|
|
|
|
|
|
|
|
|
|
|
|
|
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/96
Institutional Investment Manager:
MICHAEL JENSEN OF U S WEST INC.
9785 MAROON CIRCLE
SUITE 360
ENGLEWOOD CA 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:
SCOTT W. OLSON DEPUTY GENERAL COUNSEL 617-382-2072
Signature, Place and Date of Signing:
/s/ SCOTT W. OLSON BOSTON MA 01/29/97
<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 2527 81200 SH SOLE 81200
AFLAC INC COM 001055102 3880 90762 SH SOLE 90762
AES CORP COM 00130H105 2059 44282 SH SOLE 44282
AK STL HLDG CORP COM 001547108 670 16900 SH SOLE 16900
AMR CORP COM 001765106 4697 53302 SH SOLE 53302
AT&T CORP COM 001957109 43535 1000806 SH SOLE 1000806
ABBOTT LABS COM 002824100 24762 487914 SH SOLE 487914
ACCUSTAFF INC COM 004401105 623 29500 SH SOLE 29500
ACNIELSEN CORP COM 004833109 552 36508 SH SOLE 36508
ADAPTEC INC COM 00651F108 2874 71860 SH SOLE 71860
ADOBE SYS INC COM 00724F101 1674 44800 SH SOLE 44800
ADVANCED MICRO DEVICES INC COM 007903107 2251 87400 SH SOLE 87400
ADVANTA CORP CL A 007942105 1133 26500 SH SOLE 26500
AETNA INC COM 008117103 7500 93744 SH SOLE 93744
AHMANSON H F & CO COM 008677106 2256 69400 SH SOLE 69400
AIR PRODS & CHEMS INC COM 009158106 5041 72925 SH SOLE 72925
AIRGAS INC COM 009363102 899 40874 SH SOLE 40874
AIRTOUCH COMMUNICATIONS INC COM 00949T100 8175 323743 SH SOLE 323743
ALBERTSONS INC COM 013104104 5110 143439 SH SOLE 143439
ALCO STD CORP COM 013788104 4395 85130 SH SOLE 85130
ALEXANDER & BALDWIN INC COM 014482103 888 35500 SH SOLE 35500
ALLEGHENY PWR SYS INC COM 017411109 2457 80900 SH SOLE 80900
ALLEGHENY TELEDYNE INC COM 017415100 974 42350 SH SOLE 42350
ALLEGIANCE CORP COM 017475104 939 34004 SH SOLE 34004
ALLERGAN INC COM 018490102 1990 55856 SH SOLE 55856
ALLIEDSIGNAL INC COM 019512102 10549 157441 SH SOLE 157441
ALLMERICA PPTY & CAS COS INC COM 01975T105 1139 37500 SH SOLE 37500
ALLSTATE CORP COM 020002101 15157 261898 SH SOLE 261898
ALLTEL CORP COM 020039103 4059 129366 SH SOLE 129366
ALTERA CORP COM 021441100 1694 23300 SH SOLE 23300
ALUMAX INC COM 022197107 956 28650 SH SOLE 28650
ALUMINUM CO AMER COM 022249106 6477 101600 SH SOLE 101600
ALZA CORP DEL COM 022615108 1405 54300 SH SOLE 54300
AMBAC INC COM 023139108 1885 28400 SH SOLE 28400
AMERADA HESS CORP COM 023551104 3243 56030 SH SOLE 56030
AMERICA ONLINE INC DEL COM 02364J104 1955 58800 SH SOLE 58800
AMDAHL CORP COM 023905102 580 47872 SH SOLE 47872
AMERICAN BRANDS INC COM 024703100 5571 112272 SH SOLE 112272
AMERICAN ELEC PWR INC COM 025537101 4627 112500 SH SOLE 112500
AMERICAN EXPRESS CO COM 025816109 16748 296418 SH SOLE 296418
AMERICAN FINL GROUP INC COM 02608W101 1080 28600 SH SOLE 28600
AMERICAN GENERAL CORP COM 026351106 5535 135422 SH SOLE 135422
AMERICAN GREETINGS CORP CL A 026375105 1610 56751 SH SOLE 56751
AMERICAN HOME PRODS CORP COM 026609107 23087 393814 SH SOLE 393814
AMERICAN INTL GROUP INC COM 026874107 26756 247171 SH SOLE 247171
AMERICAN MGMT SYS INC COM 027352103 979 39945 SH SOLE 39945
AMERICAN NATL INS CO COM 028591105 819 11100 SH SOLE 11100
AMERICAN PWR CONVERSION CORP COM 029066107 1660 60900 SH SOLE 60900
AMERICAN STD COS INC DEL COM 029712106 1733 45300 SH SOLE 45300
AMERICAN STORES CO NEW COM 030096101 3615 88433 SH SOLE 88433
<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 20805 343180 SH SOLE 343180
AMGEN INC COM 031162100 9157 168400 SH SOLE 168400
AMP INC COM 031897101 5345 139291 SH SOLE 139291
AMOCO CORP COM 031905102 24832 308467 SH SOLE 308467
AMPHENOL CORP CL A 032094203 697 31338 SH SOLE 31338
AMSOUTH BANCORPORATION COM 032165102 1911 39500 SH SOLE 39500
ANADARKO PETE CORP COM 032511107 2731 42178 SH SOLE 42178
ANALOG DEVICES INC COM 032654105 2818 83200 SH SOLE 83200
ANDREW CORP COM 034425108 252 4750 SH SOLE 4750
ANHEUSER BUSCH COS INC COM 035229103 11588 289712 SH SOLE 289712
AON CORP COM 037389103 3631 58450 SH SOLE 58450
APACHE CORP COM 037411105 2084 58899 SH SOLE 58899
APOLLO GROUP INC CL A 037604105 1324 39600 SH SOLE 39600
APPLE COMPUTER INC COM 037833100 1630 78105 SH SOLE 78105
APRIA HEALTHCARE GROUP INC COM 037933108 641 34200 SH SOLE 34200
APPLIED MATLS INC COM 038222105 4191 116626 SH SOLE 116626
ARCHER DANIELS MIDLAND CO COM 039483102 7586 344816 SH SOLE 344816
ARMSTRONG WORLD INDS INC COM 042476101 2054 29549 SH SOLE 29549
ARROW ELECTRS INC COM 042735100 1998 37343 SH SOLE 37343
ASCEND COMMUNICATIONS INC COM 043491109 4598 74020 SH SOLE 74020
ASHLAND INC COM 044204105 1689 38491 SH SOLE 38491
ASPECT TELECOMMUNICATIONS CORP COM 045237104 1054 16600 SH SOLE 16600
ATLANTIC RICHFIELD CO COM 048825103 13307 100433 SH SOLE 100433
ATMEL CORP COM 049513104 2156 65100 SH SOLE 65100
AUTODESK INC COM 052769106 1003 35805 SH SOLE 35805
AUTOMATIC DATA PROCESSING INC COM 053015103 8343 194591 SH SOLE 194591
AUTOZONE INC COM 053332102 2879 104700 SH SOLE 104700
AVERY DENNISON CORP COM 053611109 2409 68090 SH SOLE 68090
AVNET INC COM 053807103 1940 33300 SH SOLE 33300
AVON PRODS INC COM 054303102 4909 85942 SH SOLE 85942
BHC COMMUNICATIONS INC CL A 055448104 841 8300 SH SOLE 8300
BMC SOFTWARE INC COM 055921100 2962 71600 SH SOLE 71600
BAKER HUGHES INC COM 057224107 3234 93735 SH SOLE 93735
BALTIMORE GAS & ELEC CO COM 059165100 2536 94800 SH SOLE 94800
BANC ONE CORP COM 059438101 11879 276256 SH SOLE 276256
BANCORP HAWAII INC COM 059685107 1759 41880 SH SOLE 41880
BANK OF BOSTON CORP COM 060716107 6620 103031 SH SOLE 103031
BANK NEW YORK INC COM 064057102 8382 248368 SH SOLE 248368
BANKAMERICA CORP COM 066050105 22876 229332 SH SOLE 229332
BANKERS TRUST N Y CORP COM 066365107 4488 52030 SH SOLE 52030
BANPONCE CORP NEW COM 066704107 1839 54500 SH SOLE 54500
BARD C R INC COM 067383109 1238 44200 SH SOLE 44200
BARNES & NOBLE INC COM 067774109 553 20480 SH SOLE 20480
BARNETT BKS INC COM 068055102 5301 128908 SH SOLE 128908
BAUSCH & LOMB INC COM 071707103 1264 36100 SH SOLE 36100
BAXTER INTL INC COM 071813109 6971 170021 SH SOLE 170021
BAY NETWORKS INC COM 072510100 2417 115783 SH SOLE 115783
BEAR STEARNS COS INC COM 073902108 1884 67575 SH SOLE 67575
BECKMAN INSTRS INC NEW COM 075816108 990 25800 SH SOLE 25800
BECTON DICKINSON & CO COM 075887109 3648 84100 SH SOLE 84100
<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
BELL ATLANTIC CORP COM 077853109 17667 272856 SH SOLE 272856
BELLSOUTH CORP COM 079860102 24893 616554 SH SOLE 616554
BELO A H CORP DEL COM SER A 080555105 945 27100 SH SOLE 27100
BENEFICIAL CORP COM 081721102 3295 51993 SH SOLE 51993
BERGEN BRUNSWIG CORP CL A 083739102 786 27590 SH SOLE 27590
BETHLEHEM STL CORP COM 087509105 782 86900 SH SOLE 86900
BETZDEARBORN INC COM 087779104 1334 22800 SH SOLE 22800
BEVERLY ENTERPRISES INC COM 087851101 858 67290 SH SOLE 67290
BIOGEN INC COM 090597105 1907 49200 SH SOLE 49200
BIOMET INC COM 090613100 1289 85200 SH SOLE 85200
BLACK & DECKER CORP COM 091797100 1801 59800 SH SOLE 59800
BLOCK H & R INC COM 093671105 2106 72633 SH SOLE 72633
BLYTH INDS INC COM 09643P108 981 21500 SH SOLE 21500
BOATMENS BANCSHARES INC COM 096650106 7056 109389 SH SOLE 109389
BOEING CO COM 097023105 23407 220041 SH SOLE 220041
BOISE CASCADE OFFICE PRODS COM 097403109 326 15500 SH SOLE 15500
BORDERS GROUP INC COM 099709107 951 26500 SH SOLE 26500
BOSTON CHICKEN INC COM 100578103 1747 48700 SH SOLE 48700
BOSTON EDISON CO COM 100599109 1314 48900 SH SOLE 48900
BOSTON SCIENTIFIC CORP COM 101137107 3966 66100 SH SOLE 66100
BRINKER INTL INC COM 109641100 1078 67375 SH SOLE 67375
BRISTOL MYERS SQUIBB CO COM 110122108 33739 310243 SH SOLE 310243
BROWN FORMAN CORP CL B 115637209 1734 37900 SH SOLE 37900
BROWNING FERRIS INDS COM 115885105 3572 136094 SH SOLE 136094
BRUNSWICK CORP COM 117043109 1613 67200 SH SOLE 67200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 8235 95340 SH SOLE 95340
BURLINGTON RES INC COM 122014103 4304 85434 SH SOLE 85434
C-CUBE MICROSYSTEMS INC COM 125015107 809 21900 SH SOLE 21900
CDW COMPUTER CTRS INC COM 125129106 365 6150 SH SOLE 6150
CIGNA CORP COM 125509109 6419 46980 SH SOLE 46980
CMS ENERGY CORP COM 125896100 2390 71076 SH SOLE 71076
CNA FINL CORP COM 126117100 706 6602 SH SOLE 6602
CPC INTL INC COM 126149103 6867 88601 SH SOLE 88601
CSX CORP COM 126408103 5693 134734 SH SOLE 134734
CUC INTL INC COM 126545102 5216 219638 SH SOLE 219638
CVS CORP COM 126650100 2666 64429 SH SOLE 64429
CABLETRON SYS INC COM 126920107 2404 72300 SH SOLE 72300
CABOT CORP COM 127055101 1400 55740 SH SOLE 55740
CADENCE DESIGN SYSTEM INC COM 127387108 2240 56350 SH SOLE 56350
CALIBER SYS INC COM 129894101 512 26600 SH SOLE 26600
CALLAWAY GOLF CO COM 131193104 1460 50800 SH SOLE 50800
CAMBRIDGE TECH PARTNERS MASS COM 132524109 1037 30900 SH SOLE 30900
CAMPBELL SOUP CO COM 134429109 5874 73200 SH SOLE 73200
CAPITAL ONE FINL CORP COM 14040H105 656 18224 SH SOLE 18224
CARDINAL HEALTH INC COM 14149Y108 3551 60958 SH SOLE 60958
CAROLINA PWR & LT CO COM 144141108 3570 97820 SH SOLE 97820
CASCADE COMMUNICATIONS CORP COM 147184105 2326 42200 SH SOLE 42200
CATERPILLAR INC DEL COM 149123101 9118 121169 SH SOLE 121169
CENTERIOR ENERGY CORP COM 151883105 1933 179800 SH SOLE 179800
CENTRAL & SOUTH WEST CORP COM 152357109 2998 116981 SH SOLE 116981
<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
CENTURY TEL ENTERPRISES INC COM 156686107 1315 42600 SH SOLE 42600
CERIDIAN CORP COM 15677T106 251 6200 SH SOLE 6200
CHAMPION INTL CORP COM 158525105 2328 53824 SH SOLE 53824
CHARTER ONE FINL INC COM 160903100 1433 34125 SH SOLE 34125
CHASE MANHATTAN CORP NEW COM 16161A108 24497 274474 SH SOLE 274474
CHECKPOINT SYS INC COM 162825103 631 25500 SH SOLE 25500
CHESAPEAKE ENERGY CORP COM 165167107 807 14500 SH SOLE 14500
CHEVRON CORPORATION COM 166751107 26886 413632 SH SOLE 413632
CHIRON CORP COM 170040109 1867 100240 SH SOLE 100240
CHRYSLER CORP COM 171196108 13060 395762 SH SOLE 395762
CHUBB CORP COM 171232101 5905 109864 SH SOLE 109864
CINCINNATI BELL INC COM 171870108 2935 47627 SH SOLE 47627
CINCINNATI FINL CORP COM 172062101 2471 38095 SH SOLE 38095
CINERGY CORP COM 172474108 3444 103200 SH SOLE 103200
CIRCUIT CITY STORE INC COM 172737108 2073 68809 SH SOLE 68809
CISCO SYS INC COM 17275R102 26001 408662 SH SOLE 408662
CIRRUS LOGIC CORP COM 172755100 680 43900 SH SOLE 43900
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 2303 67008 SH SOLE 67008
CITICORP COM 173034109 31186 302773 SH SOLE 302773
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 33 35000 SH SOLE 35000
CLOROX CO DEL COM 189054109 2610 26000 SH SOLE 26000
COASTAL CORP COM 190441105 3099 63400 SH SOLE 63400
COCA COLA CO COM 191216100 82449 1566720 SH SOLE 1566720
COCA COLA ENTERPRISES INC COM 191219104 2449 50500 SH SOLE 50500
COGNIZANT CORP COM 192441103 3614 109529 SH SOLE 109529
COLGATE PALMOLIVE CO COM 194162103 8467 91787 SH SOLE 91787
COLUMBIA GAS SYS INC COM 197648108 2343 36822 SH SOLE 36822
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 17225 422704 SH SOLE 422704
COMAIR HOLDINGS INC COM 199789108 612 25500 SH SOLE 25500
COMCAST CORP CL A 200300101 1443 81900 SH SOLE 81900
COMCAST CORP CL A SPL 200300200 2362 132610 SH SOLE 132610
COMDISCO INC COM 200336105 1070 33700 SH SOLE 33700
COMERICA INC COM 200340107 4279 81700 SH SOLE 81700
COMMERCE BANCSHARES INC COM 200525103 255 5505 SH SOLE 5505
COMPAQ COMPUTER CORP COM 204493100 12598 169674 SH SOLE 169674
COMPUTER ASSOC INTL INC COM 204912109 8894 178773 SH SOLE 178773
COMPUSA INC COM 204932107 1304 63200 SH SOLE 63200
COMPUTER SCIENCES CORP COM 205363104 4293 52280 SH SOLE 52280
COMPUWARE CORP COM 205638109 1373 27400 SH SOLE 27400
CONAGRA INC COM 205887102 7457 149885 SH SOLE 149885
CONCORD EFS INC COM 206197105 1171 41450 SH SOLE 41450
CONRAIL INC COM 208368100 3982 39966 SH SOLE 39966
CONSECO INC COM 208464107 2123 33300 SH SOLE 33300
CONSOLIDATED EDISON CO N Y INC COM 209111103 4235 144800 SH SOLE 144800
CONSOLIDATED NAT GAS CO COM 209615103 3372 61028 SH SOLE 61028
CONTINENTAL AIRLS INC CL B 210795308 791 28000 SH SOLE 28000
COOPER INDS INC COM 216669101 2870 68129 SH SOLE 68129
COOPER TIRE & RUBR CO COM 216831107 1126 57000 SH SOLE 57000
CORESTATES FINL CORP COM 218695104 7678 148012 SH SOLE 148012
CORNING INC COM 219350105 6748 145893 SH SOLE 145893
<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
CORRECTIONS CORP AMER COM 220256101 1645 53700 SH SOLE 53700
COUNTRYWIDE CR INDS INC DEL COM 222372104 2342 81834 SH SOLE 81834
COX COMMUNICATIONS INC NEW CL A 224044107 1114 48170 SH SOLE 48170
CRACKER BARREL OLD CTRY STR COM 224100107 1340 52800 SH SOLE 52800
CRESTAR FINL CORP COM 226091106 2486 33428 SH SOLE 33428
CROWN CORK & SEAL INC COM 228255105 3597 66155 SH SOLE 66155
CUMMINS ENGINE INC COM 231021106 1182 25700 SH SOLE 25700
CYPRUS AMAX MINERALS CO COM 232809103 1514 64750 SH SOLE 64750
CYTEC INDS INC COM 232820100 1613 39700 SH SOLE 39700
DQE INC COM 23329J104 1726 59500 SH SOLE 59500
DPL INC COM 233293109 1989 81200 SH SOLE 81200
DSC COMMUNICATIONS CORP COM 233311109 1351 75600 SH SOLE 75600
DST SYS INC DEL COM 233326107 863 27500 SH SOLE 27500
DTE ENERGY CO COM 233331107 2978 92000 SH SOLE 92000
DANA CORP COM 235811106 2342 71800 SH SOLE 71800
DARDEN RESTAURANTS INC COM 237194105 1137 129978 SH SOLE 129978
DAYTON HUDSON CORP COM 239753106 5535 141017 SH SOLE 141017
DEAN WITTER DISCOVER & CO COM 24240V101 5977 90215 SH SOLE 90215
DEERE & CO COM 244199105 6714 165276 SH SOLE 165276
DELL COMPUTER CORP COM 247025109 4904 92308 SH SOLE 92308
DELTA AIR LINES INC DEL COM 247361108 2314 32651 SH SOLE 32651
DELUXE CORP COM 248019101 2004 61200 SH SOLE 61200
DENTSPLY INTL INC NEW COM 249030107 745 15688 SH SOLE 15688
DIAL CORP NEW COM 25247D101 854 57900 SH SOLE 57900
DIEBOLD INC COM 253651103 2397 38125 SH SOLE 38125
DIGITAL EQUIP CORP COM 253849103 3620 99519 SH SOLE 99519
DILLARD DEPT STORES INC CL A 254063100 2412 78107 SH SOLE 78107
DIME BANCORP INC NEW COM 25429Q102 1084 73510 SH SOLE 73510
DISNEY WALT CO COM 254687106 29538 424241 SH SOLE 424241
DOLE FOOD INC COM 256605106 1174 34667 SH SOLE 34667
DOLLAR TREE STORES INC COM 256747106 371 9700 SH SOLE 9700
DOMINION RES INC VA COM 257470104 4092 106285 SH SOLE 106285
DONNELLEY R R & SONS CO COM 257867101 3130 99760 SH SOLE 99760
DOVER CORP COM 260003108 4304 85653 SH SOLE 85653
DOW CHEM CO COM 260543103 12321 157200 SH SOLE 157200
DOW JONES & CO INC COM 260561105 1321 39000 SH SOLE 39000
DRESSER INDS INC COM 261597108 3639 117389 SH SOLE 117389
DU PONT E I DE NEMOURS & CO COM 263534109 33139 351137 SH SOLE 351137
DUKE POWER CO COM 264399106 5818 125800 SH SOLE 125800
DUN & BRADSTREET CORP COM 264830100 2601 109529 SH SOLE 109529
DURACELL INTL INC COM 26633L103 5487 78529 SH SOLE 78529
EG & G INC COM 268457108 1441 71606 SH SOLE 71606
E M C CORP MASS COM 268648102 4790 144600 SH SOLE 144600
ENSCO INTL INC COM 26874Q100 2081 42900 SH SOLE 42900
EASTMAN CHEM CO COM 277432100 2926 52964 SH SOLE 52964
EASTMAN KODAK CO COM 277461109 17066 212665 SH SOLE 212665
EATON CORP COM 278058102 3236 46400 SH SOLE 46400
ECHLIN INC COM 278749106 1527 48300 SH SOLE 48300
ECKERD JACK CORP DEL COM 278763107 680 21256 SH SOLE 21256
ECOLAB INC COM 278865100 1744 46342 SH SOLE 46342
<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
EDISON INTL COM 281020107 5348 269100 SH SOLE 269100
EDWARDS AG INC COM 281760108 1632 48545 SH SOLE 48545
EL PASO NAT GAS CO COM NEW 283695872 1529 30278 SH SOLE 30278
ELECTRONIC ARTS INC COM 285512109 1171 39100 SH SOLE 39100
ELECTRONIC DATA SYS NEW COM 285661104 9373 216724 SH SOLE 216724
ELECTRONICS FOR IMAGING INC COM 286082102 1604 19500 SH SOLE 19500
EMERSON ELEC CO COM 291011104 13404 138545 SH SOLE 138545
ENGELHARD CORP COM 292845104 1372 71750 SH SOLE 71750
ENOVA CORP COM 293552105 1629 71600 SH SOLE 71600
ENRON CORP COM 293561106 6124 142000 SH SOLE 142000
ENSERCH CORP COM 293567103 1024 44532 SH SOLE 44532
ENTERGY CORP NEW COM 29364G103 3676 132470 SH SOLE 132470
EQUIFAX INC COM 294429105 4808 156990 SH SOLE 156990
EQUITABLE COS INC COM 29444G107 1415 57456 SH SOLE 57456
EQUITABLE RES INC COM 294549100 965 32450 SH SOLE 32450
ETHYL CORP COM 297659104 136 14100 SH SOLE 14100
EXXON CORP COM 302290101 76359 779173 SH SOLE 779173
FHP INTL CORP COM 302426101 968 26066 SH SOLE 26066
F M C CORP COM NEW 302491303 1514 21587 SH SOLE 21587
FPL GROUP INC COM 302571104 5161 112188 SH SOLE 112188
FEDERAL EXPRESS CORP COM 313309106 3160 71000 SH SOLE 71000
FEDERAL HOME LN MTG CORP COM 313400301 13116 119100 SH SOLE 119100
FEDERAL NATL MTG ASSN COM 313586109 26010 698266 SH SOLE 698266
FEDERATED DEPT STORES INC DEL COM 31410H101 4782 140123 SH SOLE 140123
FIFTH THIRD BANCORP COM 316773100 3731 59400 SH SOLE 59400
FIRST AMER BK CORP COM 318906104 2838 47200 SH SOLE 47200
FIRST BK SYS INC COM 319279105 6427 94162 SH SOLE 94162
FIRST CHICAGO NBD CORP COM 31945A100 11051 205592 SH SOLE 205592
FIRST DATA CORP COM 319963104 9380 256976 SH SOLE 256976
FIRST EMPIRE ST CORP COM 320076102 230 800 SH SOLE 800
FIRST SEC CORP DEL COM 336294103 1851 54850 SH SOLE 54850
FIRST UN CORP COM 337358105 13318 179974 SH SOLE 179974
FIRST USA INC COM 33743H105 2638 76200 SH SOLE 76200
FIRSTAR CORP COM 33761C103 2357 44900 SH SOLE 44900
FLEET FINL GROUP INC NEW COM 338915101 8445 169333 SH SOLE 169333
FLIGHTSAFETY INTL INC COM 339423105 1085 22654 SH SOLE 22654
FLORIDA PROGRESS CORP COM 341109106 2021 62655 SH SOLE 62655
FLUOR CORP COM 343861100 3429 54640 SH SOLE 54640
FOOD LION INC CL B 344775101 2568 253600 SH SOLE 253600
FOOTSTAR INC COM 344912100 461 18548 SH SOLE 18548
FORD MTR CO DEL COM 345370100 23312 731371 SH SOLE 731371
FORE SYSTEMS INC COM 345449102 953 29000 SH SOLE 29000
FOREST LABS INC CL A 345838106 1104 33700 SH SOLE 33700
FOSTER WHEELER CORP COM 350244109 976 26300 SH SOLE 26300
FOUNDATION HEALTH CORP COM 350401105 1311 41300 SH SOLE 41300
FRANKLIN RES INC COM 354613101 2448 35800 SH SOLE 35800
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 2229 79252 SH SOLE 79252
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1980 66268 SH SOLE 66268
FRITZ COS INC COM 358846103 254 19898 SH SOLE 19898
FRONTIER CORPORATION COM 35906P105 2513 111061 SH SOLE 111061
<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
FRUIT OF THE LOOM INC CL A 359416104 2057 54300 SH SOLE 54300
GPU INC COM 36225X100 1705 50700 SH SOLE 50700
GTE CORP COM 362320103 27589 606342 SH SOLE 606342
GANNETT INC COM 364730101 7202 96191 SH SOLE 96191
GAP INC DEL COM 364760108 4404 146200 SH SOLE 146200
GAYLORD ENTMT CO CL A 367901105 1116 48772 SH SOLE 48772
GENERAL DYNAMICS CORP COM 369550108 2154 30556 SH SOLE 30556
GENERAL ELEC CO COM 369604103 102412 1035770 SH SOLE 1035770
GENERAL INSTR CORP NEW COM 370121105 1812 83800 SH SOLE 83800
GENERAL MLS INC COM 370334104 6167 97308 SH SOLE 97308
GENERAL MTRS CORP COM 370442105 26359 472800 SH SOLE 472800
GENERAL MTRS CORP CL H 370442501 3589 63798 SH SOLE 63798
GENERAL NUTRITION COS INC COM 37047F103 1119 66300 SH SOLE 66300
GENERAL RE CORP COM 370563108 7919 50199 SH SOLE 50199
GENERAL SIGNAL CORP COM 370838104 1835 42916 SH SOLE 42916
GENUINE PARTS CO COM 372460105 3422 76900 SH SOLE 76900
GENZYME CORP COM GENL DIV 372917104 1053 48400 SH SOLE 48400
GEORGIA GULF CORP COM PAR $0.01 373200203 801 29800 SH SOLE 29800
GEORGIA PAC CORP COM 373298108 4165 57843 SH SOLE 57843
GIANT FOOD INC CL A 374478105 1432 41500 SH SOLE 41500
GILLETTE CO COM 375766102 21914 281857 SH SOLE 281857
GLENAYRE TECHNOLOGIES INC COM 377899109 936 43412 SH SOLE 43412
GLOBAL MARINE INC COM 379352404 227 11000 SH SOLE 11000
GOLDEN WEST FINL CORP DEL COM 381317106 2172 34400 SH SOLE 34400
GOODRICH B F CO COM 382388106 1623 40080 SH SOLE 40080
GOODYEAR TIRE & RUBR CO COM 382550101 5276 102692 SH SOLE 102692
GRACE W R & CO DEL COM 383911104 3123 60351 SH SOLE 60351
GRAINGER W W INC COM 384802104 2231 27800 SH SOLE 27800
GRAND CASINOS INC COM 385269105 336 24900 SH SOLE 24900
GREAT LAKES CHEM CORP COM 390568103 2015 43100 SH SOLE 43100
GREAT WESTN FINL CORP COM 391442100 2427 83700 SH SOLE 83700
GREEN TREE FINL CORP COM 393505102 3859 99900 SH SOLE 99900
GREENPOINT FINL CORP COM 395384100 1165 24650 SH SOLE 24650
GUIDANT CORP COM 401698105 2949 51731 SH SOLE 51731
HBO & CO COM 404100109 3343 56300 SH SOLE 56300
HFS INC COM 404181109 4469 74800 SH SOLE 74800
HALLIBURTON CO COM 406216101 4501 74700 SH SOLE 74700
HARCOURT GEN INC COM 41163G101 1840 39895 SH SOLE 39895
HARLEY DAVIDSON INC COM 412822108 2571 54700 SH SOLE 54700
HARRAHS ENTMT INC COM 413619107 1441 72493 SH SOLE 72493
HARRIS CORP DEL COM 413875105 2182 31800 SH SOLE 31800
HARSCO CORP COM 415864107 1699 24800 SH SOLE 24800
HASBRO INC COM 418056107 1841 47358 SH SOLE 47358
HEALTHSOUTH CORP COM 421924101 3577 92600 SH SOLE 92600
HEALTH MGMT ASSOC INC NEW CL A 421933102 1693 75250 SH SOLE 75250
HEALTH SYSTEMS INTERNATIONAL COM 421949108 718 29000 SH SOLE 29000
HEINZ H J CO COM 423074103 7114 199000 SH SOLE 199000
HERCULES INC COM 427056106 2988 69091 SH SOLE 69091
HERSHEY FOODS CORP COM 427866108 2835 64800 SH SOLE 64800
HEWLETT PACKARD CO COM 428236103 25310 503682 SH SOLE 503682
<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
HILLENBRAND INDS INC COM 431573104 1196 33000 SH SOLE 33000
HILTON HOTELS CORP COM 432848109 3399 130100 SH SOLE 130100
HOME DEPOT INC COM 437076102 15213 303511 SH SOLE 303511
HOMESTAKE MNG CO COM 437614100 1446 101440 SH SOLE 101440
HONEYWELL INC COM 438506107 5418 82400 SH SOLE 82400
HOST MARRIOTT CORP COM 441078102 1779 111167 SH SOLE 111167
HOUSEHOLD INTL INC COM 441815107 5699 61780 SH SOLE 61780
HOUSTON INDS INC COM 442161105 3022 133574 SH SOLE 133574
HUBBELL INC CL B 443510201 3857 89174 SH SOLE 89174
HUMANA INC COM 444859102 2113 110500 SH SOLE 110500
HUNTINGTON BANCSHARES INC COM 446150104 2662 100928 SH SOLE 100928
IBP INC COM 449223106 1695 69900 SH SOLE 69900
IMC GLOBAL INC COM 449669100 1876 47956 SH SOLE 47956
ITT HARTFORD GROUP INC COM 45068H106 5045 74738 SH SOLE 74738
ITT INDS INC IND COM 450911102 1811 73903 SH SOLE 73903
ITT CORP NEW COM 450912100 3327 76703 SH SOLE 76703
IDEXX LABS CORP COM 45168D104 940 26100 SH SOLE 26100
ILLINOIS CENT CORP COM SER A 451841100 1527 47707 SH SOLE 47707
ILLINOIS TOOL WKS INC COM 452308109 5128 64200 SH SOLE 64200
ILLINOVA CORP COM 452317100 1847 67159 SH SOLE 67159
IMATION CORP COM 45245A107 956 33991 SH SOLE 33991
INFINITY BROADCASTING CORP CL A 456626100 2722 80950 SH SOLE 80950
INFORMIX CORP COM 456779107 1611 79086 SH SOLE 79086
INGERSOLL RAND CO COM 456866102 3211 72147 SH SOLE 72147
INLAND STL INDS INC COM 457472108 736 36800 SH SOLE 36800
INPUT/OUTPUT INC COM 457652105 583 31500 SH SOLE 31500
INTEL CORP COM 458140100 67691 516970 SH SOLE 516970
INTERNATIONAL BUSINESS MACHS COM 459200101 51301 339745 SH SOLE 339745
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2806 62350 SH SOLE 62350
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1549 84900 SH SOLE 84900
INTL PAPER CO COM 460146103 7423 183855 SH SOLE 183855
INTERNATIONAL RECTIFIER CORP COM 460254105 625 41012 SH SOLE 41012
INTERNEURON PHARMACEUTICALS COM 460573108 725 27900 SH SOLE 27900
INTERPUBLIC GROUP COS INC COM 460690100 3622 76258 SH SOLE 76258
INTERSTATE BAKERIES CORP DEL COM 46072H108 825 16800 SH SOLE 16800
INTUIT COM 461202103 879 27900 SH SOLE 27900
IOMEGA CORP COM 462030107 1016 58500 SH SOLE 58500
IPALCO ENTERPRISES INC COM 462613100 1481 54350 SH SOLE 54350
IVAX CORP COM 465823102 751 73262 SH SOLE 73262
JLG INDS INC COM 466210101 571 35700 SH SOLE 35700
JAMES RIV CORP VA COM 470349101 1592 48050 SH SOLE 48050
JEFFERSON PILOT CORP COM 475070108 2910 51387 SH SOLE 51387
JOHNSON & JOHNSON COM 478160104 41487 833900 SH SOLE 833900
JOHNSON CTLS INC COM 478366107 2478 29900 SH SOLE 29900
K MART CORP COM 482584109 3235 311800 SH SOLE 311800
KANSAS CITY PWR & LT CO COM 485134100 1667 58500 SH SOLE 58500
KANSAS CITY SOUTHN INDS INC COM 485170104 1446 32144 SH SOLE 32144
KELLOGG CO COM 487836108 3936 59973 SH SOLE 59973
KELLY SVCS INC CL A 488152208 1054 39050 SH SOLE 39050
KERR MCGEE CORP COM 492386107 2700 37500 SH SOLE 37500
<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
KEYCORP NEW COM 493267108 7591 150315 SH SOLE 150315
KIMBERLY CLARK CORP COM 494368103 16824 176630 SH SOLE 176630
KING WORLD PRODTNS INC COM 495667107 758 20552 SH SOLE 20552
KNIGHT RIDDER INC COM 499040103 2220 58050 SH SOLE 58050
KOHLS CORP COM 500255104 1931 49200 SH SOLE 49200
KROGER CO COM 501044101 3530 75914 SH SOLE 75914
LCI INTL INC COM 501813109 1410 65600 SH SOLE 65600
LSI LOGIC CORP COM 502161102 2314 86500 SH SOLE 86500
LAFARGE CORP COM 505862102 211 10500 SH SOLE 10500
LEARNING INC COM 522008101 398 27700 SH SOLE 27700
LEGGETT & PLATT INC COM 524660107 2330 67300 SH SOLE 67300
LEHMAN BROS HLDGS INC COM 524908100 2149 68490 SH SOLE 68490
LILLY ELI & CO COM 532457108 21061 288503 SH SOLE 288503
LIMITED INC COM 532716107 2718 147943 SH SOLE 147943
LINCARE HLDGS INC COM 532791100 906 22100 SH SOLE 22100
LINCOLN NATL CORP IND COM 534187109 3652 69554 SH SOLE 69554
LINEAR TECHNOLOGY CORP COM 535678106 2365 53900 SH SOLE 53900
LITTON INDS INC COM 538021106 1369 28738 SH SOLE 28738
LIZ CLAIBORNE INC COM 539320101 2044 52920 SH SOLE 52920
LOCKHEED MARTIN CORP COM 539830109 9858 107742 SH SOLE 107742
LOCTITE CORP DEL COM 540137106 1126 18500 SH SOLE 18500
LOEWS CORP COM 540424108 5784 61368 SH SOLE 61368
LONG ISLAND LTG CO COM 542671102 1690 76400 SH SOLE 76400
LOUISIANA LD & EXPL CO COM 546268103 1353 25234 SH SOLE 25234
LOUISIANA PAC CORP COM 546347105 1479 70000 SH SOLE 70000
LOWES COS INC COM 548661107 3220 90700 SH SOLE 90700
LUBRIZOL CORP COM 549271104 1423 45893 SH SOLE 45893
LUCENT TECHNOLOGIES INC COM 549463107 18154 392512 SH SOLE 392512
LYONDELL PETROCHEMICAL CO COM 552078107 579 26300 SH SOLE 26300
MBIA INC COM 55262C100 2906 28700 SH SOLE 28700
MBNA CORP COM 55262L100 5201 125325 SH SOLE 125325
MCI COMMUNICATIONS CORP COM 552673105 14271 436603 SH SOLE 436603
MFS COMMUNICATIONS INC COM 55272T101 3728 68400 SH SOLE 68400
MGIC INVT CORP WIS COM 552848103 2989 39327 SH SOLE 39327
MACROMEDIA INC COM 556100105 508 28200 SH SOLE 28200
MALLINCKRODT INC NEW COM 561232109 2264 51300 SH SOLE 51300
MANPOWER INC COM 56418H100 1749 53800 SH SOLE 53800
MAPCO INC COM 565097102 1462 43000 SH SOLE 43000
MARSH & MCLENNAN COS INC COM 571748102 5037 48436 SH SOLE 48436
MARSHALL & ILSLEY CORP COM 571834100 2645 76400 SH SOLE 76400
MARRIOTT INTL INC COM 571900109 3752 67908 SH SOLE 67908
MARTIN MARIETTA MATLS INC COM 573284106 683 29360 SH SOLE 29360
MASCO CORP COM 574599106 3743 103973 SH SOLE 103973
MATTEL INC COM 577081102 4859 175088 SH SOLE 175088
MAXIM INTEGRATED PRODS INC COM 57772K101 1979 45750 SH SOLE 45750
MAY DEPT STORES CO COM 577778103 7543 161346 SH SOLE 161346
MAYTAG CORP COM 578592107 1436 72700 SH SOLE 72700
MCAFEE ASSOCS INC COM 579057100 1252 28462 SH SOLE 28462
MCCORMICK & CO INC COM NON VTG 579780206 1385 58800 SH SOLE 58800
MCDONALDS CORP COM 580135101 19881 439367 SH SOLE 439367
<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
MCDONNELL DOUGLAS CORP COM 580169100 6296 98370 SH SOLE 98370
MCGRAW HILL COS INC COM 580645109 3086 66900 SH SOLE 66900
MCKESSON CORP NEW COM 581557105 1406 25100 SH SOLE 25100
MEAD CORP COM 582834107 2817 48472 SH SOLE 48472
MEDIC COMPUTER SYS INC COM 584472104 806 20000 SH SOLE 20000
MEDPARTNERS INC NEW COM 58503X107 1970 93821 SH SOLE 93821
MEDTRONIC INC COM 585055106 10220 150300 SH SOLE 150300
MELLON BK CORP COM 585509102 6550 92257 SH SOLE 92257
MERCANTILE BANCORPORATION INC COM 587342106 306 5950 SH SOLE 5950
MERCANTILE BANKSHARES CORP COM 587405101 1718 53700 SH SOLE 53700
MERCANTILE STORES INC COM 587533100 1138 23050 SH SOLE 23050
MERCK & CO INC COM 589331107 60191 759504 SH SOLE 759504
MERCURY FIN CO COM 589395102 1283 104750 SH SOLE 104750
MEREDITH CORP COM 589433101 1134 21500 SH SOLE 21500
MERRILL LYNCH & CO INC COM 590188108 8541 104800 SH SOLE 104800
MICROSOFT CORP COM 594918104 41551 502884 SH SOLE 502884
MICRON ELECTRONICS INC COM 595100108 212 10900 SH SOLE 10900
MICRON TECHNOLOGY INC COM 595112103 3118 107072 SH SOLE 107072
MIDAMERICA ENERGY HLDGS CO COM 595920109 1035 65200 SH SOLE 65200
MILLIPORE CORP COM 601073109 1469 35500 SH SOLE 35500
MINNESOTA MNG & MFG CO COM 604059105 21516 259619 SH SOLE 259619
MIRAGE RESORTS INC COM 60462E104 2762 127700 SH SOLE 127700
MOBIL CORP COM 607059102 30320 248019 SH SOLE 248019
MOLEX INC COM 608554101 2338 59762 SH SOLE 59762
MONEY STORE INC COM 60934T101 696 25200 SH SOLE 25200
MONSANTO CO COM 611662107 14302 367890 SH SOLE 367890
MONTANA POWER CO COM 612085100 868 40600 SH SOLE 40600
MORGAN J P & CO INC COM 616880100 11356 116325 SH SOLE 116325
MORGAN STANLEY GROUP INC COM 617446109 3256 57000 SH SOLE 57000
MORTON INTL INC COM 619331101 4227 103729 SH SOLE 103729
MOTOROLA INC COM 620076109 22824 371880 SH SOLE 371880
MURPHY OIL CORP COM 626717102 2075 37300 SH SOLE 37300
MYLAN LABS INC COM 628530107 1430 85350 SH SOLE 85350
NGC CORP COM 629121104 1986 85400 SH SOLE 85400
NIPSCO INDS INC COM 629140104 1858 46885 SH SOLE 46885
NABISCO HLDGS CORP CL A 629526104 222 5700 SH SOLE 5700
NABORS INDS INC COM 629568106 1321 68600 SH SOLE 68600
NALCO CHEM CO COM 629853102 1730 47894 SH SOLE 47894
NATIONAL CITY CORP COM 635405103 6525 145400 SH SOLE 145400
NATIONAL SEMICONDUCTOR CORP COM 637640103 2242 92000 SH SOLE 92000
NATIONAL SVC INDS INC COM 637657107 1635 43750 SH SOLE 43750
NATIONSBANK CORP COM 638585109 18523 189490 SH SOLE 189490
NEIMAN MARCUS GROUP INC COM 640204103 510 20000 SH SOLE 20000
NELLCOR PURITAN BENNET INC COM 640275103 954 43600 SH SOLE 43600
NETSCAPE COMMUNICATIONS CORP COM 641149109 2076 36500 SH SOLE 36500
NETWORK GEN CORP COM 641210109 1038 34300 SH SOLE 34300
NEW ENGLAND ELEC SYS COM 644001109 1747 50100 SH SOLE 50100
NEW WORLD COMMUNICATIONS GROUP CL A 64927A103 1106 43800 SH SOLE 43800
NEW YORK ST ELEC & GAS CORP COM 649840105 1114 51500 SH SOLE 51500
NEW YORK TIMES CO CL A 650111107 2489 65500 SH SOLE 65500
<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
NEWELL CO COM 651192106 3340 106030 SH SOLE 106030
NEWMONT MINING CORP COM 651639106 2855 63799 SH SOLE 63799
NEWPORT NEWS SHIPBUILDING INC COM 652228107 338 22534 SH SOLE 22534
NEXTEL COMMUNICATIONS INC CL A 65332V103 1241 95000 SH SOLE 95000
NIAGARA MOHAWK PWR CORP COM 653522102 1117 113100 SH SOLE 113100
NICOR INC COM 654086107 1494 41800 SH SOLE 41800
NIKE INC CL B 654106103 5011 83872 SH SOLE 83872
NINE WEST GROUP INC COM 65440D102 956 20610 SH SOLE 20610
NOBLE AFFILIATES INC COM 654894104 1656 34600 SH SOLE 34600
NOBLE DRILLING CORP COM 655042109 1561 78534 SH SOLE 78534
NORAM ENERGY CORP COM 655419109 1295 84200 SH SOLE 84200
NORDSTROM INC COM 655664100 1337 37739 SH SOLE 37739
NORFOLK SOUTHERN CORP COM 655844108 7044 80500 SH SOLE 80500
NORTHEAST UTILS COM 664397106 1239 93500 SH SOLE 93500
NORTHN STS PWR CO MINN COM 665772109 2124 46300 SH SOLE 46300
NORTHERN TR CORP COM 665859104 2458 67800 SH SOLE 67800
NORTHROP GRUMMAN CORP COM 666807102 2676 32340 SH SOLE 32340
NORTHWEST AIRLS CORP CL A 667280101 1945 49700 SH SOLE 49700
NORWEST CORP COM 669380107 10319 237213 SH SOLE 237213
NOVELL INC COM 670006105 2022 213513 SH SOLE 213513
NUCOR CORP COM 670346105 3001 58836 SH SOLE 58836
NYNEX CORP COM 670768100 13006 270245 SH SOLE 270245
OAKWOOD HOMES CORP COM 674098108 840 36700 SH SOLE 36700
OCCIDENTAL PETE CORP DEL COM 674599105 4586 196187 SH SOLE 196187
OCTEL COMMUNICATIONS CORP COM 675724108 494 28204 SH SOLE 28204
OFFICE DEPOT INC COM 676220106 1734 97700 SH SOLE 97700
OHIO CAS CORP COM 677240103 1008 28400 SH SOLE 28400
OHIO EDISON CO COM 677347106 2211 97200 SH SOLE 97200
OKLAHOMA GAS & ELEC CO COM 678858101 1457 34900 SH SOLE 34900
OLD REP INTL CORP COM 680223104 1525 57000 SH SOLE 57000
OLIN CORP COM PAR $1 680665205 1322 35134 SH SOLE 35134
OMNICARE INC COM 681904108 1452 45200 SH SOLE 45200
ORACLE CORP COM 68389X105 13419 321425 SH SOLE 321425
ORNDA HEALTHCORP COM 686857103 1062 36300 SH SOLE 36300
ORYX ENERGY COMPANY COM 68763F100 2398 96900 SH SOLE 96900
OWENS CORNING COM 69073F103 1624 38100 SH SOLE 38100
OWENS ILL INC COM NEW 690768403 2114 92926 SH SOLE 92926
OXFORD HEALTH PLANS INC COM 691471106 2998 51200 SH SOLE 51200
PECO ENERGY CO COM 693304107 3429 135800 SH SOLE 135800
PNC BK CORP COM 693475105 8206 218106 SH SOLE 218106
P P & L RES INC COM 693499105 2521 109600 SH SOLE 109600
PPG INDS INC COM 693506107 6605 117690 SH SOLE 117690
PACCAR INC COM 693718108 1695 24925 SH SOLE 24925
PACIFIC ENTERPRISES COM 694232109 1771 58300 SH SOLE 58300
PACIFIC GAS & ELEC CO COM 694308107 5379 256154 SH SOLE 256154
PACIFIC TELESIS GROUP COM 694890104 9742 265090 SH SOLE 265090
PACIFICARE HEALTH SYS INC CL B 695110205 1526 17900 SH SOLE 17900
PACIFICORP COM 695114108 3612 176192 SH SOLE 176192
PAGING NETWORK INC COM 695542100 1125 73800 SH SOLE 73800
PAINE WEBBER GROUP INC COM 695629105 1613 57350 SH SOLE 57350
<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
PAIRGAIN TECHNOLOGIES INC COM 695934109 1327 43600 SH SOLE 43600
PALL CORP COM 696429307 2030 79610 SH SOLE 79610
PANENERGY CORP COM 697926103 4428 98400 SH SOLE 98400
PARAMETRIC TECHNOLOGY CORP COM 699173100 4562 88800 SH SOLE 88800
PARKER HANNIFIN CORP COM 701094104 2005 51750 SH SOLE 51750
PAYCHEX INC COM 704326107 267 5200 SH SOLE 5200
PAYLESS SHOESOURCE INC COM 704379106 1322 35255 SH SOLE 35255
PENNEY J C INC COM 708160106 5834 119678 SH SOLE 119678
PENNZOIL CO COM 709903108 1757 31100 SH SOLE 31100
PEOPLES ENERGY CORP COM 711030106 1094 32300 SH SOLE 32300
PEOPLESOFT INC COM 712713106 230 4800 SH SOLE 4800
PEP BOYS MANNY MOE & JACK COM 713278109 1510 49100 SH SOLE 49100
PEPSICO INC COM 713448108 28762 983328 SH SOLE 983328
PERKIN ELMER CORP COM 714041100 2497 42411 SH SOLE 42411
PHARMACIA & UPJOHN INC COM 716941109 10843 273636 SH SOLE 273636
PFIZER INC COM 717081103 33142 399900 SH SOLE 399900
PHELPS DODGE CORP COM 717265102 2964 43910 SH SOLE 43910
PHILIP MORRIS COS INC COM 718154107 58466 519123 SH SOLE 519123
PHILLIPS PETE CO COM 718507106 5975 135023 SH SOLE 135023
PHYCOR INC COM 71940F100 1132 39900 SH SOLE 39900
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 178 23000 SH SOLE 23000
PHYSICIAN SALES & SVC INC COM 71940L107 423 29400 SH SOLE 29400
PICTURETEL CORP COM NEW 720035302 629 24200 SH SOLE 24200
PINNACLE WEST CAP CORP COM 723484101 2713 85447 SH SOLE 85447
PIONEER HI BRED INTL INC COM 723686101 3283 46900 SH SOLE 46900
PITNEY BOWES INC COM 724479100 5232 96001 SH SOLE 96001
PITTSTON CO COM BRINKS GRP 725701106 974 36075 SH SOLE 36075
POLAROID CORP COM 731095105 1013 23295 SH SOLE 23295
PORTLAND GEN CORP COM 736506106 2524 60094 SH SOLE 60094
POTLATCH CORP COM 737628107 959 22300 SH SOLE 22300
POTOMAC ELEC PWR CO COM 737679100 1898 73700 SH SOLE 73700
PRAXAIR INC COM 74005P104 4636 100500 SH SOLE 100500
PREMISYS COMMUNICATIONS INC COM 740584107 456 13500 SH SOLE 13500
PRICE/COSTCO INC COM 74143W102 3325 132357 SH SOLE 132357
PRICE T ROWE & ASSOCIATES COM 741477103 2040 46892 SH SOLE 46892
PROCTER & GAMBLE CO COM 742718109 46111 428936 SH SOLE 428936
PROGRESSIVE CORP OHIO COM 743315103 2324 34500 SH SOLE 34500
PROMUS HOTEL CORP COM 74342H104 1299 43846 SH SOLE 43846
PROTECTIVE LIFE CORP COM 743674103 1164 29200 SH SOLE 29200
PROVIDIAN CORP COM 744061102 3926 76419 SH SOLE 76419
PUBLIC SERVICE CO COLO COM 744448101 2046 52623 SH SOLE 52623
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3886 142600 SH SOLE 142600
QUAKER OATS CO COM 747402105 3405 89300 SH SOLE 89300
QUALCOMM INC COM 747525103 1398 35070 SH SOLE 35070
QUESTAR CORP COM 748356102 1238 33700 SH SOLE 33700
QUINTILES TRANSNATIONAL CORP COM 748767100 954 14400 SH SOLE 14400
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 6086 178998 SH SOLE 178998
RPM INC OHIO COM 749685103 609 35850 SH SOLE 35850
RALSTON PURINA CO COM RAL-PUR GP 751277302 5050 68828 SH SOLE 68828
RATIONAL SOFTWARE CORP COM NEW 75409P202 1092 27600 SH SOLE 27600
<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
RAYCHEM CORP DEL COM 754603108 2604 32500 SH SOLE 32500
RAYONIER INC COM 754907103 987 25720 SH SOLE 25720
RAYTHEON CO COM 755111101 7281 151301 SH SOLE 151301
READ-RITE CORP COM 755246105 818 32400 SH SOLE 32400
READERS DIGEST ASSN INC CL A NON VTG 755267101 1718 42676 SH SOLE 42676
READERS DIGEST ASSN INC CL B 755267200 602 16600 SH SOLE 16600
READING & BATES CORP COM NEW 755281805 1288 48600 SH SOLE 48600
REEBOK INTL LTD COM 758110100 1810 43100 SH SOLE 43100
REGIONS FINL CORP COM 758940100 1675 32400 SH SOLE 32400
RELIASTAR FINL CORP COM 75952U103 1892 32758 SH SOLE 32758
REPUBLIC INDS INC COM 760516104 2860 91700 SH SOLE 91700
REPUBLIC N Y CORP COM 760719104 3485 42700 SH SOLE 42700
REYNOLDS METALS CO COM 761763101 2156 38237 SH SOLE 38237
RHONE POULENC RORER INC COM 76242T104 2266 29010 SH SOLE 29010
RICHFOOD HLDGS INC COM 763408101 938 38694 SH SOLE 38694
RITE AID CORP COM 767754104 2264 56950 SH SOLE 56950
ROBERT HALF INTL INC COM 770323103 1688 49100 SH SOLE 49100
ROCKWELL INTL CORP NEW COM 773903109 6328 103948 SH SOLE 103948
ROHM & HAAS CO COM 775371107 2294 28100 SH SOLE 28100
ROUSE CO COM 779273101 2057 64800 SH SOLE 64800
ROWAN COS INC COM 779382100 1382 61100 SH SOLE 61100
RUBBERMAID INC COM 781088109 2279 100178 SH SOLE 100178
RUSSELL CORP COM 782352108 928 31200 SH SOLE 31200
RYDER SYS INC COM 783549108 1828 64991 SH SOLE 64991
SBC COMMUNICATIONS INC COM 78387G103 19533 377447 SH SOLE 377447
SCI SYS INC COM 783890106 727 16300 SH SOLE 16300
SPDR TR UNIT SER 1 78462F103 1853 25080 SH SOLE 25080
SAFECO CORP COM 786429100 3376 85600 SH SOLE 85600
SAFEGUARD SCIENTIFICS INC COM 786449108 597 18800 SH SOLE 18800
SAFEWAY INC COM NEW 786514208 6032 141100 SH SOLE 141100
ST JUDE MED INC COM 790849103 2336 54800 SH SOLE 54800
ST PAUL COS INC COM 792860108 3370 57478 SH SOLE 57478
SALOMON INC COM 79549B107 3165 67154 SH SOLE 67154
SANTA FE ENERGY RES INC COM 802012104 957 68962 SH SOLE 68962
SANTA FE PACIFIC GOLD CORP COM 802176107 1308 85082 SH SOLE 85082
SARA LEE CORP COM 803111103 11386 305675 SH SOLE 305675
SCANA CORP COM 805898103 2046 76500 SH SOLE 76500
SCHERING PLOUGH CORP COM 806605101 14889 229941 SH SOLE 229941
SCHWAB CHARLES CORP NEW COM 808513105 2419 75600 SH SOLE 75600
SCIENTIFIC ATLANTA INC COM 808655104 846 56400 SH SOLE 56400
SCRIPPS HOWARD INC CL A 811054204 688 19670 SH SOLE 19670
SEAGATE TECHNOLOGY COM 811804103 5333 135000 SH SOLE 135000
SEARS ROEBUCK & CO COM 812387108 10036 217576 SH SOLE 217576
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 605 19200 SH SOLE 19200
SENSORMATIC ELECTRS CORP COM 817265101 868 51824 SH SOLE 51824
SERVICE CORP INTL COM 817565104 4530 161800 SH SOLE 161800
SHAW INDS INC COM 820286102 1012 86100 SH SOLE 86100
SHERWIN WILLIAMS CO COM 824348106 2773 49524 SH SOLE 49524
SHIVA CORP COM 824851109 596 17100 SH SOLE 17100
SIGMA ALDRICH CORP COM 826552101 2197 35180 SH SOLE 35180
<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
SIGNET BKG CORP COM 826681108 1655 53814 SH SOLE 53814
SILICON GRAPHICS INC COM 827056102 2845 111562 SH SOLE 111562
SIMON DEBARTOLO GROUP INC COM 828781104 234 7561 SH SOLE 7561
SMITH INTL INC COM 832110100 1396 31100 SH SOLE 31100
SNAP ON INC COM 833034101 1630 45750 SH SOLE 45750
SONAT INC COM 835415100 3291 63899 SH SOLE 63899
SONOCO PRODS CO COM 835495102 1784 68965 SH SOLE 68965
SOUTHERN CO COM 842587107 9171 405364 SH SOLE 405364
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1901 48900 SH SOLE 48900
SOUTHLAND CORP COM NEW 844436402 139 46900 SH SOLE 46900
SOUTHTRUST CORP COM 844730101 2337 67000 SH SOLE 67000
SOUTHWEST AIRLS CO COM 844741108 2026 91590 SH SOLE 91590
SOUTHWESTERN PUB SVC CO COM 845743103 1790 50600 SH SOLE 50600
SPEEDWAY MOTORSPORTS INC COM 847788106 227 10800 SH SOLE 10800
SPRINT CORP COM 852061100 10867 272517 SH SOLE 272517
STANDARD FED BANCORPORATION COM 853386100 1560 27436 SH SOLE 27436
STANLEY WKS COM 854616109 1295 47978 SH SOLE 47978
STAPLES INC COM 855030102 2114 117037 SH SOLE 117037
STAR BANC CORP COM 855083101 2187 23800 SH SOLE 23800
STARBUCKS CORP COM 855244109 1437 50200 SH SOLE 50200
STATE ST BOSTON CORP COM 857473102 3684 57117 SH SOLE 57117
STERIS CORP COM 859152100 1232 28324 SH SOLE 28324
STERLING COMM INC COM 859205106 1229 34871 SH SOLE 34871
STERLING SOFTWARE INC COM 859547101 687 21720 SH SOLE 21720
STONE CONTAINER CORP COM 861589109 918 61700 SH SOLE 61700
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1700 35700 SH SOLE 35700
STRYKER CORP COM 863667101 1685 56400 SH SOLE 56400
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 3395 36461 SH SOLE 36461
SUMMIT BANCORP COM 866005101 2892 66100 SH SOLE 66100
SUN INC COM 866762107 1343 55100 SH SOLE 55100
SUN MICROSYSTEMS INC COM 866810104 6100 237456 SH SOLE 237456
SUNAMERICA INC COM 866930100 364 8200 SH SOLE 8200
SUNBEAM CORP COM 867071102 1542 59901 SH SOLE 59901
SUNDSTRAND CORP COM 867323107 2112 49700 SH SOLE 49700
SUNGLASS HUT INTL INC COM 86736F106 360 49600 SH SOLE 49600
SUNTRUST BKS INC COM 867914103 7401 150280 SH SOLE 150280
SUPERVALU INC COM 868536103 1416 49900 SH SOLE 49900
SYBASE INC COM 871130100 891 53400 SH SOLE 53400
SYSCO CORP COM 871829107 3905 119691 SH SOLE 119691
TCI SATELLITE ENTMT INC CL A 872298104 405 40983 SH SOLE 40983
TECO ENERGY INC COM 872375100 2026 84000 SH SOLE 84000
TIG HLDGS INC COM 872469101 2463 72722 SH SOLE 72722
TJX COS INC NEW COM 872540109 2544 53706 SH SOLE 53706
TRW INC COM 872649108 4200 84852 SH SOLE 84852
TAMBRANDS INC COM 875080103 1240 30335 SH SOLE 30335
TANDEM COMPUTERS INC COM 875370108 1189 86500 SH SOLE 86500
TANDY CORP COM 875382103 1804 41000 SH SOLE 41000
TECUMSEH PRODS CO CL A 878895200 451 7857 SH SOLE 7857
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 5354 409843 SH SOLE 409843
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 3368 117931 SH SOLE 117931
<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
TELEPHONE & DATA SYS INC COM 879433100 1537 42400 SH SOLE 42400
TELLABS INC COM 879664100 3928 104400 SH SOLE 104400
TEMPLE INLAND INC COM 879868107 2018 37293 SH SOLE 37293
TENET HEALTHCARE CORP COM 88033G100 3054 139601 SH SOLE 139601
TENNECO INC NEW COM 88037E101 5084 112670 SH SOLE 112670
TERADYNE INC COM 880770102 1428 58602 SH SOLE 58602
TEXACO INC COM 881694103 16780 171006 SH SOLE 171006
TEXAS INSTRS INC COM 882508104 7601 119234 SH SOLE 119234
TEXAS UTILS CO COM 882848104 5442 133540 SH SOLE 133540
TEXTRON INC COM 883203101 5083 53931 SH SOLE 53931
THERMO FIBERTEK INC COM 88355W105 222 23800 SH SOLE 23800
THERMO ELECTRON CORP COM 883556102 3915 94912 SH SOLE 94912
THERMOLASE CORP COM 883624108 235 14900 SH SOLE 14900
THERMEDICS INC COM 883901100 337 18590 SH SOLE 18590
THOMAS & BETTS CORP COM 884315102 1531 34500 SH SOLE 34500
3COM CORP COM 885535104 7910 107800 SH SOLE 107800
360 COMMUNICATIONS CO COM 885571109 1986 85872 SH SOLE 85872
TIDEWATER INC COM 886423102 2023 44700 SH SOLE 44700
TIFFANY & CO NEW COM 886547108 938 25600 SH SOLE 25600
TIME WARNER INC COM 887315109 9881 263483 SH SOLE 263483
TIMES MIRROR CO NEW COM SER A 887364107 2741 55100 SH SOLE 55100
TIMKEN CO COM 887389104 923 20124 SH SOLE 20124
TORCHMARK CORP COM 891027104 2368 46900 SH SOLE 46900
TOSCO CORP COM NEW 891490302 2253 28468 SH SOLE 28468
TOYS R US INC COM 892335100 4900 163331 SH SOLE 163331
TRANSAMERICA CORP COM 893485102 3668 46434 SH SOLE 46434
TRAVELERS GROUP INC COM 894190107 18006 396830 SH SOLE 396830
TRIBUNE CO NEW COM 896047107 2587 32800 SH SOLE 32800
TUPPERWARE CORP COM 899896104 2370 44200 SH SOLE 44200
TYCO INTERNATIONAL LTD COM 902120104 4931 93266 SH SOLE 93266
TYSON FOODS INC CL A 902494103 1884 54995 SH SOLE 54995
UAL CORP COM PAR $0.01 902549500 2475 39600 SH SOLE 39600
UCAR INTL INC COM 90262K109 574 15260 SH SOLE 15260
USX MARATHON GROUP COM NEW 902905827 4551 190609 SH SOLE 190609
UST INC COM 902911106 4168 128742 SH SOLE 128742
USA WASTE SVCS INC COM 902917103 2557 80211 SH SOLE 80211
UNUM CORP COM 903192102 3438 47580 SH SOLE 47580
USF&G CORP COM 903290104 1754 84000 SH SOLE 84000
U S G CORP COM NEW 903293405 1331 39300 SH SOLE 39300
USX-U S STL COM 90337T101 1770 56400 SH SOLE 56400
U S ROBOTICS CORP COM 90338F100 3996 55500 SH SOLE 55500
UNICOM CORP COM 904911104 4241 156368 SH SOLE 156368
UNION CAMP CORP COM 905530101 2197 46000 SH SOLE 46000
UNION CARBIDE CORP COM 905581104 3241 79300 SH SOLE 79300
UNION ELEC CO COM 906548102 2422 62900 SH SOLE 62900
UNION PAC CORP COM 907818108 8452 140572 SH SOLE 140572
UNION PAC RES GROUP INC COM 907834105 3470 118634 SH SOLE 118634
UNISYS CORP COM 909214108 872 129200 SH SOLE 129200
UNITED HEALTHCARE CORP COM 910581107 5271 117125 SH SOLE 117125
U S BANCORP ORE COM 911596104 4885 108702 SH SOLE 108702
<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
UNITED STATES CELLULAR CORP COM 911684108 1059 38000 SH SOLE 38000
USAIR GROUP INC COM 911905107 1068 45700 SH SOLE 45700
UNITED STATES SURGICAL CORP COM 912707106 1673 42500 SH SOLE 42500
U S WEST INC COM-COMMUNCTNS 912889102 8813 273267 SH SOLE 273267
U S WEST INC COM-MEDIA GRP 912889201 4991 269783 SH SOLE 269783
UNITED TECHNOLOGIES CORP COM 913017109 10298 156032 SH SOLE 156032
UNITRIN INC COM 913275103 1422 25500 SH SOLE 25500
UNOCAL CORP COM 915289102 6684 164520 SH SOLE 164520
V F CORP COM 918204108 2599 38500 SH SOLE 38500
VALERO ENERGY CORP COM 919138107 947 33100 SH SOLE 33100
VALLEY NATL BANCORP COM 919794107 892 34820 SH SOLE 34820
VALUE HEALTH INC COM 920393105 819 42000 SH SOLE 42000
VARIAN ASSOC INC COM 922204102 1836 36087 SH SOLE 36087
VASTAR RES INC COM 922380100 693 18240 SH SOLE 18240
VERIFONE INC COM 923429104 569 19300 SH SOLE 19300
VIAD CORP COM 92552R109 955 57900 SH SOLE 57900
VIACOM INC CL A 925524100 1718 49800 SH SOLE 49800
VIACOM INC CL B 925524308 8910 255495 SH SOLE 255495
VIKING OFFICE PRODS COM 926913104 1697 63600 SH SOLE 63600
VIVRA INC COM 92855M104 820 29700 SH SOLE 29700
VULCAN MATLS CO COM 929160109 1510 24800 SH SOLE 24800
WMX TECHNOLOGIES INC COM 92929Q107 9898 303400 SH SOLE 303400
WACHOVIA CORP COM 929771103 6426 113730 SH SOLE 113730
WAL MART STORES INC COM 931142103 20536 897767 SH SOLE 897767
WALGREEN CO COM 931422109 6609 165220 SH SOLE 165220
WARNER LAMBERT CO COM 934488107 12750 170006 SH SOLE 170006
WASHINGTON MUT INC COM 939322103 1906 44000 SH SOLE 44000
WASHINGTON POST CO CL B 939640108 1810 5400 SH SOLE 5400
WATSON PHARMACEUTICALS INC COM 942683103 1087 24200 SH SOLE 24200
WEATHERFORD ENTERRA INC COM 947071106 1116 37200 SH SOLE 37200
WELLS FARGO & CO DEL COM 949740104 16448 60976 SH SOLE 60976
WENDYS INTL INC COM 950590109 1747 85200 SH SOLE 85200
WESCO FINL CORP COM 950817106 748 4000 SH SOLE 4000
WESTERN ATLAS INC COM 957674104 2190 30900 SH SOLE 30900
WESTERN NATL CORP COM 958845109 920 47800 SH SOLE 47800
WESTERN RES INC COM 959425109 1417 45900 SH SOLE 45900
WESTINGHOUSE ELEC CORP COM 960402105 5120 257600 SH SOLE 257600
WESTVACO CORP COM 961548104 1847 64255 SH SOLE 64255
WEYERHAEUSER CO COM 962166104 5912 124802 SH SOLE 124802
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 871 53609 SH SOLE 53609
WHIRLPOOL CORP COM 963320106 2252 48300 SH SOLE 48300
WHITMAN CORP COM 96647K102 1654 72300 SH SOLE 72300
WILLAMETTE INDS INC COM 969133107 2625 37700 SH SOLE 37700
WILLIAMS COS INC DEL COM 969457100 3887 103650 SH SOLE 103650
WINN DIXIE STORES INC COM 974280109 1964 62100 SH SOLE 62100
WISCONSIN ENERGY CORP COM 976657106 2094 77900 SH SOLE 77900
WITCO CORP COM 977385103 1448 47477 SH SOLE 47477
WOOLWORTH CORP COM 980883102 2052 93800 SH SOLE 93800
WORLDCOM INC GA COM 98155K102 6563 251800 SH SOLE 251800
WORTHINGTON INDS INC COM 981811102 1117 61650 SH SOLE 61650
<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
WRIGLEY WM JR CO COM 982526105 3780 67200 SH SOLE 67200
XILINX INC COM 983919101 1793 48700 SH SOLE 48700
XEROX CORP COM 984121103 10782 204890 SH SOLE 204890
YORK INTL CORP NEW COM 986670107 1743 31200 SH SOLE 31200
ZIONS BANCORPORATION COM 989701107 1498 14400 SH SOLE 14400
REPORT SUMMARY 805 DATA RECORDS 3839627 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
|
|