I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION
IN THIS FORM AND THE ATTACHMENTS TO IT IS 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 UNNAMED 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.
<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 BANK AMER CORP COM 06605F10 6573 93073 SH SOLE 93073
D CITIGROUP INC COM 17296710 5918 92656 SH SOLE 92656
D EXXON CORP COM 30229010 5447 77200 SH SOLE 77200
D GENERAL ELECTRIC CO COM 36960410 5443 49200 SH SOLE 49200
D MCI WORLDCOM INC COM 55268B10 4509 50913 SH SOLE 50913
D AMERICAN INTL GROUP COM 02687410 4436 36779 SH SOLE 36779
D WAL MART STORES INC COM 93114210 3872 42000 SH SOLE 42000
D ROYAL DUTCH PETE CO COM 78025780 3770 72500 SH SOLE 72500
D MICROSOFT CORP COM 59491810 3477 38800 SH SOLE 38800
D BEST BUY INC COM 08651610 3474 66800 SH SOLE 66800
D BELLSOUTH CORP COM 07986010 3381 84400 SH SOLE 84400
D CHASE MANHATTAN NEW COM 16161A10 3336 41000 SH SOLE 41000
D FEDERAL NATL MTG ASSN COM 31358610 3144 45400 SH SOLE 45400
D AT&T CORP COM 00195710 2899 36322 SH SOLE 36322
D INTL BUSINESS MACHINES COM 45920010 2659 15000 SH SOLE 15000
D VIACOM INC NON-VTG-B COM 92552430 2652 31600 SH SOLE 31600
D SBC COMMUNICATIONS INC COM 78387G10 2346 49718 SH SOLE 49718
D BELL ATLANTIC CORP COM 07785310 2336 45200 SH SOLE 45200
D PFIZER INC COM 71708110 2165 15600 SH SOLE 15600
D FIRST UNION CORP COM 33735810 2112 39526 SH SOLE 39526
D MRGN STNLY DN WTR DISC COM 61744644 2049 20500 SH SOLE 20500
D MERCK & CO INC COM 58933110 1891 23600 SH SOLE 23600
D SOUTHERN CO COM 84258710 1802 77300 SH SOLE 77300
D BURLINGTON NRTHN SANTA COM 12189T10 1765 53700 SH SOLE 53700
D EQUITABLE COS INC COM 29444G10 1750 25000 SH SOLE 25000
D LEVEL 3 COMMUNICATIONS COM 52729N10 1631 22400 SH SOLE 22400
D BRISTOL MYERS SQUIBB COM 11012210 1577 24600 SH SOLE 24600
D PROCTER & GAMBLE CO COM 74271810 1577 16100 SH SOLE 16100
D JOHNSON & JOHNSON COM 47816010 1571 16800 SH SOLE 16800
D CHEVRON CORPORATION COM 16675110 1527 17200 SH SOLE 17200
D INTEL CORP COM 45814010 1522 12800 SH SOLE 12800
D GTE CORP COM 36232010 1506 24900 SH SOLE 24900
D MOBIL CORP COM 60705910 1487 16900 SH SOLE 16900
D WELLS FARGO & CO NEW COM 94974610 1431 40800 SH SOLE 40800
D BANK ONE CORP COM 06423A10 1415 25689 SH SOLE 25689
D COCA COLA CO COM 19121610 1387 22600 SH SOLE 22600
D BP AMOCO P L C COM 05562210 1303 12901 SH SOLE 12901
D PHILIP MORRIS COS INC COM 71815410 1291 36700 SH SOLE 36700
D AMERITECH CORP COM 03095410 1285 22300 SH SOLE 22300
D AMERICA ONLINE INC DEL COM 02364J10 1211 8240 SH SOLE 8240
D TIME WARNER INC COM 88731510 1211 17100 SH SOLE 17100
D MERRILL LYNCH & CO INC COM 59018810 1071 12100 SH SOLE 12100
D BANK OF NEW YORK INC COM 06405710 1053 29300 SH SOLE 29300
D AMERICAN HOME PRODS CO COM 02660910 1051 16100 SH SOLE 16100
D MEDIAONE GROUP INC COM 58440J10 882 13900 SH SOLE 13900
D FORD MTR CO DEL COM 34537010 873 15400 SH SOLE 15400
D LILLY ELI & CO COM 53245710 815 9600 SH SOLE 9600
D CAPITAL ONE FINL CORP COM 14040H10 785 5200 SH SOLE 5200
D E M C CORP MASS COM 26864810 779 6100 SH SOLE 6100
D ALLSTATE CORP COM 02000210 769 20736 SH SOLE 20736
D CISCO SYS INC COM 17275R10 764 6975 SH SOLE 6975
D DU PONT E I DE NEMOURS COM 26353410 732 12600 SH SOLE 12600
D SUN MICROSYSTEMS INC COM 86681010 725 5800 SH SOLE 5800
D AMR CORP COM 00176510 679 11600 SH SOLE 11600
D GENERAL MTRS CORP COM 37044210 679 7800 SH SOLE 7800
D US AIRWAYS GROUP INC COM 91190510 674 13800 SH SOLE 13800
D LUCENT TECHNOLOGIES COM 54946310 659 6100 SH SOLE 6100
D PG&E CORP COM 69331C10 655 21100 SH SOLE 21100
D TELLABS INC COM 87966410 655 6700 SH SOLE 6700
D NORTHEAST UTILITIES COM 66439710 644 46400 SH SOLE 46400
D SPRINT CORP COM 85206110 638 6500 SH SOLE 6500
D NIAGARA MOHAWK HLDGS COM 65352010 622 46300 SH SOLE 46300
D SCHWAB CHARLES CORP COM 80851310 606 6300 SH SOLE 6300
D HOME DEPOT INC COM 43707610 598 9600 SH SOLE 9600
D DELL COMPUTER CORP COM 24702510 580 14200 SH SOLE 14200
D GAP INC COM 36476010 579 8600 SH SOLE 8600
D TEXAS INSTRUMENTS INC COM 88250810 546 5500 SH SOLE 5500
D DUKE ENERGY CORP COM 26439910 537 9800 SH SOLE 9800
D AMERICAN ELEC PWR INC COM 02553710 536 13500 SH SOLE 13500
D AMERICAN EXPRESS CO COM 02581610 530 4500 SH SOLE 4500
D HEWLETT PACKARD CO COM 42823610 515 7600 SH SOLE 7600
D CBS CORP COM 12490K10 506 12400 SH SOLE 12400
D DISNEY WALT CO COM 25468710 498 16000 SH SOLE 16000
D QUALCOMM INC COM 74752510 498 4000 SH SOLE 4000
D CNA FINL CORP COM 12611710 493 12700 SH SOLE 12700
D ABBOTT LABS COM 00282410 482 10300 SH SOLE 10300
D GILLETTE CO COM 37576610 446 7500 SH SOLE 7500
D TEXACO INC COM 88169410 443 7800 SH SOLE 7800
D COMPAQ COMPUTER CORP COM 20449310 442 13952 SH SOLE 13952
D FEDERATED DEPT STORES COM 31410H10 409 10200 SH SOLE 10200
D MCDONALDS CORP COM 58013510 408 9000 SH SOLE 9000
D SCHERING PLOUGH CORP COM 80660510 392 7100 SH SOLE 7100
D ASCEND COMMUNICATIONS COM 04349110 385 4600 SH SOLE 4600
D MOTOROLA INC COM 62007610 381 5200 SH SOLE 5200
D NATIONAL CITY CORP COM 63540510 376 5660 SH SOLE 5660
D PEPSICO INC COM 71344810 372 9500 SH SOLE 9500
D NOKIA CORP COM 65490220 358 2300 SH SOLE 2300
D NORTEL NETWORKS CORP COM 66581510 340 5480 SH SOLE 5480
D PUBLIC SVC ENTERPRISE COM 74457310 321 8400 SH SOLE 8400
D AIRTOUCH COMMUNICATNS COM 00949T10 309 3200 SH SOLE 3200
D ATLANTIC RICHFIELD CO COM 04882510 307 4200 SH SOLE 4200
D AMGEN COM 03116210 300 4000 SH SOLE 4000
D MICRON TECHNOLOGY INC COM 59511210 299 6200 SH SOLE 6200
D CABLEVISION SYS CORP COM 12686C10 267 3600 SH SOLE 3600
D DELTA AIR LINES INC COM 24736110 264 3800 SH SOLE 3800
D FED HOME LOAN MTG CORP COM 31340030 264 4600 SH SOLE 4600
D UNITED HEALTHCARE CORP COM 91058110 263 5000 SH SOLE 5000
D DOMINION RES INC VA COM 25747010 262 7100 SH SOLE 7100
D BOEING CO COM 09702310 258 7590 SH SOLE 7590
D MINNESOTA MNG & MFG CO COM 60405910 255 3600 SH SOLE 3600
D GUIDANT CORP COM 40169810 242 4000 SH SOLE 4000
D BIOGEN INC COM 09059710 240 2100 SH SOLE 2100
D TYCO INTL LTD NEW COM 90212410 237 3300 SH SOLE 3300
D STATE STREET CORP COM 85747710 230 2800 SH SOLE 2800
D APPLIED MATERIALS INC COM 03822210 228 3700 SH SOLE 3700
D GATEWAY 2000 INC COM 36783310 226 3300 SH SOLE 3300
D SCHLUMBERGER LTD COM 80685710 223 3700 SH SOLE 3700
D MONSANTO CO COM 61166210 221 4800 SH SOLE 4800
D STAPLES INC COM 85503010 219 6675 SH SOLE 6675
D XEROX CORP COM 98412110 219 4200 SH SOLE 4200
D AUTOMATIC DATA PROCESS COM 05301510 215 5200 SH SOLE 5200
D ORACLE CORP COM 68389X10 214 8100 SH SOLE 8100
D CONSOLIDATED EDISON COM 20911510 208 4600 SH SOLE 4600
D K MART CORP COM 48258410 207 12300 SH SOLE 12300
D ALZA CORP CL-A COM 02261510 207 5400 SH SOLE 5400
D SAFEWAY INC COM 78651420 205 4000 SH SOLE 4000
D INTUIT COM 46120210 204 2000 SH SOLE 2000
D ALLIED-SIGNAL INC COM 01951210 202 4100 SH SOLE 4100
D CIGNA CORP COM 12550910 201 2400 SH SOLE 2400
D COLUMBIA/HCA HLTHCARE COM 19767710 201 10600 SH SOLE 10600
S REPORT SUMMARY 120 DATA RECORDS 142314 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
