1571 123247 SH SOLE 123247 0 0
D CALLAWAY GOLF CO COM 131193104 667 45600 SH SOLE 45600 0 0
D CAMBRIDGE TECH PARTNERS MASS COM 132524109 527 30000 SH SOLE 30000 0 0
D CAMPBELL SOUP CO COM 134429109 5667 122200 SH SOLE 122200 0 0
D CAPITAL ONE FINL CORP COM 14040H105 5818 104472 SH SOLE 104472 0 0
D CAPSTAR BROADCASTING CORP CL A 14067G105 564 20600 SH SOLE 20600 0 0
D CARDINAL HEALTH INC COM 14149Y108 9831 153317 SH SOLE 153317 0 0
D CAROLINA PWR & LT CO COM 144141108 3379 78920 SH SOLE 78920 0 0
D CARRAMERICA RLTY CORP COM 144418100 563 22500 SH SOLE 22500 0 0
D CASE CORP COM 14743R103 1270 26400 SH SOLE 26400 0 0
D CATELLUS DEV CORP COM 149111106 603 38900 SH SOLE 38900 0 0
D CATERPILLAR INC DEL COM 149123101 11198 186638 SH SOLE 186638 0 0
D CENDANT CORP COM 151313103 9665 471457 SH SOLE 471457 0 0
D CENTEX CORP COM 152312104 1330 35400 SH SOLE 35400 0 0
D CENTOCOR INC COM 152342101 1637 35100 SH SOLE 35100 0 0
D CENTRAL & SOUTH WEST CORP COM 152357109 2769 118481 SH SOLE 118481 0 0
D CENTRAL NEWSPAPERS INC CL A 154647101 248 6600 SH SOLE 6600 0 0
D CENTURA BKS INC COM 15640T100 242 4300 SH SOLE 4300 0 0
D CENTURYTEL INC COM 156700106 3371 84800 SH SOLE 84800 0 0
D CERIDIAN CORP COM 15677T106 2197 67200 SH SOLE 67200 0 0
D CHAMPION INTL CORP COM 158525105 2931 61224 SH SOLE 61224 0 0
D CHANCELLOR MEDIA CORP COM 158915108 3548 64370 SH SOLE 64370 0 0
D CHARTER ONE FINL INC COM 160903100 2480 89156 SH SOLE 89156 0 0
D CHASE MANHATTAN CORP NEW COM 16161A108 40058 462429 SH SOLE 462429 0 0
D CHEVRON CORPORATION COM 166751107 33766 354732 SH SOLE 354732 0 0
D CHIRON CORP COM 170040109 1368 65940 SH SOLE 65940 0 0
D CHRIS CRAFT INDS INC COM 170520100 320 6788 SH SOLE 6788 0 0
D CHUBB CORP COM 171232101 6239 89764 SH SOLE 89764 0 0
D CIBER INC COM 17163B102 340 17800 SH SOLE 17800 0 0
D CIENA CORP COM 171779101 1633 54100 SH SOLE 54100 0 0
D CINCINNATI BELL INC COM 171870108 2106 84454 SH SOLE 84454 0 0
D CINCINNATI FINL CORP COM 172062101 3662 97485 SH SOLE 97485 0 0
D CINERGY CORP COM 172474108 2845 88900 SH SOLE 88900 0 0
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 4958 53309 SH SOLE 53309 0 0
D CISCO SYS INC COM 17275R102 109468 1702128 SH SOLE 1702128 0 0
D CINTAS CORP COM 172908105 1216 18100 SH SOLE 18100 0 0
D CITIGROUP INC COM 172967101 86490 1820838 SH SOLE 1820838 0 0
D CITIZENS UTILS CO DEL CL B 177342201 1138 102291 SH SOLE 102291 0 0
D CITRIX SYS INC COM 177376100 2656 47000 SH SOLE 47000 0 0
D CITY NATL CORP COM 178566105 685 18300 SH SOLE 18300 0 0
D CLAYTON HOMES INC COM 184190106 363 31750 SH SOLE 31750 0 0
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 6989 101378 SH SOLE 101378 0 0
D CLOROX CO DEL COM 189054109 4272 40000 SH SOLE 40000 0 0
D COASTAL CORP COM 190441105 4560 114000 SH SOLE 114000 0 0
D COCA COLA CO COM 191216100 76429 1222866 SH SOLE 1222866 0 0
D COCA COLA ENTERPRISES INC COM 191219104 3731 125400 SH SOLE 125400 0 0
D COLGATE PALMOLIVE CO COM 194162103 15343 155374 SH SOLE 155374 0 0
D COLTEC INDS INC COM 196879100 332 15300 SH SOLE 15300 0 0
D COLUMBIA ENERGY GROUP COM 197648108 3171 50583 SH SOLE 50583 0 0
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 7775 340804 SH SOLE 340804 0 0
D COMAIR HOLDINGS INC COM 199789108 1102 52950 SH SOLE 52950 0 0
D COMCAST CORP CL A SPL 200300200 15805 411190 SH SOLE 411190 0 0
D COMDISCO INC COM 200336105 1699 66300 SH SOLE 66300 0 0
D COMERICA INC COM 200340107 6063 102000 SH SOLE 102000 0 0
D COMMERCE BANCSHARES INC COM 200525103 472 11725 SH SOLE 11725 0 0
D COMPASS BANCSHARES INC COM 20449H109 756 27750 SH SOLE 27750 0 0
D COMPAQ COMPUTER CORP COM 204493100 21594 911625 SH SOLE 911625 0 0
D COMPUTER ASSOC INTL INC COM 204912109 12543 228059 SH SOLE 228059 0 0
D COMPUSA INC COM 204932107 428 57600 SH SOLE 57600 0 0
D COMPUTER SCIENCES CORP COM 205363104 6439 93060 SH SOLE 93060 0 0
D COMPUWARE CORP COM 205638109 5701 179200 SH SOLE 179200 0 0
D COMSAT CORP COM SER 1 20564D107 605 18600 SH SOLE 18600 0 0
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 2174 28800 SH SOLE 28800 0 0
D CONAGRA INC COM 205887102 6978 262070 SH SOLE 262070 0 0
D CONCORD EFS INC COM 206197105 2821 66675 SH SOLE 66675 0 0
D CONEXANT SYSTEMS INC COM 207142100 2533 43624 SH SOLE 43624 0 0
D CONSECO INC COM 208464107 5211 171218 SH SOLE 171218 0 0
D CONSOLIDATED EDISON INC COM 209115104 5412 119600 SH SOLE 119600 0 0
D CONSOLIDATED NAT GAS CO COM 209615103 3142 51728 SH SOLE 51728 0 0
D CONSOLIDATED PAPERS INC COM 209759109 423 15800 SH SOLE 15800 0 0
D CONSOLIDATED STORES CORP COM 210149100 1219 45150 SH SOLE 45150 0 0
D CONSTELLATION ENERGY CORP COM 210371100 2521 85100 SH SOLE 85100 0 0
D CONTINENTAL AIRLS INC CL B 210795308 1174 31100 SH SOLE 31100 0 0
D CONVERGYS CORP COM 212485106 1597 82954 SH SOLE 82954 0 0
D COOPER CAMERON CORP COM 216640102 908 24500 SH SOLE 24500 0 0
D COOPER INDS INC COM 216669101 2440 46929 SH SOLE 46929 0 0
D COOPER TIRE & RUBR CO COM 216831107 1203 50900 SH SOLE 50900 0 0
D CORDANT TECHNOLOGIES INC COM 218412104 1008 22300 SH SOLE 22300 0 0
D CORNERSTONE PPTYS INC COM 21922H103 238 15000 SH SOLE 15000 0 0
D CORNING INC COM 219350105 8884 126693 SH SOLE 126693 0 0
D COSTCO COMPANIES INC COM 22160Q102 9612 120057 SH SOLE 120057 0 0
D COUNTRYWIDE CR INDS INC DEL COM 222372104 2861 66934 SH SOLE 66934 0 0
D COX COMMUNICATIONS INC NEW CL A 224044107 3524 95740 SH SOLE 95740 0 0
D CRANE CO COM 224399105 542 17250 SH SOLE 17250 0 0
D CRESCENT REAL ESTATE EQUITIES COM 225756105 1325 55800 SH SOLE 55800 0 0
D CRESTLINE CAP CORP COM 226153104 186 11046 SH SOLE 11046 0 0
D CROMPTON & KNOWLES CORP COM 227111101 706 36100 SH SOLE 36100 0 0
D CROWN CORK & SEAL INC COM 228255105 1683 59055 SH SOLE 59055 0 0
D CUMMINS ENGINE INC COM 231021106 1400 24500 SH SOLE 24500 0 0
D CYPRUS AMAX MINERALS CO COM 232809103 1049 69050 SH SOLE 69050 0 0
D CYTEC INDS INC COM 232820100 975 30600 SH SOLE 30600 0 0
D DQE INC COM 23329J104 1950 48600 SH SOLE 48600 0 0
D DPL INC COM 233293109 1926 104800 SH SOLE 104800 0 0
D DST SYS INC DEL COM 233326107 1534 24400 SH SOLE 24400 0 0
D DTE ENERGY CO COM 233331107 5280 132000 SH SOLE 132000 0 0
D DANA CORP COM 235811106 4410 95736 SH SOLE 95736 0 0
D DANAHER CORP DEL COM 235851102 1116 19200 SH SOLE 19200 0 0
D DARDEN RESTAURANTS INC COM 237194105 3758 172278 SH SOLE 172278 0 0
D DAYTON HUDSON CORP COM 239753106 15290 235234 SH SOLE 235234 0 0
D DEAN FOODS CO COM 242361103 495 11900 SH SOLE 11900 0 0
D DEERE & CO COM 244199105 5004 126276 SH SOLE 126276 0 0
D DELL COMPUTER CORP COM 247025109 42747 1155328 SH SOLE 1155328 0 0
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 4907 264335 SH SOLE 264335 0 0
D DELTA & PINE LD CO COM 247357106 422 13400 SH SOLE 13400 0 0
D DELTA AIR LINES INC DEL COM 247361108 5227 90702 SH SOLE 90702 0 0
D DELUXE CORP COM 248019101 1966 50500 SH SOLE 50500 0 0
D DENTSPLY INTL INC NEW COM 249030107 940 33576 SH SOLE 33576 0 0
D DEXTER CORP COM 252165105 726 17800 SH SOLE 17800 0 0
D DIAL CORP NEW COM 25247D101 2332 62700 SH SOLE 62700 0 0
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 690 24300 SH SOLE 24300 0 0
D DIEBOLD INC COM 253651103 1204 41887 SH SOLE 41887 0 0
D DILLARDS INC CL A 254067101 2122 60407 SH SOLE 60407 0 0
D DIME BANCORP INC NEW COM 25429Q102 2075 103110 SH SOLE 103110 0 0
D DISNEY WALT CO COM 254687106 34523 1120423 SH SOLE 1120423 0 0
D DOLE FOOD INC COM 256605106 892 30378 SH SOLE 30378 0 0
D DOLLAR GEN CORP COM 256669102 2397 82641 SH SOLE 82641 0 0
D DOLLAR TREE STORES INC COM 256747106 1399 31800 SH SOLE 31800 0 0
D DOMINION RES INC VA COM 257470104 4556 105185 SH SOLE 105185 0 0
D DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 422 7000 SH SOLE 7000 0 0
D DONNELLEY R R & SONS CO COM 257867101 2126 57360 SH SOLE 57360 0 0
D DOVER CORP COM 260003108 4368 124806 SH SOLE 124806 0 0
D DOW CHEM CO COM 260543103 15580 122800 SH SOLE 122800 0 0
D DOW JONES & CO INC COM 260561105 1671 31500 SH SOLE 31500 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 41075 601274 SH SOLE 601274 0 0
D DUKE ENERGY CORP COM 264399106 10209 187743 SH SOLE 187743 0 0
D DUKE REALTY INVT INC COM NEW 264411505 914 40500 SH SOLE 40500 0 0
D DUN & BRADSTREET CORP DEL COM 26483B106 3339 94229 SH SOLE 94229 0 0
D DYNEGY INC COM 26816L102 960 47100 SH SOLE 47100 0 0
D EG & G INC COM 268457108 652 18300 SH SOLE 18300 0 0
D E M C CORP MASS COM 268648102 29843 542600 SH SOLE 542600 0 0
D ENSCO INTL INC COM 26874Q100 1770 88800 SH SOLE 88800 0 0
D E SPIRE COMMUNICATIONS INC COM 269153102 270 25530 SH SOLE 25530 0 0
D EASTMAN CHEM CO COM 277432100 2254 43564 SH SOLE 43564 0 0
D EASTMAN KODAK CO COM 277461109 11237 165865 SH SOLE 165865 0 0
D EATON CORP COM 278058102 3855 41900 SH SOLE 41900 0 0
D ECOLAB INC COM 278865100 3044 69784 SH SOLE 69784 0 0
D EDISON INTL COM 281020107 6364 237900 SH SOLE 237900 0 0
D J D EDWARDS & CO COM 281667105 335 18100 SH SOLE 18100 0 0
D EDWARDS AG INC COM 281760108 1674 51917 SH SOLE 51917 0 0
D EL PASO ENERGY CORP DEL COM 283905107 2546 72356 SH SOLE 72356 0 0
D ELECTRONIC ARTS INC COM 285512109 1866 34400 SH SOLE 34400 0 0
D ELECTRONIC DATA SYS NEW COM 285661104 11523 203724 SH SOLE 203724 0 0
D EMERSON ELEC CO COM 291011104 13958 221990 SH SOLE 221990 0 0
D ENERGY EAST CORP COM 29266M109 2122 81600 SH SOLE 81600 0 0
D ENGELHARD CORP COM 292845104 1433 63350 SH SOLE 63350 0 0
D ENRON CORP COM 293561106 14436 176590 SH SOLE 176590 0 0
D ENRON OIL & GAS CO COM 293562104 362 17900 SH SOLE 17900 0 0
D ENTERGY CORP NEW COM 29364G103 4177 133670 SH SOLE 133670 0 0
D EQUIFAX INC COM 294429105 3165 88690 SH SOLE 88690 0 0
D EQUITABLE COS INC COM 29444G107 3548 52956 SH SOLE 52956 0 0
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 2470 96400 SH SOLE 96400 0 0
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1426 31649 SH SOLE 31649 0 0
D ERIE INDTY CO CL A 29530P102 271 9500 SH SOLE 9500 0 0
D ETHAN ALLEN INTERIORS INC COM 297602104 464 12300 SH SOLE 12300 0 0
D EVEREST REINS HLDGS INC COM 299808105 480 14700 SH SOLE 14700 0 0
D EXXON CORP COM 302290101 98189 1273113 SH SOLE 1273113 0 0
D F M C CORP COM NEW 302491303 921 13487 SH SOLE 13487 0 0
D FPL GROUP INC COM 302571104 4417 80861 SH SOLE 80861 0 0
D FAMILY DLR STORES INC COM 307000109 1555 64800 SH SOLE 64800 0 0
D FASTENAL CO COM 311900104 435 8300 SH SOLE 8300 0 0
D FDX CORP COM 31304N107 8663 159680 SH SOLE 159680 0 0
D FEDERAL HOME LN MTG CORP COM 313400301 21733 374700 SH SOLE 374700 0 0
D FEDERAL MOGUL CORP COM 313549107 978 18800 SH SOLE 18800 0 0
D FEDERAL NATL MTG ASSN COM 313586109 38138 557778 SH SOLE 557778 0 0
D FEDERATED DEPT STORES INC DEL COM 31410H101 5935 112123 SH SOLE 112123 0 0
D FIFTH THIRD BANCORP COM 316773100 8344 125349 SH SOLE 125349 0 0
D FINOVA GROUP INC COM 317928109 863 16400 SH SOLE 16400 0 0
D FIRST AMER CORP TENN COM 318900107 1169 28132 SH SOLE 28132 0 0
D FIRST DATA CORP COM 319963104 11419 233340 SH SOLE 233340 0 0
D FIRST HEALTH GROUP CORP COM 320960107 410 19000 SH SOLE 19000 0 0
D FIRST SEC CORP DEL COM 336294103 3329 122162 SH SOLE 122162 0 0
D FIRST TENN NATL CORP COM 337162101 1441 37600 SH SOLE 37600 0 0
D FIRST UN CORP COM 337358105 20770 441923 SH SOLE 441923 0 0
D FIRST VA BANKS INC COM 337477103 467 9500 SH SOLE 9500 0 0
D FIRSTAR CORP NEW WIS COM 33763V109 9556 341288 SH SOLE 341288 0 0
D FISERV INC COM 337738108 1383 44175 SH SOLE 44175 0 0
D FIRSTMERIT CORP COM 337915102 314 11200 SH SOLE 11200 0 0
D FIRSTENERGY CORP COM 337932107 4056 130832 SH SOLE 130832 0 0
D FLEET FINL GROUP INC NEW COM 338915101 13830 311666 SH SOLE 311666 0 0
D FLORIDA PROGRESS CORP COM 341109106 1923 46555 SH SOLE 46555 0 0
D FLOWERS INDS INC COM 343496105 978 45100 SH SOLE 45100 0 0
D FLUOR CORP COM 343861100 2071 51140 SH SOLE 51140 0 0
D FOOD LION INC CL B 344775101 2643 228600 SH SOLE 228600 0 0
D FORD MTR CO DEL COM 345370100 37405 662771 SH SOLE 662771 0 0
D FOREST LABS INC CL A 345838106 1910 41300 SH SOLE 41300 0 0
D FORT JAMES CORP COM 347471104 3293 86954 SH SOLE 86954 0 0
D FORTUNE BRANDS INC COM 349631101 4095 98972 SH SOLE 98972 0 0
D FOUNDATION HEALTH SYS INC COM 350404109 1007 67140 SH SOLE 67140 0 0
D FRANKLIN RES INC COM 354613101 4042 99500 SH SOLE 99500 0 0
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1651 92068 SH SOLE 92068 0 0
D FRONTIER CORPORATION COM 35906P105 6399 108461 SH SOLE 108461 0 0
D FURNITURE BRANDS INTL INC COM 360921100 479 17200 SH SOLE 17200 0 0
D GATX CORP COM 361448103 270 7100 SH SOLE 7100 0 0
D GPU INC COM 36225X100 3666 86900 SH SOLE 86900 0 0
D GTE CORP COM 362320103 39336 519291 SH SOLE 519291 0 0
D GALILEO INTERNATIONAL INC COM 363547100 1304 24400 SH SOLE 24400 0 0
D GANNETT INC COM 364730101 11005 154182 SH SOLE 154182 0 0
D GAP INC DEL COM 364760108 18194 361163 SH SOLE 361163 0 0
D GARTNER GROUP INC NEW COM 366651107 367 17900 SH SOLE 17900 0 0
D GATEWAY INC COM 367626108 1953 33100 SH SOLE 33100 0 0
D GAYLORD ENTMT CO NEW COM 367905106 243 8100 SH SOLE 8100 0 0
D GENERAL DYNAMICS CORP COM 369550108 4522 66012 SH SOLE 66012 0 0
D GENERAL ELEC CO COM 369604103 197301 1746023 SH SOLE 1746023 0 0
D GENERAL INSTR CORP DEL COM 370120107 2996 70500 SH SOLE 70500 0 0
D GENERAL MLS INC COM 370334104 6262 77908 SH SOLE 77908 0 0
D GENERAL MTRS CORP COM 370442105 24961 378200 SH SOLE 378200 0 0
D GENERAL MTRS CORP CL H NEW 370442832 3459 61498 SH SOLE 61498 0 0
D GENERAL NUTRITION COS INC COM 37047F103 1089 46700 SH SOLE 46700 0 0
D GENUINE PARTS CO COM 372460105 3605 103000 SH SOLE 103000 0 0
D GENZYME CORP COM GENL DIV 372917104 2289 47200 SH SOLE 47200 0 0
D GEORGIA PAC CORP COM GA PAC GRP 373298108 5519 116486 SH SOLE 116486 0 0
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 1425 56443 SH SOLE 56443 0 0
D GILLETTE CO COM 375766102 23062 562497 SH SOLE 562497 0 0
D GLOBAL MARINE INC COM 379352404 886 57400 SH SOLE 57400 0 0
D GOLDEN ST BANCORP INC COM 381197102 911 41400 SH SOLE 41400 0 0
D GOLDEN ST BANCORP INC WT EXP 000000 381197136 40 30500 SH SOLE 30500 0 0
D GOLDEN WEST FINL CORP DEL COM 381317106 3067 31300 SH SOLE 31300 0 0
D GOODRICH B F CO COM 382388106 1720 40480 SH SOLE 40480 0 0
D GOODYEAR TIRE & RUBR CO COM 382550101 5010 85192 SH SOLE 85192 0 0
D GRAINGER W W INC COM 384802104 2368 44000 SH SOLE 44000 0 0
D GREAT LAKES CHEM CORP COM 390568103 1410 30600 SH SOLE 30600 0 0
D GREENPOINT FINL CORP COM 395384100 1736 52900 SH SOLE 52900 0 0
D GUIDANT CORP COM 401698105 8422 163724 SH SOLE 163724 0 0
D GULFSTREAM AEROSPACE CORP COM 402734107 2013 29800 SH SOLE 29800 0 0
D HCR MANOR CARE INC COM 404134108 585 24200 SH SOLE 24200 0 0
D HRPT PPTYS TR COM SH BEN INT 40426W101 439 28700 SH SOLE 28700 0 0
D HSB GROUP INC COM 40428N109 480 11650 SH SOLE 11650 0 0
D HALLIBURTON CO COM 406216101 10344 228589 SH SOLE 228589 0 0
D HANNAFORD BROS CO COM 410550107 498 9300 SH SOLE 9300 0 0
D HARCOURT GEN INC COM 41163G101 1722 33395 SH SOLE 33395 0 0
D HARLEY DAVIDSON INC COM 412822108 4763 87600 SH SOLE 87600 0 0
D HARNISCHFEGER INDS INC COM 413345109 28 14200 SH SOLE 14200 0 0
D HARRAHS ENTMT INC COM 413619107 1566 71193 SH SOLE 71193 0 0
D HARRIS CORP DEL COM 413875105 2182 55689 SH SOLE 55689 0 0
D HARSCO CORP COM 415864107 1087 33954 SH SOLE 33954 0 0
D HARTE-HANKS INC COM 416196103 423 15600 SH SOLE 15600 0 0
D HARTFORD FINL SVCS GROUP INC COM 416515104 7451 127776 SH SOLE 127776 0 0
D HASBRO INC COM 418056107 2864 102505 SH SOLE 102505 0 0
D HEALTHSOUTH CORP COM 421924101 3607 241500 SH SOLE 241500 0 0
D HEALTH MGMT ASSOC INC NEW CL A 421933102 1550 137786 SH SOLE 137786 0 0
D HEARST-ARGYLE TELEVISION INC COM 422317107 998 41575 SH SOLE 41575 0 0
D HEINZ H J CO COM 423074103 8917 177900 SH SOLE 177900 0 0
D HELLER FINANCIAL INC CL A 423328103 473 17000 SH SOLE 17000 0 0
D HERCULES INC COM 427056106 2099 53391 SH SOLE 53391 0 0
D HERSHEY FOODS CORP COM 427866108 3082 51900 SH SOLE 51900 0 0
D HERTZ CORP CL A 428040109 1004 16200 SH SOLE 16200 0 0
D HEWLETT PACKARD CO COM 428236103 46248 460182 SH SOLE 460182 0 0
D HIBERNIA CORP CL A 428656102 590 37600 SH SOLE 37600 0 0
D HIGHWOODS PPTYS INC COM 431284108 897 32700 SH SOLE 32700 0 0
D HILLENBRAND INDS INC COM 431573104 1224 28300 SH SOLE 28300 0 0
D HILTON HOTELS CORP COM 432848109 1640 115600 SH SOLE 115600 0 0
D HISPANIC BROADCASTING CORP CL A 43357B104 1624 21400 SH SOLE 21400 0 0
D HOME DEPOT INC COM 437076102 51056 792332 SH SOLE 792332 0 0
D HOMESTAKE MNG CO COM 437614100 793 96840 SH SOLE 96840 0 0
D HON INDS INC COM 438092108 817 28000 SH SOLE 28000 0 0
D HONEYWELL INC COM 438506107 7787 67200 SH SOLE 67200 0 0
D HORACE MANN EDUCATORS CORP NEW COM 440327104 242 8900 SH SOLE 8900 0 0
D HORMEL FOODS CORP COM 440452100 362 9000 SH SOLE 9000 0 0
D HOST MARRIOTT CORP NEW COM 44107P104 1426 120076 SH SOLE 120076 0 0
D HOUSEHOLD INTL INC COM 441815107 10584 223402 SH SOLE 223402 0 0
D HOWMET INTERNATIONAL COM 443208103 400 23300 SH SOLE 23300 0 0
D HUBBELL INC CL B 443510201 1569 34574 SH SOLE 34574 0 0
D HUMANA INC COM 444859102 1237 95600 SH SOLE 95600 0 0
D HUNTINGTON BANCSHARES INC COM 446150104 4689 133967 SH SOLE 133967 0 0
D ICN PHARMACEUTICALS INC NEW COM 448924100 1017 31600 SH SOLE 31600 0 0
D IBP INC COM 449223106 1489 62700 SH SOLE 62700 0 0
D IMC GLOBAL INC COM 449669100 967 54856 SH SOLE 54856 0 0
D IMS HEALTH INC COM 449934108 6071 194258 SH SOLE 194258 0 0
D ITT INDS INC IND COM 450911102 2429 63703 SH SOLE 63703 0 0
D IKON OFFICE SOLUTIONS INC COM 451713101 1233 82230 SH SOLE 82230 0 0
D ILLINOIS TOOL WKS INC COM 452308109 8995 109700 SH SOLE 109700 0 0
D ILLINOVA CORP COM 452317100 1261 46259 SH SOLE 46259 0 0
D IMMUNEX CORP NEW COM 452528102 2651 20800 SH SOLE 20800 0 0
D INGERSOLL RAND CO COM 456866102 5892 91170 SH SOLE 91170 0 0
D INGRAM MICRO INC CL A 457153104 585 22700 SH SOLE 22700 0 0
D INTEL CORP COM 458140100 105528 1773580 SH SOLE 1773580 0 0
D INTERMEDIA COMMUNICATIONS INC COM 458801107 663 22100 SH SOLE 22100 0 0
D INTERNATIONAL BUSINESS MACHS COM 459200101 126181 976258 SH SOLE 976258 0 0
D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2217 49950 SH SOLE 49950 0 0
D INTERNATIONAL GAME TECHNOLOGY COM 459902102 1130 61100 SH SOLE 61100 0 0
D INTL PAPER CO COM 460146103 11172 221220 SH SOLE 221220 0 0
D INTERPUBLIC GROUP COS INC COM 460690100 7202 83137 SH SOLE 83137 0 0
D INTERSTATE BAKERIES CORP DEL COM 46072H108 714 31800 SH SOLE 31800 0 0
D INTIMATE BRANDS INC CL A 461156101 573 12100 SH SOLE 12100 0 0
D INTUIT COM 461202103 2415 26800 SH SOLE 26800 0 0
D IOMEGA CORP COM 462030107 720 145800 SH SOLE 145800 0 0
D IPALCO ENTERPRISES INC COM 462613100 1256 59300 SH SOLE 59300 0 0
D I2 TECHNOLOGIES INC COM 465754109 469 10900 SH SOLE 10900 0 0
D JEFFERSON PILOT CORP COM 475070108 4354 65780 SH SOLE 65780 0 0
D JOHNS MANVILLE CORP NEW COM 478129109 710 54600 SH SOLE 54600 0 0
D JOHNSON & JOHNSON COM 478160104 70842 722879 SH SOLE 722879 0 0
D JOHNSON CTLS INC COM 478366107 3285 47400 SH SOLE 47400 0 0
D JONES APPAREL GROUP INC COM 480074103 913 26600 SH SOLE 26600 0 0
D KLA-TENCORP CORP COM 482480100 3069 47300 SH SOLE 47300 0 0
D K MART CORP COM 482584109 5270 320600 SH SOLE 320600 0 0
D KN ENERGY INC COM 482620101 156 11700 SH SOLE 11700 0 0
D KANSAS CITY PWR & LT CO COM 485134100 1117 43800 SH SOLE 43800 0 0
D KANSAS CITY SOUTHN INDS INC COM 485170104 4175 65432 SH SOLE 65432 0 0
D KEANE INC COM 486665102 815 36000 SH SOLE 36000 0 0
D KELLOGG CO COM 487836108 3919 118746 SH SOLE 118746 0 0
D KERR MCGEE CORP COM 492386107 2898 57735 SH SOLE 57735 0 0
D KEYCORP NEW COM 493267108 8800 273930 SH SOLE 273930 0 0
D KIMBERLY CLARK CORP COM 494368103 15981 280360 SH SOLE 280360 0 0
D KIMCO REALTY CORP COM 49446R109 556 14200 SH SOLE 14200 0 0
D KING WORLD PRODTNS INC COM 495667107 1166 33504 SH SOLE 33504 0 0
D KNIGHT RIDDER INC COM 499040103 2952 53729 SH SOLE 53729 0 0
D KOHLS CORP COM 500255104 6453 83600 SH SOLE 83600 0 0
D KROGER CO COM 501044101 10808 386856 SH SOLE 386856 0 0
D LG&E ENERGY CORP COM 501917108 528 25158 SH SOLE 25158 0 0
D LHS GROUP INC COM 501938104 298 9000 SH SOLE 9000 0 0
D LSI LOGIC CORP COM 502161102 3570 77400 SH SOLE 77400 0 0
D LAFARGE CORP COM 505862102 351 9900 SH SOLE 9900 0 0
D LAMAR ADVERTISING CO CL A 512815101 504 12300 SH SOLE 12300 0 0
D LANCASTER COLONY CORP COM 513847103 260 7550 SH SOLE 7550 0 0
D LAUDER ESTEE COS INC CL A 518439104 1023 20400 SH SOLE 20400 0 0
D LEAR CORP COM 521865105 960 19300 SH SOLE 19300 0 0
D LEGGETT & PLATT INC COM 524660107 3493 125600 SH SOLE 125600 0 0
D LEGG MASON INC COM 524901105 447 11600 SH SOLE 11600 0 0
D LEHMAN BROS HLDGS INC COM 524908100 4039 64890 SH SOLE 64890 0 0
D LENNAR CORP COM 526057104 478 19900 SH SOLE 19900 0 0
D LEUCADIA NATL CORP COM 527288104 264 10400 SH SOLE 10400 0 0
D LEVEL 3 COMMUNICATIONS INC COM 52729N100 7141 118900 SH SOLE 118900 0 0
D LEXMARK INTL GROUP INC CL A 529771107 3884 58800 SH SOLE 58800 0 0
D LIBERTY PPTY TR SH BEN INT 531172104 291 11700 SH SOLE 11700 0 0
D LIFEPOINT HOSPITALS INC COM 53219L109 241 17937 SH SOLE 17937 0 0
D LILLY ELI & CO COM 532457108 35655 497800 SH SOLE 497800 0 0
D LIMITED INC COM 532716107 5096 112308 SH SOLE 112308 0 0
D LINCARE HLDGS INC COM 532791100 773 30900 SH SOLE 30900 0 0
D LINCOLN NATL CORP IND COM 534187109 6508 124408 SH SOLE 124408 0 0
D LINEAR TECHNOLOGY CORP COM 535678106 5575 82900 SH SOLE 82900 0 0
D LITTON INDS INC COM 538021106 1565 21818 SH SOLE 21818 0 0
D LIZ CLAIBORNE INC COM 539320101 1464 40120 SH SOLE 40120 0 0
D LOCKHEED MARTIN CORP COM 539830109 6918 185720 SH SOLE 185720 0 0
D LOEWS CORP COM 540424108 3218 40668 SH SOLE 40668 0 0
D LOUISIANA PAC CORP COM 546347105 1546 65100 SH SOLE 65100 0 0
D LOWES COS INC COM 548661107 9920 175000 SH SOLE 175000 0 0
D LUBRIZOL CORP COM 549271104 889 31693 SH SOLE 31693 0 0
D LUCENT TECHNOLOGIES INC COM 549463107 107983 1601228 SH SOLE 1601228 0 0
D LYONDELL CHEMICAL CO COM 552078107 885 42900 SH SOLE 42900 0 0
D M & T BK CORP COM 55261F104 275 500 SH SOLE 500 0 0
D MBIA INC COM 55262C100 3814 58900 SH SOLE 58900 0 0
D MBNA CORP COM 55262L100 11548 377069 SH SOLE 377069 0 0
D MCN ENERGY GROUP INC COM 55267J100 474 22500 SH SOLE 22500 0 0
D MCI WORLDCOM INC COM 55268B106 83501 970234 SH SOLE 970234 0 0
D MGIC INVT CORP WIS COM 552848103 3139 64554 SH SOLE 64554 0 0
D MGM GRAND INC COM 552953101 723 14746 SH SOLE 14746 0 0
D MSC INDL DIRECT INC CL A 553530106 120 11700 SH SOLE 11700 0 0
D MACK CALI RLTY CORP COM 554489104 919 29700 SH SOLE 29700 0 0
D MALLINCKRODT INC NEW COM 561232109 1535 42200 SH SOLE 42200 0 0
D MANPOWER INC COM 56418H100 1145 50600 SH SOLE 50600 0 0
D MARSH & MCLENNAN COS INC COM 571748102 11246 148958 SH SOLE 148958 0 0
D MARSHALL & ILSLEY CORP COM 571834100 4390 68200 SH SOLE 68200 0 0
D MARRIOTT INTL INC NEW CL A 571903202 3656 97816 SH SOLE 97816 0 0
D MARTIN MARIETTA MATLS INC COM 573284106 1973 33437 SH SOLE 33437 0 0
D MASCO CORP COM 574599106 5993 207546 SH SOLE 207546 0 0
D MATTEL INC COM 577081102 4971 188024 SH SOLE 188024 0 0
D MAXIM INTEGRATED PRODS INC COM 57772K101 4356 65500 SH SOLE 65500 0 0
D MAY DEPT STORES CO COM 577778103 7170 175419 SH SOLE 175419 0 0
D MAYTAG CORP COM 578592107 1951 28000 SH SOLE 28000 0 0
D MCCORMICK & CO INC COM NON VTG 579780206 1401 44400 SH SOLE 44400 0 0
D MCDONALDS CORP COM 580135101 29775 720734 SH SOLE 720734 0 0
D MCGRAW HILL COS INC COM 580645109 5944 110200 SH SOLE 110200 0 0
D MCKESSON HBOC INC COM 58155Q103 4057 126290 SH SOLE 126290 0 0
D MCLEODUSA INC COM 582266102 880 16000 SH SOLE 16000 0 0
D MEAD CORP COM 582834107 3187 76344 SH SOLE 76344 0 0
D MEDIAONE GROUP INC COM 58440J104 21181 284783 SH SOLE 284783 0 0
D MEDITRUST CORP PAIRED CTF NEW 58501T306 341 26088 SH SOLE 26088 0 0
D MEDPARTNERS INC NEW COM 58503X107 737 97521 SH SOLE 97521 0 0
D MEDTRONIC INC COM 585055106 23171 297538 SH SOLE 297538 0 0
D MELLON BK CORP COM 585509102 11343 311828 SH SOLE 311828 0 0
D MEMBERWORKS INC COM 586002107 1845 63608 SH SOLE 63608 0 0
D MERCANTILE BANCORPORATION INC COM 587342106 2195 38425 SH SOLE 38425 0 0
D MERCANTILE BANKSHARES CORP COM 587405101 1995 56400 SH SOLE 56400 0 0
D MERCK & CO INC COM 589331107 93973 1269910 SH SOLE 1269910 0 0
D MEREDITH CORP COM 589433101 1066 30800 SH SOLE 30800 0 0
D MERITOR AUTOMOTIVE INC COM 59000G100 929 36448 SH SOLE 36448 0 0
D MERRILL LYNCH & CO INC COM 590188108 13605 170200 SH SOLE 170200 0 0
D MICROSOFT CORP COM 594918104 134329 1489436 SH SOLE 1489436 0 0
D MICRON TECHNOLOGY INC COM 595112103 3970 98472 SH SOLE 98472 0 0
D MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 464 13400 SH SOLE 13400 0 0
D MILLER HERMAN INC COM 600544100 1168 55600 SH SOLE 55600 0 0
D MILLIPORE CORP COM 601073109 1172 28900 SH SOLE 28900 0 0
D MINNESOTA MNG & MFG CO COM 604059105 17789 204619 SH SOLE 204619 0 0
D MIRAGE RESORTS INC COM 60462E104 1729 103200 SH SOLE 103200 0 0
D MOBIL CORP COM 607059102 40831 412438 SH SOLE 412438 0 0
D MODIS PROFESSIONAL SVCS INC COM 607830106 807 58700 SH SOLE 58700 0 0
D MOHAWK INDS INC COM 608190104 462 15200 SH SOLE 15200 0 0
D MOLEX INC COM 608554101 1097 29638 SH SOLE 29638 0 0
D MONSANTO CO COM 611662107 12805 324690 SH SOLE 324690 0 0
D MONTANA POWER CO COM 612085100 2573 36500 SH SOLE 36500 0 0
D MORGAN J P & CO INC COM 616880100 14138 100625 SH SOLE 100625 0 0
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 30712 299625 SH SOLE 299625 0 0
D MOTOROLA INC COM 620076109 30536 322280 SH SOLE 322280 0 0
D MURPHY OIL CORP COM 626717102 1494 30600 SH SOLE 30600 0 0
D MYLAN LABS INC COM 628530107 1962 74050 SH SOLE 74050 0 0
D NCR CORP NEW COM 62886E108 2969 60824 SH SOLE 60824 0 0
D NABISCO GROUP HLDG CORP COM 62952P102 3899 199298 SH SOLE 199298 0 0
D NABISCO HLDGS CORP CL A 629526104 670 15500 SH SOLE 15500 0 0
D NABORS INDS INC COM 629568106 1554 63600 SH SOLE 63600 0 0
D NALCO CHEM CO COM 629853102 2635 50794 SH SOLE 50794 0 0
D NATIONAL CITY CORP COM 635405103 8960 136800 SH SOLE 136800 0 0
D NATIONAL COMM BANCORP COM 635449101 429 19600 SH SOLE 19600 0 0
D NATIONAL FUEL GAS CO N J COM 636180101 514 10600 SH SOLE 10600 0 0
D NATIONAL SEMICONDUCTOR CORP COM 637640103 2417 95500 SH SOLE 95500 0 0
D NATIONAL SVC INDS INC COM 637657107 909 25250 SH SOLE 25250 0 0
D NAVISTAR INTL CORP NEW COM 63934E108 2265 45300 SH SOLE 45300 0 0
D NEIMAN MARCUS GROUP INC COM 640204103 450 17500 SH SOLE 17500 0 0
D NETWORKS ASSOCS INC COM 640938106 792 53943 SH SOLE 53943 0 0
D NEW CENTURY ENERGIES INC COM 64352U103 2546 65608 SH SOLE 65608 0 0
D NEW ENGLAND ELEC SYS COM 644001109 1799 35900 SH SOLE 35900 0 0
D NEW YORK TIMES CO CL A 650111107 3387 92000 SH SOLE 92000 0 0
D NEWELL RUBBERMAID INC COM 651229106 6916 148741 SH SOLE 148741 0 0
D NEWMONT MINING CORP COM 651639106 1984 99814 SH SOLE 99814 0 0
D NEXTEL COMMUNICATIONS INC CL A 65332V103 4120 82084 SH SOLE 82084 0 0
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 2179 29300 SH SOLE 29300 0 0
D NIAGARA MOHAWK HLDGS INC COM 653520106 1444 89900 SH SOLE 89900 0 0
D NIELSEN MEDIA RESH INC COM NEW 653929307 1037 35442 SH SOLE 35442 0 0
D NICOR INC COM 654086107 1747 45900 SH SOLE 45900 0 0
D NIKE INC CL B 654106103 3322 52472 SH SOLE 52472 0 0
D NISOURCE INC COM 65473P105 2000 77470 SH SOLE 77470 0 0
D NOBLE AFFILIATES INC COM 654894104 970 34400 SH SOLE 34400 0 0
D NOBLE DRILLING CORP COM 655042109 1652 83934 SH SOLE 83934 0 0
D NORDSTROM INC COM 655664100 1926 57478 SH SOLE 57478 0 0
D NORFOLK SOUTHERN CORP COM 655844108 7088 235300 SH SOLE 235300 0 0
D NORTH FORK BANCORPORATION NY COM 659424105 1298 60900 SH SOLE 60900 0 0
D NORTHEAST UTILS COM 664397106 2872 162400 SH SOLE 162400 0 0
D NORTHN STS PWR CO MINN COM 665772109 2145 88700 SH SOLE 88700 0 0
D NORTHERN TR CORP COM 665859104 6586 67900 SH SOLE 67900 0 0
D NORTHROP GRUMMAN CORP COM 666807102 2503 37740 SH SOLE 37740 0 0
D NORTHWEST AIRLS CORP CL A 667280101 767 23602 SH SOLE 23602 0 0
D NOVELL INC COM 670006105 5011 189113 SH SOLE 189113 0 0
D NUCOR CORP COM 670346105 2208 46536 SH SOLE 46536 0 0
D OGE ENERGY CORP COM 670837103 1344 56600 SH SOLE 56600 0 0
D OCCIDENTAL PETE CORP DEL COM 674599105 4377 207187 SH SOLE 207187 0 0
D OCEAN ENERGY INC TEX COM 67481E106 286 29763 SH SOLE 29763 0 0
D OFFICEMAX INC COM 67622M108 458 38200 SH SOLE 38200 0 0
D OFFICE DEPOT INC COM 676220106 4627 209700 SH SOLE 209700 0 0
D OGDEN CORP COM 676346109 404 15000 SH SOLE 15000 0 0
D OHIO CAS CORP COM 677240103 1420 39300 SH SOLE 39300 0 0
D OLD KENT FINL CORP COM 679833103 1239 29600 SH SOLE 29600 0 0
D OLD REP INTL CORP COM 680223104 1594 92050 SH SOLE 92050 0 0
D OLIN CORP COM PAR $1 680665205 500 37934 SH SOLE 37934 0 0
D OMNICARE INC COM 681904108 693 54900 SH SOLE 54900 0 0
D OMNICOM GROUP INC COM 681919106 4936 61700 SH SOLE 61700 0 0
D ORACLE CORP COM 68389X105 22255 599455 SH SOLE 599455 0 0
D ORBITAL SCIENCES CORP COM 685564106 470 19900 SH SOLE 19900 0 0
D OUTBACK STEAKHOUSE INC COM 689899102 814 20700 SH SOLE 20700 0 0
D OUTDOOR SYS INC COM 690057104 1741 47700 SH SOLE 47700 0 0
D OWENS CORNING COM 69073F103 1165 33900 SH SOLE 33900 0 0
D OWENS ILL INC COM NEW 690768403 2397 73326 SH SOLE 73326 0 0
D PECO ENERGY CO COM 693304107 5125 122400 SH SOLE 122400 0 0
D PG&E CORP COM 69331C108 6353 195491 SH SOLE 195491 0 0
D PE CORP COM PE BIO GRP 69332S102 3214 28011 SH SOLE 28011 0 0
D PE CORP CELERA GEN GRP 69332S201 227 14005 SH SOLE 14005 0 0
D PMI GROUP INC COM 69344M101 421 6700 SH SOLE 6700 0 0
D PNC BK CORP COM 693475105 10471 181706 SH SOLE 181706 0 0
D P P & L RES INC COM 693499105 2866 93200 SH SOLE 93200 0 0
D PPG INDS INC COM 693506107 5350 90590 SH SOLE 90590 0 0
D PACCAR INC COM 693718108 1972 36950 SH SOLE 36950 0 0
D PACIFIC CENTY FINL CORP COM 694058108 1452 67360 SH SOLE 67360 0 0
D PACIFICARE HEALTH SYS DEL CL A 695112102 1650 22938 SH SOLE 22938 0 0
D PACIFICORP COM 695114108 3023 164492 SH SOLE 164492 0 0
D PAGING NETWORK INC COM 695542100 84 17500 SH SOLE 17500 0 0
D PAINE WEBBER GROUP INC COM 695629105 3038 64975 SH SOLE 64975 0 0
D PALL CORP COM 696429307 1775 80010 SH SOLE 80010 0 0
D PANAMSAT CORP NEW COM 697933109 767 19700 SH SOLE 19700 0 0
D PARAMETRIC TECHNOLOGY CORP COM 699173100 2010 144900 SH SOLE 144900 0 0
D PARK PL ENTMT CORP COM 700690100 1121 115700 SH SOLE 115700 0 0
D PARKER HANNIFIN CORP COM 701094104 2945 64375 SH SOLE 64375 0 0
D PAYCHEX INC COM 704326107 3242 101700 SH SOLE 101700 0 0
D PAYLESS SHOESOURCE INC COM 704379106 1014 18955 SH SOLE 18955 0 0
D PENNEY J C INC COM 708160106 5695 117264 SH SOLE 117264 0 0
D PENNZENERGY CO COM 70931Q109 514 30800 SH SOLE 30800 0 0
D PENNZOIL-QUAKER STATE COMPANY COM 709323109 533 35500 SH SOLE 35500 0 0
D PENTAIR INC COM 709631105 375 8200 SH SOLE 8200 0 0
D PEOPLES BK BRIDGEPORT CONN COM 710198102 484 15900 SH SOLE 15900 0 0
D PEOPLESOFT INC COM 712713106 1458 84500 SH SOLE 84500 0 0
D PEP BOYS MANNY MOE & JACK COM 713278109 799 36952 SH SOLE 36952 0 0
D PEPSICO INC COM 713448108 30337 784160 SH SOLE 784160 0 0
D PHARMACIA & UPJOHN INC COM 716941109 15830 278636 SH SOLE 278636 0 0
D PFIZER INC COM 717081103 76410 696219 SH SOLE 696219 0 0
D PHELPS DODGE CORP COM 717265102 2094 33810 SH SOLE 33810 0 0
D PHILIP MORRIS COS INC COM 718154107 52591 1308643 SH SOLE 1308643 0 0
D PHILLIPS PETE CO COM 718507106 6366 126523 SH SOLE 126523 0 0
D PIER 1 IMPORTS INC COM 720279108 278 24750 SH SOLE 24750 0 0
D PINNACLE WEST CAP CORP COM 723484101 1902 47247 SH SOLE 47247 0 0
D PIONEER HI BRED INTL INC COM 723686101 4563 117200 SH SOLE 117200 0 0
D PIONEER NAT RES CO COM 723787107 402 36500 SH SOLE 36500 0 0
D PITNEY BOWES INC COM 724479100 9451 147102 SH SOLE 147102 0 0
D PITTSTON CO COM BRINKS GRP 725701106 790 29542 SH SOLE 29542 0 0
D POLAROID CORP COM 731095105 617 22345 SH SOLE 22345 0 0
D POTOMAC ELEC PWR CO COM 737679100 2072 70400 SH SOLE 70400 0 0
D PRAXAIR INC COM 74005P104 4125 84300 SH SOLE 84300 0 0
D PREMARK INTL INC COM 740459102 1256 33500 SH SOLE 33500 0 0
D PRICE T ROWE & ASSOCIATES COM 741477103 2513 65484 SH SOLE 65484 0 0
D PRIMEDIA INC COM 74157K101 564 33300 SH SOLE 33300 0 0
D PROCTER & GAMBLE CO COM 742718109 62760 703194 SH SOLE 703194 0 0
D PROGRESSIVE CORP OHIO COM 743315103 3509 24200 SH SOLE 24200 0 0
D PROLOGIS TR SH BEN INT 743410102 310 15300 SH SOLE 15300 0 0
D PROMUS HOTEL CORP NEW COM 74342P106 1673 53977 SH SOLE 53977 0 0
D PROTECTIVE LIFE CORP COM 743674103 1505 45600 SH SOLE 45600 0 0
D PROVIDENT COS INC COM 743862104 796 19900 SH SOLE 19900 0 0
D PROVIDENT FINL GROUP INC COM 743866105 521 11900 SH SOLE 11900 0 0
D PROVIDIAN FINL CORP COM 74406A102 6868 73453 SH SOLE 73453 0 0
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 4799 117400 SH SOLE 117400 0 0
D PUBLIC STORAGE INC COM 74460D109 641 22900 SH SOLE 22900 0 0
D PUGET SOUND ENERGY INC COM 745332106 464 19200 SH SOLE 19200 0 0
D QUAKER OATS CO COM 747402105 5005 75400 SH SOLE 75400 0 0
D QUALCOMM INC COM 747525103 10166 70840 SH SOLE 70840 0 0
D QUANTUM CORP COM 747906105 1896 78600 SH SOLE 78600 0 0
D QUESTAR CORP COM 748356102 1136 59400 SH SOLE 59400 0 0
D QUINTILES TRANSNATIONAL CORP COM 748767100 1554 37000 SH SOLE 37000 0 0
D QUORUM HEALTH GROUP INC COM 749084109 267 21250 SH SOLE 21250 0 0
D R & B FALCON CORP COM 74912E101 779 83062 SH SOLE 83062 0 0
D QWEST COMMUNICATIONS INTL INC COM 749121109 2156 65214 SH SOLE 65214 0 0
D R H DONNELLEY CORP COM NEW 74955W307 376 19205 SH SOLE 19205 0 0
D RPM INC OHIO COM 749685103 1046 73712 SH SOLE 73712 0 0
D RALSTON PURINA CO COM RAL-PUR GP 751277302 4611 151484 SH SOLE 151484 0 0
D RAYCHEM CORP DEL COM 754603108 1791 48400 SH SOLE 48400 0 0
D RAYTHEON CO CL B 755111408 10226 145301 SH SOLE 145301 0 0
D READERS DIGEST ASSN INC CL A NON VTG 755267101 2324 58476 SH SOLE 58476 0 0
D REALNETWORKS INC COM 75605L104 385 5592 SH SOLE 5592 0 0
D REEBOK INTL LTD COM 758110100 631 33900 SH SOLE 33900 0 0
D REGIONS FINL CORP COM 758940100 4303 111953 SH SOLE 111953 0 0
D RELIANCE GROUP HOLDINGS INC COM 759464100 560 75300 SH SOLE 75300 0 0
D RELIANT ENERGY INC COM 75952J108 4022 145580 SH SOLE 145580 0 0
D RELIASTAR FINL CORP COM 75952U103 2503 57216 SH SOLE 57216 0 0
D REPUBLIC N Y CORP COM 760719104 4712 69100 SH SOLE 69100 0 0
D REXALL SUNDOWN INC COM 761648104 145 11900 SH SOLE 11900 0 0
D REYNOLDS & REYNOLDS CO CL A 761695105 438 18800 SH SOLE 18800 0 0
D REYNOLDS METALS CO COM 761763101 2504 42437 SH SOLE 42437 0 0
D REYNOLDS R J TOB HLDGS INC COM 76182K105 2093 66433 SH SOLE 66433 0 0
D RITE AID CORP COM 767754104 3595 146000 SH SOLE 146000 0 0
D ROBERT HALF INTL INC COM 770323103 1530 58850 SH SOLE 58850 0 0
D ROCHESTER GAS & ELEC CORP COM 771367109 1214 45700 SH SOLE 45700 0 0
D ROCKWELL INTL CORP NEW COM 773903109 4942 81348 SH SOLE 81348 0 0
D ROHM & HAAS CO COM 775371107 4448 103734 SH SOLE 103734 0 0
D ROSS STORES INC COM 778296103 1421 28200 SH SOLE 28200 0 0
D ROUSE CO COM 779273101 1510 59500 SH SOLE 59500 0 0
D ROWAN COS INC COM 779382100 933 50600 SH SOLE 50600 0 0
D RYDER SYS INC COM 783549108 1581 60791 SH SOLE 60791 0 0
D SBC COMMUNICATIONS INC COM 78387G103 62513 1077814 SH SOLE 1077814 0 0
D SCI SYS INC COM 783890106 1710 36000 SH SOLE 36000 0 0
D SLM HLDG CORP COM 78442A109 4179 91213 SH SOLE 91213 0 0
D SABRE GROUP HLDGS INC CL A 785905100 1547 22500 SH SOLE 22500 0 0
D SAFECO CORP COM 786429100 3539 80200 SH SOLE 80200 0 0
D SAFESKIN CORP COM 786454108 167 13900 SH SOLE 13900 0 0
D SAFEWAY INC COM NEW 786514208 12994 262500 SH SOLE 262500 0 0
D ST JUDE MED INC COM 790849103 585 16415 SH SOLE 16415 0 0
D ST PAUL COS INC COM 792860108 4494 141266 SH SOLE 141266 0 0
D SAKS INC COM 79377W108 1633 56548 SH SOLE 56548 0 0
D SANMINA CORP COM 800907107 1358 17900 SH SOLE 17900 0 0
D SARA LEE CORP COM 803111103 11023 485850 SH SOLE 485850 0 0
D SCANA CORP COM 805898103 1557 66600 SH SOLE 66600 0 0
D SCHERING PLOUGH CORP COM 806605101 42207 796364 SH SOLE 796364 0 0
D SCHWAB CHARLES CORP NEW COM 808513105 19061 173475 SH SOLE 173475 0 0
D SCIENTIFIC ATLANTA INC COM 808655104 1642 45600 SH SOLE 45600 0 0
D SCRIPPS E W CO OHIO CL A 811054204 1112 23370 SH SOLE 23370 0 0
D SEAGATE TECHNOLOGY COM 811804103 3590 140100 SH SOLE 140100 0 0
D SEALED AIR CORP NEW COM 81211K100 2322 35790 SH SOLE 35790 0 0
D SEALED AIR CORP NEW PFD CV A $2 81211K209 1373 21969 SH SOLE 21969 0 0
D SEARS ROEBUCK & CO COM 812387108 8702 195276 SH SOLE 195276 0 0
D SEMPRA ENERGY COM 816851109 3097 136894 SH SOLE 136894 0 0
D SERVICE CORP INTL COM 817565104 2939 152700 SH SOLE 152700 0 0
D SERVICEMASTER CO COM 81760N109 1571 83800 SH SOLE 83800 0 0
D SHARED MED SYS CORP COM 819486101 502 7700 SH SOLE 7700 0 0
D SHAW INDS INC COM 820286102 1193 72300 SH SOLE 72300 0 0
D SHERWIN WILLIAMS CO COM 824348106 2191 78948 SH SOLE 78948 0 0
D SIEBEL SYS INC COM 826170102 1976 29800 SH SOLE 29800 0 0
D SIGMA ALDRICH CORP COM 826552101 2082 60460 SH SOLE 60460 0 0
D SILICON GRAPHICS INC COM 827056102 1891 115462 SH SOLE 115462 0 0
D SIMON PPTY GROUP INC NEW COM 828806109 1425 56161 SH SOLE 56161 0 0
D SINCLAIR BROADCAST GROUP INC CL A 829226109 300 18300 SH SOLE 18300 0 0
D SMITH INTL INC COM 832110100 1129 26000 SH SOLE 26000 0 0
D SMURFIT-STONE CONTAINER CORP COM 832727101 1604 78023 SH SOLE 78023 0 0
D SNYDER COMMUNICATIONS INC COM 832914105 367 11200 SH SOLE 11200 0 0
D SNAP ON INC COM 833034101 1312 36250 SH SOLE 36250 0 0
D SOLECTRON CORP COM 834182107 6589 98800 SH SOLE 98800 0 0
D SOLUTIA INC COM 834376105 1364 63998 SH SOLE 63998 0 0
D SONAT INC COM 835415100 1706 51499 SH SOLE 51499 0 0
D SONOCO PRODS CO COM 835495102 1897 63351 SH SOLE 63351 0 0
D SOUTHDOWN INC COM 841297104 495 7700 SH SOLE 7700 0 0
D SOUTHERN CO COM 842587107 9414 355245 SH SOLE 355245 0 0
D SOUTHTRUST CORP COM 844730101 4049 105500 SH SOLE 105500 0 0
D SOUTHWEST AIRLS CO COM 844741108 5675 182327 SH SOLE 182327 0 0
D SPIEKER PPTYS INC COM 848497103 1185 30490 SH SOLE 30490 0 0
D SPRINT CORP COM FON GROUP 852061100 20346 385252 SH SOLE 385252 0 0
D SPRINT CORP PCS COM SER 1 852061506 5530 96813 SH SOLE 96813 0 0
D STANLEY WKS COM 854616109 1277 39678 SH SOLE 39678 0 0
D STAPLES INC COM 855030102 7221 233407 SH SOLE 233407 0 0
D STARBUCKS CORP COM 855244109 3786 100800 SH SOLE 100800 0 0
D STARWOOD FINL TR MD CL A SH BEN IN 85568W104 496 8000 SH SOLE 8000 0 0
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 2833 92687 SH SOLE 92687 0 0
D STATE STR CORP COM 857477103 8984 105234 SH SOLE 105234 0 0
D STERIS CORP COM 859152100 904 46648 SH SOLE 46648 0 0
D STERLING COMM INC COM 859205106 2043 55971 SH SOLE 55971 0 0
D STERLING SOFTWARE INC COM 859547101 1223 45840 SH SOLE 45840 0 0
D STEWART ENTERPRISES INC CL A 860370105 389 26700 SH SOLE 26700 0 0
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1505 63200 SH SOLE 63200 0 0
D STRYKER CORP COM 863667101 2760 45900 SH SOLE 45900 0 0
D SUMMIT BANCORP COM 866005101 4468 106850 SH SOLE 106850 0 0
D SUN MICROSYSTEMS INC COM 866810104 28515 414012 SH SOLE 414012 0 0
D SUNBEAM CORP COM 867071102 294 37101 SH SOLE 37101 0 0
D SUNGARD DATA SYS INC COM 867363103 1104 32000 SH SOLE 32000 0 0
D SUNOCO INC COM 86764P109 1410 46700 SH SOLE 46700 0 0
D SUNTRUST BKS INC COM 867914103 12803 184385 SH SOLE 184385 0 0
D SUPERVALU INC COM 868536103 3311 128903 SH SOLE 128903 0 0
D SYBRON INTL CORP COM 87114F106 777 28200 SH SOLE 28200 0 0
D SYMBOL TECHNOLOGIES INC COM 871508107 1145 31050 SH SOLE 31050 0 0
D SYNOPSYS INC COM 871607107 1661 30100 SH SOLE 30100 0 0
D SYNOVUS FINL CORP COM 87161C105 1485 74700 SH SOLE 74700 0 0
D SYSCO CORP COM 871829107 5509 184782 SH SOLE 184782 0 0
D TCA CABLE TV INC COM 872241104 555 10000 SH SOLE 10000 0 0
D TCF FINL CORP COM 872275102 806 28900 SH SOLE 28900 0 0
D TECO ENERGY INC COM 872375100 1843 81000 SH SOLE 81000 0 0
D TJX COS INC NEW COM 872540109 5960 178924 SH SOLE 178924 0 0
D TRO LEARNING INC COM 87263R109 118 19231 SH SOLE 19231 0 0
D TRW INC COM 872649108 3339 60852 SH SOLE 60852 0 0
D TANDY CORP COM 875382103 5562 113800 SH SOLE 113800 0 0
D TECH DATA CORP COM 878237106 1040 27200 SH SOLE 27200 0 0
D TECUMSEH PRODS CO CL A 878895200 303 5000 SH SOLE 5000 0 0
D TEKTRONIX INC COM 879131100 415 13750 SH SOLE 13750 0 0
D TELEFLEX INC COM 879369106 352 8100 SH SOLE 8100 0 0
D TELEPHONE & DATA SYS INC COM 879433100 2623 35900 SH SOLE 35900 0 0
D TELLABS INC COM 879664100 12026 178000 SH SOLE 178000 0 0
D TEMPLE INLAND INC COM 879868107 2395 35093 SH SOLE 35093 0 0
D TENET HEALTHCARE CORP COM 88033G100 3228 173911 SH SOLE 173911 0 0
D TENNECO INC NEW COM 88037E101 2210 92570 SH SOLE 92570 0 0
D TERADYNE INC COM 880770102 3401 47402 SH SOLE 47402 0 0
D TEXACO INC COM 881694103 17372 277954 SH SOLE 277954 0 0
D TEXAS INSTRS INC COM 882508104 30126 207768 SH SOLE 207768 0 0
D TEXAS UTILS CO COM 882848104 5356 129849 SH SOLE 129849 0 0
D TEXTRON INC COM 883203101 5849 71064 SH SOLE 71064 0 0
D THERMO ELECTRON CORP COM 883556102 1818 90612 SH SOLE 90612 0 0
D THOMAS & BETTS CORP COM 884315102 1725 36500 SH SOLE 36500 0 0
D 3COM CORP COM 885535104 5211 195250 SH SOLE 195250 0 0
D TIDEWATER INC COM 886423102 1058 34700 SH SOLE 34700 0 0
D TIFFANY & CO NEW COM 886547108 1998 20700 SH SOLE 20700 0 0
D TIME WARNER INC COM 887315109 21092 286966 SH SOLE 286966 0 0
D TIMES MIRROR CO NEW COM SER A 887364107 2127 35900 SH SOLE 35900 0 0
D TIMKEN CO COM 887389104 656 33648 SH SOLE 33648 0 0
D TORCHMARK CORP COM 891027104 2768 81100 SH SOLE 81100 0 0
D TOSCO CORP COM NEW 891490302 2433 93804 SH SOLE 93804 0 0
D TOTAL RENAL CARE HLDGS INC COM 89151A107 380 24433 SH SOLE 24433 0 0
D TOYS R US INC COM 892335100 2947 142431 SH SOLE 142431 0 0
D TRANSAMERICA CORP COM 893485102 6680 89068 SH SOLE 89068 0 0
D TRANSATLANTIC HLDGS INC COM 893521104 217 2900 SH SOLE 2900 0 0
D TRAVELERS PPTY CAS CORP CL A 893939108 642 16400 SH SOLE 16400 0 0
D TRIAD HOSPITALS INC COM 89579K109 242 17937 SH SOLE 17937 0 0
D TRICON GLOBAL RESTAURANTS COM 895953107 4539 83862 SH SOLE 83862 0 0
D TRIBUNE CO NEW COM 896047107 5175 59400 SH SOLE 59400 0 0
D TRINITY INDS INC COM 896522109 430 12850 SH SOLE 12850 0 0
D TRUE NORTH COMMUNICATIONS INC COM 897844106 315 10500 SH SOLE 10500 0 0
D TUPPERWARE CORP COM 899896104 842 33000 SH SOLE 33000 0 0
D 20TH CENTY INDS CAL COM PAR $10 901272203 374 19800 SH SOLE 19800 0 0
D TYCO INTL LTD NEW COM 902124106 2803 29584 SH SOLE 29584 0 0
D TYSON FOODS INC CL A 902494103 1704 75742 SH SOLE 75742 0 0
D UAL CORP COM PAR $0.01 902549500 913 14048 SH SOLE 14048 0 0
D UCAR INTL INC COM 90262K109 469 18560 SH SOLE 18560 0 0
D USX MARATHON GROUP COM NEW 902905827 5546 170309 SH SOLE 170309 0 0
D UST INC COM 902911106 3327 113742 SH SOLE 113742 0 0
D US BANCORP DEL COM 902973106 14401 423548 SH SOLE 423548 0 0
D USA NETWORKS INC COM 902984103 2207 55000 SH SOLE 55000 0 0
D UNUM CORP COM 903192102 4071 74360 SH SOLE 74360 0 0
D U S G CORP COM NEW 903293405 1949 34800 SH SOLE 34800 0 0
D USX-U S STL COM 90337T101 1358 50300 SH SOLE 50300 0 0
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 513 23500 SH SOLE 23500 0 0
D UNIFI INC COM 904677101 374 17600 SH SOLE 17600 0 0
D UNICOM CORP COM 904911104 5575 144568 SH SOLE 144568 0 0
D UNION CARBIDE CORP COM 905581104 3778 77500 SH SOLE 77500 0 0
D UNION PAC CORP COM 907818108 7416 127175 SH SOLE 127175 0 0
D UNION PAC RES GROUP INC COM 907834105 2651 162534 SH SOLE 162534 0 0
D UNION PLANTERS CORP COM 908068109 795 17800 SH SOLE 17800 0 0
D UNIONBANCAL CORP COM 908906100 379 10500 SH SOLE 10500 0 0
D UNIPHASE CORP COM 909149106 3137 18900 SH SOLE 18900 0 0
D UNISYS CORP COM 909214108 5408 138900 SH SOLE 138900 0 0
D UNITED ASSET MGMT CORP COM 909420101 375 16500 SH SOLE 16500 0 0
D UNITED HEALTHCARE CORP COM 910581107 5826 93025 SH SOLE 93025 0 0
D UNITED STATES CELLULAR CORP COM 911684108 872 16300 SH SOLE 16300 0 0
D US AIRWAYS GROUP INC COM 911905107 2348 53900 SH SOLE 53900 0 0
D U S INDS INC NEW COM 912080108 375 22050 SH SOLE 22050 0 0
D U S WEST INC NEW COM 91273H101 13566 230911 SH SOLE 230911 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 19560 272855 SH SOLE 272855 0 0
D UNITRIN INC COM 913275103 1935 47200 SH SOLE 47200 0 0
D UNIVERSAL HLTH SVCS INC CL B 913903100 898 18800 SH SOLE 18800 0 0
D UNIVISION COMMUNICATIONS INC CL A 914906102 548 8300 SH SOLE 8300 0 0
D UNOCAL CORP COM 915289102 5897 148820 SH SOLE 148820 0 0
D UTILICORP UTD INC COM 918005109 583 24000 SH SOLE 24000 0 0
D V F CORP COM 918204108 2338 54700 SH SOLE 54700 0 0
D VALERO ENERGY CORP NEW COM 91913Y100 652 30400 SH SOLE 30400 0 0
D VALLEY NATL BANCORP COM 919794107 1449 50387 SH SOLE 50387 0 0
D VARIAN MED SYS INC COM 92220P105 568 22487 SH SOLE 22487 0 0
D VARIAN INC COM 922206107 304 22487 SH SOLE 22487 0 0
D VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 382 22487 SH SOLE 22487 0 0
D VASTAR RES INC COM 922380100 951 18140 SH SOLE 18140 0 0
D VENATOR GROUP INC COM 922944103 804 77000 SH SOLE 77000 0 0
D VERIO INC COM 923433106 695 10000 SH SOLE 10000 0 0
D VERITAS SOFTWARE CO COM 923436109 2668 28100 SH SOLE 28100 0 0
D VIAD CORP COM 92552R109 2531 81800 SH SOLE 81800 0 0
D VIACOM INC CL B 925524308 12934 293964 SH SOLE 293964 0 0
D VITESSE SEMICONDUCTOR CORP COM 928497106 2853 42300 SH SOLE 42300 0 0
D VODAFONE GROUP PLC SPONSORED ADR 92857T107 29899 151772 SH SOLE 151772 0 0
D VORNADO RLTY TR SH BEN INT 929042109 1222 34600 SH SOLE 34600 0 0
D VULCAN MATLS CO COM 929160109 2996 62100 SH SOLE 62100 0 0
D WACHOVIA CORP COM 929771103 10542 123203 SH SOLE 123203 0 0
D WADDELL & REED FINL INC CL A 930059100 493 17981 SH SOLE 17981 0 0
D WAL MART STORES INC COM 931142103 70915 1469734 SH SOLE 1469734 0 0
D WALGREEN CO COM 931422109 16449 559980 SH SOLE 559980 0 0
D WARNACO GROUP INC CL A 934390105 423 15800 SH SOLE 15800 0 0
D WARNER LAMBERT CO COM 934488107 30886 445203 SH SOLE 445203 0 0
D WASHINGTON FED INC COM 938824109 615 27423 SH SOLE 27423 0 0
D WASHINGTON MUT INC COM 939322103 11508 325320 SH SOLE 325320 0 0
D WASHINGTON POST CO CL B 939640108 2859 5300 SH SOLE 5300 0 0
D WASTE MGMT INC DEL COM 94106L109 16921 314808 SH SOLE 314808 0 0
D WATERS CORP COM 941848103 1169 22000 SH SOLE 22000 0 0
D WATSON PHARMACEUTICALS INC COM 942683103 1830 52200 SH SOLE 52200 0 0
D WEATHERFORD INTL INC COM 947074100 1962 53557 SH SOLE 53557 0 0
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 1893 22300 SH SOLE 22300 0 0
D WELLS FARGO & CO NEW COM 949746101 38316 896286 SH SOLE 896286 0 0
D WENDYS INTL INC COM 950590109 2038 72000 SH SOLE 72000 0 0
D WESCO FINL CORP COM 950817106 589 1900 SH SOLE 1900 0 0
D WESTERN DIGITAL CORP COM 958102105 340 52300 SH SOLE 52300 0 0
D WESTERN RES INC COM 959425109 1161 43600 SH SOLE 43600 0 0
D WESTPOINT STEVENS INC COM 961238102 752 25210 SH SOLE 25210 0 0
D WESTVACO CORP COM 961548104 1914 66005 SH SOLE 66005 0 0
D WEYERHAEUSER CO COM 962166104 7886 114702 SH SOLE 114702 0 0
D WHIRLPOOL CORP COM 963320106 3084 41675 SH SOLE 41675 0 0
D WHITMAN CORP NEW COM 96647R107 1424 79100 SH SOLE 79100 0 0
D WHOLE FOODS MKT INC COM 966837106 500 10400 SH SOLE 10400 0 0
D WILLAMETTE INDS INC COM 969133107 3551 77100 SH SOLE 77100 0 0
D WILLIAMS COS INC DEL COM 969457100 10200 239639 SH SOLE 239639 0 0
D WILLIAMS SONOMA INC COM 969904101 449 12900 SH SOLE 12900 0 0
D WILMINGTON TRUST CORP COM 971807102 488 8500 SH SOLE 8500 0 0
D WINN DIXIE STORES INC COM 974280109 2046 55400 SH SOLE 55400 0 0
D WISCONSIN ENERGY CORP COM 976657106 1744 69600 SH SOLE 69600 0 0
D WITCO CORP COM 977385103 798 39877 SH SOLE 39877 0 0
D WORTHINGTON INDS INC COM 981811102 997 60650 SH SOLE 60650 0 0
D WRIGLEY WM JR CO COM 982526105 4032 44800 SH SOLE 44800 0 0
D XILINX INC COM 983919101 4208 73500 SH SOLE 73500 0 0
D XEROX CORP COM 984121103 21143 357980 SH SOLE 357980 0 0
D YAHOO INC COM 984332106 13091 76000 SH SOLE 76000 0 0
D YORK INTL CORP NEW COM 986670107 1169 27300 SH SOLE 27300 0 0
D YOUNG & RUBICAM INC COM 987425105 300 6600 SH SOLE 6600 0 0
D ZIONS BANCORPORATION COM 989701107 3029 47700 SH SOLE 47700 0 0
S REPORT SUMMARY 889 DATA RECORDS 6006995 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
|
|