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Previous: PEOPLES BANCORP INC, 8-K, 1999-11-12 |
Next: NATIONAL PROPERTY INVESTORS 4, 10QSB, 1999-11-12 |
<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ] Amendment Number: _____
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: GTE Investment Management Corporation
Address: 695 Main Street, Suite 600
Stamford, CT 06912-0029
13F File Number: 28-01105
--------
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: T. Britton Harris, IV
Title: President and Treasurer
Phone: (203) 965-2757
Signature, Place, and Date of Signing:
/s/ T. Britton Harris, IV Stamford, Connecticut 11/10/99
- -------------------------------- ------------------------ ----------
(Signature) (City, State) (Date)
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 managers.)
[ ] 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 managers.)
List of Other Managers Reporting for this Manager: None
<PAGE> 2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 2
Form 13F Information Table Value Total: $2,618,248
----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 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.]
<TABLE>
<CAPTION>
No. 13F File Number Name
<S> <C> <C>
1 28-01105-01 GTE Leasing Corporation
</TABLE>
<PAGE> 3
FORM 13F
NAME OF REPORTING MANAGER: GTE LEASING CORPORATION
-----------------------
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCRETION
FAIR MARKET SHARES OR (A)SOLE (B)SHARED (C)SHARED VOTING AUTHORITY
VALUE PRINCIPAL As Defined in OTHER MANAGERS (SHARES)
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) AMOUNT Instr. V SEE INSTR.V (A)SOLE (B)SHARES (C)NONE
<S> <C> <C> <C> <C> <C> <C> <C>
Bear Stearns 5.50 Preferred 07390220 $707 18,400 X 2 18,400
TOTAL PORTFOLIO $707
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R123 2,083 30,005 X 1 30,005
GLOBAL CROSSING LTD COM G3921A100 1,059 39,975 X 1 39,975
ROYAL CARIBBEAN CRUISES LTD PFD CONV A V7780T111 826 6,000 X 1 6,000
AES CORP COM 00130H105 572 9,700 X 1 9,700
AMR CORP COM 001765106 2,834 52,000 X 1 52,000
AT&T CORP COM 001957109 27,125 623,552 X 1 623,552
AT&T CORP COM LIB GRP A 001957208 11,202 300,214 X 1 300,214
AXA FINL INC COM 002451102 5,659 101,400 X 1 101,400
ABBOTT LABS COM 002824100 2,741 74,700 X 1 74,700
ABERCROMBIE & FITCH CO CL A 002896207 1,587 46,600 X 1 46,600
ADELPHIA COMMUNICATIONS CORP CL A 006848105 470 8,000 X 1 8,000
ADOBE SYS INC COM 00724F101 4,086 36,000 X 1 36,000
AERIAL COMMUNICATIONS INC COM 007655103 1,226 45,200 X 1 45,200
AEGON N V ORD AMER REG 007924103 5,204 60,162 X 1 60,162
AETNA INC COM 008117103 2,635 53,500 X 1 53,500
AGRIBRANDS INTL INC COM 00849R105 435 8,760 X 1 8,760
AIR PRODS & CHEMS INC COM 009158106 875 29,931 X 1 29,931
ALBERTSONS INC COM 013104104 3,167 80,050 X 1 80,050
ALCAN ALUMINIUM LTD NEW COM 013716105 966 30,900 X 1 30,900
ALCOA INC COM 013817101 6,827 110,000 X 1 110,000
ALLEGHENY ENERGY INC COM 017361106 2,391 75,000 X 1 75,000
ALLEGHENY TELEDYNE INC COM 017415100 810 48,000 X 1 48,000
ALLEGIANCE TELECOM INC COM 01747T102 289 5,500 X 1 5,500
ALLERGAN INC COM 018490102 2,871 26,100 X 1 26,100
ALLIEDSIGNAL INC COM 019512102 8,991 150,000 X 1 150,000
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 351 30,000 X 1 30,000
ALLSTATE CORP COM 020002101 2,569 103,000 X 1 103,000
ALLTEL CORP COM 020039103 211 3,000 X 1 3,000
ALZA CORP DEL COM 022615108 2,410 56,300 X 1 56,300
AMAZON COM INC COM 023135106 2,478 31,000 X 1 31,000
AMBAC FINL GROUP INC COM 023139108 5,373 113,406 X 1 113,406
AMERICA ONLINE INC DEL COM 02364J104 31,624 303,900 X 1 303,900
AMERICAN EXPRESS CO COM 025816109 23,031 170,600 X 1 170,600
AMERICAN GENERAL CORP COM 026351106 6,107 96,560 X 1 96,560
AMERICAN HOME PRODS CORP COM 026609107 11,620 280,000 X 1 280,000
AMERICAN INTL GROUP INC COM 026874107 24,626 283,259 X 1 283,259
AMERITECH CORP NEW COM 030954101 13,350 200,000 X 1 200,000
AMGEN INC COM 031162100 15,656 192,100 X 1 192,100
AMSOUTH BANCORPORATION COM 032165102 4,833 206,200 X 1 206,200
ANADARKO PETE CORP COM 032511107 611 20,000 X 1 20,000
PAGE TOTAL 241,781
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANDRX CORP COM 034551101 421 7,200 X 1 7,200
ANHEUSER BUSCH COS INC COM 035229103 15,112 215,700 X 1 215,700
ANNTAYLOR STORES CORP COM 036115103 613 15,000 X 1 15,000
AON CORP COM 037389103 798 27,000 X 1 27,000
APPLE COMPUTER INC COM 037833100 2,849 45,000 X 1 45,000
APPLIED MATLS INC COM 038222105 5,632 72,500 X 1 72,500
ARCHER DANIELS MIDLAND CO COM 039483102 446 36,750 X 1 36,750
ASHLAND INC COM 044204105 2,763 82,168 X 1 82,168
ASSOCIATED BANC CORP COM 045487105 1,621 44,783 X 1 44,783
ASSOCIATED GROUP INC CL A 045651106 726 12,000 X 1 12,000
ASSOCIATES FIRST CAP CORP CL A 046008108 1,493 41,484 X 1 41,484
ATLANTIC RICHFIELD CO COM 048825103 5,660 63,860 X 1 63,860
AVERY DENNISON CORP COM 053611109 1,157 21,940 X 1 21,940
AVON PRODS INC COM 054303102 1,365 55,000 X 1 55,000
AZTAR CORP COM 054802103 205 20,000 X 1 20,000
BCE INC COM 05534B109 149 3,000 X 1 3,000
BJS WHOLESALE CLUB INC COM 05548J106 1,342 45,400 X 1 45,400
BJ SVCS CO COM 055482103 636 20,000 X 1 20,000
BP AMOCO P L C SPONSORED ADR 055622104 3,324 30,000 X 1 30,000
BMC SOFTWARE INC COM 055921100 3,185 44,500 X 1 44,500
BAKER HUGHES INC COM 057224107 870 30,000 X 1 30,000
BALL CORP COM 058498106 881 20,000 X 1 20,000
BANK OF AMERICA CORPORATION COM 060505104 27,142 487,400 X 1 487,400
BANK NEW YORK INC COM 064057102 7,256 217,000 X 1 217,000
BANK ONE CORP COM 06423A103 6,500 186,714 X 1 186,714
BANKBOSTON CORP COM 06605R106 3,253 75,000 X 1 75,000
BARD C R INC COM 067383109 1,379 29,300 X 1 29,300
BARRICK GOLD CORP COM 067901108 1,523 70,000 X 1 70,000
BAUSCH & LOMB INC COM 071707103 1,648 25,000 X 1 25,000
BAXTER INTL INC COM 071813109 4,362 72,400 X 1 72,400
BEA SYS INC COM 073325102 1,633 46,250 X 1 46,250
BEAR STEARNS COS INC COM 073902108 298 7,750 X 1 7,750
BED BATH & BEYOND INC COM 075896100 1,083 31,000 X 1 31,000
BELL ATLANTIC CORP COM 077853109 25,473 378,426 X 1 378,426
BELLSOUTH CORP COM 079860102 19,125 425,000 X 1 425,000
BERKSHIRE HATHAWAY INC DEL CL A 084670108 80 X 1 80
BEST BUY INC COM 086516101 5,506 88,800 X 1 88,800
BESTFOODS COM 08658U101 4,468 92,000 X 1 92,000
BOEING CO COM 097023105 1,279 30,000 X 1 30,000
BOISE CASCADE CORP COM 097383103 1,804 49,508 X 1 49,508
PAGE TOTAL 164,980
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOSTON SCIENTIFIC CORP COM 101137107 2,463 99,500 X 1 99,500
BOWATER INC COM 102183100 478 9,100 X 1 9,100
BRIGGS & STRATTON CORP COM 109043109 1,176 20,142 X 1 20,142
BRISTOL MYERS SQUIBB CO COM 110122108 48,830 723,400 X 1 723,400
BURLINGTON NORTHN SANTA
FE CP COM 12189T104 3,108 113,000 X 1 113,000
BURLINGTON RES INC COM 122014103 889 24,200 X 1 24,200
CIGNA CORP COM 125509109 7,736 99,500 X 1 99,500
CIT GROUP INC CL A 125577106 522 25,400 X 1 25,400
CK WITCO CORP COM 12562C108 149 10,000 X 1 10,000
CMGI INC COM 125750109 933 9,100 X 1 9,100
CSX CORP COM 126408103 4,174 98,500 X 1 98,500
CTS CORP COM 126501105 10,362 180,200 X 1 180,200
CVS CORP COM 126650100 2,310 56,600 X 1 56,600
CABLEVISION SYS CORP CL A 12686C109 6,293 86,500 X 1 86,500
CAPITAL ONE FINL CORP COM 14040H105 3,128 80,200 X 1 80,200
CARDINAL HEALTH INC COM 14149Y108 5,412 99,308 X 1 99,308
CARNIVAL CORP COM 143658102 3,219 74,000 X 1 74,000
CATALINA MARKETING CORP COM 148867104 636 7,500 X 1 7,500
CATERPILLAR INC DEL COM 149123101 3,344 61,000 X 1 61,000
CENDANT CORP COM 151313103 5,318 299,594 X 1 299,594
CENTRAL & SOUTH WEST CORP COM 152357109 211 10,000 X 1 10,000
CENTURY COMMUNICATIONS CORP CL A 156503104 684 15,000 X 1 15,000
CENTURYTEL INC COM 156700106 3,670 90,350 X 1 90,350
CERIDIAN CORP COM 15677T106 398 16,000 X 1 16,000
CHARTER ONE FINL INC COM 160903100 1,875 81,060 X 1 81,060
CHASE MANHATTAN CORP NEW COM 16161A108 16,206 215,000 X 1 215,000
CHEVRON CORPORATION COM 166751107 8,334 93,900 X 1 93,900
CINCINNATI FINL CORP COM 172062101 300 8,000 X 1 8,000
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1,350 32,000 X 1 32,000
CISCO SYS INC COM 17275R102 62,549 912,300 X 1 912,300
CINTAS CORP COM 172908105 925 16,000 X 1 16,000
CITIGROUP INC COM 172967101 37,074 842,580 X 1 842,580
CITIZENS UTILS CO DEL CL B 177342201 226 20,000 X 1 20,000
CITRIX SYS INC COM 177376100 124 2,000 X 1 2,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,668 96,000 X 1 96,000
CLOROX CO DEL COM 189054109 3,634 95,000 X 1 95,000
COASTAL CORP COM 190441105 2,828 69,090 X 1 69,090
COCA COLA CO COM 191216100 19,710 408,500 X 1 408,500
COCA COLA ENTERPRISES INC COM 191219104 790 35,000 X 1 35,000
COLGATE PALMOLIVE CO COM 194162103 5,838 127,600 X 1 127,600
PAGE TOTAL 284,874
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLUMBIA ENERGY GROUP COM 197648108 3,826 69,100 X 1 69,100
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 3,496 165,000 X 1 165,000
COMCAST CORP CL A SPL 200300200 4,291 107,600 X 1 107,600
COMERICA INC COM 200340107 253 5,000 X 1 5,000
COMMONWEALTH TEL ENTERPRISES COM 203349105 1,452 33,000 X 1 33,000
COMPAQ COMPUTER CORP COM 204493100 1,368 59,800 X 1 59,800
COMPUTER ASSOC INTL INC COM 204912109 758 12,400 X 1 12,400
COMPUWARE CORP COM 205638109 391 15,000 X 1 15,000
CONAGRA INC COM 205887102 1,106 49,000 X 1 49,000
CONOCO INC CL B 208251405 1,748 63,872 X 1 63,872
COOPER INDS INC COM 216669101 2,665 57,000 X 1 57,000
CORNELL CORRECTIONS INC COM 219141108 127 7,747 X 1 7,747
CORNING INC COM 219350105 6,582 96,000 X 1 96,000
COSTCO WHSL CORP NEW COM 22160K105 4,356 60,500 X 1 60,500
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,084 33,600 X 1 33,600
COVAD COMMUNICATIONS GROUP
INC COM 222814204 1,798 41,250 X 1 41,250
COX COMMUNICATIONS INC NEW CL A 224044107 2,291 54,879 X 1 54,879
COX RADIO INC CL A 224051102 595 10,000 X 1 10,000
CUMMINS ENGINE INC COM 231021106 996 20,000 X 1 20,000
DTE ENERGY CO COM 233331107 2,728 75,000 X 1 75,000
DANA CORP COM 235811106 223 6,000 X 1 6,000
DAYTON HUDSON CORP COM 239753106 14,708 244,873 X 1 244,873
DEERE & CO COM 244199105 1,431 37,000 X 1 37,000
DELL COMPUTER CORP COM 247025109 34,156 816,900 X 1 816,900
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,023 63,700 X 1 63,700
DELTA AIR LINES INC DEL COM 247361108 291 6,000 X 1 6,000
DELUXE CORP COM 248019101 1,231 36,200 X 1 36,200
DIAL CORP NEW COM 25247D101 2,550 100,000 X 1 100,000
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,001 30,000 X 1 30,000
DILLARDS INC CL A 254067101 884 43,500 X 1 43,500
DISNEY WALT CO COM 254687106 5,340 205,400 X 1 205,400
DOLLAR GEN CORP COM 256669102 908 29,400 X 1 29,400
DOLLAR TREE STORES INC COM 256747106 1,342 33,600 X 1 33,600
DOMINION RES INC VA COM 257470104 3,023 67,000 X 1 67,000
DONALDSON INC COM 257651109 649 28,000 X 1 28,000
DOVER CORP COM 260003108 1,390 34,000 X 1 34,000
DOW CHEM CO COM 260543103 17,635 155,200 X 1 155,200
DU PONT E I DE NEMOURS & CO COM 263534109 10,028 165,748 X 1 165,748
DUKE ENERGY CORP COM 264399106 2,543 46,131 X 1 46,131
DUN & BRADSTREET CORP DEL COM 26483B106 2,226 74,500 X 1 74,500
PAGE TOTAL 144,493
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DYNEGY INC COM 26816L102 1,138 55,000 X 1 55,000
E M C CORP MASS COM 268648102 25,738 360,600 X 1 360,600
EASTMAN KODAK CO COM 277461109 14,006 185,200 X 1 185,200
EATON CORP COM 278058102 3,487 40,400 X 1 40,400
EBAY INC COM 278642103 1,100 7,800 X 1 7,800
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 291 3,200 X 1 3,200
EDISON INTL COM 281020107 1,094 45,000 X 1 45,000
EL PASO ENERGY CORP DEL COM 283905107 2,918 72,500 X 1 72,500
ELECTRONIC ARTS INC COM 285512109 2,171 30,000 X 1 30,000
ELECTRONIC DATA SYS NEW COM 285661104 5,564 105,100 X 1 105,100
EMERSON ELEC CO COM 291011104 4,581 72,500 X 1 72,500
ENGELHARD CORP COM 292845104 265 14,500 X 1 14,500
ENRON CORP COM 293561106 8,824 214,900 X 1 214,900
ENTERGY CORP NEW COM 29364G103 651 22,500 X 1 22,500
EXXON CORP COM 302290101 41,420 545,000 X 1 545,000
FDX CORP COM 31304N107 4,408 113,400 X 1 113,400
FEDERAL HOME LN MTG CORP COM 313400301 5,305 102,014 X 1 102,014
FEDERAL NATL MTG ASSN COM 313586109 13,415 214,000 X 1 214,000
FEDERATED DEPT STORES
INC DEL COM 31410H101 6,357 145,516 X 1 145,516
FERRO CORP COM 315405100 639 30,000 X 1 30,000
FINOVA GROUP INC COM 317928109 621 17,000 X 1 17,000
FIRST DATA CORP COM 319963104 5,923 135,000 X 1 135,000
FIRST UN CORP COM 337358105 8,205 230,312 X 1 230,312
FIRSTAR CORP NEW WIS COM 33763V109 6,463 252,202 X 1 252,202
FLEET FINL GROUP INC NEW COM 338915101 1,099 30,000 X 1 30,000
FORD MTR CO DEL COM 345370100 16,030 319,000 X 1 319,000
FOREST LABS INC CL A 345838106 3,224 76,546 X 1 76,546
FORT JAMES CORP COM 347471104 200 7,500 X 1 7,500
FORTUNE BRANDS INC COM 349631101 1,400 43,400 X 1 43,400
FREEPORT-MCMORAN COPPER
& GOLD CL B 35671D857 190 12,200 X 1 12,200
FULLER H B CO COM 359694106 487 8,000 X 1 8,000
GTE CORP COM 362320103 20,702 269,300 X 1 269,300
GALILEO INTERNATIONAL INC COM 363547100 684 17,000 X 1 17,000
GANNETT INC COM 364730101 2,016 29,144 X 1 29,144
GAP INC DEL COM 364760108 8,100 253,112 X 1 253,112
GENERAL DYNAMICS CORP COM 369550108 2,922 46,800 X 1 46,800
GENERAL ELEC CO COM 369604103 96,379 812,900 X 1 812,900
GENERAL MLS INC COM 370334104 3,245 40,000 X 1 40,000
GENERAL MTRS CORP COM 370442105 18,189 289,000 X 1 289,000
GENERAL MTRS CORP CL H NEW 370442832 2,634 46,000 X 1 46,000
PAGE TOTAL 342,085
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENUINE PARTS CO COM 372460105 483 18,200 X 1 18,200
GENZYME CORP COM GENL DIV 372917104 1,127 25,000 X 1 25,000
GENZYME CORP COM SURG PRODS 372917609 10 1,790 X 1 1,790
GEORGIA PAC CORP COM GA PAC GRP 373298108 4,145 102,500 X 1 102,500
GILLETTE CO COM 375766102 2,233 65,800 X 1 65,800
GLOBAL MARINE INC COM 379352404 2,438 148,300 X 1 148,300
GLOBAL TELESYSTEMS GROUP COM 37936U104 138 7,000 X 1 7,000
GOODRICH B F CO COM 382388106 325 11,200 X 1 11,200
GOODYEAR TIRE & RUBR CO COM 382550101 722 15,000 X 1 15,000
GRAINGER W W INC COM 384802104 634 13,200 X 1 13,200
GREAT LAKES CHEM CORP COM 390568103 894 23,500 X 1 23,500
GUIDANT CORP COM 401698105 6,167 115,000 X 1 115,000
HALLIBURTON CO COM 406216101 5,334 130,100 X 1 130,100
HANNAFORD BROS CO COM 410550107 3,501 49,700 X 1 49,700
HARLEY DAVIDSON INC COM 412822108 4,305 86,000 X 1 86,000
HARRIS CORP DEL COM 413875105 691 25,000 X 1 25,000
HARTFORD FINL SVCS GROUP INC COM 416515104 2,567 62,800 X 1 62,800
HARTFORD LIFE INC CL A 416592103 953 19,346 X 1 19,346
HASBRO INC COM 418056107 860 40,000 X 1 40,000
HELMERICH & PAYNE INC COM 423452101 1,486 58,700 X 1 58,700
HERTZ CORP CL A 428040109 916 20,826 X 1 20,826
HEWLETT PACKARD CO COM 428236103 19,765 217,800 X 1 217,800
HOME DEPOT INC COM 437076102 27,985 407,800 X 1 407,800
HONEYWELL INC COM 438506107 2,260 20,300 X 1 20,300
HOUSEHOLD INTL INC COM 441815107 1,906 47,500 X 1 47,500
IBP INC COM 449223106 592 24,000 X 1 24,000
ITC DELTACOM INC COM 45031T104 1,293 47,000 X 1 47,000
ILLINOIS TOOL WKS INC COM 452308109 462 6,200 X 1 6,200
IMMUNEX CORP NEW COM 452528102 1,110 25,600 X 1 25,600
INCO LTD COM 453258402 1,069 50,000 X 1 50,000
INFINITY BROADCASTING CP NEW CL A 45662S102 223 7,600 X 1 7,600
INGERSOLL-RAND CO COM 456866102 2,610 47,500 X 1 47,500
INTEL CORP COM 458140100 67,386 906,800 X 1 906,800
INTERNATIONAL BUSINESS MACHS COM 459200101 60,427 499,400 X 1 499,400
INTERNATIONAL
FLAVORS&FRAGRANC COM 459506101 276 8,000 X 1 8,000
INTERNATIONAL GAME
TECHNOLOGY COM 459902102 1,037 57,600 X 1 57,600
INTERNATIONAL NETWORK SVCS COM 460053101 1,686 31,000 X 1 31,000
INTL PAPER CO COM 460146103 4,085 85,000 X 1 85,000
INTIMATE BRANDS INC CL A 461156101 720 18,500 X 1 18,500
INTUIT COM 461202103 526 6,000 X 1 6,000
PAGE TOTAL 235,347
</TABLE>
<PAGE> 10
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ISLE OF CAPRI CASINOS INC COM 464592104 64 6,351 X 1 6,351
ITRON INC SB NT CV 465741AA4 225 367,000 X 1 367,000
144A 04
JDS UNIPHASE CORP COM 46612J101 9,105 80,000 X 1 80,000
JEFFERSON PILOT CORP COM 475070108 2,370 37,500 X 1 37,500
JOHNSON & JOHNSON COM 478160104 26,763 291,300 X 1 291,300
JOHNSON CTLS INC COM 478366107 133 2,000 X 1 2,000
JONES APPAREL GROUP INC COM 480074103 4,658 162,000 X 1 162,000
K MART CORP COM 482584109 1,336 114,300 X 1 114,300
KANSAS CITY SOUTHN INDS INC COM 485170104 1,116 24,000 X 1 24,000
KELLY SVCS INC CL A 488152208 223 7,400 X 1 7,400
KEYCORP NEW COM 493267108 2,581 100,000 X 1 100,000
KIMBERLY CLARK CORP COM 494368103 9,073 172,000 X 1 172,000
KNOLL INC COM 498904101 1,293 48,125 X 1 48,125
KNIGHT RIDDER INC COM 499040103 1,100 20,000 X 1 20,000
KOHLS CORP COM 500255104 4,047 61,200 X 1 61,200
KROGER CO COM 501044101 10,528 477,200 X 1 477,200
LAUDER ESTEE COS INC CL A 518439104 391 10,000 X 1 10,000
LEAR CORP COM 521865105 1,798 51,100 X 1 51,100
LEGGETT & PLATT INC COM 524660107 2,138 108,600 X 1 108,600
LEHMAN BROS HLDGS INC COM 524908100 1,313 22,500 X 1 22,500
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,222 23,400 X 1 23,400
LEXMARK INTL GROUP INC CL A 529771107 5,313 66,000 X 1 66,000
LIBERTY DIGITAL INC CL A 530436104 373 16,000 X 1 16,000
LILLY ELI & CO COM 532457108 10,321 160,800 X 1 160,800
LIMITED INC COM 532716107 268 7,000 X 1 7,000
LOCKHEED MARTIN CORP COM 539830109 7,322 224,000 X 1 224,000
LOWES COS INC COM 548661107 4,353 89,300 X 1 89,300
LUCENT TECHNOLOGIES INC COM 549463107 47,985 739,650 X 1 739,650
LYCOS INC COM 550818108 75 1,500 X 1 1,500
LYONDELL CHEMICAL CO COM 552078107 887 66,300 X 1 66,300
MBIA INC COM 55262C100 3,697 79,300 X 1 79,300
MBNA CORP COM 55262L100 5,206 228,200 X 1 228,200
MCI WORLDCOM INC COM 55268B106 37,734 525,000 X 1 525,000
MARSH & MCLENNAN COS INC COM 571748102 12,905 188,400 X 1 188,400
MATTEL INC COM 577081102 2,185 115,000 X 1 115,000
MAY DEPT STORES CO COM 577778103 1,275 35,000 X 1 35,000
MAYTAG CORP COM 578592107 1,529 45,900 X 1 45,900
MCDERMOTT INTL INC COM 580037109 150 7,400 X 1 7,400
MCDONALDS CORP COM 580135101 8,099 187,251 X 1 187,251
MCGRAW HILL COS INC COM 580645109 861 17,800 X 1 17,800
PAGE TOTAL 232,015
</TABLE>
<PAGE> 11
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCLEODUSA INC COM 582266102 264 6,200 X 1 6,200
MEAD CORP COM 582834107 1,306 38,000 X 1 38,000
MEDIAONE GROUP INC COM 58440J104 7,364 107,800 X 1 107,800
MEDIA GEN INC CL A 584404107 1,871 36,500 X 1 36,500
MEDICAL MANAGER CORP NEW COM 58461U103 184 3,700 X 1 3,700
MEDIMMUNE INC COM 584699102 2,252 22,600 X 1 22,600
MEDTRONIC INC COM 585055106 10,417 292,928 X 1 292,928
MELLON BK CORP COM 585509102 4,075 121,200 X 1 121,200
MEMBERWORKS INC COM 586002107 1,216 36,432 X 1 36,432
MERCK & CO INC COM 589331107 25,497 393,400 X 1 393,400
MERRILL LYNCH & CO INC COM 590188108 3,975 59,000 X 1 59,000
MICROSOFT CORP COM 594918104 112,098 1,237,800 X 1 1,237,800
MICRON TECHNOLOGY INC COM 595112103 67 1,000 X 1 1,000
MINNESOTA MNG & MFG CO COM 604059105 2,110 21,969 X 1 21,969
MOBIL CORP COM 607059102 27,938 277,300 X 1 277,300
MODINE MFG CO COM 607828100 699 30,000 X 1 30,000
MONSANTO CO COM 611662107 6,431 180,200 X 1 180,200
MORGAN J P & CO INC COM 616880100 8,900 77,900 X 1 77,900
MORGAN STANLEY DEAN
WITTER&CO COM NEW 617446448 20,406 228,800 X 1 228,800
MOTOROLA INC COM 620076109 7,920 90,000 X 1 90,000
NTL INC COM 629407107 2,268 23,600 X 1 23,600
NABISCO GROUP HLDG CORP COM 62952P102 1,328 88,564 X 1 88,564
NATIONAL CITY CORP COM 635405103 771 28,900 X 1 28,900
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,299 42,500 X 1 42,500
NATIONWIDE FINL SVCS INC CL A 638612101 354 10,000 X 1 10,000
NAVISTAR INTL CORP NEW COM 63934E108 3,860 83,000 X 1 83,000
NEIMAN MARCUS GROUP INC COM 640204103 187 8,000 X 1 8,000
NEW ENGLAND ELEC SYS COM 644001109 519 10,000 X 1 10,000
NEWFIELD EXPL CO COM 651290108 2,920 88,650 X 1 88,650
NEWS CORP LTD ADR NEW 652487703 2,104 74,000 X 1 74,000
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,153 17,000 X 1 17,000
NEXTLINK COMMUNICATIONS INC CL A 65333H707 7,974 153,800 X 1 153,800
NIKE INC CL B 654106103 4,465 78,500 X 1 78,500
NOKIA CORP SPONSORED ADR 654902204 13,931 155,000 X 1 155,000
NORFOLK SOUTHERN CORP COM 655844108 980 40,000 X 1 40,000
NORTEL NETWORKS CORP COM 656569100 4,314 84,586 X 1 84,586
NORTHN STS PWR CO MINN COM 665772109 4,528 210,000 X 1 210,000
NORTHERN TR CORP COM 665859104 3,064 36,700 X 1 36,700
NORTHROP GRUMMAN CORP COM 666807102 2,365 37,200 X 1 37,200
NOVA CORP GA COM 669784100 4,988 199,500 X 1 199,500
PAGE TOTAL 308,362
</TABLE>
<PAGE> 12
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOVELL INC COM 670006105 414 20,000 X 1 20,000
OCCIDENTAL PETE CORP DEL COM 674599105 2,197 95,000 X 1 95,000
OLD REP INTL CORP COM 680223104 217 15,000 X 1 15,000
ORACLE CORP COM 68389X105 14,096 309,800 X 1 309,800
OUTDOOR SYS INC COM 690057104 1,216 34,000 X 1 34,000
PECO ENERGY CO COM 693304107 4,125 110,000 X 1 110,000
PE CORP COM PE BIO GRP 69332S102 3,352 46,400 X 1 46,400
PNC BK CORP COM 693475105 6,601 125,279 X 1 125,279
P P & L RES INC COM 693499105 6,151 227,300 X 1 227,300
PACCAR INC COM 693718108 616 12,100 X 1 12,100
PAINE WEBBER GROUP INC COM 695629105 471 13,000 X 1 13,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 1 92 X 1 92
PARKER HANNIFIN CORP COM 701094104 672 15,000 X 1 15,000
PAYCHEX INC COM 704326107 768 22,500 X 1 22,500
PENNEY J C INC COM 708160106 468 13,564 X 1 13,564
PENTON MEDIA INC COM 709668107 65 4,000 X 1 4,000
PEPSI BOTTLING GROUP INC COM 713409100 2,082 122,000 X 1 122,000
PEPSICO INC COM 713448108 12,719 417,000 X 1 417,000
PHARMACIA & UPJOHN INC COM 716941109 2,372 47,800 X 1 47,800
PFIZER INC COM 717081103 32,765 913,300 X 1 913,300
PHELPS DODGE CORP COM 717265102 3,750 68,100 X 1 68,100
PHILIP MORRIS COS INC COM 718154107 12,930 378,200 X 1 378,200
PHILLIPS PETE CO COM 718507106 6,718 137,800 X 1 137,800
PRAXAIR INC COM 74005P104 1,555 33,808 X 1 33,808
PRICE T ROWE & ASSOCIATES COM 741477103 329 12,000 X 1 12,000
PRICELINE COM INC COM 741503106 974 15,100 X 1 15,100
PROCTER & GAMBLE CO COM 742718109 27,469 293,000 X 1 293,000
PROTECTIVE LIFE CORP COM 743674103 1,595 55,000 X 1 55,000
PROVIDENT FINL GROUP INC COM 743866105 980 26,800 X 1 26,800
PROVIDIAN FINL CORP COM 74406A102 4,355 55,000 X 1 55,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,511 65,000 X 1 65,000
QUAKER OATS CO COM 747402105 2,710 43,800 X 1 43,800
QUALCOMM INC COM 747525103 2,686 14,200 X 1 14,200
QUANTUM CORP COM DSSG 747906204 543 38,600 X 1 38,600
QUANTUM CORP COM HDDG 747906303 144 19,300 X 1 19,300
R & B FALCON CORP COM 74912E101 92 7,000 X 1 7,000
QWEST COMMUNICATIONS
INTL INC COM 749121109 1,094 37,000 X 1 37,000
RALSTON PURINA CO COM RAL-PUR GP 751277302 641 23,000 X 1 23,000
RAYTHEON CO CL B 755111408 2,660 53,600 X 1 53,600
REPSOL S A SPONSORED ADR 76026T205 718 36,000 X 1 36,000
PAGE TOTAL 165,822
</TABLE>
<PAGE> 13
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REYNOLDS R J TOB HLDGS INC COM 76182K105 270 10,000 X 1 10,000
ROCKWELL INTL CORP NEW COM 773903109 2,205 42,000 X 1 42,000
ROHM & HAAS CO COM 775371107 1,709 47,300 X 1 47,300
ROWAN COS INC COM 779382100 406 25,000 X 1 25,000
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 16,018 271,200 X 1 271,200
SBC COMMUNICATIONS INC COM 78387G103 17,821 349,000 X 1 349,000
SFX ENTMT INC CL A 784178105 259 8,450 X 1 8,450
SLM HLDG CORP COM 78442A109 430 10,000 X 1 10,000
SAFEWAY INC COM NEW 786514208 9,588 251,900 X 1 251,900
ST PAUL COS INC COM 792860108 605 22,000 X 1 22,000
SCHERING PLOUGH CORP COM 806605101 19,134 438,600 X 1 438,600
SCHLUMBERGER LTD COM 806857108 15,827 254,000 X 1 254,000
SCHWAB CHARLES CORP NEW COM 808513105 7,161 214,168 X 1 214,168
SEAGRAM LTD COM 811850106 5,583 122,700 X 1 122,700
SEALED AIR CORP NEW COM 81211K100 1,255 24,459 X 1 24,459
SEALED AIR CORP NEW PFD CV A $2 81211K209 174 3,420 X 1 3,420
SEARS ROEBUCK & CO COM 812387108 1,004 32,000 X 1 32,000
SERVICE CORP INTL COM 817565104 749 70,939 X 1 70,939
SMITH INTL INC COM 832110100 802 19,800 X 1 19,800
SMURFIT-STONE CONTAINER CORP COM 832727101 800 37,000 X 1 37,000
SNAP ON INC COM 833034101 975 30,000 X 1 30,000
SOLECTRON CORP COM 834182107 5,027 70,000 X 1 70,000
SOUTHERN CO COM 842587107 1,566 60,800 X 1 60,800
SOUTHWEST AIRLS CO COM 844741108 1,936 127,500 X 1 127,500
SPRINT CORP COM FON GROUP 852061100 12,000 221,200 X 1 221,200
SPRINT CORP PCS COM SER 1 852061506 4,243 56,900 X 1 56,900
STAPLES INC COM 855030102 1,810 83,000 X 1 83,000
STERLING COMM INC COM 859205106 93 5,000 X 1 5,000
SUN MICROSYSTEMS INC COM 866810104 26,477 284,700 X 1 284,700
SYSCO CORP COM 871829107 2,489 71,000 X 1 71,000
TCF FINL CORP COM 872275102 1,571 55,000 X 1 55,000
TJX COS INC NEW COM 872540109 735 26,200 X 1 26,200
TV GUIDE INC CL A 87307Q109 704 18,000 X 1 18,000
TANDY CORP COM 875382103 1,034 20,000 X 1 20,000
TECH DATA CORP COM 878237106 65 2,800 X 1 2,800
TELEPHONE & DATA SYS INC COM 879433100 7,611 85,700 X 1 85,700
TEMPLE INLAND INC COM 879868107 2,349 38,500 X 1 38,500
TENET HEALTHCARE CORP COM 88033G100 1,052 59,879 X 1 59,879
TERADYNE INC COM 880770102 3,807 108,000 X 1 108,000
TEXACO INC COM 881694103 5,783 91,615 X 1 91,615
PAGE TOTAL 183,127
</TABLE>
<PAGE> 14
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXAS INSTRS INC COM 882508104 12,741 154,900 X 1 154,900
TEXAS UTILS CO COM 882848104 481 12,900 X 1 12,900
TEXTRON INC COM 883203101 4,410 57,000 X 1 57,000
TIFFANY & CO NEW COM 886547108 2,601 43,400 X 1 43,400
TIME WARNER INC COM 887315109 30,551 502,900 X 1 502,900
TIME WARNER TELECOM INC CL A 887319101 209 10,000 X 1 10,000
TOO INC COM 890333107 28 1,571 X 1 1,571
TOSCO CORP COM NEW 891490302 3,048 120,700 X 1 120,700
TOYS R US INC COM 892335100 440 29,300 X 1 29,300
TRAVELERS PPTY CAS CORP CL A 893939108 2,485 84,234 X 1 84,234
TRICON GLOBAL RESTAURANTS COM 895953107 327 8,000 X 1 8,000
TRIBUNE CO NEW COM 896047107 2,592 52,100 X 1 52,100
TRIGON HEALTHCARE INC COM 89618L100 117 4,000 X 1 4,000
TYCO INTL LTD NEW COM 902124106 28,654 277,518 X 1 277,518
UAL CORP COM PAR $0.01 902549500 1,306 20,000 X 1 20,000
US BANCORP DEL COM 902973106 5,343 177,000 X 1 177,000
USA NETWORKS INC COM 902984103 4,294 110,800 X 1 110,800
U S G CORP COM NEW 903293405 1,329 27,900 X 1 27,900
USEC INC COM 90333E108 370 36,100 X 1 36,100
USX-U S STL COM 90337T101 1,876 72,862 X 1 72,862
ULTRAMAR DIAMOND SHAMROCK
CORP COM 904000106 699 27,400 X 1 27,400
UNILEVER N V N Y SHS NEW 904784709 10,559 155,000 X 1 155,000
UNICOM CORP COM 904911104 11,872 321,400 X 1 321,400
UNION CARBIDE CORP COM 905581104 1,023 18,000 X 1 18,000
UNION PAC CORP COM 907818108 3,805 79,169 X 1 79,169
UNION PLANTERS CORP COM 908068109 913 22,400 X 1 22,400
UNIONBANCAL CORP COM 908906100 1,736 47,900 X 1 47,900
UNISYS CORP COM 909214108 5,988 132,700 X 1 132,700
UNITED HEALTHCARE CORP COM 910581107 1,850 38,000 X 1 38,000
U S WEST INC NEW COM 91273H101 2,568 45,000 X 1 45,000
UNITED TECHNOLOGIES CORP COM 913017109 10,522 177,400 X 1 177,400
UNIVISION COMMUNICATIONS INC CL A 914906102 4,069 50,000 X 1 50,000
UNOCAL CORP COM 915289102 4,355 117,500 X 1 117,500
UNUMPROVIDENT CORP COM 91529Y106 562 19,100 X 1 19,100
V F CORP COM 918204108 527 17,000 X 1 17,000
VALASSIS COMMUNICATIONS INC COM 918866104 879 20,000 X 1 20,000
VALERO ENERGY CORP NEW COM 91913Y100 408 21,188 X 1 21,188
VASTAR RES INC COM 922380100 876 14,000 X 1 14,000
VERITAS SOFTWARE CO COM 923436109 8,885 117,000 X 1 117,000
VIACOM INC CL A 925524100 5,648 130,600 X 1 130,600
PAGE TOTAL 180,946
</TABLE>
<PAGE> 15
<TABLE>
<CAPTION>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCR.
FAIR MARKET SHARES OR A B C VOTING AUTHORITY
CUSIP VALUE PRINCIPAL SOLE SHARED SHARED (SHARES)
NAME OF ISSUER TITLE OF CLASS NUMBER (X$1000) AMOUNT OTHER MANAGERS A-SOLE B-SHARES C-NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIACOM INC CL B 925524308 13,820 327,102 X 1 327,102
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 6,182 26,000 X 1 26,000
VULCAN MATLS CO COM 929160109 3,282 89,600 X 1 89,600
WAL MART STORES INC COM 931142103 47,286 994,200 X 1 994,200
WALGREEN CO COM 931422109 5,830 229,766 X 1 229,766
WARNER LAMBERT CO COM 934488107 17,735 267,200 X 1 267,200
WASHINGTON MUT INC COM 939322103 4,894 167,300 X 1 167,300
WASTE MGMT INC DEL COM 94106L109 2,118 110,000 X 1 110,000
WEATHERFORD INTL INC COM 947074100 704 22,000 X 1 22,000
WELLPOINT HEALTH NETWORK NEW COM 94973H108 3,164 55,500 X 1 55,500
WELLS FARGO & CO NEW COM 949746101 7,921 199,900 X 1 199,900
WESTAMERICA BANCORPORATION COM 957090103 998 33,000 X 1 33,000
WESTERN WIRELESS CORP CL A 95988E204 1,049 23,400 X 1 23,400
WEYERHAEUSER CO COM 962166104 2,449 42,500 X 1 42,500
WHIRLPOOL CORP COM 963320106 3,246 49,700 X 1 49,700
WILLAMETTE INDS INC COM 969133107 1,208 28,000 X 1 28,000
WILLIAMS COS INC DEL COM 969457100 1,768 47,000 X 1 47,000
WILLIAMS SONOMA INC COM 969904101 631 13,000 X 1 13,000
WINSTAR COMMUNICATIONS INC COM 975515107 430 11,000 X 1 11,000
WISCONSIN ENERGY CORP COM 976657106 1,172 50,000 X 1 50,000
XEROX CORP COM 984121103 5,129 122,300 X 1 122,300
YAHOO INC COM 984332106 2,693 15,000 X 1 15,000
PAGE TOTAL 133,709
GRAND TOTAL 2,617,541
</TABLE>
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