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Previous: MURDOCK GROUP CAREER SATISFACTION CORP, 3, 1999-02-09 |
Next: NAVIGANT INTERNATIONAL INC, 8-K, 1999-02-09 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/98
Institutional Investment Manager:
U S WEST, INC.
9785 MAROON CIRCLE
SUITE 360
ENGLEWOOD CO 80112-0000
I represent that I am authorized to submit this form and that
all information in this form and the attachments to it are true,
correct and complete and I understand that all required items,
statements and schedules are integral parts of this form and that
the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete
as previously submitted.
I am signing this report as required by the Securities Exchange
Act of 1934
Name, Title and Telephone Number of Person Submitting Report:
DONALD J. NESBIT INVESTMENT MANAGER 303-649-4506
Signature, Place and Date of Signing:
/s/ DONALD J. NESBIT ENGELWOOD CO 01/25/99
<PAGE> PAGE 2
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
A D C TELECOMMUNICATIONS COM 000886101 2679 77100 SH SOLE 77100 0 0
AFLAC INC COM 001055102 6610 150224 SH SOLE 150224 0 0
AGCO CORP COM 001084102 181 23000 SH SOLE 23000 0 0
AES CORP COM 00130H105 3234 68264 SH SOLE 68264 0 0
AMR CORP COM 001765106 5123 86274 SH SOLE 86274 0 0
AT&T CORP COM 001957109 72318 961030 SH SOLE 961030 0 0
ABBOTT LABS COM 002824100 35749 729575 SH SOLE 729575 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2081 29412 SH SOLE 29412 0 0
ACNIELSEN CORP COM 004833109 566 20050 SH SOLE 20050 0 0
ADAPTEC INC COM 00651F108 1201 68360 SH SOLE 68360 0 0
ADOBE SYS INC COM 00724F101 1875 40100 SH SOLE 40100 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 385 35200 SH SOLE 35200 0 0
AEROQUIP-VICKERS INC COM 007869100 374 12500 SH SOLE 12500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2269 78400 SH SOLE 78400 0 0
AETNA INC COM 008117103 6277 79837 SH SOLE 79837 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 203 4500 SH SOLE 4500 0 0
AIR PRODS & CHEMS INC COM 009158106 4714 117850 SH SOLE 117850 0 0
AIRBORNE FGHT CORP COM 009266107 591 16400 SH SOLE 16400 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 22174 307443 SH SOLE 307443 0 0
ALBERTSONS INC COM 013104104 7518 118039 SH SOLE 118039 0 0
ALLEGHENY ENERGY INC COM 017361106 2522 73100 SH SOLE 73100 0 0
ALLEGHENY TELEDYNE INC COM 017415100 1603 78450 SH SOLE 78450 0 0
ALLEGIANCE CORP COM 017475104 3222 69108 SH SOLE 69108 0 0
ALLERGAN INC COM 018490102 2250 34756 SH SOLE 34756 0 0
ALLIEDSIGNAL INC COM 019512102 12814 289182 SH SOLE 289182 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1030 43600 SH SOLE 43600 0 0
ALLMERICA FINL CORP COM 019754100 1637 28284 SH SOLE 28284 0 0
ALLSTATE CORP COM 020002101 16191 419196 SH SOLE 419196 0 0
ALLTEL CORP COM 020039103 8220 137431 SH SOLE 137431 0 0
ALTERA CORP COM 021441100 3178 52200 SH SOLE 52200 0 0
ALUMINUM CO AMER COM 022249106 6882 92292 SH SOLE 92292 0 0
ALZA CORP DEL COM 022615108 2424 46400 SH SOLE 46400 0 0
AMAZON COM INC COM 023135106 5333 16600 SH SOLE 16600 0 0
AMBAC FINL GROUP INC COM 023139108 2510 41700 SH SOLE 41700 0 0
AMERADA HESS CORP COM 023551104 2509 50430 SH SOLE 50430 0 0
AMEREN CORP COM 023608102 3197 74894 SH SOLE 74894 0 0
AMERICA ONLINE INC DEL COM 02364J104 40384 252400 SH SOLE 252400 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 808 16700 SH SOLE 16700 0 0
AMERICAN ELEC PWR INC COM 025537101 4509 95800 SH SOLE 95800 0 0
AMERICAN EXPRESS CO COM 025816109 25523 249618 SH SOLE 249618 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1167 26600 SH SOLE 26600 0 0
AMERICAN GENERAL CORP COM 026351106 11173 143248 SH SOLE 143248 0 0
AMERICAN GREETINGS CORP CL A 026375105 1714 41751 SH SOLE 41751 0 0
AMERICAN HOME PRODS CORP COM 026609107 40730 723280 SH SOLE 723280 0 0
AMERICAN INTL GROUP INC COM 026874107 51154 529408 SH SOLE 529408 0 0
AMERICAN NATL INS CO COM 028591105 728 8800 SH SOLE 8800 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 2306 47600 SH SOLE 47600 0 0
AMERICAN STD COS INC DEL COM 029712106 1685 46900 SH SOLE 46900 0 0
AMERICAN STORES CO NEW COM 030096101 5542 150026 SH SOLE 150026 0 0
AMERICAN WTR WKS INC COM 030411102 446 13200 SH SOLE 13200 0 0
<PAGE> PAGE 3
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
AMERITECH CORP NEW COM 030954101 38409 606060 SH SOLE 606060 0 0
AMF BOWLING INC COM 03113V109 121 23700 SH SOLE 23700 0 0
AMGEN INC COM 031162100 14952 143000 SH SOLE 143000 0 0
AMP INC COM 031897101 5513 105883 SH SOLE 105883 0 0
AMOCO CORP COM 031905102 30039 509134 SH SOLE 509134 0 0
AMRESCO INC COM 031909104 208 23800 SH SOLE 23800 0 0
AMSOUTH BANCORPORATION COM 032165102 3934 86225 SH SOLE 86225 0 0
ANADARKO PETE CORP COM 032511107 1848 59856 SH SOLE 59856 0 0
ANALOG DEVICES INC COM 032654105 2866 91349 SH SOLE 91349 0 0
ANDREW CORP COM 034425108 571 34625 SH SOLE 34625 0 0
ANHEUSER BUSCH COS INC COM 035229103 16151 246112 SH SOLE 246112 0 0
AON CORP COM 037389103 5093 91975 SH SOLE 91975 0 0
APACHE CORP COM 037411105 1362 53799 SH SOLE 53799 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1249 33600 SH SOLE 33600 0 0
APOLLO GROUP INC CL A 037604105 1052 31050 SH SOLE 31050 0 0
APPLE COMPUTER INC COM 037833100 3103 75805 SH SOLE 75805 0 0
APPLIED MATLS INC COM 038222105 8642 202452 SH SOLE 202452 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5423 315500 SH SOLE 315500 0 0
ARCHSTONE CMNTYS TR SH BEN INT 039581103 306 15100 SH SOLE 15100 0 0
ARMSTRONG WORLD INDS INC COM 042476101 1999 33149 SH SOLE 33149 0 0
ARROW ELECTRS INC COM 042735100 1494 55986 SH SOLE 55986 0 0
ARTERIAL VASCULAR ENGR INC COM 043013101 782 14900 SH SOLE 14900 0 0
ARVIN INDS INC COM 043339100 709 17000 SH SOLE 17000 0 0
ASCEND COMMUNICATIONS INC COM 043491109 7311 111200 SH SOLE 111200 0 0
ASHLAND INC COM 044204105 1944 40191 SH SOLE 40191 0 0
AT HOME CORP COM SER A 045919107 1522 20500 SH SOLE 20500 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 16369 386296 SH SOLE 386296 0 0
ATLANTIC RICHFIELD CO COM 048825103 12043 184566 SH SOLE 184566 0 0
ATMEL CORP COM 049513104 916 59800 SH SOLE 59800 0 0
AUTODESK INC COM 052769106 841 19705 SH SOLE 19705 0 0
AUTOLIV INC COM 052800109 1935 52040 SH SOLE 52040 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 13888 173191 SH SOLE 173191 0 0
AUTOZONE INC COM 053332102 2829 85900 SH SOLE 85900 0 0
AVERY DENNISON CORP COM 053611109 2582 57290 SH SOLE 57290 0 0
AVNET INC COM 053807103 1203 20100 SH SOLE 20100 0 0
AVON PRODS INC COM 054303102 6004 135684 SH SOLE 135684 0 0
BB&T CORP COM 054937107 3435 85200 SH SOLE 85200 0 0
BEC ENERGY COM 05538M101 1672 40600 SH SOLE 40600 0 0
BHC COMMUNICATIONS INC CL A 055448104 988 8100 SH SOLE 8100 0 0
BJS WHOLESALE CLUB INC COM 05548J106 380 8200 SH SOLE 8200 0 0
BJ SVCS CO COM 055482103 847 54200 SH SOLE 54200 0 0
BMC SOFTWARE INC COM 055921100 5347 120000 SH SOLE 120000 0 0
BAKER HUGHES INC COM 057224107 2901 164015 SH SOLE 164015 0 0
BALL CORP COM 058498106 490 10700 SH SOLE 10700 0 0
BALTIMORE GAS & ELEC CO COM 059165100 2627 85100 SH SOLE 85100 0 0
BANK NEW YORK INC COM 064057102 17989 446936 SH SOLE 446936 0 0
BANK ONE CORP COM 06423A103 33602 658060 SH SOLE 658060 0 0
BANKAMERICA CORP NEW COM 06605F102 57627 958454 SH SOLE 958454 0 0
BANKBOSTON CORP COM 06605R106 5929 152259 SH SOLE 152259 0 0
BANKERS TR CORP COM 066365107 5004 58569 SH SOLE 58569 0 0
<PAGE> PAGE 4
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
BARD C R INC COM 067383109 1881 38000 SH SOLE 38000 0 0
BARNES & NOBLE INC COM 067774109 1486 34960 SH SOLE 34960 0 0
BAUSCH & LOMB INC COM 071707103 1902 31700 SH SOLE 31700 0 0
BAXTER INTL INC COM 071813109 9886 153721 SH SOLE 153721 0 0
BEAR STEARNS COS INC COM 073902108 2820 75458 SH SOLE 75458 0 0
BECKMAN COULTER INC COM 075811109 1465 27000 SH SOLE 27000 0 0
BECTON DICKINSON & CO COM 075887109 5874 137600 SH SOLE 137600 0 0
BED BATH & BEYOND INC COM 075896100 1072 31400 SH SOLE 31400 0 0
BELL ATLANTIC CORP COM 077853109 45213 853075 SH SOLE 853075 0 0
BELLSOUTH CORP COM 079860102 53745 1077600 SH SOLE 1077600 0 0
BELO A H CORP DEL COM SER A 080555105 1220 61200 SH SOLE 61200 0 0
BEMIS INC COM 081437105 387 10200 SH SOLE 10200 0 0
BERGEN BRUNSWIG CORP CL A 083739102 2106 60374 SH SOLE 60374 0 0
BEST BUY INC COM 086516101 2523 41100 SH SOLE 41100 0 0
BESTFOODS COM 08658U101 8275 155402 SH SOLE 155402 0 0
BETHLEHEM STL CORP COM 087509105 105 12500 SH SOLE 12500 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 525 77740 SH SOLE 77740 0 0
BIOGEN INC COM 090597105 3370 40600 SH SOLE 40600 0 0
BIOMET INC COM 090613100 2500 62100 SH SOLE 62100 0 0
BLACK & DECKER CORP COM 091797100 3409 60800 SH SOLE 60800 0 0
BLOCK H & R INC COM 093671105 2935 65233 SH SOLE 65233 0 0
BLYTH INDS INC COM 09643P108 756 24200 SH SOLE 24200 0 0
BOEING CO COM 097023105 17923 549355 SH SOLE 549355 0 0
BOISE CASCADE CORP COM 097383103 456 14700 SH SOLE 14700 0 0
BORDERS GROUP INC COM 099709107 1339 53700 SH SOLE 53700 0 0
BOSTON PROPERTIES INC COM 101121101 271 8900 SH SOLE 8900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3684 137400 SH SOLE 137400 0 0
BOWATER INC COM 102183100 630 15200 SH SOLE 15200 0 0
BRIGGS & STRATTON CORP COM 109043109 249 5000 SH SOLE 5000 0 0
BRINKER INTL INC COM 109641100 554 19200 SH SOLE 19200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 72386 540954 SH SOLE 540954 0 0
BROADCOM CORP CL A 111320107 205 1700 SH SOLE 1700 0 0
BROWN FORMAN CORP CL B 115637209 1892 25000 SH SOLE 25000 0 0
BROWNING FERRIS INDS COM 115885105 2784 97893 SH SOLE 97893 0 0
BRUNSWICK CORP COM 117043109 1460 59000 SH SOLE 59000 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 8725 258520 SH SOLE 258520 0 0
BURLINGTON RES INC COM 122014103 3619 101065 SH SOLE 101065 0 0
CCB FINL CORP COM 124875105 581 10200 SH SOLE 10200 0 0
CBS CORP COM 12490K107 13247 404479 SH SOLE 404479 0 0
CIGNA CORP COM 125509109 10375 134190 SH SOLE 134190 0 0
CIT GROUP INC CL A 125577106 509 16000 SH SOLE 16000 0 0
CKE RESTAURANTS INC COM 12561E105 677 22990 SH SOLE 22990 0 0
CMS ENERGY CORP COM 125896100 2978 61476 SH SOLE 61476 0 0
CNA FINL CORP COM 126117100 725 18006 SH SOLE 18006 0 0
CNF TRANSN INC COM 12612W104 894 23800 SH SOLE 23800 0 0
CSX CORP COM 126408103 5770 139034 SH SOLE 139034 0 0
CVS CORP COM 126650100 9579 174158 SH SOLE 174158 0 0
CABLEVISION SYS CORP CL A 12686C109 3252 64800 SH SOLE 64800 0 0
CABLETRON SYS INC COM 126920107 590 70400 SH SOLE 70400 0 0
CABOT CORP COM 127055101 1580 56540 SH SOLE 56540 0 0
<PAGE> PAGE 5
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
CADENCE DESIGN SYSTEM INC COM 127387108 3667 123247 SH SOLE 123247 0 0
CALENERGY INC COM 129466108 465 13400 SH SOLE 13400 0 0
CALLAWAY GOLF CO COM 131193104 476 46400 SH SOLE 46400 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 664 30000 SH SOLE 30000 0 0
CAMPBELL SOUP CO COM 134429109 6848 124500 SH SOLE 124500 0 0
CAPITAL ONE FINL CORP COM 14040H105 4005 34824 SH SOLE 34824 0 0
CAPSTAR BROADCASTING CORP CL A 14067G105 471 20600 SH SOLE 20600 0 0
CARDINAL HEALTH INC COM 14149Y108 8802 116009 SH SOLE 116009 0 0
CAROLINA PWR & LT CO COM 144141108 3837 81520 SH SOLE 81520 0 0
CARRAMERICA RLTY CORP COM 144418100 540 22500 SH SOLE 22500 0 0
CASE CORP COM 14743R103 576 26400 SH SOLE 26400 0 0
CATELLUS DEV CORP COM 149111106 557 38900 SH SOLE 38900 0 0
CATERPILLAR INC DEL COM 149123101 9050 196738 SH SOLE 196738 0 0
CENDANT CORP COM 151313103 9151 480057 SH SOLE 480057 0 0
CENTEX CORP COM 152312104 1595 35400 SH SOLE 35400 0 0
CENTOCOR INC COM 152342101 1584 35100 SH SOLE 35100 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 3281 119581 SH SOLE 119581 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 236 3300 SH SOLE 3300 0 0
CENTURA BKS INC COM 15640T100 320 4300 SH SOLE 4300 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 3847 57000 SH SOLE 57000 0 0
CERIDIAN CORP COM 15677T106 2381 34100 SH SOLE 34100 0 0
CHAMPION INTL CORP COM 158525105 2289 56524 SH SOLE 56524 0 0
CHANCELLOR MEDIA CORP COM 158915108 3082 64370 SH SOLE 64370 0 0
CHARTER ONE FINL INC COM 160903100 2474 89156 SH SOLE 89156 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 32093 471529 SH SOLE 471529 0 0
CHEVRON CORPORATION COM 166751107 29230 352432 SH SOLE 352432 0 0
CHIRON CORP COM 170040109 1727 65940 SH SOLE 65940 0 0
CHRIS CRAFT INDS INC COM 170520100 318 6592 SH SOLE 6592 0 0
CHUBB CORP COM 171232101 6187 95364 SH SOLE 95364 0 0
CIBER INC COM 17163B102 494 17700 SH SOLE 17700 0 0
CIENA CORP COM 171779101 799 54600 SH SOLE 54600 0 0
CINCINNATI BELL INC COM 171870108 3193 84454 SH SOLE 84454 0 0
CINCINNATI FINL CORP COM 172062101 3699 100985 SH SOLE 100985 0 0
CINERGY CORP COM 172474108 3056 88900 SH SOLE 88900 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2792 55909 SH SOLE 55909 0 0
CISCO SYS INC COM 17275R102 79713 858864 SH SOLE 858864 0 0
CINTAS CORP COM 172908105 1275 18100 SH SOLE 18100 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 676 59108 SH SOLE 59108 0 0
CITIGROUP INC COM 172967101 61964 1251793 SH SOLE 1251793 0 0
CITIZENS UTILS CO DEL CL B 177342201 831 102291 SH SOLE 102291 0 0
CITRIX SYS INC COM 177376100 2281 23500 SH SOLE 23500 0 0
CITY NATL CORP COM 178566105 762 18300 SH SOLE 18300 0 0
CLAYTON HOMES INC COM 184190106 439 31750 SH SOLE 31750 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4491 82400 SH SOLE 82400 0 0
CLOROX CO DEL COM 189054109 4743 40600 SH SOLE 40600 0 0
COASTAL CORP COM 190441105 4063 116300 SH SOLE 116300 0 0
COCA COLA CO COM 191216100 83110 1242766 SH SOLE 1242766 0 0
COCA COLA ENTERPRISES INC COM 191219104 4597 128600 SH SOLE 128600 0 0
COLGATE PALMOLIVE CO COM 194162103 14718 158474 SH SOLE 158474 0 0
COLTEC INDS INC COM 196879100 591 30300 SH SOLE 30300 0 0
<PAGE> PAGE 6
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
COLUMBIA ENERGY GROUP COM 197648108 2921 50583 SH SOLE 50583 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8710 351904 SH SOLE 351904 0 0
COMAIR HOLDINGS INC COM 199789108 1191 35300 SH SOLE 35300 0 0
COMCAST CORP CL A SPL 200300200 12095 206095 SH SOLE 206095 0 0
COMDISCO INC COM 200336105 1119 66300 SH SOLE 66300 0 0
COMERICA INC COM 200340107 7085 103900 SH SOLE 103900 0 0
COMMERCE BANCSHARES INC COM 200525103 498 11725 SH SOLE 11725 0 0
COMPASS BANCSHARES INC COM 20449H109 704 18500 SH SOLE 18500 0 0
COMPAQ COMPUTER CORP COM 204493100 38420 916125 SH SOLE 916125 0 0
COMPUTER ASSOC INTL INC COM 204912109 10019 235059 SH SOLE 235059 0 0
COMPUSA INC COM 204932107 752 57600 SH SOLE 57600 0 0
COMPUTER SCIENCES CORP COM 205363104 6029 93560 SH SOLE 93560 0 0
COMPUWARE CORP COM 205638109 7180 91900 SH SOLE 91900 0 0
COMSAT CORP COM SER 1 20564D107 670 18600 SH SOLE 18600 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1363 19200 SH SOLE 19200 0 0
CONAGRA INC COM 205887102 8309 263770 SH SOLE 263770 0 0
CONCORD EFS INC COM 206197105 2825 66675 SH SOLE 66675 0 0
CONSECO INC COM 208464107 5315 173918 SH SOLE 173918 0 0
CONSOLIDATED EDISON INC COM 209115104 6509 123100 SH SOLE 123100 0 0
CONSOLIDATED NAT GAS CO COM 209615103 2864 53028 SH SOLE 53028 0 0
CONSOLIDATED PAPERS INC COM 209759109 435 15800 SH SOLE 15800 0 0
CONSOLIDATED STORES CORP COM 210149100 922 45650 SH SOLE 45650 0 0
CONTINENTAL AIRLS INC CL B 210795308 1042 31100 SH SOLE 31100 0 0
COOPER CAMERON CORP COM 216640102 613 25000 SH SOLE 25000 0 0
COOPER INDS INC COM 216669101 2920 61229 SH SOLE 61229 0 0
COOPER TIRE & RUBR CO COM 216831107 1040 50900 SH SOLE 50900 0 0
CORDANT TECHNOLOGIES INC COM 218412104 836 22300 SH SOLE 22300 0 0
CORNERSTONE PPTYS INC COM 21922H103 234 15000 SH SOLE 15000 0 0
CORNING INC COM 219350105 5836 129693 SH SOLE 129693 0 0
CORRECTIONS CORP AMER COM 220256101 915 51900 SH SOLE 51900 0 0
COSTCO COMPANIES INC COM 22160Q102 8847 122557 SH SOLE 122557 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 3359 66934 SH SOLE 66934 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 3309 47870 SH SOLE 47870 0 0
CRACKER BARREL OLD CTRY STR COM 224100107 960 41200 SH SOLE 41200 0 0
CRANE CO COM 224399105 521 17250 SH SOLE 17250 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 1283 55800 SH SOLE 55800 0 0
CRESTAR FINL CORP COM 226091106 5130 71256 SH SOLE 71256 0 0
CROMPTON & KNOWLES CORP COM 227111101 747 36100 SH SOLE 36100 0 0
CROWN CORK & SEAL INC COM 228255105 2097 68055 SH SOLE 68055 0 0
CUMMINS ENGINE INC COM 231021106 919 25900 SH SOLE 25900 0 0
CYPRUS AMAX MINERALS CO COM 232809103 628 62750 SH SOLE 62750 0 0
CYTEC INDS INC COM 232820100 667 31400 SH SOLE 31400 0 0
DQE INC COM 23329J104 3792 86300 SH SOLE 86300 0 0
DPL INC COM 233293109 2290 105900 SH SOLE 105900 0 0
DST SYS INC DEL COM 233326107 1392 24400 SH SOLE 24400 0 0
DTE ENERGY CO COM 233331107 3837 89500 SH SOLE 89500 0 0
DANA CORP COM 235811106 4003 97936 SH SOLE 97936 0 0
DANAHER CORP DEL COM 235851102 1043 19200 SH SOLE 19200 0 0
DARDEN RESTAURANTS INC COM 237194105 2163 120178 SH SOLE 120178 0 0
DAYTON HUDSON CORP COM 239753106 13141 242234 SH SOLE 242234 0 0
<PAGE> PAGE 7
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
DEAN FOODS CO COM 242361103 486 11900 SH SOLE 11900 0 0
DEERE & CO COM 244199105 4461 134676 SH SOLE 134676 0 0
DELL COMPUTER CORP COM 247025109 43244 590864 SH SOLE 590864 0 0
DELTA & PINE LD CO COM 247357106 496 13400 SH SOLE 13400 0 0
DELTA AIR LINES INC DEL COM 247361108 4919 94602 SH SOLE 94602 0 0
DELUXE CORP COM 248019101 1846 50500 SH SOLE 50500 0 0
DENTSPLY INTL INC NEW COM 249030107 865 33576 SH SOLE 33576 0 0
DIAL CORP NEW COM 25247D101 1874 64900 SH SOLE 64900 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 576 24300 SH SOLE 24300 0 0
DIEBOLD INC COM 253651103 1522 42637 SH SOLE 42637 0 0
DILLARDS INC CL A 254067101 1930 68007 SH SOLE 68007 0 0
DIME BANCORP INC NEW COM 25429Q102 2155 81510 SH SOLE 81510 0 0
DISNEY WALT CO COM 254687106 34081 1136023 SH SOLE 1136023 0 0
DOLE FOOD INC COM 256605106 911 30378 SH SOLE 30378 0 0
DOLLAR GEN CORP COM 256669102 1562 66113 SH SOLE 66113 0 0
DOLLAR TREE STORES INC COM 256747106 1389 31800 SH SOLE 31800 0 0
DOMINION RES INC VA COM 257470104 4992 106785 SH SOLE 106785 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 287 7000 SH SOLE 7000 0 0
DONNELLEY R R & SONS CO COM 257867101 2544 58060 SH SOLE 58060 0 0
DOVER CORP COM 260003108 4637 126606 SH SOLE 126606 0 0
DOW CHEM CO COM 260543103 11422 125600 SH SOLE 125600 0 0
DOW JONES & CO INC COM 260561105 1516 31500 SH SOLE 31500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 32574 613874 SH SOLE 613874 0 0
DUKE ENERGY CORP COM 264399106 12239 191043 SH SOLE 191043 0 0
DUKE REALTY INVT INC COM NEW 264411505 942 40500 SH SOLE 40500 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 3012 95429 SH SOLE 95429 0 0
DYNEGY INC COM 26816L102 521 47600 SH SOLE 47600 0 0
EG & G INC COM 268457108 492 17700 SH SOLE 17700 0 0
E M C CORP MASS COM 268648102 23426 275600 SH SOLE 275600 0 0
ENSCO INTL INC COM 26874Q100 960 89800 SH SOLE 89800 0 0
EASTERN ENTERPRISES COM 27637F100 534 12200 SH SOLE 12200 0 0
EASTMAN CHEM CO COM 277432100 2361 52764 SH SOLE 52764 0 0
EASTMAN KODAK CO COM 277461109 12302 170865 SH SOLE 170865 0 0
EATON CORP COM 278058102 3068 43400 SH SOLE 43400 0 0
ECOLAB INC COM 278865100 2695 74484 SH SOLE 74484 0 0
EDISON INTL COM 281020107 6687 239900 SH SOLE 239900 0 0
J D EDWARDS & CO COM 281667105 514 18100 SH SOLE 18100 0 0
EDWARDS AG INC COM 281760108 1934 51917 SH SOLE 51917 0 0
EL PASO ENERGY CORP DEL COM 283905107 2519 72356 SH SOLE 72356 0 0
ELECTRONIC ARTS INC COM 285512109 2105 37500 SH SOLE 37500 0 0
ELECTRONIC DATA SYS NEW COM 285661104 10287 204724 SH SOLE 204724 0 0
EMERSON ELEC CO COM 291011104 14029 231890 SH SOLE 231890 0 0
ENERGY EAST CORP COM 29266M109 2333 41300 SH SOLE 41300 0 0
ENGELHARD CORP COM 292845104 1235 63350 SH SOLE 63350 0 0
ENRON CORP COM 293561106 10105 177090 SH SOLE 177090 0 0
ENRON OIL & GAS CO COM 293562104 309 17900 SH SOLE 17900 0 0
ENTERGY CORP NEW COM 29364G103 4192 134670 SH SOLE 134670 0 0
EQUIFAX INC COM 294429105 3162 92490 SH SOLE 92490 0 0
EQUITABLE COS INC COM 29444G107 3065 52956 SH SOLE 52956 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 2314 96400 SH SOLE 96400 0 0
<PAGE> PAGE 8
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
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1280 31649 SH SOLE 31649 0 0
ERIE INDTY CO CL A 29530P102 297 9500 SH SOLE 9500 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 336 8200 SH SOLE 8200 0 0
EVEREST REINS HLDGS INC COM 299808105 557 14700 SH SOLE 14700 0 0
EXXON CORP COM 302290101 95466 1305513 SH SOLE 1305513 0 0
F M C CORP COM NEW 302491303 722 12887 SH SOLE 12887 0 0
FPL GROUP INC COM 302571104 5304 86061 SH SOLE 86061 0 0
FAMILY DLR STORES INC COM 307000109 1426 64800 SH SOLE 64800 0 0
FASTENAL CO COM 311900104 365 8300 SH SOLE 8300 0 0
FDX CORP COM 31304N107 7204 80940 SH SOLE 80940 0 0
FEDERAL HOME LN MTG CORP COM 313400301 24641 382400 SH SOLE 382400 0 0
FEDERAL MOGUL CORP COM 313549107 1119 18800 SH SOLE 18800 0 0
FEDERAL NATL MTG ASSN COM 313586109 42245 570878 SH SOLE 570878 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 5046 115823 SH SOLE 115823 0 0
FIFTH THIRD BANCORP COM 316773100 8939 125349 SH SOLE 125349 0 0
FINOVA GROUP INC COM 317928109 885 16400 SH SOLE 16400 0 0
FIRST AMER CORP TENN COM 318900107 1248 28132 SH SOLE 28132 0 0
FIRST DATA CORP COM 319963104 7394 233340 SH SOLE 233340 0 0
FIRST HEALTH GROUP CORP COM 320960107 315 19000 SH SOLE 19000 0 0
FIRST SEC CORP DEL COM 336294103 2856 122162 SH SOLE 122162 0 0
FIRST TENN NATL CORP COM 337162101 1431 37600 SH SOLE 37600 0 0
FIRST UN CORP COM 337358105 26874 441923 SH SOLE 441923 0 0
FIRST VA BANKS INC COM 337477103 447 9500 SH SOLE 9500 0 0
FIRSTPLUS FINL GROUP INC COM 33763B103 38 13700 SH SOLE 13700 0 0
FIRSTAR CORP NEW WIS COM 33763V109 11297 121148 SH SOLE 121148 0 0
FISERV INC COM 337738108 1523 29600 SH SOLE 29600 0 0
FIRSTMERIT CORP COM 337915102 301 11200 SH SOLE 11200 0 0
FIRSTENERGY CORP COM 337932107 4260 130832 SH SOLE 130832 0 0
FLEET FINL GROUP INC NEW COM 338915101 13928 311666 SH SOLE 311666 0 0
FLORIDA PROGRESS CORP COM 341109106 2109 47055 SH SOLE 47055 0 0
FLOWERS INDS INC COM 343496105 1080 45100 SH SOLE 45100 0 0
FLUOR CORP COM 343861100 2177 51140 SH SOLE 51140 0 0
FOOD LION INC CL B 344775101 2300 228600 SH SOLE 228600 0 0
FORD MTR CO DEL COM 345370100 39554 673971 SH SOLE 673971 0 0
FORE SYSTEMS INC COM 345449102 886 48400 SH SOLE 48400 0 0
FOREST LABS INC CL A 345838106 2255 42400 SH SOLE 42400 0 0
FORT JAMES CORP COM 347471104 3478 86954 SH SOLE 86954 0 0
FORTUNE BRANDS INC COM 349631101 3348 105872 SH SOLE 105872 0 0
FOUNDATION HEALTH SYS INC COM 350404109 819 68640 SH SOLE 68640 0 0
FRANKLIN RES INC COM 354613101 3283 102600 SH SOLE 102600 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1017 97468 SH SOLE 97468 0 0
FRONTIER CORPORATION COM 35906P105 3688 108461 SH SOLE 108461 0 0
FRUIT OF THE LOOM INC CL A 359416104 482 34900 SH SOLE 34900 0 0
FURNITURE BRANDS INTL INC COM 360921100 469 17200 SH SOLE 17200 0 0
GATX CORP COM 361448103 269 7100 SH SOLE 7100 0 0
GPU INC COM 36225X100 3420 77400 SH SOLE 77400 0 0
GTE CORP COM 362320103 33916 521791 SH SOLE 521791 0 0
GALILEO INTERNATIONAL INC COM 363547100 1061 24400 SH SOLE 24400 0 0
GANNETT INC COM 364730101 10317 155882 SH SOLE 155882 0 0
GAP INC DEL COM 364760108 13892 246975 SH SOLE 246975 0 0
<PAGE> PAGE 9
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
GARTNER GROUP INC NEW COM 366651107 380 17900 SH SOLE 17900 0 0
GATEWAY 2000 INC COM 367833100 1679 32800 SH SOLE 32800 0 0
GENERAL DYNAMICS CORP COM 369550108 3946 67312 SH SOLE 67312 0 0
GENERAL ELEC CO COM 369604103 181633 1779623 SH SOLE 1779623 0 0
GENERAL INSTR CORP DEL COM 370120107 2393 70500 SH SOLE 70500 0 0
GENERAL MLS INC COM 370334104 6096 78408 SH SOLE 78408 0 0
GENERAL MTRS CORP COM 370442105 26120 365000 SH SOLE 365000 0 0
GENERAL MTRS CORP CL H NEW 370442832 2528 63698 SH SOLE 63698 0 0
GENERAL NUTRITION COS INC COM 37047F103 824 50700 SH SOLE 50700 0 0
GENERAL RE CORP COM 370563108 8530 42599 SH SOLE 42599 0 0
GENUINE PARTS CO COM 372460105 3444 103000 SH SOLE 103000 0 0
GENZYME CORP COM GENL DIV 372917104 2373 47700 SH SOLE 47700 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 3229 55143 SH SOLE 55143 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1423 59743 SH SOLE 59743 0 0
GILLETTE CO COM 375766102 27176 562497 SH SOLE 562497 0 0
GLOBAL MARINE INC COM 379352404 532 57900 SH SOLE 57900 0 0
GOLDEN ST BANCORP INC COM 381197102 740 44500 SH SOLE 44500 0 0
GOLDEN ST BANCORP INC WT EXP 000000 381197136 139 30500 SH SOLE 30500 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 2870 31300 SH SOLE 31300 0 0
GOODRICH B F CO COM 382388106 1452 40480 SH SOLE 40480 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4574 90692 SH SOLE 90692 0 0
GRACE W R & CO DEL NEW COM 38388F108 188 12000 SH SOLE 12000 0 0
GRAINGER W W INC COM 384802104 1981 47600 SH SOLE 47600 0 0
GREAT LAKES CHEM CORP COM 390568103 1432 35800 SH SOLE 35800 0 0
GREENPOINT FINL CORP COM 395384100 1858 52900 SH SOLE 52900 0 0
GUIDANT CORP COM 401698105 9356 84862 SH SOLE 84862 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 1613 30300 SH SOLE 30300 0 0
HBO & CO COM 404100109 6696 233407 SH SOLE 233407 0 0
HCR MANOR CARE INC COM 404134108 726 24700 SH SOLE 24700 0 0
HRPT PPTYS TR COM SH BEN INT 40426W101 404 28700 SH SOLE 28700 0 0
HSB GROUP INC COM 40428N109 289 7050 SH SOLE 7050 0 0
HALLIBURTON CO COM 406216101 6988 235889 SH SOLE 235889 0 0
HANNAFORD BROS CO COM 410550107 493 9300 SH SOLE 9300 0 0
HARCOURT GEN INC COM 41163G101 1776 33395 SH SOLE 33395 0 0
HARLEY DAVIDSON INC COM 412822108 4264 90000 SH SOLE 90000 0 0
HARNISCHFEGER INDS INC COM 413345109 145 14200 SH SOLE 14200 0 0
HARRAHS ENTMT INC COM 413619107 1117 71193 SH SOLE 71193 0 0
HARRIS CORP DEL COM 413875105 2117 57789 SH SOLE 57789 0 0
HARSCO CORP COM 415864107 1033 33954 SH SOLE 33954 0 0
HARTE-HANKS INC COM 416196103 445 15600 SH SOLE 15600 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7286 132776 SH SOLE 132776 0 0
HASBRO INC COM 418056107 2635 72937 SH SOLE 72937 0 0
HEALTHSOUTH CORP COM 421924101 3744 242500 SH SOLE 242500 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 3001 138786 SH SOLE 138786 0 0
HEARST-ARGYLE TELEVISION INC COM 422317107 1340 40600 SH SOLE 40600 0 0
HEFTEL BROADCASTING CORP CL A 422799106 1054 21400 SH SOLE 21400 0 0
HEINZ H J CO COM 423074103 10289 181700 SH SOLE 181700 0 0
HELLER FINANCIAL INC CL A 423328103 499 17000 SH SOLE 17000 0 0
HERCULES INC COM 427056106 1538 56191 SH SOLE 56191 0 0
HERSHEY FOODS CORP COM 427866108 3259 52400 SH SOLE 52400 0 0
<PAGE> PAGE 10
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
HERTZ CORP CL A 428040109 739 16200 SH SOLE 16200 0 0
HEWLETT PACKARD CO COM 428236103 32427 474682 SH SOLE 474682 0 0
HIBERNIA CORP CL A 428656102 653 37600 SH SOLE 37600 0 0
HIGHWOODS PPTYS INC COM 431284108 842 32700 SH SOLE 32700 0 0
HILLENBRAND INDS INC COM 431573104 1780 31300 SH SOLE 31300 0 0
HILTON HOTELS CORP COM 432848109 2213 115700 SH SOLE 115700 0 0
HOME DEPOT INC COM 437076102 49105 802532 SH SOLE 802532 0 0
HOMESTAKE MNG CO COM 437614100 890 96840 SH SOLE 96840 0 0
HON INDS INC COM 438092108 670 28000 SH SOLE 28000 0 0
HONEYWELL INC COM 438506107 5279 70100 SH SOLE 70100 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 254 8900 SH SOLE 8900 0 0
HORMEL FOODS CORP COM 440452100 295 9000 SH SOLE 9000 0 0
HOUSEHOLD INTL INC COM 441815107 8852 223402 SH SOLE 223402 0 0
HOUSTON INDS INC COM 442161105 4837 150580 SH SOLE 150580 0 0
HOWMET INTERNATIONAL COM 443208103 376 23300 SH SOLE 23300 0 0
HUBBELL INC CL B 443510201 1401 36874 SH SOLE 36874 0 0
HUMANA INC COM 444859102 1721 96600 SH SOLE 96600 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4027 133967 SH SOLE 133967 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 715 31600 SH SOLE 31600 0 0
IBP INC COM 449223106 1826 62700 SH SOLE 62700 0 0
IMC GLOBAL INC COM 449669100 1173 54856 SH SOLE 54856 0 0
IMS HEALTH INC COM 449934108 7403 98129 SH SOLE 98129 0 0
ITT INDS INC IND COM 450911102 3554 89403 SH SOLE 89403 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 704 82230 SH SOLE 82230 0 0
ILLINOIS TOOL WKS INC COM 452308109 6583 113500 SH SOLE 113500 0 0
ILLINOVA CORP COM 452317100 1156 46259 SH SOLE 46259 0 0
IMMUNEX CORP NEW COM 452528102 1296 10300 SH SOLE 10300 0 0
INGERSOLL RAND CO COM 456866102 4472 95270 SH SOLE 95270 0 0
INGRAM MICRO INC CL A 457153104 792 22700 SH SOLE 22700 0 0
INTEL CORP COM 458140100 107707 908440 SH SOLE 908440 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 381 22100 SH SOLE 22100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 93175 504329 SH SOLE 504329 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2229 50450 SH SOLE 50450 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1592 65500 SH SOLE 65500 0 0
INTL PAPER CO COM 460146103 7509 167555 SH SOLE 167555 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6630 83137 SH SOLE 83137 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 841 31800 SH SOLE 31800 0 0
INTIMATE BRANDS INC CL A 461156101 361 12100 SH SOLE 12100 0 0
INTUIT COM 461202103 1943 26800 SH SOLE 26800 0 0
IOMEGA CORP COM 462030107 1084 148300 SH SOLE 148300 0 0
IPALCO ENTERPRISES INC COM 462613100 1640 29650 SH SOLE 29650 0 0
I2 TECHNOLOGIES INC COM 465754109 307 10100 SH SOLE 10100 0 0
JACOR COMMUNUNICATIONS INC CL A 469858401 1056 16400 SH SOLE 16400 0 0
JEFFERSON PILOT CORP COM 475070108 4933 65780 SH SOLE 65780 0 0
JOHNS MANVILLE CORP NEW COM 478129109 897 54600 SH SOLE 54600 0 0
JOHNSON & JOHNSON COM 478160104 61579 734179 SH SOLE 734179 0 0
JOHNSON CTLS INC COM 478366107 2897 49100 SH SOLE 49100 0 0
JONES APPAREL GROUP INC COM 480074103 587 26600 SH SOLE 26600 0 0
KLA-TENCORP CORP COM 482480100 2043 47100 SH SOLE 47100 0 0
K MART CORP COM 482584109 4977 325000 SH SOLE 325000 0 0
<PAGE> PAGE 11
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
KN ENERGY INC COM 482620101 284 7800 SH SOLE 7800 0 0
KANSAS CITY PWR & LT CO COM 485134100 1298 43800 SH SOLE 43800 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 3297 67032 SH SOLE 67032 0 0
KEANE INC COM 486665102 1494 37400 SH SOLE 37400 0 0
KELLOGG CO COM 487836108 4086 119746 SH SOLE 119746 0 0
KERR MCGEE CORP COM 492386107 1304 34100 SH SOLE 34100 0 0
KEYCORP NEW COM 493267108 8766 273930 SH SOLE 273930 0 0
KEYSPAN ENERGY COM 49337K106 2632 84912 SH SOLE 84912 0 0
KIMBERLY CLARK CORP COM 494368103 15797 289860 SH SOLE 289860 0 0
KIMCO REALTY CORP COM 49446R109 564 14200 SH SOLE 14200 0 0
KING WORLD PRODTNS INC COM 495667107 986 33504 SH SOLE 33504 0 0
KNIGHT RIDDER INC COM 499040103 2772 54229 SH SOLE 54229 0 0
KOHLS CORP COM 500255104 5210 84800 SH SOLE 84800 0 0
KROGER CO COM 501044101 8199 135528 SH SOLE 135528 0 0
LG&E ENERGY CORP COM 501917108 712 25158 SH SOLE 25158 0 0
LHS GROUP INC COM 501938104 465 9000 SH SOLE 9000 0 0
LSI LOGIC CORP COM 502161102 1284 79600 SH SOLE 79600 0 0
LAFARGE CORP COM 505862102 478 11800 SH SOLE 11800 0 0
LAMAR ADVERTISING CO CL A 512815101 458 12300 SH SOLE 12300 0 0
LANCASTER COLONY CORP COM 513847103 243 7550 SH SOLE 7550 0 0
LAUDER ESTEE COS INC CL A 518439104 872 10200 SH SOLE 10200 0 0
LEAR CORP COM 521865105 743 19300 SH SOLE 19300 0 0
LEARNING CO INC COM 522008101 695 26780 SH SOLE 26780 0 0
LEGGETT & PLATT INC COM 524660107 2763 125600 SH SOLE 125600 0 0
LEGG MASON INC COM 524901105 366 11600 SH SOLE 11600 0 0
LEHMAN BROS HLDGS INC COM 524908100 3044 69090 SH SOLE 69090 0 0
LENNAR CORP COM 526057104 502 19900 SH SOLE 19900 0 0
LEUCADIA NATL CORP COM 527288104 328 10400 SH SOLE 10400 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5128 118900 SH SOLE 118900 0 0
LEXMARK INTL GROUP INC CL A 529771107 3005 29900 SH SOLE 29900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 288 11700 SH SOLE 11700 0 0
LILLY ELI & CO COM 532457108 45006 506400 SH SOLE 506400 0 0
LIMITED INC COM 532716107 3029 103993 SH SOLE 103993 0 0
LINCARE HLDGS INC COM 532791100 1274 31400 SH SOLE 31400 0 0
LINCOLN NATL CORP IND COM 534187109 5097 62304 SH SOLE 62304 0 0
LINEAR TECHNOLOGY CORP COM 535678106 3806 42500 SH SOLE 42500 0 0
LITTON INDS INC COM 538021106 1424 21818 SH SOLE 21818 0 0
LIZ CLAIBORNE INC COM 539320101 1415 44820 SH SOLE 44820 0 0
LOCKHEED MARTIN CORP COM 539830109 8226 97060 SH SOLE 97060 0 0
LOEWS CORP COM 540424108 4045 41168 SH SOLE 41168 0 0
LOUISIANA PAC CORP COM 546347105 1536 83900 SH SOLE 83900 0 0
LOWES COS INC COM 548661107 9081 177400 SH SOLE 177400 0 0
LUBRIZOL CORP COM 549271104 958 37293 SH SOLE 37293 0 0
LUCENT TECHNOLOGIES INC COM 549463107 79401 721824 SH SOLE 721824 0 0
LYONDELL CHEMICAL CO COM 552078107 772 42900 SH SOLE 42900 0 0
M & T BK CORP COM 55261F104 259 500 SH SOLE 500 0 0
MBIA INC COM 55262C100 3908 59600 SH SOLE 59600 0 0
MBNA CORP COM 55262L100 9590 384569 SH SOLE 384569 0 0
MCN ENERGY GROUP INC COM 55267J100 429 22500 SH SOLE 22500 0 0
MCI WORLDCOM INC COM 55268B106 69758 972234 SH SOLE 972234 0 0
<PAGE> PAGE 12
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
MGIC INVT CORP WIS COM 552848103 2765 69454 SH SOLE 69454 0 0
MSC INDL DIRECT INC CL A 553530106 265 11700 SH SOLE 11700 0 0
MACK CALI RLTY CORP COM 554489104 917 29700 SH SOLE 29700 0 0
MALLINCKRODT INC NEW COM 561232109 1319 42800 SH SOLE 42800 0 0
MANPOWER INC COM 56418H100 1274 50600 SH SOLE 50600 0 0
MARSH & MCLENNAN COS INC COM 571748102 8769 150058 SH SOLE 150058 0 0
MARSHALL & ILSLEY CORP COM 571834100 3985 68200 SH SOLE 68200 0 0
MARRIOTT INTL INC NEW CL A 571903202 2837 97816 SH SOLE 97816 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2079 33437 SH SOLE 33437 0 0
MASCO CORP COM 574599106 6088 211746 SH SOLE 211746 0 0
MATTEL INC COM 577081102 3766 165088 SH SOLE 165088 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2866 65600 SH SOLE 65600 0 0
MAY DEPT STORES CO COM 577778103 7670 127046 SH SOLE 127046 0 0
MAYTAG CORP COM 578592107 3523 56600 SH SOLE 56600 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1501 44400 SH SOLE 44400 0 0
MCDONALDS CORP COM 580135101 28372 370267 SH SOLE 370267 0 0
MCGRAW HILL COS INC COM 580645109 5695 55900 SH SOLE 55900 0 0
MCKESSON CORP NEW COM 581557105 3479 44000 SH SOLE 44000 0 0
MCLEODUSA INC COM 582266102 459 14700 SH SOLE 14700 0 0
MEAD CORP COM 582834107 2282 77844 SH SOLE 77844 0 0
MEDIAONE GROUP INC COM 58440J104 13460 286383 SH SOLE 286383 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 395 26088 SH SOLE 26088 0 0
MEDPARTNERS INC NEW COM 58503X107 512 97521 SH SOLE 97521 0 0
MEDTRONIC INC COM 585055106 19416 261500 SH SOLE 261500 0 0
MELLON BK CORP COM 585509102 10822 157414 SH SOLE 157414 0 0
MERCANTILE BANCORPORATION INC COM 587342106 1772 38425 SH SOLE 38425 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2171 56400 SH SOLE 56400 0 0
MERCK & CO INC COM 589331107 96263 651805 SH SOLE 651805 0 0
MEREDITH CORP COM 589433101 1174 31000 SH SOLE 31000 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 772 36448 SH SOLE 36448 0 0
MERRILL LYNCH & CO INC COM 590188108 11968 179300 SH SOLE 179300 0 0
MEYER FRED INC DEL NEW COM 592907109 3573 59300 SH SOLE 59300 0 0
MICROSOFT CORP COM 594918104 59992 432568 SH SOLE 432568 0 0
MICRON TECHNOLOGY INC COM 595112103 4979 98472 SH SOLE 98472 0 0
MIDAMERICAN ENERGY HLDGS CO COM 595920109 1994 74200 SH SOLE 74200 0 0
MILLENNIUM CHEMICALS INC COM 599903101 453 22800 SH SOLE 22800 0 0
MILLER HERMAN INC COM 600544100 1494 55600 SH SOLE 55600 0 0
MILLIPORE CORP COM 601073109 822 28900 SH SOLE 28900 0 0
MINNESOTA MNG & MFG CO COM 604059105 14660 206119 SH SOLE 206119 0 0
MIRAGE RESORTS INC COM 60462E104 1549 103700 SH SOLE 103700 0 0
MOBIL CORP COM 607059102 37423 429538 SH SOLE 429538 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 851 58700 SH SOLE 58700 0 0
MOHAWK INDS INC COM 608190104 639 15200 SH SOLE 15200 0 0
MOLEX INC COM 608554101 1130 29638 SH SOLE 29638 0 0
MONSANTO CO COM 611662107 15423 324690 SH SOLE 324690 0 0
MONTANA POWER CO COM 612085100 2065 36500 SH SOLE 36500 0 0
MORGAN J P & CO INC COM 616880100 10803 102825 SH SOLE 102825 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 21309 300125 SH SOLE 300125 0 0
MORTON INTL INC IND NEW COM 619335102 1824 74429 SH SOLE 74429 0 0
MOTOROLA INC COM 620076109 20039 328180 SH SOLE 328180 0 0
<PAGE> PAGE 13
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
MURPHY OIL CORP COM 626717102 1336 32400 SH SOLE 32400 0 0
MYLAN LABS INC COM 628530107 2333 74050 SH SOLE 74050 0 0
NCR CORP NEW COM 62886E108 2727 65324 SH SOLE 65324 0 0
NIPSCO INDS INC COM 629140104 2358 77470 SH SOLE 77470 0 0
NABISCO HLDGS CORP CL A 629526104 643 15500 SH SOLE 15500 0 0
NABORS INDS INC COM 629568106 869 64100 SH SOLE 64100 0 0
NALCO CHEM CO COM 629853102 1801 58094 SH SOLE 58094 0 0
NATIONAL CITY CORP COM 635405103 9991 137800 SH SOLE 137800 0 0
NATIONAL COMM BANCORP COM 635449101 369 19600 SH SOLE 19600 0 0
NATIONAL FUEL GAS CO N J COM 636180101 479 10600 SH SOLE 10600 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1296 96000 SH SOLE 96000 0 0
NATIONAL SVC INDS INC COM 637657107 960 25250 SH SOLE 25250 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1342 47100 SH SOLE 47100 0 0
NEIMAN MARCUS GROUP INC COM 640204103 436 17500 SH SOLE 17500 0 0
NETWORKS ASSOCS INC COM 640938106 3574 53943 SH SOLE 53943 0 0
NETSCAPE COMMUNICATIONS CORP COM 641149109 2228 36667 SH SOLE 36667 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3198 65608 SH SOLE 65608 0 0
NEW ENGLAND ELEC SYS COM 644001109 2642 54900 SH SOLE 54900 0 0
NEW YORK TIMES CO CL A 650111107 3191 92000 SH SOLE 92000 0 0
NEWELL CO COM 651192106 3767 91330 SH SOLE 91330 0 0
NEWMONT MINING CORP COM 651639106 1817 100614 SH SOLE 100614 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 1951 82584 SH SOLE 82584 0 0
NEXTLINK COMMUNICATIONS INC CL A 65333H707 786 27700 SH SOLE 27700 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 1450 89900 SH SOLE 89900 0 0
NIELSEN MEDIA RESH INC COM NEW 653929307 638 35442 SH SOLE 35442 0 0
NICOR INC COM 654086107 1479 35000 SH SOLE 35000 0 0
NIKE INC CL B 654106103 2218 54672 SH SOLE 54672 0 0
NOBLE AFFILIATES INC COM 654894104 847 34400 SH SOLE 34400 0 0
NOBLE DRILLING CORP COM 655042109 1092 84434 SH SOLE 84434 0 0
NORDSTROM INC COM 655664100 2042 58878 SH SOLE 58878 0 0
NORFOLK SOUTHERN CORP COM 655844108 7611 240200 SH SOLE 240200 0 0
NORTH FORK BANCORPORATION NY COM 659424105 1458 60900 SH SOLE 60900 0 0
NORTHEAST UTILS COM 664397106 1414 88400 SH SOLE 88400 0 0
NORTHN STS PWR CO MINN COM 665772109 2461 88700 SH SOLE 88700 0 0
NORTHERN TR CORP COM 665859104 6112 70000 SH SOLE 70000 0 0
NORTHROP GRUMMAN CORP COM 666807102 2496 34140 SH SOLE 34140 0 0
NORTHWEST AIRLS CORP CL A 667280101 616 24102 SH SOLE 24102 0 0
NOVELL INC COM 670006105 3709 204613 SH SOLE 204613 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 224 9500 SH SOLE 9500 0 0
NUCOR CORP COM 670346105 2177 50336 SH SOLE 50336 0 0
OGE ENERGY CORP COM 670837103 1638 56600 SH SOLE 56600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3552 210487 SH SOLE 210487 0 0
OCEAN ENERGY INC COM NEW 674812201 223 35363 SH SOLE 35363 0 0
OFFICEMAX INC COM 67622M108 463 38200 SH SOLE 38200 0 0
OFFICE DEPOT INC COM 676220106 5186 140400 SH SOLE 140400 0 0
OGDEN CORP COM 676346109 376 15000 SH SOLE 15000 0 0
OHIO CAS CORP COM 677240103 1616 39300 SH SOLE 39300 0 0
OLD KENT FINL CORP COM 679833103 1357 29190 SH SOLE 29190 0 0
OLD REP INTL CORP COM 680223104 2074 92164 SH SOLE 92164 0 0
OLIN CORP COM PAR $1 680665205 1074 37934 SH SOLE 37934 0 0
<PAGE> PAGE 14
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
OMNICARE INC COM 681904108 1908 54900 SH SOLE 54900 0 0
OMNICOM GROUP INC COM 681919106 3608 62200 SH SOLE 62200 0 0
ORACLE CORP COM 68389X105 17907 415237 SH SOLE 415237 0 0
ORBITAL SCIENCES CORP COM 685564106 881 19900 SH SOLE 19900 0 0
ORYX ENERGY COMPANY COM 68763F100 1094 81400 SH SOLE 81400 0 0
OUTBACK STEAKHOUSE INC COM 689899102 550 13800 SH SOLE 13800 0 0
OUTDOOR SYS INC COM 690057104 1446 48200 SH SOLE 48200 0 0
OWENS CORNING COM 69073F103 1201 33900 SH SOLE 33900 0 0
OWENS ILL INC COM NEW 690768403 2246 73326 SH SOLE 73326 0 0
PECO ENERGY CO COM 693304107 5137 123400 SH SOLE 123400 0 0
PG&E CORP COM 69331C108 6230 197791 SH SOLE 197791 0 0
PMI GROUP INC COM 69344M101 331 6700 SH SOLE 6700 0 0
PNC BK CORP COM 693475105 9916 183206 SH SOLE 183206 0 0
P P & L RES INC COM 693499105 2654 95200 SH SOLE 95200 0 0
PPG INDS INC COM 693506107 5615 96390 SH SOLE 96390 0 0
PACCAR INC COM 693718108 1520 36950 SH SOLE 36950 0 0
PACIFIC CENTY FINL CORP COM 694058108 1642 67360 SH SOLE 67360 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 1824 22938 SH SOLE 22938 0 0
PACIFICORP COM 695114108 3572 169592 SH SOLE 169592 0 0
PAGING NETWORK INC COM 695542100 82 17500 SH SOLE 17500 0 0
PAINE WEBBER GROUP INC COM 695629105 2537 65675 SH SOLE 65675 0 0
PALL CORP COM 696429307 2025 80010 SH SOLE 80010 0 0
PANAMSAT CORP NEW COM 697933109 767 19700 SH SOLE 19700 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 2464 150500 SH SOLE 150500 0 0
PARKER HANNIFIN CORP COM 701094104 2213 67575 SH SOLE 67575 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 302 50300 SH SOLE 50300 0 0
PAYCHEX INC COM 704326107 3487 67800 SH SOLE 67800 0 0
PAYLESS SHOESOURCE INC COM 704379106 1064 22455 SH SOLE 22455 0 0
PENNEY J C INC COM 708160106 5797 123664 SH SOLE 123664 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 557 37600 SH SOLE 37600 0 0
PENTAIR INC COM 709631105 326 8200 SH SOLE 8200 0 0
PEOPLES BK BRIDGEPORT CONN COM 710198102 439 15900 SH SOLE 15900 0 0
PEOPLESOFT INC COM 712713106 1608 84900 SH SOLE 84900 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 684 43600 SH SOLE 43600 0 0
PEPSICO INC COM 713448108 32679 798260 SH SOLE 798260 0 0
PERKIN ELMER CORP COM 714041100 2743 28111 SH SOLE 28111 0 0
PHARMACIA & UPJOHN INC COM 716941109 16078 283936 SH SOLE 283936 0 0
PFIZER INC COM 717081103 89414 712819 SH SOLE 712819 0 0
PHELPS DODGE CORP COM 717265102 1812 35610 SH SOLE 35610 0 0
PHILIP MORRIS COS INC COM 718154107 70943 1326043 SH SOLE 1326043 0 0
PHILLIPS PETE CO COM 718507106 5785 135723 SH SOLE 135723 0 0
PIER 1 IMPORTS INC COM 720279108 240 24750 SH SOLE 24750 0 0
PINNACLE WEST CAP CORP COM 723484101 2102 49604 SH SOLE 49604 0 0
PIONEER HI BRED INTL INC COM 723686101 3164 117200 SH SOLE 117200 0 0
PIONEER NAT RES CO COM 723787107 319 36500 SH SOLE 36500 0 0
PITNEY BOWES INC COM 724479100 10121 153202 SH SOLE 153202 0 0
PITTSTON CO COM BRINKS GRP 725701106 942 29542 SH SOLE 29542 0 0
PLATINUM TECHNOLOGY INC COM 72764T101 595 31100 SH SOLE 31100 0 0
POLAROID CORP COM 731095105 449 24045 SH SOLE 24045 0 0
POPULAR INC COM 733174106 3427 100800 SH SOLE 100800 0 0
<PAGE> PAGE 15
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
POTOMAC ELEC PWR CO COM 737679100 1852 70400 SH SOLE 70400 0 0
PRAXAIR INC COM 74005P104 3215 91200 SH SOLE 91200 0 0
PREMARK INTL INC COM 740459102 1177 34000 SH SOLE 34000 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2243 65484 SH SOLE 65484 0 0
PRIMEDIA INC COM 74157K101 391 33300 SH SOLE 33300 0 0
PROCTER & GAMBLE CO COM 742718109 65452 716794 SH SOLE 716794 0 0
PROGRESSIVE CORP OHIO COM 743315103 4099 24200 SH SOLE 24200 0 0
PROLOGIS TR SH BEN INT 743410102 317 15300 SH SOLE 15300 0 0
PROMUS HOTEL CORP NEW COM 74342P106 1799 55577 SH SOLE 55577 0 0
PROTECTIVE LIFE CORP COM 743674103 1855 46600 SH SOLE 46600 0 0
PROVIDENT COS INC COM 743862104 826 19900 SH SOLE 19900 0 0
PROVIDENT FINL GROUP INC COM 743866105 449 11900 SH SOLE 11900 0 0
PROVIDIAN FINL CORP COM 74406A102 5644 75254 SH SOLE 75254 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4756 118900 SH SOLE 118900 0 0
PUBLIC STORAGE INC COM 74460D109 620 22900 SH SOLE 22900 0 0
PUGET SOUND ENERGY INC COM 745332106 535 19200 SH SOLE 19200 0 0
QUAKER OATS CO COM 747402105 4486 75400 SH SOLE 75400 0 0
QUALCOMM INC COM 747525103 1916 36970 SH SOLE 36970 0 0
QUANTUM CORP COM 747906105 1670 78600 SH SOLE 78600 0 0
QUESTAR CORP COM 748356102 1151 59400 SH SOLE 59400 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1975 37000 SH SOLE 37000 0 0
QUORUM HEALTH GROUP INC COM 749084109 281 21750 SH SOLE 21750 0 0
R & B FALCON CORP COM 74912E101 720 94462 SH SOLE 94462 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 1630 32607 SH SOLE 32607 0 0
R H DONNELLEY CORP COM NEW 74955W307 280 19205 SH SOLE 19205 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 5739 193298 SH SOLE 193298 0 0
RPM INC OHIO COM 749685103 1179 73712 SH SOLE 73712 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 4969 153484 SH SOLE 153484 0 0
RAYCHEM CORP DEL COM 754603108 1564 48400 SH SOLE 48400 0 0
RAYTHEON CO CL B 755111408 7737 145301 SH SOLE 145301 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 1473 58476 SH SOLE 58476 0 0
REEBOK INTL LTD COM 758110100 504 33900 SH SOLE 33900 0 0
REGIONS FINL CORP COM 758940100 4513 111953 SH SOLE 111953 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 969 75300 SH SOLE 75300 0 0
RELIASTAR FINL CORP COM 75952U103 2639 57216 SH SOLE 57216 0 0
RELTEC CORP COM 759527104 657 29600 SH SOLE 29600 0 0
REPUBLIC INDS INC COM 760516104 3331 225800 SH SOLE 225800 0 0
REPUBLIC N Y CORP COM 760719104 3454 75800 SH SOLE 75800 0 0
REXALL SUNDOWN INC COM 761648104 169 12100 SH SOLE 12100 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 431 18800 SH SOLE 18800 0 0
REYNOLDS METALS CO COM 761763101 2262 42937 SH SOLE 42937 0 0
RITE AID CORP COM 767754104 7370 148700 SH SOLE 148700 0 0
ROBERT HALF INTL INC COM 770323103 2630 58850 SH SOLE 58850 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 1428 45700 SH SOLE 45700 0 0
ROCKWELL INTL CORP NEW COM 773903109 4237 87248 SH SOLE 87248 0 0
ROHM & HAAS CO COM 775371107 2660 88300 SH SOLE 88300 0 0
ROSS STORES INC COM 778296103 1185 30100 SH SOLE 30100 0 0
ROUSE CO COM 779273101 1636 59500 SH SOLE 59500 0 0
ROWAN COS INC COM 779382100 516 51600 SH SOLE 51600 0 0
RUBBERMAID INC COM 781088109 2684 85378 SH SOLE 85378 0 0
<PAGE> PAGE 16
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
RYDER SYS INC COM 783549108 1581 60791 SH SOLE 60791 0 0
SBC COMMUNICATIONS INC COM 78387G103 58184 1085014 SH SOLE 1085014 0 0
SCI SYS INC COM 783890106 2079 36000 SH SOLE 36000 0 0
SLM HLDG CORP COM 78442A109 4402 91713 SH SOLE 91713 0 0
SABRE GROUP HLDGS INC CL A 785905100 1090 24500 SH SOLE 24500 0 0
SAFECO CORP COM 786429100 3444 80200 SH SOLE 80200 0 0
SAFESKIN CORP COM 786454108 335 13900 SH SOLE 13900 0 0
SAFEWAY INC COM NEW 786514208 16136 264800 SH SOLE 264800 0 0
ST JUDE MED INC COM 790849103 454 16415 SH SOLE 16415 0 0
ST PAUL COS INC COM 792860108 4975 143166 SH SOLE 143166 0 0
SAKS INC COM 79377W108 1785 56548 SH SOLE 56548 0 0
SANMINA CORP COM 800907107 1119 17900 SH SOLE 17900 0 0
SARA LEE CORP COM 803111103 13827 490550 SH SOLE 490550 0 0
SCANA CORP COM 805898103 2148 66600 SH SOLE 66600 0 0
SCHERING PLOUGH CORP COM 806605101 44756 810064 SH SOLE 810064 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9747 173475 SH SOLE 173475 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1049 46000 SH SOLE 46000 0 0
SCRIPPS E W CO OHIO CL A 811054204 1168 23470 SH SOLE 23470 0 0
SEAGATE TECHNOLOGY COM 811804103 4141 136900 SH SOLE 136900 0 0
SEALED AIR CORP NEW COM 81211K100 1853 36290 SH SOLE 36290 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 1140 21969 SH SOLE 21969 0 0
SEARS ROEBUCK & CO COM 812387108 8682 204276 SH SOLE 204276 0 0
SEMPRA ENERGY COM 816851109 3806 149994 SH SOLE 149994 0 0
SERVICE CORP INTL COM 817565104 5812 152700 SH SOLE 152700 0 0
SERVICEMASTER CO COM 81760N109 1849 83800 SH SOLE 83800 0 0
SHARED MED SYS CORP COM 819486101 384 7700 SH SOLE 7700 0 0
SHAW INDS INC COM 820286102 1753 72300 SH SOLE 72300 0 0
SHERWIN WILLIAMS CO COM 824348106 2589 88148 SH SOLE 88148 0 0
SIEBEL SYS INC COM 826170102 1011 29800 SH SOLE 29800 0 0
SIGMA ALDRICH CORP COM 826552101 1841 62660 SH SOLE 62660 0 0
SILICON GRAPHICS INC COM 827056102 1493 115962 SH SOLE 115962 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1601 56161 SH SOLE 56161 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 358 18300 SH SOLE 18300 0 0
SMITH INTL INC COM 832110100 655 26000 SH SOLE 26000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 1085 68623 SH SOLE 68623 0 0
SNYDER COMMUNICATIONS INC COM 832914105 348 10300 SH SOLE 10300 0 0
SNAP ON INC COM 833034101 1325 38050 SH SOLE 38050 0 0
SOFAMOR/DANEK GROUP INC COM 834005100 1814 14900 SH SOLE 14900 0 0
SOLECTRON CORP COM 834182107 4638 49900 SH SOLE 49900 0 0
SOLUTIA INC COM 834376105 1604 71698 SH SOLE 71698 0 0
SONAT INC COM 835415100 1394 51499 SH SOLE 51499 0 0
SONOCO PRODS CO COM 835495102 1924 64951 SH SOLE 64951 0 0
SOUTHDOWN INC COM 841297104 456 7700 SH SOLE 7700 0 0
SOUTHERN CO COM 842587107 10568 363645 SH SOLE 363645 0 0
SOUTHLAND CORP COM NEW 844436402 167 87800 SH SOLE 87800 0 0
SOUTHTRUST CORP COM 844730101 3897 105500 SH SOLE 105500 0 0
SOUTHWEST AIRLS CO COM 844741108 4318 192427 SH SOLE 192427 0 0
SPIEKER PPTYS INC COM 848497103 1056 30490 SH SOLE 30490 0 0
SPRINT CORP COM FON GROUP 852061100 16289 193626 SH SOLE 193626 0 0
SPRINT CORP PCS COM SER 1 852061506 2239 96813 SH SOLE 96813 0 0
<PAGE> PAGE 17
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
STANLEY WKS COM 854616109 1101 39678 SH SOLE 39678 0 0
STAPLES INC COM 855030102 6798 155605 SH SOLE 155605 0 0
STARBUCKS CORP COM 855244109 2829 50400 SH SOLE 50400 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 2103 92687 SH SOLE 92687 0 0
STATE STR CORP COM 857477103 7390 106234 SH SOLE 106234 0 0
STERIS CORP COM 859152100 1327 46648 SH SOLE 46648 0 0
STERLING COMM INC COM 859205106 2519 55971 SH SOLE 55971 0 0
STERLING SOFTWARE INC COM 859547101 1241 45840 SH SOLE 45840 0 0
STEWART ENTERPRISES INC CL A 860370105 605 27200 SH SOLE 27200 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2169 61000 SH SOLE 61000 0 0
STRYKER CORP COM 863667101 2555 46400 SH SOLE 46400 0 0
SUMMIT BANCORP COM 866005101 4668 106850 SH SOLE 106850 0 0
SUN MICROSYSTEMS INC COM 866810104 18072 211056 SH SOLE 211056 0 0
SUNAMERICA INC COM 866930100 7163 88300 SH SOLE 88300 0 0
SUNBEAM CORP COM 867071102 260 37101 SH SOLE 37101 0 0
SUNDSTRAND CORP COM 867323107 1930 37200 SH SOLE 37200 0 0
SUNGARD DATA SYS INC COM 867363103 1270 32000 SH SOLE 32000 0 0
SUNOCO INC COM 86764P109 1684 46700 SH SOLE 46700 0 0
SUNTRUST BKS INC COM 867914103 8941 116880 SH SOLE 116880 0 0
SUPERVALU INC COM 868536103 3623 129403 SH SOLE 129403 0 0
SYBRON INTL CORP COM 87114F106 767 28200 SH SOLE 28200 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 1324 20700 SH SOLE 20700 0 0
SYNOPSYS INC COM 871607107 1633 30100 SH SOLE 30100 0 0
SYNOVUS FINL CORP COM 87161C105 1821 74700 SH SOLE 74700 0 0
SYSCO CORP COM 871829107 5128 186882 SH SOLE 186882 0 0
TCA CABLE TV INC COM 872241104 357 10000 SH SOLE 10000 0 0
TCF FINL CORP COM 872275102 704 29100 SH SOLE 29100 0 0
TECO ENERGY INC COM 872375100 2283 81000 SH SOLE 81000 0 0
TJX COS INC NEW COM 872540109 5267 181624 SH SOLE 181624 0 0
TRW INC COM 872649108 3576 63652 SH SOLE 63652 0 0
TANDY CORP COM 875382103 2438 59200 SH SOLE 59200 0 0
TECH DATA CORP COM 878237106 1095 27200 SH SOLE 27200 0 0
TECUMSEH PRODS CO CL A 878895200 233 5000 SH SOLE 5000 0 0
TEKTRONIX INC COM 879131100 428 14250 SH SOLE 14250 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 16373 296009 SH SOLE 296009 0 0
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 8864 192425 SH SOLE 192425 0 0
TELE COMMUNICATIONS INC NEW COM TCI VENT A 87924V887 985 41800 SH SOLE 41800 0 0
TELEFLEX INC COM 879369106 370 8100 SH SOLE 8100 0 0
TELEPHONE & DATA SYS INC COM 879433100 1613 35900 SH SOLE 35900 0 0
TELLABS INC COM 879664100 6253 91200 SH SOLE 91200 0 0
TEMPLE INLAND INC COM 879868107 2081 35093 SH SOLE 35093 0 0
TENET HEALTHCARE CORP COM 88033G100 4733 180311 SH SOLE 180311 0 0
TENNECO INC NEW COM 88037E101 3480 102170 SH SOLE 102170 0 0
TERADYNE INC COM 880770102 2115 49902 SH SOLE 49902 0 0
TEXACO INC COM 881694103 15003 283754 SH SOLE 283754 0 0
TEXAS INSTRS INC COM 882508104 18094 211468 SH SOLE 211468 0 0
TEXAS UTILS CO COM 882848104 6062 129849 SH SOLE 129849 0 0
TEXTRON INC COM 883203101 5837 76864 SH SOLE 76864 0 0
THERMO ELECTRON CORP COM 883556102 1574 92912 SH SOLE 92912 0 0
THOMAS & BETTS CORP COM 884315102 1581 36500 SH SOLE 36500 0 0
<PAGE> PAGE 18
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
3COM CORP COM 885535104 8803 196450 SH SOLE 196450 0 0
TIDEWATER INC COM 886423102 832 35900 SH SOLE 35900 0 0
TIFFANY & CO NEW COM 886547108 1157 22300 SH SOLE 22300 0 0
TIME WARNER INC COM 887315109 33325 536966 SH SOLE 536966 0 0
TIMES MIRROR CO NEW COM SER A 887364107 2010 35900 SH SOLE 35900 0 0
TIMKEN CO COM 887389104 635 33648 SH SOLE 33648 0 0
TORCHMARK CORP COM 891027104 2906 82300 SH SOLE 82300 0 0
TOSCO CORP COM NEW 891490302 2453 94804 SH SOLE 94804 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 722 24433 SH SOLE 24433 0 0
TOTAL SYS SVCS INC COM 891906109 208 8850 SH SOLE 8850 0 0
TOYS R US INC COM 892335100 2557 151531 SH SOLE 151531 0 0
TRANSAMERICA CORP COM 893485102 4543 39334 SH SOLE 39334 0 0
TRANSATLANTIC HLDGS INC COM 893521104 219 2900 SH SOLE 2900 0 0
TRANSOCEAN OFFSHORE INC COM 893817106 949 35400 SH SOLE 35400 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 508 16400 SH SOLE 16400 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 4204 83862 SH SOLE 83862 0 0
TRIBUNE CO NEW COM 896047107 4033 61100 SH SOLE 61100 0 0
TRINITY INDS INC COM 896522109 495 12850 SH SOLE 12850 0 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 282 10500 SH SOLE 10500 0 0
TUPPERWARE CORP COM 899896104 544 33100 SH SOLE 33100 0 0
20TH CENTY INDS CAL COM PAR $10 901272203 1020 44000 SH SOLE 44000 0 0
TYSON FOODS INC CL A 902494103 1675 78842 SH SOLE 78842 0 0
UAL CORP COM PAR $0.01 902549500 916 15348 SH SOLE 15348 0 0
UCAR INTL INC COM 90262K109 331 18560 SH SOLE 18560 0 0
USX MARATHON GROUP COM NEW 902905827 5194 172409 SH SOLE 172409 0 0
UST INC COM 902911106 3967 113742 SH SOLE 113742 0 0
US BANCORP DEL COM 902973106 15359 432648 SH SOLE 432648 0 0
USA NETWORKS INC COM 902984103 1925 58100 SH SOLE 58100 0 0
UNUM CORP COM 903192102 4557 78060 SH SOLE 78060 0 0
U S G CORP COM NEW 903293405 1773 34800 SH SOLE 34800 0 0
USX-U S STL COM 90337T101 1224 53200 SH SOLE 53200 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 570 23500 SH SOLE 23500 0 0
UNIFI INC COM 904677101 344 17600 SH SOLE 17600 0 0
UNICOM CORP COM 904911104 4511 116968 SH SOLE 116968 0 0
UNION CAMP CORP COM 905530101 2950 43700 SH SOLE 43700 0 0
UNION CARBIDE CORP COM 905581104 3455 81300 SH SOLE 81300 0 0
UNION PAC CORP COM 907818108 5731 127175 SH SOLE 127175 0 0
UNION PAC RES GROUP INC COM 907834105 1359 149934 SH SOLE 149934 0 0
UNION PLANTERS CORP COM 908068109 807 17800 SH SOLE 17800 0 0
UNIONBANCAL CORP COM 908906100 358 10500 SH SOLE 10500 0 0
UNIPHASE CORP COM 909149106 1311 18900 SH SOLE 18900 0 0
UNISYS CORP COM 909214108 4783 138900 SH SOLE 138900 0 0
UNITED ASSET MGMT CORP COM 909420101 429 16500 SH SOLE 16500 0 0
UNITED HEALTHCARE CORP COM 910581107 4191 97325 SH SOLE 97325 0 0
UNITED STATES CELLULAR CORP COM 911684108 737 19400 SH SOLE 19400 0 0
UNITED STATES FILTER CORP NEW COM NEW 911843209 1526 66700 SH SOLE 66700 0 0
US AIRWAYS GROUP INC COM 911905107 2803 53900 SH SOLE 53900 0 0
U S INDS INC NEW COM 912080108 411 22050 SH SOLE 22050 0 0
U S WEST INC NEW COM 91273H101 14923 230911 SH SOLE 230911 0 0
UNITED TECHNOLOGIES CORP COM 913017109 14326 131732 SH SOLE 131732 0 0
<PAGE> PAGE 19
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
UNITRIN INC COM 913275103 1693 23600 SH SOLE 23600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1063 20500 SH SOLE 20500 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 300 8300 SH SOLE 8300 0 0
UNOCAL CORP COM 915289102 4358 149320 SH SOLE 149320 0 0
UTILICORP UTD INC COM 918005109 587 16000 SH SOLE 16000 0 0
V F CORP COM 918204108 2962 63200 SH SOLE 63200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 646 30400 SH SOLE 30400 0 0
VALLEY NATL BANCORP COM 919794107 1353 47988 SH SOLE 47988 0 0
VARCO INTL INC COM 922126107 81 10500 SH SOLE 10500 0 0
VARIAN ASSOC INC COM 922204102 852 22487 SH SOLE 22487 0 0
VASTAR RES INC COM 922380100 615 14240 SH SOLE 14240 0 0
VENATOR GROUP INC COM 922944103 557 86500 SH SOLE 86500 0 0
VERITAS SOFTWARE CO COM 923436109 1684 28100 SH SOLE 28100 0 0
VIAD CORP COM 92552R109 2500 82300 SH SOLE 82300 0 0
VIACOM INC CL B 925524308 10943 147882 SH SOLE 147882 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 1930 42300 SH SOLE 42300 0 0
VORNADO RLTY TR SH BEN INT 929042109 1168 34600 SH SOLE 34600 0 0
VULCAN MATLS CO COM 929160109 2776 21100 SH SOLE 21100 0 0
WACHOVIA CORP COM 929771103 10816 123703 SH SOLE 123703 0 0
WADDELL & REED FINL INC CL A 930059100 426 17992 SH SOLE 17992 0 0
WADDELL & REED FINL INC CL B 930059209 470 20202 SH SOLE 20202 0 0
WAL MART STORES INC COM 931142103 62045 761867 SH SOLE 761867 0 0
WALGREEN CO COM 931422109 16458 281040 SH SOLE 281040 0 0
WARNACO GROUP INC CL A 934390105 399 15800 SH SOLE 15800 0 0
WARNER LAMBERT CO COM 934488107 34045 452803 SH SOLE 452803 0 0
WASHINGTON FED INC COM 938824109 665 24930 SH SOLE 24930 0 0
WASHINGTON MUT INC COM 939322103 12423 325320 SH SOLE 325320 0 0
WASHINGTON POST CO CL B 939640108 3063 5300 SH SOLE 5300 0 0
WASTE MGMT INC DEL COM 94106L109 14678 314808 SH SOLE 314808 0 0
WATERS CORP COM 941848103 960 11000 SH SOLE 11000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 3314 52700 SH SOLE 52700 0 0
WEATHERFORD INTL INC COM 947074100 1038 53557 SH SOLE 53557 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1940 22300 SH SOLE 22300 0 0
WELLS FARGO & CO NEW COM 949746101 36015 901786 SH SOLE 901786 0 0
WENDYS INTL INC COM 950590109 1570 72000 SH SOLE 72000 0 0
WESCO FINL CORP COM 950817106 674 1900 SH SOLE 1900 0 0
WESTERN DIGITAL CORP COM 958102105 788 52300 SH SOLE 52300 0 0
WESTERN RES INC COM 959425109 2008 60400 SH SOLE 60400 0 0
WESTPOINT STEVENS INC COM 961238102 890 28210 SH SOLE 28210 0 0
WESTVACO CORP COM 961548104 1770 66005 SH SOLE 66005 0 0
WEYERHAEUSER CO COM 962166104 5798 114102 SH SOLE 114102 0 0
WHIRLPOOL CORP COM 963320106 2308 41675 SH SOLE 41675 0 0
WHITMAN CORP COM 96647K102 1700 67000 SH SOLE 67000 0 0
WHOLE FOODS MKT INC COM 966837106 503 10400 SH SOLE 10400 0 0
WILLAMETTE INDS INC COM 969133107 2583 77100 SH SOLE 77100 0 0
WILLIAMS COS INC DEL COM 969457100 7489 240139 SH SOLE 240139 0 0
WILLIAMS SONOMA INC COM 969904101 520 12900 SH SOLE 12900 0 0
WILMINGTON TRUST CORP COM 971807102 524 8500 SH SOLE 8500 0 0
WINN DIXIE STORES INC COM 974280109 2526 56300 SH SOLE 56300 0 0
WISCONSIN ENERGY CORP COM 976657106 2188 69600 SH SOLE 69600 0 0
<PAGE> PAGE 20
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
WITCO CORP COM 977385103 636 39877 SH SOLE 39877 0 0
WORTHINGTON INDS INC COM 981811102 758 60650 SH SOLE 60650 0 0
WRIGLEY WM JR CO COM 982526105 4120 46000 SH SOLE 46000 0 0
XILINX INC COM 983919101 2488 38200 SH SOLE 38200 0 0
XEROX CORP COM 984121103 21675 183690 SH SOLE 183690 0 0
YAHOO INC COM 984332106 8932 38000 SH SOLE 38000 0 0
YORK INTL CORP NEW COM 986670107 1114 27300 SH SOLE 27300 0 0
YOUNG & RUBICAM INC COM 987425105 214 6600 SH SOLE 6600 0 0
ZIONS BANCORPORATION COM 989701107 2975 47700 SH SOLE 47700 0 0
REPORT SUMMARY 909 DATA RECORDS 5566005 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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